UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT
OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-04681
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: | Anne E. Robinson, 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: January 1, 2020—June 30, 2020
Item 1: Reports to Shareholders
Semiannual Report | June 30, 2020
Vanguard Bond Index Funds
|
Vanguard Short-Term Bond Index Fund
Vanguard Intermediate-Term Bond Index Fund
Vanguard Long-Term Bond Index Fund
See the inside front cover for important information about access to your fund’s annual and semiannual shareholder reports.
|
Important information about access to shareholder reports
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of your fund’s annual and semiannual shareholder reports will no longer be sent to you by mail, unless you specifically request them. Instead, you will be notified by mail each time a report is posted on the website and will be provided with a link to access the report.
If you have already elected to receive shareholder reports electronically, you will not be affected by this change and do not need to take any action. You may elect to receive shareholder reports and other communications from the fund electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly with the fund, by calling Vanguard at one of the phone numbers on the back cover of this report or by logging on to vanguard.com.
You may elect to receive paper copies of all future shareholder reports free of charge. If you invest through a financial intermediary, you can contact the intermediary to request that you continue to receive paper copies. If you invest directly with the fund, you can call Vanguard at one of the phone numbers on the back cover of this report or log on to vanguard.com. Your election to receive paper copies will apply to all the funds you hold through an intermediary or directly with Vanguard.
Contents
About Your Fund’s Expenses | 1 | |
Short-Term Bond Index Fund | 4 | |
Intermediate-Term Bond Index Fund | 22 | |
Long-Term Bond Index Fund | 40 | |
Trustees Approve Advisory Arrangements | 59 | |
Liquidity Risk Management | 61 |
About Your Fund’s Expenses
As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.
A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.
The accompanying table illustrates your fund’s costs in two ways:
· Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.
To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading ”Expenses Paid During Period.“
· Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.
Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”
The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.
You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.
1
Six Months Ended June 30, 2020
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
12/31/2019 | 6/30/2020 | Period | |
Based on Actual Fund Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,040.14 | $0.76 |
ETF Shares | 1,000.00 | 1,039.91 | 0.25 |
Admiral™ Shares | 1,000.00 | 1,040.55 | 0.36 |
Institutional Shares | 1,000.00 | 1,040.66 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,040.71 | 0.20 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,078.59 | $0.78 |
ETF Shares | 1,000.00 | 1,078.25 | 0.26 |
Admiral Shares | 1,000.00 | 1,079.01 | 0.36 |
Institutional Shares | 1,000.00 | 1,079.12 | 0.26 |
Institutional Plus Shares | 1,000.00 | 1,079.17 | 0.21 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $1,130.56 | $0.26 |
Admiral Shares | 1,000.00 | 1,130.76 | 0.37 |
Institutional Shares | 1,000.00 | 1,130.87 | 0.26 |
Institutional Plus Shares | 1,000.00 | 1,130.93 | 0.21 |
2
Six Months Ended June 30, 2020
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
12/31/2019 | 6/30/2020 | Period | |
Based on Hypothetical 5% Yearly Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.12 | $0.75 |
ETF Shares | 1,000.00 | 1,024.61 | 0.25 |
Admiral Shares | 1,000.00 | 1,024.52 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.61 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.66 | 0.20 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.12 | $0.75 |
ETF Shares | 1,000.00 | 1,024.61 | 0.25 |
Admiral Shares | 1,000.00 | 1,024.52 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.61 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.66 | 0.20 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $1,024.61 | $0.25 |
Admiral Shares | 1,000.00 | 1,024.52 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.61 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.66 | 0.20 |
The calculations are based on expenses incurred in the most recent six-month period. The funds’ annualized six-month expense ratios for that period are: for the Short-Term Bond Index Fund, 0.15% for Investor Shares, 0.05% for ETF Shares, 0.07% for Admiral Shares, 0.05% for Institutional Shares, and 0.04% for Institutional Plus Shares; for the Intermediate-Term Bond Index Fund, 0.15% for Investor Shares, 0.05% for ETF Shares, 0.07% for Admiral Shares, 0.05% for Institutional Shares, and 0.04% for Institutional Plus Shares; and for the Long-Term Bond Index Fund, 0.05% for ETF Shares, 0.07% for Admiral Shares, 0.05% for Institutional Shares, and 0.04% for Institutional Plus Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (182/366).
3
Short-Term Bond Index Fund
Fund Allocation
As of June 30, 2020
Corporate Bonds | 27.0% |
Sovereign Bonds | 6.8 |
Taxable Municipal Bonds | 0.1 |
U.S. Government and Agency Obligations | 66.1 |
The table reflects the fund's investments, except for short-term investments. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.
The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.
4
Short-Term Bond Index Fund
Financial Statements (unaudited)
Schedule of Investments—Investments Summary
As of June 30, 2020
This Statement summarizes the fund’s holdings by asset type. Details are reported for each of the fund’s 50 largest individual holdings and for investments that, in total for any issuer, represent more than 1% of the fund’s net assets. The total value of smaller holdings is reported as a single amount within each category.
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) four times in each fiscal year. For the second and fourth quarters the complete list of the fund’s holdings is available on vanguard.com and on Form N-CSR, or you can have it mailed to you without charge by calling 800-662-7447. For the first and third quarters of each fiscal year, the complete list of the fund’s holdings is available as an exhibit to its reports on Form N-PORT. The fund’s Form N-CSR and Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Face | Market | Percentage | |||||
Maturity | Amount | Value• | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
U.S. Government and Agency Obligations | |||||||
U.S. Government Securities | |||||||
United States Treasury Note/Bond | 1.250% | 10/31/21 | 971,436 | 985,406 | 1.8% | ||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 863,733 | 920,014 | 1.7% | ||
United States Treasury Note/Bond | 1.125% | 8/31/21 | 782,478 | 791,038 | 1.5% | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 536,754 | 574,998 | 1.1% | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 516,100 | 561,821 | 1.0% | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 511,920 | 556,314 | 1.0% | ||
United States Treasury Note/Bond | 1.125% | 9/30/21 | 548,868 | 555,301 | 1.0% | ||
United States Treasury Note/Bond | 1.500% | 10/31/21 | 543,029 | 552,619 | 1.0% | ||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 530,340 | 544,596 | 1.0% | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 539,905 | 541,087 | 1.0% | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 478,278 | 511,384 | 0.9% | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 486,670 | 508,112 | 0.9% | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 465,537 | 505,545 | 0.9% | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 460,333 | 500,686 | 0.9% | ||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 483,079 | 497,045 | 0.9% |
5
Short-Term Bond Index Fund
Face | Market | Percentage | |||||
Maturity | Amount | Value• | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 475,501 | 490,437 | 0.9% | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 441,295 | 486,113 | 0.9% | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 405,829 | 441,087 | 0.8% | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 405,309 | 440,899 | 0.8% | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 391,477 | 410,561 | 0.8% | ||
United States Treasury Note/Bond | 0.125% | 4/30/22 | 410,371 | 410,117 | 0.8% | ||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 394,170 | 405,873 | 0.8% | ||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 401,657 | 401,408 | 0.7% | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 382,650 | 399,930 | 0.7% | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 346,735 | 390,403 | 0.7% | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 341,252 | 366,204 | 0.7% | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 339,900 | 364,437 | 0.7% | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 333,228 | 359,573 | 0.7% | ||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 347,397 | 356,950 | 0.7% | ||
United States Treasury Note/Bond | 0.375% | 3/31/22 | 352,000 | 353,264 | 0.7% | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 322,595 | 348,203 | 0.6% | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 319,655 | 345,828 | 0.6% | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 318,585 | 343,224 | 0.6% | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 299,077 | 326,508 | 0.6% | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 303,995 | 325,226 | 0.6% | ||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 314,855 | 324,351 | 0.6% | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 310,263 | 320,976 | 0.6% | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 319,940 | 319,338 | 0.6% | ||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 306,779 | 313,632 | 0.6% | ||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 295,243 | 311,942 | 0.6% | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 287,110 | 311,827 | 0.6% | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 285,326 | 295,401 | 0.5% |
6
Short-Term Bond Index Fund
Face | Market | Percentage | |||||
Maturity | Amount | Value• | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
United States Treasury Note/Bond | 2.875% | 11/15/21 | 265,152 | 274,931 | 0.5% | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 254,220 | 274,400 | 0.5% | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 257,844 | 271,703 | 0.5% | ||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 260,496 | 270,020 | 0.5% | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 244,140 | 263,901 | 0.5% | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 258,886 | 258,562 | 0.5% | ||
United States Treasury Note/Bond | 1.625% | 12/31/21 | 252,585 | 258,112 | 0.5% | ||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 248,720 | 257,619 | 0.5% | ||
United States Treasury Note/Bond | 0.125%–8.125% | 2/15/21–7/31/25 | 12,516,076 | 13,110,825 | 24.2% | ||
34,309,751 | 63.3% | ||||||
Agency Bonds and Notes † | 1,273,456 | 2.3% | |||||
Total U.S. Government and Agency Obligations (Cost $34,303,808) | 35,583,207 | 65.6% | |||||
Corporate Bonds | |||||||
Finance | |||||||
1 | Banking † | 4,870,864 | 9.0% | ||||
Brokerage † | 156,129 | 0.3% | |||||
1 | Finance Companies † | 194,432 | 0.3% | ||||
Insurance † | 468,035 | 0.9% | |||||
Other Finance † | 4,937 | 0.0% | |||||
Real Estate Investment Trusts † | 352,681 | 0.6% | |||||
6,047,078 | 11.1% | ||||||
Industrial | |||||||
1 | Basic Industry † | 322,859 | 0.6% | ||||
1 | Capital Goods † | 778,326 | 1.5% | ||||
1 | Communication † | 777,929 | 1.4% | ||||
Consumer Cyclical † | 1,117,742 | 2.1% | |||||
1 | Consumer Noncyclical † | 2,047,726 | 3.8% | ||||
Energy † | 1,138,737 | 2.1% | |||||
Other Industrial † | 13,845 | 0.0% | |||||
1 | Technology † | 1,367,256 | 2.5% | ||||
Transportation † | 230,499 | 0.4% | |||||
7,794,919 | 14.4% | ||||||
Utilities | |||||||
1 | Electric † | 633,541 | 1.2% | ||||
1 | Natural Gas † | 36,821 | 0.1% | ||||
Other Utility † | 12,216 | 0.0% | |||||
682,578 | 1.3% | ||||||
Total Corporate Bonds (Cost $13,987,139) | 14,524,575 | 26.8% |
7
Short-Term Bond Index Fund
Market | Percentage | ||||
Value• | of Net | ||||
($000) | Assets | ||||
Sovereign Bonds (Cost $3,571,847) † | 3,691,718 | 6.8% | |||
Taxable Municipal Bonds (Cost $34,775) † | 35,326 | 0.1% |
Coupon | Shares | ||||
Temporary Cash Investment | |||||
Money Market Fund | |||||
2 Vanguard Market Liquidity Fund | |||||
(Cost $258,448) | 0.227% | 2,584,480 | 258,448 | 0.5% | |
Total Investments (Cost $52,156,017) | 54,093,274 | 99.8% | |||
Other Assets and Liabilities—Net | 123,826 | 0.2% | |||
Net Assets | 54,217,100 | 100.0% |
Cost is in $000.
• | See Note A in Notes to Financial Statements. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
1 | Certain of the fund’s securities are 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 June 30, 2020, the aggregate value of these securities was $484,129,000, representing 0.9% of net assets. |
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. |
See accompanying Notes, which are an integral part of the Financial Statements.
8
Short-Term Bond Index Fund
Statement of Assets and Liabilities
As of June 30, 2020
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $51,897,569) | 53,834,826 |
Affiliated Issuers (Cost $258,448) | 258,448 |
Total Investments in Securities | 54,093,274 |
Investment in Vanguard | 2,396 |
Cash | 33,779 |
Receivables for Investment Securities Sold | 1,258,379 |
Receivables for Accrued Income | 289,836 |
Receivables for Capital Shares Issued | 14,408 |
Other Assets | 410 |
Total Assets | 55,692,482 |
Liabilities | |
Payables for Investment Securities Purchased | 1,433,445 |
Payables for Capital Shares Redeemed | 35,829 |
Payables for Distributions | 4,577 |
Payables to Vanguard | 1,531 |
Total Liabilities | 1,475,382 |
Net Assets | 54,217,100 |
9
Short-Term Bond Index Fund
Statement of Assets and Liabilities (continued)
At June 30, 2020, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 52,313,041 |
Total Distributable Earnings (Loss) | 1,904,059 |
Net Assets | 54,217,100 |
Investor Shares — Net Assets | |
Applicable to 8,513,787 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 92,684 |
Net Asset Value Per Share — Investor Shares | $10.89 |
ETF Shares — Net Assets | |
Applicable to 296,912,541 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 24,658,378 |
Net Asset Value Per Share — ETF Shares | $83.05 |
Admiral Shares — Net Assets | |
Applicable to 1,547,150,603 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 16,842,766 |
Net Asset Value Per Share — Admiral Shares | $10.89 |
Institutional Shares — Net Assets | |
Applicable to 495,841,848 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 5,397,889 |
Net Asset Value Per Share — Institutional Shares | $10.89 |
Institutional Plus Shares — Net Assets | |
Applicable to 663,712,247 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 7,225,383 |
Net Asset Value Per Share — Institutional Plus Shares | $10.89 |
See accompanying Notes, which are an integral part of the Financial Statements.
10
Short-Term Bond Index Fund
Statement of Operations
Six Months Ended | |
June 30, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 527,088 |
Total Income | 527,088 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 643 |
Management and Administrative—Investor Shares | 59 |
Management and Administrative—ETF Shares | 4,397 |
Management and Administrative—Admiral Shares | 4,723 |
Management and Administrative—Institutional Shares | 1,173 |
Management and Administrative—Institutional Plus Shares | 1,222 |
Marketing and Distribution—Investor Shares | 7 |
Marketing and Distribution—ETF Shares | 625 |
Marketing and Distribution—Admiral Shares | 535 |
Marketing and Distribution—Institutional Shares | 98 |
Marketing and Distribution—Institutional Plus Shares | 53 |
Custodian Fees | 7 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 351 |
Shareholders’ Reports—Admiral Shares | 72 |
Shareholders’ Reports—Institutional Shares | 7 |
Shareholders’ Reports—Institutional Plus Shares | 10 |
Trustees’ Fees and Expenses | 18 |
Total Expenses | 14,000 |
Net Investment Income | 513,088 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | 175,905 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 1,306,711 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,995,704 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $928,000, ($43,000), and ($2,000), respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $79,189,000 of net gain (loss) resulting from in-kind redemptions. |
See accompanying Notes, which are an integral part of the Financial Statements.
11
Short-Term Bond Index Fund
Statement of Changes in Net Assets
Six Months Ended | Year Ended | |||
June 30, | December 31, | |||
2020 | 2019 | |||
($000 | ) | ($000 | ) | |
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net Investment Income | 513,088 | 1,114,701 | ||
Realized Net Gain (Loss) | 175,905 | 9,784 | ||
Change in Unrealized Appreciation (Depreciation) | 1,306,711 | 1,214,482 | ||
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,995,704 | 2,338,967 | ||
Distributions1 | ||||
Investor Shares | (859 | ) | (13,802 | ) |
ETF Shares | (193,328 | ) | (520,079 | ) |
Admiral Shares | (158,480 | ) | (328,656 | ) |
Institutional Shares | (54,629 | ) | (121,962 | ) |
Institutional Plus Shares | (69,917 | ) | (130,015 | ) |
Total Distributions | (477,213 | ) | (1,114,514 | ) |
Capital Share Transactions | ||||
Investor Shares | 1,300 | (1,075,752 | ) | |
ETF Shares | 1,440,865 | (5,999,216 | ) | |
Admiral Shares | 1,002,444 | 1,208,370 | ||
Institutional Shares | (283,396 | ) | 461,876 | |
Institutional Plus Shares | 392,956 | 1,089,410 | ||
Net Increase (Decrease) from Capital Share Transactions | 2,554,169 | (4,315,312 | ) | |
Total Increase (Decrease) | 4,072,660 | (3,090,859 | ) | |
Net Assets | ||||
Beginning of Period | 50,144,440 | 53,235,299 | ||
End of Period | 54,217,100 | 50,144,440 |
1 Certain prior period numbers have been reclassified to conform with current period presentation.
See accompanying Notes, which are an integral part of the Financial Statements.
12
Short-Term Bond Index Fund
Financial Highlights
Investor Shares
Six Months | |||||||
Ended | Year Ended December 31, | ||||||
For a Share Outstanding | June 30, | ||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | $10.48 | |
Investment Operations | |||||||
Net Investment Income | .1031 | .2301 | .1981 | .1641 | .146 | .130 | |
Net Realized and Unrealized Gain (Loss) on Investments | .320 | .258 | (.069) | (.050) | .002 | (.040 | ) |
Total from Investment Operations | .423 | .488 | .129 | .114 | .148 | .090 | |
Distributions | |||||||
Dividends from Net Investment Income | (.103) | (.228) | (.199) | (.164) | (.146) | (.130 | ) |
Distributions from Realized Capital Gains | — | — | — | (.000)2 | (.002) | (.010 | ) |
Total Distributions | (.103) | (.228) | (.199) | (.164) | (.148) | (.140 | ) |
Net Asset Value, End of Period | $10.89 | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | |
Total Return3 | 4.01% | 4.77% | 1.27% | 1.10% | 1.41% | 0.85% | |
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $93 | $89 | $1,143 | $1,545 | $1,865 | $2,307 | |
Ratio of Total Expenses to Average Net Assets | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | 0.16% | |
Ratio of Net Investment Income to Average Net Assets | 1.92% | 2.18% | 1.94% | 1.57% | 1.38% | 1.23% | |
Portfolio Turnover Rate4 | 28% | 44% | 48% | 50% | 51% | 52% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
13
Short-Term Bond Index Fund
Financial Highlights
ETF Shares
Six Months | |||||||
Ended | Year Ended December 31, | ||||||
For a Share Outstanding | June 30, | ||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $80.55 | $78.56 | $79.09 | $79.44 | $79.49 | $79.87 | |
Investment Operations | |||||||
Net Investment Income | .8231 | 1.8191 | 1.5801 | 1.3141 | 1.172 | 1.039 | |
Net Realized and Unrealized Gain (Loss) on Investments | 2.380 | 2.014 | (.545) | (.362) | (.037) | (.303 | ) |
Total from Investment Operations | 3.203 | 3.833 | 1.035 | .952 | 1.135 | .736 | |
Distributions | |||||||
Dividends from Net Investment Income | (.703) | (1.843) | (1.565) | (1.300) | (1.172) | (1.039 | ) |
Distributions from Realized Capital Gains | — | — | — | (.002) | (.013) | (.077 | ) |
Total Distributions | (.703) | (1.843) | (1.565) | (1.302) | (1.185) | (1.116 | ) |
Net Asset Value, End of Period | $83.05 | $80.55 | $78.56 | $79.09 | $79.44 | $79.49 | |
Total Return | 3.99% | 4.92% | 1.34% | 1.20% | 1.42% | 0.92% | |
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $24,658 | $22,522 | $27,946 | $23,902 | $19,576 | $17,402 | |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.07% | 0.07% | 0.07% | 0.09% | |
Ratio of Net Investment Income to Average Net Assets | 2.02% | 2.28% | 2.02% | 1.65% | 1.46% | 1.30% | |
Portfolio Turnover Rate2 | 28% | 44% | 48% | 50% | 51% | 52% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
14
Short-Term Bond Index Fund
Financial Highlights
Admiral Shares
Six Months | ||||||||||||
Ended | ||||||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||||||
Net Asset Value, Beginning of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | $10.48 | ||||||
Investment Operations | ||||||||||||
Net Investment Income | .107 | 1 | .237 | 1 | .207 | 1 | .172 | 1 | .154 | .137 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .320 | .260 | (.070 | ) | (.050 | ) | .002 | (.040 | ) | |||
Total from Investment Operations | .427 | .497 | .137 | .122 | .156 | .097 | ||||||
Distributions | ||||||||||||
Dividends from Net Investment Income | (.107 | ) | (.237) | (.207 | ) | (.172 | ) | (.154 | ) | (.137 | ) | |
Distributions from Realized Capital Gains | — | — | — | (.000)2 | (.002 | ) | (.010 | ) | ||||
Total Distributions | (.107 | ) | (.237 | ) | (.207 | ) | (.172 | ) | (.156 | ) | (.147 | ) |
Net Asset Value, End of Period | $10.89 | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | ||||||
Total Return3 | 4.06% | 4.86% | 1.35% | 1.18% | 1.49% | 0.92% | ||||||
Ratios/Supplemental Data | ||||||||||||
Net Assets, End of Period (Millions) | $16,843 | $15,379 | $13,812 | $16,034 | $15,335 | $14,662 | ||||||
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% | 0.09% | ||||||
Ratio of Net Investment Income to Average Net Assets | 2.00% | 2.26% | 2.02% | 1.65% | 1.46% | 1.30% | ||||||
Portfolio Turnover Rate4 | 28% | 44% | 48% | 50% | 51% | 52% |
The expense ratio and net investment income ratio for the current period have been annualized
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
15
Short-Term Bond Index Fund
Financial Highlights
Institutional Shares
Six Months | |||||||||||||
Ended | |||||||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | |||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |||||||
Net Asset Value, Beginning of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | $10.48 | |||||||
Investment Operations | |||||||||||||
Net Investment Income | .108 | 1 | .239 | 1 | .209 | 1 | .174 | 1 | .156 | .140 | |||
Net Realized and Unrealized Gain (Loss) on Investments | .320 | .260 | (.070 | ) | (.050 | ) | .002 | (.040 | ) | ||||
Total from Investment Operations | .428 | .499 | .139 | .124 | .158 | .100 | |||||||
Distributions | |||||||||||||
Dividends from Net Investment Income | (.108 | ) | (.239 | ) | (.209 | ) | (.174 | ) | (.156 | ) | (.140 | ) | |
Distributions from Realized Capital Gains | — | — | — | (.000 | )2 | (.002 | ) | (.010 | ) | ||||
Total Distributions | (.108 | ) | (.239 | ) | (.209 | ) | (.174 | ) | (.158 | ) | (.150 | ) | |
Net Asset Value, End of Period | $10.89 | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | |||||||
Total Return | 4.07% | 4.88% | 1.37% | 1.20% | 1.51% | 0.95% | |||||||
Ratios/Supplemental Data | |||||||||||||
Net Assets, End of Period (Millions) | $5,398 | $5,524 | $4,930 | $5,033 | $4,963 | $4,506 | |||||||
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% | 0.06% | |||||||
Ratio of Net Investment Income to Average Net Assets | 2.02% | 2.28% | 2.04% �� | 1.67% | 1.48% | 1.33% | |||||||
Portfolio Turnover Rate3 | 28% | 44% | 48% | 50% | 51% | 52% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
16
Short-Term Bond Index Fund
Financial Highlights
Institutional Plus Shares
Six Months | |||||||||||||
Ended | |||||||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | |||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |||||||
Net Asset Value, Beginning of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | $10.48 | |||||||
Investment Operations | |||||||||||||
Net Investment Income | .109 | 1 | .240 | 1 | .210 | 1 | .175 | 1 | .158 | .142 | |||
Net Realized and Unrealized Gain (Loss) on Investments | .320 | .260 | (.070 | ) | (.050 | ) | .002 | (.040 | ) | ||||
Total from Investment Operations | .429 | .500 | .140 | .125 | .160 | .102 | |||||||
Distributions | |||||||||||||
Dividends from Net Investment Income | (.109 | ) | (.240 | ) | (.210 | ) | (.175 | ) | (.158 | ) | (.142 | ) | |
Distributions from Realized Capital Gains | — | — | — | (.000 | )2 | (.002 | ) | (.010 | ) | ||||
Total Distributions | (.109 | ) | (.240 | ) | (.210 | ) | (.175 | ) | (.160 | ) | (.152 | ) | |
Net Asset Value, End of Period | $10.89 | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | |||||||
Total Return | 4.07% | 4.89% | 1.38% | 1.21% | 1.52% | 0.97% | |||||||
Ratios/Supplemental Data | |||||||||||||
Net Assets, End of Period (Millions) | $7,225 | $6,631 | $5,404 | $5,078 | $4,336 | $3,502 | |||||||
Ratio of Total Expenses to Average Net Assets | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% | |||||||
Ratio of Net Investment Income to Average Net Assets | 2.03% | 2.29% | 2.05% | 1.68% | 1.49% | 1.35% | |||||||
Portfolio Turnover Rate3 | 28% | 44% | 48% | 50% | 51% | 52% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
17
Short-Term Bond Index Fund
Notes to Financial Statements
Vanguard Short-Term Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers five classes of shares: Investor Shares, ETF Shares, Admiral Shares, Institutional Shares, and Institutional Plus Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.
Certain of the fund’s investments are in corporate debt instruments; the issuers’ abilities to meet their obligations may be affected by economic developments in their respective industries. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. 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 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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. 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 board of trustees to represent fair value.
2. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. Management has analyzed the fund’s tax positions taken for all open federal income tax years (December 31, 2016–2019), and for the period ended June 30, 2020, and has concluded that no provision for federal income tax is required in the fund’s financial statements.
3. Distributions: Distributions from net investment income are declared daily by all share classes except ETF Shares, and paid on the first business day of the following month. Monthly income dividends from ETF Shares, and annual distributions from realized capital gains, if any, are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
4. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are
18
Short-Term Bond Index Fund
allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight, but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the six months ended June 30, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
5. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2020, the fund had contributed to Vanguard capital in the amount of $2,396,000, representing less than 0.01% of the fund’s net assets and 0.96% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C. 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.
19
Short-Term Bond Index Fund
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 June 30, 2020, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | Total | |
($000) | ($000) | ($000) | ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 35,583,207 | — | 35,583,207 |
Corporate Bonds | — | 14,524,575 | — | 14,524,575 |
Sovereign Bonds | — | 3,691,718 | — | 3,691,718 |
Taxable Municipal Bonds | — | 35,326 | — | 35,326 |
Temporary Cash Investments | 258,448 | — | — | 258,448 |
Total | 258,448 | 53,834,826 | — | 54,093,274 |
D. As of June 30, 2020, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 52,156,017 |
Gross Unrealized Appreciation | 1,953,091 |
Gross Unrealized Depreciation | (15,834) |
Net Unrealized Appreciation (Depreciation) | 1,937,257 |
The fund’s tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2019, the fund had available capital losses totaling $245,166,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2020; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.
E. During the six months ended June 30, 2020, the fund purchased $6,400,810,000 of investment securities and sold $4,435,753,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $14,832,644,000 and $14,238,091,000, respectively. Total purchases and sales include $5,591,618,000 and $4,187,495,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
20
Short-Term Bond Index Fund
The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended June 30, 2020, such purchases and sales were $5,207,336,000 and $474,413,000, respectively; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.
G. Capital share transactions for each class of shares were:
Six Months Ended | Year Ended | ||||
June 30, 2020 | December 31, 2019 | ||||
Amount | Shares | Amount | Shares | ||
($000) | (000) | ($000) | (000) | ||
Investor Shares | |||||
Issued | 21,199 | 1,972 | 293,432 | 27,888 | |
Issued in Lieu of Cash Distributions | 859 | 80 | 11,196 | 1,073 | |
Redeemed1 | (20,758) | (1,934) | (1,380,380) | (131,418) | |
Net Increase (Decrease)—Investor Shares | 1,300 | 118 | (1,075,752) | (102,457) | |
ETF Shares | |||||
Issued | 5,689,276 | 69,300 | 4,503,647 | 56,300 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (4,248,411) | (52,000) | (10,502,863) | (132,400) | |
Net Increase (Decrease)—ETF Shares | 1,440,865 | 17,300 | (5,999,216) | (76,100) | |
Admiral Shares | |||||
Issued1 | 4,134,875 | 384,327 | 4,953,370 | 472,453 | |
Issued in Lieu of Cash Distributions | 135,364 | 12,555 | 282,340 | 26,869 | |
Redeemed | (3,267,795) | (304,367) | (4,027,340) | (384,509) | |
Net Increase (Decrease)—Admiral Shares | 1,002,444 | 92,515 | 1,208,370 | 114,813 | |
Institutional Shares | |||||
Issued | 1,028,695 | 95,750 | 1,947,465 | 185,713 | |
Issued in Lieu of Cash Distributions | 49,710 | 4,612 | 112,032 | 10,663 | |
Redeemed | (1,361,801) | (127,021) | (1,597,621) | (152,105) | |
Net Increase (Decrease)—Institutional Shares | (283,396) | (26,659) | 461,876 | 44,271 | |
Institutional Plus Shares | |||||
Issued | 799,841 | 74,509 | 1,841,903 | 174,690 | |
Issued in Lieu of Cash Distributions | 67,654 | 6,275 | 125,488 | 11,944 | |
Redeemed | (474,539) | (44,311) | (877,981) | (83,593) | |
Net Increase (Decrease)—Institutional Plus Shares | 392,956 | 36,473 | 1,089,410 | 103,041 |
1 | In November 2018, the fund announced changes to the availability and minimum investment criteria of the Investor and Admiral share classes. As a result, all of the outstanding Investor Shares automatically converted to Admiral Shares beginning in April 2019, with the exception of those held by Vanguard funds and certain other institutional investors. Investor Shares—Redeemed and Admiral Shares—Issued include 88,906,000 and 88,917,000 shares, respectively, in the amount of $934,434,000 from the conversion during the year ended December 31, 2019. |
H. Management has determined that no events or transactions occurred subsequent to June 30, 2020, that would require recognition or disclosure in these financial statements.
21
Intermediate-Term Bond Index Fund
Fund Allocation
As of June 30, 2020
Corporate Bonds | 45.8% |
Sovereign Bonds | 4.1 |
Taxable Municipal Bonds | 0.3 |
U.S. Government and Agency Obligations | 49.8 |
The table reflects the fund's investments, except for short-term securities. The agency and mortgage-backed securities sectors may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.
The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.
22
Intermediate-Term Bond Index Fund
Financial Statements (unaudited)
Schedule of Investments—Investments Summary
As of June 30, 2020
This Statement summarizes the fund’s holdings by asset type. Details are reported for each of the fund’s 50 largest individual holdings and for investments that, in total for any issuer, represent more than 1% of the fund’s net assets. The total value of smaller holdings is reported as a single amount within each category.
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) four times in each fiscal year. For the second and fourth quarters the complete list of the fund’s holdings is available on vanguard.com and on Form N-CSR, or you can have it mailed to you without charge by calling 800-662-7447. For the first and third quarters of each fiscal year, the complete list of the fund’s holdings is available as an exhibit to its reports on Form N-PORT. The fund’s Form N-CSR and Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Face | Market | Percentage | |||
Maturity | Amount | Value• | of Net | ||
Coupon | Date | ($000) | ($000) | Assets | |
U.S. Government and Agency Obligations | |||||
U.S. Government Securities | |||||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 757,703 | 915,639 | 2.5% |
United States Treasury Note/Bond | 1.625% | 2/15/26 | 768,664 | 822,109 | 2.2% |
United States Treasury Note/Bond | 1.500% | 8/15/26 | 771,261 | 821,632 | 2.2% |
United States Treasury Note/Bond | 0.625% | 5/15/30 | 804,308 | 801,799 | 2.2% |
United States Treasury Note/Bond | 2.250% | 2/15/27 | 712,625 | 795,689 | 2.2% |
United States Treasury Note/Bond | 2.625% | 2/15/29 | 636,111 | 745,045 | 2.0% |
United States Treasury Note/Bond | 1.625% | 5/15/26 | 652,268 | 698,742 | 1.9% |
United States Treasury Note/Bond | 2.875% | 8/15/28 | 588,945 | 697,164 | 1.9% |
United States Treasury Note/Bond | 2.875% | 5/15/28 | 553,253 | 652,667 | 1.8% |
United States Treasury Note/Bond | 2.250% | 8/15/27 | 575,586 | 646,273 | 1.8% |
United States Treasury Note/Bond | 1.625% | 8/15/29 | 589,130 | 642,517 | 1.7% |
United States Treasury Note/Bond | 2.375% | 5/15/29 | 548,646 | 633,001 | 1.7% |
United States Treasury Note/Bond | 2.750% | 2/15/28 | 539,955 | 629,722 | 1.7% |
United States Treasury Note/Bond | 2.250% | 11/15/27 | 550,965 | 620,354 | 1.7% |
United States Treasury Note/Bond | 2.375% | 5/15/27 | 521,777 | 588,711 | 1.6% |
23
Intermediate-Term Bond Index Fund
Face | Market | Percentage | |||
Maturity | Amount | Value• | of Net | ||
Coupon | Date | ($000) | ($000) | Assets | |
United States Treasury Note/Bond | 1.750% | 11/15/29 | 483,914 | 534,120 | 1.5% |
United States Treasury Note/Bond | 1.625% | 11/30/26 | 448,479 | 481,904 | 1.3% |
United States Treasury Note/Bond | 1.375% | 8/31/26 | 432,825 | 457,847 | 1.2% |
United States Treasury Note/Bond | 2.000% | 8/15/25 | 401,237 | 435,591 | 1.2% |
United States Treasury Note/Bond | 2.500% | 2/28/26 | 366,000 | 409,693 | 1.1% |
United States Treasury Note/Bond | 0.500% | 5/31/27 | 385,770 | 386,009 | 1.1% |
United States Treasury Note/Bond | 2.125% | 5/31/26 | 332,456 | 366,014 | 1.0% |
United States Treasury Note/Bond | 2.000% | 11/15/26 | 310,512 | 340,883 | 0.9% |
United States Treasury Note/Bond | 2.250% | 11/15/25 | 270,522 | 298,039 | 0.8% |
United States Treasury Note/Bond | 2.375% | 4/30/26 | 251,875 | 280,762 | 0.8% |
United States Treasury Note/Bond | 2.625% | 12/31/25 | 239,685 | 269,308 | 0.7% |
United States Treasury Note/Bond | 2.250% | 3/31/26 | 219,650 | 243,023 | 0.7% |
United States Treasury Note/Bond | 2.750% | 8/31/25 | 204,830 | 230,370 | 0.6% |
United States Treasury Note/Bond | 2.875% | 11/30/25 | 201,505 | 228,865 | 0.6% |
United States Treasury Note/Bond | 2.625% | 1/31/26 | 201,235 | 226,389 | 0.6% |
United States Treasury Note/Bond | 1.625% | 9/30/26 | 195,330 | 209,704 | 0.6% |
United States Treasury Note/Bond | 1.875% | 7/31/26 | 187,095 | 203,496 | 0.6% |
United States Treasury Note/Bond | 1.875% | 6/30/26 | 177,205 | 192,601 | 0.5% |
United States Treasury Note/Bond | 3.000% | 9/30/25 | 168,116 | 191,521 | 0.5% |
United States Treasury Note/Bond | 1.625% | 10/31/26 | 175,245 | 188,224 | 0.5% |
United States Treasury Note/Bond | 0.500% | 6/30/27 | 163,090 | 163,167 | 0.4% |
United States Treasury Note/Bond | 3.000% | 10/31/25 | 126,522 | 144,354 | 0.4% |
United States Treasury Note/Bond | 1.500% | 1/31/27 | 134,445 | 143,498 | 0.4% |
United States Treasury Note/Bond | 1.750% | 12/31/26 | 111,750 | 121,022 | 0.3% |
United States Treasury Note/Bond | 2.000% | 2/15/25 | 110,901 | 119,704 | 0.3% |
United States Treasury Note/Bond | 1.500% | 2/15/30 | 71,951 | 77,751 | 0.2% |
24
Intermediate-Term Bond Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 47,479 | 63,295 | 0.2% | |
United States Treasury Note/Bond | 0.375%–6.500% | 4/30/25–5/15/30 | 180,571 | 225,191 | 0.6% | |
17,943,409 | 48.7% | |||||
Agency Notes † | 214,130 | 0.6% | ||||
Total U.S. Government and Agency Obligations (Cost $16,564,293) | 18,157,539 | 49.3% | ||||
Corporate Bonds | ||||||
Finance | ||||||
Banking | ||||||
1 | Bank of America Corp. | 3.419% | 12/20/28 | 69,016 | 76,876 | 0.2% |
1 | Bank of America Corp. | 2.496% | 2/13/31 | 53,420 | 55,958 | 0.2% |
1 | Bank of America Corp. | 4.271% | 7/23/29 | 46,100 | 54,281 | 0.1% |
1 | Bank of America Corp. | 2.592%–4.450% | 8/1/25–4/29/31 | 261,845 | 294,667 | 0.8% |
Bank One Corp. | 7.750%–8.000% | 7/15/25–4/29/27 | 8,860 | 12,172 | 0.0% | |
1 | Citigroup Inc. | 2.572%–6.625% | 9/13/25–6/3/31 | 349,537 | 391,246 | 1.1% |
1 | JPMorgan Chase & Co. | 2.182%–4.493% | 1/23/25–5/13/31 | 423,403 | 479,899 | 1.3% |
1 | Wells Fargo & Co. | 4.478% | 4/4/31 | 53,459 | 64,478 | 0.2% |
2 | Banking—Other † | 2,653,675 | 7.2% | |||
Brokerage † | 243,711 | 0.7% | ||||
2 | Finance Companies † | 149,967 | 0.4% | |||
2 | Insurance † | 711,707 | 1.9% | |||
Other Finance † | 4,445 | 0.0% | ||||
Real Estate Investment Trusts † | 745,053 | 2.0% | ||||
5,938,135 | 16.1% | |||||
Industrial | ||||||
2 | Basic Industry † | 425,649 | 1.1% | |||
2 | Capital Goods † | 965,820 | 2.6% | |||
Communication | ||||||
Comcast Corp. | 4.150% | 10/15/28 | 42,697 | 51,157 | 0.1% | |
2 | T-Mobile USA Inc. | 3.875% | 4/15/30 | 60,850 | 67,415 | 0.2% |
2 | Communication—Other † | 1,214,229 | 3.3% | |||
2 | Consumer Cyclical † | 1,312,435 | 3.6% | |||
Consumer Noncyclical | ||||||
2 | AbbVie Inc. | 3.200% | 11/21/29 | 49,572 | 54,372 | 0.2% |
CVS Health Corp. | 4.300% | 3/25/28 | 73,911 | 86,384 | 0.2% | |
2 | Consumer Noncyclical—Other † | 2,409,535 | 6.5% | |||
2 | Energy † | 1,152,562 | 3.2% | |||
Other Industrial † | 29,307 | 0.1% | ||||
2 | Technology † | 1,669,344 | 4.5% | |||
Transportation † | 355,173 | 1.0% | ||||
9,793,382 | 26.6% | |||||
Utilities | ||||||
2 | Electric † | 848,112 | 2.3% | |||
2 | Natural Gas † | 87,212 | 0.2% | |||
Other Utility † | 26,899 | 0.1% | ||||
962,223 | 2.6% | |||||
Total Corporate Bonds (Cost $15,562,406) | 16,693,740 | 45.3% |
25
Intermediate-Term Bond Index Fund
Market | Percentage | |||
Value• | of Net | |||
($000) | Assets | |||
Sovereign Bonds (Cost $1,405,778) † | 1,505,418 | 4.1% | ||
Taxable Municipal Bonds (Cost $96,340) † | 100,631 | 0.3% | ||
Coupon | Shares | |||
Temporary Cash Investment | ||||
Money Market Fund | ||||
3 Vanguard Market Liquidity Fund (Cost $233,004) | 0.227% | 2,330,927 | 233,092 | 0.6% |
Total Investments (Cost $33,861,821) | 36,690,420 | 99.6% | ||
Other Assets and Liabilities—Net | 130,942 | 0.4% | ||
Net Assets | 36,821,362 | 100.0% |
Cost is in $000.
• | See Note A in Notes to Financial Statements. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
1 | 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. |
2 | Certain of the fund’s securities are 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 June 30, 2020, the aggregate value of these securities was $879,977,000, representing 2.4% of net assets. |
3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
See accompanying Notes, which are an integral part of the Financial Statements.
26
Intermediate-Term Bond Index Fund
Statement of Assets and Liabilities
As of June 30, 2020
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $33,628,817) | 36,457,328 |
Affiliated Issuers (Cost $233,004) | 233,092 |
Total Investments in Securities | 36,690,420 |
Investment in Vanguard | 1,618 |
Cash | 6,577 |
Receivables for Investment Securities Sold | 823,140 |
Receivables for Accrued Income | 237,634 |
Receivables for Capital Shares Issued | 38,261 |
Other Assets | 150 |
Total Assets | 37,797,800 |
Liabilities | |
Payables for Investment Securities Purchased | 944,055 |
Payables for Capital Shares Redeemed | 24,224 |
Payables for Distributions | 7,025 |
Payables to Vanguard | 1,134 |
Total Liabilities | 976,438 |
Net Assets | 36,821,362 |
27
Intermediate-Term Bond Index Fund
Statement of Assets and Liabilities (continued)
At June 30, 2020, net assets consisted of:
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 33,646,319 |
Total Distributable Earnings (Loss) | 3,175,043 |
Net Assets | 36,821,362 |
Investor Shares—Net Assets | |
Applicable to 13,896,197 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 174,910 |
Net Asset Value Per Share—Investor Shares | $12.59 |
ETF Shares—Net Assets | |
Applicable to 140,054,060 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 13,011,894 |
Net Asset Value Per Share—ETF Shares | $92.91 |
Admiral Shares—Net Assets | |
Applicable to 1,472,940,964 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 18,539,701 |
Net Asset Value Per Share—Admiral Shares | $12.59 |
Institutional Shares—Net Assets | |
Applicable to 259,091,450 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,261,150 |
Net Asset Value Per Share—Institutional Shares | $12.59 |
Institutional Plus Shares—Net Assets | |
Applicable to 145,684,164 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,833,707 |
Net Asset Value Per Share—Institutional Plus Shares | $12.59 |
See accompanying Notes, which are an integral part of the Financial Statements.
28
Intermediate-Term Bond Index Fund
Statement of Operations
Six Months Ended | |
June 30, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 442,222 |
Total Income | 442,222 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 437 |
Management and Administrative—Investor Shares | 107 |
Management and Administrative—ETF Shares | 2,364 |
Management and Administrative—Admiral Shares | 5,229 |
Management and Administrative—Institutional Shares | 698 |
Management and Administrative—Institutional Plus Shares | 295 |
Marketing and Distribution—Investor Shares | 12 |
Marketing and Distribution—ETF Shares | 306 |
Marketing and Distribution—Admiral Shares | 578 |
Marketing and Distribution—Institutional Shares | 54 |
Marketing and Distribution—Institutional Plus Shares | 10 |
Custodian Fees | 14 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 285 |
Shareholders’ Reports—Admiral Shares | 70 |
Shareholders’ Reports—Institutional Shares | 5 |
Shareholders’ Reports—Institutional Plus Shares | 23 |
Trustees’ Fees and Expenses | 13 |
Total Expenses | 10,500 |
Net Investment Income | 431,722 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | 515,070 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 1,634,082 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,580,874 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $812,000, $38,000, and $86,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $230,783,000 of net gain (loss) resulting from in-kind redemptions. |
See accompanying Notes, which are an integral part of the Financial Statements.
29
Intermediate-Term Bond Index Fund
Statement of Changes in Net Assets
Six Months Ended | Year Ended | |||
June 30, | December 31, | |||
2020 | 2019 | |||
($000) | ($000) | |||
Increase (Decrease) in Net Assets | ||||
Operations | ||||
Net Investment Income | 431,722 | 914,253 | ||
Realized Net Gain (Loss) | 515,070 | 199,926 | ||
Change in Unrealized Appreciation (Depreciation) | 1,634,082 | 1,979,993 | ||
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,580,874 | 3,094,172 | ||
Distributions1 | ||||
Investor Shares | (1,915) | (17,578) | ||
ETF Shares | (130,040) | (346,627) | ||
Admiral Shares | (214,209) | (412,439) | ||
Institutional Shares | (39,653) | (86,862) | ||
Institutional Plus Shares | (21,800) | (50,777) | ||
Total Distributions | (407,617) | (914,283) | ||
Capital Share Transactions | ||||
Investor Shares | 1,640 | (931,957) | ||
ETF Shares | (1,293,001) | (41,131) | ||
Admiral Shares | 670,790 | 2,981,608 | ||
Institutional Shares | (100,177) | (5,763) | ||
Institutional Plus Shares | 93,753 | (251,254) | ||
Net Increase (Decrease) from Capital Share Transactions | (626,995) | 1,751,503 | ||
Total Increase (Decrease) | 1,546,262 | 3,931,392 | ||
Net Assets | ||||
Beginning of Period | 35,275,100 | 31,343,708 | ||
End of Period | 36,821,362 | 35,275,100 |
1 Certain prior period numbers have been reclassified to conform with current period presentation.
See accompanying Notes, which are an integral part of the Financial Statements.
30
Intermediate-Term Bond Index Fund
Financial Highlights
Investor Shares
Six Months | ||||||||||||
Ended | ||||||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||||||
Net Asset Value, Beginning of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | $11.46 | ||||||
Investment Operations | ||||||||||||
Net Investment Income | .144 | 1 | .316 | 1 | .306 | 1 | .289 | 1 | .289 | .302 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .780 | .787 | (.340 | ) | .132 | .025 | (.162 | ) | ||||
Total from Investment Operations | .924 | 1.103 | (.034 | ) | .421 | .314 | .140 | |||||
Distributions | ||||||||||||
Dividends from Net Investment Income | (.144 | ) | (.313 | ) | (.306 | ) | (.290 | ) | (.289 | ) | (.302 | ) |
Distributions from Realized Capital Gains | — | — | — | (.011 | ) | (.045 | ) | (.038 | ) | |||
Total Distributions | (.144 | ) | (.313 | ) | (.306 | ) | (.301 | ) | (.334 | ) | (.340 | ) |
Net Asset Value, End of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | ||||||
Total Return2 | 7.86% | 10.09% | -0.25% | 3.76% | 2.75% | 1.21% | ||||||
Ratios/Supplemental Data | ||||||||||||
Net Assets, End of Period (Millions) | $175 | $163 | $1,037 | $1,307 | $1,472 | $1,397 | ||||||
Ratio of Total Expenses to Average Net Assets | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | 0.16% | ||||||
Ratio of Net Investment Income to Average Net Assets | 2.37% | 2.78% | 2.79% | 2.54% | 2.48% | 2.62% | ||||||
Portfolio Turnover Rate3 | 35% | 50% | 53% | 55% | 57% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
31
Intermediate-Term Bond Index Fund
Financial Highlights
ETF Shares
Six Months | ||||||||||||
Ended | ||||||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||||||
Net Asset Value, Beginning of Period | $87.08 | $81.27 | $83.73 | $82.86 | $82.95 | $84.41 | ||||||
Investment Operations | ||||||||||||
Net Investment Income | 1.106 | 1 | 2.392 | 1 | 2.320 | 1 | 2.199 | 1 | 2.163 | 2.227 | ||
Net Realized and Unrealized Gain (Loss) on Investments | 5.676 | 5.816 | (2.442 | ) | .925 | .244 | (1.177 | ) | ||||
Total from Investment Operations | 6.782 | 8.208 | (.122 | ) | 3.124 | 2.407 | 1.050 | |||||
Distributions | ||||||||||||
Dividends from Net Investment Income | (.952 | ) | (2.398 | ) | (2.338 | ) | (2.174 | ) | (2.163 | ) | (2.227 | ) |
Distributions from Realized Capital Gains | — | — | — | (.080 | ) | (.334 | ) | (.283 | ) | |||
Total Distributions | (.952 | ) | (2.398 | ) | (2.338 | ) | (2.254 | ) | (2.497 | ) | (2.510 | ) |
Net Asset Value, End of Period | $92.91 | $87.08 | $81.27 | $83.73 | $82.86 | $82.95 | ||||||
Total Return | 7.83% | 10.19% | -0.09% | 3.80% | 2.86% | 1.23% | ||||||
Ratios/Supplemental Data | ||||||||||||
Net Assets, End of Period (Millions) | $13,012 | $13,546 | $12,772 | $15,328 | $11,241 | $7,569 | ||||||
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.07% | 0.07% | 0.07% | 0.09% | ||||||
Ratio of Net Investment Income to Average Net Assets | 2.47% | 2.80% | 2.87% | 2.62% | 2.56% | 2.69% | ||||||
Portfolio Turnover Rate2 | 35% | 50% | 53% | 55% | 57% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
32
Intermediate-Term Bond Index Fund
Financial Highlights
Admiral Shares
Six Months | |||||||
Ended | Year Ended December 31, | ||||||
For a Share Outstanding | June 30, | ||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | $11.46 | |
Investment Operations | |||||||
Net Investment Income | .1491 | .3221 | .3151 | .2981 | .299 | .309 | |
Net Realized and Unrealized Gain (Loss) on Investments | .780 | .790 | (.341) | .132 | .025 | (.162) | |
Total from Investment Operations | .929 | 1.112 | (.026) | .430 | .324 | .147 | |
Distributions | |||||||
Dividends from Net Investment Income | (.149) | (.322) | (.314) | (.299) | (.299) | (.309) | |
Distributions from Realized Capital Gains | — | — | — | (.011) | (.045) | (.038) | |
Total Distributions | (.149) | (.322) | (.314) | (.310) | (.344) | (.347) | |
Net Asset Value, End of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | |
Total Return2 | 7.90% | 10.18% | -0.17% | 3.85% | 2.83% | 1.27% | |
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $18,540 | $16,776 | $12,830 | $13,477 | $11,954 | $10,061 | |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% | 0.09% | |
Ratio of Net Investment Income to Average Net Assets | 2.45% | 2.78% | 2.87% | 2.62% | 2.56% | 2.69% | |
Portfolio Turnover Rate3 | 35% | 50% | 53% | 55% | 57% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. | |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. | |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
33
Intermediate-Term Bond Index Fund
Financial Highlights
Institutional Shares
Six Months | ||||||||
Ended | Year Ended December 31, | |||||||
For a Share Outstanding | June 30, | |||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | $11.46 | ||
Investment Operations | ||||||||
Net Investment Income | .1501 | .3251 | .3171 | .3011 | .301 | .313 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .780 | .790 | (.340) | .131 | .025 | (.162) | ||
Total from Investment Operations | .930 | 1.115 | (.023) | .432 | .326 | .151 | ||
Distributions | ||||||||
Dividends from Net Investment Income | (.150) | (.325) | (.317) | (.301) | (.301) | (.313) | ||
Distributions from Realized Capital Gains | — | — | — | (.011) | (.045) | (.038) | ||
Total Distributions | (.150) | (.325) | (.317) | (.312) | (.346) | (.351) | ||
Net Asset Value, End of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | ||
Total Return | 7.91% | 10.20% | -0.15% | 3.87% | 2.85% | 1.31% | ||
Ratios/Supplemental Data | ||||||||
Net Assets, End of Period (Millions) | $3,261 | $3,158 | $2,952 | $3,127 | $2,626 | $2,399 | ||
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% | 0.06% | ||
Ratio of Net Investment Income to Average Net Assets | 2.47% | 2.81% | 2.89% | 2.64% | 2.58% | 2.72% | ||
Portfolio Turnover Rate2 | 35% | 50% | 53% | 55% | 57% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
34
Intermediate-Term Bond Index Fund
Financial Highlights
Institutional Plus Shares
Six Months | ||||||
Ended | Year Ended December 31, | |||||
For a Share Outstanding | June 30, | |||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | $11.46 |
Investment Operations | ||||||
Net Investment Income | .1511 | .3261 | .3191 | .3021 | .302 | .315 |
Net Realized and Unrealized Gain (Loss) on Investments | .780 | .790 | (.341) | .131 | .025 | (.162) |
Total from Investment Operations | .931 | 1.116 | (.022) | .433 | .327 | .153 |
Distributions | ||||||
Dividends from Net Investment Income | (.151) | (.326) | (.318) | (.302) | (.302) | (.315) |
Distributions from Realized Capital Gains | — | — | — | (.011) | (.045) | (.038) |
Total Distributions | (.151) | (.326) | (.318) | (.313) | (.347) | (.353) |
Net Asset Value, End of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Total Return | 7.92% | 10.21% | -0.14% | 3.88% | 2.86% | 1.33% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,834 | $1,632 | $1,752 | $1,640 | $1,478 | $1,057 |
Ratio of Total Expenses to Average Net Assets | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 2.48% | 2.83% | 2.90% | 2.65% | 2.59% | 2.74% |
Portfolio Turnover Rate2 | 35% | 50% | 53% | 55% | 57% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
35
Intermediate-Term Bond Index Fund
Notes to Financial Statements
Vanguard Intermediate-Term Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers five classes of shares: Investor Shares, ETF Shares, Admiral Shares, Institutional Shares, and Institutional Plus Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.
Certain of the fund’s investments are in corporate debt instruments; the issuers’ abilities to meet their obligations may be affected by economic developments in their respective industries. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. 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 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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. 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 board of trustees to represent fair value.
2. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. Management has analyzed the fund’s tax positions taken for all open federal income tax years (December 31, 2016–2019), and for the period ended June 30, 2020, and has concluded that no provision for federal income tax is required in the fund’s financial statements.
3. Distributions: Distributions from net investment income are declared daily by all share classes except ETF Shares, and paid on the first business day of the following month. Monthly income dividends from ETF Shares, and annual distributions from realized capital gains, if any, are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
4. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are
36
Intermediate-Term Bond Index Fund
allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the
fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight, but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the six months ended June 30, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
5. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2020, the fund had contributed to Vanguard capital in the amount of $1,618,000, representing less than 0.01% of the fund’s net assets and 0.65% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C. 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.
37
Intermediate-Term Bond Index Fund
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 June 30, 2020, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | Total | ||
($000) | ($000) | ($000) | ($000 | ) | |
Investments | |||||
Assets | |||||
U.S. Government and Agency Obligations | — | 18,157,539 | — | 18,157,539 | |
Corporate Bonds | — | 16,693,740 | — | 16,693,740 | |
Sovereign Bonds | — | 1,505,418 | — | 1,505,418 | |
Taxable Municipal Bonds | — | 100,631 | — | 100,631 | |
Temporary Cash Investments | 233,092 | — | — | 233,092 | |
Total | 233,092 | 36,457,328 | — | 36,690,420 |
D. As of June 30, 2020, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | ||
($000 | ) | |
Tax Cost | 33,861,821 | |
Gross Unrealized Appreciation | 2,869,339 | |
Gross Unrealized Depreciation | (40,740 | ) |
Net Unrealized Appreciation (Depreciation) | 2,828,599 |
The fund’s tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2019, the fund had available capital losses totaling $192,723,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2020; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.
E. During the six months ended June 30, 2020, the fund purchased $7,148,201,000 of investment securities and sold $5,305,903,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $9,334,321,000 and $11,858,993,000, respectively. Total purchases and sales include $3,543,914,000 and $4,814,679,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six
38
Intermediate-Term Bond Index Fund
months ended June 30, 2020, such purchases and sales were $1,104,414,000 and $5,503,306,000, respectively; these amounts are included in the purchases and sales of investment securities noted above.
F. Capital share transactions for each class of shares were:
Six Months Ended | Year Ended | |||||||
June 30, 2020 | December 31, 2019 | |||||||
Amount | Shares | Amount | Shares | |||||
($000 | ) | (000 | ) | ($000) | (000 | ) | ||
Investor Shares | ||||||||
Issued | 34,203 | 2,789 | 247,548 | 21,388 | ||||
Issued in Lieu of Cash Distributions | 1,915 | 156 | 14,595 | 1,277 | ||||
Redeemed1 | (34,478 | ) | (2,857 | ) | (1,194,100) | (102,949 | ) | |
Net Increase (Decrease)—Investor Shares | 1,640 | 88 | (931,957) | (80,284 | ) | |||
ETF Shares | ||||||||
Issued | 3,590,095 | 39,600 | 3,131,082 | 36,400 | ||||
Issued in Lieu of Cash Distributions | — | — | — | — | ||||
Redeemed | (4,883,096 | ) | (55,100 | ) | (3,172,213) | (38,000 | ) | |
Net Increase (Decrease)—ETF Shares | (1,293,001 | ) | (15,500 | ) | (41,131) | (1,600 | ) | |
Admiral Shares | ||||||||
Issued1 | 3,339,844 | 273,344 | 5,574,117 | 480,860 | ||||
Issued in Lieu of Cash Distributions | 183,071 | 14,875 | 353,655 | 30,408 | ||||
Redeemed | (2,852,125 | ) | (235,264) | (2,946,164) | (255,042) | |||
Net Increase (Decrease)—Admiral Shares | 670,790 | 52,955 | 2,981,608 | 256,226 | ||||
Institutional Shares | ||||||||
Issued | 593,569 | 48,684 | 838,573 | 72,508 | ||||
Issued in Lieu of Cash Distributions | 36,720 | 2,984 | 78,689 | 6,775 | ||||
Redeemed | (730,466 | ) | (59,911 | ) | (923,025 | ) | (79,700 | ) |
Net Increase (Decrease)—Institutional Shares | (100,177 | ) | (8,243 | ) | (5,763 | ) | (417 | ) |
Institutional Plus Shares | ||||||||
Issued | 239,015 | 19,486 | 279,350 | 24,741 | ||||
Issued in Lieu of Cash Distributions | 9,875 | 802 | 24,167 | 2,089 | ||||
Redeemed | (155,137 | ) | (12,698 | ) | (554,771 | ) | (47,665 | ) |
Net Increase (Decrease)—Institutional Plus Shares | 93,753 | 7,590 | (251,254 | ) | (20,835 | ) |
1 | In November 2018, the fund announced changes to the availability and minimum investment criteria of the Investor and Admiral share classes. As a result, all of the outstanding Investor Shares automatically converted to Admiral Shares beginning in April 2019, with the exception of those held by Vanguard funds and certain other institutional investors. Investor Shares—Redeemed and Admiral Shares—Issued include 76,881,000 and 76,885,000 shares, respectively, in the amount of $893,324,000 from the conversion during the year ended December 31, 2019. |
G. Management has determined that no events or transactions occurred subsequent to June 30, 2020, that would require recognition or disclosure in these financial statements.
39
Long-Term Bond Index Fund
Fund Allocation
As of June 30, 2020
Corporate Bonds | 52.3 | % |
Sovereign Bonds | 3.6 | |
Taxable Municipal Bonds | 3.4 | |
U.S. Government and Agency Obligations | 40.7 |
The table reflects the fund's investments, except for short-term investments. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.
The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.
40
Long-Term Bond Index Fund
Financial Statements (unaudited)
Schedule of Investments—Investments Summary
As of June 30, 2020
This Statement summarizes the fund’s holdings by asset type. Details are reported for each of the fund’s 50 largest individual holdings and for investments that, in total for any issuer, represent more than 1% of the fund’s net assets. The total value of smaller holdings is reported as a single amount within each category.
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) four times in each fiscal year. For the second and fourth quarters the complete list of the fund’s holdings is available on vanguard.com and on Form N-CSR, or you can have it mailed to you without charge by calling 800-662-7447. For the first and third quarters of each fiscal year, the complete list of the fund’s holdings is available as an exhibit to its reports on Form N-PORT. The fund’s Form N-CSR and Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Face | Market | Percentage | |||
Maturity | Amount | Value• | of Net | ||
Coupon | Date | ($000) | ($000) | Assets | |
U.S. Government and Agency Obligations | |||||
U.S. Government Securities | |||||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 285,730 | 274,255 | 2.3% |
United States Treasury Note/Bond | 3.375% | 11/15/48 | 122,791 | 180,291 | 1.5% |
United States Treasury Note/Bond | 3.000% | 8/15/48 | 125,935 | 173,042 | 1.4% |
United States Treasury Note/Bond | 3.000% | 2/15/48 | 125,720 | 171,981 | 1.4% |
United States Treasury Note/Bond | 2.875% | 5/15/49 | 124,270 | 167,958 | 1.4% |
United States Treasury Note/Bond | 2.750% | 11/15/47 | 123,746 | 161,778 | 1.3% |
United States Treasury Note/Bond | 3.625% | 2/15/44 | 109,564 | 160,374 | 1.3% |
United States Treasury Note/Bond | 3.125% | 5/15/48 | 113,086 | 158,321 | 1.3% |
United States Treasury Note/Bond | 2.750% | 8/15/47 | 113,996 | 148,835 | 1.2% |
United States Treasury Note/Bond | 3.000% | 5/15/47 | 104,486 | 142,330 | 1.2% |
United States Treasury Note/Bond | 2.500% | 2/15/45 | 110,827 | 136,611 | 1.1% |
United States Treasury Note/Bond | 2.000% | 2/15/50 | 117,025 | 133,903 | 1.1% |
United States Treasury Note/Bond | 3.750% | 11/15/43 | 89,915 | 133,776 | 1.1% |
United States Treasury Note/Bond | 2.500% | 5/15/46 | 106,406 | 131,926 | 1.1% |
41
Long-Term Bond Index Fund
Face | Market | Percentage | |||
Maturity | Amount | Value• | of Net | ||
Coupon | Date | ($000) | ($000) | Assets | |
United States Treasury Note/Bond | 3.375% | 5/15/44 | 93,037 | 131,531 | 1.1% |
United States Treasury Note/Bond | 3.625% | 8/15/43 | 83,785 | 122,326 | 1.0% |
United States Treasury Note/Bond | 2.250% | 8/15/49 | 101,760 | 122,287 | 1.0% |
United States Treasury Note/Bond | 2.875% | 5/15/43 | 88,875 | 116,065 | 1.0% |
United States Treasury Note/Bond | 3.000% | 2/15/49 | 81,831 | 112,876 | 0.9% |
United States Treasury Note/Bond | 2.250% | 8/15/46 | 94,969 | 112,553 | 0.9% |
United States Treasury Note/Bond | 2.500% | 2/15/46 | 88,710 | 109,806 | 0.9% |
United States Treasury Note/Bond | 2.875% | 11/15/46 | 80,964 | 107,606 | 0.9% |
United States Treasury Note/Bond | 3.125% | 2/15/43 | 74,415 | 100,832 | 0.8% |
United States Treasury Note/Bond | 3.125% | 8/15/44 | 71,978 | 98,115 | 0.8% |
United States Treasury Note/Bond | 2.750% | 11/15/42 | 71,703 | 91,802 | 0.8% |
United States Treasury Note/Bond | 2.875% | 8/15/45 | 69,357 | 91,345 | 0.8% |
United States Treasury Note/Bond | 3.000% | 11/15/45 | 62,495 | 84,202 | 0.7% |
United States Treasury Note/Bond | 4.375% | 5/15/40 | 50,663 | 80,008 | 0.7% |
United States Treasury Note/Bond | 2.750% | 8/15/42 | 61,523 | 78,845 | 0.7% |
United States Treasury Note/Bond | 3.000% | 2/15/47 | 54,144 | 73,704 | 0.6% |
United States Treasury Note/Bond | 3.000% | 11/15/44 | 54,036 | 72,316 | 0.6% |
United States Treasury Note/Bond | 3.125% | 2/15/42 | 49,452 | 67,077 | 0.6% |
United States Treasury Note/Bond | 4.375% | 5/15/41 | 37,045 | 58,884 | 0.5% |
United States Treasury Note/Bond | 1.125% | 5/15/40 | 58,955 | 58,402 | 0.5% |
United States Treasury Note/Bond | 4.250% | 11/15/40 | 36,300 | 56,679 | 0.5% |
United States Treasury Note/Bond | 4.750% | 2/15/41 | 31,915 | 52,914 | 0.4% |
United States Treasury Note/Bond | 4.250% | 5/15/39 | 33,892 | 52,341 | 0.4% |
United States Treasury Note/Bond | 3.125% | 11/15/41 | 36,977 | 50,046 | 0.4% |
United States Treasury Note/Bond | 3.000% | 5/15/42 | 37,225 | 49,550 | 0.4% |
United States Treasury Note/Bond | 3.750% | 8/15/41 | 33,470 | 49,300 | 0.4% |
42
Long-Term Bond Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 28,555 | 42,529 | 0.4% | |
United States Treasury Note/Bond | 3.500% | 2/15/39 | 27,838 | 39,369 | 0.3% | |
United States Treasury Note/Bond | 4.375% | 11/15/39 | 21,210 | 33,333 | 0.3% | |
United States Treasury Note/Bond | 4.500% | 5/15/38 | 18,725 | 29,527 | 0.3% | |
United States Treasury Note/Bond | 4.375% | 2/15/38 | 18,908 | 29,378 | 0.2% | |
United States Treasury Note/Bond | 0.625%–6.250% | 5/15/30–11/15/49 | 61,097 | 80,669 | 0.7% | |
4,731,598 | 39.2% | |||||
Agency Bonds and Notes | ||||||
1 | Federal Home Loan Mortgage Corp. 6.250% | 7/15/32 | 17,212 | 27,111 | 0.2% | |
Agency Bonds and Notes—Other † | 102,498 | 0.9% | ||||
129,609 | 1.1% |
Total U.S. Government and Agency Obligations (Cost $3,850,126) | 4,861,207 | 40.3% | ||||
Corporate Bonds | ||||||
Finance | ||||||
Banking | ||||||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 17,347 | 25,136 | 0.2% | |
Banking—Other † | 534,675 | 4.4% | ||||
Brokerage † | 29,572 | 0.2% | ||||
Finance Companies | ||||||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 30,956 | 31,190 | 0.3% | |
2 | Finance Companies—Other † | 2,079 | 0.0% | |||
Insurance | ||||||
Berkshire Hathaway | ||||||
Finance Corp. | 4.200%–5.750% | 1/15/40–1/15/49 | 15,611 | 20,562 | 0.2% | |
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 3,424 | 4,529 | 0.0% | |
Insurance—Other † | 345,242 | 2.9% | ||||
Real Estate Investment Trusts † | 66,391 | 0.6% | ||||
1,059,376 | 8.8% | |||||
Industrial | ||||||
Basic Industry | ||||||
Lubrizol Corp. | 6.500% | 10/1/34 | 675 | 1,060 | 0.0% | |
2 | Basic Industry—Other † | 222,574 | 1.9% | |||
Capital Goods | ||||||
Precision Castparts Corp. | 3.900%–4.375% | 1/15/43–6/15/45 | 2,074 | 2,424 | 0.0% | |
2 | Capital Goods—Other † | 370,611 | 3.1% | |||
Communication | ||||||
AT&T Inc. | 2.750%–6.550% | 6/1/31–6/1/60 | 151,114 | 180,078 | 1.5% | |
Comcast Corp. | 1.950%–7.050% | 10/15/30–10/15/58 | 110,514 | 137,920 | 1.1% | |
NBCUniversal Media LLC | 4.450%–6.400% | 4/30/40–1/15/43 | 10,016 | 14,058 | 0.1% | |
2 | Communication—Other † | 541,453 | 4.5% | |||
Consumer Cyclical † | 376,419 | 3.1% |
43
Long-Term Bond Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
Consumer Noncyclical | ||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 27,769 | 33,773 | 0.3% | |
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 14,402 | 16,889 | 0.1% | |
Anheuser-Busch InBev Finance Inc. | 4.000%–4.900% | 2/1/36–2/1/46 | 11,775 | 13,504 | 0.1% | |
Anheuser-Busch InBev Worldwide Inc. | 3.750%–8.200% | 1/23/31–6/1/60 | 59,637 | 73,287 | 0.6% | |
CVS Health Corp. | 5.050% | 3/25/48 | 23,768 | 30,821 | 0.3% | |
2 | Consumer Noncyclical— Other † | 1,062,365 | 8.8% | |||
2 | Energy † | 548,739 | 4.6% | |||
Other Industrial † | 55,825 | 0.5% | ||||
2 | Technology † | 496,232 | 4.1% | |||
Transportation | ||||||
Burlington Northern | ||||||
Santa Fe LLC | 3.050%–6.200% | 8/15/36–2/15/51 | 37,245 | 47,909 | 0.4% | |
2 | Transportation—Other † | 187,011 | 1.5% | |||
4,412,952 | 36.6% | |||||
Utilities | ||||||
Electric | ||||||
2 | Berkshire Hathaway Energy Co. | 3.700%–6.125% | 7/15/30–10/15/50 | 15,264 | 19,659 | 0.2% |
MidAmerican Energy Co. | 3.650%–6.750% | 12/30/31–7/15/49 | 14,352 | 18,525 | 0.1% | |
Nevada Power Co. | 3.125%–6.750% | 4/1/36–8/1/50 | 4,235 | 5,391 | 0.0% | |
PacifiCorp | 2.700%–7.700% | 9/15/30–3/15/51 | 16,010 | 21,710 | 0.2% | |
2 | Electric—Other † | 624,181 | 5.2% | |||
Natural Gas † | 58,568 | 0.5% | ||||
Other Utility † | 19,019 | 0.1% | ||||
767,053 | 6.3% | |||||
Total Corporate Bonds (Cost $5,429,404) | 6,239,381 | 51.7% | ||||
Sovereign Bonds (Cost $395,842) † | 432,927 | 3.6% | ||||
Taxable Municipal Bonds (Cost $316,524) † | 404,916 | 3.4% |
44
Long-Term Bond Index Fund | ||||
Market | Percentage | |||
Value• | of Net | |||
Coupon | Shares | ($000) | Assets | |
Temporary Cash Investment | ||||
Money Market Fund | ||||
3 Vanguard Market Liquidity Fund (Cost $50,058) | 0.227% | 500,578 | 50,058 | 0.4% |
Total Investments (Cost $10,041,954) | 11,988,489 | 99.4% | ||
Other Assets and Liabilities—Net | 67,736 | 0.6% | ||
Net Assets | 12,056,225 | 100.0% |
Cost is in $000.
• See Note A in Notes to Financial Statements.
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
1 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
2 | Certain of the fund’s securities are 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 June 30, 2020, the aggregate value of these securities was $182,853,000, representing 1.5% of net assets. |
3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
See accompanying Notes, which are an integral part of the Financial Statements.
45
Long-Term Bond Index Fund
Statement of Assets and Liabilities
As of June 30, 2020
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $9,991,896) | 11,938,431 |
Affiliated Issuers (Cost $50,058) | 50,058 |
Total Investments in Securities | 11,988,489 |
Investment in Vanguard | 563 |
Cash | 37 |
Receivables for Investment Securities Sold | 176,002 |
Receivables for Accrued Income | 96,475 |
Receivables for Capital Shares Issued | 5,342 |
Other Assets | 26 |
Total Assets | 12,266,934 |
Liabilities | |
Payables for Investment Securities Purchased | 164,508 |
Payables for Capital Shares Redeemed | 44,718 |
Payables for Distributions | 1,146 |
Payables to Vanguard | 337 |
Total Liabilities | 210,709 |
Net Assets | 12,056,225 |
46
Long-Term Bond Index Fund
Statement of Assets and Liabilities (continued)
At June 30, 2020, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 9,479,084 |
Total Distributable Earnings (Loss) | 2,577,141 |
Net Assets | 12,056,225 |
ETF Shares—Net Assets | |
Applicable to 45,800,000 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 5,093,426 |
Net Asset Value Per Share—ETF Shares | $111.21 |
Admiral Shares—Net Assets | |
Applicable to 191,703,305 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,231,214 |
Net Asset Value Per Share—Admiral Shares | $16.86 |
Institutional Shares—Net Assets | |
Applicable to 108,841,392 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,834,551 |
Net Asset Value Per Share—Institutional Shares | $16.86 |
Institutional Plus Shares—Net Assets | |
Applicable to 112,548,389 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,897,034 |
Net Asset Value Per Share—Institutional Plus Shares | $16.86 |
See accompanying Notes, which are an integral part of the Financial Statements.
47
Long-Term Bond Index Fund
Statement of Operations
Six Months Ended | |
June 30, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 199,053 |
Total Income | 199,053 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 156 |
Management and Administrative—ETF Shares | 879 |
Management and Administrative—Admiral Shares | 961 |
Management and Administrative—Institutional Shares | 438 |
Management and Administrative—Institutional Plus Shares | 464 |
Marketing and Distribution—ETF Shares | 143 |
Marketing and Distribution—Admiral Shares | 64 |
Marketing and Distribution—Institutional Shares | 26 |
Marketing and Distribution—Institutional Plus Shares | 11 |
Custodian Fees | 19 |
Shareholders’ Reports—ETF Shares | 122 |
Shareholders’ Reports—Admiral Shares | 23 |
Shareholders’ Reports—Institutional Shares | 1 |
Shareholders’ Reports—Institutional Plus Shares | 13 |
Trustees’ Fees and Expenses | 5 |
Total Expenses | 3,325 |
Net Investment Income | 195,728 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,2 | 621,212 |
Futures Contracts | 316 |
Realized Net Gain (Loss) | 621,528 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 651,036 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,468,292 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $148,000, $38,000, and ($1,000), respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $329,404,000 of net gain (loss) resulting from in-kind redemptions. |
See accompanying Notes, which are an integral part of the Financial Statements.
48
Long-Term Bond Index Fund
Statement of Changes in Net Assets
Six Months Ended | Year Ended | ||
June 30, | December 31, | ||
2020 | 2019 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 195,728 | 432,248 | |
Realized Net Gain (Loss) | 621,528 | 266,987 | |
Change in Unrealized Appreciation (Depreciation) | 651,036 | 1,373,478 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,468,292 | 2,072,713 | |
Distributions1 | |||
Investor Shares | — | (42,972) | |
ETF Shares | (75,874) | (132,361) | |
Admiral Shares | (56,881) | (69,620) | |
Institutional Shares | (36,177) | (98,557) | |
Institutional Plus Shares | (48,760) | (109,646) | |
Total Distributions | (217,692) | (453,156) | |
Capital Share Transactions | |||
Investor Shares | — | (2,988,972) | |
ETF Shares | 314,164 | 1,218,350 | |
Admiral Shares | (87,788) | 2,765,988 | |
Institutional Shares | (477,958) | (996,587) | |
Institutional Plus Shares | (1,354,730) | (400,705) | |
Net Increase (Decrease) from Capital Share Transactions | (1,606,312) | (401,926) | |
Total Increase (Decrease) | (355,712) | 1,217,631 | |
Net Assets | |||
Beginning of Period | 12,411,937 | 11,194,306 | |
End of Period | 12,056,225 | 12,411,937 |
1 | Certain prior period numbers have been reclassified to conform with current period presentation. |
See accompanying Notes, which are an integral part of the Financial Statements.
49
Long-Term Bond Index Fund
Financial Highlights
ETF Shares
Six Months | ||||||||||||
Ended | ||||||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||||||
Net Asset Value, Beginning of Period | $99.92 | $87.08 | $94.91 | $88.86 | $86.80 | $93.73 | ||||||
Investment Operations | ||||||||||||
Net Investment Income | 1.649 | 1 | 3.445 | 1 | 3.461 | 1 | 3.487 | 1 | 3.558 | 3.565 | ||
Net Realized and Unrealized Gain (Loss) on Investments | 11.324 | 12.976 | (7.728 | ) | 6.019 | 2.212 | (6.700 | ) | ||||
Total from Investment Operations | 12.973 | 16.421 | (4.267 | ) | 9.506 | 5.770 | (3.135 | ) | ||||
Distributions | ||||||||||||
Dividends from Net Investment Income | (1.389 | ) | (3.409 | ) | (3.420 | ) | (3.456 | ) | (3.558 | ) | (3.565 | ) |
Distributions from Realized Capital Gains | (.294 | ) | (.172 | ) | (.143 | ) | — | (.152 | ) | (.230 | ) | |
Total Distributions | (1.683 | ) | (3.581 | ) | (3.563 | ) | (3.456 | ) | (3.710 | ) | (3.795 | ) |
Net Asset Value, End of Period | $111.21 | $99.92 | $87.08 | $94.91 | $88.86 | $86.80 | ||||||
Total Return | 13.06% | 19.09% | -4.46% | 10.89% | 6.53% | -3.45% | ||||||
Ratios/Supplemental Data | ||||||||||||
Net Assets, End of Period (Millions) | $5,093 | $4,357 | $2,708 | $2,392 | $1,671 | $1,693 | ||||||
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.07% | 0.07% | 0.07% | 0.09% | ||||||
Ratio of Net Investment Income to Average Net Assets | 3.10% | 3.58% | 3.93% | 3.79% | 3.80% | 4.02% | ||||||
Portfolio Turnover Rate2 | 30% | 33% | 38% | 41% | 45% | 42% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. | |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
50
Long-Term Bond Index Fund
Financial Highlights
Admiral Shares
Six Months | Feb. 7, | |||
Ended | 20191 to | |||
June 30, | Dec. 31, | |||
For a Share Outstanding Throughout Each Period | 2020 | 2019 | ||
Net Asset Value, Beginning of Period | $15.18 | $13.48 | ||
Investment Operations | ||||
Net Investment Income2 | .249 | .465 | ||
Net Realized and Unrealized Gain (Loss) on Investments | 1.725 | 1.728 | ||
Total from Investment Operations | 1.974 | 2.193 | ||
Distributions | ||||
Dividends from Net Investment Income | (.249 | ) | (.467 | ) |
Distributions from Realized Capital Gains | (.045 | ) | (.026 | ) |
Total Distributions | (.294 | ) | (.493 | ) |
Net Asset Value, End of Period | $16.86 | $15.18 | ||
Total Return3 | 13.08% | 16.43% | ||
Ratios/Supplemental Data | ||||
Net Assets, End of Period (Millions) | $3,231 | $2,998 | ||
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07%4 | ||
Ratio of Net Investment Income to Average Net Assets | 3.09% | 3.44%4 | ||
Portfolio Turnover Rate5 | 30% | 33%6 |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Inception. | |
2 | Calculated based on average shares outstanding. | |
3 | Total return does not include transaction or account service fees that may have applied in the period shown. Fund prospectuses provide information about any applicable transaction and account service fees. | |
4 | Annualized. | |
5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. | |
6 | Reflects the fund’s portfolio turnover for the fiscal year ended December 31, 2019. |
See accompanying Notes, which are an integral part of the Financial Statements.
51
Long-Term Bond Index Fund
Financial Highlights
Institutional Shares
Six Months | ||||||||||||
Ended | ||||||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||||||
Net Asset Value, Beginning of Period | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 | $14.26 | ||||||
Investment Operations | ||||||||||||
Net Investment Income | .251 | 1 | .525 | 1 | .529 | 1 | .533 | 1 | .544 | .560 | ||
Net Realized and Unrealized Gain (Loss) on Investments | 1.725 | 1.975 | (1.169 | ) | .910 | .333 | (1.025 | ) | ||||
Total from Investment Operations | 1.976 | 2.500 | (.640 | ) | 1.443 | .877 | (.465 | ) | ||||
Distributions | ||||||||||||
Dividends from Net Investment Income | (.251 | ) | (.524 | ) | (.528 | ) | (.533 | ) | (.544 | ) | (.560 | ) |
Distributions from Realized Capital Gains | (.045 | ) | (.026 | ) | (.022 | ) | — | (.023 | ) | (.035 | ) | |
Total Distributions | (.296 | ) | (.550 | ) | (.550 | ) | (.533 | ) | (.567 | ) | (.595 | ) |
Net Asset Value, End of Period | $16.86 | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 | ||||||
Total Return | 13.09%2 | 19.12%2 | -4.41% | 10.87% | 6.51% | -3.37% | ||||||
Ratios/Supplemental Data | ||||||||||||
Net Assets, End of Period (Millions) | $1,835 | $2,097 | $2,706 | $2,552 | $2,216 | $2,174 | ||||||
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% | 0.06% | ||||||
Ratio of Net Investment Income to Average Net Assets | 3.12% | 3.64% | 3.95% | 3.81% | 3.82% | 4.05% | ||||||
Portfolio Turnover Rate3 | 30% | 33% | 38% | 41% | 45% | 42% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Total return does not include transaction fees that may have applied in the period shown. Fund prospectuses provide information about any applicable transaction fees. | |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
52
Long-Term Bond Index Fund
Financial Highlights
Institutional Plus Shares
Six Months | ||||||||||||
Ended | ||||||||||||
June 30, | Year Ended December 31, | |||||||||||
For a Share Outstanding Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||||||
Net Asset Value, Beginning of Period | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 | $14.26 | ||||||
Investment Operations | ||||||||||||
Net Investment Income | .252 | 1 | .526 | 1 | .530 | 1 | .535 | 1 | .545 | .563 | ||
Net Realized and Unrealized Gain (Loss) | ||||||||||||
on Investments | 1.725 | 1.975 | (1.168 | ) | .910 | .333 | (1.025 | ) | ||||
Total from Investment Operations | 1.977 | 2.501 | (.638 | ) | 1.445 | .878 | (.462 | ) | ||||
Distributions | ||||||||||||
Dividends from Net Investment Income | (.252 | ) | (.525 | ) | (.530 | ) | (.535 | ) | (.545 | ) | (.563 | ) |
Distributions from Realized Capital Gains | (.045 | ) | (.026 | ) | (.022 | ) | — | (.023 | ) | (.035 | ) | |
Total Distributions | (.297 | ) | (.551 | ) | (.552 | ) | (.535 | ) | (.568 | ) | (.598 | ) |
Net Asset Value, End of Period | $16.86 | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 | ||||||
Total Return | 13.09%2 | 19.14%2 | -4.40% | 10.88% | 6.52% | -3.35% | ||||||
Ratios/Supplemental Data | ||||||||||||
Net Assets, End of Period (Millions) | $1,897 | $2,960 | $2,972 | $3,315 | $2,745 | $2,533 | ||||||
Ratio of Total Expenses to | ||||||||||||
Average Net Assets | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% | 0.04% | ||||||
Ratio of Net Investment Income to | ||||||||||||
Average Net Assets | 3.13% | 3.63% | 3.96% | 3.82% | 3.83% | 4.07% | ||||||
Portfolio Turnover Rate3 | 30% | 33% | 38% | 41% | 45% | 42% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. | |
2 | Total return does not include transaction fees that may have applied in the period shown. Fund prospectuses provide information about any applicable transaction fees. | |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
See accompanying Notes, which are an integral part of the Financial Statements.
53
Long-Term Bond Index Fund
Notes to Financial Statements
Vanguard Long-Term Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers four classes of shares: ETF Shares, Admiral Shares, Institutional Shares, and Institutional Plus Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.
Certain of the fund’s investments are in corporate debt instruments; the issuers’ abilities to meet their obligations may be affected by economic developments in their respective industries. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. 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 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 board of trustees to represent fair value.
2. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any assets pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.
54
Long-Term Bond Index Fund
During the six months ended June 30, 2020, the fund’s average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period. The fund had no open futures contracts at June 30, 2020.
3. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. Management has analyzed the fund’s tax positions taken for all open federal income tax years (December 31, 2016–2019), and for the period ended June 30, 2020, and has concluded that no provision for federal income tax is required in the fund’s financial statements.
4. Distributions: Distributions from net investment income are declared daily by all share classes except ETF Shares, and paid on the first business day of the following month. Monthly income dividends from ETF Shares, and annual distributions from realized capital gains, if any, are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
5. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight, but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the six months ended June 30, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
55
Long-Term Bond Index Fund
6. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold. Fees assessed on capital share transactions are credited to paid-in capital.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2020, the fund had contributed to Vanguard capital in the amount of $563,000, representing less than 0.01% of the fund’s net assets and 0.23% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C. 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.
56
Long-Term Bond Index Fund
The following table summarizes the market value of the fund’s investments as of June 30, 2020, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | Total | |||||
($000 | ) | ($000 | ) | ($000 | ) | ($000 | ) | |
Investments | ||||||||
Assets | ||||||||
U.S. Government and Agency Obligations | — | 4,861,207 | — | 4,861,207 | ||||
Corporate Bonds | — | 6,239,381 | — | 6,239,381 | ||||
Sovereign Bonds | — | 432,927 | — | 432,927 | ||||
Taxable Municipal Bonds | — | 404,916 | — | 404,916 | ||||
Temporary Cash Investments | 50,058 | — | — | 50,058 | ||||
Total | 50,058 | 11,938,431 | — | 11,988,489 |
D. As of June 30, 2020, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | ||
($000 | ) | |
Tax Cost | 10,041,954 | |
Gross Unrealized Appreciation | 1,972,878 | |
Gross Unrealized Depreciation | (26,343 | ) |
Net Unrealized Appreciation (Depreciation) | 1,946,535 |
E. During the six months ended June 30, 2020, the fund purchased $2,677,048,000 of investment securities and sold $2,865,207,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $3,149,717,000 and $4,588,665,000, respectively. Total purchases and sales include $2,049,989,000 and $2,514,799,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended June 30, 2020, such purchases and sales were $72,576,000 and $1,055,227,000, respectively; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.
57
Long-Term Bond Index Fund
F. Capital share transactions for each class of shares were:
Six Months Ended | Year Ended | |||||||
June 30, 2020 | December 31, 2019 | |||||||
Amount | Shares | Amount | Shares | |||||
($000 | ) | (000 | ) | ($000 | ) | (000 | ) | |
Investor Shares | ||||||||
Issued | — | — | 268,1271 | 19,264 | ||||
Issued in Lieu of Cash Distributions | — | — | 33,695 | 2,450 | ||||
Redeemed2 | — | — | (3,290,794 | ) | (233,984 | ) | ||
Net Increase (Decrease)—Investor Shares | — | — | (2,998,972 | ) | (212,270 | ) | ||
ETF Shares | ||||||||
Issued1 | 2,488,368 | 23,300 | 2,435,718 | 25,400 | ||||
Issued in Lieu of Cash Distributions | — | — | — | — | ||||
Redeemed | (2,174,204 | ) | (21,100 | ) | (1,217,368 | ) | (12,900 | ) |
Net Increase (Decrease)—ETF Shares | 314,164 | 2,200 | 1,218,350 | 12,500 | ||||
Admiral Shares3 | ||||||||
Issued1,2 | 257,373 | 15,817 | 3,094,803 | 219,504 | ||||
Issued in Lieu of Cash Distributions | 49,105 | 3,004 | 59,799 | 3,941 | ||||
Redeemed | (394,266 | ) | (24,651 | ) | (388,614 | ) | (25,912 | ) |
Net Increase (Decrease)—Admiral Shares | (87,788 | ) | (5,830 | ) | 2,765,988 | 197,533 | ||
Institutional Shares | ||||||||
Issued1 | 32,232 | 1,996 | 454,988 | 32,559 | ||||
Issued in Lieu of Cash Distributions | 35,041 | 2,145 | 95,112 | 6,536 | ||||
Redeemed | (545,231 | ) | (33,493 | ) | (1,546,687 | ) | (105,461 | ) |
Net Increase (Decrease)—Institutional Shares | (477,958 | ) | (29,352 | ) | (996,587 | ) | (66,366 | ) |
Institutional Plus Shares | ||||||||
Issued1 | 19,445 | 1,160 | 523,351 | 35,123 | ||||
Issued in Lieu of Cash Distributions | 42,396 | 2,597 | 94,548 | 6,463 | ||||
Redeemed | (1,416,571 | ) | (86,276 | ) | (1,018,604 | ) | (71,221 | ) |
Net Increase (Decrease)—Institutional Plus Shares | (1,354,730 | ) | (82,519 | ) | (400,705 | ) | (29,635 | ) |
1 | Includes purchase fees for fiscal 2020 and 2019 of $1,594,000 and $1,244,000, respectively (fund totals).
|
2 | In November 2018, the fund announced changes to the availability and minimum investment criteria of the Investor and Admiral share classes. As a result, all of the outstanding Investor Shares automatically converted to Admiral Shares beginning in April 2019. Investor Shares—Redeemed and Admiral Shares—Issued include 196,788,000 and 196,789,000 shares, respectively, in the amount of $2,690,640,000 from the conversion during the year ended December 31, 2019.
|
3 | Inception was February 7, 2019, for Admiral Shares. |
G. Management has determined that no events or transactions occurred subsequent to June 30, 2020, that would require recognition or disclosure in these financial statements.
58
Trustees Approve Advisory Arrangements
The board of trustees of Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund, and Vanguard Long-Term Bond Index Fund has renewed each fund’s investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing each fund’s internalized management structure was in the best interests of the fund and its shareholders.
The board based its decision upon an evaluation of the advisor’s investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department met regularly with the advisor and made monthly presentations to the board during the fiscal year that directed the board’s focus to relevant information and topics.
The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received monthly reports, which included a Market and Economic Report, a Fund Dashboard Monthly Summary, and a Fund Performance Report.
Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangements. Rather, it was the totality of the circumstances that drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of each fund’s investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.
The board concluded that Vanguard’s experience, stability, depth, and performance, among other factors, warranted continuation of each advisory arrangement.
Investment performance
The board considered the short- and long-term performance of each fund, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that each advisory arrangement should continue.
59
Cost
The board concluded that each fund’s expense ratio was well below the average expense ratio charged by funds in its peer group and that each fund’s advisory expenses were also well below the peer-group average.
The board does not conduct a profitability analysis of Vanguard because of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
The benefit of economies of scale
The board concluded that the funds’ arrangements with Vanguard ensure that the funds will realize economies of scale as they grow, with the cost to shareholders declining as fund assets increase.
The board will consider whether to renew the advisory arrangements again after a one-year period.
60
Liquidity Risk Management
Vanguard funds (except for the money market funds) have adopted and implemented a written liquidity risk management program (the “Program”) as required by Rule 22e-4 under the Investment Company Act of 1940. Rule 22e-4 requires that each fund adopt a program that is reasonably designed to assess and manage the fund’s liquidity risk, which is the risk that the fund could not meet redemption requests without significant dilution of remaining investors’ interests in the fund.
Assessment and management of a fund’s liquidity risk under the Program take into consideration certain factors, such as the fund’s investment strategy and the liquidity of its portfolio investments during normal and reasonably foreseeable stressed conditions, its short- and long-term cash-flow projections during both normal and reasonably foreseeable stressed conditions, and its cash and cash-equivalent holdings and access to other funding sources. As required by the rule, the Program includes policies and procedures for classification of fund portfolio holdings in four liquidity categories, maintaining certain levels of highly liquid investments, and limiting holdings of illiquid investments.
The board of trustees of Vanguard Bond Index Funds approved the appointment of liquidity risk management program administrators responsible for administering the Program for Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund, and Vanguard Long-Term Bond Index Fund, and for carrying out the specific responsibilities set forth in the Program, including reporting to the board on at least an annual basis regarding the Program’s operation, its adequacy, and the effectiveness of its implementation for the past year (the “Program Administrator Report”). The board has reviewed the Program Administrator Report covering the period from December 1, 2018, through December 31, 2019 (the “Review Period”). The Program Administrator Report stated that during the Review Period the Program operated and was implemented effectively to manage the funds’ liquidity risk.
61
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This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund’s current prospectus.
You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.
© 2020 The Vanguard Group, Inc.
All rights reserved.
U.S. Patent Nos. 6,879,964; 7,337,138;
7,720,749; 7,925,573; 8,090,646; 8,417,623; and 8,626,636.
Vanguard Marketing Corporation, Distributor.
Q3142 082020
Semiannual Report | June 30, 2020
Vanguard Total Bond Market Index Fund
|
See the inside front cover for important information about access to your fund’s annual and semiannual shareholder reports.
|
Important information about access to shareholder reports
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of your fund’s annual and semiannual shareholder reports will no longer be sent to you by mail, unless you specifically request them. Instead, you will be notified by mail each time a report is posted on the website and will be provided with a link to access the report.
If you have already elected to receive shareholder reports electronically, you will not be affected by this change and do not need to take any action. You may elect to receive shareholder reports and other communications from the fund electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly with the fund, by calling Vanguard at one of the phone numbers on the back cover of this report or by logging on to vanguard.com.
You may elect to receive paper copies of all future shareholder reports free of charge. If you invest through a financial intermediary, you can contact the intermediary to request that you continue to receive paper copies. If you invest directly with the fund, you can call Vanguard at one of the phone numbers on the back cover of this report or log on to vanguard.com. Your election to receive paper copies will apply to all the funds you hold through an intermediary or directly with Vanguard.
Contents | |
About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 28 |
Liquidity Risk Management | 30 |
About Your Fund’s Expenses
As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.
A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.
The accompanying table illustrates your fund’s costs in two ways:
● Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.
To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading ”Expenses Paid During Period.“
● Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.
Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”
The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.
You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.
1
Six Months Ended June 30, 2020
Beginning | Ending | Expenses | |
Total Bond Market Index Fund | Account Value | Account Value | Paid During |
12/31/2019 | 6/30/2020 | Period | |
Based on Actual Fund Return | |||
Investor Shares | $1,000.00 | $1,062.98 | $0.77 |
ETF Shares | 1,000.00 | 1,063.54 | 0.18 |
Admiral™ Shares | 1,000.00 | 1,063.50 | 0.26 |
Institutional Shares | 1,000.00 | 1,063.58 | 0.18 |
Institutional Plus Shares | 1,000.00 | 1,063.60 | 0.15 |
Institutional Select Shares | 1,000.00 | 1,063.71 | 0.05 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,024.12 | $0.75 |
ETF Shares | 1,000.00 | 1,024.69 | 0.18 |
Admiral Shares | 1,000.00 | 1,024.61 | 0.25 |
Institutional Shares | 1,000.00 | 1,024.69 | 0.18 |
Institutional Plus Shares | 1,000.00 | 1,024.71 | 0.15 |
Institutional Select Shares | 1,000.00 | 1,024.81 | 0.05 |
The calculations are based on expenses incurred in the most recent six-month period. The fund’s annualized six-month expense ratios for that period are 0.15% for Investor Shares, 0.035% for ETF Shares, 0.05% for Admiral Shares, 0.035% for Institutional Shares, 0.03% for Institutional Plus Shares, and 0.01% for Institutional Select Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (182/366).
2
Total Bond Market Index Fund
Fund Allocation
As of June 30, 2020
Asset-Backed/Commercial Mortgage-Backed Securities | 2.6% |
Corporate Bonds | 29.1 |
Sovereign Bonds | 3.9 |
Taxable Municipal Bonds | 0.7 |
U.S. Government and Agency Obligations | 63.7 |
The table reflects the fund's investments, except for short-term investments. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.
The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempt-ing to remain fully invested and tracking its target index as closely as possible.
3
Total Bond Market Index Fund
Financial Statements (unaudited)
Schedule of Investments—Investments Summary
As of June 30, 2020
This Statement summarizes the fund’s holdings by asset type. Details are reported for each of the fund’s 50 largest individual holdings and for investments that, in total for any issuer, represent more than 1% of the fund’s net assets. The total value of smaller holdings is reported as a single amount within each category.
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) four times in each fiscal year. For the second and fourth quarters the complete list of the fund’s holdings is available on vanguard.com and on Form N-CSR, or you can have it mailed to you without charge by calling 800-662-7447. For the first and third quarters of each fiscal year, the complete list of the fund’s holdings is available as an exhibit to its reports on Form N-PORT. The fund’s Form N-CSR and Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
U.S. Government and Agency Obligations | ||||||
U.S. Government Securities | ||||||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 1,444,440 | 1,386,431 | 0.5% | |
United States Treasury Note/Bond | 0.625% | 5/15/30 | 1,378,138 | 1,373,838 | 0.5% | |
United States Treasury Note/Bond | 2.875% | 8/15/28 | 1,040,238 | 1,231,382 | 0.4% | |
United States Treasury Note/Bond | 2.125% | 11/30/24 | 1,110,580 | 1,201,681 | 0.4% | |
1 | United States Treasury Note/Bond | 2.000% | 5/31/24 | 1,092,454 | 1,168,074 | 0.4% |
United States Treasury Note/Bond | 1.500% | 11/30/24 | 1,100,256 | 1,160,429 | 0.4% | |
United States Treasury Note/Bond | 2.250% | 4/15/22 | 1,083,400 | 1,123,692 | 0.4% | |
United States Treasury Note/Bond | 0.250% | 6/15/23 | 1,102,695 | 1,105,110 | 0.4% | |
United States Treasury Note/Bond | 1.625% | 5/15/26 | 984,825 | 1,054,993 | 0.4% | |
United States Treasury Note/Bond | 3.125% | 11/15/28 | 866,900 | 1,047,597 | 0.4% | |
United States Treasury Note/Bond | 2.375% | 5/15/29 | 903,778 | 1,042,734 | 0.4% | |
United States Treasury Note/Bond | 2.125% | 5/15/25 | 953,472 | 1,037,940 | 0.4% | |
United States Treasury Note/Bond | 2.125% | 3/31/24 | 962,029 | 1,030,574 | 0.4% | |
United States Treasury Note/Bond | 2.875% | 5/15/49 | 749,463 | 1,012,944 | 0.4% | |
United States Treasury Note/Bond | 1.750% | 2/28/22 | 964,382 | 989,543 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 11/15/22 | 908,480 | 939,850 | 0.3% | |
United States Treasury Note/Bond | 2.750% | 11/15/47 | 704,604 | 921,157 | 0.3% | |
United States Treasury Note/Bond | 2.250% | 11/15/27 | 813,084 | 915,483 | 0.3% | |
United States Treasury Note/Bond | 1.500% | 10/31/24 | 864,346 | 910,805 | 0.3% | |
United States Treasury Note/Bond | 1.750% | 5/31/22 | 882,325 | 908,936 | 0.3% | |
United States Treasury Note/Bond | 2.125% | 12/31/22 | 863,325 | 905,412 | 0.3% | |
United States Treasury Note/Bond | 2.875% | 5/15/28 | 755,131 | 890,821 | 0.3% | |
United States Treasury Note/Bond | 1.375% | 10/15/22 | 862,560 | 886,280 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 11/30/26 | 807,440 | 867,619 | 0.3% | |
United States Treasury Note/Bond | 3.000% | 2/15/48 | 617,611 | 844,873 | 0.3% | |
United States Treasury Note/Bond | 2.500% | 1/31/24 | 778,645 | 842,400 | 0.3% | |
United States Treasury Note/Bond | 2.875% | 11/15/46 | 631,620 | 839,461 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 2/15/26 | 776,005 | 829,961 | 0.3% | |
United States Treasury Note/Bond | 2.000% | 8/15/25 | 755,570 | 820,261 | 0.3% | |
United States Treasury Note/Bond | 2.500% | 2/15/22 | 789,238 | 818,961 | 0.3% | |
United States Treasury Note/Bond | 2.250% | 11/15/25 | 742,427 | 817,947 | 0.3% |
4
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 697,211 | 816,608 | 0.3% | |
United States Treasury Note/Bond | 1.750% | 5/15/23 | 781,088 | 816,362 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 12/15/22 | 785,890 | 814,009 | 0.3% | |
United States Treasury Note/Bond | 3.125% | 8/15/44 | 590,185 | 804,492 | 0.3% | |
United States Treasury Note/Bond | 3.000% | 2/15/49 | 577,056 | 795,980 | 0.3% | |
United States Treasury Note/Bond | 3.125% | 5/15/48 | 558,044 | 781,261 | 0.3% | |
United States Treasury Note/Bond | 2.750% | 2/15/28 | 667,601 | 778,590 | 0.3% | |
United States Treasury Note/Bond | 2.500% | 5/15/46 | 626,992 | 777,370 | 0.3% | |
United States Treasury Note/Bond | 1.500% | 8/15/22 | 755,098 | 776,573 | 0.3% | |
United States Treasury Note/Bond | 3.000% | 8/15/48 | 561,717 | 771,833 | 0.3% | |
United States Treasury Note/Bond | 0.250% | 6/30/25 | 772,845 | 771,392 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 8/15/29 | 679,659 | 741,249 | 0.3% | |
United States Treasury Note/Bond | 2.500% | 5/15/24 | 672,918 | 732,007 | 0.3% | |
United States Treasury Note/Bond | 1.250% | 10/31/21 | 720,394 | 730,753 | 0.3% | |
United States Treasury Note/Bond | 2.250% | 4/30/24 | 666,576 | 718,129 | 0.2% | |
1 | United States Treasury Note/Bond | 0.125%–8.750% | 8/15/20–2/15/50 | 61,668,128 | 68,920,964 | 24.9% |
111,474,761 | 40.2% | |||||
Agency Bonds and Notes | ||||||
2 | Federal Home Loan Mortgage Corp. | 0.250%–6.750% | 8/12/21–7/15/32 | 625,793 | 728,339 | 0.2% |
2 | Federal National Mortgage Assn. | 0.250%–7.250% | 8/17/21–7/15/37 | 1,195,630 | 1,305,390 | 0.5% |
Agency Bonds and Notes—Other † | 1,369,218 | 0.5% | ||||
3,402,947 | 1.2% | |||||
Conventional Mortgage-Backed Securities | ||||||
2,3,4 | Fannie Mae Pool | 2.000%–9.500% | 7/1/20–7/1/50 | 21,387,405 | 22,854,556 | 8.2% |
2,3 | Freddie Mac Gold Pool | 2.000%–10.000% | 7/1/20–2/1/49 | 9,797,795 | 10,503,845 | 3.8% |
3 | Ginnie Mae I Pool | 3.000%–9.500% | 9/15/20–2/15/49 | 950,940 | 1,039,407 | 0.4% |
3,4 | Ginnie Mae II Pool | 3.000% | 7/1/50 | 808,095 | 856,080 | 0.3% |
3,4 | Ginnie Mae II Pool | 2.500%–8.500% | 12/20/20–7/1/50 | 13,601,968 | 14,560,547 | 5.3% |
2,3,4 | UMBS Pool | 2.500% | 7/1/50 | 1,644,225 | 1,714,368 | 0.6% |
2,3,4 | UMBS Pool | 3.000% | 7/1/50 | 1,535,906 | 1,617,739 | 0.6% |
2,3,4 | UMBS Pool | 3.500% | 7/1/50 | 746,360 | 784,962 | 0.3% |
2,3,4 | UMBS Pool | 2.000%–5.000% | 7/1/26–7/1/50 | 5,980,417 | 6,346,675 | 2.3% |
60,278,179 | 21.8% | |||||
Nonconventional Mortgage-Backed Securities | ||||||
2,3 | Fannie Mae Pool | 2.275%–3.451% | 4/1/41–9/1/43 | 6,670 | 6,911 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 3.366% | 12/1/41 | 946 | 988 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.592% | 9/1/37 | 1,307 | 1,351 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.353% | 3.353% | 1/1/35 | 69 | 73 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.392% | 3.792% | 10/1/37 | 564 | 585 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.460% | 3.460% | 2/1/37 | 2 | 2 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.476% | 3.491% | 3/1/43 | 2,474 | 2,521 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.509% | 4.017% | 7/1/36 | 281 | 296 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 3.580% | 12/1/43 | 882 | 952 | 0.0% |
5
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.555% | 3.563% | 10/1/34 | 5 | 5 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 3.370% | 6/1/43 | 1,632 | 1,657 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.607% | 3.607% | 11/1/33 | 121 | 130 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.610% | 4.167% | 10/1/37 | 521 | 542 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.623%–3.746% | 2/1/36–8/1/39 | 1,383 | 1,434 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.625% | 4.135% | 8/1/35 | 634 | 677 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 3.627% | 3/1/38 | 107 | 111 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.632% | 3.633% | 4/1/37 | 36 | 37 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.633% | 3.633% | 1/1/35 | 1 | 1 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.510% | 11/1/36 | 66 | 71 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.643% | 3.664% | 1/1/37 | 213 | 223 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 4.171%–4.283% | 7/1/35–10/1/42 | 1,148 | 1,176 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | 170 | 181 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 4.415% | 6/1/36 | 37 | 39 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.682% | 3.682% | 4/1/36 | 210 | 223 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.683% | 3.727% | 12/1/33 | 172 | 185 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 3.902% | 6/1/42 | 1,313 | 1,377 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.191%–3.975% | 10/1/39–9/1/42 | 2,408 | 2,531 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 4.320% | 7/1/39 | 147 | 154 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 4.162% | 8/1/40 | 411 | 436 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.747%–4.531% | 7/1/37–10/1/42 | 2,526 | 2,680 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.809% | 11/1/39 | 269 | 283 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.711% | 3.805% | 4/1/36 | 59 | 62 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.723% | 3.932% | 11/1/39 | 499 | 527 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.724% | 3.554% | 5/1/42 | 1,428 | 1,509 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.729% | 3.953% | 9/1/34 | 201 | 208 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.730% | 3.459% | 9/1/43 | 2,135 | 2,214 | 0.0% |
6
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.739% | 2.615% | 6/1/41 | 145 | 154 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.746% | 3.738% | 7/1/41 | 1,410 | 1,501 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 3.748% | 5/1/35 | 219 | 230 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 3.750%–4.227% | 2/1/36–10/1/40 | 491 | 519 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.771% | 3.715% | 5/1/42 | 127 | 134 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.774% | 3.575% | 4/1/37 | 58 | 64 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.778% | 4.045% | 7/1/42 | 586 | 639 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 3.780% | 2/1/41 | 271 | 290 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.793% | 3.400% | 8/1/42 | 2,053 | 2,093 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 3.795%–4.023% | 3/1/42 | 1,283 | 1,377 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 3.747% | 11/1/41 | 906 | 979 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.685%���4.060% | 9/1/33–12/1/40 | 2,001 | 2,137 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.862%–4.160% | 9/1/40–1/1/42 | 2,445 | 2,610 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.189%–3.924% | 11/1/40–12/1/41 | 2,434 | 2,606 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.819% | 3.838% | 3/1/41 | 897 | 959 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 3.913% | 12/1/40 | 309 | 329 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.822% | 3.918% | 12/1/39 | 447 | 470 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 3.823% | 2/1/41 | 471 | 480 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 3.825% | 3/1/41 | 700 | 763 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 4.576% | 7/1/38 | 284 | 292 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.580% | 6/1/41 | 776 | 827 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.859% | 1/1/40 | 566 | 597 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.838% | 3.575% | 2/1/42 | 971 | 1,048 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.391% | 8/1/39 | 401 | 426 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.874% | 3.629% | 5/1/40 | 158 | 168 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 3.969% | 11/1/34 | 337 | 363 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.909% | 3.659% | 4/1/37 | 319 | 342 | 0.0% |
7
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 2.787% | 5/1/36 | 78 | 79 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.925% | 3.893% | 10/1/37 | 18 | 20 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 3.965% | 4/1/37 | 21 | 23 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.989% | 4.109% | 1/1/37 | 32 | 34 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 4.148% | 10/1/36 | 215 | 234 | 0.0% |
2,3,5 | Fannie Mae Pool, 1YR CMT + 2.155% | 3.780% | 12/1/37 | 626 | 653 | 0.0% |
2,3,5 | Fannie Mae Pool, 1YR CMT + 2.185% | 3.267% | 5/1/36 | 42 | 46 | 0.0% |
2,3,5 | Fannie Mae Pool, 1YR CMT + 2.190% | 3.865% | 12/1/36 | 9 | 9 | 0.0% |
2,3,5 | Fannie Mae Pool, 1YR CMT + 2.235% | 3.985% | 12/1/35 | 3 | 3 | 0.0% |
2,3,5 | Fannie Mae Pool, 1YR CMT + 2.238% | 4.613% | 7/1/38 | 220 | 232 | 0.0% |
2,3,5 | Fannie Mae Pool, 1YR CMT + 2.268% | 3.768%–4.268% | 5/1/33–12/1/35 | 210 | 223 | 0.0% |
2,3,5 | Fannie Mae Pool, 1YR CMT + 2.275% | 4.025% | 11/1/32 | 6 | 6 | 0.0% |
2,3,5 | Fannie Mae Pool, 1YR CMT + 2.313% | 3.964% | 1/1/35 | 222 | 240 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.028% | 2.674% | 4/1/37 | 790 | 825 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.413% | 2.980% | 7/1/34 | 122 | 129 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 3.715% | 8/1/37 | 551 | 584 | 0.0% |
2,3 | Fannie Mae REMICS | 2.151% | 10/25/29 | 9,383 | 9,908 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.244% | 2.445% | 8/1/37 | 50 | 50 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.536% | 3.466% | 3/1/37 | 68 | 70 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550% | 3.550% | 4/1/37 | 1 | 1 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 3.570% | 3/1/37 | 28 | 30 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.588% | 3.780% | 9/1/37 | 284 | 293 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 3.625% | 1/1/38 | 79 | 85 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.662%–3.799% | 12/1/36–11/1/43 | 947 | 994 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.711% | 10/1/37 | 524 | 548 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 3.695% | 2/1/37 | 186 | 201 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 3.727% | 1/1/35 | 58 | 61 | 0.0% |
8
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.866% | 12/1/36 | 416 | 436 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 3.750% | 12/1/40 | 824 | 871 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.500%–3.750% | 4/1/33–5/1/38 | 61 | 62 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 3.730%–3.765% | 4/1/35–12/1/36 | 149 | 162 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.770% | 3.728%–3.869% | 5/1/33–12/1/34 | 20 | 20 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% | 3.767% | 3/1/36 | 4 | 4 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.797% | 3.872% | 12/1/34 | 297 | 307 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.802% | 3.408% | 6/1/37 | 558 | 603 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.829% | 3.955%–4.105% | 12/1/35–3/1/42 | 1,020 | 1,091 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.834% | 4.010% | 6/1/41 | 35 | 37 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840% | 4.590% | 6/1/37 | 70 | 74 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.851% | 4.253% | 1/1/37 | 253 | 271 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.859% | 3.926% | 2/1/42 | 248 | 265 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.866% | 4.349% | 8/1/37 | 226 | 236 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.886%–4.630% | 5/1/40–6/1/41 | 2,533 | 2,679 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.885% | 4.510% | 7/1/38 | 221 | 226 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 3.902%–4.041% | 12/1/39–2/1/42 | 618 | 639 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.894% | 4.255% | 9/1/40 | 728 | 774 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.374%–3.844% | 6/1/40–11/1/40 | 862 | 901 | 0.0% |
9
Total Bond Market Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value• | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.910%–3.928% | 1/1/41–2/1/41 | 765 | 832 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 3.995% | 3/1/37 | 406 | 437 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.006% | 3.566% | 5/1/37 | 749 | 784 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 4.085% | 3/1/38 | 75 | 80 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.000% | 3.625% | 7/1/35 | 63 | 66 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.125% | 2.625% | 6/1/35 | 2 | 2 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.884%–4.398% | 6/1/34–11/1/36 | 1,374 | 1,451 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.273% | 3.773% | 6/1/36 | 8 | 8 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.315% | 4.315% | 12/1/34 | 24 | 25 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.409% | 4.159% | 11/1/33 | 2 | 2 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 4.064% | 10/1/36 | 392 | 423 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.549% | 4.048% | 3/1/37 | 89 | 90 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 2.855%–3.019% | 5/1/37–6/1/37 | 338 | 349 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 3.424% | 3/1/37 | 117 | 123 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 3.356% | 1/1/37 | 587 | 623 | 0.0% |
3,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.000%–3.875% | 6/20/29–1/20/44 | 19,690 | 20,514 | 0.0% |
3,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.625%–4.375% | 11/20/40–5/20/41 | 562 | 584 | 0.0% |
106,381 | 0.0% | |||||
Total U.S. Government and Agency Obligations (Cost $162,964,761) | 175,262,268 | 63.2% |
10
Total Bond Market Index Fund
Market | Percentage | ||
Value• | of Net | ||
($000) | Assets | ||
6Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,687,201) † | 7,137,529 | 2.6% | |
Corporate Bonds | |||
Finance | |||
6 | Banking † | 17,297,162 | 6.2% |
6 | Brokerage † | 786,562 | 0.3% |
6 | Finance Companies † | 686,928 | 0.3% |
Insurance † | 3,589,231 | 1.3% | |
Other Finance † | 19,944 | 0.0% | |
Real Estate Investment Trusts † | 1,944,036 | 0.7% | |
24,323,863 | 8.8% | ||
Industrial | |||
6 | Basic Industry † | 2,260,673 | 0.8% |
6 | Capital Goods † | 4,560,265 | 1.6% |
6 | Communication † | 7,505,847 | 2.7% |
6 | Consumer Cyclical † | 5,679,307 | 2.1% |
6 | Consumer Noncyclical † | 13,246,229 | 4.8% |
6 | Energy † | 6,394,420 | 2.3% |
6 | Other Industrial † | 406,654 | 0.2% |
6 | Technology † | 7,285,661 | 2.6% |
6 | Transportation † | 2,000,959 | 0.7% |
49,340,015 | 17.8% | ||
Utilities | |||
6 | Electric † | 5,650,479 | 2.0% |
6 | Natural Gas † | 450,276 | 0.2% |
Other Utility † | 131,187 | 0.0% | |
6,231,942 | 2.2% | ||
Total Corporate Bonds (Cost $72,908,577) | 79,895,820 | 28.8% | |
6Sovereign Bonds (Cost $10,090,710) † | 10,763,137 | 3.9% | |
Taxable Municipal Bonds (Cost $1,584,850) † | 1,922,383 | 0.7% |
11
Total Bond Market Index Fund
Market | Percentage | |||
Value• | of Net | |||
Coupon | Shares | ($000) | Assets | |
Temporary Cash Investment | ||||
Money Market Fund | ||||
7 Vanguard Market Liquidity Fund (Cost $9,943,383) | 0.227% | 99,446,461 | 9,944,646 | 3.6% |
Total Investments (Cost $264,179,482) | 284,925,783 | 102.8% | ||
Other Assets and Liabilities—Net | (7,871,475) | (-2.8%) | ||
Net Assets | 277,054,308 | 100.0% |
Cost is in $000.
• | See Note A in Notes to Financial Statements. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
1 | Securities with a value of $4,630,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
3 | 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. |
4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2020. |
5 | Adjustable-rate security; rate shown is effective rate at period end. Certain adjustable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
6 | Certain of the fund’s securities are 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 June 30, 2020, the aggregate value of these securities was $3,116,887,000, representing 1.1% of net assets. |
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. |
CMT—Constant Maturing Treasury Rate.
LIBOR—London Interbank Offered Rate.
REMICS—Real Estate Mortgage Investment Conduits.
UMBS—Uniform Mortgage-Backed Securities.
See accompanying Notes, which are an integral part of the Financial Statements.
12
Total Bond Market Index Fund
Statement of Assets and Liabilities
As of June 30, 2020
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $254,236,099) | 274,981,137 |
Affiliated Issuers (Cost $9,943,383) | 9,944,646 |
Total Investments in Securities | 284,925,783 |
Investment in Vanguard | 12,224 |
Cash | 14,772 |
Receivables for Investment Securities Sold | 3,247,176 |
Receivables for Accrued Income | 1,507,290 |
Receivables for Capital Shares Issued | 560,398 |
Other Assets | 415 |
Total Assets | 290,268,058 |
Liabilities | |
Payables for Investment Securities Purchased | 12,700,913 |
Payables for Capital Shares Redeemed | 480,065 |
Payables for Distributions | 27,170 |
Payables to Vanguard | 5,602 |
Total Liabilities | 13,213,750 |
Net Assets | 277,054,308 |
At June 30, 2020, net assets consisted of: | |
Paid-in Capital | 255,611,897 |
Total Distributable Earnings (Loss) | 21,442,411 |
Net Assets | 277,054,308 |
Investor Shares—Net Assets | |
Applicable to 142,763,597 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,657,456 |
Net Asset Value Per Share—Investor Shares | $11.61 |
ETF Shares—Net Assets | |
Applicable to 636,023,018 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 56,046,092 |
Net Asset Value Per Share—ETF Shares | $88.12 |
13
Total Bond Market Index Fund
Statement of Assets and Liabilities (continued) | |
($000s, except shares and per-share amounts) | Amount |
Admiral Shares—Net Assets | |
Applicable to 10,020,909,066 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 116,340,637 |
Net Asset Value Per Share—Admiral Shares | $11.61 |
Institutional Shares—Net Assets | |
Applicable to 4,377,656,750 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 50,823,692 |
Net Asset Value Per Share—Institutional Shares | $11.61 |
Institutional Plus Shares—Net Assets | |
Applicable to 2,439,689,588 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 28,324,299 |
Net Asset Value Per Share—Institutional Plus Shares | $11.61 |
Institutional Select Shares—Net Assets | |
Applicable to 2,055,347,024 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 23,862,132 |
Net Asset Value Per Share—Institutional Select Shares | $11.61 |
See accompanying Notes, which are an integral part of the Financial Statements.
14
Total Bond Market Index Fund
Statement of Operations
Six Months Ended | |
June 30, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 3,273,131 |
Total Income | 3,273,131 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 3,297 |
Management and Administrative—Investor Shares | 1,057 |
Management and Administrative—ETF Shares | 6,581 |
Management and Administrative—Admiral Shares | 22,598 |
Management and Administrative—Institutional Shares | 7,016 |
Management and Administrative—Institutional Plus Shares | 3,215 |
Management and Administrative—Institutional Select Shares | 820 |
Marketing and Distribution—Investor Shares | 105 |
Marketing and Distribution—ETF Shares | 1,256 |
Marketing and Distribution—Admiral Shares | 3,257 |
Marketing and Distribution—Institutional Shares | 795 |
Marketing and Distribution—Institutional Plus Shares | 188 |
Marketing and Distribution—Institutional Select Shares | 1 |
Custodian Fees | 300 |
Shareholders’ Reports—Investor Shares | 2 |
Shareholders’ Reports—ETF Shares | 493 |
Shareholders’ Reports—Admiral Shares | 425 |
Shareholders’ Reports—Institutional Shares | 149 |
Shareholders’ Reports—Institutional Plus Shares | 35 |
Shareholders’ Reports—Institutional Select Shares | — |
Trustees’ Fees and Expenses | 96 |
Total Expenses | 51,686 |
Expenses Paid Indirectly | (159) |
Net Expenses | 51,527 |
Net Investment Income | 3,221,604 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | 956,346 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 11,767,918 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 15,945,868 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $24,593,000, $1,000,000, and $968,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $415,950,000 of net gain (loss) resulting from in-kind redemptions. |
See accompanying Notes, which are an integral part of the Financial Statements.
15
Total Bond Market Index Fund
Statement of Changes in Net Assets
Six Months Ended | Year Ended | ||
June 30, | December 31, | ||
2020 | 2019 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 3,221,604 | 6,341,474 | |
Realized Net Gain (Loss) | 956,346 | 312,316 | |
Change in Unrealized Appreciation (Depreciation) | 11,767,918 | 11,925,643 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 15,945,868 | 18,579,433 | |
Distributions1 | |||
Investor Shares | (18,610) | (79,531) | |
ETF Shares | (535,315) | (1,164,386) | |
Admiral Shares | (1,365,158) | (2,749,165) | |
Institutional Shares | (609,244) | (1,248,249) | |
Institutional Plus Shares | (311,519) | (618,238) | |
Institutional Select Shares | (281,255) | (485,541) | |
Total Distributions | (3,121,101) | (6,345,110) | |
Capital Share Transactions | |||
Investor Shares | 34,246 | (2,888,656) | |
ETF Shares | 4,987,651 | 9,751,333 | |
Admiral Shares | 3,811,390 | 13,466,314 | |
Institutional Shares | 942,924 | 4,332,735 | |
Institutional Plus Shares | 3,422,394 | 3,077,058 | |
Institutional Select Shares | 2,373,717 | 4,677,528 | |
Net Increase (Decrease) from Capital Share Transactions | 15,572,322 | 32,416,312 | |
Total Increase (Decrease) | 28,397,089 | 44,650,635 | |
Net Assets | |||
Beginning of Period | 248,657,219 | 204,006,584 | |
End of Period | 277,054,308 | 248,657,219 |
1 | Certain prior period numbers have been reclassified to conform with current period presentation. |
See accompanying Notes, which are an integral part of the Financial Statements.
16
Total Bond Market Index Fund
Financial Highlights
Investor Shares
Six Months | |||||||
Ended | |||||||
For a Share Outstanding | June 30, | Year Ended December 31, | |||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | $10.87 | |
Investment Operations | |||||||
Net Investment Income | .1331 | .2941 | .2791 | .2601 | .254 | .253 | |
Net Realized and Unrealized Gain (Loss) on Investments | .560 | .597 | (.296) | .105 | .015 | (.219) | |
Total from Investment Operations | .693 | .891 | (.017) | .365 | .269 | .034 | |
Distributions | |||||||
Dividends from Net Investment Income | (.133) | (.291) | (.280) | (.260) | (.254) | (.254) | |
Distributions from Realized Capital Gains | — | — | (.003) | (.005) | (.005) | (.010) | |
Total Distributions | (.133) | (.291) | (.283) | (.265) | (.259) | (.264) | |
Net Asset Value, End of Period | $11.61 | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | |
Total Return2 | 6.30% | 8.61% | -0.13% | 3.45% | 2.50% | 0.30% | |
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $1,657 | $1,546 | $4,250 | $5,166 | $5,969 | $6,434 | |
Ratio of Total Expenses to Average Net Assets | 0.15% | 0.15% | 0.15% | 0.15% | 0.15% | 0.16% | |
Ratio of Net Investment Income to Average Net Assets | 2.35% | 2.74% | 2.68% | 2.42% | 2.30% | 2.34% | |
Portfolio Turnover Rate3,4 | 39% | 31% | 54% | 55% | 61% | 84% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
4 | Includes 0%, 10%, 13%, 15%, 23%, and 45% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
17
Total Bond Market Index Fund
Financial Highlights
ETF Shares
Six Months | ||||||||
Ended | Year Ended December 31, | |||||||
For a Share Outstanding | June 30, | |||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $83.71 | $79.16 | $81.46 | $80.64 | $80.58 | $82.33 | ||
Investment Operations | ||||||||
Net Investment Income | 1.0581 | 2.2951 | 2.2091 | 2.0531 | 1.995 | 2.000 | ||
Net Realized and Unrealized Gain (Loss) on Investments | 4.240 | 4.535 | (2.280) | .842 | .096 | (1.671) | ||
Total from Investment Operations | 5.298 | 6.830 | (.071) | 2.895 | 2.091 | .329 | ||
Distributions | ||||||||
Dividends from Net Investment Income | (.888) | (2.280) | (2.210) | (2.038) | (1.995) | (2.001) | ||
Distributions from Realized Capital Gains | — | — | (.019) | (.037) | (.036) | (.078) | ||
Total Distributions | (.888) | (2.280) | (2.229) | (2.075) | (2.031) | (2.079) | ||
Net Asset Value, End of Period | $88.12 | $83.71 | $79.16 | $81.46 | $80.64 | $80.58 | ||
Total Return | 6.35% | 8.71% | -0.04% | 3.62% | 2.57% | 0.39% | ||
Ratios/Supplemental Data | ||||||||
Net Assets, End of Period (Millions) | $56,046 | $48,456 | $36,528 | $37,247 | $31,445 | $27,279 | ||
Ratio of Total Expenses to Average Net Assets | 0.035% | 0.035% | 0.035% | 0.05% | 0.05% | 0.06% | ||
Ratio of Net Investment Income to Average Net Assets | 2.47% | 2.78% | 2.79% | 2.52% | 2.40% | 2.44% | ||
Portfolio Turnover Rate2,3 | 39% | 31% | 54% | 55% | 61% | 84% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
3 | Includes 0%, 10%, 13%, 15%, 23%, and 45% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
18
Total Bond Market Index Fund
Financial Highlights
Admiral Shares
Six Months | ||||||||
Ended | ||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | $10.87 | ||
Investment Operations | ||||||||
Net Investment Income | .1391 | .3011 | .2901 | .2711 | .265 | .263 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .560 | .601 | (.297) | .105 | .015 | (.219) | ||
Total from Investment Operations | .699 | .902 | (.007) | .376 | .280 | .044 | ||
Distributions | ||||||||
Dividends from Net Investment Income | (.139) | (.302) | (.290) | (.271) | (.265) | (.264) | ||
Distributions from Realized Capital Gains | — | — | (.003) | (.005) | (.005) | (.010) | ||
Total Distributions | (.139) | (.302) | (.293) | (.276) | (.270) | (.274) | ||
Net Asset Value, End of Period | $11.61 | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | ||
Total Return2 | 6.35% | 8.71% | -0.03% | 3.56% | 2.60% | 0.40% | ||
Ratios/Supplemental Data | ||||||||
Net Assets, End of Period (Millions) | $116,341 | $107,098 | $88,281 | $82,839 | $72,592 | $60,783 | ||
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.05% | 0.05% | 0.06% | ||
Ratio of Net Investment Income to Average Net Assets | 2.45% | 2.78% | 2.78% | 2.52% | 2.40% | 2.44% | ||
Portfolio Turnover Rate3,4 | 39% | 31% | 54% | 55% | 61% | 84% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. | |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. | |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. | |
4 | Includes 0%, 10%, 13%, 15%, 23%, and 45% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
19
Total Bond Market Index Fund
Financial Highlights
Institutional Shares
Six Months | ||||||||
Ended | ||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | $10.87 | ||
Investment Operations | ||||||||
Net Investment Income | .1401 | .3031 | .2921 | .2721 | .266 | .265 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .560 | .601 | (.297) | .105 | .015 | (.219) | ||
Total from Investment Operations | .700 | .904 | (.005) | .377 | .281 | .046 | ||
Distributions | ||||||||
Dividends from Net Investment Income | (.140) | (.304) | (.292) | (.272) | (.266) | (.266) | ||
Distributions from Realized Capital Gains | — | — | (.003) | (.005) | (.005) | (.010) | ||
Total Distributions | (.140) | (.304) | (.295) | (.277) | (.271) | (.276) | ||
Net Asset Value, End of Period | $11.61 | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | ||
Total Return | 6.36% | 8.73% | -0.01% | 3.57% | 2.61% | 0.41% | ||
Ratios/Supplemental Data | ||||||||
Net Assets, End of Period (Millions) | $50,824 | $47,477 | $40,728 | $39,101 | $34,167 | $29,095 | ||
Ratio of Total Expenses to Average Net Assets | 0.035% | 0.035% | 0.035% | 0.04% | 0.04% | 0.05% | ||
Ratio of Net Investment Income to Average Net Assets | 2.47% | 2.79% | 2.79% | 2.53% | 2.41% | 2.45% | ||
Portfolio Turnover Rate2,3 | 39% | 31% | 54% | 55% | 61% | 84% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. | |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. | |
3 | Includes 0%, 10%, 13%, 15%, 23%, and 45% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
20
Total Bond Market Index Fund
Financial Highlights
Institutional Plus Shares
Six Months | ||||||||
Ended | ||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | $10.87 | ||
Investment Operations | ||||||||
Net Investment Income | .1401 | .3041 | .2921 | .2731 | .267 | .266 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .560 | .600 | (.297) | .105 | .015 | (.219) | ||
Total from Investment Operations | .700 | .904 | (.005) | .378 | .282 | .047 | ||
Distributions | ||||||||
Dividends from Net Investment Income | (.140) | (.304) | (.292) | (.273) | (.267) | (.267) | ||
Distributions from Realized Capital Gains | — | — | (.003) | (.005) | (.005) | (.010) | ||
Total Distributions | (.140) | (.304) | (.295) | (.278) | (.272) | (.277) | ||
Net Asset Value, End of Period | $11.61 | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | ||
Total Return | 6.36% | 8.74% | -0.01% | 3.58% | 2.62% | 0.42% | ||
Ratios/Supplemental Data | ||||||||
Net Assets, End of Period (Millions) | $28,324 | $23,679 | $19,399 | $19,488 | $22,203 | $24,287 | ||
Ratio of Total Expenses to Average Net Assets | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% | ||
Ratio of Net Investment Income to Average Net Assets | 2.47% | 2.80% | 2.80% | 2.54% | 2.42% | 2.46% | ||
Portfolio Turnover Rate2,3 | 39% | 31% | 54% | 55% | 61% | 84% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. | |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. | |
3 | Includes 0%, 10%, 13%, 15%, 23%, and 45% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
21
Total Bond Market Index Fund
Financial Highlights
Institutional Select Shares
Six Months | June 24, | ||||||
Ended | Year Ended December 31, | 20161 to | |||||
June 30, | Dec. 31, | ||||||
For a Share Outstanding Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $11.05 | $10.45 | $10.75 | $10.65 | $11.03 | ||
Investment Operations | |||||||
Net Investment Income | .1412 | .3062 | .2952 | .2752 | .135 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .560 | .600 | (.298) | .105 | (.375) | ||
Total from Investment Operations | .701 | .906 | (.003) | .380 | (.240) | ||
Distributions | |||||||
Dividends from Net Investment Income | (.141) | (.306) | (.294) | (.275) | (.135) | ||
Distributions from Realized Capital Gains | — | — | (.003) | (.005) | (.005) | ||
Total Distributions | (.141) | (.306) | (.297) | (.280) | (.140) | ||
Net Asset Value, End of Period | $11.61 | $11.05 | $10.45 | $10.75 | $10.65 | ||
Total Return | 6.37% | 8.76% | 0.01% | 3.60% | -2.20% | ||
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $23,862 | $20,401 | $14,821 | $12,031 | $5,438 | ||
Ratio of Total Expenses to Average Net Assets | 0.01% | 0.01% | 0.01% | 0.01% | 0.01%3 | ||
Ratio of Net Investment Income to Average Net Assets | 2.49% | 2.81% | 2.82% | 2.56% | 2.41%3 | ||
Portfolio Turnover Rate4,5 | 39% | 31% | 54% | 55% | 61%6 |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Inception. | |
2 | Calculated based on average shares outstanding. | |
3 | Annualized. | |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. | |
5 | Includes 0%, 10%, 13%, 15%, and 23% attributable to mortgage-dollar-roll activity. | |
6 | Reflects the fund’s portfolio turnover for the fiscal year ended December 31, 2016. |
See accompanying Notes, which are an integral part of the Financial Statements.
22
Total Bond Market Index Fund
Notes to Financial Statements
Vanguard Total Bond Market Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers six classes of shares: Investor Shares, ETF Shares, Admiral Shares, Institutional Shares, Institutional Plus Shares, and Institutional Select Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.
Certain of the fund’s investments are in corporate debt instruments; the issuers’ abilities to meet their obligations may be affected by economic developments in their respective industries. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. 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 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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. 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 board of trustees to represent fair value.
2. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.
23
Total Bond Market Index Fund
At June 30, 2020, counterparties had deposited in segregated accounts securities with a value of $394,000 and cash of $2,653,000 in connection with TBA transactions.
3. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund’s portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.
4. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. Management has analyzed the fund’s tax positions taken for all open federal income tax years (December 31, 2016–2019), and for the period ended June 30, 2020, and has concluded that no provision for federal income tax is required in the fund’s financial statements.
5. Distributions: Distributions from net investment income are declared daily by all share classes except ETF Shares, and paid on the first business day of the following month. Monthly income dividends from ETF Shares, and annual distributions from realized capital gains, if any, are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
6. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight, but can have a maximum duration of seven days. Loans
24
Total Bond Market Index Fund
may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the six months ended June 30, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
7. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2020, the fund had contributed to Vanguard capital in the amount of $12,224,000, representing less than 0.01% of the fund’s net assets and 4.89% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C. The fund’s custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the six months ended June 30, 2020, custodian fee offset arrangements reduced the fund’s expenses by $159,000 (an annual rate of less than 0.01% of average net assets).
D. 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.
25
Total Bond Market Index Fund
The following table summarizes the market value of the fund’s investments as of June 30, 2020, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | Total | |
($000) | ($000) | ($000) | ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 175,262,268 | — | 175,262,268 |
Asset-Backed/Commercial Mortgage-Backed | ||||
Securities | — | 7,137,529 | — | 7,137,529 |
Corporate Bonds | — | 79,895,820 | — | 79,895,820 |
Sovereign Bonds | — | 10,763,137 | — | 10,763,137 |
Taxable Municipal Bonds | — | 1,922,383 | — | 1,922,383 |
Temporary Cash Investments | 9,944,646 | — | — | 9,944,646 |
Total | 9,944,646 | 274,981,137 | — | 284,925,783 |
E. As of June 30, 2020, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 264,179,482 |
Gross Unrealized Appreciation | 20,980,949 |
Gross Unrealized Depreciation | (234,648) |
Net Unrealized Appreciation (Depreciation) | 20,746,301 |
The fund’s tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2019, the fund had available capital losses totaling $351,260,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2020; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.
F. During the six months ended June 30, 2020, the fund purchased $23,944,925,000 of investment securities and sold $11,967,901,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $99,082,622,000 and $95,996,466,000, respectively. Total purchases and sales include $9,916,646,000 and $6,086,158,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
26
Total Bond Market Index Fund
G. Capital share transactions for each class of shares were:
Six Months Ended | Year Ended | ||||
June 30, 2020 | December 31, 2019 | ||||
Amount | Shares | Amount | Shares | ||
($000) | (000 | ) | ($000) | (000) | |
Investor Shares | |||||
Issued | 161,707 | 14,213 | 314,902 | 29,205 | |
Issued in Lieu of Cash Distributions | 18,610 | 1,626 | 72,635 | 6,735 | |
Redeemed1 | (146,071) | (12,992 | ) | (3,276,193) | (302,720) |
Net Increase (Decrease)—Investor Shares | 34,246 | 2,847 | (2,888,656) | (266,780) | |
ETF Shares | |||||
Issued | 12,912,655 | 149,600 | 10,954,123 | 132,000 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (7,925,004) | (92,400 | ) | (1,202,790) | (14,600) |
Net Increase (Decrease)—ETF Shares | 4,987,651 | 57,200 | 9,751,333 | 117,400 | |
Admiral Shares | |||||
Issued1 | 17,740,793 | 1,559,602 | 28,133,518 | 2,599,563 | |
Issued in Lieu of Cash Distributions | 1,234,636 | 107,881 | 2,478,605 | 227,640 | |
Redeemed | (15,164,039) | (1,339,883 | ) | (17,145,809) | (1,581,483) |
Net Increase (Decrease)—Admiral Shares | 3,811,390 | 327,600 | 13,466,314 | 1,245,720 | |
Institutional Shares | |||||
Issued | 8,271,979 | 726,524 | 12,742,108 | 1,173,938 | |
Issued in Lieu of Cash Distributions | 577,048 | 50,424 | 1,175,382 | 107,971 | |
Redeemed | (7,906,103) | (696,397 | ) | (9,584,755) | (882,050) |
Net Increase (Decrease)—Institutional Shares | 942,924 | 80,551 | 4,332,735 | 399,859 | |
Institutional Plus Shares | |||||
Issued | 6,237,020 | 545,344 | 7,083,423 | 653,802 | |
Issued in Lieu of Cash Distributions | 293,881 | 25,674 | 581,981 | 53,455 | |
Redeemed | (3,108,507) | (274,514 | ) | (4,588,346) | (420,358) |
Net Increase (Decrease)—Institutional Plus Shares | 3,422,394 | 296,504 | 3,077,058 | 286,899 | |
Institutional Select Shares | |||||
Issued | 3,120,093 | 275,850 | 4,809,687 | 441,094 | |
Issued in Lieu of Cash Distributions | 281,255 | 24,573 | 485,541 | 44,575 | |
Redeemed | (1,027,631) | (91,545 | ) | (617,700) | (57,430) |
Net Increase (Decrease)—Institutional Select Shares | 2,373,717 | 208,878 | 4,677,528 | 428,239 |
1 | In November 2018, the fund announced changes to the availability and minimum investment criteria of the Investor and Admiral share classes. As a result, all of the outstanding Investor Shares automatically converted to Admiral Shares beginning in April 2019, with the exception of those held by Vanguard funds and certain other institutional investors. Investor Shares— Redeemed and Admiral Shares—Issued include 250,589,000 and 250,589,000 shares, respectively, in the amount of $2,708,595,000 from the conversion during the year ended December 31, 2019. |
H. Management has determined that no events or transactions occurred subsequent to June 30, 2020, that would require recognition or disclosure in these financial statements.
27
Trustees Approve Advisory Arrangement
The board of trustees of Vanguard Total Bond Market Index Fund has renewed the fund’s investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund’s internalized management structure was in the best interests of the fund and its shareholders.
The board based its decision upon an evaluation of the advisor’s investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department met regularly with the advisor and made monthly presentations to the board during the fiscal year that directed the board’s focus to relevant information and topics.
The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received monthly reports, which included a Market and Economic Report, a Fund Dashboard Monthly Summary, and a Fund Performance Report.
Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of the investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.
The board concluded that Vanguard’s experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.
Investment performance
The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.
Cost
The board concluded that the fund’s expense ratio was well below the average expense ratio charged by funds in its peer group and that the fund’s advisory expenses were also well below the peer-group average.
The board does not conduct a profitability analysis of Vanguard because of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
28
The benefit of economies of scale
The board concluded that the fund’s arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.
The board will consider whether to renew the advisory arrangement again after a one-year period.
29
Liquidity Risk Management
Vanguard funds (except for the money market funds) have adopted and implemented a written liquidity risk management program (the “Program”) as required by Rule 22e-4 under the Investment Company Act of 1940. Rule 22e-4 requires that each fund adopt a program that is reasonably designed to assess and manage the fund’s liquidity risk, which is the risk that the fund could not meet redemption requests without significant dilution of remaining investors’ interests in the fund.
Assessment and management of a fund’s liquidity risk under the Program take into consideration certain factors, such as the fund’s investment strategy and the liquidity of its portfolio investments during normal and reasonably foreseeable stressed conditions, its short- and long-term cash-flow projections during both normal and reasonably foreseeable stressed conditions, and its cash and cash-equivalent holdings and access to other funding sources. As required by the rule, the Program includes policies and procedures for classification of fund portfolio holdings in four liquidity categories, maintaining certain levels of highly liquid investments, and limiting holdings of illiquid investments.
The board of trustees of Vanguard Bond Index Funds approved the appointment of liquidity risk management program administrators responsible for administering Vanguard Total Bond Market Index Fund’s Program and for carrying out the specific responsibilities set forth in the Program, including reporting to the board on at least an annual basis regarding the Program’s operation, its adequacy, and the effectiveness of its implementation for the past year (the “Program Administrator Report”). The board has reviewed the Program Administrator Report covering the period from December 1, 2018, through December 31, 2019 (the “Review Period”). The Program Administrator Report stated that during the Review Period the Program operated and was implemented effectively to manage the fund’s liquidity risk.
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All rights reserved.
U.S. Patent Nos. 6,879,964; 7,337,138;
7,720,749; 7,925,573; 8,090,646; 8,417,623; and 8,626,636.
Vanguard Marketing Corporation, Distributor.
Q842 082020
Semiannual Report | June 30, 2020
Vanguard Total Bond Market II Index Fund
|
See the inside front cover for important information about access to your fund’s annual and semiannual shareholder reports.
|
Important information about access to shareholder reports
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of your fund’s annual and semiannual shareholder reports will no longer be sent to you by mail, unless you specifically request them. Instead, you will be notified by mail each time a report is posted on the website and will be provided with a link to access the report.
If you have already elected to receive shareholder reports electronically, you will not be affected by this change and do not need to take any action. You may elect to receive shareholder reports and other communications from the fund electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly with the fund, by calling Vanguard at one of the phone numbers on the back cover of this report or by logging on to vanguard.com.
You may elect to receive paper copies of all future shareholder reports free of charge. If you invest through a financial intermediary, you can contact the intermediary to request that you continue to receive paper copies. If you invest directly with the fund, you can call Vanguard at one of the phone numbers on the back cover of this report or log on to vanguard.com. Your election to receive paper copies will apply to all the funds you hold through an intermediary or directly with Vanguard.
Contents | |
About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 181 |
Liquidity Risk Management | 183 |
About Your Fund’s Expenses
As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.
A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.
The accompanying table illustrates your fund’s costs in two ways:
· Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.
To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading ”Expenses Paid During Period.“
· Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.
Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”
The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.
You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.
1
Six Months Ended June 30, 2020
Beginning | Ending | Expenses | |||||||
Account Value | Account Value | Paid During | |||||||
Total Bond Market II Index Fund | 12/31/2019 | 6/30/2020 | Period | ||||||
Based on Actual Fund Return | |||||||||
Investor Shares | $1,000.00 | $1,059.69 | $0.46 | ||||||
Institutional Shares | 1,000.00 | 1,060.05 | 0.10 | ||||||
Based on Hypothetical 5% Yearly Return | |||||||||
Investor Shares | $1,000.00 | $1,024.42 | $0.45 | ||||||
Institutional Shares | 1,000.00 | 1,024.76 | 0.10 |
The calculations are based on expenses incurred in the most recent six-month period. The fund’s annualized six-month expense ratios for that period are 0.09% for Investor Shares and 0.02% for Institutional Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (182/366).
2
Total Bond Market II Index Fund
Fund Allocation
As of June 30, 2020
Asset-Backed/Commercial | |
Mortgage-Backed Securities | 2.7% |
Corporate Bonds | 29.5 |
Sovereign Bonds | 3.9 |
Taxable Municipal Bonds | 0.7 |
U.S. Government and Agency Obligations | 63.2 |
The table reflects the fund's investments, except for short-term investments. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.
The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempt-ing to remain fully invested and tracking its target index as closely as possible.
3
Total Bond Market II Index Fund
Financial Statements (unaudited)
Schedule of Investments
As of June 30, 2020
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.
Face | Market | |||||
Maturity | Amount | Value• | ||||
Coupon | Date | ($000 | ) | ($000 | ) | |
U.S. Government and Agency Obligations (62.7%) | ||||||
U.S. Government Securities (39.7%) | ||||||
United States Treasury Note/Bond | 8.750% | 8/15/20 | 15,755 | 15,905 | ||
United States Treasury Note/Bond | 3.625% | 2/15/21 | 27,415 | 27,998 | ||
United States Treasury Note/Bond | 1.250% | 3/31/21 | 125,000 | 125,996 | ||
United States Treasury Note/Bond | 2.375% | 4/15/21 | 218,258 | 222,043 | ||
United States Treasury Note/Bond | 1.375% | 4/30/21 | 117,322 | 118,495 | ||
United States Treasury Note/Bond | 2.250% | 4/30/21 | 75,747 | 77,049 | ||
United States Treasury Note/Bond | 2.625% | 5/15/21 | 332,092 | 339,149 | ||
United States Treasury Note/Bond | 3.125% | 5/15/21 | 100,610 | 103,188 | ||
United States Treasury Note/Bond | 2.000% | 5/31/21 | 87,899 | 89,355 | ||
United States Treasury Note/Bond | 2.125% | 5/31/21 | 447,608 | 455,580 | ||
United States Treasury Note/Bond | 2.625% | 6/15/21 | 226,450 | 231,722 | ||
United States Treasury Note/Bond | 1.625% | 6/30/21 | 184,563 | 187,217 | ||
United States Treasury Note/Bond | 2.125% | 6/30/21 | 199,510 | 203,377 | ||
United States Treasury Note/Bond | 2.625% | 7/15/21 | 273,625 | 280,550 | ||
United States Treasury Note/Bond | 1.125% | 7/31/21 | 231,305 | 233,690 | ||
United States Treasury Note/Bond | 1.750% | 7/31/21 | 322,112 | 327,598 | ||
United States Treasury Note/Bond | 2.250% | 7/31/21 | 109,725 | 112,176 | ||
United States Treasury Note/Bond | 2.750% | 8/15/21 | 275,798 | 283,727 | ||
United States Treasury Note/Bond | 8.125% | 8/15/21 | 34,550 | 37,606 | ||
United States Treasury Note/Bond | 1.125% | 8/31/21 | 224,994 | 227,455 | ||
United States Treasury Note/Bond | 1.500% | 8/31/21 | 97,298 | 98,803 | ||
United States Treasury Note/Bond | 2.000% | 8/31/21 | 241,675 | 246,811 | ||
United States Treasury Note/Bond | 2.750% | 9/15/21 | 54,665 | 56,356 | ||
United States Treasury Note/Bond | 1.125% | 9/30/21 | 56,848 | 57,514 | ||
United States Treasury Note/Bond | 1.500% | 9/30/21 | 87,869 | 89,311 | ||
United States Treasury Note/Bond | 2.125% | 9/30/21 | 193,750 | 198,443 | ||
United States Treasury Note/Bond | 1.250% | 10/31/21 | 200,342 | 203,223 | ||
United States Treasury Note/Bond | 1.500% | 10/31/21 | 339,587 | 345,584 | ||
United States Treasury Note/Bond | 2.000% | 10/31/21 | 275,870 | 282,596 | ||
United States Treasury Note/Bond | 1.500% | 11/30/21 | 13,553 | 13,807 | ||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 420,296 | 429,685 | ||
United States Treasury Note/Bond | 1.875% | 11/30/21 | 150,425 | 154,044 | ||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 272,994 | 282,762 | ||
United States Treasury Note/Bond | 2.000% | 12/31/21 | 156,840 | 161,128 | ||
United States Treasury Note/Bond | 2.125% | 12/31/21 | 116,875 | 120,290 | ||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 379,491 | 393,069 | ||
United States Treasury Note/Bond | 1.375% | 1/31/22 | 103,740 | 105,717 | ||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 324,393 | 331,186 | ||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 323,028 | 331,711 | ||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 39,412 | 40,576 |
4
Total Bond Market II Index Fund | ||||||
Face | Market | |||||
Maturity | Amount | Value• | ||||
Coupon | Date | ($000 | ) | ($000 | ) | |
United States Treasury Note/Bond | 2.500% | 2/15/22 | 240,133 | 249,176 | ||
United States Treasury Note/Bond | 1.125% | 2/28/22 | 589,495 | 598,892 | ||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 235,777 | 241,928 | ||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 304,490 | 313,101 | ||
United States Treasury Note/Bond | 0.375% | 3/31/22 | 1,762,069 | 1,768,395 | ||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 202,337 | 207,901 | ||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 345,708 | 355,972 | ||
United States Treasury Note/Bond | 0.125% | 4/30/22 | 981,980 | 981,371 | ||
United States Treasury Note/Bond | 0.125% | 5/31/22 | 69,080 | 69,037 | ||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 67,332 | 69,363 | ||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 317,504 | 327,375 | ||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 66,135 | 66,094 | ||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 367,600 | 379,201 | ||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 135,735 | 141,059 | ||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 348,260 | 359,471 | ||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 269,263 | 278,854 | ||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 187,730 | 194,886 | ||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 365,753 | 376,155 | ||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 259,234 | 267,255 | ||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 341,015 | 351,726 | ||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 229,931 | 238,411 | ||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 583,810 | 601,050 | ||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 268,153 | 277,664 | ||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 334,051 | 346,892 | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 447,361 | 459,663 | ||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 317,955 | 330,575 | ||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 320,049 | 333,702 | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 576,461 | 596,366 | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 593,275 | 619,415 | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 914,345 | 947,060 | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 583,086 | 611,511 | ||
United States Treasury Note/Bond | 1.500% | 1/15/23 | 9,420 | 9,738 | ||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 279,340 | 290,645 | ||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 81,440 | 86,046 | ||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 375,850 | 393,819 | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 247,637 | 256,381 | ||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 133,984 | 142,714 | ||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 633,593 | 639,137 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 100,115 | 103,760 | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 394,925 | 420,102 | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 903,380 | 905,358 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 151,271 | 157,440 | ||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 153,300 | 164,439 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 1,216,645 | 1,214,747 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 124,775 | 130,410 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 122,505 | 127,674 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 65,346 | 70,227 | ||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 373,335 | 374,153 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 254,587 | 263,696 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 191,146 | 205,123 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 133,182 | 137,552 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 86,268 | 93,075 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 209,285 | 224,393 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 344,995 | 358,039 |
5
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 152,840 | 158,738 | |||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 114,000 | 124,153 | |||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 128,215 | 139,234 | |||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 182,625 | 194,609 | |||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 197,846 | 215,899 | |||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 120,863 | 129,494 | |||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 1,015,123 | 1,100,931 | |||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 197,225 | 211,617 | |||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 686,069 | 742,244 | |||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 270,399 | 295,200 | |||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 153,000 | 163,686 | |||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 298,197 | 321,772 | |||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 708,094 | 758,546 | |||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 280,940 | 299,991 | |||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 134,542 | 144,948 | |||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 366,753 | 398,958 | |||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 268,571 | 287,162 | |||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 355,810 | 377,379 | |||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 230,940 | 247,177 | |||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 177,500 | 188,427 | |||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 195,665 | 210,676 | |||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 659,320 | 717,116 | |||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 243,460 | 259,969 | |||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 396,425 | 417,483 | |||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 248,720 | 268,463 | |||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 76,061 | 80,149 | |||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 359,393 | 390,334 | |||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 483,372 | 525,290 | |||
1 | United States Treasury Note/Bond | 1.500% | 11/30/24 | 702,564 | 740,987 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 141,200 | 152,783 | |||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 40,235 | 42,913 | |||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 285,467 | 310,848 | |||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 262,225 | 288,857 | |||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 212,509 | 229,378 | |||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 1,033,810 | 1,074,997 | |||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 333,477 | 371,724 | |||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 1,102,989 | 1,114,361 | |||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 603,909 | 606,554 | |||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 267,029 | 300,156 | |||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 256,221 | 278,920 | |||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 481,780 | 481,178 | |||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 174,085 | 196,009 | |||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 177,087 | 176,754 | |||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 179,285 | 201,052 | |||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 233,510 | 263,722 | |||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 189,083 | 205,272 | |||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 40,840 | 54,445 | |||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 186,630 | 209,901 | |||
1 | United States Treasury Note/Bond | 2.250% | 11/15/25 | 434,690 | 478,907 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 416,497 | 473,049 | |||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 534,932 | 572,126 | |||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 384,057 | 429,906 | |||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 467,794 | 517,572 | |||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 160,000 | 178,350 |
6
Total Bond Market II Index Fund | ||||||
Face | Market | |||||
Maturity | Amount | Value• | ||||
Coupon | Date | ($000 | ) | ($000 | ) | |
United States Treasury Note/Bond | 1.625% | 5/15/26 | 519,378 | 556,383 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 378,579 | 416,793 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 333,440 | 362,409 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 282,000 | 306,720 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 634,832 | 676,293 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 8,800 | 12,177 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 430,805 | 455,710 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 56,188 | 60,323 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 346,480 | 372,140 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 366,562 | 402,415 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 36,215 | 50,050 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 180,570 | 194,028 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 361,253 | 391,226 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 1,190 | 1,270 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 6,056 | 6,762 | ||
United States Treasury Note/Bond | 6.625% | 2/15/27 | 39,650 | 55,616 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 772,870 | 806,080 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 1,023,965 | 1,033,887 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 1,263,350 | 1,264,929 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 43,030 | 48,550 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 586,412 | 586,776 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 233,865 | 233,975 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 342,539 | 384,607 | ||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 6,850 | 9,677 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 187,761 | 211,407 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 55,808 | 78,584 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 182,470 | 212,806 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 181,973 | 214,671 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 442,152 | 523,397 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 45,575 | 63,506 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 280,130 | 338,520 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 76,342 | 105,590 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 76,983 | 90,167 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 52,279 | 72,848 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 102,706 | 112,013 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 37,930 | 56,599 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 150,000 | 165,563 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 1,543,598 | 1,668,042 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 873,980 | 871,253 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 114,435 | 176,141 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 128,675 | 191,082 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 121,843 | 186,495 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 43,500 | 69,349 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 57,327 | 93,981 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 63,450 | 98,585 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 63,579 | 100,256 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 894 | 1,264 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 117,867 | 182,031 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 100,656 | 160,200 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 120,905 | 190,010 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 44,805 | 72,647 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 613,880 | 608,122 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 109,320 | 172,640 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 140,325 | 208,997 |
7
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 141,854 | 221,492 | |
1 | United States Treasury Note/Bond | 4.750% | 2/15/41 | 78,692 | 130,469 |
United States Treasury Note/Bond | 4.375% | 5/15/41 | 117,000 | 185,975 | |
United States Treasury Note/Bond | 3.750% | 8/15/41 | 145,310 | 214,037 | |
United States Treasury Note/Bond | 3.125% | 11/15/41 | 133,056 | 180,083 | |
United States Treasury Note/Bond | 3.125% | 2/15/42 | 153,742 | 208,537 | |
United States Treasury Note/Bond | 3.000% | 5/15/42 | 138,000 | 183,690 | |
United States Treasury Note/Bond | 2.750% | 8/15/42 | 212,528 | 272,367 | |
United States Treasury Note/Bond | 2.750% | 11/15/42 | 243,319 | 311,524 | |
United States Treasury Note/Bond | 3.125% | 2/15/43 | 264,159 | 357,935 | |
United States Treasury Note/Bond | 2.875% | 5/15/43 | 365,700 | 477,582 | |
United States Treasury Note/Bond | 3.625% | 8/15/43 | 310,652 | 453,551 | |
United States Treasury Note/Bond | 3.750% | 11/15/43 | 237,806 | 353,810 | |
United States Treasury Note/Bond | 3.625% | 2/15/44 | 348,494 | 510,109 | |
United States Treasury Note/Bond | 3.125% | 8/15/44 | 191,150 | 260,560 | |
United States Treasury Note/Bond | 3.000% | 11/15/44 | 295,089 | 394,912 | |
United States Treasury Note/Bond | 2.500% | 2/15/45 | 366,882 | 452,241 | |
United States Treasury Note/Bond | 3.000% | 5/15/45 | 362,154 | 485,967 | |
United States Treasury Note/Bond | 2.875% | 8/15/45 | 365,506 | 481,382 | |
United States Treasury Note/Bond | 3.000% | 11/15/45 | 36,817 | 49,605 | |
United States Treasury Note/Bond | 2.500% | 2/15/46 | 278,698 | 344,975 | |
United States Treasury Note/Bond | 2.500% | 5/15/46 | 332,873 | 412,709 | |
1 | United States Treasury Note/Bond | 2.250% | 8/15/46 | 334,838 | 396,836 |
United States Treasury Note/Bond | 2.875% | 11/15/46 | 204,990 | 272,444 | |
United States Treasury Note/Bond | 3.000% | 2/15/47 | 104,099 | 141,705 | |
United States Treasury Note/Bond | 3.000% | 5/15/47 | 202,051 | 275,232 | |
United States Treasury Note/Bond | 2.750% | 8/15/47 | 102,418 | 133,719 | |
United States Treasury Note/Bond | 2.750% | 11/15/47 | 310,732 | 406,233 | |
United States Treasury Note/Bond | 3.000% | 2/15/48 | 375,470 | 513,632 | |
United States Treasury Note/Bond | 3.125% | 5/15/48 | 411,233 | 575,726 | |
United States Treasury Note/Bond | 3.000% | 8/15/48 | 454,182 | 624,073 | |
United States Treasury Note/Bond | 3.375% | 11/15/48 | 183,303 | 269,140 | |
United States Treasury Note/Bond | 3.000% | 2/15/49 | 207,173 | 285,770 | |
United States Treasury Note/Bond | 2.875% | 5/15/49 | 463,731 | 626,760 | |
United States Treasury Note/Bond | 2.250% | 8/15/49 | 242,020 | 290,840 | |
United States Treasury Note/Bond | 2.375% | 11/15/49 | 43,699 | 53,927 | |
United States Treasury Note/Bond | 2.000% | 2/15/50 | 772,341 | 883,728 | |
United States Treasury Note/Bond | 1.250% | 5/15/50 | 1,067,490 | 1,024,620 | |
76,394,506 | |||||
Agency Bonds and Notes (1.2%) | |||||
2 | AID-Iraq | 2.149% | 1/18/22 | 9,025 | 9,282 |
2 | AID-Israel | 5.500% | 9/18/23 | 6,500 | 7,558 |
2 | AID-Israel | 5.500% | 12/4/23 | 7,002 | 8,208 |
2 | AID-Israel | 5.500% | 4/26/24 | 5,575 | 6,628 |
2 | AID-Israel | 5.500% | 9/18/33 | 150 | 224 |
2 | AID-Jordan | 2.578% | 6/30/22 | 3,180 | 3,322 |
2 | AID-Jordan | 3.000% | 6/30/25 | 4,325 | 4,711 |
2 | AID-Tunisia | 2.452% | 7/24/21 | 2,300 | 2,334 |
2 | AID-Tunisia | 1.416% | 8/5/21 | 2,830 | 2,808 |
2 | AID-Ukraine | 1.471% | 9/29/21 | 6,825 | 6,919 |
Federal Farm Credit Banks | 3.050% | 11/15/21 | 6,050 | 6,285 | |
Federal Farm Credit Banks | 1.600% | 12/28/21 | 10,300 | 10,512 | |
Federal Farm Credit Banks | 2.600% | 1/18/22 | 6,000 | 6,221 | |
Federal Farm Credit Banks | 0.375% | 4/8/22 | 40,000 | 40,098 |
8
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 6,300 | 6,578 | |
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,100 | 5,656 | |
Federal Home Loan Banks | 5.625% | 6/11/21 | 17,350 | 18,240 | |
Federal Home Loan Banks | 1.875% | 7/7/21 | 45,140 | 45,914 | |
Federal Home Loan Banks | 1.125% | 7/14/21 | 24,275 | 24,511 | |
Federal Home Loan Banks | 3.000% | 10/12/21 | 81,300 | 84,203 | |
Federal Home Loan Banks | 1.625% | 11/19/21 | 38,030 | 38,770 | |
Federal Home Loan Banks | 1.875% | 11/29/21 | 79,160 | 81,009 | |
Federal Home Loan Banks | 1.625% | 12/20/21 | 66,960 | 68,343 | |
Federal Home Loan Banks | 0.250% | 6/3/22 | 39,275 | 39,285 | |
Federal Home Loan Banks | 2.125% | 6/10/22 | 7,750 | 8,033 | |
Federal Home Loan Banks | 2.000% | 9/9/22 | 11,665 | 12,114 | |
Federal Home Loan Banks | 1.375% | 2/17/23 | 40,000 | 41,161 | |
Federal Home Loan Banks | 2.125% | 3/10/23 | 28,800 | 30,227 | |
Federal Home Loan Banks | 2.500% | 2/13/24 | 44,590 | 48,039 | |
Federal Home Loan Banks | 2.875% | 6/14/24 | 200 | 219 | |
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,940 | 20,854 | |
Federal Home Loan Banks | 5.375% | 8/15/24 | 1,585 | 1,907 | |
Federal Home Loan Banks | 2.875% | 9/13/24 | 1,000 | 1,103 | |
Federal Home Loan Banks | 0.500% | 4/14/25 | 25,900 | 25,964 | |
Federal Home Loan Banks | 3.250% | 11/16/28 | 19,645 | 23,400 | |
Federal Home Loan Banks | 5.500% | 7/15/36 | 20,850 | 32,601 | |
3 | Federal Home Loan Mortgage Corp. | 1.125% | 8/12/21 | 36,800 | 37,184 |
3 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 70,985 | 73,330 |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 6/8/22 | 20,000 | 20,005 |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 3,000 | 3,008 |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 34,000 | 34,086 |
3 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 42,650 | 45,752 |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 42,000 | 41,955 |
3 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 60,000 | 62,908 |
3 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 2,573 | 3,883 |
3 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 35,301 | 55,448 |
3 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 31,178 | 49,109 |
3 | Federal National Mortgage Assn. | 1.250% | 8/17/21 | 26,506 | 26,824 |
3 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 44,250 | 44,904 |
3 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 101,000 | 103,716 |
3 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 10,798 | 11,195 |
3 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 61,000 | 62,767 |
3 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 23,810 | 24,666 |
3 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 15,115 | 15,489 |
3 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 69,818 | 72,578 |
3 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 25,381 | 26,747 |
3 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 30,000 | 29,969 |
3 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 50,000 | 54,101 |
3 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 45,214 | 48,691 |
3 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 41,103 | 43,308 |
3 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 8,755 | 9,563 |
3 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 38,890 | 40,900 |
3 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 43,250 | 45,544 |
3 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 2,200 | 2,219 |
3 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 26,000 | 26,041 |
3 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 42,302 | 46,165 |
3 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 30,435 | 32,779 |
3 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 17,526 | 25,434 |
9
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
3 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 8,850 | 13,783 |
3 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 32,760 | 51,890 |
3 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 27,435 | 42,506 |
3 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 3,396 | 5,471 |
3 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 300 | 516 |
Private Export Funding Corp. | 4.300% | 12/15/21 | 7,760 | 8,190 | |
Private Export Funding Corp. | 2.800% | 5/15/22 | 1,125 | 1,174 | |
Private Export Funding Corp. | 2.050% | 11/15/22 | 15,525 | 16,070 | |
Private Export Funding Corp. | 3.550% | 1/15/24 | 16,425 | 18,125 | |
Private Export Funding Corp. | 2.450% | 7/15/24 | 4,955 | 5,298 | |
Private Export Funding Corp. | 1.750% | 11/15/24 | 3,115 | 3,261 | |
Private Export Funding Corp. | 3.250% | 6/15/25 | 1,575 | 1,767 | |
Tennessee Valley Authority | 1.875% | 8/15/22 | 3,875 | 3,999 | |
Tennessee Valley Authority | 2.875% | 9/15/24 | 12,231 | 13,433 | |
Tennessee Valley Authority | 0.750% | 5/15/25 | 3,000 | 3,038 | |
Tennessee Valley Authority | 6.750% | 11/1/25 | 19,581 | 25,871 | |
Tennessee Valley Authority | 2.875% | 2/1/27 | 25,750 | 28,882 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 9,625 | 14,914 | |
Tennessee Valley Authority | 4.700% | 7/15/33 | 6,375 | 8,876 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 4,000 | 5,536 | |
Tennessee Valley Authority | 5.880% | 4/1/36 | 6,795 | 10,576 | |
Tennessee Valley Authority | 6.150% | 1/15/38 | 665 | 1,074 | |
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,436 | 2,198 | |
Tennessee Valley Authority | 5.250% | 9/15/39 | 15,248 | 23,008 | |
Tennessee Valley Authority | 4.875% | 1/15/48 | 14,320 | 22,023 | |
Tennessee Valley Authority | 5.375% | 4/1/56 | 5,585 | 9,705 | |
Tennessee Valley Authority | 4.625% | 9/15/60 | 8,838 | 14,032 | |
Tennessee Valley Authority | 4.250% | 9/15/65 | 8,050 | 12,218 | |
2,360,943 | |||||
Conventional Mortgage-Backed Securities (21.7%) | |||||
3,4 | Fannie Mae Pool | 2.000% | 11/1/27–11/1/34 | 66,719 | 69,078 |
3,4 | Fannie Mae Pool | 2.500% | 11/1/26–7/1/50 | 1,789,401 | 1,871,470 |
3,4 | Fannie Mae Pool | 3.000% | 11/1/20–7/1/50 | 4,131,541 | 4,373,875 |
¤,3,4 | Fannie Mae Pool | 3.500% | 7/1/20–3/1/50 | 3,826,075 | 4,074,383 |
¤,3,4 | Fannie Mae Pool | 4.000% | 10/1/20–5/1/50 | 2,960,550 | 3,187,089 |
3,4 | Fannie Mae Pool | 4.500% | 7/1/20–7/1/49 | 1,174,836 | 1,284,186 |
3,4 | Fannie Mae Pool | 5.000% | 7/1/20–12/1/49 | 348,062 | 392,676 |
3,4 | Fannie Mae Pool | 5.500% | 8/1/20–2/1/42 | 174,161 | 199,746 |
3,4 | Fannie Mae Pool | 6.000% | 12/1/20–5/1/41 | 128,464 | 151,465 |
3,4 | Fannie Mae Pool | 6.500% | 10/1/21–5/1/40 | 31,899 | 37,422 |
3,4 | Fannie Mae Pool | 7.000% | 8/1/27–12/1/38 | 8,087 | 9,503 |
3,4 | Fannie Mae Pool | 7.500% | 7/1/30–12/1/32 | 102 | 121 |
3,4 | Fannie Mae Pool | 8.000% | 12/1/29 | 10 | 12 |
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28–12/1/31 | 34,291 | 35,588 |
3,4 | Freddie Mac Gold Pool | 2.500% | 4/1/27–3/1/43 | 542,052 | 569,825 |
1,3,4 | Freddie Mac Gold Pool | 3.000% | 4/1/21–4/1/48 | 1,846,524 | 1,955,438 |
3,4 | Freddie Mac Gold Pool | 3.500% | 12/1/20–3/1/49 | 2,130,218 | 2,270,234 |
3,4 | Freddie Mac Gold Pool | 4.000% | 8/1/20–2/1/49 | 1,492,278 | 1,607,760 |
3,4 | Freddie Mac Gold Pool | 4.500% | 7/1/20–1/1/49 | 647,737 | 710,490 |
3,4 | Freddie Mac Gold Pool | 5.000% | 7/1/20–11/1/48 | 199,815 | 222,784 |
3,4 | Freddie Mac Gold Pool | 5.500% | 8/1/20–6/1/41 | 101,487 | 115,125 |
3,4 | Freddie Mac Gold Pool | 6.000% | 8/1/20–5/1/40 | 48,961 | 57,588 |
3,4 | Freddie Mac Gold Pool | 6.500% | 3/1/22–9/1/39 | 13,124 | 15,228 |
3,4 | Freddie Mac Gold Pool | 7.000% | 3/1/26–12/1/38 | 4,758 | 5,479 |
10
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
3,4 | Freddie Mac Gold Pool | 7.500% | 4/1/27–2/1/32 | 44 | 50 |
3,4 | Freddie Mac Gold Pool | 8.000% | 1/1/27–11/1/31 | 68 | 80 |
3,4 | Freddie Mac Gold Pool | 8.500% | 6/1/25 | 12 | 14 |
4 | Ginnie Mae I Pool | 3.000% | 1/15/26–3/15/45 | 92,334 | 97,641 |
4 | Ginnie Mae I Pool | 3.500% | 11/15/25–5/15/48 | 124,428 | 132,863 |
4 | Ginnie Mae I Pool | 4.000% | 6/15/24–5/15/47 | 156,755 | 168,481 |
4 | Ginnie Mae I Pool | 4.500% | 9/15/20–2/15/49 | 129,317 | 143,782 |
4 | Ginnie Mae I Pool | 5.000% | 9/15/20–11/15/46 | 75,156 | 84,617 |
4 | Ginnie Mae I Pool | 5.500% | 10/15/20–6/15/41 | 36,964 | 42,089 |
4 | Ginnie Mae I Pool | 6.000% | 1/15/26–6/15/41 | 27,203 | 31,207 |
4 | Ginnie Mae I Pool | 6.500% | 5/15/24–8/15/39 | 6,597 | 7,470 |
4 | Ginnie Mae I Pool | 7.000% | 7/15/23–9/15/36 | 317 | 374 |
4 | Ginnie Mae I Pool | 7.500% | 12/15/23 | 6 | 7 |
4 | Ginnie Mae I Pool | 8.000% | 6/15/25–1/15/27 | 21 | 23 |
¤,4 | Ginnie Mae II Pool | 2.500% | 6/20/27–7/1/50 | 794,203 | 836,405 |
¤,4 | Ginnie Mae II Pool | 3.000% | 10/20/26–7/1/50 | 3,261,060 | 3,467,667 |
¤,4 | Ginnie Mae II Pool | 3.500% | 9/20/25–7/1/50 | 3,211,987 | 3,430,742 |
¤,4 | Ginnie Mae II Pool | 4.000% | 9/20/25–7/1/50 | 1,648,326 | 1,774,205 |
¤,4 | Ginnie Mae II Pool | 4.500% | 8/20/33–3/1/50 | 755,909 | 824,479 |
4 | Ginnie Mae II Pool | 5.000% | 12/20/32–10/20/48 | 227,672 | 254,359 |
4 | Ginnie Mae II Pool | 5.500% | 8/20/23–8/20/49 | 42,528 | 48,155 |
4 | Ginnie Mae II Pool | 6.000% | 3/20/31–9/20/41 | 17,494 | 20,679 |
4 | Ginnie Mae II Pool | 6.500% | 10/20/28–11/20/39 | 6,291 | 7,418 |
4 | Ginnie Mae II Pool | 7.000% | 8/20/34–11/20/38 | 955 | 1,181 |
¤,3,4 | UMBS Pool | 2.000% | 1/1/32–7/1/50 | 368,143 | 379,683 |
¤,3,4 | UMBS Pool | 2.500% | 10/1/34–7/1/50 | 1,833,800 | 1,914,053 |
¤,3,4 | UMBS Pool | 3.000% | 11/1/28–7/1/50 | 2,490,502 | 2,627,950 |
¤,3,4 | UMBS Pool | 3.500% | 9/1/33–7/1/50 | 1,022,362 | 1,084,889 |
¤,3,4 | UMBS Pool | 4.000% | 11/1/33–7/1/50 | 494,323 | 532,150 |
¤,3,4 | UMBS Pool | 4.500% | 8/1/48–7/1/50 | 502,168 | 543,785 |
3,4 | UMBS Pool | 5.000% | 3/1/49–3/1/50 | 118,110 | 130,727 |
3,4 | UMBS Pool | 5.500% | 6/1/49 | 14,531 | 15,964 |
41,819,754 | |||||
Nonconventional Mortgage-Backed Securities (0.1%) | |||||
3,4 | Fannie Mae Pool | 2.275% | 7/1/43 | 2,744 | 2,856 |
3,4 | Fannie Mae Pool | 2.495% | 9/1/43 | 240 | 242 |
3,4 | Fannie Mae Pool | 3.451% | 4/1/41 | 496 | 506 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 3.366% | 12/1/41 | 580 | 605 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.592% | 9/1/37 | 1,153 | 1,193 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.392% | 3.792% | 10/1/37 | 157 | 163 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.476% | 3.491% | 3/1/43 | 1,524 | 1,554 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.509% | 4.017% | 7/1/36 | 139 | 147 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 3.580% | 12/1/43 | 679 | 733 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 3.370% | 6/1/43 | 936 | 950 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.607% | 3.607% | 11/1/33 | 43 | 46 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.610% | 4.167% | 10/1/37 | 299 | 310 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.623% | 2/1/36 | 98 | 101 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.746% | 8/1/39 | 657 | 681 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.625% | 4.135% | 8/1/35 | 209 | 223 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 3.627% | 3/1/38 | 83 | 86 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.510% | 11/1/36 | 22 | 23 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.643% | 3.664% | 1/1/37 | 76 | 79 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 4.171% | 10/1/42 | 461 | 466 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 4.283% | 7/1/35 | 181 | 191 |
11
Total Bond Market II Index Fund
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | 67 | 71 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 4.415% | 6/1/36 | 12 | 13 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.682% | 3.682% | 4/1/36 | 59 | 63 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.683% | 3.727% | 12/1/33 | 61 | 65 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 3.902% | 6/1/42 | 829 | 870 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.191% | 5/1/40 | 224 | 237 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.709% | 10/1/39 | 231 | 242 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.975% | 9/1/42 | 849 | 892 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 4.320% | 7/1/39 | 72 | 75 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 4.162% | 8/1/40 | 159 | 168 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.747% | 12/1/40 | 204 | 218 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.763% | 1/1/42 | 677 | 708 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.966% | 10/1/42 | 546 | 582 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 4.531% | 7/1/37 | 139 | 149 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.809% | 11/1/39 | 118 | 124 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.723% | 3.932% | 11/1/39 | 314 | 332 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.724% | 3.554% | 5/1/42 | 803 | 849 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.729% | 3.953% | 9/1/34 | 74 | 77 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.730% | 3.459% | 9/1/43 | 1,239 | 1,284 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.739% | 2.615% | 6/1/41 | 80 | 84 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.746% | 3.738% | 7/1/41 | 736 | 784 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 3.748% | 5/1/35 | 102 | 107 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 3.750% | 2/1/36 | 126 | 132 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.227% | 10/1/40 | 120 | 127 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.771% | 3.715% | 5/1/42 | 245 | 259 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.778% | 4.045% | 7/1/42 | 544 | 593 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 3.780% | 2/1/41 | 206 | 220 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.793% | 3.400% | 8/1/42 | 1,096 | 1,117 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 3.795% | 3/1/42 | 602 | 644 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 4.023% | 3/1/42 | 515 | 558 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 3.834% | 2/1/42 | 1,642 | 1,767 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 3.747% | 11/1/41 | 475 | 513 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.685% | 10/1/40 | 538 | 573 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.810% | 12/1/40 | 242 | 258 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.935% | 11/1/33–11/1/39 | 266 | 285 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.862% | 1/1/42 | 474 | 506 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.963% | 11/1/41 | 348 | 373 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 4.160% | 9/1/40 | 552 | 587 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.189% | 5/1/41 | 375 | 403 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.690% | 11/1/40 | 183 | 195 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.741% | 12/1/40 | 173 | 182 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.815% | 2/1/41 | 342 | 368 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.924% | 12/1/41 | 384 | 413 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.819% | 3.838% | 3/1/41 | 443 | 474 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 3.913% | 12/1/40 | 192 | 205 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.822% | 3.918% | 12/1/39 | 249 | 262 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 3.823% | 2/1/41 | 228 | 233 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 3.825% | 3/1/41 | 453 | 494 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 4.576% | 7/1/38 | 79 | 81 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.580% | 6/1/41 | 433 | 462 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.859% | 1/1/40 | 208 | 219 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.838% | 3.575% | 2/1/42 | 594 | 642 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.391% | 8/1/39 | 193 | 204 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.874% | 3.629% | 5/1/40 | 77 | 82 |
12
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 3.969% | 11/1/34 | 271 | 293 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.909% | 3.659% | 4/1/37 | 187 | 201 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 2.787% | 5/1/36 | 21 | 22 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 3.965% | 4/1/37 | 6 | 7 |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 4.148% | 10/1/36 | 105 | 114 |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.155% | 3.780% | 12/1/37 | 366 | 382 |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.238% | 4.613% | 7/1/38 | 74 | 78 |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.268% | 4.018% | 12/1/35 | 82 | 88 |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.313% | 3.964% | 1/1/35 | 108 | 116 |
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.028% | 2.674% | 4/1/37 | 500 | 522 |
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 3.715% | 8/1/37 | 170 | 180 |
3,4 | Fannie Mae REMICS | 2.151% | 10/25/29 | 11,987 | 12,657 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.536% | 3.466% | 3/1/37 | 32 | 33 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 3.570% | 3/1/37 | 9 | 10 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.588% | 3.780% | 9/1/37 | 55 | 57 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 3.625% | 1/1/38 | 37 | 40 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.662% | 5/1/42 | 118 | 119 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.755% | 12/1/36 | 111 | 119 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.799% | 11/1/43 | 962 | 1,007 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.711% | 10/1/37 | 354 | 370 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 3.695% | 2/1/37 | 76 | 82 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 3.727% | 1/1/35 | 20 | 21 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.866% | 12/1/36 | 150 | 157 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 3.750% | 12/1/40 | 637 | 674 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.500% | 5/1/38 | 23 | 24 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.818% | 12/1/41 | 404 | 432 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 3.730% | 12/1/36 | 40 | 44 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.797% | 3.872% | 12/1/34 | 107 | 111 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.802% | 3.408% | 6/1/37 | 246 | 266 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.829% | 3.955% | 12/1/35 | 111 | 119 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.829% | 4.105% | 3/1/42 | 415 | 444 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840% | 4.590% | 6/1/37 | 26 | 28 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.851% | 4.253% | 1/1/37 | 71 | 76 |
13
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.859% | 3.926% | 2/1/42 | 128 | 136 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.866% | 4.349% | 8/1/37 | 79 | 82 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.886% | 6/1/40 | 219 | 232 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.924% | 5/1/40 | 132 | 138 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.609% | 6/1/41 | 103 | 108 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.630% | 5/1/40 | 71 | 75 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.880% | 12/1/40–3/1/41 | 750 | 803 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.630% | 6/1/40 | 184 | 191 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.885% | 4.510% | 7/1/38 | 62 | 64 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 3.902% | 2/1/42 | 443 | 452 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.894% | 4.255% | 9/1/40 | 568 | 604 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.374% | 6/1/40 | 157 | 163 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.844% | 11/1/40 | 291 | 304 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.910% | 2/1/41 | 380 | 414 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.928% | 1/1/41 | 76 | 82 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 3.995% | 3/1/37 | 140 | 151 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.006% | 3.566% | 5/1/37 | 566 | 592 |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 4.085% | 3/1/38 | 24 | 25 |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.000% | 3.625% | 7/1/35 | 20 | 22 |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.884% | 5/1/36 | 114 | 121 |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.757% | 2/1/36 | 67 | 71 |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.006% | 11/1/34 | 271 | 286 |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.398% | 11/1/36 | 46 | 48 |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 4.064% | 10/1/36 | 194 | 210 |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.549% | 4.048% | 3/1/37 | 38 | 39 |
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 2.855% | 6/1/37 | 89 | 92 |
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 3.424% | 3/1/37 | 8 | 9 |
14
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR+ 1.665% | 3.356% | 1/1/37 | 209 | 221 |
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.000% | 1/20/41–3/20/43 | 5,569 | 5,833 |
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.125% | 10/20/38–12/20/43 | 4,760 | 4,964 |
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.250% | 7/20/38–8/20/41 | 2,304 | 2,396 |
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.875% | 6/20/29–6/20/43 | 3,722 | 3,913 |
4,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.625% | 11/20/40 | 33 | 35 |
4,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.375% | 5/20/41 | 287 | 298 |
74,647 | |||||
Total U.S. Government and Agency Obligations (Cost $112,908,292) | 120,649,850 | ||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%) | |||||
4 | Ally Auto Receivables Trust 2017-4 | 1.750% | 12/15/21 | 1,080 | 1,082 |
4 | Ally Auto Receivables Trust 2017-4 | 1.960% | 7/15/22 | 2,568 | 2,592 |
4 | Ally Auto Receivables Trust 2018-1 | 2.350% | 6/15/22 | 1,908 | 1,921 |
4 | Ally Auto Receivables Trust 2018-1 | 2.530% | 2/15/23 | 1,450 | 1,482 |
4 | Ally Auto Receivables Trust 2018-3 | 3.000% | 1/17/23 | 970 | 984 |
4 | Ally Auto Receivables Trust 2018-3 | 3.120% | 7/17/23 | 1,925 | 2,000 |
4 | Ally Auto Receivables Trust 2019-2 | 2.230% | 1/16/24 | 12,500 | 12,795 |
4 | Ally Auto Receivables Trust 2019-2 | 2.260% | 8/15/24 | 1,450 | 1,512 |
4 | Ally Auto Receivables Trust 2019-4 | 1.840% | 6/17/24 | 10,370 | 10,571 |
4 | Ally Auto Receivables Trust 2019-4 | 1.920% | 1/15/25 | 1,250 | 1,299 |
4 | Ally Master Owner Trust Series 2018-1 | 2.700% | 1/17/23 | 18,450 | 18,619 |
4 | Ally Master Owner Trust Series 2018-2 | 3.290% | 5/15/23 | 4,925 | 5,029 |
4 | American Express Credit Account Master Trust 2017-6 | 2.040% | 5/15/23 | 16,125 | 16,204 |
4 | American Express Credit Account Master Trust 2017-7 | 2.350% | 5/15/25 | 9,825 | 10,251 |
4 | American Express Credit Account Master Trust 2018-2 | 3.010% | 10/15/25 | 11,025 | 11,776 |
4 | American Express Credit Account Master Trust 2018-4 | 2.990% | 12/15/23 | 14,175 | 14,503 |
4 | American Express Credit Account Master Trust 2018-8 | 3.180% | 4/15/24 | 9,000 | 9,298 |
4 | American Express Credit Account Master Trust 2019-1 | 2.870% | 10/15/24 | 12,800 | 13,334 |
4 | AmeriCredit Automobile Receivables Trust 2017-3 | 1.900% | 3/18/22 | 259 | 259 |
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.070% | 12/19/22 | 2,413 | 2,436 |
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.260% | 1/18/24 | 2,456 | 2,518 |
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.500% | 1/18/24 | 1,650 | 1,708 |
4 | AmeriCredit Automobile Receivables Trust 2019-1 | 2.970% | 11/20/23 | 3,950 | 4,033 |
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.429% | 9/15/48 | 1,425 | 1,508 |
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.705% | 9/15/48 | 2,525 | 2,794 |
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.116% | 2/15/50 | 500 | 512 |
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.574% | 2/15/50 | 7,560 | 8,463 |
15
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.748% | 2/15/50 | 2,800 | 3,055 |
4 | BANK 2017 - BNK4 | 3.625% | 5/15/50 | 5,950 | 6,695 |
4 | BANK 2017 - BNK5 | 3.390% | 6/15/60 | 7,000 | 7,786 |
4 | BANK 2017 - BNK5 | 3.624% | 6/15/60 | 3,500 | 3,844 |
4 | BANK 2017 - BNK6 | 3.518% | 7/15/60 | 9,383 | 10,530 |
4 | BANK 2017 - BNK6 | 3.741% | 7/15/60 | 9,929 | 11,051 |
4 | BANK 2017 - BNK7 | 3.175% | 9/15/60 | 7,575 | 8,296 |
4 | BANK 2017 - BNK7 | 3.435% | 9/15/60 | 4,690 | 5,247 |
4 | BANK 2017 - BNK7 | 3.748% | 9/15/60 | 5,225 | 5,695 |
4 | BANK 2017 - BNK8 | 3.488% | 11/15/50 | 5,925 | 6,665 |
4 | BANK 2017 - BNK8 | 3.731% | 11/15/50 | 1,000 | 1,100 |
4 | BANK 2017 - BNK9 | 3.279% | 11/15/54 | 6,075 | 6,640 |
4 | BANK 2017 - BNK9 | 3.538% | 11/15/54 | 5,925 | 6,673 |
4 | BANK 2018 - BN10 | 3.641% | 2/15/61 | 1,425 | 1,571 |
4 | BANK 2018 - BN10 | 3.688% | 2/15/61 | 4,375 | 4,966 |
4 | BANK 2018 - BN10 | 3.898% | 2/15/61 | 1,650 | 1,845 |
4 | BANK 2018 - BN11 | 4.046% | 3/15/61 | 4,275 | 4,974 |
4 | BANK 2018 - BN12 | 4.255% | 5/15/61 | 5,100 | 6,014 |
4 | BANK 2018 - BN12 | 4.490% | 5/15/61 | 1,650 | 1,924 |
4 | BANK 2018 - BN13 | 3.953% | 8/15/61 | 2,235 | 2,587 |
4 | BANK 2018 - BN13 | 4.217% | 8/15/61 | 6,200 | 7,311 |
4 | BANK 2018 - BN14 | 4.128% | 9/15/60 | 5,725 | 6,204 |
4 | BANK 2018 - BN14 | 4.231% | 9/15/60 | 2,425 | 2,862 |
4 | BANK 2018 - BN14 | 4.481% | 9/15/60 | 2,600 | 3,026 |
4 | BANK 2018 - BN15 | 4.407% | 11/15/61 | 9,060 | 10,824 |
4 | BANK 2019 - BN16 | 4.005% | 2/15/52 | 6,850 | 8,042 |
4 | BANK 2019 - BN17 | 3.714% | 4/15/52 | 5,070 | 5,877 |
4 | BANK 2019 - BN17 | 3.976% | 4/15/52 | 2,125 | 2,413 |
4 | BANK 2019 - BN18 | 3.584% | 5/15/62 | 2,650 | 3,055 |
4 | BANK 2019 - BN18 | 3.826% | 5/15/62 | 2,050 | 2,315 |
4 | BANK 2019 - BN19 | 3.183% | 8/15/61 | 3,400 | 3,812 |
4 | BANK 2019 - BN20 | 3.011% | 9/15/62 | 7,775 | 8,619 |
4 | BANK 2019 - BN21 | 2.851% | 10/17/52 | 2,550 | 2,793 |
4 | BANK 2019 - BN21 | 3.093% | 10/17/52 | 3,275 | 3,577 |
4 | BANK 2019 - BN22 | 2.978% | 11/15/62 | 3,630 | 4,017 |
4 | BANK 2019 - BN23 | 2.920% | 12/15/52 | 8,290 | 9,149 |
4 | BANK 2019 - BN23 | 3.203% | 12/15/52 | 3,125 | 3,352 |
4 | BANK 2019 - BN24 | 2.960% | 11/15/62 | 6,225 | 6,899 |
4 | BANK 2019 - BN24 | 3.283% | 11/15/62 | 2,900 | 3,180 |
4 | BANK 2020 - BN25 | 2.649% | 1/15/63 | 4,025 | 4,357 |
4 | BANK 2020 - BN25 | 2.841% | 1/15/63 | 2,970 | 3,145 |
4 | BANK 2020 - BN26 | 2.403% | 3/15/63 | 7,625 | 8,097 |
4 | BANK 2020 - BN26 | 2.687% | 3/15/63 | 2,410 | 2,477 |
4 | BANK 2020 - BN27 | 2.144% | 4/15/63 | 6,675 | 6,905 |
4 | BANK 2020 - BN27 | 2.551% | 4/15/63 | 1,950 | 2,015 |
4 | Bank of America Credit Card Trust 2018-A1 | 2.700% | 7/17/23 | 20,100 | 20,389 |
4 | Bank of America Credit Card Trust 2018-A2 | 3.000% | 9/15/23 | 18,200 | 18,568 |
4 | Bank of America Credit Card Trust 2018-A3 | 3.100% | 12/15/23 | 6,750 | 6,939 |
4 | Bank of America Credit Card Trust 2019-A1 | 1.740% | 1/15/25 | 8,125 | 8,353 |
Bank of Nova Scotia | 1.875% | 4/26/21 | 5,225 | 5,293 | |
4 | BBCMS Mortgage Trust 2017-C1 | 3.674% | 2/15/50 | 10,625 | 11,984 |
4 | BBCMS Mortgage Trust 2017-C1 | 3.898% | 2/15/50 | 2,900 | 3,214 |
4 | BBCMS Mortgage Trust 2018-C2 | 4.314% | 12/15/51 | 10,125 | 11,986 |
16
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | BBCMS Mortgage Trust 2019-C3 | 3.583% | 5/15/52 | 17,100 | 19,506 |
4 | BBCMS Mortgage Trust 2019-C4 | 2.919% | 8/15/52 | 12,600 | 13,776 |
4 | BBCMS Mortgage Trust 2019-C4 | 3.171% | 8/15/52 | 1,050 | 1,128 |
4 | BBCMS Mortgage Trust 2019-C5 | 3.063% | 11/15/52 | 6,750 | 7,487 |
4 | BBCMS Mortgage Trust 2019-C5 | 3.366% | 11/15/52 | 4,150 | 4,522 |
4 | BBCMS Mortgage Trust 2020-C6 | 2.639% | 2/15/53 | 6,070 | 6,532 |
4 | BBCMS Mortgage Trust 2020-C6 | 2.840% | 2/15/53 | 1,600 | 1,656 |
4 | BBCMS Mortgage Trust 2020-C7 | 2.037% | 4/15/53 | 1,750 | 1,808 |
4 | Benchmark 2018-B1 Mortgage Trust | 3.666% | 1/15/51 | 4,700 | 5,328 |
4 | Benchmark 2018-B1 Mortgage Trust | 3.878% | 1/15/51 | 2,050 | 2,253 |
4 | Benchmark 2018-B2 Mortgage Trust | 3.662% | 2/15/51 | 4,150 | 4,351 |
4 | Benchmark 2018-B2 Mortgage Trust | 3.882% | 2/15/51 | 10,070 | 11,589 |
4 | Benchmark 2018-B2 Mortgage Trust | 4.084% | 2/15/51 | 5,675 | 6,441 |
4 | Benchmark 2018-B3 Mortgage Trust | 3.848% | 4/10/51 | 3,875 | 4,099 |
4 | Benchmark 2018-B3 Mortgage Trust | 4.025% | 4/10/51 | 10,250 | 11,909 |
4 | Benchmark 2018-B4 Mortgage Trust | 4.121% | 7/15/51 | 2,725 | 3,196 |
4 | Benchmark 2018-B4 Mortgage Trust | 4.311% | 7/15/51 | 4,000 | 4,510 |
4 | Benchmark 2018-B5 Mortgage Trust | 4.208% | 7/15/51 | 2,100 | 2,482 |
4 | Benchmark 2018-B5 Mortgage Trust | 4.419% | 7/15/51 | 1,750 | 2,029 |
4 | Benchmark 2018-B6 Mortgage Trust | 4.203% | 10/10/51 | 5,650 | 6,085 |
4 | Benchmark 2018-B6 Mortgage Trust | 4.261% | 10/10/51 | 7,075 | 8,400 |
4 | Benchmark 2018-B6 Mortgage Trust | 4.441% | 10/10/51 | 2,175 | 2,563 |
4 | Benchmark 2018-B7 Mortgage Trust | 4.377% | 5/15/53 | 2,225 | 2,409 |
4 | Benchmark 2018-B7 Mortgage Trust | 4.510% | 5/15/53 | 9,566 | 11,567 |
4 | Benchmark 2018-B8 Mortgage Trust | 4.232% | 1/15/52 | 2,800 | 3,328 |
4 | Benchmark 2018-B8 Mortgage Trust | 4.532% | 1/15/52 | 4,000 | 4,709 |
4 | Benchmark 2019-B10 Mortgage Trust | 3.717% | 3/15/62 | 7,425 | 8,559 |
4 | Benchmark 2019-B10 Mortgage Trust | 3.979% | 3/15/62 | 3,200 | 3,573 |
4 | Benchmark 2019-B11 Mortgage Trust | 3.542% | 5/15/52 | 2,550 | 2,907 |
4 | Benchmark 2019-B11 Mortgage Trust | 3.784% | 5/15/52 | 3,350 | 3,778 |
4 | Benchmark 2019-B13 Mortgage Trust | 2.952% | 8/15/57 | 1,775 | 1,951 |
4 | Benchmark 2019-B14 Mortgage Trust | 3.049% | 12/15/62 | 2,900 | 3,211 |
4 | Benchmark 2019-B15 Mortgage Trust | 2.928% | 12/15/72 | 1,045 | 1,153 |
4 | Benchmark 2019-B9 Mortgage Trust | 4.016% | 3/15/52 | 6,509 | 7,641 |
4 | Benchmark 2019-IG1 Mortgage Trust | 2.687% | 9/15/43 | 6,365 | 6,847 |
4 | Benchmark 2019-IG1 Mortgage Trust | 2.909% | 9/15/43 | 2,125 | 2,251 |
4 | Benchmark 2020-B16 Mortgage Trust | 2.732% | 2/15/53 | 4,225 | 4,565 |
4 | Benchmark 2020-B16 Mortgage Trust | 2.944% | 2/15/53 | 1,035 | 1,085 |
4 | Benchmark 2020-B17 Mortgage Trust | 2.289% | 3/15/53 | 4,000 | 4,175 |
4 | Benchmark 2020-B17 Mortgage Trust | 2.583% | 3/15/53 | 1,200 | 1,243 |
4 | BMW Vehicle Owner Trust 2018-A | 2.350% | 4/25/22 | 3,047 | 3,066 |
4 | BMW Vehicle Owner Trust 2018-A | 2.510% | 6/25/24 | 1,375 | 1,406 |
4 | Cantor Commercial Real Estate Lending 2019-CF1 | 3.786% | 5/15/52 | 5,705 | 6,582 |
4 | Cantor Commercial Real Estate Lending 2019-CF2 | 2.874% | 11/15/52 | 6,150 | 6,683 |
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.006% | 1/15/53 | 6,225 | 6,878 |
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.298% | 1/15/53 | 2,675 | 2,917 |
4 | Capital One Auto Receivables Trust 2019-1 | 2.510% | 11/15/23 | 5,025 | 5,158 |
4 | Capital One Auto Receivables Trust 2019-1 | 2.560% | 10/15/24 | 1,675 | 1,761 |
4 | Capital One Auto Receivables Trust 2020-1 | 1.600% | 11/15/24 | 2,520 | 2,570 |
4 | Capital One Auto Receivables Trust 2020-1 | 1.630% | 8/15/25 | 630 | 651 |
17
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Capital One Multi-Asset Execution Trust 2015-A8 | 2.050% | 8/15/23 | 4,950 | 4,975 |
4 | Capital One Multi-Asset Execution Trust 2017-A3 | 2.430% | 1/15/25 | 7,025 | 7,246 |
4 | Capital One Multi-Asset Execution Trust 2017-A4 | 1.990% | 7/17/23 | 11,300 | 11,339 |
4 | Capital One Multi-Asset Execution Trust 2017-A6 | 2.290% | 7/15/25 | 9,400 | 9,785 |
4 | Capital One Multi-Asset Execution Trust 2018-A1 | 3.010% | 2/15/24 | 5,250 | 5,358 |
4 | Capital One Multi-Asset Execution Trust 2019-A1 | 2.840% | 12/15/24 | 3,350 | 3,480 |
4 | CarMax Auto Owner Trust 2016-3 | 1.600% | 1/18/22 | 672 | 673 |
4 | CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/22 | 1,744 | 1,756 |
4 | CarMax Auto Owner Trust 2017-4 | 2.330% | 5/15/23 | 2,350 | 2,402 |
4 | CarMax Auto Owner Trust 2018-1 | 2.480% | 11/15/22 | 2,428 | 2,455 |
4 | CarMax Auto Owner Trust 2018-1 | 2.640% | 6/15/23 | 900 | 926 |
4 | CarMax Auto Owner Trust 2018-2 | 2.980% | 1/17/23 | 2,871 | 2,917 |
4 | CarMax Auto Owner Trust 2018-2 | 3.160% | 7/17/23 | 2,025 | 2,108 |
4 | CarMax Auto Owner Trust 2019-4 | 2.020% | 11/15/24 | 8,250 | 8,476 |
4 | CarMax Auto Owner Trust 2019-4 | 2.130% | 7/15/25 | 1,025 | 1,070 |
4 | CarMax Auto Owner Trust 2020-1 | 1.890% | 12/16/24 | 7,489 | 7,705 |
4 | CarMax Auto Owner Trust 2020-1 | 2.030% | 6/16/25 | 635 | 662 |
4 | CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/24 | 5,880 | 6,017 |
4 | CD 2006-CD3 Commercial Mortgage Trust | 5.648% | 10/15/48 | 1,900 | 1,945 |
4 | CD 2016-CD1 Commercial Mortgage Trust | 2.724% | 8/10/49 | 5,650 | 5,987 |
4 | CD 2016-CD2 Commercial Mortgage Trust | 3.526% | 11/10/49 | 5,000 | 5,544 |
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.453% | 2/10/50 | 1,862 | 2,007 |
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.631% | 2/10/50 | 14,170 | 15,797 |
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.833% | 2/10/50 | 3,706 | 4,020 |
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.514% | 5/10/50 | 4,400 | 4,899 |
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.747% | 5/10/50 | 3,000 | 3,281 |
4 | CD 2017-CD5 Commercial Mortgage Trust | 3.431% | 8/15/50 | 3,500 | 3,886 |
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.332% | 11/13/50 | 2,400 | 2,543 |
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.456% | 11/13/50 | 4,715 | 5,262 |
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.709% | 11/13/50 | 2,825 | 3,078 |
4 | CD 2018-CD7 Commercial Mortgage Trust | 4.279% | 8/15/51 | 12,700 | 14,953 |
4 | CD 2019-CD8 Commercial Mortgage Trust | 2.912% | 8/15/57 | 8,400 | 9,174 |
4 | CenterPoint Energy Transition Bond Co. IV LLC 2012-1 | 3.028% | 10/15/25 | 5,300 | 5,580 |
4 | CFCRE Commercial Mortgage Trust 2016-C3 | 3.865% | 1/10/48 | 3,650 | 4,074 |
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.283% | 5/10/58 | 5,050 | 5,445 |
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.691% | 5/10/58 | 3,600 | 3,806 |
4 | CFCRE Commercial Mortgage Trust 2016-C6 | 3.217% | 11/10/49 | 9,400 | 10,175 |
4 | CFCRE Commercial Mortgage Trust 2017-C8 | 3.572% | 6/15/50 | 3,000 | 3,334 |
4 | Chase Issuance Trust 2012-A7 | 2.160% | 9/15/24 | 16,005 | 16,608 |
4 | Chase Issuance Trust 2014-A2 | 2.770% | 3/15/23 | 7,550 | 7,678 |
4 | Chase Issuance Trust 2016-A4 | 1.490% | 7/15/22 | 6,125 | 6,128 |
4 | Chase Issuance Trust 2020-A1 | 1.530% | 1/15/25 | 21,035 | 21,628 |
4 | Citibank Credit Card Issuance Trust 2014-A1 | 2.880% | 1/23/23 | 15,000 | 15,209 |
4 | Citibank Credit Card Issuance Trust 2014-A5 | 2.680% | 6/7/23 | 6,525 | 6,663 |
4 | Citibank Credit Card Issuance Trust 2016-A2 | 2.190% | 11/20/23 | 7,175 | 7,353 |
4 | Citibank Credit Card Issuance Trust 2018-A1 | 2.490% | 1/20/23 | 19,200 | 19,423 |
4 | Citibank Credit Card Issuance Trust 2018-A3 | 3.290% | 5/23/25 | 20,500 | 22,156 |
18
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Citigroup Commercial Mortgage Trust 2012-GC8 | 3.024% | 9/10/45 | 3,777 | 3,880 |
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.093% | 4/10/46 | 2,300 | 2,396 |
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.422% | 4/10/46 | 1,300 | 1,361 |
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 3.942% | 9/10/46 | 530 | 551 |
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.371% | 9/10/46 | 1,200 | 1,306 |
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.649% | 9/10/46 | 1,700 | 1,825 |
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 3.675% | 11/10/46 | 382 | 395 |
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.131% | 11/10/46 | 1,825 | 1,971 |
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.544% | 11/10/46 | 750 | 812 |
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 5.095% | 11/10/46 | 750 | 799 |
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 3.552% | 3/10/47 | 553 | 570 |
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.023% | 3/10/47 | 1,150 | 1,243 |
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.345% | 3/10/47 | 955 | 1,023 |
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.477% | 5/10/47 | 296 | 309 |
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.855% | 5/10/47 | 1,675 | 1,813 |
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 4.328% | 5/10/47 | 1,350 | 1,414 |
4 | Citigroup Commercial Mortgage Trust 2014-GC23 | 3.622% | 7/10/47 | 2,725 | 2,933 |
4 | Citigroup Commercial Mortgage Trust 2014-GC25 | 3.635% | 10/10/47 | 6,215 | 6,724 |
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.137% | 2/10/48 | 7,425 | 7,891 |
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.571% | 2/10/48 | 3,025 | 3,183 |
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 2.674% | 4/10/48 | 25 | 25 |
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.758% | 4/10/48 | 2,937 | 3,029 |
4 | Citigroup Commercial Mortgage Trust 2015-GC31 | 3.762% | 6/10/48 | 2,925 | 3,218 |
4 | Citigroup Commercial Mortgage Trust 2015-GC33 | 3.778% | 9/10/58 | 3,375 | 3,731 |
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.003% | 5/10/49 | 2,075 | 2,177 |
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.209% | 5/10/49 | 3,950 | 4,285 |
4 | Citigroup Commercial Mortgage Trust 2016-C2 | 2.832% | 8/10/49 | 2,500 | 2,665 |
4 | Citigroup Commercial Mortgage Trust 2016-GC36 | 3.616% | 2/10/49 | 7,150 | 7,886 |
4 | Citigroup Commercial Mortgage Trust 2016-P4 | 2.902% | 7/10/49 | 2,350 | 2,512 |
19
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.458% | 8/15/50 | 9,900 | 10,995 |
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.711% | 8/15/50 | 1,950 | 2,138 |
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.471% | 10/12/50 | 5,925 | 6,597 |
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.764% | 10/12/50 | 1,575 | 1,729 |
4 | Citigroup Commercial Mortgage Trust 2018-B2 | 3.788% | 3/10/51 | 2,300 | 2,402 |
4 | Citigroup Commercial Mortgage Trust 2018-B2 | 4.009% | 3/10/51 | 14,475 | 16,772 |
4 | Citigroup Commercial Mortgage Trust 2018-C6 | 4.412% | 11/10/51 | 1,900 | 2,261 |
4 | Citigroup Commercial Mortgage Trust 2019-GC41 | 2.869% | 8/10/56 | 10,500 | 11,460 |
4 | Citigroup Commercial Mortgage Trust 2019-GC43 | 3.038% | 11/10/52 | 12,365 | 13,678 |
4 | Citigroup Commercial Mortgage Trust 2020-GC46 | 2.717% | 2/15/53 | 5,055 | 5,456 |
4 | Citigroup Commercial Mortgage Trust 2020-GC46 | 2.918% | 2/15/53 | 2,100 | 2,200 |
4 | COMM 2012-CCRE2 Mortgage Trust | 3.147% | 8/15/45 | 1,285 | 1,325 |
4 | COMM 2012-CCRE2 Mortgage Trust | 3.791% | 8/15/45 | 1,825 | 1,868 |
4 | COMM 2012-CCRE3 Mortgage Trust | 2.822% | 10/15/45 | 5,334 | 5,427 |
4,6 | COMM 2012-CCRE3 Mortgage Trust | 3.416% | 10/15/45 | 2,195 | 2,214 |
4 | COMM 2012-CCRE4 Mortgage Trust | 2.853% | 10/15/45 | 6,262 | 6,408 |
4 | COMM 2012-CCRE5 Mortgage Trust | 2.771% | 12/10/45 | 1,500 | 1,539 |
4 | COMM 2013-CCRE10 Mortgage Trust | 4.210% | 8/10/46 | 660 | 715 |
4 | COMM 2013-CCRE11 Mortgage Trust | 3.660% | 8/10/50 | 926 | 961 |
4 | COMM 2013-CCRE11 Mortgage Trust | 3.983% | 8/10/50 | 1,750 | 1,872 |
4 | COMM 2013-CCRE11 Mortgage Trust | 4.258% | 8/10/50 | 6,490 | 7,051 |
4 | COMM 2013-CCRE11 Mortgage Trust | 4.715% | 8/10/50 | 1,310 | 1,405 |
4 | COMM 2013-CCRE12 Mortgage Trust | 3.623% | 10/10/46 | 742 | 753 |
4 | COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/46 | 1,428 | 1,510 |
4 | COMM 2013-CCRE12 Mortgage Trust | 4.046% | 10/10/46 | 1,125 | 1,212 |
4 | COMM 2013-CCRE12 Mortgage Trust | 4.300% | 10/10/46 | 750 | 790 |
4 | COMM 2013-CCRE12 Mortgage Trust | 4.762% | 10/10/46 | 350 | 361 |
4 | COMM 2013-CCRE13 Mortgage Trust | 3.706% | 11/10/46 | 271 | 282 |
4 | COMM 2013-CCRE13 Mortgage Trust | 4.194% | 11/10/46 | 3,700 | 4,030 |
4 | COMM 2013-CCRE13 Mortgage Trust | 4.449% | 11/10/46 | 1,100 | 1,191 |
4 | COMM 2013-CCRE6 Mortgage Trust | 3.101% | 3/10/46 | 1,744 | 1,817 |
4 | COMM 2013-CCRE7 Mortgage Trust | 3.213% | 3/10/46 | 870 | 908 |
4 | COMM 2013-CCRE8 Mortgage Trust | 3.612% | 6/10/46 | 1,888 | 2,003 |
4 | COMM 2013-CCRE9 Mortgage Trust | 4.362% | 7/10/45 | 2,295 | 2,460 |
4 | COMM 2013-LC13 Mortgage Trust | 4.205% | 8/10/46 | 2,020 | 2,156 |
4 | COMM 2013-LC6 Mortgage Trust | 2.941% | 1/10/46 | 3,194 | 3,283 |
4 | COMM 2013-LC6 Mortgage Trust | 3.282% | 1/10/46 | 2,184 | 2,239 |
4 | COMM 2014-CCRE14 Mortgage Trust | 3.147% | 2/10/47 | 1,017 | 1,019 |
4 | COMM 2014-CCRE14 Mortgage Trust | 4.236% | 2/10/47 | 2,450 | 2,661 |
4 | COMM 2014-CCRE14 Mortgage Trust | 4.526% | 2/10/47 | 2,725 | 2,962 |
4 | COMM 2014-CCRE14 Mortgage Trust | 4.769% | 2/10/47 | 2,650 | 2,797 |
4 | COMM 2014-CCRE15 Mortgage Trust | 2.928% | 2/10/47 | 800 | 800 |
4 | COMM 2014-CCRE15 Mortgage Trust | 3.595% | 2/10/47 | 707 | 732 |
4 | COMM 2014-CCRE15 Mortgage Trust | 4.074% | 2/10/47 | 1,737 | 1,892 |
4 | COMM 2014-CCRE15 Mortgage Trust | 4.844% | 2/10/47 | 869 | 936 |
4 | COMM 2014-CCRE16 Mortgage Trust | 3.653% | 4/10/47 | 1,173 | 1,224 |
4 | COMM 2014-CCRE16 Mortgage Trust | 4.278% | 4/10/47 | 1,975 | 2,099 |
4 | COMM 2014-CCRE17 Mortgage Trust | 3.598% | 5/10/47 | 746 | 776 |
4 | COMM 2014-CCRE17 Mortgage Trust | 3.977% | 5/10/47 | 2,425 | 2,650 |
4 | COMM 2014-CCRE17 Mortgage Trust | 4.377% | 5/10/47 | 955 | 989 |
20
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | COMM 2014-CCRE18 Mortgage Trust | 3.452% | 7/15/47 | 2,219 | 2,291 |
4 | COMM 2014-CCRE18 Mortgage Trust | 3.828% | 7/15/47 | 975 | 1,062 |
4 | COMM 2014-CCRE18 Mortgage Trust | 4.103% | 7/15/47 | 1,281 | 1,360 |
4 | COMM 2014-CCRE19 Mortgage Trust | 3.796% | 8/10/47 | 5,775 | 6,298 |
4 | COMM 2014-CCRE19 Mortgage Trust | 4.080% | 8/10/47 | 1,550 | 1,635 |
4 | COMM 2014-CCRE20 Mortgage Trust | 3.590% | 11/10/47 | 1,525 | 1,660 |
4 | COMM 2014-CCRE21 Mortgage Trust | 3.528% | 12/10/47 | 5,207 | 5,593 |
4 | COMM 2014-LC15 Mortgage Trust | 4.006% | 4/10/47 | 5,225 | 5,672 |
4 | COMM 2014-LC17 Mortgage Trust | 3.164% | 10/10/47 | 359 | 360 |
4 | COMM 2014-LC17 Mortgage Trust | 3.917% | 10/10/47 | 1,550 | 1,704 |
4 | COMM 2014-UBS2 Mortgage Trust | 2.820% | 3/10/47 | 1 | 1 |
4 | COMM 2014-UBS2 Mortgage Trust | 3.472% | 3/10/47 | 490 | 506 |
4 | COMM 2014-UBS2 Mortgage Trust | 3.961% | 3/10/47 | 1,699 | 1,839 |
4 | COMM 2014-UBS2 Mortgage Trust | 4.199% | 3/10/47 | 475 | 508 |
4 | COMM 2014-UBS2 Mortgage Trust | 4.701% | 3/10/47 | 301 | 315 |
4 | COMM 2014-UBS3 Mortgage Trust | 3.819% | 6/10/47 | 3,075 | 3,323 |
4 | COMM 2014-UBS4 Mortgage Trust | 3.694% | 8/10/47 | 6,000 | 6,506 |
4 | COMM 2014-UBS4 Mortgage Trust | 3.968% | 8/10/47 | 1,502 | 1,605 |
4 | COMM 2014-UBS5 Mortgage Trust | 3.838% | 9/10/47 | 4,575 | 4,978 |
4 | COMM 2014-UBS6 Mortgage Trust | 2.935% | 12/10/47 | 632 | 632 |
4 | COMM 2014-UBS6 Mortgage Trust | 3.387% | 12/10/47 | 3,472 | 3,617 |
4 | COMM 2014-UBS6 Mortgage Trust | 3.644% | 12/10/47 | 7,500 | 8,144 |
4 | COMM 2014-UBS6 Mortgage Trust | 4.048% | 12/10/47 | 2,275 | 2,440 |
4 | COMM 2015-CCRE22 Mortgage Trust | 2.856% | 3/10/48 | 544 | 544 |
4 | COMM 2015-CCRE22 Mortgage Trust | 3.309% | 3/10/48 | 5,325 | 5,754 |
4 | COMM 2015-CCRE22 Mortgage Trust | 3.603% | 3/10/48 | 1,900 | 1,979 |
4 | COMM 2015-CCRE23 Mortgage Trust | 3.257% | 5/10/48 | 2,129 | 2,220 |
4 | COMM 2015-CCRE23 Mortgage Trust | 3.497% | 5/10/48 | 3,250 | 3,545 |
4 | COMM 2015-CCRE23 Mortgage Trust | 3.801% | 5/10/48 | 1,450 | 1,551 |
4 | COMM 2015-CCRE25 Mortgage Trust | 3.759% | 8/10/48 | 3,500 | 3,842 |
4 | COMM 2015-CCRE26 Mortgage Trust | 3.630% | 10/10/48 | 7,125 | 7,857 |
4 | COMM 2015-CCRE27 Mortgage Trust | 3.404% | 10/10/48 | 3,575 | 3,771 |
4 | COMM 2015-CCRE27 Mortgage Trust | 3.612% | 10/10/48 | 3,775 | 4,161 |
4 | COMM 2015-LC19 Mortgage Trust | 3.040% | 2/10/48 | 699 | 727 |
4 | COMM 2015-LC19 Mortgage Trust | 3.183% | 2/10/48 | 4,000 | 4,297 |
4 | COMM 2015-LC19 Mortgage Trust | 3.527% | 2/10/48 | 1,775 | 1,877 |
4 | COMM 2016-CCRE28 Mortgage Trust | 3.762% | 2/10/49 | 5,300 | 5,884 |
4 | COMM 2016-DC2 Mortgage Trust | 3.550% | 2/10/49 | 4,375 | 4,643 |
4 | COMM 2018-COR3 Mortgage Trust | 3.961% | 5/10/51 | 2,500 | 2,855 |
4 | COMM 2018-COR3 Mortgage Trust | 4.228% | 5/10/51 | 5,045 | 5,907 |
4 | COMM 2019-G44 Mortgage Trust | 2.950% | 8/15/57 | 7,970 | 8,774 |
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.505% | 4/15/50 | 3,750 | 4,046 |
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.791% | 4/15/50 | 1,900 | 2,029 |
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 4.044% | 4/15/50 | 1,525 | 1,525 |
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.504% | 6/15/57 | 4,650 | 5,055 |
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.849% | 6/15/57 | 1,800 | 1,908 |
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.448% | 8/15/48 | 2,772 | 2,872 |
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.718% | 8/15/48 | 3,550 | 3,902 |
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 4.244% | 8/15/48 | 1,625 | 1,634 |
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.617% | 11/15/48 | 2,200 | 2,332 |
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.808% | 11/15/48 | 7,550 | 8,360 |
4 | CSAIL 2016-C7 Commercial Mortgage Trust | 3.502% | 11/15/49 | 8,100 | 8,965 |
4 | CSAIL 2017-C8 Commercial Mortgage Trust | 3.392% | 6/15/50 | 7,800 | 8,613 |
4 | CSAIL 2017-CX10 Commercial Mortgage Trust | 3.458% | 11/15/50 | 5,925 | 6,586 |
21
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | CSAIL 2017-CX9 Commercial Mortgage Trust | 3.446% | 9/15/50 | 4,175 | 4,642 |
4 | CSAIL 2018-CX11 Commercial Mortgage Trust | 4.033% | 4/15/51 | 12,250 | 14,009 |
4 | CSAIL 2018-CX12 Commercial Mortgage Trust | 4.224% | 8/15/51 | 5,425 | 6,390 |
4 | CSAIL 2019-C15 Commercial Mortgage Trust | 4.053% | 3/15/52 | 15,450 | 17,913 |
4 | CSAIL 2019-C16 Commercial Mortgage Trust | 3.329% | 6/15/52 | 12,500 | 13,899 |
4 | DBJPM 16-C1 Mortgage Trust | 3.276% | 5/10/49 | 2,600 | 2,827 |
4 | DBJPM 16-C3 Mortgage Trust | 2.890% | 8/10/49 | 3,075 | 3,298 |
4 | DBJPM 17-C6 Mortgage Trust | 3.328% | 6/10/50 | 5,700 | 6,304 |
4 | DBJPM 17-C6 Mortgage Trust | 3.561% | 6/10/50 | 1,600 | 1,682 |
4 | Discover Card Execution Note Trust 2015-A4 | 2.190% | 4/17/23 | 6,950 | 6,987 |
4 | Discover Card Execution Note Trust 2017-A2 | 2.390% | 7/15/24 | 7,300 | 7,513 |
4 | Discover Card Execution Note Trust 2018-A1 | 3.030% | 8/15/25 | 10,175 | 10,852 |
4 | Discover Card Execution Note Trust 2019-A3 | 1.890% | 10/15/24 | 12,000 | 12,399 |
4 | Drive Auto Receivables Trust 2018-2 | 3.630% | 8/15/24 | 1,973 | 1,984 |
4 | Drive Auto Receivables Trust 2020-1 | 2.080% | 7/15/24 | 3,375 | 3,414 |
4 | Drive Auto Receivables Trust 2020-1 | 2.360% | 3/16/26 | 2,110 | 2,125 |
4 | Drive Auto Receivables Trust 2020-2 | 1.420% | 3/17/25 | 400 | 401 |
3,4 | Fannie Mae-Aces 2011-M2 | 3.764% | 4/25/21 | 2,220 | 2,259 |
3,4 | Fannie Mae-Aces 2011-M4 | 3.726% | 6/25/21 | 4,548 | 4,630 |
3,4 | Fannie Mae-Aces 2013-M12 | 2.492% | 3/25/23 | 5,991 | 6,251 |
3,4 | Fannie Mae-Aces 2013-M14 | 2.708% | 4/25/23 | 1,781 | 1,859 |
3,4 | Fannie Mae-Aces 2013-M14 | 3.329% | 10/25/23 | 8,888 | 9,528 |
3,4 | Fannie Mae-Aces 2013-M4 | 2.608% | 3/25/22 | 45 | 46 |
3,4 | Fannie Mae-Aces 2013-M7 | 2.280% | 12/27/22 | 2,091 | 2,168 |
3,4 | Fannie Mae-Aces 2014-M12 | 2.614% | 10/25/21 | 6,114 | 6,236 |
3,4 | Fannie Mae-Aces 2014-M13 | 3.021% | 8/25/24 | 4,287 | 4,620 |
3,4 | Fannie Mae-Aces 2014-M2 | 3.513% | 12/25/23 | 8,824 | 9,505 |
3,4 | Fannie Mae-Aces 2014-M3 | 3.501% | 1/25/24 | 3,904 | 4,216 |
3,4 | Fannie Mae-Aces 2014-M4 | 3.346% | 3/25/24 | 5,477 | 5,891 |
3,4 | Fannie Mae-Aces 2014-M6 | 2.679% | 5/25/21 | 4,331 | 4,388 |
3,4 | Fannie Mae-Aces 2014-M7 | 3.370% | 6/25/24 | 7,887 | 8,498 |
3,4 | Fannie Mae-Aces 2014-M8 | 3.056% | 6/25/24 | 5,195 | 5,601 |
3,4 | Fannie Mae-Aces 2014-M9 | 3.103% | 7/25/24 | 6,646 | 7,174 |
3,4 | Fannie Mae-Aces 2015-M1 | 2.532% | 9/25/24 | 10,000 | 10,686 |
3,4 | Fannie Mae-Aces 2015-M10 | 3.092% | 4/25/27 | 2,750 | 3,080 |
3,4 | Fannie Mae-Aces 2015-M12 | 2.889% | 5/25/25 | 7,025 | 7,551 |
3,4 | Fannie Mae-Aces 2015-M13 | 2.800% | 6/25/25 | 3,476 | 3,767 |
3,4 | Fannie Mae-Aces 2015-M15 | 2.923% | 10/25/25 | 8,825 | 9,656 |
3,4 | Fannie Mae-Aces 2015-M2 | 2.620% | 12/25/24 | 5,779 | 6,189 |
3,4 | Fannie Mae-Aces 2015-M3 | 2.723% | 10/25/24 | 3,559 | 3,817 |
3,4 | Fannie Mae-Aces 2015-M4 | 2.509% | 7/25/22 | 3,277 | 3,366 |
3,4 | Fannie Mae-Aces 2015-M7 | 2.590% | 12/25/24 | 5,764 | 6,168 |
3,4 | Fannie Mae-Aces 2015-M8 | 2.344% | 1/25/25 | 2,122 | 2,203 |
3,4 | Fannie Mae-Aces 2015-M8 | 2.900% | 1/25/25 | 8,100 | 8,775 |
3,4 | Fannie Mae-Aces 2016-M11 | 2.369% | 7/25/26 | 9,650 | 10,424 |
3,4 | Fannie Mae-Aces 2016-M12 | 2.526% | 9/25/26 | 9,400 | 10,221 |
3,4 | Fannie Mae-Aces 2016-M2 | 2.152% | 1/25/23 | 3,944 | 4,072 |
3,4 | Fannie Mae-Aces 2016-M3 | 2.702% | 2/25/26 | 3,598 | 3,918 |
3,4 | Fannie Mae-Aces 2016-M4 | 2.576% | 3/25/26 | 3,525 | 3,827 |
3,4 | Fannie Mae-Aces 2016-M5 | 2.469% | 4/25/26 | 7,900 | 8,539 |
3,4 | Fannie Mae-Aces 2016-M6 | 2.488% | 5/25/26 | 5,150 | 5,578 |
3,4 | Fannie Mae-Aces 2016-M7 | 2.157% | 10/25/23 | 1,609 | 1,673 |
3,4 | Fannie Mae-Aces 2016-M7 | 2.499% | 9/25/26 | 2,825 | 2,976 |
3,4 | Fannie Mae-Aces 2016-M9 | 2.292% | 6/25/26 | 14,000 | 15,044 |
22
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | Fannie Mae-Aces 2017-M1 | 2.497% | 10/25/26 | 10,300 | 11,195 | ||
3,4 | Fannie Mae-Aces 2017-M10 | 2.646% | 7/25/24 | 4,280 | 4,562 | ||
3,4 | Fannie Mae-Aces 2017-M11 | 2.980% | 8/25/29 | 5,100 | 5,725 | ||
3,4 | Fannie Mae-Aces 2017-M12 | 3.181% | 6/25/27 | 12,575 | 14,170 | ||
3,4 | Fannie Mae-Aces 2017-M15 | 3.196% | 11/25/27 | 11,675 | 12,937 | ||
3,4 | Fannie Mae-Aces 2017-M2 | 2.895% | 2/25/27 | 7,400 | 8,206 | ||
3,4 | Fannie Mae-Aces 2017-M3 | 2.565% | 12/25/26 | 12,300 | 13,391 | ||
3,4 | Fannie Mae-Aces 2017-M4 | 2.670% | 12/25/26 | 11,290 | 12,461 | ||
3,4 | Fannie Mae-Aces 2017-M5 | 3.295% | 4/25/29 | 1,455 | 1,660 | ||
3,4 | Fannie Mae-Aces 2017-M7 | 2.961% | 2/25/27 | 8,240 | 9,177 | ||
3,4 | Fannie Mae-Aces 2017-M8 | 3.061% | 5/25/27 | 21,979 | 24,587 | ||
3,4 | Fannie Mae-Aces 2018-M10 | 3.497% | 7/25/28 | 875 | 1,007 | ||
3,4 | Fannie Mae-Aces 2018-M12 | 3.776% | 8/25/30 | 15,800 | 18,859 | ||
3,4 | Fannie Mae-Aces 2018-M14 | 3.697% | 8/25/28 | 9,025 | 10,536 | ||
3,4 | Fannie Mae-Aces 2018-M18 | 2.469% | 8/25/29 | 11,000 | 12,171 | ||
3,4 | Fannie Mae-Aces 2018-M2 | 2.999% | 1/25/28 | 20,415 | 22,851 | ||
3,4 | Fannie Mae-Aces 2018-M4 | 3.147% | 3/25/28 | 7,361 | 8,330 | ||
3,4 | Fannie Mae-Aces 2018-M7 | 3.150% | 3/25/28 | 4,100 | 4,585 | ||
3,4 | Fannie Mae-Aces 2018-M8 | 3.436% | 6/25/28 | 4,478 | 5,148 | ||
3,4 | Fannie Mae-Aces 2018-M8 | 3.610% | 2/25/31 | 9,700 | 11,617 | ||
3,4 | Fannie Mae-Aces 2019-M1 | 3.673% | 9/25/28 | 6,025 | 7,044 | ||
3,4 | Fannie Mae-Aces 2019-M2 | 3.752% | 11/25/28 | 13,575 | 15,782 | ||
3,4 | Fannie Mae-Aces 2019-M22 | 2.522% | 8/25/29 | 14,550 | 16,081 | ||
3,4 | Fannie Mae-Aces 2019-M5 | 3.273% | 2/25/29 | 8,325 | 9,586 | ||
3,4 | Fannie Mae-Aces 2019-M7 | 3.143% | 4/25/29 | 10,450 | 11,948 | ||
3,4 | Fannie Mae-Aces 2019-M9 | 2.937% | 4/25/29 | 5,250 | 5,857 | ||
3,4 | Fannie Mae-Aces 2020-M1 | 2.444% | 10/25/29 | 6,330 | 7,018 | ||
3,4 | Fannie Mae-Aces 2020-M14 | 1.784% | 5/25/30 | 3,700 | 3,885 | ||
3,4 | Fannie Mae-Aces 2020-M29 | 1.492% | 5/25/30 | 13,175 | 13,560 | ||
3,4 | Fannie Mae-Aces 2020-M5 | 2.210% | 1/25/30 | 5,785 | 6,321 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates 2018-K083 | 4.050% | 9/25/28 | 4,770 | 5,790 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K011 | 4.084% | 11/25/20 | 1,563 | 1,575 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K012 | 4.186% | 12/25/20 | 2,593 | 2,622 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K014 | 3.871% | 4/25/21 | 4,462 | 4,536 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K017 | 2.873% | 12/25/21 | 11,580 | 11,905 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K019 | 2.272% | 3/25/22 | 5,330 | 5,473 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K020 | 2.373% | 5/25/22 | 13,400 | 13,765 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K021 | 2.396% | 6/25/22 | 8,300 | 8,544 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K022 | 2.355% | 7/25/22 | 575 | 593 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K026 | 2.510% | 11/25/22 | 11,500 | 11,964 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K028 | 3.111% | 2/25/23 | 8,625 | 9,122 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K029 | 3.320% | 2/25/23 | 11,425 | 12,153 |
23
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 2.779% | 9/25/22 | 3,486 | 3,565 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 3.250% | 4/25/23 | 11,425 | 12,162 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K031 | 3.300% | 4/25/23 | 11,806 | 12,625 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.016% | 2/25/23 | 2,388 | 2,457 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.310% | 5/25/23 | 6,420 | 6,882 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 2.871% | 2/25/23 | 5,139 | 5,321 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 3.060% | 7/25/23 | 12,875 | 13,737 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K034 | 3.531% | 7/25/23 | 10,633 | 11,498 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K035 | 3.458% | 8/25/23 | 12,575 | 13,582 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K036 | 3.527% | 10/25/23 | 400 | 435 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K037 | 3.490% | 1/25/24 | 475 | 518 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 2.604% | 10/25/23 | 1,288 | 1,320 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 3.389% | 3/25/24 | 5,425 | 5,927 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 2.683% | 12/25/23 | 1,185 | 1,224 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 3.303% | 7/25/24 | 2,500 | 2,743 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 2.768% | 4/25/24 | 2,389 | 2,501 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 3.241% | 9/25/24 | 9,300 | 10,230 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K041 | 3.171% | 10/25/24 | 9,600 | 10,558 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.267% | 6/25/24 | 1,188 | 1,229 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.670% | 12/25/24 | 7,225 | 7,818 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 2.532% | 10/25/23 | 1,195 | 1,233 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 3.062% | 12/25/24 | 5,600 | 6,151 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 2.493% | 11/25/24 | 2,586 | 2,692 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 3.023% | 1/25/25 | 5,800 | 6,367 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K046 | 3.205% | 3/25/25 | 5,800 | 6,423 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 2.827% | 12/25/24 | 1,280 | 1,341 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 3.329% | 5/25/25 | 4,450 | 4,960 |
24
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K048 | 3.284% | 6/25/25 | 6,650 | 7,395 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K049 | 3.010% | 7/25/25 | 3,850 | 4,242 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K050 | 3.334% | 8/25/25 | 6,375 | 7,122 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K052 | 3.151% | 11/25/25 | 4,150 | 4,607 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K053 | 2.995% | 12/25/25 | 2,450 | 2,703 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K054 | 2.745% | 1/25/26 | 6,350 | 6,933 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K055 | 2.673% | 3/25/26 | 7,500 | 8,178 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K056 | 2.525% | 5/25/26 | 5,325 | 5,783 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K057 | 2.570% | 7/25/26 | 9,375 | 10,211 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K058 | 2.653% | 8/25/26 | 5,800 | 6,360 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K059 | 3.120% | 9/25/26 | 5,000 | 5,609 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K060 | 3.300% | 10/25/26 | 8,000 | 9,081 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K061 | 3.347% | 11/25/26 | 17,600 | 20,036 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K062 | 3.413% | 12/25/26 | 18,250 | 20,884 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K063 | 3.430% | 1/25/27 | 16,200 | 18,540 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K064 | 3.224% | 3/25/27 | 15,580 | 17,668 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K065 | 3.243% | 4/25/27 | 17,557 | 19,975 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K066 | 3.117% | 6/25/27 | 5,840 | 6,607 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K067 | 3.194% | 7/25/27 | 3,500 | 3,986 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K068 | 3.244% | 8/25/27 | 7,823 | 8,943 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K069 | 3.187% | 9/25/27 | 8,875 | 10,127 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K070 | 3.303% | 11/25/27 | 2,875 | 3,309 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K071 | 3.286% | 11/25/27 | 3,950 | 4,537 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K072 | 3.444% | 12/25/27 | 4,525 | 5,261 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K075 | 3.650% | 2/25/28 | 6,975 | 8,215 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K076 | 3.900% | 4/25/28 | 16,500 | 19,738 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K081 | 3.900% | 8/25/28 | 7,400 | 8,883 |
25
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K082 | 3.920% | 9/25/28 | 13,500 | 16,236 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K084 | 3.780% | 10/25/28 | 16,175 | 19,266 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K085 | 4.060% | 10/25/28 | 9,975 | 12,114 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K087 | 3.591% | 10/25/27 | 1,245 | 1,397 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K088 | 3.690% | 1/25/29 | 12,725 | 15,217 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K089 | 3.563% | 1/25/29 | 10,000 | 11,863 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K092 | 3.298% | 4/25/29 | 10,450 | 12,216 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K094 | 2.903% | 6/25/29 | 12,550 | 14,317 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K095 | 2.785% | 6/25/29 | 12,600 | 14,291 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K096 | 2.519% | 7/25/29 | 10,925 | 12,176 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K098 | 2.425% | 8/25/29 | 18,540 | 20,524 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K099 | 2.595% | 9/25/29 | 9,350 | 10,482 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K103 | 2.651% | 11/25/29 | 12,550 | 14,146 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K106 | 2.069% | 1/25/30 | 17,400 | 18,880 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K108 | 1.517% | 3/25/30 | 6,725 | 7,001 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K109 | 1.558% | 4/25/30 | 4,275 | 4,463 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.470% | 3/25/31 | 4,150 | 4,965 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.542% | 3/25/34 | 10,275 | 12,564 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1513 | 2.797% | 8/25/34 | 9,150 | 10,416 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K152 | 3.080% | 1/25/31 | 3,500 | 4,044 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.294% | 3/25/29 | 14,900 | 17,352 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.117% | 10/25/31 | 8,100 | 9,292 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 11/25/32 | 4,100 | 4,946 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 4/25/33 | 8,900 | 10,935 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 5/25/33 | 2,925 | 3,605 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 8/25/33 | 3,775 | 4,755 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K504 | 2.566% | 9/25/20 | 86 | 86 |
26
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K714 | 3.034% | 10/25/20 | 5,758 | 5,774 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K716 | 3.130% | 6/25/21 | 12,701 | 12,918 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K717 | 2.991% | 9/25/21 | 12,841 | 13,121 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.375% | 9/25/21 | 2,614 | 2,647 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.791% | 1/25/22 | 6,800 | 6,992 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K722 | 2.183% | 5/25/22 | 1,734 | 1,776 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K731 | 3.600% | 2/25/25 | 10,225 | 11,294 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K734 | 3.208% | 2/25/26 | 16,725 | 18,681 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K737 | 2.525% | 10/25/26 | 18,975 | 20,797 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates KW01 | 2.853% | 1/25/26 | 7,000 | 7,716 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K073 | 3.350% | 1/25/28 | 7,025 | 8,129 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K074 | 3.600% | 1/25/28 | 10,275 | 12,052 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K077 | 3.850% | 5/25/28 | 12,500 | 14,918 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K078 | 3.854% | 6/25/28 | 5,200 | 6,207 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K079 | 3.926% | 6/25/28 | 23,650 | 28,386 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.736% | 4/25/28 | 2,886 | 3,295 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.926% | 7/25/28 | 7,525 | 9,038 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K087 | 3.771% | 12/25/28 | 8,100 | 9,711 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K087 | 2.537% | 10/25/29 | 15,400 | 17,196 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K090 | 3.422% | 2/25/29 | 9,625 | 11,319 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K101 | 2.524% | 10/25/29 | 16,600 | 18,520 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K104 | 2.253% | 1/25/30 | 20,545 | 22,565 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K105 | 1.872% | 3/25/53 | 4,105 | 4,389 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.424% | 4/25/32 | 1,500 | 1,758 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.459% | 11/25/32 | 2,175 | 2,632 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.718% | 1/25/31 | 3,300 | 3,958 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.794% | 1/25/34 | 5,350 | 6,621 |
27
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1514 | 2.859% | 10/25/34 | 10,025 | 11,552 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K715 | 2.856% | 1/25/21 | 3,916 | 3,948 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K720 | 2.716% | 6/25/22 | 4,550 | 4,694 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K723 | 2.454% | 8/25/23 | 4,650 | 4,879 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K724 | 3.062% | 11/25/23 | 9,200 | 9,843 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K725 | 3.002% | 1/25/24 | 16,500 | 17,723 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K725 | 2.946% | 7/25/24 | 14,700 | 15,806 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K726 | 2.905% | 4/25/24 | 7,583 | 8,099 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K728 | 3.064% | 8/25/24 | 16,750 | 18,177 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.452% | 9/25/24 | 1,018 | 1,066 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.590% | 1/25/25 | 12,100 | 13,444 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K732 | 3.700% | 5/25/25 | 10,450 | 11,708 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K735 | 2.862% | 5/25/26 | 16,250 | 17,968 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K738 | 1.545% | 1/25/27 | 1,225 | 1,277 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.370% | 7/25/25 | 8,300 | 9,039 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.505% | 3/25/29 | 3,100 | 3,671 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 2.982% | 5/25/29 | 18,350 | 20,993 | ||
4 | FHMS Multifamily Structured Pass Through Certificates K1515 | 1.940% | 2/25/35 | 13,000 | 13,672 | ||
4 | Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/23 | 5,850 | 5,995 | ||
4 | Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/26 | 1,875 | 1,961 | ||
4 | Ford Credit Auto Lease Trust 2018-A | 2.930% | 6/15/21 | 1,459 | 1,461 | ||
4 | Ford Credit Auto Lease Trust 2018-A | 3.050% | 8/15/21 | 625 | 627 | ||
4 | Ford Credit Auto Lease Trust 2018-B | 3.190% | 12/15/21 | 8,631 | 8,692 | ||
4 | Ford Credit Auto Lease Trust 2018-B | 3.300% | 2/15/22 | 2,325 | 2,367 | ||
4 | Ford Credit Auto Lease Trust 2019-A | 2.900% | 5/15/22 | 2,750 | 2,787 | ||
4 | Ford Credit Auto Lease Trust 2019-A | 2.980% | 6/15/22 | 1,250 | 1,279 | ||
4 | Ford Credit Auto Owner Trust 2017-A | 1.920% | 4/15/22 | 2,426 | 2,432 | ||
4 | Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/21 | 1,119 | 1,122 | ||
4 | Ford Credit Auto Owner Trust 2017-B | 1.870% | 9/15/22 | 756 | 762 | ||
4 | Ford Credit Auto Owner Trust 2017-C | 2.010% | 3/15/22 | 5,555 | 5,579 | ||
4 | Ford Credit Auto Owner Trust 2019-A | 2.780% | 9/15/23 | 7,325 | 7,537 | ||
4 | Ford Credit Auto Owner Trust 2019-A | 2.850% | 8/15/24 | 2,925 | 3,080 | ||
4 | Ford Credit Auto Owner Trust 2020-A | 1.040% | 8/15/24 | 575 | 581 | ||
4 | Ford Credit Auto Owner Trust 2020-B | 0.560% | 10/15/24 | 6,675 | 6,686 | ||
4 | Ford Credit Auto Owner Trust 2020-B | 0.790% | 11/15/25 | 1,375 | 1,379 |
28
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-2 | 2.160% | 9/15/22 | 4,170 | 4,181 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 4,310 | 4,390 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-1 | 2.950% | 5/15/23 | 10,200 | 10,386 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 9,275 | 9,631 | ||
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates | 1.477% | 4/25/30 | 4,875 | 5,061 | ||
4 | GM Financial Automobile Leasing Trust 2018-1 | 2.680% | 12/20/21 | 1,041 | 1,043 | ||
4 | GM Financial Automobile Leasing Trust 2018-2 | 3.060% | 6/21/21 | 575 | 576 | ||
4 | GM Financial Automobile Leasing Trust 2018-2 | 3.160% | 4/20/22 | 850 | 855 | ||
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 3/21/22 | 2,925 | 2,960 | ||
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.720% | 3/20/23 | 1,350 | 1,386 | ||
4 | GM Financial Automobile Leasing Trust 2020-1 | 1.670% | 12/20/22 | 1,160 | 1,177 | ||
4 | GM Financial Automobile Leasing Trust 2020-1 | 1.700% | 12/20/23 | 420 | 428 | ||
4 | GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 7/20/23 | 775 | 776 | ||
4 | GM Financial Consumer Automobile 2018-2 | 2.810% | 12/16/22 | 4,244 | 4,310 | ||
4 | GM Financial Consumer Automobile 2018-2 | 3.020% | 12/18/23 | 4,075 | 4,251 | ||
4 | GM Financial Consumer Automobile 2020-1 | 1.840% | 9/16/24 | 4,220 | 4,318 | ||
4 | GM Financial Consumer Automobile 2020-1 | 1.900% | 3/17/25 | 1,265 | 1,314 | ||
4 | GS Mortgage Securities Trust 2011-GC5 | 3.707% | 8/10/44 | 1,500 | 1,518 | ||
4 | GS Mortgage Securities Trust 2012-GC6 | 3.482% | 1/10/45 | 6,326 | 6,469 | ||
4 | GS Mortgage Securities Trust 2012-GCJ7 | 3.377% | 5/10/45 | 2,902 | 2,950 | ||
4 | GS Mortgage Securities Trust 2012-GCJ9 | 2.773% | 11/10/45 | 2,891 | 2,971 | ||
4 | GS Mortgage Securities Trust 2013-GC10 | 2.943% | 2/10/46 | 3,744 | 3,868 | ||
4 | GS Mortgage Securities Trust 2013-GC10 | 3.279% | 2/10/46 | 1,310 | 1,327 | ||
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.135% | 6/10/46 | 2,255 | 2,361 | ||
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.375% | 6/10/46 | 966 | 987 | ||
4 | GS Mortgage Securities Trust 2013-GCJ14 | 3.817% | 8/10/46 | 834 | 864 | ||
4 | GS Mortgage Securities Trust 2013-GCJ16 | 3.813% | 11/10/46 | 514 | 530 | ||
4 | GS Mortgage Securities Trust 2013-GCJ16 | 4.271% | 11/10/46 | 1,150 | 1,251 | ||
4 | GS Mortgage Securities Trust 2014-GC18 | 4.074% | 1/10/47 | 11,250 | 12,162 | ||
4 | GS Mortgage Securities Trust 2014-GC18 | 4.383% | 1/10/47 | 2,750 | 2,941 | ||
4 | GS Mortgage Securities Trust 2014-GC22 | 3.467% | 6/10/47 | 1,229 | 1,276 | ||
4 | GS Mortgage Securities Trust 2014-GC22 | 3.516% | 6/10/47 | 306 | 310 | ||
4 | GS Mortgage Securities Trust 2014-GC22 | 3.862% | 6/10/47 | 1,350 | 1,461 | ||
4 | GS Mortgage Securities Trust 2014-GC24 | 3.931% | 9/10/47 | 6,282 | 6,846 | ||
4 | GS Mortgage Securities Trust 2014-GC24 | 4.644% | 9/10/47 | 1,175 | 1,025 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.365% | 11/10/47 | 2,020 | 2,107 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.629% | 11/10/47 | 7,475 | 8,100 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.964% | 11/10/47 | 1,325 | 1,418 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 4.215% | 11/10/47 | 1,125 | 1,172 | ||
4 | GS Mortgage Securities Trust 2015-GC28 | 3.396% | 2/10/48 | 4,150 | 4,466 | ||
4 | GS Mortgage Securities Trust 2015-GC30 | 3.382% | 5/10/50 | 3,700 | 4,003 | ||
4 | GS Mortgage Securities Trust 2015-GC32 | 3.513% | 7/10/48 | 3,675 | 3,846 | ||
4 | GS Mortgage Securities Trust 2015-GC32 | 3.764% | 7/10/48 | 1,425 | 1,571 | ||
4 | GS Mortgage Securities Trust 2015-GC34 | 3.278% | 10/10/48 | 3,575 | 3,749 | ||
4 | GS Mortgage Securities Trust 2015-GC34 | 3.506% | 10/10/48 | 3,400 | 3,717 | ||
4 | GS Mortgage Securities Trust 2016-GS2 | 3.050% | 5/10/49 | 2,700 | 2,909 | ||
4 | GS Mortgage Securities Trust 2016-GS3 | 2.850% | 10/10/49 | 7,125 | 7,627 | ||
4 | GS Mortgage Securities Trust 2016-GS4 | 3.442% | 11/10/49 | 2,450 | 2,726 | ||
4 | GS Mortgage Securities Trust 2016-GS4 | 3.645% | 11/10/49 | 1,825 | 1,978 |
29
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | GS Mortgage Securities Trust 2017-GS5 | 3.674% | 3/10/50 | 5,750 | 6,424 | ||
4 | GS Mortgage Securities Trust 2017-GS5 | 3.826% | 3/10/50 | 2,300 | 2,541 | ||
4 | GS Mortgage Securities Trust 2017-GS6 | 3.433% | 5/10/50 | 5,300 | 5,933 | ||
4 | GS Mortgage Securities Trust 2017-GS7 | 3.430% | 8/10/50 | 13,872 | 15,540 | ||
4 | GS Mortgage Securities Trust 2017-GS7 | 3.663% | 8/10/50 | 3,700 | 4,064 | ||
4 | GS Mortgage Securities Trust 2019-GC39 | 3.567% | 5/10/52 | 4,175 | 4,758 | ||
4 | GS Mortgage Securities Trust 2019-GC4 | 3.212% | 9/1/52 | 2,875 | 3,134 | ||
4 | GS Mortgage Securities Trust 2019-GC40 | 3.160% | 7/10/52 | 6,250 | 6,923 | ||
4 | GS Mortgage Securities Trust 2019-GS4 | 3.001% | 9/1/52 | 12,265 | 13,525 | ||
4 | GS Mortgage Securities Trust 2019-GSA1 | 3.048% | 11/10/52 | 5,525 | 6,098 | ||
4 | GS Mortgage Securities Trust 2020-GC45 | 2.911% | 2/13/53 | 5,900 | 6,461 | ||
4 | GS Mortgage Securities Trust 2020-GC45 | 3.173% | 2/13/53 | 1,690 | 1,837 | ||
4 | GS Mortgage Securities Trust 2020-GC47 | 2.377% | 5/12/53 | 1,755 | 1,850 | ||
4 | Honda Auto Receivables 2017-2 Owner Trust | 1.680% | 8/16/21 | 1,207 | 1,210 | ||
4 | Honda Auto Receivables 2017-2 Owner Trust | 1.870% | 9/15/23 | 1,586 | 1,595 | ||
4 | Honda Auto Receivables 2017-4 Owner Trust | 2.050% | 11/22/21 | 1,187 | 1,192 | ||
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.640% | 2/15/22 | 5,072 | 5,117 | ||
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.830% | 5/15/24 | 2,700 | 2,761 | ||
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.010% | 5/18/22 | 2,155 | 2,184 | ||
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.160% | 8/19/24 | 2,050 | 2,121 | ||
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.520% | 6/21/23 | 7,115 | 7,329 | ||
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.540% | 3/21/25 | 1,360 | 1,426 | ||
4 | Honda Auto Receivables 2020-1 Owner Trust | 1.610% | 4/22/24 | 5,045 | 5,163 | ||
4 | Honda Auto Receivables 2020-1 Owner Trust | 1.630% | 10/21/26 | 765 | 789 | ||
4 | Hyundai Auto Receivables Trust 2016-B | 1.450% | 11/15/22 | 1,146 | 1,148 | ||
4 | Hyundai Auto Receivables Trust 2018-A | 2.790% | 7/15/22 | 2,055 | 2,079 | ||
4 | Hyundai Auto Receivables Trust 2018-A | 2.940% | 6/17/24 | 3,250 | 3,348 | ||
4 | Hyundai Auto Receivables Trust 2020-A | 1.410% | 11/15/24 | 480 | 490 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 | 3.507% | 5/15/45 | 3,346 | 3,454 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 | 2.829% | 10/15/45 | 8,694 | 8,908 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX | 3.483% | 6/15/45 | 3,597 | 3,673 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 | 2.840% | 12/15/47 | 1,789 | 1,834 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.143% | 12/15/47 | 2,352 | 2,441 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.372% | 12/15/47 | 1,042 | 1,066 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.674% | 12/15/46 | 822 | 858 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.881% | 12/15/46 | 1,500 | 1,603 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.166% | 12/15/46 | 4,900 | 5,298 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.517% | 12/15/46 | 1,250 | 1,324 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 5.130% | 12/15/46 | 1,250 | 1,326 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | 2.960% | 4/15/46 | 6,766 | 7,011 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | 3.805% | 7/15/47 | 575 | 621 |
30
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | 3.914% | 1/15/49 | 2,825 | 3,157 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 2.870% | 8/15/49 | 8,900 | 9,516 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.648% | 12/15/49 | 3,675 | 4,107 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.870% | 12/15/49 | 2,950 | 3,196 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP5 | 3.723% | 3/15/50 | 10,700 | 12,048 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP5 | 3.876% | 3/15/50 | 2,300 | 2,510 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.050% | 7/15/50 | 1,202 | 1,221 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.490% | 7/15/50 | 2,000 | 2,228 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.744% | 7/15/50 | 2,800 | 3,027 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP7 | 3.454% | 9/15/50 | 575 | 641 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR4 | 4.029% | 3/10/52 | 10,300 | 12,010 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR5 | 3.386% | 6/13/52 | 9,375 | 10,487 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR5 | 3.669% | 6/13/52 | 825 | 904 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 3.664% | 7/15/45 | 1,982 | 2,096 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 4.175% | 7/15/45 | 655 | 684 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 3.761% | 8/15/46 | 622 | 646 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.133% | 8/15/46 | 2,640 | 2,833 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.409% | 8/15/46 | 740 | 778 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 3.659% | 11/15/45 | 325 | 339 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.131% | 11/15/45 | 3,920 | 4,239 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.420% | 11/15/45 | 2,010 | 2,132 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 3.705% | 1/15/47 | 835 | 871 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.199% | 1/15/47 | 4,320 | 4,701 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.458% | 1/15/47 | 775 | 823 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 5.053% | 1/15/47 | 1,163 | 1,232 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.079% | 2/15/47 | 4,338 | 4,705 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.439% | 2/15/47 | 771 | 814 |
31
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.971% | 2/15/47 | 935 | 992 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.046% | 4/15/47 | 17 | 17 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.669% | 4/15/47 | 1,900 | 1,929 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.997% | 4/15/47 | 1,900 | 2,059 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 4.243% | 4/15/47 | 1,525 | 1,608 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.428% | 8/15/47 | 780 | 807 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.775% | 8/15/47 | 950 | 1,032 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.997% | 8/15/47 | 575 | 595 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 3.801% | 9/15/47 | 5,850 | 6,368 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 4.110% | 9/15/47 | 1,550 | 1,649 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 3.934% | 9/15/47 | 2,919 | 3,197 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 4.202% | 9/15/47 | 1,722 | 1,843 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 2.940% | 11/15/47 | 435 | 436 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.639% | 11/15/47 | 1,525 | 1,654 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.914% | 11/15/47 | 2,750 | 2,904 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 3.672% | 11/15/47 | 6,825 | 7,419 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 4.065% | 11/15/47 | 1,900 | 2,008 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.494% | 1/15/48 | 10,400 | 11,264 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.800% | 1/15/48 | 1,875 | 1,969 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.951% | 1/15/48 | 1,875 | 1,932 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.017% | 2/15/48 | 3,425 | 3,533 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.042% | 10/15/48 | 1,305 | 1,347 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.532% | 10/15/48 | 1,125 | 1,176 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 2.921% | 5/15/48 | 209 | 207 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.304% | 5/15/48 | 2,809 | 2,918 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.611% | 5/15/48 | 2,900 | 3,162 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.559% | 7/15/48 | 3,562 | 3,740 |
32
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.822% | 7/15/48 | 3,600 | 3,981 |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.226% | 7/15/48 | 1,850 | 1,983 |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.540% | 8/15/48 | 1,709 | 1,802 |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.801% | 8/15/48 | 12,191 | 13,457 |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.358% | 11/15/48 | 4,470 | 4,685 |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.598% | 11/15/48 | 3,575 | 3,915 |
4 | JPMBB Commercial Mortgage Securities Trust 2015-C33 | 3.770% | 12/15/48 | 2,610 | 2,900 |
4 | JPMBB Commercial Mortgage Securities Trust 2016-C1 | 3.316% | 3/15/49 | 2,925 | 3,070 |
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.144% | 6/15/49 | 2,580 | 2,788 |
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.484% | 6/15/49 | 1,250 | 1,315 |
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.694% | 3/15/50 | 12,950 | 14,554 |
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.858% | 3/15/50 | 3,975 | 4,294 |
4 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.409% | 10/15/50 | 2,825 | 3,145 |
4 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.713% | 10/15/50 | 1,775 | 1,957 |
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.211% | 6/15/51 | 10,300 | 12,080 |
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.421% | 6/15/51 | 1,250 | 1,443 |
4 | JPMDB Commercial Mortgage Securities Trust 2019-COR6 | 3.057% | 11/13/52 | 8,300 | 9,157 |
4 | JPMDB Commercial Mortgage Securities Trust 2020-COR7 | 2.180% | 5/13/53 | 2,750 | 2,837 |
4 | Mercedes-Benz Auto Lease Trust 2018-A | 2.510% | 10/16/23 | 391 | 392 |
4 | Mercedes-Benz Auto Lease Trust 2020-A | 1.840% | 12/15/22 | 2,950 | 2,996 |
4 | Mercedes-Benz Auto Lease Trust 2020-A | 1.880% | 9/15/25 | 1,250 | 1,277 |
4 | Mercedes-Benz Auto Receivables Trust 2020-1 | 0.550% | 2/18/25 | 1,950 | 1,951 |
4 | Mercedes-Benz Auto Receivables Trust 2020-1 | 0.770% | 10/15/26 | 400 | 401 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 | 3.176% | 8/15/45 | 2,890 | 2,978 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 | 2.858% | 11/15/45 | 3,273 | 3,358 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 | 4.218% | 7/15/46 | 400 | 429 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.298% | 8/15/46 | 990 | 1,063 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.498% | 8/15/46 | 490 | 491 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 | 3.824% | 10/15/46 | 486 | 504 |
33
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 | 4.259% | 10/15/46 | 3,360 | 3,605 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.039% | 11/15/46 | 2,200 | 2,381 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.915% | 11/15/46 | 1,100 | 1,161 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 2.918% | 2/15/46 | 1,707 | 1,762 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 3.214% | 2/15/46 | 341 | 349 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.134% | 12/15/48 | 2,100 | 2,169 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.376% | 12/15/48 | 1,000 | 1,029 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.102% | 5/15/46 | 1,275 | 1,331 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.456% | 5/15/46 | 1,125 | 1,153 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 3.669% | 2/15/47 | 1,353 | 1,361 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.064% | 2/15/47 | 3,050 | 3,274 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.921% | 2/15/47 | 1,150 | 1,225 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.477% | 6/15/47 | 616 | 639 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.892% | 6/15/47 | 2,875 | 3,134 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 4.495% | 6/15/47 | 1,150 | 1,200 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 3.194% | 10/15/47 | 172 | 172 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 3.923% | 10/15/47 | 1,000 | 1,090 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 4.630% | 10/15/47 | 1,150 | 1,213 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.326% | 12/15/47 | 1,806 | 1,885 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.526% | 12/15/47 | 3,275 | 3,518 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.069% | 2/15/48 | 1,733 | 1,803 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.249% | 2/15/48 | 6,650 | 7,074 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 | 3.338% | 3/15/48 | 1,500 | 1,611 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.040% | 4/15/48 | 3,638 | 3,765 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.306% | 4/15/48 | 2,950 | 3,180 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.883% | 4/15/48 | 1,875 | 1,943 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 2.982% | 7/15/50 | 95 | 95 |
34
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.398% | 7/15/50 | 1,050 | 1,096 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.719% | 7/15/50 | 3,650 | 3,999 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.383% | 10/15/48 | 3,850 | 4,043 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.635% | 10/15/48 | 1,975 | 2,176 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.323% | 10/15/48 | 2,325 | 2,442 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.531% | 10/15/48 | 2,625 | 2,868 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.557% | 12/15/47 | 1,800 | 1,907 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.753% | 12/15/47 | 2,175 | 2,405 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.288% | 1/15/49 | 2,425 | 2,553 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.544% | 1/15/49 | 7,000 | 7,639 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.140% | 5/15/49 | 1,500 | 1,584 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.325% | 5/15/49 | 750 | 819 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 2.860% | 9/15/49 | 7,300 | 7,792 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 | 3.102% | 11/15/49 | 9,400 | 10,187 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.720% | 12/15/49 | 7,600 | 8,507 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.994% | 12/15/49 | 3,050 | 3,365 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.599% | 5/15/50 | 6,500 | 7,252 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.852% | 5/15/50 | 3,800 | 4,202 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.276% | 11/15/52 | 3,600 | 3,898 |
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.536% | 11/15/52 | 5,250 | 5,864 |
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.244% | 3/15/45 | 6,000 | 6,129 |
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.773% | 3/15/45 | 1,800 | 1,822 |
4 | Morgan Stanley Capital I Trust 2015-UBS8 | 3.809% | 12/15/48 | 2,525 | 2,791 |
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.049% | 11/15/49 | 3,650 | 3,952 |
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.282% | 11/15/49 | 2,951 | 3,128 |
4 | Morgan Stanley Capital I Trust 2016-UB11 | 2.782% | 8/15/49 | 7,300 | 7,794 |
4 | Morgan Stanley Capital I Trust 2016-UB12 | 3.778% | 12/15/49 | 3,000 | 3,297 |
4 | Morgan Stanley Capital I Trust 2016-UBS12 | 3.596% | 12/15/49 | 7,350 | 8,168 |
4 | Morgan Stanley Capital I Trust 2017-H1 | 3.530% | 6/15/50 | 5,800 | 6,468 |
4 | Morgan Stanley Capital I Trust 2018-H4 | 4.310% | 12/15/51 | 9,975 | 11,864 |
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.417% | 6/15/52 | 11,660 | 13,150 |
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.700% | 6/15/52 | 1,450 | 1,623 |
4 | Morgan Stanley Capital I Trust 2019-L2 | 4.071% | 3/15/52 | 6,700 | 7,877 |
4 | Morgan Stanley Capital I Trust 2019-L3 | 3.127% | 11/15/52 | 8,415 | 9,391 |
35
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Morgan Stanley Capital I Trust 2020-L4 | 2.698% | 2/15/53 | 8,485 | 9,175 |
4 | Morgan Stanley Capital I Trust 2020-L4 | 2.880% | 2/15/53 | 1,275 | 1,337 |
6 | National Australia Bank Ltd. | 2.250% | 3/16/21 | 12,000 | 12,151 |
4 | Nissan Auto Lease Trust 2020-A | 1.840% | 1/17/23 | 2,100 | 2,134 |
4 | Nissan Auto Lease Trust 2020-A | 1.880% | 4/15/25 | 850 | 867 |
4 | Nissan Auto Receivables 2016-B Owner Trust | 1.540% | 10/17/22 | 1,029 | 1,031 |
4 | Nissan Auto Receivables 2016-C Owner Trust | 1.380% | 1/17/23 | 1,186 | 1,187 |
4 | Nissan Auto Receivables 2017-B Owner Trust | 1.750% | 10/15/21 | 1,333 | 1,337 |
4 | Nissan Auto Receivables 2017-B Owner Trust | 1.950% | 10/16/23 | 2,848 | 2,883 |
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.650% | 5/16/22 | 3,109 | 3,136 |
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.890% | 6/17/24 | 4,025 | 4,154 |
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.500% | 11/15/23 | 5,850 | 6,020 |
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.540% | 12/15/25 | 1,455 | 1,530 |
4 | Nissan Auto Receivables 2019-C Owner Trust | 1.930% | 7/15/24 | 7,000 | 7,196 |
4 | Nissan Auto Receivables 2019-C Owner Trust | 1.950% | 5/15/26 | 1,650 | 1,721 |
4 | Nissan Auto Receivables 2020-A Owner Trust | 1.380% | 12/16/24 | 1,550 | 1,580 |
4 | Nissan Auto Receivables 2020-B Owner Trust | 0.550% | 7/15/24 | 2,250 | 2,251 |
4 | Nissan Auto Receivables 2020-B Owner Trust | 0.710% | 1/15/27 | 600 | 601 |
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.094% | 2/1/26 | 1,287 | 1,322 |
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.506% | 8/1/28 | 975 | 1,049 |
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.814% | 2/1/35 | 2,200 | 2,523 |
Royal Bank of Canada | 2.300% | 3/22/21 | 5,000 | 5,066 | |
4 | Santander Drive Auto Receivables Trust 2018-2 | 3.030% | 9/15/22 | 208 | 208 |
4 | Santander Drive Auto Receivables Trust 2018-2 | 3.350% | 7/17/23 | 2,425 | 2,458 |
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/22 | 173 | 173 |
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.510% | 8/15/23 | 2,725 | 2,761 |
4 | SG Commercial Mortgage Securities Trust 2016-C5 | 3.055% | 10/10/48 | 5,975 | 6,350 |
4 | Synchrony Card Issuance Trust 2018-A1 | 3.380% | 9/15/24 | 12,425 | 12,794 |
4 | Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 5/15/24 | 15,525 | 15,672 |
4 | Synchrony Credit Card Master Note Trust 2017-2 | 2.620% | 10/15/25 | 6,675 | 6,908 |
4 | Synchrony Credit Card Master Note Trust 2018-1 | 2.970% | 3/15/24 | 12,225 | 12,396 |
4 | Synchrony Credit Card Master Note Trust 2018-2 | 3.470% | 5/15/26 | 12,300 | 13,144 |
6 | Toronto-Dominion Bank | 2.250% | 3/15/21 | 8,000 | 8,104 |
6 | Toronto-Dominion Bank | 2.500% | 1/18/22 | 7,080 | 7,300 |
4 | Toyota Auto Receivables 2017-B Owner Trust | 1.760% | 7/15/21 | 1,716 | 1,719 |
4 | Toyota Auto Receivables 2017-D Owner Trust | 1.930% | 1/18/22 | 4,064 | 4,086 |
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.350% | 5/16/22 | 3,297 | 3,322 |
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.520% | 5/15/23 | 2,850 | 2,926 |
4 | Toyota Auto Receivables 2018-B Owner Trust | 2.960% | 9/15/22 | 4,269 | 4,335 |
4 | Toyota Auto Receivables 2018-B Owner Trust | 3.110% | 11/15/23 | 900 | 943 |
4 | Toyota Auto Receivables 2020-A Owner Trust | 1.660% | 5/15/24 | 6,355 | 6,503 |
4 | Toyota Auto Receivables 2020-A Owner Trust | 1.680% | 5/15/25 | 1,060 | 1,090 |
36
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Toyota Auto Receivables 2020-B Owner Trust | 1.360% | 8/15/24 | 480 | 489 |
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.460% | 6/15/50 | 7,800 | 8,657 |
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.724% | 6/15/50 | 3,400 | 3,712 |
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.487% | 8/15/50 | 5,850 | 6,478 |
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.740% | 8/15/50 | 1,550 | 1,680 |
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.426% | 8/15/50 | 6,975 | 7,750 |
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.739% | 8/15/50 | 2,900 | 3,064 |
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.301% | 10/15/50 | 4,700 | 5,185 |
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.563% | 10/15/50 | 5,875 | 6,592 |
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.836% | 10/15/50 | 2,594 | 2,891 |
4 | UBS Commercial Mortgage Trust 2017-C5 | 3.474% | 11/15/50 | 3,950 | 4,359 |
4 | UBS Commercial Mortgage Trust 2017-C7 | 3.679% | 12/15/50 | 5,700 | 6,445 |
4 | UBS Commercial Mortgage Trust 2017-C7 | 4.061% | 12/15/50 | 3,000 | 3,354 |
4 | UBS Commercial Mortgage Trust 2018-C10 | 4.313% | 5/15/51 | 8,250 | 9,660 |
4 | UBS Commercial Mortgage Trust 2018-C11 | 4.241% | 6/15/51 | 1,550 | 1,794 |
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.296% | 8/15/51 | 10,165 | 12,088 |
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.587% | 8/15/51 | 4,000 | 4,688 |
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.208% | 10/15/51 | 2,670 | 2,883 |
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.334% | 10/15/51 | 9,825 | 11,623 |
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.585% | 10/15/51 | 1,750 | 2,054 |
4 | UBS Commercial Mortgage Trust 2018-C14 | 4.448% | 12/15/51 | 10,250 | 12,261 |
4 | UBS Commercial Mortgage Trust 2018-C15 | 4.341% | 12/15/51 | 9,375 | 11,031 |
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.720% | 2/15/51 | 6,125 | 6,955 |
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.983% | 2/15/51 | 2,225 | 2,552 |
4 | UBS Commercial Mortgage Trust 2018-C8 | 4.215% | 2/15/51 | 3,250 | 3,635 |
4 | UBS Commercial Mortgage Trust 2018-C9 | 4.117% | 3/15/51 | 12,275 | 13,998 |
4 | UBS Commercial Mortgage Trust 2019-C16 | 3.605% | 4/15/52 | 4,200 | 4,719 |
4 | UBS Commercial Mortgage Trust 2019-C16 | 3.887% | 4/15/52 | 1,250 | 1,411 |
4 | UBS Commercial Mortgage Trust 2019-C17 | 2.921% | 10/15/52 | 4,910 | 5,320 |
4 | UBS Commercial Mortgage Trust 2019-C18 | 3.035% | 12/15/52 | 2,850 | 3,131 |
4 | UBS Commercial Mortgage Trust 2019-C18 | 3.378% | 12/15/52 | 1,700 | 1,843 |
4 | UBS-Barclays Commercial Mortgage Trust 2012-C4 | 2.850% | 12/10/45 | 10,200 | 10,508 |
4 | UBS-Barclays Commercial Mortgage Trust 2013-C5 | 3.185% | 3/10/46 | 2,870 | 2,974 |
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.244% | 4/10/46 | 4,765 | 4,949 |
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.469% | 4/10/46 | 700 | 715 |
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.020% | 11/21/22 | 2,300 | 2,339 |
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.150% | 7/22/24 | 850 | 882 |
4 | Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/24 | 1,200 | 1,213 |
4 | Wells Fargo Commercial Mortgage Trust 2012-LC5 | 2.918% | 10/15/45 | 4,389 | 4,528 |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.477% | 8/15/50 | 613 | 632 |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.817% | 8/15/50 | 12,090 | 12,734 |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 4.020% | 8/15/50 | 400 | 423 |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.244% | 12/15/47 | 1,262 | 1,311 |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.271% | 12/15/47 | 1,681 | 1,714 |
37
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.405% | 12/15/47 | 3,725 | 4,006 |
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.808% | 12/15/47 | 1,875 | 1,977 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -C26 | 2.991% | 2/15/48 | 3,512 | 3,649 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -C26 | 3.166% | 2/15/48 | 2,075 | 2,223 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -C26 | 3.580% | 2/15/48 | 1,500 | 1,557 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -C28 | 3.540% | 5/15/48 | 5,425 | 5,924 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -C28 | 3.872% | 5/15/48 | 1,040 | 1,105 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -C29 | 3.400% | 6/15/48 | 3,820 | 3,995 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -LC20 | 2.978% | 4/15/50 | 994 | 1,030 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -LC20 | 3.184% | 4/15/50 | 4,535 | 4,858 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -LC20 | 3.719% | 4/15/50 | 1,900 | 1,939 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -LC22 | 3.571% | 9/15/58 | 1,425 | 1,505 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -LC22 | 3.839% | 9/15/58 | 2,000 | 2,214 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -LC22 | 4.207% | 9/15/58 | 1,775 | 1,933 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -NXS1 | 2.632% | 5/15/48 | 284 | 284 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -NXS1 | 2.934% | 5/15/48 | 2,530 | 2,609 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -NXS1 | 3.148% | 5/15/48 | 1,500 | 1,608 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -P2 | 3.656% | 12/15/48 | 2,875 | 3,056 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -P2 | 3.809% | 12/15/48 | 1,800 | 1,998 |
4 | Wells Fargo Commercial Mortgage Trust 2015 -SG1 | 3.789% | 9/15/48 | 7,740 | 8,504 |
4 | Wells Fargo Commercial Mortgage Trust 2016 -BNK1 | 2.652% | 8/15/49 | 4,875 | 5,171 |
4 | Wells Fargo Commercial Mortgage Trust 2016 -BNK1 | 2.814% | 8/15/49 | 1,200 | 1,224 |
4 | Wells Fargo Commercial Mortgage Trust 2016 -C32 | 3.324% | 1/15/59 | 1,929 | 2,029 |
4 | Wells Fargo Commercial Mortgage Trust 2016 -C32 | 3.560% | 1/15/59 | 4,200 | 4,637 |
4 | Wells Fargo Commercial Mortgage Trust 2016 -C33 | 3.426% | 3/15/59 | 1,450 | 1,561 |
4 | Wells Fargo Commercial Mortgage Trust 2016 -C34 | 3.096% | 6/15/49 | 2,900 | 3,109 |
4 | Wells Fargo Commercial Mortgage Trust 2016 -C37 | 3.794% | 12/15/49 | 2,900 | 3,270 |
38
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.825% | 10/15/49 | 3,275 | 3,409 |
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.942% | 10/15/49 | 5,654 | 6,084 |
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.453% | 7/15/50 | 16,230 | 18,166 |
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.665% | 7/15/50 | 4,556 | 5,022 |
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.418% | 9/15/50 | 7,000 | 7,822 |
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.702% | 9/15/50 | 3,900 | 4,282 |
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.317% | 10/15/50 | 3,925 | 4,281 |
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.581% | 10/15/50 | 5,900 | 6,631 |
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.854% | 10/15/50 | 1,575 | 1,762 |
4 | Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.472% | 11/15/50 | 9,900 | 11,064 |
4 | Wells Fargo Commercial Mortgage Trust 2017-C42 | 3.330% | 12/15/50 | 4,815 | 5,315 |
4 | Wells Fargo Commercial Mortgage Trust 2017-RB1 | 3.635% | 3/15/50 | 10,000 | 11,269 |
4 | Wells Fargo Commercial Mortgage Trust 2017-RC1 | 3.631% | 1/15/60 | 15,275 | 17,062 |
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.012% | 3/15/51 | 12,250 | 14,126 |
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.152% | 3/15/51 | 2,125 | 2,412 |
4 | Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.212% | 5/15/51 | 8,200 | 9,577 |
4 | Wells Fargo Commercial Mortgage Trust 2018-C45 | 4.184% | 6/15/51 | 12,975 | 15,143 |
4 | Wells Fargo Commercial Mortgage Trust 2018-C46 | 4.152% | 8/15/51 | 10,575 | 12,335 |
4 | Wells Fargo Commercial Mortgage Trust 2018-C47 | 4.442% | 9/15/61 | 17,050 | 20,284 |
4 | Wells Fargo Commercial Mortgage Trust 2018-C48 | 4.302% | 1/15/52 | 4,550 | 5,366 |
4 | Wells Fargo Commercial Mortgage Trust 2019-C49 | 4.023% | 3/15/52 | 10,450 | 12,180 |
4 | Wells Fargo Commercial Mortgage Trust 2019-C50 | 3.729% | 5/15/52 | 6,075 | 6,968 |
4 | Wells Fargo Commercial Mortgage Trust 2019-C51 | 3.311% | 6/15/52 | 8,750 | 9,830 |
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 2.892% | 8/15/52 | 1,600 | 1,746 |
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 3.143% | 8/15/52 | 3,775 | 3,979 |
4 | Wells Fargo Commercial Mortgage Trust 2019-C53 | 3.040% | 10/15/52 | 8,225 | 9,121 |
4 | Wells Fargo Commercial Mortgage Trust 2019-C54 | 3.146% | 12/15/52 | 4,975 | 5,537 |
39
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Wells Fargo Commercial Mortgage Trust 2020-C55 | 2.725% | 2/15/53 | 4,635 | 5,010 |
4 | Wells Fargo Commercial Mortgage Trust 2020-C56 | 2.448% | 6/15/53 | 1,565 | 1,658 |
4 | WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/45 | 8,500 | 8,719 |
4 | WFRBS Commercial Mortgage Trust 2012-C6 | 3.440% | 4/15/45 | 4,126 | 4,219 |
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 3.431% | 6/15/45 | 3,511 | 3,599 |
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 4.090% | 6/15/45 | 2,200 | 2,268 |
4 | WFRBS Commercial Mortgage Trust 2012-C8 | 3.001% | 8/15/45 | 1,600 | 1,640 |
4 | WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/45 | 2,880 | 2,952 |
4 | WFRBS Commercial Mortgage Trust 2013-C11 | 3.071% | 3/15/45 | 2,414 | 2,510 |
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.198% | 3/15/48 | 1,045 | 1,083 |
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.560% | 3/15/48 | 495 | 513 |
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.001% | 5/15/45 | 2,154 | 2,241 |
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.345% | 5/15/45 | 421 | 435 |
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.337% | 6/15/46 | 3,250 | 3,426 |
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.488% | 6/15/46 | 1,725 | 1,764 |
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 3.720% | 8/15/46 | 455 | 470 |
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.153% | 8/15/46 | 2,640 | 2,827 |
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.358% | 8/15/46 | 660 | 693 |
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 3.963% | 9/15/46 | 1,016 | 1,060 |
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.415% | 9/15/46 | 1,520 | 1,655 |
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.668% | 9/15/46 | 2,530 | 2,712 |
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 3.558% | 12/15/46 | 507 | 526 |
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.023% | 12/15/46 | 925 | 999 |
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.255% | 12/15/46 | 725 | 767 |
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.788% | 12/15/46 | 725 | 757 |
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 3.027% | 12/15/46 | 5 | 5 |
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 3.651% | 12/15/46 | 1,500 | 1,503 |
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.162% | 12/15/46 | 7,268 | 7,864 |
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.387% | 12/15/46 | 375 | 396 |
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.845% | 12/15/46 | 563 | 601 |
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 2.927% | 3/15/46 | 16 | 16 |
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 3.591% | 3/15/46 | 1,100 | 1,107 |
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.079% | 3/15/46 | 1,475 | 1,593 |
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.895% | 3/15/46 | 375 | 396 |
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.618% | 3/15/47 | 359 | 373 |
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.660% | 3/15/47 | 553 | 558 |
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.101% | 3/15/47 | 1,450 | 1,590 |
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.723% | 3/15/47 | 475 | 488 |
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.638% | 5/15/47 | 605 | 629 |
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.723% | 5/15/47 | 2,173 | 2,317 |
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.995% | 5/15/47 | 1,150 | 1,258 |
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 4.176% | 5/15/47 | 1,220 | 1,295 |
4 | WFRBS Commercial Mortgage Trust 2014-C21 | 3.678% | 8/15/47 | 3,000 | 3,243 |
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 3.752% | 9/15/57 | 6,275 | 6,814 |
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 4.371% | 9/15/57 | 1,200 | 1,258 |
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.636% | 10/15/57 | 1,789 | 1,864 |
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.917% | 10/15/57 | 1,150 | 1,249 |
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 4.210% | 10/15/57 | 800 | 859 |
40
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.428% | 11/15/47 | 1,224 | 1,256 |
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.607% | 11/15/47 | 2,075 | 2,238 |
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 3.522% | 3/15/47 | 1,348 | 1,401 |
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.045% | 3/15/47 | 4,415 | 4,754 |
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.351% | 3/15/47 | 1,840 | 1,957 |
4 | World Financial Network Credit Card Master Note Trust Series 2017-C | 2.310% | 8/15/24 | 6,375 | 6,401 |
4 | World Financial Network Credit Card Master Note Trust Series 2018-A | 3.070% | 12/16/24 | 8,050 | 8,159 |
4 | World Omni Auto Receivables Trust 2019-C | 1.960% | 12/16/24 | 5,050 | 5,191 |
4 | World Omni Auto Receivables Trust 2019-C | 2.030% | 12/15/25 | 1,400 | 1,459 |
4 | World Omni Auto Receivables Trust 2020-A | 1.100% | 4/15/25 | 3,995 | 4,043 |
4 | World Omni Auto Receivables Trust 2020-B | 0.630% | 5/15/25 | 1,950 | 1,953 |
4 | World Omni Auto Receivables Trust 2020-B | 0.820% | 1/15/26 | 425 | 426 |
4 | World Omni Automobile Lease Securitization Trust 2018-B | 3.190% | 12/15/21 | 5,770 | 5,851 |
4 | World Omni Automobile Lease Securitization Trust 2018-B | 3.300% | 3/15/24 | 2,500 | 2,551 |
4 | World Omni Automobile Lease Securitization Trust 2020-A | 1.700% | 1/17/23 | 2,225 | 2,257 |
4 | World Omni Automobile Lease Securitization Trust 2020-A | 1.790% | 6/16/25 | 1,275 | 1,296 |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,717,554) | 5,061,041 | ||||
Corporate Bonds (29.2%) | |||||
Finance (8.9%) | |||||
Banking (6.3%) | |||||
Ally Financial Inc. | 4.125% | 2/13/22 | 15,030 | 15,406 | |
Ally Financial Inc. | 3.875% | 5/21/24 | 4,000 | 4,125 | |
Ally Financial Inc. | 5.125% | 9/30/24 | 6,065 | 6,550 | |
Ally Financial Inc. | 8.000% | 11/1/31 | 23,200 | 30,334 | |
American Express Co. | 3.700% | 11/5/21 | 7,229 | 7,518 | |
American Express Co. | 2.500% | 8/1/22 | 7,800 | 8,082 | |
American Express Co. | 2.650% | 12/2/22 | 12,750 | 13,340 | |
American Express Co. | 3.400% | 2/27/23 | 21,200 | 22,656 | |
American Express Co. | 3.700% | 8/3/23 | 10,100 | 10,990 | |
American Express Co. | 3.400% | 2/22/24 | 10,000 | 10,860 | |
American Express Co. | 2.500% | 7/30/24 | 8,300 | 8,797 | |
American Express Co. | 3.000% | 10/30/24 | 37,355 | 40,387 | |
American Express Co. | 3.625% | 12/5/24 | 19,560 | 21,610 | |
American Express Co. | 4.050% | 12/3/42 | 5,044 | 6,156 | |
American Express Credit Corp. | 2.700% | 3/3/22 | 26,325 | 27,212 | |
American Express Credit Corp. | 3.300% | 5/3/27 | 4,975 | 5,583 | |
Associated Bank NA | 3.500% | 8/13/21 | 3,100 | 3,164 | |
Australia & New Zealand Banking Group Ltd. | 2.550% | 11/23/21 | 5,900 | 6,069 | |
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 4,150 | 4,305 | |
Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 16,850 | 17,700 | |
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 250 | 286 | |
Banco Santander SA | 3.125% | 2/23/23 | 10,000 | 10,408 | |
Banco Santander SA | 3.848% | 4/12/23 | 6,000 | 6,378 | |
Banco Santander SA | 2.706% | 6/27/24 | 2,800 | 2,939 | |
Banco Santander SA | 2.746% | 5/28/25 | 5,000 | 5,176 | |
Banco Santander SA | 5.179% | 11/19/25 | 11,300 | 12,659 | |
Banco Santander SA | 4.250% | 4/11/27 | 18,975 | 20,907 |
41
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Banco Santander SA | 3.800% | 2/23/28 | 12,800 | 13,766 | |
Banco Santander SA | 4.379% | 4/12/28 | 7,800 | 8,720 | |
Banco Santander SA | 3.490% | 5/28/30 | 5,000 | 5,374 | |
Bancolombia SA | 3.000% | 1/29/25 | 2,700 | 2,646 | |
Bank of America Corp. | 5.875% | 1/5/21 | 6,246 | 6,417 | |
4 | Bank of America Corp. | 2.369% | 7/21/21 | 15,125 | 15,124 |
4 | Bank of America Corp. | 2.328% | 10/1/21 | 21,000 | 21,085 |
Bank of America Corp. | 2.503% | 10/21/22 | 41,925 | 42,918 | |
Bank of America Corp. | 3.300% | 1/11/23 | 48,650 | 51,814 | |
4 | Bank of America Corp. | 3.124% | 1/20/23 | 4,130 | 4,277 |
4 | Bank of America Corp. | 2.816% | 7/21/23 | 32,850 | 34,123 |
Bank of America Corp. | 4.100% | 7/24/23 | 22,253 | 24,362 | |
4 | Bank of America Corp. | 3.004% | 12/20/23 | 23,431 | 24,568 |
4 | Bank of America Corp. | 3.550% | 3/5/24 | 43,855 | 46,696 |
4 | Bank of America Corp. | 3.864% | 7/23/24 | 2,000 | 2,172 |
Bank of America Corp. | 4.200% | 8/26/24 | 45,489 | 50,487 | |
Bank of America Corp. | 4.000% | 1/22/25 | 50,180 | 55,359 | |
4 | Bank of America Corp. | 3.458% | 3/15/25 | 20,000 | 21,676 |
Bank of America Corp. | 3.950% | 4/21/25 | 12,350 | 13,676 | |
Bank of America Corp. | 3.875% | 8/1/25 | 19,900 | 22,562 | |
4 | Bank of America Corp. | 3.093% | 10/1/25 | 16,100 | 17,385 |
4 | Bank of America Corp. | 2.456% | 10/22/25 | 11,675 | 12,261 |
4 | Bank of America Corp. | 3.366% | 1/23/26 | 18,450 | 20,156 |
4 | Bank of America Corp. | 2.015% | 2/13/26 | 1,755 | 1,816 |
Bank of America Corp. | 4.450% | 3/3/26 | 22,051 | 25,332 | |
Bank of America Corp. | 3.500% | 4/19/26 | 21,565 | 24,283 | |
4 | Bank of America Corp. | 1.319% | 6/19/26 | 17,500 | 17,544 |
Bank of America Corp. | 4.250% | 10/22/26 | 15,915 | 18,237 | |
4 | Bank of America Corp. | 3.559% | 4/23/27 | 39,330 | 43,840 |
Bank of America Corp. | 3.248% | 10/21/27 | 42,300 | 46,684 | |
4 | Bank of America Corp. | 3.824% | 1/20/28 | 7,992 | 9,020 |
4 | Bank of America Corp. | 3.705% | 4/24/28 | 25,875 | 29,243 |
4 | Bank of America Corp. | 3.593% | 7/21/28 | 35,625 | 40,015 |
4 | Bank of America Corp. | 3.419% | 12/20/28 | 75,985 | 84,638 |
4 | Bank of America Corp. | 3.970% | 3/5/29 | 10,000 | 11,436 |
4 | Bank of America Corp. | 4.271% | 7/23/29 | 20,000 | 23,549 |
4 | Bank of America Corp. | 3.194% | 7/23/30 | 2,865 | 3,168 |
4 | Bank of America Corp. | 2.884% | 10/22/30 | 17,000 | 18,396 |
4 | Bank of America Corp. | 2.496% | 2/13/31 | 40,955 | 42,901 |
4 | Bank of America Corp. | 2.592% | 4/29/31 | 62,048 | 65,631 |
Bank of America Corp. | 6.110% | 1/29/37 | 17,687 | 25,126 | |
4 | Bank of America Corp. | 4.244% | 4/24/38 | 19,571 | 23,991 |
Bank of America Corp. | 7.750% | 5/14/38 | 17,790 | 29,218 | |
4 | Bank of America Corp. | 4.078% | 4/23/40 | 22,905 | 27,960 |
4 | Bank of America Corp. | 2.676% | 6/19/41 | 25,700 | 26,375 |
Bank of America Corp. | 5.875% | 2/7/42 | 13,775 | 20,435 | |
Bank of America Corp. | 5.000% | 1/21/44 | 21,483 | 29,615 | |
Bank of America Corp. | 4.875% | 4/1/44 | 11,875 | 15,922 | |
Bank of America Corp. | 4.750% | 4/21/45 | 2,875 | 3,779 | |
4 | Bank of America Corp. | 4.443% | 1/20/48 | 28,475 | 36,809 |
4 | Bank of America Corp. | 3.946% | 1/23/49 | 10,575 | 12,749 |
4 | Bank of America Corp. | 4.330% | 3/15/50 | 2,600 | 3,351 |
4 | Bank of America Corp. | 4.083% | 3/20/51 | 63,085 | 78,838 |
Bank of America NA | 6.000% | 10/15/36 | 7,400 | 10,550 |
42
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Bank of Montreal | 3.100% | 4/13/21 | 17,000 | 17,340 | |
Bank of Montreal | 1.900% | 8/27/21 | 17,600 | 17,913 | |
Bank of Montreal | 2.900% | 3/26/22 | 27,150 | 28,276 | |
Bank of Montreal | 2.350% | 9/11/22 | 1,503 | 1,565 | |
Bank of Montreal | 2.550% | 11/6/22 | 928 | 966 | |
Bank of Montreal | 3.300% | 2/5/24 | 7,960 | 8,638 | |
Bank of Montreal | 2.500% | 6/28/24 | 8,700 | 9,215 | |
Bank of Montreal | 1.850% | 5/1/25 | 16,900 | 17,440 | |
4 | Bank of Montreal | 4.338% | 10/5/28 | 3,850 | 4,081 |
4 | Bank of Montreal | 3.803% | 12/15/32 | 18,390 | 19,608 |
Bank of New York Mellon Corp. | 3.550% | 9/23/21 | 3,150 | 3,261 | |
Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 9,150 | 9,447 | |
Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 21,000 | 21,680 | |
Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 38,570 | 41,027 | |
Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 4,500 | 4,861 | |
4 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 15,938 | 16,553 |
Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 8,000 | 8,669 | |
Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 8,000 | 8,338 | |
Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 1,100 | 1,210 | |
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 2,875 | 3,155 | |
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 7,422 | 8,133 | |
Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 200 | 220 | |
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 3,075 | 3,398 | |
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 4,500 | 4,888 | |
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 12,900 | 14,621 | |
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 6,200 | 7,121 | |
4 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 6,975 | 7,885 |
Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 3,700 | 4,051 | |
Bank of Nova Scotia | 2.800% | 7/21/21 | 16,580 | 17,006 | |
Bank of Nova Scotia | 2.700% | 3/7/22 | 1,600 | 1,660 | |
Bank of Nova Scotia | 2.000% | 11/15/22 | 3,750 | 3,861 | |
Bank of Nova Scotia | 2.375% | 1/18/23 | 17,350 | 18,034 | |
Bank of Nova Scotia | 1.950% | 2/1/23 | 21,300 | 21,938 | |
Bank of Nova Scotia | 2.200% | 2/3/25 | 26,885 | 28,145 | |
Bank of Nova Scotia | 1.300% | 6/11/25 | 20,000 | 20,127 | |
Bank of Nova Scotia | 4.500% | 12/16/25 | 19,100 | 21,537 | |
Bank of Nova Scotia | 2.700% | 8/3/26 | 23,425 | 25,537 | |
Bank One Corp. | 7.625% | 10/15/26 | 875 | 1,166 | |
Bank One Corp. | 8.000% | 4/29/27 | 2,500 | 3,488 | |
Bank One Michigan | 8.250% | 11/1/24 | 6,000 | 7,500 | |
Barclays plc | 3.200% | 8/10/21 | 3,500 | 3,579 | |
Barclays plc | 3.684% | 1/10/23 | 18,925 | 19,583 | |
4 | Barclays plc | 4.610% | 2/15/23 | 17,800 | 18,732 |
4 | Barclays plc | 4.338% | 5/16/24 | 14,800 | 15,947 |
Barclays plc | 3.650% | 3/16/25 | 14,900 | 16,156 | |
4 | Barclays plc | 3.932% | 5/7/25 | 45,920 | 49,439 |
Barclays plc | 4.375% | 1/12/26 | 17,200 | 19,333 | |
4 | Barclays plc | 2.852% | 5/7/26 | 15,700 | 16,486 |
Barclays plc | 5.200% | 5/12/26 | 19,105 | 21,310 | |
Barclays plc | 4.337% | 1/10/28 | 13,206 | 14,698 | |
Barclays plc | 4.836% | 5/9/28 | 26,410 | 28,973 | |
4 | Barclays plc | 4.972% | 5/16/29 | 14,400 | 16,759 |
4 | Barclays plc | 5.088% | 6/20/30 | 10,530 | 11,867 |
Barclays plc | 2.645% | 6/24/31 | 20,000 | 20,001 |
43
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Barclays plc | 4.950% | 1/10/47 | 5,000 | 6,500 | |
BBVA USA | 2.875% | 6/29/22 | 14,100 | 14,203 | |
BNP Paribas SA | 5.000% | 1/15/21 | 4 | 4 | |
BNP Paribas SA | 3.250% | 3/3/23 | 4,625 | 4,930 | |
6 | BNP Paribas SA | 3.800% | 1/10/24 | 500 | 539 |
BNP Paribas SA | 4.250% | 10/15/24 | 1,330 | 1,465 | |
4,6 | BNP Paribas SA | 3.052% | 1/13/31 | 6,955 | 7,329 |
BPCE SA | 2.750% | 12/2/21 | 13,750 | 14,182 | |
6 | BPCE SA | 3.000% | 5/22/22 | 5,700 | 5,891 |
BPCE SA | 4.000% | 4/15/24 | 10,980 | 12,127 | |
BPCE SA | 3.375% | 12/2/26 | 4,000 | 4,440 | |
6 | BPCE SA | 3.250% | 1/11/28 | 275 | 300 |
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 16,025 | 16,600 | |
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 2,900 | 2,903 | |
Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 8,000 | 8,707 | |
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 10,625 | 11,363 | |
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 5,445 | 5,679 | |
Capital One Bank USA NA | 3.375% | 2/15/23 | 15,110 | 15,863 | |
Capital One Financial Corp. | 4.750% | 7/15/21 | 445 | 463 | |
Capital One Financial Corp. | 3.050% | 3/9/22 | 7,350 | 7,626 | |
Capital One Financial Corp. | 3.200% | 1/30/23 | 22,000 | 23,235 | |
Capital One Financial Corp. | 2.600% | 5/11/23 | 5,000 | 5,237 | |
Capital One Financial Corp. | 3.500% | 6/15/23 | 1,378 | 1,476 | |
Capital One Financial Corp. | 3.900% | 1/29/24 | 4,000 | 4,349 | |
Capital One Financial Corp. | 3.750% | 4/24/24 | 8,070 | 8,774 | |
Capital One Financial Corp. | 3.300% | 10/30/24 | 14,194 | 15,223 | |
Capital One Financial Corp. | 3.200% | 2/5/25 | 7,000 | 7,515 | |
Capital One Financial Corp. | 4.250% | 4/30/25 | 1,530 | 1,725 | |
Capital One Financial Corp. | 4.200% | 10/29/25 | 625 | 694 | |
Capital One Financial Corp. | 3.750% | 7/28/26 | 12,700 | 13,867 | |
Capital One Financial Corp. | 3.750% | 3/9/27 | 4,750 | 5,246 | |
Capital One Financial Corp. | 3.650% | 5/11/27 | 12,000 | 13,111 | |
Capital One Financial Corp. | 3.800% | 1/31/28 | 19,950 | 22,170 | |
Citibank NA | 3.400% | 7/23/21 | 12,725 | 13,106 | |
Citigroup Inc. | 2.350% | 8/2/21 | 7,850 | 7,998 | |
Citigroup Inc. | 2.900% | 12/8/21 | 35,350 | 36,407 | |
Citigroup Inc. | 4.500% | 1/14/22 | 4,675 | 4,944 | |
Citigroup Inc. | 2.750% | 4/25/22 | 21,100 | 21,864 | |
Citigroup Inc. | 4.050% | 7/30/22 | 9,500 | 10,085 | |
Citigroup Inc. | 2.700% | 10/27/22 | 5,000 | 5,219 | |
4 | Citigroup Inc. | 2.312% | 11/4/22 | 8,025 | 8,185 |
4 | Citigroup Inc. | 3.142% | 1/24/23 | 22,000 | 22,752 |
Citigroup Inc. | 3.375% | 3/1/23 | 1,925 | 2,032 | |
Citigroup Inc. | 3.500% | 5/15/23 | 22,865 | 24,408 | |
4 | Citigroup Inc. | 2.876% | 7/24/23 | 7,650 | 7,937 |
Citigroup Inc. | 3.875% | 10/25/23 | 25,880 | 28,428 | |
4 | Citigroup Inc. | 4.044% | 6/1/24 | 4,900 | 5,322 |
Citigroup Inc. | 3.750% | 6/16/24 | 2,400 | 2,648 | |
Citigroup Inc. | 4.000% | 8/5/24 | 5,525 | 6,017 | |
Citigroup Inc. | 3.875% | 3/26/25 | 20,019 | 21,978 | |
Citigroup Inc. | 3.300% | 4/27/25 | 1,950 | 2,142 | |
Citigroup Inc. | 4.400% | 6/10/25 | 49,525 | 55,348 | |
Citigroup Inc. | 5.500% | 9/13/25 | 4,400 | 5,221 | |
Citigroup Inc. | 3.700% | 1/12/26 | 7,702 | 8,597 |
44
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Citigroup Inc. | 4.600% | 3/9/26 | 27,650 | 31,593 | |
4 | Citigroup Inc. | 3.106% | 4/8/26 | 47,000 | 50,392 |
Citigroup Inc. | 3.400% | 5/1/26 | 10,250 | 11,343 | |
Citigroup Inc. | 3.200% | 10/21/26 | 31,250 | 34,213 | |
Citigroup Inc. | 4.300% | 11/20/26 | 7,850 | 8,952 | |
Citigroup Inc. | 4.450% | 9/29/27 | 30,500 | 34,769 | |
4 | Citigroup Inc. | 3.887% | 1/10/28 | 25,625 | 28,797 |
Citigroup Inc. | 6.625% | 1/15/28 | 25 | 33 | |
4 | Citigroup Inc. | 3.668% | 7/24/28 | 48,950 | 54,488 |
Citigroup Inc. | 4.125% | 7/25/28 | 600 | 678 | |
4 | Citigroup Inc. | 3.520% | 10/27/28 | 15,050 | 16,665 |
4 | Citigroup Inc. | 3.980% | 3/20/30 | 8,075 | 9,249 |
4 | Citigroup Inc. | 2.976% | 11/5/30 | 46,100 | 48,972 |
4 | Citigroup Inc. | 2.666% | 1/29/31 | 3,680 | 3,820 |
4 | Citigroup Inc. | 4.412% | 3/31/31 | 68,100 | 80,347 |
4 | Citigroup Inc. | 2.572% | 6/3/31 | 19,000 | 19,627 |
Citigroup Inc. | 6.625% | 6/15/32 | 225 | 308 | |
Citigroup Inc. | 5.875% | 2/22/33 | 3,000 | 3,890 | |
Citigroup Inc. | 6.000% | 10/31/33 | 5,485 | 7,254 | |
Citigroup Inc. | 6.125% | 8/25/36 | 10,318 | 13,968 | |
4 | Citigroup Inc. | 3.878% | 1/24/39 | 11,125 | 12,953 |
Citigroup Inc. | 8.125% | 7/15/39 | 17,836 | 30,854 | |
4 | Citigroup Inc. | 5.316% | 3/26/41 | 17,550 | 23,664 |
Citigroup Inc. | 5.875% | 1/30/42 | 13,339 | 19,362 | |
Citigroup Inc. | 6.675% | 9/13/43 | 4,600 | 7,108 | |
Citigroup Inc. | 4.950% | 11/7/43 | 8,250 | 9,210 | |
Citigroup Inc. | 5.300% | 5/6/44 | 6,200 | 8,245 | |
Citigroup Inc. | 4.650% | 7/30/45 | 7,275 | 9,377 | |
Citigroup Inc. | 4.750% | 5/18/46 | 1,658 | 2,121 | |
4 | Citigroup Inc. | 4.281% | 4/24/48 | 1,850 | 2,291 |
Citigroup Inc. | 4.650% | 7/23/48 | 9,745 | 12,820 | |
Citizens Bank NA | 3.250% | 2/14/22 | 12,000 | 12,424 | |
Citizens Bank NA | 2.650% | 5/26/22 | 5,600 | 5,789 | |
Citizens Bank NA | 3.700% | 3/29/23 | 9,000 | 9,650 | |
Citizens Bank NA | 3.750% | 2/18/26 | 3,900 | 4,371 | |
Citizens Financial Group Inc. | 2.375% | 7/28/21 | 1,000 | 1,014 | |
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 3,950 | 4,398 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 950 | 1,025 | |
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 11,045 | 11,271 | |
Comerica Bank | 4.000% | 7/27/25 | 2,975 | 3,224 | |
Comerica Inc. | 3.700% | 7/31/23 | 19,887 | 21,445 | |
Comerica Inc. | 3.800% | 7/22/26 | 850 | 893 | |
Comerica Inc. | 4.000% | 2/1/29 | 300 | 338 | |
6 | Commonwealth Bank of Australia | 2.750% | 3/10/22 | 2,600 | 2,697 |
6 | Commonwealth Bank of Australia | 3.350% | 6/4/24 | 40,150 | 43,934 |
6 | Commonwealth Bank of Australia | 2.625% | 9/6/26 | 500 | 543 |
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 14,500 | 15,002 | |
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 19,821 | 20,914 | |
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 43,693 | 46,196 | |
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 13,410 | 14,765 | |
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 12,076 | 13,429 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 9,175 | 10,277 | |
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 7,725 | 8,468 | |
Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 663 | 926 |
45
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 2,375 | 3,417 | |
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 15,873 | 21,468 | |
Credit Suisse AG | 3.000% | 10/29/21 | 12,050 | 12,456 | |
Credit Suisse AG | 2.100% | 11/12/21 | 6,900 | 7,038 | |
Credit Suisse AG | 1.000% | 5/5/23 | 22,750 | 22,893 | |
Credit Suisse AG | 3.625% | 9/9/24 | 7,847 | 8,658 | |
Credit Suisse AG | 2.950% | 4/9/25 | 1,137 | 1,236 | |
6 | Credit Suisse Group AG | 3.574% | 1/9/23 | 19,625 | 20,308 |
6 | Credit Suisse Group AG | 4.282% | 1/9/28 | 5,700 | 6,379 |
4,6 | Credit Suisse Group AG | 4.194% | 4/1/31 | 5,000 | 5,735 |
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 1,450 | 1,538 | |
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 6/9/23 | 18,815 | 20,221 | |
Credit Suisse Group Funding Guernsey Ltd. | 3.750% | 3/26/25 | 32,302 | 35,377 | |
Credit Suisse Group Funding Guernsey Ltd. | 4.550% | 4/17/26 | 22,800 | 26,220 | |
Credit Suisse Group Funding Guernsey Ltd. | 4.875% | 5/15/45 | 12,580 | 16,623 | |
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 4,791 | 7,267 | |
Deutsche Bank AG | 4.250% | 10/14/21 | 20,575 | 21,092 | |
Deutsche Bank AG | 5.000% | 2/14/22 | 3,425 | 3,590 | |
Deutsche Bank AG | 3.300% | 11/16/22 | 5,900 | 6,025 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 15,000 | 15,576 | |
Deutsche Bank AG | 3.700% | 5/30/24 | 4,350 | 4,497 | |
4 | Deutsche Bank AG | 3.961% | 11/26/25 | 13,000 | 13,578 |
Deutsche Bank AG | 4.100% | 1/13/26 | 3,475 | 3,683 | |
Discover Bank | 3.200% | 8/9/21 | 1,400 | 1,428 | |
Discover Bank | 3.350% | 2/6/23 | 9,300 | 9,869 | |
Discover Bank | 4.200% | 8/8/23 | 9,475 | 10,357 | |
Discover Bank | 2.450% | 9/12/24 | 6,400 | 6,712 | |
Discover Bank | 4.250% | 3/13/26 | 2,175 | 2,442 | |
Discover Bank | 3.450% | 7/27/26 | 6,250 | 6,759 | |
4 | Discover Bank | 4.682% | 8/9/28 | 3,000 | 3,027 |
Discover Bank | 2.700% | 2/6/30 | 3,000 | 3,002 | |
Discover Financial Services | 5.200% | 4/27/22 | 1,050 | 1,121 | |
Discover Financial Services | 3.850% | 11/21/22 | 5,630 | 5,960 | |
Discover Financial Services | 3.950% | 11/6/24 | 15,800 | 17,184 | |
Discover Financial Services | 3.750% | 3/4/25 | 12,486 | 13,462 | |
Discover Financial Services | 4.500% | 1/30/26 | 18,350 | 20,577 | |
Discover Financial Services | 4.100% | 2/9/27 | 5,300 | 5,776 | |
Fifth Third Bancorp | 3.500% | 3/15/22 | 7,725 | 8,082 | |
Fifth Third Bancorp | 4.300% | 1/16/24 | 7,050 | 7,769 | |
Fifth Third Bancorp | 3.650% | 1/25/24 | 13,138 | 14,301 | |
Fifth Third Bancorp | 2.375% | 1/28/25 | 3,600 | 3,793 | |
Fifth Third Bancorp | 2.550% | 5/5/27 | 1,000 | 1,068 | |
Fifth Third Bancorp | 3.950% | 3/14/28 | 4,400 | 5,148 | |
Fifth Third Bancorp | 8.250% | 3/1/38 | 9,138 | 14,762 | |
Fifth Third Bank | 3.350% | 7/26/21 | 5,625 | 5,752 | |
Fifth Third Bank | 1.800% | 1/30/23 | 5,285 | 5,429 | |
Fifth Third Bank | 3.950% | 7/28/25 | 10,900 | 12,571 | |
Fifth Third Bank | 3.850% | 3/15/26 | 10,500 | 11,758 | |
Fifth Third Bank | 2.250% | 2/1/27 | 3,400 | 3,599 | |
First Horizon National Corp. | 4.000% | 5/26/25 | 3,000 | 3,137 | |
First Republic Bank | 2.500% | 6/6/22 | 9,800 | 10,093 | |
4 | First Republic Bank | 1.912% | 2/12/24 | 3,000 | 3,067 |
First Republic Bank | 4.375% | 8/1/46 | 1,725 | 2,026 | |
First Republic Bank | 4.625% | 2/13/47 | 2,675 | 3,214 |
46
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
FirstMerit Bank NA | 4.270% | 11/25/26 | 2,150 | 2,441 | |
Goldman Sachs Capital I | 6.345% | 2/15/34 | 9,435 | 12,737 | |
Goldman Sachs Group Inc. | 2.600% | 12/27/20 | 11,180 | 11,292 | |
Goldman Sachs Group Inc. | 5.250% | 7/27/21 | 9,561 | 10,039 | |
Goldman Sachs Group Inc. | 2.350% | 11/15/21 | 8,650 | 8,693 | |
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 25,044 | 27,017 | |
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 36,220 | 36,722 | |
4 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 28,525 | 29,241 |
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 23,459 | 25,127 | |
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 20,315 | 21,560 | |
4 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 25,000 | 25,903 |
4 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 15,000 | 15,581 |
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 32,500 | 35,302 | |
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 29,950 | 33,014 | |
Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 7,878 | 8,686 | |
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 19,580 | 21,341 | |
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,030 | 1,129 | |
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 9,029 | 9,987 | |
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 3,750 | 4,229 | |
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 51,600 | 57,539 | |
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 53,115 | 58,296 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 3,845 | 4,812 | |
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 22,750 | 25,673 | |
4 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 34,575 | 38,667 |
4 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 30,359 | 34,296 |
4 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 15,275 | 17,743 |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 5,000 | 5,242 | |
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 36,740 | 41,754 | |
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 8,400 | 11,594 | |
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 38,774 | 56,184 | |
4 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 12,647 | 14,705 |
4 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 16,050 | 19,494 |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 18,091 | 27,089 | |
Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 28,520 | 37,225 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 22,225 | 29,270 | |
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 2,200 | 2,856 | |
HSBC Bank USA NA | 7.000% | 1/15/39 | 7,726 | 11,501 | |
HSBC Holdings plc | 2.650% | 1/5/22 | 30,865 | 31,819 | |
HSBC Holdings plc | 4.875% | 1/14/22 | 1,895 | 2,015 | |
HSBC Holdings plc | 4.000% | 3/30/22 | 2,580 | 2,724 | |
4 | HSBC Holdings plc | 3.262% | 3/13/23 | 32,815 | 33,954 |
HSBC Holdings plc | 3.600% | 5/25/23 | 15,300 | 16,423 | |
4 | HSBC Holdings plc | 3.033% | 11/22/23 | 4,000 | 4,165 |
HSBC Holdings plc | 4.250% | 3/14/24 | 10,600 | 11,404 | |
4 | HSBC Holdings plc | 3.950% | 5/18/24 | 33,900 | 36,429 |
4 | HSBC Holdings plc | 3.803% | 3/11/25 | 12,025 | 12,985 |
HSBC Holdings plc | 4.250% | 8/18/25 | 10,000 | 10,894 | |
4 | HSBC Holdings plc | 2.633% | 11/7/25 | 2,835 | 2,940 |
HSBC Holdings plc | 4.300% | 3/8/26 | 32,035 | 36,160 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 53,300 | 58,811 | |
4 | HSBC Holdings plc | 2.099% | 6/4/26 | 40,000 | 40,553 |
4 | HSBC Holdings plc | 4.292% | 9/12/26 | 39,600 | 43,906 |
HSBC Holdings plc | 4.375% | 11/23/26 | 21,300 | 23,705 | |
4 | HSBC Holdings plc | 4.041% | 3/13/28 | 12,700 | 13,980 |
47
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | HSBC Holdings plc | 4.583% | 6/19/29 | 7,500 | 8,621 |
HSBC Holdings plc | 4.950% | 3/31/30 | 31,105 | 37,189 | |
4 | HSBC Holdings plc | 2.848% | 6/4/31 | 12,600 | 12,935 |
HSBC Holdings plc | 7.625% | 5/17/32 | 575 | 801 | |
HSBC Holdings plc | 7.350% | 11/27/32 | 600 | 819 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 11,965 | 15,972 | |
HSBC Holdings plc | 6.500% | 9/15/37 | 29,083 | 39,389 | |
HSBC Holdings plc | 6.800% | 6/1/38 | 5,553 | 7,758 | |
HSBC Holdings plc | 6.100% | 1/14/42 | 4,325 | 6,149 | |
HSBC Holdings plc | 5.250% | 3/14/44 | 25,750 | 32,595 | |
HSBC USA Inc. | 3.500% | 6/23/24 | 11,475 | 12,609 | |
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 1,500 | 1,538 | |
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 9,948 | 11,276 | |
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 1,935 | 1,996 | |
Huntington National Bank | 3.125% | 4/1/22 | 4,500 | 4,691 | |
Huntington National Bank | 2.500% | 8/7/22 | 10,000 | 10,402 | |
Huntington National Bank | 1.800% | 2/3/23 | 10,000 | 10,300 | |
Huntington National Bank | 3.550% | 10/6/23 | 5,700 | 6,205 | |
ING Groep NV | 3.150% | 3/29/22 | 3,050 | 3,168 | |
ING Groep NV | 4.100% | 10/2/23 | 17,000 | 18,627 | |
ING Groep NV | 3.550% | 4/9/24 | 5,200 | 5,655 | |
ING Groep NV | 3.950% | 3/29/27 | 10,500 | 12,052 | |
ING Groep NV | 4.550% | 10/2/28 | 4,000 | 4,794 | |
ING Groep NV | 4.050% | 4/9/29 | 10,160 | 11,903 | |
JPMorgan Chase & Co. | 2.295% | 8/15/21 | 72,400 | 72,552 | |
JPMorgan Chase & Co. | 4.350% | 8/15/21 | 16,115 | 16,820 | |
JPMorgan Chase & Co. | 4.500% | 1/24/22 | 31,150 | 33,079 | |
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 24,350 | 25,779 | |
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 18,995 | 19,636 | |
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 8,799 | 9,340 | |
4 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 14,900 | 15,478 |
4 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 15,450 | 15,994 |
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 6,000 | 6,419 | |
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 15,475 | 16,303 | |
4 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 46,855 | 50,069 |
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 6,066 | 6,686 | |
4 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 23,450 | 23,768 |
4 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 6,025 | 6,533 |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 53,814 | 59,530 | |
4 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 3,000 | 3,296 |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 28,145 | 30,602 | |
4 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 25,850 | 27,756 |
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 23,341 | 26,348 | |
4 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 10,000 | 10,450 |
4 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 30,000 | 31,050 |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 43,000 | 47,887 | |
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 20,100 | 22,274 | |
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 51,625 | 56,537 | |
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 28,750 | 33,457 | |
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 10,100 | 11,724 | |
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 9,750 | 10,747 | |
4 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 29,075 | 32,953 |
4 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 38,350 | 42,830 |
4 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 43,930 | 50,788 |
48
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 27,925 | 32,778 |
4 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 450 | 514 |
JPMorgan Chase & Co. | 8.750% | 9/1/30 | 240 | 355 | |
4 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 105,587 | 129,062 |
4 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 37,000 | 38,918 |
4 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 29,000 | 30,791 |
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 11,465 | 17,673 | |
4 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 35,050 | 41,091 |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 25,084 | 36,656 | |
4 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 31,125 | 33,657 |
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 5,075 | 7,189 | |
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 14,010 | 20,393 | |
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 1,000 | 1,361 | |
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 14,100 | 18,907 | |
4 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 24,500 | 30,742 |
4 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 1,000 | 1,230 |
4 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 43,200 | 52,742 |
4 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 11,870 | 14,332 |
4 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 39,000 | 42,008 |
KeyBank NA | 2.500% | 11/22/21 | 11,000 | 11,291 | |
KeyBank NA | 2.400% | 6/9/22 | 1,550 | 1,604 | |
KeyBank NA | 2.300% | 9/14/22 | 9,550 | 9,906 | |
KeyBank NA | 3.375% | 3/7/23 | 4,000 | 4,298 | |
KeyBank NA | 3.300% | 6/1/25 | 4,817 | 5,367 | |
KeyBank NA | 3.400% | 5/20/26 | 2,000 | 2,225 | |
4 | KeyBank NA | 3.180% | 10/15/27 | 2,625 | 2,747 |
KeyBank NA | 6.950% | 2/1/28 | 500 | 634 | |
KeyCorp | 5.100% | 3/24/21 | 9,090 | 9,396 | |
KeyCorp | 4.150% | 10/29/25 | 6,750 | 7,710 | |
KeyCorp | 4.100% | 4/30/28 | 18,000 | 20,669 | |
KeyCorp | 2.550% | 10/1/29 | 6,400 | 6,578 | |
Lloyds Banking Group plc | 3.000% | 1/11/22 | 5,340 | 5,506 | |
4 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 10,675 | 10,995 |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 34,800 | 37,657 | |
4 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 18,670 | 19,370 |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 8,500 | 9,251 | |
Lloyds Banking Group plc | 4.450% | 5/8/25 | 7,000 | 7,928 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 21,246 | 23,479 | |
4 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 19,785 | 20,305 |
Lloyds Banking Group plc | 4.650% | 3/24/26 | 24,514 | 27,237 | |
Lloyds Banking Group plc | 3.750% | 1/11/27 | 9,750 | 10,729 | |
Lloyds Banking Group plc | 4.375% | 3/22/28 | 20,510 | 23,623 | |
Lloyds Banking Group plc | 4.550% | 8/16/28 | 4,150 | 4,839 | |
4 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 21,225 | 23,036 |
Lloyds Banking Group plc | 5.300% | 12/1/45 | 1,574 | 2,064 | |
Lloyds Banking Group plc | 4.344% | 1/9/48 | 5,525 | 6,431 | |
M&T Bank Corp. | 3.550% | 7/26/23 | 4,500 | 4,927 | |
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 7,195 | 7,850 | |
Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 7,000 | 7,770 | |
Mitsubishi UFJ Financial Group Inc. | 3.535% | 7/26/21 | 10,800 | 11,124 | |
Mitsubishi UFJ Financial Group Inc. | 2.190% | 9/13/21 | 9,466 | 9,631 | |
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 11,625 | 12,031 | |
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 22,750 | 23,696 | |
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 27,575 | 28,617 |
49
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 6,800 | 7,063 | |
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 12,780 | 13,638 | |
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 20,000 | 21,698 | |
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,000 | 3,138 | |
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 28,000 | 30,160 | |
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 14,800 | 15,717 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 14,300 | 14,756 | |
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 11,160 | 12,299 | |
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 652 | 734 | |
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 4,500 | 4,786 | |
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 8,619 | 9,549 | |
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 35,550 | 38,979 | |
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 13,650 | 15,584 | |
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 4,870 | 5,649 | |
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 10,000 | 11,271 | |
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 14,225 | 15,465 | |
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 7,855 | 8,145 | |
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 7,100 | 8,550 | |
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 750 | 895 | |
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 11,450 | 12,947 | |
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 3,175 | 3,396 | |
4 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 17,775 | 18,375 |
4 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 4,506 | 4,858 |
4 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 17,775 | 18,632 |
4 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 4,275 | 4,452 |
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 14,250 | 16,121 | |
4 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 5,600 | 6,450 |
4 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 17,200 | 18,548 |
4 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 5,000 | 5,153 |
Morgan Stanley | 5.750% | 1/25/21 | 40 | 41 | |
Morgan Stanley | 5.500% | 7/28/21 | 3,275 | 3,447 | |
Morgan Stanley | 2.625% | 11/17/21 | 10,435 | 10,722 | |
Morgan Stanley | 2.750% | 5/19/22 | 25,475 | 26,460 | |
Morgan Stanley | 4.875% | 11/1/22 | 16,525 | 17,972 | |
Morgan Stanley | 3.125% | 1/23/23 | 25,025 | 26,523 | |
Morgan Stanley | 4.100% | 5/22/23 | 20,525 | 22,120 | |
4 | Morgan Stanley | 3.737% | 4/24/24 | 6,349 | 6,844 |
Morgan Stanley | 3.875% | 4/29/24 | 26,540 | 29,319 | |
Morgan Stanley | 3.700% | 10/23/24 | 26,815 | 29,728 | |
Morgan Stanley | 4.000% | 7/23/25 | 61,975 | 70,095 | |
Morgan Stanley | 5.000% | 11/24/25 | 50,290 | 59,096 | |
Morgan Stanley | 3.875% | 1/27/26 | 28,029 | 31,737 | |
4 | Morgan Stanley | 2.188% | 4/28/26 | 9,400 | 9,764 |
Morgan Stanley | 3.125% | 7/27/26 | 37,700 | 41,446 | |
Morgan Stanley | 6.250% | 8/9/26 | 9,650 | 12,319 | |
Morgan Stanley | 4.350% | 9/8/26 | 24,070 | 27,662 | |
Morgan Stanley | 3.625% | 1/20/27 | 16,785 | 18,927 | |
Morgan Stanley | 3.950% | 4/23/27 | 5,255 | 5,892 | |
4 | Morgan Stanley | 3.591% | 7/22/28 | 20,765 | 23,365 |
4 | Morgan Stanley | 3.772% | 1/24/29 | 2,725 | 3,104 |
4 | Morgan Stanley | 4.431% | 1/23/30 | 11,000 | 13,062 |
4 | Morgan Stanley | 2.699% | 1/22/31 | 14,555 | 15,451 |
4 | Morgan Stanley | 3.622% | 4/1/31 | 140,400 | 160,636 |
Morgan Stanley | 7.250% | 4/1/32 | 7,000 | 10,474 |
50
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Morgan Stanley | 3.971% | 7/22/38 | 1,850 | 2,205 |
Morgan Stanley | 6.375% | 7/24/42 | 29,625 | 46,574 | |
Morgan Stanley | 4.300% | 1/27/45 | 19,394 | 24,340 | |
4 | Morgan Stanley | 5.597% | 3/24/51 | 31,386 | 47,540 |
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 5,600 | 5,823 | |
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 3,700 | 3,941 | |
MUFG Union Bank NA | 3.150% | 4/1/22 | 31,800 | 33,152 | |
MUFG Union Bank NA | 2.100% | 12/9/22 | 19,290 | 19,816 | |
National Australia Bank Ltd. | 1.875% | 7/12/21 | 5,500 | 5,575 | |
National Australia Bank Ltd. | 3.375% | 9/20/21 | 8,750 | 9,055 | |
National Australia Bank Ltd. | 3.700% | 11/4/21 | 6,000 | 6,254 | |
National Australia Bank Ltd. | 2.800% | 1/10/22 | 3,250 | 3,359 | |
National Australia Bank Ltd. | 2.500% | 5/22/22 | 7,600 | 7,874 | |
National Australia Bank Ltd. | 3.000% | 1/20/23 | 3,200 | 3,388 | |
National Australia Bank Ltd. | 3.375% | 1/14/26 | 3,350 | 3,748 | |
National Australia Bank Ltd. | 2.500% | 7/12/26 | 12,175 | 13,265 | |
National Bank of Canada | 2.100% | 2/1/23 | 12,945 | 13,262 | |
Northern Trust Corp. | 2.375% | 8/2/22 | 5,480 | 5,686 | |
Northern Trust Corp. | 3.950% | 10/30/25 | 8,750 | 10,100 | |
Northern Trust Corp. | 3.650% | 8/3/28 | 3,425 | 3,996 | |
Northern Trust Corp. | 3.150% | 5/3/29 | 4,200 | 4,791 | |
4 | Northern Trust Corp. | 3.375% | 5/8/32 | 4,950 | 5,294 |
People’s United Bank NA | 4.000% | 7/15/24 | 3,000 | 3,121 | |
People’s United Financial Inc. | 3.650% | 12/6/22 | 5,695 | 5,887 | |
PNC Bank NA | 2.550% | 12/9/21 | 17,100 | 17,537 | |
PNC Bank NA | 2.625% | 2/17/22 | 20,800 | 21,444 | |
PNC Bank NA | 2.450% | 7/28/22 | 925 | 959 | |
PNC Bank NA | 2.700% | 11/1/22 | 16,088 | 16,810 | |
4 | PNC Bank NA | 2.028% | 12/9/22 | 6,440 | 6,566 |
PNC Bank NA | 2.950% | 1/30/23 | 4,500 | 4,736 | |
PNC Bank NA | 3.300% | 10/30/24 | 3,850 | 4,222 | |
PNC Bank NA | 2.950% | 2/23/25 | 5,750 | 6,252 | |
PNC Bank NA | 3.250% | 6/1/25 | 13,401 | 14,859 | |
PNC Bank NA | 4.200% | 11/1/25 | 4,625 | 5,384 | |
PNC Bank NA | 3.100% | 10/25/27 | 275 | 308 | |
PNC Bank NA | 3.250% | 1/22/28 | 10,775 | 12,145 | |
PNC Bank NA | 4.050% | 7/26/28 | 13,750 | 16,114 | |
PNC Bank NA | 2.700% | 10/22/29 | 3,500 | 3,724 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 5,300 | 5,578 | |
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 17,328 | 18,884 | |
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 18,229 | 20,075 | |
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 19,075 | 21,323 | |
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 13,400 | 15,457 | |
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 15,955 | 17,147 | |
PNC Funding Corp. | 3.300% | 3/8/22 | 2,740 | 2,860 | |
4 | Regions Bank | 3.374% | 8/13/21 | 5,950 | 5,950 |
Regions Bank | 6.450% | 6/26/37 | 1,514 | 2,043 | |
Regions Financial Corp. | 2.750% | 8/14/22 | 2,625 | 2,733 | |
Regions Financial Corp. | 3.800% | 8/14/23 | 7,000 | 7,612 | |
Regions Financial Corp. | 2.250% | 5/18/25 | 3,100 | 3,239 | |
Regions Financial Corp. | 7.375% | 12/10/37 | 7,000 | 9,856 | |
Royal Bank of Canada | 3.200% | 4/30/21 | 25,100 | 25,690 | |
Royal Bank of Canada | 2.750% | 2/1/22 | 13,000 | 13,471 | |
Royal Bank of Canada | 2.800% | 4/29/22 | 14,000 | 14,575 |
51
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Royal Bank of Canada | 1.950% | 1/17/23 | 5,425 | 5,590 | |
Royal Bank of Canada | 1.600% | 4/17/23 | 750 | 769 | |
Royal Bank of Canada | 3.700% | 10/5/23 | 8,800 | 9,601 | |
Royal Bank of Canada | 2.550% | 7/16/24 | 7,800 | 8,283 | |
Royal Bank of Canada | 2.250% | 11/1/24 | 35,000 | 36,825 | |
Royal Bank of Canada | 1.150% | 6/10/25 | 16,800 | 16,826 | |
Royal Bank of Canada | 4.650% | 1/27/26 | 6,400 | 7,452 | |
Royal Bank of Scotland Group plc | 6.125% | 12/15/22 | 5,000 | 5,458 | |
4 | Royal Bank of Scotland Group plc | 3.498% | 5/15/23 | 10,050 | 10,425 |
Royal Bank of Scotland Group plc | 6.100% | 6/10/23 | 8,000 | 8,817 | |
Royal Bank of Scotland Group plc | 3.875% | 9/12/23 | 24,300 | 26,199 | |
Royal Bank of Scotland Group plc | 6.000% | 12/19/23 | 5,550 | 6,217 | |
Royal Bank of Scotland Group plc | 5.125% | 5/28/24 | 23,143 | 25,184 | |
4 | Royal Bank of Scotland Group plc | 4.519% | 6/25/24 | 22,000 | 23,900 |
4 | Royal Bank of Scotland Group plc | 4.269% | 3/22/25 | 11,500 | 12,503 |
Royal Bank of Scotland Group plc | 4.800% | 4/5/26 | 1,700 | 1,957 | |
4 | Royal Bank of Scotland Group plc | 3.073% | 5/22/28 | 27,546 | 28,935 |
4 | Royal Bank of Scotland Group plc | 4.892% | 5/18/29 | 15,800 | 18,614 |
4 | Royal Bank of Scotland Group plc | 3.754% | 11/1/29 | 2,225 | 2,306 |
4 | Royal Bank of Scotland Group plc | 5.076% | 1/27/30 | 30,500 | 36,492 |
4 | Royal Bank of Scotland Group plc | 4.445% | 5/8/30 | 2,155 | 2,482 |
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 11,400 | 11,841 | |
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 5,000 | 5,228 | |
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 18,500 | 19,915 | |
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 21,818 | 22,691 | |
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 37,150 | 39,949 | |
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 7,375 | 7,545 | |
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 7,000 | 7,245 | |
4 | Santander UK Group Holdings plc | 3.373% | 1/5/24 | 7,300 | 7,636 |
4 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 4,000 | 4,380 |
Santander UK plc | 2.100% | 1/13/23 | 22,360 | 23,087 | |
Santander UK plc | 4.000% | 3/13/24 | 12,350 | 13,608 | |
Santander UK plc | 2.875% | 6/18/24 | 3,450 | 3,676 | |
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 8,800 | 8,932 | |
Skandinaviska Enskilda Banken AB | 1.875% | 9/13/21 | 20,850 | 21,163 | |
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 12,500 | 12,982 | |
6 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 1,020 |
4,6 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 1,135 |
4 | State Street Corp. | 2.653% | 5/15/23 | 12,000 | 12,434 |
State Street Corp. | 3.100% | 5/15/23 | 19,007 | 20,433 | |
State Street Corp. | 3.700% | 11/20/23 | 373 | 413 | |
4 | State Street Corp. | 3.776% | 12/3/24 | 5,800 | 6,389 |
State Street Corp. | 3.550% | 8/18/25 | 11,086 | 12,608 | |
4 | State Street Corp. | 2.354% | 11/1/25 | 13,825 | 14,623 |
4,6 | State Street Corp. | 2.901% | 3/30/26 | 2,000 | 2,165 |
State Street Corp. | 2.650% | 5/19/26 | 4,725 | 5,184 | |
4 | State Street Corp. | 4.141% | 12/3/29 | 2,250 | 2,704 |
State Street Corp. | 2.400% | 1/24/30 | 16,130 | 17,189 | |
4 | State Street Corp. | 3.031% | 11/1/34 | 2,850 | 3,039 |
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 1,725 | 1,807 | |
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 550 | 577 | |
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 5,350 | 5,816 | |
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 5,875 | 6,408 | |
Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 9,400 | 10,192 |
52
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 2,500 | 2,778 | |
Sumitomo Mitsui Financial Group Inc. | 2.058% | 7/14/21 | 6,850 | 6,963 | |
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 8,950 | 9,156 | |
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 10,000 | 10,313 | |
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 8,350 | 8,683 | |
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 8,000 | 8,352 | |
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 7,300 | 7,713 | |
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 10,000 | 10,830 | |
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 7,262 | 7,952 | |
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 32,450 | 34,334 | |
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 33,700 | 35,366 | |
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 4,715 | 4,920 | |
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 18,600 | 21,035 | |
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 17,900 | 19,015 | |
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 16,425 | 17,809 | |
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 2,000 | 2,179 | |
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 5,350 | 5,846 | |
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 14,400 | 15,913 | |
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 8,775 | 10,025 | |
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 3,575 | 4,185 | |
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 12,500 | 13,441 | |
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 6,400 | 6,751 | |
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 3,600 | 3,785 | |
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 6,955 | 7,401 | |
SVB Financial Group | 3.500% | 1/29/25 | 3,603 | 3,807 | |
SVB Financial Group | 3.125% | 6/5/30 | 3,000 | 3,210 | |
Svenska Handelsbanken AB | 2.450% | 3/30/21 | 34,759 | 35,235 | |
Svenska Handelsbanken AB | 1.875% | 9/7/21 | 4,525 | 4,593 | |
Synchrony Bank | 3.000% | 6/15/22 | 2,375 | 2,424 | |
Synchrony Financial | 3.750% | 8/15/21 | 7,450 | 7,571 | |
Synchrony Financial | 2.850% | 7/25/22 | 1,900 | 1,914 | |
Synchrony Financial | 4.375% | 3/19/24 | 1,625 | 1,712 | |
Synchrony Financial | 4.250% | 8/15/24 | 2,350 | 2,465 | |
Synchrony Financial | 4.500% | 7/23/25 | 15,525 | 16,487 | |
Synchrony Financial | 3.700% | 8/4/26 | 4,325 | 4,439 | |
Synchrony Financial | 3.950% | 12/1/27 | 12,415 | 12,919 | |
Synchrony Financial | 5.150% | 3/19/29 | 6,250 | 7,033 | |
4 | Synovus Bank | 2.289% | 2/10/23 | 1,750 | 1,768 |
Synovus Financial Corp. | 3.125% | 11/1/22 | 2,775 | 2,816 | |
Toronto-Dominion Bank | 2.500% | 12/14/20 | 21,344 | 21,530 | |
Toronto-Dominion Bank | 2.125% | 4/7/21 | 23,600 | 23,924 | |
Toronto-Dominion Bank | 1.800% | 7/13/21 | 17,100 | 17,355 | |
Toronto-Dominion Bank | 1.900% | 12/1/22 | 9,950 | 10,266 | |
Toronto-Dominion Bank | 0.750% | 6/12/23 | 14,800 | 14,845 | |
Toronto-Dominion Bank | 3.500% | 7/19/23 | 5,000 | 5,455 | |
Toronto-Dominion Bank | 3.250% | 3/11/24 | 19,900 | 21,658 | |
Toronto-Dominion Bank | 2.650% | 6/12/24 | 7,500 | 8,017 | |
Toronto-Dominion Bank | 1.150% | 6/12/25 | 10,000 | 10,088 | |
4 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 6,400 | 7,152 |
Truist Bank | 2.850% | 4/1/21 | 3,000 | 3,047 | |
Truist Bank | 2.625% | 1/15/22 | 10,232 | 10,552 | |
Truist Bank | 2.800% | 5/17/22 | 4,000 | 4,165 | |
Truist Bank | 2.450% | 8/1/22 | 8,583 | 8,893 | |
4 | Truist Bank | 3.502% | 8/2/22 | 4,400 | 4,529 |
53
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Truist Bank | 3.000% | 2/2/23 | 5,000 | 5,288 | |
Truist Bank | 2.750% | 5/1/23 | 2,150 | 2,268 | |
Truist Bank | 3.200% | 4/1/24 | 39,615 | 42,947 | |
4 | Truist Bank | 3.689% | 8/2/24 | 8,900 | 9,638 |
Truist Bank | 2.150% | 12/6/24 | 9,810 | 10,325 | |
Truist Bank | 3.625% | 9/16/25 | 9,350 | 10,401 | |
Truist Bank | 4.050% | 11/3/25 | 10,000 | 11,540 | |
Truist Bank | 3.300% | 5/15/26 | 3,000 | 3,308 | |
Truist Bank | 3.800% | 10/30/26 | 3,450 | 3,921 | |
Truist Financial Corp. | 2.900% | 3/3/21 | 2,525 | 2,562 | |
Truist Financial Corp. | 3.200% | 9/3/21 | 8,000 | 8,239 | |
Truist Financial Corp. | 2.700% | 1/27/22 | 10,025 | 10,338 | |
Truist Financial Corp. | 3.950% | 3/22/22 | 2,049 | 2,143 | |
Truist Financial Corp. | 2.750% | 4/1/22 | 7,000 | 7,254 | |
Truist Financial Corp. | 3.050% | 6/20/22 | 7,000 | 7,325 | |
Truist Financial Corp. | 3.750% | 12/6/23 | 600 | 657 | |
Truist Financial Corp. | 2.500% | 8/1/24 | 10,525 | 11,186 | |
Truist Financial Corp. | 2.850% | 10/26/24 | 19,544 | 21,024 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 6,999 | 7,962 | |
Truist Financial Corp. | 3.700% | 6/5/25 | 23,098 | 26,131 | |
Truist Financial Corp. | 1.200% | 8/5/25 | 6,000 | 6,060 | |
Truist Financial Corp. | 3.875% | 3/19/29 | 6,609 | 7,474 | |
Truist Financial Corp. | 1.950% | 6/5/30 | 5,000 | 5,081 | |
4,6 | UBS Group AG | 3.126% | 8/13/30 | 2,955 | 3,195 |
US Bancorp | 2.625% | 1/24/22 | 10,050 | 10,376 | |
US Bancorp | 3.000% | 3/15/22 | 4,225 | 4,410 | |
US Bancorp | 2.950% | 7/15/22 | 10,725 | 11,248 | |
US Bancorp | 3.700% | 1/30/24 | 11,050 | 12,135 | |
US Bancorp | 3.375% | 2/5/24 | 11,500 | 12,559 | |
US Bancorp | 2.400% | 7/30/24 | 11,100 | 11,794 | |
US Bancorp | 3.600% | 9/11/24 | 2,490 | 2,763 | |
US Bancorp | 1.450% | 5/12/25 | 8,000 | 8,240 | |
US Bancorp | 3.950% | 11/17/25 | 1,318 | 1,518 | |
US Bancorp | 3.100% | 4/27/26 | 4,450 | 4,934 | |
US Bancorp | 2.375% | 7/22/26 | 17,025 | 18,432 | |
US Bancorp | 3.150% | 4/27/27 | 11,275 | 12,614 | |
US Bancorp | 3.900% | 4/26/28 | 4,475 | 5,326 | |
US Bancorp | 3.000% | 7/30/29 | 8,425 | 9,163 | |
US Bank NA | 3.450% | 11/16/21 | 3,700 | 3,844 | |
US Bank NA | 1.800% | 1/21/22 | 12,025 | 12,265 | |
US Bank NA | 2.650% | 5/23/22 | 10,250 | 10,673 | |
US Bank NA | 1.950% | 1/9/23 | 10,950 | 11,354 | |
US Bank NA | 2.850% | 1/23/23 | 4,625 | 4,883 | |
US Bank NA | 3.400% | 7/24/23 | 7,825 | 8,451 | |
US Bank NA | 2.050% | 1/21/25 | 6,500 | 6,873 | |
US Bank NA | 2.800% | 1/27/25 | 17,050 | 18,501 | |
Wachovia Corp. | 6.605% | 10/1/25 | 1,150 | 1,328 | |
Wachovia Corp. | 7.500% | 4/15/35 | 500 | 718 | |
Wachovia Corp. | 5.500% | 8/1/35 | 4,725 | 6,184 | |
Wachovia Corp. | 6.550% | 10/15/35 | 250 | 334 | |
Wells Fargo & Co. | 3.000% | 1/22/21 | 10 | 10 | |
Wells Fargo & Co. | 2.100% | 7/26/21 | 47,400 | 48,228 | |
Wells Fargo & Co. | 3.500% | 3/8/22 | 7,815 | 8,186 | |
Wells Fargo & Co. | 2.625% | 7/22/22 | 14,270 | 14,857 |
54
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Wells Fargo & Co. | 3.069% | 1/24/23 | 56,577 | 58,600 | |
Wells Fargo & Co. | 3.450% | 2/13/23 | 23,387 | 24,844 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 26,812 | 29,159 | |
Wells Fargo & Co. | 4.480% | 1/16/24 | 6,800 | 7,469 | |
Wells Fargo & Co. | 3.750% | 1/24/24 | 5,710 | 6,237 | |
4 | Wells Fargo & Co. | 1.654% | 6/2/24 | 21,750 | 22,050 |
Wells Fargo & Co. | 3.550% | 9/29/25 | 10,000 | 11,156 | |
4 | Wells Fargo & Co. | 2.406% | 10/30/25 | 55,000 | 57,142 |
4 | Wells Fargo & Co. | 2.164% | 2/11/26 | 20,526 | 21,142 |
Wells Fargo & Co. | 3.000% | 4/22/26 | 38,475 | 41,916 | |
4 | Wells Fargo & Co. | 2.188% | 4/30/26 | 10,000 | 10,337 |
Wells Fargo & Co. | 4.100% | 6/3/26 | 27,600 | 31,112 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 35,748 | 38,913 | |
4 | Wells Fargo & Co. | 3.196% | 6/17/27 | 20,000 | 21,677 |
Wells Fargo & Co. | 4.300% | 7/22/27 | 2,625 | 3,004 | |
4 | Wells Fargo & Co. | 3.584% | 5/22/28 | 879 | 976 |
4 | Wells Fargo & Co. | 2.393% | 6/2/28 | 38,480 | 39,725 |
Wells Fargo & Co. | 4.150% | 1/24/29 | 2,705 | 3,185 | |
4 | Wells Fargo & Co. | 2.879% | 10/30/30 | 558 | 597 |
4 | Wells Fargo & Co. | 2.572% | 2/11/31 | 8,855 | 9,266 |
4 | Wells Fargo & Co. | 4.478% | 4/4/31 | 115,595 | 139,423 |
Wells Fargo & Co. | 5.375% | 2/7/35 | 9,100 | 12,317 | |
4 | Wells Fargo & Co. | 3.068% | 4/30/41 | 65,000 | 67,634 |
Wells Fargo & Co. | 5.375% | 11/2/43 | 30,854 | 41,579 | |
Wells Fargo & Co. | 5.606% | 1/15/44 | 16,600 | 23,016 | |
Wells Fargo & Co. | 4.650% | 11/4/44 | 16,595 | 20,500 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 6,805 | 7,993 | |
Wells Fargo & Co. | 4.900% | 11/17/45 | 19,525 | 25,108 | |
Wells Fargo & Co. | 4.400% | 6/14/46 | 7,400 | 8,998 | |
Wells Fargo & Co. | 4.750% | 12/7/46 | 16,723 | 21,380 | |
4 | Wells Fargo & Co. | 5.013% | 4/4/51 | 55,500 | 76,647 |
Wells Fargo & Co. | 5.950% | 12/1/86 | 3,925 | 4,719 | |
4 | Wells Fargo Bank NA | 3.325% | 7/23/21 | 20,505 | 20,567 |
Wells Fargo Bank NA | 3.625% | 10/22/21 | 14,850 | 15,426 | |
Wells Fargo Bank NA | 3.550% | 8/14/23 | 24,875 | 26,893 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 3,700 | 5,041 | |
Wells Fargo Bank NA | 5.850% | 2/1/37 | 11,275 | 15,526 | |
Wells Fargo Bank NA | 6.600% | 1/15/38 | 10,645 | 15,589 | |
Westpac Banking Corp. | 2.650% | 1/25/21 | 8,452 | 8,560 | |
Westpac Banking Corp. | 2.000% | 8/19/21 | 8,750 | 8,915 | |
Westpac Banking Corp. | 2.500% | 6/28/22 | 28,000 | 29,090 | |
Westpac Banking Corp. | 2.750% | 1/11/23 | 7,900 | 8,325 | |
Westpac Banking Corp. | 2.000% | 1/13/23 | 7,000 | 7,216 | |
Westpac Banking Corp. | 3.650% | 5/15/23 | 7,400 | 8,029 | |
Westpac Banking Corp. | 2.350% | 2/19/25 | 6,208 | 6,592 | |
Westpac Banking Corp. | 2.850% | 5/13/26 | 25,366 | 27,883 | |
Westpac Banking Corp. | 2.700% | 8/19/26 | 6,550 | 7,146 | |
Westpac Banking Corp. | 3.350% | 3/8/27 | 11,900 | 13,507 | |
Westpac Banking Corp. | 3.400% | 1/25/28 | 150 | 171 | |
Westpac Banking Corp. | 2.650% | 1/16/30 | 8,000 | 8,742 | |
4 | Westpac Banking Corp. | 2.894% | 2/4/30 | 22,925 | 23,226 |
4 | Westpac Banking Corp. | 4.322% | 11/23/31 | 21,460 | 23,821 |
Westpac Banking Corp. | 4.110% | 7/24/34 | 5,950 | 6,568 | |
Zions Bancorp NA | 3.250% | 10/29/29 | 3,090 | 3,044 |
55
Total Bond Market II Index Fund | ||||
Face | Market | |||
Maturity | Amount | Value• | ||
Coupon | Date | ($000) | ($000) | |
Brokerage (0.3%) | ||||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,122 | 3,383 |
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 4,300 | 4,667 |
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 4,000 | 4,074 |
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 1,000 | 1,040 |
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 10,169 | 11,265 |
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 4,500 | 5,009 |
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 600 | 650 |
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 4,300 | 4,664 |
BGC Partners Inc. | 5.125% | 5/27/21 | 3,450 | 3,498 |
BGC Partners Inc. | 3.750% | 10/1/24 | 3,376 | 3,329 |
BlackRock Inc. | 3.500% | 3/18/24 | 7,650 | 8,422 |
BlackRock Inc. | 3.200% | 3/15/27 | 6,000 | 6,778 |
BlackRock Inc. | 3.250% | 4/30/29 | 3,000 | 3,441 |
BlackRock Inc. | 2.400% | 4/30/30 | 11,000 | 11,844 |
BlackRock Inc. | 1.900% | 1/28/31 | 13,575 | 13,848 |
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 4,796 | 5,250 |
Brookfield Finance Inc. | 4.250% | 6/2/26 | 1,015 | 1,141 |
Brookfield Finance Inc. | 3.900% | 1/25/28 | 5,500 | 6,033 |
Brookfield Finance Inc. | 4.850% | 3/29/29 | 8,625 | 10,139 |
Brookfield Finance Inc. | 4.350% | 4/15/30 | 920 | 1,038 |
Brookfield Finance Inc. | 4.700% | 9/20/47 | 8,175 | 9,409 |
Brookfield Finance LLC | 4.000% | 4/1/24 | 9,920 | 10,711 |
Brookfield Finance LLC | 3.450% | 4/15/50 | 7,700 | 7,400 |
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 4,910 | 5,504 |
Charles Schwab Corp. | 3.225% | 9/1/22 | 4,464 | 4,686 |
Charles Schwab Corp. | 2.650% | 1/25/23 | 7,225 | 7,604 |
Charles Schwab Corp. | 3.550% | 2/1/24 | 10,180 | 11,143 |
Charles Schwab Corp. | 3.850% | 5/21/25 | 2,000 | 2,259 |
Charles Schwab Corp. | 3.450% | 2/13/26 | 3,225 | 3,629 |
Charles Schwab Corp. | 3.200% | 3/2/27 | 3,500 | 3,919 |
Charles Schwab Corp. | 3.200% | 1/25/28 | 5,350 | 5,979 |
Charles Schwab Corp. | 4.000% | 2/1/29 | 5,550 | 6,520 |
Charles Schwab Corp. | 3.250% | 5/22/29 | 5,990 | 6,721 |
Charles Schwab Corp. | 4.625% | 3/22/30 | 1,030 | 1,284 |
CME Group Inc. | 3.000% | 9/15/22 | 20,055 | 21,156 |
CME Group Inc. | 3.750% | 6/15/28 | 2,671 | 3,209 |
CME Group Inc. | 5.300% | 9/15/43 | 7,140 | 10,614 |
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 4,262 | 4,440 |
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 5,250 | 5,820 |
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 3,630 | 4,205 |
Eaton Vance Corp. | 3.625% | 6/15/23 | 2,875 | 3,015 |
Eaton Vance Corp. | 3.500% | 4/6/27 | 2,600 | 2,825 |
Franklin Resources Inc. | 2.800% | 9/15/22 | 6,875 | 7,162 |
Franklin Resources Inc. | 2.850% | 3/30/25 | 3,000 | 3,247 |
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 5,375 | 5,577 |
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 9,975 | 11,031 |
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 10,115 | 11,525 |
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 5,100 | 5,675 |
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 4,375 | 5,096 |
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 15,740 | 16,035 |
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 1,115 | 1,422 |
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 12,475 | 12,990 |
Invesco Finance plc | 3.125% | 11/30/22 | 16,300 | 17,193 |
56
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Invesco Finance plc | 4.000% | 1/30/24 | 14,250 | 15,467 | |
Invesco Finance plc | 3.750% | 1/15/26 | 10 | 11 | |
Invesco Finance plc | 5.375% | 11/30/43 | 7,125 | 8,358 | |
Janus Capital Group Inc. | 4.875% | 8/1/25 | 2,400 | 2,633 | |
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 7,200 | 7,802 | |
Jefferies Group LLC | 5.125% | 1/20/23 | 2,400 | 2,619 | |
Jefferies Group LLC | 4.850% | 1/15/27 | 8,925 | 9,806 | |
Jefferies Group LLC | 6.450% | 6/8/27 | 1,235 | 1,459 | |
Jefferies Group LLC | 6.250% | 1/15/36 | 3,055 | 3,476 | |
Jefferies Group LLC | 6.500% | 1/20/43 | 4,305 | 5,029 | |
Jefferies Group LLC / Jefferies Group Capital Finance Inc. | 4.150% | 1/23/30 | 13,010 | 14,099 | |
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 107 | |
Lazard Group LLC | 3.625% | 3/1/27 | 5,075 | 5,327 | |
Lazard Group LLC | 4.500% | 9/19/28 | 9,350 | 10,463 | |
Legg Mason Inc. | 4.750% | 3/15/26 | 3,502 | 3,966 | |
Legg Mason Inc. | 5.625% | 1/15/44 | 4,875 | 6,097 | |
Nasdaq Inc. | 4.250% | 6/1/24 | 4,325 | 4,779 | |
Nasdaq Inc. | 3.850% | 6/30/26 | 4,350 | 4,893 | |
Nasdaq Inc. | 3.250% | 4/28/50 | 2,225 | 2,328 | |
Nomura Holdings Inc. | 3.103% | 1/16/30 | 22,115 | 22,921 | |
Raymond James Financial Inc. | 3.625% | 9/15/26 | 3,066 | 3,397 | |
Raymond James Financial Inc. | 4.650% | 4/1/30 | 6,795 | 8,129 | |
Raymond James Financial Inc. | 4.950% | 7/15/46 | 8,555 | 10,456 | |
Stifel Financial Corp. | 3.500% | 12/1/20 | 3,475 | 3,485 | |
Stifel Financial Corp. | 4.250% | 7/18/24 | 9,738 | 10,384 | |
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 10,775 | 11,205 | |
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 6,231 | 6,959 | |
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 13,850 | 15,493 | |
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 2,590 | 2,852 | |
Finance Companies (0.3%) | |||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 6,375 | 6,139 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 12,210 | 10,800 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.000% | 10/1/21 | 8,620 | 8,695 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 12/16/21 | 1,330 | 1,343 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.950% | 2/1/22 | 8,400 | 8,399 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 5/26/22 | 2,125 | 2,098 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 7/1/22 | 6,850 | 6,901 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/23/23 | 5,045 | 4,908 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.125% | 7/3/23 | 1,000 | 980 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.500% | 9/15/23 | 1,200 | 1,197 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 1/16/24 | 970 | 958 |
57
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 1/15/25 | 2,050 | 1,926 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 7/15/25 | 10,500 | 11,001 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 4/3/26 | 2,428 | 2,303 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 15,650 | 14,126 | |||
Air Lease Corp. | 3.500% | 1/15/22 | 11,465 | 11,583 | |||
Air Lease Corp. | 3.750% | 2/1/22 | 5,625 | 5,681 | |||
Air Lease Corp. | 2.625% | 7/1/22 | 5,000 | 4,962 | |||
Air Lease Corp. | 2.250% | 1/15/23 | 1,000 | 978 | |||
Air Lease Corp. | 2.750% | 1/15/23 | 4,000 | 3,960 | |||
Air Lease Corp. | 3.875% | 7/3/23 | 4,350 | 4,406 | |||
Air Lease Corp. | 3.000% | 9/15/23 | 7,825 | 7,712 | |||
Air Lease Corp. | 4.250% | 2/1/24 | 6,350 | 6,539 | |||
Air Lease Corp. | 4.250% | 9/15/24 | 600 | 615 | |||
Air Lease Corp. | 2.300% | 2/1/25 | 4,500 | 4,274 | |||
Air Lease Corp. | 3.250% | 3/1/25 | 7,000 | 6,991 | |||
Air Lease Corp. | 3.375% | 7/1/25 | 7,000 | 7,002 | |||
Air Lease Corp. | 3.750% | 6/1/26 | 2,000 | 2,018 | |||
Air Lease Corp. | 3.625% | 4/1/27 | 6,775 | 6,604 | |||
Air Lease Corp. | 3.625% | 12/1/27 | 5,700 | 5,633 | |||
Air Lease Corp. | 4.625% | 10/1/28 | 4,300 | 4,374 | |||
Air Lease Corp. | 3.250% | 10/1/29 | 4,265 | 4,025 | |||
Air Lease Corp. | 3.000% | 2/1/30 | 7,000 | 6,484 | |||
Aircastle Ltd. | 4.400% | 9/25/23 | 5,800 | 5,532 | |||
Aircastle Ltd. | 4.125% | 5/1/24 | 5,463 | 5,101 | |||
Aircastle Ltd. | 4.250% | 6/15/26 | 5,000 | 4,588 | |||
Ares Capital Corp. | 3.500% | 2/10/23 | 11,500 | 11,557 | |||
Ares Capital Corp. | 4.200% | 6/10/24 | 6,610 | 6,726 | |||
Ares Capital Corp. | 4.250% | 3/1/25 | 1,554 | 1,613 | |||
Ares Capital Corp. | 3.250% | 7/15/25 | 7,700 | 7,469 | |||
FS KKR Capital Corp. | 4.750% | 5/15/22 | 3,125 | 3,098 | |||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 4,375 | 4,359 | |||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 3,800 | 3,670 | |||
GATX Corp. | 3.250% | 3/30/25 | 2,300 | 2,361 | |||
GATX Corp. | 3.250% | 9/15/26 | 2,800 | 2,903 | |||
GATX Corp. | 3.850% | 3/30/27 | 4,000 | 4,260 | |||
GATX Corp. | 3.500% | 3/15/28 | 7,000 | 7,203 | |||
GATX Corp. | 4.550% | 11/7/28 | 2,585 | 2,837 | |||
GATX Corp. | 4.700% | 4/1/29 | 4,000 | 4,530 | |||
GATX Corp. | 4.000% | 6/30/30 | 3,315 | 3,589 | |||
GATX Corp. | 5.200% | 3/15/44 | 325 | 394 | |||
GATX Corp. | 4.500% | 3/30/45 | 2,175 | 2,280 | |||
6 | GE Capital Funding LLC | 3.450% | 5/15/25 | 17,350 | 18,156 | ||
6 | GE Capital Funding LLC | 4.050% | 5/15/27 | 12,000 | 12,645 | ||
6 | GE Capital Funding LLC | 4.400% | 5/15/30 | 25,255 | 26,246 | ||
6 | GE Capital Funding LLC | 4.550% | 5/15/32 | 7,130 | 7,350 | ||
GE Capital International Funding Co. | |||||||
Unlimited Co. | 4.418% | 11/15/35 | 94,457 | 95,170 | |||
International Lease Finance Corp. | 8.625% | 1/15/22 | 24,045 | 25,735 | |||
International Lease Finance Corp. | 5.875% | 8/15/22 | 8,212 | 8,498 | |||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,000 | 1,955 |
56
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 1,000 | 1,045 | |||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 1,500 | 1,475 | |||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 8,300 | 8,088 | |||
Prospect Capital Corp. | 5.875% | 3/15/23 | 550 | 550 | |||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 2,800 | 2,746 | |||
Insurance (1.3%) | |||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 725 | 1,059 | |||
AEGON Funding Co. LLC | 5.750% | 12/15/20 | 4,731 | 4,828 | |||
4 | Aegon NV | 5.500% | 4/11/48 | 4,000 | 4,210 | ||
Aetna Inc. | 2.750% | 11/15/22 | 10,160 | 10,579 | |||
Aetna Inc. | 2.800% | 6/15/23 | 14,700 | 15,468 | |||
Aetna Inc. | 3.500% | 11/15/24 | 6,500 | 7,061 | |||
Aetna Inc. | 6.625% | 6/15/36 | 5,400 | 7,543 | |||
Aetna Inc. | 6.750% | 12/15/37 | 5,000 | 7,123 | |||
Aetna Inc. | 4.500% | 5/15/42 | 4,325 | 5,147 | |||
Aetna Inc. | 4.125% | 11/15/42 | 4,525 | 5,053 | |||
Aetna Inc. | 4.750% | 3/15/44 | 2,520 | 3,020 | |||
Aetna Inc. | 3.875% | 8/15/47 | 4,075 | 4,547 | |||
Aflac Inc. | 3.625% | 6/15/23 | 8,280 | 9,023 | |||
Aflac Inc. | 3.625% | 11/15/24 | 4,610 | 5,208 | |||
Aflac Inc. | 3.250% | 3/17/25 | 5,175 | 5,724 | |||
Aflac Inc. | 2.875% | 10/15/26 | 7,775 | 8,541 | |||
Aflac Inc. | 3.600% | 4/1/30 | 18,800 | 21,932 | |||
Aflac Inc. | 4.000% | 10/15/46 | 1,700 | 1,955 | |||
Aflac Inc. | 4.750% | 1/15/49 | 9,075 | 11,607 | |||
Alleghany Corp. | 4.950% | 6/27/22 | 2,950 | 3,178 | |||
Alleghany Corp. | 4.900% | 9/15/44 | 4,575 | 5,217 | |||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 5,400 | 5,625 | |||
Allstate Corp. | 3.150% | 6/15/23 | 9,742 | 10,466 | |||
Allstate Corp. | 3.280% | 12/15/26 | 4,000 | 4,548 | |||
Allstate Corp. | 5.350% | 6/1/33 | 1,700 | 2,302 | |||
Allstate Corp. | 5.550% | 5/9/35 | 975 | 1,378 | |||
Allstate Corp. | 5.950% | 4/1/36 | 925 | 1,292 | |||
Allstate Corp. | 4.500% | 6/15/43 | 5,950 | 7,606 | |||
Allstate Corp. | 4.200% | 12/15/46 | 1,170 | 1,463 | |||
Allstate Corp. | 3.850% | 8/10/49 | 5,280 | 6,454 | |||
4 | Allstate Corp. | 5.750% | 8/15/53 | 5,450 | 5,620 | ||
4 | Allstate Corp. | 6.500% | 5/15/67 | 3,275 | 3,930 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 4,550 | 4,908 | |||
American Financial Group Inc. | 3.500% | 8/15/26 | 2,825 | 3,007 | |||
American Financial Group Inc. | 5.250% | 4/2/30 | 4,396 | 5,199 | |||
American Financial Group Inc. | 4.500% | 6/15/47 | 5,830 | 6,011 | |||
American International Group Inc. | 3.300% | 3/1/21 | 5,825 | 5,923 | |||
American International Group Inc. | 4.875% | 6/1/22 | 13,425 | 14,466 | |||
American International Group Inc. | 4.125% | 2/15/24 | 2,605 | 2,888 | |||
American International Group Inc. | 2.500% | 6/30/25 | 16,350 | 17,260 | |||
American International Group Inc. | 3.750% | 7/10/25 | 3,790 | 4,187 | |||
American International Group Inc. | 3.900% | 4/1/26 | 6,750 | 7,601 | |||
American International Group Inc. | 4.200% | 4/1/28 | 8,525 | 9,697 | |||
American International Group Inc. | 4.250% | 3/15/29 | 5,700 | 6,494 | |||
American International Group Inc. | 3.400% | 6/30/30 | 21,000 | 22,593 | |||
American International Group Inc. | 3.875% | 1/15/35 | 8,525 | 9,558 | |||
American International Group Inc. | 4.700% | 7/10/35 | 3,860 | 4,658 |
57
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
American International Group Inc. | 6.250% | 5/1/36 | 12,905 | 17,026 | |||
American International Group Inc. | 4.500% | 7/16/44 | 12,465 | 14,464 | |||
American International Group Inc. | 4.800% | 7/10/45 | 8,577 | 10,361 | |||
American International Group Inc. | 4.750% | 4/1/48 | 1,600 | 1,926 | |||
4 | American International Group Inc. | 5.750% | 4/1/48 | 7,950 | 8,139 | ||
American International Group Inc. | 4.375% | 6/30/50 | 9,000 | 10,300 | |||
American International Group Inc. | 4.375% | 1/15/55 | 10,540 | 12,204 | |||
4 | American International Group Inc. | 8.175% | 5/15/68 | 2,900 | 3,603 | ||
Anthem Inc. | 3.700% | 8/15/21 | 5,830 | 5,983 | |||
Anthem Inc. | 3.125% | 5/15/22 | 10,275 | 10,749 | |||
Anthem Inc. | 2.950% | 12/1/22 | 6,500 | 6,841 | |||
Anthem Inc. | 3.300% | 1/15/23 | 11,621 | 12,373 | |||
Anthem Inc. | 3.500% | 8/15/24 | 11,182 | 12,227 | |||
Anthem Inc. | 3.350% | 12/1/24 | 8,272 | 9,080 | |||
Anthem Inc. | 2.375% | 1/15/25 | 6,000 | 6,356 | |||
Anthem Inc. | 3.650% | 12/1/27 | 22,075 | 25,081 | |||
Anthem Inc. | 4.101% | 3/1/28 | 28,000 | 32,718 | |||
Anthem Inc. | 2.875% | 9/15/29 | 8,955 | 9,671 | |||
Anthem Inc. | 2.250% | 5/15/30 | 10,310 | 10,595 | |||
Anthem Inc. | 5.950% | 12/15/34 | 1 | 1 | |||
Anthem Inc. | 5.850% | 1/15/36 | 1,200 | 1,634 | |||
Anthem Inc. | 6.375% | 6/15/37 | 5,865 | 8,196 | |||
Anthem Inc. | 4.625% | 5/15/42 | 9,815 | 12,295 | |||
Anthem Inc. | 4.650% | 1/15/43 | 9,195 | 11,647 | |||
Anthem Inc. | 5.100% | 1/15/44 | 5,855 | 7,772 | |||
Anthem Inc. | 4.650% | 8/15/44 | 8,592 | 10,919 | |||
Anthem Inc. | 4.375% | 12/1/47 | 12,090 | 15,062 | |||
Anthem Inc. | 4.550% | 3/1/48 | 5,240 | 6,664 | |||
Anthem Inc. | 3.125% | 5/15/50 | 5,175 | 5,369 | |||
Anthem Inc. | 4.850% | 8/15/54 | 2,720 | 3,129 | |||
Aon Corp. | 4.500% | 12/15/28 | 8,500 | 10,082 | |||
Aon Corp. | 3.750% | 5/2/29 | 1,280 | 1,465 | |||
Aon Corp. | 2.800% | 5/15/30 | 11,455 | 12,179 | |||
Aon Corp. | 6.250% | 9/30/40 | 2,650 | 3,829 | |||
Aon plc | 2.800% | 3/15/21 | 8,355 | 8,480 | |||
Aon plc | 4.000% | 11/27/23 | 2,675 | 2,924 | |||
Aon plc | 3.500% | 6/14/24 | 10,100 | 10,985 | |||
Aon plc | 3.875% | 12/15/25 | 3,475 | 3,940 | |||
Aon plc | 4.600% | 6/14/44 | 6,455 | 7,824 | |||
Aon plc | 4.750% | 5/15/45 | 6,100 | 7,732 | |||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 4,725 | 5,338 | |||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 4,725 | 5,904 | |||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 1,100 | 1,628 | |||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 6,230 | 7,865 | |||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 11,780 | 12,349 | |||
Assurant Inc. | 4.000% | 3/15/23 | 6,975 | 7,351 | |||
Assurant Inc. | 4.200% | 9/27/23 | 1,500 | 1,605 | |||
Assurant Inc. | 4.900% | 3/27/28 | 1,600 | 1,738 | |||
Assurant Inc. | 3.700% | 2/22/30 | 1,300 | 1,302 | |||
Assurant Inc. | 6.750% | 2/15/34 | 917 | 1,097 | |||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 4,450 | 4,960 | |||
Athene Holding Ltd. | 4.125% | 1/12/28 | 8,525 | 8,774 | |||
Athene Holding Ltd. | 6.150% | 4/3/30 | 5,725 | 6,582 | |||
AXA SA | 8.600% | 12/15/30 | 9,320 | 13,234 |
58
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 2,600 | 2,790 | |||
4 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 2,930 | 2,725 | ||
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 10,000 | 10,594 | |||
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 4,025 | 4,211 | |||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 1,000 | 1,031 | |||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 580 | 860 | |||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 3,575 | 4,674 | |||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 16,679 | 21,546 | |||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 20,750 | 26,266 | |||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 17,830 | 22,840 | |||
Berkshire Hathaway Inc. | 2.200% | 3/15/21 | 225 | 228 | |||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 2,260 | 2,342 | |||
Berkshire Hathaway Inc. | 3.400% | 1/31/22 | 2,000 | 2,092 | |||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 2,625 | 2,798 | |||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 14,654 | 15,502 | |||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 38,625 | 43,053 | |||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 7,590 | 10,039 | |||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 10,343 | 10,490 | |||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 5,000 | 5,537 | |||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 14,645 | 13,376 | |||
Brown & Brown Inc. | 4.200% | 9/15/24 | 3,555 | 3,859 | |||
Brown & Brown Inc. | 4.500% | 3/15/29 | 3,575 | 3,914 | |||
Chubb Corp. | 6.000% | 5/11/37 | 4,200 | 6,023 | |||
Chubb Corp. | 6.500% | 5/15/38 | 955 | 1,460 | |||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 21,344 | 22,411 | |||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 5,060 | 5,344 | |||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 7,900 | 8,680 | |||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 7,654 | 8,467 | |||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 12,270 | 13,967 | |||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 1,810 | 2,715 | |||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 6,100 | 7,587 | |||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 10,327 | 13,384 | |||
Cigna Holding Co. | 4.375% | 12/15/20 | 200 | 201 | |||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 6,363 | 8,348 | |||
CNA Financial Corp. | 5.750% | 8/15/21 | 2,665 | 2,806 | |||
CNA Financial Corp. | 3.950% | 5/15/24 | 7,955 | 8,639 | |||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,650 | 3,001 | |||
CNA Financial Corp. | 3.450% | 8/15/27 | 5,000 | 5,261 | |||
CNA Financial Corp. | 3.900% | 5/1/29 | 11,450 | 12,478 | |||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 4,500 | 4,815 | |||
Enstar Group Ltd. | 4.500% | 3/10/22 | 1,750 | 1,785 | |||
Enstar Group Ltd. | 4.950% | 6/1/29 | 7,960 | 8,374 | |||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 2,403 | 2,565 | |||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 1,860 | 2,275 | |||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 21,650 | 24,109 | |||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 14,180 | 16,128 | |||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 3,225 | 3,733 | |||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 4,000 | 4,308 | |||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 4,311 | 4,474 | |||
First American Financial Corp. | 4.600% | 11/15/24 | 4,650 | 5,013 | |||
Globe Life Inc. | 4.550% | 9/15/28 | 3,200 | 3,637 | |||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 3,120 | 3,396 | |||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 120 | 159 | |||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 6,380 | 8,768 |
59
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Hartford Financial Services Group Inc. | 6.625% | 4/15/42 | 1,793 | 2,532 | |||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 490 | 565 | |||
Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | 2,570 | 3,053 | |||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 8,500 | 8,998 | |||
Humana Inc. | 3.150% | 12/1/22 | 4,825 | 5,059 | |||
Humana Inc. | 3.850% | 10/1/24 | 21,575 | 23,648 | |||
Humana Inc. | 3.950% | 3/15/27 | 12,950 | 14,654 | |||
Humana Inc. | 3.125% | 8/15/29 | 4,600 | 4,996 | |||
Humana Inc. | 4.875% | 4/1/30 | 6,150 | 7,572 | |||
Humana Inc. | 4.625% | 12/1/42 | 4,730 | 5,952 | |||
Humana Inc. | 4.950% | 10/1/44 | 9,205 | 11,977 | |||
Humana Inc. | 4.800% | 3/15/47 | 120 | 155 | |||
Humana Inc. | 3.950% | 8/15/49 | 981 | 1,141 | |||
Kemper Corp. | 4.350% | 2/15/25 | 1,500 | 1,612 | |||
Lincoln National Corp. | 4.200% | 3/15/22 | 4,985 | 5,246 | |||
Lincoln National Corp. | 4.000% | 9/1/23 | 3,200 | 3,480 | |||
Lincoln National Corp. | 3.350% | 3/9/25 | 225 | 244 | |||
Lincoln National Corp. | 3.625% | 12/12/26 | 9,925 | 11,037 | |||
Lincoln National Corp. | 3.800% | 3/1/28 | 9,750 | 10,757 | |||
Lincoln National Corp. | 3.050% | 1/15/30 | 4,625 | 4,864 | |||
Lincoln National Corp. | 6.300% | 10/9/37 | 4,150 | 5,484 | |||
Lincoln National Corp. | 7.000% | 6/15/40 | 1,070 | 1,507 | |||
Lincoln National Corp. | 4.350% | 3/1/48 | 4,100 | 4,549 | |||
Lincoln National Corp. | 4.375% | 6/15/50 | 2,267 | 2,586 | |||
Loews Corp. | 2.625% | 5/15/23 | 9,675 | 10,145 | |||
Loews Corp. | 3.200% | 5/15/30 | 6,500 | 7,024 | |||
Loews Corp. | 6.000% | 2/1/35 | 3,025 | 4,089 | |||
Loews Corp. | 4.125% | 5/15/43 | 4,315 | 4,709 | |||
Manulife Financial Corp. | 4.150% | 3/4/26 | 8,850 | 10,385 | |||
4 | Manulife Financial Corp. | 4.061% | 2/24/32 | 9,120 | 9,618 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 8,075 | 10,649 | |||
Markel Corp. | 4.900% | 7/1/22 | 4,665 | 5,001 | |||
Markel Corp. | 3.500% | 11/1/27 | 6,175 | 6,589 | |||
Markel Corp. | 3.350% | 9/17/29 | 2,555 | 2,713 | |||
Markel Corp. | 5.000% | 4/5/46 | 4,650 | 5,739 | |||
Markel Corp. | 4.300% | 11/1/47 | 2,200 | 2,448 | |||
Markel Corp. | 5.000% | 5/20/49 | 2,500 | 3,130 | |||
Markel Corp. | 4.150% | 9/17/50 | 620 | 698 | |||
Marsh & McLennan Cos. Inc. | 4.800% | 7/15/21 | 2,265 | 2,343 | |||
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 4,300 | 4,440 | |||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 8,212 | 8,734 | |||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 17,595 | 19,464 | |||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 5,600 | 6,118 | |||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 4,225 | 4,658 | |||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 5,150 | 5,832 | |||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 17,745 | 21,281 | |||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 11,360 | 11,783 | |||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 4,025 | 5,601 | |||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 3,650 | 4,652 | |||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 3,225 | 4,020 | |||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 1,350 | 1,661 | |||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 7,924 | 10,752 | |||
Mercury General Corp. | 4.400% | 3/15/27 | 3,265 | 3,432 | |||
MetLife Inc. | 3.048% | 12/15/22 | 8,950 | 9,486 |
60
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
MetLife Inc. | 4.368% | 9/15/23 | 275 | 307 | |||
MetLife Inc. | 3.600% | 4/10/24 | 15,943 | 17,636 | |||
MetLife Inc. | 3.000% | 3/1/25 | 8,475 | 9,270 | |||
MetLife Inc. | 3.600% | 11/13/25 | 4,975 | 5,650 | |||
MetLife Inc. | 4.550% | 3/23/30 | 17,825 | 22,116 | |||
MetLife Inc. | 6.375% | 6/15/34 | 3,445 | 5,175 | |||
MetLife Inc. | 5.700% | 6/15/35 | 2,709 | 3,847 | |||
MetLife Inc. | 5.875% | 2/6/41 | 12,142 | 16,956 | |||
MetLife Inc. | 4.125% | 8/13/42 | 10,475 | 12,364 | |||
MetLife Inc. | 4.875% | 11/13/43 | 10,919 | 14,060 | |||
MetLife Inc. | 4.721% | 12/15/44 | 9,020 | 11,364 | |||
MetLife Inc. | 4.050% | 3/1/45 | 1,835 | 2,197 | |||
MetLife Inc. | 4.600% | 5/13/46 | 515 | 655 | |||
4 | MetLife Inc. | 6.400% | 12/15/66 | 16,231 | 19,295 | ||
4 | MetLife Inc. | 10.750% | 8/1/69 | 500 | 773 | ||
Munich Re America Corp. | 7.450% | 12/15/26 | 1,200 | 1,654 | |||
4 | Nationwide Financial Services Inc. | 6.750% | 5/15/87 | 750 | 855 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 5,266 | 5,712 | |||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,560 | 4,889 | |||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 4,600 | 5,047 | |||
Primerica Inc. | 4.750% | 7/15/22 | 1,900 | 2,002 | |||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 9,000 | 9,889 | |||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 18,485 | 20,112 | |||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 3,000 | 3,426 | |||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 6,000 | 6,036 | |||
Principal Financial Group Inc. | 6.050% | 10/15/36 | 425 | 574 | |||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 1,000 | 1,216 | |||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 3,960 | 4,653 | |||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 4,219 | 4,932 | |||
Progressive Corp. | 3.750% | 8/23/21 | 10,555 | 10,956 | |||
Progressive Corp. | 6.625% | 3/1/29 | 2,150 | 2,931 | |||
Progressive Corp. | 3.200% | 3/26/30 | 4,000 | 4,534 | |||
Progressive Corp. | 4.350% | 4/25/44 | 3,219 | 4,100 | |||
Progressive Corp. | 4.125% | 4/15/47 | 3,329 | 4,206 | |||
Progressive Corp. | 4.200% | 3/15/48 | 4,196 | 5,401 | |||
Progressive Corp. | 3.950% | 3/26/50 | 17,359 | 21,787 | |||
Prudential Financial Inc. | 4.500% | 11/16/21 | 675 | 711 | |||
Prudential Financial Inc. | 3.500% | 5/15/24 | 1,175 | 1,298 | |||
Prudential Financial Inc. | 3.878% | 3/27/28 | 5,700 | 6,496 | |||
Prudential Financial Inc. | 2.100% | 3/10/30 | 1,000 | 1,016 | |||
Prudential Financial Inc. | 5.750% | 7/15/33 | 2,630 | 3,558 | |||
Prudential Financial Inc. | 5.700% | 12/14/36 | 7,720 | 10,468 | |||
Prudential Financial Inc. | 6.625% | 12/1/37 | 3,250 | 4,733 | |||
Prudential Financial Inc. | 3.000% | 3/10/40 | 10,830 | 10,977 | |||
Prudential Financial Inc. | 6.625% | 6/21/40 | 3,020 | 4,468 | |||
Prudential Financial Inc. | 6.200% | 11/15/40 | 1,065 | 1,468 | |||
4 | Prudential Financial Inc. | 5.875% | 9/15/42 | 10,936 | 11,619 | ||
4 | Prudential Financial Inc. | 5.625% | 6/15/43 | 18,725 | 19,895 | ||
Prudential Financial Inc. | 5.100% | 8/15/43 | 2,775 | 3,317 | |||
4 | Prudential Financial Inc. | 5.200% | 3/15/44 | 2,350 | 2,394 | ||
Prudential Financial Inc. | 4.600% | 5/15/44 | 15,600 | 18,807 | |||
4 | Prudential Financial Inc. | 5.375% | 5/15/45 | 4,850 | 5,044 | ||
4 | Prudential Financial Inc. | 4.500% | 9/15/47 | 1,500 | 1,515 | ||
Prudential Financial Inc. | 3.905% | 12/7/47 | 12,333 | 13,998 |
63
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Prudential Financial Inc. | 4.418% | 3/27/48 | 250 | 298 | |||
4 | Prudential Financial Inc. | 5.700% | 9/15/48 | 5,000 | 5,513 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 7,654 | 8,605 | |||
Prudential Financial Inc. | 4.350% | 2/25/50 | 2,155 | 2,567 | |||
Prudential Financial Inc. | 3.700% | 3/13/51 | 9,200 | 10,009 | |||
Prudential plc | 3.125% | 4/14/30 | 8,340 | 8,951 | |||
Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 1,500 | 1,659 | |||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 1,500 | 1,655 | |||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 3,350 | 3,637 | |||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 2,500 | 2,703 | |||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 3,525 | 3,761 | |||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,020 | 1,112 | |||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 2,685 | 3,030 | |||
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 9,375 | 9,923 | |||
Swiss Re Solutions Holding Corp. | 7.000% | 2/15/26 | 2,175 | 2,765 | |||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,125 | 6,174 | |||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,125 | 1,695 | |||
Travelers Cos. Inc. | 6.250% | 6/15/37 | 8,380 | 12,281 | |||
Travelers Cos. Inc. | 5.350% | 11/1/40 | 5,390 | 7,503 | |||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 6,920 | 9,007 | |||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 1,250 | 1,586 | |||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 4,925 | 5,802 | |||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 12,600 | 15,401 | |||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,680 | 2,107 | |||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 12,280 | 12,063 | |||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 535 | 788 | |||
Trinity Acquisition plc | 4.400% | 3/15/26 | 1,328 | 1,511 | |||
UnitedHealth Group Inc. | 2.125% | 3/15/21 | 2,575 | 2,607 | |||
UnitedHealth Group Inc. | 3.375% | 11/15/21 | 270 | 278 | |||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 4,400 | 4,554 | |||
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 3,300 | 3,411 | |||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 8,575 | 9,057 | |||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 4,000 | 4,164 | |||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 3,990 | 4,189 | |||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 8,005 | 8,490 | |||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 4,000 | 4,341 | |||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 4,475 | 4,759 | |||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 40,688 | 46,284 | |||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 5,000 | 5,725 | |||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 7,750 | 7,894 | |||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 7,275 | 8,090 | |||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 13,000 | 14,846 | |||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 5,000 | 5,899 | |||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 3,325 | 3,962 | |||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 6,955 | 7,731 | |||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 18,395 | 19,238 | |||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 4,000 | 5,672 | |||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 1,085 | 1,646 | |||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 5,100 | 7,780 | |||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 13,845 | 21,698 | |||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 17,505 | 20,280 | |||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 14,860 | 15,669 | |||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 2,700 | 3,947 | |||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,775 | 2,214 |
64
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 4,900 | 5,870 | |||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 10,557 | 13,131 | |||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 17,738 | 23,892 | |||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 24,950 | 31,105 | |||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 11,175 | 14,160 | |||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 3,860 | 4,553 | |||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 13,053 | 16,618 | |||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 9,075 | 12,004 | |||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 9,565 | 10,060 | |||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 7,200 | 8,748 | |||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 8,450 | 8,953 | |||
Unum Group | 4.000% | 3/15/24 | 3,300 | 3,497 | |||
Unum Group | 5.750% | 8/15/42 | 6,143 | 6,491 | |||
Unum Group | 4.500% | 12/15/49 | 4,839 | 4,388 | |||
Voya Financial Inc. | 3.125% | 7/15/24 | 9,414 | 10,036 | |||
Voya Financial Inc. | 3.650% | 6/15/26 | 3,050 | 3,370 | |||
Voya Financial Inc. | 5.700% | 7/15/43 | 4,550 | 5,826 | |||
Voya Financial Inc. | 4.800% | 6/15/46 | 1,935 | 2,287 | |||
4 | Voya Financial Inc. | 4.700% | 1/23/48 | 12,000 | 11,400 | ||
4 | Voya Financial Inc. | 5.650% | 5/15/53 | 500 | 504 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 5,910 | 6,390 | |||
Willis North America Inc. | 4.500% | 9/15/28 | 5,800 | 6,738 | |||
Willis North America Inc. | 2.950% | 9/15/29 | 1,500 | 1,584 | |||
Willis North America Inc. | 5.050% | 9/15/48 | 2,750 | 3,507 | |||
Willis North America Inc. | 3.875% | 9/15/49 | 9,175 | 10,100 | |||
WR Berkley Corp. | 4.625% | 3/15/22 | 6,400 | 6,782 | |||
WR Berkley Corp. | 6.250% | 2/15/37 | 150 | 176 | |||
WR Berkley Corp. | 4.750% | 8/1/44 | 3,280 | 3,839 | |||
XLIT Ltd. | 4.450% | 3/31/25 | 2,650 | 2,962 | |||
XLIT Ltd. | 5.250% | 12/15/43 | 4,850 | 6,554 | |||
XLIT Ltd. | 5.500% | 3/31/45 | 4,350 | 5,779 | |||
Other Finance (0.0%) | |||||||
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 1,150 | 1,203 | |||
ORIX Corp. | 2.900% | 7/18/22 | 2,950 | 3,056 | |||
ORIX Corp. | 3.250% | 12/4/24 | 2,000 | 2,155 | |||
ORIX Corp. | 3.700% | 7/18/27 | 8,150 | 9,057 | |||
Real Estate Investment Trusts (0.7%) | |||||||
Alexandria Real Estate Equities Inc. | 3.900% | 6/15/23 | 665 | 718 | |||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 9,225 | 10,178 | |||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 7,199 | 7,950 | |||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 2,550 | 2,939 | |||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 3,000 | 3,360 | |||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 4,030 | 4,570 | |||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 2,375 | 2,861 | |||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,046 | 1,117 | |||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 6,725 | 8,217 | |||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 6,213 | 7,729 | |||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 8,500 | 9,478 | |||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 2,525 | 3,317 | |||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 4,500 | 5,433 | |||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,575 | 3,739 |
65
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 1,000 | 1,022 | |||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 3,075 | 3,155 | |||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 8,030 | 7,695 | |||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 2,750 | 2,884 | |||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 1,220 | 1,304 | |||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 3,625 | 4,040 | |||
AvalonBay Communities Inc. | 2.950% | 9/15/22 | 75 | 78 | |||
AvalonBay Communities Inc. | 2.850% | 3/15/23 | 4,890 | 5,103 | |||
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 1,680 | 1,852 | |||
AvalonBay Communities Inc. | 3.500% | 11/15/24 | 2,447 | 2,691 | |||
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 4,295 | 4,782 | |||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 4,000 | 4,330 | |||
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 4,750 | 5,150 | |||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 5,000 | 5,553 | |||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 4,175 | 4,615 | |||
AvalonBay Communities Inc. | 2.300% | 3/1/30 | 10,600 | 11,120 | |||
AvalonBay Communities Inc. | 2.450% | 1/15/31 | 3,360 | 3,577 | |||
AvalonBay Communities Inc. | 3.900% | 10/15/46 | 2,755 | 3,341 | |||
AvalonBay Communities Inc. | 4.150% | 7/1/47 | 1,000 | 1,253 | |||
Boston Properties LP | 3.850% | 2/1/23 | 8,325 | 8,884 | |||
Boston Properties LP | 3.125% | 9/1/23 | 1,771 | 1,875 | |||
Boston Properties LP | 3.800% | 2/1/24 | 1,580 | 1,710 | |||
Boston Properties LP | 3.200% | 1/15/25 | 8,121 | 8,717 | |||
Boston Properties LP | 3.650% | 2/1/26 | 7,250 | 8,021 | |||
Boston Properties LP | 2.750% | 10/1/26 | 2,300 | 2,456 | |||
Boston Properties LP | 4.500% | 12/1/28 | 4,700 | 5,641 | |||
Boston Properties LP | 3.400% | 6/21/29 | 5,690 | 6,271 | |||
Boston Properties LP | 2.900% | 3/15/30 | 8,714 | 9,091 | |||
Boston Properties LP | 3.250% | 1/30/31 | 10,380 | 11,147 | |||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 5,475 | 5,639 | |||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 16,505 | 16,932 | |||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 1,475 | 1,506 | |||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 2,000 | 2,057 | |||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 12,425 | 12,838 | |||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 15,188 | 15,937 | |||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 7,225 | 7,367 | |||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 5,000 | 5,083 | |||
Camden Property Trust | 2.950% | 12/15/22 | 5,575 | 5,802 | |||
Camden Property Trust | 4.100% | 10/15/28 | 2,475 | 2,908 | |||
Camden Property Trust | 3.150% | 7/1/29 | 5,165 | 5,748 | |||
Camden Property Trust | 2.800% | 5/15/30 | 7,145 | 7,706 | |||
Camden Property Trust | 3.350% | 11/1/49 | 1,550 | 1,669 | |||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 5,535 | 5,808 | |||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 5,675 | 5,802 | |||
Corporate Office Properties LP | 3.600% | 5/15/23 | 1,600 | 1,625 | |||
Corporate Office Properties LP | 5.250% | 2/15/24 | 6,725 | 7,185 | |||
CubeSmart LP | 4.375% | 12/15/23 | 6,650 | 7,264 | |||
CubeSmart LP | 4.000% | 11/15/25 | 1,375 | 1,520 |
66
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
CubeSmart LP | 3.125% | 9/1/26 | 2,425 | 2,589 | |||
CubeSmart LP | 4.375% | 2/15/29 | 1,925 | 2,239 | |||
CubeSmart LP | 3.000% | 2/15/30 | 3,100 | 3,293 | |||
CyrusOne LP / CyrusOne Finance Corp. | 2.900% | 11/15/24 | 5,370 | 5,637 | |||
CyrusOne LP / CyrusOne Finance Corp. | 3.450% | 11/15/29 | 2,000 | 2,070 | |||
Digital Realty Trust LP | 3.950% | 7/1/22 | 7,575 | 8,001 | |||
Digital Realty Trust LP | 3.625% | 10/1/22 | 3,675 | 3,868 | |||
Digital Realty Trust LP | 2.750% | 2/1/23 | 2,400 | 2,501 | |||
Digital Realty Trust LP | 4.750% | 10/1/25 | 4,650 | 5,351 | |||
Digital Realty Trust LP | 3.700% | 8/15/27 | 5,350 | 6,087 | |||
Digital Realty Trust LP | 4.450% | 7/15/28 | 6,553 | 7,791 | |||
Digital Realty Trust LP | 3.600% | 7/1/29 | 8,375 | 9,527 | |||
Duke Realty LP | 3.625% | 4/15/23 | 1,740 | 1,849 | |||
Duke Realty LP | 3.750% | 12/1/24 | 2,179 | 2,409 | |||
Duke Realty LP | 3.250% | 6/30/26 | 4,050 | 4,421 | |||
Duke Realty LP | 4.000% | 9/15/28 | 2,025 | 2,349 | |||
Duke Realty LP | 2.875% | 11/15/29 | 1,000 | 1,085 | |||
Duke Realty LP | 1.750% | 7/1/30 | 4,000 | 3,970 | |||
Duke Realty LP | 3.050% | 3/1/50 | 4,675 | 4,860 | |||
EPR Properties | 5.250% | 7/15/23 | 3,375 | 3,306 | |||
EPR Properties | 4.500% | 4/1/25 | 7,023 | 6,642 | |||
EPR Properties | 4.750% | 12/15/26 | 1,100 | 1,050 | |||
EPR Properties | 4.500% | 6/1/27 | 245 | 226 | |||
EPR Properties | 4.950% | 4/15/28 | 4,150 | 3,957 | |||
EPR Properties | 3.750% | 8/15/29 | 5,830 | 5,075 | |||
ERP Operating LP | 4.625% | 12/15/21 | 1,459 | 1,526 | |||
ERP Operating LP | 3.000% | 4/15/23 | 1,675 | 1,758 | |||
ERP Operating LP | 3.375% | 6/1/25 | 300 | 329 | |||
ERP Operating LP | 2.850% | 11/1/26 | 9,175 | 9,975 | |||
ERP Operating LP | 3.500% | 3/1/28 | 7,000 | 7,896 | |||
ERP Operating LP | 4.150% | 12/1/28 | 3,600 | 4,263 | |||
ERP Operating LP | 3.000% | 7/1/29 | 6,195 | 6,845 | |||
ERP Operating LP | 4.500% | 7/1/44 | 4,200 | 5,436 | |||
ERP Operating LP | 4.500% | 6/1/45 | 3,750 | 4,836 | |||
ERP Operating LP | 4.000% | 8/1/47 | 2,775 | 3,431 | |||
Essex Portfolio LP | 5.200% | 3/15/21 | 1,750 | 1,773 | |||
Essex Portfolio LP | 3.375% | 1/15/23 | 1,000 | 1,047 | |||
Essex Portfolio LP | 3.250% | 5/1/23 | 1,425 | 1,501 | |||
Essex Portfolio LP | 3.875% | 5/1/24 | 1,575 | 1,712 | |||
Essex Portfolio LP | 3.500% | 4/1/25 | 8,950 | 9,751 | |||
Essex Portfolio LP | 3.375% | 4/15/26 | 3,485 | 3,786 | |||
Essex Portfolio LP | 4.000% | 3/1/29 | 5,795 | 6,732 | |||
Essex Portfolio LP | 3.000% | 1/15/30 | 4,630 | 5,008 | |||
Essex Portfolio LP | 2.650% | 3/15/32 | 8,510 | 9,022 | |||
Essex Portfolio LP | 4.500% | 3/15/48 | 6,335 | 8,023 | |||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 2,650 | 2,699 | |||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 4,725 | 4,988 | |||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 3,350 | 3,465 | |||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 6,600 | 7,324 | |||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 2,810 | 2,956 | |||
Healthcare Trust of America Holdings LP | 3.700% | 4/15/23 | 2,600 | 2,720 | |||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 3,300 | 3,562 | |||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 4,475 | 4,731 | |||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 3,405 | 3,429 |
67
Total Bond Market II Index Fund | ||||
Face | Market | |||
Maturity | Amount | Value• | ||
Coupon | Date | ($000) | ($000) | |
Healthpeak Properties Inc. | 3.150% | 8/1/22 | 3,375 | 3,539 |
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 240 | 262 |
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 10,067 | 11,012 |
Healthpeak Properties Inc. | 3.875% | 8/15/24 | 4,350 | 4,774 |
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 4,850 | 5,242 |
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 775 | 854 |
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 5,000 | 5,459 |
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 6,270 | 6,780 |
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 10,000 | 10,385 |
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 5,000 | 5,130 |
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,496 | 2,115 |
Highwoods Realty LP | 3.875% | 3/1/27 | 3,850 | 4,086 |
Highwoods Realty LP | 4.125% | 3/15/28 | 3,000 | 3,215 |
Host Hotels & Resorts LP | 3.750% | 10/15/23 | 6,034 | 6,163 |
Host Hotels & Resorts LP | 4.000% | 6/15/25 | 6,328 | 6,501 |
Host Hotels & Resorts LP | 3.375% | 12/15/29 | 2,770 | 2,642 |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 2,500 | 2,586 |
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 1,500 | 1,621 |
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 2,585 | 2,503 |
Kilroy Realty LP | 3.800% | 1/15/23 | 9,250 | 9,549 |
Kilroy Realty LP | 3.450% | 12/15/24 | 2,000 | 2,069 |
Kilroy Realty LP | 4.375% | 10/1/25 | 800 | 856 |
Kilroy Realty LP | 4.750% | 12/15/28 | 2,150 | 2,417 |
Kilroy Realty LP | 4.250% | 8/15/29 | 2,975 | 3,228 |
Kilroy Realty LP | 3.050% | 2/15/30 | 12,025 | 11,960 |
Kimco Realty Corp. | 3.400% | 11/1/22 | 7,275 | 7,556 |
Kimco Realty Corp. | 3.125% | 6/1/23 | 875 | 900 |
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,125 | 3,268 |
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,893 | 1,919 |
Kimco Realty Corp. | 4.250% | 4/1/45 | 325 | 318 |
Kimco Realty Corp. | 4.125% | 12/1/46 | 400 | 392 |
Kimco Realty Corp. | 4.450% | 9/1/47 | 3,050 | 3,159 |
Kite Realty Group LP | 4.000% | 10/1/26 | 7,900 | 7,352 |
Life Storage LP | 3.500% | 7/1/26 | 9,625 | 10,342 |
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 1,088 |
Life Storage LP | 4.000% | 6/15/29 | 1,950 | 2,130 |
Mid-America Apartments LP | 4.300% | 10/15/23 | 2,400 | 2,618 |
Mid-America Apartments LP | 3.750% | 6/15/24 | 2,725 | 2,938 |
Mid-America Apartments LP | 4.000% | 11/15/25 | 75 | 84 |
Mid-America Apartments LP | 3.600% | 6/1/27 | 7,770 | 8,593 |
Mid-America Apartments LP | 3.950% | 3/15/29 | 4,535 | 5,195 |
Mid-America Apartments LP | 2.750% | 3/15/30 | 5,245 | 5,543 |
National Retail Properties Inc. | 3.300% | 4/15/23 | 900 | 934 |
National Retail Properties Inc. | 3.900% | 6/15/24 | 2,750 | 2,921 |
National Retail Properties Inc. | 4.000% | 11/15/25 | 2,875 | 3,103 |
National Retail Properties Inc. | 3.600% | 12/15/26 | 2,475 | 2,606 |
National Retail Properties Inc. | 3.500% | 10/15/27 | 1,050 | 1,097 |
National Retail Properties Inc. | 4.300% | 10/15/28 | 2,500 | 2,721 |
National Retail Properties Inc. | 2.500% | 4/15/30 | 8,375 | 8,007 |
National Retail Properties Inc. | 4.800% | 10/15/48 | 2,275 | 2,465 |
National Retail Properties Inc. | 3.100% | 4/15/50 | 8,375 | 6,985 |
Office Properties Income Trust | 4.000% | 7/15/22 | 2,725 | 2,694 |
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 18,025 | 18,629 |
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 3,325 | 3,507 |
68
Total Bond Market II Index Fund | ||||
Face | Market | |||
Maturity | Amount | Value• | ||
Coupon | Date | ($000) | ($000) | |
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 6,765 | 6,934 |
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 5,250 | 5,615 |
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 7,375 | 7,703 |
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 1,984 | 2,097 |
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 12,269 | 11,960 |
Physicians Realty LP | 4.300% | 3/15/27 | 6,400 | 6,685 |
Physicians Realty LP | 3.950% | 1/15/28 | 3,000 | 3,057 |
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 4,950 | 4,912 |
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 1,750 | 1,780 |
Prologis LP | 3.750% | 11/1/25 | 1,450 | 1,665 |
Prologis LP | 2.125% | 4/15/27 | 3,395 | 3,570 |
Prologis LP | 3.875% | 9/15/28 | 2,500 | 2,941 |
Prologis LP | 4.375% | 2/1/29 | 4,000 | 4,928 |
Prologis LP | 2.250% | 4/15/30 | 435 | 457 |
Prologis LP | 4.375% | 9/15/48 | 3,500 | 4,681 |
Prologis LP | 3.000% | 4/15/50 | 7,089 | 7,431 |
Public Storage | 2.370% | 9/15/22 | 5,510 | 5,709 |
Public Storage | 3.094% | 9/15/27 | 2,600 | 2,911 |
Public Storage | 3.385% | 5/1/29 | 4,855 | 5,603 |
Realty Income Corp. | 3.250% | 10/15/22 | 9,900 | 10,369 |
Realty Income Corp. | 4.650% | 8/1/23 | 1,825 | 2,011 |
Realty Income Corp. | 3.875% | 7/15/24 | 1,950 | 2,107 |
Realty Income Corp. | 3.875% | 4/15/25 | 6,840 | 7,599 |
Realty Income Corp. | 4.125% | 10/15/26 | 10,420 | 11,880 |
Realty Income Corp. | 3.650% | 1/15/28 | 7,725 | 8,474 |
Realty Income Corp. | 3.250% | 6/15/29 | 4,053 | 4,371 |
Realty Income Corp. | 4.650% | 3/15/47 | 9,855 | 12,144 |
Regency Centers Corp. | 3.750% | 11/15/22 | 2,000 | 2,079 |
Regency Centers LP | 3.600% | 2/1/27 | 2,010 | 2,130 |
Regency Centers LP | 4.125% | 3/15/28 | 1,375 | 1,501 |
Regency Centers LP | 2.950% | 9/15/29 | 1,500 | 1,523 |
Regency Centers LP | 4.400% | 2/1/47 | 5,650 | 6,179 |
Regency Centers LP | 4.650% | 3/15/49 | 4,225 | 4,811 |
Sabra Health Care LP | 5.125% | 8/15/26 | 2,500 | 2,534 |
Sabra Health Care LP | 3.900% | 10/15/29 | 8,975 | 8,208 |
Sabra Health Care LP / Sabra Capital Corp. | 4.800% | 6/1/24 | 1,840 | 1,850 |
Select Income REIT | 4.150% | 2/1/22 | 1,975 | 1,963 |
Select Income REIT | 4.250% | 5/15/24 | 1,325 | 1,293 |
Select Income REIT | 4.500% | 2/1/25 | 5,916 | 5,669 |
Simon Property Group LP | 2.500% | 7/15/21 | 2,000 | 2,021 |
Simon Property Group LP | 2.350% | 1/30/22 | 3,525 | 3,590 |
Simon Property Group LP | 2.625% | 6/15/22 | 10,300 | 10,580 |
Simon Property Group LP | 2.750% | 2/1/23 | 3,625 | 3,766 |
Simon Property Group LP | 2.750% | 6/1/23 | 6,000 | 6,251 |
Simon Property Group LP | 3.750% | 2/1/24 | 5,000 | 5,342 |
Simon Property Group LP | 2.000% | 9/13/24 | 2,170 | 2,210 |
Simon Property Group LP | 3.375% | 10/1/24 | 4,212 | 4,520 |
Simon Property Group LP | 3.500% | 9/1/25 | 2,800 | 3,025 |
Simon Property Group LP | 3.300% | 1/15/26 | 6,380 | 6,743 |
Simon Property Group LP | 3.250% | 11/30/26 | 2,800 | 3,020 |
Simon Property Group LP | 3.375% | 6/15/27 | 8,780 | 9,257 |
Simon Property Group LP | 3.375% | 12/1/27 | 4,700 | 4,968 |
Simon Property Group LP | 2.450% | 9/13/29 | 9,685 | 9,599 |
Simon Property Group LP | 6.750% | 2/1/40 | 4,550 | 6,382 |
69
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Simon Property Group LP | 4.750% | 3/15/42 | 5,448 | 6,224 | |
Simon Property Group LP | 4.250% | 10/1/44 | 200 | 213 | |
Simon Property Group LP | 4.250% | 11/30/46 | 4,700 | 5,081 | |
Simon Property Group LP | 3.250% | 9/13/49 | 7,135 | 6,744 | |
SITE Centers Corp. | 3.900% | 8/15/24 | 8,125 | 7,980 | |
SITE Centers Corp. | 3.625% | 2/1/25 | 6,000 | 6,045 | |
SITE Centers Corp. | 4.250% | 2/1/26 | 1,700 | 1,714 | |
SITE Centers Corp. | 4.700% | 6/1/27 | 14,350 | 14,634 | |
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 3,300 | 3,279 | |
Spirit Realty LP | 3.200% | 1/15/27 | 2,000 | 1,879 | |
Spirit Realty LP | 4.000% | 7/15/29 | 2,650 | 2,575 | |
STORE Capital Corp. | 4.500% | 3/15/28 | 2,195 | 2,219 | |
STORE Capital Corp. | 4.625% | 3/15/29 | 5,000 | 5,091 | |
Tanger Properties LP | 3.750% | 12/1/24 | 1,000 | 968 | |
Tanger Properties LP | 3.125% | 9/1/26 | 4,710 | 4,317 | |
Tanger Properties LP | 3.875% | 7/15/27 | 2,600 | 2,398 | |
UDR Inc. | 3.750% | 7/1/24 | 200 | 216 | |
UDR Inc. | 2.950% | 9/1/26 | 4,400 | 4,637 | |
UDR Inc. | 3.500% | 7/1/27 | 5,250 | 5,721 | |
UDR Inc. | 3.500% | 1/15/28 | 5,075 | 5,537 | |
UDR Inc. | 3.000% | 8/15/31 | 3,500 | 3,728 | |
UDR Inc. | 3.100% | 11/1/34 | 3,335 | 3,560 | |
Ventas Realty LP | 3.100% | 1/15/23 | 4,120 | 4,202 | |
Ventas Realty LP | 3.125% | 6/15/23 | 7,060 | 7,244 | |
Ventas Realty LP | 3.500% | 4/15/24 | 3,075 | 3,190 | |
Ventas Realty LP | 3.750% | 5/1/24 | 2,325 | 2,426 | |
Ventas Realty LP | 2.650% | 1/15/25 | 3,610 | 3,491 | |
Ventas Realty LP | 4.125% | 1/15/26 | 1,825 | 1,958 | |
Ventas Realty LP | 3.250% | 10/15/26 | 9,075 | 9,393 | |
Ventas Realty LP | 3.850% | 4/1/27 | 2,075 | 2,200 | |
Ventas Realty LP | 4.000% | 3/1/28 | 12,985 | 13,659 | |
Ventas Realty LP | 4.400% | 1/15/29 | 1,865 | 2,035 | |
Ventas Realty LP | 3.000% | 1/15/30 | 3,865 | 3,826 | |
Ventas Realty LP | 4.750% | 11/15/30 | 765 | 861 | |
Ventas Realty LP | 5.700% | 9/30/43 | 1,000 | 1,150 | |
Ventas Realty LP | 4.375% | 2/1/45 | 5,740 | 5,858 | |
Ventas Realty LP | 4.875% | 4/15/49 | 1,200 | 1,318 | |
Ventas Realty LP / Ventas Capital Corp. | 3.250% | 8/15/22 | 6,827 | 6,988 | |
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 2,550 | 2,707 | |
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 5,175 | 5,601 | |
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 2,925 | 3,182 | |
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 5,350 | 5,416 | |
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 5,000 | 5,002 | |
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 5,365 | 5,179 | |
Vornado Realty LP | 3.500% | 1/15/25 | 3,524 | 3,451 | |
Washington REIT | 3.950% | 10/15/22 | 1,050 | 1,071 | |
6 | WEA Finance LLC / Westfield UK & Europe Finance plc | 3.750% | 9/17/24 | 500 | 514 |
Weingarten Realty Investors | 3.375% | 10/15/22 | 8,375 | 8,573 | |
Weingarten Realty Investors | 3.500% | 4/15/23 | 2,200 | 2,257 | |
Weingarten Realty Investors | 4.450% | 1/15/24 | 600 | 635 | |
Weingarten Realty Investors | 3.850% | 6/1/25 | 900 | 929 | |
Welltower Inc. | 3.750% | 3/15/23 | 16,519 | 17,405 | |
Welltower Inc. | 3.950% | 9/1/23 | 3,475 | 3,738 |
70
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Welltower Inc. | 4.500% | 1/15/24 | 5,500 | 6,007 | |
Welltower Inc. | 3.625% | 3/15/24 | 10,690 | 11,394 | |
Welltower Inc. | 4.000% | 6/1/25 | 18,665 | 20,548 | |
Welltower Inc. | 4.250% | 4/1/26 | 9,775 | 10,915 | |
Welltower Inc. | 2.700% | 2/15/27 | 7,262 | 7,415 | |
Welltower Inc. | 4.250% | 4/15/28 | 1,525 | 1,703 | |
Welltower Inc. | 4.125% | 3/15/29 | 3,145 | 3,513 | |
Welltower Inc. | 2.750% | 1/15/31 | 6,750 | 6,681 | |
Welltower Inc. | 6.500% | 3/15/41 | 1,250 | 1,605 | |
Welltower Inc. | 5.125% | 3/15/43 | 950 | 1,059 | |
Welltower Inc. | 4.950% | 9/1/48 | 4,500 | 5,164 | |
WP Carey Inc. | 4.600% | 4/1/24 | 7,705 | 8,212 | |
WP Carey Inc. | 4.000% | 2/1/25 | 1,250 | 1,309 | |
WP Carey Inc. | 4.250% | 10/1/26 | 2,350 | 2,532 | |
WP Carey Inc. | 3.850% | 7/15/29 | 2,200 | 2,289 | |
17,144,681 | |||||
Industrial (18.0%) | |||||
Basic Industry (0.8%) | |||||
Air Products & Chemicals Inc. | 3.000% | 11/3/21 | 9,710 | 10,020 | |
Air Products & Chemicals Inc. | 3.350% | 7/31/24 | 11,545 | 12,661 | |
Air Products & Chemicals Inc. | 1.850% | 5/15/27 | 5,000 | 5,229 | |
Air Products & Chemicals Inc. | 2.050% | 5/15/30 | 7,750 | 8,136 | |
Air Products & Chemicals Inc. | 2.700% | 5/15/40 | 7,450 | 7,877 | |
Air Products & Chemicals Inc. | 2.800% | 5/15/50 | 7,750 | 8,205 | |
Airgas Inc. | 3.650% | 7/15/24 | 9,075 | 9,957 | |
Albemarle Corp. | 4.150% | 12/1/24 | 6,265 | 6,719 | |
Albemarle Corp. | 5.450% | 12/1/44 | 3,240 | 3,408 | |
6 | Albemarle Wodgina Pty Ltd. | 3.450% | 11/15/29 | 1,910 | 1,833 |
ArcelorMittal | 4.550% | 3/11/26 | 3,545 | 3,580 | |
Barrick Gold Corp. | 6.450% | 10/15/35 | 1,050 | 1,425 | |
Barrick Gold Corp. | 5.250% | 4/1/42 | 8,560 | 11,179 | |
Barrick North America Finance LLC | 5.700% | 5/30/41 | 12,470 | 16,612 | |
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 10,564 | 14,055 | |
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 12,690 | 13,154 | |
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 7,475 | 8,183 | |
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 100 | 126 | |
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 8,290 | 10,260 | |
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 24,320 | 33,375 | |
6 | Braskem America Finance Co. | 7.125% | 7/22/41 | 200 | 206 |
Braskem Finance Ltd. | 6.450% | 2/3/24 | 4,300 | 4,692 | |
Cabot Corp. | 3.700% | 7/15/22 | 400 | 417 | |
Cabot Corp. | 4.000% | 7/1/29 | 2,800 | 2,865 | |
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 5,866 | 6,004 | |
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 8,500 | 8,787 | |
Dow Chemical Co. | 3.500% | 10/1/24 | 7,585 | 8,197 | |
Dow Chemical Co. | 4.550% | 11/30/25 | 8,000 | 9,136 | |
Dow Chemical Co. | 4.800% | 11/30/28 | 4,000 | 4,794 | |
Dow Chemical Co. | 7.375% | 11/1/29 | 5,350 | 7,591 | |
Dow Chemical Co. | 4.250% | 10/1/34 | 8,955 | 9,996 | |
Dow Chemical Co. | 9.400% | 5/15/39 | 9,960 | 16,649 | |
Dow Chemical Co. | 5.250% | 11/15/41 | 4,060 | 5,002 | |
Dow Chemical Co. | 4.375% | 11/15/42 | 17,789 | 19,713 | |
Dow Chemical Co. | 4.625% | 10/1/44 | 5,919 | 6,853 | |
Dow Chemical Co. | 5.550% | 11/30/48 | 5,875 | 7,668 |
71
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 200 | 238 | |
DuPont de Nemours Inc. | 2.169% | 5/1/23 | 10,000 | 10,187 | |
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 19,000 | 20,834 | |
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 14,000 | 16,117 | |
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 20,925 | 25,149 | |
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 12,953 | 16,332 | |
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 16,140 | 21,367 | |
Eastman Chemical Co. | 3.600% | 8/15/22 | 7,095 | 7,425 | |
Eastman Chemical Co. | 3.800% | 3/15/25 | 11,142 | 12,094 | |
Eastman Chemical Co. | 4.800% | 9/1/42 | 5,150 | 5,874 | |
Eastman Chemical Co. | 4.650% | 10/15/44 | 8,025 | 9,218 | |
Ecolab Inc. | 4.350% | 12/8/21 | 4,569 | 4,828 | |
Ecolab Inc. | 2.375% | 8/10/22 | 7,115 | 7,392 | |
Ecolab Inc. | 3.250% | 1/14/23 | 2,325 | 2,465 | |
Ecolab Inc. | 2.700% | 11/1/26 | 3,100 | 3,433 | |
Ecolab Inc. | 3.250% | 12/1/27 | 4,100 | 4,611 | |
Ecolab Inc. | 4.800% | 3/24/30 | 6,500 | 8,222 | |
Ecolab Inc. | 5.500% | 12/8/41 | 2,156 | 3,100 | |
Ecolab Inc. | 3.950% | 12/1/47 | 10,246 | 12,779 | |
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 3,748 | 3,870 | |
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 4,000 | 4,158 | |
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 7,725 | 8,266 | |
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 5,900 | 6,067 | |
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 4,325 | 4,655 | |
FMC Corp. | 3.950% | 2/1/22 | 3,000 | 3,109 | |
FMC Corp. | 4.100% | 2/1/24 | 6,500 | 7,018 | |
FMC Corp. | 3.450% | 10/1/29 | 11,277 | 12,284 | |
FMC Corp. | 4.500% | 10/1/49 | 3,000 | 3,560 | |
Georgia-Pacific LLC | 8.000% | 1/15/24 | 8,030 | 9,883 | |
6 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 2,800 | 2,888 |
Georgia-Pacific LLC | 7.375% | 12/1/25 | 2,500 | 3,275 | |
Georgia-Pacific LLC | 7.250% | 6/1/28 | 1,000 | 1,355 | |
Georgia-Pacific LLC | 7.750% | 11/15/29 | 1,750 | 2,575 | |
6 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 3,000 | 3,125 |
Georgia-Pacific LLC | 8.875% | 5/15/31 | 4,460 | 7,114 | |
Huntsman International LLC | 4.500% | 5/1/29 | 4,404 | 4,632 | |
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 1,475 | 1,533 | |
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,000 | 2,273 | |
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 4,300 | 4,607 | |
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 5,000 | 5,840 | |
International Paper Co. | 7.500% | 8/15/21 | 2,389 | 2,561 | |
International Paper Co. | 3.650% | 6/15/24 | 7,000 | 7,725 | |
International Paper Co. | 3.800% | 1/15/26 | 1,010 | 1,137 | |
International Paper Co. | 3.000% | 2/15/27 | 2,500 | 2,691 | |
International Paper Co. | 5.000% | 9/15/35 | 3,135 | 3,902 | |
International Paper Co. | 7.300% | 11/15/39 | 3,787 | 5,319 | |
International Paper Co. | 6.000% | 11/15/41 | 3,232 | 4,218 | |
International Paper Co. | 4.800% | 6/15/44 | 11,425 | 13,591 | |
International Paper Co. | 5.150% | 5/15/46 | 7,293 | 9,084 | |
International Paper Co. | 4.400% | 8/15/47 | 11,181 | 13,053 | |
International Paper Co. | 4.350% | 8/15/48 | 6,075 | 7,134 | |
Kinross Gold Corp. | 5.125% | 9/1/21 | 900 | 922 | |
Kinross Gold Corp. | 5.950% | 3/15/24 | 3,091 | 3,481 | |
Kinross Gold Corp. | 4.500% | 7/15/27 | 467 | 511 |
72
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 420 | 660 | |||
LYB International Finance BV | 4.000% | 7/15/23 | 7,856 | 8,511 | |||
LYB International Finance BV | 5.250% | 7/15/43 | 8,456 | 10,159 | |||
LYB International Finance BV | 4.875% | 3/15/44 | 5,000 | 5,847 | |||
LYB International Finance II BV | 3.500% | 3/2/27 | 11,000 | 11,955 | |||
LYB International Finance III LLC | 2.875% | 5/1/25 | 5,000 | 5,320 | |||
LYB International Finance III LLC | 3.375% | 5/1/30 | 5,000 | 5,326 | |||
LYB International Finance III LLC | 4.200% | 10/15/49 | 1,460 | 1,564 | |||
LYB International Finance III LLC | 4.200% | 5/1/50 | 14,095 | 15,134 | |||
LyondellBasell Industries NV | 6.000% | 11/15/21 | 12,650 | 13,360 | |||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 6,658 | 7,643 | |||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 5,050 | 5,613 | |||
Mosaic Co. | 3.750% | 11/15/21 | 3,875 | 3,970 | |||
Mosaic Co. | 3.250% | 11/15/22 | 10,450 | 10,696 | |||
Mosaic Co. | 4.250% | 11/15/23 | 12,507 | 13,111 | |||
Mosaic Co. | 4.050% | 11/15/27 | 3,260 | 3,473 | |||
Mosaic Co. | 5.450% | 11/15/33 | 1,805 | 1,902 | |||
Mosaic Co. | 4.875% | 11/15/41 | 4,195 | 4,190 | |||
Mosaic Co. | 5.625% | 11/15/43 | 4,100 | 4,422 | |||
Newmont Corp. | 3.625% | 6/9/21 | 2,145 | 2,189 | |||
Newmont Corp. | 3.700% | 3/15/23 | 2,835 | 2,944 | |||
Newmont Corp. | 2.800% | 10/1/29 | 13,450 | 14,154 | |||
Newmont Corp. | 2.250% | 10/1/30 | 14,300 | 14,486 | |||
Newmont Corp. | 5.875% | 4/1/35 | 780 | 1,081 | |||
Newmont Corp. | 6.250% | 10/1/39 | 6,626 | 9,282 | |||
Newmont Corp. | 4.875% | 3/15/42 | 8,225 | 10,531 | |||
Newmont Corp. | 5.450% | 6/9/44 | 3,000 | 3,987 | |||
Nucor Corp. | 4.125% | 9/15/22 | 3,426 | 3,646 | |||
Nucor Corp. | 4.000% | 8/1/23 | 6,027 | 6,567 | |||
Nucor Corp. | 2.000% | 6/1/25 | 2,204 | 2,285 | |||
Nucor Corp. | 3.950% | 5/1/28 | 2,700 | 3,089 | |||
Nucor Corp. | 2.700% | 6/1/30 | 2,000 | 2,097 | |||
Nucor Corp. | 6.400% | 12/1/37 | 8,375 | 11,614 | |||
Nucor Corp. | 5.200% | 8/1/43 | 6,925 | 8,902 | |||
Nucor Corp. | 4.400% | 5/1/48 | 2,780 | 3,339 | |||
Nutrien Ltd. | 3.150% | 10/1/22 | 4,135 | 4,305 | |||
Nutrien Ltd. | 1.900% | 5/13/23 | 4,300 | 4,423 | |||
Nutrien Ltd. | 3.500% | 6/1/23 | 6,664 | 7,095 | |||
Nutrien Ltd. | 3.625% | 3/15/24 | 500 | 540 | |||
Nutrien Ltd. | 3.375% | 3/15/25 | 5,450 | 5,922 | |||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,000 | 4,267 | |||
Nutrien Ltd. | 4.000% | 12/15/26 | 2,700 | 3,052 | |||
Nutrien Ltd. | 2.950% | 5/13/30 | 9,000 | 9,507 | |||
Nutrien Ltd. | 4.125% | 3/15/35 | 5,525 | 6,183 | |||
Nutrien Ltd. | 7.125% | 5/23/36 | 200 | 265 | |||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,875 | 5,941 | |||
Nutrien Ltd. | 6.125% | 1/15/41 | 1,375 | 1,758 | |||
Nutrien Ltd. | 4.900% | 6/1/43 | 6,410 | 7,514 | |||
Nutrien Ltd. | 5.250% | 1/15/45 | 4,320 | 5,331 | |||
Nutrien Ltd. | 5.000% | 4/1/49 | 11,196 | 14,323 | |||
Nutrien Ltd. | 3.950% | 5/13/50 | 2,000 | 2,235 | |||
Packaging Corp. of America | 4.500% | 11/1/23 | 8,345 | 9,215 | |||
Packaging Corp. of America | 3.650% | 9/15/24 | 6,570 | 7,175 | |||
Packaging Corp. of America | 3.400% | 12/15/27 | 3,700 | 4,065 |
73
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 12,703 | 13,749 | |||
Packaging Corp. of America | 4.050% | 12/15/49 | 1,600 | 1,908 | |||
PPG Industries Inc. | 2.400% | 8/15/24 | 10,920 | 11,573 | |||
PPG Industries Inc. | 2.550% | 6/15/30 | 5,000 | 5,169 | |||
Praxair Inc. | 3.000% | 9/1/21 | 8,125 | 8,354 | |||
Praxair Inc. | 2.450% | 2/15/22 | 15,971 | 16,384 | |||
Praxair Inc. | 2.200% | 8/15/22 | 10,243 | 10,558 | |||
Praxair Inc. | 2.650% | 2/5/25 | 3,500 | 3,745 | |||
Praxair Inc. | 3.200% | 1/30/26 | 3,000 | 3,327 | |||
Praxair Inc. | 3.550% | 11/7/42 | 2,500 | 2,798 | |||
Rayonier Inc. | 3.750% | 4/1/22 | 1,950 | 1,944 | |||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 4,225 | 4,524 | |||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 3,229 | 4,544 | |||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 3,935 | 5,622 | |||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 31,285 | 35,446 | |||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 375 | 524 | |||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 5,485 | 7,600 | |||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 3,975 | 5,298 | |||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 2,237 | 2,795 | |||
Rohm & Haas Co. | 7.850% | 7/15/29 | 5,275 | 7,495 | |||
RPM International Inc. | 3.450% | 11/15/22 | 3,275 | 3,356 | |||
RPM International Inc. | 3.750% | 3/15/27 | 3,875 | 4,088 | |||
RPM International Inc. | 4.550% | 3/1/29 | 2,500 | 2,789 | |||
RPM International Inc. | 5.250% | 6/1/45 | 3,592 | 4,155 | |||
RPM International Inc. | 4.250% | 1/15/48 | 10,120 | 10,112 | |||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 700 | 728 | |||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 796 | 813 | |||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 2,375 | 2,556 | |||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 5,425 | 5,985 | |||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 5,450 | 6,122 | |||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 17,500 | 19,592 | |||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 20,000 | 21,441 | |||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 1,000 | 1,066 | |||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 1,590 | 1,867 | |||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 15,067 | 18,287 | |||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 7,468 | 8,225 | |||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 8,000 | 8,118 | |||
Southern Copper Corp. | 3.500% | 11/8/22 | 2,400 | 2,514 | |||
Southern Copper Corp. | 3.875% | 4/23/25 | 3,600 | 3,895 | |||
Southern Copper Corp. | 7.500% | 7/27/35 | 3,725 | 5,201 | |||
Southern Copper Corp. | 6.750% | 4/16/40 | 1,550 | 2,089 | |||
Southern Copper Corp. | 5.250% | 11/8/42 | 17,045 | 20,097 | |||
Southern Copper Corp. | 5.875% | 4/23/45 | 18,097 | 23,217 | |||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 2,000 | 2,085 | |||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 1,000 | 1,029 | |||
Steel Dynamics Inc. | 4.125% | 9/15/25 | 200 | 204 | |||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 10,000 | 10,475 | |||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 6,800 | 6,910 | |||
Suzano Austria GmbH | 6.000% | 1/15/29 | 18,350 | 19,822 | |||
Suzano Austria GmbH | 5.000% | 1/15/30 | 6,700 | 6,802 | |||
6 | Teck Resources Ltd. | 3.900% | 7/15/30 | 1,500 | 1,499 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 9,906 | 11,295 | |||
Teck Resources Ltd. | 6.000% | 8/15/40 | 2,830 | 2,971 | |||
Teck Resources Ltd. | 6.250% | 7/15/41 | 6,800 | 7,382 |
74
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Vale Canada Ltd. | 7.200% | 9/15/32 | 2,712 | 3,343 | |||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 20,860 | 24,510 | |||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 500 | 702 | |||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 13,119 | 17,153 | |||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 12,515 | 16,316 | |||
Vale SA | 5.625% | 9/11/42 | 4,597 | 5,310 | |||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 2,804 | 2,958 | |||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 3,000 | 3,064 | |||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 13,210 | 13,949 | |||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 275 | 265 | |||
WestRock MWV LLC | 8.200% | 1/15/30 | 5,804 | 8,208 | |||
WestRock MWV LLC | 7.950% | 2/15/31 | 3,000 | 4,176 | |||
WestRock RKT Co. | 4.900% | 3/1/22 | 1,950 | 2,077 | |||
WestRock RKT Co. | 4.000% | 3/1/23 | 2,865 | 3,055 | |||
Weyerhaeuser Co. | 3.250% | 3/15/23 | 500 | 524 | |||
Weyerhaeuser Co. | 4.625% | 9/15/23 | 3,125 | 3,487 | |||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 800 | 1,006 | |||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 11,200 | 12,648 | |||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 6,000 | 6,746 | |||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 8,605 | 11,794 | |||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 2,250 | 2,884 | |||
WRKCo Inc. | 3.000% | 9/15/24 | 2,575 | 2,741 | |||
WRKCo Inc. | 3.750% | 3/15/25 | 4,789 | 5,315 | |||
WRKCo Inc. | 4.650% | 3/15/26 | 10,495 | 12,166 | |||
WRKCo Inc. | 3.375% | 9/15/27 | 9,600 | 10,299 | |||
WRKCo Inc. | 4.000% | 3/15/28 | 5,000 | 5,561 | |||
WRKCo Inc. | 3.900% | 6/1/28 | 2,000 | 2,213 | |||
WRKCo Inc. | 4.900% | 3/15/29 | 5,565 | 6,633 | |||
WRKCO Inc. | 4.200% | 6/1/32 | 500 | 582 | |||
WRKCo Inc. | 3.000% | 6/15/33 | 4,000 | 4,140 | |||
Yamana Gold Inc. | 4.625% | 12/15/27 | 2,700 | 2,853 | |||
Capital Goods (1.7%) | |||||||
3M Co. | 1.625% | 9/19/21 | 4,625 | 4,687 | |||
3M Co. | 2.750% | 3/1/22 | 7,518 | 7,801 | |||
3M Co. | 2.000% | 6/26/22 | 1,982 | 2,046 | |||
3M Co. | 1.750% | 2/14/23 | 5,300 | 5,478 | |||
3M Co. | 2.250% | 3/15/23 | 1,950 | 2,036 | |||
3M Co. | 3.250% | 2/14/24 | 3,075 | 3,349 | |||
3M Co. | 2.000% | 2/14/25 | 6,425 | 6,758 | |||
3M Co. | 2.650% | 4/15/25 | 11,674 | 12,637 | |||
3M Co. | 2.875% | 10/15/27 | 5,150 | 5,727 | |||
3M Co. | 3.625% | 9/14/28 | 3,816 | 4,432 | |||
3M Co. | 3.375% | 3/1/29 | 7,075 | 8,150 | |||
3M Co. | 2.375% | 8/26/29 | 7,775 | 8,377 | |||
3M Co. | 3.050% | 4/15/30 | 5,855 | 6,625 | |||
3M Co. | 3.875% | 6/15/44 | 1,000 | 1,205 | |||
3M Co. | 3.125% | 9/19/46 | 9,425 | 10,169 | |||
3M Co. | 3.625% | 10/15/47 | 5,125 | 5,913 | |||
3M Co. | 4.000% | 9/14/48 | 7,550 | 9,350 | |||
3M Co. | 3.250% | 8/26/49 | 4,809 | 5,281 | |||
3M Co. | 3.700% | 4/15/50 | 11,465 | 13,633 | |||
ABB Finance USA Inc. | 2.875% | 5/8/22 | 8,285 | 8,594 | |||
ABB Finance USA Inc. | 3.375% | 4/3/23 | 250 | 265 |
75
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
ABB Finance USA Inc. | 3.800% | 4/3/28 | 6,475 | 7,522 | |||
ABB Finance USA Inc. | 4.375% | 5/8/42 | 6,900 | 8,687 | |||
Allegion plc | 3.500% | 10/1/29 | 3,455 | 3,607 | |||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 2,053 | 2,086 | |||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,100 | 3,260 | |||
Amphenol Corp. | 2.050% | 3/1/25 | 6,244 | 6,498 | |||
Amphenol Corp. | 2.800% | 2/15/30 | 2,405 | 2,557 | |||
Avery Dennison Corp. | 4.875% | 12/6/28 | 3,160 | 3,789 | |||
Avery Dennison Corp. | 2.650% | 4/30/30 | 8,200 | 8,372 | |||
Bemis Co. Inc. | 4.500% | 10/15/21 | 1,205 | 1,241 | |||
Bemis Co. Inc. | 3.100% | 9/15/26 | 2,450 | 2,580 | |||
Bemis Co. Inc. | 2.630% | 6/19/30 | 4,500 | 4,582 | |||
Boeing Co. | 2.300% | 8/1/21 | 3,500 | 3,532 | |||
Boeing Co. | 8.750% | 8/15/21 | 390 | 422 | |||
Boeing Co. | 2.350% | 10/30/21 | 2,000 | 2,031 | |||
Boeing Co. | 2.125% | 3/1/22 | 5,075 | 5,095 | |||
Boeing Co. | 2.700% | 5/1/22 | 4,425 | 4,485 | |||
Boeing Co. | 2.800% | 3/1/23 | 7,820 | 7,961 | |||
Boeing Co. | 4.508% | 5/1/23 | 19,170 | 20,251 | |||
Boeing Co. | 1.875% | 6/15/23 | 6,100 | 6,101 | |||
Boeing Co. | 2.800% | 3/1/24 | 2,000 | 2,038 | |||
Boeing Co. | 2.850% | 10/30/24 | 4,740 | 4,779 | |||
Boeing Co. | 2.500% | 3/1/25 | 1,672 | 1,672 | |||
Boeing Co. | 4.875% | 5/1/25 | 28,480 | 31,041 | |||
Boeing Co. | 7.250% | 6/15/25 | 325 | 383 | |||
Boeing Co. | 3.100% | 5/1/26 | 4,875 | 4,957 | |||
Boeing Co. | 2.250% | 6/15/26 | 1,750 | 1,713 | |||
Boeing Co. | 2.700% | 2/1/27 | 7,265 | 7,080 | |||
Boeing Co. | 2.800% | 3/1/27 | 1,975 | 1,925 | |||
Boeing Co. | 5.040% | 5/1/27 | 17,760 | 19,584 | |||
Boeing Co. | 3.250% | 3/1/28 | 2,926 | 2,915 | |||
Boeing Co. | 3.450% | 11/1/28 | 2,342 | 2,283 | |||
Boeing Co. | 2.950% | 2/1/30 | 2,905 | 2,835 | |||
Boeing Co. | 5.150% | 5/1/30 | 47,115 | 52,522 | |||
Boeing Co. | 6.125% | 2/15/33 | 5,775 | 6,792 | |||
Boeing Co. | 3.600% | 5/1/34 | 15,441 | 14,582 | |||
Boeing Co. | 3.250% | 2/1/35 | 9,000 | 8,190 | |||
Boeing Co. | 6.625% | 2/15/38 | 1,000 | 1,210 | |||
Boeing Co. | 3.550% | 3/1/38 | 2,322 | 2,115 | |||
Boeing Co. | 3.500% | 3/1/39 | 3,415 | 3,011 | |||
Boeing Co. | 6.875% | 3/15/39 | 5,180 | 6,521 | |||
Boeing Co. | 5.875% | 2/15/40 | 1,155 | 1,343 | |||
Boeing Co. | 5.705% | 5/1/40 | 33,635 | 38,325 | |||
Boeing Co. | 3.375% | 6/15/46 | 7,000 | 5,805 | |||
Boeing Co. | 3.650% | 3/1/47 | 5,800 | 5,047 | |||
Boeing Co. | 3.850% | 11/1/48 | 1,903 | 1,698 | |||
Boeing Co. | 3.900% | 5/1/49 | 7,345 | 6,680 | |||
Boeing Co. | 5.805% | 5/1/50 | 37,270 | 43,937 | |||
Boeing Co. | 3.825% | 3/1/59 | 2,300 | 1,985 | |||
Boeing Co. | 5.930% | 5/1/60 | 32,530 | 38,176 | |||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 1,605 | 1,668 | |||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,623 | 3,925 | |||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 3,050 | 3,301 | |||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 8,705 | 8,911 |
76
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
6 | Carrier Global Corp. | 1.923% | 2/15/23 | 3,000 | 3,057 | ||
6 | Carrier Global Corp. | 2.242% | 2/15/25 | 16,120 | 16,491 | ||
6 | Carrier Global Corp. | 2.493% | 2/15/27 | 9,725 | 9,867 | ||
6 | Carrier Global Corp. | 2.722% | 2/15/30 | 23,030 | 22,969 | ||
6 | Carrier Global Corp. | 3.377% | 4/5/40 | 11,925 | 11,522 | ||
6 | Carrier Global Corp. | 3.577% | 4/5/50 | 17,000 | 16,568 | ||
Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 7,900 | 8,011 | |||
Caterpillar Financial Services Corp. | 2.750% | 8/20/21 | 1,300 | 1,332 | |||
Caterpillar Financial Services Corp. | 3.150% | 9/7/21 | 2,900 | 2,991 | |||
Caterpillar Financial Services Corp. | 1.931% | 10/1/21 | 9,438 | 9,603 | |||
Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 8,050 | 8,362 | |||
Caterpillar Financial Services Corp. | 0.950% | 5/13/22 | 6,300 | 6,347 | |||
Caterpillar Financial Services Corp. | 2.850% | 6/1/22 | 1,604 | 1,672 | |||
Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 7,000 | 7,244 | |||
Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 15,520 | 16,029 | |||
Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 8,000 | 8,370 | |||
Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 1,100 | 1,155 | |||
Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 5,350 | 5,763 | |||
Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 3,000 | 3,304 | |||
Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 4,100 | 4,434 | |||
Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 7,175 | 7,857 | |||
Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 2,749 | 2,896 | |||
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 6,320 | 6,951 | |||
Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 4,200 | 4,306 | |||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 3,300 | 3,550 | |||
Caterpillar Inc. | 2.600% | 6/26/22 | 15,425 | 16,030 | |||
Caterpillar Inc. | 3.400% | 5/15/24 | 3,500 | 3,813 | |||
Caterpillar Inc. | 2.600% | 4/9/30 | 9,620 | 10,431 | |||
Caterpillar Inc. | 5.300% | 9/15/35 | 3,100 | 4,190 | |||
Caterpillar Inc. | 6.050% | 8/15/36 | 9,241 | 13,276 | |||
Caterpillar Inc. | 5.200% | 5/27/41 | 5,147 | 7,125 | |||
Caterpillar Inc. | 3.803% | 8/15/42 | 11,604 | 13,866 | |||
Caterpillar Inc. | 4.300% | 5/15/44 | 2,830 | 3,581 | |||
Caterpillar Inc. | 3.250% | 9/19/49 | 13,940 | 15,343 | |||
Caterpillar Inc. | 3.250% | 4/9/50 | 9,600 | 10,680 | |||
Caterpillar Inc. | 4.750% | 5/15/64 | 1,975 | 2,739 | |||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 2,750 | 2,870 | |||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 3,075 | 3,095 | |||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 11,865 | 12,694 | |||
CNH Industrial NV | 4.500% | 8/15/23 | 5,025 | 5,414 | |||
CNH Industrial NV | 3.850% | 11/15/27 | 4,200 | 4,425 | |||
Crane Co. | 4.450% | 12/15/23 | 5,690 | 6,097 | |||
Crane Co. | 4.200% | 3/15/48 | 3,925 | 3,843 | |||
CRH America Inc. | 5.750% | 1/15/21 | 2,290 | 2,344 | |||
Deere & Co. | 2.600% | 6/8/22 | 6,165 | 6,381 | |||
Deere & Co. | 5.375% | 10/16/29 | 6,170 | 7,979 | |||
Deere & Co. | 3.100% | 4/15/30 | 6,138 | 6,937 | |||
Deere & Co. | 3.900% | 6/9/42 | 7,237 | 9,032 | |||
Deere & Co. | 2.875% | 9/7/49 | 1,900 | 2,016 | |||
Deere & Co. | 3.750% | 4/15/50 | 7,125 | 8,767 | |||
Dover Corp. | 3.150% | 11/15/25 | 5,900 | 6,390 | |||
Dover Corp. | 2.950% | 11/4/29 | 2,600 | 2,795 | |||
Dover Corp. | 5.375% | 10/15/35 | 300 | 396 | |||
Dover Corp. | 6.600% | 3/15/38 | 2,050 | 2,815 |
77
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Dover Corp. | 5.375% | 3/1/41 | 2,020 | 2,534 | |
Eagle Materials Inc. | 4.500% | 8/1/26 | 4,700 | 4,884 | |
Eaton Corp. | 2.750% | 11/2/22 | 12,994 | 13,665 | |
Eaton Corp. | 3.103% | 9/15/27 | 7,765 | 8,525 | |
Eaton Corp. | 4.000% | 11/2/32 | 7,729 | 9,081 | |
Eaton Corp. | 4.150% | 11/2/42 | 2,326 | 2,754 | |
Eaton Corp. | 3.915% | 9/15/47 | 4,950 | 5,698 | |
Emerson Electric Co. | 2.625% | 12/1/21 | 11,025 | 11,370 | |
Emerson Electric Co. | 2.625% | 2/15/23 | 3,500 | 3,671 | |
Emerson Electric Co. | 3.150% | 6/1/25 | 1,800 | 2,003 | |
Emerson Electric Co. | 1.800% | 10/15/27 | 9,550 | 9,858 | |
Emerson Electric Co. | 1.950% | 10/15/30 | 4,250 | 4,351 | |
Emerson Electric Co. | 5.250% | 11/15/39 | 440 | 594 | |
Emerson Electric Co. | 2.750% | 10/15/50 | 4,200 | 4,213 | |
Flowserve Corp. | 3.500% | 9/15/22 | 12,705 | 12,871 | |
Flowserve Corp. | 4.000% | 11/15/23 | 4,575 | 4,599 | |
Fortive Corp. | 3.150% | 6/15/26 | 7,547 | 8,273 | |
Fortive Corp. | 4.300% | 6/15/46 | 6,250 | 7,019 | |
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 9,750 | 10,641 | |
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 4,350 | 4,813 | |
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 5,802 | 6,179 | |
General Dynamics Corp. | 3.875% | 7/15/21 | 1,925 | 1,988 | |
General Dynamics Corp. | 2.250% | 11/15/22 | 4,722 | 4,908 | |
General Dynamics Corp. | 3.375% | 5/15/23 | 8,500 | 9,164 | |
General Dynamics Corp. | 1.875% | 8/15/23 | 18,200 | 18,913 | |
General Dynamics Corp. | 2.375% | 11/15/24 | 5,019 | 5,348 | |
General Dynamics Corp. | 3.250% | 4/1/25 | 5,825 | 6,460 | |
General Dynamics Corp. | 3.500% | 5/15/25 | 9,743 | 10,934 | |
General Dynamics Corp. | 2.125% | 8/15/26 | 8,000 | 8,566 | |
General Dynamics Corp. | 3.500% | 4/1/27 | 3,815 | 4,352 | |
General Dynamics Corp. | 2.625% | 11/15/27 | 10,440 | 11,333 | |
General Dynamics Corp. | 3.750% | 5/15/28 | 7,135 | 8,360 | |
General Dynamics Corp. | 3.625% | 4/1/30 | 8,750 | 10,210 | |
General Dynamics Corp. | 4.250% | 4/1/40 | 5,900 | 7,298 | |
General Dynamics Corp. | 3.600% | 11/15/42 | 3,689 | 4,259 | |
General Dynamics Corp. | 4.250% | 4/1/50 | 5,630 | 7,300 | |
General Electric Co. | 3.150% | 9/7/22 | 7,206 | 7,535 | |
General Electric Co. | 3.100% | 1/9/23 | 3,973 | 4,153 | |
General Electric Co. | 3.450% | 5/15/24 | 4,892 | 5,194 | |
General Electric Co. | 3.450% | 5/1/27 | 9,950 | 10,205 | |
General Electric Co. | 3.625% | 5/1/30 | 17,455 | 17,454 | |
General Electric Co. | 6.750% | 3/15/32 | 23,984 | 29,284 | |
General Electric Co. | 6.150% | 8/7/37 | 8,246 | 9,530 | |
General Electric Co. | 5.875% | 1/14/38 | 20,911 | 23,522 | |
General Electric Co. | 6.875% | 1/10/39 | 18,378 | 22,431 | |
General Electric Co. | 4.250% | 5/1/40 | 15,604 | 15,328 | |
General Electric Co. | 4.125% | 10/9/42 | 7,542 | 7,110 | |
General Electric Co. | 4.350% | 5/1/50 | 24,800 | 24,491 | |
Hexcel Corp. | 4.700% | 8/15/25 | 1,350 | 1,472 | |
Hexcel Corp. | 3.950% | 2/15/27 | 1,175 | 1,257 | |
Honeywell International Inc. | 4.250% | 3/1/21 | 10,530 | 10,802 | |
Honeywell International Inc. | 1.850% | 11/1/21 | 9,350 | 9,528 | |
Honeywell International Inc. | 2.150% | 8/8/22 | 3,500 | 3,622 | |
Honeywell International Inc. | 3.350% | 12/1/23 | 10,140 | 11,052 |
78
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 7,425 | 7,912 | |
Honeywell International Inc. | 1.350% | 6/1/25 | 16,593 | 17,040 | |
Honeywell International Inc. | 2.500% | 11/1/26 | 5,375 | 5,917 | |
Honeywell International Inc. | 2.700% | 8/15/29 | 4,901 | 5,423 | |
Honeywell International Inc. | 1.950% | 6/1/30 | 14,943 | 15,578 | |
Honeywell International Inc. | 5.700% | 3/15/36 | 4,580 | 6,443 | |
Honeywell International Inc. | 5.700% | 3/15/37 | 4,945 | 7,058 | |
Honeywell International Inc. | 5.375% | 3/1/41 | 5,995 | 8,609 | |
Honeywell International Inc. | 3.812% | 11/21/47 | 850 | 1,046 | |
Honeywell International Inc. | 2.800% | 6/1/50 | 6,500 | 6,920 | |
Howmet Aerospace Inc. | 5.950% | 2/1/37 | 775 | 798 | |
Hubbell Inc. | 3.350% | 3/1/26 | 2,800 | 2,951 | |
Hubbell Inc. | 3.150% | 8/15/27 | 3,425 | 3,551 | |
Hubbell Inc. | 3.500% | 2/15/28 | 4,645 | 4,906 | |
6 | Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 3,500 | 3,805 |
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 4,608 | 4,965 | |
6 | Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 4,700 | 5,242 |
IDEX Corp. | 3.000% | 5/1/30 | 2,900 | 2,983 | |
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 2,895 | 2,985 | |
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 7,912 | 8,648 | |
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 14,550 | 16,027 | |
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 350 | 470 | |
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 9,303 | 11,413 | |
Ingersoll-Rand Luxembourg Finance SA | 3.550% | 11/1/24 | 9,605 | 10,581 | |
Ingersoll-Rand Luxembourg Finance SA | 3.500% | 3/21/26 | 1,170 | 1,269 | |
Ingersoll-Rand Luxembourg Finance SA | 3.800% | 3/21/29 | 10,715 | 12,069 | |
Ingersoll-Rand Luxembourg Finance SA | 4.650% | 11/1/44 | 3,050 | 3,558 | |
Ingersoll-Rand Luxembourg Finance SA | 4.500% | 3/21/49 | 3,475 | 4,184 | |
John Deere Capital Corp. | 3.900% | 7/12/21 | 8,268 | 8,557 | |
John Deere Capital Corp. | 3.125% | 9/10/21 | 6,700 | 6,913 | |
John Deere Capital Corp. | 3.150% | 10/15/21 | 9,091 | 9,397 | |
John Deere Capital Corp. | 2.650% | 1/6/22 | 7,350 | 7,589 | |
John Deere Capital Corp. | 2.750% | 3/15/22 | 2,250 | 2,334 | |
John Deere Capital Corp. | 2.150% | 9/8/22 | 10,350 | 10,697 | |
John Deere Capital Corp. | 2.700% | 1/6/23 | 300 | 315 | |
John Deere Capital Corp. | 2.800% | 1/27/23 | 7,615 | 8,034 | |
John Deere Capital Corp. | 2.800% | 3/6/23 | 10,950 | 11,592 | |
John Deere Capital Corp. | 3.450% | 6/7/23 | 800 | 864 | |
John Deere Capital Corp. | 0.700% | 7/5/23 | 8,550 | 8,564 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 3,150 | 3,461 | |
John Deere Capital Corp. | 2.600% | 3/7/24 | 3,000 | 3,194 | |
John Deere Capital Corp. | 3.350% | 6/12/24 | 9,931 | 10,912 | |
John Deere Capital Corp. | 2.650% | 6/24/24 | 4,421 | 4,746 | |
John Deere Capital Corp. | 2.050% | 1/9/25 | 11,150 | 11,748 | |
John Deere Capital Corp. | 3.450% | 3/13/25 | 10,705 | 11,973 | |
John Deere Capital Corp. | 3.400% | 9/11/25 | 1,750 | 1,969 | |
John Deere Capital Corp. | 2.650% | 6/10/26 | 4,200 | 4,587 | |
John Deere Capital Corp. | 2.250% | 9/14/26 | 7,865 | 8,395 | |
John Deere Capital Corp. | 1.750% | 3/9/27 | 4,300 | 4,443 | |
John Deere Capital Corp. | 2.800% | 9/8/27 | 4,100 | 4,519 | |
John Deere Capital Corp. | 3.050% | 1/6/28 | 7,700 | 8,561 | |
John Deere Capital Corp. | 3.450% | 3/7/29 | 4,475 | 5,159 | |
John Deere Capital Corp. | 2.800% | 7/18/29 | 5,575 | 6,176 | |
John Deere Capital Corp. | 2.450% | 1/9/30 | 6,380 | 6,914 |
79
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Johnson Controls International plc | 3.625% | 7/2/24 | 4,302 | 4,598 | |
Johnson Controls International plc | 3.900% | 2/14/26 | 4,082 | 4,415 | |
Johnson Controls International plc | 6.000% | 1/15/36 | 954 | 1,226 | |
Johnson Controls International plc | 4.625% | 7/2/44 | 7,850 | 8,940 | |
Johnson Controls International plc | 5.125% | 9/14/45 | 1,045 | 1,292 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 5,495 | 6,256 | |
Johnson Controls International plc | 4.950% | 7/2/64 | 3,658 | 4,374 | |
Kennametal Inc. | 3.875% | 2/15/22 | 1,525 | 1,557 | |
Kennametal Inc. | 4.625% | 6/15/28 | 6,620 | 6,900 | |
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 8,950 | 9,717 | |
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 1,040 | 1,137 | |
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 7,645 | 8,567 | |
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 5,500 | 6,286 | |
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 5,350 | 6,364 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 2,130 | 2,295 | |
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 2,150 | 2,774 | |
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 4,625 | 6,616 | |
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 4,170 | 5,467 | |
Leggett & Platt Inc. | 3.800% | 11/15/24 | 3,725 | 3,875 | |
Leggett & Platt Inc. | 3.500% | 11/15/27 | 12,475 | 12,576 | |
Legrand France SA | 8.500% | 2/15/25 | 3,350 | 4,457 | |
Lennox International Inc. | 3.000% | 11/15/23 | 1,000 | 1,033 | |
Lockheed Martin Corp. | 2.500% | 11/23/20 | 1,192 | 1,200 | |
Lockheed Martin Corp. | 3.350% | 9/15/21 | 5,122 | 5,303 | |
Lockheed Martin Corp. | 3.100% | 1/15/23 | 9,780 | 10,400 | |
Lockheed Martin Corp. | 2.900% | 3/1/25 | 6,252 | 6,857 | |
Lockheed Martin Corp. | 3.550% | 1/15/26 | 7,275 | 8,348 | |
Lockheed Martin Corp. | 1.850% | 6/15/30 | 4,940 | 5,059 | |
Lockheed Martin Corp. | 3.600% | 3/1/35 | 9,240 | 11,017 | |
Lockheed Martin Corp. | 4.500% | 5/15/36 | 5,475 | 7,101 | |
Lockheed Martin Corp. | 6.150% | 9/1/36 | 7,685 | 11,546 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 3,301 | 4,889 | |
Lockheed Martin Corp. | 4.850% | 9/15/41 | 622 | 812 | |
Lockheed Martin Corp. | 4.070% | 12/15/42 | 12,765 | 16,376 | |
Lockheed Martin Corp. | 3.800% | 3/1/45 | 8,096 | 9,804 | |
Lockheed Martin Corp. | 4.700% | 5/15/46 | 10,200 | 13,991 | |
Lockheed Martin Corp. | 2.800% | 6/15/50 | 6,000 | 6,298 | |
Lockheed Martin Corp. | 4.090% | 9/15/52 | 13,061 | 17,086 | |
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,985 | 3,256 | |
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 3,225 | 3,476 | |
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 3,707 | 4,065 | |
Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 4,200 | 4,229 | |
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 7,600 | 8,268 | |
Masco Corp. | 3.500% | 4/1/21 | 9,042 | 9,167 | |
Masco Corp. | 5.950% | 3/15/22 | 583 | 629 | |
Masco Corp. | 4.450% | 4/1/25 | 4,700 | 5,315 | |
Masco Corp. | 4.375% | 4/1/26 | 4,500 | 5,086 | |
Masco Corp. | 3.500% | 11/15/27 | 6,550 | 7,018 | |
Masco Corp. | 7.750% | 8/1/29 | 1,144 | 1,461 | |
Masco Corp. | 4.500% | 5/15/47 | 2,200 | 2,326 | |
Mohawk Industries Inc. | 3.850% | 2/1/23 | 6,125 | 6,501 | |
Mohawk Industries Inc. | 3.625% | 5/15/30 | 5,625 | 6,131 | |
Northrop Grumman Corp. | 3.500% | 3/15/21 | 8,255 | 8,428 | |
Northrop Grumman Corp. | 2.550% | 10/15/22 | 5,050 | 5,274 |
80
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 11,375 | 12,259 | |
Northrop Grumman Corp. | 2.930% | 1/15/25 | 8,400 | 9,074 | |
Northrop Grumman Corp. | 3.200% | 2/1/27 | 8,000 | 8,868 | |
Northrop Grumman Corp. | 3.250% | 1/15/28 | 8,505 | 9,501 | |
Northrop Grumman Corp. | 4.400% | 5/1/30 | 8,817 | 10,668 | |
Northrop Grumman Corp. | 5.150% | 5/1/40 | 3,865 | 5,152 | |
Northrop Grumman Corp. | 5.050% | 11/15/40 | 7,525 | 9,932 | |
Northrop Grumman Corp. | 4.750% | 6/1/43 | 8,190 | 10,645 | |
Northrop Grumman Corp. | 3.850% | 4/15/45 | 3,275 | 3,844 | |
Northrop Grumman Corp. | 4.030% | 10/15/47 | 17,160 | 20,725 | |
Northrop Grumman Corp. | 5.250% | 5/1/50 | 10,395 | 14,867 | |
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 3,120 | 4,663 | |
Nvent Finance Sarl | 3.950% | 4/15/23 | 2,100 | 2,163 | |
Nvent Finance Sarl | 4.550% | 4/15/28 | 3,850 | 4,049 | |
Oshkosh Corp. | 4.600% | 5/15/28 | 7,375 | 7,983 | |
Oshkosh Corp. | 3.100% | 3/1/30 | 600 | 600 | |
6 | Otis Worldwide Corp. | 2.056% | 4/5/25 | 7,250 | 7,572 |
6 | Otis Worldwide Corp. | 2.293% | 4/5/27 | 5,000 | 5,211 |
6 | Otis Worldwide Corp. | 2.565% | 2/15/30 | 19,547 | 20,339 |
6 | Otis Worldwide Corp. | 3.112% | 2/15/40 | 7,960 | 8,069 |
6 | Otis Worldwide Corp. | 3.362% | 2/15/50 | 8,055 | 8,468 |
Owens Corning | 4.200% | 12/1/24 | 6,030 | 6,522 | |
Owens Corning | 3.400% | 8/15/26 | 2,025 | 2,109 | |
Owens Corning | 3.950% | 8/15/29 | 4,000 | 4,332 | |
Owens Corning | 3.875% | 6/1/30 | 4,275 | 4,572 | |
Owens Corning | 7.000% | 12/1/36 | 1,787 | 2,303 | |
Owens Corning | 4.300% | 7/15/47 | 4,325 | 4,352 | |
Owens Corning | 4.400% | 1/30/48 | 3,200 | 3,288 | |
Parker-Hannifin Corp. | 3.500% | 9/15/22 | 5,646 | 5,932 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 4,700 | 4,997 | |
Parker-Hannifin Corp. | 3.300% | 11/21/24 | 11,650 | 12,637 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 13,825 | 14,995 | |
Parker-Hannifin Corp. | 4.200% | 11/21/34 | 3,900 | 4,638 | |
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 3,650 | 5,002 | |
Parker-Hannifin Corp. | 4.450% | 11/21/44 | 4,870 | 5,804 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 6,250 | 7,213 | |
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 6,575 | 7,542 | |
Precision Castparts Corp. | 2.500% | 1/15/23 | 13,970 | 14,620 | |
Precision Castparts Corp. | 3.250% | 6/15/25 | 9,300 | 10,310 | |
Precision Castparts Corp. | 3.900% | 1/15/43 | 6,575 | 7,197 | |
Precision Castparts Corp. | 4.375% | 6/15/45 | 5,712 | 6,849 | |
6 | Raytheon Technologies Corp. | 3.100% | 11/15/21 | 1,000 | 1,023 |
6 | Raytheon Technologies Corp. | 2.800% | 3/15/22 | 12,000 | 12,370 |
6 | Raytheon Technologies Corp. | 2.500% | 12/15/22 | 18,875 | 19,538 |
Raytheon Technologies Corp. | 3.650% | 8/16/23 | 740 | 802 | |
6 | Raytheon Technologies Corp. | 3.700% | 12/15/23 | 2,775 | 2,990 |
6 | Raytheon Technologies Corp. | 3.200% | 3/15/24 | 12,107 | 13,012 |
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 18,435 | 21,003 | |
6 | Raytheon Technologies Corp. | 3.500% | 3/15/27 | 14,800 | 16,645 |
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 3,077 | 3,408 | |
6 | Raytheon Technologies Corp. | 7.200% | 8/15/27 | 1,010 | 1,357 |
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 325 | 443 | |
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 31,475 | 37,101 | |
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 4,125 | 6,041 |
81
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 3,500 | 3,629 | |
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 3,225 | 4,385 | |
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 5,215 | 7,490 | |
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 8,750 | 12,681 | |
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 11,665 | 14,256 | |
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 11,350 | 15,773 | |
6 | Raytheon Technologies Corp. | 4.875% | 10/15/40 | 450 | 572 |
6 | Raytheon Technologies Corp. | 4.700% | 12/15/41 | 7,075 | 8,546 |
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 28,298 | 35,102 | |
6 | Raytheon Technologies Corp. | 4.800% | 12/15/43 | 1,825 | 2,334 |
6 | Raytheon Technologies Corp. | 4.200% | 12/15/44 | 795 | 925 |
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 11,675 | 14,019 | |
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 10,325 | 11,772 | |
6 | Raytheon Technologies Corp. | 4.350% | 4/15/47 | 9,375 | 11,262 |
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 11,850 | 14,107 | |
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 9,000 | 9,622 | |
Republic Services Inc. | 5.250% | 11/15/21 | 8,838 | 9,403 | |
Republic Services Inc. | 3.550% | 6/1/22 | 475 | 499 | |
Republic Services Inc. | 4.750% | 5/15/23 | 2,425 | 2,698 | |
Republic Services Inc. | 2.500% | 8/15/24 | 4,500 | 4,783 | |
Republic Services Inc. | 3.200% | 3/15/25 | 6,809 | 7,472 | |
Republic Services Inc. | 2.900% | 7/1/26 | 4,275 | 4,653 | |
Republic Services Inc. | 2.300% | 3/1/30 | 8,375 | 8,674 | |
Republic Services Inc. | 6.200% | 3/1/40 | 3,390 | 4,916 | |
Republic Services Inc. | 5.700% | 5/15/41 | 5,665 | 7,909 | |
Republic Services Inc. | 3.050% | 3/1/50 | 3,917 | 4,051 | |
Rockwell Automation Inc. | 3.500% | 3/1/29 | 3,975 | 4,488 | |
Rockwell Automation Inc. | 4.200% | 3/1/49 | 5,025 | 6,288 | |
Roper Technologies Inc. | 2.800% | 12/15/21 | 10,575 | 10,877 | |
Roper Technologies Inc. | 3.125% | 11/15/22 | 400 | 418 | |
Roper Technologies Inc. | 2.350% | 9/15/24 | 8,450 | 8,888 | |
Roper Technologies Inc. | 3.850% | 12/15/25 | 2,675 | 3,031 | |
Roper Technologies Inc. | 3.800% | 12/15/26 | 11,559 | 13,203 | |
Roper Technologies Inc. | 4.200% | 9/15/28 | 7,100 | 8,314 | |
Roper Technologies Inc. | 2.950% | 9/15/29 | 4,000 | 4,363 | |
Roper Technologies Inc. | 2.000% | 6/30/30 | 4,425 | 4,424 | |
Snap-on Inc. | 6.125% | 9/1/21 | 3,135 | 3,314 | |
Snap-on Inc. | 3.250% | 3/1/27 | 1,900 | 2,073 | |
Snap-on Inc. | 4.100% | 3/1/48 | 2,600 | 3,100 | |
Snap-on Inc. | 3.100% | 5/1/50 | 3,225 | 3,306 | |
Sonoco Products Co. | 3.125% | 5/1/30 | 4,175 | 4,360 | |
Sonoco Products Co. | 5.750% | 11/1/40 | 4,560 | 5,646 | |
Stanley Black & Decker Inc. | 3.400% | 12/1/21 | 4,025 | 4,155 | |
Stanley Black & Decker Inc. | 2.900% | 11/1/22 | 7,700 | 8,119 | |
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 4,500 | 4,992 | |
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 1,025 | 1,228 | |
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 13,300 | 13,859 | |
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 2,950 | 3,897 | |
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 6,200 | 8,422 | |
4 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 2,000 | 1,973 |
Textron Inc. | 4.300% | 3/1/24 | 2,625 | 2,825 | |
Textron Inc. | 3.875% | 3/1/25 | 7,600 | 8,137 | |
Textron Inc. | 4.000% | 3/15/26 | 6,200 | 6,588 | |
Textron Inc. | 3.650% | 3/15/27 | 11,961 | 12,413 |
82
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Textron Inc. | 3.375% | 3/1/28 | 5,450 | 5,570 | |
Timken Co. | 3.875% | 9/1/24 | 1,000 | 1,050 | |
Timken Co. | 4.500% | 12/15/28 | 7,320 | 7,887 | |
Trane Technologies Global Holding Co. Ltd. | 2.900% | 2/21/21 | 2,500 | 2,528 | |
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 7,625 | 8,435 | |
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 50 | 55 | |
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 175 | 232 | |
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 1,750 | 2,012 | |
Valmont Industries Inc. | 5.000% | 10/1/44 | 5,944 | 6,077 | |
Valmont Industries Inc. | 5.250% | 10/1/54 | 3,275 | 3,335 | |
Vulcan Materials Co. | 4.500% | 4/1/25 | 2,750 | 3,053 | |
Vulcan Materials Co. | 3.500% | 6/1/30 | 6,450 | 6,999 | |
Vulcan Materials Co. | 4.500% | 6/15/47 | 9,737 | 10,775 | |
Wabtec Corp. | 4.400% | 3/15/24 | 8,205 | 8,668 | |
Wabtec Corp. | 3.450% | 11/15/26 | 6,375 | 6,560 | |
Wabtec Corp. | 4.950% | 9/15/28 | 10,675 | 11,874 | |
Waste Connections Inc. | 3.500% | 5/1/29 | 9,370 | 10,480 | |
Waste Connections Inc. | 2.600% | 2/1/30 | 7,400 | 7,800 | |
Waste Connections Inc. | 3.050% | 4/1/50 | 2,075 | 2,093 | |
Waste Management Inc. | 4.600% | 3/1/21 | 6,375 | 6,489 | |
Waste Management Inc. | 2.900% | 9/15/22 | 100 | 104 | |
Waste Management Inc. | 2.400% | 5/15/23 | 9,676 | 10,090 | |
Waste Management Inc. | 3.500% | 5/15/24 | 10,074 | 10,969 | |
Waste Management Inc. | 2.950% | 6/15/24 | 6,625 | 6,772 | |
Waste Management Inc. | 3.125% | 3/1/25 | 7,735 | 8,475 | |
Waste Management Inc. | 3.200% | 6/15/26 | 10,884 | 11,147 | |
Waste Management Inc. | 3.150% | 11/15/27 | 2,021 | 2,263 | |
Waste Management Inc. | 3.450% | 6/15/29 | 8,705 | 8,986 | |
Waste Management Inc. | 3.900% | 3/1/35 | 4,785 | 5,644 | |
Waste Management Inc. | 4.000% | 7/15/39 | 4,450 | 4,580 | |
Waste Management Inc. | 4.100% | 3/1/45 | 6,250 | 7,464 | |
Waste Management Inc. | 4.150% | 7/15/49 | 8,550 | 10,643 | |
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 1,880 | 1,916 | |
WW Grainger Inc. | 1.850% | 2/15/25 | 4,040 | 4,222 | |
WW Grainger Inc. | 4.600% | 6/15/45 | 9,875 | 12,371 | |
WW Grainger Inc. | 3.750% | 5/15/46 | 2,975 | 3,294 | |
WW Grainger Inc. | 4.200% | 5/15/47 | 3,075 | 3,618 | |
Xylem Inc. | 3.250% | 11/1/26 | 5,950 | 6,573 | |
Xylem Inc. | 1.950% | 1/30/28 | 2,000 | 2,009 | |
Xylem Inc. | 2.250% | 1/30/31 | 4,275 | 4,277 | |
Xylem Inc. | 4.375% | 11/1/46 | 4,180 | 4,569 | |
Communication (2.8%) | |||||
Activision Blizzard Inc. | 2.300% | 9/15/21 | 10,379 | 10,531 | |
Activision Blizzard Inc. | 2.600% | 6/15/22 | 3,375 | 3,503 | |
Activision Blizzard Inc. | 3.400% | 9/15/26 | 8,000 | 9,083 | |
Activision Blizzard Inc. | 3.400% | 6/15/27 | 1,700 | 1,897 | |
Activision Blizzard Inc. | 4.500% | 6/15/47 | 3,805 | 4,908 | |
America Movil SAB de CV | 3.125% | 7/16/22 | 13,640 | 14,081 | |
America Movil SAB de CV | 3.625% | 4/22/29 | 7,600 | 8,432 | |
America Movil SAB de CV | 2.875% | 5/7/30 | 1,500 | 1,583 | |
America Movil SAB de CV | 6.375% | 3/1/35 | 8,615 | 12,444 | |
America Movil SAB de CV | 6.125% | 11/15/37 | 2,850 | 4,012 | |
America Movil SAB de CV | 6.125% | 3/30/40 | 16,336 | 23,328 |
83
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 9,675 | 11,792 | |
America Movil SAB de CV | 4.375% | 4/22/49 | 12,780 | 15,548 | |
American Tower Corp. | 3.450% | 9/15/21 | 7,675 | 7,950 | |
American Tower Corp. | 2.250% | 1/15/22 | 3,150 | 3,228 | |
American Tower Corp. | 4.700% | 3/15/22 | 5,000 | 5,345 | |
American Tower Corp. | 3.500% | 1/31/23 | 27,228 | 29,093 | |
American Tower Corp. | 5.000% | 2/15/24 | 10,707 | 12,198 | |
American Tower Corp. | 3.375% | 5/15/24 | 7,330 | 7,965 | |
American Tower Corp. | 2.950% | 1/15/25 | 2,500 | 2,700 | |
American Tower Corp. | 2.400% | 3/15/25 | 7,300 | 7,690 | |
American Tower Corp. | 4.000% | 6/1/25 | 3,525 | 3,968 | |
American Tower Corp. | 1.300% | 9/15/25 | 4,270 | 4,274 | |
American Tower Corp. | 3.375% | 10/15/26 | 10,670 | 11,834 | |
American Tower Corp. | 3.125% | 1/15/27 | 4,590 | 4,967 | |
American Tower Corp. | 3.550% | 7/15/27 | 7,860 | 8,707 | |
American Tower Corp. | 3.600% | 1/15/28 | 2,219 | 2,454 | |
American Tower Corp. | 3.950% | 3/15/29 | 10,750 | 12,229 | |
American Tower Corp. | 3.800% | 8/15/29 | 14,110 | 16,049 | |
American Tower Corp. | 2.900% | 1/15/30 | 7,000 | 7,454 | |
American Tower Corp. | 2.100% | 6/15/30 | 6,000 | 5,977 | |
American Tower Corp. | 3.700% | 10/15/49 | 6,300 | 6,890 | |
American Tower Corp. | 3.100% | 6/15/50 | 6,475 | 6,308 | |
AT&T Inc. | 4.000% | 1/15/22 | 7,160 | 7,580 | |
AT&T Inc. | 3.000% | 2/15/22 | 7,950 | 8,248 | |
AT&T Inc. | 3.200% | 3/1/22 | 10,325 | 10,779 | |
AT&T Inc. | 3.800% | 3/15/22 | 15,254 | 16,115 | |
AT&T Inc. | 3.400% | 6/15/22 | 6,501 | 6,834 | |
AT&T Inc. | 3.000% | 6/30/22 | 22,805 | 23,770 | |
AT&T Inc. | 3.600% | 2/17/23 | 16,405 | 17,570 | |
AT&T Inc. | 4.050% | 12/15/23 | 4,340 | 4,800 | |
AT&T Inc. | 3.800% | 3/1/24 | 10,967 | 12,016 | |
AT&T Inc. | 3.900% | 3/11/24 | 8,000 | 8,797 | |
AT&T Inc. | 4.450% | 4/1/24 | 11,779 | 13,195 | |
AT&T Inc. | 3.550% | 6/1/24 | 5,200 | 5,639 | |
AT&T Inc. | 3.950% | 1/15/25 | 3,000 | 3,342 | |
AT&T Inc. | 3.400% | 5/15/25 | 43,504 | 47,655 | |
AT&T Inc. | 3.600% | 7/15/25 | 28,900 | 32,002 | |
AT&T Inc. | 3.875% | 1/15/26 | 22,066 | 24,782 | |
AT&T Inc. | 4.125% | 2/17/26 | 18,000 | 20,442 | |
AT&T Inc. | 3.800% | 2/15/27 | 14,500 | 16,257 | |
AT&T Inc. | 4.250% | 3/1/27 | 16,658 | 18,936 | |
AT&T Inc. | 2.300% | 6/1/27 | 22,330 | 22,901 | |
AT&T Inc. | 4.100% | 2/15/28 | 17,444 | 19,852 | |
AT&T Inc. | 4.350% | 3/1/29 | 25,600 | 29,573 | |
AT&T Inc. | 4.300% | 2/15/30 | 18,966 | 22,003 | |
AT&T Inc. | 2.750% | 6/1/31 | 33,000 | 34,014 | |
AT&T Inc. | 4.500% | 5/15/35 | 27,975 | 32,942 | |
AT&T Inc. | 5.250% | 3/1/37 | 24,620 | 30,266 | |
AT&T Inc. | 4.900% | 8/15/37 | 19,625 | 23,370 | |
AT&T Inc. | 4.850% | 3/1/39 | 10,600 | 12,852 | |
AT&T Inc. | 6.350% | 3/15/40 | 8,700 | 11,793 | |
AT&T Inc. | 6.100% | 7/15/40 | 2,000 | 2,694 | |
AT&T Inc. | 6.000% | 8/15/40 | 2,470 | 3,322 | |
AT&T Inc. | 5.350% | 9/1/40 | 28,053 | 34,885 |
84
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
AT&T Inc. | 6.375% | 3/1/41 | 7,921 | 11,243 | |
AT&T Inc. | 3.500% | 6/1/41 | 30,000 | 31,014 | |
AT&T Inc. | 5.550% | 8/15/41 | 50 | 63 | |
AT&T Inc. | 5.375% | 10/15/41 | 11,530 | 14,250 | |
AT&T Inc. | 5.150% | 3/15/42 | 12,734 | 15,765 | |
AT&T Inc. | 4.900% | 6/15/42 | 13,315 | 16,028 | |
AT&T Inc. | 4.300% | 12/15/42 | 15,711 | 17,379 | |
AT&T Inc. | 5.350% | 12/15/43 | 4,057 | 4,987 | |
AT&T Inc. | 4.650% | 6/1/44 | 12,330 | 14,231 | |
AT&T Inc. | 4.800% | 6/15/44 | 18,650 | 21,710 | |
AT&T Inc. | 4.350% | 6/15/45 | 28,998 | 32,260 | |
AT&T Inc. | 4.750% | 5/15/46 | 25,023 | 29,632 | |
AT&T Inc. | 5.150% | 11/15/46 | 22,613 | 27,724 | |
AT&T Inc. | 5.450% | 3/1/47 | 22,200 | 29,091 | |
AT&T Inc. | 4.500% | 3/9/48 | 37,401 | 44,038 | |
AT&T Inc. | 4.550% | 3/9/49 | 19,505 | 22,976 | |
AT&T Inc. | 5.150% | 2/15/50 | 12,600 | 16,136 | |
AT&T Inc. | 3.650% | 6/1/51 | 28,600 | 29,159 | |
AT&T Inc. | 5.700% | 3/1/57 | 6,570 | 8,938 | |
AT&T Inc. | 5.300% | 8/15/58 | 8,051 | 10,264 | |
AT&T Inc. | 3.850% | 6/1/60 | 12,600 | 13,032 | |
Bell Canada Inc. | 4.300% | 7/29/49 | 5,000 | 6,127 | |
British Telecommunications plc | 4.500% | 12/4/23 | 5,150 | 5,695 | |
British Telecommunications plc | 5.125% | 12/4/28 | 5,000 | 6,176 | |
British Telecommunications plc | 9.625% | 12/15/30 | 20,651 | 33,758 | |
CC Holdings GS V LLC / Crown Castle GS III Corp. | 3.849% | 4/15/23 | 9,550 | 10,302 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.464% | 7/23/22 | 30,000 | 32,001 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.500% | 2/1/24 | 9,505 | 10,519 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 40,600 | 46,549 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 21,080 | 22,963 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.200% | 3/15/28 | 5,250 | 5,883 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 7,917 | 9,328 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.800% | 4/1/31 | 20,655 | 20,962 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.384% | 10/23/35 | 18,800 | 24,811 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/38 | 6,925 | 8,411 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 29,134 | 38,593 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 19,835 | 23,357 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 23,850 | 29,596 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 6,100 | 7,046 |
85
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 23,590 | 26,082 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.700% | 4/1/51 | 12,300 | 12,049 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 4,350 | 5,858 | |
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 2,075 | 2,509 | |
Comcast Corp. | 3.125% | 7/15/22 | 12,865 | 13,584 | |
Comcast Corp. | 2.750% | 3/1/23 | 10,000 | 10,559 | |
Comcast Corp. | 3.000% | 2/1/24 | 24,340 | 26,184 | |
Comcast Corp. | 3.600% | 3/1/24 | 4,275 | 4,701 | |
Comcast Corp. | 3.700% | 4/15/24 | 10,000 | 11,091 | |
Comcast Corp. | 3.375% | 2/15/25 | 10,700 | 11,845 | |
Comcast Corp. | 3.100% | 4/1/25 | 6,000 | 6,600 | |
Comcast Corp. | 3.375% | 8/15/25 | 27,097 | 30,180 | |
Comcast Corp. | 3.950% | 10/15/25 | 23,988 | 27,457 | |
Comcast Corp. | 3.150% | 3/1/26 | 17,255 | 19,182 | |
Comcast Corp. | 2.350% | 1/15/27 | 23,515 | 25,038 | |
Comcast Corp. | 3.300% | 2/1/27 | 20,135 | 22,565 | |
Comcast Corp. | 3.300% | 4/1/27 | 6,000 | 6,724 | |
Comcast Corp. | 3.150% | 2/15/28 | 17,300 | 19,298 | |
Comcast Corp. | 4.150% | 10/15/28 | 43,787 | 52,463 | |
Comcast Corp. | 2.650% | 2/1/30 | 9,000 | 9,771 | |
Comcast Corp. | 3.400% | 4/1/30 | 14,955 | 17,003 | |
Comcast Corp. | 4.250% | 10/15/30 | 16,050 | 19,622 | |
Comcast Corp. | 1.950% | 1/15/31 | 18,000 | 18,325 | |
Comcast Corp. | 4.250% | 1/15/33 | 15,335 | 18,897 | |
Comcast Corp. | 7.050% | 3/15/33 | 2,200 | 3,341 | |
Comcast Corp. | 4.200% | 8/15/34 | 10,900 | 13,459 | |
Comcast Corp. | 5.650% | 6/15/35 | 6,890 | 9,798 | |
Comcast Corp. | 4.400% | 8/15/35 | 17,305 | 21,813 | |
Comcast Corp. | 6.500% | 11/15/35 | 13,950 | 21,233 | |
Comcast Corp. | 3.200% | 7/15/36 | 8,175 | 8,913 | |
Comcast Corp. | 6.450% | 3/15/37 | 8,723 | 12,972 | |
Comcast Corp. | 6.950% | 8/15/37 | 6,748 | 10,615 | |
Comcast Corp. | 3.900% | 3/1/38 | 5,000 | 5,932 | |
Comcast Corp. | 6.400% | 5/15/38 | 4,604 | 6,827 | |
Comcast Corp. | 4.600% | 10/15/38 | 26,065 | 33,159 | |
Comcast Corp. | 6.550% | 7/1/39 | 3,475 | 5,309 | |
Comcast Corp. | 3.250% | 11/1/39 | 10,200 | 11,163 | |
Comcast Corp. | 6.400% | 3/1/40 | 6,325 | 9,665 | |
Comcast Corp. | 3.750% | 4/1/40 | 13,050 | 15,244 | |
Comcast Corp. | 4.650% | 7/15/42 | 16,336 | 21,147 | |
Comcast Corp. | 4.500% | 1/15/43 | 6,150 | 7,935 | |
Comcast Corp. | 4.600% | 8/15/45 | 14,592 | 18,862 | |
Comcast Corp. | 3.400% | 7/15/46 | 10,915 | 12,081 | |
Comcast Corp. | 4.000% | 8/15/47 | 9,000 | 10,799 | |
Comcast Corp. | 3.969% | 11/1/47 | 14,979 | 18,002 | |
Comcast Corp. | 4.000% | 3/1/48 | 8,875 | 10,823 | |
Comcast Corp. | 4.700% | 10/15/48 | 18,380 | 24,616 | |
Comcast Corp. | 3.999% | 11/1/49 | 21,400 | 25,941 | |
Comcast Corp. | 3.450% | 2/1/50 | 15,700 | 17,945 | |
Comcast Corp. | 2.800% | 1/15/51 | 17,000 | 17,237 | |
Comcast Corp. | 4.049% | 11/1/52 | 14,280 | 17,412 |
86
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Comcast Corp. | 4.950% | 10/15/58 | 20,760 | 29,505 | |
Crown Castle International Corp. | 2.250% | 9/1/21 | 8,608 | 8,783 | |
Crown Castle International Corp. | 4.875% | 4/15/22 | 7,500 | 8,061 | |
Crown Castle International Corp. | 5.250% | 1/15/23 | 10,765 | 11,934 | |
Crown Castle International Corp. | 3.150% | 7/15/23 | 5,525 | 5,876 | |
Crown Castle International Corp. | 3.200% | 9/1/24 | 7,750 | 8,387 | |
Crown Castle International Corp. | 1.350% | 7/15/25 | 4,000 | 4,004 | |
Crown Castle International Corp. | 4.450% | 2/15/26 | 12,670 | 14,491 | |
Crown Castle International Corp. | 3.700% | 6/15/26 | 19,130 | 21,303 | |
Crown Castle International Corp. | 4.000% | 3/1/27 | 2,275 | 2,576 | |
Crown Castle International Corp. | 3.650% | 9/1/27 | 10,000 | 11,158 | |
Crown Castle International Corp. | 3.800% | 2/15/28 | 16,200 | 18,253 | |
Crown Castle International Corp. | 4.300% | 2/15/29 | 827 | 958 | |
Crown Castle International Corp. | 3.100% | 11/15/29 | 3,175 | 3,369 | |
Crown Castle International Corp. | 3.300% | 7/1/30 | 5,780 | 6,309 | |
Crown Castle International Corp. | 2.250% | 1/15/31 | 4,000 | 4,007 | |
Crown Castle International Corp. | 4.750% | 5/15/47 | 4,200 | 5,190 | |
Crown Castle International Corp. | 5.200% | 2/15/49 | 7,750 | 10,263 | |
Crown Castle International Corp. | 4.150% | 7/1/50 | 4,320 | 4,889 | |
Crown Castle International Corp. | 3.250% | 1/15/51 | 4,000 | 3,991 | |
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 29,833 | 46,489 | |
Discovery Communications LLC | 2.950% | 3/20/23 | 7,900 | 8,316 | |
Discovery Communications LLC | 3.800% | 3/13/24 | 3,640 | 3,944 | |
Discovery Communications LLC | 3.900% | 11/15/24 | 7,525 | 8,232 | |
Discovery Communications LLC | 3.450% | 3/15/25 | 5,061 | 5,457 | |
Discovery Communications LLC | 3.950% | 6/15/25 | 4,768 | 5,243 | |
Discovery Communications LLC | 4.900% | 3/11/26 | 9,000 | 10,340 | |
Discovery Communications LLC | 3.950% | 3/20/28 | 14,714 | 16,483 | |
Discovery Communications LLC | 4.125% | 5/15/29 | 6,000 | 6,840 | |
Discovery Communications LLC | 3.625% | 5/15/30 | 9,300 | 10,151 | |
Discovery Communications LLC | 5.000% | 9/20/37 | 13,900 | 16,185 | |
Discovery Communications LLC | 6.350% | 6/1/40 | 6,615 | 8,897 | |
Discovery Communications LLC | 4.950% | 5/15/42 | 7,971 | 8,968 | |
Discovery Communications LLC | 4.875% | 4/1/43 | 7,665 | 8,749 | |
Discovery Communications LLC | 5.200% | 9/20/47 | 9,554 | 11,106 | |
Discovery Communications LLC | 5.300% | 5/15/49 | 6,385 | 7,654 | |
Discovery Communications LLC | 4.650% | 5/15/50 | 9,620 | 10,930 | |
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,090 | 3,687 | |
Fox Corp. | 3.666% | 1/25/22 | 5,580 | 5,835 | |
Fox Corp. | 4.030% | 1/25/24 | 13,265 | 14,665 | |
Fox Corp. | 3.050% | 4/7/25 | 5,025 | 5,442 | |
Fox Corp. | 4.709% | 1/25/29 | 12,325 | 14,796 | |
Fox Corp. | 3.500% | 4/8/30 | 6,025 | 6,696 | |
Fox Corp. | 5.476% | 1/25/39 | 13,500 | 18,036 | |
Fox Corp. | 5.576% | 1/25/49 | 10,600 | 14,733 | |
Grupo Televisa SAB | 6.625% | 3/18/25 | 2,025 | 2,379 | |
Grupo Televisa SAB | 4.625% | 1/30/26 | 5,420 | 5,899 | |
Grupo Televisa SAB | 8.500% | 3/11/32 | 275 | 400 | |
Grupo Televisa SAB | 6.625% | 1/15/40 | 4,845 | 6,262 | |
Grupo Televisa SAB | 5.000% | 5/13/45 | 20,160 | 22,247 | |
Grupo Televisa SAB | 5.250% | 5/24/49 | 4,300 | 4,970 | |
Interpublic Group of Cos. Inc. | 3.750% | 10/1/21 | 1,075 | 1,115 | |
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 11,196 | 11,862 | |
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 4,320 | 4,716 |
87
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 2,855 | 3,315 | |
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 5,300 | 6,218 | |
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 4,300 | 4,777 | |
Koninklijke KPN NV | 8.375% | 10/1/30 | 5,000 | 7,170 | |
Moody’s Corp. | 2.750% | 12/15/21 | 2,884 | 2,970 | |
Moody’s Corp. | 4.500% | 9/1/22 | 4,908 | 5,265 | |
Moody’s Corp. | 4.875% | 2/15/24 | 8,339 | 9,417 | |
Moody’s Corp. | 3.250% | 1/15/28 | 5,500 | 6,103 | |
Moody’s Corp. | 5.250% | 7/15/44 | 5,515 | 7,752 | |
Moody’s Corp. | 3.250% | 5/20/50 | 2,600 | 2,812 | |
NBCUniversal Media LLC | 2.875% | 1/15/23 | 24,149 | 25,599 | |
NBCUniversal Media LLC | 6.400% | 4/30/40 | 6,300 | 9,674 | |
NBCUniversal Media LLC | 5.950% | 4/1/41 | 3,395 | 4,986 | |
NBCUniversal Media LLC | 4.450% | 1/15/43 | 4,500 | 5,668 | |
Omnicom Group Inc. | 2.450% | 4/30/30 | 11,000 | 11,109 | |
Omnicom Group Inc. | 4.200% | 6/1/30 | 7,900 | 9,179 | |
Omnicom Group Inc. / Omnicom Capital Inc. | 3.625% | 5/1/22 | 12,051 | 12,714 | |
Omnicom Group Inc. / Omnicom Capital Inc. | 3.650% | 11/1/24 | 7,375 | 8,108 | |
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 12,675 | 14,160 | |
Orange SA | 4.125% | 9/14/21 | 14,622 | 15,243 | |
Orange SA | 9.000% | 3/1/31 | 16,090 | 26,135 | |
Orange SA | 5.375% | 1/13/42 | 11,690 | 16,195 | |
Orange SA | 5.500% | 2/6/44 | 10,815 | 15,606 | |
RELX Capital Inc. | 3.500% | 3/16/23 | 6,300 | 6,707 | |
RELX Capital Inc. | 4.000% | 3/18/29 | 4,000 | 4,625 | |
RELX Capital Inc. | 3.000% | 5/22/30 | 5,398 | 5,812 | |
Rogers Communications Inc. | 3.000% | 3/15/23 | 5,000 | 5,298 | |
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,400 | 7,085 | |
Rogers Communications Inc. | 3.625% | 12/15/25 | 5,435 | 6,132 | |
Rogers Communications Inc. | 2.900% | 11/15/26 | 1,500 | 1,640 | |
Rogers Communications Inc. | 7.500% | 8/15/38 | 300 | 448 | |
Rogers Communications Inc. | 4.500% | 3/15/43 | 7,615 | 9,280 | |
Rogers Communications Inc. | 5.000% | 3/15/44 | 5,000 | 6,439 | |
Rogers Communications Inc. | 4.300% | 2/15/48 | 4,850 | 5,821 | |
Rogers Communications Inc. | 4.350% | 5/1/49 | 16,050 | 19,633 | |
Rogers Communications Inc. | 3.700% | 11/15/49 | 2,400 | 2,623 | |
S&P Global Inc. | 4.000% | 6/15/25 | 6,225 | 7,134 | |
S&P Global Inc. | 4.400% | 2/15/26 | 8,100 | 9,532 | |
S&P Global Inc. | 2.500% | 12/1/29 | 5,300 | 5,753 | |
S&P Global Inc. | 4.500% | 5/15/48 | 3,700 | 4,868 | |
S&P Global Inc. | 3.250% | 12/1/49 | 6,500 | 7,177 | |
6 | T-Mobile USA Inc. | 3.500% | 4/15/25 | 26,000 | 28,295 |
6 | T-Mobile USA Inc. | 1.500% | 2/15/26 | 8,000 | 7,967 |
6 | T-Mobile USA Inc. | 3.750% | 4/15/27 | 34,200 | 37,812 |
6 | T-Mobile USA Inc. | 2.050% | 2/15/28 | 8,000 | 7,979 |
6 | T-Mobile USA Inc. | 3.875% | 4/15/30 | 63,215 | 70,035 |
6 | T-Mobile USA Inc. | 2.550% | 2/15/31 | 12,500 | 12,457 |
6 | T-Mobile USA Inc. | 4.375% | 4/15/40 | 23,450 | 26,776 |
6 | T-Mobile USA Inc. | 4.500% | 4/15/50 | 29,805 | 34,769 |
TCI Communications Inc. | 7.875% | 2/15/26 | 1,675 | 2,276 | |
TCI Communications Inc. | 7.125% | 2/15/28 | 725 | 1,004 | |
Telefonica Emisiones SAU | 4.570% | 4/27/23 | 5,875 | 6,411 | |
Telefonica Emisiones SAU | 4.103% | 3/8/27 | 17,075 | 19,439 | |
Telefonica Emisiones SAU | 7.045% | 6/20/36 | 15,972 | 23,061 |
88
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Telefonica Emisiones SAU | 4.665% | 3/6/38 | 9,670 | 11,520 | |
Telefonica Emisiones SAU | 5.213% | 3/8/47 | 24,482 | 30,725 | |
Telefonica Emisiones SAU | 4.895% | 3/6/48 | 15,143 | 18,126 | |
Telefonica Emisiones SAU | 5.520% | 3/1/49 | 10,895 | 14,252 | |
Telefonica Europe BV | 8.250% | 9/15/30 | 8,362 | 12,758 | |
TELUS Corp. | 2.800% | 2/16/27 | 8,525 | 8,942 | |
TELUS Corp. | 4.300% | 6/15/49 | 5,970 | 7,049 | |
Thomson Reuters Corp. | 4.300% | 11/23/23 | 4,515 | 4,970 | |
Thomson Reuters Corp. | 3.350% | 5/15/26 | 5,310 | 5,762 | |
Thomson Reuters Corp. | 5.500% | 8/15/35 | 3,075 | 3,872 | |
Thomson Reuters Corp. | 5.850% | 4/15/40 | 4,111 | 5,166 | |
Thomson Reuters Corp. | 5.650% | 11/23/43 | 2,750 | 3,693 | |
Time Warner Cable LLC | 4.000% | 9/1/21 | 10,125 | 10,395 | |
Time Warner Cable LLC | 6.550% | 5/1/37 | 14,905 | 19,592 | |
Time Warner Cable LLC | 7.300% | 7/1/38 | 10,248 | 14,226 | |
Time Warner Cable LLC | 6.750% | 6/15/39 | 18,092 | 24,025 | |
Time Warner Cable LLC | 5.875% | 11/15/40 | 7,810 | 9,617 | |
Time Warner Cable LLC | 5.500% | 9/1/41 | 9,070 | 10,985 | |
Time Warner Cable LLC | 4.500% | 9/15/42 | 9,460 | 10,142 | |
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 4,175 | 6,272 | |
TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 250 | 277 | |
Verizon Communications Inc. | 2.946% | 3/15/22 | 8,253 | 8,600 | |
Verizon Communications Inc. | 2.450% | 11/1/22 | 11,550 | 12,010 | |
Verizon Communications Inc. | 5.150% | 9/15/23 | 21,596 | 24,594 | |
Verizon Communications Inc. | 3.500% | 11/1/24 | 14,266 | 15,703 | |
Verizon Communications Inc. | 3.376% | 2/15/25 | 20,500 | 22,744 | |
Verizon Communications Inc. | 2.625% | 8/15/26 | 22,800 | 24,681 | |
Verizon Communications Inc. | 4.125% | 3/16/27 | 38,725 | 45,442 | |
Verizon Communications Inc. | 3.000% | 3/22/27 | 6,000 | 6,623 | |
Verizon Communications Inc. | 4.329% | 9/21/28 | 42,914 | 51,642 | |
Verizon Communications Inc. | 4.016% | 12/3/29 | 39,264 | 46,907 | |
Verizon Communications Inc. | 3.150% | 3/22/30 | 18,595 | 20,828 | |
Verizon Communications Inc. | 4.500% | 8/10/33 | 30,744 | 38,139 | |
Verizon Communications Inc. | 4.400% | 11/1/34 | 28,630 | 35,253 | |
Verizon Communications Inc. | 4.272% | 1/15/36 | 18,651 | 23,071 | |
Verizon Communications Inc. | 5.250% | 3/16/37 | 23,230 | 31,252 | |
Verizon Communications Inc. | 4.812% | 3/15/39 | 12,935 | 16,880 | |
Verizon Communications Inc. | 4.750% | 11/1/41 | 9,350 | 12,205 | |
Verizon Communications Inc. | 3.850% | 11/1/42 | 9,974 | 11,839 | |
Verizon Communications Inc. | 4.125% | 8/15/46 | 9,730 | 11,951 | |
Verizon Communications Inc. | 4.862% | 8/21/46 | 36,320 | 49,365 | |
Verizon Communications Inc. | 5.500% | 3/16/47 | 11,638 | 17,122 | |
Verizon Communications Inc. | 4.522% | 9/15/48 | 40,867 | 53,918 | |
Verizon Communications Inc. | 5.012% | 4/15/49 | 19,268 | 26,478 | |
Verizon Communications Inc. | 4.000% | 3/22/50 | 10,350 | 12,952 | |
Verizon Communications Inc. | 4.672% | 3/15/55 | 24,000 | 32,139 | |
ViacomCBS Inc. | 3.375% | 3/1/22 | 500 | 518 | |
ViacomCBS Inc. | 2.900% | 6/1/23 | 3,550 | 3,738 | |
ViacomCBS Inc. | 4.250% | 9/1/23 | 21,450 | 23,334 | |
ViacomCBS Inc. | 3.875% | 4/1/24 | 4,989 | 5,368 | |
ViacomCBS Inc. | 3.700% | 8/15/24 | 5,125 | 5,568 | |
ViacomCBS Inc. | 3.500% | 1/15/25 | 4,825 | 5,231 | |
ViacomCBS Inc. | 4.750% | 5/15/25 | 11,000 | 12,577 | |
ViacomCBS Inc. | 4.000% | 1/15/26 | 3,000 | 3,361 |
89
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
ViacomCBS Inc. | 2.900% | 1/15/27 | 17,869 | 18,735 | |
ViacomCBS Inc. | 3.375% | 2/15/28 | 4,075 | 4,327 | |
ViacomCBS Inc. | 3.700% | 6/1/28 | 7,919 | 8,582 | |
ViacomCBS Inc. | 4.950% | 1/15/31 | 18,900 | 22,124 | |
ViacomCBS Inc. | 4.200% | 5/19/32 | 13,000 | 14,478 | |
ViacomCBS Inc. | 5.500% | 5/15/33 | 3,700 | 4,434 | |
ViacomCBS Inc. | 6.875% | 4/30/36 | 4,610 | 6,232 | |
ViacomCBS Inc. | 5.900% | 10/15/40 | 2,525 | 2,999 | |
ViacomCBS Inc. | 4.850% | 7/1/42 | 10,293 | 10,926 | |
ViacomCBS Inc. | 4.375% | 3/15/43 | 11,340 | 11,831 | |
ViacomCBS Inc. | 5.850% | 9/1/43 | 15,499 | 18,223 | |
ViacomCBS Inc. | 4.900% | 8/15/44 | 5,040 | 5,476 | |
ViacomCBS Inc. | 4.600% | 1/15/45 | 900 | 942 | |
ViacomCBS Inc. | 4.950% | 5/19/50 | 9,000 | 10,040 | |
Vodafone Group plc | 3.750% | 1/16/24 | 33,250 | 36,335 | |
Vodafone Group plc | 4.125% | 5/30/25 | 16,125 | 18,233 | |
Vodafone Group plc | 4.375% | 5/30/28 | 26,955 | 31,887 | |
Vodafone Group plc | 7.875% | 2/15/30 | 1,163 | 1,676 | |
Vodafone Group plc | 6.250% | 11/30/32 | 5,145 | 6,932 | |
Vodafone Group plc | 6.150% | 2/27/37 | 2,495 | 3,469 | |
Vodafone Group plc | 5.000% | 5/30/38 | 21,219 | 26,474 | |
Vodafone Group plc | 4.375% | 2/19/43 | 15,155 | 17,512 | |
Vodafone Group plc | 5.250% | 5/30/48 | 25,910 | 33,721 | |
Vodafone Group plc | 4.875% | 6/19/49 | 15,949 | 19,959 | |
Vodafone Group plc | 4.250% | 9/17/50 | 15,765 | 18,731 | |
Walt Disney Co. | 2.550% | 2/15/22 | 2,950 | 3,041 | |
Walt Disney Co. | 2.450% | 3/4/22 | 8,000 | 8,253 | |
Walt Disney Co. | 3.000% | 9/15/22 | 22,439 | 23,668 | |
Walt Disney Co. | 2.350% | 12/1/22 | 2,300 | 2,401 | |
Walt Disney Co. | 1.750% | 8/30/24 | 1,230 | 1,274 | |
Walt Disney Co. | 3.700% | 9/15/24 | 10,176 | 11,302 | |
Walt Disney Co. | 3.350% | 3/24/25 | 13,690 | 15,168 | |
Walt Disney Co. | 3.150% | 9/17/25 | 3,800 | 4,196 | |
Walt Disney Co. | 3.700% | 10/15/25 | 8,810 | 9,929 | |
Walt Disney Co. | 1.750% | 1/13/26 | 11,250 | 11,587 | |
Walt Disney Co. | 3.000% | 2/13/26 | 13,285 | 14,601 | |
Walt Disney Co. | 1.850% | 7/30/26 | 21,720 | 22,424 | |
Walt Disney Co. | 3.375% | 11/15/26 | 8,060 | 9,065 | |
Walt Disney Co. | 3.700% | 3/23/27 | 4,000 | 4,575 | |
Walt Disney Co. | 2.200% | 1/13/28 | 8,400 | 8,768 | |
Walt Disney Co. | 2.000% | 9/1/29 | 15,400 | 15,708 | |
Walt Disney Co. | 3.800% | 3/22/30 | 10,375 | 12,079 | |
Walt Disney Co. | 2.650% | 1/13/31 | 28,775 | 30,531 | |
Walt Disney Co. | 7.000% | 3/1/32 | 2,925 | 4,357 | |
Walt Disney Co. | 6.550% | 3/15/33 | 2,415 | 3,565 | |
Walt Disney Co. | 6.200% | 12/15/34 | 9,795 | 14,339 | |
Walt Disney Co. | 6.400% | 12/15/35 | 12,950 | 19,292 | |
Walt Disney Co. | 6.150% | 3/1/37 | 14,208 | 20,413 | |
Walt Disney Co. | 6.650% | 11/15/37 | 6,876 | 10,291 | |
Walt Disney Co. | 4.625% | 3/23/40 | 3,010 | 3,746 | |
Walt Disney Co. | 3.500% | 5/13/40 | 14,970 | 16,343 | |
Walt Disney Co. | 4.375% | 8/16/41 | 3,310 | 4,066 | |
Walt Disney Co. | 4.125% | 12/1/41 | 11,701 | 13,809 | |
Walt Disney Co. | 3.700% | 12/1/42 | 8,195 | 9,106 |
90
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Walt Disney Co. | 5.400% | 10/1/43 | 6,133 | 8,497 | |
Walt Disney Co. | 4.750% | 9/15/44 | 11,795 | 14,923 | |
Walt Disney Co. | 2.750% | 9/1/49 | 9,750 | 9,466 | |
Walt Disney Co. | 4.700% | 3/23/50 | 18,045 | 23,410 | |
Walt Disney Co. | 3.600% | 1/13/51 | 24,125 | 26,899 | |
Walt Disney Co. | 3.800% | 5/13/60 | 13,375 | 15,518 | |
Weibo Corp. | 3.500% | 7/5/24 | 6,875 | 7,094 | |
WPP Finance 2010 | 3.625% | 9/7/22 | 4,400 | 4,575 | |
WPP Finance 2010 | 3.750% | 9/19/24 | 4,490 | 4,835 | |
Consumer Cyclical (2.1%) | |||||
Advance Auto Parts Inc. | 4.500% | 1/15/22 | 325 | 339 | |
Advance Auto Parts Inc. | 4.500% | 12/1/23 | 1,850 | 2,006 | |
6 | Advance Auto Parts Inc. | 3.900% | 4/15/30 | 11,800 | 12,629 |
Alibaba Group Holding Ltd. | 3.125% | 11/28/21 | 10,185 | 10,426 | |
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 6,625 | 6,930 | |
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 14,890 | 16,201 | |
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 18,425 | 20,347 | |
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 5,710 | 6,981 | |
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 10,760 | 12,321 | |
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 18,875 | 22,979 | |
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 9,000 | 11,497 | |
Amazon.com Inc. | 3.300% | 12/5/21 | 7,999 | 8,308 | |
Amazon.com Inc. | 2.500% | 11/29/22 | 8,505 | 8,907 | |
Amazon.com Inc. | 2.400% | 2/22/23 | 14,620 | 15,360 | |
Amazon.com Inc. | 0.400% | 6/3/23 | 16,600 | 16,589 | |
Amazon.com Inc. | 2.800% | 8/22/24 | 2,000 | 2,170 | |
Amazon.com Inc. | 3.800% | 12/5/24 | 3,301 | 3,748 | |
Amazon.com Inc. | 0.800% | 6/3/25 | 6,200 | 6,248 | |
Amazon.com Inc. | 5.200% | 12/3/25 | 11,460 | 13,995 | |
Amazon.com Inc. | 1.200% | 6/3/27 | 8,000 | 8,066 | |
Amazon.com Inc. | 3.150% | 8/22/27 | 27,705 | 31,554 | |
Amazon.com Inc. | 1.500% | 6/3/30 | 18,000 | 18,243 | |
Amazon.com Inc. | 4.800% | 12/5/34 | 13,670 | 18,600 | |
Amazon.com Inc. | 3.875% | 8/22/37 | 27,490 | 33,941 | |
Amazon.com Inc. | 4.950% | 12/5/44 | 12,485 | 17,725 | |
Amazon.com Inc. | 4.050% | 8/22/47 | 28,330 | 36,843 | |
Amazon.com Inc. | 2.500% | 6/3/50 | 21,300 | 21,573 | |
Amazon.com Inc. | 4.250% | 8/22/57 | 20,175 | 26,952 | |
Amazon.com Inc. | 2.700% | 6/3/60 | 17,000 | 17,304 | |
American Honda Finance Corp. | 1.650% | 7/12/21 | 4,450 | 4,500 | |
American Honda Finance Corp. | 1.700% | 9/9/21 | 16,925 | 17,153 | |
American Honda Finance Corp. | 3.375% | 12/10/21 | 3,500 | 3,634 | |
American Honda Finance Corp. | 1.950% | 5/20/22 | 5,640 | 5,762 | |
American Honda Finance Corp. | 2.200% | 6/27/22 | 6,250 | 6,421 | |
American Honda Finance Corp. | 2.600% | 11/16/22 | 4,825 | 5,028 | |
American Honda Finance Corp. | 1.950% | 5/10/23 | 21,100 | 21,801 | |
American Honda Finance Corp. | 3.450% | 7/14/23 | 4,130 | 4,441 | |
American Honda Finance Corp. | 3.625% | 10/10/23 | 4,175 | 4,535 | |
American Honda Finance Corp. | 2.900% | 2/16/24 | 6,100 | 6,494 | |
American Honda Finance Corp. | 2.400% | 6/27/24 | 4,200 | 4,406 | |
American Honda Finance Corp. | 2.150% | 9/10/24 | 6,000 | 6,248 | |
American Honda Finance Corp. | 2.300% | 9/9/26 | 3,650 | 3,879 | |
American Honda Finance Corp. | 2.350% | 1/8/27 | 4,300 | 4,554 |
91
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
American Honda Finance Corp. | 3.500% | 2/15/28 | 2,000 | 2,252 | |
Aptiv Corp. | 4.150% | 3/15/24 | 8,355 | 8,856 | |
Aptiv plc | 4.250% | 1/15/26 | 2,550 | 2,814 | |
Aptiv plc | 4.350% | 3/15/29 | 1,400 | 1,498 | |
Aptiv plc | 4.400% | 10/1/46 | 4,825 | 4,672 | |
Aptiv plc | 5.400% | 3/15/49 | 3,890 | 4,097 | |
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 8,850 | 9,933 | |
AutoNation Inc. | 3.500% | 11/15/24 | 2,300 | 2,371 | |
AutoNation Inc. | 4.500% | 10/1/25 | 9,905 | 10,649 | |
AutoNation Inc. | 3.800% | 11/15/27 | 6,075 | 6,300 | |
AutoZone Inc. | 3.700% | 4/15/22 | 8,325 | 8,700 | |
AutoZone Inc. | 2.875% | 1/15/23 | 3,080 | 3,192 | |
AutoZone Inc. | 3.125% | 4/18/24 | 1,900 | 2,042 | |
AutoZone Inc. | 3.250% | 4/15/25 | 13,444 | 14,751 | |
AutoZone Inc. | 3.625% | 4/15/25 | 205 | 229 | |
AutoZone Inc. | 3.125% | 4/21/26 | 5,200 | 5,724 | |
AutoZone Inc. | 3.750% | 6/1/27 | 5,500 | 6,175 | |
AutoZone Inc. | 3.750% | 4/18/29 | 3,665 | 4,171 | |
AutoZone Inc. | 4.000% | 4/15/30 | 15,200 | 17,582 | |
Best Buy Co. Inc. | 5.500% | 3/15/21 | 554 | 566 | |
Best Buy Co. Inc. | 4.450% | 10/1/28 | 9,000 | 10,429 | |
Block Financial LLC | 5.500% | 11/1/22 | 5,000 | 5,321 | |
Block Financial LLC | 5.250% | 10/1/25 | 13,075 | 14,346 | |
6 | BMW US Capital LLC | 4.150% | 4/9/30 | 1,000 | 1,153 |
Booking Holdings Inc. | 2.750% | 3/15/23 | 2,275 | 2,379 | |
Booking Holdings Inc. | 3.650% | 3/15/25 | 7,850 | 8,600 | |
Booking Holdings Inc. | 4.100% | 4/13/25 | 4,000 | 4,490 | |
Booking Holdings Inc. | 3.600% | 6/1/26 | 11,245 | 12,337 | |
Booking Holdings Inc. | 4.500% | 4/13/27 | 5,400 | 6,198 | |
Booking Holdings Inc. | 3.550% | 3/15/28 | 170 | 186 | |
Booking Holdings Inc. | 4.625% | 4/13/30 | 20,000 | 23,411 | |
BorgWarner Inc. | 3.375% | 3/15/25 | 2,763 | 2,926 | |
BorgWarner Inc. | 2.650% | 7/1/27 | 1,000 | 1,025 | |
BorgWarner Inc. | 4.375% | 3/15/45 | 3,965 | 4,180 | |
Costco Wholesale Corp. | 2.300% | 5/18/22 | 10,375 | 10,730 | |
Costco Wholesale Corp. | 2.750% | 5/18/24 | 10,000 | 10,853 | |
Costco Wholesale Corp. | 3.000% | 5/18/27 | 6,407 | 7,210 | |
Costco Wholesale Corp. | 1.375% | 6/20/27 | 16,620 | 16,997 | |
Costco Wholesale Corp. | 1.600% | 4/20/30 | 29,000 | 29,277 | |
Costco Wholesale Corp. | 1.750% | 4/20/32 | 9,300 | 9,416 | |
Cummins Inc. | 3.650% | 10/1/23 | 2,790 | 3,045 | |
Cummins Inc. | 7.125% | 3/1/28 | 100 | 137 | |
Cummins Inc. | 4.875% | 10/1/43 | 7,190 | 9,392 | |
6 | Daimler Finance North America LLC | 2.625% | 3/10/30 | 1,000 | 990 |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 8,820 | 13,338 | |
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,275 | 4,389 | |
Darden Restaurants Inc. | 4.550% | 2/15/48 | 3,850 | 3,655 | |
Dollar General Corp. | 3.250% | 4/15/23 | 9,468 | 10,105 | |
Dollar General Corp. | 4.150% | 11/1/25 | 7,100 | 8,210 | |
Dollar General Corp. | 3.875% | 4/15/27 | 5,525 | 6,350 | |
Dollar General Corp. | 4.125% | 5/1/28 | 4,400 | 5,156 | |
Dollar General Corp. | 3.500% | 4/3/30 | 3,475 | 3,896 | |
Dollar General Corp. | 4.125% | 4/3/50 | 10,774 | 12,883 | |
Dollar Tree Inc. | 3.700% | 5/15/23 | 4,500 | 4,823 |
92
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 12,815 | 14,430 | |||
Dollar Tree Inc. | 4.200% | 5/15/28 | 6,270 | 7,289 | |||
DR Horton Inc. | 2.550% | 12/1/20 | 875 | 881 | |||
DR Horton Inc. | 4.375% | 9/15/22 | 9,706 | 10,270 | |||
DR Horton Inc. | 4.750% | 2/15/23 | 3,675 | 3,971 | |||
DR Horton Inc. | 5.750% | 8/15/23 | 4,050 | 4,547 | |||
DR Horton Inc. | 2.500% | 10/15/24 | 5,030 | 5,253 | |||
DR Horton Inc. | 2.600% | 10/15/25 | 2,500 | 2,630 | |||
eBay Inc. | 3.800% | 3/9/22 | 5,675 | 5,958 | |||
eBay Inc. | 2.600% | 7/15/22 | 5,030 | 5,195 | |||
eBay Inc. | 2.750% | 1/30/23 | 7,400 | 7,729 | |||
eBay Inc. | 1.900% | 3/11/25 | 14,899 | 15,399 | |||
eBay Inc. | 3.600% | 6/5/27 | 6,000 | 6,770 | |||
eBay Inc. | 2.700% | 3/11/30 | 11,675 | 12,282 | |||
Expedia Group Inc. | 5.000% | 2/15/26 | 5,315 | 5,474 | |||
Expedia Group Inc. | 3.800% | 2/15/28 | 5,870 | 5,650 | |||
Expedia Group Inc. | 3.250% | 2/15/30 | 6,355 | 5,926 | |||
Ford Foundation | 2.415% | 6/1/50 | 1,675 | 1,704 | |||
Ford Foundation | 2.815% | 6/1/70 | 2,350 | 2,436 | |||
General Motors Co. | 4.875% | 10/2/23 | 20,533 | 21,923 | |||
General Motors Co. | 5.400% | 10/2/23 | 11,000 | 11,897 | |||
General Motors Co. | 4.000% | 4/1/25 | 11,489 | 11,904 | |||
General Motors Co. | 6.125% | 10/1/25 | 25,500 | 28,591 | |||
General Motors Co. | 4.200% | 10/1/27 | 5,700 | 5,815 | |||
General Motors Co. | 6.800% | 10/1/27 | 9,400 | 10,918 | |||
General Motors Co. | 5.000% | 10/1/28 | 6,075 | 6,469 | |||
General Motors Co. | 5.000% | 4/1/35 | 5,805 | 5,828 | |||
General Motors Co. | 6.600% | 4/1/36 | 7,336 | 7,925 | |||
General Motors Co. | 5.150% | 4/1/38 | 8,790 | 8,504 | |||
General Motors Co. | 6.250% | 10/2/43 | 12,500 | 13,281 | |||
General Motors Co. | 5.200% | 4/1/45 | 13,096 | 12,664 | |||
General Motors Co. | 6.750% | 4/1/46 | 5,965 | 6,508 | |||
General Motors Co. | 5.400% | 4/1/48 | 8,100 | 8,002 | |||
General Motors Co. | 5.950% | 4/1/49 | 2,850 | 2,984 | |||
General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 8,065 | 8,166 | |||
General Motors Financial Co. Inc. | 3.550% | 4/9/21 | 6,550 | 6,631 | |||
General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 14,317 | 14,476 | |||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 3,440 | 3,534 | |||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 4,050 | 4,145 | |||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 6,765 | 6,881 | |||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 20,089 | 20,468 | |||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 3,225 | 3,271 | |||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 10,000 | 10,234 | |||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 1,175 | 1,198 | |||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 10,500 | 11,221 | |||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 9,930 | 10,211 | |||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 9,768 | 10,189 | |||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 8,000 | 8,345 | |||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 12,371 | 13,234 | |||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 3,703 | 3,811 | |||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 17,065 | 17,319 | |||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 7,278 | 7,565 | |||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 10,605 | 10,545 | |||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 10,600 | 11,168 |
93
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 5,350 | 5,260 | |||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 125 | 131 | |||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 6,871 | 7,470 | |||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 5,873 | 6,064 | |||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 18,050 | 18,642 | |||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 4,375 | 4,355 | |||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 4,075 | 4,538 | |||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 3,000 | 2,911 | |||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 11/1/23 | 5,000 | 5,325 | |||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 9,354 | 10,183 | |||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 8,406 | 9,199 | |||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 750 | 821 | |||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 5,225 | 5,643 | |||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/30 | 5,750 | 5,683 | |||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 3,485 | 3,646 | |||
Harman International Industries Inc. | 4.150% | 5/15/25 | 3,475 | 3,784 | |||
Home Depot Inc. | 3.250% | 3/1/22 | 9,400 | 9,859 | |||
Home Depot Inc. | 2.625% | 6/1/22 | 8,494 | 8,866 | |||
Home Depot Inc. | 2.700% | 4/1/23 | 3,300 | 3,485 | |||
Home Depot Inc. | 3.750% | 2/15/24 | 1,934 | 2,142 | |||
Home Depot Inc. | 3.350% | 9/15/25 | 3,000 | 3,377 | |||
Home Depot Inc. | 3.000% | 4/1/26 | 14,400 | 16,107 | |||
Home Depot Inc. | 2.500% | 4/15/27 | 11,115 | 12,170 | |||
Home Depot Inc. | 2.800% | 9/14/27 | 5,480 | 6,116 | |||
Home Depot Inc. | 3.900% | 12/6/28 | 2,190 | 2,623 | |||
Home Depot Inc. | 2.950% | 6/15/29 | 14,930 | 16,756 | |||
Home Depot Inc. | 2.700% | 4/15/30 | 39,205 | 43,060 | |||
Home Depot Inc. | 5.875% | 12/16/36 | 26,456 | 39,061 | |||
Home Depot Inc. | 3.300% | 4/15/40 | 32,900 | 37,215 | |||
Home Depot Inc. | 5.950% | 4/1/41 | 6,000 | 9,025 | |||
Home Depot Inc. | 4.200% | 4/1/43 | 10,625 | 13,096 | |||
Home Depot Inc. | 4.875% | 2/15/44 | 936 | 1,268 | |||
Home Depot Inc. | 4.400% | 3/15/45 | 7,525 | 9,543 | |||
Home Depot Inc. | 4.250% | 4/1/46 | 11,580 | 14,532 | |||
Home Depot Inc. | 3.900% | 6/15/47 | 8,680 | 10,498 | |||
Home Depot Inc. | 4.500% | 12/6/48 | 8,095 | 10,734 | |||
Home Depot Inc. | 3.125% | 12/15/49 | 23,055 | 25,208 | |||
Home Depot Inc. | 3.350% | 4/15/50 | 10,000 | 11,468 | |||
Home Depot Inc. | 3.500% | 9/15/56 | 8,195 | 9,484 | |||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 4,185 | 4,206 | |||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 2,125 | 2,200 | |||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 3,805 | 3,861 | |||
IHC Health Services Inc. | 4.131% | 5/15/48 | 3,500 | 4,537 | |||
IHS Markit Ltd. | 3.625% | 5/1/24 | 7,000 | 7,507 | |||
IHS Markit Ltd. | 4.750% | 8/1/28 | 8,865 | 10,416 | |||
IHS Markit Ltd. | 4.250% | 5/1/29 | 4,200 | 4,804 | |||
JD.com Inc. | 3.125% | 4/29/21 | 796 | 805 | |||
JD.com Inc. | 3.875% | 4/29/26 | 4,077 | 4,478 | |||
JD.com Inc. | 3.375% | 1/14/30 | 3,100 | 3,307 | |||
JD.com Inc. | 4.125% | 1/14/50 | 2,100 | 2,273 | |||
Kohl’s Corp. | 3.250% | 2/1/23 | 1,700 | 1,640 | |||
Kohl’s Corp. | 4.750% | 12/15/23 | 1,062 | 1,031 | |||
Kohl’s Corp. | 4.250% | 7/17/25 | 6,577 | 6,413 | |||
Kohl’s Corp. | 5.550% | 7/17/45 | 3,650 | 3,207 |
94
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 8,230 | 8,158 | |||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 6,463 | 6,269 | |||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 6,430 | 6,406 | |||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 3,200 | 3,160 | |||
Lear Corp. | 4.250% | 5/15/29 | 6,850 | 7,043 | |||
Lear Corp. | 3.500% | 5/30/30 | 3,800 | 3,754 | |||
Lear Corp. | 5.250% | 5/15/49 | 5,540 | 5,717 | |||
Lowe’s Cos. Inc. | 3.800% | 11/15/21 | 2,675 | 2,777 | |||
Lowe’s Cos. Inc. | 3.120% | 4/15/22 | 1,875 | 1,951 | |||
Lowe’s Cos. Inc. | 3.875% | 9/15/23 | 8,844 | 9,702 | |||
Lowe’s Cos. Inc. | 3.125% | 9/15/24 | 2,900 | 3,157 | |||
Lowe’s Cos. Inc. | 4.000% | 4/15/25 | 8,697 | 9,897 | |||
Lowe’s Cos. Inc. | 3.375% | 9/15/25 | 12,835 | 14,346 | |||
Lowe’s Cos. Inc. | 2.500% | 4/15/26 | 19,425 | 21,006 | |||
Lowe’s Cos. Inc. | 3.100% | 5/3/27 | 2,800 | 3,109 | |||
Lowe’s Cos. Inc. | 6.500% | 3/15/29 | 267 | 358 | |||
Lowe’s Cos. Inc. | 3.650% | 4/5/29 | 6,580 | 7,516 | |||
Lowe’s Cos. Inc. | 4.500% | 4/15/30 | 11,555 | 14,013 | |||
Lowe’s Cos. Inc. | 5.000% | 4/15/40 | 6,275 | 8,121 | |||
Lowe’s Cos. Inc. | 4.650% | 4/15/42 | 7,075 | 8,875 | |||
Lowe’s Cos. Inc. | 4.250% | 9/15/44 | 1,950 | 2,295 | |||
Lowe’s Cos. Inc. | 4.375% | 9/15/45 | 6,075 | 7,223 | |||
Lowe’s Cos. Inc. | 3.700% | 4/15/46 | 10,025 | 11,178 | |||
Lowe’s Cos. Inc. | 4.050% | 5/3/47 | 10,622 | 12,436 | |||
Lowe’s Cos. Inc. | 4.550% | 4/5/49 | 9,520 | 11,958 | |||
Lowe’s Cos. Inc. | 5.125% | 4/15/50 | 14,442 | 19,933 | |||
Magna International Inc. | 3.625% | 6/15/24 | 9,445 | 10,293 | |||
Magna International Inc. | 4.150% | 10/1/25 | 2,775 | 3,085 | |||
Magna International Inc. | 2.450% | 6/15/30 | 5,000 | 5,090 | |||
Marriott International Inc. | 3.125% | 10/15/21 | 4,825 | 4,831 | |||
Marriott International Inc. | 3.250% | 9/15/22 | 3,525 | 3,528 | |||
Marriott International Inc. | 3.750% | 3/15/25 | 7,359 | 7,349 | |||
Marriott International Inc. | 5.750% | 5/1/25 | 1,392 | 1,516 | |||
Marriott International Inc. | 3.750% | 10/1/25 | 2,190 | 2,182 | |||
Marriott International Inc. | 3.125% | 6/15/26 | 8,235 | 8,009 | |||
Marriott International Inc. | 4.650% | 12/1/28 | 1,500 | 1,542 | |||
Marriott International Inc. | 4.625% | 6/15/30 | 5,000 | 5,195 | |||
Mastercard Inc. | 2.000% | 11/21/21 | 5,230 | 5,335 | |||
Mastercard Inc. | 3.375% | 4/1/24 | 13,320 | 14,746 | |||
Mastercard Inc. | 2.000% | 3/3/25 | 20,320 | 21,518 | |||
Mastercard Inc. | 2.950% | 11/21/26 | 7,800 | 8,733 | |||
Mastercard Inc. | 3.300% | 3/26/27 | 8,500 | 9,613 | |||
Mastercard Inc. | 3.500% | 2/26/28 | 3,670 | 4,213 | |||
Mastercard Inc. | 2.950% | 6/1/29 | 8,575 | 9,614 | |||
Mastercard Inc. | 3.350% | 3/26/30 | 11,000 | 12,679 | |||
Mastercard Inc. | 3.800% | 11/21/46 | 5,850 | 7,084 | |||
Mastercard Inc. | 3.950% | 2/26/48 | 5,030 | 6,264 | |||
Mastercard Inc. | 3.650% | 6/1/49 | 2,030 | 2,446 | |||
Mastercard Inc. | 3.850% | 3/26/50 | 18,566 | 23,142 | |||
McDonald’s Corp. | 3.625% | 5/20/21 | 1,750 | 1,799 | |||
McDonald’s Corp. | 2.625% | 1/15/22 | 6,265 | 6,468 | |||
McDonald’s Corp. | 3.350% | 4/1/23 | 11,981 | 12,839 | |||
McDonald’s Corp. | 3.375% | 5/26/25 | 11,405 | 12,651 | |||
McDonald’s Corp. | 3.300% | 7/1/25 | 6,000 | 6,655 |
95
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
McDonald’s Corp. | 3.700% | 1/30/26 | 22,340 | 25,374 | |||
McDonald’s Corp. | 3.500% | 3/1/27 | 8,960 | 10,141 | |||
McDonald’s Corp. | 3.500% | 7/1/27 | 9,000 | 10,201 | |||
McDonald’s Corp. | 3.800% | 4/1/28 | 2,933 | 3,411 | |||
McDonald’s Corp. | 2.625% | 9/1/29 | 7,960 | 8,511 | |||
McDonald’s Corp. | 2.125% | 3/1/30 | 6,705 | 6,881 | |||
McDonald’s Corp. | 3.600% | 7/1/30 | 24,716 | 28,406 | |||
McDonald’s Corp. | 4.700% | 12/9/35 | 7,900 | 10,030 | |||
McDonald’s Corp. | 6.300% | 10/15/37 | 425 | 616 | |||
McDonald’s Corp. | 6.300% | 3/1/38 | 3,925 | 5,734 | |||
McDonald’s Corp. | 5.700% | 2/1/39 | 5,175 | 7,197 | |||
McDonald’s Corp. | 3.700% | 2/15/42 | 4,175 | 4,627 | |||
McDonald’s Corp. | 3.625% | 5/1/43 | 4,300 | 4,709 | |||
McDonald’s Corp. | 4.600% | 5/26/45 | 6,860 | 8,420 | |||
McDonald’s Corp. | 4.875% | 12/9/45 | 15,500 | 20,036 | |||
McDonald’s Corp. | 4.450% | 3/1/47 | 8,890 | 10,878 | |||
McDonald’s Corp. | 4.450% | 9/1/48 | 7,755 | 9,567 | |||
McDonald’s Corp. | 3.625% | 9/1/49 | 14,800 | 16,355 | |||
McDonald’s Corp. | 4.200% | 4/1/50 | 6,000 | 7,257 | |||
NIKE Inc. | 2.250% | 5/1/23 | 3,625 | 3,815 | |||
NIKE Inc. | 2.400% | 3/27/25 | 4,125 | 4,442 | |||
NIKE Inc. | 2.375% | 11/1/26 | 11,270 | 12,277 | |||
NIKE Inc. | 2.750% | 3/27/27 | 8,300 | 9,110 | |||
NIKE Inc. | 2.850% | 3/27/30 | 11,950 | 13,262 | |||
NIKE Inc. | 3.250% | 3/27/40 | 8,750 | 9,779 | |||
NIKE Inc. | 3.625% | 5/1/43 | 6,025 | 7,026 | |||
NIKE Inc. | 3.875% | 11/1/45 | 10,575 | 12,745 | |||
NIKE Inc. | 3.375% | 11/1/46 | 4,125 | 4,612 | |||
NIKE Inc. | 3.375% | 3/27/50 | 17,197 | 19,894 | |||
Nordstrom Inc. | 4.000% | 10/15/21 | 5,315 | 5,319 | |||
Nordstrom Inc. | 4.000% | 3/15/27 | 5,825 | 4,835 | |||
Nordstrom Inc. | 6.950% | 3/15/28 | 1,540 | 1,492 | |||
Nordstrom Inc. | 4.375% | 4/1/30 | 4,818 | 3,806 | |||
Nordstrom Inc. | 5.000% | 1/15/44 | 4,295 | 3,168 | |||
NVR Inc. | 3.950% | 9/15/22 | 16,588 | 17,686 | |||
NVR Inc. | 3.000% | 5/15/30 | 5,072 | 5,297 | |||
O’Reilly Automotive Inc. | 4.625% | 9/15/21 | 125 | 130 | |||
O’Reilly Automotive Inc. | 3.800% | 9/1/22 | 4,979 | 5,204 | |||
O’Reilly Automotive Inc. | 3.850% | 6/15/23 | 7,025 | 7,374 | |||
O’Reilly Automotive Inc. | 3.550% | 3/15/26 | 1,525 | 1,735 | |||
O’Reilly Automotive Inc. | 3.600% | 9/1/27 | 11,795 | 13,270 | |||
O’Reilly Automotive Inc. | 4.350% | 6/1/28 | 1,675 | 1,961 | |||
O’Reilly Automotive Inc. | 4.200% | 4/1/30 | 3,000 | 3,515 | |||
PACCAR Financial Corp. | 2.250% | 2/25/21 | 1,500 | 1,519 | |||
PACCAR Financial Corp. | 3.150% | 8/9/21 | 4,000 | 4,110 | |||
PACCAR Financial Corp. | 2.850% | 3/1/22 | 1,500 | 1,552 | |||
PACCAR Financial Corp. | 2.650% | 5/10/22 | 5,000 | 5,181 | |||
PACCAR Financial Corp. | 2.300% | 8/10/22 | 2,300 | 2,377 | |||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,000 | 1,031 | |||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 7,000 | 7,585 | |||
PACCAR Financial Corp. | 2.150% | 8/15/24 | 3,500 | 3,679 | |||
PACCAR Financial Corp. | 1.800% | 2/6/25 | 2,800 | 2,913 | |||
Ralph Lauren Corp. | 1.700% | 6/15/22 | 2,500 | 2,541 | |||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,850 | 4,277 |
96
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 6,000 | 6,134 | |||
Ross Stores Inc. | 4.600% | 4/15/25 | 6,640 | 7,617 | |||
Ross Stores Inc. | 4.700% | 4/15/27 | 6,100 | 7,093 | |||
Ross Stores Inc. | 4.800% | 4/15/30 | 5,100 | 6,110 | |||
Ross Stores Inc. | 5.450% | 4/15/50 | 7,300 | 9,406 | |||
Sands China Ltd. | 4.600% | 8/8/23 | 15,935 | 16,732 | |||
Sands China Ltd. | 5.125% | 8/8/25 | 13,800 | 14,973 | |||
Sands China Ltd. | 5.400% | 8/8/28 | 15,650 | 17,391 | |||
6 | Sands China Ltd. | 4.375% | 6/18/30 | 3,200 | 3,328 | ||
Starbucks Corp. | 1.300% | 5/7/22 | 2,000 | 2,026 | |||
Starbucks Corp. | 2.700% | 6/15/22 | 2,920 | 3,033 | |||
Starbucks Corp. | 3.100% | 3/1/23 | 11,735 | 12,489 | |||
Starbucks Corp. | 3.850% | 10/1/23 | 5,400 | 5,902 | |||
Starbucks Corp. | 3.800% | 8/15/25 | 580 | 654 | |||
Starbucks Corp. | 2.450% | 6/15/26 | 11,585 | 12,390 | |||
Starbucks Corp. | 3.500% | 3/1/28 | 5,575 | 6,281 | |||
Starbucks Corp. | 4.000% | 11/15/28 | 7,100 | 8,306 | |||
Starbucks Corp. | 3.550% | 8/15/29 | 4,950 | 5,641 | |||
Starbucks Corp. | 2.550% | 11/15/30 | 18,700 | 19,629 | |||
Starbucks Corp. | 4.300% | 6/15/45 | 1,800 | 2,067 | |||
Starbucks Corp. | 3.750% | 12/1/47 | 1,000 | 1,075 | |||
Starbucks Corp. | 4.500% | 11/15/48 | 14,375 | 17,328 | |||
Starbucks Corp. | 4.450% | 8/15/49 | 8,000 | 9,666 | |||
Starbucks Corp. | 3.350% | 3/12/50 | 8,000 | 8,244 | |||
Starbucks Corp. | 3.500% | 11/15/50 | 10,700 | 11,270 | |||
Tapestry Inc. | 3.000% | 7/15/22 | 2,850 | 2,803 | |||
Tapestry Inc. | 4.250% | 4/1/25 | 4,178 | 4,049 | |||
Tapestry Inc. | 4.125% | 7/15/27 | 6,520 | 6,124 | |||
Target Corp. | 2.900% | 1/15/22 | 9,305 | 9,678 | |||
Target Corp. | 3.500% | 7/1/24 | 9,386 | 10,485 | |||
Target Corp. | 2.250% | 4/15/25 | 13,506 | 14,458 | |||
Target Corp. | 2.500% | 4/15/26 | 4,290 | 4,711 | |||
Target Corp. | 3.375% | 4/15/29 | 6,750 | 7,777 | |||
Target Corp. | 2.350% | 2/15/30 | 3,730 | 3,985 | |||
Target Corp. | 2.650% | 9/15/30 | 15,093 | 16,572 | |||
Target Corp. | 6.350% | 11/1/32 | 2,180 | 3,165 | |||
Target Corp. | 6.500% | 10/15/37 | 5,208 | 8,094 | |||
Target Corp. | 7.000% | 1/15/38 | 3,725 | 6,012 | |||
Target Corp. | 4.000% | 7/1/42 | 7,600 | 9,552 | |||
Target Corp. | 3.625% | 4/15/46 | 12,865 | 15,699 | |||
Target Corp. | 3.900% | 11/15/47 | 7,000 | 8,891 | |||
TJX Cos. Inc. | 2.500% | 5/15/23 | 5,798 | 6,075 | |||
TJX Cos. Inc. | 3.500% | 4/15/25 | 3,000 | 3,338 | |||
TJX Cos. Inc. | 2.250% | 9/15/26 | 10,275 | 10,962 | |||
TJX Cos. Inc. | 3.750% | 4/15/27 | 13,000 | 14,868 | |||
TJX Cos. Inc. | 3.875% | 4/15/30 | 13,164 | 15,458 | |||
TJX Cos. Inc. | 4.500% | 4/15/50 | 14,200 | 18,193 | |||
Toyota Motor Corp. | 3.183% | 7/20/21 | 7,000 | 7,188 | |||
Toyota Motor Corp. | 2.157% | 7/2/22 | 5,485 | 5,651 | |||
Toyota Motor Corp. | 3.419% | 7/20/23 | 8,500 | 9,176 | |||
Toyota Motor Corp. | 2.358% | 7/2/24 | 11,015 | 11,607 | |||
Toyota Motor Credit Corp. | 2.950% | 4/13/21 | 11,565 | 11,766 | |||
Toyota Motor Credit Corp. | 3.400% | 9/15/21 | 7,019 | 7,249 | |||
Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 3,400 | 3,451 |
97
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 8,300 | 8,538 | |
Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 9,650 | 10,037 | |
Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 6,750 | 6,990 | |
Toyota Motor Credit Corp. | 1.150% | 5/26/22 | 10,000 | 10,107 | |
Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 1,065 | 1,111 | |
Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 12,100 | 12,490 | |
Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 1,725 | 1,805 | |
Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 3,950 | 4,135 | |
Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 7,500 | 7,626 | |
Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 1,000 | 1,084 | |
Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 4,050 | 4,237 | |
Toyota Motor Credit Corp. | 3.350% | 1/8/24 | 200 | 216 | |
Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 4,600 | 4,963 | |
Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 12,065 | 12,462 | |
Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 3,025 | 3,374 | |
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 7,032 | 7,807 | |
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 13,475 | 14,932 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 5,175 | 6,025 | |
Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 9,575 | 10,075 | |
Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 9,000 | 10,348 | |
VF Corp. | 2.050% | 4/23/22 | 5,000 | 5,133 | |
VF Corp. | 2.400% | 4/23/25 | 6,500 | 6,845 | |
VF Corp. | 2.800% | 4/23/27 | 2,000 | 2,122 | |
VF Corp. | 2.950% | 4/23/30 | 10,059 | 10,740 | |
Visa Inc. | 2.150% | 9/15/22 | 8,000 | 8,289 | |
Visa Inc. | 2.800% | 12/14/22 | 16,775 | 17,700 | |
Visa Inc. | 3.150% | 12/14/25 | 43,207 | 48,160 | |
Visa Inc. | 1.900% | 4/15/27 | 10,800 | 11,286 | |
Visa Inc. | 2.750% | 9/15/27 | 8,550 | 9,378 | |
Visa Inc. | 2.050% | 4/15/30 | 16,105 | 16,869 | |
Visa Inc. | 4.150% | 12/14/35 | 18,630 | 23,794 | |
Visa Inc. | 2.700% | 4/15/40 | 8,400 | 9,003 | |
Visa Inc. | 4.300% | 12/14/45 | 29,960 | 39,522 | |
Visa Inc. | 3.650% | 9/15/47 | 6,950 | 8,502 | |
6 | Volkswagen Group of America Finance LLC | 3.750% | 5/13/30 | 1,000 | 1,106 |
Walgreen Co. | 3.100% | 9/15/22 | 7,185 | 7,529 | |
Walgreen Co. | 4.400% | 9/15/42 | 4,276 | 4,472 | |
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 6,250 | 6,445 | |
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 10,800 | 11,906 | |
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 18,555 | 20,069 | |
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 5,000 | 5,183 | |
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 11,865 | 12,864 | |
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 6,095 | 6,522 | |
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 9,150 | 9,215 | |
Walmart Inc. | 2.350% | 12/15/22 | 11,040 | 11,558 | |
Walmart Inc. | 2.550% | 4/11/23 | 12,735 | 13,407 | |
Walmart Inc. | 3.400% | 6/26/23 | 16,175 | 17,576 | |
Walmart Inc. | 3.300% | 4/22/24 | 16,600 | 18,225 | |
Walmart Inc. | 2.850% | 7/8/24 | 16,905 | 18,338 | |
Walmart Inc. | 2.650% | 12/15/24 | 16,122 | 17,458 | |
Walmart Inc. | 3.550% | 6/26/25 | 20,470 | 23,205 | |
Walmart Inc. | 3.050% | 7/8/26 | 8,035 | 9,059 | |
Walmart Inc. | 5.875% | 4/5/27 | 8,160 | 10,723 | |
Walmart Inc. | 3.700% | 6/26/28 | 8,883 | 10,493 |
98
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Walmart Inc. | 3.250% | 7/8/29 | 21,340 | 24,781 | |
Walmart Inc. | 2.375% | 9/24/29 | 3,455 | 3,751 | |
Walmart Inc. | 7.550% | 2/15/30 | 4,191 | 6,395 | |
Walmart Inc. | 5.250% | 9/1/35 | 16,090 | 23,397 | |
Walmart Inc. | 6.500% | 8/15/37 | 5,447 | 8,709 | |
Walmart Inc. | 6.200% | 4/15/38 | 13,580 | 21,078 | |
Walmart Inc. | 3.950% | 6/28/38 | 7,175 | 9,119 | |
Walmart Inc. | 5.625% | 4/1/40 | 8,185 | 12,215 | |
Walmart Inc. | 4.875% | 7/8/40 | 7,145 | 9,885 | |
Walmart Inc. | 5.000% | 10/25/40 | 2,755 | 3,903 | |
Walmart Inc. | 5.625% | 4/15/41 | 4,000 | 5,975 | |
Walmart Inc. | 4.000% | 4/11/43 | 8,385 | 10,614 | |
Walmart Inc. | 4.300% | 4/22/44 | 5,250 | 7,006 | |
Walmart Inc. | 3.625% | 12/15/47 | 13,724 | 16,793 | |
Walmart Inc. | 4.050% | 6/29/48 | 17,275 | 22,624 | |
Walmart Inc. | 2.950% | 9/24/49 | 26,870 | 30,198 | |
Western Union Co. | 3.600% | 3/15/22 | 4,725 | 4,902 | |
Western Union Co. | 2.850% | 1/10/25 | 4,885 | 5,096 | |
Western Union Co. | 6.200% | 11/17/36 | 4,900 | 5,613 | |
Western Union Co. | 6.200% | 6/21/40 | 1,430 | 1,607 | |
Consumer Noncyclical (4.8%) | |||||
Abbott Laboratories | 3.400% | 11/30/23 | 17,551 | 19,112 | |
Abbott Laboratories | 2.950% | 3/15/25 | 10,427 | 11,473 | |
Abbott Laboratories | 3.875% | 9/15/25 | 10,875 | 12,451 | |
Abbott Laboratories | 3.750% | 11/30/26 | 12,761 | 14,848 | |
Abbott Laboratories | 1.150% | 1/30/28 | 3,500 | 3,499 | |
Abbott Laboratories | 1.400% | 6/30/30 | 4,000 | 3,975 | |
Abbott Laboratories | 4.750% | 11/30/36 | 20,360 | 27,318 | |
Abbott Laboratories | 6.150% | 11/30/37 | 3,830 | 5,851 | |
Abbott Laboratories | 6.000% | 4/1/39 | 350 | 535 | |
Abbott Laboratories | 5.300% | 5/27/40 | 1,851 | 2,646 | |
Abbott Laboratories | 4.750% | 4/15/43 | 3,600 | 4,800 | |
Abbott Laboratories | 4.900% | 11/30/46 | 30,635 | 43,652 | |
AbbVie Inc. | 3.375% | 11/14/21 | 9,125 | 9,456 | |
6 | AbbVie Inc. | 2.150% | 11/19/21 | 16,785 | 17,084 |
6 | AbbVie Inc. | 3.450% | 3/15/22 | 19,650 | 20,442 |
6 | AbbVie Inc. | 3.250% | 10/1/22 | 21,214 | 22,213 |
AbbVie Inc. | 2.900% | 11/6/22 | 26,362 | 27,612 | |
AbbVie Inc. | 3.200% | 11/6/22 | 15,666 | 16,570 | |
6 | AbbVie Inc. | 2.300% | 11/21/22 | 26,075 | 26,974 |
6 | AbbVie Inc. | 2.800% | 3/15/23 | 650 | 663 |
AbbVie Inc. | 2.850% | 5/14/23 | 13,825 | 14,548 | |
AbbVie Inc. | 3.750% | 11/14/23 | 13,300 | 14,481 | |
6 | AbbVie Inc. | 3.850% | 6/15/24 | 9,625 | 10,566 |
6 | AbbVie Inc. | 2.600% | 11/21/24 | 31,450 | 33,255 |
6 | AbbVie Inc. | 3.800% | 3/15/25 | 28,973 | 32,166 |
AbbVie Inc. | 3.600% | 5/14/25 | 33,510 | 37,028 | |
AbbVie Inc. | 3.200% | 5/14/26 | 17,230 | 19,033 | |
6 | AbbVie Inc. | 2.950% | 11/21/26 | 32,215 | 34,994 |
AbbVie Inc. | 4.250% | 11/14/28 | 5,945 | 7,003 | |
6 | AbbVie Inc. | 3.200% | 11/21/29 | 53,663 | 58,859 |
6 | AbbVie Inc. | 4.550% | 3/15/35 | 13,620 | 16,540 |
AbbVie Inc. | 4.500% | 5/14/35 | 22,415 | 27,151 |
99
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
AbbVie Inc. | 4.300% | 5/14/36 | 9,275 | 10,960 | |
6 | AbbVie Inc. | 4.050% | 11/21/39 | 34,143 | 39,609 |
6 | AbbVie Inc. | 4.625% | 10/1/42 | 6,310 | 7,660 |
AbbVie Inc. | 4.400% | 11/6/42 | 22,693 | 27,342 | |
6 | AbbVie Inc. | 4.850% | 6/15/44 | 12,616 | 15,944 |
6 | AbbVie Inc. | 4.750% | 3/15/45 | 4,125 | 5,088 |
AbbVie Inc. | 4.700% | 5/14/45 | 29,503 | 36,879 | |
AbbVie Inc. | 4.450% | 5/14/46 | 15,103 | 18,332 | |
AbbVie Inc. | 4.875% | 11/14/48 | 2,841 | 3,687 | |
6 | AbbVie Inc. | 4.250% | 11/21/49 | 50,685 | 61,275 |
Adventist Health System | 2.952% | 3/1/29 | 4,420 | 4,610 | |
Adventist Health System | 3.630% | 3/1/49 | 4,745 | 4,723 | |
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,300 | 2,605 | |
Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 775 | 783 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 4,050 | 5,192 | |
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 3,275 | 3,622 | |
Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 3,000 | 3,162 | |
Agilent Technologies Inc. | 3.200% | 10/1/22 | 6,015 | 6,289 | |
Agilent Technologies Inc. | 3.875% | 7/15/23 | 3,975 | 4,317 | |
Agilent Technologies Inc. | 3.050% | 9/22/26 | 6,700 | 7,297 | |
Agilent Technologies Inc. | 2.750% | 9/15/29 | 1,000 | 1,088 | |
Agilent Technologies Inc. | 2.100% | 6/4/30 | 3,175 | 3,252 | |
Ahold Finance USA LLC | 6.875% | 5/1/29 | 1,100 | 1,528 | |
AHS Hospital Corp. | 5.024% | 7/1/45 | 3,300 | 4,270 | |
Allina Health System | 3.887% | 4/15/49 | 3,750 | 4,504 | |
Altria Group Inc. | 3.490% | 2/14/22 | 9,830 | 10,256 | |
Altria Group Inc. | 2.850% | 8/9/22 | 14,175 | 14,767 | |
Altria Group Inc. | 2.950% | 5/2/23 | 3,200 | 3,371 | |
Altria Group Inc. | 4.000% | 1/31/24 | 10,500 | 11,579 | |
Altria Group Inc. | 3.800% | 2/14/24 | 2,700 | 2,947 | |
Altria Group Inc. | 2.350% | 5/6/25 | 3,500 | 3,686 | |
Altria Group Inc. | 4.400% | 2/14/26 | 24,025 | 27,649 | |
Altria Group Inc. | 2.625% | 9/16/26 | 2,200 | 2,345 | |
Altria Group Inc. | 4.800% | 2/14/29 | 15,775 | 18,382 | |
Altria Group Inc. | 3.400% | 5/6/30 | 7,000 | 7,526 | |
Altria Group Inc. | 5.800% | 2/14/39 | 18,100 | 22,495 | |
Altria Group Inc. | 4.250% | 8/9/42 | 7,841 | 8,326 | |
Altria Group Inc. | 4.500% | 5/2/43 | 9,059 | 9,747 | |
Altria Group Inc. | 5.375% | 1/31/44 | 18,957 | 22,701 | |
Altria Group Inc. | 3.875% | 9/16/46 | 12,459 | 12,395 | |
Altria Group Inc. | 5.950% | 2/14/49 | 10,325 | 13,509 | |
Altria Group Inc. | 4.450% | 5/6/50 | 11,965 | 13,095 | |
Altria Group Inc. | 6.200% | 2/14/59 | 6,365 | 8,496 | |
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 7,375 | 7,956 | |
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 5,725 | 6,231 | |
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 6,525 | 7,361 | |
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 3,500 | 3,688 | |
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,857 | 2,056 | |
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 1,000 | 1,127 | |
Amgen Inc. | 3.875% | 11/15/21 | 5,174 | 5,362 | |
Amgen Inc. | 2.700% | 5/1/22 | 3,675 | 3,798 | |
Amgen Inc. | 2.650% | 5/11/22 | 13,372 | 13,869 | |
Amgen Inc. | 3.625% | 5/15/22 | 11,075 | 11,600 | |
Amgen Inc. | 2.250% | 8/19/23 | 7,100 | 7,410 |
100
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Amgen Inc. | 3.625% | 5/22/24 | 15,438 | 16,923 | |
Amgen Inc. | 1.900% | 2/21/25 | 4,000 | 4,165 | |
Amgen Inc. | 3.125% | 5/1/25 | 3,100 | 3,403 | |
Amgen Inc. | 2.600% | 8/19/26 | 16,425 | 17,894 | |
Amgen Inc. | 2.200% | 2/21/27 | 5,800 | 6,094 | |
Amgen Inc. | 3.200% | 11/2/27 | 4,430 | 4,937 | |
Amgen Inc. | 2.450% | 2/21/30 | 6,455 | 6,819 | |
Amgen Inc. | 2.300% | 2/25/31 | 16,000 | 16,641 | |
Amgen Inc. | 6.400% | 2/1/39 | 2,750 | 4,054 | |
Amgen Inc. | 3.150% | 2/21/40 | 19,165 | 20,374 | |
Amgen Inc. | 4.950% | 10/1/41 | 8,685 | 11,298 | |
Amgen Inc. | 5.150% | 11/15/41 | 6,800 | 9,038 | |
Amgen Inc. | 4.400% | 5/1/45 | 18,705 | 23,358 | |
Amgen Inc. | 4.563% | 6/15/48 | 14,491 | 18,842 | |
Amgen Inc. | 3.375% | 2/21/50 | 19,275 | 21,072 | |
Amgen Inc. | 4.663% | 6/15/51 | 29,943 | 39,709 | |
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 98,498 | 119,796 | |
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 41,399 | 46,482 | |
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 55,111 | 64,628 | |
Anheuser-Busch InBev Finance Inc. | 2.625% | 1/17/23 | 13,929 | 14,605 | |
Anheuser-Busch InBev Finance Inc. | 3.300% | 2/1/23 | 24,837 | 26,511 | |
Anheuser-Busch InBev Finance Inc. | 3.700% | 2/1/24 | 14,106 | 15,534 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 7,575 | 8,880 | |
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 12,425 | 13,464 | |
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 8,986 | 10,280 | |
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 17,992 | 21,828 | |
Anheuser-Busch InBev Worldwide Inc. | 2.500% | 7/15/22 | 3,605 | 3,740 | |
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 1/12/24 | 7,587 | 8,283 | |
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 19,025 | 21,589 | |
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 22,072 | 25,397 | |
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 43,292 | 52,124 | |
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 17,955 | 20,157 | |
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 5,575 | 7,002 | |
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 13,325 | 15,202 | |
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 6,050 | 9,654 | |
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 5,738 | 7,228 | |
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 16,276 | 19,674 | |
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 10,357 | 11,050 | |
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 26,325 | 30,669 | |
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 19,110 | 21,979 | |
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 525 | 699 | |
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 33,875 | 40,232 | |
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 16,010 | 19,321 | |
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 20,605 | 24,703 | |
Archer-Daniels-Midland Co. | 3.375% | 3/15/22 | 8,525 | 8,922 | |
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 4,200 | 4,554 | |
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 8,750 | 9,513 | |
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 7,700 | 8,715 | |
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 530 | 776 | |
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 2,395 | 3,444 | |
Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | 7,600 | 9,834 |
101
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Archer-Daniels-Midland Co. | 4.016% | 4/16/43 | 6,416 | 7,595 | |
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 5,500 | 6,648 | |
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 5,325 | 7,433 | |
Ascension Health | 2.532% | 11/15/29 | 5,226 | 5,600 | |
Ascension Health | 3.106% | 11/15/39 | 4,450 | 4,775 | |
Ascension Health | 3.945% | 11/15/46 | 8,010 | 10,035 | |
4 | Ascension Health | 4.847% | 11/15/53 | 1,875 | 2,497 |
AstraZeneca plc | 2.375% | 6/12/22 | 7,875 | 8,130 | |
AstraZeneca plc | 3.500% | 8/17/23 | 12,260 | 13,256 | |
AstraZeneca plc | 3.375% | 11/16/25 | 19,368 | 21,695 | |
AstraZeneca plc | 6.450% | 9/15/37 | 23,318 | 34,852 | |
AstraZeneca plc | 4.000% | 9/18/42 | 11,190 | 13,555 | |
AstraZeneca plc | 4.375% | 11/16/45 | 7,600 | 9,771 | |
AstraZeneca plc | 4.375% | 8/17/48 | 6,950 | 9,174 | |
Banner Health | 2.338% | 1/1/30 | 5,000 | 5,140 | |
Banner Health | 3.181% | 1/1/50 | 2,900 | 3,111 | |
BAT Capital Corp. | 2.764% | 8/15/22 | 11,750 | 12,152 | |
BAT Capital Corp. | 3.222% | 8/15/24 | 24,910 | 26,591 | |
BAT Capital Corp. | 3.215% | 9/6/26 | 9,250 | 9,905 | |
BAT Capital Corp. | 4.700% | 4/2/27 | 7,725 | 8,803 | |
BAT Capital Corp. | 3.557% | 8/15/27 | 27,770 | 30,047 | |
BAT Capital Corp. | 3.462% | 9/6/29 | 2,568 | 2,737 | |
BAT Capital Corp. | 4.906% | 4/2/30 | 14,805 | 17,373 | |
BAT Capital Corp. | 4.390% | 8/15/37 | 17,750 | 19,196 | |
BAT Capital Corp. | 4.540% | 8/15/47 | 25,150 | 27,429 | |
BAT Capital Corp. | 5.282% | 4/2/50 | 7,750 | 9,295 | |
Baxalta Inc. | 3.600% | 6/23/22 | 3,605 | 3,762 | |
Baxalta Inc. | 4.000% | 6/23/25 | 8,678 | 9,872 | |
Baxalta Inc. | 5.250% | 6/23/45 | 4,188 | 5,711 | |
Baxter International Inc. | 1.700% | 8/15/21 | 4,425 | 4,475 | |
6 | Baxter International Inc. | 3.750% | 10/1/25 | 6,245 | 7,111 |
Baxter International Inc. | 2.600% | 8/15/26 | 2,025 | 2,213 | |
6 | Baxter International Inc. | 3.950% | 4/1/30 | 5,930 | 7,008 |
Baxter International Inc. | 3.500% | 8/15/46 | 5,725 | 6,344 | |
BayCare Health System Inc. | 3.831% | 11/15/50 | 1,500 | 1,866 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 4,230 | 5,194 | |
Beam Suntory Inc. | 3.250% | 5/15/22 | 600 | 619 | |
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,400 | 1,470 | |
Becton Dickinson & Co. | 3.125% | 11/8/21 | 11,235 | 11,572 | |
Becton Dickinson & Co. | 2.894% | 6/6/22 | 20,650 | 21,368 | |
Becton Dickinson & Co. | 3.300% | 3/1/23 | 3,000 | 3,153 | |
Becton Dickinson & Co. | 3.875% | 5/15/24 | 1,231 | 1,298 | |
Becton Dickinson & Co. | 3.363% | 6/6/24 | 6,625 | 7,138 | |
Becton Dickinson & Co. | 3.734% | 12/15/24 | 11,128 | 12,212 | |
Becton Dickinson & Co. | 3.700% | 6/6/27 | 20,860 | 23,193 | |
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,000 | 1,050 | |
Becton Dickinson & Co. | 4.875% | 5/15/44 | 940 | 1,170 | |
Becton Dickinson & Co. | 4.685% | 12/15/44 | 9,915 | 12,138 | |
Becton Dickinson & Co. | 4.669% | 6/6/47 | 10,620 | 12,988 | |
Biogen Inc. | 3.625% | 9/15/22 | 11,316 | 12,022 | |
Biogen Inc. | 4.050% | 9/15/25 | 22,320 | 25,576 | |
Biogen Inc. | 2.250% | 5/1/30 | 12,575 | 12,701 | |
Biogen Inc. | 5.200% | 9/15/45 | 14,380 | 18,800 | |
Biogen Inc. | 3.150% | 5/1/50 | 12,575 | 12,095 |
102
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 3,443 | 3,794 |
Boston Scientific Corp. | 3.375% | 5/15/22 | 2,975 | 3,110 | |
Boston Scientific Corp. | 3.450% | 3/1/24 | 8,370 | 9,079 | |
Boston Scientific Corp. | 3.850% | 5/15/25 | 6,998 | 7,809 | |
Boston Scientific Corp. | 1.900% | 6/1/25 | 4,200 | 4,350 | |
Boston Scientific Corp. | 3.750% | 3/1/26 | 6,157 | 6,965 | |
Boston Scientific Corp. | 4.000% | 3/1/29 | 15,115 | 17,265 | |
Boston Scientific Corp. | 2.650% | 6/1/30 | 7,550 | 7,789 | |
Boston Scientific Corp. | 7.000% | 11/15/35 | 4,850 | 6,991 | |
Boston Scientific Corp. | 4.550% | 3/1/39 | 8,175 | 9,916 | |
Boston Scientific Corp. | 7.375% | 1/15/40 | 1,150 | 1,764 | |
Boston Scientific Corp. | 4.700% | 3/1/49 | 7,985 | 10,245 | |
6 | Bristol-Myers Squibb Co. | 2.250% | 8/15/21 | 3,450 | 3,495 |
6 | Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 6,325 | 6,571 |
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 7,950 | 8,178 | |
6 | Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 10,935 | 11,545 |
6 | Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 5,400 | 5,690 |
Bristol-Myers Squibb Co. | 7.150% | 6/15/23 | 100 | 118 | |
6 | Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 3,550 | 3,909 |
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 4,250 | 4,605 | |
6 | Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 17,415 | 19,031 |
6 | Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 34,645 | 37,476 |
6 | Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 27,350 | 31,193 |
6 | Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 21,625 | 24,214 |
6 | Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 11,525 | 13,233 |
6 | Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 13,900 | 16,327 |
6 | Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 31,555 | 36,277 |
6 | Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 12,575 | 15,928 |
6 | Bristol-Myers Squibb Co. | 5.700% | 10/15/40 | 2,792 | 4,135 |
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 4,865 | 5,367 | |
6 | Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 6,055 | 8,703 |
6 | Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 15,715 | 22,015 |
6 | Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 13,400 | 17,505 |
6 | Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 16,825 | 22,580 |
6 | Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 44,180 | 58,179 |
Brown-Forman Corp. | 3.500% | 4/15/25 | 3,978 | 4,474 | |
Brown-Forman Corp. | 4.500% | 7/15/45 | 3,595 | 4,503 | |
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 8,768 | 9,075 | |
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 6,700 | 7,295 | |
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 5,840 | 6,066 | |
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 3,750 | 3,930 | |
Campbell Soup Co. | 2.500% | 8/2/22 | 1,850 | 1,911 | |
Campbell Soup Co. | 3.650% | 3/15/23 | 3,022 | 3,232 | |
Campbell Soup Co. | 3.950% | 3/15/25 | 6,660 | 7,496 | |
Campbell Soup Co. | 3.300% | 3/19/25 | 4,125 | 4,457 | |
Campbell Soup Co. | 4.150% | 3/15/28 | 6,950 | 8,017 | |
Campbell Soup Co. | 2.375% | 4/24/30 | 6,450 | 6,670 | |
Campbell Soup Co. | 4.800% | 3/15/48 | 3,635 | 4,697 | |
Campbell Soup Co. | 3.125% | 4/24/50 | 6,998 | 7,145 | |
Cardinal Health Inc. | 2.616% | 6/15/22 | 8,550 | 8,805 | |
Cardinal Health Inc. | 3.200% | 6/15/22 | 4,012 | 4,184 | |
Cardinal Health Inc. | 3.200% | 3/15/23 | 4,450 | 4,700 | |
Cardinal Health Inc. | 3.079% | 6/15/24 | 312 | 332 | |
Cardinal Health Inc. | 3.750% | 9/15/25 | 1,750 | 1,951 |
103
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 4,520 | 5,059 | |
Cardinal Health Inc. | 4.600% | 3/15/43 | 4,150 | 4,581 | |
Cardinal Health Inc. | 4.500% | 11/15/44 | 3,275 | 3,590 | |
Cardinal Health Inc. | 4.900% | 9/15/45 | 3,580 | 4,174 | |
Cardinal Health Inc. | 4.368% | 6/15/47 | 4,950 | 5,533 | |
Children’s Hospital Corp. | 4.115% | 1/1/47 | 1,575 | 1,916 | |
Children’s Hospital Corp. | 2.585% | 2/1/50 | 2,000 | 2,019 | |
Children’s Hospital Medical Center | 4.268% | 5/15/44 | 1,050 | 1,210 | |
CHRISTUS Health | 4.341% | 7/1/28 | 5,100 | 5,679 | |
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 1,500 | 1,543 | |
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,575 | 3,915 | |
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 3,200 | 3,646 | |
Cigna Corp. | 3.400% | 9/17/21 | 10,585 | 10,929 | |
6 | Cigna Corp. | 3.900% | 2/15/22 | 13,466 | 14,152 |
6 | Cigna Corp. | 3.050% | 11/30/22 | 5,500 | 5,793 |
6 | Cigna Corp. | 3.000% | 7/15/23 | 14,000 | 14,844 |
Cigna Corp. | 3.750% | 7/15/23 | 6,945 | 7,534 | |
6 | Cigna Corp. | 3.500% | 6/15/24 | 6,330 | 6,890 |
6 | Cigna Corp. | 3.250% | 4/15/25 | 21,352 | 23,303 |
Cigna Corp. | 4.125% | 11/15/25 | 7,510 | 8,596 | |
6 | Cigna Corp. | 4.500% | 2/25/26 | 19,100 | 21,841 |
6 | Cigna Corp. | 3.400% | 3/1/27 | 17,690 | 19,496 |
6 | Cigna Corp. | 7.875% | 5/15/27 | 362 | 457 |
6 | Cigna Corp. | 3.050% | 10/15/27 | 4,855 | 5,264 |
Cigna Corp. | 4.375% | 10/15/28 | 31,571 | 37,243 | |
Cigna Corp. | 2.400% | 3/15/30 | 24,090 | 24,910 | |
Cigna Corp. | 4.800% | 8/15/38 | 17,355 | 22,033 | |
Cigna Corp. | 3.200% | 3/15/40 | 8,900 | 9,430 | |
6 | Cigna Corp. | 6.125% | 11/15/41 | 4,034 | 5,760 |
6 | Cigna Corp. | 5.375% | 2/15/42 | 550 | 699 |
6 | Cigna Corp. | 4.800% | 7/15/46 | 10,575 | 13,387 |
6 | Cigna Corp. | 3.875% | 10/15/47 | 7,200 | 8,174 |
Cigna Corp. | 4.900% | 12/15/48 | 19,115 | 25,011 | |
Cigna Corp. | 3.400% | 3/15/50 | 20,070 | 21,582 | |
City of Hope | 5.623% | 11/15/43 | 2,000 | 2,889 | |
City of Hope | 4.378% | 8/15/48 | 7,375 | 9,003 | |
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 3,615 | 5,009 | |
Clorox Co. | 3.800% | 11/15/21 | 1,238 | 1,292 | |
Clorox Co. | 3.050% | 9/15/22 | 4,675 | 4,931 | |
Clorox Co. | 3.500% | 12/15/24 | 3,925 | 4,355 | |
Clorox Co. | 3.100% | 10/1/27 | 6,100 | 6,830 | |
Clorox Co. | 3.900% | 5/15/28 | 3,500 | 4,089 | |
Clorox Co. | 1.800% | 5/15/30 | 1,500 | 1,514 | |
Coca-Cola Co. | 1.550% | 9/1/21 | 10,550 | 10,694 | |
Coca-Cola Co. | 3.300% | 9/1/21 | 4,955 | 5,126 | |
Coca-Cola Co. | 2.200% | 5/25/22 | 3,625 | 3,742 | |
Coca-Cola Co. | 2.500% | 4/1/23 | 10,229 | 10,853 | |
Coca-Cola Co. | 3.200% | 11/1/23 | 9,850 | 10,726 | |
Coca-Cola Co. | 1.750% | 9/6/24 | 8,625 | 9,040 | |
Coca-Cola Co. | 2.950% | 3/25/25 | 3,795 | 4,176 | |
Coca-Cola Co. | 2.875% | 10/27/25 | 25,650 | 28,513 | |
Coca-Cola Co. | 2.550% | 6/1/26 | 7,825 | 8,585 | |
Coca-Cola Co. | 2.250% | 9/1/26 | 10,530 | 11,372 | |
Coca-Cola Co. | 3.375% | 3/25/27 | 8,529 | 9,762 |
104
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 1,875 | 2,093 | |
Coca-Cola Co. | 1.450% | 6/1/27 | 12,100 | 12,425 | |
Coca-Cola Co. | 2.125% | 9/6/29 | 6,200 | 6,590 | |
Coca-Cola Co. | 3.450% | 3/25/30 | 10,125 | 11,874 | |
Coca-Cola Co. | 1.650% | 6/1/30 | 17,575 | 17,883 | |
Coca-Cola Co. | 4.125% | 3/25/40 | 3,880 | 4,956 | |
Coca-Cola Co. | 2.500% | 6/1/40 | 9,000 | 9,301 | |
Coca-Cola Co. | 4.200% | 3/25/50 | 9,250 | 12,148 | |
Coca-Cola Co. | 2.600% | 6/1/50 | 13,250 | 13,345 | |
Coca-Cola Co. | 2.750% | 6/1/60 | 10,000 | 10,106 | |
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,117 | 8,997 | |
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 7,800 | 10,569 | |
Colgate-Palmolive Co. | 2.450% | 11/15/21 | 3,505 | 3,606 | |
Colgate-Palmolive Co. | 2.300% | 5/3/22 | 5,561 | 5,755 | |
Colgate-Palmolive Co. | 2.250% | 11/15/22 | 14,525 | 15,157 | |
Colgate-Palmolive Co. | 1.950% | 2/1/23 | 4,200 | 4,375 | |
Colgate-Palmolive Co. | 3.250% | 3/15/24 | 4,682 | 5,137 | |
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 6,045 | 7,991 | |
Colgate-Palmolive Co. | 3.700% | 8/1/47 | 3,065 | 3,977 | |
CommonSpirit Health | 2.950% | 11/1/22 | 3,225 | 3,328 | |
CommonSpirit Health | 2.760% | 10/1/24 | 5,000 | 5,140 | |
CommonSpirit Health | 3.347% | 10/1/29 | 7,750 | 7,933 | |
4 | CommonSpirit Health | 4.350% | 11/1/42 | 8,435 | 8,705 |
CommonSpirit Health | 3.817% | 10/1/49 | 2,500 | 2,658 | |
CommonSpirit Health | 4.187% | 10/1/49 | 10,300 | 10,575 | |
Conagra Brands Inc. | 3.800% | 10/22/21 | 10,550 | 10,963 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 4,300 | 4,486 | |
Conagra Brands Inc. | 3.200% | 1/25/23 | 6,011 | 6,317 | |
Conagra Brands Inc. | 4.300% | 5/1/24 | 8,000 | 8,864 | |
Conagra Brands Inc. | 4.600% | 11/1/25 | 12,025 | 13,851 | |
Conagra Brands Inc. | 7.000% | 10/1/28 | 700 | 937 | |
Conagra Brands Inc. | 4.850% | 11/1/28 | 10,950 | 13,214 | |
Conagra Brands Inc. | 8.250% | 9/15/30 | 4,025 | 6,058 | |
Conagra Brands Inc. | 5.300% | 11/1/38 | 7,029 | 9,157 | |
Conagra Brands Inc. | 5.400% | 11/1/48 | 8,650 | 11,927 | |
Constellation Brands Inc. | 2.700% | 5/9/22 | 6,607 | 6,847 | |
Constellation Brands Inc. | 2.650% | 11/7/22 | 6,825 | 7,118 | |
Constellation Brands Inc. | 3.200% | 2/15/23 | 5,900 | 6,251 | |
Constellation Brands Inc. | 4.250% | 5/1/23 | 16,800 | 18,447 | |
Constellation Brands Inc. | 4.750% | 11/15/24 | 9,521 | 10,992 | |
Constellation Brands Inc. | 4.400% | 11/15/25 | 3,375 | 3,904 | |
Constellation Brands Inc. | 4.750% | 12/1/25 | 2,700 | 3,174 | |
Constellation Brands Inc. | 3.700% | 12/6/26 | 5,625 | 6,308 | |
Constellation Brands Inc. | 3.500% | 5/9/27 | 8,275 | 9,167 | |
Constellation Brands Inc. | 3.600% | 2/15/28 | 7,070 | 7,811 | |
Constellation Brands Inc. | 3.150% | 8/1/29 | 9,700 | 10,394 | |
Constellation Brands Inc. | 2.875% | 5/1/30 | 2,200 | 2,329 | |
Constellation Brands Inc. | 4.500% | 5/9/47 | 6,620 | 7,865 | |
Constellation Brands Inc. | 4.100% | 2/15/48 | 4,025 | 4,556 | |
Constellation Brands Inc. | 5.250% | 11/15/48 | 4,100 | 5,383 | |
Constellation Brands Inc. | 3.750% | 5/1/50 | 5,000 | 5,452 | |
Cottage Health Obligated Group | 3.304% | 11/1/49 | 5,185 | 5,626 | |
Covidien International Finance SA | 3.200% | 6/15/22 | 5,869 | 6,140 | |
Covidien International Finance SA | 2.950% | 6/15/23 | 2,530 | 2,687 |
105
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
CVS Health Corp. | 3.500% | 7/20/22 | 12,345 | 13,006 | |
CVS Health Corp. | 2.750% | 12/1/22 | 10,490 | 10,947 | |
CVS Health Corp. | 4.750% | 12/1/22 | 9,000 | 9,752 | |
CVS Health Corp. | 3.700% | 3/9/23 | 39,928 | 42,824 | |
CVS Health Corp. | 4.000% | 12/5/23 | 6,780 | 7,431 | |
CVS Health Corp. | 3.375% | 8/12/24 | 6,365 | 6,922 | |
CVS Health Corp. | 4.100% | 3/25/25 | 54,987 | 61,949 | |
CVS Health Corp. | 3.875% | 7/20/25 | 32,601 | 36,628 | |
CVS Health Corp. | 2.875% | 6/1/26 | 18,860 | 20,372 | |
CVS Health Corp. | 3.000% | 8/15/26 | 7,000 | 7,627 | |
CVS Health Corp. | 3.625% | 4/1/27 | 5,000 | 5,623 | |
CVS Health Corp. | 4.300% | 3/25/28 | 79,125 | 92,478 | |
CVS Health Corp. | 3.250% | 8/15/29 | 18,796 | 20,705 | |
CVS Health Corp. | 3.750% | 4/1/30 | 24,345 | 27,976 | |
CVS Health Corp. | 4.875% | 7/20/35 | 5,475 | 6,865 | |
CVS Health Corp. | 4.780% | 3/25/38 | 40,050 | 49,318 | |
CVS Health Corp. | 6.125% | 9/15/39 | 3,950 | 5,475 | |
CVS Health Corp. | 4.125% | 4/1/40 | 8,000 | 9,430 | |
CVS Health Corp. | 5.300% | 12/5/43 | 11,043 | 14,439 | |
CVS Health Corp. | 5.125% | 7/20/45 | 30,860 | 39,967 | |
CVS Health Corp. | 5.050% | 3/25/48 | 67,900 | 88,049 | |
CVS Health Corp. | 4.250% | 4/1/50 | 13,275 | 15,979 | |
Danaher Corp. | 3.350% | 9/15/25 | 4,300 | 4,767 | |
Danaher Corp. | 4.375% | 9/15/45 | 2,975 | 3,747 | |
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 3,100 | 3,344 | |
Delhaize America LLC | 9.000% | 4/15/31 | 1,930 | 3,033 | |
Dentsply Sirona Inc. | 3.250% | 6/1/30 | 6,500 | 6,776 | |
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 9,115 | 9,409 | |
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 9,727 | 10,226 | |
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 7,000 | 7,438 | |
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 8,905 | 9,783 | |
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 1,000 | 1,111 | |
Diageo Capital plc | 2.625% | 4/29/23 | 11,470 | 12,081 | |
Diageo Capital plc | 2.125% | 10/24/24 | 9,400 | 9,878 | |
Diageo Capital plc | 1.375% | 9/29/25 | 6,300 | 6,389 | |
Diageo Capital plc | 3.875% | 5/18/28 | 1,000 | 1,162 | |
Diageo Capital plc | 2.375% | 10/24/29 | 6,250 | 6,670 | |
Diageo Capital plc | 2.000% | 4/29/30 | 10,400 | 10,731 | |
Diageo Capital plc | 2.125% | 4/29/32 | 7,890 | 8,172 | |
Diageo Capital plc | 5.875% | 9/30/36 | 500 | 712 | |
Diageo Capital plc | 3.875% | 4/29/43 | 5,469 | 6,584 | |
Diageo Investment Corp. | 2.875% | 5/11/22 | 15,854 | 16,524 | |
Diageo Investment Corp. | 7.450% | 4/15/35 | 1,450 | 2,387 | |
Diageo Investment Corp. | 4.250% | 5/11/42 | 3,512 | 4,403 | |
Dignity Health | 3.125% | 11/1/22 | 950 | 982 | |
Dignity Health | 3.812% | 11/1/24 | 5,150 | 5,356 | |
Dignity Health | 4.500% | 11/1/42 | 6,000 | 6,262 | |
Dignity Health | 5.267% | 11/1/64 | 1,075 | 1,274 | |
Duke University Health System Inc. | 3.920% | 6/1/47 | 4,300 | 5,398 | |
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 4,750 | 5,615 | |
Eli Lilly & Co. | 2.350% | 5/15/22 | 6,533 | 6,762 | |
Eli Lilly & Co. | 2.750% | 6/1/25 | 3,158 | 3,446 | |
Eli Lilly & Co. | 3.375% | 3/15/29 | 9,775 | 11,285 | |
Eli Lilly & Co. | 3.950% | 3/15/49 | 29,628 | 37,769 |
106
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 17,000 | 16,115 | |
Eli Lilly & Co. | 4.150% | 3/15/59 | 5,525 | 7,272 | |
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 4,300 | 4,817 | |
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 6,000 | 6,419 | |
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 5,875 | 6,369 | |
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,650 | 2,347 | |
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 4,375 | 5,608 | |
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 1,880 | 2,347 | |
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 6,552 | 7,177 | |
Flowers Foods Inc. | 4.375% | 4/1/22 | 2,950 | 3,072 | |
Flowers Foods Inc. | 3.500% | 10/1/26 | 3,500 | 3,746 | |
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 600 | 622 | |
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 3,550 | 4,271 | |
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 22,900 | 23,600 | |
General Mills Inc. | 3.150% | 12/15/21 | 7,875 | 8,106 | |
General Mills Inc. | 2.600% | 10/12/22 | 4,550 | 4,733 | |
General Mills Inc. | 3.700% | 10/17/23 | 12,550 | 13,693 | |
General Mills Inc. | 3.650% | 2/15/24 | 3,885 | 4,275 | |
General Mills Inc. | 4.000% | 4/17/25 | 1,000 | 1,134 | |
General Mills Inc. | 3.200% | 2/10/27 | 2,500 | 2,832 | |
General Mills Inc. | 4.200% | 4/17/28 | 11,675 | 13,746 | |
General Mills Inc. | 2.875% | 4/15/30 | 9,891 | 10,763 | |
General Mills Inc. | 4.550% | 4/17/38 | 6,825 | 8,645 | |
General Mills Inc. | 5.400% | 6/15/40 | 4,550 | 6,195 | |
General Mills Inc. | 4.150% | 2/15/43 | 4,375 | 5,271 | |
General Mills Inc. | 4.700% | 4/17/48 | 1,620 | 2,144 | |
Gilead Sciences Inc. | 4.400% | 12/1/21 | 14,264 | 14,905 | |
Gilead Sciences Inc. | 3.250% | 9/1/22 | 8,635 | 9,097 | |
Gilead Sciences Inc. | 2.500% | 9/1/23 | 17,775 | 18,798 | |
Gilead Sciences Inc. | 3.700% | 4/1/24 | 6,216 | 6,838 | |
Gilead Sciences Inc. | 3.500% | 2/1/25 | 2,568 | 2,859 | |
Gilead Sciences Inc. | 3.650% | 3/1/26 | 24,046 | 27,466 | |
Gilead Sciences Inc. | 2.950% | 3/1/27 | 15,100 | 16,768 | |
Gilead Sciences Inc. | 4.600% | 9/1/35 | 9,394 | 12,308 | |
Gilead Sciences Inc. | 4.000% | 9/1/36 | 6,425 | 7,967 | |
Gilead Sciences Inc. | 5.650% | 12/1/41 | 8,810 | 12,735 | |
Gilead Sciences Inc. | 4.800% | 4/1/44 | 15,300 | 20,425 | |
Gilead Sciences Inc. | 4.500% | 2/1/45 | 15,825 | 20,474 | |
Gilead Sciences Inc. | 4.750% | 3/1/46 | 23,370 | 31,644 | |
Gilead Sciences Inc. | 4.150% | 3/1/47 | 7,005 | 8,878 | |
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 4,956 | 5,240 | |
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 11,925 | 12,849 | |
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 21,892 | 24,704 | |
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 24,150 | 28,445 | |
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 3,400 | 4,696 | |
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 24,539 | 37,327 | |
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 1,375 | 1,753 | |
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 10,800 | 11,257 | |
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 18,275 | 19,085 | |
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 5,225 | 5,648 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 4,000 | 4,921 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 2,100 | 2,665 | |
4 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 3,205 | 2,975 |
Hasbro Inc. | 3.900% | 11/19/29 | 9,500 | 9,884 |
107
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Hasbro Inc. | 6.350% | 3/15/40 | 4,625 | 5,318 | |||
Hasbro Inc. | 5.100% | 5/15/44 | 4,413 | 4,562 | |||
HCA Inc. | 4.750% | 5/1/23 | 11,146 | 12,066 | |||
HCA Inc. | 5.000% | 3/15/24 | 17,690 | 19,674 | |||
HCA Inc. | 5.250% | 4/15/25 | 18,063 | 20,705 | |||
HCA Inc. | 5.250% | 6/15/26 | 17,522 | 20,220 | |||
HCA Inc. | 4.500% | 2/15/27 | 3,975 | 4,422 | |||
HCA Inc. | 4.125% | 6/15/29 | 16,475 | 18,205 | |||
HCA Inc. | 5.125% | 6/15/39 | 11,085 | 12,969 | |||
HCA Inc. | 5.500% | 6/15/47 | 24,175 | 29,494 | |||
HCA Inc. | 5.250% | 6/15/49 | 525 | 632 | |||
Hershey Co. | 2.625% | 5/1/23 | 2,750 | 2,888 | |||
Hershey Co. | 3.375% | 5/15/23 | 10,050 | 10,856 | |||
Hershey Co. | 2.050% | 11/15/24 | 2,291 | 2,414 | |||
Hershey Co. | 3.200% | 8/21/25 | 2,695 | 2,999 | |||
Hershey Co. | 2.450% | 11/15/29 | 5,381 | 5,807 | |||
Hershey Co. | 1.700% | 6/1/30 | 1,720 | 1,754 | |||
Hershey Co. | 3.125% | 11/15/49 | 2,935 | 3,197 | |||
Hershey Co. | 2.650% | 6/1/50 | 2,600 | 2,641 | |||
Hormel Foods Corp. | 1.800% | 6/11/30 | 8,425 | 8,566 | |||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 5,450 | 6,541 | |||
Ingredion Inc. | 3.200% | 10/1/26 | 4,000 | 4,343 | |||
Ingredion Inc. | 2.900% | 6/1/30 | 8,075 | 8,590 | |||
Ingredion Inc. | 3.900% | 6/1/50 | 3,500 | 3,980 | |||
Iowa Health System | 3.665% | 2/15/50 | 5,000 | 5,452 | |||
JM Smucker Co. | 3.500% | 10/15/21 | 7,245 | 7,508 | |||
JM Smucker Co. | 3.000% | 3/15/22 | 2,605 | 2,703 | |||
JM Smucker Co. | 3.500% | 3/15/25 | 6,034 | 6,692 | |||
JM Smucker Co. | 3.375% | 12/15/27 | 4,220 | 4,658 | |||
JM Smucker Co. | 2.375% | 3/15/30 | 3,800 | 3,876 | |||
JM Smucker Co. | 4.250% | 3/15/35 | 2,650 | 3,122 | |||
JM Smucker Co. | 4.375% | 3/15/45 | 1,885 | 2,241 | |||
JM Smucker Co. | 3.550% | 3/15/50 | 5,450 | 5,578 | |||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 3,925 | 4,727 | |||
Johnson & Johnson | 2.450% | 12/5/21 | 5,000 | 5,144 | |||
Johnson & Johnson | 2.250% | 3/3/22 | 12,950 | 13,323 | |||
Johnson & Johnson | 2.050% | 3/1/23 | 5,969 | 6,199 | |||
Johnson & Johnson | 6.730% | 11/15/23 | 1,203 | 1,436 | |||
Johnson & Johnson | 3.375% | 12/5/23 | 6,875 | 7,562 | |||
Johnson & Johnson | 2.625% | 1/15/25 | 15,929 | 17,321 | |||
Johnson & Johnson | 2.450% | 3/1/26 | 11,425 | 12,460 | |||
Johnson & Johnson | 2.950% | 3/3/27 | 8,550 | 9,544 | |||
Johnson & Johnson | 2.900% | 1/15/28 | 6,580 | 7,386 | |||
Johnson & Johnson | 6.950% | 9/1/29 | 2,650 | 3,843 | |||
Johnson & Johnson | 4.950% | 5/15/33 | 6,100 | 8,337 | |||
Johnson & Johnson | 4.375% | 12/5/33 | 12,279 | 16,181 | |||
Johnson & Johnson | 3.550% | 3/1/36 | 8,500 | 10,015 | |||
Johnson & Johnson | 3.625% | 3/3/37 | 14,525 | 17,446 | |||
Johnson & Johnson | 5.950% | 8/15/37 | 4,489 | 6,859 | |||
Johnson & Johnson | 3.400% | 1/15/38 | 8,000 | 9,412 | |||
Johnson & Johnson | 5.850% | 7/15/38 | 3,797 | 5,783 | |||
Johnson & Johnson | 4.500% | 9/1/40 | 5,000 | 6,752 | |||
Johnson & Johnson | 4.850% | 5/15/41 | 825 | 1,184 | |||
Johnson & Johnson | 4.500% | 12/5/43 | 7,620 | 10,404 |
108
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Johnson & Johnson | 3.700% | 3/1/46 | 19,400 | 24,103 | |||
Johnson & Johnson | 3.750% | 3/3/47 | 6,600 | 8,327 | |||
Johnson & Johnson | 3.500% | 1/15/48 | 4,775 | 5,895 | |||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 1,835 | 1,924 | |||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 4,900 | 5,465 | |||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 5,300 | 7,131 | |||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 12,075 | 15,610 | |||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 6,150 | 6,822 | |||
Kellogg Co. | 2.650% | 12/1/23 | 4,536 | 4,806 | |||
Kellogg Co. | 3.250% | 4/1/26 | 5,025 | 5,608 | |||
Kellogg Co. | 3.400% | 11/15/27 | 10,475 | 11,769 | |||
Kellogg Co. | 4.300% | 5/15/28 | 4,850 | 5,716 | |||
Kellogg Co. | 2.100% | 6/1/30 | 4,750 | 4,816 | |||
Kellogg Co. | 7.450% | 4/1/31 | 5,367 | 7,805 | |||
Kellogg Co. | 4.500% | 4/1/46 | 4,250 | 5,203 | |||
Keurig Dr Pepper Inc. | 2.700% | 11/15/22 | 2,725 | 2,837 | |||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 16,325 | 17,788 | |||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 7,725 | 8,295 | |||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 10,786 | 12,439 | |||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 6,485 | 7,218 | |||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,500 | 5,896 | |||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 2,600 | 2,868 | |||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 18,750 | 20,762 | |||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 305 | 451 | |||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 3,675 | 4,696 | |||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 11,525 | 14,027 | |||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 3,000 | 3,644 | |||
Keurig Dr Pepper Inc. | 5.085% | 5/25/48 | 265 | 354 | |||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 7,100 | 8,041 | |||
Kimberly-Clark Corp. | 2.400% | 3/1/22 | 5,275 | 5,426 | |||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 1,600 | 1,676 | |||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 3,075 | 3,377 | |||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 3,625 | 3,933 | |||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,575 | 4,283 | |||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 3,875 | 4,391 | |||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 6,060 | 6,885 | |||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 300 | 473 | |||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 8,275 | 11,573 | |||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 2,025 | 2,350 | |||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 2,774 | 3,441 | |||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 5,725 | 6,224 | |||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,123 | 2,846 | |||
Koninklijke Philips NV | 6.875% | 3/11/38 | 4,600 | 6,802 | |||
Koninklijke Philips NV | 5.000% | 3/15/42 | 7,775 | 9,978 | |||
Kroger Co. | 2.950% | 11/1/21 | 9,861 | 10,161 | |||
Kroger Co. | 3.400% | 4/15/22 | 4,102 | 4,276 | |||
Kroger Co. | 2.800% | 8/1/22 | 2,800 | 2,912 | |||
Kroger Co. | 3.850% | 8/1/23 | 9,757 | 10,610 | |||
Kroger Co. | 4.000% | 2/1/24 | 4,309 | 4,761 | |||
Kroger Co. | 3.500% | 2/1/26 | 1,800 | 2,033 | |||
Kroger Co. | 2.650% | 10/15/26 | 5,605 | 6,097 | |||
Kroger Co. | 7.700% | 6/1/29 | 4,025 | 5,597 | |||
Kroger Co. | 8.000% | 9/15/29 | 6,150 | 8,903 | |||
Kroger Co. | 2.200% | 5/1/30 | 3,000 | 3,111 |
109
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Kroger Co. | 7.500% | 4/1/31 | 1,125 | 1,672 | |||
Kroger Co. | 6.900% | 4/15/38 | 3,327 | 4,871 | |||
Kroger Co. | 5.400% | 7/15/40 | 2,650 | 3,428 | |||
Kroger Co. | 5.000% | 4/15/42 | 4,399 | 5,539 | |||
Kroger Co. | 5.150% | 8/1/43 | 2,250 | 2,896 | |||
Kroger Co. | 3.875% | 10/15/46 | 9,250 | 10,352 | |||
Kroger Co. | 4.450% | 2/1/47 | 5,375 | 6,516 | |||
Kroger Co. | 4.650% | 1/15/48 | 3,874 | 4,880 | |||
Kroger Co. | 5.400% | 1/15/49 | 1,800 | 2,511 | |||
Kroger Co. | 3.950% | 1/15/50 | 7,075 | 8,111 | |||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 6,075 | 6,301 | |||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 550 | 580 | |||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 550 | 601 | |||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 7,500 | 8,058 | |||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 4,000 | 4,211 | |||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 11,108 | 12,206 | |||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 5,225 | 5,827 | |||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 5,775 | 6,050 | |||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 8,760 | 10,656 | |||
4 | Mayo Clinic | 3.774% | 11/15/43 | 5,125 | 5,912 | ||
4 | Mayo Clinic | 4.000% | 11/15/47 | 1,875 | 2,262 | ||
4 | Mayo Clinic | 4.128% | 11/15/52 | 1,150 | 1,497 | ||
McCormick & Co. Inc. | 3.900% | 7/15/21 | 875 | 896 | |||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 5,450 | 5,677 | |||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 6,775 | 7,344 | |||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 10,500 | 11,652 | |||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 4,100 | 4,280 | |||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 1,320 | 1,609 | |||
McKesson Corp. | 2.700% | 12/15/22 | 9,300 | 9,686 | |||
McKesson Corp. | 2.850% | 3/15/23 | 1,500 | 1,571 | |||
McKesson Corp. | 3.796% | 3/15/24 | 364 | 399 | |||
McKesson Corp. | 3.950% | 2/16/28 | 5,350 | 6,109 | |||
McKesson Corp. | 4.750% | 5/30/29 | 7,275 | 8,738 | |||
McKesson Corp. | 6.000% | 3/1/41 | 375 | 508 | |||
McKesson Corp. | 4.883% | 3/15/44 | 1,679 | 2,036 | |||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 11,435 | 13,171 | |||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 5,160 | 7,258 | |||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 8,835 | 11,306 | |||
4 | MedStar Health Inc. | 3.626% | 8/15/49 | 4,000 | 4,311 | ||
Medtronic Inc. | 3.150% | 3/15/22 | 15,340 | 16,029 | |||
Medtronic Inc. | 3.500% | 3/15/25 | 13,793 | 15,534 | |||
Medtronic Inc. | 4.375% | 3/15/35 | 27,819 | 36,368 | |||
Medtronic Inc. | 4.625% | 3/15/45 | 14,017 | 18,765 | |||
Memorial Health Services | 3.447% | 11/1/49 | 5,000 | 5,145 | |||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 700 | 956 | |||
Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 2,000 | 2,164 | |||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 4,605 | 5,860 | |||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,700 | 2,217 | |||
Merck & Co. Inc. | 2.350% | 2/10/22 | 11,034 | 11,378 | |||
Merck & Co. Inc. | 2.400% | 9/15/22 | 10,820 | 11,263 | |||
Merck & Co. Inc. | 2.800% | 5/18/23 | 15,925 | 16,934 | |||
Merck & Co. Inc. | 2.900% | 3/7/24 | 4,750 | 5,117 | |||
Merck & Co. Inc. | 2.750% | 2/10/25 | 22,453 | 24,305 | |||
Merck & Co. Inc. | 0.750% | 2/24/26 | 8,000 | 7,975 |
110
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 13,470 | 15,570 | |||
Merck & Co. Inc. | 1.450% | 6/24/30 | 8,010 | 7,968 | |||
Merck & Co. Inc. | 6.500% | 12/1/33 | 5,650 | 8,507 | |||
Merck & Co. Inc. | 3.900% | 3/7/39 | 7,610 | 9,390 | |||
Merck & Co. Inc. | 2.350% | 6/24/40 | 6,000 | 6,099 | |||
Merck & Co. Inc. | 3.600% | 9/15/42 | 8,670 | 10,217 | |||
Merck & Co. Inc. | 4.150% | 5/18/43 | 13,914 | 17,812 | |||
Merck & Co. Inc. | 3.700% | 2/10/45 | 23,234 | 28,046 | |||
Merck & Co. Inc. | 4.000% | 3/7/49 | 6,248 | 8,066 | |||
Merck & Co. Inc. | 2.450% | 6/24/50 | 6,250 | 6,275 | |||
Mercy Health | 4.302% | 7/1/28 | 1,750 | 1,979 | |||
Molson Coors Beverage Co. | 2.100% | 7/15/21 | 9,162 | 9,287 | |||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 826 | 861 | |||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 20,476 | 21,260 | |||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 9,000 | 9,552 | |||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 14,175 | 13,769 | |||
6 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 3,800 | 3,909 | ||
Mondelez International Inc. | 0.625% | 7/1/22 | 8,575 | 8,573 | |||
Mondelez International Inc. | 2.125% | 4/13/23 | 3,000 | 3,104 | |||
Mondelez International Inc. | 1.500% | 5/4/25 | 4,500 | 4,590 | |||
Mondelez International Inc. | 3.625% | 2/13/26 | 3,500 | 3,942 | |||
Mondelez International Inc. | 2.750% | 4/13/30 | 10,650 | 11,452 | |||
Mondelez International Inc. | 4.625% | 5/7/48 | 2,100 | 2,705 | |||
4 | Montefiore Obligated Group | 5.246% | 11/1/48 | 6,800 | 7,658 | ||
4 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 2,100 | 2,306 | ||
4 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 5,000 | 5,372 | ||
6 | Mylan Inc. | 3.125% | 1/15/23 | 325 | 341 | ||
Mylan Inc. | 4.200% | 11/29/23 | 8,205 | 8,932 | |||
Mylan Inc. | 4.550% | 4/15/28 | 2,115 | 2,431 | |||
Mylan Inc. | 5.400% | 11/29/43 | 4,820 | 5,905 | |||
Mylan Inc. | 5.200% | 4/15/48 | 1,775 | 2,181 | |||
Mylan NV | 3.950% | 6/15/26 | 17,595 | 19,576 | |||
Mylan NV | 5.250% | 6/15/46 | 9,800 | 11,937 | |||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 4,390 | 5,415 | |||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 4,575 | 5,718 | |||
New York & Presbyterian Hospital | 3.954% | 8/1/19 | 5,685 | 6,182 | |||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 6,975 | 7,263 | |||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 8,325 | 9,248 | |||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 4,195 | 4,342 | |||
Novartis Capital Corp. | 2.400% | 5/17/22 | 24,250 | 25,161 | |||
Novartis Capital Corp. | 2.400% | 9/21/22 | 5,794 | 6,036 | |||
Novartis Capital Corp. | 3.400% | 5/6/24 | 15,653 | 17,219 | |||
Novartis Capital Corp. | 1.750% | 2/14/25 | 4,300 | 4,494 | |||
Novartis Capital Corp. | 3.000% | 11/20/25 | 15,077 | 16,714 | |||
Novartis Capital Corp. | 2.000% | 2/14/27 | 5,000 | 5,292 | |||
Novartis Capital Corp. | 3.100% | 5/17/27 | 10,875 | 12,181 | |||
Novartis Capital Corp. | 2.200% | 8/14/30 | 16,100 | 16,973 | |||
Novartis Capital Corp. | 3.700% | 9/21/42 | 5,175 | 6,195 | |||
Novartis Capital Corp. | 4.400% | 5/6/44 | 13,961 | 18,488 | |||
Novartis Capital Corp. | 4.000% | 11/20/45 | 11,650 | 14,588 | |||
Novartis Capital Corp. | 2.750% | 8/14/50 | 10,065 | 10,619 | |||
4 | NYU Hospitals Center | 4.368% | 7/1/47 | 4,775 | 5,232 | ||
NYU Langone Hospitals | 5.750% | 7/1/43 | 3,100 | 4,015 |
111
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
NYU Langone Hospitals | 4.784% | 7/1/44 | 3,425 | 3,995 | |||
NYU Langone Hospitals | 3.380% | 7/1/55 | 7,245 | 7,091 | |||
Ochsner Clinic Foundation | 5.897% | 5/15/45 | 275 | 343 | |||
4 | OhioHealth Corp. | 3.042% | 11/15/50 | 3,025 | 3,216 | ||
Orlando Health Obligated Group | 4.089% | 10/1/48 | 2,200 | 2,424 | |||
Partners Healthcare System Inc. | 3.765% | 7/1/48 | 1,000 | 1,167 | |||
Partners Healthcare System Inc. | 3.192% | 7/1/49 | 3,275 | 3,479 | |||
Partners Healthcare System Inc. | 4.117% | 7/1/55 | 2,500 | 3,169 | |||
Partners Healthcare System Inc. | 3.342% | 7/1/60 | 10,400 | 10,937 | |||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 3,300 | 4,272 | |||
PepsiCo Inc. | 3.000% | 8/25/21 | 12,620 | 12,987 | |||
PepsiCo Inc. | 1.700% | 10/6/21 | 10,725 | 10,889 | |||
PepsiCo Inc. | 2.750% | 3/5/22 | 10,320 | 10,749 | |||
PepsiCo Inc. | 2.250% | 5/2/22 | 6,000 | 6,209 | |||
PepsiCo Inc. | 3.100% | 7/17/22 | 3,425 | 3,597 | |||
PepsiCo Inc. | 2.750% | 3/1/23 | 7,975 | 8,460 | |||
PepsiCo Inc. | 0.750% | 5/1/23 | 8,500 | 8,577 | |||
PepsiCo Inc. | 3.600% | 3/1/24 | 5,334 | 5,878 | |||
PepsiCo Inc. | 2.250% | 3/19/25 | 9,830 | 10,506 | |||
PepsiCo Inc. | 2.750% | 4/30/25 | 10,130 | 11,046 | |||
PepsiCo Inc. | 3.500% | 7/17/25 | 4,000 | 4,530 | |||
PepsiCo Inc. | 2.850% | 2/24/26 | 5,175 | 5,704 | |||
PepsiCo Inc. | 2.375% | 10/6/26 | 14,525 | 15,746 | |||
PepsiCo Inc. | 2.625% | 3/19/27 | 2,500 | 2,737 | |||
PepsiCo Inc. | 3.000% | 10/15/27 | 13,525 | 15,146 | |||
PepsiCo Inc. | 2.625% | 7/29/29 | 5,933 | 6,554 | |||
PepsiCo Inc. | 2.750% | 3/19/30 | 13,590 | 15,107 | |||
PepsiCo Inc. | 1.625% | 5/1/30 | 15,125 | 15,405 | |||
PepsiCo Inc. | 5.500% | 1/15/40 | 1,300 | 1,894 | |||
PepsiCo Inc. | 4.000% | 3/5/42 | 9,800 | 12,187 | |||
PepsiCo Inc. | 3.600% | 8/13/42 | 4,100 | 4,925 | |||
PepsiCo Inc. | 4.250% | 10/22/44 | 8,525 | 10,896 | |||
PepsiCo Inc. | 4.600% | 7/17/45 | 5,135 | 6,890 | |||
PepsiCo Inc. | 4.450% | 4/14/46 | 13,175 | 17,548 | |||
PepsiCo Inc. | 3.450% | 10/6/46 | 14,075 | 16,222 | |||
PepsiCo Inc. | 3.375% | 7/29/49 | 10,665 | 12,199 | |||
PepsiCo Inc. | 2.875% | 10/15/49 | 9,200 | 9,764 | |||
PepsiCo Inc. | 3.625% | 3/19/50 | 19,705 | 23,869 | |||
PepsiCo Inc. | 3.875% | 3/19/60 | 6,870 | 8,738 | |||
PerkinElmer Inc. | 3.300% | 9/15/29 | 7,350 | 7,868 | |||
Perrigo Finance Unlimited Co. | 3.500% | 12/15/21 | 3,798 | 3,948 | |||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 7,600 | 8,069 | |||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 6,980 | 7,611 | |||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 3,750 | 3,792 | |||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 3,011 | 3,218 | |||
Pfizer Inc. | 3.000% | 9/15/21 | 5,500 | 5,678 | |||
Pfizer Inc. | 2.200% | 12/15/21 | 4,200 | 4,314 | |||
Pfizer Inc. | 2.800% | 3/11/22 | 5,085 | 5,282 | |||
Pfizer Inc. | 3.000% | 6/15/23 | 5,760 | 6,170 | |||
Pfizer Inc. | 3.200% | 9/15/23 | 6,225 | 6,730 | |||
Pfizer Inc. | 2.950% | 3/15/24 | 7,925 | 8,567 | |||
Pfizer Inc. | 3.400% | 5/15/24 | 650 | 720 | |||
Pfizer Inc. | 0.800% | 5/28/25 | 4,500 | 4,502 | |||
Pfizer Inc. | 2.750% | 6/3/26 | 12,725 | 14,023 |
112
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Pfizer Inc. | 3.000% | 12/15/26 | 17,825 | 20,051 | |
Pfizer Inc. | 3.600% | 9/15/28 | 8,025 | 9,455 | |
Pfizer Inc. | 3.450% | 3/15/29 | 11,800 | 13,752 | |
Pfizer Inc. | 2.625% | 4/1/30 | 12,105 | 13,301 | |
Pfizer Inc. | 1.700% | 5/28/30 | 14,925 | 15,172 | |
Pfizer Inc. | 4.000% | 12/15/36 | 10,550 | 12,881 | |
Pfizer Inc. | 4.100% | 9/15/38 | 7,275 | 9,076 | |
Pfizer Inc. | 3.900% | 3/15/39 | 6,505 | 7,971 | |
Pfizer Inc. | 7.200% | 3/15/39 | 19,540 | 32,515 | |
Pfizer Inc. | 2.550% | 5/28/40 | 8,500 | 8,783 | |
Pfizer Inc. | 5.600% | 9/15/40 | 1,700 | 2,468 | |
Pfizer Inc. | 4.300% | 6/15/43 | 5,010 | 6,434 | |
Pfizer Inc. | 4.400% | 5/15/44 | 13,075 | 17,150 | |
Pfizer Inc. | 4.125% | 12/15/46 | 10,650 | 13,661 | |
Pfizer Inc. | 4.200% | 9/15/48 | 8,775 | 11,453 | |
Pfizer Inc. | 4.000% | 3/15/49 | 4,537 | 5,755 | |
Pfizer Inc. | 2.700% | 5/28/50 | 17,750 | 18,288 | |
Pharmacia LLC | 6.600% | 12/1/28 | 5,248 | 7,224 | |
Philip Morris International Inc. | 2.900% | 11/15/21 | 3,450 | 3,569 | |
Philip Morris International Inc. | 2.625% | 2/18/22 | 5,000 | 5,157 | |
Philip Morris International Inc. | 2.375% | 8/17/22 | 7,400 | 7,673 | |
Philip Morris International Inc. | 2.500% | 8/22/22 | 3,000 | 3,120 | |
Philip Morris International Inc. | 2.500% | 11/2/22 | 5,900 | 6,168 | |
Philip Morris International Inc. | 2.625% | 3/6/23 | 2,970 | 3,135 | |
Philip Morris International Inc. | 1.125% | 5/1/23 | 5,025 | 5,099 | |
Philip Morris International Inc. | 2.125% | 5/10/23 | 4,230 | 4,400 | |
Philip Morris International Inc. | 3.600% | 11/15/23 | 7,660 | 8,404 | |
Philip Morris International Inc. | 2.875% | 5/1/24 | 9,625 | 10,325 | |
Philip Morris International Inc. | 3.250% | 11/10/24 | 10,600 | 11,702 | |
Philip Morris International Inc. | 1.500% | 5/1/25 | 5,412 | 5,548 | |
Philip Morris International Inc. | 3.375% | 8/11/25 | 4,625 | 5,152 | |
Philip Morris International Inc. | 2.750% | 2/25/26 | 10,500 | 11,417 | |
Philip Morris International Inc. | 3.125% | 8/17/27 | 4,500 | 4,996 | |
Philip Morris International Inc. | 3.125% | 3/2/28 | 4,230 | 4,710 | |
Philip Morris International Inc. | 3.375% | 8/15/29 | 5,730 | 6,510 | |
Philip Morris International Inc. | 2.100% | 5/1/30 | 7,250 | 7,461 | |
Philip Morris International Inc. | 6.375% | 5/16/38 | 7,600 | 11,444 | |
Philip Morris International Inc. | 4.375% | 11/15/41 | 10,418 | 12,646 | |
Philip Morris International Inc. | 4.500% | 3/20/42 | 5,090 | 6,250 | |
Philip Morris International Inc. | 3.875% | 8/21/42 | 7,602 | 8,672 | |
Philip Morris International Inc. | 4.125% | 3/4/43 | 9,815 | 11,523 | |
Philip Morris International Inc. | 4.875% | 11/15/43 | 6,450 | 8,244 | |
Philip Morris International Inc. | 4.250% | 11/10/44 | 8,110 | 9,800 | |
4 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 254 | 260 |
Procter & Gamble Co. | 1.700% | 11/3/21 | 7,105 | 7,234 | |
Procter & Gamble Co. | 2.300% | 2/6/22 | 7,164 | 7,397 | |
Procter & Gamble Co. | 3.100% | 8/15/23 | 8,250 | 8,984 | |
Procter & Gamble Co. | 2.450% | 3/25/25 | 5,825 | 6,323 | |
Procter & Gamble Co. | 2.700% | 2/2/26 | 4,500 | 5,018 | |
Procter & Gamble Co. | 2.450% | 11/3/26 | 10,300 | 11,299 | |
Procter & Gamble Co. | 2.800% | 3/25/27 | 6,595 | 7,337 | |
Procter & Gamble Co. | 2.850% | 8/11/27 | 6,575 | 7,426 | |
Procter & Gamble Co. | 3.000% | 3/25/30 | 17,200 | 19,679 | |
Procter & Gamble Co. | 5.500% | 2/1/34 | 5,200 | 7,555 |
113
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Procter & Gamble Co. | 5.800% | 8/15/34 | 897 | 1,348 | |
Procter & Gamble Co. | 5.550% | 3/5/37 | 4,500 | 6,908 | |
Procter & Gamble Co. | 3.550% | 3/25/40 | 10,780 | 12,988 | |
Procter & Gamble Co. | 3.500% | 10/25/47 | 5,100 | 6,258 | |
Procter & Gamble Co. | 3.600% | 3/25/50 | 10,115 | 12,647 | |
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 1,250 | 1,337 | |
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 6,900 | 7,201 | |
4 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 3,125 | 3,461 |
4 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 3,500 | 3,987 |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 3,300 | 3,650 | |
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 1,250 | 1,370 | |
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 10,900 | 12,215 | |
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 2,740 | 3,173 | |
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 8,245 | 8,697 | |
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 4,550 | 4,764 | |
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 876 | 1,086 | |
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 2,050 | 2,484 | |
Reynolds American Inc. | 4.000% | 6/12/22 | 5,100 | 5,388 | |
Reynolds American Inc. | 4.850% | 9/15/23 | 2,345 | 2,613 | |
Reynolds American Inc. | 4.450% | 6/12/25 | 24,550 | 27,658 | |
Reynolds American Inc. | 5.700% | 8/15/35 | 6,545 | 8,148 | |
Reynolds American Inc. | 7.250% | 6/15/37 | 4,800 | 6,321 | |
Reynolds American Inc. | 8.125% | 5/1/40 | 2,239 | 3,062 | |
Reynolds American Inc. | 7.000% | 8/4/41 | 2,040 | 2,613 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 5,075 | 6,395 | |
Reynolds American Inc. | 5.850% | 8/15/45 | 19,440 | 23,812 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 3,500 | 3,899 | |
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 1,400 | 1,435 | |
Sanofi | 3.375% | 6/19/23 | 15,000 | 16,228 | |
Sanofi | 3.625% | 6/19/28 | 10,775 | 12,577 | |
Shire Acquisitions Investments Ireland DAC | 2.400% | 9/23/21 | 32,500 | 33,130 | |
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 24,882 | 26,358 | |
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 25,820 | 28,651 | |
Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 2,855 | 3,155 | |
SSM Health Care Corp. | 3.688% | 6/1/23 | 7,600 | 8,152 | |
SSM Health Care Corp. | 3.823% | 6/1/27 | 3,600 | 3,933 | |
Stanford Health Care | 3.795% | 11/15/48 | 5,075 | 6,015 | |
Stryker Corp. | 3.375% | 5/15/24 | 5,425 | 5,886 | |
Stryker Corp. | 1.150% | 6/15/25 | 3,400 | 3,423 | |
Stryker Corp. | 3.375% | 11/1/25 | 6,265 | 6,969 | |
Stryker Corp. | 3.500% | 3/15/26 | 8,747 | 9,827 | |
Stryker Corp. | 3.650% | 3/7/28 | 5,300 | 6,085 | |
Stryker Corp. | 1.950% | 6/15/30 | 8,350 | 8,357 | |
Stryker Corp. | 4.100% | 4/1/43 | 3,725 | 4,447 | |
Stryker Corp. | 4.375% | 5/15/44 | 2,575 | 3,129 | |
Stryker Corp. | 4.625% | 3/15/46 | 6,120 | 7,962 | |
Stryker Corp. | 2.900% | 6/15/50 | 4,500 | 4,480 | |
Sutter Health | 3.695% | 8/15/28 | 3,025 | 3,370 | |
Sutter Health | 4.091% | 8/15/48 | 4,400 | 5,165 | |
Sysco Corp. | 2.500% | 7/15/21 | 1,825 | 1,853 | |
Sysco Corp. | 2.600% | 6/12/22 | 1,800 | 1,858 | |
Sysco Corp. | 3.550% | 3/15/25 | 2,000 | 2,155 | |
Sysco Corp. | 3.750% | 10/1/25 | 4,775 | 5,233 | |
Sysco Corp. | 3.300% | 7/15/26 | 8,250 | 8,818 |
114
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Sysco Corp. | 3.250% | 7/15/27 | 14,864 | 15,727 | |
Sysco Corp. | 2.400% | 2/15/30 | 1,815 | 1,793 | |
Sysco Corp. | 5.950% | 4/1/30 | 9,650 | 12,103 | |
Sysco Corp. | 6.600% | 4/1/40 | 6,415 | 8,671 | |
Sysco Corp. | 4.850% | 10/1/45 | 3,480 | 4,035 | |
Sysco Corp. | 4.500% | 4/1/46 | 5,275 | 5,723 | |
Sysco Corp. | 4.450% | 3/15/48 | 6,425 | 7,027 | |
Sysco Corp. | 3.300% | 2/15/50 | 5,300 | 4,984 | |
Sysco Corp. | 6.600% | 4/1/50 | 10,297 | 14,298 | |
Takeda Pharmaceutical Co. Ltd. | 4.000% | 11/26/21 | 9,625 | 10,037 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 10,050 | 11,187 | |
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 15,050 | 18,554 | |
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 3,900 | 3,906 | |
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 4,000 | 4,035 | |
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 7,000 | 7,013 | |
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 4,975 | 4,964 | |
4 | Texas Health Resources | 4.330% | 11/15/55 | 900 | 1,175 |
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 8,000 | 8,470 | |
Thermo Fisher Scientific Inc. | 4.150% | 2/1/24 | 1,600 | 1,766 | |
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 10,573 | 12,075 | |
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 6,075 | 6,826 | |
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 9,995 | 11,006 | |
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 7,600 | 8,458 | |
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 7,000 | 7,567 | |
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 3,420 | 4,224 | |
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 4,390 | 6,138 | |
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 4,525 | 5,603 | |
Toledo Hospital | 5.325% | 11/15/28 | 2,935 | 3,129 | |
Toledo Hospital | 5.750% | 11/15/38 | 3,350 | 3,925 | |
Toledo Hospital | 6.015% | 11/15/48 | 3,450 | 3,810 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 5,070 | 5,930 | |
Tyson Foods Inc. | 2.250% | 8/23/21 | 4,850 | 4,927 | |
Tyson Foods Inc. | 4.500% | 6/15/22 | 13,525 | 14,380 | |
Tyson Foods Inc. | 3.900% | 9/28/23 | 3,300 | 3,600 | |
Tyson Foods Inc. | 3.950% | 8/15/24 | 19,065 | 21,111 | |
Tyson Foods Inc. | 4.000% | 3/1/26 | 26,044 | 29,808 | |
Tyson Foods Inc. | 3.550% | 6/2/27 | 11,175 | 12,369 | |
Tyson Foods Inc. | 4.350% | 3/1/29 | 19,000 | 22,328 | |
Tyson Foods Inc. | 4.875% | 8/15/34 | 4,325 | 5,535 | |
Tyson Foods Inc. | 4.550% | 6/2/47 | 8,625 | 10,451 | |
Tyson Foods Inc. | 5.100% | 9/28/48 | 12,900 | 16,656 | |
Unilever Capital Corp. | 1.375% | 7/28/21 | 8,395 | 8,486 | |
Unilever Capital Corp. | 3.000% | 3/7/22 | 5,075 | 5,284 | |
Unilever Capital Corp. | 3.125% | 3/22/23 | 200 | 213 | |
Unilever Capital Corp. | 3.250% | 3/7/24 | 13,175 | 14,326 | |
Unilever Capital Corp. | 2.600% | 5/5/24 | 19,965 | 21,310 | |
Unilever Capital Corp. | 3.375% | 3/22/25 | 1,706 | 1,891 | |
Unilever Capital Corp. | 3.100% | 7/30/25 | 3,875 | 4,292 | |
Unilever Capital Corp. | 2.000% | 7/28/26 | 6,200 | 6,554 | |
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,400 | 7,092 | |
Unilever Capital Corp. | 2.125% | 9/6/29 | 15,050 | 15,871 | |
Unilever Capital Corp. | 5.900% | 11/15/32 | 8,600 | 12,426 | |
6 | Upjohn Inc. | 1.125% | 6/22/22 | 8,600 | 8,652 |
6 | Upjohn Inc. | 1.650% | 6/22/25 | 6,500 | 6,627 |
115
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
6 | Upjohn Inc. | 2.300% | 6/22/27 | 4,895 | 5,053 |
6 | Upjohn Inc. | 2.700% | 6/22/30 | 10,600 | 10,923 |
6 | Upjohn Inc. | 3.850% | 6/22/40 | 12,030 | 12,911 |
6 | Upjohn Inc. | 4.000% | 6/22/50 | 15,590 | 16,701 |
UPMC | 3.600% | 4/3/25 | 5,000 | 5,411 | |
Whirlpool Corp. | 4.700% | 6/1/22 | 6,700 | 7,116 | |
Whirlpool Corp. | 4.000% | 3/1/24 | 2,675 | 2,889 | |
Whirlpool Corp. | 3.700% | 5/1/25 | 800 | 870 | |
Whirlpool Corp. | 4.750% | 2/26/29 | 6,200 | 7,382 | |
Whirlpool Corp. | 4.500% | 6/1/46 | 4,675 | 5,202 | |
Whirlpool Corp. | 4.600% | 5/15/50 | 2,500 | 2,847 | |
4 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 2,000 | 2,498 |
Wyeth LLC | 7.250% | 3/1/23 | 2,000 | 2,353 | |
Wyeth LLC | 6.450% | 2/1/24 | 10,991 | 13,217 | |
Wyeth LLC | 6.500% | 2/1/34 | 5,225 | 8,129 | |
Wyeth LLC | 6.000% | 2/15/36 | 1,680 | 2,432 | |
Wyeth LLC | 5.950% | 4/1/37 | 17,010 | 24,954 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 5,100 | 5,985 | |
Zimmer Biomet Holdings Inc. | 3.375% | 11/30/21 | 1,550 | 1,593 | |
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 8,400 | 8,713 | |
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 2,425 | 2,570 | |
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 16,070 | 17,432 | |
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 2,250 | 2,795 | |
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 6,710 | 7,216 | |
Zoetis Inc. | 3.250% | 8/20/21 | 2,625 | 2,703 | |
Zoetis Inc. | 3.250% | 2/1/23 | 16,023 | 16,923 | |
Zoetis Inc. | 4.500% | 11/13/25 | 2,915 | 3,396 | |
Zoetis Inc. | 3.000% | 9/12/27 | 8,040 | 8,851 | |
Zoetis Inc. | 3.900% | 8/20/28 | 4,950 | 5,807 | |
Zoetis Inc. | 2.000% | 5/15/30 | 3,400 | 3,469 | |
Zoetis Inc. | 4.700% | 2/1/43 | 10,790 | 14,242 | |
Zoetis Inc. | 3.950% | 9/12/47 | 4,375 | 5,270 | |
Zoetis Inc. | 4.450% | 8/20/48 | 3,700 | 4,828 | |
Zoetis Inc. | 3.000% | 5/15/50 | 2,400 | 2,490 | |
Energy (2.4%) | |||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 16,280 | 16,988 | |
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 10,175 | 10,801 | |
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 5,100 | 5,316 | |
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.486% | 5/1/30 | 9,498 | 10,903 | |
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 15,200 | 15,664 | |
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 6,540 | 7,893 | |
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 2,240 | 2,262 | |
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 575 | 615 | |
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 14,910 | 16,662 | |
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 2,695 | 2,823 | |
BP Capital Markets America Inc. | 2.112% | 9/16/21 | 9,250 | 9,420 | |
BP Capital Markets America Inc. | 3.245% | 5/6/22 | 11,075 | 11,611 | |
BP Capital Markets America Inc. | 2.520% | 9/19/22 | 5,500 | 5,698 |
116
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 5,000 | 5,290 | |
BP Capital Markets America Inc. | 2.750% | 5/10/23 | 20,495 | 21,604 | |
BP Capital Markets America Inc. | 3.216% | 11/28/23 | 5,800 | 6,205 | |
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 3,460 | 3,779 | |
BP Capital Markets America Inc. | 3.224% | 4/14/24 | 6,697 | 7,191 | |
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 4,000 | 4,347 | |
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 5,525 | 6,210 | |
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 8,500 | 9,389 | |
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 25,301 | 27,576 | |
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 7,247 | 7,843 | |
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 8,471 | 9,390 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 7,750 | 8,849 | |
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 13,225 | 15,396 | |
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 21,910 | 24,706 | |
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 12,000 | 11,803 | |
BP Capital Markets plc | 3.561% | 11/1/21 | 17,674 | 18,336 | |
BP Capital Markets plc | 3.062% | 3/17/22 | 550 | 571 | |
BP Capital Markets plc | 2.500% | 11/6/22 | 7,375 | 7,668 | |
BP Capital Markets plc | 3.994% | 9/26/23 | 2,700 | 2,961 | |
BP Capital Markets plc | 3.814% | 2/10/24 | 2,825 | 3,105 | |
BP Capital Markets plc | 3.535% | 11/4/24 | 10,326 | 11,346 | |
BP Capital Markets plc | 3.506% | 3/17/25 | 6,314 | 6,984 | |
BP Capital Markets plc | 3.279% | 9/19/27 | 22,573 | 24,630 | |
BP Capital Markets plc | 3.723% | 11/28/28 | 12,825 | 14,587 | |
4 | BP Capital Markets plc | 4.375% | 12/31/49 | 3,000 | 3,018 |
4 | BP Capital Markets plc | 4.875% | 12/31/49 | 3,000 | 3,111 |
Burlington Resources Finance Co. | 7.200% | 8/15/31 | 7,062 | 10,129 | |
Burlington Resources Finance Co. | 7.400% | 12/1/31 | 3,875 | 5,546 | |
Canadian Natural Resources Ltd. | 3.450% | 11/15/21 | 915 | 936 | |
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 8,000 | 8,254 | |
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 15,765 | 16,731 | |
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 5,000 | 4,998 | |
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 12,075 | 12,905 | |
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 5,000 | 4,979 | |
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 1,875 | 2,346 | |
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 2,645 | 3,174 | |
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 2,212 | 2,560 | |
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 5,965 | 7,113 | |
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 6,343 | 7,516 | |
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 3,035 | 3,688 | |
Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 5,000 | 5,463 | |
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 7,000 | 7,967 | |
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 13,875 | 15,557 | |
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 20,654 | 22,668 | |
6 | Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 12,250 | 12,495 |
Chevron Corp. | 2.411% | 3/3/22 | 3,925 | 4,038 | |
Chevron Corp. | 2.498% | 3/3/22 | 4,350 | 4,491 | |
Chevron Corp. | 2.355% | 12/5/22 | 20,964 | 21,804 | |
Chevron Corp. | 1.141% | 5/11/23 | 10,200 | 10,369 | |
Chevron Corp. | 3.191% | 6/24/23 | 28,428 | 30,450 | |
Chevron Corp. | 2.895% | 3/3/24 | 14,000 | 15,065 | |
Chevron Corp. | 1.554% | 5/11/25 | 16,000 | 16,406 | |
Chevron Corp. | 3.326% | 11/17/25 | 3,900 | 4,363 | |
Chevron Corp. | 2.954% | 5/16/26 | 9,700 | 10,716 |
117
Total Bond Market II Index Fund | ||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Chevron Corp. | 1.995% | 5/11/27 | 5,500 | 5,738 | |
Chevron Corp. | 2.236% | 5/11/30 | 16,000 | 16,704 | |
Chevron Corp. | 2.978% | 5/11/40 | 6,500 | 6,926 | |
Chevron Corp. | 3.078% | 5/11/50 | 8,945 | 9,492 | |
Cimarex Energy Co. | 4.375% | 6/1/24 | 5,900 | 6,225 | |
Cimarex Energy Co. | 3.900% | 5/15/27 | 5,805 | 5,856 | |
Cimarex Energy Co. | 4.375% | 3/15/29 | 3,280 | 3,358 | |
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 10,298 | 11,749 | |
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 4,385 | 5,333 | |
Concho Resources Inc. | 4.375% | 1/15/25 | 3,000 | 3,090 | |
Concho Resources Inc. | 3.750% | 10/1/27 | 15,871 | 16,922 | |
Concho Resources Inc. | 4.300% | 8/15/28 | 15,056 | 16,524 | |
Concho Resources Inc. | 4.875% | 10/1/47 | 7,300 | 8,203 | |
Concho Resources Inc. | 4.850% | 8/15/48 | 5,204 | 5,809 | |
Conoco Funding Co. | 7.250% | 10/15/31 | 1,740 | 2,518 | |
ConocoPhillips | 5.900% | 10/15/32 | 2,225 | 3,009 | |
ConocoPhillips | 5.900% | 5/15/38 | 8,161 | 11,100 | |
ConocoPhillips | 6.500% | 2/1/39 | 23,463 | 33,908 | |
ConocoPhillips Canada Funding Co. I | 5.950% | 10/15/36 | 6,071 | 8,093 | |
ConocoPhillips Co. | 3.350% | 11/15/24 | 2,625 | 2,866 | |
ConocoPhillips Co. | 4.950% | 3/15/26 | 15,835 | 18,942 | |
ConocoPhillips Co. | 4.300% | 11/15/44 | 8,848 | 10,783 | |
ConocoPhillips Holding Co. | 6.950% | 4/15/29 | 6,300 | 8,744 | |
Devon Energy Corp. | 5.850% | 12/15/25 | 2,425 | 2,683 | |
Devon Energy Corp. | 7.950% | 4/15/32 | 2,314 | 2,704 | |
Devon Energy Corp. | 5.600% | 7/15/41 | 9,995 | 9,733 | |
Devon Energy Corp. | 4.750% | 5/15/42 | 11,400 | 9,904 | |
Devon Energy Corp. | 5.000% | 6/15/45 | 5,250 | 4,699 | |
Devon Financing Co. LLC | 7.875% | 9/30/31 | 7,950 | 9,262 | |
Diamondback Energy Inc. | 2.875% | 12/1/24 | 9,000 | 9,011 | |
Diamondback Energy Inc. | 5.375% | 5/31/25 | 7,000 | 7,228 | |
Diamondback Energy Inc. | 3.250% | 12/1/26 | 13,000 | 13,081 | |
Diamondback Energy Inc. | 3.500% | 12/1/29 | 13,250 | 12,803 | |
Dominion Energy Gas Holdings LLC | 3.550% | 11/1/23 | 10,529 | 11,315 | |
Dominion Energy Gas Holdings LLC | 2.500% | 11/15/24 | 4,500 | 4,736 | |
Dominion Energy Gas Holdings LLC | 3.600% | 12/15/24 | 1,700 | 1,861 | |
Dominion Energy Gas Holdings LLC | 3.000% | 11/15/29 | 5,000 | 5,317 | |
Dominion Energy Gas Holdings LLC | 4.800% | 11/1/43 | 4,000 | 4,618 | |
Dominion Energy Gas Holdings LLC | 4.600% | 12/15/44 | 2,978 | 3,401 | |
Enable Midstream Partners LP | 3.900% | 5/15/24 | 6,100 | 5,963 | |
Enable Midstream Partners LP | 4.400% | 3/15/27 | 8,500 | 7,894 | |
Enable Midstream Partners LP | 4.950% | 5/15/28 | 10,200 | 9,448 | |
Enable Midstream Partners LP | 5.000% | 5/15/44 | 2,775 | 2,217 | |
Enbridge Energy Partners LP | 4.200% | 9/15/21 | 7,185 | 7,409 | |
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 8,825 | 10,501 | |
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 4,725 | 6,450 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 3,573 | 4,236 | |
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 2,780 | 3,906 | |
Enbridge Inc. | 2.900% | 7/15/22 | 8,200 | 8,485 | |
Enbridge Inc. | 3.500% | 6/10/24 | 6,425 | 6,897 | |
Enbridge Inc. | 2.500% | 1/15/25 | 4,500 | 4,664 | |
Enbridge Inc. | 3.700% | 7/15/27 | 6,675 | 7,262 | |
Enbridge Inc. | 3.125% | 11/15/29 | 14,295 | 14,873 | |
Enbridge Inc. | 4.500% | 6/10/44 | 5,995 | 6,809 |
118
Total Bond Market II Index Fund | ||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Enbridge Inc. | 4.000% | 11/15/49 | 5,750 | 6,048 | |
Energy Transfer Operating LP | 3.600% | 2/1/23 | 6,888 | 7,138 | |
Energy Transfer Operating LP | 4.250% | 3/15/23 | 18,860 | 19,897 | |
Energy Transfer Operating LP | 4.200% | 9/15/23 | 5,600 | 5,950 | |
Energy Transfer Operating LP | 4.900% | 2/1/24 | 1,620 | 1,754 | |
Energy Transfer Operating LP | 4.050% | 3/15/25 | 15,986 | 16,985 | |
Energy Transfer Operating LP | 2.900% | 5/15/25 | 9,350 | 9,572 | |
Energy Transfer Operating LP | 4.750% | 1/15/26 | 16,005 | 17,425 | |
Energy Transfer Operating LP | 4.200% | 4/15/27 | 5,300 | 5,539 | |
Energy Transfer Operating LP | 5.500% | 6/1/27 | 8,800 | 9,790 | |
Energy Transfer Operating LP | 5.250% | 4/15/29 | 13,100 | 14,246 | |
Energy Transfer Operating LP | 3.750% | 5/15/30 | 16,480 | 16,315 | |
Energy Transfer Operating LP | 4.900% | 3/15/35 | 3,350 | 3,350 | |
Energy Transfer Operating LP | 6.250% | 4/15/49 | 15,300 | 16,256 | |
Energy Transfer Operating LP | 5.000% | 5/15/50 | 16,700 | 15,781 | |
Energy Transfer Partners LP | 4.950% | 6/15/28 | 10,260 | 11,017 | |
Energy Transfer Partners LP | 6.625% | 10/15/36 | 1,950 | 2,147 | |
Energy Transfer Partners LP | 5.800% | 6/15/38 | 5,790 | 5,899 | |
Energy Transfer Partners LP | 7.500% | 7/1/38 | 4,932 | 5,758 | |
Energy Transfer Partners LP | 6.050% | 6/1/41 | 5,690 | 5,846 | |
Energy Transfer Partners LP | 6.500% | 2/1/42 | 11,326 | 12,402 | |
Energy Transfer Partners LP | 5.150% | 2/1/43 | 5,900 | 5,472 | |
Energy Transfer Partners LP | 5.950% | 10/1/43 | 300 | 301 | |
Energy Transfer Partners LP | 5.150% | 3/15/45 | 1,780 | 1,689 | |
Energy Transfer Partners LP | 6.125% | 12/15/45 | 13,950 | 14,665 | |
Energy Transfer Partners LP | 5.300% | 4/15/47 | 9,890 | 9,630 | |
Energy Transfer Partners LP | 6.000% | 6/15/48 | 10,500 | 10,894 | |
Eni USA Inc. | 7.300% | 11/15/27 | 1,095 | 1,351 | |
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 6,075 | 6,332 | |
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 625 | 658 | |
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 10,929 | 11,568 | |
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 7,720 | 8,432 | |
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 7,925 | 8,750 | |
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 8,518 | 9,552 | |
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 1,300 | 1,479 | |
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 10,000 | 11,375 | |
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 13,500 | 14,438 | |
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 20,700 | 21,565 | |
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 8,843 | 11,501 | |
Enterprise Products Operating LLC | 6.650% | 10/15/34 | 235 | 317 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 3,330 | 4,939 | |
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 5,845 | 7,505 | |
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 7,465 | 9,561 | |
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 3,065 | 3,807 | |
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 12,293 | 14,069 | |
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 15,212 | 16,795 | |
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 20,026 | 23,261 | |
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 7,240 | 8,593 | |
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 10,385 | 12,141 | |
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 18,242 | 20,005 | |
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 7,228 | 8,517 | |
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 12,000 | 13,283 | |
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 2,265 | 2,517 | |
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 12,900 | 13,253 |
119
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 2,100 | 1,964 |
4 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 5,315 | 4,777 |
EOG Resources Inc. | 2.625% | 3/15/23 | 15,165 | 15,888 | |
EOG Resources Inc. | 3.150% | 4/1/25 | 700 | 765 | |
EOG Resources Inc. | 4.150% | 1/15/26 | 6,750 | 7,785 | |
EOG Resources Inc. | 4.375% | 4/15/30 | 11,595 | 13,795 | |
EOG Resources Inc. | 4.950% | 4/15/50 | 12,000 | 15,452 | |
Exxon Mobil Corp. | 2.397% | 3/6/22 | 31,750 | 32,648 | |
Exxon Mobil Corp. | 2.726% | 3/1/23 | 43,075 | 45,313 | |
Exxon Mobil Corp. | 1.571% | 4/15/23 | 12,880 | 13,190 | |
Exxon Mobil Corp. | 2.019% | 8/16/24 | 9,300 | 9,694 | |
Exxon Mobil Corp. | 2.709% | 3/6/25 | 4,600 | 4,934 | |
Exxon Mobil Corp. | 2.992% | 3/19/25 | 29,500 | 32,025 | |
Exxon Mobil Corp. | 3.043% | 3/1/26 | 9,373 | 10,282 | |
Exxon Mobil Corp. | 2.275% | 8/16/26 | 4,000 | 4,265 | |
Exxon Mobil Corp. | 2.440% | 8/16/29 | 9,500 | 10,035 | |
Exxon Mobil Corp. | 3.482% | 3/19/30 | 10,000 | 11,360 | |
Exxon Mobil Corp. | 2.610% | 10/15/30 | 31,955 | 34,041 | |
Exxon Mobil Corp. | 2.995% | 8/16/39 | 8,504 | 8,749 | |
Exxon Mobil Corp. | 4.227% | 3/19/40 | 23,850 | 28,697 | |
Exxon Mobil Corp. | 3.567% | 3/6/45 | 13,153 | 14,597 | |
Exxon Mobil Corp. | 4.114% | 3/1/46 | 10,000 | 12,017 | |
Exxon Mobil Corp. | 3.095% | 8/16/49 | 14,529 | 15,126 | |
Exxon Mobil Corp. | 4.327% | 3/19/50 | 38,095 | 47,370 | |
Exxon Mobil Corp. | 3.452% | 4/15/51 | 22,130 | 24,436 | |
Halliburton Co. | 3.250% | 11/15/21 | 5,005 | 5,093 | |
Halliburton Co. | 3.500% | 8/1/23 | 284 | 297 | |
Halliburton Co. | 3.800% | 11/15/25 | 1,510 | 1,631 | |
Halliburton Co. | 2.920% | 3/1/30 | 11,400 | 10,816 | |
Halliburton Co. | 4.850% | 11/15/35 | 14,325 | 14,880 | |
Halliburton Co. | 6.700% | 9/15/38 | 12,580 | 14,907 | |
Halliburton Co. | 4.500% | 11/15/41 | 2,000 | 1,913 | |
Halliburton Co. | 4.750% | 8/1/43 | 8,875 | 8,764 | |
Halliburton Co. | 5.000% | 11/15/45 | 16,917 | 17,488 | |
Helmerich & Payne Inc. | 4.650% | 3/15/25 | 3,975 | 4,157 | |
Hess Corp. | 3.500% | 7/15/24 | 2,750 | 2,767 | |
Hess Corp. | 4.300% | 4/1/27 | 5,460 | 5,637 | |
Hess Corp. | 7.875% | 10/1/29 | 2,075 | 2,490 | |
Hess Corp. | 7.300% | 8/15/31 | 1,000 | 1,173 | |
Hess Corp. | 7.125% | 3/15/33 | 2,430 | 2,837 | |
Hess Corp. | 6.000% | 1/15/40 | 15,700 | 16,877 | |
Hess Corp. | 5.600% | 2/15/41 | 9,422 | 9,881 | |
HollyFrontier Corp. | 5.875% | 4/1/26 | 8,008 | 8,789 | |
Husky Energy Inc. | 3.950% | 4/15/22 | 21,900 | 22,336 | |
Husky Energy Inc. | 4.000% | 4/15/24 | 5,905 | 6,036 | |
Husky Energy Inc. | 4.400% | 4/15/29 | 6,500 | 6,508 | |
Husky Energy Inc. | 6.800% | 9/15/37 | 4,135 | 4,400 | |
Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 11,840 | 12,298 | |
Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 4,411 | 4,631 | |
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 15,185 | 15,981 | |
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 8,645 | 9,088 | |
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 12,000 | 12,747 | |
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 2,695 | 2,923 | |
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 5,900 | 6,453 |
120
Total Bond Market II Index Fund | ||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 11,783 | 12,989 | |
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 1,930 | 2,509 | |
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 2,810 | 3,720 | |
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 5,000 | 5,901 | |
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 6,250 | 7,872 | |
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 8,771 | 11,612 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 9,675 | 12,789 | |
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 4,900 | 6,327 | |
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 1,750 | 2,482 | |
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 4,600 | 5,850 | |
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 9,454 | 11,088 | |
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 4,380 | 4,894 | |
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 6,600 | 7,088 | |
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 3,617 | 4,012 | |
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 8,900 | 10,552 | |
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 49 | 58 | |
Kinder Morgan Inc. | 3.150% | 1/15/23 | 1,620 | 1,697 | |
Kinder Morgan Inc. | 4.300% | 6/1/25 | 5,295 | 5,929 | |
Kinder Morgan Inc. | 4.300% | 3/1/28 | 5,000 | 5,665 | |
Kinder Morgan Inc. | 7.800% | 8/1/31 | 2,730 | 3,693 | |
Kinder Morgan Inc. | 7.750% | 1/15/32 | 7,956 | 11,130 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 6,800 | 7,811 | |
Kinder Morgan Inc. | 5.550% | 6/1/45 | 16,525 | 20,041 | |
Kinder Morgan Inc. | 5.050% | 2/15/46 | 5,935 | 6,755 | |
Kinder Morgan Inc. | 5.200% | 3/1/48 | 2,100 | 2,529 | |
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 9,075 | 10,438 | |
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 9,155 | 9,665 | |
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 3,775 | 4,168 | |
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 3,025 | 3,098 | |
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 10,510 | 10,780 | |
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 2,450 | 2,463 | |
Marathon Oil Corp. | 2.800% | 11/1/22 | 8,000 | 8,010 | |
Marathon Oil Corp. | 3.850% | 6/1/25 | 7,000 | 7,070 | |
Marathon Oil Corp. | 4.400% | 7/15/27 | 10,100 | 9,911 | |
Marathon Oil Corp. | 6.800% | 3/15/32 | 6,355 | 6,744 | |
Marathon Oil Corp. | 6.600% | 10/1/37 | 5,242 | 5,203 | |
Marathon Oil Corp. | 5.200% | 6/1/45 | 957 | 883 | |
Marathon Petroleum Corp. | 5.375% | 10/1/22 | 2,000 | 2,013 | |
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 9,500 | 10,236 | |
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 5,530 | 6,042 | |
Marathon Petroleum Corp. | 5.125% | 4/1/24 | 4,057 | 4,042 | |
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 5,300 | 5,631 | |
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 10,000 | 11,200 | |
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 8,000 | 9,240 | |
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 3,725 | 3,949 | |
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 9,569 | 11,878 | |
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 7,651 | 7,957 | |
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 4,975 | 5,106 | |
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 3,425 | 3,472 | |
MPLX LP | 3.500% | 12/1/22 | 1,925 | 2,002 | |
MPLX LP | 3.375% | 3/15/23 | 4,000 | 4,160 | |
MPLX LP | 4.500% | 7/15/23 | 18,455 | 19,816 | |
MPLX LP | 4.875% | 12/1/24 | 23,158 | 25,734 | |
MPLX LP | 5.250% | 1/15/25 | 5,936 | 6,173 |
121
Total Bond Market II Index Fund | ||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
MPLX LP | 4.000% | 2/15/25 | 3,000 | 3,218 | |
MPLX LP | 4.875% | 6/1/25 | 11,424 | 12,752 | |
MPLX LP | 4.125% | 3/1/27 | 8,525 | 9,100 | |
MPLX LP | 4.250% | 12/1/27 | 10,960 | 11,960 | |
MPLX LP | 4.000% | 3/15/28 | 13,650 | 14,435 | |
MPLX LP | 4.800% | 2/15/29 | 3,500 | 3,885 | |
MPLX LP | 4.500% | 4/15/38 | 10,000 | 10,000 | |
MPLX LP | 5.200% | 3/1/47 | 8,700 | 9,353 | |
MPLX LP | 5.200% | 12/1/47 | 10,125 | 10,492 | |
MPLX LP | 4.700% | 4/15/48 | 7,300 | 7,318 | |
MPLX LP | 5.500% | 2/15/49 | 5,135 | 5,803 | |
MPLX LP | 4.900% | 4/15/58 | 5,150 | 5,099 | |
National Fuel Gas Co. | 5.500% | 1/15/26 | 1,000 | 1,062 | |
National Fuel Gas Co. | 3.950% | 9/15/27 | 1,900 | 1,830 | |
National Fuel Gas Co. | 4.750% | 9/1/28 | 11,000 | 11,023 | |
National Oilwell Varco Inc. | 2.600% | 12/1/22 | 6,654 | 6,687 | |
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 5,000 | 4,850 | |
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 2,700 | 2,261 | |
Newfield Exploration Co. | 5.750% | 1/30/22 | 11,625 | 11,596 | |
Newfield Exploration Co. | 5.625% | 7/1/24 | 3,000 | 2,850 | |
Newfield Exploration Co. | 5.375% | 1/1/26 | 5,238 | 4,898 | |
Noble Energy Inc. | 3.900% | 11/15/24 | 1,549 | 1,561 | |
Noble Energy Inc. | 3.850% | 1/15/28 | 4,789 | 4,615 | |
Noble Energy Inc. | 3.250% | 10/15/29 | 5,000 | 4,550 | |
Noble Energy Inc. | 6.000% | 3/1/41 | 7,425 | 7,147 | |
Noble Energy Inc. | 5.250% | 11/15/43 | 10,200 | 9,448 | |
Noble Energy Inc. | 5.050% | 11/15/44 | 13,545 | 12,309 | |
Noble Energy Inc. | 4.950% | 8/15/47 | 4,800 | 4,308 | |
ONEOK Inc. | 4.250% | 2/1/22 | 5,000 | 5,169 | |
ONEOK Inc. | 7.500% | 9/1/23 | 4,293 | 4,925 | |
ONEOK Inc. | 2.750% | 9/1/24 | 2,000 | 2,013 | |
ONEOK Inc. | 4.000% | 7/13/27 | 4,125 | 4,163 | |
ONEOK Inc. | 4.550% | 7/15/28 | 12,150 | 12,733 | |
ONEOK Inc. | 4.350% | 3/15/29 | 9,600 | 10,062 | |
ONEOK Inc. | 3.400% | 9/1/29 | 13,025 | 12,667 | |
ONEOK Inc. | 6.350% | 1/15/31 | 6,000 | 7,046 | |
ONEOK Inc. | 6.000% | 6/15/35 | 550 | 622 | |
ONEOK Inc. | 4.950% | 7/13/47 | 8,464 | 8,164 | |
ONEOK Inc. | 5.200% | 7/15/48 | 7,100 | 7,064 | |
ONEOK Inc. | 4.450% | 9/1/49 | 7,250 | 6,716 | |
ONEOK Inc. | 4.500% | 3/15/50 | 10,800 | 10,057 | |
ONEOK Inc. | 7.150% | 1/15/51 | 100 | 123 | |
ONEOK Partners LP | 3.375% | 10/1/22 | 16,259 | 16,808 | |
ONEOK Partners LP | 4.900% | 3/15/25 | 5,039 | 5,461 | |
ONEOK Partners LP | 6.650% | 10/1/36 | 8,653 | 9,976 | |
ONEOK Partners LP | 6.850% | 10/15/37 | 6,725 | 7,661 | |
ONEOK Partners LP | 6.125% | 2/1/41 | 750 | 819 | |
ONEOK Partners LP | 6.200% | 9/15/43 | 3,200 | 3,393 | |
Ovintiv Inc. | 3.900% | 11/15/21 | 3,975 | 3,955 | |
Ovintiv Inc. | 8.125% | 9/15/30 | 1,400 | 1,316 | |
Ovintiv Inc. | 7.375% | 11/1/31 | 5,464 | 5,000 | |
Ovintiv Inc. | 6.500% | 8/15/34 | 5,136 | 4,571 | |
Ovintiv Inc. | 6.625% | 8/15/37 | 5,005 | 4,254 | |
Ovintiv Inc. | 6.500% | 2/1/38 | 5,095 | 4,324 |
122
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Petro-Canada | 5.350% | 7/15/33 | 2,625 | 2,933 | |
Petro-Canada | 5.950% | 5/15/35 | 5,995 | 7,111 | |
Petro-Canada | 6.800% | 5/15/38 | 8,815 | 11,345 | |
Phillips 66 | 4.300% | 4/1/22 | 14,230 | 15,098 | |
Phillips 66 | 3.700% | 4/6/23 | 3,000 | 3,209 | |
Phillips 66 | 3.850% | 4/9/25 | 7,500 | 8,313 | |
Phillips 66 | 3.900% | 3/15/28 | 7,250 | 8,111 | |
Phillips 66 | 2.150% | 12/15/30 | 15,000 | 14,550 | |
Phillips 66 | 4.650% | 11/15/34 | 6,650 | 7,904 | |
Phillips 66 | 5.875% | 5/1/42 | 12,007 | 16,146 | |
Phillips 66 | 4.875% | 11/15/44 | 11,300 | 13,972 | |
Phillips 66 Partners LP | 2.450% | 12/15/24 | 1,964 | 2,012 | |
Phillips 66 Partners LP | 3.605% | 2/15/25 | 4,900 | 5,243 | |
Phillips 66 Partners LP | 3.550% | 10/1/26 | 6,075 | 6,575 | |
Phillips 66 Partners LP | 3.750% | 3/1/28 | 2,000 | 2,131 | |
Phillips 66 Partners LP | 3.150% | 12/15/29 | 3,000 | 3,078 | |
Phillips 66 Partners LP | 4.680% | 2/15/45 | 4,685 | 4,953 | |
Phillips 66 Partners LP | 4.900% | 10/1/46 | 4,480 | 4,893 | |
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 10,010 | 11,599 | |
Plains All American Pipeline LP | 3.800% | 9/15/30 | 6,300 | 6,200 | |
Plains All American Pipeline LP / PAA Finance Corp. | 3.650% | 6/1/22 | 3,940 | 4,023 | |
Plains All American Pipeline LP / PAA Finance Corp. | 2.850% | 1/31/23 | 6,697 | 6,779 | |
Plains All American Pipeline LP / PAA Finance Corp. | 3.850% | 10/15/23 | 2,596 | 2,692 | |
Plains All American Pipeline LP / PAA Finance Corp. | 3.600% | 11/1/24 | 14,960 | 15,249 | |
Plains All American Pipeline LP / PAA Finance Corp. | 4.650% | 10/15/25 | 6,715 | 7,172 | |
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 7,250 | 7,666 | |
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 5,000 | 4,840 | |
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 1,200 | 1,284 | |
Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/42 | 4,875 | 4,691 | |
Plains All American Pipeline LP / PAA Finance Corp. | 4.300% | 1/31/43 | 5,920 | 5,122 | |
Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/44 | 6,080 | 5,538 | |
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 3,289 | 3,030 | |
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.875% | 3/1/22 | 7,950 | 8,377 | |
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 14,300 | 15,158 | |
Regency Energy Partners LP / Regency Energy Finance Corp. | 4.500% | 11/1/23 | 7,185 | 7,697 | |
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 12,110 | 12,891 | |
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 14,109 | 15,414 | |
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 12,530 | 14,096 | |
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 21,505 | 24,543 |
123
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 10,000 | 11,750 | |
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 8,000 | 8,940 | |
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 18,500 | 19,841 | |
6 | Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 15,400 | 16,998 |
Schlumberger Investment SA | 3.650% | 12/1/23 | 12,338 | 13,246 | |
Schlumberger Investment SA | 2.650% | 6/26/30 | 5,000 | 5,027 | |
Shell International Finance BV | 1.750% | 9/12/21 | 10,050 | 10,187 | |
Shell International Finance BV | 2.375% | 8/21/22 | 8,765 | 9,097 | |
Shell International Finance BV | 2.250% | 1/6/23 | 9,405 | 9,765 | |
Shell International Finance BV | 3.400% | 8/12/23 | 8,580 | 9,278 | |
Shell International Finance BV | 3.500% | 11/13/23 | 9,800 | 10,663 | |
Shell International Finance BV | 2.000% | 11/7/24 | 10,000 | 10,464 | |
Shell International Finance BV | 2.375% | 4/6/25 | 21,250 | 22,526 | |
Shell International Finance BV | 3.250% | 5/11/25 | 24,400 | 26,979 | |
Shell International Finance BV | 2.875% | 5/10/26 | 13,980 | 15,309 | |
Shell International Finance BV | 2.500% | 9/12/26 | 7,897 | 8,498 | |
Shell International Finance BV | 3.875% | 11/13/28 | 13,825 | 16,006 | |
Shell International Finance BV | 2.375% | 11/7/29 | 26,400 | 27,659 | |
Shell International Finance BV | 2.750% | 4/6/30 | 12,805 | 13,856 | |
Shell International Finance BV | 4.125% | 5/11/35 | 15,541 | 18,920 | |
Shell International Finance BV | 6.375% | 12/15/38 | 16,967 | 25,209 | |
Shell International Finance BV | 3.625% | 8/21/42 | 12,227 | 13,415 | |
Shell International Finance BV | 4.550% | 8/12/43 | 11,425 | 14,228 | |
Shell International Finance BV | 4.375% | 5/11/45 | 22,171 | 27,452 | |
Shell International Finance BV | 4.000% | 5/10/46 | 25,425 | 29,623 | |
Shell International Finance BV | 3.750% | 9/12/46 | 6,150 | 6,949 | |
Shell International Finance BV | 3.125% | 11/7/49 | 9,195 | 9,578 | |
Shell International Finance BV | 3.250% | 4/6/50 | 9,415 | 10,078 | |
Spectra Energy Partners LP | 4.750% | 3/15/24 | 8,305 | 9,259 | |
Spectra Energy Partners LP | 3.500% | 3/15/25 | 9,100 | 9,948 | |
Spectra Energy Partners LP | 3.375% | 10/15/26 | 5,145 | 5,537 | |
Spectra Energy Partners LP | 5.950% | 9/25/43 | 2,840 | 3,585 | |
Spectra Energy Partners LP | 4.500% | 3/15/45 | 9,425 | 10,467 | |
Suncor Energy Inc. | 2.800% | 5/15/23 | 9,000 | 9,370 | |
Suncor Energy Inc. | 3.600% | 12/1/24 | 861 | 929 | |
Suncor Energy Inc. | 3.100% | 5/15/25 | 7,650 | 8,171 | |
Suncor Energy Inc. | 7.150% | 2/1/32 | 3,550 | 4,526 | |
Suncor Energy Inc. | 5.950% | 12/1/34 | 1,095 | 1,311 | |
Suncor Energy Inc. | 6.500% | 6/15/38 | 13,115 | 16,683 | |
Suncor Energy Inc. | 4.000% | 11/15/47 | 8,970 | 9,278 | |
Sunoco Logistics Partners Operations LP | 3.450% | 1/15/23 | 2,965 | 3,065 | |
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 5,975 | 6,363 | |
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 3,375 | 3,856 | |
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 7,975 | 8,374 | |
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 3,700 | 3,783 | |
Sunoco Logistics Partners Operations LP | 6.100% | 2/15/42 | 2,500 | 2,569 | |
Sunoco Logistics Partners Operations LP | 4.950% | 1/15/43 | 2,050 | 1,840 | |
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 10,575 | 10,324 | |
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 8,225 | 7,978 | |
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 5,897 | 5,757 | |
TC PipeLines LP | 3.900% | 5/25/27 | 5,100 | 5,409 | |
TechnipFMC plc | 3.450% | 10/1/22 | 4,770 | 4,795 | |
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 825 | 961 | |
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 200 | 260 |
124
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 3,205 | 4,204 | |
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 11,342 | 12,018 | |
Total Capital International SA | 2.218% | 7/12/21 | 7,000 | 7,117 | |
Total Capital International SA | 2.875% | 2/17/22 | 11,175 | 11,580 | |
Total Capital International SA | 2.700% | 1/25/23 | 11,290 | 11,886 | |
Total Capital International SA | 3.700% | 1/15/24 | 12,666 | 13,906 | |
Total Capital International SA | 3.750% | 4/10/24 | 4,291 | 4,727 | |
Total Capital International SA | 2.434% | 1/10/25 | 8,500 | 9,002 | |
Total Capital International SA | 3.455% | 2/19/29 | 16,563 | 18,718 | |
Total Capital International SA | 2.829% | 1/10/30 | 10,000 | 10,839 | |
Total Capital International SA | 2.986% | 6/29/41 | 4,000 | 4,074 | |
Total Capital International SA | 3.461% | 7/12/49 | 1,200 | 1,294 | |
Total Capital International SA | 3.127% | 5/29/50 | 20,000 | 20,438 | |
Total Capital International SA | 3.386% | 6/29/60 | 2,000 | 2,044 | |
Total Capital SA | 3.883% | 10/11/28 | 10,100 | 11,716 | |
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 6,105 | 6,217 | |
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 4,575 | 4,927 | |
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 6,471 | 7,623 | |
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 10,100 | 11,552 | |
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 15,000 | 17,019 | |
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 20,031 | 23,232 | |
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 3,115 | 3,554 | |
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 4,025 | 5,266 | |
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 16,775 | 22,337 | |
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 12,700 | 14,914 | |
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 945 | 1,438 | |
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 14,924 | 19,558 | |
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 6,400 | 7,629 | |
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 25,860 | 32,051 | |
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 10,000 | 12,922 | |
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 4,200 | 4,633 | |
6 | Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 7,750 | 8,236 |
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 500 | 600 | |
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 2,323 | 2,524 | |
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 3,250 | 3,679 | |
6 | Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 8,945 | 9,626 |
Valero Energy Corp. | 2.700% | 4/15/23 | 14,800 | 15,354 | |
Valero Energy Corp. | 3.650% | 3/15/25 | 100 | 109 | |
Valero Energy Corp. | 2.850% | 4/15/25 | 9,040 | 9,530 | |
Valero Energy Corp. | 3.400% | 9/15/26 | 14,000 | 15,273 | |
Valero Energy Corp. | 4.350% | 6/1/28 | 16,488 | 18,595 | |
Valero Energy Corp. | 4.000% | 4/1/29 | 3,000 | 3,338 | |
Valero Energy Corp. | 7.500% | 4/15/32 | 6,981 | 9,677 | |
Valero Energy Corp. | 6.625% | 6/15/37 | 12,055 | 15,951 | |
Valero Energy Corp. | 4.900% | 3/15/45 | 2,000 | 2,321 | |
Valero Energy Partners LP | 4.375% | 12/15/26 | 5,800 | 6,567 | |
Valero Energy Partners LP | 4.500% | 3/15/28 | 3,090 | 3,548 | |
Williams Cos. Inc. | 4.000% | 11/15/21 | 4,500 | 4,564 | |
Williams Cos. Inc. | 3.600% | 3/15/22 | 10,530 | 10,938 | |
Williams Cos. Inc. | 3.350% | 8/15/22 | 6,300 | 6,560 | |
Williams Cos. Inc. | 3.700% | 1/15/23 | 6,950 | 7,332 | |
Williams Cos. Inc. | 4.500% | 11/15/23 | 3,650 | 3,991 | |
Williams Cos. Inc. | 4.300% | 3/4/24 | 4,400 | 4,796 | |
Williams Cos. Inc. | 4.550% | 6/24/24 | 12,050 | 13,330 |
125
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 22,560 | 24,619 | |
Williams Cos. Inc. | 4.000% | 9/15/25 | 7,275 | 8,057 | |
Williams Cos. Inc. | 3.750% | 6/15/27 | 12,000 | 12,800 | |
Williams Cos. Inc. | 3.500% | 11/15/30 | 16,010 | 16,956 | |
Williams Cos. Inc. | 7.500% | 1/15/31 | 550 | 709 | |
Williams Cos. Inc. | 6.300% | 4/15/40 | 6,420 | 7,704 | |
Williams Cos. Inc. | 5.800% | 11/15/43 | 12,875 | 14,661 | |
Williams Cos. Inc. | 5.400% | 3/4/44 | 9,250 | 10,094 | |
Williams Cos. Inc. | 5.750% | 6/24/44 | 4,000 | 4,600 | |
Williams Cos. Inc. | 4.900% | 1/15/45 | 3,900 | 4,217 | |
Williams Cos. Inc. | 5.100% | 9/15/45 | 9,738 | 10,627 | |
Williams Cos. Inc. | 4.850% | 3/1/48 | 4,005 | 4,431 | |
Other Industrial (0.1%) | |||||
4 | American University | 3.672% | 4/1/49 | 4,150 | 4,515 |
4 | Boston University | 4.061% | 10/1/48 | 3,035 | 3,885 |
California Institute of Technology | 4.321% | 8/1/45 | 1,025 | 1,302 | |
California Institute of Technology | 4.700% | 11/1/11 | 5,575 | 7,928 | |
California Institute of Technology | 3.650% | 9/1/19 | 2,945 | 3,254 | |
CBRE Services Inc. | 5.250% | 3/15/25 | 4,950 | 5,566 | |
CBRE Services Inc. | 4.875% | 3/1/26 | 9,533 | 10,820 | |
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 3,600 | 3,742 | |
Cintas Corp. No. 2 | 3.250% | 6/1/22 | 1,025 | 1,073 | |
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 8,475 | 9,580 | |
Cintas Corp. No. 2 | 6.150% | 8/15/36 | 259 | 339 | |
4 | Duke University | 2.682% | 10/1/44 | 1,000 | 1,049 |
4 | Duke University | 2.832% | 10/1/55 | 9,000 | 9,495 |
Emory University | 2.143% | 9/1/30 | 6,000 | 6,208 | |
Emory University | 2.969% | 9/1/50 | 1,300 | 1,395 | |
Fluor Corp. | 3.500% | 12/15/24 | 8,091 | 6,887 | |
Georgetown University | 4.315% | 4/1/49 | 2,959 | 3,748 | |
Georgetown University | 2.943% | 4/1/50 | 2,725 | 2,724 | |
Georgetown University | 5.215% | 10/1/18 | 2,589 | 3,560 | |
4 | Johns Hopkins University | 4.083% | 7/1/53 | 4,950 | 6,112 |
Leland Stanford Junior University | 3.647% | 5/1/48 | 14,275 | 17,784 | |
Leland Stanford Junior University | 2.413% | 6/1/50 | 1,150 | 1,184 | |
4 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 145 | 178 |
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 3,080 | 3,463 | |
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 7,896 | 13,935 | |
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 8,975 | 13,506 | |
4 | Northwestern University | 4.643% | 12/1/44 | 4,775 | 6,376 |
4 | Northwestern University | 3.662% | 12/1/57 | 2,100 | 2,607 |
President & Fellows of Harvard College | 3.619% | 10/1/37 | 2,700 | 3,280 | |
President & Fellows of Harvard College | 4.875% | 10/15/40 | 3,680 | 5,154 | |
President & Fellows of Harvard College | 3.150% | 7/15/46 | 3,800 | 4,401 | |
President & Fellows of Harvard College | 2.517% | 10/15/50 | 6,090 | 6,329 | |
President & Fellows of Harvard College | 3.300% | 7/15/56 | 300 | 366 | |
Steelcase Inc. | 5.125% | 1/18/29 | 3,700 | 3,923 | |
4 | Trustees of Boston College | 3.129% | 7/1/52 | 3,500 | 3,983 |
4 | University of Chicago | 4.003% | 10/1/53 | 5,300 | 6,761 |
4 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 7,925 | 9,360 |
University of Notre Dame du Lac | 3.394% | 2/15/48 | 2,700 | 3,164 | |
University of Pennsylvania | 4.674% | 9/1/12 | 6,298 | 9,133 | |
4 | University of Southern California | 3.028% | 10/1/39 | 7,751 | 8,523 |
126
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | University of Southern California | 3.841% | 10/1/47 | 9,550 | 11,994 |
University of Southern California | 3.226% | 10/1/20 | 1,500 | 1,565 | |
4 | William Marsh Rice University | 3.574% | 5/15/45 | 20,700 | 24,104 |
Yale University | 0.873% | 4/15/25 | 3,650 | 3,666 | |
Yale University | 1.482% | 4/15/30 | 4,050 | 4,085 | |
Yale University | 2.402% | 4/15/50 | 4,325 | 4,441 | |
Technology (2.6%) | |||||
Adobe Inc. | 1.700% | 2/1/23 | 8,200 | 8,494 | |
Adobe Inc. | 1.900% | 2/1/25 | 3,889 | 4,101 | |
Adobe Inc. | 3.250% | 2/1/25 | 10,958 | 12,203 | |
Adobe Inc. | 2.150% | 2/1/27 | 800 | 857 | |
Adobe Inc. | 2.300% | 2/1/30 | 15,500 | 16,682 | |
Alphabet Inc. | 1.998% | 8/15/26 | 7,650 | 8,215 | |
Altera Corp. | 4.100% | 11/15/23 | 6,000 | 6,715 | |
Amdocs Ltd. | 2.538% | 6/15/30 | 6,000 | 5,935 | |
Analog Devices Inc. | 2.500% | 12/5/21 | 6,025 | 6,174 | |
Analog Devices Inc. | 2.875% | 6/1/23 | 6,700 | 7,043 | |
Analog Devices Inc. | 3.125% | 12/5/23 | 7,475 | 8,032 | |
Analog Devices Inc. | 2.950% | 4/1/25 | 3,050 | 3,305 | |
Analog Devices Inc. | 3.500% | 12/5/26 | 5,965 | 6,689 | |
Analog Devices Inc. | 5.300% | 12/15/45 | 100 | 136 | |
Apple Inc. | 1.550% | 8/4/21 | 100 | 101 | |
Apple Inc. | 2.150% | 2/9/22 | 11,115 | 11,434 | |
Apple Inc. | 2.500% | 2/9/22 | 22,935 | 23,693 | |
Apple Inc. | 2.300% | 5/11/22 | 6,030 | 6,236 | |
Apple Inc. | 2.700% | 5/13/22 | 20,755 | 21,637 | |
Apple Inc. | 2.400% | 1/13/23 | 8,371 | 8,782 | |
Apple Inc. | 2.850% | 2/23/23 | 18,992 | 20,168 | |
Apple Inc. | 2.400% | 5/3/23 | 49,823 | 52,666 | |
Apple Inc. | 0.750% | 5/11/23 | 17,425 | 17,594 | |
Apple Inc. | 3.000% | 2/9/24 | 15,735 | 17,021 | |
Apple Inc. | 3.450% | 5/6/24 | 9,375 | 10,359 | |
Apple Inc. | 2.850% | 5/11/24 | 24,251 | 26,103 | |
Apple Inc. | 1.800% | 9/11/24 | 3,000 | 3,135 | |
Apple Inc. | 2.750% | 1/13/25 | 15,273 | 16,600 | |
Apple Inc. | 2.500% | 2/9/25 | 17,788 | 19,214 | |
Apple Inc. | 1.125% | 5/11/25 | 18,405 | 18,764 | |
Apple Inc. | 3.200% | 5/13/25 | 9,694 | 10,826 | |
Apple Inc. | 3.250% | 2/23/26 | 42,175 | 47,348 | |
Apple Inc. | 2.450% | 8/4/26 | 29,100 | 31,547 | |
Apple Inc. | 2.050% | 9/11/26 | 8,000 | 8,522 | |
Apple Inc. | 3.350% | 2/9/27 | 21,601 | 24,490 | |
Apple Inc. | 3.200% | 5/11/27 | 26,000 | 29,445 | |
Apple Inc. | 2.900% | 9/12/27 | 25,470 | 28,469 | |
Apple Inc. | 2.200% | 9/11/29 | 12,580 | 13,446 | |
Apple Inc. | 1.650% | 5/11/30 | 20,000 | 20,524 | |
Apple Inc. | 4.500% | 2/23/36 | 9,180 | 12,114 | |
Apple Inc. | 3.850% | 5/4/43 | 25,048 | 30,922 | |
Apple Inc. | 4.450% | 5/6/44 | 5,675 | 7,565 | |
Apple Inc. | 3.450% | 2/9/45 | 16,300 | 18,886 | |
Apple Inc. | 4.375% | 5/13/45 | 19,735 | 26,065 | |
Apple Inc. | 4.650% | 2/23/46 | 33,300 | 45,462 | |
Apple Inc. | 3.850% | 8/4/46 | 14,350 | 17,852 |
127
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Apple Inc. | 4.250% | 2/9/47 | 7,300 | 9,488 | |
Apple Inc. | 3.750% | 9/12/47 | 10,324 | 12,365 | |
Apple Inc. | 3.750% | 11/13/47 | 10,000 | 12,145 | |
Apple Inc. | 2.950% | 9/11/49 | 28,290 | 30,785 | |
Apple Inc. | 2.650% | 5/11/50 | 21,220 | 21,928 | |
Applied Materials Inc. | 3.900% | 10/1/25 | 13,905 | 15,959 | |
Applied Materials Inc. | 3.300% | 4/1/27 | 9,200 | 10,493 | |
Applied Materials Inc. | 1.750% | 6/1/30 | 5,550 | 5,650 | |
Applied Materials Inc. | 5.100% | 10/1/35 | 6,475 | 8,956 | |
Applied Materials Inc. | 5.850% | 6/15/41 | 5,905 | 8,631 | |
Applied Materials Inc. | 4.350% | 4/1/47 | 6,000 | 7,738 | |
Applied Materials Inc. | 2.750% | 6/1/50 | 5,650 | 5,774 | |
Arrow Electronics Inc. | 3.500% | 4/1/22 | 2,500 | 2,568 | |
Arrow Electronics Inc. | 4.500% | 3/1/23 | 3,350 | 3,572 | |
Arrow Electronics Inc. | 3.250% | 9/8/24 | 7,315 | 7,764 | |
Arrow Electronics Inc. | 4.000% | 4/1/25 | 3,070 | 3,314 | |
Arrow Electronics Inc. | 3.875% | 1/12/28 | 3,525 | 3,693 | |
Autodesk Inc. | 3.600% | 12/15/22 | 825 | 870 | |
Autodesk Inc. | 4.375% | 6/15/25 | 4,600 | 5,167 | |
Autodesk Inc. | 3.500% | 6/15/27 | 4,150 | 4,688 | |
Autodesk Inc. | 2.850% | 1/15/30 | 5,300 | 5,839 | |
Avnet Inc. | 3.750% | 12/1/21 | 2,025 | 2,078 | |
Avnet Inc. | 4.875% | 12/1/22 | 3,845 | 4,093 | |
Avnet Inc. | 4.625% | 4/15/26 | 4,625 | 5,220 | |
Baidu Inc. | 2.875% | 7/6/22 | 9,875 | 10,108 | |
Baidu Inc. | 3.500% | 11/28/22 | 7,325 | 7,635 | |
Baidu Inc. | 3.875% | 9/29/23 | 8,400 | 8,934 | |
Baidu Inc. | 4.375% | 5/14/24 | 7,300 | 7,944 | |
Baidu Inc. | 3.075% | 4/7/25 | 800 | 838 | |
Baidu Inc. | 4.125% | 6/30/25 | 100 | 110 | |
Baidu Inc. | 3.625% | 7/6/27 | 5,375 | 5,780 | |
Baidu Inc. | 4.375% | 3/29/28 | 4,025 | 4,530 | |
Baidu Inc. | 4.875% | 11/14/28 | 2,400 | 2,819 | |
Baidu Inc. | 3.425% | 4/7/30 | 650 | 698 | |
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 1/15/22 | 2,000 | 2,053 | |
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 1/15/23 | 15,425 | 15,971 | |
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 1/15/24 | 30,790 | 33,121 | |
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.125% | 1/15/25 | 17,100 | 18,162 | |
6 | Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.459% | 9/15/26 | 28,778 | 30,890 |
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 37,857 | 40,928 | |
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 8,600 | 9,087 | |
6 | Broadcom Inc. | 3.125% | 10/15/22 | 12,900 | 13,448 |
6 | Broadcom Inc. | 2.250% | 11/15/23 | 8,100 | 8,359 |
6 | Broadcom Inc. | 3.625% | 10/15/24 | 12,216 | 13,274 |
6 | Broadcom Inc. | 4.700% | 4/15/25 | 15,000 | 16,888 |
6 | Broadcom Inc. | 3.150% | 11/15/25 | 19,800 | 21,042 |
6 | Broadcom Inc. | 4.250% | 4/15/26 | 18,200 | 20,268 |
128
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
6 | Broadcom Inc. | 4.110% | 9/15/28 | 19,382 | 21,198 |
6 | Broadcom Inc. | 4.750% | 4/15/29 | 27,480 | 31,183 |
6 | Broadcom Inc. | 5.000% | 4/15/30 | 18,800 | 21,625 |
6 | Broadcom Inc. | 4.150% | 11/15/30 | 23,000 | 25,006 |
6 | Broadcom Inc. | 4.300% | 11/15/32 | 17,000 | 18,768 |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 2,725 | 3,004 | |
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 4,200 | 4,470 | |
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 3,263 | 3,638 | |
Cisco Systems Inc. | 1.850% | 9/20/21 | 6,275 | 6,386 | |
Cisco Systems Inc. | 2.600% | 2/28/23 | 11,250 | 11,850 | |
Cisco Systems Inc. | 2.200% | 9/20/23 | 5,000 | 5,270 | |
Cisco Systems Inc. | 3.625% | 3/4/24 | 8,482 | 9,470 | |
Cisco Systems Inc. | 3.500% | 6/15/25 | 4,271 | 4,878 | |
Cisco Systems Inc. | 2.950% | 2/28/26 | 12,290 | 13,835 | |
Cisco Systems Inc. | 2.500% | 9/20/26 | 3,225 | 3,563 | |
Cisco Systems Inc. | 5.900% | 2/15/39 | 7,100 | 10,564 | |
Cisco Systems Inc. | 5.500% | 1/15/40 | 15,242 | 22,305 | |
Citrix Systems Inc. | 4.500% | 12/1/27 | 3,250 | 3,729 | |
Citrix Systems Inc. | 3.300% | 3/1/30 | 5,650 | 6,034 | |
Corning Inc. | 2.900% | 5/15/22 | 4,675 | 4,832 | |
Corning Inc. | 4.700% | 3/15/37 | 4,475 | 5,272 | |
Corning Inc. | 5.750% | 8/15/40 | 7,460 | 9,699 | |
Corning Inc. | 4.750% | 3/15/42 | 2,195 | 2,633 | |
Corning Inc. | 4.375% | 11/15/57 | 4,250 | 4,856 | |
Corning Inc. | 5.450% | 11/15/79 | 6,900 | 8,247 | |
6 | Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 30,700 | 33,573 |
6 | Dell International LLC / EMC Corp. | 4.000% | 7/15/24 | 5,000 | 5,373 |
6 | Dell International LLC / EMC Corp. | 5.850% | 7/15/25 | 9,000 | 10,353 |
6 | Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 53,417 | 61,034 |
6 | Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 12,585 | 13,831 |
6 | Dell International LLC / EMC Corp. | 6.100% | 7/15/27 | 4,000 | 4,619 |
6 | Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 5,000 | 5,493 |
6 | Dell International LLC / EMC Corp. | 6.200% | 7/15/30 | 8,955 | 10,424 |
6 | Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 14,450 | 18,701 |
6 | Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 18,736 | 24,750 |
DXC Technology Co. | 4.000% | 4/15/23 | 4,000 | 4,184 | |
DXC Technology Co. | 4.250% | 4/15/24 | 14,375 | 15,497 | |
DXC Technology Co. | 4.125% | 4/15/25 | 6,917 | 7,376 | |
DXC Technology Co. | 4.750% | 4/15/27 | 2,170 | 2,338 | |
Equifax Inc. | 3.600% | 8/15/21 | 1,300 | 1,340 | |
Equifax Inc. | 3.950% | 6/15/23 | 2,000 | 2,168 | |
Equifax Inc. | 2.600% | 12/1/24 | 2,200 | 2,328 | |
Equifax Inc. | 2.600% | 12/15/25 | 3,000 | 3,192 | |
Equifax Inc. | 3.100% | 5/15/30 | 5,940 | 6,320 | |
Equinix Inc. | 2.625% | 11/18/24 | 13,750 | 14,638 | |
Equinix Inc. | 1.250% | 7/15/25 | 4,000 | 3,998 | |
Equinix Inc. | 2.900% | 11/18/26 | 10,000 | 10,756 | |
Equinix Inc. | 1.800% | 7/15/27 | 12,000 | 11,981 | |
Equinix Inc. | 3.200% | 11/18/29 | 11,000 | 11,929 | |
Equinix Inc. | 2.150% | 7/15/30 | 19,000 | 18,791 | |
Equinix Inc. | 3.000% | 7/15/50 | 4,000 | 3,895 | |
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 6,551 | 7,018 | |
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 2,820 | 3,113 | |
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 11,005 | 12,190 |
129
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 10,000 | 11,693 | |
Fiserv Inc. | 3.800% | 10/1/23 | 11,243 | 12,278 | |
Fiserv Inc. | 2.750% | 7/1/24 | 18,000 | 19,193 | |
Fiserv Inc. | 3.850% | 6/1/25 | 14,617 | 16,501 | |
Fiserv Inc. | 3.200% | 7/1/26 | 13,000 | 14,383 | |
Fiserv Inc. | 2.250% | 6/1/27 | 13,700 | 14,342 | |
Fiserv Inc. | 4.200% | 10/1/28 | 8,000 | 9,397 | |
Fiserv Inc. | 3.500% | 7/1/29 | 32,432 | 36,451 | |
Fiserv Inc. | 2.650% | 6/1/30 | 14,000 | 14,784 | |
Fiserv Inc. | 4.400% | 7/1/49 | 19,550 | 23,646 | |
Flex Ltd. | 5.000% | 2/15/23 | 2,730 | 2,940 | |
Flex Ltd. | 4.750% | 6/15/25 | 75 | 83 | |
Flex Ltd. | 4.875% | 6/15/29 | 6,500 | 7,125 | |
Global Payments Inc. | 3.800% | 4/1/21 | 6,530 | 6,646 | |
Global Payments Inc. | 3.750% | 6/1/23 | 5,450 | 5,844 | |
Global Payments Inc. | 4.000% | 6/1/23 | 4,595 | 4,969 | |
Global Payments Inc. | 2.650% | 2/15/25 | 14,475 | 15,363 | |
Global Payments Inc. | 4.800% | 4/1/26 | 6,500 | 7,597 | |
Global Payments Inc. | 4.450% | 6/1/28 | 5,060 | 5,873 | |
Global Payments Inc. | 3.200% | 8/15/29 | 19,243 | 20,602 | |
Global Payments Inc. | 2.900% | 5/15/30 | 8,000 | 8,361 | |
Global Payments Inc. | 4.150% | 8/15/49 | 12,575 | 14,440 | |
Hewlett Packard Enterprise Co. | 3.500% | 10/5/21 | 260 | 268 | |
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 17,850 | 19,109 | |
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 2,000 | 2,054 | |
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 11,255 | 12,305 | |
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 8,450 | 9,468 | |
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 18,954 | 21,880 | |
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 7,942 | 9,888 | |
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 13,493 | 16,542 | |
HP Inc. | 2.200% | 6/17/25 | 12,000 | 12,362 | |
HP Inc. | 3.000% | 6/17/27 | 15,000 | 15,722 | |
HP Inc. | 3.400% | 6/17/30 | 16,000 | 16,419 | |
HP Inc. | 6.000% | 9/15/41 | 7,820 | 9,214 | |
IBM Credit LLC | 2.200% | 9/8/22 | 6,500 | 6,731 | |
IBM Credit LLC | 3.000% | 2/6/23 | 6,875 | 7,304 | |
Intel Corp. | 3.300% | 10/1/21 | 12,600 | 13,072 | |
Intel Corp. | 2.350% | 5/11/22 | 5,000 | 5,168 | |
Intel Corp. | 3.100% | 7/29/22 | 6,100 | 6,450 | |
Intel Corp. | 2.700% | 12/15/22 | 19,982 | 21,137 | |
Intel Corp. | 2.875% | 5/11/24 | 26,646 | 28,840 | |
Intel Corp. | 3.400% | 3/25/25 | 12,320 | 13,814 | |
Intel Corp. | 3.700% | 7/29/25 | 28,275 | 32,173 | |
Intel Corp. | 2.600% | 5/19/26 | 11,340 | 12,362 | |
Intel Corp. | 3.750% | 3/25/27 | 12,800 | 14,853 | |
Intel Corp. | 2.450% | 11/15/29 | 22,500 | 24,294 | |
Intel Corp. | 3.900% | 3/25/30 | 21,610 | 26,155 | |
Intel Corp. | 4.000% | 12/15/32 | 6,700 | 8,289 | |
Intel Corp. | 4.600% | 3/25/40 | 6,000 | 7,923 | |
Intel Corp. | 4.800% | 10/1/41 | 7,072 | 9,541 | |
Intel Corp. | 4.100% | 5/19/46 | 13,225 | 16,683 | |
Intel Corp. | 4.100% | 5/11/47 | 10,100 | 12,677 | |
Intel Corp. | 3.734% | 12/8/47 | 17,550 | 21,110 | |
Intel Corp. | 3.250% | 11/15/49 | 15,400 | 17,232 |
130
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Intel Corp. | 4.750% | 3/25/50 | 19,559 | 27,543 | |
Intel Corp. | 3.100% | 2/15/60 | 5,500 | 6,054 | |
Intel Corp. | 4.950% | 3/25/60 | 8,930 | 13,089 | |
International Business Machines Corp. | 2.500% | 1/27/22 | 6,575 | 6,787 | |
International Business Machines Corp. | 2.850% | 5/13/22 | 24,350 | 25,468 | |
International Business Machines Corp. | 1.875% | 8/1/22 | 7,485 | 7,692 | |
International Business Machines Corp. | 2.875% | 11/9/22 | 33,085 | 34,862 | |
International Business Machines Corp. | 3.375% | 8/1/23 | 12,075 | 13,076 | |
International Business Machines Corp. | 3.625% | 2/12/24 | 17,085 | 18,805 | |
International Business Machines Corp. | 3.000% | 5/15/24 | 25,100 | 27,133 | |
International Business Machines Corp. | 7.000% | 10/30/25 | 7,850 | 10,363 | |
International Business Machines Corp. | 3.450% | 2/19/26 | 12,464 | 14,031 | |
International Business Machines Corp. | 3.300% | 5/15/26 | 37,800 | 42,502 | |
International Business Machines Corp. | 1.700% | 5/15/27 | 15,092 | 15,407 | |
International Business Machines Corp. | 6.220% | 8/1/27 | 1,975 | 2,607 | |
International Business Machines Corp. | 6.500% | 1/15/28 | 50 | 67 | |
International Business Machines Corp. | 3.500% | 5/15/29 | 32,255 | 37,144 | |
International Business Machines Corp. | 1.950% | 5/15/30 | 27,600 | 28,122 | |
International Business Machines Corp. | 5.875% | 11/29/32 | 6,075 | 8,634 | |
International Business Machines Corp. | 4.150% | 5/15/39 | 14,200 | 17,193 | |
International Business Machines Corp. | 5.600% | 11/30/39 | 5,623 | 7,964 | |
International Business Machines Corp. | 2.850% | 5/15/40 | 7,210 | 7,462 | |
International Business Machines Corp. | 4.000% | 6/20/42 | 9,000 | 10,798 | |
International Business Machines Corp. | 4.250% | 5/15/49 | 25,306 | 31,552 | |
International Business Machines Corp. | 2.950% | 5/15/50 | 16,535 | 16,973 | |
Intuit Inc. | 0.650% | 7/15/23 | 2,000 | 2,004 | |
Intuit Inc. | 0.950% | 7/15/25 | 4,500 | 4,508 | |
Intuit Inc. | 1.350% | 7/15/27 | 4,500 | 4,516 | |
Intuit Inc. | 1.650% | 7/15/30 | 4,500 | 4,506 | |
Jabil Inc. | 4.700% | 9/15/22 | 1,500 | 1,593 | |
Jabil Inc. | 3.950% | 1/12/28 | 4,000 | 4,309 | |
Jabil Inc. | 3.600% | 1/15/30 | 4,000 | 4,191 | |
Juniper Networks Inc. | 4.350% | 6/15/25 | 7,232 | 8,096 | |
Juniper Networks Inc. | 3.750% | 8/15/29 | 9,000 | 10,025 | |
Juniper Networks Inc. | 5.950% | 3/15/41 | 3,605 | 4,453 | |
Keysight Technologies Inc. | 4.550% | 10/30/24 | 9,145 | 10,200 | |
Keysight Technologies Inc. | 4.600% | 4/6/27 | 5,600 | 6,569 | |
Keysight Technologies Inc. | 3.000% | 10/30/29 | 750 | 811 | |
KLA Corp. | 4.650% | 11/1/24 | 10,775 | 12,350 | |
KLA Corp. | 4.100% | 3/15/29 | 6,041 | 7,115 | |
KLA Corp. | 5.000% | 3/15/49 | 4,325 | 5,704 | |
KLA Corp. | 3.300% | 3/1/50 | 3,000 | 3,093 | |
Lam Research Corp. | 3.800% | 3/15/25 | 4,901 | 5,510 | |
Lam Research Corp. | 3.750% | 3/15/26 | 11,500 | 13,176 | |
Lam Research Corp. | 4.000% | 3/15/29 | 6,390 | 7,583 | |
Lam Research Corp. | 1.900% | 6/15/30 | 9,000 | 9,177 | |
Lam Research Corp. | 4.875% | 3/15/49 | 5,700 | 7,837 | |
Lam Research Corp. | 2.875% | 6/15/50 | 8,000 | 8,229 | |
Lam Research Corp. | 3.125% | 6/15/60 | 4,900 | 5,163 | |
6 | Leidos Inc. | 2.950% | 5/15/23 | 6,000 | 6,248 |
6 | Leidos Inc. | 3.625% | 5/15/25 | 6,800 | 7,404 |
6 | Leidos Inc. | 4.375% | 5/15/30 | 6,500 | 7,313 |
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 4,950 | 5,290 | |
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 3,758 | 4,510 |
131
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 4,275 | 4,485 | |
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 625 | 681 | |
Microchip Technology Inc. | 4.333% | 6/1/23 | 5,000 | 5,398 | |
Micron Technology Inc. | 4.640% | 2/6/24 | 3,000 | 3,308 | |
Micron Technology Inc. | 4.975% | 2/6/26 | 350 | 402 | |
Micron Technology Inc. | 4.185% | 2/15/27 | 8,000 | 8,960 | |
Micron Technology Inc. | 5.327% | 2/6/29 | 5,950 | 7,118 | |
Microsoft Corp. | 1.550% | 8/8/21 | 16,250 | 16,474 | |
Microsoft Corp. | 2.400% | 2/6/22 | 25,359 | 26,168 | |
Microsoft Corp. | 2.375% | 2/12/22 | 12,700 | 13,118 | |
Microsoft Corp. | 2.650% | 11/3/22 | 30,986 | 32,602 | |
Microsoft Corp. | 2.375% | 5/1/23 | 1,225 | 1,292 | |
Microsoft Corp. | 2.000% | 8/8/23 | 18,050 | 18,890 | |
Microsoft Corp. | 2.875% | 2/6/24 | 18,780 | 20,269 | |
Microsoft Corp. | 2.700% | 2/12/25 | 6,425 | 7,007 | |
Microsoft Corp. | 3.125% | 11/3/25 | 22,450 | 25,093 | |
Microsoft Corp. | 2.400% | 8/8/26 | 36,107 | 39,378 | |
Microsoft Corp. | 3.300% | 2/6/27 | 37,717 | 43,078 | |
Microsoft Corp. | 3.500% | 2/12/35 | 16,825 | 20,465 | |
Microsoft Corp. | 4.200% | 11/3/35 | 10,835 | 14,059 | |
Microsoft Corp. | 3.450% | 8/8/36 | 18,588 | 22,388 | |
Microsoft Corp. | 4.100% | 2/6/37 | 19,131 | 24,654 | |
Microsoft Corp. | 3.500% | 11/15/42 | 15,195 | 18,156 | |
Microsoft Corp. | 4.450% | 11/3/45 | 22,643 | 31,165 | |
Microsoft Corp. | 3.700% | 8/8/46 | 38,325 | 47,923 | |
Microsoft Corp. | 4.250% | 2/6/47 | 10,917 | 14,825 | |
Microsoft Corp. | 2.525% | 6/1/50 | 54,434 | 56,230 | |
Microsoft Corp. | 4.000% | 2/12/55 | 12,659 | 16,206 | |
Microsoft Corp. | 3.950% | 8/8/56 | 19,763 | 25,382 | |
Microsoft Corp. | 2.675% | 6/1/60 | 32,346 | 33,754 | |
Motorola Solutions Inc. | 3.750% | 5/15/22 | 3,611 | 3,796 | |
Motorola Solutions Inc. | 3.500% | 3/1/23 | 7,715 | 8,170 | |
Motorola Solutions Inc. | 4.000% | 9/1/24 | 5,094 | 5,614 | |
Motorola Solutions Inc. | 4.600% | 2/23/28 | 6,000 | 6,821 | |
Motorola Solutions Inc. | 4.600% | 5/23/29 | 6,000 | 6,928 | |
Motorola Solutions Inc. | 5.500% | 9/1/44 | 2,995 | 3,381 | |
NetApp Inc. | 3.375% | 6/15/21 | 4,350 | 4,451 | |
NetApp Inc. | 3.300% | 9/29/24 | 4,475 | 4,786 | |
NetApp Inc. | 1.875% | 6/22/25 | 4,000 | 4,056 | |
NetApp Inc. | 2.375% | 6/22/27 | 4,000 | 4,052 | |
NetApp Inc. | 2.700% | 6/22/30 | 6,000 | 6,014 | |
NVIDIA Corp. | 2.200% | 9/16/21 | 8,550 | 8,719 | |
NVIDIA Corp. | 3.200% | 9/16/26 | 8,080 | 9,150 | |
NVIDIA Corp. | 2.850% | 4/1/30 | 14,500 | 16,116 | |
NVIDIA Corp. | 3.500% | 4/1/40 | 8,000 | 9,316 | |
NVIDIA Corp. | 3.500% | 4/1/50 | 21,785 | 24,853 | |
NVIDIA Corp. | 3.700% | 4/1/60 | 4,007 | 4,696 | |
6 | NXP BV / NXP Funding LLC | 4.875% | 3/1/24 | 9,250 | 10,356 |
6 | NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 3,500 | 4,140 |
6 | NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 2,000 | 2,437 |
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.875% | 6/18/26 | 2,000 | 2,228 |
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.150% | 5/1/27 | 6,000 | 6,327 |
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 18,000 | 20,376 |
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.400% | 5/1/30 | 11,240 | 12,088 |
132
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Oracle Corp. | 2.800% | 7/8/21 | 12,635 | 12,954 | |
Oracle Corp. | 1.900% | 9/15/21 | 53,473 | 54,378 | |
Oracle Corp. | 2.500% | 5/15/22 | 9,350 | 9,667 | |
Oracle Corp. | 2.500% | 10/15/22 | 22,810 | 23,844 | |
Oracle Corp. | 2.625% | 2/15/23 | 8,000 | 8,408 | |
Oracle Corp. | 2.400% | 9/15/23 | 20,575 | 21,632 | |
Oracle Corp. | 3.400% | 7/8/24 | 13,500 | 14,774 | |
Oracle Corp. | 2.950% | 11/15/24 | 32,430 | 35,180 | |
Oracle Corp. | 2.500% | 4/1/25 | 33,510 | 35,925 | |
Oracle Corp. | 2.950% | 5/15/25 | 16,357 | 17,806 | |
Oracle Corp. | 2.650% | 7/15/26 | 38,460 | 41,480 | |
Oracle Corp. | 2.800% | 4/1/27 | 31,890 | 34,756 | |
Oracle Corp. | 3.250% | 11/15/27 | 10,000 | 11,216 | |
Oracle Corp. | 2.950% | 4/1/30 | 35,755 | 39,806 | |
Oracle Corp. | 4.300% | 7/8/34 | 16,040 | 19,988 | |
Oracle Corp. | 3.900% | 5/15/35 | 13,500 | 16,296 | |
Oracle Corp. | 3.850% | 7/15/36 | 14,795 | 17,293 | |
Oracle Corp. | 3.800% | 11/15/37 | 10,000 | 11,695 | |
Oracle Corp. | 6.125% | 7/8/39 | 5,000 | 7,387 | |
Oracle Corp. | 3.600% | 4/1/40 | 30,120 | 33,987 | |
Oracle Corp. | 5.375% | 7/15/40 | 22,757 | 31,499 | |
Oracle Corp. | 4.500% | 7/8/44 | 7,680 | 9,591 | |
Oracle Corp. | 4.125% | 5/15/45 | 13,375 | 15,953 | |
Oracle Corp. | 4.000% | 7/15/46 | 24,811 | 29,102 | |
Oracle Corp. | 4.000% | 11/15/47 | 16,765 | 19,838 | |
Oracle Corp. | 3.600% | 4/1/50 | 38,300 | 42,773 | |
Oracle Corp. | 4.375% | 5/15/55 | 6,325 | 8,009 | |
Oracle Corp. | 3.850% | 4/1/60 | 29,140 | 34,104 | |
PayPal Holdings Inc. | 2.200% | 9/26/22 | 9,000 | 9,302 | |
PayPal Holdings Inc. | 1.350% | 6/1/23 | 5,000 | 5,089 | |
PayPal Holdings Inc. | 2.400% | 10/1/24 | 6,700 | 7,102 | |
PayPal Holdings Inc. | 1.650% | 6/1/25 | 5,325 | 5,509 | |
PayPal Holdings Inc. | 2.650% | 10/1/26 | 10,300 | 11,121 | |
PayPal Holdings Inc. | 2.850% | 10/1/29 | 11,109 | 12,059 | |
PayPal Holdings Inc. | 2.300% | 6/1/30 | 11,750 | 12,191 | |
PayPal Holdings Inc. | 3.250% | 6/1/50 | 13,000 | 14,134 | |
QUALCOMM Inc. | 3.000% | 5/20/22 | 16,825 | 17,581 | |
QUALCOMM Inc. | 2.600% | 1/30/23 | 25,825 | 27,078 | |
QUALCOMM Inc. | 2.900% | 5/20/24 | 19,415 | 20,919 | |
QUALCOMM Inc. | 3.450% | 5/20/25 | 11,400 | 12,715 | |
QUALCOMM Inc. | 3.250% | 5/20/27 | 12,500 | 14,144 | |
QUALCOMM Inc. | 2.150% | 5/20/30 | 5,000 | 5,200 | |
QUALCOMM Inc. | 4.650% | 5/20/35 | 9,700 | 12,923 | |
QUALCOMM Inc. | 4.800% | 5/20/45 | 10,870 | 14,109 | |
QUALCOMM Inc. | 4.300% | 5/20/47 | 12,491 | 15,541 | |
QUALCOMM Inc. | 3.250% | 5/20/50 | 6,300 | 6,824 | |
salesforce.com Inc. | 3.250% | 4/11/23 | 8,625 | 9,256 | |
salesforce.com Inc. | 3.700% | 4/11/28 | 12,050 | 13,995 | |
Seagate HDD Cayman | 4.750% | 6/1/23 | 1,000 | 1,064 | |
Seagate HDD Cayman | 4.875% | 3/1/24 | 6,000 | 6,450 | |
Seagate HDD Cayman | 4.750% | 1/1/25 | 1,900 | 2,035 | |
Seagate HDD Cayman | 4.875% | 6/1/27 | 2,012 | 2,183 | |
6 | Seagate HDD Cayman | 4.091% | 6/1/29 | 2,182 | 2,280 |
6 | Seagate HDD Cayman | 4.125% | 1/15/31 | 2,500 | 2,622 |
133
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Seagate HDD Cayman | 5.750% | 12/1/34 | 2,000 | 2,208 | |
Texas Instruments Inc. | 1.850% | 5/15/22 | 4,400 | 4,511 | |
Texas Instruments Inc. | 2.625% | 5/15/24 | 4,222 | 4,535 | |
Texas Instruments Inc. | 1.375% | 3/12/25 | 6,733 | 6,912 | |
Texas Instruments Inc. | 2.900% | 11/3/27 | 4,425 | 4,950 | |
Texas Instruments Inc. | 2.250% | 9/4/29 | 7,500 | 7,948 | |
Texas Instruments Inc. | 1.750% | 5/4/30 | 6,300 | 6,400 | |
Texas Instruments Inc. | 3.875% | 3/15/39 | 7,500 | 9,267 | |
Texas Instruments Inc. | 4.150% | 5/15/48 | 13,840 | 17,846 | |
Trimble Inc. | 4.150% | 6/15/23 | 1,025 | 1,091 | |
Trimble Inc. | 4.750% | 12/1/24 | 3,826 | 4,163 | |
Trimble Inc. | 4.900% | 6/15/28 | 4,000 | 4,590 | |
Tyco Electronics Group SA | 3.500% | 2/3/22 | 3,900 | 4,069 | |
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,425 | 1,540 | |
Tyco Electronics Group SA | 3.700% | 2/15/26 | 3,100 | 3,444 | |
Tyco Electronics Group SA | 3.125% | 8/15/27 | 2,950 | 3,214 | |
Tyco Electronics Group SA | 7.125% | 10/1/37 | 7,145 | 10,887 | |
Verisk Analytics Inc. | 4.125% | 9/12/22 | 8,500 | 9,063 | |
Verisk Analytics Inc. | 4.000% | 6/15/25 | 6,250 | 7,073 | |
Verisk Analytics Inc. | 4.125% | 3/15/29 | 7,090 | 8,305 | |
Verisk Analytics Inc. | 5.500% | 6/15/45 | 3,500 | 4,796 | |
Verisk Analytics Inc. | 3.625% | 5/15/50 | 5,000 | 5,622 | |
VMware Inc. | 2.950% | 8/21/22 | 12,375 | 12,850 | |
VMware Inc. | 4.500% | 5/15/25 | 10,454 | 11,391 | |
VMware Inc. | 4.650% | 5/15/27 | 2,000 | 2,214 | |
VMware Inc. | 3.900% | 8/21/27 | 23,225 | 24,564 | |
VMware Inc. | 4.700% | 5/15/30 | 7,168 | 7,955 | |
Xilinx Inc. | 2.950% | 6/1/24 | 6,483 | 6,957 | |
Xilinx Inc. | 2.375% | 6/1/30 | 6,300 | 6,499 | |
Transportation (0.7%) | |||||
4 | American Airlines 2013-1 Class A Pass Through Trust | 4.000% | 1/15/27 | 654 | 494 |
4 | American Airlines 2014-1 Class A Pass Through Trust | 3.700% | 4/1/28 | 1,456 | 1,223 |
4 | American Airlines 2015-1 Class A Pass Through Trust | 3.375% | 11/1/28 | 5,060 | 4,225 |
4 | American Airlines 2015-2 Class AA Pass Through Trust | 3.600% | 9/22/27 | 851 | 800 |
4 | American Airlines 2016-1 Class A Pass Through Trust | 4.100% | 1/15/28 | 1,750 | 1,461 |
4 | American Airlines 2016-1 Class AA Pass Through Trust | 3.575% | 1/15/28 | 2,624 | 2,511 |
4 | American Airlines 2016-2 Class A Pass Through Trust | 3.650% | 6/15/28 | 3,598 | 2,880 |
4 | American Airlines 2016-2 Class AA Pass Through Trust | 3.200% | 12/15/29 | 4,460 | 4,152 |
4 | American Airlines 2016-3 Class A Pass Through Trust | 3.250% | 4/15/30 | 1,884 | 1,526 |
4 | American Airlines 2016-3 Class AA Pass Through Trust | 3.000% | 10/15/28 | 5,936 | 5,395 |
4 | American Airlines 2017-1 Class AA Pass Through Trust | 3.650% | 8/15/30 | 2,387 | 2,268 |
134
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | American Airlines 2017-2 Class AA Pass Through Trust | 3.350% | 10/15/29 | 4,905 | 4,567 |
4 | American Airlines 2019-1 Class AA Pass Through Trust | 3.150% | 8/15/33 | 1,969 | 1,809 |
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 2,540 | 2,614 | |
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 1,025 | 1,066 | |
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 6,360 | 6,661 | |
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 6,190 | 6,543 | |
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 9,785 | 10,710 | |
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 5,983 | 6,608 | |
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 8,460 | 9,320 | |
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 12,300 | 13,507 | |
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 200 | 227 | |
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 13,550 | 15,354 | |
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 1,650 | 2,384 | |
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 6,775 | 9,567 | |
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 5,600 | 7,396 | |
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 5,225 | 7,188 | |
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 3,680 | 4,880 | |
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 7,304 | 9,179 | |
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 9,591 | 12,043 | |
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 8,728 | 11,219 | |
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 6,200 | 8,525 | |
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 7,380 | 9,994 | |
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 6,305 | 8,129 | |
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 7,458 | 9,220 | |
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 7,722 | 10,204 | |
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 8,700 | 10,562 | |
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 3,075 | 3,816 | |
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 11,915 | 14,843 | |
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 6,070 | 7,613 | |
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 9,575 | 10,280 | |
Canadian National Railway Co. | 2.850% | 12/15/21 | 13,385 | 13,734 | |
Canadian National Railway Co. | 2.950% | 11/21/24 | 1,319 | 1,401 | |
Canadian National Railway Co. | 2.750% | 3/1/26 | 1,800 | 1,955 | |
Canadian National Railway Co. | 6.900% | 7/15/28 | 300 | 401 | |
Canadian National Railway Co. | 6.250% | 8/1/34 | 370 | 551 | |
Canadian National Railway Co. | 6.200% | 6/1/36 | 5,425 | 8,115 | |
Canadian National Railway Co. | 6.375% | 11/15/37 | 145 | 214 | |
Canadian National Railway Co. | 3.650% | 2/3/48 | 8,485 | 9,819 | |
Canadian National Railway Co. | 2.450% | 5/1/50 | 13,711 | 13,133 | |
Canadian Pacific Railway Co. | 4.500% | 1/15/22 | 3,291 | 3,440 | |
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 4,630 | 4,951 | |
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,625 | 6,056 | |
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 3,000 | 3,457 | |
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 10,100 | 10,334 | |
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 2,431 | 3,463 | |
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 100 | 128 | |
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 11,110 | 16,156 | |
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 100 | 132 | |
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 10,100 | 15,406 | |
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 4,175 | 4,772 | |
4 | Continental Airlines 2010-1 Class A Pass Through Trust | 4.750% | 7/12/22 | 2,162 | 2,111 |
135
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | Continental Airlines 2012-1 Class A Pass Through Trust | 4.150% | 10/11/25 | 5,105 | 4,699 |
4 | Continental Airlines 2012-2 Class A Pass Through Trust | 4.000% | 4/29/26 | 927 | 842 |
CSX Corp. | 3.700% | 11/1/23 | 2,800 | 3,078 | |
CSX Corp. | 3.400% | 8/1/24 | 4,000 | 4,405 | |
CSX Corp. | 3.350% | 11/1/25 | 5,400 | 6,057 | |
CSX Corp. | 2.600% | 11/1/26 | 6,400 | 6,963 | |
CSX Corp. | 3.250% | 6/1/27 | 12,250 | 13,701 | |
CSX Corp. | 3.800% | 3/1/28 | 13,350 | 15,373 | |
CSX Corp. | 4.250% | 3/15/29 | 12,000 | 14,382 | |
CSX Corp. | 2.400% | 2/15/30 | 9,500 | 10,042 | |
CSX Corp. | 6.000% | 10/1/36 | 150 | 205 | |
CSX Corp. | 6.150% | 5/1/37 | 4,500 | 6,301 | |
CSX Corp. | 6.220% | 4/30/40 | 7,279 | 10,580 | |
CSX Corp. | 5.500% | 4/15/41 | 5,700 | 7,903 | |
CSX Corp. | 4.750% | 5/30/42 | 790 | 1,015 | |
CSX Corp. | 4.100% | 3/15/44 | 8,325 | 10,147 | |
CSX Corp. | 3.800% | 11/1/46 | 5,015 | 5,764 | |
CSX Corp. | 4.300% | 3/1/48 | 8,225 | 10,232 | |
CSX Corp. | 4.750% | 11/15/48 | 3,000 | 3,976 | |
CSX Corp. | 4.500% | 3/15/49 | 14,300 | 18,413 | |
CSX Corp. | 3.800% | 4/15/50 | 10,600 | 12,595 | |
CSX Corp. | 4.500% | 8/1/54 | 1,235 | 1,579 | |
CSX Corp. | 4.250% | 11/1/66 | 6,625 | 7,994 | |
CSX Corp. | 4.650% | 3/1/68 | 2,845 | 3,699 | |
4 | Delta Air Lines 2007-1 Class A Pass Through Trust | 6.821% | 2/10/24 | 5,062 | 4,864 |
4 | Delta Air Lines 2015-1 Class AA Pass Through Trust | 3.625% | 7/30/27 | 845 | 830 |
4 | Delta Air Lines 2019-1 Class AA Pass Through Trust | 3.204% | 4/25/24 | 4,000 | 3,965 |
4 | Delta Air Lines 2020-1 Class AA Pass Through Trust | 2.000% | 6/10/28 | 7,000 | 6,702 |
FedEx Corp. | 2.625% | 8/1/22 | 4,083 | 4,251 | |
FedEx Corp. | 4.000% | 1/15/24 | 3,250 | 3,596 | |
FedEx Corp. | 3.200% | 2/1/25 | 3,350 | 3,622 | |
FedEx Corp. | 3.250% | 4/1/26 | 3,637 | 3,946 | |
FedEx Corp. | 3.300% | 3/15/27 | 3,550 | 3,813 | |
FedEx Corp. | 3.400% | 2/15/28 | 10,000 | 10,816 | |
FedEx Corp. | 3.100% | 8/5/29 | 9,375 | 10,000 | |
FedEx Corp. | 4.250% | 5/15/30 | 4,300 | 4,907 | |
FedEx Corp. | 4.900% | 1/15/34 | 1,700 | 2,064 | |
FedEx Corp. | 3.900% | 2/1/35 | 4,100 | 4,425 | |
FedEx Corp. | 3.875% | 8/1/42 | 275 | 278 | |
FedEx Corp. | 4.100% | 4/15/43 | 2,275 | 2,327 | |
FedEx Corp. | 5.100% | 1/15/44 | 8,447 | 9,860 | |
FedEx Corp. | 4.750% | 11/15/45 | 11,725 | 13,169 | |
FedEx Corp. | 4.550% | 4/1/46 | 16,199 | 17,463 | |
FedEx Corp. | 4.400% | 1/15/47 | 8,900 | 9,474 | |
FedEx Corp. | 4.050% | 2/15/48 | 8,500 | 8,726 | |
FedEx Corp. | 4.950% | 10/17/48 | 9,578 | 11,105 | |
FedEx Corp. | 5.250% | 5/15/50 | 11,900 | 14,561 | |
FedEx Corp. | 4.500% | 2/1/65 | 785 | 800 |
136
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 6,000 | 6,244 | |
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 5,500 | 6,280 | |
4 | JetBlue 2019-1 Class AA Pass Through Trust | 2.750% | 5/15/32 | 9,878 | 8,862 |
Kansas City Southern | 3.000% | 5/15/23 | 3,949 | 4,035 | |
Kansas City Southern | 2.875% | 11/15/29 | 4,000 | 4,222 | |
Kansas City Southern | 4.300% | 5/15/43 | 4,140 | 4,942 | |
Kansas City Southern | 4.950% | 8/15/45 | 10,525 | 13,518 | |
Kansas City Southern | 4.700% | 5/1/48 | 700 | 899 | |
Kansas City Southern | 3.500% | 5/1/50 | 7,240 | 7,936 | |
Kirby Corp. | 4.200% | 3/1/28 | 9,217 | 9,282 | |
Norfolk Southern Corp. | 3.250% | 12/1/21 | 4,000 | 4,119 | |
Norfolk Southern Corp. | 3.000% | 4/1/22 | 5,180 | 5,383 | |
Norfolk Southern Corp. | 2.903% | 2/15/23 | 9,053 | 9,556 | |
Norfolk Southern Corp. | 3.850% | 1/15/24 | 3,341 | 3,655 | |
Norfolk Southern Corp. | 3.650% | 8/1/25 | 1,400 | 1,580 | |
Norfolk Southern Corp. | 2.900% | 6/15/26 | 250 | 276 | |
Norfolk Southern Corp. | 7.800% | 5/15/27 | 1,345 | 1,874 | |
Norfolk Southern Corp. | 3.150% | 6/1/27 | 4,793 | 5,340 | |
Norfolk Southern Corp. | 3.800% | 8/1/28 | 6,058 | 7,033 | |
Norfolk Southern Corp. | 2.550% | 11/1/29 | 1,840 | 1,960 | |
Norfolk Southern Corp. | 7.050% | 5/1/37 | 539 | 798 | |
Norfolk Southern Corp. | 4.837% | 10/1/41 | 11,598 | 14,874 | |
Norfolk Southern Corp. | 3.950% | 10/1/42 | 2,125 | 2,472 | |
Norfolk Southern Corp. | 4.450% | 6/15/45 | 6,620 | 8,313 | |
Norfolk Southern Corp. | 4.650% | 1/15/46 | 9,150 | 11,829 | |
Norfolk Southern Corp. | 3.942% | 11/1/47 | 1,156 | 1,379 | |
Norfolk Southern Corp. | 4.150% | 2/28/48 | 3,400 | 4,202 | |
Norfolk Southern Corp. | 4.100% | 5/15/49 | 3,550 | 4,391 | |
Norfolk Southern Corp. | 3.400% | 11/1/49 | 1,500 | 1,652 | |
Norfolk Southern Corp. | 3.050% | 5/15/50 | 11,000 | 11,379 | |
Norfolk Southern Corp. | 4.050% | 8/15/52 | 5,000 | 5,991 | |
6 | Norfolk Southern Corp. | 3.155% | 5/15/55 | 2,839 | 2,901 |
Ryder System Inc. | 2.250% | 9/1/21 | 350 | 354 | |
Ryder System Inc. | 2.875% | 6/1/22 | 2,500 | 2,588 | |
Ryder System Inc. | 3.400% | 3/1/23 | 5,400 | 5,667 | |
Ryder System Inc. | 3.750% | 6/9/23 | 12,000 | 12,766 | |
Ryder System Inc. | 3.650% | 3/18/24 | 7,775 | 8,262 | |
Ryder System Inc. | 2.500% | 9/1/24 | 3,475 | 3,580 | |
Ryder System Inc. | 4.625% | 6/1/25 | 5,051 | 5,637 | |
Ryder System Inc. | 2.900% | 12/1/26 | 2,000 | 2,063 | |
Southwest Airlines Co. | 2.750% | 11/16/22 | 1,000 | 1,008 | |
Southwest Airlines Co. | 4.750% | 5/4/23 | 7,900 | 8,127 | |
Southwest Airlines Co. | 5.250% | 5/4/25 | 1,800 | 1,899 | |
Southwest Airlines Co. | 3.000% | 11/15/26 | 3,475 | 3,388 | |
Southwest Airlines Co. | 5.125% | 6/15/27 | 9,870 | 10,281 | |
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,650 | 2,598 | |
Southwest Airlines Co. | 2.625% | 2/10/30 | 3,000 | 2,692 | |
4 | Southwest Airlines Co. 2007-1 Pass Through Trust | 6.150% | 2/1/24 | 1,561 | 1,546 |
4 | Spirit Airlines Class A Pass Through Certificates Series 2015-1 | 4.100% | 10/1/29 | 1,904 | 1,609 |
Union Pacific Corp. | 2.950% | 3/1/22 | 2,700 | 2,808 | |
Union Pacific Corp. | 4.163% | 7/15/22 | 9,996 | 10,633 | |
Union Pacific Corp. | 2.750% | 4/15/23 | 7,240 | 7,632 |
137
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 10,025 | 10,849 | |
Union Pacific Corp. | 3.646% | 2/15/24 | 6,303 | 6,885 | |
Union Pacific Corp. | 3.150% | 3/1/24 | 4,300 | 4,665 | |
Union Pacific Corp. | 3.250% | 1/15/25 | 4,200 | 4,599 | |
Union Pacific Corp. | 3.750% | 7/15/25 | 10,950 | 12,408 | |
Union Pacific Corp. | 3.250% | 8/15/25 | 4,200 | 4,661 | |
Union Pacific Corp. | 2.750% | 3/1/26 | 6,929 | 7,540 | |
Union Pacific Corp. | 2.150% | 2/5/27 | 2,000 | 2,115 | |
Union Pacific Corp. | 3.000% | 4/15/27 | 2,275 | 2,511 | |
Union Pacific Corp. | 3.950% | 9/10/28 | 12,310 | 14,546 | |
Union Pacific Corp. | 3.700% | 3/1/29 | 8,275 | 9,658 | |
Union Pacific Corp. | 2.400% | 2/5/30 | 8,655 | 9,201 | |
Union Pacific Corp. | 3.375% | 2/1/35 | 4,400 | 5,028 | |
Union Pacific Corp. | 3.600% | 9/15/37 | 9,304 | 10,290 | |
Union Pacific Corp. | 4.375% | 9/10/38 | 4,500 | 5,535 | |
Union Pacific Corp. | 4.300% | 6/15/42 | 600 | 730 | |
Union Pacific Corp. | 4.250% | 4/15/43 | 1,825 | 2,221 | |
Union Pacific Corp. | 4.150% | 1/15/45 | 350 | 424 | |
Union Pacific Corp. | 4.050% | 11/15/45 | 7,225 | 8,698 | |
Union Pacific Corp. | 4.050% | 3/1/46 | 190 | 227 | |
Union Pacific Corp. | 3.350% | 8/15/46 | 6,900 | 7,410 | |
Union Pacific Corp. | 4.300% | 3/1/49 | 1,500 | 1,904 | |
Union Pacific Corp. | 3.250% | 2/5/50 | 24,074 | 26,235 | |
Union Pacific Corp. | 3.799% | 10/1/51 | 16,224 | 19,103 | |
Union Pacific Corp. | 3.875% | 2/1/55 | 2,069 | 2,485 | |
Union Pacific Corp. | 3.950% | 8/15/59 | 4,650 | 5,429 | |
Union Pacific Corp. | 3.839% | 3/20/60 | 10,727 | 12,557 | |
Union Pacific Corp. | 4.375% | 11/15/65 | 10,960 | 13,657 | |
Union Pacific Corp. | 4.100% | 9/15/67 | 4,345 | 5,204 | |
Union Pacific Corp. | 3.750% | 2/5/70 | 3,000 | 3,324 | |
4 | Union Pacific Railroad Co. 2007-3 Pass Through Trust | 6.176% | 1/2/31 | 301 | 364 |
4 | United Airlines 2013-1 Class A Pass Through Trust | 4.300% | 2/15/27 | 1,910 | 1,737 |
4 | United Airlines 2014-1 Class A Pass Through Trust | 4.000% | 10/11/27 | 2,724 | 2,451 |
4 | United Airlines 2014-2 Class A Pass Through Trust | 3.750% | 3/3/28 | 1,939 | 1,749 |
4 | United Airlines 2015-1 Class A Pass Through Trust | 3.700% | 6/1/24 | 1,750 | 1,576 |
4 | United Airlines 2015-1 Class AA Pass Through Trust | 3.450% | 12/1/27 | 3,368 | 3,263 |
4 | United Airlines 2016-1 Class A Pass Through Trust | 3.450% | 1/7/30 | 2,170 | 1,813 |
4 | United Airlines 2016-1 Class AA Pass Through Trust | 3.100% | 7/7/28 | 20,508 | 19,383 |
4 | United Airlines 2016-2 Class A Pass Through Trust | 3.100% | 10/7/28 | 1,107 | 916 |
4 | United Airlines 2016-2 Class AA Pass Through Trust | 2.875% | 10/7/28 | 3,836 | 3,528 |
4 | United Airlines 2018-1 Class AA Pass Through Trust | 3.500% | 3/1/30 | 303 | 283 |
4 | United Airlines 2019-1 Class AA Pass Through Trust | 4.150% | 8/25/31 | 5,333 | 5,089 |
138
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
4 | United Airlines 2019-2 Class AA Pass Through Trust | 2.700% | 11/1/33 | 4,500 | 4,005 |
United Parcel Service Inc. | 2.350% | 5/16/22 | 6,000 | 6,210 | |
United Parcel Service Inc. | 2.450% | 10/1/22 | 14,776 | 15,404 | |
United Parcel Service Inc. | 2.500% | 4/1/23 | 11,081 | 11,640 | |
United Parcel Service Inc. | 2.800% | 11/15/24 | 4,500 | 4,878 | |
United Parcel Service Inc. | 2.400% | 11/15/26 | 10,550 | 11,444 | |
United Parcel Service Inc. | 3.050% | 11/15/27 | 9,000 | 10,161 | |
United Parcel Service Inc. | 3.400% | 3/15/29 | 1,550 | 1,782 | |
United Parcel Service Inc. | 2.500% | 9/1/29 | 4,450 | 4,839 | |
United Parcel Service Inc. | 4.450% | 4/1/30 | 1,000 | 1,247 | |
United Parcel Service Inc. | 6.200% | 1/15/38 | 5,975 | 8,855 | |
United Parcel Service Inc. | 5.200% | 4/1/40 | 13,700 | 18,758 | |
United Parcel Service Inc. | 4.875% | 11/15/40 | 4,252 | 5,622 | |
United Parcel Service Inc. | 3.625% | 10/1/42 | 6,400 | 7,288 | |
United Parcel Service Inc. | 3.400% | 11/15/46 | 2,825 | 3,056 | |
United Parcel Service Inc. | 3.750% | 11/15/47 | 375 | 435 | |
United Parcel Service Inc. | 4.250% | 3/15/49 | 1,420 | 1,764 | |
United Parcel Service Inc. | 3.400% | 9/1/49 | 8,035 | 8,853 | |
United Parcel Service Inc. | 5.300% | 4/1/50 | 16,350 | 23,479 | |
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 500 | 740 | |
34,680,780 | |||||
Utilities (2.3%) | |||||
Electric (2.0%) | |||||
AEP Texas Inc. | 2.400% | 10/1/22 | 2,400 | 2,481 | |
AEP Texas Inc. | 3.950% | 6/1/28 | 4,275 | 4,859 | |
AEP Texas Inc. | 2.100% | 7/1/30 | 2,000 | 2,004 | |
AEP Texas Inc. | 3.800% | 10/1/47 | 3,000 | 3,387 | |
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 3,721 | 4,447 | |
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 4,150 | 4,743 | |
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 4,350 | 5,403 | |
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 2,925 | 3,455 | |
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 2,985 | 3,188 | |
AEP Transmission Co. LLC | 3.650% | 4/1/50 | 5,000 | 5,760 | |
Alabama Power Co. | 2.450% | 3/30/22 | 9,500 | 9,800 | |
Alabama Power Co. | 3.550% | 12/1/23 | 8,800 | 9,657 | |
Alabama Power Co. | 6.125% | 5/15/38 | 900 | 1,306 | |
Alabama Power Co. | 6.000% | 3/1/39 | 2,290 | 3,302 | |
Alabama Power Co. | 3.850% | 12/1/42 | 1,850 | 2,146 | |
Alabama Power Co. | 4.150% | 8/15/44 | 4,900 | 5,854 | |
Alabama Power Co. | 3.750% | 3/1/45 | 6,115 | 6,931 | |
Alabama Power Co. | 4.300% | 1/2/46 | 4,950 | 6,080 | |
Alabama Power Co. | 3.700% | 12/1/47 | 4,475 | 5,115 | |
Alabama Power Co. | 3.450% | 10/1/49 | 6,300 | 6,990 | |
Ameren Corp. | 3.650% | 2/15/26 | 2,775 | 3,117 | |
Ameren Corp. | 3.500% | 1/15/31 | 4,720 | 5,276 | |
Ameren Illinois Co. | 2.700% | 9/1/22 | 3,170 | 3,289 | |
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,020 | 2,222 | |
Ameren Illinois Co. | 3.800% | 5/15/28 | 4,850 | 5,583 | |
Ameren Illinois Co. | 4.150% | 3/15/46 | 775 | 951 | |
Ameren Illinois Co. | 3.700% | 12/1/47 | 4,325 | 5,007 | |
Ameren Illinois Co. | 4.500% | 3/15/49 | 3,950 | 5,184 | |
Ameren Illinois Co. | 3.250% | 3/15/50 | 3,155 | 3,490 | |
American Electric Power Co. Inc. | 3.650% | 12/1/21 | 3,000 | 3,124 |
139
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 2,875 | 3,115 | |
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 654 | 767 | |
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 5,325 | 5,442 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 1,880 | 2,797 | |
Appalachian Power Co. | 4.400% | 5/15/44 | 6,795 | 8,091 | |
Appalachian Power Co. | 4.450% | 6/1/45 | 2,600 | 3,131 | |
Appalachian Power Co. | 4.500% | 3/1/49 | 8,420 | 10,264 | |
Appalachian Power Co. | 3.700% | 5/1/50 | 3,400 | 3,749 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 2,265 | 2,468 | |
Arizona Public Service Co. | 2.950% | 9/15/27 | 5,300 | 5,681 | |
Arizona Public Service Co. | 5.050% | 9/1/41 | 1,505 | 1,921 | |
Arizona Public Service Co. | 4.500% | 4/1/42 | 4,875 | 5,908 | |
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,600 | 1,922 | |
Arizona Public Service Co. | 3.750% | 5/15/46 | 8,250 | 9,152 | |
Arizona Public Service Co. | 4.200% | 8/15/48 | 2,000 | 2,367 | |
Arizona Public Service Co. | 3.350% | 5/15/50 | 2,500 | 2,649 | |
Avangrid Inc. | 3.150% | 12/1/24 | 5,495 | 5,948 | |
Avangrid Inc. | 3.800% | 6/1/29 | 4,400 | 5,087 | |
Avista Corp. | 4.350% | 6/1/48 | 3,200 | 3,988 | |
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 4,825 | 4,999 | |
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 3,150 | 3,363 | |
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 8,600 | 9,156 | |
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 1,551 | 2,301 | |
Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 2,850 | 3,157 | |
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 4,600 | 4,660 | |
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 6,725 | 7,078 | |
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 7,161 | 7,850 | |
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,975 | 8,841 | |
6 | Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 10,000 | 11,403 |
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 775 | 868 | |
6 | Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 19,500 | 22,696 |
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 11,000 | 15,790 | |
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 3,292 | 4,596 | |
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 6,275 | 8,464 | |
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 4,475 | 5,601 | |
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 7,248 | 8,415 | |
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 4,006 | 5,121 | |
6 | Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 17,000 | 21,344 |
Black Hills Corp. | 3.950% | 1/15/26 | 4,300 | 4,691 | |
Black Hills Corp. | 3.150% | 1/15/27 | 3,375 | 3,539 | |
Black Hills Corp. | 3.050% | 10/15/29 | 2,905 | 3,069 | |
Black Hills Corp. | 4.350% | 5/1/33 | 4,745 | 5,302 | |
Black Hills Corp. | 4.200% | 9/15/46 | 3,200 | 3,390 | |
Black Hills Corp. | 3.875% | 10/15/49 | 1,865 | 1,991 | |
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 700 | 719 | |
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 9,900 | 10,182 | |
CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 200 | 218 | |
CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 100 | 148 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 4,950 | 5,595 | |
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 450 | 576 | |
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 3,775 | 4,578 | |
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 3,050 | 3,895 | |
CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 4,700 | 4,848 | |
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 2,400 | 2,490 |
140
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 8,525 | 8,801 | |
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 11,850 | 12,930 | |
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 2,500 | 2,633 | |
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 3,700 | 4,299 | |
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 7,230 | 7,689 | |
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 2,075 | 2,242 | |
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,100 | 6,425 | |
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 2,975 | 3,119 | |
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 2,275 | 2,662 | |
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 3,270 | 4,187 | |
CMS Energy Corp. | 5.050% | 3/15/22 | 50 | 53 | |
CMS Energy Corp. | 3.000% | 5/15/26 | 1,975 | 2,120 | |
CMS Energy Corp. | 3.450% | 8/15/27 | 2,975 | 3,256 | |
CMS Energy Corp. | 4.875% | 3/1/44 | 6,955 | 8,884 | |
4 | CMS Energy Corp. | 4.750% | 6/1/50 | 4,000 | 4,097 |
Commonwealth Edison Co. | 3.400% | 9/1/21 | 2,100 | 2,154 | |
Commonwealth Edison Co. | 2.550% | 6/15/26 | 2,625 | 2,824 | |
Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,000 | 3,287 | |
Commonwealth Edison Co. | 3.700% | 8/15/28 | 11,073 | 12,822 | |
Commonwealth Edison Co. | 5.900% | 3/15/36 | 3,895 | 5,536 | |
Commonwealth Edison Co. | 6.450% | 1/15/38 | 3,770 | 5,649 | |
Commonwealth Edison Co. | 3.800% | 10/1/42 | 5,035 | 5,906 | |
Commonwealth Edison Co. | 4.600% | 8/15/43 | 2,500 | 3,220 | |
Commonwealth Edison Co. | 3.700% | 3/1/45 | 4,650 | 5,414 | |
Commonwealth Edison Co. | 4.350% | 11/15/45 | 5,925 | 7,528 | |
Commonwealth Edison Co. | 3.650% | 6/15/46 | 6,595 | 7,684 | |
Commonwealth Edison Co. | 3.750% | 8/15/47 | 6,000 | 7,109 | |
Commonwealth Edison Co. | 4.000% | 3/1/49 | 5,900 | 7,430 | |
Commonwealth Edison Co. | 3.200% | 11/15/49 | 7,525 | 8,344 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 8,250 | 8,692 | |
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 10,748 | 11,176 | |
Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,200 | 5,691 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 5,130 | 6,387 | |
Connecticut Light & Power Co. | 4.150% | 6/1/45 | 2,650 | 3,211 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 8,355 | 10,198 | |
Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 3,175 | 3,484 | |
Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 7,500 | 8,493 | |
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 2,050 | 2,731 | |
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 9,690 | 13,033 | |
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,653 | 2,295 | |
Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 740 | 1,059 | |
Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 525 | 793 | |
Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 8,525 | 11,620 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 5,460 | 7,591 | |
Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 118 | 139 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 5,548 | 6,337 | |
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 11,646 | 14,185 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 3,232 | 3,998 | |
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 7,500 | 8,577 | |
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 15,025 | 17,336 | |
Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 2,175 | 2,616 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 7,925 | 9,390 | |
Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 7,430 | 8,952 | |
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 2,800 | 3,249 |
141
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 6,875 | 8,607 | |
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 1,500 | 1,721 | |
Consumers Energy Co. | 2.850% | 5/15/22 | 3,441 | 3,570 | |
Consumers Energy Co. | 3.375% | 8/15/23 | 925 | 1,000 | |
Consumers Energy Co. | 3.800% | 11/15/28 | 3,000 | 3,549 | |
Consumers Energy Co. | 3.950% | 5/15/43 | 13,150 | 15,877 | |
Consumers Energy Co. | 3.250% | 8/15/46 | 3,275 | 3,629 | |
Consumers Energy Co. | 3.950% | 7/15/47 | 2,900 | 3,583 | |
Consumers Energy Co. | 4.050% | 5/15/48 | 4,500 | 5,676 | |
Consumers Energy Co. | 4.350% | 4/15/49 | 2,400 | 3,194 | |
Consumers Energy Co. | 3.100% | 8/15/50 | 5,300 | 5,898 | |
Consumers Energy Co. | 3.500% | 8/1/51 | 13,700 | 16,010 | |
Consumers Energy Co. | 2.500% | 5/1/60 | 5,300 | 4,986 | |
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 2,175 | 2,354 | |
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 5,425 | 6,570 | |
Dominion Energy Inc. | 2.000% | 8/15/21 | 5,100 | 5,171 | |
Dominion Energy Inc. | 2.715% | 8/15/21 | 2,000 | 2,043 | |
Dominion Energy Inc. | 2.750% | 1/15/22 | 3,825 | 3,963 | |
Dominion Energy Inc. | 2.750% | 9/15/22 | 450 | 466 | |
Dominion Energy Inc. | 3.071% | 8/15/24 | 2,000 | 2,125 | |
Dominion Energy Inc. | 3.900% | 10/1/25 | 3,550 | 3,989 | |
Dominion Energy Inc. | 2.850% | 8/15/26 | 5,650 | 5,953 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 300 | 345 | |
Dominion Energy Inc. | 3.375% | 4/1/30 | 17,066 | 18,851 | |
Dominion Energy Inc. | 6.300% | 3/15/33 | 2,675 | 3,705 | |
Dominion Energy Inc. | 5.950% | 6/15/35 | 6,275 | 8,223 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 3,550 | 5,049 | |
Dominion Energy Inc. | 4.900% | 8/1/41 | 7,135 | 8,803 | |
Dominion Energy Inc. | 4.050% | 9/15/42 | 3,947 | 4,448 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 2,375 | 2,950 | |
Dominion Energy Inc. | 4.600% | 3/15/49 | 9,000 | 11,320 | |
4 | Dominion Energy Inc. | 5.750% | 10/1/54 | 625 | 631 |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 2,525 | 3,634 | |
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 7,692 | 11,009 | |
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,525 | 2,107 | |
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 5,458 | 7,004 | |
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 3,800 | 5,556 | |
DTE Electric Co. | 3.650% | 3/15/24 | 5,485 | 6,019 | |
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 166 | |
DTE Electric Co. | 2.250% | 3/1/30 | 4,600 | 4,834 | |
DTE Electric Co. | 2.625% | 3/1/31 | 6,260 | 6,773 | |
DTE Electric Co. | 4.000% | 4/1/43 | 1,971 | 2,361 | |
DTE Electric Co. | 3.700% | 3/15/45 | 5,750 | 6,655 | |
DTE Electric Co. | 3.750% | 8/15/47 | 5,650 | 6,665 | |
DTE Electric Co. | 3.950% | 3/1/49 | 8,800 | 10,832 | |
DTE Electric Co. | 2.950% | 3/1/50 | 3,450 | 3,585 | |
DTE Energy Co. | 2.600% | 6/15/22 | 2,000 | 2,052 | |
DTE Energy Co. | 3.300% | 6/15/22 | 3,100 | 3,235 | |
DTE Energy Co. | 2.250% | 11/1/22 | 3,290 | 3,399 | |
DTE Energy Co. | 3.700% | 8/1/23 | 5,325 | 5,744 | |
DTE Energy Co. | 3.500% | 6/1/24 | 13,900 | 15,037 | |
DTE Energy Co. | 2.850% | 10/1/26 | 22,200 | 23,578 | |
DTE Energy Co. | 3.800% | 3/15/27 | 15,450 | 16,724 | |
DTE Energy Co. | 3.400% | 6/15/29 | 2,000 | 2,159 |
142
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
DTE Energy Co. | 2.950% | 3/1/30 | 2,625 | 2,734 | |
DTE Energy Co. | 6.375% | 4/15/33 | 975 | 1,304 | |
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 225 | 236 | |
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 9,000 | 9,528 | |
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 625 | 693 | |
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 5,000 | 5,890 | |
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 3,694 | 4,797 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 6,000 | 6,461 | |
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 5,000 | 5,386 | |
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 6,575 | 9,216 | |
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 5,525 | 7,889 | |
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 3,975 | 5,872 | |
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 3,675 | 5,290 | |
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 7,515 | 10,412 | |
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 6,825 | 8,379 | |
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 6,470 | 7,742 | |
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 4,340 | 5,044 | |
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 7,524 | 8,945 | |
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 4,055 | 4,813 | |
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 3,399 | 4,186 | |
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 7,715 | 8,608 | |
Duke Energy Corp. | 3.550% | 9/15/21 | 100 | 103 | |
Duke Energy Corp. | 2.400% | 8/15/22 | 11,385 | 11,783 | |
Duke Energy Corp. | 3.050% | 8/15/22 | 5,090 | 5,314 | |
Duke Energy Corp. | 3.950% | 10/15/23 | 3,850 | 4,205 | |
Duke Energy Corp. | 3.750% | 4/15/24 | 7,025 | 7,691 | |
Duke Energy Corp. | 2.650% | 9/1/26 | 12,480 | 13,530 | |
Duke Energy Corp. | 3.150% | 8/15/27 | 7,775 | 8,605 | |
Duke Energy Corp. | 2.450% | 6/1/30 | 5,000 | 5,216 | |
Duke Energy Corp. | 4.800% | 12/15/45 | 8,966 | 11,570 | |
Duke Energy Corp. | 3.750% | 9/1/46 | 16,617 | 18,938 | |
Duke Energy Corp. | 3.950% | 8/15/47 | 1,492 | 1,726 | |
Duke Energy Corp. | 4.200% | 6/15/49 | 2,470 | 3,017 | |
Duke Energy Florida LLC | 3.200% | 1/15/27 | 10,425 | 11,632 | |
Duke Energy Florida LLC | 3.800% | 7/15/28 | 4,825 | 5,613 | |
Duke Energy Florida LLC | 2.500% | 12/1/29 | 7,000 | 7,559 | |
Duke Energy Florida LLC | 1.750% | 6/15/30 | 6,000 | 6,023 | |
Duke Energy Florida LLC | 6.350% | 9/15/37 | 775 | 1,157 | |
Duke Energy Florida LLC | 6.400% | 6/15/38 | 4,975 | 7,753 | |
Duke Energy Florida LLC | 5.650% | 4/1/40 | 4,100 | 5,789 | |
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,000 | 1,176 | |
Duke Energy Florida LLC | 3.400% | 10/1/46 | 5,465 | 6,153 | |
Duke Energy Florida LLC | 4.200% | 7/15/48 | 3,550 | 4,512 | |
4 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 1,605 | 1,611 |
4 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 3,312 | 3,566 |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 2,740 | 3,666 | |
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 3,725 | 5,509 | |
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 218 | 325 | |
Duke Energy Indiana LLC | 4.900% | 7/15/43 | 3,060 | 4,061 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 14,840 | 17,361 | |
Duke Energy Indiana LLC | 3.250% | 10/1/49 | 3,870 | 4,273 | |
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 100 | 109 | |
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 7,265 | 8,413 | |
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 2,700 | 2,792 |
143
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 3,275 | 3,815 | |
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 4,600 | 5,891 | |
Duke Energy Progress LLC | 3.000% | 9/15/21 | 5,706 | 5,837 | |
Duke Energy Progress LLC | 2.800% | 5/15/22 | 10,695 | 11,082 | |
Duke Energy Progress LLC | 3.375% | 9/1/23 | 1,625 | 1,751 | |
Duke Energy Progress LLC | 3.250% | 8/15/25 | 6,550 | 7,277 | |
Duke Energy Progress LLC | 3.700% | 9/1/28 | 5,625 | 6,493 | |
Duke Energy Progress LLC | 3.450% | 3/15/29 | 4,275 | 4,892 | |
Duke Energy Progress LLC | 6.300% | 4/1/38 | 4,220 | 6,225 | |
Duke Energy Progress LLC | 4.100% | 5/15/42 | 6,425 | 7,707 | |
Duke Energy Progress LLC | 4.100% | 3/15/43 | 5,045 | 6,051 | |
Duke Energy Progress LLC | 4.375% | 3/30/44 | 5,250 | 6,567 | |
Duke Energy Progress LLC | 4.150% | 12/1/44 | 3,825 | 4,684 | |
Duke Energy Progress LLC | 4.200% | 8/15/45 | 3,350 | 4,156 | |
Duke Energy Progress LLC | 3.700% | 10/15/46 | 3,500 | 4,097 | |
Duke Energy Progress LLC | 3.600% | 9/15/47 | 1,025 | 1,190 | |
Edison International | 2.400% | 9/15/22 | 6,200 | 6,292 | |
Edison International | 2.950% | 3/15/23 | 7,875 | 8,052 | |
Edison International | 5.750% | 6/15/27 | 1,000 | 1,144 | |
El Paso Electric Co. | 6.000% | 5/15/35 | 800 | 1,042 | |
El Paso Electric Co. | 5.000% | 12/1/44 | 3,200 | 3,842 | |
Emera US Finance LP | 3.550% | 6/15/26 | 1,049 | 1,172 | |
Emera US Finance LP | 4.750% | 6/15/46 | 11,825 | 13,858 | |
Enel Americas SA | 4.000% | 10/25/26 | 4,115 | 4,366 | |
Enel Chile SA | 4.875% | 6/12/28 | 7,075 | 7,928 | |
Entergy Arkansas Inc. | 3.700% | 6/1/24 | 100 | 110 | |
Entergy Arkansas Inc. | 3.500% | 4/1/26 | 4,125 | 4,578 | |
Entergy Arkansas LLC | 4.200% | 4/1/49 | 2,000 | 2,520 | |
Entergy Corp. | 4.000% | 7/15/22 | 6,075 | 6,432 | |
Entergy Corp. | 2.950% | 9/1/26 | 4,900 | 5,363 | |
Entergy Corp. | 2.800% | 6/15/30 | 5,000 | 5,272 | |
Entergy Corp. | 3.750% | 6/15/50 | 5,000 | 5,584 | |
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,130 | 2,530 | |
Entergy Louisiana LLC | 4.050% | 9/1/23 | 5,650 | 6,173 | |
Entergy Louisiana LLC | 5.400% | 11/1/24 | 3,077 | 3,642 | |
Entergy Louisiana LLC | 2.400% | 10/1/26 | 4,235 | 4,441 | |
Entergy Louisiana LLC | 3.120% | 9/1/27 | 4,600 | 5,019 | |
Entergy Louisiana LLC | 3.250% | 4/1/28 | 3,700 | 4,068 | |
Entergy Louisiana LLC | 3.050% | 6/1/31 | 7,055 | 7,722 | |
Entergy Louisiana LLC | 4.000% | 3/15/33 | 9,845 | 12,038 | |
Entergy Louisiana LLC | 4.950% | 1/15/45 | 5,250 | 5,721 | |
Entergy Louisiana LLC | 4.200% | 9/1/48 | 8,335 | 10,562 | |
Entergy Louisiana LLC | 4.200% | 4/1/50 | 4,550 | 5,749 | |
Entergy Louisiana LLC | 2.900% | 3/15/51 | 4,738 | 4,889 | |
Entergy Mississippi LLC | 2.850% | 6/1/28 | 8,225 | 8,831 | |
Entergy Mississippi LLC | 3.850% | 6/1/49 | 3,750 | 4,458 | |
Entergy Texas Inc. | 3.550% | 9/30/49 | 7,585 | 8,360 | |
Evergy Inc. | 2.900% | 9/15/29 | 10,500 | 11,243 | |
Evergy Metro Inc. | 2.250% | 6/1/30 | 3,300 | 3,450 | |
Eversource Energy | 2.750% | 3/15/22 | 3,425 | 3,540 | |
Eversource Energy | 3.800% | 12/1/23 | 3,500 | 3,758 | |
Eversource Energy | 2.900% | 10/1/24 | 4,151 | 4,452 | |
Eversource Energy | 3.300% | 1/15/28 | 8,750 | 9,591 | |
Eversource Energy | 4.250% | 4/1/29 | 4,205 | 4,919 |
144
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Exelon Corp. | 3.497% | 6/1/22 | 7,925 | 8,273 | |
Exelon Corp. | 3.950% | 6/15/25 | 18,790 | 21,108 | |
Exelon Corp. | 3.400% | 4/15/26 | 7,075 | 7,876 | |
Exelon Corp. | 4.050% | 4/15/30 | 10,650 | 12,287 | |
Exelon Corp. | 4.950% | 6/15/35 | 6,200 | 7,546 | |
Exelon Corp. | 5.625% | 6/15/35 | 3,775 | 4,902 | |
Exelon Corp. | 5.100% | 6/15/45 | 2,725 | 3,508 | |
Exelon Corp. | 4.450% | 4/15/46 | 7,626 | 9,233 | |
Exelon Corp. | 4.700% | 4/15/50 | 12,150 | 15,508 | |
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 6,400 | 6,647 | |
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 4,225 | 4,443 | |
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 2,940 | 3,565 | |
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 7,500 | 8,266 | |
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 9,448 | 10,543 | |
FirstEnergy Corp. | 2.850% | 7/15/22 | 5,476 | 5,674 | |
FirstEnergy Corp. | 4.250% | 3/15/23 | 4,450 | 4,815 | |
FirstEnergy Corp. | 2.050% | 3/1/25 | 200 | 207 | |
FirstEnergy Corp. | 1.600% | 1/15/26 | 4,500 | 4,541 | |
FirstEnergy Corp. | 3.900% | 7/15/27 | 8,909 | 10,074 | |
FirstEnergy Corp. | 2.650% | 3/1/30 | 6,200 | 6,426 | |
FirstEnergy Corp. | 2.250% | 9/1/30 | 4,000 | 3,993 | |
FirstEnergy Corp. | 7.375% | 11/15/31 | 14,122 | 20,572 | |
FirstEnergy Corp. | 4.850% | 7/15/47 | 11,584 | 14,663 | |
FirstEnergy Corp. | 3.400% | 3/1/50 | 4,673 | 4,939 | |
6 | FirstEnergy Transmission LLC | 4.550% | 4/1/49 | 200 | 243 |
Florida Power & Light Co. | 2.750% | 6/1/23 | 2,400 | 2,532 | |
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,800 | 3,041 | |
Florida Power & Light Co. | 2.850% | 4/1/25 | 16,840 | 18,455 | |
Florida Power & Light Co. | 5.625% | 4/1/34 | 1,950 | 2,779 | |
Florida Power & Light Co. | 5.650% | 2/1/37 | 3,379 | 4,750 | |
Florida Power & Light Co. | 5.950% | 2/1/38 | 3,250 | 4,828 | |
Florida Power & Light Co. | 5.960% | 4/1/39 | 11,319 | 17,052 | |
Florida Power & Light Co. | 5.250% | 2/1/41 | 975 | 1,365 | |
Florida Power & Light Co. | 4.125% | 2/1/42 | 5,425 | 6,746 | |
Florida Power & Light Co. | 4.050% | 6/1/42 | 4,600 | 5,686 | |
Florida Power & Light Co. | 3.800% | 12/15/42 | 3,535 | 4,249 | |
Florida Power & Light Co. | 4.050% | 10/1/44 | 2,973 | 3,717 | |
Florida Power & Light Co. | 3.950% | 3/1/48 | 18,054 | 22,746 | |
Florida Power & Light Co. | 4.125% | 6/1/48 | 3,550 | 4,588 | |
Florida Power & Light Co. | 3.990% | 3/1/49 | 13,981 | 17,446 | |
Florida Power & Light Co. | 3.150% | 10/1/49 | 9,675 | 10,962 | |
Fortis Inc. | 3.055% | 10/4/26 | 13,973 | 15,000 | |
Georgia Power Co. | 2.850% | 5/15/22 | 1,900 | 1,971 | |
Georgia Power Co. | 2.100% | 7/30/23 | 5,100 | 5,309 | |
Georgia Power Co. | 3.250% | 4/1/26 | 8,250 | 8,803 | |
Georgia Power Co. | 3.250% | 3/30/27 | 3,500 | 3,778 | |
Georgia Power Co. | 2.650% | 9/15/29 | 3,000 | 3,151 | |
Georgia Power Co. | 4.750% | 9/1/40 | 4,625 | 5,587 | |
Georgia Power Co. | 4.300% | 3/15/42 | 9,115 | 10,594 | |
Georgia Power Co. | 4.300% | 3/15/43 | 6,555 | 7,671 | |
Georgia Power Co. | 3.700% | 1/30/50 | 2,400 | 2,665 | |
Gulf Power Co. | 3.300% | 5/30/27 | 2,325 | 2,533 | |
Iberdrola International BV | 6.750% | 7/15/36 | 3,735 | 5,156 | |
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 3,000 | 3,382 |
145
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 3,135 | 4,351 | |
Indiana Michigan Power Co. | 4.550% | 3/15/46 | 9,795 | 12,470 | |
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 5,100 | 5,767 | |
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 1,275 | 1,550 | |
Interstate Power & Light Co. | 3.250% | 12/1/24 | 5,730 | 6,229 | |
Interstate Power & Light Co. | 4.100% | 9/26/28 | 4,570 | 5,258 | |
Interstate Power & Light Co. | 3.600% | 4/1/29 | 8,774 | 9,609 | |
Interstate Power & Light Co. | 2.300% | 6/1/30 | 3,000 | 3,065 | |
Interstate Power & Light Co. | 6.250% | 7/15/39 | 2,475 | 3,547 | |
Interstate Power & Light Co. | 3.700% | 9/15/46 | 2,925 | 3,222 | |
ITC Holdings Corp. | 2.700% | 11/15/22 | 4,445 | 4,627 | |
ITC Holdings Corp. | 3.650% | 6/15/24 | 3,589 | 3,897 | |
ITC Holdings Corp. | 3.250% | 6/30/26 | 3,865 | 4,240 | |
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,485 | 7,205 | |
ITC Holdings Corp. | 5.300% | 7/1/43 | 5,431 | 6,861 | |
4 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,744 | 3,398 |
Kansas City Power & Light Co. | 3.150% | 3/15/23 | 2,600 | 2,746 | |
Kansas City Power & Light Co. | 5.300% | 10/1/41 | 4,795 | 6,459 | |
Kansas City Power & Light Co. | 4.200% | 6/15/47 | 2,600 | 3,154 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 6,180 | 8,128 | |
Kentucky Utilities Co. | 4.375% | 10/1/45 | 4,900 | 5,902 | |
Kentucky Utilities Co. | 3.300% | 6/1/50 | 6,000 | 6,421 | |
Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 2,400 | 2,669 | |
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 9,900 | 12,009 | |
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,000 | 11,100 | |
MidAmerican Energy Co. | 3.100% | 5/1/27 | 3,050 | 3,377 | |
MidAmerican Energy Co. | 6.750% | 12/30/31 | 4,050 | 5,981 | |
MidAmerican Energy Co. | 5.750% | 11/1/35 | 1,575 | 2,277 | |
MidAmerican Energy Co. | 5.800% | 10/15/36 | 2,925 | 4,140 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 4,110 | 5,408 | |
MidAmerican Energy Co. | 4.400% | 10/15/44 | 3,550 | 4,506 | |
MidAmerican Energy Co. | 4.250% | 5/1/46 | 4,130 | 5,226 | |
MidAmerican Energy Co. | 3.950% | 8/1/47 | 1,500 | 1,846 | |
MidAmerican Energy Co. | 3.650% | 8/1/48 | 7,075 | 8,322 | |
MidAmerican Energy Co. | 4.250% | 7/15/49 | 7,024 | 9,099 | |
MidAmerican Energy Co. | 3.150% | 4/15/50 | 5,000 | 5,664 | |
Mississippi Power Co. | 4.250% | 3/15/42 | 4,400 | 5,191 | |
National Rural Utilities Cooperative Finance Corp. | 1.750% | 1/21/22 | 2,000 | 2,043 | |
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 6,510 | 6,721 | |
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 6,056 | 6,243 | |
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 3,050 | 3,191 | |
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 3,350 | 3,632 | |
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 6,200 | 6,626 | |
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 4,500 | 4,870 | |
National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 7,300 | 8,129 |
146
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 2,150 | 2,320 | |
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 11,525 | 12,874 | |
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 3,000 | 3,485 | |
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 5,730 | 6,603 | |
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 4,700 | 5,004 | |
National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,513 | 2,337 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 10,452 | 12,077 | |
4 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 50 | 50 |
4 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 2,900 | 3,039 |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 8,916 | 11,510 | |
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 7,700 | 9,847 | |
Nevada Power Co. | 3.700% | 5/1/29 | 5,575 | 6,448 | |
Nevada Power Co. | 2.400% | 5/1/30 | 3,200 | 3,400 | |
Nevada Power Co. | 6.650% | 4/1/36 | 965 | 1,373 | |
Nevada Power Co. | 6.750% | 7/1/37 | 1,475 | 2,219 | |
Nevada Power Co. | 3.125% | 8/1/50 | 3,300 | 3,620 | |
NextEra Energy Capital Holdings Inc. | 4.500% | 6/1/21 | 1,835 | 1,881 | |
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 3,500 | 3,633 | |
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 12,780 | 13,427 | |
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 2,935 | 3,169 | |
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 9,600 | 10,401 | |
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 1,100 | 1,230 | |
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 10,485 | 11,807 | |
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 13,394 | 15,167 | |
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 19,000 | 19,481 | |
4 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 4,940 | 5,101 |
4 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,100 | 3,379 |
Northern States Power Co. | 2.150% | 8/15/22 | 75 | 77 | |
Northern States Power Co. | 2.600% | 5/15/23 | 1,280 | 1,339 | |
Northern States Power Co. | 6.250% | 6/1/36 | 840 | 1,223 | |
Northern States Power Co. | 6.200% | 7/1/37 | 2,205 | 3,280 | |
Northern States Power Co. | 5.350% | 11/1/39 | 3,295 | 4,612 | |
Northern States Power Co. | 4.000% | 8/15/45 | 2,100 | 2,568 | |
Northern States Power Co. | 3.600% | 5/15/46 | 3,575 | 4,164 | |
Northern States Power Co. | 3.600% | 9/15/47 | 1,000 | 1,179 | |
Northern States Power Co. | 2.900% | 3/1/50 | 7,225 | 7,867 | |
Northern States Power Co. | 2.600% | 6/1/51 | 4,500 | 4,582 | |
NorthWestern Corp. | 4.176% | 11/15/44 | 2,425 | 2,951 | |
NSTAR Electric Co. | 2.375% | 10/15/22 | 5,475 | 5,666 | |
NSTAR Electric Co. | 3.200% | 5/15/27 | 6,000 | 6,710 | |
NSTAR Electric Co. | 3.250% | 5/15/29 | 1,430 | 1,631 | |
NSTAR Electric Co. | 5.500% | 3/15/40 | 5,005 | 6,815 | |
NSTAR Electric Co. | 4.400% | 3/1/44 | 2,300 | 2,867 |
147
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 500 | 673 | |
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 6,720 | 7,807 | |
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 2,355 | 2,672 | |
Ohio Edison Co. | 6.875% | 7/15/36 | 4,180 | 5,671 | |
Ohio Power Co. | 5.375% | 10/1/21 | 5,975 | 6,329 | |
Ohio Power Co. | 4.000% | 6/1/49 | 4,118 | 4,977 | |
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,500 | 3,912 | |
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 2,000 | 2,191 | |
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 2,215 | 2,562 | |
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 3,975 | 4,429 | |
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 3,615 | 3,818 | |
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 5,000 | 5,324 | |
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 2,975 | 3,231 | |
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 3,000 | 3,544 | |
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 2,560 | 3,304 | |
6 | Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 3,000 | 3,277 |
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 4,420 | 6,486 | |
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 150 | 227 | |
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 2,405 | 3,937 | |
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 3,500 | 4,762 | |
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 7,725 | 9,927 | |
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 3,825 | 5,371 | |
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 7,393 | 8,797 | |
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 2,650 | 3,202 | |
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 4,185 | 5,275 | |
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 8,530 | 10,336 | |
Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 1,255 | 1,366 | |
6 | Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 6,864 | 8,336 |
Pacific Gas & Electric Co. | 1.750% | 6/16/22 | 20,000 | 20,022 | |
7 | Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 5,000 | 5,512 |
7 | Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 2,000 | 2,220 |
7 | Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 2,000 | 2,197 |
7 | Pacific Gas & Electric Co. | 2.950% | 3/1/26 | 5,000 | 5,387 |
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 8,000 | 7,899 | |
7 | Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 17,000 | 18,445 |
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 29,500 | 28,813 | |
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 13,000 | 12,654 | |
7 | Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 8,000 | 8,400 |
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 20,000 | 19,286 | |
PacifiCorp | 2.950% | 2/1/22 | 5,875 | 6,080 | |
PacifiCorp | 2.950% | 6/1/23 | 4,807 | 5,089 | |
PacifiCorp | 3.600% | 4/1/24 | 4,910 | 5,388 | |
PacifiCorp | 3.500% | 6/15/29 | 6,500 | 7,447 | |
PacifiCorp | 2.700% | 9/15/30 | 3,000 | 3,257 | |
PacifiCorp | 7.700% | 11/15/31 | 985 | 1,522 | |
PacifiCorp | 5.250% | 6/15/35 | 2,875 | 3,988 | |
PacifiCorp | 6.100% | 8/1/36 | 3,875 | 5,456 | |
PacifiCorp | 5.750% | 4/1/37 | 5,100 | 7,021 | |
PacifiCorp | 6.250% | 10/15/37 | 8,310 | 12,068 | |
PacifiCorp | 6.350% | 7/15/38 | 2,650 | 3,944 | |
PacifiCorp | 6.000% | 1/15/39 | 360 | 530 | |
PacifiCorp | 4.100% | 2/1/42 | 1,760 | 2,101 | |
PacifiCorp | 4.125% | 1/15/49 | 900 | 1,112 | |
PacifiCorp | 3.300% | 3/15/51 | 12,000 | 13,269 |
148
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
PECO Energy Co. | 2.375% | 9/15/22 | 6,354 | 6,559 | |
PECO Energy Co. | 5.950% | 10/1/36 | 2,500 | 3,569 | |
PECO Energy Co. | 4.150% | 10/1/44 | 2,040 | 2,516 | |
PECO Energy Co. | 3.000% | 9/15/49 | 3,740 | 3,960 | |
PECO Energy Co. | 2.800% | 6/15/50 | 3,000 | 3,096 | |
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 6,000 | 6,054 | |
Potomac Electric Power Co. | 3.600% | 3/15/24 | 6,983 | 7,610 | |
Potomac Electric Power Co. | 6.500% | 11/15/37 | 4,118 | 6,040 | |
Potomac Electric Power Co. | 4.150% | 3/15/43 | 4,200 | 5,064 | |
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 6,646 | 7,035 | |
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 415 | 438 | |
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 11,120 | 11,771 | |
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 275 | 299 | |
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 1,779 | 1,923 | |
PPL Capital Funding Inc. | 4.700% | 6/1/43 | 2,630 | 2,996 | |
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 5,749 | 6,811 | |
PPL Capital Funding Inc. | 4.000% | 9/15/47 | 2,025 | 2,157 | |
PPL Electric Utilities Corp. | 3.000% | 9/15/21 | 3,055 | 3,128 | |
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 2,275 | 3,387 | |
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 1,825 | 2,218 | |
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 4,030 | 4,948 | |
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 4,450 | 5,342 | |
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 2,795 | 3,425 | |
Progress Energy Inc. | 3.150% | 4/1/22 | 12,800 | 13,278 | |
Progress Energy Inc. | 7.750% | 3/1/31 | 250 | 364 | |
Progress Energy Inc. | 7.000% | 10/30/31 | 3,650 | 5,070 | |
Progress Energy Inc. | 6.000% | 12/1/39 | 6,382 | 8,621 | |
PSEG Power LLC | 3.850% | 6/1/23 | 11,050 | 11,921 | |
PSEG Power LLC | 8.625% | 4/15/31 | 3,295 | 4,574 | |
Public Service Co. of Colorado | 3.700% | 6/15/28 | 4,245 | 4,921 | |
Public Service Co. of Colorado | 1.900% | 1/15/31 | 3,300 | 3,342 | |
Public Service Co. of Colorado | 6.500% | 8/1/38 | 75 | 118 | |
Public Service Co. of Colorado | 3.600% | 9/15/42 | 2,116 | 2,429 | |
Public Service Co. of Colorado | 4.300% | 3/15/44 | 2,675 | 3,374 | |
Public Service Co. of Colorado | 3.800% | 6/15/47 | 300 | 359 | |
Public Service Co. of Colorado | 4.100% | 6/15/48 | 3,695 | 4,634 | |
Public Service Co. of Colorado | 4.050% | 9/15/49 | 4,800 | 5,983 | |
Public Service Co. of Colorado | 3.200% | 3/1/50 | 7,200 | 8,013 | |
Public Service Co. of Colorado | 2.700% | 1/15/51 | 3,500 | 3,569 | |
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 875 | 947 | |
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 2,900 | 3,416 | |
Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 1,170 | 1,284 | |
Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 3,055 | 3,183 | |
Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 3,000 | 3,283 | |
Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 7,230 | 8,176 | |
Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 2,500 | 2,677 | |
Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 875 | 1,286 | |
Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 4,295 | 5,149 | |
Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 650 | 747 | |
Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 9,100 | 10,878 | |
Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 2,775 | 3,265 | |
Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 6,500 | 8,010 | |
Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 7,050 | 7,791 | |
Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 8,950 | 9,125 |
149
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 4,775 | 4,977 | |
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 3,000 | 3,198 | |
Puget Energy Inc. | 6.000% | 9/1/21 | 3,825 | 4,004 | |
Puget Energy Inc. | 5.625% | 7/15/22 | 9,501 | 10,147 | |
Puget Energy Inc. | 3.650% | 5/15/25 | 4,280 | 4,456 | |
6 | Puget Energy Inc. | 4.100% | 6/15/30 | 5,000 | 5,462 |
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,840 | 5,510 | |
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 5,540 | 7,755 | |
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,510 | 2,105 | |
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 925 | 1,275 | |
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 3,705 | 4,518 | |
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 5,225 | 6,578 | |
San Diego Gas & Electric Co. | 3.000% | 8/15/21 | 1,335 | 1,361 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 2,461 | 3,609 | |
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 3,970 | 4,902 | |
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 5,750 | 6,641 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 5,100 | 6,249 | |
San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 5,675 | 6,274 | |
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 3,175 | 3,432 | |
4 | Southern California Edison Co. | 1.845% | 2/1/22 | 1,000 | 999 |
Southern California Edison Co. | 2.400% | 2/1/22 | 2,650 | 2,687 | |
Southern California Edison Co. | 3.400% | 6/1/23 | 6,250 | 6,577 | |
Southern California Edison Co. | 3.500% | 10/1/23 | 10,600 | 11,341 | |
Southern California Edison Co. | 3.700% | 8/1/25 | 12,075 | 13,328 | |
Southern California Edison Co. | 3.650% | 3/1/28 | 6,875 | 7,715 | |
Southern California Edison Co. | 4.200% | 3/1/29 | 8,000 | 9,312 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 1,046 | |
Southern California Edison Co. | 2.850% | 8/1/29 | 10,405 | 10,983 | |
Southern California Edison Co. | 2.250% | 6/1/30 | 5,000 | 5,050 | |
Southern California Edison Co. | 6.000% | 1/15/34 | 3,655 | 4,898 | |
Southern California Edison Co. | 5.750% | 4/1/35 | 800 | 1,068 | |
Southern California Edison Co. | 5.350% | 7/15/35 | 4,085 | 5,258 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 2,445 | 3,090 | |
Southern California Edison Co. | 5.950% | 2/1/38 | 2,800 | 3,715 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 1,460 | 1,978 | |
Southern California Edison Co. | 5.500% | 3/15/40 | 5,472 | 7,141 | |
Southern California Edison Co. | 4.500% | 9/1/40 | 6,882 | 8,164 | |
Southern California Edison Co. | 4.050% | 3/15/42 | 16,446 | 18,561 | |
Southern California Edison Co. | 3.900% | 3/15/43 | 2,975 | 3,281 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 5,575 | 6,819 | |
Southern California Edison Co. | 3.600% | 2/1/45 | 3,900 | 4,209 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 13,531 | 15,432 | |
Southern California Edison Co. | 4.125% | 3/1/48 | 16,770 | 19,559 | |
Southern California Edison Co. | 4.875% | 3/1/49 | 6,400 | 8,257 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 7,700 | 8,438 | |
Southern Co. | 2.350% | 7/1/21 | 11,100 | 11,266 | |
Southern Co. | 2.950% | 7/1/23 | 3,200 | 3,384 | |
Southern Co. | 3.250% | 7/1/26 | 9,159 | 10,047 | |
Southern Co. | 3.700% | 4/30/30 | 7,200 | 8,185 | |
Southern Co. | 4.250% | 7/1/36 | 4,245 | 4,794 | |
Southern Co. | 4.400% | 7/1/46 | 17,910 | 21,208 | |
4 | Southern Co. | 5.500% | 3/15/57 | 1,400 | 1,412 |
Southern Power Co. | 2.500% | 12/15/21 | 5,125 | 5,228 | |
Southern Power Co. | 4.150% | 12/1/25 | 4,525 | 5,132 |
150
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Southern Power Co. | 5.150% | 9/15/41 | 4,990 | 5,640 | |
Southern Power Co. | 5.250% | 7/15/43 | 2,635 | 2,976 | |
Southern Power Co. | 4.950% | 12/15/46 | 3,425 | 3,717 | |
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 4,800 | 5,116 | |
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 4,950 | 5,623 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 5,475 | 7,190 | |
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 3,491 | 3,689 | |
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 7,024 | 7,437 | |
Southwestern Public Service Co. | 3.300% | 6/15/24 | 200 | 215 | |
Southwestern Public Service Co. | 4.500% | 8/15/41 | 4,164 | 5,064 | |
Southwestern Public Service Co. | 3.400% | 8/15/46 | 7,460 | 8,089 | |
Southwestern Public Service Co. | 3.700% | 8/15/47 | 5,600 | 6,385 | |
Southwestern Public Service Co. | 4.400% | 11/15/48 | 610 | 769 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 6,000 | 6,873 | |
Southwestern Public Service Co. | 3.150% | 5/1/50 | 7,000 | 7,500 | |
Tampa Electric Co. | 4.100% | 6/15/42 | 2,250 | 2,636 | |
Tampa Electric Co. | 4.350% | 5/15/44 | 2,300 | 2,811 | |
Tampa Electric Co. | 4.300% | 6/15/48 | 4,065 | 5,008 | |
Tampa Electric Co. | 3.625% | 6/15/50 | 2,000 | 2,334 | |
Toledo Edison Co. | 6.150% | 5/15/37 | 2,769 | 3,965 | |
Tucson Electric Power Co. | 3.050% | 3/15/25 | 2,000 | 2,170 | |
Union Electric Co. | 3.500% | 4/15/24 | 4,990 | 5,414 | |
Union Electric Co. | 2.950% | 6/15/27 | 15,375 | 16,791 | |
Union Electric Co. | 3.500% | 3/15/29 | 3,650 | 4,192 | |
Union Electric Co. | 2.950% | 3/15/30 | 4,500 | 5,023 | |
Union Electric Co. | 5.300% | 8/1/37 | 3,244 | 4,279 | |
Union Electric Co. | 8.450% | 3/15/39 | 2,300 | 3,819 | |
Union Electric Co. | 3.900% | 9/15/42 | 175 | 204 | |
Union Electric Co. | 3.650% | 4/15/45 | 1,825 | 2,071 | |
Union Electric Co. | 4.000% | 4/1/48 | 3,500 | 4,219 | |
Union Electric Co. | 3.250% | 10/1/49 | 2,840 | 3,082 | |
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 2,025 | 2,080 | |
Virginia Electric & Power Co. | 3.450% | 9/1/22 | 14,234 | 14,963 | |
Virginia Electric & Power Co. | 2.750% | 3/15/23 | 6,075 | 6,363 | |
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 4,489 | 4,853 | |
Virginia Electric & Power Co. | 3.100% | 5/15/25 | 3,450 | 3,776 | |
Virginia Electric & Power Co. | 3.150% | 1/15/26 | 14,645 | 16,288 | |
Virginia Electric & Power Co. | 2.950% | 11/15/26 | 3,532 | 3,901 | |
Virginia Electric & Power Co. | 3.500% | 3/15/27 | 6,550 | 7,417 | |
Virginia Electric & Power Co. | 3.800% | 4/1/28 | 11,552 | 13,391 | |
Virginia Electric & Power Co. | 2.875% | 7/15/29 | 1,682 | 1,850 | |
Virginia Electric & Power Co. | 6.000% | 1/15/36 | 2,940 | 4,049 | |
Virginia Electric & Power Co. | 6.000% | 5/15/37 | 4,835 | 6,779 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 3,150 | 4,798 | |
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 570 | 1,020 | |
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 15,475 | 18,424 | |
Virginia Electric & Power Co. | 4.650% | 8/15/43 | 5,505 | 7,006 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 6,515 | 8,114 | |
Virginia Electric & Power Co. | 4.200% | 5/15/45 | 1,380 | 1,675 | |
Virginia Electric & Power Co. | 4.000% | 11/15/46 | 8,000 | 9,610 | |
Virginia Electric & Power Co. | 3.800% | 9/15/47 | 6,604 | 7,755 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 8,575 | 11,185 | |
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 1,750 | 1,938 | |
WEC Energy Group Inc. | 3.550% | 6/15/25 | 3,865 | 4,313 |
151
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Westar Energy Inc. | 2.550% | 7/1/26 | 6,250 | 6,560 | |
Westar Energy Inc. | 3.100% | 4/1/27 | 4,500 | 4,774 | |
Westar Energy Inc. | 4.125% | 3/1/42 | 5,160 | 6,088 | |
Westar Energy Inc. | 4.100% | 4/1/43 | 4,055 | 4,797 | |
Westar Energy Inc. | 4.250% | 12/1/45 | 3,010 | 3,666 | |
Westar Energy Inc. | 3.250% | 9/1/49 | 2,700 | 2,853 | |
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 2,000 | 2,107 | |
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 150 | 198 | |
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 100 | 139 | |
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 2,725 | 3,369 | |
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,300 | 2,483 | |
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 2,150 | 2,994 | |
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 3,000 | 3,536 | |
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 3,500 | 3,647 | |
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 2,650 | 2,904 | |
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 4,375 | 5,513 | |
Xcel Energy Inc. | 2.400% | 3/15/21 | 3,325 | 3,355 | |
Xcel Energy Inc. | 2.600% | 3/15/22 | 4,250 | 4,372 | |
Xcel Energy Inc. | 3.300% | 6/1/25 | 9,900 | 10,875 | |
Xcel Energy Inc. | 4.000% | 6/15/28 | 7,400 | 8,638 | |
Xcel Energy Inc. | 2.600% | 12/1/29 | 7,005 | 7,396 | |
Xcel Energy Inc. | 3.400% | 6/1/30 | 7,669 | 8,705 | |
Xcel Energy Inc. | 6.500% | 7/1/36 | 986 | 1,412 | |
Xcel Energy Inc. | 3.500% | 12/1/49 | 4,440 | 4,882 | |
Natural Gas (0.2%) | |||||
Atmos Energy Corp. | 3.000% | 6/15/27 | 5,800 | 6,350 | |
Atmos Energy Corp. | 2.625% | 9/15/29 | 1,500 | 1,625 | |
Atmos Energy Corp. | 5.500% | 6/15/41 | 4,110 | 5,783 | |
Atmos Energy Corp. | 4.150% | 1/15/43 | 3,435 | 4,203 | |
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,000 | 3,714 | |
Atmos Energy Corp. | 4.125% | 3/15/49 | 7,938 | 10,044 | |
Atmos Energy Corp. | 3.375% | 9/15/49 | 3,440 | 3,866 | |
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 2,500 | 2,662 | |
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 7,040 | 7,934 | |
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 2,775 | 3,727 | |
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 300 | 330 | |
6 | East Ohio Gas Co. | 3.000% | 6/15/50 | 2,500 | 2,497 |
KeySpan Corp. | 5.803% | 4/1/35 | 2,817 | 3,706 | |
NiSource Finance Corp. | 3.490% | 5/15/27 | 7,350 | 8,275 | |
NiSource Finance Corp. | 5.950% | 6/15/41 | 10,447 | 14,406 | |
NiSource Finance Corp. | 5.250% | 2/15/43 | 3,120 | 4,006 | |
NiSource Finance Corp. | 4.800% | 2/15/44 | 3,300 | 4,051 | |
NiSource Finance Corp. | 5.650% | 2/1/45 | 767 | 1,036 | |
NiSource Finance Corp. | 4.375% | 5/15/47 | 7,775 | 9,454 | |
NiSource Inc. | 2.650% | 11/17/22 | 4,775 | 4,972 | |
NiSource Inc. | 3.650% | 6/15/23 | 3,455 | 3,722 | |
NiSource Inc. | 2.950% | 9/1/29 | 6,020 | 6,555 | |
ONE Gas Inc. | 2.000% | 5/15/30 | 2,500 | 2,555 | |
ONE Gas Inc. | 4.658% | 2/1/44 | 4,525 | 5,667 | |
ONE Gas Inc. | 4.500% | 11/1/48 | 3,000 | 3,808 | |
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 4,975 | 5,653 | |
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 1,225 | 1,492 | |
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 4,595 | 5,096 |
152
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 3,400 | 3,679 | |||
Sempra Energy | 2.900% | 2/1/23 | 2,625 | 2,743 | |||
Sempra Energy | 4.050% | 12/1/23 | 11,835 | 12,883 | |||
Sempra Energy | 3.750% | 11/15/25 | 12,905 | 14,238 | |||
Sempra Energy | 3.250% | 6/15/27 | 7,595 | 8,339 | |||
Sempra Energy | 3.400% | 2/1/28 | 9,458 | 10,348 | |||
Sempra Energy | 3.800% | 2/1/38 | 13,175 | 14,252 | |||
Sempra Energy | 6.000% | 10/15/39 | 8,000 | 11,024 | |||
Sempra Energy | 4.000% | 2/1/48 | 4,570 | 5,190 | |||
Southern California Gas Co. | 3.150% | 9/15/24 | 4,200 | 4,572 | |||
Southern California Gas Co. | 3.200% | 6/15/25 | 560 | 616 | |||
Southern California Gas Co. | 2.600% | 6/15/26 | 11,376 | 12,169 | |||
Southern California Gas Co. | 2.550% | 2/1/30 | 5,200 | 5,619 | |||
Southern California Gas Co. | 3.750% | 9/15/42 | 4,075 | 4,622 | |||
Southern California Gas Co. | 4.125% | 6/1/48 | 5,000 | 6,147 | |||
Southern California Gas Co. | 4.300% | 1/15/49 | 4,500 | 5,712 | |||
Southern California Gas Co. | 3.950% | 2/15/50 | 2,900 | 3,516 | |||
Southern Co. Gas Capital Corp. | 3.500% | 9/15/21 | 630 | 646 | |||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 5,775 | 6,179 | |||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 6,325 | 8,242 | |||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,000 | 1,156 | |||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 4,725 | 5,204 | |||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 12,295 | 14,706 | |||
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,500 | 2,778 | |||
Southwest Gas Corp. | 3.800% | 9/29/46 | 2,600 | 2,822 | |||
Southwest Gas Corp. | 4.150% | 6/1/49 | 2,300 | 2,618 | |||
Washington Gas Light Co. | 3.796% | 9/15/46 | 3,550 | 3,953 | |||
Washington Gas Light Co. | 3.650% | 9/15/49 | 1,285 | 1,435 | |||
Other Utility (0.1%) | |||||||
American Water Capital Corp. | 3.850% | 3/1/24 | 5,075 | 5,601 | |||
American Water Capital Corp. | 3.400% | 3/1/25 | 4,500 | 4,995 | |||
American Water Capital Corp. | 2.950% | 9/1/27 | 11,000 | 12,022 | |||
American Water Capital Corp. | 3.450% | 6/1/29 | 2,120 | 2,403 | |||
American Water Capital Corp. | 2.800% | 5/1/30 | 3,000 | 3,267 | |||
American Water Capital Corp. | 6.593% | 10/15/37 | 6,650 | 9,896 | |||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,025 | 1,275 | |||
American Water Capital Corp. | 4.000% | 12/1/46 | 600 | 721 | |||
American Water Capital Corp. | 3.750% | 9/1/47 | 9,825 | 11,385 | |||
American Water Capital Corp. | 4.200% | 9/1/48 | 10,500 | 12,988 | |||
American Water Capital Corp. | 4.150% | 6/1/49 | 4,800 | 5,945 | |||
American Water Capital Corp. | 3.450% | 5/1/50 | 5,000 | 5,659 | |||
Essential Utilities Inc. | 3.566% | 5/1/29 | 3,000 | 3,320 | |||
Essential Utilities Inc. | 2.704% | 4/15/30 | 4,000 | 4,192 | |||
Essential Utilities Inc. | 4.276% | 5/1/49 | 4,000 | 4,827 | |||
Essential Utilities Inc. | 3.351% | 4/15/50 | 5,000 | 5,217 | |||
United Utilities plc | 6.875% | 8/15/28 | 75 | 94 | |||
Veolia Environnement SA | 6.750% | 6/1/38 | 1,643 | 2,323 | |||
4,355,078 | |||||||
Total Corporate Bonds (Cost $51,288,325) | 56,180,539 | ||||||
Sovereign Bonds (3.9%) | |||||||
African Development Bank | 1.250% | 7/26/21 | 10,750 | 10,860 | |||
African Development Bank | 2.375% | 9/23/21 | 13,500 | 13,841 |
153
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
African Development Bank | 1.625% | 9/16/22 | 14,500 | 14,920 | |||
African Development Bank | 2.125% | 11/16/22 | 31,950 | 33,300 | |||
African Development Bank | 3.000% | 9/20/23 | 12,900 | 13,986 | |||
Asian Development Bank | 2.000% | 2/16/22 | 38,025 | 39,079 | |||
Asian Development Bank | 1.875% | 2/18/22 | 17,415 | 17,864 | |||
Asian Development Bank | 0.625% | 4/7/22 | 9,500 | 9,557 | |||
Asian Development Bank | 1.875% | 7/19/22 | 43,920 | 45,352 | |||
Asian Development Bank | 1.875% | 8/10/22 | 6,000 | 6,199 | |||
Asian Development Bank | 1.750% | 9/13/22 | 30,315 | 31,280 | |||
Asian Development Bank | 1.625% | 1/24/23 | 22,600 | 23,360 | |||
Asian Development Bank | 2.750% | 3/17/23 | 26,500 | 28,238 | |||
Asian Development Bank | 2.625% | 1/30/24 | 16,550 | 17,878 | |||
Asian Development Bank | 1.500% | 10/18/24 | 27,500 | 28,765 | |||
Asian Development Bank | 2.000% | 1/22/25 | 13,225 | 14,137 | |||
Asian Development Bank | 2.125% | 3/19/25 | 13,404 | 14,438 | |||
Asian Development Bank | 0.625% | 4/29/25 | 13,400 | 13,487 | |||
Asian Development Bank | 2.000% | 4/24/26 | 1,700 | 1,838 | |||
Asian Development Bank | 2.625% | 1/12/27 | 7,250 | 8,133 | |||
Asian Development Bank | 2.375% | 8/10/27 | 5,265 | 5,859 | |||
Asian Development Bank | 6.220% | 8/15/27 | 2,175 | 2,942 | |||
Asian Development Bank | 2.500% | 11/2/27 | 46,115 | 51,851 | |||
Asian Development Bank | 2.750% | 1/19/28 | 450 | 515 | |||
Asian Development Bank | 3.125% | 9/26/28 | 15,188 | 17,880 | |||
Asian Development Bank | 1.750% | 9/19/29 | 6,040 | 6,478 | |||
Asian Development Bank | 1.875% | 1/24/30 | 10,865 | 11,794 | |||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 12,785 | 13,684 | |||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 14,200 | 14,167 | |||
Canada | 2.625% | 1/25/22 | 11,000 | 11,408 | |||
Canada | 2.000% | 11/15/22 | 25,890 | 26,975 | |||
Canada | 1.625% | 1/22/25 | 26,500 | 27,917 | |||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 15,380 | 16,046 | |||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 5,300 | 5,612 | |||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 1,500 | 1,777 | |||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 8,500 | 8,883 | |||
CNOOC Finance 2015 Australia Pty Ltd. | 4.200% | 5/5/45 | 7,600 | 9,032 | |||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 16,900 | 18,424 | |||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 2,450 | 2,847 | |||
CNOOC Nexen Finance 2014 ULC | 4.250% | 4/30/24 | 10,075 | 11,053 | |||
CNOOC Nexen Finance 2014 ULC | 4.875% | 4/30/44 | 8,865 | 11,694 | |||
Corp. Andina de Fomento | 3.250% | 2/11/22 | 2,000 | 2,048 | |||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 23,269 | 24,424 | |||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 11,350 | 11,632 | |||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 1,500 | 1,522 | |||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 9,500 | 10,153 | |||
Council Of Europe Development Bank | 1.750% | 9/26/22 | 8,300 | 8,566 | |||
Council Of Europe Development Bank | 2.625% | 2/13/23 | 18,475 | 19,585 | |||
Council Of Europe Development Bank | 2.500% | 2/27/24 | 1,825 | 1,965 | |||
Council Of Europe Development Bank | 1.375% | 2/27/25 | 11,435 | 11,906 | |||
Ecopetrol SA | 5.875% | 9/18/23 | 15,725 | 16,845 | |||
Ecopetrol SA | 4.125% | 1/16/25 | 16,775 | 16,712 | |||
Ecopetrol SA | 5.375% | 6/26/26 | 14,000 | 14,735 | |||
Ecopetrol SA | 6.875% | 4/29/30 | 14,544 | 16,726 | |||
Ecopetrol SA | 7.375% | 9/18/43 | 5,900 | 7,095 | |||
Ecopetrol SA | 5.875% | 5/28/45 | 15,055 | 15,827 |
154
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Equinor ASA | 2.750% | 11/10/21 | 10,400 | 10,699 | |||
Equinor ASA | 3.150% | 1/23/22 | 4,475 | 4,656 | |||
Equinor ASA | 2.450% | 1/17/23 | 17,667 | 18,437 | |||
Equinor ASA | 2.650% | 1/15/24 | 18,747 | 19,935 | |||
Equinor ASA | 3.700% | 3/1/24 | 9,856 | 10,909 | |||
Equinor ASA | 3.250% | 11/10/24 | 10,194 | 11,260 | |||
Equinor ASA | 7.250% | 9/23/27 | 4,350 | 5,835 | |||
Equinor ASA | 3.625% | 9/10/28 | 9,652 | 11,049 | |||
6 | Equinor ASA | 6.500% | 12/1/28 | 225 | 295 | ||
Equinor ASA | 2.375% | 5/22/30 | 1,900 | 1,971 | |||
Equinor ASA | 5.100% | 8/17/40 | 11,100 | 14,184 | |||
Equinor ASA | 4.250% | 11/23/41 | 3,100 | 3,695 | |||
Equinor ASA | 3.950% | 5/15/43 | 2,550 | 2,957 | |||
Equinor ASA | 4.800% | 11/8/43 | 12,295 | 15,892 | |||
Equinor ASA | 3.250% | 11/18/49 | 4,475 | 4,707 | |||
Equinor ASA | 3.700% | 4/6/50 | 15,720 | 18,060 | |||
European Bank for Reconstruction & Development | 1.875% | 7/15/21 | 5,200 | 5,285 | |||
European Bank for Reconstruction & Development | 1.500% | 11/2/21 | 11,000 | 11,176 | |||
European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 14,300 | 14,672 | |||
European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 24,750 | 26,357 | |||
European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 16,000 | 15,992 | |||
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 2,000 | 2,100 | |||
European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 2,265 | 2,372 | |||
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 12,000 | 12,013 | |||
European Investment Bank | 1.375% | 9/15/21 | 2,000 | 2,027 | |||
European Investment Bank | 2.125% | 10/15/21 | 26,125 | 26,751 | |||
European Investment Bank | 2.875% | 12/15/21 | 31,890 | 33,105 | |||
European Investment Bank | 2.250% | 3/15/22 | 48,575 | 50,228 | |||
European Investment Bank | 2.625% | 5/20/22 | 22,000 | 22,983 | |||
European Investment Bank | 2.375% | 6/15/22 | 44,995 | 46,860 | |||
European Investment Bank | 2.250% | 8/15/22 | 14,470 | 15,082 | |||
European Investment Bank | 1.375% | 9/6/22 | 33,000 | 33,808 | |||
European Investment Bank | 2.000% | 12/15/22 | 867 | 904 | |||
European Investment Bank | 2.500% | 3/15/23 | 63,300 | 67,106 | |||
European Investment Bank | 1.375% | 5/15/23 | 32,390 | 33,407 | |||
European Investment Bank | 2.875% | 8/15/23 | 32,200 | 34,787 | |||
European Investment Bank | 0.250% | 9/15/23 | 20,000 | 19,984 | |||
European Investment Bank | 3.125% | 12/14/23 | 12,000 | 13,160 | |||
European Investment Bank | 3.250% | 1/29/24 | 59,480 | 65,634 | |||
European Investment Bank | 2.625% | 3/15/24 | 52,370 | 56,753 | |||
European Investment Bank | 2.250% | 6/24/24 | 28,195 | 30,300 | |||
European Investment Bank | 2.500% | 10/15/24 | 9,922 | 10,808 | |||
European Investment Bank | 1.875% | 2/10/25 | 15,100 | 16,096 | |||
European Investment Bank | 1.625% | 3/14/25 | 22,000 | 23,224 | |||
European Investment Bank | 2.125% | 4/13/26 | 23,000 | 25,054 | |||
European Investment Bank | 2.375% | 5/24/27 | 8,000 | 8,910 |
155
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
European Investment Bank | 1.625% | 10/9/29 | 3,060 | 3,263 | |||
European Investment Bank | 0.875% | 5/17/30 | 3,000 | 2,996 | |||
European Investment Bank | 4.875% | 2/15/36 | 14,460 | 21,882 | |||
Export Development Canada | 1.375% | 10/21/21 | 18,040 | 18,286 | |||
Export Development Canada | 1.750% | 7/18/22 | 10,525 | 10,834 | |||
Export Development Canada | 2.500% | 1/24/23 | 5,250 | 5,536 | |||
Export Development Canada | 1.375% | 2/24/23 | 35,000 | 35,873 | |||
Export Development Canada | 2.750% | 3/15/23 | 8,850 | 9,422 | |||
Export Development Canada | 2.625% | 2/21/24 | 5,000 | 5,403 | |||
Export-Import Bank of Korea | 1.875% | 10/21/21 | 3,450 | 3,499 | |||
Export-Import Bank of Korea | 3.500% | 11/27/21 | 5,000 | 5,187 | |||
Export-Import Bank of Korea | 2.750% | 1/25/22 | 14,500 | 14,930 | |||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 800 | 859 | |||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 10,000 | 10,919 | |||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 17,850 | 19,706 | |||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 13,400 | 14,492 | |||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 1,000 | 1,038 | |||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 6,200 | 6,913 | |||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 6,000 | 6,527 | |||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 425 | 479 | |||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 4,080 | 4,305 | |||
FMS Wertmanagement | 2.000% | 8/1/22 | 46,500 | 48,133 | |||
Hydro-Quebec | 8.400% | 1/15/22 | 4,215 | 4,709 | |||
Hydro-Quebec | 8.050% | 7/7/24 | 7,240 | 9,187 | |||
Hydro-Quebec | 8.500% | 12/1/29 | 3,940 | 6,285 | |||
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 6,250 | 6,482 | |||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 9,212 | 10,174 | |||
Inter-American Development Bank | 1.875% | 7/23/21 | 5,000 | 5,084 | |||
Inter-American Development Bank | 2.125% | 1/18/22 | 51,750 | 53,215 | |||
Inter-American Development Bank | 1.750% | 4/14/22 | 25,600 | 26,266 | |||
Inter-American Development Bank | 1.750% | 9/14/22 | 20,850 | 21,519 | |||
Inter-American Development Bank | 3.000% | 9/26/22 | 24,000 | 25,443 | |||
Inter-American Development Bank | 2.500% | 1/18/23 | 57,275 | 60,458 | |||
Inter-American Development Bank | 3.000% | 10/4/23 | 34,050 | 36,985 | |||
Inter-American Development Bank | 2.625% | 1/16/24 | 28,201 | 30,439 | |||
Inter-American Development Bank | 3.000% | 2/21/24 | 13,000 | 14,230 | |||
Inter-American Development Bank | 2.125% | 1/15/25 | 21,000 | 22,550 | |||
Inter-American Development Bank | 1.750% | 3/14/25 | 25,500 | 27,006 | |||
Inter-American Development Bank | 0.875% | 4/3/25 | 5,000 | 5,091 | |||
Inter-American Development Bank | 7.000% | 6/15/25 | 6,750 | 8,730 | |||
Inter-American Development Bank | 0.625% | 7/15/25 | 34,475 | 34,676 | |||
Inter-American Development Bank | 2.000% | 6/2/26 | 27,625 | 29,831 | |||
Inter-American Development Bank | 2.000% | 7/23/26 | 5,600 | 6,044 | |||
Inter-American Development Bank | 2.375% | 7/7/27 | 28,500 | 31,693 | |||
Inter-American Development Bank | 3.125% | 9/18/28 | 25,000 | 29,463 | |||
Inter-American Development Bank | 2.250% | 6/18/29 | 5,300 | 5,906 | |||
Inter-American Development Bank | 3.875% | 10/28/41 | 350 | 486 | |||
Inter-American Development Bank | 3.200% | 8/7/42 | 3,375 | 4,300 | |||
Inter-American Development Bank | 4.375% | 1/24/44 | 4,600 | 6,975 | |||
International Bank for Reconstruction & Development | 2.750% | 7/23/21 | 49,669 | 50,977 | |||
International Bank for Reconstruction & Development | 1.375% | 9/20/21 | 34,810 | 35,283 |
156
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value• | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 15,270 | 15,680 | |||
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 59,250 | 60,855 | |||
International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 55,885 | 57,102 | |||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 33,075 | 34,292 | |||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 19,955 | 23,647 | |||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 6,020 | 6,262 | |||
International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 64,975 | 68,001 | |||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 41,368 | 44,940 | |||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 34,720 | 37,461 | |||
International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 27,910 | 29,165 | |||
International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 47,197 | 51,453 | |||
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 17,560 | 18,487 | |||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 19,800 | 19,948 | |||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 37,450 | 41,203 | |||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 19,620 | 22,332 | |||
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 450 | 647 | |||
International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 15,000 | 16,891 | |||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 12,680 | 13,631 | |||
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 15,000 | 14,954 | |||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 2,500 | 3,675 | |||
International Finance Corp. | 2.000% | 10/24/22 | 21,204 | 22,036 | |||
International Finance Corp. | 2.875% | 7/31/23 | 21,765 | 23,476 | |||
International Finance Corp. | 1.375% | 10/16/24 | 12,260 | 12,758 | |||
International Finance Corp. | 2.125% | 4/7/26 | 15,290 | 16,649 | |||
8 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 7,225 | 7,427 | ||
8 | Japan Bank for International Cooperation | 1.500% | 7/21/21 | 18,100 | 18,298 | ||
8 | Japan Bank for International Cooperation | 2.000% | 11/4/21 | 8,250 | 8,418 | ||
8 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 7,502 | 7,789 | ||
8 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 9,340 | 9,698 | ||
8 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 5,900 | 6,050 | ||
8 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 22,180 | 22,846 | ||
8 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 20,000 | 20,621 | ||
8 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 6,000 | 6,019 | ||
8 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 18,223 | 19,706 |
157
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
8 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 225 | 244 |
8 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 18,900 | 20,634 |
8 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 14,000 | 15,012 |
8 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 16,250 | 17,716 |
8 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 7,600 | 7,941 |
8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 14,500 | 15,423 |
8 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 1,600 | 1,739 |
8 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 18,000 | 19,490 |
8 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 19,000 | 21,424 |
8 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 12,700 | 14,342 |
8 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 21,850 | 24,598 |
8 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 12,150 | 14,200 |
8 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 16,150 | 19,271 |
8 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 7,000 | 7,537 |
8 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 8,400 | 9,306 |
8 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,500 | 5,274 |
9 | KFW | 1.500% | 6/15/21 | 14,000 | 14,166 |
9 | KFW | 2.375% | 8/25/21 | 19,590 | 20,063 |
9 | KFW | 1.750% | 9/15/21 | 33,300 | 33,889 |
9 | KFW | 2.000% | 11/30/21 | 14,715 | 15,072 |
9 | KFW | 3.125% | 12/15/21 | 54,665 | 56,913 |
9 | KFW | 2.625% | 1/25/22 | 32,500 | 33,695 |
9 | KFW | 2.500% | 2/15/22 | 58,700 | 60,837 |
9 | KFW | 2.125% | 3/7/22 | 50,000 | 51,566 |
9 | KFW | 2.125% | 6/15/22 | 52,200 | 54,100 |
9 | KFW | 1.750% | 8/22/22 | 24,475 | 25,255 |
9 | KFW | 2.000% | 10/4/22 | 24,875 | 25,839 |
9 | KFW | 2.375% | 12/29/22 | 44,000 | 46,292 |
9 | KFW | 2.125% | 1/17/23 | 23,700 | 24,803 |
9 | KFW | 1.625% | 2/15/23 | 40,970 | 42,346 |
9 | KFW | 2.625% | 2/28/24 | 30,000 | 32,479 |
9 | KFW | 1.375% | 8/5/24 | 5,200 | 5,387 |
9 | KFW | 2.500% | 11/20/24 | 49,500 | 53,972 |
9 | KFW | 2.000% | 5/2/25 | 16,640 | 17,865 |
9 | KFW | 2.875% | 4/3/28 | 18,635 | 21,661 |
9 | KFW | 1.750% | 9/14/29 | 7,225 | 7,766 |
9 | KFW | 0.000% | 4/18/36 | 9,385 | 7,523 |
9 | KFW | 0.000% | 6/29/37 | 23,742 | 18,683 |
Korea Development Bank | 4.625% | 11/16/21 | 625 | 657 | |
Korea Development Bank | 2.625% | 2/27/22 | 13,069 | 13,443 | |
Korea Development Bank | 3.000% | 9/14/22 | 30,650 | 32,114 | |
Korea Development Bank | 3.375% | 3/12/23 | 24,200 | 25,764 | |
Korea Development Bank | 2.750% | 3/19/23 | 3,100 | 3,250 | |
Korea Development Bank | 3.750% | 1/22/24 | 14,400 | 15,781 | |
Korea Development Bank | 3.250% | 2/19/24 | 1,000 | 1,080 | |
Korea Development Bank | 2.125% | 10/1/24 | 4,300 | 4,501 | |
Korea Development Bank | 3.000% | 1/13/26 | 1,100 | 1,208 | |
9 | Landwirtschaftliche Rentenbank | 1.750% | 9/24/21 | 8,000 | 8,140 |
9 | Landwirtschaftliche Rentenbank | 2.250% | 10/1/21 | 18,885 | 19,337 |
9 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 3,345 | 3,425 |
9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 5,000 | 5,459 |
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 16,300 | 17,411 |
9 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 4,500 | 4,505 |
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 14,575 | 15,901 |
158
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 9,095 | 9,668 |
9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 23,105 | 26,007 |
Nexen Energy ULC | 7.875% | 3/15/32 | 4,075 | 6,140 | |
Nexen Energy ULC | 5.875% | 3/10/35 | 690 | 942 | |
Nexen Energy ULC | 6.400% | 5/15/37 | 10,400 | 14,726 | |
Nexen Energy ULC | 7.500% | 7/30/39 | 4,275 | 6,904 | |
Nordic Investment Bank | 1.250% | 8/2/21 | 5,000 | 5,051 | |
Nordic Investment Bank | 2.125% | 2/1/22 | 9,000 | 9,259 | |
Nordic Investment Bank | 1.375% | 10/17/22 | 6,100 | 6,249 | |
Nordic Investment Bank | 0.375% | 5/19/23 | 17,000 | 17,014 | |
Nordic Investment Bank | 2.875% | 7/19/23 | 8,750 | 9,431 | |
Nordic Investment Bank | 2.250% | 5/21/24 | 6,300 | 6,707 | |
North American Development Bank | 2.400% | 10/26/22 | 909 | 943 | |
10 | Oesterreichische Kontrollbank AG | 2.875% | 9/7/21 | 3,957 | 4,076 |
10 | Oesterreichische Kontrollbank AG | 2.375% | 10/1/21 | 6,450 | 6,612 |
10 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 5,000 | 5,182 |
10 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 1,000 | 1,028 |
10 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 6,000 | 6,400 |
10 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 5,000 | 5,455 |
10 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 13,150 | 13,683 |
4 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 3,155 | 3,463 |
4 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 10,193 | 11,146 |
4 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 9,195 | 10,528 |
4 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 19,204 | 22,492 |
4 | Oriental Republic of Uruguay | 7.875% | 1/15/33 | 200 | 303 |
4 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 5,233 | 7,928 |
4 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 6,729 | 7,771 |
4 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 32,510 | 41,938 |
4 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 20,382 | 26,114 |
4 | Petroleos Mexicanos | 2.290% | 2/15/24 | 600 | 615 |
Petroleos Mexicanos | 2.378% | 4/15/25 | 950 | 984 | |
Province of Alberta | 2.200% | 7/26/22 | 20,105 | 20,799 | |
Province of Alberta | 3.350% | 11/1/23 | 17,910 | 19,508 | |
Province of Alberta | 2.950% | 1/23/24 | 12,350 | 13,348 | |
Province of Alberta | 1.875% | 11/13/24 | 15,000 | 15,685 | |
Province of Alberta | 1.000% | 5/20/25 | 12,395 | 12,485 | |
Province of Alberta | 3.300% | 3/15/28 | 14,000 | 16,187 | |
Province of British Columbia | 2.650% | 9/22/21 | 13,150 | 13,526 | |
Province of British Columbia | 2.000% | 10/23/22 | 17,150 | 17,809 | |
Province of British Columbia | 2.250% | 6/2/26 | 1,150 | 1,247 | |
Province of British Columbia | 7.250% | 9/1/36 | 2,681 | 4,598 | |
Province of Manitoba | 2.100% | 9/6/22 | 7,100 | 7,346 | |
Province of Manitoba | 2.600% | 4/16/24 | 9,700 | 10,419 | |
Province of Manitoba | 3.050% | 5/14/24 | 4,800 | 5,239 | |
Province of Manitoba | 2.125% | 6/22/26 | 9,782 | 10,508 | |
Province of New Brunswick | 2.500% | 12/12/22 | 4,005 | 4,199 | |
Province of New Brunswick | 3.625% | 2/24/28 | 5,300 | 6,220 | |
Province of Nova Scotia | 9.125% | 5/1/21 | 1,280 | 1,365 | |
Province of Ontario | 2.500% | 9/10/21 | 16,000 | 16,397 | |
Province of Ontario | 2.400% | 2/8/22 | 16,000 | 16,516 | |
Province of Ontario | 2.550% | 4/25/22 | 17,100 | 17,764 | |
Province of Ontario | 2.250% | 5/18/22 | 27,900 | 28,866 | |
Province of Ontario | 2.450% | 6/29/22 | 1,525 | 1,585 | |
Province of Ontario | 2.200% | 10/3/22 | 16,725 | 17,366 |
159
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Province of Ontario | 1.750% | 1/24/23 | 16,335 | 16,894 | |
Province of Ontario | 3.400% | 10/17/23 | 35,765 | 39,096 | |
Province of Ontario | 3.050% | 1/29/24 | 20,050 | 21,816 | |
Province of Ontario | 3.200% | 5/16/24 | 10,000 | 10,988 | |
Province of Ontario | 2.500% | 4/27/26 | 8,000 | 8,735 | |
Province of Ontario | 2.300% | 6/15/26 | 20,000 | 21,507 | |
Province of Ontario | 2.000% | 10/2/29 | 17,000 | 18,053 | |
Province of Quebec | 2.750% | 8/25/21 | 13,725 | 14,101 | |
Province of Quebec | 2.375% | 1/31/22 | 8,000 | 8,247 | |
Province of Quebec | 2.625% | 2/13/23 | 34,919 | 36,911 | |
Province of Quebec | 7.125% | 2/9/24 | 8,675 | 10,639 | |
Province of Quebec | 2.875% | 10/16/24 | 9,400 | 10,292 | |
Province of Quebec | 1.500% | 2/11/25 | 14,745 | 15,132 | |
Province of Quebec | 2.500% | 4/20/26 | 500 | 548 | |
Province of Quebec | 2.750% | 4/12/27 | 43,050 | 48,071 | |
Province of Quebec | 7.500% | 9/15/29 | 11,407 | 17,576 | |
Province of Quebec | 1.350% | 5/28/30 | 4,800 | 4,832 | |
Province of Saskatchewan | 8.500% | 7/15/22 | 2,707 | 3,136 | |
Republic of Chile | 3.250% | 9/14/21 | 5,395 | 5,550 | |
Republic of Chile | 2.250% | 10/30/22 | 1,000 | 1,032 | |
Republic of Chile | 3.125% | 3/27/25 | 7,330 | 7,962 | |
Republic of Chile | 3.125% | 1/21/26 | 8,894 | 9,713 | |
4 | Republic of Chile | 3.240% | 2/6/28 | 16,810 | 18,424 |
Republic of Chile | 2.450% | 1/31/31 | 4,800 | 4,936 | |
4 | Republic of Chile | 2.550% | 1/27/32 | 9,000 | 9,343 |
Republic of Chile | 3.625% | 10/30/42 | 1,100 | 1,245 | |
Republic of Chile | 3.860% | 6/21/47 | 10,200 | 12,010 | |
4 | Republic of Chile | 3.500% | 1/25/50 | 14,700 | 16,458 |
Republic of Colombia | 4.375% | 7/12/21 | 10,885 | 11,184 | |
4 | Republic of Colombia | 2.625% | 3/15/23 | 22,050 | 22,349 |
Republic of Colombia | 4.000% | 2/26/24 | 23,633 | 24,816 | |
Republic of Colombia | 8.125% | 5/21/24 | 1,800 | 2,160 | |
4 | Republic of Colombia | 4.500% | 1/28/26 | 22,717 | 24,554 |
4 | Republic of Colombia | 3.875% | 4/25/27 | 13,450 | 14,132 |
4 | Republic of Colombia | 4.500% | 3/15/29 | 14,300 | 15,542 |
4 | Republic of Colombia | 3.000% | 1/30/30 | 7,400 | 7,259 |
4 | Republic of Colombia | 3.125% | 4/15/31 | 4,300 | 4,226 |
Republic of Colombia | 10.375% | 1/28/33 | 3,775 | 5,787 | |
Republic of Colombia | 7.375% | 9/18/37 | 9,600 | 13,050 | |
Republic of Colombia | 6.125% | 1/18/41 | 23,100 | 28,474 | |
4 | Republic of Colombia | 5.625% | 2/26/44 | 22,550 | 26,666 |
4 | Republic of Colombia | 5.000% | 6/15/45 | 45,020 | 50,118 |
Republic of Colombia | 5.200% | 5/15/49 | 11,400 | 13,167 | |
4 | Republic of Colombia | 4.125% | 5/15/51 | 15,000 | 14,793 |
Republic of Finland | 6.950% | 2/15/26 | 1,000 | 1,318 | |
Republic of Hungary | 6.375% | 3/29/21 | 20,199 | 21,007 | |
Republic of Hungary | 5.375% | 2/21/23 | 27,100 | 29,674 | |
Republic of Hungary | 5.750% | 11/22/23 | 175 | 199 | |
Republic of Hungary | 5.375% | 3/25/24 | 10,000 | 11,351 | |
Republic of Hungary | 7.625% | 3/29/41 | 11,365 | 19,053 | |
Republic of Indonesia | 2.950% | 1/11/23 | 2,475 | 2,543 | |
Republic of Indonesia | 4.450% | 2/11/24 | 6,900 | 7,460 | |
Republic of Indonesia | 3.500% | 1/11/28 | 19,400 | 20,588 | |
Republic of Indonesia | 4.100% | 4/24/28 | 7,850 | 8,694 |
160
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Republic of Indonesia | 4.750% | 2/11/29 | 9,150 | 10,591 | |
Republic of Indonesia | 3.400% | 9/18/29 | 3,250 | 3,449 | |
Republic of Indonesia | 2.850% | 2/14/30 | 6,500 | 6,638 | |
Republic of Indonesia | 3.850% | 10/15/30 | 8,500 | 9,446 | |
6 | Republic of Indonesia | 4.750% | 7/18/47 | 4,400 | 5,143 |
Republic of Indonesia | 4.350% | 1/11/48 | 13,495 | 15,200 | |
Republic of Indonesia | 5.350% | 2/11/49 | 6,750 | 8,749 | |
Republic of Indonesia | 3.700% | 10/30/49 | 11,525 | 11,986 | |
Republic of Indonesia | 4.200% | 10/15/50 | 19,950 | 22,320 | |
Republic of Indonesia | 4.450% | 4/15/70 | 8,785 | 10,092 | |
Republic of Italy | 6.875% | 9/27/23 | 24,693 | 28,591 | |
Republic of Italy | 2.375% | 10/17/24 | 24,000 | 24,370 | |
Republic of Italy | 2.875% | 10/17/29 | 20,600 | 20,612 | |
Republic of Italy | 5.375% | 6/15/33 | 21,495 | 26,867 | |
Republic of Italy | 4.000% | 10/17/49 | 21,600 | 22,030 | |
Republic of Korea | 3.875% | 9/11/23 | 1,200 | 1,315 | |
Republic of Korea | 5.625% | 11/3/25 | 575 | 711 | |
Republic of Korea | 2.750% | 1/19/27 | 33,400 | 36,304 | |
Republic of Korea | 4.125% | 6/10/44 | 5,635 | 7,792 | |
Republic of Korea | 3.875% | 9/20/48 | 5,693 | 7,813 | |
4 | Republic of Panama | 4.000% | 9/22/24 | 12,667 | 13,744 |
4 | Republic of Panama | 3.750% | 3/16/25 | 12,636 | 13,666 |
Republic of Panama | 7.125% | 1/29/26 | 7,622 | 9,604 | |
Republic of Panama | 8.875% | 9/30/27 | 4,296 | 6,095 | |
4 | Republic of Panama | 3.875% | 3/17/28 | 10,090 | 11,339 |
Republic of Panama | 9.375% | 4/1/29 | 8,380 | 12,706 | |
4 | Republic of Panama | 3.160% | 1/23/30 | 6,300 | 6,780 |
4 | Republic of Panama | 6.700% | 1/26/36 | 20,973 | 30,122 |
4 | Republic of Panama | 4.500% | 5/15/47 | 6,643 | 8,146 |
4 | Republic of Panama | 4.500% | 4/16/50 | 16,718 | 20,417 |
4 | Republic of Panama | 4.300% | 4/29/53 | 12,650 | 15,101 |
4 | Republic of Panama | 4.500% | 4/1/56 | 26,131 | 32,010 |
4 | Republic of Panama | 3.870% | 7/23/60 | 3,975 | 4,507 |
Republic of Peru | 7.350% | 7/21/25 | 900 | 1,145 | |
4 | Republic of Peru | 2.392% | 1/23/26 | 2,000 | 2,087 |
Republic of Peru | 4.125% | 8/25/27 | 2,300 | 2,636 | |
Republic of Peru | 2.844% | 6/20/30 | 7,325 | 7,855 | |
4 | Republic of Peru | 2.783% | 1/23/31 | 8,650 | 9,201 |
Republic of Peru | 8.750% | 11/21/33 | 27,093 | 45,161 | |
4 | Republic of Peru | 6.550% | 3/14/37 | 10,180 | 15,460 |
Republic of Peru | 5.625% | 11/18/50 | 22,183 | 34,975 | |
Republic of Poland | 5.125% | 4/21/21 | 4,120 | 4,269 | |
Republic of Poland | 5.000% | 3/23/22 | 19,385 | 20,791 | |
Republic of Poland | 3.000% | 3/17/23 | 24,675 | 26,129 | |
Republic of Poland | 4.000% | 1/22/24 | 17,000 | 18,827 | |
Republic of Poland | 3.250% | 4/6/26 | 14,350 | 16,078 | |
Republic of the Philippines | 4.200% | 1/21/24 | 8,400 | 9,125 | |
Republic of the Philippines | 9.500% | 10/21/24 | 2,170 | 2,835 | |
Republic of the Philippines | 10.625% | 3/16/25 | 8,525 | 11,914 | |
Republic of the Philippines | 5.500% | 3/30/26 | 9,350 | 11,232 | |
Republic of the Philippines | 3.000% | 2/1/28 | 45,750 | 49,328 | |
Republic of the Philippines | 3.750% | 1/14/29 | 14,000 | 15,987 | |
Republic of the Philippines | 9.500% | 2/2/30 | 6,750 | 10,969 | |
Republic of the Philippines | 2.457% | 5/5/30 | 2,800 | 2,933 |
161
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Republic of the Philippines | 7.750% | 1/14/31 | 13,300 | 19,867 | |
Republic of the Philippines | 6.375% | 1/15/32 | 10,004 | 13,818 | |
Republic of the Philippines | 6.375% | 10/23/34 | 16,540 | 23,797 | |
Republic of the Philippines | 5.000% | 1/13/37 | 8,950 | 11,512 | |
Republic of the Philippines | 3.950% | 1/20/40 | 19,599 | 22,732 | |
Republic of the Philippines | 3.700% | 3/1/41 | 14,408 | 16,371 | |
Republic of the Philippines | 3.700% | 2/2/42 | 12,588 | 14,446 | |
Republic of the Philippines | 2.950% | 5/5/45 | 20,230 | 21,083 | |
6 | Sinopec Group Overseas Development 2012 Ltd. | 4.875% | 5/17/42 | 450 | 576 |
State of Israel | 4.000% | 6/30/22 | 8,200 | 8,726 | |
State of Israel | 3.150% | 6/30/23 | 2,400 | 2,562 | |
State of Israel | 2.875% | 3/16/26 | 24,900 | 27,164 | |
State of Israel | 3.250% | 1/17/28 | 6,795 | 7,692 | |
State of Israel | 2.500% | 1/15/30 | 2,125 | 2,290 | |
State of Israel | 2.750% | 7/3/30 | 7,627 | 8,362 | |
State of Israel | 4.500% | 1/30/43 | 10,330 | 13,274 | |
State of Israel | 4.125% | 1/17/48 | 9,525 | 11,811 | |
State of Israel | 3.375% | 1/15/50 | 22,850 | 24,863 | |
State of Israel | 3.875% | 7/3/50 | 16,200 | 19,079 | |
State of Israel | 4.500% | 4/3/20 | 8,000 | 10,171 | |
Svensk Exportkredit AB | 1.625% | 9/12/21 | 20,900 | 21,213 | |
Svensk Exportkredit AB | 3.125% | 11/8/21 | 3,950 | 4,095 | |
Svensk Exportkredit AB | 2.000% | 8/30/22 | 18,520 | 19,139 | |
Svensk Exportkredit AB | 1.625% | 11/14/22 | 8,800 | 9,046 | |
Svensk Exportkredit AB | 2.875% | 3/14/23 | 8,395 | 8,944 | |
Svensk Exportkredit AB | 0.625% | 5/14/25 | 6,000 | 6,014 | |
Syngenta Finance NV | 3.125% | 3/28/22 | 9,895 | 10,006 | |
United Mexican States | 3.625% | 3/15/22 | 35,912 | 37,328 | |
United Mexican States | 8.000% | 9/24/22 | 360 | 410 | |
United Mexican States | 4.000% | 10/2/23 | 18,373 | 19,545 | |
United Mexican States | 3.600% | 1/30/25 | 21,771 | 22,989 | |
4 | United Mexican States | 3.900% | 4/27/25 | 10,750 | 11,470 |
United Mexican States | 4.125% | 1/21/26 | 25,790 | 27,791 | |
United Mexican States | 4.150% | 3/28/27 | 35,155 | 37,706 | |
United Mexican States | 3.750% | 1/11/28 | 22,600 | 23,497 | |
United Mexican States | 4.500% | 4/22/29 | 16,300 | 17,619 | |
4 | United Mexican States | 3.250% | 4/16/30 | 37,600 | 37,019 |
United Mexican States | 8.300% | 8/15/31 | 4,390 | 6,203 | |
United Mexican States | 4.750% | 4/27/32 | 38,500 | 42,446 | |
United Mexican States | 7.500% | 4/8/33 | 4,100 | 5,564 | |
United Mexican States | 6.750% | 9/27/34 | 6,810 | 8,934 | |
United Mexican States | 6.050% | 1/11/40 | 26,032 | 31,466 | |
United Mexican States | 4.750% | 3/8/44 | 36,833 | 38,392 | |
United Mexican States | 5.550% | 1/21/45 | 12,575 | 14,651 | |
United Mexican States | 4.600% | 1/23/46 | 23,191 | 23,708 | |
United Mexican States | 4.350% | 1/15/47 | 24,059 | 23,849 | |
United Mexican States | 4.600% | 2/10/48 | 15,596 | 15,936 | |
4 | United Mexican States | 4.500% | 1/31/50 | 19,400 | 19,953 |
4 | United Mexican States | 5.000% | 4/27/51 | 30,900 | 33,315 |
United Mexican States | 5.750% | 10/12/10 | 26,137 | 28,680 | |
Total Sovereign Bonds (Cost $6,940,938) | 7,460,724 |
162
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Taxable Municipal Bonds (0.7%) | |||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 2,195 | 2,320 | |
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,105 | 3,535 | |
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.834% | 2/15/41 | 3,625 | 5,900 | |
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.053% | 2/15/43 | 400 | 580 | |
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 5.939% | 2/15/47 | 6,245 | 9,189 | |
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.270% | 2/15/50 | 2,405 | 3,368 | |
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.499% | 2/15/50 | 750 | 1,218 | |
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 8.084% | 2/15/50 | 3,425 | 6,182 | |
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 4,385 | 4,717 | |
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 2,840 | 4,485 | |
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 13,008 | 22,691 | |
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 3,475 | 6,226 | |
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 6,940 | 12,457 | |
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 8,975 | 9,206 | |
California GO | 5.700% | 11/1/21 | 14,805 | 15,814 | |
California GO | 2.367% | 4/1/22 | 9,245 | 9,525 | |
California GO | 3.375% | 4/1/25 | 8,500 | 9,518 | |
California GO | 2.650% | 4/1/26 | 5,000 | 5,453 | |
California GO | 3.500% | 4/1/28 | 5,500 | 6,393 | |
California GO | 2.500% | 10/1/29 | 7,630 | 8,301 | |
California GO | 4.500% | 4/1/33 | 8,800 | 10,397 | |
California GO | 7.500% | 4/1/34 | 25,880 | 42,204 | |
California GO | 4.600% | 4/1/38 | 11,425 | 13,351 | |
California GO | 7.550% | 4/1/39 | 27,545 | 49,049 | |
California GO | 7.300% | 10/1/39 | 17,690 | 29,575 | |
California GO | 7.350% | 11/1/39 | 13,375 | 22,499 | |
California GO | 7.625% | 3/1/40 | 8,015 | 14,148 | |
California GO | 7.600% | 11/1/40 | 2,245 | 4,121 | |
California State University Systemwide Revenue | 3.899% | 11/1/47 | 4,275 | 5,267 | |
California State University Systemwide Revenue | 2.975% | 11/1/51 | 4,325 | 4,633 | |
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 660 | 939 | |
Chicago IL GO | 7.045% | 1/1/29 | 4,950 | 5,189 | |
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 5,110 | 7,384 | |
Chicago IL O’Hare International Airport Revenue | 6.395% | 1/1/40 | 1,570 | 2,341 |
163
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Chicago IL O’Hare International Airport Revenue | 4.472% | 1/1/49 | 6,655 | 8,634 | |
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 4,835 | 6,658 | |
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,375 | 5,266 | |
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 5,050 | 5,945 | |
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 7,450 | 8,755 | |
Commonwealth of Massachusetts | 2.514% | 7/1/41 | 2,250 | 2,258 | |
Connecticut GO | 5.632% | 12/1/29 | 1,610 | 2,036 | |
Connecticut GO | 5.090% | 10/1/30 | 800 | 957 | |
Connecticut GO | 5.850% | 3/15/32 | 9,890 | 13,394 | |
Cook County IL GO | 6.229% | 11/15/34 | 2,695 | 3,791 | |
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 1,236 | |
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 1,850 | 3,006 | |
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 2,960 | 4,476 | |
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 3,150 | 3,967 | |
Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,500 | 1,542 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 12,500 | 12,960 | |
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 3,575 | 3,626 | |
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 10,090 | 13,396 | |
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 3,750 | 5,378 | |
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 2,390 | 3,596 | |
Florida Board of Administration Finance Corp. Revenue | 2.638% | 7/1/21 | 5,000 | 5,103 | |
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 3,025 | 3,106 | |
George Washington University District of Columbia | 4.300% | 9/15/44 | 1,220 | 1,413 | |
George Washington University District of Columbia | 4.868% | 9/15/45 | 1,742 | 2,255 | |
George Washington University District of Columbia | 4.126% | 9/15/48 | 11,446 | 14,047 | |
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 7,151 | 10,400 | |
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,576 | 9,638 | |
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 5,024 | 7,232 | |
Grand Parkway Texas Transportation Corp. | 3.236% | 10/1/52 | 11,885 | 12,384 | |
Great Lakes Michigan Water Authority | |||||
Sewage Disposal System Revenue | 3.056% | 7/1/39 | 3,030 | 3,232 | |
Houston TX GO | 6.290% | 3/1/32 | 11,480 | 14,736 | |
Illinois GO | 4.950% | 6/1/23 | 1,855 | 1,873 | |
Illinois GO | 5.100% | 6/1/33 | 54,770 | 55,561 | |
Illinois GO | 6.630% | 2/1/35 | 5,475 | 6,037 | |
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,220 | 6,048 |
164
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 5,090 | 5,720 | |
JobsOhio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 2,285 | 2,851 | |
JobsOhio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 3,165 | 3,367 | |
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 3,250 | 4,153 | |
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 135 | 177 | |
11 | Kansas Development Finance Authority | ||||
Revenue (Public Employees Retirement System) | 5.501% | 5/1/34 | 2,025 | 2,598 | |
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 4,955 | 8,753 | |
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 1,650 | 2,496 | |
Los Angeles CA Department of Water & Power Revenue | 6.166% | 7/1/40 | 600 | 600 | |
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 6,555 | 11,283 | |
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 735 | 1,314 | |
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 3,530 | 4,493 | |
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 14,920 | 20,630 | |
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 3,225 | 4,771 | |
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 6,375 | 8,589 | |
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 895 | 1,500 | |
Maryland Transportation Authority Facilities | |||||
Projects Revenue | 5.888% | 7/1/43 | 840 | 1,227 | |
Massachusetts GO | 4.200% | 12/1/21 | 8,085 | 8,291 | |
Massachusetts GO | 4.500% | 8/1/31 | 350 | 431 | |
Massachusetts GO | 5.456% | 12/1/39 | 5,250 | 7,437 | |
Massachusetts GO | 2.813% | 9/1/43 | 7,000 | 7,510 | |
Massachusetts GO | 2.900% | 9/1/49 | 3,425 | 3,735 | |
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 2,780 | 3,851 | |
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 2,800 | 2,856 | |
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 3,375 | 4,818 | |
Metropolitan Government of Nashville & Davidson County Tennessee Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 1,540 | 2,339 | |
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 4,625 | 7,604 | |
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,155 | 6,578 | |
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 865 | 917 | |
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 13,050 | 14,065 |
165
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 6,105 | 6,732 | |
Michigan State University Revenue | 4.496% | 8/15/48 | 2,025 | 2,291 | |
Mississippi GO | 5.245% | 11/1/34 | 2,820 | 3,822 | |
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 3,500 | 4,326 | |
12 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 10,800 | 13,051 |
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 4,145 | 3,893 | |
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 5,370 | 5,002 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 7,680 | 8,366 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.104% | 12/15/28 | 3,680 | 3,765 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 3,550 | 4,285 | |
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 11,010 | 18,658 | |
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 16,751 | 27,676 | |
New York City NY GO | 6.646% | 12/1/31 | 100 | 102 | |
New York City NY GO | 6.246% | 6/1/35 | 950 | 954 | |
New York City NY GO | 5.517% | 10/1/37 | 3,225 | 4,583 | |
New York City NY GO | 6.271% | 12/1/37 | 5,425 | 8,370 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 5,625 | 8,629 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 795 | 1,227 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 1,000 | 1,534 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 350 | 541 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.282% | 6/15/42 | 2,275 | 2,327 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 1,070 | 1,612 | |
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 10,990 | 17,250 | |
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 2,925 | 3,860 | |
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 3,800 | 5,318 | |
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 1,080 | 1,493 | |
New York Metropolitan Transportation Authority Revenue | 5.175% | 11/15/49 | 12,575 | 14,669 | |
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 1,100 | 1,779 | |
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 975 | 1,151 | |
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 6.668% | 11/15/39 | 7,290 | 9,361 | |
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 7,035 | 7,251 |
166
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 2,100 | 2,285 | |
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 3,240 | 3,448 | |
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 2,705 | 3,509 | |
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 3,085 | 4,396 | |
New York State Thruway Authority | 2.900% | 1/1/35 | 2,050 | 2,201 | |
New York State Thruway Authority | 3.500% | 1/1/42 | 1,500 | 1,531 | |
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 3,040 | 3,477 | |
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 2,375 | 3,015 | |
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 7,225 | 12,746 | |
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 1,575 | 2,244 | |
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 4,500 | 5,650 | |
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 5,431 | 8,271 | |
Ohio Turnpike Commision Revenue | 3.216% | 2/15/48 | 3,075 | 3,184 | |
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,100 | 1,302 | |
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 2,500 | 3,638 | |
Oregon GO | 5.762% | 6/1/23 | 507 | 558 | |
Oregon GO | 5.892% | 6/1/27 | 8,130 | 10,163 | |
11 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 375 | 447 |
Pennsylvania Public School Building Authority Lease Revenue (School District of Philadelphia) | 5.000% | 9/15/27 | 1,947 | 2,326 | |
Pennsylvania State University | 2.790% | 9/1/43 | 5,025 | 5,174 | |
Pennsylvania State University | 2.840% | 9/1/50 | 2,360 | 2,460 | |
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 3,050 | 4,694 | |
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,060 | 2,791 | |
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 4,900 | 6,993 | |
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 3,080 | 4,396 | |
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 5,025 | 6,978 | |
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 3,370 | 3,732 | |
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 1,800 | 2,174 | |
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 690 | 961 | |
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 18,830 | 24,997 | |
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 7,385 | 10,129 |
167
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 4,300 | 4,552 | |
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Project) | 2.987% | 9/1/36 | 105 | 117 | |
Princeton University New Jersey | 5.700% | 3/1/39 | 6,600 | 10,219 | |
4 | Princeton University New Jersey | 2.516% | 7/1/50 | 5,575 | 5,819 |
Regents of the University of California Medical Center Pooled Revenue | 3.256% | 5/15/60 | 1,700 | 1,767 | |
Regents of the University of California Revenue | 3.063% | 7/1/25 | 9,060 | 9,933 | |
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 1,500 | 2,512 | |
Riverside County CA Pension Revenue | 3.818% | 2/15/38 | 700 | 783 | |
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 2,395 | 2,913 | |
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 2,900 | 3,883 | |
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 1,050 | 1,105 | |
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,400 | 8,644 | |
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,000 | 3,225 | |
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,235 | 4,467 | |
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 1,650 | 2,446 | |
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 7,000 | 10,489 | |
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 1,410 | 1,784 | |
San Diego CA Regional Transportation Commission Revenue | 3.248% | 4/1/48 | 1,225 | 1,304 | |
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,760 | 2,822 | |
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 6,180 | 9,584 | |
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 5,795 | 9,872 | |
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 3,600 | 3,901 | |
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 3,390 | 4,290 | |
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,760 | 2,824 | |
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 7,000 | 10,942 | |
Texas A&M University System Revenue Financing System Revenue | 3.100% | 7/1/49 | 4,725 | 4,893 | |
Texas GO | 5.517% | 4/1/39 | 7,690 | 11,169 | |
Texas GO | 3.211% | 4/1/44 | 4,370 | 4,630 | |
Texas Private Activity Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 6,825 | 7,026 | |
Texas Transportation Commission GO | 2.562% | 4/1/42 | 6,705 | 6,806 | |
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 4,970 | 6,368 | |
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 1,645 | 2,173 | |
University of California Regents Medical Center Revenue | 6.548% | 5/15/48 | 9,025 | 14,422 |
168
Total Bond Market II Index Fund | |||||
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
University of California Regents Medical Center Revenue | 6.583% | 5/15/49 | 1,180 | 1,855 | |
University of California Revenue | 4.601% | 5/15/31 | 8,330 | 10,111 | |
University of California Revenue | 5.946% | 5/15/45 | 5,510 | 8,108 | |
University of California Revenue | 4.858% | 5/15/12 | 8,768 | 12,153 | |
University of California Revenue | 4.767% | 5/15/15 | 2,975 | 4,021 | |
University of Michigan | 2.437% | 4/1/40 | 3,200 | 3,302 | |
University of Michigan | 2.562% | 4/1/50 | 2,550 | 2,641 | |
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 2,090 | 2,330 | |
University of North Carolina University System Revenue | 3.327% | 12/1/36 | 90 | 105 | |
University of Pittsburgh of the Commonwealth System of Higher Education Pennsylvania | 3.555% | 9/15/19 | 11,425 | 13,419 | |
University of Southern California | 5.250% | 10/1/11 | 1,840 | 3,043 | |
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 4,400 | 5,168 | |
University of Texas System Revenue Financing System Revenue | 4.794% | 8/15/46 | 1,700 | 2,297 | |
University of Texas System Revenue Financing System Revenue | 3.354% | 8/15/47 | 2,375 | 2,780 | |
University of Texas System Revenue Financing System Revenue | 2.439% | 8/15/49 | 2,375 | 2,338 | |
University of Virginia Revenue | 4.179% | 9/1/17 | 3,505 | 4,773 | |
Utah GO | 4.554% | 7/1/24 | 6,070 | 6,450 | |
Utah GO | 3.539% | 7/1/25 | 2,920 | 3,126 | |
Washington GO | 5.140% | 8/1/40 | 3,320 | 4,842 | |
Wisconsin Annual Appropriation Revenue | 3.954% | 5/1/36 | 9,400 | 10,274 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,050 | 3,388 | |
11 | Wisconsin GO | 5.700% | 5/1/26 | 2,475 | 2,844 |
Total Taxable Municipal Bonds (Cost $1,192,386) | 1,407,871 |
169
Total Bond Market II Index Fund | |||||
Market | |||||
Value• | |||||
Coupon | Shares | ($000) | |||
Temporary Cash Investment (3.8%) | |||||
Money Market Fund (3.8%) | |||||
13 | Vanguard Market Liquidity Fund (Cost $7,294,254) | 0.227% | 72,973,844 | 7,297,384 | |
Total Investments (102.9%) (Cost $184,341,749) | 198,057,409 | ||||
Other Assets and Liabilities—Net (-2.9%) | (5,525,346) | ||||
Net Assets (100%) | 192,532,063 |
Cost is in $000.
• | See Note A in Notes to Financial Statements. |
¤ | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2020. |
1 | Securities with a value of $5,666,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
2 | U.S. government-guaranteed. |
3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
4 | 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. |
5 | Adjustable-rate security; rate shown is effective rate at period end. Certain adjustable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
6 | 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 June 30, 2020, the aggregate value of these securities was $2,306,532,000, representing 1.2% of net assets. |
7 | Non-income-producing security—security in default. |
8 | Guaranteed by the Government of Japan. |
9 | Guaranteed by the Federal Republic of Germany. |
10 | Guaranteed by the Republic of Austria. |
11 | Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation). |
12 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
13 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
CMT—Constant Maturing Treasury Rate.
GO—General Obligation Bond.
LIBOR—London Interbank Offered Rate.
REIT—Real Estate Investment Trust.
REMICS—Real Estate Mortgage Investment Conduits.
UMBS—Uniform Mortgage-Backed Securities.
See accompanying Notes, which are an integral part of the Financial Statements.
170
Total Bond Market II Index Fund
Statement of Assets and Liabilities
As of June 30, 2020
($000s, except shares and per-share amounts) | Amount | |
Assets | ||
Investments in Securities, at Value | ||
Unaffiliated Issuers (Cost $177,047,495) | 190,760,025 | |
Affiliated Issuers (Cost $7,294,254) | 7,297,384 | |
Total Investments in Securities | 198,057,409 | |
Investment in Vanguard | 8,439 | |
Cash | 12,017 | |
Receivables for Investment Securities Sold | 1,722,665 | |
Receivables for Accrued Income | 996,445 | |
Receivables for Capital Shares Issued | 6,888 | |
Total Assets | 200,803,863 | |
Liabilities | ||
Payables for Investment Securities Purchased | 8,239,579 | |
Payables for Capital Shares Redeemed | 26,159 | |
Payables to Vanguard | 6,062 | |
Total Liabilities | 8,271,800 | |
Net Assets | 192,532,063 | |
At June 30, 2020, net assets consisted of: | ||
Paid-in Capital | 176,853,397 | |
Total Distributable Earnings (Loss) | 15,678,666 | |
Net Assets | 192,532,063 | |
Investor Shares—Net Assets | ||
Applicable to 9,761,115,113 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 112,528,510 | |
Net Asset Value Per Share—Investor Shares | $11.53 | |
Institutional Shares—Net Assets | ||
Applicable to 6,939,787,128 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 80,003,553 | |
Net Asset Value Per Share—Institutional Shares | $11.53 |
See accompanying Notes, which are an integral part of the Financial Statements.
171
Total Bond Market II Index Fund
Statement of Operations
Six Months Ended | ||
June 30, 2020 | ||
($000 | ) | |
Investment Income | ||
Income | ||
Interest1 | 2,355,461 | |
Total Income | 2,355,461 | |
Expenses | ||
The Vanguard Group—Note B | ||
Investment Advisory Services | 2,328 | |
Management and Administrative—Investor Shares | 40,921 | |
Management and Administrative—Institutional Shares | 5,467 | |
Marketing and Distribution—Investor Shares | 6,307 | |
Marketing and Distribution—Institutional Shares | 1,306 | |
Custodian Fees | 297 | |
Shareholders’ Reports—Investor Shares | 946 | |
Shareholders’ Reports—Institutional Shares | 4 | |
Trustees’ Fees and Expenses | 64 | |
Total Expenses | 57,640 | |
Net Investment Income | 2,297,821 | |
Realized Net Gain (Loss) | ||
Investment Securities Sold1 | 2,443,224 | |
Futures Contracts | (21,751 | ) |
Realized Net Gain (Loss) | 2,421,473 | |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 6,701,655 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 11,420,949 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $20,937,000, ($2,098,000), and $2,999,000, respectively. Purchases and sales are for temporary cash investment purposes. |
See accompanying Notes, which are an integral part of the Financial Statements.
172
Total Bond Market II Index Fund
Statement of Changes in Net Assets
Six Months Ended | Year Ended | ||
June 30, | December 31, | ||
2020 | 2019 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 2,297,821 | 4,995,941 | |
Realized Net Gain (Loss) | 2,421,473 | 564,721 | |
Change in Unrealized Appreciation (Depreciation) | 6,701,655 | 9,216,254 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 11,420,949 | 14,776,916 | |
Distributions1 | |||
Investor Shares | (1,329,207) | (2,917,920) | |
Institutional Shares | (969,835) | (2,080,517) | |
Total Distributions | (2,299,042) | (4,998,437) | |
Capital Share Transactions | |||
Investor Shares | (9,325,919) | 19,065,128 | |
Institutional Shares | (5,698,289) | 15,483,598 | |
Net Increase (Decrease) from Capital Share Transactions | (15,024,208) | 34,548,726 | |
Total Increase (Decrease) | (5,902,301) | 44,327,205 | |
Net Assets | |||
Beginning of Period | 198,434,364 | 154,107,159 | |
End of Period | 192,532,063 | 198,434,364 |
1 Certain prior period numbers have been reclassified to conform with current period presentation.
See accompanying Notes, which are an integral part of the Financial Statements.
173
Total Bond Market II Index Fund
Financial Highlights
Investor Shares
Six Months | ||||||||
Ended | ||||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 | $10.84 | ||
Investment Operations | ||||||||
Net Investment Income | .1351 | .2991 | .2851 | .2591 | .251 | .248 | ||
Net Realized and Unrealized Gain (Loss) | ||||||||
on Investments | .520 | .590 | (.301) | .112 | .022 | (.216) | ||
Total from Investment Operations | .655 | .889 | (.016) | .371 | .273 | .032 | ||
Distributions | ||||||||
Dividends from Net Investment Income | (.135) | (.299) | (.284) | (.259) | (.252) | (.248) | ||
Distributions from Realized Capital Gains | — | — | (.000) | 2 | (.002) | (.011) | (.024) | |
Total Distributions | (.135) | (.299) | (.284) | (.261) | (.263) | (.272) | ||
Net Asset Value, End of Period | $11.53 | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 | ||
Total Return3 | 5.97% | 8.62% | -0.10% | 3.53% | 2.55% | 0.28% | ||
Ratios/Supplemental Data | ||||||||
Net Assets, End of Period (Millions) | $112,529 | $116,505 | $91,653 | $89,183 | $68,381 | $55,392 | ||
Ratio of Total Expenses to Average Net Assets | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% | 0.09% | ||
Ratio of Net Investment Income to Average Net Assets | 2.40% | 2.76% | 2.74% | 2.42% | 2.31% | 2.30% | ||
Portfolio Turnover Rate4 | 66% | 66% | 90% | 80% | 88% | 116% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Includes 0%, 12%, 22%, 26%, 24%, and 46% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
174
Total Bond Market II Index Fund
Financial Highlights
Institutional Shares
Six Months | |||||||
Ended | |||||||
For a Share Outstanding | June 30, | Year Ended December 31, | |||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 | $10.84 | |
Investment Operations | |||||||
Net Investment Income | .1391 | .3061 | .2921 | .2671 | .259 | .256 | |
Net Realized and Unrealized Gain (Loss) | |||||||
on Investments | .520 | .591 | (.300) | .112 | .022 | (.216) | |
Total from Investment Operations | .659 | .897 | (.008) | .379 | .281 | .040 | |
Distributions | |||||||
Dividends from Net Investment Income | (.139) | (.307) | (.292) | (.267) | (.260) | (.256) | |
Distributions from Realized Capital Gains | — | — | (.000) | 2 | (.002) | (.011) | (.024) |
Total Distributions | (.139) | (.307) | (.292) | (.269) | (.271) | (.280) | |
Net Asset Value, End of Period | $11.53 | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 | |
Total Return | 6.01% | 8.69% | -0.03% | 3.60% | 2.62% | 0.35% | |
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $80,004 | $81,929 | $62,455 | $59,299 | $45,632 | $36,760 | |
Ratio of Total Expenses to Average Net Assets | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% | |
Ratio of Net Investment Income to Average Net Assets | 2.47% | 2.83% | 2.81% | 2.49% | 2.38% | 2.37% | |
Portfolio Turnover Rate3 | 66% | 66% | 90% | 80% | 88% | 116% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Includes 0%, 12%, 22%, 26%, 24%, and 46% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
175
Total Bond Market II Index Fund
Notes to Financial Statements
Vanguard Total Bond Market II Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund has been established by Vanguard as an investment vehicle for Vanguard funds of funds as well as certain similar trusts and accounts (“eligible investors”). The fund is not available to other investors. The fund offers two classes of shares: Investor Shares and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors.
Certain of the fund’s investments are in corporate debt instruments; the issuers’ abilities to meet their obligations may be affected by economic developments in their respective industries. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. 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 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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. 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 board of trustees to represent fair value.
2. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any assets pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.
176
Total Bond Market II Index Fund
During the six months ended June 30, 2020, the fund’s average investments in long and short futures contracts each represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period. The fund had no open futures contracts at June 30, 2020.
3. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.
At June 30, 2020, counterparties had deposited in segregated accounts securities with a value of $643,000 and cash of $290,000 in connection with TBA transactions.
4. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund’s portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.
5. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. Management has analyzed the fund’s tax positions taken for all open federal income tax years (December 31, 2016–2019), and for the period ended June 30, 2020, and has concluded that no provision for federal income tax is required in the fund’s financial statements.
6. Distributions: Distributions from net investment income are declared daily and paid on the first business day of the following month. Annual distributions from realized capital gains, if any, are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
177
Total Bond Market II Index Fund
7. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight, but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the six months ended June 30, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
8. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
178
Total Bond Market II Index Fund
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2020, the fund had contributed to Vanguard capital in the amount of $8,439,000, representing less than 0.01% of the fund’s net assets and 3.38% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C. 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 June 30, 2020, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | Total | |
($000) | ($000) | ($000) | ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 120,649,850 | — | 120,649,850 |
Asset-Backed/Commercial Mortgage-Backed | ||||
Securities | — | 5,061,041 | — | 5,061,041 |
Corporate Bonds | — | 56,180,539 | — | 56,180,539 |
Sovereign Bonds | — | 7,460,724 | — | 7,460,724 |
Taxable Municipal Bonds | — | 1,407,871 | — | 1,407,871 |
Temporary Cash Investments | 7,297,384 | — | — | 7,297,384 |
Total | 7,297,384 | 190,760,025 | — | 198,057,409 |
D. As of June 30, 2020, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 184,341,749 |
Gross Unrealized Appreciation | 13,868,269 |
Gross Unrealized Depreciation | (152,609) |
Net Unrealized Appreciation (Depreciation) | 13,715,660 |
179
Total Bond Market II Index Fund
The fund’s tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2019, the fund had available capital losses totaling $450,502,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2020; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.
E. During the six months ended June 30, 2020, the fund purchased $18,203,348,000 of investment securities and sold $15,865,941,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $107,219,457,000 and $125,694,332,000, respectively.
F. Capital share transactions for each class of shares were:
Six Months Ended | Year Ended | ||||
June 30, 2020 | December 31, 2019 | ||||
Amount | Shares | Amount | Shares | ||
($000) | (000 | ) | ($000) | (000) | |
Investor Shares | |||||
Issued | 21,646,489 | 1,925,884 | 29,630,647 | 2,753,458 | |
Issued in Lieu of Cash Distributions | 1,329,207 | 116,851 | 2,917,920 | 269,056 | |
Redeemed | (32,301,615) | (2,865,760 | ) | (13,483,439) | (1,237,620) |
Net Increase (Decrease)—Investor Shares | (9,325,919) | (823,025 | ) | 19,065,128 | 1,784,894 |
Institutional Shares | |||||
Issued | 15,171,560 | 1,348,253 | 22,527,089 | 2,091,754 | |
Issued in Lieu of Cash Distributions | 969,835 | 85,255 | 2,080,517 | 191,787 | |
Redeemed | (21,839,684) | (1,936,819 | ) | (9,124,008) | (836,386) |
Net Increase (Decrease)—Institutional Shares | (5,698,289) | (503,311 | ) | 15,483,598 | 1,447,155 |
G. Management has determined that no events or transactions occurred subsequent to June 30, 2020, that would require recognition or disclosure in these financial statements.
180
Trustees Approve Advisory Arrangement
The board of trustees of Vanguard Total Bond Market II Index Fund has renewed the fund’s investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund’s internalized management structure was in the best interests of the fund and its shareholders.
The board based its decision upon an evaluation of the advisor’s investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department met regularly with the advisor and made monthly presentations to the board during the fiscal year that directed the board’s focus to relevant information and topics.
The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received monthly reports, which included a Market and Economic Report, a Fund Dashboard Monthly Summary, and a Fund Performance Report.
Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of the fund’s investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.
The board concluded that Vanguard’s experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.
Investment performance
The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.
Cost
The board concluded that the fund’s expense ratio was well below the average expense ratio charged by funds in its peer group and that the fund’s advisory expenses were also well below the peer-group average.
The board does not conduct a profitability analysis of Vanguard because of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
181
The benefit of economies of scale
The board concluded that the fund’s arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.
The board will consider whether to renew the advisory arrangement again after a one-year period.
182
Liquidity Risk Management
Vanguard funds (except for the money market funds) have adopted and implemented a written liquidity risk management program (the “Program”) as required by Rule 22e-4 under the Investment Company Act of 1940. Rule 22e-4 requires that each fund adopt a program that is reasonably designed to assess and manage the fund’s liquidity risk, which is the risk that the fund could not meet redemption requests without significant dilution of remaining investors’ interests in the fund.
Assessment and management of a fund’s liquidity risk under the Program take into consideration certain factors, such as the fund’s investment strategy and the liquidity of its portfolio investments during normal and reasonably foreseeable stressed conditions, its short- and long-term cash-flow projections during both normal and reasonably foreseeable stressed conditions, and its cash and cash-equivalent holdings and access to other funding sources. As required by the rule, the Program includes policies and procedures for classification of fund portfolio holdings in four liquidity categories, maintaining certain levels of highly liquid investments, and limiting holdings of illiquid investments.
The board of trustees of Vanguard Bond Index Funds approved the appointment of liquidity risk management program administrators responsible for administering the Vanguard Total Bond Market II Index Fund’s Program and for carrying out the specific responsibilities set forth in the Program, including reporting to the board on at least an annual basis regarding the Program’s operation, its adequacy, and the effectiveness of its implementation for the past year (the “Program Administrator Report”). The board has reviewed the Program Administrator Report covering the period from December 1, 2018, through December 31, 2019 (the “Review Period”). The Program Administrator Report stated that during the Review Period the Program operated and was implemented effectively to manage the fund’s liquidity risk.
183
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This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund’s current prospectus.
You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.
© 2020 The Vanguard Group, Inc.
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Q6352 082020
Semiannual Report | June 30, 2020
Vanguard Inflation-Protected Securities Fund
|
See the inside front cover for important information about access to your fund’s annual and semiannual shareholder reports.
|
Important information about access to shareholder reports
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of your fund’s annual and semiannual shareholder reports will no longer be sent to you by mail, unless you specifically request them. Instead, you will be notified by mail each time a report is posted on the website and will be provided with a link to access the report.
If you have already elected to receive shareholder reports electronically, you will not be affected by this change and do not need to take any action. You may elect to receive shareholder reports and other communications from the fund electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly with the fund, by calling Vanguard at one of the phone numbers on the back cover of this report or by logging on to vanguard.com.
You may elect to receive paper copies of all future shareholder reports free of charge. If you invest through a financial intermediary, you can contact the intermediary to request that you continue to receive paper copies. If you invest directly with the fund, you can call Vanguard at one of the phone numbers on the back cover of this report or log on to vanguard.com. Your election to receive paper copies will apply to all the funds you hold through an intermediary or directly with Vanguard.
Contents | |
About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 19 |
Liquidity Risk Management | 21 |
About Your Fund’s Expenses
As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.
A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.
The accompanying table illustrates your fund’s costs in two ways:
• Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The “Ending Account Value” shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.
To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”
• Based on hypothetical 5% yearly return. This section is intended to help you compare your fund’s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.
Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”
The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.
You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.
1
Six Months Ended June 30, 2020 | |||
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
Inflation-Protected Securities Fund | 12/31/2019 | 6/30/2020 | Period |
Based on Actual Fund Return | |||
Investor Shares | $1,000.00 | $1,060.06 | $1.02 |
Admiral™ Shares | 1,000.00 | 1,059.92 | 0.51 |
Institutional Shares | 1,000.00 | 1,060.28 | 0.36 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,023.87 | $1.01 |
Admiral Shares | 1,000.00 | 1,024.37 | 0.50 |
Institutional Shares | 1,000.00 | 1,024.52 | 0.35 |
The calculations are based on expenses incurred in the most recent six-month period. The fund’s annualized six-month expense ratios for that period are 0.20% for Investor Shares, 0.10% for Admiral Shares, and 0.07% for Institutional Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (182/366).
2
Inflation-Protected Securities Fund
Distribution by Stated Maturity
As of June 30, 2020
0 - 5 Years | 45.8 | % |
5 - 10 Years | 37.6 | |
10 - 15 Years | 0.4 | |
15 - 20 Years | 1.1 | |
20 - 25 Years | 8.8 | |
Over 25 Years | 6.3 |
The table reflects the fund’s investments, except for short-term investments and derivatives.
3
Inflation-Protected Securities Fund
Financial Statements (unaudited)
Schedule of Investments
As of June 30, 2020
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.
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
U.S. Government and Agency Obligations (99.7%) | |||||
U.S. Government Securities (99.7%) | |||||
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/22 | 612,671 | 703,460 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/22 | 740,000 | 791,481 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/22 | 792,019 | 903,861 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/23 | 897,330 | 1,020,700 | |
United States Treasury Inflation Indexed Bonds | 0.625% | 4/15/23 | 960,000 | 1,030,390 | |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/23 | 947,936 | 1,087,440 | |
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/24 | 931,256 | 1,077,803 | |
United States Treasury Inflation Indexed Bonds | 0.500% | 4/15/24 | 645,000 | 689,194 | |
1 | United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/24 | 953,771 | 1,075,723 |
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/24 | 765,000 | 800,907 | |
United States Treasury Inflation Indexed Bonds | 0.250% | 1/15/25 | 895,300 | 1,020,024 | |
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/25 | 461,651 | 722,607 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/25 | 2,655,200 | 2,764,456 | |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/25 | 820,844 | 947,776 | |
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/26 | 752,522 | 879,235 | |
United States Treasury Inflation Indexed Bonds | 2.000% | 1/15/26 | 329,727 | 494,685 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/26 | 736,304 | 836,662 | |
United States Treasury Inflation Indexed Bonds | 0.375% | 1/15/27 | 721,439 | 825,309 |
4
Inflation-Protected Securities Fund
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/27 | 292,047 | 450,722 | |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/27 | 738,000 | 840,831 | |
United States Treasury Inflation Indexed Bonds | 0.500% | 1/15/28 | 787,000 | 896,758 | |
United States Treasury Inflation Indexed Bonds | 1.750% | 1/15/28 | 306,866 | 448,138 | |
United States Treasury Inflation Indexed Bonds | 3.625% | 4/15/28 | 207,575 | 442,620 | |
United States Treasury Inflation Indexed Bonds | 0.750% | 7/15/28 | 711,000 | 818,808 | |
United States Treasury Inflation Indexed Bonds | 0.875% | 1/15/29 | 602,000 | 697,031 | |
United States Treasury Inflation Indexed Bonds | 2.500% | 1/15/29 | 292,170 | 447,137 | |
United States Treasury Inflation Indexed Bonds | 3.875% | 4/15/29 | 247,242 | 544,661 | |
United States Treasury Inflation Indexed Bonds | 0.250% | 7/15/29 | 695,000 | 762,143 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/30 | 879,000 | 946,840 | |
United States Treasury Inflation Indexed Bonds | 3.375% | 4/15/32 | 58,029 | 124,563 | |
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/40 | 186,656 | 326,206 | |
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/41 | 226,258 | 395,069 | |
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/42 | 391,145 | 530,986 | |
United States Treasury Inflation Indexed Bonds | 0.625% | 2/15/43 | 304,755 | 399,807 | |
United States Treasury Inflation Indexed Bonds | 1.375% | 2/15/44 | 428,735 | 643,437 | |
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/45 | 488,400 | 650,248 | |
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/46 | 322,302 | 451,467 | |
United States Treasury Inflation Indexed Bonds | 0.875% | 2/15/47 | 320,100 | 433,535 | |
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/48 | 302,000 | 415,060 | |
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/49 | 297,000 | 403,700 | |
United States Treasury Inflation Indexed Bonds | 0.250% | 2/15/50 | 149,000 | 166,793 | |
Total U.S. Government and Agency Obligations (Cost $27,093,593) | 29,908,273 |
5
Inflation-Protected Securities Fund
Market | ||||
Value• | ||||
Coupon | Shares | ($000) | ||
Temporary Cash Investment (0.4%) | ||||
Money Market Fund (0.4%) | ||||
2 | Vanguard Market Liquidity Fund (Cost $133,320) | 0.227% | 1,333,598 | 133,360 |
Total Investments (100.1%) (Cost $27,226,913) | 30,041,633 | |||
Other Asset and Liabilities—Net (-0.1%) | (35,809) | |||
Net Assets (100%) | 30,005,824 |
Cost is in $000.
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $15,459,000 have been segregated as initial margin for open futures contracts. |
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. |
Derivative Financial Instruments Outstanding as of Period End | ||||||
Futures Contracts | ||||||
($000) | ||||||
Value and | ||||||
Number of | Unrealized | |||||
Long (Short) | Notional | Appreciation | ||||
Expiration | Contracts | Amount | (Depreciation) | |||
Long Futures Contracts | ||||||
2-Year U.S. Treasury Note | September 2020 | 2,052 | 453,139 | 372 | ||
Ultra 10-Year U.S. Treasury Note | September 2020 | 110 | 17,323 | 83 | ||
455 | ||||||
Short Futures Contracts | ||||||
5-Year U.S. Treasury Note | September 2020 | (8,164) | (1,026,559) | (1,702) | ||
Ultra Long U.S. Treasury Bond | September 2020 | (1,119) | (244,117) | (1,646) | ||
10-Year U.S. Treasury Note | September 2020 | (187) | (26,025) | 17 | ||
(3,331) | ||||||
(2,876) |
See accompanying Notes, which are an integral part of the Financial Statements.
6
Inflation-Protected Securities Fund
Statement of Assets and Liabilities
As of June 30, 2020
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $27,093,593) | 29,908,273 |
Affiliated Issuers (Cost $133,320) | 133,360 |
Total Investments in Securities | 30,041,633 |
Investment in Vanguard | 1,343 |
Receivables for Investment Securities Sold | 154,578 |
Receivables for Accrued Income | 69,441 |
Receivables for Capital Shares Issued | 40,138 |
Variation Margin Receivable—Futures Contracts | 1,495 |
Other Assets | 108 |
Total Assets | 30,308,736 |
Liabilities | |
Due to Custodian | 65,008 |
Payables for Investment Securities Purchased | 62,233 |
Payables for Capital Shares Redeemed | 173,918 |
Payables to Vanguard | 1,570 |
Variation Margin Payable—Futures Contracts | 183 |
Total Liabilities | 302,912 |
Net Assets | 30,005,824 |
7
Inflation-Protected Securities Fund
Statement of Assets and Liabilities (continued) | ||
At June 30, 2020, net assets consisted of: | ||
($000s, except shares and per-share amounts) | Amount | |
Paid-in Capital | 27,309,006 | |
Total Distributable Earnings (Loss) | 2,696,818 | |
Net Assets | 30,005,824 | |
Investor Shares—Net Assets | ||
Applicable to 253,387,328 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,538,735 | |
Net Asset Value Per Share—Investor Shares | $13.97 | |
Admiral Shares—Net Assets | ||
Applicable to 574,616,057 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 15,758,605 | |
Net Asset Value Per Share—Admiral Shares | $27.42 | |
Institutional Shares—Net Assets | ||
Applicable to 958,420,178 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 10,708,484 | |
Net Asset Value Per Share—Institutional Shares | $11.17 |
See accompanying Notes, which are an integral part of the Financial Statements.
8
Inflation-Protected Securities Fund
Statement of Operations
Six Months Ended | |
June 30, 2020 | |
($000) | |
Investment Income | |
Income | |
Interest1 | (664) |
Total Income | (664) |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,449 |
Management and Administrative—Investor Shares | 3,034 |
Management and Administrative—Admiral Shares | 6,096 |
Management and Administrative—Institutional Shares | 2,902 |
Marketing and Distribution—Investor Shares | 165 |
Marketing and Distribution—Admiral Shares | 475 |
Marketing and Distribution—Institutional Shares | 187 |
Custodian Fees | 16 |
Shareholders’ Reports—Investor Shares | 48 |
Shareholders’ Reports—Admiral Shares | 88 |
Shareholders’ Reports—Institutional Shares | 76 |
Trustees’ Fees and Expenses | 12 |
Total Expenses | 14,548 |
Net Investment Income (Loss) | (15,212) |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | 151,738 |
Futures Contracts | (32,450) |
Options Purchased | 11,124 |
Options Written | 1,500 |
Realized Net Gain (Loss) | 131,912 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 1,555,487 |
Futures Contracts | (3,062) |
Options Purchased | — |
Options Written | (543) |
Change in Unrealized Appreciation (Depreciation) | 1,551,882 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,668,582 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $2,314,000, ($332,000), and $39,000, respectively. Purchases and sales are for temporary cash investment purposes. |
See accompanying Notes, which are an integral part of the Financial Statements.
9
Inflation-Protected Securities Fund
Statement of Changes in Net Assets
Six Months Ended | Year Ended | ||
June 30, | December 31, | ||
2020 | 2019 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income (Loss) | (15,212) | 649,675 | |
Realized Net Gain (Loss) | 131,912 | (35,156) | |
Change in Unrealized Appreciation (Depreciation) | 1,551,882 | 1,544,697 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,668,582 | 2,159,216 | |
Distributions1 | |||
Investor Shares | (376) | (75,706) | |
Admiral Shares | (5,747) | (324,071) | |
Institutional Shares | (4,918) | (241,760) | |
Total Distributions | (11,041) | (641,537) | |
Capital Share Transactions | |||
Investor Shares | (60,516) | (317,944) | |
Admiral Shares | 597,040 | (119,658) | |
Institutional Shares | (150,519) | 104,464 | |
Net Increase (Decrease) from Capital Share Transactions | 386,005 | (333,138) | |
Total Increase (Decrease) | 2,043,546 | 1,184,541 | |
Net Assets | |||
Beginning of Period | 27,962,278 | 26,777,737 | |
End of Period | 30,005,824 | 27,962,278 |
1 | Certain prior period numbers have been reclassified to conform with current period presentation. |
See accompanying Notes, which are an integral part of the Financial Statements.
10
Inflation-Protected Securities Fund
Financial Highlights
Investor Shares
Six Months | ||||||
Ended | ||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $13.18 | $12.47 | $13.04 | $12.98 | $12.84 | $13.18 |
Investment Operations | ||||||
Net Investment Income (Loss) | (.013)1 | .2901 | .3791 | .3101 | .263 | .098 |
Net Realized and Unrealized Gain (Loss) on Investments | .805 | .713 | (.572) | .053 | .315 | (.339) |
Total from Investment Operations | .792 | 1.003 | (.193) | .363 | .578 | (.241) |
Distributions | ||||||
Dividends from Net Investment Income | (.002) | (.293) | (.377) | (.303) | (.266) | (.098) |
Distributions from Realized Capital Gains | — | — | — | — | (.017) | (.001) |
Return of Capital | — | — | — | — | (.155) | — |
Total Distributions | (.002) | (.293) | (.377) | (.303) | (.438) | (.099) |
Net Asset Value, End of Period | $13.97 | $13.18 | $12.47 | $13.04 | $12.98 | $12.84 |
Total Return2 | 6.01% | 8.06% | -1.49% | 2.81% | 4.52% | -1.83% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $3,539 | $3,402 | $3,526 | $4,139 | $4,496 | $4,746 |
Ratio of Total Expenses to Average Net Assets | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% | 0.20% |
Ratio of Net Investment Income (Loss) to Average Net Assets | (0.19%) | 2.24% | 2.96% | 2.38% | 1.99% | 0.72% |
Portfolio Turnover Rate | 33% | 26% | 27% | 22% | 27%3 | 43%3 |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
See accompanying Notes, which are an integral part of the Financial Statements.
11
Inflation-Protected Securities Fund
Financial Highlights
Admiral Shares
Six Months | ||||||
Ended | ||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $25.88 | $24.48 | $25.60 | $25.48 | $25.21 | $25.87 |
Investment Operations | ||||||
Net Investment Income (Loss) | (.016)1 | .6001 | .7671 | .6401 | .544 | .221 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.566 | 1.394 | (1.122) | .097 | .615 | (.658) |
Total from Investment Operations | 1.550 | 1.994 | (.355) | .737 | 1.159 | (.437) |
Distributions | ||||||
Dividends from Net Investment Income | (.010) | (.594) | (.765) | (.617) | (.541) | (.220) |
Distributions from Realized Capital Gains | — | — | — | — | (.034) | (.003) |
Return of Capital | — | — | — | — | (.314) | — |
Total Distributions | (.010) | (.594) | (.765) | (.617) | (.889) | (.223) |
Net Asset Value, End of Period | $27.42 | $25.88 | $24.48 | $25.60 | $25.48 | $25.21 |
Total Return2 | 5.99% | 8.16% | -1.39% | 2.91% | 4.62% | -1.69% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $15,759 | $14,310 | $13,661 | $13,917 | $12,205 | $10,533 |
Ratio of Total Expenses to Average Net Assets | 0.10% | 0.10% | 0.10% | 0.10% | 0.10% | 0.10% |
Ratio of Net Investment Income (Loss) to Average Net Assets | (0.12%) | 2.34% | 3.06% | 2.48% | 2.09% | 0.82% |
Portfolio Turnover Rate | 33% | 26% | 27% | 22% | 27%3 | 43%3 |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
See accompanying Notes, which are an integral part of the Financial Statements.
12
Inflation-Protected Securities Fund
Financial Highlights
Institutional Shares
Six Months | ||||||
Ended | ||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $10.54 | $9.97 | $10.43 | $10.38 | $10.27 | $10.54 |
Investment Operations | ||||||
Net Investment Income (Loss) | (.003)1 | .2491 | .3171 | .2631 | .224 | .093 |
Net Realized and Unrealized Gain (Loss) on Investments | .638 | .565 | (.462) | .043 | .250 | (.269) |
Total from Investment Operations | .635 | .814 | (.145) | .306 | .474 | (.176) |
Distributions | ||||||
Dividends from Net Investment Income | (.005) | (.244) | (.315) | (.256) | (.221) | (.093) |
Distributions from Realized Capital Gains | — | — | — | — | (.014) | (.001) |
Return of Capital | — | — | — | — | (.129) | — |
Total Distributions | (.005) | (.244) | (.315) | (.256) | (.364) | (.094) |
Net Asset Value, End of Period | $11.17 | $10.54 | $9.97 | $10.43 | $10.38 | $10.27 |
Total Return | 6.03% | 8.18% | -1.40% | 2.97% | 4.63% | -1.67% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $10,708 | $10,250 | $9,591 | $9,508 | $8,637 | $7,471 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income (Loss) to Average Net Assets | (0.06%) | 2.37% | 3.09% | 2.51% | 2.12% | 0.85% |
Portfolio Turnover Rate | 33% | 26% | 27% | 22% | 27%2 | 43%2 |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
See accompanying Notes, which are an integral part of the Financial Statements.
13
Inflation-Protected Securities Fund
Notes to Financial Statements
Vanguard Inflation-Protected Securities Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: Investor Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. 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 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 board of trustees to represent fair value.
2. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any assets pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.
During the six months ended June 30, 2020, the fund’s average investments in long and short futures contracts represented 7% and 4% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.
14
Inflation-Protected Securities Fund
3. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the option is out-of-the-money, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the option is in-the-money, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received.
The fund invests in options on futures, which are exchange-traded. Counterparty risk involving exchange-traded options on futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.
Options contracts on futures are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded in the Statement of Assets and Liabilities as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded in the Statement of Assets and Liabilities as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. Fluctuations in the value of the options are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.
During the six months ended June 30, 2020, the fund’s average value of investments in options purchased and options written represented 0% and less than 1%of net assets, respectively, based on the average market values at each quarter-end during the period. The fund had no open options contracts on futures at June 30, 2020.
4. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. Management has analyzed the fund’s tax positions taken for all open federal income tax years (December 31, 2016–2019), and for the period ended June 30, 2020, and has concluded that no provision for federal income tax is required in the fund’s financial statements.
5. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
6. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management
15
Inflation-Protected Securities Fund
and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight, but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the six months ended June 30, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
7. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Inflation adjustments to the face amount of inflation-indexed securities are included in interest income. During the six months ended June 30, 2020, the fund recorded net negative income primarily as a result of deflationary adjustments for U.S. Treasury Inflation Indexed Bonds exceeding the aggregate accrued interest income. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2020, the fund had contributed to Vanguard capital in the amount of $1,343,000, representing less than 0.01% of the fund’s net assets and 0.54% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
16
Inflation-Protected Securities Fund
C. 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 and derivatives as of June 30, 2020, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | Total | |
($000) | ($000) | ($000) | ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 29,908,273 | — | 29,908,273 |
Temporary Cash Investments | 133,360 | — | — | 133,360 |
Total | 133,360 | 29,908,273 | — | 30,041,633 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 1,495 | — | — | 1,495 |
Liabilities | ||||
Futures Contracts1 | 183 | — | — | 183 |
1 Represents variation margin on the last day of the reporting period.
D. As of June 30, 2020, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 27,226,913 |
Gross Unrealized Appreciation | 2,817,308 |
Gross Unrealized Depreciation | (5,464) |
Net Unrealized Appreciation (Depreciation) | 2,811,844 |
The fund’s tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at December 31, 2019, the fund had available capital losses totaling $216,946,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending December 31, 2020; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.
17
Inflation-Protected Securities Fund
E. During the six months ended June 30, 2020, the fund purchased $10,520,849,000 of investment securities and sold $9,461,711,000 of investment securities, other than temporary cash investments.
F. Capital share transactions for each class of shares were:
Six Months Ended | Year Ended | ||||
June 30, 2020 | December 31, 2019 | ||||
Amount | Shares | Amount | Shares | ||
($000) | (000) | ($000) | (000) | ||
Investor Shares | |||||
Issued | 420,046 | 30,870 | 400,022 | 30,638 | |
Issued in Lieu of Cash Distributions | 351 | 26 | 70,691 | 5,362 | |
Redeemed | (480,913) | (35,637) | (788,657) | (60,620) | |
Net Increase (Decrease)—Investor Shares | (60,516) | (4,741) | (317,944) | (24,620) | |
Admiral Shares | |||||
Issued | 2,836,257 | 106,243 | 2,738,947 | 107,139 | |
Issued in Lieu of Cash Distributions | 5,124 | 195 | 287,999 | 11,127 | |
Redeemed | (2,244,341) | (84,870) | (3,146,604) | (123,356) | |
Net Increase (Decrease)—Admiral Shares | 597,040 | 21,568 | (119,658) | (5,090) | |
Institutional Shares | |||||
Issued | 2,035,902 | 187,300 | 2,209,384 | 212,420 | |
Issued in Lieu of Cash Distributions | 4,657 | 434 | 227,791 | 21,598 | |
Redeemed | (2,191,078) | (201,697) | (2,332,711) | (223,645) | |
Net Increase (Decrease)—Institutional Shares | (150,519) | (13,963) | 104,464 | 10,373 |
G. Management has determined that no events or transactions occurred subsequent to June 30, 2020, that would require recognition or disclosure in these financial statements.
18
Trustees Approve Advisory Arrangement
The board of trustees of Vanguard Inflation-Protected Securities Fund has renewed the fund’s investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund’s internalized management structure was in the best interests of the fund and its shareholders.
The board based its decision upon an evaluation of the advisor’s investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department met regularly with the advisor and made monthly presentations to the board during the fiscal year that directed the board’s focus to relevant information and topics.
The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received monthly reports, which included a Market and Economic Report, a Fund Dashboard Monthly Summary, and a Fund Performance Report.
Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of the fund’s investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.
The board concluded that Vanguard’s experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.
Investment performance
The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.
19
Cost
The board concluded that the fund’s expense ratio was well below the average expense ratio charged by funds in its peer group and that the fund’s advisory expenses were also well below the peer-group average.
The board does not conduct a profitability analysis of Vanguard because of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
The benefit of economies of scale
The board concluded that the fund’s arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.
The board will consider whether to renew the advisory arrangement again after a one-year period.
20
Liquidity Risk Management
Vanguard funds (except for the money market funds) have adopted and implemented a written liquidity risk management program (the “Program”) as required by Rule 22e-4 under the Investment Company Act of 1940. Rule 22e-4 requires that each fund adopt a program that is reasonably designed to assess and manage the fund’s liquidity risk, which is the risk that the fund could not meet redemption requests without significant dilution of remaining investors’ interests in the fund.
Assessment and management of a fund’s liquidity risk under the Program take into consideration certain factors, such as the fund’s investment strategy and the liquidity of its portfolio investments during normal and reasonably foreseeable stressed conditions, its short- and long-term cash-flow projections during both normal and reasonably foreseeable stressed conditions, and its cash and cash-equivalent holdings and access to other funding sources. As required by the rule, the Program includes policies and procedures for classification of fund portfolio holdings in four liquidity categories, maintaining certain levels of highly liquid investments, and limiting holdings of illiquid investments.
The board of trustees of Vanguard Bond Index Funds approved the appointment of liquidity risk management program administrators responsible for administering Vanguard Inflation-Protected Securities Fund’s Program and for carrying out the specific responsibilities set forth in the Program, including reporting to the board on at least an annual basis regarding the Program’s operation, its adequacy, and the effectiveness of its implementation for the past year (the “Program Administrator Report”). The board has reviewed the Program Administrator Report covering the period from December 1, 2018, through December 31, 2019 (the “Review Period”). The Program Administrator Report stated that during the Review Period the Program operated and was implemented effectively to manage the fund’s liquidity risk.
21
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You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.
© 2020 The Vanguard Group, Inc.
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Q1192 082020
Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
(a) Audit Fees.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
U.S. Government and Agency Obligations (65.6%) | |||||||
U.S. Government Securities (63.3%) | |||||||
United States Treasury Note/Bond | 7.875% | 2/15/21 | 250 | 262 | |||
United States Treasury Note/Bond | 1.250% | 3/31/21 | 224,891 | 226,683 | |||
United States Treasury Note/Bond | 8.125% | 5/15/21 | 190 | 203 | |||
United States Treasury Note/Bond | 1.625% | 6/30/21 | 2 | 2 | |||
United States Treasury Note/Bond | 2.125% | 8/15/21 | 70,173 | 71,697 | |||
United States Treasury Note/Bond | 2.750% | 8/15/21 | 110,310 | 113,481 | |||
United States Treasury Note/Bond | 1.125% | 8/31/21 | 782,478 | 791,038 | |||
United States Treasury Note/Bond | 1.500% | 8/31/21 | 75,605 | 76,775 | |||
United States Treasury Note/Bond | 2.000% | 8/31/21 | 48,289 | 49,315 | |||
United States Treasury Note/Bond | 2.750% | 9/15/21 | 128,762 | 132,746 | |||
United States Treasury Note/Bond | 1.125% | 9/30/21 | 548,868 | 555,301 | |||
United States Treasury Note/Bond | 1.500% | 9/30/21 | 157,844 | 160,434 | |||
United States Treasury Note/Bond | 2.125% | 9/30/21 | 31,400 | 32,160 | |||
United States Treasury Note/Bond | 2.875% | 10/15/21 | 181,199 | 187,485 | |||
United States Treasury Note/Bond | 1.250% | 10/31/21 | 971,436 | 985,406 | |||
United States Treasury Note/Bond | 1.500% | 10/31/21 | 543,029 | 552,619 | |||
United States Treasury Note/Bond | 2.000% | 10/31/21 | 38,630 | 39,572 | |||
United States Treasury Note/Bond | 2.875% | 11/15/21 | 265,152 | 274,931 | |||
United States Treasury Note/Bond | 1.500% | 11/30/21 | 46,280 | 47,148 | |||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 306,779 | 313,632 | |||
United States Treasury Note/Bond | 1.875% | 11/30/21 | 26,069 | 26,696 | |||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 209,670 | 217,172 | |||
United States Treasury Note/Bond | 1.625% | 12/31/21 | 252,585 | 258,112 | |||
United States Treasury Note/Bond | 2.000% | 12/31/21 | 189,378 | 194,556 | |||
United States Treasury Note/Bond | 2.125% | 12/31/21 | 1,450 | 1,492 | |||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 248,720 | 257,619 | |||
United States Treasury Note/Bond | 1.375% | 1/31/22 | 172,173 | 175,455 | |||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 89,500 | 91,374 | |||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 530,340 | 544,596 | |||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 161,663 | 166,437 | |||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 195,407 | 202,766 | |||
United States Treasury Note/Bond | 1.125% | 2/28/22 | 212,769 | 216,161 | |||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 176,961 | 181,578 | |||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 79,660 | 81,913 | |||
United States Treasury Note/Bond | 2.375% | 3/15/22 | 177,562 | 184,221 | |||
United States Treasury Note/Bond | 0.375% | 3/31/22 | 352,000 | 353,264 | |||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 347,397 | 356,950 | |||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 394,170 | 405,873 | |||
United States Treasury Note/Bond | 2.250% | 4/15/22 | 181,635 | 188,390 | |||
United States Treasury Note/Bond | 0.125% | 4/30/22 | 410,371 | 410,117 | |||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 483,079 | 497,045 | |||
United States Treasury Note/Bond | 1.875% | 4/30/22 | 160,194 | 165,174 | |||
United States Treasury Note/Bond | 1.750% | 5/15/22 | 172,660 | 177,759 | |||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 260,496 | 270,020 | |||
United States Treasury Note/Bond | 0.125% | 5/31/22 | 97,393 | 97,333 | |||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 314,855 | 324,351 | |||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 15,000 | 15,490 | |||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 150,771 | 155,458 | |||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 401,657 | 401,408 | |||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 69,830 | 72,034 | |||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 54,730 | 56,876 | |||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 96,605 | 99,715 | |||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 229,394 | 237,565 | |||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 212,520 | 220,621 | |||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 217,455 | 223,639 | |||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 131,447 | 135,514 | |||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 475,501 | 490,437 | |||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 228,867 | 237,308 | |||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 233,725 | 240,627 | |||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 103,585 | 107,259 | |||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 193,712 | 201,158 |
1
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 242,515 | 249,184 | |||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 10,915 | 11,348 | |||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 203,144 | 211,810 | |||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 310,263 | 320,976 | |||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 486,670 | 508,112 | |||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 112,375 | 116,396 | |||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 391,477 | 410,561 | |||
United States Treasury Note/Bond | 1.500% | 1/15/23 | 242,855 | 251,051 | |||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 39,330 | 40,922 | |||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 295,243 | 311,942 | |||
United States Treasury Note/Bond | 1.375% | 2/15/23 | 141,475 | 145,940 | |||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 35,000 | 36,673 | |||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 285,326 | 295,401 | |||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 863,733 | 920,014 | |||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 176,205 | 182,621 | |||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 196,875 | 209,426 | |||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 539,905 | 541,087 | |||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 70,895 | 73,786 | |||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 20,990 | 22,515 | |||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 106,014 | 105,849 | |||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 382,650 | 399,930 | |||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 210,100 | 218,964 | |||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 213,123 | 229,041 | |||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 163,315 | 163,673 | |||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 90,000 | 93,220 | |||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 341,252 | 366,204 | |||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 69,648 | 71,933 | |||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 165,108 | 178,137 | |||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 339,900 | 364,437 | |||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 204,880 | 212,626 | |||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 244,140 | 263,901 | |||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 118,075 | 122,632 | |||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 405,829 | 441,087 | |||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 10,000 | 10,475 | |||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 150,867 | 164,303 | |||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 465,537 | 505,545 | |||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 230,360 | 245,476 | |||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 117,469 | 128,188 | |||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 53,392 | 57,205 | |||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 167,648 | 181,819 | |||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 154,680 | 165,967 | |||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 319,655 | 345,828 | |||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 299,077 | 326,508 | |||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 303,995 | 325,226 | |||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 333,228 | 359,573 | |||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 536,754 | 574,998 | |||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 95,635 | 102,120 | |||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 318,585 | 343,224 | |||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 405,309 | 440,899 | |||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 478,278 | 511,384 | |||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 163,738 | 173,664 | |||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 227,460 | 243,453 | |||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 237,309 | 251,918 | |||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 192,650 | 207,430 | |||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 460,333 | 500,686 | |||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 215,108 | 224,082 | |||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 160,978 | 171,894 | |||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 220,815 | 232,545 | |||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 322,595 | 348,203 | |||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 257,844 | 271,703 | |||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 287,110 | 311,827 | |||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 511,920 | 556,314 | |||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 149,822 | 158,016 | |||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 215,565 | 233,248 |
2
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 139,095 | 148,353 | |||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 220,395 | 239,990 | |||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 198,815 | 208,817 | |||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 441,295 | 486,113 | |||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 254,220 | 274,400 | |||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 140,914 | 146,528 | |||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 174,840 | 194,892 | |||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 124,516 | 138,290 | |||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 95,118 | 95,535 | |||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 222,775 | 250,412 | |||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 516,100 | 561,821 | |||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 258,886 | 258,562 | |||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 346,735 | 390,403 | |||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 319,940 | 319,338 | |||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 119,750 | 134,289 | |||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 127,915 | 144,465 | |||
34,309,751 | |||||||
Agency Bonds and Notes (2.3%) | |||||||
1 | AID-Iraq | 2.149% | 1/18/22 | 9,755 | 10,033 | ||
1 | AID-Israel | 5.500% | 9/18/23 | 4,300 | 5,000 | ||
1 | AID-Israel | 5.500% | 12/4/23 | 8,000 | 9,378 | ||
1 | AID-Israel | 5.500% | 4/26/24 | 12,058 | 14,335 | ||
1 | AID-Jordan | 2.578% | 6/30/22 | 3,200 | 3,343 | ||
1 | AID-Tunisia | 2.452% | 7/24/21 | 2,175 | 2,207 | ||
1 | AID-Tunisia | 1.416% | 8/5/21 | 4,885 | 4,848 | ||
1 | AID-Ukraine | 1.471% | 9/29/21 | 10,305 | 10,447 | ||
Federal Farm Credit Banks | 3.050% | 11/15/21 | 5,175 | 5,376 | |||
Federal Farm Credit Banks | 1.600% | 12/28/21 | 6,455 | 6,588 | |||
Federal Farm Credit Banks | 2.600% | 1/18/22 | 5,000 | 5,184 | |||
Federal Farm Credit Banks | 0.375% | 4/8/22 | 25,000 | 25,061 | |||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 4,600 | 4,803 | |||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 4,250 | 4,713 | |||
Federal Home Loan Banks | 5.625% | 6/11/21 | 13,465 | 14,156 | |||
Federal Home Loan Banks | 1.875% | 7/7/21 | 27,090 | 27,554 | |||
Federal Home Loan Banks | 1.125% | 7/14/21 | 18,400 | 18,579 | |||
Federal Home Loan Banks | 3.000% | 10/12/21 | 54,350 | 56,291 | |||
Federal Home Loan Banks | 1.625% | 11/19/21 | 19,020 | 19,390 | |||
Federal Home Loan Banks | 1.875% | 11/29/21 | 52,600 | 53,829 | |||
Federal Home Loan Banks | 1.625% | 12/20/21 | 6,700 | 6,838 | |||
Federal Home Loan Banks | 0.250% | 6/3/22 | 40,000 | 40,010 | |||
Federal Home Loan Banks | 2.125% | 6/10/22 | 5,650 | 5,857 | |||
Federal Home Loan Banks | 1.375% | 2/17/23 | 23,000 | 23,668 | |||
Federal Home Loan Banks | 2.125% | 3/10/23 | 8,950 | 9,394 | |||
Federal Home Loan Banks | 2.500% | 2/13/24 | 36,810 | 39,658 | |||
Federal Home Loan Banks | 2.875% | 6/14/24 | 20,000 | 21,949 | |||
Federal Home Loan Banks | 1.500% | 8/15/24 | 9,970 | 10,427 | |||
Federal Home Loan Banks | 5.375% | 8/15/24 | 100 | 120 | |||
Federal Home Loan Banks | 2.875% | 9/13/24 | 20,000 | 22,061 | |||
Federal Home Loan Banks | 0.500% | 4/14/25 | 25,000 | 25,062 | |||
2 | Federal Home Loan Mortgage Corp. | 1.125% | 8/12/21 | 19,000 | 19,198 | ||
2 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 98,875 | 102,141 | ||
2 | Federal Home Loan Mortgage Corp. | 0.250% | 6/8/22 | 43,400 | 43,411 | ||
2 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 5,000 | 5,014 | ||
2 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 25,000 | 25,063 | ||
2 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 20,000 | 21,455 | ||
2 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 25,000 | 24,973 | ||
2 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 20,000 | 20,969 | ||
2 | Federal National Mortgage Assn. | 1.250% | 8/17/21 | 31,035 | 31,407 | ||
2 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 40,100 | 40,693 | ||
2 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 45,165 | 46,379 | ||
2 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 10,798 | 11,195 | ||
2 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 1,070 | 1,101 | ||
2 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 28,571 | 29,598 | ||
2 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 10,875 | 11,144 |
3
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
2 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 26,250 | 27,288 | ||
2 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 19,149 | 20,180 | ||
2 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 40,000 | 39,959 | ||
2 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 4,590 | 4,966 | ||
2 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 14,133 | 15,220 | ||
2 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 15,414 | 16,241 | ||
2 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 82,565 | 90,182 | ||
2 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 20,340 | 21,419 | ||
2 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 13,200 | 13,311 | ||
2 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 25,000 | 25,039 | ||
Private Export Funding Corp. | 4.300% | 12/15/21 | 9,940 | 10,491 | |||
Private Export Funding Corp. | 2.800% | 5/15/22 | 3,725 | 3,887 | |||
Private Export Funding Corp. | 2.050% | 11/15/22 | 10,276 | 10,637 | |||
Private Export Funding Corp. | 3.550% | 1/15/24 | 3,500 | 3,862 | |||
Private Export Funding Corp. | 2.450% | 7/15/24 | 3,350 | 3,582 | |||
Private Export Funding Corp. | 1.750% | 11/15/24 | 2,130 | 2,230 | |||
Resolution Funding Corp. | 8.625% | 1/15/21 | 850 | 888 | |||
Tennessee Valley Authority | 1.875% | 8/15/22 | 8,175 | 8,437 | |||
Tennessee Valley Authority | 2.875% | 9/15/24 | 7,875 | 8,649 | |||
Tennessee Valley Authority | 0.750% | 5/15/25 | 7,000 | 7,088 | |||
1,273,456 | |||||||
Total U.S. Government and Agency Obligations (Cost $34,303,808) | 35,583,207 | ||||||
Corporate Bonds (26.8%) | |||||||
Finance (11.1%) | |||||||
Banking (9.0%) | |||||||
Ally Financial Inc. | 4.125% | 2/13/22 | 5,600 | 5,740 | |||
Ally Financial Inc. | 3.875% | 5/21/24 | 4,150 | 4,280 | |||
Ally Financial Inc. | 5.125% | 9/30/24 | 4,380 | 4,730 | |||
Ally Financial Inc. | 4.625% | 3/30/25 | 3,349 | 3,575 | |||
American Express Co. | 3.700% | 11/5/21 | 9,764 | 10,155 | |||
American Express Co. | 2.750% | 5/20/22 | 4,850 | 5,031 | |||
American Express Co. | 2.500% | 8/1/22 | 7,955 | 8,242 | |||
American Express Co. | 2.650% | 12/2/22 | 7,148 | 7,479 | |||
American Express Co. | 3.400% | 2/27/23 | 18,216 | 19,467 | |||
American Express Co. | 3.700% | 8/3/23 | 5,972 | 6,498 | |||
American Express Co. | 3.400% | 2/22/24 | 7,594 | 8,247 | |||
American Express Co. | 2.500% | 7/30/24 | 9,970 | 10,567 | |||
American Express Co. | 3.000% | 10/30/24 | 10,741 | 11,613 | |||
American Express Co. | 3.625% | 12/5/24 | 2,960 | 3,270 | |||
American Express Credit Corp. | 2.700% | 3/3/22 | 15,426 | 15,946 | |||
Associated Bank NA | 3.500% | 8/13/21 | 3,000 | 3,062 | |||
Australia & New Zealand Banking Group Ltd. | 2.300% | 6/1/21 | 6,825 | 6,945 | |||
Australia & New Zealand Banking Group Ltd. | 2.550% | 11/23/21 | 6,650 | 6,841 | |||
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 2,990 | 3,102 | |||
Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 9,692 | 10,181 | |||
Australia & New Zealand Banking Group Ltd. | 2.050% | 11/21/22 | 900 | 931 | |||
Banco Santander SA | 3.500% | 4/11/22 | 4,305 | 4,461 | |||
Banco Santander SA | 3.125% | 2/23/23 | 6,275 | 6,531 | |||
Banco Santander SA | 3.848% | 4/12/23 | 9,830 | 10,449 | |||
Banco Santander SA | 2.706% | 6/27/24 | 5,953 | 6,248 | |||
Banco Santander SA | 2.746% | 5/28/25 | 5,700 | 5,901 | |||
Bancolombia SA | 3.000% | 1/29/25 | 3,900 | 3,822 | |||
Bank of America Corp. | 5.000% | 5/13/21 | 75 | 78 | |||
Bank of America Corp. | 2.503% | 10/21/22 | 20,637 | 21,126 | |||
Bank of America Corp. | 3.300% | 1/11/23 | 30,128 | 32,088 | |||
3 | Bank of America Corp. | 3.124% | 1/20/23 | 14,936 | 15,469 | ||
3 | Bank of America Corp. | 2.881% | 4/24/23 | 14,300 | 14,802 | ||
3 | Bank of America Corp. | 2.816% | 7/21/23 | 17,170 | 17,835 | ||
Bank of America Corp. | 4.100% | 7/24/23 | 13,075 | 14,314 | |||
3 | Bank of America Corp. | 3.004% | 12/20/23 | 37,029 | 38,826 | ||
Bank of America Corp. | 4.125% | 1/22/24 | 2,200 | 2,431 |
4
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3 | Bank of America Corp. | 3.550% | 3/5/24 | 34,483 | 36,717 | ||
Bank of America Corp. | 4.000% | 4/1/24 | 5,059 | 5,588 | |||
3 | Bank of America Corp. | 1.486% | 5/19/24 | 5,000 | 5,068 | ||
3 | Bank of America Corp. | 3.864% | 7/23/24 | 15,403 | 16,729 | ||
Bank of America Corp. | 4.200% | 8/26/24 | 20,267 | 22,494 | |||
Bank of America Corp. | 4.000% | 1/22/25 | 15,966 | 17,614 | |||
Bank of America Corp. | 3.950% | 4/21/25 | 11,004 | 12,185 | |||
Bank of America Corp. | 3.875% | 8/1/25 | 10,000 | 11,338 | |||
3 | Bank of America Corp. | 3.093% | 10/1/25 | 21,109 | 22,793 | ||
3 | Bank of America Corp. | 2.456% | 10/22/25 | 25,500 | 26,781 | ||
3 | Bank of America Corp. | 3.366% | 1/23/26 | 13,000 | 14,202 | ||
3 | Bank of America Corp. | 2.015% | 2/13/26 | 34,975 | 36,182 | ||
3 | Bank of America Corp. | 1.319% | 6/19/26 | 20,900 | 20,952 | ||
3 | Bank of America NA | 3.335% | 1/25/23 | 129 | 135 | ||
Bank of Montreal | 3.100% | 4/13/21 | 18,400 | 18,768 | |||
Bank of Montreal | 1.900% | 8/27/21 | 17,241 | 17,548 | |||
Bank of Montreal | 2.900% | 3/26/22 | 9,957 | 10,370 | |||
Bank of Montreal | 3.300% | 2/5/24 | 12,006 | 13,029 | |||
Bank of Montreal | 2.500% | 6/28/24 | 7,448 | 7,889 | |||
Bank of Montreal | 1.850% | 5/1/25 | 8,728 | 9,007 | |||
3 | Bank of Montreal | 4.338% | 10/5/28 | 5,595 | 5,931 | ||
3 | Bank of Montreal | 4.800% | 12/31/49 | 117 | 115 | ||
Bank of New York Mellon Corp. | 3.550% | 9/23/21 | 2,055 | 2,128 | |||
Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 14,259 | 14,722 | |||
Bank of New York Mellon Corp. | 1.950% | 8/23/22 | 4,225 | 4,352 | |||
Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 9,250 | 9,550 | |||
Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 9,402 | 10,001 | |||
Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 3,025 | 3,268 | |||
3 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 8,675 | 9,010 | ||
Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 7,575 | 8,208 | |||
Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 8,815 | 9,188 | |||
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 4,080 | 4,477 | |||
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 11,269 | 12,349 | |||
Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 3,400 | 3,574 | |||
Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 1,062 | 1,167 | |||
Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 4,450 | 4,605 | |||
Bank of Nova Scotia | 3.125% | 4/20/21 | 4,400 | 4,498 | |||
Bank of Nova Scotia | 2.800% | 7/21/21 | 1,077 | 1,105 | |||
Bank of Nova Scotia | 2.700% | 3/7/22 | 17,884 | 18,552 | |||
Bank of Nova Scotia | 2.450% | 9/19/22 | 2,396 | 2,494 | |||
Bank of Nova Scotia | 2.000% | 11/15/22 | 5,950 | 6,126 | |||
Bank of Nova Scotia | 2.375% | 1/18/23 | 925 | 961 | |||
Bank of Nova Scotia | 1.950% | 2/1/23 | 11,583 | 11,930 | |||
Bank of Nova Scotia | 1.625% | 5/1/23 | 1,150 | 1,176 | |||
Bank of Nova Scotia | 3.400% | 2/11/24 | 12,200 | 13,230 | |||
Bank of Nova Scotia | 2.200% | 2/3/25 | 17,414 | 18,230 | |||
Barclays Bank plc | 1.700% | 5/12/22 | 20,000 | 20,296 | |||
Barclays plc | 3.200% | 8/10/21 | 9,860 | 10,082 | |||
Barclays plc | 3.684% | 1/10/23 | 8,965 | 9,277 | |||
3 | Barclays plc | 4.610% | 2/15/23 | 15,000 | 15,785 | ||
3 | Barclays plc | 4.338% | 5/16/24 | 10,296 | 11,094 | ||
Barclays plc | 4.375% | 9/11/24 | 2,400 | 2,561 | |||
Barclays plc | 3.650% | 3/16/25 | 12,229 | 13,260 | |||
3 | Barclays plc | 3.932% | 5/7/25 | 6,800 | 7,321 | ||
3 | Barclays plc | 2.852% | 5/7/26 | 11,100 | 11,655 | ||
BBVA USA | 3.500% | 6/11/21 | 7,750 | 7,914 | |||
BBVA USA | 2.875% | 6/29/22 | 9,903 | 9,975 | |||
BBVA USA | 3.875% | 4/10/25 | 1,100 | 1,168 | |||
BNP Paribas SA | 3.250% | 3/3/23 | 5,299 | 5,648 | |||
BNP Paribas SA | 4.250% | 10/15/24 | 7,840 | 8,636 | |||
BPCE SA | 2.750% | 12/2/21 | 9,600 | 9,902 | |||
4 | BPCE SA | 3.000% | 5/22/22 | 6,000 | 6,201 | ||
BPCE SA | 4.000% | 4/15/24 | 6,276 | 6,931 | |||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 7,525 | 7,795 |
5
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 5,000 | 5,005 | |||
3 | Canadian Imperial Bank of Commerce | 2.606% | 7/22/23 | 2,020 | 2,088 | ||
Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 7,250 | 7,891 | |||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 6,080 | 6,502 | |||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 6,100 | 6,363 | |||
Capital One Bank USA NA | 3.375% | 2/15/23 | 13,040 | 13,690 | |||
Capital One Financial Corp. | 4.750% | 7/15/21 | 9,953 | 10,352 | |||
Capital One Financial Corp. | 3.050% | 3/9/22 | 8,777 | 9,106 | |||
Capital One Financial Corp. | 3.200% | 1/30/23 | 400 | 422 | |||
Capital One Financial Corp. | 2.600% | 5/11/23 | 10,500 | 10,998 | |||
Capital One Financial Corp. | 3.500% | 6/15/23 | 3,080 | 3,299 | |||
Capital One Financial Corp. | 3.900% | 1/29/24 | 4,683 | 5,092 | |||
Capital One Financial Corp. | 3.750% | 4/24/24 | 3,886 | 4,225 | |||
Capital One Financial Corp. | 3.300% | 10/30/24 | 11,010 | 11,808 | |||
Capital One Financial Corp. | 3.200% | 2/5/25 | 6,235 | 6,693 | |||
Capital One Financial Corp. | 4.250% | 4/30/25 | 16,225 | 18,296 | |||
Citibank NA | 3.400% | 7/23/21 | 7,250 | 7,467 | |||
Citibank NA | 3.650% | 1/23/24 | 6,353 | 6,947 | |||
Citigroup Inc. | 2.350% | 8/2/21 | 16,320 | 16,627 | |||
Citigroup Inc. | 2.900% | 12/8/21 | 9,725 | 10,016 | |||
Citigroup Inc. | 4.500% | 1/14/22 | 21,468 | 22,705 | |||
Citigroup Inc. | 2.750% | 4/25/22 | 24,260 | 25,138 | |||
Citigroup Inc. | 4.050% | 7/30/22 | 7,991 | 8,483 | |||
Citigroup Inc. | 2.700% | 10/27/22 | 10,035 | 10,474 | |||
3 | Citigroup Inc. | 2.312% | 11/4/22 | 8,925 | 9,103 | ||
3 | Citigroup Inc. | 3.142% | 1/24/23 | 5,555 | 5,745 | ||
Citigroup Inc. | 3.500% | 5/15/23 | 13,545 | 14,459 | |||
3 | Citigroup Inc. | 2.876% | 7/24/23 | 14,155 | 14,686 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 13,417 | 14,738 | |||
3 | Citigroup Inc. | 1.678% | 5/15/24 | 19,000 | 19,306 | ||
3 | Citigroup Inc. | 4.044% | 6/1/24 | 14,401 | 15,640 | ||
Citigroup Inc. | 3.750% | 6/16/24 | 9,300 | 10,262 | |||
Citigroup Inc. | 3.875% | 3/26/25 | 850 | 933 | |||
3 | Citigroup Inc. | 3.352% | 4/24/25 | 13,410 | 14,483 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 9,215 | 10,299 | |||
3 | Citigroup Inc. | 3.106% | 4/8/26 | 29,765 | 31,913 | ||
Citizens Bank NA | 3.250% | 2/14/22 | 7,425 | 7,687 | |||
Citizens Bank NA | 2.650% | 5/26/22 | 4,069 | 4,206 | |||
Citizens Bank NA | 3.700% | 3/29/23 | 4,950 | 5,307 | |||
Citizens Financial Group Inc. | 2.375% | 7/28/21 | 2,435 | 2,469 | |||
Comerica Bank | 2.500% | 7/23/24 | 2,930 | 3,081 | |||
Comerica Inc. | 3.700% | 7/31/23 | 11,046 | 11,911 | |||
Commonwealth Bank of Australia | 2.550% | 3/15/21 | 6,355 | 6,452 | |||
4 | Commonwealth Bank of Australia | 3.350% | 6/4/24 | 5,000 | 5,471 | ||
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 10,486 | 10,849 | |||
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 16,006 | 16,889 | |||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 9,790 | 10,351 | |||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 3,600 | 3,802 | |||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 7,725 | 8,505 | |||
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 15,317 | 17,034 | |||
Credit Suisse AG | 3.000% | 10/29/21 | 15,700 | 16,229 | |||
Credit Suisse AG | 2.100% | 11/12/21 | 6,450 | 6,579 | |||
Credit Suisse AG | 2.800% | 4/8/22 | 3,100 | 3,216 | |||
Credit Suisse AG | 1.000% | 5/5/23 | 10,000 | 10,063 | |||
Credit Suisse AG | 3.625% | 9/9/24 | 16,444 | 18,143 | |||
Credit Suisse AG | 2.950% | 4/9/25 | 13,700 | 14,889 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/20 | 8,777 | 8,874 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 13,064 | 13,858 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 6/9/23 | 8,188 | 8,800 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.750% | 3/26/25 | 15,022 | 16,452 | |||
Deutsche Bank AG | 3.125% | 1/13/21 | 25 | 25 | |||
Deutsche Bank AG | 4.250% | 10/14/21 | 12,660 | 12,978 | |||
Deutsche Bank AG | 3.300% | 11/16/22 | 8,876 | 9,065 | |||
Deutsche Bank AG | 3.950% | 2/27/23 | 11,779 | 12,231 |
6
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Deutsche Bank AG | 3.700% | 5/30/24 | 15,830 | 16,364 | |||
Deutsche Bank AG | 3.700% | 5/30/24 | 1,000 | 1,039 | |||
Deutsche Bank AG | 5.000% | 2/14/22 | 6,850 | 7,180 | |||
Discover Bank | 3.200% | 8/9/21 | 4,021 | 4,101 | |||
Discover Bank | 3.350% | 2/6/23 | 3,149 | 3,341 | |||
Discover Bank | 4.200% | 8/8/23 | 13,110 | 14,331 | |||
Discover Bank | 2.450% | 9/12/24 | 8,210 | 8,610 | |||
3 | Discover Bank | 4.682% | 8/9/28 | 10,150 | 10,241 | ||
Discover Financial Services | 3.850% | 11/21/22 | 7,874 | 8,335 | |||
Discover Financial Services | 3.950% | 11/6/24 | 636 | 692 | |||
Discover Financial Services | 3.750% | 3/4/25 | 1,470 | 1,585 | |||
Fifth Third Bancorp | 3.500% | 3/15/22 | 5,070 | 5,304 | |||
Fifth Third Bancorp | 1.625% | 5/5/23 | 200 | 204 | |||
Fifth Third Bancorp | 4.300% | 1/16/24 | 12,428 | 13,696 | |||
Fifth Third Bancorp | 3.650% | 1/25/24 | 12,833 | 13,969 | |||
Fifth Third Bancorp | 2.375% | 1/28/25 | 400 | 421 | |||
Fifth Third Bank | 2.250% | 6/14/21 | 10,118 | 10,269 | |||
Fifth Third Bank | 3.350% | 7/26/21 | 6,583 | 6,731 | |||
Fifth Third Bank | 2.875% | 10/1/21 | 4,141 | 4,255 | |||
Fifth Third Bank | 1.800% | 1/30/23 | 3,483 | 3,578 | |||
First Horizon National Corp. | 3.500% | 12/15/20 | 5,558 | 5,598 | |||
First Horizon National Corp. | 4.000% | 5/26/25 | 1,000 | 1,046 | |||
First Republic Bank | 2.500% | 6/6/22 | 7,625 | 7,853 | |||
3 | First Republic Bank | 1.912% | 2/12/24 | 1,750 | 1,789 | ||
FNB Corp. | 2.200% | 2/24/23 | 1,650 | 1,646 | |||
Goldman Sachs Group Inc. | 2.600% | 12/27/20 | 2,720 | 2,747 | |||
Goldman Sachs Group Inc. | 5.250% | 7/27/21 | 24,282 | 25,496 | |||
Goldman Sachs Group Inc. | 2.350% | 11/15/21 | 9,624 | 9,672 | |||
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 35,273 | 38,052 | |||
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 17,881 | 18,129 | |||
3 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 18,788 | 19,260 | ||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 6,032 | 6,461 | |||
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 1,911 | 2,028 | |||
3 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 10,306 | 10,678 | ||
3 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 9,796 | 10,175 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 16,550 | 17,977 | |||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 9,509 | 10,482 | |||
Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 13,165 | 14,516 | |||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 4,614 | 5,029 | |||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 30,701 | 33,661 | |||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 16,100 | 17,808 | |||
3 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 30,266 | 32,535 | ||
HSBC Holdings plc | 2.650% | 1/5/22 | 17,855 | 18,407 | |||
HSBC Holdings plc | 4.875% | 1/14/22 | 4,094 | 4,353 | |||
HSBC Holdings plc | 4.000% | 3/30/22 | 2,036 | 2,150 | |||
3 | HSBC Holdings plc | 3.262% | 3/13/23 | 22,510 | 23,292 | ||
HSBC Holdings plc | 3.600% | 5/25/23 | 15,855 | 17,019 | |||
3 | HSBC Holdings plc | 3.033% | 11/22/23 | 15,645 | 16,290 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 3,984 | 4,286 | |||
3 | HSBC Holdings plc | 3.950% | 5/18/24 | 17,478 | 18,782 | ||
3 | HSBC Holdings plc | 3.803% | 3/11/25 | 23,675 | 25,566 | ||
3 | HSBC Holdings plc | 2.633% | 11/7/25 | 20,900 | 21,671 | ||
3 | HSBC Holdings plc | 2.099% | 6/4/26 | 2,528 | 2,563 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 6,941 | 7,627 | |||
Huntington Bancshares Inc. | 7.000% | 12/15/20 | 1,250 | 1,284 | |||
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 3,770 | 3,865 | |||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 6,385 | 6,754 | |||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 8,301 | 9,409 | |||
Huntington National Bank | 3.125% | 4/1/22 | 4,000 | 4,170 | |||
Huntington National Bank | 2.500% | 8/7/22 | 9,875 | 10,272 | |||
Huntington National Bank | 1.800% | 2/3/23 | 3,925 | 4,043 | |||
Huntington National Bank | 3.550% | 10/6/23 | 1,500 | 1,633 | |||
ING Groep NV | 3.150% | 3/29/22 | 8,017 | 8,327 | |||
ING Groep NV | 4.100% | 10/2/23 | 14,638 | 16,039 |
7
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
ING Groep NV | 3.550% | 4/9/24 | 6,138 | 6,675 | |||
JPMorgan Chase & Co. | 2.400% | 6/7/21 | 9,039 | 9,198 | |||
JPMorgan Chase & Co. | 2.295% | 8/15/21 | 12,034 | 12,059 | |||
JPMorgan Chase & Co. | 4.350% | 8/15/21 | 18,333 | 19,135 | |||
JPMorgan Chase & Co. | 4.500% | 1/24/22 | 21,239 | 22,554 | |||
3 | JPMorgan Chase & Co. | 3.514% | 6/18/22 | 11,225 | 11,534 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 24,609 | 26,053 | |||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 15,298 | 15,814 | |||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 15,947 | 16,927 | |||
3 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 18,548 | 19,267 | ||
3 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 11,257 | 11,653 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 17,071 | 18,262 | |||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 15,772 | 16,616 | |||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 14,000 | 15,490 | |||
3 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 20,815 | 22,243 | ||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 14,298 | 15,759 | |||
3 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 8,265 | 8,377 | ||
3 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 15,201 | 16,482 | ||
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 12,194 | 13,489 | |||
3 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 2,943 | 3,234 | ||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 1,000 | 1,087 | |||
3 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 16,625 | 17,851 | ||
3 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 20,925 | 21,867 | ||
3 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 27,200 | 28,152 | ||
3 | JPMorgan Chase & Co. | 2.083% | 4/22/26 | 55,325 | 57,331 | ||
KeyBank NA | 3.350% | 6/15/21 | 3,715 | 3,817 | |||
KeyBank NA | 2.500% | 11/22/21 | 5,910 | 6,066 | |||
KeyBank NA | 2.400% | 6/9/22 | 7,490 | 7,753 | |||
KeyBank NA | 2.300% | 9/14/22 | 6,107 | 6,335 | |||
KeyBank NA | 3.375% | 3/7/23 | 3,817 | 4,101 | |||
KeyBank NA | 3.300% | 6/1/25 | 137 | 153 | |||
3 | KeyBank NA | 3.180% | 10/15/27 | 2,725 | 2,852 | ||
KeyCorp | 5.100% | 3/24/21 | 6,844 | 7,074 | |||
Lloyds Banking Group plc | 3.100% | 7/6/21 | 1,168 | 1,190 | |||
Lloyds Banking Group plc | 3.000% | 1/11/22 | 16,260 | 16,767 | |||
3 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 8,650 | 8,910 | ||
3 | Lloyds Banking Group plc | 1.326% | 6/15/23 | 12,400 | 12,425 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 13,825 | 14,960 | |||
3 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 10,225 | 10,608 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 5,337 | 5,814 | |||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 3,110 | 3,522 | |||
3 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 20,000 | 21,672 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 8,750 | 9,580 | |||
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 3,246 | 3,541 | |||
Mitsubishi UFJ Financial Group Inc. | 3.535% | 7/26/21 | 7,892 | 8,129 | |||
Mitsubishi UFJ Financial Group Inc. | 2.190% | 9/13/21 | 5,088 | 5,177 | |||
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 9,850 | 10,194 | |||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 9,589 | 9,988 | |||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 13,175 | 13,673 | |||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 18,193 | 18,897 | |||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 11,555 | 12,330 | |||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 21,383 | 23,199 | |||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,966 | 4,149 | |||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 6,675 | 7,190 | |||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 7,225 | 7,673 | |||
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 20,800 | 21,463 | |||
Mizuho Financial Group Inc. | 2.273% | 9/13/21 | 1,900 | 1,936 | |||
Mizuho Financial Group Inc. | 2.953% | 2/28/22 | 7,250 | 7,534 | |||
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 1,250 | 1,298 | |||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 8,940 | 9,563 | |||
3 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 9,900 | 10,234 | ||
3 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 7,945 | 8,566 | ||
3 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 5,500 | 5,765 | ||
3 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 3,100 | 3,228 |
8
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Morgan Stanley | 5.750% | 1/25/21 | 27 | 28 | |||
Morgan Stanley | 5.500% | 7/28/21 | 15,104 | 15,898 | |||
Morgan Stanley | 2.625% | 11/17/21 | 20,940 | 21,516 | |||
Morgan Stanley | 2.750% | 5/19/22 | 17,043 | 17,702 | |||
Morgan Stanley | 4.875% | 11/1/22 | 5,663 | 6,159 | |||
Morgan Stanley | 3.125% | 1/23/23 | 9,914 | 10,507 | |||
Morgan Stanley | 3.750% | 2/25/23 | 13,604 | 14,675 | |||
Morgan Stanley | 4.100% | 5/22/23 | 16,423 | 17,699 | |||
3 | Morgan Stanley | 3.737% | 4/24/24 | 15,249 | 16,437 | ||
Morgan Stanley | 3.875% | 4/29/24 | 32,251 | 35,628 | |||
Morgan Stanley | 3.700% | 10/23/24 | 22,575 | 25,028 | |||
3 | Morgan Stanley | 2.720% | 7/22/25 | 2,000 | 2,120 | ||
Morgan Stanley | 4.000% | 7/23/25 | 3,290 | 3,721 | |||
3 | Morgan Stanley | 2.188% | 4/28/26 | 49,100 | 51,004 | ||
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 3,500 | 3,640 | |||
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 370 | 394 | |||
MUFG Union Bank NA | 3.150% | 4/1/22 | 20,442 | 21,311 | |||
MUFG Union Bank NA | 2.100% | 12/9/22 | 2,340 | 2,404 | |||
National Australia Bank Ltd. | 1.875% | 7/12/21 | 5,540 | 5,616 | |||
National Australia Bank Ltd. | 3.375% | 9/20/21 | 2,250 | 2,328 | |||
National Australia Bank Ltd. | 3.700% | 11/4/21 | 8,985 | 9,366 | |||
National Australia Bank Ltd. | 2.800% | 1/10/22 | 7,105 | 7,344 | |||
National Australia Bank Ltd. | 2.500% | 5/22/22 | 5,665 | 5,869 | |||
National Australia Bank Ltd. | 1.875% | 12/13/22 | 1,341 | 1,382 | |||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 5,031 | 5,326 | |||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 5,000 | 5,425 | |||
National Bank of Canada | 2.100% | 2/1/23 | 9,530 | 9,763 | |||
Northern Trust Corp. | 3.375% | 8/23/21 | 3,971 | 4,102 | |||
Northern Trust Corp. | 2.375% | 8/2/22 | 1,845 | 1,914 | |||
People's United Bank NA | 4.000% | 7/15/24 | 100 | 104 | |||
People's United Financial Inc. | 3.650% | 12/6/22 | 5,650 | 5,841 | |||
PNC Bank NA | 2.550% | 12/9/21 | 8,960 | 9,189 | |||
PNC Bank NA | 2.625% | 2/17/22 | 15,889 | 16,381 | |||
3 | PNC Bank NA | 2.232% | 7/22/22 | 6,500 | 6,596 | ||
PNC Bank NA | 2.700% | 11/1/22 | 7,912 | 8,267 | |||
3 | PNC Bank NA | 2.028% | 12/9/22 | 3,670 | 3,742 | ||
PNC Bank NA | 2.950% | 1/30/23 | 8,525 | 8,972 | |||
3 | PNC Bank NA | 1.743% | 2/24/23 | 250 | 254 | ||
PNC Bank NA | 3.500% | 6/8/23 | 4,000 | 4,329 | |||
PNC Bank NA | 3.800% | 7/25/23 | 3,900 | 4,224 | |||
PNC Bank NA | 3.300% | 10/30/24 | 14,338 | 15,724 | |||
PNC Bank NA | 2.950% | 2/23/25 | 3,450 | 3,751 | |||
PNC Bank NA | 3.250% | 6/1/25 | 37 | 41 | |||
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 5,082 | 5,349 | |||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 7,043 | 7,675 | |||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 9,026 | 9,940 | |||
PNC Financial Services Group Inc. | 2.200% | 11/1/24 | 225 | 238 | |||
3 | Regions Bank | 3.374% | 8/13/21 | 4,500 | 4,500 | ||
Regions Financial Corp. | 2.750% | 8/14/22 | 7,657 | 7,972 | |||
Regions Financial Corp. | 3.800% | 8/14/23 | 4,250 | 4,622 | |||
Regions Financial Corp. | 2.250% | 5/18/25 | 300 | 313 | |||
Royal Bank of Canada | 3.200% | 4/30/21 | 12,578 | 12,874 | |||
Royal Bank of Canada | 2.750% | 2/1/22 | 10,600 | 10,984 | |||
Royal Bank of Canada | 2.800% | 4/29/22 | 7,580 | 7,891 | |||
Royal Bank of Canada | 1.950% | 1/17/23 | 7,034 | 7,248 | |||
Royal Bank of Canada | 1.600% | 4/17/23 | 3,100 | 3,178 | |||
Royal Bank of Canada | 3.700% | 10/5/23 | 9,657 | 10,535 | |||
Royal Bank of Canada | 2.550% | 7/16/24 | 6,725 | 7,141 | |||
Royal Bank of Canada | 2.250% | 11/1/24 | 18,900 | 19,885 | |||
Royal Bank of Canada | 1.150% | 6/10/25 | 8,600 | 8,613 | |||
Royal Bank of Scotland Group plc | 6.125% | 12/15/22 | 8,073 | 8,812 | |||
3 | Royal Bank of Scotland Group plc | 3.498% | 5/15/23 | 10,255 | 10,638 | ||
Royal Bank of Scotland Group plc | 6.100% | 6/10/23 | 12,422 | 13,690 | |||
Royal Bank of Scotland Group plc | 3.875% | 9/12/23 | 19,001 | 20,486 |
9
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Royal Bank of Scotland Group plc | 6.000% | 12/19/23 | 11,997 | 13,438 | |||
3 | Royal Bank of Scotland Group plc | 2.359% | 5/22/24 | 10,000 | 10,259 | ||
Royal Bank of Scotland Group plc | 5.125% | 5/28/24 | 19,550 | 21,275 | |||
3 | Royal Bank of Scotland Group plc | 4.519% | 6/25/24 | 15,700 | 17,056 | ||
3 | Royal Bank of Scotland Group plc | 4.269% | 3/22/25 | 2,367 | 2,574 | ||
Santander Holdings USA Inc. | 4.450% | 12/3/21 | 3,350 | 3,471 | |||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 10,275 | 10,673 | |||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 9,025 | 9,437 | |||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 11,149 | 11,595 | |||
Santander UK Group Holdings plc | 3.125% | 1/8/21 | 45 | 46 | |||
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 4,380 | 4,481 | |||
3 | Santander UK Group Holdings plc | 3.373% | 1/5/24 | 12,500 | 13,075 | ||
3 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 7,025 | 7,766 | ||
Santander UK plc | 3.400% | 6/1/21 | 10,197 | 10,465 | |||
Santander UK plc | 3.750% | 11/15/21 | 7,133 | 7,418 | |||
Santander UK plc | 2.100% | 1/13/23 | 8,075 | 8,337 | |||
Santander UK plc | 4.000% | 3/13/24 | 6,641 | 7,317 | |||
Santander UK plc | 2.875% | 6/18/24 | 7,110 | 7,575 | |||
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 7,695 | 7,810 | |||
Skandinaviska Enskilda Banken AB | 1.875% | 9/13/21 | 9,933 | 10,082 | |||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 4,840 | 5,027 | |||
3,4 | State Street Corp. | 2.825% | 3/30/23 | 2,000 | 2,076 | ||
3 | State Street Corp. | 2.653% | 5/15/23 | 9,313 | 9,650 | ||
State Street Corp. | 3.100% | 5/15/23 | 3,360 | 3,612 | |||
State Street Corp. | 3.700% | 11/20/23 | 7,479 | 8,281 | |||
3 | State Street Corp. | 3.776% | 12/3/24 | 5,845 | 6,439 | ||
State Street Corp. | 3.300% | 12/16/24 | 9,808 | 10,889 | |||
3 | State Street Corp. | 2.354% | 11/1/25 | 5,000 | 5,289 | ||
3,4 | State Street Corp. | 2.901% | 3/30/26 | 3,429 | 3,712 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 3,360 | 3,519 | |||
Sumitomo Mitsui Financial Group Inc. | 2.058% | 7/14/21 | 11,563 | 11,754 | |||
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 10,796 | 11,045 | |||
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 2,979 | 3,072 | |||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 8,245 | 8,574 | |||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 6,386 | 6,667 | |||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 15,296 | 16,161 | |||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 5,300 | 5,740 | |||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 8,269 | 9,055 | |||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 13,598 | 14,388 | |||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 3,900 | 4,093 | |||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 5,675 | 5,922 | |||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 2,000 | 2,004 | |||
SVB Financial Group | 3.500% | 1/29/25 | 2,270 | 2,398 | |||
Svenska Handelsbanken AB | 2.450% | 3/30/21 | 16,433 | 16,658 | |||
Svenska Handelsbanken AB | 1.875% | 9/7/21 | 6,807 | 6,909 | |||
Svenska Handelsbanken AB | 3.900% | 11/20/23 | 6,168 | 6,820 | |||
Synchrony Bank | 3.000% | 6/15/22 | 2,455 | 2,505 | |||
Synchrony Financial | 3.750% | 8/15/21 | 3,061 | 3,111 | |||
Synchrony Financial | 2.850% | 7/25/22 | 4,179 | 4,210 | |||
Synchrony Financial | 4.375% | 3/19/24 | 5,362 | 5,650 | |||
Synchrony Financial | 4.250% | 8/15/24 | 12,540 | 13,153 | |||
3 | Synovus Bank | 2.289% | 2/10/23 | 2,000 | 2,020 | ||
Synovus Financial Corp. | 3.125% | 11/1/22 | 2,300 | 2,334 | |||
Toronto-Dominion Bank | 2.500% | 12/14/20 | 9,915 | 10,002 | |||
Toronto-Dominion Bank | 2.125% | 4/7/21 | 13,010 | 13,188 | |||
Toronto-Dominion Bank | 3.250% | 6/11/21 | 4,481 | 4,603 | |||
Toronto-Dominion Bank | 1.800% | 7/13/21 | 15,013 | 15,237 | |||
Toronto-Dominion Bank | 1.900% | 12/1/22 | 8,300 | 8,563 | |||
Toronto-Dominion Bank | 3.500% | 7/19/23 | 12,683 | 13,836 | |||
Toronto-Dominion Bank | 3.250% | 3/11/24 | 4,746 | 5,165 | |||
Toronto-Dominion Bank | 2.650% | 6/12/24 | 8,150 | 8,712 | |||
Toronto-Dominion Bank | 1.150% | 6/12/25 | 2,000 | 2,018 | |||
Truist Bank | 2.850% | 4/1/21 | 2,425 | 2,463 | |||
3 | Truist Bank | 3.525% | 10/26/21 | 125 | 126 |
10
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Truist Bank | 2.625% | 1/15/22 | 7,485 | 7,719 | |||
Truist Bank | 2.800% | 5/17/22 | 6,665 | 6,940 | |||
Truist Bank | 2.450% | 8/1/22 | 10,468 | 10,846 | |||
3 | Truist Bank | 3.502% | 8/2/22 | 6,420 | 6,608 | ||
Truist Bank | 3.000% | 2/2/23 | 5,635 | 5,959 | |||
Truist Bank | 1.250% | 3/9/23 | 10,000 | 10,149 | |||
Truist Bank | 2.750% | 5/1/23 | 1,375 | 1,451 | |||
Truist Bank | 3.200% | 4/1/24 | 8,875 | 9,622 | |||
3 | Truist Bank | 3.689% | 8/2/24 | 13,587 | 14,714 | ||
Truist Bank | 2.150% | 12/6/24 | 6,075 | 6,394 | |||
Truist Bank | 1.500% | 3/10/25 | 5,000 | 5,112 | |||
Truist Financial Corp | 2.900% | 3/3/21 | 6,976 | 7,078 | |||
Truist Financial Corp. | 3.200% | 9/3/21 | 4,645 | 4,784 | |||
Truist Financial Corp. | 2.700% | 1/27/22 | 7,502 | 7,736 | |||
Truist Financial Corp. | 3.950% | 3/22/22 | 4,500 | 4,706 | |||
Truist Financial Corp. | 2.750% | 4/1/22 | 4,815 | 4,990 | |||
Truist Financial Corp. | 3.050% | 6/20/22 | 6,350 | 6,645 | |||
Truist Financial Corp. | 3.750% | 12/6/23 | 4,916 | 5,382 | |||
Truist Financial Corp. | 2.500% | 8/1/24 | 2,345 | 2,492 | |||
Truist Financial Corp. | 2.850% | 10/26/24 | 6,847 | 7,366 | |||
Truist Financial Corp. | 4.000% | 5/1/25 | 15,168 | 17,256 | |||
US Bancorp | 2.625% | 1/24/22 | 8,905 | 9,194 | |||
US Bancorp | 3.000% | 3/15/22 | 7,230 | 7,547 | |||
US Bancorp | 2.950% | 7/15/22 | 12,576 | 13,190 | |||
US Bancorp | 3.700% | 1/30/24 | 8,385 | 9,208 | |||
US Bancorp | 3.375% | 2/5/24 | 8,000 | 8,737 | |||
US Bancorp | 2.400% | 7/30/24 | 7,155 | 7,602 | |||
US Bancorp | 3.600% | 9/11/24 | 1,092 | 1,212 | |||
US Bancorp | 1.450% | 5/12/25 | 9,450 | 9,733 | |||
US Bank NA | 3.450% | 11/16/21 | 4,800 | 4,986 | |||
US Bank NA | 1.800% | 1/21/22 | 5,900 | 6,018 | |||
US Bank NA | 2.650% | 5/23/22 | 7,859 | 8,183 | |||
US Bank NA | 1.950% | 1/9/23 | 10,719 | 11,115 | |||
US Bank NA | 2.850% | 1/23/23 | 6,485 | 6,847 | |||
US Bank NA | 3.400% | 7/24/23 | 6,100 | 6,588 | |||
US Bank NA | 2.050% | 1/21/25 | 5,250 | 5,552 | |||
US Bank NA | 2.800% | 1/27/25 | 6,705 | 7,276 | |||
Wells Fargo & Co. | 2.550% | 12/7/20 | 9,381 | 9,463 | |||
Wells Fargo & Co. | 3.000% | 1/22/21 | 42 | 43 | |||
Wells Fargo & Co. | 2.100% | 7/26/21 | 20,641 | 21,001 | |||
Wells Fargo & Co. | 3.500% | 3/8/22 | 8,416 | 8,816 | |||
Wells Fargo & Co. | 2.625% | 7/22/22 | 23,322 | 24,282 | |||
Wells Fargo & Co. | 3.069% | 1/24/23 | 14,575 | 15,096 | |||
Wells Fargo & Co. | 3.450% | 2/13/23 | 4,235 | 4,499 | |||
Wells Fargo & Co. | 4.125% | 8/15/23 | 8,574 | 9,324 | |||
Wells Fargo & Co. | 4.480% | 1/16/24 | 1,000 | 1,098 | |||
Wells Fargo & Co. | 3.750% | 1/24/24 | 10,271 | 11,219 | |||
3 | Wells Fargo & Co. | 1.654% | 6/2/24 | 20,000 | 20,276 | ||
Wells Fargo & Co. | 3.000% | 2/19/25 | 15,400 | 16,574 | |||
3 | Wells Fargo & Co. | 2.406% | 10/30/25 | 34,889 | 36,248 | ||
3 | Wells Fargo & Co. | 2.164% | 2/11/26 | 46,000 | 47,380 | ||
3 | Wells Fargo & Co. | 2.188% | 4/30/26 | 48,100 | 49,720 | ||
3 | Wells Fargo Bank NA | 3.325% | 7/23/21 | 14,900 | 14,945 | ||
Wells Fargo Bank NA | 3.625% | 10/22/21 | 17,580 | 18,262 | |||
3 | Wells Fargo Bank NA | 2.082% | 9/9/22 | 9,200 | 9,337 | ||
Wells Fargo Bank NA | 3.550% | 8/14/23 | 17,821 | 19,266 | |||
Westpac Banking Corp. | 2.000% | 8/19/21 | 7,650 | 7,794 | |||
Westpac Banking Corp. | 2.800% | 1/11/22 | 5,700 | 5,871 | |||
Westpac Banking Corp. | 2.500% | 6/28/22 | 9,800 | 10,181 | |||
Westpac Banking Corp. | 2.750% | 1/11/23 | 5,326 | 5,612 | |||
Westpac Banking Corp. | 2.000% | 1/13/23 | 7,225 | 7,448 | |||
Westpac Banking Corp. | 3.650% | 5/15/23 | 10,668 | 11,575 | |||
Westpac Banking Corp. | 3.300% | 2/26/24 | 9,506 | 10,340 | |||
Westpac Banking Corp. | 2.350% | 2/19/25 | 6,775 | 7,194 |
11
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3 | Westpac Banking Corp. | 2.894% | 2/4/30 | 7,943 | 8,047 | ||
Brokerage (0.3%) | |||||||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,050 | 3,305 | |||
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 2,687 | 2,795 | |||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 5,674 | 6,285 | |||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 3,824 | 4,256 | |||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 6,426 | 6,957 | |||
BGC Partners Inc. | 5.125% | 5/27/21 | 1,675 | 1,698 | |||
BGC Partners Inc. | 5.375% | 7/24/23 | 3,914 | 4,021 | |||
BGC Partners Inc. | 3.750% | 10/1/24 | 401 | 395 | |||
BlackRock Inc. | 3.375% | 6/1/22 | 3,374 | 3,563 | |||
BlackRock Inc. | 3.500% | 3/18/24 | 4,323 | 4,759 | |||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 3,863 | 4,228 | |||
Brookfield Finance LLC | 4.000% | 4/1/24 | 4,627 | 4,996 | |||
Charles Schwab Corp. | 3.225% | 9/1/22 | 2,550 | 2,677 | |||
Charles Schwab Corp. | 2.650% | 1/25/23 | 5,390 | 5,672 | |||
Charles Schwab Corp. | 3.550% | 2/1/24 | 2,195 | 2,403 | |||
Charles Schwab Corp. | 3.000% | 3/10/25 | 250 | 272 | |||
Charles Schwab Corp. | 4.200% | 3/24/25 | 4,700 | 5,389 | |||
Charles Schwab Corp. | 3.850% | 5/21/25 | 4,420 | 4,992 | |||
CME Group Inc. | 3.000% | 3/15/25 | 4,533 | 4,992 | |||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 4,450 | 4,636 | |||
Eaton Vance Corp. | 3.625% | 6/15/23 | 2,350 | 2,464 | |||
Franklin Resources Inc. | 2.800% | 9/15/22 | 486 | 506 | |||
Franklin Resources Inc. | 2.850% | 3/30/25 | 3,879 | 4,199 | |||
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 1,825 | 1,894 | |||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 3,150 | 3,401 | |||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 5,855 | 6,475 | |||
Invesco Finance plc | 3.125% | 11/30/22 | 7,825 | 8,254 | |||
Invesco Finance plc | 4.000% | 1/30/24 | 5,274 | 5,724 | |||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 5,794 | 6,278 | |||
Jefferies Group LLC | 6.875% | 4/15/21 | 6,197 | 6,487 | |||
Lazard Group LLC | 3.750% | 2/13/25 | 2,715 | 2,904 | |||
Nasdaq Inc. | 4.250% | 6/1/24 | 592 | 654 | |||
Nomura Holdings Inc. | 2.648% | 1/16/25 | 9,465 | 9,848 | |||
Stifel Financial Corp. | 3.500% | 12/1/20 | 3,545 | 3,555 | |||
Stifel Financial Corp. | 4.250% | 7/18/24 | 2,135 | 2,277 | |||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 8,484 | 8,823 | |||
TD Ameritrade Holding Corp. | 3.750% | 4/1/24 | 3,450 | 3,806 | |||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 259 | 289 | |||
Finance Companies (0.3%) | |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.000% | 10/1/21 | 4,948 | 4,991 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 12/16/21 | 5,470 | 5,525 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.950% | 2/1/22 | 7,089 | 7,088 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 5/26/22 | 4,740 | 4,680 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 7/1/22 | 3,655 | 3,682 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/23/23 | 3,980 | 3,872 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.125% | 7/3/23 | 2,800 | 2,744 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.500% | 9/15/23 | 5,550 | 5,536 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 1/16/24 | 4,055 | 4,003 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.875% | 8/14/24 | 3,900 | 3,676 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 1/15/25 | 2,370 | 2,227 |
12
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 7/15/25 | 3,000 | 3,143 | |||
Air Lease Corp. | 3.500% | 1/15/22 | 5,575 | 5,632 | |||
Air Lease Corp. | 3.750% | 2/1/22 | 3,471 | 3,506 | |||
Air Lease Corp. | 2.625% | 7/1/22 | 3,034 | 3,011 | |||
Air Lease Corp. | 2.750% | 1/15/23 | 4,185 | 4,143 | |||
Air Lease Corp. | 3.875% | 7/3/23 | 7,895 | 7,997 | |||
Air Lease Corp. | 3.000% | 9/15/23 | 4,812 | 4,743 | |||
Air Lease Corp. | 4.250% | 2/1/24 | 7,115 | 7,327 | |||
Air Lease Corp. | 4.250% | 9/15/24 | 2,268 | 2,325 | |||
Air Lease Corp. | 2.300% | 2/1/25 | 4,625 | 4,393 | |||
Air Lease Corp. | 3.250% | 3/1/25 | 8,573 | 8,562 | |||
Aircastle Ltd. | 5.125% | 3/15/21 | 4,040 | 4,015 | |||
Aircastle Ltd. | 5.500% | 2/15/22 | 2,260 | 2,260 | |||
Aircastle Ltd. | 5.000% | 4/1/23 | 4,757 | 4,644 | |||
Aircastle Ltd. | 4.400% | 9/25/23 | 7,135 | 6,805 | |||
Ares Capital Corp. | 3.625% | 1/19/22 | 4,480 | 4,558 | |||
Ares Capital Corp. | 3.500% | 2/10/23 | 3,840 | 3,859 | |||
Ares Capital Corp. | 4.200% | 6/10/24 | 7,300 | 7,428 | |||
Ares Capital Corp. | 4.250% | 3/1/25 | 3,987 | 4,139 | |||
FS KKR Capital Corp. | 4.750% | 5/15/22 | 2,950 | 2,924 | |||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 4,130 | 4,115 | |||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 1,520 | 1,468 | |||
GATX Corp. | 3.900% | 3/30/23 | 2,825 | 2,985 | |||
GATX Corp. | 3.250% | 3/30/25 | 2,338 | 2,400 | |||
4 | GE Capital Funding LLC | 3.450% | 5/15/25 | 4,545 | 4,756 | ||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 2,040 | 2,101 | |||
International Lease Finance Corp. | 8.250% | 12/15/20 | 3,911 | 3,977 | |||
International Lease Finance Corp. | 4.625% | 4/15/21 | 3,182 | 3,221 | |||
International Lease Finance Corp. | 8.625% | 1/15/22 | 5,423 | 5,804 | |||
International Lease Finance Corp. | 5.875% | 8/15/22 | 7,970 | 8,248 | |||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,100 | 2,052 | |||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 2,230 | 2,330 | |||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 3,963 | 3,897 | |||
Prospect Capital Corp. | 5.875% | 3/15/23 | 1,889 | 1,889 | |||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 1,786 | 1,751 | |||
Insurance (0.9%) | |||||||
AEGON Funding Co. LLC | 5.750% | 12/15/20 | 3,543 | 3,616 | |||
Aetna Inc. | 2.750% | 11/15/22 | 6,708 | 6,985 | |||
Aetna Inc. | 2.800% | 6/15/23 | 5,738 | 6,038 | |||
Aetna Inc. | 3.500% | 11/15/24 | 500 | 543 | |||
Aflac Inc. | 3.625% | 6/15/23 | 4,700 | 5,122 | |||
Aflac Inc. | 3.625% | 11/15/24 | 5,514 | 6,229 | |||
Aflac Inc. | 3.250% | 3/17/25 | 3,000 | 3,318 | |||
Alleghany Corp. | 4.950% | 6/27/22 | 4,038 | 4,350 | |||
Allstate Corp. | 3.150% | 6/15/23 | 600 | 645 | |||
3 | Allstate Corp. | 5.750% | 8/15/53 | 4,014 | 4,139 | ||
American International Group Inc. | 6.400% | 12/15/20 | 4,900 | 5,031 | |||
American International Group Inc. | 3.300% | 3/1/21 | 6,380 | 6,488 | |||
American International Group Inc. | 4.875% | 6/1/22 | 2,800 | 3,017 | |||
American International Group Inc. | 4.125% | 2/15/24 | 4,991 | 5,532 | |||
American International Group Inc. | 2.500% | 6/30/25 | 12,992 | 13,715 | |||
Anthem Inc. | 3.700% | 8/15/21 | 3,920 | 4,023 | |||
Anthem Inc. | 3.125% | 5/15/22 | 6,156 | 6,440 | |||
Anthem Inc. | 2.950% | 12/1/22 | 8,005 | 8,425 | |||
Anthem Inc. | 3.300% | 1/15/23 | 8,345 | 8,885 | |||
Anthem Inc. | 3.500% | 8/15/24 | 9,342 | 10,215 | |||
Anthem Inc. | 3.350% | 12/1/24 | 5,239 | 5,750 | |||
Anthem Inc. | 2.375% | 1/15/25 | 4,076 | 4,318 | |||
Aon plc | 2.800% | 3/15/21 | 3,078 | 3,124 | |||
Aon plc | 4.000% | 11/27/23 | 5,980 | 6,537 | |||
Aon plc | 3.500% | 6/14/24 | 5,720 | 6,221 | |||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 2,100 | 2,201 |
13
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Assurant Inc. | 4.000% | 3/15/23 | 3,600 | 3,794 | |||
Assurant Inc. | 4.200% | 9/27/23 | 1,500 | 1,605 | |||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 1,700 | 1,895 | |||
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 4,379 | 4,581 | |||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 5,074 | 5,258 | |||
Berkshire Hathaway Inc. | 3.400% | 1/31/22 | 4,077 | 4,265 | |||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 3,010 | 3,209 | |||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 12,066 | 12,764 | |||
Brown & Brown Inc. | 4.200% | 9/15/24 | 4,161 | 4,517 | |||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 3,661 | 3,844 | |||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 5,709 | 6,029 | |||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 750 | 824 | |||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 18,637 | 20,616 | |||
Cigna Holding Co. | 4.375% | 12/15/20 | 1,675 | 1,682 | |||
CNA Financial Corp. | 5.750% | 8/15/21 | 2,890 | 3,043 | |||
CNA Financial Corp. | 3.950% | 5/15/24 | 3,637 | 3,950 | |||
Enstar Group Ltd. | 4.500% | 3/10/22 | 2,725 | 2,780 | |||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 6,487 | 6,925 | |||
Fidelity National Financial Inc. | 5.500% | 9/1/22 | 2,035 | 2,190 | |||
First American Financial Corp. | 4.600% | 11/15/24 | 1,348 | 1,453 | |||
Humana Inc. | 3.150% | 12/1/22 | 250 | 262 | |||
Humana Inc. | 2.900% | 12/15/22 | 8,649 | 9,036 | |||
Humana Inc. | 3.850% | 10/1/24 | 6,341 | 6,950 | |||
Humana Inc. | 4.500% | 4/1/25 | 2,940 | 3,362 | |||
Kemper Corp. | 4.350% | 2/15/25 | 2,198 | 2,362 | |||
Lincoln National Corp. | 4.000% | 9/1/23 | 2,332 | 2,536 | |||
Lincoln National Corp. | 3.350% | 3/9/25 | 4,725 | 5,121 | |||
Loews Corp. | 2.625% | 5/15/23 | 4,835 | 5,070 | |||
Markel Corp. | 4.900% | 7/1/22 | 1,650 | 1,769 | |||
Marsh & McLennan Cos. Inc. | 4.800% | 7/15/21 | 3,263 | 3,375 | |||
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 2,888 | 2,982 | |||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 2,350 | 2,499 | |||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 7,500 | 8,297 | |||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 3,115 | 3,403 | |||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 4,280 | 4,719 | |||
MetLife Inc. | 3.048% | 12/15/22 | 5,565 | 5,898 | |||
MetLife Inc. | 4.368% | 9/15/23 | 6,251 | 6,968 | |||
MetLife Inc. | 3.600% | 4/10/24 | 6,216 | 6,876 | |||
MetLife Inc. | 3.000% | 3/1/25 | 1,330 | 1,455 | |||
Old Republic International Corp. | 4.875% | 10/1/24 | 2,830 | 3,070 | |||
Primerica Inc. | 4.750% | 7/15/22 | 2,700 | 2,845 | |||
Principal Financial Group Inc. | 3.300% | 9/15/22 | 1,200 | 1,264 | |||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 4,575 | 4,838 | |||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 2,111 | 2,319 | |||
Progressive Corp. | 3.750% | 8/23/21 | 4,206 | 4,366 | |||
Prudential Financial Inc. | 4.500% | 11/16/21 | 4,710 | 4,963 | |||
Prudential Financial Inc. | 3.500% | 5/15/24 | 4,600 | 5,081 | |||
3 | Prudential Financial Inc. | 5.875% | 9/15/42 | 7,714 | 8,196 | ||
3 | Prudential Financial Inc. | 5.625% | 6/15/43 | 7,510 | 7,979 | ||
3 | Prudential Financial Inc. | 5.200% | 3/15/44 | 6,285 | 6,403 | ||
3 | Prudential Financial Inc. | 5.375% | 5/15/45 | 5,198 | 5,406 | ||
Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,670 | 4,059 | |||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 1,476 | 1,596 | |||
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 130 | 138 | |||
Trinity Acquisition plc | 3.500% | 9/15/21 | 1,350 | 1,379 | |||
UnitedHealth Group Inc. | 2.125% | 3/15/21 | 9,386 | 9,504 | |||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 6,890 | 7,131 | |||
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 4,903 | 5,068 | |||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 6,460 | 6,823 | |||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 6,819 | 7,099 | |||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 5,626 | 5,907 | |||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 5,675 | 6,019 | |||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 5,350 | 5,807 | |||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 2,049 | 2,249 |
14
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 2,754 | 2,929 | |||
Unum Group | 4.000% | 3/15/24 | 2,605 | 2,761 | |||
Unum Group | 4.500% | 3/15/25 | 1,625 | 1,745 | |||
3 | Voya Financial Inc. | 5.650% | 5/15/53 | 6,200 | 6,246 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 6,697 | 7,241 | |||
Willis Towers Watson plc | 5.750% | 3/15/21 | 3,146 | 3,248 | |||
WR Berkley Corp. | 4.625% | 3/15/22 | 1,350 | 1,431 | |||
XLIT Ltd. | 4.450% | 3/31/25 | 3,448 | 3,854 | |||
Other Finance (0.0%) | |||||||
ORIX Corp. | 2.900% | 7/18/22 | 3,645 | 3,776 | |||
ORIX Corp. | 3.250% | 12/4/24 | 1,077 | 1,161 | |||
Real Estate Investment Trusts (0.6%) | |||||||
Alexandria Real Estate Equities Inc. | 3.900% | 6/15/23 | 5,950 | 6,424 | |||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 4,714 | 5,201 | |||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 2,962 | 3,271 | |||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 2,584 | 2,655 | |||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,950 | 4,131 | |||
AvalonBay Communities Inc. | 2.950% | 9/15/22 | 1,714 | 1,789 | |||
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 2,600 | 2,866 | |||
AvalonBay Communities Inc. | 3.500% | 11/15/24 | 6 | 7 | |||
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 2,385 | 2,656 | |||
Boston Properties LP | 3.850% | 2/1/23 | 5,271 | 5,625 | |||
Boston Properties LP | 3.125% | 9/1/23 | 3,795 | 4,018 | |||
Boston Properties LP | 3.800% | 2/1/24 | 1,067 | 1,155 | |||
Boston Properties LP | 3.200% | 1/15/25 | 3,200 | 3,435 | |||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 4,275 | 4,403 | |||
Brandywine Operating Partnership LP | 4.100% | 10/1/24 | 1,210 | 1,261 | |||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 4,050 | 4,135 | |||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 4,881 | 5,043 | |||
Camden Property Trust | 2.950% | 12/15/22 | 3,775 | 3,929 | |||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 3,761 | 3,946 | |||
Corporate Office Properties LP | 3.600% | 5/15/23 | 2,650 | 2,692 | |||
CubeSmart LP | 4.375% | 12/15/23 | 1,925 | 2,103 | |||
CyrusOne LP / CyrusOne Finance Corp. | 2.900% | 11/15/24 | 3,955 | 4,152 | |||
Digital Realty Trust LP | 3.950% | 7/1/22 | 4,846 | 5,118 | |||
Digital Realty Trust LP | 3.625% | 10/1/22 | 4,445 | 4,678 | |||
Digital Realty Trust LP | 2.750% | 2/1/23 | 1,275 | 1,329 | |||
Duke Realty LP | 3.625% | 4/15/23 | 1,907 | 2,026 | |||
Duke Realty LP | 3.750% | 12/1/24 | 855 | 945 | |||
EPR Properties | 4.500% | 4/1/25 | 2,100 | 1,986 | |||
ERP Operating LP | 4.625% | 12/15/21 | 5,351 | 5,599 | |||
ERP Operating LP | 3.000% | 4/15/23 | 3,873 | 4,065 | |||
Essex Portfolio LP | 5.200% | 3/15/21 | 1,850 | 1,874 | |||
Essex Portfolio LP | 3.250% | 5/1/23 | 2,606 | 2,746 | |||
Essex Portfolio LP | 3.875% | 5/1/24 | 4,231 | 4,599 | |||
Essex Portfolio LP | 3.500% | 4/1/25 | 2,330 | 2,538 | |||
Healthcare Trust of America Holdings LP | 3.700% | 4/15/23 | 1,900 | 1,987 | |||
Healthpeak Properties Inc. | 3.150% | 8/1/22 | 3,369 | 3,533 | |||
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 142 | 155 | |||
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 2,500 | 2,735 | |||
Healthpeak Properties Inc. | 3.875% | 8/15/24 | 3,569 | 3,917 | |||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 4,216 | 4,557 | |||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 5,000 | 5,509 | |||
Host Hotels & Resorts LP | 4.750% | 3/1/23 | 1,747 | 1,822 | |||
Host Hotels & Resorts LP | 3.750% | 10/15/23 | 5,175 | 5,286 | |||
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 1,475 | 1,514 | |||
Host Hotels & Resorts LP | 4.000% | 6/15/25 | 1,134 | 1,165 | |||
Kilroy Realty LP | 3.800% | 1/15/23 | 1,300 | 1,342 | |||
Kilroy Realty LP | 3.450% | 12/15/24 | 4,038 | 4,177 | |||
Kimco Realty Corp. | 3.400% | 11/1/22 | 6,220 | 6,460 | |||
Kimco Realty Corp. | 3.125% | 6/1/23 | 1,700 | 1,748 |
15
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,776 | 3,948 | |||
Mid-America Apartments LP | 4.300% | 10/15/23 | 2,755 | 3,006 | |||
Mid-America Apartments LP | 3.750% | 6/15/24 | 2,000 | 2,156 | |||
National Retail Properties Inc. | 3.300% | 4/15/23 | 4,210 | 4,367 | |||
National Retail Properties Inc. | 3.900% | 6/15/24 | 1,675 | 1,779 | |||
Office Properties Income Trust | 4.000% | 7/15/22 | 4,575 | 4,523 | |||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 4,702 | 4,860 | |||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,355 | 4,594 | |||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 3,235 | 3,316 | |||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 2,305 | 2,288 | |||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 2,660 | 2,706 | |||
Prologis LP | 4.250% | 8/15/23 | 10,314 | 11,412 | |||
Public Storage | 2.370% | 9/15/22 | 4,549 | 4,714 | |||
Realty Income Corp. | 3.250% | 10/15/22 | 12,997 | 13,613 | |||
Realty Income Corp. | 4.650% | 8/1/23 | 3,004 | 3,311 | |||
Realty Income Corp. | 3.875% | 7/15/24 | 2,325 | 2,512 | |||
Realty Income Corp. | 3.875% | 4/15/25 | 1,870 | 2,077 | |||
Sabra Health Care LP / Sabra Capital Corp. | 4.800% | 6/1/24 | 1,000 | 1,005 | |||
Select Income REIT | 4.250% | 5/15/24 | 3,780 | 3,689 | |||
Select Income REIT | 4.500% | 2/1/25 | 2,683 | 2,571 | |||
Simon Property Group LP | 2.500% | 7/15/21 | 3,050 | 3,082 | |||
Simon Property Group LP | 2.350% | 1/30/22 | 7,494 | 7,633 | |||
Simon Property Group LP | 2.625% | 6/15/22 | 5,455 | 5,603 | |||
Simon Property Group LP | 2.750% | 6/1/23 | 4,887 | 5,091 | |||
Simon Property Group LP | 2.000% | 9/13/24 | 8,538 | 8,696 | |||
Simon Property Group LP | 3.375% | 10/1/24 | 8,103 | 8,696 | |||
SITE Centers Corp. | 3.625% | 2/1/25 | 3,166 | 3,190 | |||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 4,100 | 4,074 | |||
SL Green Realty Corp. | 4.500% | 12/1/22 | 1,325 | 1,350 | |||
UDR Inc. | 3.750% | 7/1/24 | 1,650 | 1,785 | |||
Ventas Realty LP | 3.100% | 1/15/23 | 1,960 | 1,999 | |||
Ventas Realty LP | 3.125% | 6/15/23 | 4,613 | 4,734 | |||
Ventas Realty LP | 3.500% | 4/15/24 | 3,225 | 3,345 | |||
Ventas Realty LP | 3.750% | 5/1/24 | 925 | 965 | |||
Ventas Realty LP | 2.650% | 1/15/25 | 3,553 | 3,436 | |||
Ventas Realty LP | 3.500% | 2/1/25 | 3,823 | 3,955 | |||
Ventas Realty LP / Ventas Capital Corp. | 3.250% | 8/15/22 | 3,530 | 3,613 | |||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 5,666 | 6,014 | |||
Vornado Realty LP | 3.500% | 1/15/25 | 2,609 | 2,555 | |||
Weingarten Realty Investors | 3.500% | 4/15/23 | 1,250 | 1,283 | |||
Weingarten Realty Investors | 3.850% | 6/1/25 | 2,500 | 2,579 | |||
Welltower Inc. | 3.750% | 3/15/23 | 4,348 | 4,581 | |||
Welltower Inc. | 3.950% | 9/1/23 | 3,926 | 4,223 | |||
Welltower Inc. | 4.500% | 1/15/24 | 3,800 | 4,150 | |||
Welltower Inc. | 3.625% | 3/15/24 | 7,626 | 8,128 | |||
Welltower Inc. | 4.000% | 6/1/25 | 5,123 | 5,640 | |||
WP Carey Inc. | 4.600% | 4/1/24 | 1,433 | 1,527 | |||
6,047,078 | |||||||
Industrial (14.4%) | |||||||
Basic Industry (0.6%) | |||||||
Air Products & Chemicals Inc. | 3.000% | 11/3/21 | 2,350 | 2,425 | |||
Air Products & Chemicals Inc. | 3.350% | 7/31/24 | 3,760 | 4,123 | |||
Air Products & Chemicals Inc. | 1.500% | 10/15/25 | 3,500 | 3,619 | |||
Airgas Inc. | 3.650% | 7/15/24 | 2,156 | 2,365 | |||
Albemarle Corp. | 4.150% | 12/1/24 | 3,098 | 3,323 | |||
BHP Billiton Finance USA Ltd. | 3.250% | 11/21/21 | 300 | 310 | |||
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 5,550 | 5,753 | |||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 4,975 | 5,446 | |||
Braskem Finance Ltd. | 6.450% | 2/3/24 | 5,050 | 5,511 | |||
Cabot Corp. | 3.700% | 7/15/22 | 2,840 | 2,960 | |||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 2,000 | 2,112 | |||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 3,300 | 3,490 | |||
Dow Chemical Co. | 3.150% | 5/15/24 | 755 | 805 |
16
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Dow Chemical Co. | 3.500% | 10/1/24 | 5,604 | 6,056 | |||
DuPont de Nemours Inc. | 2.169% | 5/1/23 | 12,300 | 12,530 | |||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 12,146 | 13,319 | |||
Eastman Chemical Co. | 3.500% | 12/1/21 | 6,939 | 7,160 | |||
Eastman Chemical Co. | 3.600% | 8/15/22 | 4,334 | 4,536 | |||
Eastman Chemical Co. | 3.800% | 3/15/25 | 5,737 | 6,227 | |||
Ecolab Inc. | 4.350% | 12/8/21 | 10,332 | 10,919 | |||
Ecolab Inc. | 2.375% | 8/10/22 | 8,453 | 8,782 | |||
Ecolab Inc. | 3.250% | 1/14/23 | 1,850 | 1,962 | |||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 1,500 | 1,549 | |||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 4,000 | 4,280 | |||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 3,012 | 3,097 | |||
FMC Corp. | 3.950% | 2/1/22 | 3,235 | 3,352 | |||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 3,100 | 3,816 | |||
4 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 5,000 | 5,158 | ||
International Paper Co. | 7.500% | 8/15/21 | 2,365 | 2,535 | |||
International Paper Co. | 3.650% | 6/15/24 | 4,160 | 4,591 | |||
Kinross Gold Corp. | 5.125% | 9/1/21 | 3,440 | 3,526 | |||
Kinross Gold Corp. | 5.950% | 3/15/24 | 2,200 | 2,478 | |||
LYB International Finance III LLC | 2.875% | 5/1/25 | 3,600 | 3,830 | |||
LyondellBasell Industries NV | 6.000% | 11/15/21 | 11,041 | 11,661 | |||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 6,450 | 7,404 | |||
Mosaic Co. | 3.750% | 11/15/21 | 3,870 | 3,965 | |||
Mosaic Co. | 3.250% | 11/15/22 | 7,189 | 7,358 | |||
Mosaic Co. | 4.250% | 11/15/23 | 7,900 | 8,281 | |||
NewMarket Corp. | 4.100% | 12/15/22 | 1,975 | 2,099 | |||
Newmont Corp. | 3.625% | 6/9/21 | 5,829 | 5,950 | |||
Newmont Corp. | 3.500% | 3/15/22 | 756 | 780 | |||
Newmont Corp. | 3.700% | 3/15/23 | 1,085 | 1,127 | |||
Nucor Corp. | 4.125% | 9/15/22 | 2,660 | 2,831 | |||
Nucor Corp. | 4.000% | 8/1/23 | 7,914 | 8,624 | |||
Nucor Corp. | 2.000% | 6/1/25 | 2,000 | 2,073 | |||
Nutrien Ltd. | 3.150% | 10/1/22 | 4,791 | 4,988 | |||
Nutrien Ltd. | 1.900% | 5/13/23 | 1,500 | 1,543 | |||
Nutrien Ltd. | 3.500% | 6/1/23 | 7,198 | 7,663 | |||
Nutrien Ltd. | 3.375% | 3/15/25 | 6,000 | 6,520 | |||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,453 | 4,751 | |||
Packaging Corp. of America | 4.500% | 11/1/23 | 6,706 | 7,405 | |||
PPG Industries Inc. | 2.400% | 8/15/24 | 2,100 | 2,226 | |||
Praxair Inc. | 4.050% | 3/15/21 | 2,665 | 2,735 | |||
Praxair Inc. | 3.000% | 9/1/21 | 3,695 | 3,799 | |||
Praxair Inc. | 2.450% | 2/15/22 | 4,509 | 4,626 | |||
Praxair Inc. | 2.200% | 8/15/22 | 4,445 | 4,582 | |||
Praxair Inc. | 2.700% | 2/21/23 | 2,660 | 2,783 | |||
Praxair Inc. | 2.650% | 2/5/25 | 1,511 | 1,617 | |||
Rayonier Inc. | 3.750% | 4/1/22 | 1,550 | 1,546 | |||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 7,037 | 7,973 | |||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 400 | 416 | |||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 1,316 | 1,344 | |||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 3,822 | 4,113 | |||
Southern Copper Corp. | 3.500% | 11/8/22 | 2,025 | 2,121 | |||
Southern Copper Corp. | 3.875% | 4/23/25 | 4,500 | 4,868 | |||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 6,528 | 6,805 | |||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 2,000 | 2,057 | |||
WestRock RKT Co. | 4.900% | 3/1/22 | 365 | 389 | |||
Weyerhaeuser Co. | 4.625% | 9/15/23 | 5,300 | 5,913 | |||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 350 | 440 | |||
WRKCo Inc. | 3.000% | 9/15/24 | 4,240 | 4,513 | |||
WRKCo Inc. | 3.750% | 3/15/25 | 9,934 | 11,025 | |||
Capital Goods (1.5%) | |||||||
3M Co. | 1.625% | 9/19/21 | 3,485 | 3,532 | |||
3M Co. | 2.750% | 3/1/22 | 5,425 | 5,629 | |||
3M Co. | 2.000% | 6/26/22 | 3,090 | 3,190 |
17
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3M Co. | 1.750% | 2/14/23 | 3,100 | 3,204 | |||
3M Co. | 2.250% | 3/15/23 | 5,500 | 5,743 | |||
3M Co. | 3.250% | 2/14/24 | 2,900 | 3,159 | |||
3M Co. | 2.000% | 2/14/25 | 4,600 | 4,838 | |||
3M Co. | 2.650% | 4/15/25 | 3,400 | 3,681 | |||
ABB Finance USA Inc. | 2.875% | 5/8/22 | 7,768 | 8,058 | |||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 2,349 | 2,387 | |||
Amphenol Corp. | 3.200% | 4/1/24 | 3,030 | 3,245 | |||
Amphenol Corp. | 2.050% | 3/1/25 | 1,300 | 1,353 | |||
Bemis Co. Inc. | 4.500% | 10/15/21 | 3,050 | 3,142 | |||
Boeing Co. | 2.300% | 8/1/21 | 1,265 | 1,276 | |||
Boeing Co. | 8.750% | 8/15/21 | 1,000 | 1,081 | |||
Boeing Co. | 2.350% | 10/30/21 | 3,150 | 3,198 | |||
Boeing Co. | 2.125% | 3/1/22 | 1,010 | 1,014 | |||
Boeing Co. | 2.700% | 5/1/22 | 3,300 | 3,345 | |||
Boeing Co. | 2.800% | 3/1/23 | 5,345 | 5,441 | |||
Boeing Co. | 4.508% | 5/1/23 | 17,915 | 18,925 | |||
Boeing Co. | 1.875% | 6/15/23 | 6,810 | 6,811 | |||
Boeing Co. | 2.850% | 10/30/24 | 2,850 | 2,873 | |||
Boeing Co. | 4.875% | 5/1/25 | 23,670 | 25,798 | |||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 2,650 | 2,754 | |||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 1,022 | 1,107 | |||
4 | Carrier Global Corp. | 1.923% | 2/15/23 | 3,200 | 3,260 | ||
4 | Carrier Global Corp. | 2.242% | 2/15/25 | 12,400 | 12,685 | ||
Caterpillar Financial Services Corp. | 3.350% | 12/7/20 | 700 | 709 | |||
Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 8,450 | 8,569 | |||
Caterpillar Financial Services Corp. | 3.150% | 9/7/21 | 2,450 | 2,527 | |||
Caterpillar Financial Services Corp. | 1.931% | 10/1/21 | 3,712 | 3,777 | |||
Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 5,766 | 5,989 | |||
Caterpillar Financial Services Corp. | 0.950% | 5/13/22 | 5,725 | 5,768 | |||
Caterpillar Financial Services Corp. | 2.850% | 6/1/22 | 6,260 | 6,526 | |||
Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 4,100 | 4,243 | |||
Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 7,819 | 8,075 | |||
Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 5,525 | 5,780 | |||
Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 5,000 | 5,386 | |||
Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 5,215 | 5,742 | |||
Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 3,525 | 3,882 | |||
Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 3,500 | 3,785 | |||
Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 2,825 | 3,094 | |||
Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 10,775 | 11,352 | |||
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 7,453 | 8,197 | |||
Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 2,650 | 2,717 | |||
Caterpillar Inc. | 2.600% | 6/26/22 | 5,669 | 5,891 | |||
Caterpillar Inc. | 3.400% | 5/15/24 | 1,871 | 2,039 | |||
CNH Industrial Capital LLC | 3.875% | 10/15/21 | 2,295 | 2,344 | |||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 5,814 | 6,068 | |||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 2,500 | 2,516 | |||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 6,009 | 6,429 | |||
CNH Industrial NV | 4.500% | 8/15/23 | 5,870 | 6,325 | |||
Crane Co. | 4.450% | 12/15/23 | 2,500 | 2,679 | |||
Deere & Co. | 2.600% | 6/8/22 | 4,758 | 4,925 | |||
Deere & Co. | 2.750% | 4/15/25 | 7,769 | 8,476 | |||
Eaton Corp. | 2.750% | 11/2/22 | 7,052 | 7,416 | |||
Emerson Electric Co. | 2.625% | 12/1/21 | 6,180 | 6,373 | |||
Emerson Electric Co. | 2.625% | 2/15/23 | 1,525 | 1,600 | |||
Emerson Electric Co. | 3.150% | 6/1/25 | 204 | 227 | |||
Flowserve Corp. | 3.500% | 9/15/22 | 4,625 | 4,686 | |||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 4,100 | 4,475 | |||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 3,696 | 4,090 | |||
General Dynamics Corp. | 3.875% | 7/15/21 | 4,355 | 4,498 | |||
General Dynamics Corp. | 2.250% | 11/15/22 | 1,447 | 1,504 | |||
General Dynamics Corp. | 3.375% | 5/15/23 | 8,759 | 9,443 | |||
General Dynamics Corp. | 1.875% | 8/15/23 | 5,856 | 6,085 | |||
General Dynamics Corp. | 2.375% | 11/15/24 | 5,000 | 5,328 |
18
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 5,000 | 5,545 | |||
General Dynamics Corp. | 3.500% | 5/15/25 | 9,455 | 10,611 | |||
General Electric Co. | 4.650% | 10/17/21 | 125 | 131 | |||
General Electric Co. | 3.100% | 1/9/23 | 8,525 | 8,911 | |||
General Electric Co. | 3.375% | 3/11/24 | 250 | 266 | |||
General Electric Co. | 3.450% | 5/15/24 | 8,748 | 9,288 | |||
Honeywell International Inc. | 4.250% | 3/1/21 | 5,392 | 5,531 | |||
Honeywell International Inc. | 1.850% | 11/1/21 | 10,874 | 11,081 | |||
Honeywell International Inc. | 2.150% | 8/8/22 | 4,397 | 4,550 | |||
Honeywell International Inc. | 2.300% | 8/15/24 | 7,350 | 7,832 | |||
Honeywell International Inc. | 1.350% | 6/1/25 | 9,061 | 9,305 | |||
Howmet Aerospace Inc. | 6.875% | 5/1/25 | 2,100 | 2,278 | |||
4 | Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 3,000 | 3,261 | ||
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 4,450 | 4,589 | |||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 10,378 | 11,343 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.550% | 11/1/24 | 4,798 | 5,286 | |||
John Deere Capital Corp. | 2.800% | 3/4/21 | 3,000 | 3,049 | |||
John Deere Capital Corp. | 2.875% | 3/12/21 | 3,650 | 3,709 | |||
John Deere Capital Corp. | 3.900% | 7/12/21 | 3,585 | 3,710 | |||
John Deere Capital Corp. | 3.125% | 9/10/21 | 1,845 | 1,904 | |||
John Deere Capital Corp. | 3.150% | 10/15/21 | 2,915 | 3,013 | |||
John Deere Capital Corp. | 2.650% | 1/6/22 | 7,118 | 7,350 | |||
John Deere Capital Corp. | 3.200% | 1/10/22 | 700 | 729 | |||
John Deere Capital Corp. | 2.950% | 4/1/22 | 4,900 | 5,114 | |||
John Deere Capital Corp. | 1.950% | 6/13/22 | 3,900 | 4,007 | |||
John Deere Capital Corp. | 2.150% | 9/8/22 | 3,308 | 3,419 | |||
John Deere Capital Corp. | 2.700% | 1/6/23 | 6,950 | 7,298 | |||
John Deere Capital Corp. | 2.800% | 1/27/23 | 5,800 | 6,119 | |||
John Deere Capital Corp. | 2.800% | 3/6/23 | 6,873 | 7,276 | |||
John Deere Capital Corp. | 1.200% | 4/6/23 | 211 | 215 | |||
John Deere Capital Corp. | 3.450% | 6/7/23 | 4,515 | 4,875 | |||
John Deere Capital Corp. | 0.700% | 7/5/23 | 3,375 | 3,380 | |||
John Deere Capital Corp. | 3.650% | 10/12/23 | 4,526 | 4,973 | |||
John Deere Capital Corp. | 3.450% | 1/10/24 | 1,675 | 1,828 | |||
John Deere Capital Corp. | 2.600% | 3/7/24 | 3,375 | 3,593 | |||
John Deere Capital Corp. | 2.650% | 6/24/24 | 6,850 | 7,353 | |||
John Deere Capital Corp. | 2.050% | 1/9/25 | 6,550 | 6,901 | |||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 8,864 | 9,624 | |||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 3,075 | 3,361 | |||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 1,000 | 1,121 | |||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 1,007 | 1,048 | |||
Legrand France SA | 8.500% | 2/15/25 | 2,668 | 3,549 | |||
Lennox International Inc. | 3.000% | 11/15/23 | 2,000 | 2,066 | |||
Lockheed Martin Corp. | 3.350% | 9/15/21 | 3,398 | 3,518 | |||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 4,074 | 4,332 | |||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 6,356 | 6,971 | |||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,500 | 1,636 | |||
Masco Corp. | 3.500% | 4/1/21 | 3,040 | 3,082 | |||
Masco Corp. | 4.450% | 4/1/25 | 3,589 | 4,058 | |||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 4,325 | 4,591 | |||
Northrop Grumman Corp. | 3.500% | 3/15/21 | 5,951 | 6,076 | |||
Northrop Grumman Corp. | 2.550% | 10/15/22 | 3,617 | 3,777 | |||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 8,436 | 9,092 | |||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 4,190 | 4,526 | |||
Nvent Finance Sarl | 3.950% | 4/15/23 | 1,137 | 1,171 | |||
4 | Otis Worldwide Corp. | 2.056% | 4/5/25 | 11,773 | 12,296 | ||
Owens Corning | 4.200% | 12/1/24 | 1,741 | 1,883 | |||
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 6,012 | 6,392 | |||
Parker-Hannifin Corp. | 3.300% | 11/21/24 | 8,166 | 8,858 | |||
Precision Castparts Corp. | 2.500% | 1/15/23 | 8,685 | 9,089 | |||
Precision Castparts Corp. | 3.250% | 6/15/25 | 1,599 | 1,773 | |||
4 | Raytheon Technologies Corp. | 2.800% | 3/15/22 | 6,812 | 7,022 | ||
4 | Raytheon Technologies Corp. | 2.500% | 12/15/22 | 3,363 | 3,481 | ||
Raytheon Technologies Corp. | 3.650% | 8/16/23 | 1,367 | 1,482 |
19
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | Raytheon Technologies Corp. | 3.700% | 12/15/23 | 2,310 | 2,489 | ||
4 | Raytheon Technologies Corp. | 3.200% | 3/15/24 | 8,475 | 9,108 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 6,000 | 6,836 | |||
Republic Services Inc. | 5.250% | 11/15/21 | 3,140 | 3,341 | |||
Republic Services Inc. | 3.550% | 6/1/22 | 6,719 | 7,058 | |||
Republic Services Inc. | 4.750% | 5/15/23 | 3,413 | 3,797 | |||
Republic Services Inc. | 3.200% | 3/15/25 | 4,004 | 4,394 | |||
Rockwell Automation Inc. | 2.875% | 3/1/25 | 151 | 159 | |||
Roper Technologies Inc. | 3.000% | 12/15/20 | 4,387 | 4,426 | |||
Roper Technologies Inc. | 2.800% | 12/15/21 | 3,651 | 3,755 | |||
Roper Technologies Inc. | 3.125% | 11/15/22 | 4,412 | 4,612 | |||
Roper Technologies Inc. | 3.650% | 9/15/23 | 750 | 815 | |||
Roper Technologies Inc. | 2.350% | 9/15/24 | 2,825 | 2,971 | |||
Stanley Black & Decker Inc. | 3.400% | 12/1/21 | 4,100 | 4,233 | |||
Stanley Black & Decker Inc. | 2.900% | 11/1/22 | 4,130 | 4,355 | |||
3 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 1,500 | 1,480 | ||
Textron Inc. | 4.300% | 3/1/24 | 1,400 | 1,507 | |||
Textron Inc. | 3.875% | 3/1/25 | 3,434 | 3,677 | |||
Timken Co. | 3.875% | 9/1/24 | 275 | 289 | |||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 8,701 | 9,625 | |||
Vulcan Materials Co. | 4.500% | 4/1/25 | 1,602 | 1,778 | |||
Wabtec Corp. | 4.400% | 3/15/24 | 4,875 | 5,150 | |||
Waste Management Inc. | 4.600% | 3/1/21 | 2,678 | 2,726 | |||
Waste Management Inc. | 2.900% | 9/15/22 | 5,787 | 6,042 | |||
Waste Management Inc. | 2.400% | 5/15/23 | 4,804 | 5,010 | |||
Waste Management Inc. | 3.500% | 5/15/24 | 3,425 | 3,729 | |||
Waste Management Inc. | 2.950% | 6/15/24 | 3,575 | 3,654 | |||
Waste Management Inc. | 3.125% | 3/1/25 | 4,131 | 4,526 | |||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 1,670 | 1,702 | |||
WW Grainger Inc. | 1.850% | 2/15/25 | 3,500 | 3,658 | |||
Xylem Inc. | 4.875% | 10/1/21 | 5,384 | 5,662 | |||
Communication (1.4%) | |||||||
Activision Blizzard Inc. | 2.300% | 9/15/21 | 7,000 | 7,102 | |||
America Movil SAB de CV | 3.125% | 7/16/22 | 10,828 | 11,178 | |||
American Tower Corp. | 3.450% | 9/15/21 | 1,954 | 2,024 | |||
American Tower Corp. | 2.250% | 1/15/22 | 4,290 | 4,396 | |||
American Tower Corp. | 4.700% | 3/15/22 | 4,265 | 4,559 | |||
American Tower Corp. | 3.500% | 1/31/23 | 8,368 | 8,941 | |||
American Tower Corp. | 3.000% | 6/15/23 | 5,469 | 5,832 | |||
American Tower Corp. | 5.000% | 2/15/24 | 8,157 | 9,293 | |||
American Tower Corp. | 3.375% | 5/15/24 | 7,300 | 7,932 | |||
American Tower Corp. | 2.950% | 1/15/25 | 3,668 | 3,961 | |||
American Tower Corp. | 2.400% | 3/15/25 | 4,875 | 5,135 | |||
American Tower Corp. | 4.000% | 6/1/25 | 5,025 | 5,657 | |||
AT&T Inc. | 3.000% | 2/15/22 | 5,821 | 6,039 | |||
AT&T Inc. | 3.200% | 3/1/22 | 10,945 | 11,427 | |||
AT&T Inc. | 3.800% | 3/15/22 | 6,846 | 7,233 | |||
AT&T Inc. | 3.400% | 6/15/22 | 4,350 | 4,573 | |||
AT&T Inc. | 3.000% | 6/30/22 | 9,318 | 9,712 | |||
AT&T Inc. | 3.600% | 2/17/23 | 8,350 | 8,943 | |||
AT&T Inc. | 4.050% | 12/15/23 | 4,150 | 4,590 | |||
AT&T Inc. | 3.800% | 3/1/24 | 7,109 | 7,789 | |||
AT&T Inc. | 4.450% | 4/1/24 | 9,163 | 10,265 | |||
AT&T Inc. | 3.550% | 6/1/24 | 9,819 | 10,648 | |||
AT&T Inc. | 3.950% | 1/15/25 | 12,108 | 13,487 | |||
AT&T Inc. | 3.400% | 5/15/25 | 34,000 | 37,244 | |||
British Telecommunications plc | 4.500% | 12/4/23 | 4,700 | 5,198 | |||
CC Holdings GS V LLC / Crown Castle GS III Corp. | 3.849% | 4/15/23 | 6,946 | 7,493 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.464% | 7/23/22 | 19,779 | 21,098 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.500% | 2/1/24 | 10,626 | 11,760 | |||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 9,489 | 11,474 |
|
20
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Comcast Corp. | 3.125% | 7/15/22 | 8,924 | 9,423 | |||
Comcast Corp. | 2.750% | 3/1/23 | 8,390 | 8,859 | |||
Comcast Corp. | 3.000% | 2/1/24 | 11,600 | 12,479 | |||
Comcast Corp. | 3.600% | 3/1/24 | 12,870 | 14,151 | |||
Comcast Corp. | 3.700% | 4/15/24 | 14,445 | 16,020 | |||
Comcast Corp. | 3.375% | 2/15/25 | 6,620 | 7,328 | |||
Comcast Corp. | 3.100% | 4/1/25 | 3,850 | 4,235 | |||
Crown Castle International Corp. | 2.250% | 9/1/21 | 6,121 | 6,246 | |||
Crown Castle International Corp. | 4.875% | 4/15/22 | 7,634 | 8,205 | |||
Crown Castle International Corp. | 5.250% | 1/15/23 | 9,234 | 10,237 | |||
Crown Castle International Corp. | 3.200% | 9/1/24 | 7,900 | 8,549 | |||
Discovery Communications LLC | 2.950% | 3/20/23 | 8,440 | 8,884 | |||
Discovery Communications LLC | 3.800% | 3/13/24 | 1,385 | 1,501 | |||
Discovery Communications LLC | 3.900% | 11/15/24 | 3,292 | 3,601 | |||
Discovery Communications LLC | 3.450% | 3/15/25 | 2,452 | 2,644 | |||
Discovery Communications LLC | 3.950% | 6/15/25 | 6,481 | 7,127 | |||
Fox Corp. | 3.666% | 1/25/22 | 4,131 | 4,319 | |||
Fox Corp. | 4.030% | 1/25/24 | 9,090 | 10,049 | |||
Fox Corp. | 3.050% | 4/7/25 | 4,376 | 4,740 | |||
Grupo Televisa SAB | 6.625% | 3/18/25 | 2,160 | 2,538 | |||
Interpublic Group of Cos. Inc. | 3.750% | 10/1/21 | 5,762 | 5,975 | |||
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 2,700 | 2,861 | |||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 7,650 | 8,352 | |||
Moody's Corp. | 2.750% | 12/15/21 | 4,802 | 4,946 | |||
Moody's Corp. | 2.625% | 1/15/23 | 2,473 | 2,590 | |||
Moody's Corp. | 4.875% | 2/15/24 | 425 | 480 | |||
NBCUniversal Media LLC | 2.875% | 1/15/23 | 8,679 | 9,200 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.625% | 5/1/22 | 9,125 | 9,627 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.650% | 11/1/24 | 8,288 | 9,111 | |||
Orange SA | 4.125% | 9/14/21 | 9,978 | 10,402 | |||
RELX Capital Inc. | 3.500% | 3/16/23 | 4,688 | 4,991 | |||
Rogers Communications Inc. | 3.000% | 3/15/23 | 750 | 795 | |||
Rogers Communications Inc. | 4.100% | 10/1/23 | 7,325 | 8,109 | |||
S&P Global Inc. | 4.000% | 6/15/25 | 4,081 | 4,677 | |||
4 | T-Mobile USA Inc. | 3.500% | 4/15/25 | 21,100 | 22,962 | ||
Telefonica Emisiones SAU | 4.570% | 4/27/23 | 3,500 | 3,819 | |||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 5,910 | 6,506 | |||
Time Warner Cable LLC | 4.000% | 9/1/21 | 7,029 | 7,217 | |||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 4,651 | 5,518 | |||
Verizon Communications Inc. | 2.946% | 3/15/22 | 6,773 | 7,057 | |||
Verizon Communications Inc. | 2.450% | 11/1/22 | 9,125 | 9,488 | |||
Verizon Communications Inc. | 5.150% | 9/15/23 | 28,577 | 32,544 | |||
Verizon Communications Inc. | 4.150% | 3/15/24 | 1,356 | 1,506 | |||
Verizon Communications Inc. | 3.500% | 11/1/24 | 6,286 | 6,919 | |||
Verizon Communications Inc. | 3.376% | 2/15/25 | 20,700 | 22,966 | |||
ViacomCBS Inc. | 3.375% | 3/1/22 | 1,485 | 1,537 | |||
ViacomCBS Inc. | 2.900% | 6/1/23 | 2,725 | 2,869 | |||
ViacomCBS Inc. | 4.250% | 9/1/23 | 8,910 | 9,693 | |||
ViacomCBS Inc. | 3.875% | 4/1/24 | 5,309 | 5,712 | |||
ViacomCBS Inc. | 3.700% | 8/15/24 | 6,175 | 6,708 | |||
ViacomCBS Inc. | 3.500% | 1/15/25 | 4,500 | 4,879 | |||
ViacomCBS Inc. | 4.750% | 5/15/25 | 9,832 | 11,242 | |||
Vodafone Group plc | 3.750% | 1/16/24 | 20,896 | 22,835 | |||
Vodafone Group plc | 4.125% | 5/30/25 | 10,322 | 11,672 | |||
Walt Disney Co. | 3.750% | 6/1/21 | 3,941 | 4,063 | |||
Walt Disney Co. | 2.750% | 8/16/21 | 6,724 | 6,892 | |||
Walt Disney Co. | 2.550% | 2/15/22 | 1,850 | 1,907 | |||
Walt Disney Co. | 2.450% | 3/4/22 | 5,855 | 6,040 | |||
Walt Disney Co. | 1.650% | 9/1/22 | 1,000 | 1,023 | |||
Walt Disney Co. | 3.000% | 9/15/22 | 10,502 | 11,077 | |||
Walt Disney Co. | 2.350% | 12/1/22 | 1,375 | 1,435 | |||
Walt Disney Co. | 1.750% | 8/30/24 | 10,000 | 10,355 | |||
Walt Disney Co. | 3.700% | 9/15/24 | 5,097 | 5,661 | |||
Walt Disney Co. | 3.350% | 3/24/25 | 11,885 | 13,168 |
21
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Weibo Corp. | 3.500% | 7/5/24 | 4,900 | 5,056 | |||
WPP Finance 2010 | 3.625% | 9/7/22 | 3,783 | 3,934 | |||
WPP Finance 2010 | 3.750% | 9/19/24 | 5,048 | 5,435 | |||
Consumer Cyclical (2.1%) | |||||||
Advance Auto Parts Inc. | 4.500% | 12/1/23 | 3,371 | 3,656 | |||
Alibaba Group Holding Ltd. | 3.125% | 11/28/21 | 8,900 | 9,111 | |||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 2,100 | 2,197 | |||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 14,150 | 15,396 | |||
Amazon.com Inc. | 3.300% | 12/5/21 | 8,969 | 9,316 | |||
Amazon.com Inc. | 2.500% | 11/29/22 | 6,746 | 7,065 | |||
Amazon.com Inc. | 2.400% | 2/22/23 | 6,970 | 7,323 | |||
Amazon.com Inc. | 0.400% | 6/3/23 | 6,000 | 5,996 | |||
Amazon.com Inc. | 2.800% | 8/22/24 | 18,105 | 19,646 | |||
Amazon.com Inc. | 3.800% | 12/5/24 | 3,537 | 4,016 | |||
Amazon.com Inc. | 0.800% | 6/3/25 | 10,000 | 10,077 | |||
American Honda Finance Corp. | 3.150% | 1/8/21 | 2,889 | 2,925 | |||
American Honda Finance Corp. | 1.650% | 7/12/21 | 5,244 | 5,303 | |||
American Honda Finance Corp. | 1.700% | 9/9/21 | 7,208 | 7,305 | |||
American Honda Finance Corp. | 3.375% | 12/10/21 | 3,070 | 3,187 | |||
American Honda Finance Corp. | 1.950% | 5/20/22 | 1,925 | 1,967 | |||
American Honda Finance Corp. | 2.200% | 6/27/22 | 100 | 103 | |||
American Honda Finance Corp. | 2.600% | 11/16/22 | 7,400 | 7,711 | |||
American Honda Finance Corp. | 2.050% | 1/10/23 | 6,599 | 6,800 | |||
American Honda Finance Corp. | 1.950% | 5/10/23 | 5,500 | 5,683 | |||
American Honda Finance Corp. | 3.450% | 7/14/23 | 4,237 | 4,556 | |||
American Honda Finance Corp. | 3.625% | 10/10/23 | 2,520 | 2,737 | |||
American Honda Finance Corp. | 2.900% | 2/16/24 | 7,565 | 8,053 | |||
American Honda Finance Corp. | 2.400% | 6/27/24 | 4,940 | 5,183 | |||
American Honda Finance Corp. | 2.150% | 9/10/24 | 4,730 | 4,926 | |||
Aptiv Corp. | 4.150% | 3/15/24 | 2,892 | 3,065 | |||
AutoNation Inc. | 3.500% | 11/15/24 | 2,752 | 2,837 | |||
AutoZone Inc. | 3.700% | 4/15/22 | 4,005 | 4,185 | |||
AutoZone Inc. | 2.875% | 1/15/23 | 7,005 | 7,260 | |||
AutoZone Inc. | 3.125% | 4/18/24 | 4,850 | 5,214 | |||
AutoZone Inc. | 3.250% | 4/15/25 | 1,522 | 1,670 | |||
AutoZone Inc. | 3.625% | 4/15/25 | 2,920 | 3,266 | |||
Best Buy Co. Inc. | 5.500% | 3/15/21 | 1,405 | 1,436 | |||
Block Financial LLC | 5.500% | 11/1/22 | 3,100 | 3,299 | |||
Booking Holdings Inc. | 2.750% | 3/15/23 | 8,678 | 9,075 | |||
Booking Holdings Inc. | 3.650% | 3/15/25 | 6,250 | 6,847 | |||
Booking Holdings Inc. | 4.100% | 4/13/25 | 5,000 | 5,612 | |||
BorgWarner Inc. | 3.375% | 3/15/25 | 2,730 | 2,891 | |||
Choice Hotels International Inc. | 5.750% | 7/1/22 | 2,750 | 2,880 | |||
Costco Wholesale Corp. | 2.300% | 5/18/22 | 8,900 | 9,204 | |||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 5,402 | 5,863 | |||
Cummins Inc. | 3.650% | 10/1/23 | 2,896 | 3,161 | |||
Dollar General Corp. | 3.250% | 4/15/23 | 7,158 | 7,639 | |||
Dollar Tree Inc. | 3.700% | 5/15/23 | 8,087 | 8,667 | |||
Dollar Tree Inc. | 4.000% | 5/15/25 | 7,079 | 7,971 | |||
DR Horton Inc. | 2.550% | 12/1/20 | 7,283 | 7,332 | |||
DR Horton Inc. | 4.375% | 9/15/22 | 1,637 | 1,732 | |||
DR Horton Inc. | 4.750% | 2/15/23 | 3,725 | 4,025 | |||
DR Horton Inc. | 2.500% | 10/15/24 | 3,675 | 3,838 | |||
eBay Inc. | 3.800% | 3/9/22 | 5,768 | 6,056 | |||
eBay Inc. | 2.600% | 7/15/22 | 6,053 | 6,251 | |||
eBay Inc. | 2.750% | 1/30/23 | 5,634 | 5,884 | |||
eBay Inc. | 3.450% | 8/1/24 | 4,808 | 5,244 | |||
eBay Inc. | 1.900% | 3/11/25 | 9,050 | 9,354 | |||
Expedia Group Inc. | 4.500% | 8/15/24 | 3,410 | 3,538 | |||
General Motors Co. | 4.875% | 10/2/23 | 4,837 | 5,164 | |||
General Motors Co. | 5.400% | 10/2/23 | 500 | 541 | |||
General Motors Co. | 4.000% | 4/1/25 | 2,617 | 2,711 | |||
General Motors Co. | 6.125% | 10/1/25 | 5,000 | 5,606 |
22
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 10,014 | 10,139 | |||
General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 6,966 | 7,043 | |||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 7,494 | 7,699 | |||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 6,284 | 6,432 | |||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 14,236 | 14,481 | |||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 13,567 | 13,823 | |||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 5,963 | 6,049 | |||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 9,525 | 9,747 | |||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 2,875 | 2,932 | |||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 13,500 | 14,427 | |||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 10,582 | 10,882 | |||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 6,621 | 6,906 | |||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 15,675 | 16,352 | |||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 8,365 | 8,949 | |||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 8,250 | 8,492 | |||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 5,496 | 5,578 | |||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 511 | 531 | |||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 15,800 | 15,711 | |||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 10,000 | 9,833 | |||
GLP Capital LP / GLP Financing II Inc. | 3.350% | 9/1/24 | 2,210 | 2,212 | |||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 6,374 | 6,939 | |||
Harman International Industries Inc. | 4.150% | 5/15/25 | 2,616 | 2,849 | |||
Home Depot Inc. | 4.400% | 4/1/21 | 9,033 | 9,216 | |||
Home Depot Inc. | 3.250% | 3/1/22 | 5,364 | 5,626 | |||
Home Depot Inc. | 2.625% | 6/1/22 | 8,310 | 8,673 | |||
Home Depot Inc. | 2.700% | 4/1/23 | 7,184 | 7,587 | |||
Home Depot Inc. | 3.750% | 2/15/24 | 5,996 | 6,641 | |||
Hyatt Hotels Corp. | 5.375% | 4/23/25 | 2,500 | 2,644 | |||
IHS Markit Ltd. | 4.125% | 8/1/23 | 1,565 | 1,692 | |||
IHS Markit Ltd. | 3.625% | 5/1/24 | 2,500 | 2,681 | |||
JD.com Inc. | 3.125% | 4/29/21 | 3,700 | 3,742 | |||
Kohl's Corp. | 3.250% | 2/1/23 | 1,490 | 1,438 | |||
Kohl's Corp. | 9.500% | 5/15/25 | 1,100 | 1,254 | |||
Kohl's Corp. | 4.250% | 7/17/25 | 1,800 | 1,755 | |||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 11,000 | 10,904 | |||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 3,394 | 3,292 | |||
Lowe's Cos. Inc. | 3.800% | 11/15/21 | 2,232 | 2,317 | |||
Lowe's Cos. Inc. | 3.120% | 4/15/22 | 1,903 | 1,981 | |||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 5,875 | 6,445 | |||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 3,741 | 4,072 | |||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 4,950 | 5,633 | |||
Magna International Inc. | 3.625% | 6/15/24 | 6,350 | 6,920 | |||
Marriott International Inc. | 3.125% | 10/15/21 | 4,225 | 4,230 | |||
Marriott International Inc. | 3.250% | 9/15/22 | 3,804 | 3,807 | |||
Marriott International Inc. | 2.125% | 10/3/22 | 2,450 | 2,406 | |||
Marriott International Inc. | 4.150% | 12/1/23 | 2,000 | 2,040 | |||
Marriott International Inc. | 3.600% | 4/15/24 | 7,232 | 7,231 | |||
Marriott International Inc. | 3.750% | 3/15/25 | 149 | 149 | |||
Marriott International Inc. | 5.750% | 5/1/25 | 5,600 | 6,097 | |||
Marriott International Inc. | 3.125% | 6/15/26 | 2,000 | 1,945 | |||
Mastercard Inc. | 2.000% | 11/21/21 | 7,325 | 7,472 | |||
Mastercard Inc. | 3.375% | 4/1/24 | 4,843 | 5,361 | |||
Mastercard Inc. | 2.000% | 3/3/25 | 4,150 | 4,395 | |||
McDonald's Corp. | 2.625% | 1/15/22 | 11,264 | 11,629 | |||
McDonald's Corp. | 3.350% | 4/1/23 | 2,927 | 3,137 | |||
McDonald's Corp. | 3.375% | 5/26/25 | 6,310 | 6,999 | |||
McDonald's Corp. | 3.300% | 7/1/25 | 2,000 | 2,218 | |||
NIKE Inc. | 2.400% | 3/27/25 | 8,000 | 8,614 | |||
Nordstrom Inc. | 4.000% | 10/15/21 | 3,354 | 3,356 | |||
NVR Inc. | 3.950% | 9/15/22 | 3,907 | 4,166 | |||
O'Reilly Automotive Inc. | 4.625% | 9/15/21 | 2,285 | 2,371 | |||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 6,633 | 6,963 | |||
PACCAR Financial Corp. | 3.150% | 8/9/21 | 3,585 | 3,683 | |||
PACCAR Financial Corp. | 2.850% | 3/1/22 | 2,960 | 3,063 |
23
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
PACCAR Financial Corp. | 2.650% | 5/10/22 | 3,500 | 3,626 | |||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,337 | 1,379 | |||
PACCAR Financial Corp. | 2.650% | 4/6/23 | 1,000 | 1,055 | |||
PACCAR Financial Corp. | 0.800% | 6/8/23 | 3,575 | 3,577 | |||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 3,077 | 3,334 | |||
PACCAR Financial Corp. | 2.150% | 8/15/24 | 1,200 | 1,262 | |||
PACCAR Financial Corp. | 1.800% | 2/6/25 | 1,630 | 1,696 | |||
Ralph Lauren Corp. | 1.700% | 6/15/22 | 2,250 | 2,287 | |||
Ross Stores Inc. | 4.600% | 4/15/25 | 4,810 | 5,518 | |||
Sands China Ltd. | 4.600% | 8/8/23 | 11,381 | 11,950 | |||
Starbucks Corp. | 1.300% | 5/7/22 | 2,000 | 2,026 | |||
Starbucks Corp. | 2.700% | 6/15/22 | 2,846 | 2,956 | |||
Starbucks Corp. | 3.100% | 3/1/23 | 10,575 | 11,254 | |||
Starbucks Corp. | 3.850% | 10/1/23 | 5,825 | 6,367 | |||
Tapestry Inc. | 3.000% | 7/15/22 | 3,000 | 2,950 | |||
Tapestry Inc. | 4.250% | 4/1/25 | 3,774 | 3,658 | |||
Target Corp. | 2.900% | 1/15/22 | 8,053 | 8,376 | |||
Target Corp. | 3.500% | 7/1/24 | 1,350 | 1,508 | |||
Target Corp. | 2.250% | 4/15/25 | 10,775 | 11,535 | |||
TJX Cos. Inc. | 2.750% | 6/15/21 | 7,412 | 7,551 | |||
TJX Cos. Inc. | 2.500% | 5/15/23 | 5,244 | 5,494 | |||
TJX Cos. Inc. | 3.500% | 4/15/25 | 10,124 | 11,265 | |||
Toyota Motor Corp. | 3.183% | 7/20/21 | 8,980 | 9,222 | |||
Toyota Motor Corp. | 2.157% | 7/2/22 | 7,547 | 7,775 | |||
Toyota Motor Corp. | 3.419% | 7/20/23 | 9,000 | 9,715 | |||
Toyota Motor Corp. | 2.358% | 7/2/24 | 3,660 | 3,857 | |||
Toyota Motor Credit Corp. | 2.950% | 4/13/21 | 8,280 | 8,424 | |||
Toyota Motor Credit Corp. | 3.400% | 9/15/21 | 9,048 | 9,345 | |||
Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 2,450 | 2,487 | |||
Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 10,605 | 10,909 | |||
Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 4,262 | 4,433 | |||
Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 5,475 | 5,670 | |||
Toyota Motor Credit Corp. | 1.150% | 5/26/22 | 7,800 | 7,884 | |||
Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 12,225 | 12,619 | |||
Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 1,676 | 1,754 | |||
Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 6,582 | 6,891 | |||
Toyota Motor Credit Corp. | 2.900% | 3/30/23 | 1,600 | 1,695 | |||
Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 5,400 | 5,491 | |||
Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 1,040 | 1,127 | |||
Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 4,232 | 4,427 | |||
Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 2,900 | 3,129 | |||
Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 11,225 | 11,594 | |||
Toyota Motor Credit Corp. | 3.000% | 4/1/25 | 10,000 | 10,861 | |||
VF Corp. | 2.050% | 4/23/22 | 3,691 | 3,789 | |||
VF Corp. | 2.400% | 4/23/25 | 4,600 | 4,844 | |||
Visa Inc. | 2.150% | 9/15/22 | 7,634 | 7,909 | |||
Visa Inc. | 2.800% | 12/14/22 | 16,636 | 17,554 | |||
Walgreen Co. | 3.100% | 9/15/22 | 3,054 | 3,200 | |||
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 15,855 | 16,350 | |||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 6,450 | 7,110 | |||
Walmart Inc. | 2.350% | 12/15/22 | 9,053 | 9,478 | |||
Walmart Inc. | 2.550% | 4/11/23 | 9,756 | 10,271 | |||
Walmart Inc. | 3.400% | 6/26/23 | 11,835 | 12,860 | |||
Walmart Inc. | 3.300% | 4/22/24 | 11,595 | 12,730 | |||
Walmart Inc. | 2.850% | 7/8/24 | 10,950 | 11,878 | |||
Walmart Inc. | 2.650% | 12/15/24 | 9,975 | 10,802 | |||
Walmart Inc. | 3.550% | 6/26/25 | 14,618 | 16,571 | |||
Western Union Co. | 3.600% | 3/15/22 | 3,850 | 3,994 | |||
Western Union Co. | 4.250% | 6/9/23 | 1,050 | 1,118 | |||
Western Union Co. | 2.850% | 1/10/25 | 3,780 | 3,944 | |||
Consumer Noncyclical (3.8%) | |||||||
Abbott Laboratories | 2.550% | 3/15/22 | 6,505 | 6,748 |
24
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Abbott Laboratories | 3.400% | 11/30/23 | 9,532 | 10,380 | |||
Abbott Laboratories | 3.875% | 9/15/25 | 6,800 | 7,785 | |||
AbbVie Inc. | 3.375% | 11/14/21 | 8,966 | 9,291 | |||
4 | AbbVie Inc. | 2.150% | 11/19/21 | 13,350 | 13,588 | ||
4 | AbbVie Inc. | 3.450% | 3/15/22 | 11,302 | 11,757 | ||
4 | AbbVie Inc. | 3.250% | 10/1/22 | 15,915 | 16,664 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 20,954 | 21,947 | |||
AbbVie Inc. | 3.200% | 11/6/22 | 15,084 | 15,954 | |||
4 | AbbVie Inc. | 2.300% | 11/21/22 | 9,900 | 10,241 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 8,443 | 8,885 | |||
AbbVie Inc. | 3.750% | 11/14/23 | 9,413 | 10,249 | |||
4 | AbbVie Inc. | 3.850% | 6/15/24 | 7,847 | 8,614 | ||
4 | AbbVie Inc. | 2.600% | 11/21/24 | 32,650 | 34,523 | ||
4 | AbbVie Inc. | 3.800% | 3/15/25 | 19,280 | 21,405 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 28,545 | 31,542 | |||
Agilent Technologies Inc. | 3.200% | 10/1/22 | 4,439 | 4,641 | |||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 1,820 | 1,977 | |||
Altria Group Inc. | 3.490% | 2/14/22 | 9,525 | 9,938 | |||
Altria Group Inc. | 2.850% | 8/9/22 | 5,773 | 6,014 | |||
Altria Group Inc. | 4.000% | 1/31/24 | 9,486 | 10,460 | |||
Altria Group Inc. | 3.800% | 2/14/24 | 8,935 | 9,752 | |||
Altria Group Inc. | 2.350% | 5/6/25 | 5,500 | 5,793 | |||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 3,801 | 4,100 | |||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 3,229 | 3,515 | |||
Amgen Inc. | 3.875% | 11/15/21 | 7,192 | 7,453 | |||
Amgen Inc. | 2.700% | 5/1/22 | 4,950 | 5,116 | |||
Amgen Inc. | 2.650% | 5/11/22 | 3,837 | 3,980 | |||
Amgen Inc. | 3.625% | 5/15/22 | 6,686 | 7,003 | |||
Amgen Inc. | 2.250% | 8/19/23 | 5,130 | 5,354 | |||
Amgen Inc. | 3.625% | 5/22/24 | 10,250 | 11,236 | |||
Amgen Inc. | 1.900% | 2/21/25 | 5,980 | 6,227 | |||
Amgen Inc. | 3.125% | 5/1/25 | 2,000 | 2,195 | |||
Anheuser-Busch InBev Finance Inc. | 2.625% | 1/17/23 | 4,962 | 5,203 | |||
Anheuser-Busch InBev Finance Inc. | 3.300% | 2/1/23 | 15,262 | 16,290 | |||
Anheuser-Busch InBev Finance Inc. | 3.700% | 2/1/24 | 9,988 | 10,999 | |||
Anheuser-Busch InBev Worldwide Inc. | 2.500% | 7/15/22 | 3,475 | 3,605 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 1/12/24 | 4,721 | 5,154 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 13,775 | 15,631 | |||
Archer-Daniels-Midland Co. | 3.375% | 3/15/22 | 3,000 | 3,140 | |||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 3,300 | 3,578 | |||
AstraZeneca plc | 2.375% | 6/12/22 | 6,270 | 6,473 | |||
AstraZeneca plc | 3.500% | 8/17/23 | 5,164 | 5,584 | |||
BAT Capital Corp. | 2.764% | 8/15/22 | 757 | 783 | |||
BAT Capital Corp. | 3.222% | 8/15/24 | 17,439 | 18,616 | |||
BAT Capital Corp. | 2.789% | 9/6/24 | 10,750 | 11,285 | |||
Baxalta Inc. | 3.600% | 6/23/22 | 1,146 | 1,196 | |||
Baxalta Inc. | 4.000% | 6/23/25 | 8,000 | 9,101 | |||
Baxter International Inc. | 1.700% | 8/15/21 | 2,805 | 2,837 | |||
Beam Suntory Inc. | 3.250% | 5/15/22 | 151 | 156 | |||
Becton Dickinson & Co. | 3.125% | 11/8/21 | 10,812 | 11,136 | |||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 13,785 | 14,264 | |||
Becton Dickinson & Co. | 3.875% | 5/15/24 | 2,200 | 2,320 | |||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 15,083 | 16,250 | |||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 9,053 | 9,935 | |||
Biogen Inc. | 3.625% | 9/15/22 | 7,238 | 7,690 | |||
Boston Scientific Corp. | 3.375% | 5/15/22 | 4,165 | 4,355 | |||
Boston Scientific Corp. | 3.450% | 3/1/24 | 7,983 | 8,659 | |||
Boston Scientific Corp. | 3.850% | 5/15/25 | 325 | 363 | |||
Boston Scientific Corp. | 1.900% | 6/1/25 | 2,029 | 2,101 | |||
4 | Bristol-Myers Squibb Co. | 2.250% | 8/15/21 | 2,790 | 2,826 | ||
4 | Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 10,300 | 10,701 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 4,885 | 5,025 | |||
4 | Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 5,251 | 5,539 | ||
4 | Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 9,110 | 9,618 |
25
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 6,935 | 7,307 | ||
4 | Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 5,075 | 5,276 | ||
4 | Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 6,446 | 7,098 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 3,125 | 3,386 | |||
4 | Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 8,668 | 9,472 | ||
4 | Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 26,927 | 29,127 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 1,465 | 1,648 | |||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 2,925 | 3,027 | |||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 3,750 | 4,083 | |||
Campbell Soup Co. | 3.650% | 3/15/23 | 2,294 | 2,454 | |||
Campbell Soup Co. | 3.950% | 3/15/25 | 6,860 | 7,721 | |||
Campbell Soup Co. | 3.300% | 3/19/25 | 2,000 | 2,161 | |||
Cardinal Health Inc. | 2.616% | 6/15/22 | 4,686 | 4,826 | |||
Cardinal Health Inc. | 3.200% | 3/15/23 | 5,594 | 5,909 | |||
Cardinal Health Inc. | 3.079% | 6/15/24 | 7,604 | 8,096 | |||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 1,970 | 2,027 | |||
Cigna Corp. | 3.400% | 9/17/21 | 9,400 | 9,705 | |||
4 | Cigna Corp. | 3.900% | 2/15/22 | 7,043 | 7,402 | ||
4 | Cigna Corp. | 3.050% | 11/30/22 | 5,400 | 5,688 | ||
4 | Cigna Corp. | 3.000% | 7/15/23 | 8,772 | 9,301 | ||
Cigna Corp. | 3.750% | 7/15/23 | 4,476 | 4,856 | |||
4 | Cigna Corp. | 3.500% | 6/15/24 | 5,706 | 6,211 | ||
4 | Cigna Corp. | 3.250% | 4/15/25 | 8,474 | 9,248 | ||
Clorox Co. | 3.050% | 9/15/22 | 5,175 | 5,458 | |||
Clorox Co. | 3.500% | 12/15/24 | 3,152 | 3,498 | |||
Coca-Cola Co. | 1.550% | 9/1/21 | 7,840 | 7,947 | |||
Coca-Cola Co. | 3.300% | 9/1/21 | 10,844 | 11,217 | |||
Coca-Cola Co. | 2.200% | 5/25/22 | 4,525 | 4,671 | |||
Coca-Cola Co. | 2.500% | 4/1/23 | 5,297 | 5,620 | |||
Coca-Cola Co. | 3.200% | 11/1/23 | 8,503 | 9,259 | |||
Coca-Cola Co. | 1.750% | 9/6/24 | 6,957 | 7,292 | |||
Coca-Cola Co. | 2.950% | 3/25/25 | 4,350 | 4,787 | |||
Colgate-Palmolive Co. | 2.450% | 11/15/21 | 2,265 | 2,330 | |||
Colgate-Palmolive Co. | 2.300% | 5/3/22 | 3,488 | 3,610 | |||
Colgate-Palmolive Co. | 2.250% | 11/15/22 | 7,354 | 7,674 | |||
Colgate-Palmolive Co. | 2.100% | 5/1/23 | 250 | 262 | |||
Colgate-Palmolive Co. | 3.250% | 3/15/24 | 3,890 | 4,268 | |||
CommonSpirit Health | 2.950% | 11/1/22 | 3,600 | 3,715 | |||
CommonSpirit Health | 2.760% | 10/1/24 | 2,487 | 2,557 | |||
Conagra Brands Inc. | 3.800% | 10/22/21 | 8,189 | 8,509 | |||
Conagra Brands Inc. | 3.250% | 9/15/22 | 4,000 | 4,173 | |||
Conagra Brands Inc. | 4.300% | 5/1/24 | 8,062 | 8,933 | |||
Constellation Brands Inc. | 2.700% | 5/9/22 | 3,580 | 3,710 | |||
Constellation Brands Inc. | 2.650% | 11/7/22 | 8,273 | 8,629 | |||
Constellation Brands Inc. | 3.200% | 2/15/23 | 6,104 | 6,467 | |||
Constellation Brands Inc. | 4.250% | 5/1/23 | 8,646 | 9,494 | |||
Constellation Brands Inc. | 4.750% | 11/15/24 | 3,166 | 3,655 | |||
Covidien International Finance SA | 3.200% | 6/15/22 | 6,204 | 6,490 | |||
CVS Health Corp. | 3.500% | 7/20/22 | 8,361 | 8,808 | |||
CVS Health Corp. | 2.750% | 12/1/22 | 9,966 | 10,400 | |||
CVS Health Corp. | 4.750% | 12/1/22 | 3,545 | 3,841 | |||
CVS Health Corp. | 3.700% | 3/9/23 | 47,856 | 51,327 | |||
CVS Health Corp. | 4.000% | 12/5/23 | 100 | 110 | |||
CVS Health Corp. | 3.375% | 8/12/24 | 6,690 | 7,275 | |||
CVS Health Corp. | 2.625% | 8/15/24 | 7,100 | 7,553 | |||
CVS Health Corp. | 4.100% | 3/25/25 | 34,605 | 38,987 | |||
CVS Health Corp. | 3.875% | 7/20/25 | 10,000 | 11,235 | |||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 5,800 | 5,987 | |||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 5,035 | 5,293 | |||
Diageo Capital plc | 2.625% | 4/29/23 | 8,903 | 9,377 | |||
Diageo Capital plc | 2.125% | 10/24/24 | 8,000 | 8,407 | |||
Diageo Investment Corp. | 2.875% | 5/11/22 | 844 | 880 | |||
Dignity Health | 3.125% | 11/1/22 | 320 | 331 | |||
Eli Lilly & Co. | 2.350% | 5/15/22 | 2,605 | 2,696 |
26
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 2,691 | 2,838 | |||
Flowers Foods Inc. | 4.375% | 4/1/22 | 1,450 | 1,510 | |||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 1,970 | 2,041 | |||
General Mills Inc. | 3.150% | 12/15/21 | 7,721 | 7,948 | |||
General Mills Inc. | 2.600% | 10/12/22 | 5,683 | 5,912 | |||
General Mills Inc. | 3.700% | 10/17/23 | 7,803 | 8,513 | |||
Gilead Sciences Inc. | 4.400% | 12/1/21 | 8,114 | 8,478 | |||
Gilead Sciences Inc. | 1.950% | 3/1/22 | 1,133 | 1,158 | |||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 10,949 | 11,535 | |||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 9,157 | 9,684 | |||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 7,411 | 8,153 | |||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 12,118 | 13,489 | |||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 7,440 | 7,867 | |||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 10,019 | 10,796 | |||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 9,609 | 10,843 | |||
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 8,210 | 8,558 | |||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 10,224 | 10,677 | |||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 6,950 | 7,513 | |||
Hasbro Inc. | 2.600% | 11/19/22 | 500 | 515 | |||
HCA Inc. | 4.750% | 5/1/23 | 11,342 | 12,278 | |||
HCA Inc. | 5.000% | 3/15/24 | 10,788 | 11,998 | |||
HCA Inc. | 5.250% | 4/15/25 | 2,338 | 2,680 | |||
Hershey Co. | 2.625% | 5/1/23 | 1,250 | 1,313 | |||
Hershey Co. | 3.375% | 5/15/23 | 3,543 | 3,827 | |||
Hershey Co. | 2.050% | 11/15/24 | 3,757 | 3,960 | |||
JM Smucker Co. | 3.000% | 3/15/22 | 4,232 | 4,390 | |||
JM Smucker Co. | 3.500% | 3/15/25 | 7,548 | 8,371 | |||
Johnson & Johnson | 2.450% | 12/5/21 | 1,295 | 1,332 | |||
Johnson & Johnson | 2.250% | 3/3/22 | 4,860 | 5,000 | |||
Johnson & Johnson | 2.050% | 3/1/23 | 4,030 | 4,185 | |||
Johnson & Johnson | 3.375% | 12/5/23 | 8,150 | 8,965 | |||
Johnson & Johnson | 2.625% | 1/15/25 | 1,179 | 1,282 | |||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 2,255 | 2,364 | |||
Kellogg Co. | 3.125% | 5/17/22 | 200 | 209 | |||
Kellogg Co. | 2.650% | 12/1/23 | 1,984 | 2,102 | |||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 10,519 | 11,462 | |||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 6,544 | 7,026 | |||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 6,750 | 7,784 | |||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 1,675 | 1,754 | |||
Kroger Co. | 2.950% | 11/1/21 | 2,325 | 2,396 | |||
Kroger Co. | 3.400% | 4/15/22 | 2,100 | 2,189 | |||
Kroger Co. | 2.800% | 8/1/22 | 5,225 | 5,434 | |||
Kroger Co. | 3.850% | 8/1/23 | 5,250 | 5,709 | |||
Kroger Co. | 4.000% | 2/1/24 | 2,400 | 2,652 | |||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 5,909 | 6,129 | |||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 6,887 | 7,257 | |||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,000 | 2,186 | |||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 3,624 | 3,894 | |||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 7,794 | 8,205 | |||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 2,479 | 2,724 | |||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 4,256 | 4,433 | |||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 4,860 | 5,268 | |||
McKesson Corp. | 2.700% | 12/15/22 | 2,195 | 2,286 | |||
McKesson Corp. | 2.850% | 3/15/23 | 5,055 | 5,293 | |||
McKesson Corp. | 3.796% | 3/15/24 | 4,911 | 5,378 | |||
Medtronic Inc. | 3.150% | 3/15/22 | 11,022 | 11,517 | |||
Medtronic Inc. | 2.750% | 4/1/23 | 3,775 | 3,942 | |||
Medtronic Inc. | 3.625% | 3/15/24 | 1,065 | 1,172 | |||
Medtronic Inc. | 3.500% | 3/15/25 | 17,344 | 19,534 | |||
Merck & Co. Inc. | 2.350% | 2/10/22 | 10,038 | 10,351 | |||
Merck & Co. Inc. | 2.400% | 9/15/22 | 10,320 | 10,742 | |||
Merck & Co. Inc. | 2.800% | 5/18/23 | 9,022 | 9,594 | |||
Merck & Co. Inc. | 2.900% | 3/7/24 | 5,500 | 5,925 | |||
Merck & Co. Inc. | 2.750% | 2/10/25 | 12,441 | 13,467 |
27
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Molson Coors Beverage Co. | 2.100% | 7/15/21 | 5,925 | 6,006 | |||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 3,428 | 3,575 | |||
4 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 9,500 | 9,772 | ||
Mondelez International Inc. | 0.625% | 7/1/22 | 5,000 | 4,999 | |||
Mondelez International Inc. | 2.125% | 4/13/23 | 2,000 | 2,069 | |||
Mondelez International Inc. | 1.500% | 5/4/25 | 4,623 | 4,716 | |||
Mylan Inc. | 4.200% | 11/29/23 | 5,625 | 6,124 | |||
Novartis Capital Corp. | 2.400% | 5/17/22 | 9,007 | 9,345 | |||
Novartis Capital Corp. | 2.400% | 9/21/22 | 8,392 | 8,742 | |||
Novartis Capital Corp. | 3.400% | 5/6/24 | 15,136 | 16,650 | |||
Novartis Capital Corp. | 1.750% | 2/14/25 | 9,450 | 9,876 | |||
PepsiCo Inc. | 3.000% | 8/25/21 | 6,050 | 6,226 | |||
PepsiCo Inc. | 1.700% | 10/6/21 | 9,454 | 9,599 | |||
PepsiCo Inc. | 2.750% | 3/5/22 | 7,400 | 7,708 | |||
PepsiCo Inc. | 2.250% | 5/2/22 | 6,691 | 6,924 | |||
PepsiCo Inc. | 3.100% | 7/17/22 | 4,365 | 4,585 | |||
PepsiCo Inc. | 2.750% | 3/1/23 | 6,870 | 7,288 | |||
PepsiCo Inc. | 0.750% | 5/1/23 | 10,500 | 10,595 | |||
PepsiCo Inc. | 3.600% | 3/1/24 | 225 | 248 | |||
PepsiCo Inc. | 2.250% | 3/19/25 | 13,400 | 14,322 | |||
PepsiCo Inc. | 2.750% | 4/30/25 | 5,607 | 6,114 | |||
Perrigo Finance Unlimited Co. | 3.500% | 12/15/21 | 1,144 | 1,189 | |||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 2,775 | 2,946 | |||
Pfizer Inc. | 3.000% | 9/15/21 | 5,000 | 5,162 | |||
Pfizer Inc. | 2.200% | 12/15/21 | 9,029 | 9,274 | |||
Pfizer Inc. | 2.800% | 3/11/22 | 5,736 | 5,958 | |||
Pfizer Inc. | 3.000% | 6/15/23 | 9,697 | 10,387 | |||
Pfizer Inc. | 5.800% | 8/12/23 | 503 | 582 | |||
Pfizer Inc. | 3.200% | 9/15/23 | 4,450 | 4,811 | |||
Pfizer Inc. | 2.950% | 3/15/24 | 5,100 | 5,513 | |||
Pfizer Inc. | 3.400% | 5/15/24 | 6,343 | 7,026 | |||
Pfizer Inc. | 0.800% | 5/28/25 | 3,500 | 3,502 | |||
Philip Morris International Inc. | 2.900% | 11/15/21 | 7,489 | 7,747 | |||
Philip Morris International Inc. | 2.625% | 2/18/22 | 4,663 | 4,809 | |||
Philip Morris International Inc. | 2.375% | 8/17/22 | 7,492 | 7,768 | |||
Philip Morris International Inc. | 2.500% | 8/22/22 | 7,756 | 8,066 | |||
Philip Morris International Inc. | 2.500% | 11/2/22 | 6,974 | 7,291 | |||
Philip Morris International Inc. | 1.125% | 5/1/23 | 4,050 | 4,109 | |||
Philip Morris International Inc. | 2.125% | 5/10/23 | 3,404 | 3,541 | |||
Philip Morris International Inc. | 3.600% | 11/15/23 | 4,300 | 4,717 | |||
Philip Morris International Inc. | 2.875% | 5/1/24 | 3,675 | 3,942 | |||
Philip Morris International Inc. | 3.250% | 11/10/24 | 2,125 | 2,346 | |||
Philip Morris International Inc. | 1.500% | 5/1/25 | 5,275 | 5,408 | |||
3 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 1,171 | 1,200 | ||
Procter & Gamble Co. | 1.700% | 11/3/21 | 7,610 | 7,748 | |||
Procter & Gamble Co. | 2.300% | 2/6/22 | 7,396 | 7,636 | |||
Procter & Gamble Co. | 2.150% | 8/11/22 | 3,280 | 3,404 | |||
Procter & Gamble Co. | 3.100% | 8/15/23 | 6,069 | 6,609 | |||
Procter & Gamble Co. | 2.450% | 3/25/25 | 6,375 | 6,919 | |||
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 125 | 138 | |||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 3,178 | 3,483 | |||
Reynolds American Inc. | 4.000% | 6/12/22 | 7,103 | 7,504 | |||
Reynolds American Inc. | 4.850% | 9/15/23 | 4,425 | 4,930 | |||
Reynolds American Inc. | 4.450% | 6/12/25 | 19,569 | 22,046 | |||
Sanofi | 4.000% | 3/29/21 | 7,945 | 8,153 | |||
Sanofi | 3.375% | 6/19/23 | 10,258 | 11,098 | |||
Shire Acquisitions Investments Ireland DAC | 2.400% | 9/23/21 | 21,974 | 22,400 | |||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 16,062 | 17,015 | |||
SSM Health Care Corp. | 3.688% | 6/1/23 | 3,800 | 4,076 | |||
Stryker Corp. | 3.375% | 5/15/24 | 4,500 | 4,882 | |||
Sysco Corp. | 2.500% | 7/15/21 | 4,315 | 4,382 | |||
Sysco Corp. | 2.600% | 6/12/22 | 2,525 | 2,606 | |||
Sysco Corp. | 3.550% | 3/15/25 | 1,918 | 2,066 | |||
Sysco Corp. | 5.650% | 4/1/25 | 5,396 | 6,317 |
28
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Takeda Pharmaceutical Co. Ltd. | 4.000% | 11/26/21 | 9,245 | 9,641 | |||
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 10,955 | 12,194 | |||
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 7,929 | 8,395 | |||
Thermo Fisher Scientific Inc. | 4.150% | 2/1/24 | 5,095 | 5,624 | |||
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 10,300 | 11,764 | |||
Tyson Foods Inc. | 2.250% | 8/23/21 | 9,072 | 9,215 | |||
Tyson Foods Inc. | 4.500% | 6/15/22 | 11,773 | 12,517 | |||
Tyson Foods Inc. | 3.900% | 9/28/23 | 2,062 | 2,249 | |||
Tyson Foods Inc. | 3.950% | 8/15/24 | 10,286 | 11,390 | |||
Unilever Capital Corp. | 2.750% | 3/22/21 | 1,695 | 1,725 | |||
Unilever Capital Corp. | 1.375% | 7/28/21 | 3,975 | 4,018 | |||
Unilever Capital Corp. | 3.000% | 3/7/22 | 6,250 | 6,507 | |||
Unilever Capital Corp. | 2.200% | 5/5/22 | 4,258 | 4,380 | |||
Unilever Capital Corp. | 3.125% | 3/22/23 | 3,315 | 3,530 | |||
Unilever Capital Corp. | 3.250% | 3/7/24 | 5,890 | 6,404 | |||
Unilever Capital Corp. | 2.600% | 5/5/24 | 3,750 | 4,003 | |||
Unilever Capital Corp. | 3.375% | 3/22/25 | 2,925 | 3,243 | |||
4 | Upjohn Inc. | 1.125% | 6/22/22 | 6,000 | 6,036 | ||
4 | Upjohn Inc. | 1.650% | 6/22/25 | 5,100 | 5,199 | ||
UPMC | 3.600% | 4/3/25 | 3,500 | 3,788 | |||
Whirlpool Corp. | 4.700% | 6/1/22 | 2,248 | 2,388 | |||
Whirlpool Corp. | 4.000% | 3/1/24 | 2,175 | 2,349 | |||
Whirlpool Corp. | 3.700% | 5/1/25 | 2,350 | 2,557 | |||
Wyeth LLC | 7.250% | 3/1/23 | 1,000 | 1,177 | |||
Wyeth LLC | 6.450% | 2/1/24 | 3,364 | 4,045 | |||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 7,257 | 7,527 | |||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 3,390 | 3,593 | |||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 8,300 | 9,004 | |||
Zoetis Inc. | 3.250% | 8/20/21 | 2,200 | 2,266 | |||
Zoetis Inc. | 3.250% | 2/1/23 | 8,825 | 9,321 | |||
Energy (2.1%) | |||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 9,439 | 9,849 | |||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 3,178 | 3,209 | |||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 2,427 | 2,596 | |||
BP Capital Markets America Inc. | 2.112% | 9/16/21 | 10,086 | 10,272 | |||
BP Capital Markets America Inc. | 3.245% | 5/6/22 | 13,947 | 14,622 | |||
BP Capital Markets America Inc. | 2.520% | 9/19/22 | 4,155 | 4,305 | |||
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 6,100 | 6,453 | |||
BP Capital Markets America Inc. | 2.750% | 5/10/23 | 10,814 | 11,399 | |||
BP Capital Markets America Inc. | 3.216% | 11/28/23 | 7,412 | 7,929 | |||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 1,000 | 1,092 | |||
BP Capital Markets America Inc. | 3.224% | 4/14/24 | 6,384 | 6,855 | |||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 5,000 | 5,434 | |||
BP Capital Markets plc | 3.561% | 11/1/21 | 500 | 519 | |||
BP Capital Markets plc | 3.062% | 3/17/22 | 13,105 | 13,612 | |||
BP Capital Markets plc | 3.245% | 5/6/22 | 550 | 577 | |||
BP Capital Markets plc | 2.500% | 11/6/22 | 14,970 | 15,566 | |||
BP Capital Markets plc | 3.994% | 9/26/23 | 1,150 | 1,261 | |||
BP Capital Markets plc | 3.814% | 2/10/24 | 350 | 385 | |||
BP Capital Markets plc | 3.535% | 11/4/24 | 11,414 | 12,542 | |||
BP Capital Markets plc | 3.506% | 3/17/25 | 3,472 | 3,840 | |||
3 | BP Capital Markets plc | 4.375% | 12/31/49 | 3,500 | 3,520 | ||
Canadian Natural Resources Ltd. | 3.450% | 11/15/21 | 3,937 | 4,026 | |||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 8,971 | 9,256 | |||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 810 | 860 | |||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 3,878 | 4,169 | |||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 3,000 | 2,999 | |||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 10,535 | 11,990 | |||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 8,873 | 9,949 | |||
Chevron Corp. | 2.498% | 3/3/22 | 4,518 | 4,664 | |||
Chevron Corp. | 2.355% | 12/5/22 | 14,037 | 14,599 | |||
Chevron Corp. | 1.141% | 5/11/23 | 10,000 | 10,166 |
29
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Chevron Corp. | 2.566% | 5/16/23 | 5,917 | 6,242 | |||
Chevron Corp. | 3.191% | 6/24/23 | 12,092 | 12,952 | |||
Chevron Corp. | 2.895% | 3/3/24 | 6,909 | 7,435 | |||
Chevron Corp. | 1.554% | 5/11/25 | 17,700 | 18,149 | |||
Cimarex Energy Co. | 4.375% | 6/1/24 | 5,465 | 5,766 | |||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 6,533 | 7,454 | |||
Concho Resources Inc. | 4.375% | 1/15/25 | 3,365 | 3,466 | |||
ConocoPhillips Co. | 3.350% | 11/15/24 | 1,500 | 1,638 | |||
ConocoPhillips Co. | 3.350% | 5/15/25 | 1,388 | 1,481 | |||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 7,135 | 7,144 | |||
Diamondback Energy Inc. | 4.750% | 5/31/25 | 3,200 | 3,431 | |||
Dominion Energy Gas Holdings LLC | 3.550% | 11/1/23 | 2,741 | 2,945 | |||
Dominion Energy Gas Holdings LLC | 2.500% | 11/15/24 | 11,293 | 11,884 | |||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 4,450 | 4,350 | |||
Enbridge Energy Partners LP | 4.200% | 9/15/21 | 4,828 | 4,978 | |||
Enbridge Inc. | 2.900% | 7/15/22 | 5,720 | 5,919 | |||
Enbridge Inc. | 4.000% | 10/1/23 | 2,397 | 2,597 | |||
Enbridge Inc. | 3.500% | 6/10/24 | 3,400 | 3,650 | |||
Enbridge Inc. | 2.500% | 1/15/25 | 1,081 | 1,120 | |||
Energy Transfer Operating LP | 5.200% | 2/1/22 | 6,975 | 7,306 | |||
Energy Transfer Operating LP | 3.600% | 2/1/23 | 8,928 | 9,252 | |||
Energy Transfer Operating LP | 4.250% | 3/15/23 | 3,025 | 3,191 | |||
Energy Transfer Operating LP | 5.875% | 1/15/24 | 8,903 | 9,905 | |||
Energy Transfer Operating LP | 4.900% | 2/1/24 | 3,140 | 3,399 | |||
Energy Transfer Operating LP | 4.500% | 4/15/24 | 4,020 | 4,342 | |||
Energy Transfer Operating LP | 4.050% | 3/15/25 | 4,956 | 5,266 | |||
Energy Transfer Operating LP | 2.900% | 5/15/25 | 6,481 | 6,635 | |||
Enterprise Products Operating LLC | 2.850% | 4/15/21 | 8,585 | 8,725 | |||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 3,302 | 3,442 | |||
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 3,914 | 4,120 | |||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 8,027 | 8,496 | |||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 5,900 | 6,444 | |||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 12,350 | 13,636 | |||
3 | Enterprise Products Operating LLC | 4.875% | 8/16/77 | 1,400 | 1,225 | ||
EOG Resources Inc. | 4.100% | 2/1/21 | 8,890 | 9,076 | |||
EOG Resources Inc. | 2.625% | 3/15/23 | 8,063 | 8,447 | |||
EOG Resources Inc. | 3.150% | 4/1/25 | 4,745 | 5,184 | |||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 6,285 | 6,463 | |||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 6,303 | 6,484 | |||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 15,455 | 16,258 | |||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 13,100 | 13,416 | |||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 1,900 | 2,054 | |||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 11,480 | 11,967 | |||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 11,635 | 12,479 | |||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 21,991 | 23,873 | |||
Halliburton Co. | 3.250% | 11/15/21 | 2,906 | 2,957 | |||
Halliburton Co. | 3.500% | 8/1/23 | 2,776 | 2,908 | |||
Helmerich & Payne Inc. | 4.650% | 3/15/25 | 4,360 | 4,560 | |||
Hess Corp. | 3.500% | 7/15/24 | 2,000 | 2,012 | |||
Husky Energy Inc. | 3.950% | 4/15/22 | 3,600 | 3,672 | |||
Husky Energy Inc. | 4.000% | 4/15/24 | 4,870 | 4,978 | |||
Kinder Morgan Energy Partners LP | 5.800% | 3/1/21 | 2,575 | 2,655 | |||
Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 9,109 | 9,461 | |||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 1,100 | 1,158 | |||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 7,932 | 8,338 | |||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 2,785 | 2,958 | |||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 5,025 | 5,450 | |||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 4,726 | 5,169 | |||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 4,425 | 4,878 | |||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 4,439 | 4,650 | |||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 2,438 | 2,730 | |||
Marathon Oil Corp. | 2.800% | 11/1/22 | 7,662 | 7,672 | |||
Marathon Oil Corp. | 3.850% | 6/1/25 | 1,696 | 1,713 | |||
Marathon Petroleum Corp. | 3.400% | 12/15/20 | 8,269 | 8,305 |
30
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 5,000 | 5,387 | |||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 5,194 | 5,674 | |||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 3,656 | 3,884 | |||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 10,041 | 11,246 | |||
MPLX LP | 3.500% | 12/1/22 | 5,290 | 5,502 | |||
MPLX LP | 3.375% | 3/15/23 | 5,614 | 5,839 | |||
MPLX LP | 4.500% | 7/15/23 | 9,671 | 10,384 | |||
MPLX LP | 4.875% | 12/1/24 | 8,656 | 9,619 | |||
MPLX LP | 5.250% | 1/15/25 | 4,166 | 4,333 | |||
MPLX LP | 4.000% | 2/15/25 | 6,505 | 6,977 | |||
MPLX LP | 4.875% | 6/1/25 | 2,773 | 3,095 | |||
National Fuel Gas Co. | 4.900% | 12/1/21 | 2,936 | 3,020 | |||
National Fuel Gas Co. | 3.750% | 3/1/23 | 3,066 | 3,127 | |||
National Oilwell Varco Inc. | 2.600% | 12/1/22 | 2,091 | 2,101 | |||
Newfield Exploration Co. | 5.750% | 1/30/22 | 6,135 | 6,120 | |||
Newfield Exploration Co. | 5.625% | 7/1/24 | 4,496 | 4,271 | |||
Noble Energy Inc. | 3.900% | 11/15/24 | 3,105 | 3,128 | |||
ONEOK Inc. | 4.250% | 2/1/22 | 8,025 | 8,296 | |||
ONEOK Inc. | 7.500% | 9/1/23 | 3,015 | 3,459 | |||
ONEOK Inc. | 2.750% | 9/1/24 | 2,318 | 2,332 | |||
ONEOK Partners LP | 3.375% | 10/1/22 | 5,157 | 5,331 | |||
ONEOK Partners LP | 5.000% | 9/15/23 | 3,440 | 3,702 | |||
ONEOK Partners LP | 4.900% | 3/15/25 | 8,850 | 9,591 | |||
Ovintiv Inc. | 3.900% | 11/15/21 | 4,606 | 4,583 | |||
Phillips 66 | 4.300% | 4/1/22 | 6,710 | 7,119 | |||
Phillips 66 | 3.700% | 4/6/23 | 2,700 | 2,888 | |||
Phillips 66 | 3.850% | 4/9/25 | 13,500 | 14,963 | |||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 2,600 | 2,663 | |||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 3,000 | 3,210 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.650% | 6/1/22 | 3,359 | 3,429 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 2.850% | 1/31/23 | 4,125 | 4,175 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.850% | 10/15/23 | 3,721 | 3,858 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.600% | 11/1/24 | 6,214 | 6,334 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.875% | 3/1/22 | 9,669 | 10,189 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 4,750 | 5,035 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 4.500% | 11/1/23 | 5,600 | 5,999 | |||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 7,089 | 7,546 | |||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 7,055 | 7,708 | |||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 18,725 | 21,066 | |||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 12,088 | 13,795 | |||
Schlumberger Investment SA | 3.650% | 12/1/23 | 11,835 | 12,706 | |||
Shell International Finance BV | 1.750% | 9/12/21 | 8,950 | 9,072 | |||
Shell International Finance BV | 2.375% | 8/21/22 | 9,774 | 10,144 | |||
Shell International Finance BV | 2.250% | 1/6/23 | 3,540 | 3,676 | |||
Shell International Finance BV | 3.400% | 8/12/23 | 7,854 | 8,493 | |||
Shell International Finance BV | 2.000% | 11/7/24 | 7,925 | 8,293 | |||
Shell International Finance BV | 2.375% | 4/6/25 | 15,400 | 16,325 | |||
Shell International Finance BV | 3.250% | 5/11/25 | 18,000 | 19,903 | |||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 7,375 | 8,222 | |||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 5,322 | 5,818 | |||
Suncor Energy Inc. | 2.800% | 5/15/23 | 2,000 | 2,082 | |||
Suncor Energy Inc. | 3.600% | 12/1/24 | 7,693 | 8,303 | |||
Suncor Energy Inc. | 3.100% | 5/15/25 | 3,000 | 3,204 | |||
Sunoco Logistics Partners Operations LP | 4.400% | 4/1/21 | 6,000 | 6,105 | |||
Sunoco Logistics Partners Operations LP | 3.450% | 1/15/23 | 1,194 | 1,234 | |||
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 2,403 | 2,559 | |||
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 12,803 | 13,566 | |||
Total Capital International SA | 2.218% | 7/12/21 | 2,000 | 2,033 | |||
Total Capital International SA | 2.875% | 2/17/22 | 6,298 | 6,526 | |||
Total Capital International SA | 2.700% | 1/25/23 | 7,725 | 8,132 | |||
Total Capital International SA | 3.700% | 1/15/24 | 13,413 | 14,726 |
31
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Total Capital International SA | 3.750% | 4/10/24 | 6,238 | 6,872 | |||
Total Capital International SA | 2.434% | 1/10/25 | 789 | 836 | |||
Total Capital SA | 4.250% | 12/15/21 | 6,930 | 7,310 | |||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 6,375 | 6,492 | |||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 9,407 | 10,131 | |||
Valero Energy Corp. | 2.700% | 4/15/23 | 8,800 | 9,130 | |||
Valero Energy Corp. | 3.650% | 3/15/25 | 5,020 | 5,456 | |||
Valero Energy Corp. | 2.850% | 4/15/25 | 2,700 | 2,846 | |||
Williams Cos. Inc. | 4.000% | 11/15/21 | 5,715 | 5,796 | |||
Williams Cos. Inc. | 3.600% | 3/15/22 | 8,305 | 8,627 | |||
Williams Cos. Inc. | 3.350% | 8/15/22 | 6,884 | 7,168 | |||
Williams Cos. Inc. | 3.700% | 1/15/23 | 3,278 | 3,458 | |||
Williams Cos. Inc. | 4.500% | 11/15/23 | 2,946 | 3,221 | |||
Williams Cos. Inc. | 4.300% | 3/4/24 | 7,339 | 8,000 | |||
Williams Cos. Inc. | 4.550% | 6/24/24 | 7,921 | 8,763 | |||
Williams Cos. Inc. | 3.900% | 1/15/25 | 3,763 | 4,106 | |||
Other Industrial (0.0%) | |||||||
CBRE Services Inc. | 5.250% | 3/15/25 | 3,117 | 3,505 | |||
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 5,500 | 5,716 | |||
Fluor Corp. | 3.500% | 12/15/24 | 1,892 | 1,611 | |||
Yale University | 0.873% | 4/15/25 | 3,000 | 3,013 | |||
Technology (2.5%) | |||||||
Adobe Inc. | 1.700% | 2/1/23 | 3,700 | 3,833 | |||
Adobe Inc. | 1.900% | 2/1/25 | 7,837 | 8,264 | |||
Adobe Inc. | 3.250% | 2/1/25 | 5,100 | 5,680 | |||
Alphabet Inc. | 3.375% | 2/25/24 | 5,400 | 5,949 | |||
Altera Corp. | 4.100% | 11/15/23 | 3,250 | 3,637 | |||
Analog Devices Inc. | 2.500% | 12/5/21 | 3,450 | 3,536 | |||
Analog Devices Inc. | 2.875% | 6/1/23 | 3,750 | 3,942 | |||
Analog Devices Inc. | 3.125% | 12/5/23 | 4,942 | 5,310 | |||
Apple Inc. | 1.550% | 8/4/21 | 9,994 | 10,121 | |||
Apple Inc. | 2.150% | 2/9/22 | 15,185 | 15,621 | |||
Apple Inc. | 2.500% | 2/9/22 | 15,660 | 16,177 | |||
Apple Inc. | 2.300% | 5/11/22 | 15,398 | 15,925 | |||
Apple Inc. | 2.700% | 5/13/22 | 11,781 | 12,282 | |||
Apple Inc. | 2.100% | 9/12/22 | 858 | 890 | |||
Apple Inc. | 2.400% | 1/13/23 | 736 | 772 | |||
Apple Inc. | 2.850% | 2/23/23 | 14,148 | 15,024 | |||
Apple Inc. | 2.400% | 5/3/23 | 28,794 | 30,437 | |||
Apple Inc. | 0.750% | 5/11/23 | 20,345 | 20,543 | |||
Apple Inc. | 3.000% | 2/9/24 | 21,171 | 22,902 | |||
Apple Inc. | 3.450% | 5/6/24 | 16,986 | 18,769 | |||
Apple Inc. | 2.850% | 5/11/24 | 10,180 | 10,957 | |||
Apple Inc. | 1.800% | 9/11/24 | 7,548 | 7,888 | |||
Apple Inc. | 2.750% | 1/13/25 | 11,896 | 12,929 | |||
Apple Inc. | 2.500% | 2/9/25 | 13,519 | 14,603 | |||
Apple Inc. | 1.125% | 5/11/25 | 20,500 | 20,900 | |||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 2,575 | 2,645 | |||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 1,249 | 1,332 | |||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 3,759 | 3,989 | |||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 2,736 | 2,953 | |||
Autodesk Inc. | 4.375% | 6/15/25 | 1,524 | 1,712 | |||
Avnet Inc. | 3.750% | 12/1/21 | 4,300 | 4,412 | |||
Avnet Inc. | 4.875% | 12/1/22 | 2,825 | 3,008 | |||
Baidu Inc. | 2.875% | 7/6/22 | 6,675 | 6,833 | |||
Baidu Inc. | 3.500% | 11/28/22 | 6,880 | 7,171 | |||
Baidu Inc. | 3.875% | 9/29/23 | 4,900 | 5,211 | |||
Baidu Inc. | 4.375% | 5/14/24 | 5,000 | 5,441 | |||
Baidu Inc. | 3.075% | 4/7/25 | 1,500 | 1,572 | |||
Baidu Inc. | 4.125% | 6/30/25 | 3,400 | 3,740 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 1/15/23 | 6,583 | 6,816 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 1/15/24 | 13,525 | 14,549 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.125% | 1/15/25 | 6,832 | 7,256 |
32
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | Broadcom Inc. | 3.125% | 10/15/22 | 20,264 | 21,124 | ||
4 | Broadcom Inc. | 2.250% | 11/15/23 | 4,000 | 4,128 | ||
4 | Broadcom Inc. | 3.625% | 10/15/24 | 12,710 | 13,811 | ||
4 | Broadcom Inc. | 4.700% | 4/15/25 | 14,000 | 15,762 | ||
4 | Broadcom Inc. | 3.459% | 9/15/26 | 12,593 | 13,517 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 2,126 | 2,370 | |||
Cisco Systems Inc. | 1.850% | 9/20/21 | 7,769 | 7,907 | |||
Cisco Systems Inc. | 3.000% | 6/15/22 | 7,324 | 7,714 | |||
Cisco Systems Inc. | 2.600% | 2/28/23 | 7,945 | 8,368 | |||
Cisco Systems Inc. | 2.200% | 9/20/23 | 390 | 411 | |||
Cisco Systems Inc. | 3.625% | 3/4/24 | 6,491 | 7,247 | |||
Corning Inc. | 2.900% | 5/15/22 | 2,200 | 2,274 | |||
4 | Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 21,825 | 23,868 | ||
4 | Dell International LLC / EMC Corp. | 4.000% | 7/15/24 | 6,015 | 6,464 | ||
DXC Technology Co. | 4.000% | 4/15/23 | 4,600 | 4,812 | |||
DXC Technology Co. | 4.250% | 4/15/24 | 3,130 | 3,374 | |||
DXC Technology Co. | 4.125% | 4/15/25 | 3,800 | 4,052 | |||
Equifax Inc. | 3.600% | 8/15/21 | 2,500 | 2,577 | |||
Equifax Inc. | 3.300% | 12/15/22 | 3,680 | 3,879 | |||
Equifax Inc. | 2.600% | 12/1/24 | 3,755 | 3,974 | |||
Equinix Inc. | 2.625% | 11/18/24 | 8,757 | 9,322 | |||
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 9,512 | 10,191 | |||
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 4,000 | 4,416 | |||
Fiserv Inc. | 4.750% | 6/15/21 | 750 | 780 | |||
Fiserv Inc. | 3.500% | 10/1/22 | 7,773 | 8,220 | |||
Fiserv Inc. | 3.800% | 10/1/23 | 10,695 | 11,680 | |||
Fiserv Inc. | 2.750% | 7/1/24 | 15,665 | 16,704 | |||
Fiserv Inc. | 3.850% | 6/1/25 | 2,774 | 3,132 | |||
Flex Ltd. | 5.000% | 2/15/23 | 3,613 | 3,892 | |||
Global Payments Inc. | 3.800% | 4/1/21 | 4,825 | 4,911 | |||
Global Payments Inc. | 3.750% | 6/1/23 | 5,120 | 5,490 | |||
Global Payments Inc. | 4.000% | 6/1/23 | 5,650 | 6,110 | |||
Global Payments Inc. | 2.650% | 2/15/25 | 8,682 | 9,215 | |||
Hewlett Packard Enterprise Co. | 3.500% | 10/5/21 | 5,615 | 5,793 | |||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 4,356 | 4,663 | |||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 4,500 | 4,622 | |||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 12,100 | 13,229 | |||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 7,000 | 7,843 | |||
HP Inc. | 4.050% | 9/15/22 | 3,881 | 4,155 | |||
HP Inc. | 2.200% | 6/17/25 | 8,000 | 8,241 | |||
IBM Credit LLC | 3.600% | 11/30/21 | 1,775 | 1,855 | |||
IBM Credit LLC | 2.200% | 9/8/22 | 6,100 | 6,317 | |||
IBM Credit LLC | 3.000% | 2/6/23 | 9,235 | 9,811 | |||
Intel Corp. | 3.300% | 10/1/21 | 15,145 | 15,713 | |||
Intel Corp. | 2.350% | 5/11/22 | 7,175 | 7,416 | |||
Intel Corp. | 3.100% | 7/29/22 | 7,215 | 7,629 | |||
Intel Corp. | 2.700% | 12/15/22 | 10,831 | 11,457 | |||
Intel Corp. | 2.875% | 5/11/24 | 5,045 | 5,460 | |||
Intel Corp. | 3.400% | 3/25/25 | 9,850 | 11,044 | |||
International Business Machines Corp. | 2.500% | 1/27/22 | 10,510 | 10,849 | |||
International Business Machines Corp. | 2.850% | 5/13/22 | 11,575 | 12,107 | |||
International Business Machines Corp. | 1.875% | 8/1/22 | 5,385 | 5,534 | |||
International Business Machines Corp. | 2.875% | 11/9/22 | 6,705 | 7,065 | |||
International Business Machines Corp. | 3.375% | 8/1/23 | 10,414 | 11,278 | |||
International Business Machines Corp. | 3.625% | 2/12/24 | 10,200 | 11,227 | |||
International Business Machines Corp. | 3.000% | 5/15/24 | 21,025 | 22,728 | |||
Intuit Inc. | 0.650% | 7/15/23 | 3,000 | 3,005 | |||
Juniper Networks Inc. | 4.500% | 3/15/24 | 5,949 | 6,595 | |||
Juniper Networks Inc. | 4.350% | 6/15/25 | 912 | 1,021 | |||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 4,059 | 4,527 | |||
KLA Corp. | 4.650% | 11/1/24 | 8,416 | 9,646 | |||
Lam Research Corp. | 3.800% | 3/15/25 | 2,327 | 2,616 | |||
4 | Leidos Inc. | 2.950% | 5/15/23 | 3,500 | 3,644 | ||
4 | Leidos Inc. | 3.625% | 5/15/25 | 4,000 | 4,355 |
33
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 4,500 | 4,809 | |||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 3,599 | 3,776 | |||
Microchip Technology Inc. | 4.333% | 6/1/23 | 6,087 | 6,571 | |||
Micron Technology Inc. | 4.640% | 2/6/24 | 1,000 | 1,103 | |||
Microsoft Corp. | 1.550% | 8/8/21 | 7,996 | 8,106 | |||
Microsoft Corp. | 2.400% | 2/6/22 | 15,299 | 15,787 | |||
Microsoft Corp. | 2.375% | 2/12/22 | 12,201 | 12,602 | |||
Microsoft Corp. | 2.650% | 11/3/22 | 13,964 | 14,692 | |||
Microsoft Corp. | 2.125% | 11/15/22 | 6,906 | 7,194 | |||
Microsoft Corp. | 2.375% | 5/1/23 | 8,142 | 8,585 | |||
Microsoft Corp. | 2.000% | 8/8/23 | 9,808 | 10,264 | |||
Microsoft Corp. | 3.625% | 12/15/23 | 600 | 661 | |||
Microsoft Corp. | 2.875% | 2/6/24 | 17,866 | 19,283 | |||
Microsoft Corp. | 2.700% | 2/12/25 | 17,829 | 19,444 | |||
Motorola Solutions Inc. | 3.750% | 5/15/22 | 4,105 | 4,315 | |||
Motorola Solutions Inc. | 3.500% | 3/1/23 | 5,031 | 5,328 | |||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 5,469 | 6,027 | |||
NetApp Inc. | 3.375% | 6/15/21 | 2,300 | 2,353 | |||
NetApp Inc. | 3.300% | 9/29/24 | 2,500 | 2,674 | |||
NetApp Inc. | 1.875% | 6/22/25 | 4,000 | 4,056 | |||
NVIDIA Corp. | 2.200% | 9/16/21 | 7,200 | 7,342 | |||
4 | NXP BV / NXP Funding LLC | 4.875% | 3/1/24 | 1,000 | 1,120 | ||
4 | NXP BV / NXP Funding LLC / NXP USA Inc. | 2.700% | 5/1/25 | 860 | 900 | ||
Oracle Corp. | 2.800% | 7/8/21 | 5,000 | 5,126 | |||
Oracle Corp. | 1.900% | 9/15/21 | 23,491 | 23,889 | |||
Oracle Corp. | 2.500% | 5/15/22 | 15,674 | 16,206 | |||
Oracle Corp. | 2.500% | 10/15/22 | 20,331 | 21,252 | |||
Oracle Corp. | 2.625% | 2/15/23 | 9,750 | 10,247 | |||
Oracle Corp. | 3.625% | 7/15/23 | 3,807 | 4,151 | |||
Oracle Corp. | 2.400% | 9/15/23 | 18,834 | 19,801 | |||
Oracle Corp. | 3.400% | 7/8/24 | 13,825 | 15,129 | |||
Oracle Corp. | 2.950% | 11/15/24 | 13,879 | 15,056 | |||
Oracle Corp. | 2.500% | 4/1/25 | 23,162 | 24,831 | |||
Oracle Corp. | 2.950% | 5/15/25 | 16,993 | 18,498 | |||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 6,700 | 6,925 | |||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 4,000 | 4,071 | |||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 6,526 | 6,917 | |||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 5,000 | 5,173 | |||
QUALCOMM Inc. | 3.000% | 5/20/22 | 7,318 | 7,647 | |||
QUALCOMM Inc. | 2.600% | 1/30/23 | 12,775 | 13,395 | |||
QUALCOMM Inc. | 2.900% | 5/20/24 | 8,857 | 9,543 | |||
QUALCOMM Inc. | 3.450% | 5/20/25 | 19,086 | 21,287 | |||
salesforce.com Inc. | 3.250% | 4/11/23 | 5,847 | 6,275 | |||
Seagate HDD Cayman | 4.750% | 6/1/23 | 3,000 | 3,191 | |||
Seagate HDD Cayman | 4.875% | 3/1/24 | 1,350 | 1,451 | |||
Seagate HDD Cayman | 4.750% | 1/1/25 | 4,000 | 4,285 | |||
Texas Instruments Inc. | 1.850% | 5/15/22 | 8,110 | 8,315 | |||
Texas Instruments Inc. | 2.625% | 5/15/24 | 1,800 | 1,934 | |||
Texas Instruments Inc. | 1.375% | 3/12/25 | 11,432 | 11,736 | |||
Trimble Inc. | 4.150% | 6/15/23 | 1,950 | 2,076 | |||
Trimble Inc. | 4.750% | 12/1/24 | 2,282 | 2,483 | |||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 2,473 | 2,580 | |||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 2,000 | 2,161 | |||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 4,625 | 4,932 | |||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 6,241 | 7,063 | |||
VMware Inc. | 2.950% | 8/21/22 | 21,735 | 22,569 | |||
VMware Inc. | 4.500% | 5/15/25 | 5,100 | 5,557 | |||
Xilinx Inc. | 2.950% | 6/1/24 | 5,442 | 5,840 | |||
Transportation (0.4%) | |||||||
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 3,725 | 3,833 | |||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 4,225 | 4,392 | |||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 8,999 | 9,425 | |||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 8,637 | 9,130 |
34
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 3,590 | 3,929 | |||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 3,970 | 4,385 | |||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 7,056 | 7,748 | |||
Canadian National Railway Co. | 2.850% | 12/15/21 | 3,560 | 3,653 | |||
Canadian Pacific Railway Co. | 9.450% | 8/1/21 | 1,200 | 1,298 | |||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 4,856 | 5,228 | |||
3 | Continental Airlines 2007-1 Class A Pass Through Trust | 5.983% | 10/19/23 | 1,533 | 1,422 | ||
3 | Continental Airlines 2010-1 Class A Pass Through Trust | 4.750% | 7/12/22 | 948 | 925 | ||
3 | Continental Airlines 2012-1 Class A Pass Through Trust | 4.150% | 10/11/25 | 3,785 | 3,484 | ||
3 | Continental Airlines 2012-2 Class A Pass Through Trust | 4.000% | 4/29/26 | 4,738 | 4,304 | ||
CSX Corp. | 3.700% | 11/1/23 | 2,216 | 2,436 | |||
CSX Corp. | 3.400% | 8/1/24 | 3,992 | 4,396 | |||
3 | Delta Air Lines 2007-1 Class A Pass Through Trust | 6.821% | 2/10/24 | 1,966 | 1,890 | ||
Delta Air Lines 2019-1 Class AA Pass Through Trust | 3.204% | 4/25/24 | 2,900 | 2,874 | |||
FedEx Corp. | 3.400% | 1/14/22 | 450 | 468 | |||
FedEx Corp. | 2.625% | 8/1/22 | 4,195 | 4,367 | |||
FedEx Corp. | 2.700% | 4/15/23 | 1,500 | 1,575 | |||
FedEx Corp. | 4.000% | 1/15/24 | 706 | 781 | |||
FedEx Corp. | 3.200% | 2/1/25 | 6,621 | 7,158 | |||
FedEx Corp. | 3.800% | 5/15/25 | 4,721 | 5,252 | |||
Kansas City Southern | 3.000% | 5/15/23 | 2,485 | 2,539 | |||
Norfolk Southern Corp. | 3.250% | 12/1/21 | 4,668 | 4,807 | |||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 6,392 | 6,643 | |||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 4,431 | 4,677 | |||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 1,936 | 2,118 | |||
Ryder System Inc. | 2.250% | 9/1/21 | 3,010 | 3,043 | |||
Ryder System Inc. | 2.800% | 3/1/22 | 3,550 | 3,642 | |||
Ryder System Inc. | 2.875% | 6/1/22 | 368 | 381 | |||
Ryder System Inc. | 3.400% | 3/1/23 | 9,357 | 9,820 | |||
Ryder System Inc. | 3.750% | 6/9/23 | 7,600 | 8,085 | |||
Ryder System Inc. | 3.875% | 12/1/23 | 495 | 534 | |||
Ryder System Inc. | 3.650% | 3/18/24 | 3,402 | 3,615 | |||
Ryder System Inc. | 2.500% | 9/1/24 | 3,000 | 3,091 | |||
Ryder System Inc. | 4.625% | 6/1/25 | 4,000 | 4,464 | |||
Southwest Airlines Co. | 2.750% | 11/16/22 | 2,400 | 2,418 | |||
Southwest Airlines Co. | 4.750% | 5/4/23 | 8,725 | 8,976 | |||
Southwest Airlines Co. | 5.250% | 5/4/25 | 8,508 | 8,976 | |||
Union Pacific Corp. | 2.950% | 3/1/22 | 4,100 | 4,263 | |||
Union Pacific Corp. | 4.163% | 7/15/22 | 2,442 | 2,598 | |||
Union Pacific Corp. | 2.950% | 1/15/23 | 1,950 | 2,058 | |||
Union Pacific Corp. | 2.750% | 4/15/23 | 350 | 369 | |||
Union Pacific Corp. | 3.500% | 6/8/23 | 1,550 | 1,677 | |||
Union Pacific Corp. | 3.646% | 2/15/24 | 1,950 | 2,130 | |||
Union Pacific Corp. | 3.150% | 3/1/24 | 4,005 | 4,345 | |||
Union Pacific Corp. | 3.750% | 3/15/24 | 2,245 | 2,468 | |||
Union Pacific Corp. | 3.250% | 1/15/25 | 5,229 | 5,726 | |||
United Parcel Service Inc. | 3.125% | 1/15/21 | 1 | 1 | |||
United Parcel Service Inc. | 2.350% | 5/16/22 | 8,447 | 8,743 | |||
United Parcel Service Inc. | 2.450% | 10/1/22 | 3,890 | 4,055 | |||
United Parcel Service Inc. | 2.500% | 4/1/23 | 5,984 | 6,286 | |||
United Parcel Service Inc. | 2.200% | 9/1/24 | 500 | 527 | |||
United Parcel Service Inc. | 2.800% | 11/15/24 | 2,147 | 2,328 | |||
United Parcel Service Inc. | 3.900% | 4/1/25 | 9,467 | 10,743 | |||
7,794,919 | |||||||
Utilities (1.3%) | |||||||
Electric (1.2%) | |||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 2,300 | 2,377 | |||
Alabama Power Co. | 2.450% | 3/30/22 | 5,993 | 6,182 | |||
Alabama Power Co. | 3.550% | 12/1/23 | 2,200 | 2,414 |
35
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Ameren Corp. | 2.500% | 9/15/24 | 3,120 | 3,256 | |||
Ameren Illinois Co. | 3.250% | 3/1/25 | 3,200 | 3,520 | |||
American Electric Power Co. Inc. | 3.650% | 12/1/21 | 5,450 | 5,674 | |||
American Electric Power Co. Inc. | 2.950% | 12/15/22 | 2,800 | 2,936 | |||
Appalachian Power Co. | 4.600% | 3/30/21 | 3,117 | 3,173 | |||
Arizona Public Service Co. | 3.150% | 5/15/25 | 2,307 | 2,514 | |||
Avangrid Inc. | 3.150% | 12/1/24 | 4,605 | 4,985 | |||
Avangrid Inc. | 3.200% | 4/15/25 | 550 | 599 | |||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 2,950 | 3,056 | |||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 2,924 | 3,121 | |||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 3,026 | 3,185 | |||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 3,576 | 3,920 | |||
4 | Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 5,150 | 5,872 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 1,131 | 1,162 | |||
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 2,250 | 2,334 | |||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 4,225 | 4,362 | |||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 3,575 | 3,901 | |||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 3,600 | 3,791 | |||
CMS Energy Corp. | 5.050% | 3/15/22 | 3,915 | 4,135 | |||
Commonwealth Edison Co. | 3.400% | 9/1/21 | 2,418 | 2,480 | |||
Consumers Energy Co. | 2.850% | 5/15/22 | 1,400 | 1,452 | |||
Consumers Energy Co. | 3.375% | 8/15/23 | 2,425 | 2,622 | |||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 3,175 | 3,436 | |||
Dominion Energy Inc. | 2.715% | 8/15/21 | 3,686 | 3,765 | |||
Dominion Energy Inc. | 2.750% | 1/15/22 | 5,235 | 5,424 | |||
Dominion Energy Inc. | 2.750% | 9/15/22 | 6,328 | 6,557 | |||
Dominion Energy Inc. | 3.071% | 8/15/24 | 200 | 213 | |||
Dominion Energy Inc. | 3.900% | 10/1/25 | 5,000 | 5,618 | |||
DTE Electric Co. | 3.650% | 3/15/24 | 3,134 | 3,439 | |||
DTE Electric Co. | 3.375% | 3/1/25 | 5,000 | 5,537 | |||
DTE Energy Co. | 2.600% | 6/15/22 | 1,500 | 1,539 | |||
DTE Energy Co. | 3.300% | 6/15/22 | 2,935 | 3,063 | |||
DTE Energy Co. | 2.250% | 11/1/22 | 2,000 | 2,066 | |||
DTE Energy Co. | 3.700% | 8/1/23 | 4,950 | 5,340 | |||
DTE Energy Co. | 3.850% | 12/1/23 | 3,000 | 3,259 | |||
DTE Energy Co. | 3.500% | 6/1/24 | 4,483 | 4,850 | |||
DTE Energy Co. | 2.529% | 10/1/24 | 1,029 | 1,080 | |||
Duke Energy Carolinas LLC | 3.350% | 5/15/22 | 3,700 | 3,871 | |||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 3,361 | 3,520 | |||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 5,175 | 5,479 | |||
Duke Energy Corp. | 1.800% | 9/1/21 | 4,530 | 4,587 | |||
Duke Energy Corp. | 3.550% | 9/15/21 | 3,100 | 3,185 | |||
Duke Energy Corp. | 2.400% | 8/15/22 | 2,850 | 2,950 | |||
Duke Energy Corp. | 3.050% | 8/15/22 | 2,359 | 2,463 | |||
Duke Energy Corp. | 3.950% | 10/15/23 | 3,862 | 4,218 | |||
Duke Energy Corp. | 3.750% | 4/15/24 | 13,009 | 14,243 | |||
Duke Energy Corp. | 2.650% | 9/1/26 | 5,000 | 5,421 | |||
Duke Energy Florida LLC | 3.100% | 8/15/21 | 4,143 | 4,229 | |||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 3,500 | 3,815 | |||
Duke Energy Progress LLC | 3.000% | 9/15/21 | 4,130 | 4,225 | |||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 3,509 | 3,636 | |||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,000 | 2,155 | |||
Edison International | 2.400% | 9/15/22 | 4,125 | 4,186 | |||
Edison International | 3.125% | 11/15/22 | 410 | 421 | |||
Edison International | 2.950% | 3/15/23 | 2,911 | 2,976 | |||
Edison International | 3.550% | 11/15/24 | 6,605 | 6,963 | |||
Edison International | 4.950% | 4/15/25 | 1,000 | 1,097 | |||
Entergy Arkansas Inc. | 3.700% | 6/1/24 | 3,425 | 3,754 | |||
Entergy Corp. | 4.000% | 7/15/22 | 6,232 | 6,598 | |||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,617 | 3,108 | |||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 2,400 | 2,622 | |||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 258 | 305 | |||
Evergy Inc. | 2.450% | 9/15/24 | 5,507 | 5,782 | |||
Eversource Energy | 2.500% | 3/15/21 | 4,100 | 4,152 |
36
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Eversource Energy | 2.750% | 3/15/22 | 3,781 | 3,908 | |||
Eversource Energy | 3.800% | 12/1/23 | 4,682 | 5,027 | |||
Eversource Energy | 2.900% | 10/1/24 | 3,299 | 3,538 | |||
Eversource Energy | 3.150% | 1/15/25 | 2,067 | 2,237 | |||
Exelon Corp. | 3.497% | 6/1/22 | 9,995 | 10,433 | |||
Exelon Corp. | 3.950% | 6/15/25 | 3,728 | 4,188 | |||
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 3,250 | 3,375 | |||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 5,061 | 5,322 | |||
FirstEnergy Corp. | 2.850% | 7/15/22 | 3,950 | 4,093 | |||
FirstEnergy Corp. | 4.250% | 3/15/23 | 7,940 | 8,591 | |||
FirstEnergy Corp. | 2.050% | 3/1/25 | 5,100 | 5,278 | |||
Florida Power & Light Co. | 2.750% | 6/1/23 | 4,420 | 4,663 | |||
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,700 | 2,933 | |||
Florida Power & Light Co. | 2.850% | 4/1/25 | 12,859 | 14,092 | |||
Georgia Power Co. | 2.850% | 5/15/22 | 1,100 | 1,141 | |||
Georgia Power Co. | 2.100% | 7/30/23 | 7,875 | 8,197 | |||
Georgia Power Co. | 2.200% | 9/15/24 | 7,265 | 7,617 | |||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 3,210 | 3,490 | |||
ITC Holdings Corp. | 2.700% | 11/15/22 | 6,292 | 6,550 | |||
Kansas City Power & Light Co. | 3.150% | 3/15/23 | 1,825 | 1,927 | |||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 6,632 | 7,362 | |||
National Rural Utilities Cooperative Finance Corp. | 1.750% | 1/21/22 | 2,585 | 2,641 | |||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 8,939 | 9,229 | |||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 1,313 | 1,354 | |||
National Rural Utilities Cooperative Finance Corp. | 2.300% | 9/15/22 | 1,500 | 1,550 | |||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 3,192 | 3,340 | |||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 2,842 | 3,081 | |||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 4,326 | 4,623 | |||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 2,330 | 2,522 | |||
National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 1,200 | 1,336 | |||
NextEra Energy Capital Holdings Inc. | 4.500% | 6/1/21 | 3,440 | 3,526 | |||
NextEra Energy Capital Holdings Inc. | 2.403% | 9/1/21 | 3,300 | 3,366 | |||
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 5,604 | 5,817 | |||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 5,280 | 5,547 | |||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 6,861 | 7,408 | |||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 8,904 | 9,647 | |||
Northern States Power Co. | 2.600% | 5/15/23 | 1,800 | 1,883 | |||
Ohio Power Co. | 5.375% | 10/1/21 | 583 | 618 | |||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 1,625 | 1,716 | |||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 9,325 | 9,928 | |||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 2,310 | 2,509 | |||
Pacific Gas & Electric Co. | 1.750% | 6/16/22 | 20,000 | 20,022 | |||
5 | Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 4,500 | 4,961 | ||
5 | Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 3,000 | 3,330 | ||
5 | Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 7,500 | 8,241 | ||
PacifiCorp | 3.850% | 6/15/21 | 2,710 | 2,774 | |||
PacifiCorp | 2.950% | 2/1/22 | 4,619 | 4,780 | |||
PacifiCorp | 3.600% | 4/1/24 | 2,885 | 3,166 | |||
PECO Energy Co. | 1.700% | 9/15/21 | 3,260 | 3,308 | |||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 3,600 | 3,632 | |||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 3,981 | 4,214 | |||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 7,114 | 7,530 | |||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 150 | 163 | |||
PPL Electric Utilities Corp. | 3.000% | 9/15/21 | 450 | 461 | |||
Progress Energy Inc. | 3.150% | 4/1/22 | 1,000 | 1,037 | |||
PSEG Power LLC | 3.850% | 6/1/23 | 6,830 | 7,368 | |||
Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 3,500 | 3,658 | |||
Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 2,800 | 3,072 | |||
Public Service Enterprise Group Inc. | 2.000% | 11/15/21 | 600 | 610 | |||
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 5,250 | 5,472 | |||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 4,750 | 5,064 | |||
Puget Energy Inc. | 6.000% | 9/1/21 | 4,717 | 4,938 | |||
Puget Energy Inc. | 5.625% | 7/15/22 | 3,315 | 3,540 | |||
Puget Energy Inc. | 3.650% | 5/15/25 | 5,000 | 5,206 |
37
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
San Diego Gas & Electric Co. | 3.000% | 8/15/21 | 3,377 | 3,443 | |||
San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 1,248 | 1,345 | |||
3 | Southern California Edison Co. | 1.845% | 2/1/22 | 1,159 | 1,158 | ||
Southern California Edison Co. | 2.400% | 2/1/22 | 1,200 | 1,217 | |||
Southern California Edison Co. | 3.400% | 6/1/23 | 2,500 | 2,631 | |||
Southern California Edison Co. | 3.500% | 10/1/23 | 4,659 | 4,985 | |||
Southern California Edison Co. | 3.700% | 8/1/25 | 7,025 | 7,754 | |||
Southern Co. | 2.350% | 7/1/21 | 2,559 | 2,597 | |||
Southern Co. | 2.950% | 7/1/23 | 1,600 | 1,692 | |||
3 | Southern Co. | 5.500% | 3/15/57 | 1,150 | 1,160 | ||
Southern Power Co. | 2.500% | 12/15/21 | 1,900 | 1,938 | |||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 3,078 | 3,314 | |||
Union Electric Co. | 3.500% | 4/15/24 | 2,700 | 2,929 | |||
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 6,395 | 6,570 | |||
Virginia Electric & Power Co. | 2.750% | 3/15/23 | 11,327 | 11,863 | |||
Virginia Electric & Power Co. | 3.100% | 5/15/25 | 4,876 | 5,337 | |||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 2,157 | 2,407 | |||
Wisconsin Electric Power Co. | 2.950% | 9/15/21 | 1,075 | 1,099 | |||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 700 | 737 | |||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 4,513 | 4,703 | |||
Xcel Energy Inc. | 2.400% | 3/15/21 | 5,450 | 5,499 | |||
Xcel Energy Inc. | 2.600% | 3/15/22 | 2,075 | 2,135 | |||
Xcel Energy Inc. | 3.300% | 6/1/25 | 6,106 | 6,708 | |||
Natural Gas (0.1%) | |||||||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 2,600 | 2,769 | |||
4 | East Ohio Gas Co. | 1.300% | 6/15/25 | 3,000 | 3,013 | ||
NiSource Inc. | 2.650% | 11/17/22 | 2,800 | 2,915 | |||
NiSource Inc. | 3.650% | 6/15/23 | 2,850 | 3,071 | |||
ONE Gas Inc. | 3.610% | 2/1/24 | 1,895 | 2,061 | |||
Sempra Energy | 2.875% | 10/1/22 | 4,029 | 4,174 | |||
Sempra Energy | 2.900% | 2/1/23 | 5,235 | 5,470 | |||
Sempra Energy | 4.050% | 12/1/23 | 3,381 | 3,680 | |||
Southern California Gas Co. | 3.200% | 6/15/25 | 2,300 | 2,531 | |||
Southern Co. Gas Capital Corp. | 3.500% | 9/15/21 | 2,597 | 2,665 | |||
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 4,275 | 4,472 | |||
Other Utility (0.0%) | |||||||
American Water Capital Corp. | 3.850% | 3/1/24 | 3,525 | 3,890 | |||
American Water Capital Corp. | 3.400% | 3/1/25 | 7,500 | 8,326 | |||
682,578 | |||||||
Total Corporate Bonds (Cost $13,987,139) | 14,524,575 | ||||||
Sovereign Bonds (6.8%) | |||||||
African Development Bank | 1.250% | 7/26/21 | 10,734 | 10,844 | |||
African Development Bank | 2.375% | 9/23/21 | 12,035 | 12,339 | |||
African Development Bank | 0.500% | 4/22/22 | 1,800 | 1,807 | |||
African Development Bank | 1.625% | 9/16/22 | 8,200 | 8,437 | |||
African Development Bank | 2.125% | 11/16/22 | 19,525 | 20,350 | |||
African Development Bank | 0.750% | 4/3/23 | 4,550 | 4,604 | |||
African Development Bank | 3.000% | 9/20/23 | 8,850 | 9,595 | |||
Asian Development Bank | 2.125% | 11/24/21 | 8,400 | 8,614 | |||
Asian Development Bank | 2.000% | 2/16/22 | 29,455 | 30,271 | |||
Asian Development Bank | 1.875% | 2/18/22 | 26,870 | 27,563 | |||
Asian Development Bank | 0.625% | 4/7/22 | 29,200 | 29,374 | |||
Asian Development Bank | 1.875% | 7/19/22 | 14,871 | 15,356 | |||
Asian Development Bank | 1.875% | 8/10/22 | 12,004 | 12,402 | |||
Asian Development Bank | 1.750% | 9/13/22 | 28,587 | 29,497 | |||
Asian Development Bank | 1.625% | 1/24/23 | 8,500 | 8,786 | |||
Asian Development Bank | 2.750% | 3/17/23 | 21,017 | 22,395 | |||
Asian Development Bank | 2.625% | 1/30/24 | 17,950 | 19,390 | |||
Asian Development Bank | 1.500% | 10/18/24 | 19,415 | 20,308 | |||
Asian Development Bank | 2.000% | 1/22/25 | 3,558 | 3,803 | |||
Asian Development Bank | 0.625% | 4/29/25 | 43,600 | 43,885 |
38
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 15,300 | 16,376 | |||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 17,000 | 16,961 | |||
Canada | 2.625% | 1/25/22 | 16,350 | 16,957 | |||
Canada | 2.000% | 11/15/22 | 24,531 | 25,559 | |||
Canada | 1.625% | 1/22/25 | 6,175 | 6,505 | |||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 15,306 | 15,969 | |||
CNOOC Finance 2015 USA LLC | 3.750% | 5/2/23 | 650 | 691 | |||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 11,732 | 12,790 | |||
CNOOC Nexen Finance 2014 ULC | 4.250% | 4/30/24 | 15,590 | 17,103 | |||
Corp. Andina de Fomento | 2.125% | 9/27/21 | 8,110 | 8,171 | |||
Corp. Andina de Fomento | 3.250% | 2/11/22 | 6,000 | 6,144 | |||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 6,301 | 6,614 | |||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 7,750 | 7,942 | |||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 4,300 | 4,362 | |||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 7,491 | 8,006 | |||
Council of Europe Development Bank | 1.750% | 9/26/22 | 6,180 | 6,378 | |||
Council of Europe Development Bank | 2.625% | 2/13/23 | 9,762 | 10,348 | |||
Council of Europe Development Bank | 0.250% | 6/10/23 | 3,000 | 2,996 | |||
Council of Europe Development Bank | 1.375% | 2/27/25 | 9,300 | 9,683 | |||
Ecopetrol SA | 5.875% | 9/18/23 | 13,965 | 14,960 | |||
Ecopetrol SA | 4.125% | 1/16/25 | 7,233 | 7,206 | |||
Equinor ASA | 2.750% | 11/10/21 | 114 | 117 | |||
Equinor ASA | 3.150% | 1/23/22 | 6,239 | 6,491 | |||
Equinor ASA | 2.450% | 1/17/23 | 8,937 | 9,326 | |||
Equinor ASA | 2.650% | 1/15/24 | 16,801 | 17,866 | |||
Equinor ASA | 3.700% | 3/1/24 | 8,788 | 9,727 | |||
Equinor ASA | 3.250% | 11/10/24 | 3,484 | 3,848 | |||
Equinor ASA | 2.875% | 4/6/25 | 3,410 | 3,672 | |||
European Bank for Reconstruction & Development | 1.875% | 7/15/21 | 10,300 | 10,469 | |||
European Bank for Reconstruction & Development | 1.500% | 11/2/21 | 5,654 | 5,744 | |||
European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 9,561 | 9,810 | |||
European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 15,120 | 16,102 | |||
European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 15,000 | 14,993 | |||
European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 3,500 | 3,665 | |||
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 10,000 | 10,011 | |||
European Investment Bank | 1.375% | 9/15/21 | 23,487 | 23,802 | |||
European Investment Bank | 2.125% | 10/15/21 | 29,540 | 30,248 | |||
European Investment Bank | 2.875% | 12/15/21 | 23,478 | 24,373 | |||
European Investment Bank | 2.250% | 3/15/22 | 32,350 | 33,451 | |||
European Investment Bank | 2.625% | 5/20/22 | 10,081 | 10,531 | |||
European Investment Bank | 2.375% | 6/15/22 | 20,710 | 21,568 | |||
European Investment Bank | 2.250% | 8/15/22 | 23,115 | 24,093 | |||
European Investment Bank | 1.375% | 9/6/22 | 22,624 | 23,178 | |||
European Investment Bank | 2.000% | 12/15/22 | 23,180 | 24,168 | |||
European Investment Bank | 2.500% | 3/15/23 | 34,248 | 36,307 | |||
European Investment Bank | 1.375% | 5/15/23 | 7,728 | 7,971 | |||
European Investment Bank | 2.875% | 8/15/23 | 23,765 | 25,675 | |||
European Investment Bank | 0.250% | 9/15/23 | 30,000 | 29,975 | |||
European Investment Bank | 3.125% | 12/14/23 | 26,803 | 29,394 | |||
European Investment Bank | 3.250% | 1/29/24 | 37,188 | 41,036 | |||
European Investment Bank | 2.625% | 3/15/24 | 19,765 | 21,419 | |||
European Investment Bank | 2.250% | 6/24/24 | 7,266 | 7,809 | |||
European Investment Bank | 1.875% | 2/10/25 | 16,365 | 17,444 | |||
European Investment Bank | 1.625% | 3/14/25 | 43,784 | 46,220 | |||
Export Development Canada | 1.375% | 10/21/21 | 8,250 | 8,362 | |||
Export Development Canada | 2.000% | 5/17/22 | 1,000 | 1,032 | |||
Export Development Canada | 1.750% | 7/18/22 | 6,200 | 6,382 | |||
Export Development Canada | 2.500% | 1/24/23 | 8,040 | 8,479 | |||
Export Development Canada | 1.375% | 2/24/23 | 20,400 | 20,909 | |||
Export Development Canada | 2.750% | 3/15/23 | 9,900 | 10,540 | |||
Export Development Canada | 2.625% | 2/21/24 | 4,650 | 5,025 | |||
Export-Import Bank of Korea | 4.375% | 9/15/21 | 2,500 | 2,607 | |||
Export-Import Bank of Korea | 1.875% | 10/21/21 | 13,805 | 14,001 | |||
Export-Import Bank of Korea | 2.750% | 1/25/22 | 3,650 | 3,758 |
39
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 9,175 | 9,850 | |||
Export-Import Bank of Korea | 3.000% | 11/1/22 | 7,960 | 8,364 | |||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 3,120 | 3,407 | |||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 4,625 | 5,106 | |||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 7,420 | 8,025 | |||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 1,100 | 1,141 | |||
FMS Wertmanagement | 2.000% | 8/1/22 | 20,235 | 20,945 | |||
FMS Wertmanagement | 2.750% | 3/6/23 | 10,450 | 11,128 | |||
Hydro-Quebec | 8.400% | 1/15/22 | 5,825 | 6,507 | |||
Hydro-Quebec | 8.050% | 7/7/24 | 4,675 | 5,932 | |||
Industrial & Commercial Bank of China Ltd. | 2.452% | 10/20/21 | 3,765 | 3,826 | |||
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 6,450 | 6,690 | |||
Inter-American Development Bank | 1.875% | 7/23/21 | 6,450 | 6,558 | |||
Inter-American Development Bank | 1.250% | 9/14/21 | 3,250 | 3,287 | |||
Inter-American Development Bank | 2.125% | 1/18/22 | 26,550 | 27,302 | |||
Inter-American Development Bank | 1.750% | 4/14/22 | 18,530 | 19,012 | |||
Inter-American Development Bank | 1.750% | 9/14/22 | 17,300 | 17,855 | |||
Inter-American Development Bank | 3.000% | 9/26/22 | 8,000 | 8,481 | |||
Inter-American Development Bank | 2.500% | 1/18/23 | 28,633 | 30,224 | |||
Inter-American Development Bank | 0.500% | 5/24/23 | 32,250 | 32,440 | |||
Inter-American Development Bank | 3.000% | 10/4/23 | 15,630 | 16,977 | |||
Inter-American Development Bank | 2.625% | 1/16/24 | 20,650 | 22,289 | |||
Inter-American Development Bank | 3.000% | 2/21/24 | 25,900 | 28,350 | |||
Inter-American Development Bank | 2.125% | 1/15/25 | 10,220 | 10,975 | |||
Inter-American Development Bank | 1.750% | 3/14/25 | 21,706 | 22,988 | |||
Inter-American Development Bank | 0.875% | 4/3/25 | 26,700 | 27,185 | |||
International Bank for Reconstruction & Development | 2.750% | 7/23/21 | 42,909 | 44,039 | |||
International Bank for Reconstruction & Development | 1.375% | 9/20/21 | 34,720 | 35,191 | |||
International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 8,065 | 8,281 | |||
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 37,840 | 38,865 | |||
International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 23,625 | 24,139 | |||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 26,650 | 27,630 | |||
International Bank for Reconstruction & Development | 1.875% | 10/7/22 | 4,329 | 4,485 | |||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 10,796 | 12,793 | |||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 6,375 | 6,631 | |||
International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 33,475 | 35,034 | |||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 19,650 | 21,347 | |||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 17,050 | 18,396 | |||
International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 22,150 | 23,146 | |||
International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 28,553 | 31,128 | |||
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 16,600 | 17,476 | |||
International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 2,794 | 3,009 | |||
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 22,100 | 22,389 | |||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 60,650 | 61,102 | |||
International Finance Corp. | 1.125% | 7/20/21 | 6,040 | 6,094 | |||
International Finance Corp. | 2.000% | 10/24/22 | 9,050 | 9,405 | |||
International Finance Corp. | 2.875% | 7/31/23 | 22,600 | 24,377 | |||
International Finance Corp. | 1.375% | 10/16/24 | 12,175 | 12,670 | |||
6 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 7,070 | 7,267 | ||
6 | Japan Bank for International Cooperation | 1.500% | 7/21/21 | 8,300 | 8,391 | ||
6 | Japan Bank for International Cooperation | 2.000% | 11/4/21 | 7,225 | 7,372 | ||
6 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 6,305 | 6,547 | ||
6 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 9,850 | 10,228 | ||
6 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 1,750 | 1,795 | ||
6 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 11,410 | 11,753 | ||
6 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 16,200 | 16,703 | ||
6 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 15,000 | 15,047 | ||
6 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 19,125 | 20,681 | ||
6 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,475 | 1,601 | ||
6 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 10,000 | 10,918 | ||
6 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 17,700 | 18,979 | ||
6 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 10,865 | 11,845 | ||
6 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 4,750 | 4,963 | ||
6 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 1,031 | 1,097 |
40
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
6 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 5,350 | 5,809 | ||
7 | KFW | 1.500% | 6/15/21 | 12,000 | 12,142 | ||
7 | KFW | 2.375% | 8/25/21 | 22,500 | 23,043 | ||
7 | KFW | 1.750% | 9/15/21 | 22,100 | 22,491 | ||
7 | KFW | 2.000% | 11/30/21 | 25,015 | 25,622 | ||
7 | KFW | 3.125% | 12/15/21 | 23,380 | 24,341 | ||
7 | KFW | 2.625% | 1/25/22 | 14,580 | 15,116 | ||
7 | KFW | 2.500% | 2/15/22 | 26,040 | 26,988 | ||
7 | KFW | 2.125% | 3/7/22 | 36,258 | 37,394 | ||
7 | KFW | 2.125% | 6/15/22 | 17,001 | 17,620 | ||
7 | KFW | 1.750% | 8/22/22 | 44,670 | 46,093 | ||
7 | KFW | 2.000% | 10/4/22 | 19,540 | 20,297 | ||
7 | KFW | 2.375% | 12/29/22 | 17,246 | 18,144 | ||
7 | KFW | 2.125% | 1/17/23 | 34,630 | 36,242 | ||
7 | KFW | 1.625% | 2/15/23 | 40,500 | 41,860 | ||
7 | KFW | 2.625% | 2/28/24 | 18,500 | 20,029 | ||
7 | KFW | 1.375% | 8/5/24 | 22,704 | 23,519 | ||
7 | KFW | 2.500% | 11/20/24 | 31,735 | 34,602 | ||
7 | KFW | 2.000% | 5/2/25 | 12,637 | 13,567 | ||
Korea Development Bank | 4.625% | 11/16/21 | 7,755 | 8,153 | |||
Korea Development Bank | 2.625% | 2/27/22 | 3,008 | 3,094 | |||
Korea Development Bank | 3.000% | 3/19/22 | 4,425 | 4,585 | |||
Korea Development Bank | 3.000% | 9/14/22 | 3,060 | 3,206 | |||
Korea Development Bank | 3.375% | 3/12/23 | 2,000 | 2,129 | |||
Korea Development Bank | 2.750% | 3/19/23 | 4,700 | 4,927 | |||
Korea Development Bank | 3.750% | 1/22/24 | 4,975 | 5,452 | |||
Korea Development Bank | 3.250% | 2/19/24 | 1,500 | 1,619 | |||
Korea Development Bank | 2.125% | 10/1/24 | 3,810 | 3,988 | |||
7 | Landwirtschaftliche Rentenbank | 1.750% | 9/24/21 | 6,500 | 6,614 | ||
7 | Landwirtschaftliche Rentenbank | 2.250% | 10/1/21 | 6,790 | 6,952 | ||
7 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 10,130 | 10,373 | ||
7 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 7,430 | 8,112 | ||
7 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 10,201 | 10,896 | ||
7 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 15,200 | 15,216 | ||
7 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 11,970 | 13,059 | ||
Nordic Investment Bank | 1.250% | 8/2/21 | 4,425 | 4,470 | |||
Nordic Investment Bank | 2.250% | 9/30/21 | 3,550 | 3,635 | |||
Nordic Investment Bank | 2.125% | 2/1/22 | 9,255 | 9,522 | |||
Nordic Investment Bank | 1.375% | 10/17/22 | 5,542 | 5,677 | |||
Nordic Investment Bank | 0.375% | 5/19/23 | 15,250 | 15,263 | |||
Nordic Investment Bank | 2.875% | 7/19/23 | 5,800 | 6,251 | |||
Nordic Investment Bank | 2.250% | 5/21/24 | 667 | 710 | |||
North American Development Bank | 2.400% | 10/26/22 | 838 | 869 | |||
8 | Oesterreichische Kontrollbank AG | 2.875% | 9/7/21 | 8,650 | 8,911 | ||
8 | Oesterreichische Kontrollbank AG | 2.375% | 10/1/21 | 1,800 | 1,845 | ||
8 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 6,925 | 7,176 | ||
8 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 2,315 | 2,381 | ||
8 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 9,865 | 10,523 | ||
8 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 5,250 | 5,728 | ||
8 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 8,700 | 9,052 | ||
3 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 3,900 | 4,280 | ||
3 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 4,051 | 4,430 | ||
3 | Petroleos Mexicanos | 2.290% | 2/15/24 | 760 | 779 | ||
Province of Alberta | 2.200% | 7/26/22 | 11,494 | 11,891 | |||
Province of Alberta | 3.350% | 11/1/23 | 13,925 | 15,168 | |||
Province of Alberta | 2.950% | 1/23/24 | 11,500 | 12,430 | |||
Province of Alberta | 1.875% | 11/13/24 | 18,800 | 19,659 | |||
Province of Alberta | 1.000% | 5/20/25 | 9,760 | 9,831 | |||
Province of British Columbia | 2.650% | 9/22/21 | 6,258 | 6,437 | |||
Province of British Columbia | 2.000% | 10/23/22 | 6,379 | 6,624 | |||
Province of British Columbia | 1.750% | 9/27/24 | 5,400 | 5,666 | |||
Province of Manitoba | 2.050% | 11/30/20 | 9,700 | 9,760 | |||
Province of Manitoba | 2.125% | 5/4/22 | 2,836 | 2,924 | |||
Province of Manitoba | 2.100% | 9/6/22 | 3,775 | 3,906 |
41
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Province of Manitoba | 2.600% | 4/16/24 | 6,750 | 7,250 | |||
Province of Manitoba | 3.050% | 5/14/24 | 7,316 | 7,984 | |||
Province of New Brunswick | 2.500% | 12/12/22 | 4,500 | 4,718 | |||
Province of Ontario | 2.500% | 9/10/21 | 17,450 | 17,883 | |||
Province of Ontario | 2.400% | 2/8/22 | 13,010 | 13,429 | |||
Province of Ontario | 2.550% | 4/25/22 | 12,750 | 13,245 | |||
Province of Ontario | 2.250% | 5/18/22 | 23,245 | 24,049 | |||
Province of Ontario | 2.450% | 6/29/22 | 10,850 | 11,280 | |||
Province of Ontario | 2.200% | 10/3/22 | 1,883 | 1,955 | |||
Province of Ontario | 1.750% | 1/24/23 | 8,600 | 8,894 | |||
Province of Ontario | 3.400% | 10/17/23 | 24,250 | 26,509 | |||
Province of Ontario | 3.050% | 1/29/24 | 8,650 | 9,412 | |||
Province of Ontario | 3.200% | 5/16/24 | 9,300 | 10,219 | |||
Province of Quebec | 2.750% | 8/25/21 | 20,908 | 21,480 | |||
Province of Quebec | 2.375% | 1/31/22 | 23,960 | 24,700 | |||
Province of Quebec | 2.625% | 2/13/23 | 4,825 | 5,100 | |||
Province of Quebec | 2.500% | 4/9/24 | 11,720 | 12,577 | |||
Province of Quebec | 2.875% | 10/16/24 | 10,445 | 11,437 | |||
Province of Quebec | 1.500% | 2/11/25 | 11,100 | 11,392 | |||
Province of Saskatchewan | 8.500% | 7/15/22 | 1,848 | 2,141 | |||
Republic of Chile | 3.250% | 9/14/21 | 8,859 | 9,114 | |||
Republic of Chile | 2.250% | 10/30/22 | 2,460 | 2,540 | |||
Republic of Colombia | 4.375% | 7/12/21 | 9,135 | 9,386 | |||
Republic of Colombia | 4.000% | 2/26/24 | 22,377 | 23,497 | |||
Republic of Colombia | 8.125% | 5/21/24 | 5,765 | 6,917 | |||
Republic of Hungary | 6.375% | 3/29/21 | 12,145 | 12,631 | |||
Republic of Hungary | 5.375% | 2/21/23 | 10,305 | 11,284 | |||
Republic of Hungary | 5.750% | 11/22/23 | 11,645 | 13,232 | |||
Republic of Hungary | 5.375% | 3/25/24 | 14,041 | 15,938 | |||
Republic of Indonesia | 2.950% | 1/11/23 | 7,770 | 7,984 | |||
Republic of Indonesia | 4.450% | 2/11/24 | 4,108 | 4,442 | |||
Republic of Italy | 6.875% | 9/27/23 | 19,410 | 22,474 | |||
Republic of Italy | 2.375% | 10/17/24 | 22,180 | 22,522 | |||
Republic of Korea | 3.875% | 9/11/23 | 11,130 | 12,200 | |||
3 | Republic of Panama | 4.000% | 9/22/24 | 11,513 | 12,492 | ||
3 | Republic of Panama | 3.750% | 3/16/25 | 7,255 | 7,846 | ||
Republic of Poland | 5.125% | 4/21/21 | 11,980 | 12,414 | |||
Republic of Poland | 5.000% | 3/23/22 | 12,348 | 13,244 | |||
Republic of Poland | 3.000% | 3/17/23 | 13,714 | 14,522 | |||
Republic of Poland | 4.000% | 1/22/24 | 9,717 | 10,761 | |||
Republic of the Philippines | 4.200% | 1/21/24 | 7,380 | 8,017 | |||
Republic of the Philippines | 9.500% | 10/21/24 | 3,251 | 4,247 | |||
Republic of the Philippines | 10.625% | 3/16/25 | 10,049 | 14,043 | |||
State of Israel | 4.000% | 6/30/22 | 10,475 | 11,146 | |||
State of Israel | 3.150% | 6/30/23 | 6,800 | 7,258 | |||
Svensk Exportkredit AB | 1.625% | 9/12/21 | 3,150 | 3,197 | |||
Svensk Exportkredit AB | 3.125% | 11/8/21 | 7,150 | 7,413 | |||
Svensk Exportkredit AB | 2.375% | 3/9/22 | 7,100 | 7,333 | |||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 6,900 | 7,131 | |||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 9,950 | 10,228 | |||
Svensk Exportkredit AB | 2.875% | 3/14/23 | 9,800 | 10,441 | |||
Svensk Exportkredit AB | 0.750% | 4/6/23 | 3,500 | 3,529 | |||
Svensk Exportkredit AB | 1.750% | 12/12/23 | 1,700 | 1,774 | |||
Svensk Exportkredit AB | 0.625% | 5/14/25 | 11,800 | 11,827 | |||
Syngenta Finance NV | 3.125% | 3/28/22 | 3,615 | 3,656 | |||
United Mexican States | 3.625% | 3/15/22 | 14,625 | 15,202 | |||
United Mexican States | 4.000% | 10/2/23 | 22,385 | 23,814 | |||
United Mexican States | 3.600% | 1/30/25 | 10,489 | 11,076 | |||
3 | United Mexican States | 3.900% | 4/27/25 | 9,000 | 9,603 | ||
Total Sovereign Bonds (Cost $3,571,847) | 3,691,718 |
42
Vanguard® Short-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Taxable Municipal Bonds (0.1%) | |||||||
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 2,195 | 2,251 | |||
California GO | 5.700% | 11/1/21 | 3,330 | 3,557 | |||
California GO | 2.367% | 4/1/22 | 1,080 | 1,113 | |||
Florida Board of Administration Finance Corp Revenue | 2.638% | 7/1/21 | 4,500 | 4,593 | |||
Illinois GO | 4.950% | 6/1/23 | 6,409 | 6,475 | |||
Massachusetts GO | 4.200% | 12/1/21 | 2,250 | 2,307 | |||
9 | New Jersey Economic Development Authority Lease Revenue | 0.000% | 2/15/22 | 5,000 | 4,912 | ||
New York State Urban Development Corp. Revenue | 2.100% | 3/15/22 | 655 | 663 | |||
Oregon GO | 5.762% | 6/1/23 | 1,045 | 1,151 | |||
Utah GO | 4.554% | 7/1/24 | 7,815 | 8,304 | |||
Total Taxable Municipal Bonds (Cost $34,775) | 35,326 |
Shares | |||||||
Temporary Cash Investment (0.5%) | |||||||
Money Market Fund (0.5%) | |||||||
10 | Vanguard Market Liquidity Fund (Cost $258,448) | 0.227% | 2,584,480 | 258,448 | |||
Total Investments (99.8%) (Cost $52,156,017) | 54,093,274 | ||||||
Other Assets and Liabilities—Net (0.2%) | 123,826 | ||||||
Net Assets (100%) | 54,217,100 |
Cost is in $000.
1 | U.S. government-guaranteed. |
2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
3 | 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. |
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 June 30, 2020, the aggregate value of these securities was $484,129,000, representing 0.9% of net assets. |
5 | Non-income-producing security—security in default. |
6 | Guaranteed by the Government of Japan. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Guaranteed by the Republic of Austria. |
9 | Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation). |
10 | 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. |
43
________________________________________________________________________________________________________________________________________________________________________________________
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
U.S. Government and Agency Obligations (49.3%) | |||||||
U.S. Government Securities (48.7%) | |||||||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 110,901 | 119,704 | |||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 7,700 | 7,734 | |||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 931 | 1,046 | |||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 25,660 | 27,933 | |||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 401,237 | 435,591 | |||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 47,479 | 63,295 | |||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 204,830 | 230,370 | |||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 168,116 | 191,521 | |||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 126,522 | 144,354 | |||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 270,522 | 298,039 | |||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 201,505 | 228,865 | |||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 239,685 | 269,308 | |||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 201,235 | 226,389 | |||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 768,664 | 822,109 | |||
United States Treasury Note/Bond | 6.000% | 2/15/26 | 12,240 | 16,069 | |||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 366,000 | 409,693 | |||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 219,650 | 243,023 | |||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 251,875 | 280,762 | |||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 652,268 | 698,742 | |||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 332,456 | 366,014 | |||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 177,205 | 192,601 | |||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 187,095 | 203,496 | |||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 771,261 | 821,632 | |||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 432,825 | 457,847 | |||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 195,330 | 209,704 | |||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 175,245 | 188,224 | |||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 310,512 | 340,883 | |||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 23,500 | 32,478 | |||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 448,479 | 481,904 | |||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 111,750 | 121,022 | |||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 134,445 | 143,498 | |||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 712,625 | 795,689 | |||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 48,655 | 50,746 | |||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 690 | 697 | |||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 521,777 | 588,711 | |||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 385,770 | 386,009 | |||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 163,090 | 163,167 | |||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 575,586 | 646,273 | |||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 550,965 | 620,354 | |||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 539,955 | 629,722 | |||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 553,253 | 652,667 | |||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 588,945 | 697,164 | |||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 9,960 | 13,879 | |||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 757,703 | 915,639 | |||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 10,000 | 13,831 | |||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 636,111 | 745,045 | |||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 15,235 | 21,229 | |||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 548,646 | 633,001 | |||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 589,130 | 642,517 | |||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 10,000 | 14,922 | |||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 483,914 | 534,120 | |||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 71,951 | 77,751 | |||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 804,308 | 801,799 | |||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 16,000 | 24,627 | |||
17,943,409 | |||||||
Agency Notes (0.6%) | |||||||
1 | AID-Jordan | 3.000% | 6/30/25 | 4,675 | 5,092 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 25,505 | 30,380 | |||
2 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 8,430 | 12,723 | ||
2 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 33,500 | 36,560 | ||
2 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 25,845 | 27,836 |
44
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
2 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 15,504 | 22,500 | ||
2 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 17,775 | 27,682 | ||
2 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 13,160 | 20,844 | ||
Private Export Funding Corp. | 3.250% | 6/15/25 | 1,675 | 1,879 | |||
Tennessee Valley Authority | 6.750% | 11/1/25 | 6,830 | 9,024 | |||
Tennessee Valley Authority | 2.875% | 2/1/27 | 12,000 | 13,459 | |||
Tennessee Valley Authority | 7.125% | 5/1/30 | 3,970 | 6,151 | |||
214,130 | |||||||
Total U.S. Government and Agency Obligations (Cost $16,564,293) | 18,157,539 | ||||||
Corporate Bonds (45.3%) | |||||||
Finance (16.1%) | |||||||
Banking (11.1%) | |||||||
American Express Co. | 4.200% | 11/6/25 | 4,115 | 4,763 | |||
American Express Co. | 3.125% | 5/20/26 | 5,921 | 6,542 | |||
American Express Credit Corp. | 3.300% | 5/3/27 | 20,529 | 23,039 | |||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 5,665 | 6,474 | |||
Banco Santander SA | 5.179% | 11/19/25 | 7,042 | 7,889 | |||
Banco Santander SA | 4.250% | 4/11/27 | 13,554 | 14,934 | |||
Banco Santander SA | 3.800% | 2/23/28 | 8,200 | 8,819 | |||
Banco Santander SA | 4.379% | 4/12/28 | 7,350 | 8,217 | |||
Banco Santander SA | 3.306% | 6/27/29 | 6,466 | 6,939 | |||
Banco Santander SA | 3.490% | 5/28/30 | 10,000 | 10,747 | |||
Bank of America Corp. | 3.875% | 8/1/25 | 600 | 680 | |||
3 | Bank of America Corp. | 3.093% | 10/1/25 | 14,825 | 16,008 | ||
Bank of America Corp. | 4.450% | 3/3/26 | 17,159 | 19,712 | |||
Bank of America Corp. | 3.500% | 4/19/26 | 28,046 | 31,580 | |||
Bank of America Corp. | 4.250% | 10/22/26 | 23,033 | 26,394 | |||
3 | Bank of America Corp. | 3.559% | 4/23/27 | 6,325 | 7,050 | ||
Bank of America Corp. | 3.248% | 10/21/27 | 23,755 | 26,217 | |||
Bank of America Corp. | 4.183% | 11/25/27 | 22,949 | 26,180 | |||
3 | Bank of America Corp. | 3.824% | 1/20/28 | 27,475 | 31,009 | ||
3 | Bank of America Corp. | 3.705% | 4/24/28 | 14,541 | 16,434 | ||
3 | Bank of America Corp. | 3.593% | 7/21/28 | 26,645 | 29,928 | ||
3 | Bank of America Corp. | 3.419% | 12/20/28 | 69,016 | 76,876 | ||
3 | Bank of America Corp. | 3.970% | 3/5/29 | 20,075 | 22,958 | ||
3 | Bank of America Corp. | 4.271% | 7/23/29 | 46,100 | 54,281 | ||
3 | Bank of America Corp. | 3.974% | 2/7/30 | 15,567 | 18,122 | ||
3 | Bank of America Corp. | 3.194% | 7/23/30 | 2,400 | 2,654 | ||
3 | Bank of America Corp. | 2.884% | 10/22/30 | 9,250 | 10,010 | ||
3 | Bank of America Corp. | 2.496% | 2/13/31 | 53,420 | 55,958 | ||
3 | Bank of America Corp. | 2.592% | 4/29/31 | 9,200 | 9,731 | ||
3 | Bank of Montreal | 3.803% | 12/15/32 | 10,400 | 11,089 | ||
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 7,423 | 8,204 | |||
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 10,130 | 11,005 | |||
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 10,859 | 12,307 | |||
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 10,250 | 11,773 | |||
3 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 7,800 | 8,818 | ||
Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 10,250 | 11,526 | |||
Bank of Nova Scotia | 2.200% | 2/3/25 | 14,873 | 15,570 | |||
Bank of Nova Scotia | 4.500% | 12/16/25 | 7,887 | 8,893 | |||
Bank of Nova Scotia | 2.700% | 8/3/26 | 8,180 | 8,917 | |||
Bank One Corp. | 7.750% | 7/15/25 | 1,750 | 2,252 | |||
Bank One Corp. | 8.000% | 4/29/27 | 7,110 | 9,920 | |||
BankUnited Inc. | 4.875% | 11/17/25 | 3,000 | 3,277 | |||
BankUnited Inc. | 5.125% | 6/11/30 | 2,500 | 2,549 | |||
Barclays plc | 3.650% | 3/16/25 | 187 | 203 | |||
Barclays plc | 4.375% | 1/12/26 | 23,414 | 26,318 | |||
Barclays plc | 5.200% | 5/12/26 | 19,015 | 21,210 | |||
Barclays plc | 4.337% | 1/10/28 | 8,200 | 9,126 | |||
Barclays plc | 4.836% | 5/9/28 | 17,775 | 19,500 | |||
3 | Barclays plc | 4.972% | 5/16/29 | 12,553 | 14,610 | ||
3 | Barclays plc | 5.088% | 6/20/30 | 8,025 | 9,044 |
45
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Barclays plc | 2.645% | 6/24/31 | 8,400 | 8,400 | |||
BBVA USA | 3.875% | 4/10/25 | 508 | 540 | |||
BPCE SA | 3.375% | 12/2/26 | 3,450 | 3,829 | |||
Capital One Financial Corp. | 4.200% | 10/29/25 | 22,372 | 24,856 | |||
Capital One Financial Corp. | 3.750% | 7/28/26 | 14,746 | 16,101 | |||
Capital One Financial Corp. | 3.750% | 3/9/27 | 10,894 | 12,032 | |||
Capital One Financial Corp. | 3.650% | 5/11/27 | 11,650 | 12,728 | |||
Capital One Financial Corp. | 3.800% | 1/31/28 | 14,628 | 16,256 | |||
Citigroup Inc. | 5.500% | 9/13/25 | 7,770 | 9,220 | |||
Citigroup Inc. | 3.700% | 1/12/26 | 22,548 | 25,167 | |||
Citigroup Inc. | 4.600% | 3/9/26 | 16,310 | 18,636 | |||
Citigroup Inc. | 3.400% | 5/1/26 | 6,372 | 7,052 | |||
Citigroup Inc. | 3.200% | 10/21/26 | 35,776 | 39,168 | |||
Citigroup Inc. | 4.300% | 11/20/26 | 6,150 | 7,013 | |||
Citigroup Inc. | 4.450% | 9/29/27 | 41,651 | 47,481 | |||
3 | Citigroup Inc. | 3.887% | 1/10/28 | 30,529 | 34,308 | ||
Citigroup Inc. | 6.625% | 1/15/28 | 875 | 1,141 | |||
3 | Citigroup Inc. | 3.668% | 7/24/28 | 35,542 | 39,563 | ||
Citigroup Inc. | 4.125% | 7/25/28 | 4,250 | 4,803 | |||
3 | Citigroup Inc. | 3.520% | 10/27/28 | 24,381 | 26,997 | ||
3 | Citigroup Inc. | 4.075% | 4/23/29 | 6,390 | 7,280 | ||
3 | Citigroup Inc. | 3.980% | 3/20/30 | 25,850 | 29,608 | ||
3 | Citigroup Inc. | 2.976% | 11/5/30 | 13,450 | 14,288 | ||
3 | Citigroup Inc. | 2.666% | 1/29/31 | 15,000 | 15,569 | ||
3 | Citigroup Inc. | 4.412% | 3/31/31 | 36,693 | 43,292 | ||
3 | Citigroup Inc. | 2.572% | 6/3/31 | 20,000 | 20,660 | ||
Citizens Bank NA | 3.750% | 2/18/26 | 10,383 | 11,638 | |||
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 7,695 | 8,567 | |||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 4,455 | 4,809 | |||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 2,328 | 2,376 | |||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 100 | 107 | |||
Comerica Bank | 4.000% | 7/27/25 | 1,925 | 2,086 | |||
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 12,860 | 14,405 | |||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 7,815 | 8,567 | |||
Credit Suisse Group Funding Guernsey Ltd. | 4.550% | 4/17/26 | 10,695 | 12,299 | |||
Deutsche Bank AG | 4.100% | 1/13/26 | 3,679 | 3,900 | |||
Discover Bank | 4.250% | 3/13/26 | 3,556 | 3,993 | |||
Discover Bank | 3.450% | 7/27/26 | 12,114 | 13,100 | |||
Discover Bank | 4.650% | 9/13/28 | 6,037 | 6,935 | |||
Discover Bank | 2.700% | 2/6/30 | 4,100 | 4,103 | |||
Discover Financial Services | 3.950% | 11/6/24 | 3 | 3 | |||
Discover Financial Services | 3.750% | 3/4/25 | 9 | 10 | |||
Discover Financial Services | 4.500% | 1/30/26 | 10,410 | 11,673 | |||
Discover Financial Services | 4.100% | 2/9/27 | 11,454 | 12,483 | |||
Fifth Third Bancorp | 2.550% | 5/5/27 | 3,750 | 4,006 | |||
Fifth Third Bancorp | 3.950% | 3/14/28 | 9,015 | 10,549 | |||
Fifth Third Bank | 3.950% | 7/28/25 | 5,125 | 5,911 | |||
Fifth Third Bank | 3.850% | 3/15/26 | 7,840 | 8,779 | |||
Fifth Third Bank | 2.250% | 2/1/27 | 3,125 | 3,307 | |||
FirstMerit Bank NA | 4.270% | 11/25/26 | 1,225 | 1,391 | |||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 20 | 22 | |||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 9,855 | 11,114 | |||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 21,753 | 24,257 | |||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 21,958 | 24,100 | |||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 6,428 | 8,045 | |||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 30,794 | 34,750 | |||
3 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 24,450 | 27,344 | ||
3 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 29,585 | 33,422 | ||
3 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 13,467 | 15,643 | ||
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 17,250 | 18,085 | |||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 17,500 | 19,888 | |||
HSBC Holdings plc | 4.250% | 8/18/25 | 10,707 | 11,664 | |||
HSBC Holdings plc | 4.300% | 3/8/26 | 21,643 | 24,430 | |||
HSBC Holdings plc | 3.900% | 5/25/26 | 19,045 | 21,014 |
46
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3 | HSBC Holdings plc | 4.292% | 9/12/26 | 22,350 | 24,780 | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 18,175 | 20,227 | |||
3 | HSBC Holdings plc | 4.041% | 3/13/28 | 19,085 | 21,009 | ||
3 | HSBC Holdings plc | 4.583% | 6/19/29 | 19,925 | 22,902 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 20,150 | 24,092 | |||
3 | HSBC Holdings plc | 3.973% | 5/22/30 | 30,742 | 34,098 | ||
3 | HSBC Holdings plc | 2.848% | 6/4/31 | 5,000 | 5,133 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 6,489 | 6,695 | |||
ING Groep NV | 3.950% | 3/29/27 | 8,995 | 10,325 | |||
ING Groep NV | 4.550% | 10/2/28 | 9,865 | 11,823 | |||
ING Groep NV | 4.050% | 4/9/29 | 5,600 | 6,560 | |||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 46 | 50 | |||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 7,642 | 8,627 | |||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 32,414 | 36,098 | |||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 36,707 | 40,676 | |||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 32,359 | 35,438 | |||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 25,986 | 30,240 | |||
3 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 10,673 | 12,149 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 8,202 | 9,521 | |||
3 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 19,778 | 22,416 | ||
3 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 13,002 | 14,496 | ||
3 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 9,900 | 10,234 | ||
3 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 15,680 | 17,512 | ||
3 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 30,550 | 35,319 | ||
3 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 25,250 | 29,638 | ||
3 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 24,939 | 29,906 | ||
3 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 38,656 | 44,150 | ||
3 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 16,371 | 17,477 | ||
3 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 38,448 | 46,996 | ||
3 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 11,800 | 12,412 | ||
3 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 25,000 | 26,544 | ||
KeyBank NA | 3.400% | 5/20/26 | 9,600 | 10,681 | |||
KeyCorp | 4.150% | 10/29/25 | 7,491 | 8,556 | |||
KeyCorp | 2.250% | 4/6/27 | 6,195 | 6,481 | |||
KeyCorp | 4.100% | 4/30/28 | 6,300 | 7,234 | |||
KeyCorp | 2.550% | 10/1/29 | 7,910 | 8,130 | |||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 1 | 1 | |||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 67 | 76 | |||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 24,114 | 26,648 | |||
3 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 6,275 | 6,440 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 3,890 | 4,322 | |||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 7,985 | 8,787 | |||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 20,575 | 23,698 | |||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 6,000 | 6,996 | |||
3 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 14,320 | 15,542 | ||
Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 4,900 | 5,439 | |||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 4,237 | 4,767 | |||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 9,540 | 10,147 | |||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 8,919 | 9,882 | |||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 16,825 | 18,448 | |||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 12,700 | 14,499 | |||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 5,300 | 6,148 | |||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 12,188 | 13,737 | |||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 23,000 | 25,005 | |||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 5,550 | 5,755 | |||
3 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 6,190 | 6,345 | ||
Mizuho Financial Group Inc. | 2.839% | 9/13/26 | 6,000 | 6,403 | |||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 2,750 | 3,014 | |||
Mizuho Financial Group Inc. | 3.170% | 9/11/27 | 11,500 | 12,319 | |||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 7,400 | 8,372 | |||
3 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 4,166 | 4,798 | ||
3 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 11,700 | 12,617 | ||
3 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 4,860 | 5,102 | ||
Morgan Stanley | 4.000% | 7/23/25 | 13,931 | 15,756 |
47
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Morgan Stanley | 5.000% | 11/24/25 | 10,243 | 12,037 | |||
Morgan Stanley | 3.875% | 1/27/26 | 21,031 | 23,813 | |||
Morgan Stanley | 3.125% | 7/27/26 | 26,357 | 28,976 | |||
Morgan Stanley | 6.250% | 8/9/26 | 3,809 | 4,862 | |||
Morgan Stanley | 4.350% | 9/8/26 | 26,203 | 30,113 | |||
Morgan Stanley | 3.625% | 1/20/27 | 32,715 | 36,890 | |||
Morgan Stanley | 3.950% | 4/23/27 | 15,052 | 16,877 | |||
3 | Morgan Stanley | 3.591% | 7/22/28 | 30,439 | 34,251 | ||
3 | Morgan Stanley | 3.772% | 1/24/29 | 26,200 | 29,839 | ||
3 | Morgan Stanley | 4.431% | 1/23/30 | 31,300 | 37,167 | ||
3 | Morgan Stanley | 2.699% | 1/22/31 | 32,218 | 34,202 | ||
3 | Morgan Stanley | 3.622% | 4/1/31 | 28,850 | 33,008 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 3,650 | 4,084 | |||
National Australia Bank Ltd. | 2.500% | 7/12/26 | 11,730 | 12,780 | |||
Northern Trust Corp. | 3.950% | 10/30/25 | 5,318 | 6,139 | |||
Northern Trust Corp. | 3.650% | 8/3/28 | 2,000 | 2,334 | |||
Northern Trust Corp. | 3.150% | 5/3/29 | 5,100 | 5,817 | |||
3 | Northern Trust Corp. | 3.375% | 5/8/32 | 4,050 | 4,332 | ||
PNC Bank NA | 2.950% | 2/23/25 | 3 | 4 | |||
PNC Bank NA | 3.250% | 6/1/25 | 456 | 506 | |||
PNC Bank NA | 4.200% | 11/1/25 | 4,200 | 4,889 | |||
PNC Bank NA | 3.100% | 10/25/27 | 7,500 | 8,405 | |||
PNC Bank NA | 3.250% | 1/22/28 | 3,875 | 4,368 | |||
PNC Bank NA | 4.050% | 7/26/28 | 12,250 | 14,356 | |||
PNC Bank NA | 2.700% | 10/22/29 | 11,300 | 12,022 | |||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 4,074 | 4,415 | |||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 6,514 | 7,282 | |||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 12,900 | 14,880 | |||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 19,750 | 21,226 | |||
Royal Bank of Canada | 4.650% | 1/27/26 | 18,851 | 21,950 | |||
Royal Bank of Scotland Group plc | 4.800% | 4/5/26 | 10,234 | 11,781 | |||
3 | Royal Bank of Scotland Group plc | 3.073% | 5/22/28 | 16,800 | 17,647 | ||
3 | Royal Bank of Scotland Group plc | 4.892% | 5/18/29 | 14,300 | 16,847 | ||
3 | Royal Bank of Scotland Group plc | 5.076% | 1/27/30 | 14,325 | 17,139 | ||
3 | Royal Bank of Scotland Group plc | 4.445% | 5/8/30 | 9,990 | 11,507 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 11,380 | 12,250 | |||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 7,450 | 7,748 | |||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 8,962 | 9,637 | |||
3 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 6,400 | 7,008 | ||
State Street Corp. | 3.550% | 8/18/25 | 11,564 | 13,151 | |||
State Street Corp. | 2.650% | 5/19/26 | 8,950 | 9,819 | |||
3 | State Street Corp. | 4.141% | 12/3/29 | 3,600 | 4,326 | ||
State Street Corp. | 2.400% | 1/24/30 | 9,750 | 10,390 | |||
3,4 | State Street Corp. | 3.152% | 3/30/31 | 1,100 | 1,236 | ||
3 | State Street Corp. | 3.031% | 11/1/34 | 3,300 | 3,519 | ||
Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 1,400 | 1,556 | |||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 2,500 | 2,506 | |||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 9,830 | 11,117 | |||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 16,923 | 17,977 | |||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 8,511 | 9,228 | |||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 18,025 | 19,641 | |||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 11,296 | 12,344 | |||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 6,375 | 7,045 | |||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 7,355 | 8,403 | |||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 1,705 | 1,996 | |||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 17,675 | 19,006 | |||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 9,850 | 10,391 | |||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 8,750 | 9,200 | |||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 12,585 | 13,392 | |||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 10,000 | 10,020 | |||
SVB Financial Group | 3.500% | 1/29/25 | 8 | 8 | |||
SVB Financial Group | 3.125% | 6/5/30 | 3,400 | 3,638 | |||
Synchrony Financial | 4.500% | 7/23/25 | 8,578 | 9,110 | |||
Synchrony Financial | 3.700% | 8/4/26 | 4,519 | 4,638 |
48
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Synchrony Financial | 3.950% | 12/1/27 | 6,238 | 6,491 | |||
Synchrony Financial | 5.150% | 3/19/29 | 5,110 | 5,750 | |||
3 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 12,485 | 13,952 | ||
Truist Bank | 3.625% | 9/16/25 | 18,193 | 20,238 | |||
Truist Bank | 4.050% | 11/3/25 | 3,500 | 4,039 | |||
Truist Bank | 3.300% | 5/15/26 | 450 | 496 | |||
Truist Bank | 2.250% | 3/11/30 | 17,950 | 18,126 | |||
Truist Financial Corp. | 1.200% | 8/5/25 | 5,000 | 5,050 | |||
Truist Financial Corp. | 3.875% | 3/19/29 | 4,100 | 4,637 | |||
Truist Financial Corp. | 1.950% | 6/5/30 | 5,000 | 5,081 | |||
US Bancorp | 3.950% | 11/17/25 | 10,608 | 12,220 | |||
US Bancorp | 3.100% | 4/27/26 | 12,095 | 13,411 | |||
US Bancorp | 2.375% | 7/22/26 | 10,149 | 10,988 | |||
US Bancorp | 3.150% | 4/27/27 | 12,075 | 13,509 | |||
US Bancorp | 3.900% | 4/26/28 | 3,720 | 4,427 | |||
US Bancorp | 3.000% | 7/30/29 | 3,750 | 4,079 | |||
Wachovia Corp. | 7.574% | 8/1/26 | 1,250 | 1,609 | |||
Webster Financial Corp. | 4.100% | 3/25/29 | 2,500 | 2,665 | |||
Wells Fargo & Co. | 3.550% | 9/29/25 | 20,532 | 22,906 | |||
Wells Fargo & Co. | 3.000% | 4/22/26 | 35,317 | 38,476 | |||
Wells Fargo & Co. | 4.100% | 6/3/26 | 25,521 | 28,768 | |||
Wells Fargo & Co. | 3.000% | 10/23/26 | 28,117 | 30,606 | |||
3 | Wells Fargo & Co. | 3.196% | 6/17/27 | 13,315 | 14,431 | ||
Wells Fargo & Co. | 4.300% | 7/22/27 | 20,899 | 23,919 | |||
3 | Wells Fargo & Co. | 3.584% | 5/22/28 | 23,869 | 26,496 | ||
3 | Wells Fargo & Co. | 2.393% | 6/2/28 | 13,600 | 14,040 | ||
Wells Fargo & Co. | 4.150% | 1/24/29 | 19,830 | 23,352 | |||
3 | Wells Fargo & Co. | 2.879% | 10/30/30 | 25,010 | 26,737 | ||
3 | Wells Fargo & Co. | 2.572% | 2/11/31 | 26,100 | 27,312 | ||
3 | Wells Fargo & Co. | 4.478% | 4/4/31 | 53,459 | 64,478 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 11,822 | 12,995 | |||
Westpac Banking Corp. | 2.700% | 8/19/26 | 13,890 | 15,154 | |||
Westpac Banking Corp. | 3.350% | 3/8/27 | 8,190 | 9,296 | |||
Westpac Banking Corp. | 2.650% | 1/16/30 | 5,500 | 6,010 | |||
3 | Westpac Banking Corp. | 2.894% | 2/4/30 | 8,300 | 8,409 | ||
3 | Westpac Banking Corp. | 4.322% | 11/23/31 | 14,850 | 16,483 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 11,700 | 12,915 | |||
Wintrust Financial Corp. | 4.850% | 6/6/29 | 2,000 | 2,126 | |||
Zions Bancorp NA | 3.250% | 10/29/29 | 3,880 | 3,823 | |||
Brokerage (0.7%) | |||||||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 5,975 | 6,485 | |||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 2,500 | 2,546 | |||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 4,725 | 5,125 | |||
BlackRock Inc. | 3.200% | 3/15/27 | 2,292 | 2,589 | |||
BlackRock Inc. | 3.250% | 4/30/29 | 9,600 | 11,011 | |||
BlackRock Inc. | 2.400% | 4/30/30 | 6,762 | 7,281 | |||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,700 | 3,036 | |||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 6,000 | 6,582 | |||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 8,350 | 9,815 | |||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 5,950 | 6,714 | |||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 5,413 | 6,068 | |||
Charles Schwab Corp. | 3.450% | 2/13/26 | 4,955 | 5,576 | |||
Charles Schwab Corp. | 3.200% | 3/2/27 | 5,650 | 6,326 | |||
Charles Schwab Corp. | 3.200% | 1/25/28 | 6,143 | 6,866 | |||
Charles Schwab Corp. | 4.000% | 2/1/29 | 7,914 | 9,297 | |||
Charles Schwab Corp. | 3.250% | 5/22/29 | 4,640 | 5,206 | |||
Charles Schwab Corp. | 4.625% | 3/22/30 | 400 | 499 | |||
CME Group Inc. | 3.750% | 6/15/28 | 4,275 | 5,136 | |||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 4,425 | 4,905 | |||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 2,050 | 2,375 | |||
Eaton Vance Corp. | 3.500% | 4/6/27 | 3,620 | 3,934 | |||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 7,426 | 8,461 | |||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 4,658 | 5,183 |
49
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 2,825 | 3,290 | |||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 11,393 | 11,607 | |||
Invesco Finance plc | 3.750% | 1/15/26 | 6,900 | 7,546 | |||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 2,500 | 2,743 | |||
Jefferies Group LLC | 4.850% | 1/15/27 | 4,619 | 5,075 | |||
Jefferies Group LLC | 6.450% | 6/8/27 | 1,000 | 1,181 | |||
Jefferies Group LLC / Jefferies Group Capital Finance Inc. | 4.150% | 1/23/30 | 8,035 | 8,708 | |||
Lazard Group LLC | 3.625% | 3/1/27 | 2,095 | 2,199 | |||
Lazard Group LLC | 4.500% | 9/19/28 | 4,047 | 4,529 | |||
Lazard Group LLC | 4.375% | 3/11/29 | 4,151 | 4,605 | |||
Legg Mason Inc. | 4.750% | 3/15/26 | 5,145 | 5,826 | |||
Nasdaq Inc. | 3.850% | 6/30/26 | 4,292 | 4,828 | |||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 17,230 | 17,858 | |||
Raymond James Financial Inc. | 3.625% | 9/15/26 | 4,226 | 4,683 | |||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 8,255 | 9,876 | |||
Stifel Financial Corp. | 4.000% | 5/15/30 | 3,365 | 3,551 | |||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 8,367 | 9,360 | |||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 4,750 | 5,230 | |||
Finance Companies (0.4%) | |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 7/15/25 | 8,550 | 8,958 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 3,425 | 3,298 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 4/3/26 | 5,650 | 5,360 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 10,558 | 9,339 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 6,235 | 5,628 | |||
Air Lease Corp. | 3.250% | 3/1/25 | 1,919 | 1,916 | |||
Air Lease Corp. | 3.375% | 7/1/25 | 7,275 | 7,277 | |||
Air Lease Corp. | 3.750% | 6/1/26 | 2,010 | 2,028 | |||
Air Lease Corp. | 3.625% | 4/1/27 | 7,325 | 7,141 | |||
Air Lease Corp. | 3.625% | 12/1/27 | 5,800 | 5,732 | |||
Air Lease Corp. | 4.625% | 10/1/28 | 2,125 | 2,161 | |||
Air Lease Corp. | 3.250% | 10/1/29 | 5,950 | 5,616 | |||
Air Lease Corp. | 3.000% | 2/1/30 | 3,108 | 2,879 | |||
Aircastle Ltd. | 4.250% | 6/15/26 | 5,530 | 5,074 | |||
Ares Capital Corp. | 3.250% | 7/15/25 | 4,630 | 4,491 | |||
GATX Corp. | 3.250% | 9/15/26 | 2,225 | 2,307 | |||
GATX Corp. | 3.850% | 3/30/27 | 4,000 | 4,260 | |||
GATX Corp. | 3.500% | 3/15/28 | 7,327 | 7,539 | |||
GATX Corp. | 4.550% | 11/7/28 | 1,250 | 1,372 | |||
GATX Corp. | 4.700% | 4/1/29 | 500 | 566 | |||
GATX Corp. | 4.000% | 6/30/30 | 980 | 1,061 | |||
4 | GE Capital Funding LLC | 4.050% | 5/15/27 | 9,055 | 9,542 | ||
4 | GE Capital Funding LLC | 4.400% | 5/15/30 | 23,935 | 24,874 | ||
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 16,586 | 17,309 | |||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 4,350 | 4,239 | |||
Insurance (1.9%) | |||||||
3 | Aegon NV | 5.500% | 4/11/48 | 8,045 | 8,467 | ||
Aflac Inc. | 2.875% | 10/15/26 | 2,075 | 2,280 | |||
Aflac Inc. | 3.600% | 4/1/30 | 10,661 | 12,437 | |||
Alleghany Corp. | 3.625% | 5/15/30 | 4,810 | 5,114 | |||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 4,163 | 4,336 | |||
Allstate Corp. | 3.280% | 12/15/26 | 4,455 | 5,065 | |||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 3,035 | 3,274 | |||
American Financial Group Inc. | 3.500% | 8/15/26 | 4,200 | 4,470 | |||
American Financial Group Inc. | 5.250% | 4/2/30 | 2,235 | 2,643 | |||
American International Group Inc. | 2.500% | 6/30/25 | 1,492 | 1,575 | |||
American International Group Inc. | 3.750% | 7/10/25 | 8,769 | 9,689 | |||
American International Group Inc. | 3.900% | 4/1/26 | 11,109 | 12,510 |
50
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
American International Group Inc. | 4.200% | 4/1/28 | 9,345 | 10,630 | |||
American International Group Inc. | 4.250% | 3/15/29 | 5,335 | 6,079 | |||
American International Group Inc. | 3.400% | 6/30/30 | 10,594 | 11,398 | |||
3 | American International Group Inc. | 5.750% | 4/1/48 | 5,265 | 5,390 | ||
Anthem Inc. | 3.650% | 12/1/27 | 15,758 | 17,904 | |||
Anthem Inc. | 4.101% | 3/1/28 | 7,983 | 9,328 | |||
Anthem Inc. | 2.875% | 9/15/29 | 9,590 | 10,357 | |||
Anthem Inc. | 2.250% | 5/15/30 | 10,120 | 10,400 | |||
Aon Corp. | 4.500% | 12/15/28 | 3,451 | 4,093 | |||
Aon Corp. | 3.750% | 5/2/29 | 7,205 | 8,248 | |||
Aon Corp. | 2.800% | 5/15/30 | 14,410 | 15,321 | |||
Aon plc | 3.875% | 12/15/25 | 10,365 | 11,751 | |||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 4,440 | 5,016 | |||
Assurant Inc. | 4.900% | 3/27/28 | 3,600 | 3,909 | |||
Assurant Inc. | 3.700% | 2/22/30 | 350 | 350 | |||
Athene Holding Ltd. | 4.125% | 1/12/28 | 8,575 | 8,825 | |||
Athene Holding Ltd. | 6.150% | 4/3/30 | 5,400 | 6,208 | |||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 3,350 | 3,595 | |||
3 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,170 | 2,948 | ||
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 3,005 | 3,184 | |||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 6,200 | 6,391 | |||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 25,017 | 27,885 | |||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 6,920 | 7,018 | |||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 9,000 | 9,966 | |||
Brown & Brown Inc. | 4.500% | 3/15/29 | 2,925 | 3,202 | |||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 13,757 | 15,660 | |||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 3,200 | 4,198 | |||
CNA Financial Corp. | 4.500% | 3/1/26 | 3,775 | 4,274 | |||
CNA Financial Corp. | 3.450% | 8/15/27 | 3,958 | 4,165 | |||
CNA Financial Corp. | 3.900% | 5/1/29 | 4,920 | 5,362 | |||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 4,250 | 4,548 | |||
Enstar Group Ltd. | 4.950% | 6/1/29 | 9,656 | 10,157 | |||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 2,300 | 2,813 | |||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 13,000 | 14,477 | |||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 6,584 | 7,091 | |||
4 | Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 2,000 | 2,160 | ||
Fidelity National Financial Inc. | 4.500% | 8/15/28 | 3,600 | 4,006 | |||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 1,500 | 1,557 | |||
First American Financial Corp. | 4.600% | 11/15/24 | 1 | 1 | |||
First American Financial Corp. | 4.000% | 5/15/30 | 1,815 | 1,984 | |||
Globe Life Inc. | 4.550% | 9/15/28 | 4,625 | 5,257 | |||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 3,000 | 3,266 | |||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 5,000 | 5,291 | |||
Humana Inc. | 3.950% | 3/15/27 | 9,146 | 10,350 | |||
Humana Inc. | 3.125% | 8/15/29 | 4,531 | 4,921 | |||
Humana Inc. | 4.875% | 4/1/30 | 1,775 | 2,185 | |||
Lincoln National Corp. | 3.625% | 12/12/26 | 5,458 | 6,070 | |||
Lincoln National Corp. | 3.800% | 3/1/28 | 2,535 | 2,797 | |||
Lincoln National Corp. | 3.050% | 1/15/30 | 4,423 | 4,652 | |||
Loews Corp. | 3.200% | 5/15/30 | 8,055 | 8,705 | |||
Manulife Financial Corp. | 4.150% | 3/4/26 | 10,667 | 12,517 | |||
3 | Manulife Financial Corp. | 4.061% | 2/24/32 | 6,335 | 6,681 | ||
Markel Corp. | 3.500% | 11/1/27 | 3,200 | 3,415 | |||
Markel Corp. | 3.350% | 9/17/29 | 2,500 | 2,655 | |||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 2,000 | 2,197 | |||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 2,010 | 2,216 | |||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 4,952 | 5,607 | |||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 10,800 | 12,952 | |||
Mercury General Corp. | 4.400% | 3/15/27 | 3,125 | 3,285 | |||
MetLife Inc. | 3.600% | 11/13/25 | 4,115 | 4,673 | |||
MetLife Inc. | 4.550% | 3/23/30 | 9,725 | 12,066 | |||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,625 | 4,959 | |||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 4,365 | 4,789 | |||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 2,135 | 2,323 |
51
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 3,096 | 3,535 | |||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 6,000 | 6,036 | |||
Progressive Corp. | 2.450% | 1/15/27 | 5,590 | 5,917 | |||
Progressive Corp. | 3.200% | 3/26/30 | 7,662 | 8,685 | |||
Prudential Financial Inc. | 1.500% | 3/10/26 | 100 | 102 | |||
Prudential Financial Inc. | 3.878% | 3/27/28 | 2,500 | 2,849 | |||
Prudential Financial Inc. | 2.100% | 3/10/30 | 3,500 | 3,556 | |||
3 | Prudential Financial Inc. | 5.200% | 3/15/44 | 5,525 | 5,629 | ||
3 | Prudential Financial Inc. | 5.375% | 5/15/45 | 1,650 | 1,716 | ||
3 | Prudential Financial Inc. | 4.500% | 9/15/47 | 7,125 | 7,196 | ||
3 | Prudential Financial Inc. | 5.700% | 9/15/48 | 5,460 | 6,020 | ||
Prudential plc | 3.125% | 4/14/30 | 8,285 | 8,892 | |||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 3,090 | 3,409 | |||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 5,584 | 6,063 | |||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 5,000 | 5,138 | |||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 1,800 | 1,921 | |||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,250 | 1,362 | |||
Trinity Acquisition plc | 4.400% | 3/15/26 | 5,180 | 5,895 | |||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 9,406 | 10,700 | |||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 4,315 | 4,941 | |||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 1,808 | 1,841 | |||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 13,142 | 14,614 | |||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 3,379 | 3,859 | |||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 7,115 | 8,075 | |||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 8,815 | 9,834 | |||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 10,533 | 12,427 | |||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 8,986 | 10,709 | |||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 8,105 | 9,009 | |||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 15,515 | 16,226 | |||
Unum Group | 4.000% | 6/15/29 | 4,000 | 4,120 | |||
Voya Financial Inc. | 3.650% | 6/15/26 | 3,639 | 4,020 | |||
3 | Voya Financial Inc. | 4.700% | 1/23/48 | 3,630 | 3,449 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 6,718 | 7,805 | |||
Willis North America Inc. | 2.950% | 9/15/29 | 8,160 | 8,619 | |||
Other Finance (0.0%) | |||||||
ORIX Corp. | 3.700% | 7/18/27 | 4,000 | 4,445 | |||
Real Estate Investment Trusts (2.0%) | |||||||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 2,600 | 2,997 | |||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 5,229 | 5,856 | |||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 4,925 | 5,585 | |||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 1,216 | 1,465 | |||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 2,043 | 2,181 | |||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 5,905 | 6,033 | |||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 1,280 | 1,313 | |||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 4,081 | 3,911 | |||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 2,375 | 2,538 | |||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 5,875 | 6,548 | |||
AvalonBay Communities Inc. | 3.500% | 11/15/25 | 3,700 | 4,132 | |||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 5,888 | 6,373 | |||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 3,635 | 4,037 | |||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 1,100 | 1,216 | |||
AvalonBay Communities Inc. | 3.300% | 6/1/29 | 4,270 | 4,807 | |||
AvalonBay Communities Inc. | 2.300% | 3/1/30 | 4,650 | 4,878 | |||
Boston Properties LP | 3.650% | 2/1/26 | 9,783 | 10,823 | |||
Boston Properties LP | 2.750% | 10/1/26 | 8,704 | 9,293 | |||
Boston Properties LP | 4.500% | 12/1/28 | 12,980 | 15,580 | |||
Boston Properties LP | 3.400% | 6/21/29 | 5,675 | 6,254 | |||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 8,325 | 8,540 | |||
Brandywine Operating Partnership LP | 4.550% | 10/1/29 | 2,100 | 2,216 |
52
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 6,450 | 6,768 | |||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 3,575 | 3,645 | |||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 8,850 | 9,118 | |||
Camden Property Trust | 4.100% | 10/15/28 | 4,300 | 5,052 | |||
Camden Property Trust | 3.150% | 7/1/29 | 10,190 | 11,341 | |||
Camden Property Trust | 2.800% | 5/15/30 | 1,860 | 2,006 | |||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 4,075 | 4,166 | |||
Corporate Office Properties LP | 5.000% | 7/1/25 | 557 | 593 | |||
CubeSmart LP | 3.125% | 9/1/26 | 4,600 | 4,910 | |||
CubeSmart LP | 4.375% | 2/15/29 | 5,378 | 6,255 | |||
CyrusOne LP / CyrusOne Finance Corp. | 3.450% | 11/15/29 | 4,835 | 5,004 | |||
Digital Realty Trust LP | 4.750% | 10/1/25 | 5,050 | 5,811 | |||
Digital Realty Trust LP | 3.700% | 8/15/27 | 9,350 | 10,639 | |||
Digital Realty Trust LP | 4.450% | 7/15/28 | 4,760 | 5,659 | |||
Digital Realty Trust LP | 3.600% | 7/1/29 | 6,350 | 7,223 | |||
Duke Realty LP | 3.250% | 6/30/26 | 1,750 | 1,910 | |||
Duke Realty LP | 3.375% | 12/15/27 | 6,405 | 7,139 | |||
Duke Realty LP | 4.000% | 9/15/28 | 2,855 | 3,313 | |||
Duke Realty LP | 2.875% | 11/15/29 | 3,000 | 3,256 | |||
Duke Realty LP | 1.750% | 7/1/30 | 3,000 | 2,978 | |||
EPR Properties | 4.500% | 4/1/25 | 1 | 1 | |||
EPR Properties | 4.750% | 12/15/26 | 4,800 | 4,583 | |||
EPR Properties | 4.500% | 6/1/27 | 3,900 | 3,604 | |||
EPR Properties | 4.950% | 4/15/28 | 3,635 | 3,466 | |||
EPR Properties | 3.750% | 8/15/29 | 4,000 | 3,482 | |||
ERP Operating LP | 2.850% | 11/1/26 | 4,125 | 4,485 | |||
ERP Operating LP | 3.250% | 8/1/27 | 2,361 | 2,616 | |||
ERP Operating LP | 3.500% | 3/1/28 | 6,337 | 7,148 | |||
ERP Operating LP | 4.150% | 12/1/28 | 1,925 | 2,279 | |||
ERP Operating LP | 3.000% | 7/1/29 | 8,280 | 9,149 | |||
ERP Operating LP | 2.500% | 2/15/30 | 2,430 | 2,581 | |||
Essex Portfolio LP | 3.375% | 4/15/26 | 5,400 | 5,866 | |||
Essex Portfolio LP | 3.625% | 5/1/27 | 1,560 | 1,732 | |||
Essex Portfolio LP | 4.000% | 3/1/29 | 6,905 | 8,021 | |||
Essex Portfolio LP | 3.000% | 1/15/30 | 1,738 | 1,880 | |||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 2,860 | 3,019 | |||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 4,750 | 4,913 | |||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 5,206 | 5,476 | |||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 4,270 | 4,088 | |||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 4,900 | 5,290 | |||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 4,450 | 4,704 | |||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 7,334 | 8,008 | |||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 7,100 | 7,677 | |||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 6,995 | 7,264 | |||
Highwoods Realty LP | 3.875% | 3/1/27 | 2,625 | 2,786 | |||
Highwoods Realty LP | 4.125% | 3/15/28 | 3,700 | 3,965 | |||
Highwoods Realty LP | 4.200% | 4/15/29 | 3,900 | 4,213 | |||
Host Hotels & Resorts LP | 3.375% | 12/15/29 | 6,500 | 6,200 | |||
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 3,841 | 3,974 | |||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 4,165 | 4,502 | |||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 2,707 | 2,621 | |||
Kilroy Realty LP | 4.375% | 10/1/25 | 3,614 | 3,869 | |||
Kilroy Realty LP | 4.750% | 12/15/28 | 1,525 | 1,715 | |||
Kilroy Realty LP | 4.250% | 8/15/29 | 5,904 | 6,407 | |||
Kilroy Realty LP | 3.050% | 2/15/30 | 7,674 | 7,633 | |||
Kimco Realty Corp. | 2.800% | 10/1/26 | 4,170 | 4,228 | |||
Kimco Realty Corp. | 3.800% | 4/1/27 | 2,300 | 2,456 | |||
Kite Realty Group LP | 4.000% | 10/1/26 | 2,750 | 2,559 | |||
Life Storage LP | 3.500% | 7/1/26 | 5,075 | 5,453 | |||
Life Storage LP | 3.875% | 12/15/27 | 2,945 | 3,205 | |||
Life Storage LP | 4.000% | 6/15/29 | 4,150 | 4,533 | |||
Mid-America Apartments LP | 4.000% | 11/15/25 | 4,750 | 5,322 | |||
Mid-America Apartments LP | 3.600% | 6/1/27 | 8,000 | 8,847 | |||
Mid-America Apartments LP | 4.200% | 6/15/28 | 4,000 | 4,613 |
53
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 3,580 | 4,101 | |||
Mid-America Apartments LP | 2.750% | 3/15/30 | 42 | 44 | |||
National Retail Properties Inc. | 4.000% | 11/15/25 | 1,400 | 1,511 | |||
National Retail Properties Inc. | 3.600% | 12/15/26 | 3,730 | 3,928 | |||
National Retail Properties Inc. | 4.300% | 10/15/28 | 3,025 | 3,293 | |||
National Retail Properties Inc. | 2.500% | 4/15/30 | 6,000 | 5,736 | |||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 8,096 | 8,659 | |||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 5,771 | 6,028 | |||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 3,405 | 3,598 | |||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 4,808 | 4,687 | |||
Physicians Realty LP | 4.300% | 3/15/27 | 3,800 | 3,969 | |||
Physicians Realty LP | 3.950% | 1/15/28 | 3,127 | 3,187 | |||
Prologis LP | 3.750% | 11/1/25 | 8,890 | 10,211 | |||
Prologis LP | 3.250% | 10/1/26 | 2,218 | 2,478 | |||
Prologis LP | 2.125% | 4/15/27 | 5,113 | 5,377 | |||
Prologis LP | 3.875% | 9/15/28 | 3,350 | 3,941 | |||
Prologis LP | 4.375% | 2/1/29 | 1,200 | 1,479 | |||
Prologis LP | 2.250% | 4/15/30 | 10,780 | 11,315 | |||
Public Storage | 3.094% | 9/15/27 | 5,150 | 5,766 | |||
Public Storage | 3.385% | 5/1/29 | 3,375 | 3,895 | |||
Realty Income Corp. | 4.125% | 10/15/26 | 6,365 | 7,257 | |||
Realty Income Corp. | 3.000% | 1/15/27 | 6,374 | 6,740 | |||
Realty Income Corp. | 3.650% | 1/15/28 | 4,539 | 4,979 | |||
Realty Income Corp. | 3.250% | 6/15/29 | 4,165 | 4,492 | |||
Regency Centers LP | 3.600% | 2/1/27 | 3,925 | 4,159 | |||
Regency Centers LP | 4.125% | 3/15/28 | 2,800 | 3,056 | |||
Regency Centers LP | 2.950% | 9/15/29 | 3,700 | 3,756 | |||
Sabra Health Care LP | 5.125% | 8/15/26 | 2,375 | 2,408 | |||
Sabra Health Care LP | 3.900% | 10/15/29 | 4,905 | 4,486 | |||
Simon Property Group LP | 3.500% | 9/1/25 | 4,100 | 4,429 | |||
Simon Property Group LP | 3.300% | 1/15/26 | 6,667 | 7,046 | |||
Simon Property Group LP | 3.250% | 11/30/26 | 6,380 | 6,880 | |||
Simon Property Group LP | 3.375% | 6/15/27 | 6,616 | 6,975 | |||
Simon Property Group LP | 3.375% | 12/1/27 | 6,770 | 7,156 | |||
Simon Property Group LP | 2.450% | 9/13/29 | 9,975 | 9,886 | |||
SITE Centers Corp. | 4.250% | 2/1/26 | 2,831 | 2,854 | |||
SITE Centers Corp. | 4.700% | 6/1/27 | 5,400 | 5,507 | |||
Spirit Realty LP | 3.200% | 1/15/27 | 4,060 | 3,815 | |||
Spirit Realty LP | 4.000% | 7/15/29 | 2,213 | 2,151 | |||
Spirit Realty LP | 3.400% | 1/15/30 | 2,300 | 2,157 | |||
STORE Capital Corp. | 4.500% | 3/15/28 | 3,425 | 3,462 | |||
STORE Capital Corp. | 4.625% | 3/15/29 | 1,650 | 1,680 | |||
Tanger Properties LP | 3.750% | 12/1/24 | 1,550 | 1,501 | |||
Tanger Properties LP | 3.125% | 9/1/26 | 2,235 | 2,049 | |||
Tanger Properties LP | 3.875% | 7/15/27 | 1,975 | 1,822 | |||
UDR Inc. | 4.000% | 10/1/25 | 5,003 | 5,588 | |||
UDR Inc. | 2.950% | 9/1/26 | 5,425 | 5,717 | |||
UDR Inc. | 3.500% | 7/1/27 | 1,560 | 1,700 | |||
UDR Inc. | 3.500% | 1/15/28 | 2,050 | 2,236 | |||
UDR Inc. | 4.400% | 1/26/29 | 1,000 | 1,163 | |||
UDR Inc. | 3.200% | 1/15/30 | 3,240 | 3,498 | |||
Ventas Realty LP | 4.125% | 1/15/26 | 4,311 | 4,624 | |||
Ventas Realty LP | 3.250% | 10/15/26 | 8,490 | 8,788 | |||
Ventas Realty LP | 4.000% | 3/1/28 | 6,475 | 6,811 | |||
Ventas Realty LP | 4.400% | 1/15/29 | 3,638 | 3,970 | |||
Ventas Realty LP | 3.000% | 1/15/30 | 6,483 | 6,418 | |||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 3,700 | 4,004 | |||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 4,998 | 5,437 | |||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 7,366 | 7,457 | |||
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 4,000 | 4,002 | |||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 4,505 | 4,349 | |||
Welltower Inc. | 4.250% | 4/1/26 | 6,358 | 7,100 | |||
Welltower Inc. | 2.700% | 2/15/27 | 6,250 | 6,381 | |||
Welltower Inc. | 4.250% | 4/15/28 | 6,235 | 6,961 |
54
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Welltower Inc. | 4.125% | 3/15/29 | 8,710 | 9,729 | |||
Welltower Inc. | 3.100% | 1/15/30 | 5,381 | 5,576 | |||
WP Carey Inc. | 4.250% | 10/1/26 | 1,175 | 1,266 | |||
WP Carey Inc. | 3.850% | 7/15/29 | 4,400 | 4,577 | |||
5,938,135 | |||||||
Industrial (26.6%) | |||||||
Basic Industry (1.1%) | |||||||
Air Products & Chemicals Inc. | 1.850% | 5/15/27 | 3,675 | 3,843 | |||
Air Products & Chemicals Inc. | 2.050% | 5/15/30 | 10,850 | 11,390 | |||
Air Products & Chemicals Inc. | 1.500% | 10/15/25 | 1,647 | 1,703 | |||
4 | Albemarle Wodgina Pty Ltd. | 3.450% | 11/15/29 | 1,600 | 1,535 | ||
ArcelorMittal | 4.550% | 3/11/26 | 2,300 | 2,323 | |||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 475 | 600 | |||
Cabot Corp. | 4.000% | 7/1/29 | 2,900 | 2,968 | |||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 7,170 | 7,339 | |||
Dow Chemical Co. | 4.550% | 11/30/25 | 7,227 | 8,253 | |||
Dow Chemical Co. | 3.625% | 5/15/26 | 6,491 | 7,142 | |||
Dow Chemical Co. | 4.800% | 11/30/28 | 8,300 | 9,948 | |||
Dow Chemical Co. | 7.375% | 11/1/29 | 100 | 142 | |||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 8,425 | 9,699 | |||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 20,394 | 24,511 | |||
Ecolab Inc. | 2.700% | 11/1/26 | 9,123 | 10,103 | |||
Ecolab Inc. | 3.250% | 12/1/27 | 1,760 | 1,979 | |||
Ecolab Inc. | 4.800% | 3/24/30 | 7,050 | 8,918 | |||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 3,500 | 3,614 | |||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 2,000 | 2,079 | |||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 5,925 | 6,377 | |||
FMC Corp. | 3.200% | 10/1/26 | 3,650 | 3,933 | |||
FMC Corp. | 3.450% | 10/1/29 | 7,250 | 7,897 | |||
Georgia-Pacific LLC | 7.375% | 12/1/25 | 1,679 | 2,199 | |||
4 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 5,000 | 5,208 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 6,423 | 6,755 | |||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,000 | 2,273 | |||
International Paper Co. | 3.800% | 1/15/26 | 8,055 | 9,068 | |||
International Paper Co. | 3.000% | 2/15/27 | 2,840 | 3,057 | |||
Kinross Gold Corp. | 4.500% | 7/15/27 | 6,617 | 7,237 | |||
LYB International Finance II BV | 3.500% | 3/2/27 | 7,397 | 8,039 | |||
LYB International Finance III LLC | 3.375% | 5/1/30 | 5,500 | 5,859 | |||
Mosaic Co. | 4.050% | 11/15/27 | 6,102 | 6,501 | |||
Newmont Corp. | 2.800% | 10/1/29 | 8,750 | 9,208 | |||
Nucor Corp. | 3.950% | 5/1/28 | 4,410 | 5,045 | |||
Nucor Corp. | 2.700% | 6/1/30 | 2,000 | 2,097 | |||
Nutrien Ltd. | 4.000% | 12/15/26 | 3,330 | 3,764 | |||
Nutrien Ltd. | 4.200% | 4/1/29 | 3,575 | 4,125 | |||
Nutrien Ltd. | 2.950% | 5/13/30 | 4,250 | 4,489 | |||
Packaging Corp. of America | 3.400% | 12/15/27 | 3,495 | 3,840 | |||
Packaging Corp. of America | 3.000% | 12/15/29 | 5,165 | 5,590 | |||
PPG Industries Inc. | 3.750% | 3/15/28 | 100 | 117 | |||
PPG Industries Inc. | 2.800% | 8/15/29 | 450 | 484 | |||
PPG Industries Inc. | 2.550% | 6/15/30 | 5,000 | 5,169 | |||
Praxair Inc. | 3.200% | 1/30/26 | 5,262 | 5,835 | |||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 1,100 | 1,536 | |||
Rohm & Haas Co. | 7.850% | 7/15/29 | 11,400 | 16,198 | |||
RPM International Inc. | 3.750% | 3/15/27 | 4,313 | 4,550 | |||
RPM International Inc. | 4.550% | 3/1/29 | 4,301 | 4,799 | |||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 4,300 | 4,744 | |||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 3,466 | 3,893 | |||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 17,375 | 19,452 | |||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 14,800 | 15,866 | |||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 650 | 663 | |||
Steel Dynamics Inc. | 4.125% | 9/15/25 | 3,100 | 3,162 | |||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 4,500 | 4,714 | |||
Suzano Austria GmbH | 6.000% | 1/15/29 | 15,300 | 16,527 |
55
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 8,900 | 9,036 | |||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 16,350 | 19,211 | |||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 8,053 | 8,497 | |||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 1,300 | 1,328 | |||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 3,000 | 3,388 | |||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 7,340 | 8,252 | |||
WRKCo Inc. | 4.650% | 3/15/26 | 6,581 | 7,629 | |||
WRKCo Inc. | 3.375% | 9/15/27 | 5,361 | 5,751 | |||
WRKCo Inc. | 4.000% | 3/15/28 | 3,738 | 4,157 | |||
WRKCo Inc. | 3.900% | 6/1/28 | 3,850 | 4,261 | |||
WRKCo Inc. | 4.900% | 3/15/29 | 12,463 | 14,856 | |||
Yamana Gold Inc. | 4.625% | 12/15/27 | 875 | 924 | |||
Capital Goods (2.6%) | |||||||
3M Co. | 3.000% | 8/7/25 | 2,750 | 3,038 | |||
3M Co. | 2.250% | 9/19/26 | 5,456 | 5,880 | |||
3M Co. | 2.875% | 10/15/27 | 7,650 | 8,507 | |||
3M Co. | 3.625% | 9/14/28 | 5,030 | 5,843 | |||
3M Co. | 3.375% | 3/1/29 | 6,825 | 7,862 | |||
3M Co. | 2.375% | 8/26/29 | 5,387 | 5,804 | |||
3M Co. | 3.050% | 4/15/30 | 3,590 | 4,062 | |||
ABB Finance USA Inc. | 3.800% | 4/3/28 | 4,160 | 4,832 | |||
Allegion plc | 3.500% | 10/1/29 | 3,350 | 3,498 | |||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,200 | 3,365 | |||
Amphenol Corp. | 4.350% | 6/1/29 | 100 | 118 | |||
Amphenol Corp. | 2.800% | 2/15/30 | 11,000 | 11,694 | |||
Avery Dennison Corp. | 4.875% | 12/6/28 | 4,225 | 5,066 | |||
Avery Dennison Corp. | 2.650% | 4/30/30 | 8,164 | 8,336 | |||
Bemis Co. Inc. | 3.100% | 9/15/26 | 2,700 | 2,843 | |||
Bemis Co. Inc. | 2.630% | 6/19/30 | 5,650 | 5,753 | |||
Boeing Co. | 2.600% | 10/30/25 | 2,600 | 2,599 | |||
Boeing Co. | 3.100% | 5/1/26 | 4,500 | 4,576 | |||
Boeing Co. | 2.250% | 6/15/26 | 3,395 | 3,323 | |||
Boeing Co. | 2.700% | 2/1/27 | 4,615 | 4,498 | |||
Boeing Co. | 2.800% | 3/1/27 | 1,472 | 1,434 | |||
Boeing Co. | 5.040% | 5/1/27 | 19,320 | 21,305 | |||
Boeing Co. | 3.250% | 3/1/28 | 2,450 | 2,441 | |||
Boeing Co. | 3.450% | 11/1/28 | 4,036 | 3,934 | |||
Boeing Co. | 3.200% | 3/1/29 | 7,600 | 7,514 | |||
Boeing Co. | 2.950% | 2/1/30 | 6,325 | 6,173 | |||
Boeing Co. | 5.150% | 5/1/30 | 37,940 | 42,294 | |||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 5,183 | 5,609 | |||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 6,420 | 6,572 | |||
4 | Carrier Global Corp. | 2.493% | 2/15/27 | 10,010 | 10,156 | ||
4 | Carrier Global Corp. | 2.722% | 2/15/30 | 17,025 | 16,980 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 3,535 | 3,803 | |||
Caterpillar Inc. | 2.600% | 9/19/29 | 2,850 | 3,105 | |||
Caterpillar Inc. | 2.600% | 4/9/30 | 8,705 | 9,439 | |||
CNH Industrial NV | 3.850% | 11/15/27 | 4,675 | 4,925 | |||
Deere & Co. | 5.375% | 10/16/29 | 1,558 | 2,015 | |||
Deere & Co. | 3.100% | 4/15/30 | 5,270 | 5,956 | |||
Dover Corp. | 3.150% | 11/15/25 | 4,014 | 4,347 | |||
Dover Corp. | 2.950% | 11/4/29 | 1,750 | 1,881 | |||
Eagle Materials Inc. | 4.500% | 8/1/26 | 2,300 | 2,390 | |||
Eaton Corp. | 3.103% | 9/15/27 | 6,200 | 6,807 | |||
Emerson Electric Co. | 1.800% | 10/15/27 | 8,000 | 8,258 | |||
Fortive Corp. | 3.150% | 6/15/26 | 7,806 | 8,557 | |||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 6,000 | 6,390 | |||
General Dynamics Corp. | 2.125% | 8/15/26 | 7,209 | 7,719 | |||
General Dynamics Corp. | 3.500% | 4/1/27 | 4,200 | 4,791 | |||
General Dynamics Corp. | 2.625% | 11/15/27 | 5,560 | 6,036 | |||
General Dynamics Corp. | 3.750% | 5/15/28 | 8,280 | 9,702 | |||
General Dynamics Corp. | 3.625% | 4/1/30 | 8,600 | 10,035 | |||
General Electric Co. | 3.450% | 5/1/27 | 10,525 | 10,794 |
56
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
General Electric Co. | 3.625% | 5/1/30 | 11,843 | 11,842 | |||
Hexcel Corp. | 4.700% | 8/15/25 | 1,500 | 1,636 | |||
Hexcel Corp. | 3.950% | 2/15/27 | 4,045 | 4,328 | |||
Honeywell International Inc. | 2.500% | 11/1/26 | 10,393 | 11,440 | |||
Honeywell International Inc. | 2.700% | 8/15/29 | 5,930 | 6,562 | |||
Honeywell International Inc. | 1.950% | 6/1/30 | 17,125 | 17,853 | |||
Hubbell Inc. | 3.350% | 3/1/26 | 3,380 | 3,562 | |||
Hubbell Inc. | 3.150% | 8/15/27 | 2,700 | 2,799 | |||
Hubbell Inc. | 3.500% | 2/15/28 | 3,650 | 3,855 | |||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 4,195 | 4,520 | |||
4 | Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 3,825 | 4,266 | ||
IDEX Corp. | 3.000% | 5/1/30 | 4,214 | 4,335 | |||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 9,608 | 10,583 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.500% | 3/21/26 | 3,175 | 3,445 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.800% | 3/21/29 | 6,650 | 7,491 | |||
John Deere Capital Corp. | 3.400% | 9/11/25 | 2,700 | 3,038 | |||
John Deere Capital Corp. | 2.650% | 6/10/26 | 5,264 | 5,749 | |||
John Deere Capital Corp. | 2.250% | 9/14/26 | 7,296 | 7,788 | |||
John Deere Capital Corp. | 1.750% | 3/9/27 | 4,550 | 4,701 | |||
John Deere Capital Corp. | 2.800% | 9/8/27 | 6,175 | 6,807 | |||
John Deere Capital Corp. | 3.050% | 1/6/28 | 3,935 | 4,375 | |||
John Deere Capital Corp. | 3.450% | 3/7/29 | 3,166 | 3,650 | |||
John Deere Capital Corp. | 2.800% | 7/18/29 | 5,014 | 5,554 | |||
John Deere Capital Corp. | 2.450% | 1/9/30 | 6,484 | 7,026 | |||
Johnson Controls International plc | 3.900% | 2/14/26 | 3,161 | 3,419 | |||
Kennametal Inc. | 4.625% | 6/15/28 | 1,989 | 2,073 | |||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 6,620 | 7,566 | |||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 2,225 | 2,636 | |||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 11,188 | 13,309 | |||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 2,372 | 2,556 | |||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 4,000 | 4,032 | |||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 4,429 | 4,759 | |||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 16,033 | 18,398 | |||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 6,205 | 6,354 | |||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 3,975 | 4,284 | |||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 2,775 | 3,043 | |||
Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 5,463 | 5,500 | |||
Masco Corp. | 4.375% | 4/1/26 | 4,214 | 4,763 | |||
Masco Corp. | 3.500% | 11/15/27 | 3,500 | 3,750 | |||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 4,275 | 4,660 | |||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 6,934 | 7,686 | |||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 20,146 | 22,505 | |||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 12,034 | 14,561 | |||
Nvent Finance Sarl | 4.550% | 4/15/28 | 4,099 | 4,311 | |||
Oshkosh Corp. | 4.600% | 5/15/28 | 3,100 | 3,356 | |||
Oshkosh Corp. | 3.100% | 3/1/30 | 1,900 | 1,900 | |||
4 | Otis Worldwide Corp. | 2.293% | 4/5/27 | 4,692 | 4,890 | ||
4 | Otis Worldwide Corp. | 2.565% | 2/15/30 | 17,325 | 18,027 | ||
Owens Corning | 3.400% | 8/15/26 | 6,360 | 6,623 | |||
Owens Corning | 3.950% | 8/15/29 | 1,875 | 2,031 | |||
Owens Corning | 3.875% | 6/1/30 | 1,700 | 1,818 | |||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 9,247 | 10,030 | |||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 9,025 | 9,952 | |||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 18,207 | 20,743 | |||
4 | Raytheon Technologies Corp. | 3.500% | 3/15/27 | 14,914 | 16,774 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 9,400 | 10,410 | |||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 1,000 | 1,362 | |||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 32,155 | 37,903 | |||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 3,700 | 5,418 | |||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 3,500 | 3,629 | |||
Republic Services Inc. | 2.900% | 7/1/26 | 7,408 | 8,062 | |||
Republic Services Inc. | 3.375% | 11/15/27 | 5,991 | 6,727 | |||
Republic Services Inc. | 3.950% | 5/15/28 | 100 | 116 | |||
Republic Services Inc. | 2.300% | 3/1/30 | 10,253 | 10,619 |
57
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 4,655 | 5,255 | |||
Roper Technologies Inc. | 3.850% | 12/15/25 | 2,663 | 3,017 | |||
Roper Technologies Inc. | 3.800% | 12/15/26 | 7,243 | 8,273 | |||
Roper Technologies Inc. | 4.200% | 9/15/28 | 7,528 | 8,815 | |||
Roper Technologies Inc. | 2.950% | 9/15/29 | 3,900 | 4,254 | |||
Roper Technologies Inc. | 2.000% | 6/30/30 | 5,200 | 5,198 | |||
Snap-on Inc. | 3.250% | 3/1/27 | 2,575 | 2,809 | |||
Sonoco Products Co. | 3.125% | 5/1/30 | 4,301 | 4,492 | |||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 4,310 | 4,781 | |||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 6,570 | 7,869 | |||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 4,580 | 4,773 | |||
Textron Inc. | 4.000% | 3/15/26 | 4,498 | 4,779 | |||
Textron Inc. | 3.650% | 3/15/27 | 5,118 | 5,311 | |||
Textron Inc. | 3.375% | 3/1/28 | 1,250 | 1,277 | |||
Textron Inc. | 3.900% | 9/17/29 | 2,100 | 2,228 | |||
Timken Co. | 4.500% | 12/15/28 | 3,000 | 3,233 | |||
Vulcan Materials Co. | 3.900% | 4/1/27 | 1,000 | 1,100 | |||
Vulcan Materials Co. | 3.500% | 6/1/30 | 6,375 | 6,918 | |||
Wabtec Corp. | 3.450% | 11/15/26 | 8,106 | 8,341 | |||
Wabtec Corp. | 4.950% | 9/15/28 | 8,800 | 9,789 | |||
Waste Connections Inc. | 3.500% | 5/1/29 | 8,650 | 9,675 | |||
Waste Connections Inc. | 2.600% | 2/1/30 | 5,335 | 5,624 | |||
Waste Management Inc. | 3.200% | 6/15/26 | 13,320 | 13,642 | |||
Waste Management Inc. | 3.150% | 11/15/27 | 6,694 | 7,496 | |||
Waste Management Inc. | 3.450% | 6/15/29 | 7,811 | 8,063 | |||
Xylem Inc. | 3.250% | 11/1/26 | 4,685 | 5,176 | |||
Xylem Inc. | 1.950% | 1/30/28 | 3,000 | 3,013 | |||
Communication (3.6%) | |||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 7,335 | 8,328 | |||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 3,099 | 3,457 | |||
America Movil SAB de CV | 3.625% | 4/22/29 | 11,250 | 12,482 | |||
America Movil SAB de CV | 2.875% | 5/7/30 | 4,000 | 4,220 | |||
American Tower Corp. | 1.300% | 9/15/25 | 4,000 | 4,004 | |||
American Tower Corp. | 4.400% | 2/15/26 | 3,572 | 4,133 | |||
American Tower Corp. | 3.375% | 10/15/26 | 8,274 | 9,177 | |||
American Tower Corp. | 3.125% | 1/15/27 | 8,452 | 9,146 | |||
American Tower Corp. | 3.550% | 7/15/27 | 6,625 | 7,339 | |||
American Tower Corp. | 3.600% | 1/15/28 | 5,350 | 5,917 | |||
American Tower Corp. | 3.950% | 3/15/29 | 7,250 | 8,247 | |||
American Tower Corp. | 3.800% | 8/15/29 | 12,948 | 14,727 | |||
American Tower Corp. | 2.900% | 1/15/30 | 9,100 | 9,690 | |||
American Tower Corp. | 2.100% | 6/15/30 | 6,000 | 5,977 | |||
AT&T Inc. | 3.600% | 7/15/25 | 12,839 | 14,217 | |||
AT&T Inc. | 3.875% | 1/15/26 | 8,275 | 9,294 | |||
AT&T Inc. | 4.125% | 2/17/26 | 22,816 | 25,912 | |||
AT&T Inc. | 2.950% | 7/15/26 | 6,225 | 6,704 | |||
AT&T Inc. | 3.800% | 2/15/27 | 13,217 | 14,819 | |||
AT&T Inc. | 4.250% | 3/1/27 | 16,670 | 18,950 | |||
AT&T Inc. | 2.300% | 6/1/27 | 23,500 | 24,101 | |||
AT&T Inc. | 4.100% | 2/15/28 | 15,300 | 17,412 | |||
AT&T Inc. | 4.350% | 3/1/29 | 22,475 | 25,963 | |||
AT&T Inc. | 4.300% | 2/15/30 | 26,050 | 30,222 | |||
British Telecommunications plc | 5.125% | 12/4/28 | 3,000 | 3,706 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 36,700 | 42,078 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 14,245 | 15,518 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.200% | 3/15/28 | 1,900 | 2,129 |
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 12,160 | 14,328 | |||
Comcast Corp. | 3.375% | 8/15/25 | 13,644 | 15,196 | |||
Comcast Corp. | 3.950% | 10/15/25 | 29,640 | 33,926 |
58
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Comcast Corp. | 3.150% | 3/1/26 | 10,786 | 11,991 | |||
Comcast Corp. | 2.350% | 1/15/27 | 16,780 | 17,867 | |||
Comcast Corp. | 3.300% | 2/1/27 | 14,553 | 16,309 | |||
Comcast Corp. | 3.300% | 4/1/27 | 7,450 | 8,349 | |||
Comcast Corp. | 3.150% | 2/15/28 | 11,580 | 12,917 | |||
Comcast Corp. | 4.150% | 10/15/28 | 42,697 | 51,157 | |||
Comcast Corp. | 2.650% | 2/1/30 | 15,306 | 16,617 | |||
Comcast Corp. | 3.400% | 4/1/30 | 15,102 | 17,170 | |||
Crown Castle International Corp. | 1.350% | 7/15/25 | 5,000 | 5,005 | |||
Crown Castle International Corp. | 4.450% | 2/15/26 | 16,113 | 18,429 | |||
Crown Castle International Corp. | 3.700% | 6/15/26 | 6,333 | 7,053 | |||
Crown Castle International Corp. | 4.000% | 3/1/27 | 5,435 | 6,154 | |||
Crown Castle International Corp. | 3.650% | 9/1/27 | 4,409 | 4,919 | |||
Crown Castle International Corp. | 3.800% | 2/15/28 | 13,400 | 15,098 | |||
Crown Castle International Corp. | 4.300% | 2/15/29 | 975 | 1,130 | |||
Crown Castle International Corp. | 3.100% | 11/15/29 | 6,550 | 6,950 | |||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 28,190 | 43,928 | |||
Discovery Communications LLC | 4.900% | 3/11/26 | 8,234 | 9,460 | |||
Discovery Communications LLC | 3.950% | 3/20/28 | 14,634 | 16,393 | |||
Discovery Communications LLC | 4.125% | 5/15/29 | 7,005 | 7,985 | |||
Discovery Communications LLC | 3.625% | 5/15/30 | 10,150 | 11,078 | |||
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,750 | 4,475 | |||
Fox Corp. | 4.709% | 1/25/29 | 16,060 | 19,280 | |||
Fox Corp. | 3.500% | 4/8/30 | 5,000 | 5,557 | |||
Grupo Televisa SAB | 4.625% | 1/30/26 | 3,135 | 3,412 | |||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 4,440 | 5,155 | |||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 8,000 | 9,386 | |||
Moody's Corp. | 3.250% | 1/15/28 | 4,000 | 4,438 | |||
Moody's Corp. | 4.250% | 2/1/29 | 1,100 | 1,301 | |||
Omnicom Group Inc. | 2.450% | 4/30/30 | 2,225 | 2,247 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 13,641 | 15,239 | |||
RELX Capital Inc. | 4.000% | 3/18/29 | 7,300 | 8,441 | |||
RELX Capital Inc. | 3.000% | 5/22/30 | 6,000 | 6,461 | |||
Rogers Communications Inc. | 3.625% | 12/15/25 | 5,551 | 6,263 | |||
Rogers Communications Inc. | 2.900% | 11/15/26 | 2,625 | 2,870 | |||
S&P Global Inc. | 4.400% | 2/15/26 | 5,540 | 6,519 | |||
S&P Global Inc. | 2.950% | 1/22/27 | 4,265 | 4,703 | |||
S&P Global Inc. | 2.500% | 12/1/29 | 7,067 | 7,670 | |||
4 | T-Mobile USA Inc. | 1.500% | 2/15/26 | 5,800 | 5,776 | ||
4 | T-Mobile USA Inc. | 3.750% | 4/15/27 | 34,000 | 37,591 | ||
4 | T-Mobile USA Inc. | 2.050% | 2/15/28 | 11,000 | 10,971 | ||
4 | T-Mobile USA Inc. | 3.875% | 4/15/30 | 60,850 | 67,415 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 600 | 815 | |||
TCI Communications Inc. | 7.125% | 2/15/28 | 716 | 992 | |||
Telefonica Emisiones SAU | 4.103% | 3/8/27 | 16,665 | 18,972 | |||
TELUS Corp. | 2.800% | 2/16/27 | 5,600 | 5,874 | |||
TELUS Corp. | 3.700% | 9/15/27 | 1,355 | 1,499 | |||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 5,250 | 5,697 | |||
Verizon Communications Inc. | 2.625% | 8/15/26 | 19,734 | 21,362 | |||
Verizon Communications Inc. | 4.125% | 3/16/27 | 27,336 | 32,077 | |||
Verizon Communications Inc. | 3.000% | 3/22/27 | 6,800 | 7,506 | |||
Verizon Communications Inc. | 4.329% | 9/21/28 | 33,243 | 40,004 | |||
Verizon Communications Inc. | 3.875% | 2/8/29 | 2,611 | 3,083 | |||
Verizon Communications Inc. | 4.016% | 12/3/29 | 34,599 | 41,334 | |||
Verizon Communications Inc. | 3.150% | 3/22/30 | 13,290 | 14,886 | |||
ViacomCBS Inc. | 4.000% | 1/15/26 | 7,853 | 8,799 | |||
ViacomCBS Inc. | 2.900% | 1/15/27 | 7,215 | 7,565 | |||
ViacomCBS Inc. | 3.375% | 2/15/28 | 7,150 | 7,593 | |||
ViacomCBS Inc. | 3.700% | 6/1/28 | 4,500 | 4,877 | |||
ViacomCBS Inc. | 4.200% | 6/1/29 | 250 | 282 | |||
ViacomCBS Inc. | 4.950% | 1/15/31 | 5,161 | 6,041 | |||
Vodafone Group plc | 4.375% | 5/30/28 | 31,050 | 36,731 | |||
Vodafone Group plc | 7.875% | 2/15/30 | 5,000 | 7,204 | |||
Walt Disney Co. | 3.150% | 9/17/25 | 6,950 | 7,674 |
59
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Walt Disney Co. | 3.700% | 10/15/25 | 5,041 | 5,681 | |||
Walt Disney Co. | 1.750% | 1/13/26 | 14,050 | 14,472 | |||
Walt Disney Co. | 3.000% | 2/13/26 | 6,537 | 7,185 | |||
Walt Disney Co. | 1.850% | 7/30/26 | 10,326 | 10,661 | |||
Walt Disney Co. | 3.375% | 11/15/26 | 5,600 | 6,299 | |||
Walt Disney Co. | 3.700% | 3/23/27 | 4,600 | 5,261 | |||
Walt Disney Co. | 2.200% | 1/13/28 | 11,150 | 11,638 | |||
Walt Disney Co. | 2.000% | 9/1/29 | 15,133 | 15,436 | |||
Walt Disney Co. | 3.800% | 3/22/30 | 11,040 | 12,853 | |||
Consumer Cyclical (3.6%) | |||||||
4 | Advance Auto Parts Inc. | 3.900% | 4/15/30 | 4,600 | 4,923 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 21,425 | 23,660 | |||
Amazon.com Inc. | 5.200% | 12/3/25 | 9,104 | 11,118 | |||
Amazon.com Inc. | 1.200% | 6/3/27 | 8,000 | 8,066 | |||
Amazon.com Inc. | 3.150% | 8/22/27 | 29,019 | 33,051 | |||
Amazon.com Inc. | 1.500% | 6/3/30 | 18,000 | 18,243 | |||
American Honda Finance Corp. | 2.300% | 9/9/26 | 3,380 | 3,592 | |||
American Honda Finance Corp. | 2.350% | 1/8/27 | 5,833 | 6,178 | |||
American Honda Finance Corp. | 3.500% | 2/15/28 | 3,475 | 3,913 | |||
Aptiv plc | 4.250% | 1/15/26 | 5,400 | 5,959 | |||
Aptiv plc | 4.350% | 3/15/29 | 1,300 | 1,391 | |||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 4,292 | 4,817 | |||
AutoNation Inc. | 4.500% | 10/1/25 | 4,365 | 4,693 | |||
AutoNation Inc. | 3.800% | 11/15/27 | 2,250 | 2,333 | |||
AutoZone Inc. | 3.125% | 4/21/26 | 5,385 | 5,927 | |||
AutoZone Inc. | 3.750% | 6/1/27 | 4,765 | 5,350 | |||
AutoZone Inc. | 3.750% | 4/18/29 | 3,675 | 4,182 | |||
AutoZone Inc. | 4.000% | 4/15/30 | 8,027 | 9,285 | |||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 3,035 | 3,517 | |||
Block Financial LLC | 5.250% | 10/1/25 | 3,025 | 3,319 | |||
Booking Holdings Inc. | 3.600% | 6/1/26 | 7,455 | 8,179 | |||
Booking Holdings Inc. | 4.500% | 4/13/27 | 6,000 | 6,887 | |||
Booking Holdings Inc. | 3.550% | 3/15/28 | 2,935 | 3,206 | |||
Booking Holdings Inc. | 4.625% | 4/13/30 | 13,495 | 15,797 | |||
BorgWarner Inc. | 2.650% | 7/1/27 | 5,000 | 5,125 | |||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 9,818 | 11,049 | |||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 7,300 | 7,466 | |||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 24,200 | 24,431 | |||
Cummins Inc. | 7.125% | 3/1/28 | 775 | 1,058 | |||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,125 | 4,235 | |||
Dollar General Corp. | 4.150% | 11/1/25 | 4,622 | 5,345 | |||
Dollar General Corp. | 3.875% | 4/15/27 | 7,950 | 9,137 | |||
Dollar General Corp. | 4.125% | 5/1/28 | 3,500 | 4,101 | |||
Dollar General Corp. | 3.500% | 4/3/30 | 10,945 | 12,271 | |||
Dollar Tree Inc. | 4.200% | 5/15/28 | 10,050 | 11,684 | |||
eBay Inc. | 3.600% | 6/5/27 | 11,488 | 12,962 | |||
eBay Inc. | 2.700% | 3/11/30 | 9,990 | 10,509 | |||
Expedia Group Inc. | 5.000% | 2/15/26 | 8,442 | 8,695 | |||
Expedia Group Inc. | 3.800% | 2/15/28 | 5,469 | 5,264 | |||
Expedia Group Inc. | 3.250% | 2/15/30 | 5,200 | 4,849 | |||
General Motors Co. | 6.125% | 10/1/25 | 13,408 | 15,033 | |||
General Motors Co. | 4.200% | 10/1/27 | 2,250 | 2,295 | |||
General Motors Co. | 6.800% | 10/1/27 | 7,400 | 8,595 | |||
General Motors Co. | 5.000% | 10/1/28 | 8,779 | 9,349 | |||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 7,341 | 7,699 | |||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 13,244 | 14,399 | |||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 11,593 | 11,970 | |||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 5,117 | 5,285 | |||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 5,430 | 5,405 | |||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 7,600 | 8,464 | |||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 8,000 | 7,763 | |||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 8,075 | 8,837 | |||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 5,275 | 5,774 |
60
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 9,902 | 10,695 | |||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 4,745 | 4,891 | |||
Home Depot Inc. | 3.350% | 9/15/25 | 9,945 | 11,195 | |||
Home Depot Inc. | 3.000% | 4/1/26 | 14,905 | 16,672 | |||
Home Depot Inc. | 2.125% | 9/15/26 | 10,276 | 11,042 | |||
Home Depot Inc. | 2.500% | 4/15/27 | 4,050 | 4,435 | |||
Home Depot Inc. | 2.800% | 9/14/27 | 8,211 | 9,164 | |||
Home Depot Inc. | 3.900% | 12/6/28 | 7,575 | 9,072 | |||
Home Depot Inc. | 2.950% | 6/15/29 | 13,074 | 14,673 | |||
Home Depot Inc. | 2.700% | 4/15/30 | 13,010 | 14,289 | |||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 4,403 | 4,558 | |||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 4,000 | 4,058 | |||
IHS Markit Ltd. | 4.750% | 8/1/28 | 7,700 | 9,048 | |||
IHS Markit Ltd. | 4.250% | 5/1/29 | 6,235 | 7,131 | |||
JD.com Inc. | 3.875% | 4/29/26 | 4,525 | 4,970 | |||
JD.com Inc. | 3.375% | 1/14/30 | 5,700 | 6,081 | |||
Kohl's Corp. | 4.250% | 7/17/25 | 5,400 | 5,265 | |||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 8,600 | 8,568 | |||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 6,423 | 6,343 | |||
Lear Corp. | 3.800% | 9/15/27 | 6,549 | 6,676 | |||
Lear Corp. | 4.250% | 5/15/29 | 3,000 | 3,085 | |||
Lear Corp. | 3.500% | 5/30/30 | 3,400 | 3,359 | |||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 7,053 | 7,883 | |||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 10,748 | 11,623 | |||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 10,281 | 11,416 | |||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 18,125 | 20,703 | |||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 7,000 | 8,489 | |||
Magna International Inc. | 4.150% | 10/1/25 | 5,600 | 6,225 | |||
Magna International Inc. | 2.450% | 6/15/30 | 3,000 | 3,054 | |||
Marriott International Inc. | 3.750% | 10/1/25 | 4,020 | 4,006 | |||
Marriott International Inc. | 3.125% | 6/15/26 | 7,655 | 7,445 | |||
Marriott International Inc. | 4.000% | 4/15/28 | 5,250 | 5,202 | |||
Marriott International Inc. | 4.625% | 6/15/30 | 10,500 | 10,909 | |||
Mastercard Inc. | 2.950% | 11/21/26 | 8,250 | 9,237 | |||
Mastercard Inc. | 3.300% | 3/26/27 | 8,747 | 9,892 | |||
Mastercard Inc. | 3.500% | 2/26/28 | 5,130 | 5,888 | |||
Mastercard Inc. | 2.950% | 6/1/29 | 9,860 | 11,055 | |||
Mastercard Inc. | 3.350% | 3/26/30 | 12,775 | 14,725 | |||
McDonald's Corp. | 3.300% | 7/1/25 | 4,500 | 4,991 | |||
McDonald's Corp. | 1.450% | 9/1/25 | 500 | 511 | |||
McDonald's Corp. | 3.700% | 1/30/26 | 11,361 | 12,904 | |||
McDonald's Corp. | 3.500% | 3/1/27 | 9,225 | 10,441 | |||
McDonald's Corp. | 3.500% | 7/1/27 | 9,423 | 10,680 | |||
McDonald's Corp. | 3.800% | 4/1/28 | 15,579 | 18,115 | |||
McDonald's Corp. | 2.625% | 9/1/29 | 10,711 | 11,452 | |||
McDonald's Corp. | 2.125% | 3/1/30 | 10,300 | 10,570 | |||
NIKE Inc. | 2.375% | 11/1/26 | 5,350 | 5,828 | |||
NIKE Inc. | 2.750% | 3/27/27 | 11,150 | 12,238 | |||
NIKE Inc. | 2.850% | 3/27/30 | 14,450 | 16,037 | |||
Nordstrom Inc. | 4.000% | 3/15/27 | 4,450 | 3,694 | |||
Nordstrom Inc. | 4.375% | 4/1/30 | 952 | 752 | |||
NVR Inc. | 3.000% | 5/15/30 | 5,500 | 5,744 | |||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 2,712 | 3,085 | |||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 10,595 | 11,920 | |||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 4,720 | 5,432 | |||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 3,260 | 3,820 | |||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,400 | 3,777 | |||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 5,000 | 5,112 | |||
Ross Stores Inc. | 4.700% | 4/15/27 | 6,100 | 7,093 | |||
Ross Stores Inc. | 4.800% | 4/15/30 | 4,100 | 4,912 | |||
Sands China Ltd. | 5.125% | 8/8/25 | 18,400 | 19,964 | |||
4 | Sands China Ltd. | 3.800% | 1/8/26 | 3,090 | 3,171 | ||
Sands China Ltd. | 5.400% | 8/8/28 | 16,160 | 17,958 | |||
4 | Sands China Ltd. | 4.375% | 6/18/30 | 6,300 | 6,552 |
61
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Starbucks Corp. | 3.800% | 8/15/25 | 10,987 | 12,383 | |||
Starbucks Corp. | 2.450% | 6/15/26 | 5,563 | 5,949 | |||
Starbucks Corp. | 2.000% | 3/12/27 | 1,350 | 1,409 | |||
Starbucks Corp. | 3.500% | 3/1/28 | 4,900 | 5,521 | |||
Starbucks Corp. | 4.000% | 11/15/28 | 2,403 | 2,811 | |||
Starbucks Corp. | 3.550% | 8/15/29 | 7,325 | 8,347 | |||
Starbucks Corp. | 2.250% | 3/12/30 | 7,795 | 8,067 | |||
Tapestry Inc. | 4.125% | 7/15/27 | 5,150 | 4,837 | |||
Target Corp. | 2.500% | 4/15/26 | 8,212 | 9,017 | |||
Target Corp. | 3.375% | 4/15/29 | 10,083 | 11,618 | |||
Target Corp. | 2.350% | 2/15/30 | 3,610 | 3,856 | |||
TJX Cos. Inc. | 2.250% | 9/15/26 | 9,548 | 10,186 | |||
TJX Cos. Inc. | 3.750% | 4/15/27 | 8,491 | 9,711 | |||
TJX Cos. Inc. | 3.875% | 4/15/30 | 8,670 | 10,181 | |||
Toyota Motor Corp. | 3.669% | 7/20/28 | 1,678 | 1,946 | |||
Toyota Motor Corp. | 2.760% | 7/2/29 | 4,075 | 4,476 | |||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 8,220 | 9,126 | |||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 5,450 | 6,039 | |||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 4,785 | 5,571 | |||
Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 5,850 | 6,155 | |||
Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 5,800 | 6,669 | |||
VF Corp. | 2.800% | 4/23/27 | 4,500 | 4,775 | |||
VF Corp. | 2.950% | 4/23/30 | 7,765 | 8,291 | |||
Visa Inc. | 3.150% | 12/14/25 | 35,816 | 39,922 | |||
Visa Inc. | 1.900% | 4/15/27 | 13,105 | 13,694 | |||
Visa Inc. | 2.750% | 9/15/27 | 6,625 | 7,267 | |||
Visa Inc. | 2.050% | 4/15/30 | 12,600 | 13,198 | |||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 17,460 | 18,885 | |||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 3,500 | 3,628 | |||
Walmart Inc. | 3.050% | 7/8/26 | 10,700 | 12,064 | |||
Walmart Inc. | 3.700% | 6/26/28 | 20,748 | 24,510 | |||
Walmart Inc. | 3.250% | 7/8/29 | 21,300 | 24,735 | |||
Walmart Inc. | 2.375% | 9/24/29 | 10,300 | 11,181 | |||
Consumer Noncyclical (6.9%) | |||||||
Abbott Laboratories | 3.875% | 9/15/25 | 4,735 | 5,421 | |||
Abbott Laboratories | 3.750% | 11/30/26 | 17,310 | 20,141 | |||
Abbott Laboratories | 1.150% | 1/30/28 | 2,000 | 1,999 | |||
Abbott Laboratories | 1.400% | 6/30/30 | 3,000 | 2,981 | |||
AbbVie Inc. | 3.200% | 5/14/26 | 18,145 | 20,044 | |||
4 | AbbVie Inc. | 2.950% | 11/21/26 | 36,375 | 39,513 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 15,210 | 17,917 | |||
4 | AbbVie Inc. | 3.200% | 11/21/29 | 49,572 | 54,372 | ||
Adventist Health System | 2.952% | 3/1/29 | 2,150 | 2,243 | |||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,600 | 2,945 | |||
Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 1,000 | 1,011 | |||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 2,650 | 2,886 | |||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 4,025 | 4,378 | |||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 4,275 | 4,379 | |||
Altria Group Inc. | 4.400% | 2/14/26 | 16,000 | 18,414 | |||
Altria Group Inc. | 2.625% | 9/16/26 | 5,360 | 5,713 | |||
Altria Group Inc. | 4.800% | 2/14/29 | 24,118 | 28,103 | |||
Altria Group Inc. | 3.400% | 5/6/30 | 6,400 | 6,881 | |||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 3,725 | 4,202 | |||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 5,000 | 5,268 | |||
Amgen Inc. | 2.600% | 8/19/26 | 9,351 | 10,187 | |||
Amgen Inc. | 2.200% | 2/21/27 | 17,050 | 17,915 | |||
Amgen Inc. | 3.200% | 11/2/27 | 6,340 | 7,066 | |||
Amgen Inc. | 2.450% | 2/21/30 | 6,625 | 6,998 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 37,156 | 41,718 | |||
Anheuser-Busch InBev Finance Inc. | 3.650% | 2/1/26 | 6,051 | 6,764 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 22,980 | 26,442 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 37,544 | 45,204 |
62
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 7,145 | 8,021 | |||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 8,355 | 9,083 | |||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 8,250 | 9,338 | |||
Ascension Health | 2.532% | 11/15/29 | 4,113 | 4,407 | |||
AstraZeneca plc | 3.375% | 11/16/25 | 12,945 | 14,500 | |||
AstraZeneca plc | 3.125% | 6/12/27 | 7,875 | 8,690 | |||
AstraZeneca plc | 4.000% | 1/17/29 | 11,165 | 13,258 | |||
Banner Health | 2.338% | 1/1/30 | 2,575 | 2,647 | |||
BAT Capital Corp. | 3.215% | 9/6/26 | 9,865 | 10,563 | |||
BAT Capital Corp. | 4.700% | 4/2/27 | 5,150 | 5,868 | |||
BAT Capital Corp. | 3.557% | 8/15/27 | 24,820 | 26,855 | |||
BAT Capital Corp. | 3.462% | 9/6/29 | 9,575 | 10,206 | |||
BAT Capital Corp. | 4.906% | 4/2/30 | 8,926 | 10,474 | |||
4 | Baxter International Inc. | 3.750% | 10/1/25 | 6,320 | 7,197 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 6,417 | 7,012 | |||
4 | Baxter International Inc. | 3.950% | 4/1/30 | 4,500 | 5,318 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 19,500 | 21,681 | |||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 498 | 523 | |||
Biogen Inc. | 4.050% | 9/15/25 | 12,985 | 14,879 | |||
Biogen Inc. | 2.250% | 5/1/30 | 12,645 | 12,772 | |||
3 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 3,314 | 3,652 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 8,150 | 9,219 | |||
Boston Scientific Corp. | 4.000% | 3/1/29 | 11,395 | 13,016 | |||
Boston Scientific Corp. | 2.650% | 6/1/30 | 8,860 | 9,140 | |||
4 | Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 26,700 | 30,452 | ||
4 | Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 26,640 | 29,829 | ||
4 | Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 10,286 | 11,810 | ||
4 | Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 19,175 | 22,523 | ||
4 | Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 32,177 | 36,992 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 6,416 | 6,664 | |||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 4,600 | 4,821 | |||
Campbell Soup Co. | 4.150% | 3/15/28 | 7,335 | 8,461 | |||
Campbell Soup Co. | 2.375% | 4/24/30 | 5,215 | 5,392 | |||
Cardinal Health Inc. | 3.750% | 9/15/25 | 2,025 | 2,258 | |||
Cardinal Health Inc. | 3.410% | 6/15/27 | 9,905 | 11,087 | |||
CHRISTUS Health | 4.341% | 7/1/28 | 3,000 | 3,340 | |||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,375 | 3,696 | |||
Cigna Corp. | 4.125% | 11/15/25 | 15,988 | 18,299 | |||
4 | Cigna Corp. | 4.500% | 2/25/26 | 12,896 | 14,747 | ||
4 | Cigna Corp. | 3.400% | 3/1/27 | 11,434 | 12,601 | ||
4 | Cigna Corp. | 3.050% | 10/15/27 | 3,070 | 3,329 | ||
Cigna Corp. | 4.375% | 10/15/28 | 34,950 | 41,229 | |||
Cigna Corp. | 2.400% | 3/15/30 | 15,895 | 16,436 | |||
Clorox Co. | 3.100% | 10/1/27 | 5,550 | 6,214 | |||
Clorox Co. | 3.900% | 5/15/28 | 2,225 | 2,600 | |||
Clorox Co. | 1.800% | 5/15/30 | 1,500 | 1,514 | |||
Coca-Cola Co. | 2.875% | 10/27/25 | 16,165 | 17,969 | |||
Coca-Cola Co. | 2.550% | 6/1/26 | 2,325 | 2,551 | |||
Coca-Cola Co. | 2.250% | 9/1/26 | 13,790 | 14,892 | |||
Coca-Cola Co. | 3.375% | 3/25/27 | 9,250 | 10,587 | |||
Coca-Cola Co. | 2.900% | 5/25/27 | 2,500 | 2,791 | |||
Coca-Cola Co. | 1.450% | 6/1/27 | 7,200 | 7,394 | |||
Coca-Cola Co. | 2.125% | 9/6/29 | 6,200 | 6,590 | |||
Coca-Cola Co. | 3.450% | 3/25/30 | 10,000 | 11,727 | |||
Coca-Cola Co. | 1.650% | 6/1/30 | 5,300 | 5,393 | |||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 3,570 | 3,957 | |||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 10,550 | 11,183 | |||
CommonSpirit Health | 3.347% | 10/1/29 | 7,159 | 7,328 | |||
Conagra Brands Inc. | 4.600% | 11/1/25 | 8,011 | 9,227 | |||
Conagra Brands Inc. | 4.850% | 11/1/28 | 10,925 | 13,183 | |||
Constellation Brands Inc. | 4.400% | 11/15/25 | 3,200 | 3,702 | |||
Constellation Brands Inc. | 4.750% | 12/1/25 | 6,217 | 7,308 | |||
Constellation Brands Inc. | 3.700% | 12/6/26 | 6,837 | 7,667 | |||
Constellation Brands Inc. | 3.500% | 5/9/27 | 8,433 | 9,342 |
63
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 2,634 | 2,910 | |||
Constellation Brands Inc. | 4.650% | 11/15/28 | 5,680 | 6,699 | |||
Constellation Brands Inc. | 3.150% | 8/1/29 | 9,165 | 9,821 | |||
Constellation Brands Inc. | 2.875% | 5/1/30 | 40 | 42 | |||
CVS Health Corp. | 3.875% | 7/20/25 | 23,338 | 26,220 | |||
CVS Health Corp. | 2.875% | 6/1/26 | 23,190 | 25,049 | |||
CVS Health Corp. | 3.000% | 8/15/26 | 5,919 | 6,449 | |||
CVS Health Corp. | 3.625% | 4/1/27 | 12,700 | 14,282 | |||
CVS Health Corp. | 4.300% | 3/25/28 | 73,911 | 86,384 | |||
CVS Health Corp. | 3.250% | 8/15/29 | 20,480 | 22,560 | |||
CVS Health Corp. | 3.750% | 4/1/30 | 15,529 | 17,845 | |||
Danaher Corp. | 3.350% | 9/15/25 | 4,325 | 4,795 | |||
Dentsply Sirona Inc. | 3.250% | 6/1/30 | 3,890 | 4,055 | |||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 6,500 | 6,907 | |||
Diageo Capital plc | 1.375% | 9/29/25 | 7,100 | 7,200 | |||
Diageo Capital plc | 3.875% | 5/18/28 | 3,978 | 4,624 | |||
Diageo Capital plc | 2.375% | 10/24/29 | 4,000 | 4,269 | |||
Diageo Capital plc | 2.000% | 4/29/30 | 11,000 | 11,350 | |||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 5,110 | 6,041 | |||
Eli Lilly & Co. | 2.750% | 6/1/25 | 3,274 | 3,572 | |||
Eli Lilly & Co. | 3.375% | 3/15/29 | 9,507 | 10,976 | |||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 3,350 | 3,753 | |||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 5,800 | 6,205 | |||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 3,200 | 3,469 | |||
Flowers Foods Inc. | 3.500% | 10/1/26 | 1,650 | 1,766 | |||
General Mills Inc. | 3.200% | 2/10/27 | 6,375 | 7,221 | |||
General Mills Inc. | 4.200% | 4/17/28 | 12,978 | 15,281 | |||
General Mills Inc. | 2.875% | 4/15/30 | 7,800 | 8,488 | |||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 20,225 | 23,101 | |||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 12,032 | 13,361 | |||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 17,150 | 20,200 | |||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 6,420 | 7,390 | |||
Hasbro Inc. | 3.550% | 11/19/26 | 5,000 | 5,258 | |||
Hasbro Inc. | 3.500% | 9/15/27 | 2,875 | 2,965 | |||
Hasbro Inc. | 3.900% | 11/19/29 | 8,750 | 9,103 | |||
HCA Inc. | 5.250% | 6/15/26 | 15,712 | 18,132 | |||
HCA Inc. | 4.500% | 2/15/27 | 5,075 | 5,646 | |||
HCA Inc. | 4.125% | 6/15/29 | 17,225 | 19,034 | |||
Hershey Co. | 3.200% | 8/21/25 | 2,625 | 2,921 | |||
Hershey Co. | 2.300% | 8/15/26 | 7,283 | 7,864 | |||
Hershey Co. | 2.450% | 11/15/29 | 4,015 | 4,333 | |||
Hershey Co. | 1.700% | 6/1/30 | 2,310 | 2,356 | |||
Hormel Foods Corp. | 1.800% | 6/11/30 | 6,185 | 6,288 | |||
Ingredion Inc. | 3.200% | 10/1/26 | 3,830 | 4,158 | |||
Ingredion Inc. | 2.900% | 6/1/30 | 3,866 | 4,112 | |||
JM Smucker Co. | 3.375% | 12/15/27 | 2,049 | 2,262 | |||
JM Smucker Co. | 2.375% | 3/15/30 | 5,650 | 5,763 | |||
Johnson & Johnson | 2.450% | 3/1/26 | 17,885 | 19,506 | |||
Johnson & Johnson | 2.950% | 3/3/27 | 7,510 | 8,383 | |||
Johnson & Johnson | 2.900% | 1/15/28 | 13,615 | 15,284 | |||
Johnson & Johnson | 6.950% | 9/1/29 | 1,850 | 2,683 | |||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 4,846 | 5,404 | |||
Kellogg Co. | 3.250% | 4/1/26 | 4,325 | 4,827 | |||
Kellogg Co. | 3.400% | 11/15/27 | 4,570 | 5,135 | |||
Kellogg Co. | 4.300% | 5/15/28 | 5,330 | 6,282 | |||
Kellogg Co. | 2.100% | 6/1/30 | 4,500 | 4,563 | |||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 1,950 | 2,171 | |||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 3,750 | 4,020 | |||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 3,425 | 3,778 | |||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 13,750 | 16,483 | |||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 10,150 | 11,239 | |||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 2,650 | 2,911 | |||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 5,337 | 5,791 | |||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 4,440 | 5,320 |
64
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 5,700 | 6,458 | |||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 6,105 | 6,936 | |||
Kroger Co. | 3.500% | 2/1/26 | 4,825 | 5,450 | |||
Kroger Co. | 2.650% | 10/15/26 | 5,622 | 6,115 | |||
Kroger Co. | 3.700% | 8/1/27 | 5,095 | 5,846 | |||
Kroger Co. | 4.500% | 1/15/29 | 5,039 | 6,131 | |||
Kroger Co. | 7.700% | 6/1/29 | 1,000 | 1,391 | |||
Kroger Co. | 2.200% | 5/1/30 | 3,575 | 3,707 | |||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 4,910 | 5,476 | |||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 5,125 | 5,369 | |||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 9,525 | 10,570 | |||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 2,750 | 2,871 | |||
McKesson Corp. | 3.950% | 2/16/28 | 7,349 | 8,391 | |||
McKesson Corp. | 4.750% | 5/30/29 | 3,241 | 3,893 | |||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 8,250 | 9,503 | |||
Medtronic Global Holdings SCA | 3.350% | 4/1/27 | 500 | 566 | |||
Merck & Co. Inc. | 0.750% | 2/24/26 | 7,500 | 7,476 | |||
Merck & Co. Inc. | 3.400% | 3/7/29 | 12,092 | 13,977 | |||
Merck & Co. Inc. | 1.450% | 6/24/30 | 4,000 | 3,979 | |||
Mercy Health | 4.302% | 7/1/28 | 2,290 | 2,589 | |||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 15,056 | 15,632 | |||
Mondelez International Inc. | 3.625% | 2/13/26 | 6,650 | 7,490 | |||
Mondelez International Inc. | 2.750% | 4/13/30 | 14,525 | 15,618 | |||
Mylan Inc. | 4.550% | 4/15/28 | 6,375 | 7,329 | |||
Mylan NV | 3.950% | 6/15/26 | 18,220 | 20,272 | |||
Novartis Capital Corp. | 3.000% | 11/20/25 | 13,583 | 15,058 | |||
Novartis Capital Corp. | 2.000% | 2/14/27 | 6,075 | 6,430 | |||
Novartis Capital Corp. | 3.100% | 5/17/27 | 9,984 | 11,183 | |||
Novartis Capital Corp. | 2.200% | 8/14/30 | 3,000 | 3,163 | |||
PepsiCo Inc. | 3.500% | 7/17/25 | 7,145 | 8,092 | |||
PepsiCo Inc. | 2.850% | 2/24/26 | 7,242 | 7,983 | |||
PepsiCo Inc. | 2.375% | 10/6/26 | 10,732 | 11,634 | |||
PepsiCo Inc. | 2.625% | 3/19/27 | 4,700 | 5,146 | |||
PepsiCo Inc. | 3.000% | 10/15/27 | 13,277 | 14,868 | |||
PepsiCo Inc. | 2.625% | 7/29/29 | 16,425 | 18,146 | |||
PepsiCo Inc. | 2.750% | 3/19/30 | 14,115 | 15,691 | |||
PepsiCo Inc. | 1.625% | 5/1/30 | 8,950 | 9,116 | |||
PerkinElmer Inc. | 3.300% | 9/15/29 | 7,100 | 7,601 | |||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 5,065 | 5,523 | |||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 6,250 | 6,321 | |||
Pfizer Inc. | 2.750% | 6/3/26 | 13,421 | 14,790 | |||
Pfizer Inc. | 3.000% | 12/15/26 | 8,659 | 9,740 | |||
Pfizer Inc. | 3.600% | 9/15/28 | 7,900 | 9,308 | |||
Pfizer Inc. | 3.450% | 3/15/29 | 15,900 | 18,531 | |||
Pfizer Inc. | 2.625% | 4/1/30 | 5,100 | 5,604 | |||
Pfizer Inc. | 1.700% | 5/28/30 | 20,450 | 20,788 | |||
Pharmacia LLC | 6.600% | 12/1/28 | 2,850 | 3,923 | |||
Philip Morris International Inc. | 3.375% | 8/11/25 | 6,820 | 7,597 | |||
Philip Morris International Inc. | 2.750% | 2/25/26 | 7,936 | 8,629 | |||
Philip Morris International Inc. | 3.125% | 8/17/27 | 2,965 | 3,292 | |||
Philip Morris International Inc. | 3.125% | 3/2/28 | 4,125 | 4,593 | |||
Philip Morris International Inc. | 3.375% | 8/15/29 | 7,050 | 8,009 | |||
Philip Morris International Inc. | 2.100% | 5/1/30 | 6,375 | 6,561 | |||
Procter & Gamble Co. | 2.700% | 2/2/26 | 7,691 | 8,577 | |||
Procter & Gamble Co. | 2.450% | 11/3/26 | 10,725 | 11,765 | |||
Procter & Gamble Co. | 2.800% | 3/25/27 | 5,025 | 5,590 | |||
Procter & Gamble Co. | 3.000% | 3/25/30 | 14,825 | 16,962 | |||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 1,925 | 2,058 | |||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 2,941 | 3,069 | |||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 9,433 | 10,571 | |||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 3,850 | 4,459 | |||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 1,500 | 1,582 | |||
RUSH Obligated Group | 3.922% | 11/15/29 | 2,700 | 3,024 | |||
Sanofi | 3.625% | 6/19/28 | 7,150 | 8,346 |
65
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 26,079 | 28,938 | |||
SSM Health Care Corp. | 3.823% | 6/1/27 | 2,900 | 3,168 | |||
Stryker Corp. | 1.150% | 6/15/25 | 2,874 | 2,893 | |||
Stryker Corp. | 3.375% | 11/1/25 | 6,333 | 7,045 | |||
Stryker Corp. | 3.500% | 3/15/26 | 6,910 | 7,763 | |||
Stryker Corp. | 3.650% | 3/7/28 | 4,575 | 5,253 | |||
Stryker Corp. | 1.950% | 6/15/30 | 6,000 | 6,005 | |||
Sutter Health | 3.695% | 8/15/28 | 3,000 | 3,342 | |||
Sysco Corp. | 3.750% | 10/1/25 | 6,300 | 6,904 | |||
Sysco Corp. | 3.300% | 7/15/26 | 8,455 | 9,037 | |||
Sysco Corp. | 3.250% | 7/15/27 | 8,475 | 8,967 | |||
Sysco Corp. | 2.400% | 2/15/30 | 4,475 | 4,420 | |||
Sysco Corp. | 5.950% | 4/1/30 | 6,274 | 7,869 | |||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 16,962 | 20,911 | |||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 5,000 | 5,007 | |||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 4,450 | 5,000 | |||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 4,257 | 4,687 | |||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 6,650 | 7,401 | |||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 7,650 | 8,269 | |||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 8,830 | 10,905 | |||
Toledo Hospital | 5.325% | 11/15/28 | 2,700 | 2,879 | |||
Tyson Foods Inc. | 4.000% | 3/1/26 | 6,875 | 7,869 | |||
Tyson Foods Inc. | 3.550% | 6/2/27 | 14,049 | 15,551 | |||
Tyson Foods Inc. | 4.350% | 3/1/29 | 15,161 | 17,816 | |||
Unilever Capital Corp. | 3.100% | 7/30/25 | 4,175 | 4,624 | |||
Unilever Capital Corp. | 2.000% | 7/28/26 | 8,350 | 8,826 | |||
Unilever Capital Corp. | 2.900% | 5/5/27 | 8,195 | 9,081 | |||
Unilever Capital Corp. | 3.500% | 3/22/28 | 9,575 | 11,038 | |||
Unilever Capital Corp. | 2.125% | 9/6/29 | 12,140 | 12,802 | |||
4 | Upjohn Inc. | 2.300% | 6/22/27 | 4,760 | 4,914 | ||
4 | Upjohn Inc. | 2.700% | 6/22/30 | 10,030 | 10,336 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 983 | 1,070 | |||
Whirlpool Corp. | 4.750% | 2/26/29 | 6,590 | 7,846 | |||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 4,100 | 4,369 | |||
Zimmer Biomet Holdings Inc. | 3.550% | 3/20/30 | 2,600 | 2,804 | |||
Zoetis Inc. | 4.500% | 11/13/25 | 4,015 | 4,677 | |||
Zoetis Inc. | 3.000% | 9/12/27 | 9,541 | 10,503 | |||
Zoetis Inc. | 3.900% | 8/20/28 | 4,016 | 4,712 | |||
Zoetis Inc. | 2.000% | 5/15/30 | 5,550 | 5,663 | |||
Energy (3.2%) | |||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 8,266 | 8,775 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 4,500 | 4,691 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.486% | 5/1/30 | 5,000 | 5,740 | |||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 7,690 | 8,593 | |||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 2,212 | 2,317 | |||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 2,800 | 2,914 | |||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 10,525 | 11,830 | |||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 5,800 | 6,407 | |||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 8,000 | 8,719 | |||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 7,143 | 7,730 | |||
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 4,000 | 4,434 | |||
BP Capital Markets America Inc. | 3.588% | 4/14/27 | 9,979 | 11,032 | |||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 10,200 | 11,646 | |||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 13,475 | 15,687 | |||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 10,000 | 11,276 | |||
BP Capital Markets plc | 3.279% | 9/19/27 | 13,764 | 15,018 | |||
BP Capital Markets plc | 3.723% | 11/28/28 | 7,000 | 7,961 | |||
3 | BP Capital Markets plc | 4.375% | 12/31/49 | 2,000 | 2,012 | ||
3 | BP Capital Markets plc | 4.875% | 12/31/49 | 2,000 | 2,074 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 4,000 | 3,998 |
66
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 9,865 | 10,543 | |||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 2,000 | 1,992 | |||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 12,167 | 13,353 | |||
4 | Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 12,400 | 12,648 | ||
Chevron Corp. | 3.326% | 11/17/25 | 11,869 | 13,279 | |||
Chevron Corp. | 2.954% | 5/16/26 | 10,580 | 11,688 | |||
Chevron Corp. | 1.995% | 5/11/27 | 5,250 | 5,477 | |||
Chevron Corp. | 2.236% | 5/11/30 | 13,000 | 13,572 | |||
Cimarex Energy Co. | 3.900% | 5/15/27 | 5,750 | 5,800 | |||
Cimarex Energy Co. | 4.375% | 3/15/29 | 3,950 | 4,044 | |||
Concho Resources Inc. | 3.750% | 10/1/27 | 10,362 | 11,048 | |||
Concho Resources Inc. | 4.300% | 8/15/28 | 16,245 | 17,829 | |||
ConocoPhillips Co. | 4.950% | 3/15/26 | 7,974 | 9,538 | |||
ConocoPhillips Holding Co. | 6.950% | 4/15/29 | 13,414 | 18,618 | |||
Devon Energy Corp. | 5.850% | 12/15/25 | 3,245 | 3,590 | |||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 15,046 | 15,140 | |||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 11,753 | 11,356 | |||
Dominion Energy Gas Holdings LLC | 3.000% | 11/15/29 | 4,000 | 4,254 | |||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 5,732 | 5,324 | |||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 8,750 | 8,105 | |||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 2,530 | 2,163 | |||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 7,625 | 9,074 | |||
Enbridge Inc. | 4.250% | 12/1/26 | 6,620 | 7,531 | |||
Enbridge Inc. | 3.700% | 7/15/27 | 4,020 | 4,373 | |||
Enbridge Inc. | 3.125% | 11/15/29 | 4,900 | 5,098 | |||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 4,638 | 5,050 | |||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 4,000 | 4,180 | |||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 8,170 | 9,089 | |||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 11,932 | 12,976 | |||
Energy Transfer Operating LP | 3.750% | 5/15/30 | 7,600 | 7,524 | |||
Energy Transfer Partners LP | 4.950% | 6/15/28 | 14,950 | 16,053 | |||
4 | Eni SPA | 4.250% | 5/9/29 | 3,000 | 3,270 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 5,767 | 6,467 | |||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 8,300 | 9,441 | |||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 18,079 | 19,335 | |||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 9,175 | 9,558 | |||
3 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 4,650 | 4,348 | ||
3 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 8,300 | 7,460 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 3,665 | 4,227 | |||
EOG Resources Inc. | 4.375% | 4/15/30 | 9,140 | 10,875 | |||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 17,339 | 19,021 | |||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 16,833 | 17,948 | |||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 300 | 333 | |||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 7,108 | 7,508 | |||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 21,970 | 24,959 | |||
Halliburton Co. | 3.800% | 11/15/25 | 3,201 | 3,457 | |||
Halliburton Co. | 2.920% | 3/1/30 | 10,700 | 10,152 | |||
Hess Corp. | 4.300% | 4/1/27 | 13,114 | 13,540 | |||
HollyFrontier Corp. | 5.875% | 4/1/26 | 8,400 | 9,219 | |||
Husky Energy Inc. | 4.400% | 4/15/29 | 4,575 | 4,581 | |||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 16,475 | 18,665 | |||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 5,100 | 5,866 | |||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 2,000 | 2,112 | |||
Marathon Oil Corp. | 4.400% | 7/15/27 | 11,905 | 11,682 | |||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 4,455 | 5,146 | |||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 5,665 | 6,005 | |||
MPLX LP | 4.125% | 3/1/27 | 10,622 | 11,339 | |||
MPLX LP | 4.250% | 12/1/27 | 9,760 | 10,651 | |||
MPLX LP | 4.000% | 3/15/28 | 9,445 | 9,988 | |||
MPLX LP | 4.800% | 2/15/29 | 5,625 | 6,244 | |||
National Fuel Gas Co. | 5.200% | 7/15/25 | 2,337 | 2,488 | |||
National Fuel Gas Co. | 5.500% | 1/15/26 | 1,400 | 1,487 | |||
National Fuel Gas Co. | 3.950% | 9/15/27 | 2,250 | 2,167 | |||
National Fuel Gas Co. | 4.750% | 9/1/28 | 4,090 | 4,099 |
67
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 450 | 437 | |||
Newfield Exploration Co. | 5.375% | 1/1/26 | 5,100 | 4,769 | |||
Noble Energy Inc. | 3.850% | 1/15/28 | 2,200 | 2,120 | |||
Noble Energy Inc. | 3.250% | 10/15/29 | 3,100 | 2,821 | |||
ONEOK Inc. | 4.000% | 7/13/27 | 3,600 | 3,633 | |||
ONEOK Inc. | 4.550% | 7/15/28 | 6,500 | 6,812 | |||
ONEOK Inc. | 4.350% | 3/15/29 | 2,980 | 3,123 | |||
ONEOK Inc. | 3.400% | 9/1/29 | 15,960 | 15,521 | |||
ONEOK Inc. | 3.100% | 3/15/30 | 4,000 | 3,830 | |||
Phillips 66 | 3.900% | 3/15/28 | 3,629 | 4,060 | |||
Phillips 66 | 2.150% | 12/15/30 | 5,000 | 4,850 | |||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 6,500 | 7,035 | |||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 3,650 | 3,890 | |||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 4,025 | 4,130 | |||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 4,450 | 5,156 | |||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 4,000 | 3,937 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.650% | 10/15/25 | 5,079 | 5,425 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 6,982 | 7,383 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 8,850 | 8,568 | |||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 11,760 | 13,818 | |||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 12,957 | 14,479 | |||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 12,350 | 13,245 | |||
4 | Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 17,200 | 18,985 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 3,500 | 3,519 | |||
Shell International Finance BV | 2.875% | 5/10/26 | 12,247 | 13,411 | |||
Shell International Finance BV | 2.500% | 9/12/26 | 17,136 | 18,439 | |||
Shell International Finance BV | 3.875% | 11/13/28 | 6,300 | 7,294 | |||
Shell International Finance BV | 2.375% | 11/7/29 | 13,600 | 14,249 | |||
Shell International Finance BV | 2.750% | 4/6/30 | 7,250 | 7,845 | |||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 6,642 | 7,148 | |||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 5,200 | 5,941 | |||
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 6,688 | 7,022 | |||
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 5,275 | 5,394 | |||
TC PipeLines LP | 3.900% | 5/25/27 | 6,820 | 7,233 | |||
Tosco Corp. | 8.125% | 2/15/30 | 2,350 | 3,414 | |||
Total Capital International SA | 3.455% | 2/19/29 | 8,825 | 9,973 | |||
Total Capital International SA | 2.829% | 1/10/30 | 16,168 | 17,525 | |||
Total Capital SA | 3.883% | 10/11/28 | 8,277 | 9,601 | |||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 6,876 | 8,100 | |||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 12,725 | 14,555 | |||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 14,900 | 16,905 | |||
3 | Transcanada Trust | 5.500% | 9/15/79 | 9,385 | 9,362 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 1,985 | 2,565 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 3,423 | 3,776 | |||
4 | Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 9,250 | 9,830 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 12,078 | 13,176 | |||
Valero Energy Corp. | 4.350% | 6/1/28 | 9,525 | 10,742 | |||
Valero Energy Corp. | 4.000% | 4/1/29 | 10,484 | 11,666 | |||
Valero Energy Partners LP | 4.375% | 12/15/26 | 4,050 | 4,586 | |||
Valero Energy Partners LP | 4.500% | 3/15/28 | 4,525 | 5,195 | |||
Williams Cos. Inc. | 4.000% | 9/15/25 | 12,492 | 13,835 | |||
Williams Cos. Inc. | 3.750% | 6/15/27 | 10,000 | 10,667 | |||
Williams Cos. Inc. | 3.500% | 11/15/30 | 4,500 | 4,766 | |||
Other Industrial (0.1%) | |||||||
CBRE Services Inc. | 4.875% | 3/1/26 | 5,460 | 6,197 | |||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 8,183 | 9,250 | |||
Steelcase Inc. | 5.125% | 1/18/29 | 3,950 | 4,188 | |||
Yale University | 1.482% | 4/15/30 | 9,590 | 9,672 | |||
Technology (4.5%) | |||||||
Adobe Inc. | 2.150% | 2/1/27 | 8,150 | 8,730 | |||
Adobe Inc. | 2.300% | 2/1/30 | 11,500 | 12,377 | |||
Alphabet Inc. | 1.998% | 8/15/26 | 15,071 | 16,184 | |||
Amdocs Ltd. | 2.538% | 6/15/30 | 6,000 | 5,935 |
68
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Analog Devices Inc. | 3.900% | 12/15/25 | 4,768 | 5,416 | |||
Analog Devices Inc. | 3.500% | 12/5/26 | 7,453 | 8,357 | |||
Apple Inc. | 3.250% | 2/23/26 | 32,314 | 36,277 | |||
Apple Inc. | 2.450% | 8/4/26 | 25,345 | 27,476 | |||
Apple Inc. | 2.050% | 9/11/26 | 17,150 | 18,268 | |||
Apple Inc. | 3.350% | 2/9/27 | 9,320 | 10,566 | |||
Apple Inc. | 3.200% | 5/11/27 | 26,999 | 30,576 | |||
Apple Inc. | 3.000% | 6/20/27 | 3,345 | 3,736 | |||
Apple Inc. | 2.900% | 9/12/27 | 28,925 | 32,330 | |||
Apple Inc. | 3.000% | 11/13/27 | 1,851 | 2,078 | |||
Apple Inc. | 2.200% | 9/11/29 | 16,730 | 17,882 | |||
Apple Inc. | 1.650% | 5/11/30 | 16,200 | 16,624 | |||
Applied Materials Inc. | 3.900% | 10/1/25 | 7,000 | 8,034 | |||
Applied Materials Inc. | 3.300% | 4/1/27 | 11,189 | 12,762 | |||
Applied Materials Inc. | 1.750% | 6/1/30 | 4,000 | 4,072 | |||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 3,350 | 3,510 | |||
Autodesk Inc. | 3.500% | 6/15/27 | 4,260 | 4,812 | |||
Autodesk Inc. | 2.850% | 1/15/30 | 5,775 | 6,362 | |||
Avnet Inc. | 4.625% | 4/15/26 | 4,700 | 5,305 | |||
Baidu Inc. | 3.625% | 7/6/27 | 3,975 | 4,275 | |||
Baidu Inc. | 4.375% | 3/29/28 | 3,790 | 4,265 | |||
Baidu Inc. | 4.875% | 11/14/28 | 6,750 | 7,928 | |||
Baidu Inc. | 3.425% | 4/7/30 | 1,300 | 1,397 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 36,517 | 39,480 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 10,550 | 11,147 | |||
4 | Broadcom Inc. | 3.150% | 11/15/25 | 19,050 | 20,245 | ||
4 | Broadcom Inc. | 4.250% | 4/15/26 | 26,700 | 29,733 | ||
4 | Broadcom Inc. | 3.459% | 9/15/26 | 17,308 | 18,578 | ||
4 | Broadcom Inc. | 4.110% | 9/15/28 | 18,500 | 20,234 | ||
4 | Broadcom Inc. | 4.750% | 4/15/29 | 25,100 | 28,482 | ||
4 | Broadcom Inc. | 5.000% | 4/15/30 | 19,000 | 21,855 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 4,370 | 4,817 | |||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 5,025 | 5,348 | |||
CA Inc. | 4.700% | 3/15/27 | 3,225 | 3,555 | |||
Cisco Systems Inc. | 2.950% | 2/28/26 | 6,837 | 7,696 | |||
Cisco Systems Inc. | 2.500% | 9/20/26 | 12,803 | 14,146 | |||
Citrix Systems Inc. | 4.500% | 12/1/27 | 6,400 | 7,344 | |||
Citrix Systems Inc. | 3.300% | 3/1/30 | 2,850 | 3,044 | |||
4 | Dell International LLC / EMC Corp. | 5.850% | 7/15/25 | 8,000 | 9,202 | ||
4 | Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 40,480 | 46,252 | ||
4 | Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 14,037 | 15,427 | ||
4 | Dell International LLC / EMC Corp. | 6.100% | 7/15/27 | 4,200 | 4,850 | ||
4 | Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 18,950 | 20,819 | ||
DXC Technology Co. | 4.750% | 4/15/27 | 4,850 | 5,225 | |||
Equifax Inc. | 2.600% | 12/15/25 | 3,000 | 3,192 | |||
Equifax Inc. | 3.100% | 5/15/30 | 6,443 | 6,855 | |||
Equinix Inc. | 1.250% | 7/15/25 | 4,000 | 3,998 | |||
Equinix Inc. | 5.875% | 1/15/26 | 10,000 | 10,550 | |||
Equinix Inc. | 2.900% | 11/18/26 | 4,275 | 4,598 | |||
Equinix Inc. | 5.375% | 5/15/27 | 11,500 | 12,463 | |||
Equinix Inc. | 1.800% | 7/15/27 | 4,000 | 3,994 | |||
Equinix Inc. | 3.200% | 11/18/29 | 8,125 | 8,811 | |||
Equinix Inc. | 2.150% | 7/15/30 | 5,000 | 4,945 | |||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 19,547 | 21,653 | |||
Fidelity National Information Services Inc. | 4.250% | 5/15/28 | 450 | 532 | |||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 8,650 | 10,114 | |||
Fiserv Inc. | 3.200% | 7/1/26 | 16,900 | 18,697 | |||
Fiserv Inc. | 2.250% | 6/1/27 | 8,000 | 8,375 | |||
Fiserv Inc. | 4.200% | 10/1/28 | 8,725 | 10,249 | |||
Fiserv Inc. | 3.500% | 7/1/29 | 25,448 | 28,602 | |||
Fiserv Inc. | 2.650% | 6/1/30 | 10,187 | 10,758 | |||
Flex Ltd. | 4.875% | 6/15/29 | 6,186 | 6,781 | |||
Global Payments Inc. | 4.800% | 4/1/26 | 5,109 | 5,971 | |||
Global Payments Inc. | 4.450% | 6/1/28 | 4,650 | 5,397 |
69
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Global Payments Inc. | 3.200% | 8/15/29 | 16,262 | 17,410 | |||
Global Payments Inc. | 2.900% | 5/15/30 | 9,000 | 9,406 | |||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 20,525 | 23,694 | |||
HP Inc. | 3.000% | 6/17/27 | 8,600 | 9,014 | |||
HP Inc. | 3.400% | 6/17/30 | 7,250 | 7,440 | |||
Intel Corp. | 3.700% | 7/29/25 | 18,804 | 21,396 | |||
Intel Corp. | 2.600% | 5/19/26 | 8,593 | 9,367 | |||
Intel Corp. | 3.750% | 3/25/27 | 9,350 | 10,850 | |||
Intel Corp. | 3.150% | 5/11/27 | 3,150 | 3,548 | |||
Intel Corp. | 2.450% | 11/15/29 | 20,100 | 21,703 | |||
Intel Corp. | 3.900% | 3/25/30 | 14,325 | 17,338 | |||
International Business Machines Corp. | 7.000% | 10/30/25 | 600 | 792 | |||
International Business Machines Corp. | 3.450% | 2/19/26 | 17,456 | 19,650 | |||
International Business Machines Corp. | 3.300% | 5/15/26 | 40,633 | 45,687 | |||
International Business Machines Corp. | 1.700% | 5/15/27 | 10,225 | 10,438 | |||
International Business Machines Corp. | 6.220% | 8/1/27 | 2,800 | 3,696 | |||
International Business Machines Corp. | 3.500% | 5/15/29 | 21,350 | 24,586 | |||
International Business Machines Corp. | 1.950% | 5/15/30 | 11,700 | 11,921 | |||
Intuit Inc. | 0.950% | 7/15/25 | 4,400 | 4,408 | |||
Intuit Inc. | 1.350% | 7/15/27 | 4,400 | 4,416 | |||
Jabil Inc. | 3.950% | 1/12/28 | 4,000 | 4,309 | |||
Jabil Inc. | 3.600% | 1/15/30 | 4,900 | 5,135 | |||
Juniper Networks Inc. | 3.750% | 8/15/29 | 10,694 | 11,912 | |||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 7,225 | 8,475 | |||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 4,000 | 4,324 | |||
KLA Corp. | 4.100% | 3/15/29 | 6,363 | 7,494 | |||
Lam Research Corp. | 3.750% | 3/15/26 | 6,664 | 7,635 | |||
Lam Research Corp. | 4.000% | 3/15/29 | 7,525 | 8,930 | |||
Lam Research Corp. | 1.900% | 6/15/30 | 2,000 | 2,039 | |||
4 | Leidos Inc. | 4.375% | 5/15/30 | 7,000 | 7,875 | ||
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 4,000 | 4,800 | |||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 4,000 | 4,359 | |||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,250 | 4,882 | |||
Micron Technology Inc. | 4.185% | 2/15/27 | 4,700 | 5,264 | |||
Micron Technology Inc. | 5.327% | 2/6/29 | 5,800 | 6,938 | |||
Micron Technology Inc. | 4.663% | 2/15/30 | 4,100 | 4,771 | |||
Microsoft Corp. | 3.125% | 11/3/25 | 28,061 | 31,365 | |||
Microsoft Corp. | 2.400% | 8/8/26 | 31,323 | 34,161 | |||
Microsoft Corp. | 3.300% | 2/6/27 | 33,789 | 38,592 | |||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 9,550 | 10,857 | |||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 2,525 | 2,916 | |||
NetApp Inc. | 2.375% | 6/22/27 | 4,400 | 4,457 | |||
NetApp Inc. | 2.700% | 6/22/30 | 6,000 | 6,014 | |||
NVIDIA Corp. | 3.200% | 9/16/26 | 10,152 | 11,497 | |||
NVIDIA Corp. | 2.850% | 4/1/30 | 13,300 | 14,783 | |||
4 | NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 3,000 | 3,548 | ||
4 | NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 5,000 | 6,092 | ||
4 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.875% | 6/18/26 | 5,000 | 5,570 | ||
4 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.150% | 5/1/27 | 4,000 | 4,218 | ||
4 | NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 7,675 | 8,688 | ||
4 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.400% | 5/1/30 | 9,000 | 9,679 | ||
Oracle Corp. | 2.650% | 7/15/26 | 29,189 | 31,481 | |||
Oracle Corp. | 2.800% | 4/1/27 | 21,984 | 23,959 | |||
Oracle Corp. | 3.250% | 11/15/27 | 13,721 | 15,390 | |||
Oracle Corp. | 2.950% | 4/1/30 | 27,700 | 30,838 | |||
Oracle Corp. | 3.250% | 5/15/30 | 2,960 | 3,354 | |||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 10,500 | 11,337 | |||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 12,800 | 13,895 | |||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 7,400 | 7,678 | |||
QUALCOMM Inc. | 3.250% | 5/20/27 | 14,053 | 15,902 | |||
QUALCOMM Inc. | 2.150% | 5/20/30 | 10,000 | 10,401 | |||
salesforce.com Inc. | 3.700% | 4/11/28 | 12,750 | 14,809 | |||
Seagate HDD Cayman | 4.875% | 6/1/27 | 1,680 | 1,823 | |||
4 | Seagate HDD Cayman | 4.091% | 6/1/29 | 1,636 | 1,710 |
70
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Seagate HDD Cayman | 4.125% | 1/15/31 | 2,000 | 2,098 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 3,350 | 3,747 | |||
Texas Instruments Inc. | 2.250% | 9/4/29 | 9,280 | 9,834 | |||
Texas Instruments Inc. | 1.750% | 5/4/30 | 6,403 | 6,505 | |||
Trimble Inc. | 4.900% | 6/15/28 | 3,241 | 3,719 | |||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 3,397 | 3,774 | |||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 5,950 | 6,483 | |||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 6,925 | 8,112 | |||
VMware Inc. | 4.650% | 5/15/27 | 4,000 | 4,428 | |||
VMware Inc. | 3.900% | 8/21/27 | 12,776 | 13,512 | |||
VMware Inc. | 4.700% | 5/15/30 | 10,000 | 11,098 | |||
Xilinx Inc. | 2.375% | 6/1/30 | 5,400 | 5,570 | |||
Transportation (1.0%) | |||||||
3 | American Airlines 2013-1 Class A Pass Through Trust | 4.000% | 1/15/27 | 2,209 | 1,668 | ||
3 | American Airlines 2014-1 Class A Pass Through Trust | 3.700% | 4/1/28 | 2,182 | 1,833 | ||
3 | American Airlines 2015-1 Class A Pass Through Trust | 3.375% | 11/1/28 | 6,461 | 5,396 | ||
3 | American Airlines 2016-1 Class A Pass Through Trust | 4.100% | 1/15/28 | 1,208 | 1,009 | ||
3 | American Airlines 2016-1 Class AA Pass Through Trust | 3.575% | 1/15/28 | 1,704 | 1,630 | ||
3 | American Airlines 2016-2 Class AA Pass Through Trust | 3.200% | 12/15/29 | 4,160 | 3,873 | ||
3 | American Airlines 2016-3 Class AA Pass Through Trust | 3.000% | 10/15/28 | 3,665 | 3,331 | ||
3 | American Airlines 2017-1 Class AA Pass Through Trust | 3.650% | 8/15/30 | 810 | 769 | ||
3 | American Airlines 2017-2 Class AA Pass Through Trust | 3.350% | 10/15/29 | 4,905 | 4,567 | ||
3 | BNSF Funding Trust I | 6.613% | 12/15/55 | 100 | 108 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 4,763 | 5,415 | |||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 3,595 | 4,711 | |||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 5,726 | 6,488 | |||
Canadian National Railway Co. | 2.950% | 11/21/24 | 2 | 2 | |||
Canadian National Railway Co. | 2.750% | 3/1/26 | 2,595 | 2,818 | |||
Canadian National Railway Co. | 6.900% | 7/15/28 | 3,250 | 4,349 | |||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 5,070 | 5,842 | |||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 7,275 | 7,444 | |||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 5,000 | 5,715 | |||
3 | Continental Airlines 2012-2 Class A Pass Through Trust | 4.000% | 4/29/26 | 4,179 | 3,796 | ||
CSX Corp. | 3.350% | 11/1/25 | 9,300 | 10,432 | |||
CSX Corp. | 2.600% | 11/1/26 | 6,650 | 7,235 | |||
CSX Corp. | 3.250% | 6/1/27 | 8,605 | 9,624 | |||
CSX Corp. | 3.800% | 3/1/28 | 7,631 | 8,787 | |||
CSX Corp. | 4.250% | 3/15/29 | 10,625 | 12,734 | |||
CSX Corp. | 2.400% | 2/15/30 | 3,365 | 3,557 | |||
3 | Delta Air Lines 2015-1 Class AA Pass Through Trust | 3.625% | 7/30/27 | 926 | 909 | ||
3 | Delta Air Lines 2020-1 Class AA Pass Through Trust | 2.000% | 6/10/28 | 7,000 | 6,701 | ||
FedEx Corp. | 3.250% | 4/1/26 | 7,050 | 7,649 | |||
FedEx Corp. | 3.300% | 3/15/27 | 5,050 | 5,424 | |||
FedEx Corp. | 3.400% | 2/15/28 | 7,323 | 7,921 | |||
FedEx Corp. | 4.200% | 10/17/28 | 2,000 | 2,267 | |||
FedEx Corp. | 3.100% | 8/5/29 | 4,475 | 4,773 | |||
FedEx Corp. | 4.250% | 5/15/30 | 4,700 | 5,363 | |||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 5,550 | 6,337 | |||
Kansas City Southern | 2.875% | 11/15/29 | 7,500 | 7,916 | |||
Kirby Corp. | 4.200% | 3/1/28 | 5,070 | 5,106 | |||
3 | Latam Airlines 2015-1 Pass Through Trust A | 4.200% | 8/15/29 | — | |||
Norfolk Southern Corp. | 5.590% | 5/17/25 | 2,839 | 3,408 | |||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 2,450 | 2,766 | |||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 4,225 | 4,672 | |||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 4,085 | 4,551 | |||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 5,600 | 6,502 | |||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 5,045 | 5,373 | |||
Ryder System Inc. | 2.900% | 12/1/26 | 6,725 | 6,935 | |||
Southwest Airlines Co. | 3.000% | 11/15/26 | 5,570 | 5,431 | |||
Southwest Airlines Co. | 5.125% | 6/15/27 | 6,005 | 6,255 | |||
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,800 | 2,745 | |||
Southwest Airlines Co. | 2.625% | 2/10/30 | 5,500 | 4,936 |
71
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3 | Spirit Airlines Class A Pass Through Certificates Series 2015-1 | 4.100% | 10/1/29 | 1,256 | 1,062 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 7,050 | 7,989 | |||
Union Pacific Corp. | 3.250% | 8/15/25 | 6,680 | 7,413 | |||
Union Pacific Corp. | 2.750% | 3/1/26 | 5,414 | 5,891 | |||
Union Pacific Corp. | 2.150% | 2/5/27 | 3,782 | 3,999 | |||
Union Pacific Corp. | 3.000% | 4/15/27 | 2,181 | 2,407 | |||
Union Pacific Corp. | 3.950% | 9/10/28 | 13,492 | 15,943 | |||
Union Pacific Corp. | 3.700% | 3/1/29 | 10,075 | 11,759 | |||
Union Pacific Corp. | 2.400% | 2/5/30 | 6,000 | 6,379 | |||
3 | United Airlines 2013-1 Class A Pass Through Trust | 4.300% | 2/15/27 | 3,886 | 3,533 | ||
3 | United Airlines 2014-1 Class A Pass Through Trust | 4.000% | 10/11/27 | 3,691 | 3,322 | ||
3 | United Airlines 2014-2 Class A Pass Through Trust | 3.750% | 3/3/28 | 5,415 | 4,883 | ||
3 | United Airlines 2015-1 Class AA Pass Through Trust | 3.450% | 12/1/27 | 1,613 | 1,563 | ||
3 | United Airlines 2016-1 Class A Pass Through Trust | 3.450% | 1/7/30 | 2,604 | 2,176 | ||
3 | United Airlines 2016-1 Class AA Pass Through Trust | 3.100% | 7/7/28 | 2,691 | 2,543 | ||
3 | United Airlines 2016-2 Class A Pass Through Trust | 3.100% | 10/7/28 | 716 | 593 | ||
3 | United Airlines 2016-2 Class AA Pass Through Trust | 2.875% | 10/7/28 | 5,728 | 5,268 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 3,125 | 3,390 | |||
United Parcel Service Inc. | 3.050% | 11/15/27 | 7,395 | 8,349 | |||
United Parcel Service Inc. | 3.400% | 3/15/29 | 6,300 | 7,242 | |||
United Parcel Service Inc. | 2.500% | 9/1/29 | 4,400 | 4,785 | |||
United Parcel Service Inc. | 4.450% | 4/1/30 | 3,675 | 4,583 | |||
3 | US Airways 2012-1 Class A Pass Through Trust | 5.900% | 4/1/26 | 314 | 277 | ||
3 | US Airways 2012-2 Class A Pass Through Trust | 4.625% | 12/3/26 | 698 | 587 | ||
3 | US Airways 2013-1 Class A Pass Through Trust | 3.950% | 5/15/27 | 2,590 | 2,164 | ||
9,793,382 |
Utilities (2.6%) |
Electric (2.3%) | |||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 4,050 | 4,603 | |||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 4,370 | 4,883 | |||
Ameren Corp. | 3.650% | 2/15/26 | 3,595 | 4,038 | |||
Ameren Corp. | 3.500% | 1/15/31 | 1,000 | 1,118 | |||
Ameren Illinois Co. | 3.800% | 5/15/28 | 3,900 | 4,489 | |||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 2,800 | 3,034 | |||
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 7,450 | 8,743 | |||
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 5,300 | 5,417 | |||
Appalachian Power Co. | 3.300% | 6/1/27 | 769 | 822 | |||
Arizona Public Service Co. | 2.950% | 9/15/27 | 2,725 | 2,921 | |||
Arizona Public Service Co. | 2.600% | 8/15/29 | 2,000 | 2,109 | |||
Avangrid Inc. | 3.800% | 6/1/29 | 6,150 | 7,111 | |||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 4,550 | 4,844 | |||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 7,932 | 8,887 | |||
Black Hills Corp. | 3.950% | 1/15/26 | 3,400 | 3,709 | |||
Black Hills Corp. | 3.150% | 1/15/27 | 3,700 | 3,879 | |||
Black Hills Corp. | 3.050% | 10/15/29 | 1,620 | 1,712 | |||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 1,700 | 1,748 | |||
CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 2,350 | 2,561 | |||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 3,920 | 4,555 | |||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 2,406 | 2,559 | |||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 4,980 | 5,245 | |||
4 | Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 1,000 | 1,034 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 3,000 | 3,221 | |||
CMS Energy Corp. | 3.450% | 8/15/27 | 3,825 | 4,187 | |||
3 | CMS Energy Corp. | 4.750% | 6/1/50 | 5,100 | 5,224 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 4,650 | 5,002 | |||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,510 | 3,846 | |||
Commonwealth Edison Co. | 3.700% | 8/15/28 | 4,990 | 5,778 | |||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 1,500 | 1,574 | |||
Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,100 | 5,582 | |||
Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 5,650 | 6,199 | |||
Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 2,200 | 2,491 | |||
Dominion Energy Inc. | 3.900% | 10/1/25 | 5,205 | 5,849 |
72
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Dominion Energy Inc. | 2.850% | 8/15/26 | 2,300 | 2,423 | |||
Dominion Energy Inc. | 4.250% | 6/1/28 | 600 | 690 | |||
Dominion Energy Inc. | 3.375% | 4/1/30 | 18,350 | 20,270 | |||
DTE Electric Co. | 2.250% | 3/1/30 | 8,400 | 8,827 | |||
DTE Electric Co. | 2.625% | 3/1/31 | 4,000 | 4,328 | |||
DTE Energy Co. | 2.850% | 10/1/26 | 5,780 | 6,139 | |||
DTE Energy Co. | 3.800% | 3/15/27 | 7,575 | 8,200 | |||
DTE Energy Co. | 3.400% | 6/15/29 | 3,200 | 3,455 | |||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 3,550 | 3,937 | |||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 9,475 | 11,162 | |||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 7,050 | 7,592 | |||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 8,000 | 8,618 | |||
Duke Energy Corp. | 2.650% | 9/1/26 | 10,235 | 11,096 | |||
Duke Energy Corp. | 3.150% | 8/15/27 | 6,050 | 6,696 | |||
Duke Energy Corp. | 3.400% | 6/15/29 | 7,355 | 8,282 | |||
Duke Energy Corp. | 2.450% | 6/1/30 | 4,000 | 4,173 | |||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 4,150 | 4,630 | |||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 3,255 | 3,787 | |||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 2,333 | 2,519 | |||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 5,517 | 6,389 | |||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 1,500 | 1,551 | |||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 5,473 | 6,081 | |||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 5,300 | 6,118 | |||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 11,900 | 13,618 | |||
Edison International | 5.750% | 6/15/27 | 1,300 | 1,488 | |||
Edison International | 4.125% | 3/15/28 | 4,590 | 4,857 | |||
Emera US Finance LP | 3.550% | 6/15/26 | 8,990 | 10,048 | |||
Enel Americas SA | 4.000% | 10/25/26 | 3,250 | 3,448 | |||
Enel Chile SA | 4.875% | 6/12/28 | 4,800 | 5,379 | |||
Entergy Arkansas Inc. | 3.500% | 4/1/26 | 4,212 | 4,674 | |||
Entergy Corp. | 2.950% | 9/1/26 | 4,287 | 4,692 | |||
Entergy Corp. | 2.800% | 6/15/30 | 5,000 | 5,272 | |||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 3,180 | 3,335 | |||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 7,725 | 8,428 | |||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,700 | 5,167 | |||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 2,185 | 2,346 | |||
Entergy Texas Inc. | 4.000% | 3/30/29 | 3,100 | 3,598 | |||
Evergy Inc. | 2.900% | 9/15/29 | 3,843 | 4,115 | |||
Evergy Metro Inc. | 2.250% | 6/1/30 | 3,000 | 3,137 | |||
Eversource Energy | 3.300% | 1/15/28 | 5,000 | 5,480 | |||
Eversource Energy | 4.250% | 4/1/29 | 5,000 | 5,849 | |||
Exelon Corp. | 3.400% | 4/15/26 | 8,596 | 9,569 | |||
Exelon Corp. | 4.050% | 4/15/30 | 11,035 | 12,731 | |||
FirstEnergy Corp. | 3.900% | 7/15/27 | 6,349 | 7,179 | |||
FirstEnergy Corp. | 2.650% | 3/1/30 | 8,025 | 8,318 | |||
FirstEnergy Corp. | 2.250% | 9/1/30 | 2,000 | 1,997 | |||
Florida Power & Light Co. | 3.125% | 12/1/25 | 4,970 | 5,527 | |||
Fortis Inc. | 3.055% | 10/4/26 | 7,351 | 7,891 | |||
Georgia Power Co. | 3.250% | 4/1/26 | 2,886 | 3,080 | |||
Georgia Power Co. | 3.250% | 3/30/27 | 3,039 | 3,280 | |||
Georgia Power Co. | 2.650% | 9/15/29 | 14,595 | 15,329 | |||
Gulf Power Co. | 3.300% | 5/30/27 | 3,075 | 3,349 | |||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 7,700 | 8,680 | |||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 5,450 | 6,271 | |||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 3,000 | 3,065 | |||
ITC Holdings Corp. | 3.250% | 6/30/26 | 2,210 | 2,424 | |||
ITC Holdings Corp. | 3.350% | 11/15/27 | 5,650 | 6,277 | |||
Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 2,800 | 3,114 | |||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 3,988 | 4,749 | |||
Mississippi Power Co. | 3.950% | 3/30/28 | 3,000 | 3,388 | |||
National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 3,365 | 3,747 | |||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 5,010 | 5,406 | |||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 4,804 | 5,366 | |||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 2,600 | 3,021 |
73
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 5,985 | 6,897 | |||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 3,652 | 3,888 | |||
3 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 3,575 | 3,746 | ||
Nevada Power Co. | 3.700% | 5/1/29 | 6,890 | 7,969 | |||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 3,624 | 4,051 | |||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 4,796 | 5,401 | |||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 4,425 | 5,011 | |||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 11,336 | 12,200 | |||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 15,810 | 16,210 | |||
3 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 5,400 | 5,575 | ||
3 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,000 | 3,270 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 3,491 | 3,904 | |||
NSTAR Electric Co. | 3.250% | 5/15/29 | 2,470 | 2,817 | |||
NSTAR Electric Co. | 3.950% | 4/1/30 | 1,763 | 2,124 | |||
Ohio Power Co. | 2.600% | 4/1/30 | 700 | 751 | |||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,625 | 4,052 | |||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 1,825 | 1,999 | |||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 8,424 | 9,951 | |||
4 | Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 3,250 | 3,550 | ||
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 5,000 | 4,937 | |||
5 | Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 10,000 | 10,850 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 12,000 | 11,720 | |||
PacifiCorp | 3.500% | 6/15/29 | 4,375 | 5,013 | |||
PacifiCorp | 2.700% | 9/15/30 | 2,500 | 2,714 | |||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 9,706 | 10,492 | |||
PPL Capital Funding Inc. | 4.125% | 4/15/30 | 2,250 | 2,562 | |||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 2,225 | 2,579 | |||
Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 5,500 | 5,731 | |||
Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 2,850 | 3,119 | |||
Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 3,060 | 3,528 | |||
Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 2,675 | 3,025 | |||
Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 2,694 | 2,885 | |||
Puget Energy Inc. | 3.650% | 5/15/25 | 3,000 | 3,123 | |||
4 | Puget Energy Inc. | 4.100% | 6/15/30 | 6,000 | 6,554 | ||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 1,800 | 1,939 | |||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 6,580 | 7,113 | |||
Southern California Edison Co. | 3.700% | 8/1/25 | 4,800 | 5,298 | |||
Southern California Edison Co. | 3.650% | 3/1/28 | 5,250 | 5,891 | |||
Southern California Edison Co. | 4.200% | 3/1/29 | 4,550 | 5,296 | |||
Southern California Edison Co. | 6.650% | 4/1/29 | 4,925 | 6,061 | |||
Southern California Edison Co. | 2.850% | 8/1/29 | 3,665 | 3,869 | |||
Southern California Edison Co. | 2.250% | 6/1/30 | 2,500 | 2,525 | |||
Southern Co. | 3.250% | 7/1/26 | 5,195 | 5,699 | |||
Southern Co. | 3.700% | 4/30/30 | 12,000 | 13,642 | |||
Southern Power Co. | 4.150% | 12/1/25 | 2,380 | 2,699 | |||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 3,202 | 3,413 | |||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 4,820 | 5,476 | |||
Union Electric Co. | 2.950% | 6/15/27 | 3,600 | 3,932 | |||
Union Electric Co. | 3.500% | 3/15/29 | 3,450 | 3,962 | |||
Union Electric Co. | 2.950% | 3/15/30 | 1,150 | 1,284 | |||
Virginia Electric & Power Co. | 3.150% | 1/15/26 | 8,296 | 9,227 | |||
Virginia Electric & Power Co. | 2.950% | 11/15/26 | 6,592 | 7,281 | |||
Virginia Electric & Power Co. | 3.500% | 3/15/27 | 5,862 | 6,638 | |||
Virginia Electric & Power Co. | 3.800% | 4/1/28 | 7,775 | 9,013 | |||
Virginia Electric & Power Co. | 2.875% | 7/15/29 | 6,210 | 6,829 | |||
Westar Energy Inc. | 2.550% | 7/1/26 | 3,835 | 4,025 | |||
Westar Energy Inc. | 3.100% | 4/1/27 | 4,187 | 4,442 | |||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,950 | 3,184 | |||
Xcel Energy Inc. | 3.350% | 12/1/26 | 4,775 | 5,340 | |||
Xcel Energy Inc. | 4.000% | 6/15/28 | 5,250 | 6,129 | |||
Xcel Energy Inc. | 2.600% | 12/1/29 | 4,555 | 4,809 | |||
Xcel Energy Inc. | 3.400% | 6/1/30 | 5,525 | 6,272 |
74
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Natural Gas (0.2%) | |||||||
Atmos Energy Corp. | 3.000% | 6/15/27 | 4,725 | 5,173 | |||
Atmos Energy Corp. | 2.625% | 9/15/29 | 3,100 | 3,358 | |||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 1,635 | 1,843 | |||
4 | East Ohio Gas Co. | 2.000% | 6/15/30 | 3,000 | 2,971 | ||
NiSource Finance Corp. | 3.490% | 5/15/27 | 7,613 | 8,571 | |||
NiSource Inc. | 2.950% | 9/1/29 | 4,050 | 4,410 | |||
NiSource Inc. | 3.600% | 5/1/30 | 8,900 | 10,158 | |||
ONE Gas Inc. | 2.000% | 5/15/30 | 2,550 | 2,606 | |||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 2,550 | 2,897 | |||
Sempra Energy | 3.750% | 11/15/25 | 7,036 | 7,763 | |||
Sempra Energy | 3.250% | 6/15/27 | 6,791 | 7,457 | |||
Sempra Energy | 3.400% | 2/1/28 | 11,215 | 12,271 | |||
Southern California Gas Co. | 2.600% | 6/15/26 | 6,900 | 7,381 | |||
Southern California Gas Co. | 2.550% | 2/1/30 | 5,000 | 5,403 | |||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 1,958 | 2,095 | |||
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,570 | 2,855 | |||
Other Utility (0.1%) | |||||||
American Water Capital Corp. | 2.950% | 9/1/27 | 5,750 | 6,284 | |||
American Water Capital Corp. | 3.750% | 9/1/28 | 4,460 | 5,132 | |||
American Water Capital Corp. | 3.450% | 6/1/29 | 4,255 | 4,822 | |||
American Water Capital Corp. | 2.800% | 5/1/30 | 5,100 | 5,554 | |||
Essential Utilities Inc. | 3.566% | 5/1/29 | 1,300 | 1,439 | |||
Essential Utilities Inc. | 2.704% | 4/15/30 | 3,500 | 3,668 | |||
962,223 | |||||||
Total Corporate Bonds (Cost $15,562,406) | 16,693,740 | ||||||
Sovereign Bonds (4.1%) | |||||||
Asian Development Bank | 2.000% | 4/24/26 | 17,425 | 18,844 | |||
Asian Development Bank | 1.750% | 8/14/26 | 9,800 | 10,425 | |||
Asian Development Bank | 2.625% | 1/12/27 | 12,750 | 14,302 | |||
Asian Development Bank | 2.375% | 8/10/27 | 2,800 | 3,116 | |||
Asian Development Bank | 2.500% | 11/2/27 | 19,845 | 22,313 | |||
Asian Development Bank | 2.750% | 1/19/28 | 8,917 | 10,214 | |||
Asian Development Bank | 5.820% | 6/16/28 | 4,180 | 5,701 | |||
Asian Development Bank | 3.125% | 9/26/28 | 8,675 | 10,213 | |||
Asian Development Bank | 1.750% | 9/19/29 | 16,850 | 18,071 | |||
Asian Development Bank | 1.875% | 1/24/30 | 13,350 | 14,492 | |||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 8,050 | 8,524 | |||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 867 | 945 | |||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 12,225 | 14,204 | |||
Ecopetrol SA | 5.375% | 6/26/26 | 13,541 | 14,252 | |||
Ecopetrol SA | 6.875% | 4/29/30 | 22,350 | 25,702 | |||
Equinor ASA | 3.250% | 11/10/24 | 6 | 7 | |||
Equinor ASA | 1.750% | 1/22/26 | 10,650 | 10,896 | |||
Equinor ASA | 3.000% | 4/6/27 | 385 | 424 | |||
Equinor ASA | 7.250% | 9/23/27 | 7,055 | 9,464 | |||
Equinor ASA | 3.625% | 9/10/28 | 5,130 | 5,873 | |||
Equinor ASA | 3.125% | 4/6/30 | 5,000 | 5,516 | |||
Equinor ASA | 2.375% | 5/22/30 | 5,239 | 5,435 | |||
European Investment Bank | 0.625% | 7/25/25 | 8,200 | 8,269 | |||
European Investment Bank | 2.125% | 4/13/26 | 15,195 | 16,552 | |||
European Investment Bank | 2.375% | 5/24/27 | 17,115 | 19,062 | |||
European Investment Bank | 1.625% | 10/9/29 | 13,250 | 14,130 | |||
European Investment Bank | 0.875% | 5/17/30 | 10,600 | 10,587 | |||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 5 | 5 | |||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 9,750 | 10,871 | |||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 12,000 | 13,055 | |||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 6,350 | 7,156 | |||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 3,000 | 3,166 | |||
Hydro-Quebec | 8.500% | 12/1/29 | 1,400 | 2,233 | |||
Hydro-Quebec | 9.375% | 4/15/30 | 1,572 | 2,623 |
75
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 5,900 | 6,516 | |||
Inter-American Development Bank | 0.625% | 7/15/25 | 20,000 | 20,116 | |||
Inter-American Development Bank | 2.000% | 6/2/26 | 9,015 | 9,735 | |||
Inter-American Development Bank | 2.000% | 7/23/26 | 13,325 | 14,381 | |||
Inter-American Development Bank | 2.375% | 7/7/27 | 23,953 | 26,637 | |||
Inter-American Development Bank | 3.125% | 9/18/28 | 19,350 | 22,804 | |||
Inter-American Development Bank | 2.250% | 6/18/29 | 20,900 | 23,290 | |||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 27,135 | 29,854 | |||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 8,025 | 9,134 | |||
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,000 | 1,438 | |||
International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 19,350 | 20,807 | |||
International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 19,695 | 22,178 | |||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 30,191 | 32,456 | |||
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 8,150 | 8,125 | |||
International Finance Corp. | 2.125% | 4/7/26 | 10,055 | 10,949 | |||
6 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 13,000 | 14,372 | ||
6 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 6,250 | 6,794 | ||
6 | Japan Bank for International Cooperation | 1.875% | 7/21/26 | 2,250 | 2,381 | ||
6 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 17,675 | 19,138 | ||
6 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 19,360 | 21,830 | ||
6 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 9,450 | 10,672 | ||
6 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 17,740 | 19,971 | ||
6 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 10,650 | 12,447 | ||
6 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 11,325 | 13,514 | ||
6 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 5,300 | 5,707 | ||
6 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 7,560 | 8,376 | ||
6 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,700 | 5,508 | ||
7 | KFW | 2.875% | 4/3/28 | 22,515 | 26,171 | ||
7 | KFW | 1.750% | 9/14/29 | 21,350 | 22,950 | ||
Korea Development Bank | 3.000% | 1/13/26 | 10,000 | 10,978 | |||
Korea Development Bank | 2.000% | 9/12/26 | 6,800 | 7,148 | |||
7 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 12,925 | 13,740 | ||
7 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 8,440 | 9,500 | ||
3 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 7,490 | 8,576 | ||
Province of Alberta | 3.300% | 3/15/28 | 9,680 | 11,192 | |||
Province of British Columbia | 6.500% | 1/15/26 | 1,935 | 2,505 | |||
Province of British Columbia | 2.250% | 6/2/26 | 6,765 | 7,336 | |||
Province of Manitoba | 2.125% | 6/22/26 | 5,000 | 5,371 | |||
Province of New Brunswick | 3.625% | 2/24/28 | 4,200 | 4,929 | |||
Province of Ontario | 2.500% | 4/27/26 | 11,075 | 12,092 | |||
Province of Ontario | 2.300% | 6/15/26 | 22,700 | 24,410 | |||
Province of Ontario | 2.000% | 10/2/29 | 14,020 | 14,888 | |||
Province of Quebec | 2.500% | 4/20/26 | 14,750 | 16,161 | |||
Province of Quebec | 2.750% | 4/12/27 | 16,500 | 18,425 | |||
Province of Quebec | 7.500% | 9/15/29 | 5,535 | 8,528 | |||
Province of Quebec | 1.350% | 5/28/30 | 21,400 | 21,543 | |||
Republic of Chile | 3.125% | 3/27/25 | 3,050 | 3,313 | |||
Republic of Chile | 3.125% | 1/21/26 | 9,738 | 10,635 | |||
3 | Republic of Chile | 3.240% | 2/6/28 | 18,255 | 20,007 | ||
3 | Republic of Colombia | 4.500% | 1/28/26 | 12,111 | 13,090 | ||
3 | Republic of Colombia | 3.875% | 4/25/27 | 17,718 | 18,617 | ||
3 | Republic of Colombia | 4.500% | 3/15/29 | 17,550 | 19,075 | ||
3 | Republic of Colombia | 3.000% | 1/30/30 | 8,900 | 8,731 | ||
Republic of Indonesia | 3.500% | 1/11/28 | 14,950 | 15,865 | |||
Republic of Indonesia | 4.100% | 4/24/28 | 10,300 | 11,407 | |||
Republic of Indonesia | 4.750% | 2/11/29 | 8,353 | 9,669 | |||
Republic of Indonesia | 3.400% | 9/18/29 | 3,750 | 3,980 | |||
Republic of Indonesia | 2.850% | 2/14/30 | 11,200 | 11,438 | |||
Republic of Italy | 2.875% | 10/17/29 | 18,675 | 18,685 | |||
Republic of Korea | 5.625% | 11/3/25 | 1,875 | 2,318 | |||
Republic of Korea | 2.750% | 1/19/27 | 14,200 | 15,435 | |||
Republic of Korea | 3.500% | 9/20/28 | 4,000 | 4,650 | |||
Republic of Korea | 2.500% | 6/19/29 | 2,140 | 2,342 | |||
3 | Republic of Panama | 3.750% | 3/16/25 | 177 | 191 |
76
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Republic of Panama | 7.125% | 1/29/26 | 8,579 | 10,810 | |||
Republic of Panama | 8.875% | 9/30/27 | 8,572 | 12,162 | |||
3 | Republic of Panama | 3.875% | 3/17/28 | 8,000 | 8,990 | ||
Republic of Panama | 9.375% | 4/1/29 | 5,835 | 8,847 | |||
3 | Republic of Panama | 3.160% | 1/23/30 | 17,300 | 18,619 | ||
Republic of Peru | 7.350% | 7/21/25 | 12,190 | 15,506 | |||
3 | Republic of Peru | 2.392% | 1/23/26 | 12,600 | 13,151 | ||
Republic of Peru | 4.125% | 8/25/27 | 5,110 | 5,856 | |||
Republic of Peru | 2.844% | 6/20/30 | 1,000 | 1,072 | |||
Republic of Poland | 3.250% | 4/6/26 | 14,439 | 16,178 | |||
Republic of the Philippines | 5.500% | 3/30/26 | 5,838 | 7,013 | |||
Republic of the Philippines | 3.000% | 2/1/28 | 19,310 | 20,820 | |||
Republic of the Philippines | 3.750% | 1/14/29 | 11,900 | 13,589 | |||
Republic of the Philippines | 9.500% | 2/2/30 | 16,942 | 27,531 | |||
Republic of the Philippines | 2.457% | 5/5/30 | 2,000 | 2,095 | |||
State of Israel | 2.875% | 3/16/26 | 6,600 | 7,200 | |||
State of Israel | 3.250% | 1/17/28 | 7,415 | 8,394 | |||
State of Israel | 2.500% | 1/15/30 | 6,525 | 7,031 | |||
United Mexican States | 4.125% | 1/21/26 | 21,560 | 23,232 | |||
United Mexican States | 4.150% | 3/28/27 | 24,091 | 25,839 | |||
United Mexican States | 3.750% | 1/11/28 | 22,780 | 23,684 | |||
United Mexican States | 4.500% | 4/22/29 | 25,565 | 27,634 | |||
3 | United Mexican States | 3.250% | 4/16/30 | 28,950 | 28,502 | ||
Total Sovereign Bonds (Cost $1,405,778) | 1,505,418 | ||||||
Taxable Municipal Bonds (0.3%) | |||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 1,800 | 1,902 | |||
California GO | 6.650% | 3/1/22 | 3,500 | 3,744 | |||
California GO | 3.500% | 4/1/28 | 3,600 | 4,185 | |||
California GO | 2.500% | 10/1/29 | 11,250 | 12,239 | |||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 190 | 199 | |||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 2,830 | 3,602 | |||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Vanderbilt University Medical Center) | 4.053% | 7/1/26 | 1,095 | 1,194 | |||
8 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 16,750 | 20,241 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 1,925 | 2,097 | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.104% | 12/15/28 | 1,660 | 1,698 | |||
Oregon GO | 5.892% | 6/1/27 | 13,900 | 17,376 | |||
9 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,500 | 1,790 | ||
8 | Oregon School Boards Association GO | 5.550% | 6/30/28 | 875 | 1,055 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 1,260 | 1,707 | |||
Regents of the University of California Revenue | 3.063% | 7/1/25 | 9,500 | 10,416 | |||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 6,875 | 8,809 | |||
Utah GO | 3.539% | 7/1/25 | 1,545 | 1,654 | |||
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,300 | 3,665 | |||
9 | Wisconsin GO | 5.700% | 5/1/26 | 2,660 | 3,057 | ||
Total Taxable Municipal Bonds (Cost $96,340) | 100,631 |
77
Vanguard® Intermediate-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Shares | Market Value ($000 | ) | |||
Temporary Cash Investment (0.6%) | ||||||
Money Market Fund (0.6%) | ||||||
10 | Vanguard Market Liquidity Fund (Cost $233,004) | 0.227% | 2,330,927 | 233,092 | ||
Total Investments (99.6%) (Cost $33,861,821) | 36,690,420 | |||||
Other Assets and Liabilities—Net (0.4%) | 130,942 | |||||
Net Assets (100%) | 36,821,362 | |||||
Cost is in $000. |
1 | U.S. government-guaranteed. |
2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
3 | 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. |
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 June 30, 2020, the aggregate value of these securities was $879,977,000, representing 2.4% of net assets. |
5 | Non-income-producing security—security in default. |
6 | Guaranteed by the Government of Japan. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
9 | Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation). |
10 | 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. |
78
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
U.S. Government and Agency Obligations (40.3%) | |||||||
U.S. Government Securities (39.2%) | |||||||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 20,180 | 20,117 | |||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 3,095 | 4,764 | |||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 2,430 | 3,719 | |||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 4 | 7 | |||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 18,908 | 29,378 | |||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 18,725 | 29,527 | |||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 27,838 | 39,369 | |||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 33,892 | 52,341 | |||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 15,781 | 25,117 | |||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 21,210 | 33,333 | |||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 4,806 | 7,793 | |||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 58,955 | 58,402 | |||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 50,663 | 80,008 | |||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 28,555 | 42,529 | |||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 36,300 | 56,679 | |||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 31,915 | 52,914 | |||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 37,045 | 58,884 | |||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 33,470 | 49,300 | |||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 36,977 | 50,046 | |||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 49,452 | 67,077 | |||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 37,225 | 49,550 | |||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 61,523 | 78,845 | |||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 71,703 | 91,802 | |||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 74,415 | 100,832 | |||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 88,875 | 116,065 | |||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 83,785 | 122,326 | |||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 89,915 | 133,776 | |||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 109,564 | 160,374 | |||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 93,037 | 131,531 | |||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 71,978 | 98,115 | |||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 54,036 | 72,316 | |||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 110,827 | 136,611 | |||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 8,215 | 11,024 | |||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 69,357 | 91,345 | |||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 62,495 | 84,202 | |||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 88,710 | 109,806 | |||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 106,406 | 131,926 | |||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 94,969 | 112,553 | |||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 80,964 | 107,606 | |||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 54,144 | 73,704 | |||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 104,486 | 142,330 | |||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 113,996 | 148,835 | |||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 123,746 | 161,778 | |||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 125,720 | 171,981 | |||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 113,086 | 158,321 | |||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 125,935 | 173,042 | |||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 122,791 | 180,291 | |||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 81,831 | 112,876 | |||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 124,270 | 167,958 | |||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 101,760 | 122,287 | |||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 6,586 | 8,128 | |||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 117,025 | 133,903 | |||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 285,730 | 274,255 | |||
4,731,598 | |||||||
Agency Bonds and Notes (1.1%) | |||||||
Federal Home Loan Banks | 5.625% | 3/14/36 | 1,000 | 1,549 | |||
Federal Home Loan Banks | 5.500% | 7/15/36 | 4,055 | 6,340 | |||
1 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 9,514 | 14,944 | ||
1 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 17,212 | 27,111 | ||
1 | Federal Home Loan Mortgage Corp. | 0.000% | 11/15/38 | 40 | 28 | ||
1 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 9,200 | 14,254 | ||
79
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
1 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 7,760 | 12,502 | ||
1 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 770 | 1,323 | ||
Tennessee Valley Authority | 4.650% | 6/15/35 | 4,510 | 6,242 | |||
Tennessee Valley Authority | 5.880% | 4/1/36 | 4,535 | 7,058 | |||
Tennessee Valley Authority | 5.980% | 4/1/36 | 1,000 | 1,570 | |||
Tennessee Valley Authority | 6.150% | 1/15/38 | 2,450 | 3,955 | |||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,175 | 1,799 | |||
Tennessee Valley Authority | 5.250% | 9/15/39 | 13,770 | 20,777 | |||
Tennessee Valley Authority | 4.875% | 1/15/48 | 2,650 | 4,076 | |||
Tennessee Valley Authority | 5.375% | 4/1/56 | 950 | 1,651 | |||
Tennessee Valley Authority | 4.625% | 9/15/60 | 400 | 635 | |||
Tennessee Valley Authority | 4.250% | 9/15/65 | 2,500 | 3,795 | |||
129,609 | |||||||
Total U.S. Government and Agency Obligations (Cost $3,850,126) | 4,861,207 | ||||||
Corporate Bonds (51.7%) | |||||||
Finance (8.8%) | |||||||
Banking (4.6%) | |||||||
Ally Financial Inc. | 8.000% | 11/1/31 | 4,425 | 5,786 | |||
Ally Financial Inc. | 8.000% | 11/1/31 | 1,599 | 2,038 | |||
American Express Co. | 4.050% | 12/3/42 | 2,761 | 3,370 | |||
Bank of America Corp. | 6.110% | 1/29/37 | 6,600 | 9,376 | |||
2 | Bank of America Corp. | 4.244% | 4/24/38 | 8,885 | 10,892 | ||
Bank of America Corp. | 7.750% | 5/14/38 | 5,634 | 9,253 | |||
2 | Bank of America Corp. | 4.078% | 4/23/40 | 4,185 | 5,109 | ||
2 | Bank of America Corp. | 2.676% | 6/19/41 | 5,000 | 5,131 | ||
Bank of America Corp. | 5.875% | 2/7/42 | 3,765 | 5,585 | |||
Bank of America Corp. | 5.000% | 1/21/44 | 5,436 | 7,494 | |||
Bank of America Corp. | 4.875% | 4/1/44 | 1,238 | 1,660 | |||
Bank of America Corp. | 4.750% | 4/21/45 | 1,190 | 1,564 | |||
2 | Bank of America Corp. | 4.443% | 1/20/48 | 885 | 1,144 | ||
2 | Bank of America Corp. | 3.946% | 1/23/49 | 4,495 | 5,419 | ||
2 | Bank of America Corp. | 4.330% | 3/15/50 | 7,340 | 9,459 | ||
2 | Bank of America Corp. | 4.083% | 3/20/51 | 14,150 | 17,683 | ||
Barclays plc | 5.250% | 8/17/45 | 4,375 | 5,857 | |||
Barclays plc | 4.950% | 1/10/47 | 3,205 | 4,167 | |||
Citigroup Inc. | 6.625% | 6/15/32 | 5,905 | 8,073 | |||
Citigroup Inc. | 5.875% | 2/22/33 | 1,000 | 1,297 | |||
Citigroup Inc. | 6.000% | 10/31/33 | 2,145 | 2,837 | |||
Citigroup Inc. | 6.125% | 8/25/36 | 2,108 | 2,854 | |||
2 | Citigroup Inc. | 3.878% | 1/24/39 | 4,025 | 4,686 | ||
Citigroup Inc. | 8.125% | 7/15/39 | 1,904 | 3,294 | |||
2 | Citigroup Inc. | 5.316% | 3/26/41 | 4,000 | 5,393 | ||
Citigroup Inc. | 5.875% | 1/30/42 | 3,600 | 5,226 | |||
Citigroup Inc. | 6.675% | 9/13/43 | 2,819 | 4,356 | |||
Citigroup Inc. | 5.300% | 5/6/44 | 4,424 | 5,883 | |||
Citigroup Inc. | 4.650% | 7/30/45 | 2,949 | 3,801 | |||
Citigroup Inc. | 4.750% | 5/18/46 | 3,450 | 4,414 | |||
2 | Citigroup Inc. | 4.281% | 4/24/48 | 1,000 | 1,238 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 4,525 | 5,953 | |||
Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 3,050 | 4,260 | |||
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 1,555 | 2,237 | |||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 5,016 | 6,784 | |||
Credit Suisse Group Funding Guernsey Ltd. | 4.875% | 5/15/45 | 5,545 | 7,327 | |||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 2,050 | 3,110 | |||
Fifth Third Bancorp | 8.250% | 3/1/38 | 3,113 | 5,029 | |||
First Republic Bank | 4.375% | 8/1/46 | 1,350 | 1,585 | |||
First Republic Bank | 4.625% | 2/13/47 | 1,275 | 1,532 | |||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 2,000 | 2,700 | |||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 1,300 | 1,799 | |||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 417 | 576 | |||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 17,347 | 25,136 | |||
2 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 2,100 | 2,442 |
80
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
2 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 4,300 | 5,223 | ||
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 9,971 | 14,930 | |||
Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 3,682 | 4,806 | |||
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 6,025 | 7,935 | |||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 2,446 | 3,175 | |||
HSBC Bank USA NA | 5.875% | 11/1/34 | 2,153 | 2,828 | |||
HSBC Bank USA NA | 7.000% | 1/15/39 | 2,175 | 3,238 | |||
HSBC Holdings plc | 7.625% | 5/17/32 | 2,599 | 3,621 | |||
HSBC Holdings plc | 6.500% | 5/2/36 | 5,176 | 6,910 | |||
HSBC Holdings plc | 6.500% | 9/15/37 | 7,945 | 10,760 | |||
HSBC Holdings plc | 6.800% | 6/1/38 | 100 | 140 | |||
HSBC Holdings plc | 6.100% | 1/14/42 | 2,520 | 3,583 | |||
HSBC Holdings plc | 5.250% | 3/14/44 | 4,002 | 5,066 | |||
JPMorgan Chase & Co. | 8.750% | 9/1/30 | 575 | 852 | |||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 5,524 | 8,515 | |||
2 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 5,470 | 6,413 | ||
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 3,750 | 5,480 | |||
2 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 4,000 | 4,325 | ||
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 4,900 | 7,134 | |||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 4,018 | 5,692 | |||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 5,200 | 7,569 | |||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 3,800 | 5,173 | |||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 4,364 | 5,852 | |||
2 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 4,780 | 5,998 | ||
2 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 4,105 | 5,047 | ||
2 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 8,968 | 10,949 | ||
2 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 3,460 | 4,178 | ||
2 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 5,425 | 5,843 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 955 | 1,252 | |||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 5,000 | 5,820 | |||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 872 | 1,050 | |||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 2,095 | 2,499 | |||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 3,350 | 3,788 | |||
2 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 1,000 | 1,031 | ||
Morgan Stanley | 7.250% | 4/1/32 | 2,670 | 3,995 | |||
2 | Morgan Stanley | 3.971% | 7/22/38 | 6,060 | 7,222 | ||
2 | Morgan Stanley | 4.457% | 4/22/39 | 2,422 | 3,058 | ||
Morgan Stanley | 6.375% | 7/24/42 | 4,810 | 7,562 | |||
Morgan Stanley | 4.300% | 1/27/45 | 7,175 | 9,005 | |||
Morgan Stanley | 4.375% | 1/22/47 | 1,070 | 1,385 | |||
2 | Morgan Stanley | 5.597% | 3/24/51 | 8,095 | 12,261 | ||
Regions Bank | 6.450% | 6/26/37 | 1,650 | 2,226 | |||
Regions Financial Corp. | 7.375% | 12/10/37 | 1,000 | 1,408 | |||
2 | Royal Bank of Scotland Group plc | 3.754% | 11/1/29 | 800 | 829 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 1,490 | 2,140 | |||
Wachovia Corp. | 5.500% | 8/1/35 | 3,159 | 4,134 | |||
Wells Fargo & Co. | 5.375% | 2/7/35 | 2,340 | 3,167 | |||
2 | Wells Fargo & Co. | 3.068% | 4/30/41 | 11,500 | 11,966 | ||
Wells Fargo & Co. | 5.375% | 11/2/43 | 4,110 | 5,539 | |||
Wells Fargo & Co. | 5.606% | 1/15/44 | 7,220 | 10,011 | |||
Wells Fargo & Co. | 4.650% | 11/4/44 | 6,453 | 7,972 | |||
Wells Fargo & Co. | 3.900% | 5/1/45 | 4,695 | 5,515 | |||
Wells Fargo & Co. | 4.900% | 11/17/45 | 6,281 | 8,077 | |||
Wells Fargo & Co. | 4.400% | 6/14/46 | 4,391 | 5,340 | |||
Wells Fargo & Co. | 4.750% | 12/7/46 | 6,325 | 8,086 | |||
2 | Wells Fargo & Co. | 5.013% | 4/4/51 | 11,800 | 16,296 | ||
Wells Fargo & Co. | 5.950% | 12/1/86 | 1,904 | 2,289 | |||
Wells Fargo Bank NA | 5.950% | 8/26/36 | 730 | 994 | |||
Wells Fargo Bank NA | 5.850% | 2/1/37 | 2,236 | 3,079 | |||
Wells Fargo Bank NA | 6.600% | 1/15/38 | 1,854 | 2,715 | |||
Westpac Banking Corp. | 4.421% | 7/24/39 | 1,750 | 2,056 | |||
Brokerage (0.2%) | |||||||
BlackRock Inc. | 1.900% | 1/28/31 | 3,430 | 3,499 |
81
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 1,975 | 2,273 | |||
Brookfield Finance LLC | 3.450% | 4/15/50 | 800 | 769 | |||
CME Group Inc. | 5.300% | 9/15/43 | 2,565 | 3,813 | |||
CME Group Inc. | 4.150% | 6/15/48 | 950 | 1,278 | |||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 1,350 | 1,722 | |||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 5,075 | 5,285 | |||
Invesco Finance plc | 5.375% | 11/30/43 | 1,370 | 1,607 | |||
Jefferies Group LLC | 6.250% | 1/15/36 | 1,150 | 1,308 | |||
Jefferies Group LLC | 6.500% | 1/20/43 | 1,025 | 1,198 | |||
Legg Mason Inc. | 5.625% | 1/15/44 | 1,800 | 2,251 | |||
Nasdaq Inc. | 3.250% | 4/28/50 | 1,365 | 1,428 | |||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 2,570 | 3,141 | |||
Finance Companies (0.3%) | |||||||
GATX Corp. | 5.200% | 3/15/44 | 550 | 667 | |||
3 | GE Capital Funding LLC | 4.550% | 5/15/32 | 1,370 | 1,412 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 30,956 | 31,190 | |||
Insurance (3.1%) | |||||||
Aetna Inc. | 6.625% | 6/15/36 | 2,164 | 3,023 | |||
Aetna Inc. | 6.750% | 12/15/37 | 1,000 | 1,425 | |||
Aetna Inc. | 4.500% | 5/15/42 | 1,725 | 2,053 | |||
Aetna Inc. | 4.125% | 11/15/42 | 1,800 | 2,010 | |||
Aetna Inc. | 4.750% | 3/15/44 | 1,115 | 1,336 | |||
Aetna Inc. | 3.875% | 8/15/47 | 1,715 | 1,914 | |||
Aflac Inc. | 4.000% | 10/15/46 | 910 | 1,046 | |||
Aflac Inc. | 4.750% | 1/15/49 | 1,851 | 2,367 | |||
Alleghany Corp. | 4.900% | 9/15/44 | 975 | 1,112 | |||
Allstate Corp. | 5.550% | 5/9/35 | 1,000 | 1,414 | |||
Allstate Corp. | 5.950% | 4/1/36 | 1,000 | 1,397 | |||
Allstate Corp. | 4.500% | 6/15/43 | 1,850 | 2,365 | |||
Allstate Corp. | 4.200% | 12/15/46 | 1,501 | 1,878 | |||
Allstate Corp. | 3.850% | 8/10/49 | 1,750 | 2,139 | |||
2 | Allstate Corp. | 6.500% | 5/15/67 | 1,160 | 1,392 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 5 | 6 | |||
American Financial Group Inc. | 4.500% | 6/15/47 | 1,770 | 1,825 | |||
American International Group Inc. | 3.875% | 1/15/35 | 2,336 | 2,619 | |||
American International Group Inc. | 4.700% | 7/10/35 | 1,200 | 1,448 | |||
American International Group Inc. | 6.250% | 5/1/36 | 3,441 | 4,540 | |||
American International Group Inc. | 4.500% | 7/16/44 | 5,069 | 5,882 | |||
American International Group Inc. | 4.800% | 7/10/45 | 1,396 | 1,686 | |||
American International Group Inc. | 4.750% | 4/1/48 | 2,285 | 2,750 | |||
American International Group Inc. | 4.375% | 6/30/50 | 2,710 | 3,102 | |||
American International Group Inc. | 4.375% | 1/15/55 | 2,600 | 3,011 | |||
2 | American International Group Inc. | 8.175% | 5/15/68 | 1,000 | 1,243 | ||
Anthem Inc. | 5.850% | 1/15/36 | 1,300 | 1,771 | |||
Anthem Inc. | 6.375% | 6/15/37 | 1,750 | 2,445 | |||
Anthem Inc. | 4.625% | 5/15/42 | 2,482 | 3,109 | |||
Anthem Inc. | 4.650% | 1/15/43 | 2,796 | 3,542 | |||
Anthem Inc. | 5.100% | 1/15/44 | 2,220 | 2,947 | |||
Anthem Inc. | 4.650% | 8/15/44 | 2,322 | 2,951 | |||
Anthem Inc. | 4.375% | 12/1/47 | 3,870 | 4,821 | |||
Anthem Inc. | 4.550% | 3/1/48 | 2,339 | 2,975 | |||
Anthem Inc. | 3.125% | 5/15/50 | 2,080 | 2,158 | |||
Anthem Inc. | 4.850% | 8/15/54 | 500 | 575 | |||
Aon Corp. | 6.250% | 9/30/40 | 1,020 | 1,474 | |||
Aon plc | 4.600% | 6/14/44 | 1,642 | 1,990 | |||
Aon plc | 4.750% | 5/15/45 | 1,429 | 1,811 | |||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 1,400 | 1,749 | |||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 975 | 1,443 | |||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 1,250 | 1,306 | |||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 1,205 | 1,521 | |||
Assurant Inc. | 6.750% | 2/15/34 | 214 | 256 | |||
AXA SA | 8.600% | 12/15/30 | 3,450 | 4,899 | |||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 2,263 | 3,354 |
82
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 4,505 | 5,890 | |||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 1,815 | 2,345 | |||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 1,993 | 2,523 | |||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 5,035 | 6,450 | |||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 3,424 | 4,529 | |||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 3,995 | 3,649 | |||
Chubb Corp. | 6.000% | 5/11/37 | 863 | 1,238 | |||
Chubb Corp. | 6.500% | 5/15/38 | 1,928 | 2,948 | |||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 1,760 | 2,640 | |||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 1,452 | 1,806 | |||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 3,736 | 4,842 | |||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 1,000 | 1,400 | |||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 4,145 | 4,714 | |||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 1,120 | 1,296 | |||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 1,950 | 2,585 | |||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 1,462 | 2,009 | |||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 1,260 | 1,452 | |||
Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | 708 | 841 | |||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 1,000 | 1,059 | |||
Humana Inc. | 4.625% | 12/1/42 | 1,200 | 1,510 | |||
Humana Inc. | 4.950% | 10/1/44 | 2,557 | 3,327 | |||
Humana Inc. | 4.800% | 3/15/47 | 1,350 | 1,744 | |||
Humana Inc. | 3.950% | 8/15/49 | 650 | 756 | |||
Lincoln National Corp. | 3.400% | 1/15/31 | 100 | 108 | |||
Lincoln National Corp. | 6.300% | 10/9/37 | 1,080 | 1,427 | |||
Lincoln National Corp. | 7.000% | 6/15/40 | 530 | 746 | |||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,575 | 1,748 | |||
Lincoln National Corp. | 4.375% | 6/15/50 | 1,280 | 1,460 | |||
Loews Corp. | 6.000% | 2/1/35 | 1,075 | 1,453 | |||
Loews Corp. | 4.125% | 5/15/43 | 1,090 | 1,190 | |||
Manulife Financial Corp. | 5.375% | 3/4/46 | 2,071 | 2,731 | |||
Markel Corp. | 5.000% | 4/5/46 | 1,590 | 1,962 | |||
Markel Corp. | 4.300% | 11/1/47 | 622 | 692 | |||
Markel Corp. | 5.000% | 5/20/49 | 426 | 533 | |||
Markel Corp. | 4.150% | 9/17/50 | 1,250 | 1,407 | |||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 3,450 | 3,578 | |||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 645 | 898 | |||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 2,670 | 3,403 | |||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 2,100 | 2,618 | |||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 760 | 935 | |||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 1,354 | 1,837 | |||
MetLife Inc. | 6.500% | 12/15/32 | 2,175 | 3,165 | |||
MetLife Inc. | 6.375% | 6/15/34 | 2,047 | 3,075 | |||
MetLife Inc. | 5.700% | 6/15/35 | 4,602 | 6,535 | |||
MetLife Inc. | 5.875% | 2/6/41 | 2,398 | 3,349 | |||
MetLife Inc. | 4.125% | 8/13/42 | 600 | 708 | |||
MetLife Inc. | 4.875% | 11/13/43 | 2,886 | 3,716 | |||
MetLife Inc. | 4.721% | 12/15/44 | 1,750 | 2,205 | |||
MetLife Inc. | 4.050% | 3/1/45 | 2,250 | 2,694 | |||
MetLife Inc. | 4.600% | 5/13/46 | 1,750 | 2,225 | |||
2 | MetLife Inc. | 6.400% | 12/15/66 | 2,345 | 2,788 | ||
2 | MetLife Inc. | 10.750% | 8/1/69 | 840 | 1,298 | ||
2 | Nationwide Financial Services Inc. | 6.750% | 5/15/87 | 1,075 | 1,226 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 1,245 | 1,513 | |||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 1,557 | 1,829 | |||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 1,630 | 1,905 | |||
Progressive Corp. | 4.350% | 4/25/44 | 2,555 | 3,255 | |||
Progressive Corp. | 4.125% | 4/15/47 | 2,913 | 3,680 | |||
Progressive Corp. | 4.200% | 3/15/48 | 1,335 | 1,718 | |||
Progressive Corp. | 3.950% | 3/26/50 | 350 | 439 | |||
Prudential Financial Inc. | 5.750% | 7/15/33 | 350 | 473 | |||
Prudential Financial Inc. | 5.700% | 12/14/36 | 3,365 | 4,563 | |||
Prudential Financial Inc. | 6.625% | 12/1/37 | 818 | 1,191 | |||
Prudential Financial Inc. | 6.625% | 6/21/40 | 699 | 1,034 |
83
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Prudential Financial Inc. | 6.200% | 11/15/40 | 960 | 1,323 | |||
Prudential Financial Inc. | 5.100% | 8/15/43 | 1,195 | 1,428 | |||
Prudential Financial Inc. | 4.600% | 5/15/44 | 1,653 | 1,993 | |||
Prudential Financial Inc. | 3.905% | 12/7/47 | 1,600 | 1,816 | |||
Prudential Financial Inc. | 3.935% | 12/7/49 | 2,368 | 2,662 | |||
Prudential Financial Inc. | 4.350% | 2/25/50 | 2,800 | 3,335 | |||
Prudential Financial Inc. | 3.700% | 3/13/51 | 4,289 | 4,666 | |||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 850 | 959 | |||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 770 | 1,153 | |||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,050 | 1,582 | |||
Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,765 | 2,587 | |||
Travelers Cos. Inc. | 5.350% | 11/1/40 | 1,780 | 2,478 | |||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 1,863 | 2,425 | |||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 925 | 1,173 | |||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 1,405 | 1,655 | |||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 750 | 917 | |||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 1,000 | 1,241 | |||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,600 | 2,007 | |||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 1,445 | 1,419 | |||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 2,053 | 3,026 | |||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 4,286 | 5,581 | |||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 2,920 | 4,141 | |||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 1,565 | 2,374 | |||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 1,425 | 2,174 | |||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 3,136 | 4,915 | |||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 6,145 | 7,119 | |||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 1,765 | 1,861 | |||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 325 | 473 | |||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 1,075 | 1,571 | |||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 2,192 | 2,835 | |||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,885 | 2,351 | |||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 2,780 | 3,330 | |||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 2,008 | 2,498 | |||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 3,060 | 4,122 | |||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 1,129 | 1,408 | |||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 2,277 | 2,885 | |||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 2,495 | 2,943 | |||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 4,374 | 5,568 | |||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 3,350 | 4,431 | |||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 1,360 | 1,612 | |||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 3,395 | 3,571 | |||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 1,920 | 2,333 | |||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 1,730 | 1,833 | |||
Unum Group | 5.750% | 8/15/42 | 1,050 | 1,109 | |||
Unum Group | 4.500% | 12/15/49 | 1,100 | 998 | |||
Voya Financial Inc. | 5.700% | 7/15/43 | 1,225 | 1,568 | |||
Voya Financial Inc. | 4.800% | 6/15/46 | 700 | 827 | |||
Willis North America Inc. | 5.050% | 9/15/48 | 1,275 | 1,626 | |||
Willis North America Inc. | 3.875% | 9/15/49 | 1,150 | 1,266 | |||
WR Berkley Corp. | 4.750% | 8/1/44 | 1,205 | 1,410 | |||
XLIT Ltd. | 5.250% | 12/15/43 | 950 | 1,284 | |||
XLIT Ltd. | 5.500% | 3/31/45 | 1,150 | 1,528 | |||
Real Estate Investment Trusts (0.6%) | |||||||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 1,475 | 1,802 | |||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 1,366 | 1,699 | |||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 2,065 | 2,303 | |||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 950 | 1,248 | |||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 2,050 | 2,475 | |||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 500 | 524 | |||
AvalonBay Communities Inc. | 2.450% | 1/15/31 | 1,005 | 1,070 | |||
AvalonBay Communities Inc. | 3.900% | 10/15/46 | 1,140 | 1,383 | |||
AvalonBay Communities Inc. | 4.150% | 7/1/47 | 775 | 971 |
84
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
AvalonBay Communities Inc. | 4.350% | 4/15/48 | 360 | 463 | |||
Boston Properties LP | 3.250% | 1/30/31 | 3,005 | 3,227 | |||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 1,500 | 1,525 | |||
Camden Property Trust | 3.350% | 11/1/49 | 750 | 807 | |||
Duke Realty LP | 3.050% | 3/1/50 | 750 | 780 | |||
ERP Operating LP | 4.500% | 7/1/44 | 1,095 | 1,417 | |||
ERP Operating LP | 4.500% | 6/1/45 | 700 | 903 | |||
ERP Operating LP | 4.000% | 8/1/47 | 725 | 896 | |||
Essex Portfolio LP | 2.650% | 3/15/32 | 2,795 | 2,963 | |||
Essex Portfolio LP | 4.500% | 3/15/48 | 1,180 | 1,494 | |||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 2,045 | 2,269 | |||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 1,450 | 1,488 | |||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,075 | 1,520 | |||
Kimco Realty Corp. | 4.250% | 4/1/45 | 1,375 | 1,345 | |||
Kimco Realty Corp. | 4.125% | 12/1/46 | 1,250 | 1,224 | |||
Kimco Realty Corp. | 4.450% | 9/1/47 | 1,425 | 1,476 | |||
Kimco Realty Corp. | 3.700% | 10/1/49 | 175 | 161 | |||
Mid-America Apartments LP | 2.750% | 3/15/30 | 3 | 3 | |||
National Retail Properties Inc. | 4.800% | 10/15/48 | 950 | 1,029 | |||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 1 | 1 | |||
Prologis LP | 4.375% | 9/15/48 | 1,000 | 1,337 | |||
Prologis LP | 3.000% | 4/15/50 | 2,320 | 2,432 | |||
Realty Income Corp. | 3.250% | 1/15/31 | 570 | 617 | |||
Realty Income Corp. | 4.650% | 3/15/47 | 2,281 | 2,811 | |||
Regency Centers LP | 4.400% | 2/1/47 | 1,170 | 1,279 | |||
Regency Centers LP | 4.650% | 3/15/49 | 830 | 945 | |||
Simon Property Group LP | 6.750% | 2/1/40 | 887 | 1,244 | |||
Simon Property Group LP | 4.750% | 3/15/42 | 555 | 634 | |||
Simon Property Group LP | 4.250% | 10/1/44 | 1,895 | 2,022 | |||
Simon Property Group LP | 4.250% | 11/30/46 | 1,900 | 2,054 | |||
Simon Property Group LP | 3.250% | 9/13/49 | 2,425 | 2,292 | |||
UDR Inc. | 3.000% | 8/15/31 | 1,220 | 1,300 | |||
UDR Inc. | 3.100% | 11/1/34 | 675 | 721 | |||
Ventas Realty LP | 4.750% | 11/15/30 | 1,275 | 1,435 | |||
Ventas Realty LP | 5.700% | 9/30/43 | 1,070 | 1,231 | |||
Ventas Realty LP | 4.375% | 2/1/45 | 325 | 332 | |||
Ventas Realty LP | 4.875% | 4/15/49 | 1,100 | 1,208 | |||
Welltower Inc. | 2.750% | 1/15/31 | 1,500 | 1,485 | |||
Welltower Inc. | 6.500% | 3/15/41 | 1,000 | 1,284 | |||
Welltower Inc. | 4.950% | 9/1/48 | 1,100 | 1,262 | |||
1,059,376 | |||||||
Industrial (36.6%) | |||||||
Basic Industry (1.9%) | |||||||
Air Products & Chemicals Inc. | 2.700% | 5/15/40 | 1,900 | 2,009 | |||
Air Products & Chemicals Inc. | 2.800% | 5/15/50 | 2,700 | 2,858 | |||
Albemarle Corp. | 5.450% | 12/1/44 | 1,025 | 1,078 | |||
Barrick Gold Corp. | 6.450% | 10/15/35 | 845 | 1,147 | |||
Barrick Gold Corp. | 5.250% | 4/1/42 | 1,404 | 1,834 | |||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 3,000 | 3,996 | |||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 2,016 | 2,819 | |||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 2,157 | 2,870 | |||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 2,830 | 3,502 | |||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 5,721 | 7,851 | |||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 1,500 | 1,551 | |||
Dow Chemical Co. | 4.250% | 10/1/34 | 2,425 | 2,707 | |||
Dow Chemical Co. | 9.400% | 5/15/39 | 2,917 | 4,876 | |||
Dow Chemical Co. | 5.250% | 11/15/41 | 1,733 | 2,135 | |||
Dow Chemical Co. | 4.375% | 11/15/42 | 1,424 | 1,578 | |||
Dow Chemical Co. | 4.625% | 10/1/44 | 1,000 | 1,158 | |||
Dow Chemical Co. | 5.550% | 11/30/48 | 2,550 | 3,328 | |||
Dow Chemical Co. | 4.800% | 5/15/49 | 2,150 | 2,564 | |||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 4,920 | 6,204 | |||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 4,594 | 6,082 |
85
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 1,615 | 1,842 | |||
Eastman Chemical Co. | 4.650% | 10/15/44 | 1,420 | 1,631 | |||
Ecolab Inc. | 3.950% | 12/1/47 | 3,664 | 4,570 | |||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 500 | 520 | |||
FMC Corp. | 4.500% | 10/1/49 | 1,400 | 1,661 | |||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 1,394 | 2,223 | |||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 1,555 | 1,666 | |||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 2,100 | 2,453 | |||
International Paper Co. | 5.000% | 9/15/35 | 2,459 | 3,061 | |||
International Paper Co. | 7.300% | 11/15/39 | 2,835 | 3,982 | |||
International Paper Co. | 6.000% | 11/15/41 | 1,695 | 2,212 | |||
International Paper Co. | 4.800% | 6/15/44 | 1,517 | 1,805 | |||
International Paper Co. | 5.150% | 5/15/46 | 1,000 | 1,246 | |||
International Paper Co. | 4.400% | 8/15/47 | 3,435 | 4,010 | |||
International Paper Co. | 4.350% | 8/15/48 | 2,000 | 2,349 | |||
Lubrizol Corp. | 6.500% | 10/1/34 | 675 | 1,060 | |||
LYB International Finance BV | 5.250% | 7/15/43 | 1,905 | 2,289 | |||
LYB International Finance BV | 4.875% | 3/15/44 | 2,000 | 2,339 | |||
LYB International Finance III LLC | 4.200% | 10/15/49 | 370 | 396 | |||
LYB International Finance III LLC | 4.200% | 5/1/50 | 4,315 | 4,633 | |||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 2,350 | 2,612 | |||
Mosaic Co. | 5.450% | 11/15/33 | 1,000 | 1,054 | |||
Mosaic Co. | 4.875% | 11/15/41 | 1,050 | 1,049 | |||
Mosaic Co. | 5.625% | 11/15/43 | 1,050 | 1,132 | |||
Newmont Corp. | 2.250% | 10/1/30 | 1,950 | 1,975 | |||
Newmont Corp. | 5.875% | 4/1/35 | 1,160 | 1,607 | |||
Newmont Corp. | 6.250% | 10/1/39 | 2,700 | 3,782 | |||
Newmont Corp. | 4.875% | 3/15/42 | 4,750 | 6,082 | |||
Newmont Corp. | 5.450% | 6/9/44 | 1,000 | 1,329 | |||
Nucor Corp. | 6.400% | 12/1/37 | 2,150 | 2,982 | |||
Nucor Corp. | 5.200% | 8/1/43 | 1,682 | 2,162 | |||
Nucor Corp. | 4.400% | 5/1/48 | 1,600 | 1,921 | |||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,400 | 1,567 | |||
Nutrien Ltd. | 5.875% | 12/1/36 | 1,090 | 1,330 | |||
Nutrien Ltd. | 5.625% | 12/1/40 | 1,505 | 1,834 | |||
Nutrien Ltd. | 6.125% | 1/15/41 | 1,185 | 1,515 | |||
Nutrien Ltd. | 4.900% | 6/1/43 | 1,475 | 1,729 | |||
Nutrien Ltd. | 5.250% | 1/15/45 | 1,390 | 1,715 | |||
Nutrien Ltd. | 5.000% | 4/1/49 | 2,050 | 2,623 | |||
Packaging Corp. of America | 4.050% | 12/15/49 | 955 | 1,139 | |||
Praxair Inc. | 3.550% | 11/7/42 | 2,128 | 2,382 | |||
Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | 1,292 | 1,869 | |||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 150 | 211 | |||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 2,650 | 3,786 | |||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 1,181 | 1,636 | |||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,550 | 2,066 | |||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 2,536 | 3,168 | |||
RPM International Inc. | 5.250% | 6/1/45 | 1,000 | 1,157 | |||
RPM International Inc. | 4.250% | 1/15/48 | 1,225 | 1,224 | |||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 1,660 | 1,949 | |||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 4,866 | 5,906 | |||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 1,800 | 1,982 | |||
Southern Copper Corp. | 7.500% | 7/27/35 | 2,525 | 3,526 | |||
Southern Copper Corp. | 6.750% | 4/16/40 | 3,693 | 4,978 | |||
Southern Copper Corp. | 5.250% | 11/8/42 | 3,118 | 3,676 | |||
Southern Copper Corp. | 5.875% | 4/23/45 | 1,705 | 2,187 | |||
3 | Teck Resources Ltd. | 3.900% | 7/15/30 | 500 | 500 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 2,100 | 2,394 | |||
Teck Resources Ltd. | 6.000% | 8/15/40 | 1,450 | 1,522 | |||
Teck Resources Ltd. | 6.250% | 7/15/41 | 2,920 | 3,170 | |||
Teck Resources Ltd. | 5.400% | 2/1/43 | 250 | 247 | |||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 1,908 | 2,678 | |||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 5,996 | 7,840 | |||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 2,700 | 3,520 |
86
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Vale SA | 5.625% | 9/11/42 | 1,485 | 1,715 | |||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 1,500 | 1,584 | |||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 1,555 | 1,500 | |||
WestRock MWV LLC | 7.950% | 2/15/31 | 800 | 1,114 | |||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 1,508 | 2,067 | |||
WRKCO Inc. | 4.200% | 6/1/32 | 2,000 | 2,328 | |||
WRKCo Inc. | 3.000% | 6/15/33 | 500 | 518 | |||
Capital Goods (3.1%) | |||||||
3M Co. | 5.700% | 3/15/37 | 1,000 | 1,391 | |||
3M Co. | 3.875% | 6/15/44 | 520 | 627 | |||
3M Co. | 3.125% | 9/19/46 | 2,575 | 2,778 | |||
3M Co. | 3.625% | 10/15/47 | 2,320 | 2,677 | |||
3M Co. | 4.000% | 9/14/48 | 1,125 | 1,393 | |||
3M Co. | 3.250% | 8/26/49 | 1,175 | 1,290 | |||
3M Co. | 3.700% | 4/15/50 | 2,198 | 2,614 | |||
ABB Finance USA Inc. | 4.375% | 5/8/42 | 1,951 | 2,456 | |||
Boeing Co. | 6.125% | 2/15/33 | 1,170 | 1,376 | |||
Boeing Co. | 3.600% | 5/1/34 | 3,550 | 3,353 | |||
Boeing Co. | 3.250% | 2/1/35 | 1,000 | 910 | |||
Boeing Co. | 6.625% | 2/15/38 | 925 | 1,119 | |||
Boeing Co. | 3.550% | 3/1/38 | 550 | 501 | |||
Boeing Co. | 3.500% | 3/1/39 | 1,275 | 1,124 | |||
Boeing Co. | 6.875% | 3/15/39 | 1,238 | 1,558 | |||
Boeing Co. | 5.875% | 2/15/40 | 1,190 | 1,384 | |||
Boeing Co. | 5.705% | 5/1/40 | 15,305 | 17,439 | |||
Boeing Co. | 3.375% | 6/15/46 | 1,320 | 1,095 | |||
Boeing Co. | 3.650% | 3/1/47 | 4,350 | 3,786 | |||
Boeing Co. | 3.625% | 3/1/48 | 1,450 | 1,271 | |||
Boeing Co. | 3.850% | 11/1/48 | 1,270 | 1,133 | |||
Boeing Co. | 3.900% | 5/1/49 | 2,650 | 2,410 | |||
Boeing Co. | 3.750% | 2/1/50 | 150 | 138 | |||
Boeing Co. | 5.805% | 5/1/50 | 10,880 | 12,826 | |||
Boeing Co. | 3.825% | 3/1/59 | 1,000 | 863 | |||
Boeing Co. | 3.950% | 8/1/59 | 650 | 568 | |||
Boeing Co. | 5.930% | 5/1/60 | 4,790 | 5,621 | |||
3 | Carrier Global Corp. | 2.700% | 2/15/31 | 2,000 | 1,982 | ||
3 | Carrier Global Corp. | 3.377% | 4/5/40 | 1,400 | 1,353 | ||
3 | Carrier Global Corp. | 3.577% | 4/5/50 | 5,821 | 5,673 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 1,100 | 1,487 | |||
Caterpillar Inc. | 6.050% | 8/15/36 | 1,390 | 1,997 | |||
Caterpillar Inc. | 5.200% | 5/27/41 | 2,482 | 3,436 | |||
Caterpillar Inc. | 3.803% | 8/15/42 | 1,136 | 1,357 | |||
Caterpillar Inc. | 3.250% | 9/19/49 | 1,810 | 1,992 | |||
Caterpillar Inc. | 3.250% | 4/9/50 | 4,100 | 4,561 | |||
Caterpillar Inc. | 4.750% | 5/15/64 | 2,511 | 3,482 | |||
Crane Co. | 4.200% | 3/15/48 | 1,150 | 1,126 | |||
Deere & Co. | 3.900% | 6/9/42 | 2,706 | 3,377 | |||
Deere & Co. | 2.875% | 9/7/49 | 2,400 | 2,546 | |||
Deere & Co. | 3.750% | 4/15/50 | 2,375 | 2,922 | |||
Dover Corp. | 5.375% | 10/15/35 | 1,275 | 1,683 | |||
Dover Corp. | 5.375% | 3/1/41 | 1,050 | 1,317 | |||
Eaton Corp. | 4.000% | 11/2/32 | 2,100 | 2,467 | |||
Eaton Corp. | 4.150% | 11/2/42 | 733 | 868 | |||
Eaton Corp. | 3.915% | 9/15/47 | 1,050 | 1,209 | |||
Emerson Electric Co. | 1.950% | 10/15/30 | 1,500 | 1,536 | |||
Emerson Electric Co. | 2.750% | 10/15/50 | 1,575 | 1,580 | |||
Fortive Corp. | 4.300% | 6/15/46 | 1,231 | 1,382 | |||
General Dynamics Corp. | 4.250% | 4/1/40 | 2,200 | 2,721 | |||
General Dynamics Corp. | 3.600% | 11/15/42 | 1,330 | 1,535 | |||
General Dynamics Corp. | 4.250% | 4/1/50 | 2,025 | 2,626 | |||
General Electric Co. | 6.750% | 3/15/32 | 6,827 | 8,336 | |||
General Electric Co. | 6.150% | 8/7/37 | 3,034 | 3,506 | |||
General Electric Co. | 5.875% | 1/14/38 | 7,388 | 8,311 |
87
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
General Electric Co. | 6.875% | 1/10/39 | 1,295 | 1,581 | |||
General Electric Co. | 4.250% | 5/1/40 | 4,250 | 4,175 | |||
General Electric Co. | 4.125% | 10/9/42 | 4,485 | 4,228 | |||
General Electric Co. | 4.500% | 3/11/44 | 2,326 | 2,303 | |||
General Electric Co. | 4.350% | 5/1/50 | 9,300 | 9,184 | |||
Honeywell International Inc. | 5.700% | 3/15/36 | 985 | 1,386 | |||
Honeywell International Inc. | 5.700% | 3/15/37 | 1,165 | 1,663 | |||
Honeywell International Inc. | 5.375% | 3/1/41 | 1,345 | 1,931 | |||
Honeywell International Inc. | 3.812% | 11/21/47 | 1,550 | 1,907 | |||
Honeywell International Inc. | 2.800% | 6/1/50 | 1,500 | 1,597 | |||
Howmet Aerospace Inc. | 5.950% | 2/1/37 | 1,000 | 1,030 | |||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 2,358 | 3,170 | |||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 2,528 | 3,101 | |||
Ingersoll-Rand Luxembourg Finance SA | 4.650% | 11/1/44 | 825 | 962 | |||
Ingersoll-Rand Luxembourg Finance SA | 4.500% | 3/21/49 | 150 | 181 | |||
Johnson Controls International plc | 6.000% | 1/15/36 | 609 | 782 | |||
Johnson Controls International plc | 4.625% | 7/2/44 | 2,025 | 2,306 | |||
Johnson Controls International plc | 5.125% | 9/14/45 | 303 | 375 | |||
Johnson Controls International plc | 4.500% | 2/15/47 | 950 | 1,082 | |||
Johnson Controls International plc | 4.950% | 7/2/64 | 1,754 | 2,098 | |||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 1,075 | 1,387 | |||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 1,045 | 1,495 | |||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 1,320 | 1,731 | |||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 1,675 | 1,997 | |||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 1,300 | 1,686 | |||
Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,109 | 1,666 | |||
Lockheed Martin Corp. | 5.720% | 6/1/40 | 1,564 | 2,316 | |||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 4,045 | 5,189 | |||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 3,957 | 4,792 | |||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 4,897 | 6,717 | |||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 2,175 | 2,283 | |||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 3,861 | 5,051 | |||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 2,100 | 2,285 | |||
Masco Corp. | 4.500% | 5/15/47 | 924 | 977 | |||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 2,000 | 2,640 | |||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 3,007 | 3,908 | |||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 3,486 | 4,092 | |||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 6,805 | 8,219 | |||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 1,400 | 2,002 | |||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 965 | 1,442 | |||
3 | Otis Worldwide Corp. | 3.112% | 2/15/40 | 1,375 | 1,394 | ||
3 | Otis Worldwide Corp. | 3.362% | 2/15/50 | 2,175 | 2,287 | ||
Owens Corning | 7.000% | 12/1/36 | 505 | 651 | |||
Owens Corning | 4.300% | 7/15/47 | 1,825 | 1,836 | |||
Owens Corning | 4.400% | 1/30/48 | 1,400 | 1,439 | |||
Parker-Hannifin Corp. | 4.200% | 11/21/34 | 1,875 | 2,230 | |||
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 1,110 | 1,521 | |||
Parker-Hannifin Corp. | 4.450% | 11/21/44 | 1,035 | 1,233 | |||
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 2,030 | 2,343 | |||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 925 | 1,061 | |||
Precision Castparts Corp. | 3.900% | 1/15/43 | 600 | 657 | |||
Precision Castparts Corp. | 4.375% | 6/15/45 | 1,474 | 1,767 | |||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 2,000 | 2,074 | |||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 2,500 | 3,590 | |||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 2,250 | 3,261 | |||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 3,100 | 3,788 | |||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 4,829 | 6,711 | |||
3 | Raytheon Technologies Corp. | 4.875% | 10/15/40 | 1,975 | 2,511 | ||
3 | Raytheon Technologies Corp. | 4.700% | 12/15/41 | 1,125 | 1,359 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 9,500 | 11,784 | |||
3 | Raytheon Technologies Corp. | 4.800% | 12/15/43 | 1,075 | 1,375 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 2,399 | 2,881 |
88
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 2,300 | 2,622 | |||
3 | Raytheon Technologies Corp. | 4.350% | 4/15/47 | 3,330 | 4,000 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 1,000 | 1,190 | |||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 5,000 | 6,467 | |||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 2,000 | 2,138 | |||
Republic Services Inc. | 6.200% | 3/1/40 | 1,160 | 1,682 | |||
Republic Services Inc. | 5.700% | 5/15/41 | 1,280 | 1,787 | |||
Republic Services Inc. | 3.050% | 3/1/50 | 975 | 1,008 | |||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 1,850 | 2,315 | |||
Snap-on Inc. | 4.100% | 3/1/48 | 1,195 | 1,425 | |||
Snap-on Inc. | 3.100% | 5/1/50 | 1,000 | 1,025 | |||
Sonoco Products Co. | 5.750% | 11/1/40 | 1,600 | 1,981 | |||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 575 | 760 | |||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 1,800 | 2,445 | |||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 1,815 | 2,404 | |||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 700 | 805 | |||
Valmont Industries Inc. | 5.000% | 10/1/44 | 1,475 | 1,508 | |||
Valmont Industries Inc. | 5.250% | 10/1/54 | 700 | 713 | |||
Vulcan Materials Co. | 4.500% | 6/15/47 | 2,485 | 2,750 | |||
Waste Connections Inc. | 3.050% | 4/1/50 | 1,250 | 1,261 | |||
Waste Management Inc. | 3.900% | 3/1/35 | 1,940 | 2,288 | |||
Waste Management Inc. | 4.000% | 7/15/39 | 981 | 1,010 | |||
Waste Management Inc. | 4.100% | 3/1/45 | 2,053 | 2,452 | |||
Waste Management Inc. | 4.150% | 7/15/49 | 2,905 | 3,616 | |||
WW Grainger Inc. | 4.600% | 6/15/45 | 2,870 | 3,595 | |||
WW Grainger Inc. | 3.750% | 5/15/46 | 1,235 | 1,367 | |||
WW Grainger Inc. | 4.200% | 5/15/47 | 886 | 1,042 | |||
Xylem Inc. | 2.250% | 1/30/31 | 1,300 | 1,301 | |||
Xylem Inc. | 4.375% | 11/1/46 | 1,225 | 1,339 | |||
Communication (7.2%) | |||||||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 1,550 | 1,999 | |||
America Movil SAB de CV | 6.375% | 3/1/35 | 3,385 | 4,890 | |||
America Movil SAB de CV | 6.125% | 11/15/37 | 1,000 | 1,408 | |||
America Movil SAB de CV | 6.125% | 3/30/40 | 2,890 | 4,127 | |||
America Movil SAB de CV | 4.375% | 7/16/42 | 5,226 | 6,370 | |||
America Movil SAB de CV | 4.375% | 4/22/49 | 2,950 | 3,589 | |||
American Tower Corp. | 3.700% | 10/15/49 | 1,675 | 1,832 | |||
American Tower Corp. | 3.100% | 6/15/50 | 2,000 | 1,948 | |||
AT&T Inc. | 2.750% | 6/1/31 | 5,975 | 6,159 | |||
AT&T Inc. | 6.150% | 9/15/34 | 550 | 748 | |||
AT&T Inc. | 4.500% | 5/15/35 | 6,509 | 7,665 | |||
AT&T Inc. | 5.250% | 3/1/37 | 8,675 | 10,664 | |||
AT&T Inc. | 4.900% | 8/15/37 | 2,500 | 2,977 | |||
AT&T Inc. | 6.550% | 2/15/39 | 100 | 137 | |||
AT&T Inc. | 4.850% | 3/1/39 | 6,416 | 7,779 | |||
AT&T Inc. | 6.350% | 3/15/40 | 1,960 | 2,657 | |||
AT&T Inc. | 6.100% | 7/15/40 | 440 | 593 | |||
AT&T Inc. | 6.000% | 8/15/40 | 3,648 | 4,906 | |||
AT&T Inc. | 5.350% | 9/1/40 | 5,825 | 7,244 | |||
AT&T Inc. | 6.375% | 3/1/41 | 4,322 | 6,134 | |||
AT&T Inc. | 3.500% | 6/1/41 | 6,000 | 6,203 | |||
AT&T Inc. | 5.550% | 8/15/41 | 4,264 | 5,395 | |||
AT&T Inc. | 5.375% | 10/15/41 | 2,116 | 2,615 | |||
AT&T Inc. | 5.150% | 3/15/42 | 3,265 | 4,042 | |||
AT&T Inc. | 4.900% | 6/15/42 | 1,270 | 1,529 | |||
AT&T Inc. | 4.300% | 12/15/42 | 5,665 | 6,266 | |||
AT&T Inc. | 5.350% | 12/15/43 | 2,100 | 2,582 | |||
AT&T Inc. | 4.650% | 6/1/44 | 1,482 | 1,710 | |||
AT&T Inc. | 4.800% | 6/15/44 | 6,875 | 8,003 | |||
AT&T Inc. | 4.350% | 6/15/45 | 8,317 | 9,253 | |||
AT&T Inc. | 4.850% | 7/15/45 | 1,578 | 1,839 | |||
AT&T Inc. | 4.750% | 5/15/46 | 9,806 | 11,612 | |||
AT&T Inc. | 5.150% | 11/15/46 | 6,695 | 8,208 |
89
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
AT&T Inc. | 5.450% | 3/1/47 | 8,345 | 10,935 | |||
AT&T Inc. | 4.500% | 3/9/48 | 10,637 | 12,525 | |||
AT&T Inc. | 4.550% | 3/9/49 | 6,479 | 7,632 | |||
AT&T Inc. | 5.150% | 2/15/50 | 3,900 | 4,994 | |||
AT&T Inc. | 3.650% | 6/1/51 | 9,000 | 9,176 | |||
AT&T Inc. | 5.700% | 3/1/57 | 2,550 | 3,469 | |||
AT&T Inc. | 5.300% | 8/15/58 | 1,850 | 2,358 | |||
AT&T Inc. | 3.850% | 6/1/60 | 2,000 | 2,069 | |||
Bell Canada Inc. | 4.300% | 7/29/49 | 5,090 | 6,237 | |||
British Telecommunications plc | 9.625% | 12/15/30 | 5,890 | 9,628 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.800% | 4/1/31 | 5,000 | 5,074 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.384% | 10/23/35 | 5,339 | 7,046 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/38 | 2,675 | 3,249 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 8,697 | 11,521 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 6,248 | 7,357 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 6,050 | 7,508 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 3,700 | 4,274 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 5,112 | 5,652 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.700% | 4/1/51 | 4,000 | 3,918 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 1,360 | 1,831 | |||
Comcast Corp. | 4.250% | 10/15/30 | 3,986 | 4,873 | |||
Comcast Corp. | 1.950% | 1/15/31 | 4,600 | 4,683 | |||
Comcast Corp. | 4.250% | 1/15/33 | 4,789 | 5,902 | |||
Comcast Corp. | 7.050% | 3/15/33 | 1,905 | 2,893 | |||
Comcast Corp. | 4.200% | 8/15/34 | 2,855 | 3,525 | |||
Comcast Corp. | 5.650% | 6/15/35 | 1,100 | 1,564 | |||
Comcast Corp. | 4.400% | 8/15/35 | 2,900 | 3,655 | |||
Comcast Corp. | 6.500% | 11/15/35 | 3,645 | 5,548 | |||
Comcast Corp. | 3.200% | 7/15/36 | 2,000 | 2,181 | |||
Comcast Corp. | 6.450% | 3/15/37 | 3,025 | 4,498 | |||
Comcast Corp. | 6.950% | 8/15/37 | 1,988 | 3,127 | |||
Comcast Corp. | 3.900% | 3/1/38 | 3,750 | 4,449 | |||
Comcast Corp. | 6.400% | 5/15/38 | 1,431 | 2,122 | |||
Comcast Corp. | 4.600% | 10/15/38 | 4,120 | 5,241 | |||
Comcast Corp. | 6.550% | 7/1/39 | 100 | 153 | |||
Comcast Corp. | 3.250% | 11/1/39 | 4,240 | 4,640 | |||
Comcast Corp. | 6.400% | 3/1/40 | 1,406 | 2,149 | |||
Comcast Corp. | 3.750% | 4/1/40 | 3,000 | 3,504 | |||
Comcast Corp. | 4.650% | 7/15/42 | 3,730 | 4,828 | |||
Comcast Corp. | 4.500% | 1/15/43 | 1,670 | 2,155 | |||
Comcast Corp. | 4.750% | 3/1/44 | 3,251 | 4,285 | |||
Comcast Corp. | 4.600% | 8/15/45 | 5,150 | 6,657 | |||
Comcast Corp. | 3.400% | 7/15/46 | 4,074 | 4,509 | |||
Comcast Corp. | 4.000% | 8/15/47 | 2,000 | 2,400 | |||
Comcast Corp. | 3.969% | 11/1/47 | 8,334 | 10,016 | |||
Comcast Corp. | 4.000% | 3/1/48 | 1,250 | 1,524 | |||
Comcast Corp. | 4.700% | 10/15/48 | 3,600 | 4,821 | |||
Comcast Corp. | 3.999% | 11/1/49 | 8,072 | 9,785 | |||
Comcast Corp. | 3.450% | 2/1/50 | 5,000 | 5,715 | |||
Comcast Corp. | 2.800% | 1/15/51 | 6,000 | 6,084 | |||
Comcast Corp. | 4.049% | 11/1/52 | 1,418 | 1,729 | |||
Comcast Corp. | 4.950% | 10/15/58 | 6,125 | 8,705 | |||
Crown Castle International Corp. | 3.300% | 7/1/30 | 2,000 | 2,183 | |||
Crown Castle International Corp. | 4.750% | 5/15/47 | 1,533 | 1,894 |
90
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 1,175 | 1,556 | |||
Crown Castle International Corp. | 4.150% | 7/1/50 | 700 | 792 | |||
Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 200 | 328 | |||
Discovery Communications LLC | 5.000% | 9/20/37 | 3,467 | 4,037 | |||
Discovery Communications LLC | 6.350% | 6/1/40 | 2,590 | 3,483 | |||
Discovery Communications LLC | 4.875% | 4/1/43 | 3,480 | 3,972 | |||
Discovery Communications LLC | 5.200% | 9/20/47 | 1,880 | 2,185 | |||
Discovery Communications LLC | 5.300% | 5/15/49 | 2,489 | 2,984 | |||
Discovery Communications LLC | 4.650% | 5/15/50 | 3,000 | 3,409 | |||
Fox Corp. | 5.476% | 1/25/39 | 3,485 | 4,656 | |||
Fox Corp. | 5.576% | 1/25/49 | 4,200 | 5,838 | |||
Grupo Televisa SAB | 8.500% | 3/11/32 | 685 | 997 | |||
Grupo Televisa SAB | 6.625% | 1/15/40 | 1,328 | 1,716 | |||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,000 | 1,104 | |||
Grupo Televisa SAB | 6.125% | 1/31/46 | 2,125 | 2,710 | |||
Grupo Televisa SAB | 5.250% | 5/24/49 | 2,900 | 3,352 | |||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 1,400 | 1,555 | |||
Koninklijke KPN NV | 8.375% | 10/1/30 | 2,000 | 2,868 | |||
Moody's Corp. | 5.250% | 7/15/44 | 2,000 | 2,811 | |||
Moody's Corp. | 3.250% | 5/20/50 | 1,300 | 1,406 | |||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 2,440 | 3,747 | |||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 3,676 | 5,399 | |||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 3,900 | 4,912 | |||
Orange SA | 9.000% | 3/1/31 | 7,989 | 12,976 | |||
Orange SA | 5.375% | 1/13/42 | 900 | 1,247 | |||
Orange SA | 5.500% | 2/6/44 | 1,916 | 2,765 | |||
Rogers Communications Inc. | 7.500% | 8/15/38 | 1,000 | 1,492 | |||
Rogers Communications Inc. | 4.500% | 3/15/43 | 2,100 | 2,559 | |||
Rogers Communications Inc. | 5.000% | 3/15/44 | 2,049 | 2,639 | |||
Rogers Communications Inc. | 4.300% | 2/15/48 | 575 | 690 | |||
Rogers Communications Inc. | 4.350% | 5/1/49 | 5,397 | 6,602 | |||
Rogers Communications Inc. | 3.700% | 11/15/49 | 1,040 | 1,137 | |||
S&P Global Inc. | 4.500% | 5/15/48 | 1,400 | 1,842 | |||
S&P Global Inc. | 3.250% | 12/1/49 | 1,672 | 1,846 | |||
3 | T-Mobile USA Inc. | 2.550% | 2/15/31 | 3,000 | 2,990 | ||
3 | T-Mobile USA Inc. | 4.375% | 4/15/40 | 5,025 | 5,738 | ||
3 | T-Mobile USA Inc. | 4.500% | 4/15/50 | 7,950 | 9,274 | ||
Telefonica Emisiones SAU | 7.045% | 6/20/36 | 6,220 | 8,981 | |||
Telefonica Emisiones SAU | 4.665% | 3/6/38 | 2,191 | 2,610 | |||
Telefonica Emisiones SAU | 5.213% | 3/8/47 | 6,622 | 8,311 | |||
Telefonica Emisiones SAU | 4.895% | 3/6/48 | 2,747 | 3,288 | |||
Telefonica Emisiones SAU | 5.520% | 3/1/49 | 3,325 | 4,349 | |||
Telefonica Europe BV | 8.250% | 9/15/30 | 3,769 | 5,750 | |||
TELUS Corp. | 4.600% | 11/16/48 | 1,000 | 1,235 | |||
TELUS Corp. | 4.300% | 6/15/49 | 1,100 | 1,299 | |||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 1,224 | 1,541 | |||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 1,365 | 1,715 | |||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 600 | 806 | |||
Time Warner Cable LLC | 6.550% | 5/1/37 | 750 | 986 | |||
Time Warner Cable LLC | 7.300% | 7/1/38 | 4,000 | 5,553 | |||
Time Warner Cable LLC | 6.750% | 6/15/39 | 5,259 | 6,984 | |||
Time Warner Cable LLC | 5.875% | 11/15/40 | 3,738 | 4,603 | |||
Time Warner Cable LLC | 5.500% | 9/1/41 | 4,199 | 5,086 | |||
Time Warner Cable LLC | 4.500% | 9/15/42 | 2,600 | 2,787 | |||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 2,536 | 3,810 | |||
Verizon Communications Inc. | 4.500% | 8/10/33 | 4,626 | 5,739 | |||
Verizon Communications Inc. | 6.400% | 9/15/33 | 610 | 873 | |||
Verizon Communications Inc. | 4.400% | 11/1/34 | 9,719 | 11,967 | |||
Verizon Communications Inc. | 4.272% | 1/15/36 | 8,528 | 10,549 | |||
Verizon Communications Inc. | 5.250% | 3/16/37 | 8,353 | 11,237 | |||
Verizon Communications Inc. | 4.812% | 3/15/39 | 4,175 | 5,448 | |||
Verizon Communications Inc. | 4.750% | 11/1/41 | 1,960 | 2,558 | |||
Verizon Communications Inc. | 3.850% | 11/1/42 | 2,520 | 2,991 | |||
Verizon Communications Inc. | 4.125% | 8/15/46 | 4,500 | 5,527 |
91
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 11,750 | 15,970 | |||
Verizon Communications Inc. | 5.500% | 3/16/47 | 200 | 294 | |||
Verizon Communications Inc. | 4.522% | 9/15/48 | 12,267 | 16,185 | |||
Verizon Communications Inc. | 5.012% | 4/15/49 | 7,080 | 9,729 | |||
Verizon Communications Inc. | 4.000% | 3/22/50 | 3,500 | 4,380 | |||
Verizon Communications Inc. | 5.012% | 8/21/54 | 721 | 1,032 | |||
Verizon Communications Inc. | 4.672% | 3/15/55 | 7,000 | 9,374 | |||
ViacomCBS Inc. | 7.875% | 7/30/30 | 2,303 | 3,271 | |||
ViacomCBS Inc. | 4.950% | 1/15/31 | 4,350 | 5,092 | |||
ViacomCBS Inc. | 4.200% | 5/19/32 | 3,000 | 3,341 | |||
ViacomCBS Inc. | 5.500% | 5/15/33 | 1,000 | 1,198 | |||
ViacomCBS Inc. | 6.875% | 4/30/36 | 3,155 | 4,265 | |||
ViacomCBS Inc. | 5.900% | 10/15/40 | 1,363 | 1,619 | |||
ViacomCBS Inc. | 4.850% | 7/1/42 | 1,686 | 1,790 | |||
ViacomCBS Inc. | 4.375% | 3/15/43 | 2,123 | 2,215 | |||
ViacomCBS Inc. | 5.850% | 9/1/43 | 3,894 | 4,578 | |||
ViacomCBS Inc. | 4.900% | 8/15/44 | 2,161 | 2,348 | |||
ViacomCBS Inc. | 4.600% | 1/15/45 | 800 | 838 | |||
ViacomCBS Inc. | 4.950% | 5/19/50 | 3,250 | 3,625 | |||
Vodafone Group plc | 6.250% | 11/30/32 | 1,750 | 2,358 | |||
Vodafone Group plc | 6.150% | 2/27/37 | 3,986 | 5,542 | |||
Vodafone Group plc | 5.000% | 5/30/38 | 2,290 | 2,857 | |||
Vodafone Group plc | 4.375% | 2/19/43 | 3,025 | 3,496 | |||
Vodafone Group plc | 5.250% | 5/30/48 | 8,259 | 10,749 | |||
Vodafone Group plc | 4.875% | 6/19/49 | 4,950 | 6,194 | |||
Vodafone Group plc | 4.250% | 9/17/50 | 4,375 | 5,198 | |||
Vodafone Group plc | 5.125% | 6/19/59 | 1,575 | 2,038 | |||
Walt Disney Co. | 2.650% | 1/13/31 | 7,000 | 7,427 | |||
Walt Disney Co. | 7.000% | 3/1/32 | 2,713 | 4,042 | |||
Walt Disney Co. | 6.550% | 3/15/33 | 696 | 1,027 | |||
Walt Disney Co. | 6.200% | 12/15/34 | 3,015 | 4,414 | |||
Walt Disney Co. | 6.400% | 12/15/35 | 3,712 | 5,530 | |||
Walt Disney Co. | 6.150% | 3/1/37 | 1,073 | 1,542 | |||
Walt Disney Co. | 6.650% | 11/15/37 | 200 | 299 | |||
Walt Disney Co. | 4.625% | 3/23/40 | 1,115 | 1,388 | |||
Walt Disney Co. | 3.500% | 5/13/40 | 5,000 | 5,459 | |||
Walt Disney Co. | 6.150% | 2/15/41 | 1,180 | 1,749 | |||
Walt Disney Co. | 4.375% | 8/16/41 | 1,789 | 2,198 | |||
Walt Disney Co. | 4.125% | 12/1/41 | 2,405 | 2,838 | |||
Walt Disney Co. | 3.700% | 12/1/42 | 1,957 | 2,174 | |||
Walt Disney Co. | 5.400% | 10/1/43 | 4,635 | 6,422 | |||
Walt Disney Co. | 4.125% | 6/1/44 | 250 | 299 | |||
Walt Disney Co. | 4.750% | 9/15/44 | 3,222 | 4,077 | |||
Walt Disney Co. | 4.950% | 10/15/45 | 550 | 718 | |||
Walt Disney Co. | 3.000% | 7/30/46 | 1,500 | 1,565 | |||
Walt Disney Co. | 4.750% | 11/15/46 | 600 | 770 | |||
Walt Disney Co. | 2.750% | 9/1/49 | 4,925 | 4,782 | |||
Walt Disney Co. | 4.700% | 3/23/50 | 4,275 | 5,546 | |||
Walt Disney Co. | 3.600% | 1/13/51 | 8,000 | 8,920 | |||
Walt Disney Co. | 3.800% | 5/13/60 | 2,600 | 3,017 | |||
Consumer Cyclical (3.1%) | |||||||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 1,500 | 1,834 | |||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 3,100 | 3,550 | |||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 4,775 | 5,813 | |||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 1,555 | 1,986 | |||
Amazon.com Inc. | 4.800% | 12/5/34 | 3,090 | 4,204 | |||
Amazon.com Inc. | 3.875% | 8/22/37 | 9,054 | 11,179 | |||
Amazon.com Inc. | 4.950% | 12/5/44 | 2,805 | 3,982 | |||
Amazon.com Inc. | 4.050% | 8/22/47 | 5,625 | 7,315 | |||
Amazon.com Inc. | 2.500% | 6/3/50 | 2,000 | 2,026 | |||
Amazon.com Inc. | 4.250% | 8/22/57 | 7,375 | 9,852 | |||
Aptiv plc | 4.400% | 10/1/46 | 275 | 266 | |||
Aptiv plc | 5.400% | 3/15/49 | 975 | 1,027 |
92
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 1,350 | 1,423 | |||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 3,650 | 3,696 | |||
Cummins Inc. | 4.875% | 10/1/43 | 1,375 | 1,796 | |||
Daimler Finance North America LLC | 8.500% | 1/18/31 | 4,188 | 6,333 | |||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 1,000 | 949 | |||
Dollar General Corp. | 4.125% | 4/3/50 | 2,475 | 2,959 | |||
eBay Inc. | 4.000% | 7/15/42 | 1,000 | 1,088 | |||
Ford Foundation | 2.415% | 6/1/50 | 500 | 509 | |||
Ford Foundation | 2.815% | 6/1/70 | 1,000 | 1,036 | |||
General Motors Co. | 5.000% | 4/1/35 | 2,863 | 2,874 | |||
General Motors Co. | 6.600% | 4/1/36 | 2,206 | 2,383 | |||
General Motors Co. | 5.150% | 4/1/38 | 2,655 | 2,569 | |||
General Motors Co. | 6.250% | 10/2/43 | 3,716 | 3,948 | |||
General Motors Co. | 5.200% | 4/1/45 | 4,100 | 3,965 | |||
General Motors Co. | 6.750% | 4/1/46 | 2,698 | 2,943 | |||
General Motors Co. | 5.400% | 4/1/48 | 2,720 | 2,687 | |||
General Motors Co. | 5.950% | 4/1/49 | 1,659 | 1,737 | |||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 805 | 842 | |||
Home Depot Inc. | 5.875% | 12/16/36 | 8,225 | 12,144 | |||
Home Depot Inc. | 3.300% | 4/15/40 | 2,620 | 2,964 | |||
Home Depot Inc. | 5.950% | 4/1/41 | 2,586 | 3,890 | |||
Home Depot Inc. | 4.200% | 4/1/43 | 4,350 | 5,362 | |||
Home Depot Inc. | 4.875% | 2/15/44 | 2,688 | 3,640 | |||
Home Depot Inc. | 4.400% | 3/15/45 | 2,522 | 3,198 | |||
Home Depot Inc. | 4.250% | 4/1/46 | 5,399 | 6,775 | |||
Home Depot Inc. | 3.900% | 6/15/47 | 4,108 | 4,969 | |||
Home Depot Inc. | 4.500% | 12/6/48 | 2,890 | 3,832 | |||
Home Depot Inc. | 3.125% | 12/15/49 | 4,300 | 4,702 | |||
Home Depot Inc. | 3.350% | 4/15/50 | 1,700 | 1,950 | |||
Home Depot Inc. | 3.500% | 9/15/56 | 1,433 | 1,658 | |||
IHC Health Services Inc. | 4.131% | 5/15/48 | 1,075 | 1,393 | |||
JD.com Inc. | 4.125% | 1/14/50 | 900 | 974 | |||
Kohl's Corp. | 5.550% | 7/17/45 | 800 | 703 | |||
Lear Corp. | 5.250% | 5/15/49 | 1,700 | 1,754 | |||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 1,100 | 1,424 | |||
Lowe's Cos. Inc. | 4.650% | 4/15/42 | 3,950 | 4,955 | |||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 1,252 | 1,473 | |||
Lowe's Cos. Inc. | 4.375% | 9/15/45 | 1,300 | 1,546 | |||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 2,054 | 2,290 | |||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 5,140 | 6,018 | |||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 3,475 | 4,365 | |||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 3,340 | 4,610 | |||
Mastercard Inc. | 3.800% | 11/21/46 | 2,600 | 3,149 | |||
Mastercard Inc. | 3.950% | 2/26/48 | 1,400 | 1,744 | |||
Mastercard Inc. | 3.650% | 6/1/49 | 2,290 | 2,760 | |||
Mastercard Inc. | 3.850% | 3/26/50 | 3,800 | 4,737 | |||
McDonald's Corp. | 3.600% | 7/1/30 | 3,000 | 3,448 | |||
McDonald's Corp. | 4.700% | 12/9/35 | 3,350 | 4,253 | |||
McDonald's Corp. | 6.300% | 10/15/37 | 2,108 | 3,057 | |||
McDonald's Corp. | 6.300% | 3/1/38 | 2,571 | 3,756 | |||
McDonald's Corp. | 5.700% | 2/1/39 | 1,600 | 2,225 | |||
McDonald's Corp. | 4.875% | 7/15/40 | 400 | 508 | |||
McDonald's Corp. | 3.700% | 2/15/42 | 2,419 | 2,681 | |||
McDonald's Corp. | 3.625% | 5/1/43 | 825 | 903 | |||
McDonald's Corp. | 4.600% | 5/26/45 | 3,884 | 4,767 | |||
McDonald's Corp. | 4.875% | 12/9/45 | 1,521 | 1,966 | |||
McDonald's Corp. | 4.450% | 3/1/47 | 3,284 | 4,018 | |||
McDonald's Corp. | 4.450% | 9/1/48 | 2,530 | 3,121 | |||
McDonald's Corp. | 3.625% | 9/1/49 | 2,400 | 2,652 | |||
McDonald's Corp. | 4.200% | 4/1/50 | 2,100 | 2,540 | |||
NIKE Inc. | 3.250% | 3/27/40 | 1,800 | 2,012 | |||
NIKE Inc. | 3.625% | 5/1/43 | 1,000 | 1,166 | |||
NIKE Inc. | 3.875% | 11/1/45 | 3,019 | 3,638 | |||
NIKE Inc. | 3.375% | 11/1/46 | 1,475 | 1,649 |
93
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
NIKE Inc. | 3.375% | 3/27/50 | 4,050 | 4,685 | |||
Nordstrom Inc. | 5.000% | 1/15/44 | 2,000 | 1,475 | |||
Ross Stores Inc. | 5.450% | 4/15/50 | 1,400 | 1,804 | |||
Starbucks Corp. | 4.300% | 6/15/45 | 1,585 | 1,820 | |||
Starbucks Corp. | 3.750% | 12/1/47 | 1,758 | 1,890 | |||
Starbucks Corp. | 4.500% | 11/15/48 | 2,560 | 3,086 | |||
Starbucks Corp. | 4.450% | 8/15/49 | 3,335 | 4,030 | |||
Starbucks Corp. | 3.350% | 3/12/50 | 1,400 | 1,443 | |||
Starbucks Corp. | 3.500% | 11/15/50 | 3,125 | 3,292 | |||
Target Corp. | 2.650% | 9/15/30 | 1,500 | 1,647 | |||
Target Corp. | 6.350% | 11/1/32 | 619 | 899 | |||
Target Corp. | 6.500% | 10/15/37 | 1,362 | 2,117 | |||
Target Corp. | 7.000% | 1/15/38 | 2,000 | 3,228 | |||
Target Corp. | 4.000% | 7/1/42 | 5,328 | 6,696 | |||
Target Corp. | 3.625% | 4/15/46 | 2,150 | 2,624 | |||
Target Corp. | 3.900% | 11/15/47 | 2,000 | 2,540 | |||
TJX Cos. Inc. | 4.500% | 4/15/50 | 2,400 | 3,075 | |||
Visa Inc. | 4.150% | 12/14/35 | 5,793 | 7,399 | |||
Visa Inc. | 2.700% | 4/15/40 | 2,750 | 2,947 | |||
Visa Inc. | 4.300% | 12/14/45 | 5,131 | 6,769 | |||
Visa Inc. | 3.650% | 9/15/47 | 3,173 | 3,881 | |||
Walgreen Co. | 4.400% | 9/15/42 | 1,864 | 1,950 | |||
Walgreens Boots Alliance Inc. | 4.500% | 11/18/34 | 1,500 | 1,675 | |||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 3,000 | 3,253 | |||
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 1,061 | 1,135 | |||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 1,000 | 1,007 | |||
Walmart Inc. | 5.250% | 9/1/35 | 6,101 | 8,872 | |||
Walmart Inc. | 6.200% | 4/15/38 | 6,077 | 9,432 | |||
Walmart Inc. | 3.950% | 6/28/38 | 3,378 | 4,293 | |||
Walmart Inc. | 5.625% | 4/1/40 | 2,089 | 3,117 | |||
Walmart Inc. | 4.875% | 7/8/40 | 1,590 | 2,200 | |||
Walmart Inc. | 5.000% | 10/25/40 | 1,415 | 2,005 | |||
Walmart Inc. | 5.625% | 4/15/41 | 2,406 | 3,594 | |||
Walmart Inc. | 4.000% | 4/11/43 | 2,496 | 3,160 | |||
Walmart Inc. | 4.300% | 4/22/44 | 1,869 | 2,494 | |||
Walmart Inc. | 3.625% | 12/15/47 | 2,630 | 3,218 | |||
Walmart Inc. | 4.050% | 6/29/48 | 9,040 | 11,839 | |||
Western Union Co. | 6.200% | 11/17/36 | 1,500 | 1,718 | |||
Consumer Noncyclical (10.2%) | |||||||
Abbott Laboratories | 4.750% | 11/30/36 | 6,700 | 8,990 | |||
Abbott Laboratories | 6.150% | 11/30/37 | 2,078 | 3,174 | |||
Abbott Laboratories | 6.000% | 4/1/39 | 1,845 | 2,818 | |||
Abbott Laboratories | 5.300% | 5/27/40 | 1,268 | 1,812 | |||
Abbott Laboratories | 4.750% | 4/15/43 | 1,075 | 1,433 | |||
Abbott Laboratories | 4.900% | 11/30/46 | 7,034 | 10,023 | |||
3 | AbbVie Inc. | 4.550% | 3/15/35 | 4,832 | 5,868 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 9,390 | 11,374 | |||
AbbVie Inc. | 4.300% | 5/14/36 | 5,843 | 6,905 | |||
3 | AbbVie Inc. | 4.050% | 11/21/39 | 4,225 | 4,901 | ||
3 | AbbVie Inc. | 4.625% | 10/1/42 | 4,325 | 5,250 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 6,573 | 7,920 | |||
3 | AbbVie Inc. | 4.850% | 6/15/44 | 3,600 | 4,550 | ||
3 | AbbVie Inc. | 4.750% | 3/15/45 | 325 | 401 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 9,165 | 11,456 | |||
AbbVie Inc. | 4.450% | 5/14/46 | 4,660 | 5,656 | |||
AbbVie Inc. | 4.875% | 11/14/48 | 4,475 | 5,808 | |||
3 | AbbVie Inc. | 4.250% | 11/21/49 | 13,175 | 15,928 | ||
Adventist Health System | 3.630% | 3/1/49 | 925 | 921 | |||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 1,450 | 1,859 | |||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 650 | 719 | |||
Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 1,125 | 1,186 | |||
AHS Hospital Corp. | 5.024% | 7/1/45 | 1,125 | 1,456 | |||
Allina Health System | 3.887% | 4/15/49 | 1,000 | 1,201 |
94
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Altria Group Inc. | 5.800% | 2/14/39 | 1,800 | 2,237 | |||
Altria Group Inc. | 4.250% | 8/9/42 | 3,236 | 3,436 | |||
Altria Group Inc. | 4.500% | 5/2/43 | 3,207 | 3,451 | |||
Altria Group Inc. | 5.375% | 1/31/44 | 5,790 | 6,933 | |||
Altria Group Inc. | 3.875% | 9/16/46 | 203 | 202 | |||
Altria Group Inc. | 5.950% | 2/14/49 | 7,800 | 10,205 | |||
Altria Group Inc. | 4.450% | 5/6/50 | 2,000 | 2,189 | |||
Altria Group Inc. | 6.200% | 2/14/59 | 1,885 | 2,516 | |||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,000 | 1,107 | |||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 1,370 | 1,545 | |||
Amgen Inc. | 2.300% | 2/25/31 | 3,400 | 3,536 | |||
Amgen Inc. | 6.400% | 2/1/39 | 1,705 | 2,513 | |||
Amgen Inc. | 3.150% | 2/21/40 | 6,808 | 7,237 | |||
Amgen Inc. | 4.950% | 10/1/41 | 4,145 | 5,392 | |||
Amgen Inc. | 5.150% | 11/15/41 | 4,000 | 5,316 | |||
Amgen Inc. | 4.400% | 5/1/45 | 5,861 | 7,319 | |||
Amgen Inc. | 4.563% | 6/15/48 | 4,127 | 5,366 | |||
Amgen Inc. | 3.375% | 2/21/50 | 10,150 | 11,096 | |||
Amgen Inc. | 4.663% | 6/15/51 | 2,903 | 3,850 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 14,402 | 16,889 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 27,769 | 33,773 | |||
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 1,697 | 1,989 | |||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 3,453 | 3,742 | |||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 3,825 | 4,376 | |||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 2,800 | 3,397 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 2,350 | 2,952 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 850 | 1,153 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 4,969 | 5,669 | |||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 1,392 | 2,221 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 1,420 | 1,789 | |||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 1,959 | 3,070 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 2,900 | 3,308 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 4,571 | 5,525 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 3,870 | 4,129 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 2,150 | 2,505 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 6,427 | 7,392 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 7,014 | 9,344 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 7,700 | 9,145 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 4,215 | 5,087 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 2,800 | 3,944 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 5,050 | 6,054 | |||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 1,615 | 2,365 | |||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 1,640 | 2,358 | |||
Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | 1,215 | 1,572 | |||
Archer-Daniels-Midland Co. | 4.016% | 4/16/43 | 1,000 | 1,184 | |||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 1,375 | 1,662 | |||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 1,915 | 2,673 | |||
Ascension Health | 3.106% | 11/15/39 | 900 | 966 | |||
Ascension Health | 3.945% | 11/15/46 | 3,000 | 3,759 | |||
2 | Ascension Health | 4.847% | 11/15/53 | 1,129 | 1,503 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 7,948 | 11,879 | |||
AstraZeneca plc | 4.000% | 9/18/42 | 625 | 757 | |||
AstraZeneca plc | 4.375% | 11/16/45 | 2,452 | 3,152 | |||
AstraZeneca plc | 4.375% | 8/17/48 | 2,650 | 3,498 | |||
Banner Health | 3.181% | 1/1/50 | 850 | 912 | |||
BAT Capital Corp. | 4.390% | 8/15/37 | 7,395 | 7,997 | |||
BAT Capital Corp. | 4.540% | 8/15/47 | 5,141 | 5,607 | |||
BAT Capital Corp. | 4.758% | 9/6/49 | 2,950 | 3,333 | |||
BAT Capital Corp. | 5.282% | 4/2/50 | 1,325 | 1,589 | |||
Baxalta Inc. | 5.250% | 6/23/45 | 1,550 | 2,113 | |||
Baxter International Inc. | 3.500% | 8/15/46 | 1,500 | 1,662 | |||
BayCare Health System Inc. | 3.831% | 11/15/50 | 1,700 | 2,115 |
95
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 545 | 669 | |||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,401 | 1,731 | |||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 2,859 | 3,500 | |||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 4,911 | 6,006 | |||
Biogen Inc. | 5.200% | 9/15/45 | 3,106 | 4,061 | |||
Biogen Inc. | 3.150% | 5/1/50 | 6,350 | 6,108 | |||
Boston Scientific Corp. | 7.000% | 11/15/35 | 1,405 | 2,025 | |||
Boston Scientific Corp. | 4.550% | 3/1/39 | 1,333 | 1,617 | |||
Boston Scientific Corp. | 7.375% | 1/15/40 | 1,004 | 1,540 | |||
Boston Scientific Corp. | 4.700% | 3/1/49 | 2,775 | 3,560 | |||
3 | Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 4,465 | 5,656 | ||
3 | Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 3,409 | 4,900 | ||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 1,514 | 1,970 | |||
3 | Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 2,906 | 3,847 | ||
3 | Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 4,537 | 6,356 | ||
3 | Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 3,634 | 4,747 | ||
3 | Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 5,458 | 7,325 | ||
3 | Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 8,245 | 10,858 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 2,225 | 2,787 | |||
Campbell Soup Co. | 4.800% | 3/15/48 | 1,350 | 1,745 | |||
Campbell Soup Co. | 3.125% | 4/24/50 | 1,575 | 1,608 | |||
Cardinal Health Inc. | 4.600% | 3/15/43 | 1,135 | 1,253 | |||
Cardinal Health Inc. | 4.500% | 11/15/44 | 1,000 | 1,096 | |||
Cardinal Health Inc. | 4.900% | 9/15/45 | 1,291 | 1,505 | |||
Cardinal Health Inc. | 4.368% | 6/15/47 | 857 | 958 | |||
Children's Hospital Corp. | 4.115% | 1/1/47 | 1,000 | 1,216 | |||
Children's Hospital Corp. | 2.585% | 2/1/50 | 675 | 681 | |||
Children's Hospital Medical Center | 4.268% | 5/15/44 | 975 | 1,124 | |||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 1,325 | 1,510 | |||
Cigna Corp. | 4.800% | 8/15/38 | 9,350 | 11,870 | |||
Cigna Corp. | 3.200% | 3/15/40 | 1,100 | 1,166 | |||
3 | Cigna Corp. | 6.125% | 11/15/41 | 1,220 | 1,742 | ||
3 | Cigna Corp. | 4.800% | 7/15/46 | 7,340 | 9,292 | ||
3 | Cigna Corp. | 3.875% | 10/15/47 | 2,630 | 2,986 | ||
Cigna Corp. | 4.900% | 12/15/48 | 1,635 | 2,139 | |||
Cigna Corp. | 3.400% | 3/15/50 | 5,250 | 5,645 | |||
City of Hope | 5.623% | 11/15/43 | 1,125 | 1,625 | |||
City of Hope | 4.378% | 8/15/48 | 1,005 | 1,227 | |||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 1,040 | 1,441 | |||
Coca-Cola Co. | 4.125% | 3/25/40 | 100 | 128 | |||
Coca-Cola Co. | 2.500% | 6/1/40 | 3,475 | 3,591 | |||
Coca-Cola Co. | 4.200% | 3/25/50 | 2,475 | 3,250 | |||
Coca-Cola Co. | 2.600% | 6/1/50 | 4,400 | 4,432 | |||
Coca-Cola Co. | 2.750% | 6/1/60 | 2,050 | 2,072 | |||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 2,075 | 2,812 | |||
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 1,800 | 2,379 | |||
Colgate-Palmolive Co. | 3.700% | 8/1/47 | 1,085 | 1,408 | |||
2 | CommonSpirit Health | 4.350% | 11/1/42 | 2,525 | 2,606 | ||
CommonSpirit Health | 3.817% | 10/1/49 | 1,200 | 1,276 | |||
CommonSpirit Health | 4.187% | 10/1/49 | 2,100 | 2,156 | |||
Conagra Brands Inc. | 8.250% | 9/15/30 | 1,055 | 1,588 | |||
Conagra Brands Inc. | 5.300% | 11/1/38 | 1,400 | 1,824 | |||
Conagra Brands Inc. | 5.400% | 11/1/48 | 2,000 | 2,758 | |||
Constellation Brands Inc. | 4.500% | 5/9/47 | 2,565 | 3,047 | |||
Constellation Brands Inc. | 4.100% | 2/15/48 | 2,419 | 2,738 | |||
Constellation Brands Inc. | 3.750% | 5/1/50 | 2,200 | 2,399 | |||
Cottage Health Obligated Group | 3.304% | 11/1/49 | 1,500 | 1,628 | |||
CVS Health Corp. | 4.875% | 7/20/35 | 2,000 | 2,508 | |||
CVS Health Corp. | 4.780% | 3/25/38 | 13,123 | 16,160 | |||
CVS Health Corp. | 6.125% | 9/15/39 | 2,925 | 4,054 | |||
CVS Health Corp. | 4.125% | 4/1/40 | 1,000 | 1,179 | |||
CVS Health Corp. | 5.300% | 12/5/43 | 3,500 | 4,576 | |||
CVS Health Corp. | 5.125% | 7/20/45 | 5,741 | 7,435 | |||
CVS Health Corp. | 5.050% | 3/25/48 | 23,768 | 30,821 |
96
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
CVS Health Corp. | 4.250% | 4/1/50 | 2,300 | 2,768 | |||
Danaher Corp. | 4.375% | 9/15/45 | 1,452 | 1,829 | |||
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 1,025 | 1,106 | |||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 1,350 | 1,483 | |||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 2,375 | 2,638 | |||
Diageo Capital plc | 2.125% | 4/29/32 | 2,150 | 2,227 | |||
Diageo Capital plc | 5.875% | 9/30/36 | 1,925 | 2,742 | |||
Diageo Capital plc | 3.875% | 4/29/43 | 750 | 903 | |||
Diageo Investment Corp. | 7.450% | 4/15/35 | 1,350 | 2,222 | |||
Diageo Investment Corp. | 4.250% | 5/11/42 | 1,202 | 1,507 | |||
Dignity Health | 4.500% | 11/1/42 | 1,050 | 1,096 | |||
Dignity Health | 5.267% | 11/1/64 | 900 | 1,066 | |||
Duke University Health System Inc. | 3.920% | 6/1/47 | 1,995 | 2,505 | |||
Eli Lilly & Co. | 3.950% | 3/15/49 | 6,075 | 7,744 | |||
Eli Lilly & Co. | 2.250% | 5/15/50 | 5,710 | 5,413 | |||
Eli Lilly & Co. | 4.150% | 3/15/59 | 2,155 | 2,836 | |||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,200 | 1,707 | |||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 1,000 | 1,282 | |||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 1,275 | 1,592 | |||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 1,425 | 1,561 | |||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 2,225 | 2,677 | |||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 5,500 | 5,668 | |||
General Mills Inc. | 4.550% | 4/17/38 | 810 | 1,026 | |||
General Mills Inc. | 5.400% | 6/15/40 | 2,025 | 2,757 | |||
General Mills Inc. | 4.150% | 2/15/43 | 2,100 | 2,530 | |||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 2,739 | 3,589 | |||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,008 | 1,250 | |||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 2,581 | 3,731 | |||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 5,964 | 7,962 | |||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 5,100 | 6,598 | |||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 6,727 | 9,109 | |||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 2,799 | 3,548 | |||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 1,625 | 2,245 | |||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 4,440 | 6,754 | |||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 1,787 | 2,278 | |||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 1,070 | 1,316 | |||
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 600 | 761 | |||
2 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 1,300 | 1,207 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 1,304 | 1,499 | |||
Hasbro Inc. | 5.100% | 5/15/44 | 925 | 956 | |||
HCA Inc. | 5.125% | 6/15/39 | 3,658 | 4,280 | |||
HCA Inc. | 5.250% | 6/15/49 | 4,625 | 5,567 | |||
Hershey Co. | 3.125% | 11/15/49 | 1,850 | 2,015 | |||
Hershey Co. | 2.650% | 6/1/50 | 950 | 965 | |||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 1,220 | 1,464 | |||
Ingredion Inc. | 3.900% | 6/1/50 | 1,100 | 1,251 | |||
Iowa Health System | 3.665% | 2/15/50 | 900 | 981 | |||
JM Smucker Co. | 4.250% | 3/15/35 | 1,980 | 2,333 | |||
JM Smucker Co. | 3.550% | 3/15/50 | 1,675 | 1,714 | |||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 2,125 | 2,559 | |||
Johnson & Johnson | 4.950% | 5/15/33 | 1,005 | 1,374 | |||
Johnson & Johnson | 4.375% | 12/5/33 | 3,034 | 3,998 | |||
Johnson & Johnson | 3.550% | 3/1/36 | 1,809 | 2,131 | |||
Johnson & Johnson | 3.625% | 3/3/37 | 5,057 | 6,074 | |||
Johnson & Johnson | 5.950% | 8/15/37 | 4,835 | 7,387 | |||
Johnson & Johnson | 3.400% | 1/15/38 | 2,033 | 2,392 | |||
Johnson & Johnson | 5.850% | 7/15/38 | 1,790 | 2,726 | |||
Johnson & Johnson | 4.500% | 9/1/40 | 790 | 1,067 | |||
Johnson & Johnson | 4.850% | 5/15/41 | 1,100 | 1,578 | |||
Johnson & Johnson | 4.500% | 12/5/43 | 1,554 | 2,122 | |||
Johnson & Johnson | 3.700% | 3/1/46 | 3,541 | 4,399 | |||
Johnson & Johnson | 3.750% | 3/3/47 | 2,275 | 2,870 | |||
Johnson & Johnson | 3.500% | 1/15/48 | 2,066 | 2,551 | |||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 2,141 | 2,881 |
97
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 4,187 | 5,413 | |||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 1,975 | 2,191 | |||
Kellogg Co. | 7.450% | 4/1/31 | 1,605 | 2,334 | |||
Kellogg Co. | 4.500% | 4/1/46 | 1,934 | 2,368 | |||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 1,275 | 1,629 | |||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 3,120 | 3,797 | |||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 1,425 | 1,731 | |||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 1,500 | 1,699 | |||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 1,425 | 2,248 | |||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 1,354 | 1,894 | |||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 980 | 1,137 | |||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 2,250 | 2,548 | |||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 800 | 870 | |||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 824 | 1,105 | |||
Koninklijke Philips NV | 6.875% | 3/11/38 | 2,325 | 3,438 | |||
Koninklijke Philips NV | 5.000% | 3/15/42 | 1,560 | 2,002 | |||
Kroger Co. | 8.000% | 9/15/29 | 775 | 1,122 | |||
Kroger Co. | 7.500% | 4/1/31 | 770 | 1,144 | |||
Kroger Co. | 6.900% | 4/15/38 | 750 | 1,098 | |||
Kroger Co. | 5.400% | 7/15/40 | 1,130 | 1,462 | |||
Kroger Co. | 5.000% | 4/15/42 | 1,425 | 1,794 | |||
Kroger Co. | 5.150% | 8/1/43 | 1,250 | 1,609 | |||
Kroger Co. | 3.875% | 10/15/46 | 3,125 | 3,497 | |||
Kroger Co. | 4.450% | 2/1/47 | 875 | 1,061 | |||
Kroger Co. | 4.650% | 1/15/48 | 1,000 | 1,260 | |||
Kroger Co. | 5.400% | 1/15/49 | 1,575 | 2,197 | |||
Kroger Co. | 3.950% | 1/15/50 | 2,000 | 2,293 | |||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 2,449 | 2,979 | |||
2 | Mayo Clinic | 3.774% | 11/15/43 | 575 | 663 | ||
2 | Mayo Clinic | 4.000% | 11/15/47 | 1,200 | 1,448 | ||
2 | Mayo Clinic | 4.128% | 11/15/52 | 1,000 | 1,302 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 1,425 | 1,737 | |||
McKesson Corp. | 6.000% | 3/1/41 | 375 | 508 | |||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 1,680 | 2,363 | |||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 1,519 | 1,944 | |||
2 | MedStar Health Inc. | 3.626% | 8/15/49 | 750 | 808 | ||
Medtronic Inc. | 4.375% | 3/15/35 | 5,751 | 7,518 | |||
Medtronic Inc. | 4.625% | 3/15/45 | 4,500 | 6,024 | |||
Memorial Health Services | 3.447% | 11/1/49 | 1,000 | 1,029 | |||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 950 | 1,298 | |||
Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 750 | 811 | |||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 1,270 | 1,616 | |||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,198 | 1,563 | |||
Merck & Co. Inc. | 6.500% | 12/1/33 | 375 | 565 | |||
Merck & Co. Inc. | 6.550% | 9/15/37 | 1,100 | 1,688 | |||
Merck & Co. Inc. | 3.900% | 3/7/39 | 2,277 | 2,810 | |||
Merck & Co. Inc. | 2.350% | 6/24/40 | 2,675 | 2,719 | |||
Merck & Co. Inc. | 3.600% | 9/15/42 | 3,112 | 3,667 | |||
Merck & Co. Inc. | 4.150% | 5/18/43 | 1,309 | 1,676 | |||
Merck & Co. Inc. | 3.700% | 2/10/45 | 6,830 | 8,244 | |||
Merck & Co. Inc. | 4.000% | 3/7/49 | 2,705 | 3,492 | |||
Merck & Co. Inc. | 2.450% | 6/24/50 | 2,000 | 2,008 | |||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 3,365 | 3,571 | |||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 3,887 | 3,776 | |||
Mondelez International Inc. | 4.625% | 5/7/48 | 826 | 1,064 | |||
2 | Montefiore Obligated Group | 5.246% | 11/1/48 | 1,700 | 1,914 | ||
Montefiore Obligated Group | 4.287% | 9/1/50 | 650 | 645 | |||
2 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 1,150 | 1,263 | ||
2 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 1,450 | 1,558 | ||
Mylan Inc. | 5.400% | 11/29/43 | 1,950 | 2,389 | |||
Mylan Inc. | 5.200% | 4/15/48 | 1,875 | 2,303 | |||
Mylan NV | 5.250% | 6/15/46 | 2,000 | 2,436 | |||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 1,305 | 1,610 | |||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 1,050 | 1,312 |
98
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
New York & Presbyterian Hospital | 3.954% | 8/1/19 | 1,600 | 1,740 | |||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 1,750 | 1,822 | |||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 1,875 | 2,083 | |||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 1,025 | 1,061 | |||
Novartis Capital Corp. | 2.200% | 8/14/30 | 4,125 | 4,349 | |||
Novartis Capital Corp. | 3.700% | 9/21/42 | 1,375 | 1,646 | |||
Novartis Capital Corp. | 4.400% | 5/6/44 | 4,283 | 5,672 | |||
Novartis Capital Corp. | 4.000% | 11/20/45 | 3,251 | 4,071 | |||
Novartis Capital Corp. | 2.750% | 8/14/50 | 1,875 | 1,978 | |||
2 | NYU Hospitals Center | 4.368% | 7/1/47 | 1,200 | 1,315 | ||
NYU Langone Hospitals | 5.750% | 7/1/43 | 925 | 1,198 | |||
NYU Langone Hospitals | 4.784% | 7/1/44 | 1,380 | 1,610 | |||
NYU Langone Hospitals | 3.380% | 7/1/55 | 800 | 783 | |||
2 | OhioHealth Corp. | 3.042% | 11/15/50 | 1,100 | 1,170 | ||
Orlando Health Obligated Group | 4.089% | 10/1/48 | 1,050 | 1,157 | |||
Partners Healthcare System Inc. | 3.192% | 7/1/49 | 1,375 | 1,460 | |||
Partners Healthcare System Inc. | 4.117% | 7/1/55 | 125 | 158 | |||
Partners Healthcare System Inc. | 3.342% | 7/1/60 | 1,100 | 1,157 | |||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 1,150 | 1,489 | |||
PepsiCo Inc. | 5.500% | 1/15/40 | 100 | 146 | |||
PepsiCo Inc. | 3.500% | 3/19/40 | 1,500 | 1,782 | |||
PepsiCo Inc. | 4.875% | 11/1/40 | 100 | 138 | |||
PepsiCo Inc. | 4.000% | 3/5/42 | 3,528 | 4,387 | |||
PepsiCo Inc. | 3.600% | 8/13/42 | 1,025 | 1,231 | |||
PepsiCo Inc. | 4.250% | 10/22/44 | 2,043 | 2,611 | |||
PepsiCo Inc. | 4.600% | 7/17/45 | 1,424 | 1,911 | |||
PepsiCo Inc. | 4.450% | 4/14/46 | 4,693 | 6,251 | |||
PepsiCo Inc. | 3.450% | 10/6/46 | 4,075 | 4,697 | |||
PepsiCo Inc. | 4.000% | 5/2/47 | 1,133 | 1,421 | |||
PepsiCo Inc. | 3.375% | 7/29/49 | 3,540 | 4,049 | |||
PepsiCo Inc. | 2.875% | 10/15/49 | 2,600 | 2,759 | |||
PepsiCo Inc. | 3.625% | 3/19/50 | 4,170 | 5,051 | |||
PepsiCo Inc. | 3.875% | 3/19/60 | 2,100 | 2,671 | |||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 936 | 1,000 | |||
Pfizer Inc. | 4.000% | 12/15/36 | 4,462 | 5,448 | |||
Pfizer Inc. | 4.100% | 9/15/38 | 1,780 | 2,221 | |||
Pfizer Inc. | 3.900% | 3/15/39 | 2,175 | 2,665 | |||
Pfizer Inc. | 7.200% | 3/15/39 | 7,558 | 12,577 | |||
Pfizer Inc. | 2.550% | 5/28/40 | 250 | 258 | |||
Pfizer Inc. | 4.300% | 6/15/43 | 1,882 | 2,417 | |||
Pfizer Inc. | 4.400% | 5/15/44 | 2,087 | 2,737 | |||
Pfizer Inc. | 4.125% | 12/15/46 | 2,100 | 2,694 | |||
Pfizer Inc. | 4.200% | 9/15/48 | 3,400 | 4,438 | |||
Pfizer Inc. | 4.000% | 3/15/49 | 1,700 | 2,156 | |||
Pfizer Inc. | 2.700% | 5/28/50 | 4,450 | 4,585 | |||
Philip Morris International Inc. | 6.375% | 5/16/38 | 3,558 | 5,358 | |||
Philip Morris International Inc. | 4.375% | 11/15/41 | 1,905 | 2,312 | |||
Philip Morris International Inc. | 4.500% | 3/20/42 | 2,673 | 3,282 | |||
Philip Morris International Inc. | 3.875% | 8/21/42 | 1,090 | 1,243 | |||
Philip Morris International Inc. | 4.125% | 3/4/43 | 2,200 | 2,583 | |||
Philip Morris International Inc. | 4.875% | 11/15/43 | 1,000 | 1,278 | |||
Philip Morris International Inc. | 4.250% | 11/10/44 | 3,129 | 3,781 | |||
Procter & Gamble Co. | 5.500% | 2/1/34 | 950 | 1,380 | |||
Procter & Gamble Co. | 5.800% | 8/15/34 | 700 | 1,052 | |||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,650 | 2,533 | |||
Procter & Gamble Co. | 3.550% | 3/25/40 | 3,098 | 3,732 | |||
Procter & Gamble Co. | 3.500% | 10/25/47 | 1,797 | 2,205 | |||
Procter & Gamble Co. | 3.600% | 3/25/50 | 3,145 | 3,932 | |||
2 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 1,395 | 1,545 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 1,800 | 1,885 | |||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 808 | 979 | |||
Reynolds American Inc. | 5.700% | 8/15/35 | 3,331 | 4,147 | |||
Reynolds American Inc. | 7.250% | 6/15/37 | 2,000 | 2,634 | |||
Reynolds American Inc. | 6.150% | 9/15/43 | 2,875 | 3,623 | |||
99
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 3,126 | 3,829 | |||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 1,475 | 1,643 | |||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 650 | 666 | |||
Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 1,075 | 1,188 | |||
Stanford Health Care | 3.795% | 11/15/48 | 1,550 | 1,837 | |||
Stryker Corp. | 4.100% | 4/1/43 | 1,070 | 1,277 | |||
Stryker Corp. | 4.375% | 5/15/44 | 1,100 | 1,337 | |||
Stryker Corp. | 4.625% | 3/15/46 | 2,000 | 2,602 | |||
Stryker Corp. | 2.900% | 6/15/50 | 1,700 | 1,692 | |||
Sutter Health | 4.091% | 8/15/48 | 1,325 | 1,555 | |||
Sysco Corp. | 6.600% | 4/1/40 | 1,000 | 1,352 | |||
Sysco Corp. | 4.850% | 10/1/45 | 1,775 | 2,058 | |||
Sysco Corp. | 4.500% | 4/1/46 | 1,160 | 1,258 | |||
Sysco Corp. | 4.450% | 3/15/48 | 1,450 | 1,586 | |||
Sysco Corp. | 3.300% | 2/15/50 | 500 | 470 | |||
Sysco Corp. | 6.600% | 4/1/50 | 3,325 | 4,617 | |||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 1,750 | 1,765 | |||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 2,750 | 2,755 | |||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 2,000 | 1,996 | |||
2 | Texas Health Resources | 4.330% | 11/15/55 | 750 | 979 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 1,413 | 1,975 | |||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 1,026 | 1,270 | |||
Toledo Hospital | 5.750% | 11/15/38 | 1,400 | 1,640 | |||
Toledo Hospital | 6.015% | 11/15/48 | 1,100 | 1,215 | |||
Trinity Health Corp. | 4.125% | 12/1/45 | 1,300 | 1,521 | |||
2 | Trinity Health Corp. | 3.434% | 12/1/48 | 1,005 | 1,050 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 2,400 | 3,072 | |||
Tyson Foods Inc. | 5.150% | 8/15/44 | 1,688 | 2,159 | |||
Tyson Foods Inc. | 4.550% | 6/2/47 | 3,305 | 4,005 | |||
Tyson Foods Inc. | 5.100% | 9/28/48 | 2,640 | 3,409 | |||
Unilever Capital Corp. | 5.900% | 11/15/32 | 2,858 | 4,129 | |||
3 | Upjohn Inc. | 3.850% | 6/22/40 | 3,590 | 3,853 | ||
3 | Upjohn Inc. | 4.000% | 6/22/50 | 4,805 | 5,147 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 1,000 | 1,139 | |||
2 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 925 | 1,155 | ||
Wyeth LLC | 6.500% | 2/1/34 | 2,616 | 4,070 | |||
Wyeth LLC | 6.000% | 2/15/36 | 790 | 1,144 | |||
Wyeth LLC | 5.950% | 4/1/37 | 5,480 | 8,039 | |||
Zimmer Biomet Holdings Inc. | 4.250% | 8/15/35 | 413 | 434 | |||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 370 | 460 | |||
Zoetis Inc. | 4.700% | 2/1/43 | 3,716 | 4,905 | |||
Zoetis Inc. | 3.950% | 9/12/47 | 1,471 | 1,772 | |||
Zoetis Inc. | 4.450% | 8/20/48 | 1,050 | 1,370 | |||
Zoetis Inc. | 3.000% | 5/15/50 | 800 | 830 | |||
Energy (4.6%) | |||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 1,830 | 1,886 | |||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 3,963 | 4,783 | |||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 6,150 | 6,049 | |||
Burlington Resources Finance Co. | 7.200% | 8/15/31 | 2,360 | 3,385 | |||
Burlington Resources Finance Co. | 7.400% | 12/1/31 | 1,550 | 2,218 | |||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 500 | 498 | |||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 1,335 | 1,670 | |||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 2,329 | 2,795 | |||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 700 | 810 | |||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 725 | 865 | |||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 1,550 | 1,837 | |||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 1,600 | 1,944 | |||
Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 2,000 | 2,185 | |||
Chevron Corp. | 2.978% | 5/11/40 | 1,500 | 1,598 | |||
Chevron Corp. | 3.078% | 5/11/50 | 2,100 | 2,228 | |||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 1,700 | 2,067 | |||
Concho Resources Inc. | 4.875% | 10/1/47 | 2,715 | 3,051 | |||
100
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Concho Resources Inc. | 4.850% | 8/15/48 | 1,950 | 2,177 | |||
Conoco Funding Co. | 7.250% | 10/15/31 | 1,930 | 2,793 | |||
ConocoPhillips | 5.900% | 10/15/32 | 2,600 | 3,516 | |||
ConocoPhillips | 5.900% | 5/15/38 | 1,450 | 1,972 | |||
ConocoPhillips | 6.500% | 2/1/39 | 3,585 | 5,181 | |||
ConocoPhillips Canada Funding Co. I | 5.950% | 10/15/36 | 1,817 | 2,422 | |||
ConocoPhillips Co. | 4.300% | 11/15/44 | 2,000 | 2,437 | |||
ConocoPhillips Co. | 5.950% | 3/15/46 | 1,275 | 1,850 | |||
Devon Energy Corp. | 7.950% | 4/15/32 | 1,300 | 1,519 | |||
Devon Energy Corp. | 5.600% | 7/15/41 | 2,329 | 2,268 | |||
Devon Energy Corp. | 4.750% | 5/15/42 | 2,552 | 2,217 | |||
Devon Energy Corp. | 5.000% | 6/15/45 | 1,000 | 895 | |||
Devon Financing Co. LLC | 7.875% | 9/30/31 | 1,591 | 1,854 | |||
Dominion Energy Gas Holdings LLC | 4.800% | 11/1/43 | 1,325 | 1,530 | |||
Dominion Energy Gas Holdings LLC | 4.600% | 12/15/44 | 1,150 | 1,313 | |||
Dominion Energy Gas Holdings LLC | 3.900% | 11/15/49 | 800 | 822 | |||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 1,525 | 1,218 | |||
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 1,381 | 1,885 | |||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 2,025 | 2,401 | |||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 2,265 | 3,182 | |||
Enbridge Inc. | 4.500% | 6/10/44 | 1,375 | 1,562 | |||
Enbridge Inc. | 4.000% | 11/15/49 | 1,000 | 1,052 | |||
Energy Transfer Operating LP | 4.900% | 3/15/35 | 1,000 | 1,000 | |||
Energy Transfer Operating LP | 6.250% | 4/15/49 | 4,631 | 4,920 | |||
Energy Transfer Operating LP | 5.000% | 5/15/50 | 4,050 | 3,827 | |||
Energy Transfer Partners LP | 6.625% | 10/15/36 | 1,226 | 1,350 | |||
Energy Transfer Partners LP | 5.800% | 6/15/38 | 1,600 | 1,630 | |||
Energy Transfer Partners LP | 7.500% | 7/1/38 | 1,855 | 2,166 | |||
Energy Transfer Partners LP | 6.050% | 6/1/41 | 1,650 | 1,695 | |||
Energy Transfer Partners LP | 6.500% | 2/1/42 | 3,130 | 3,427 | |||
Energy Transfer Partners LP | 5.150% | 2/1/43 | 1,299 | 1,205 | |||
Energy Transfer Partners LP | 5.950% | 10/1/43 | 1,700 | 1,706 | |||
Energy Transfer Partners LP | 5.150% | 3/15/45 | 3,051 | 2,895 | |||
Energy Transfer Partners LP | 6.125% | 12/15/45 | 3,120 | 3,280 | |||
Energy Transfer Partners LP | 5.300% | 4/15/47 | 2,595 | 2,527 | |||
Energy Transfer Partners LP | 6.000% | 6/15/48 | 3,050 | 3,164 | |||
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,000 | 1,301 | |||
Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,245 | 1,680 | |||
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 1,175 | 1,743 | |||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 2,185 | 2,806 | |||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 2,803 | 3,590 | |||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 2,375 | 2,950 | |||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 2,480 | 2,838 | |||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 745 | 823 | |||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,769 | 2,055 | |||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 3,390 | 4,024 | |||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 1,450 | 1,695 | |||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 4,100 | 4,496 | |||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 3,140 | 3,700 | |||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 4,505 | 4,987 | |||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 2,100 | 2,198 | |||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 2,067 | 2,297 | |||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 1,700 | 1,747 | |||
EOG Resources Inc. | 3.900% | 4/1/35 | 1,587 | 1,838 | |||
EOG Resources Inc. | 4.950% | 4/15/50 | 2,585 | 3,329 | |||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 5,500 | 5,859 | |||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 1,200 | 1,235 | |||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 3,430 | 4,127 | |||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 2,300 | 2,553 | |||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 6,231 | 7,488 | |||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 3,225 | 3,357 | |||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 9,100 | 11,315 | |||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 7,525 | 8,309 | |||
Halliburton Co. | 4.850% | 11/15/35 | 3,595 | 3,734 |
101
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Halliburton Co. | 6.700% | 9/15/38 | 2,024 | 2,398 | |||
Halliburton Co. | 4.500% | 11/15/41 | 2,075 | 1,984 | |||
Halliburton Co. | 4.750% | 8/1/43 | 3,645 | 3,599 | |||
Halliburton Co. | 5.000% | 11/15/45 | 5,584 | 5,772 | |||
Hess Corp. | 7.300% | 8/15/31 | 1,145 | 1,343 | |||
Hess Corp. | 7.125% | 3/15/33 | 1,250 | 1,459 | |||
Hess Corp. | 6.000% | 1/15/40 | 2,372 | 2,550 | |||
Hess Corp. | 5.600% | 2/15/41 | 3,300 | 3,461 | |||
Hess Corp. | 5.800% | 4/1/47 | 1,400 | 1,517 | |||
Husky Energy Inc. | 6.800% | 9/15/37 | 1,000 | 1,064 | |||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 475 | 617 | |||
Kinder Morgan Energy Partners LP | 7.750% | 3/15/32 | 500 | 676 | |||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 2,025 | 2,681 | |||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 1,900 | 2,243 | |||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 1,000 | 1,260 | |||
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 3,744 | 4,957 | |||
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,970 | 2,604 | |||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 900 | 1,162 | |||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 100 | 142 | |||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 2,371 | 3,015 | |||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 1,000 | 1,173 | |||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 1,825 | 2,039 | |||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 750 | 805 | |||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 1,575 | 1,747 | |||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 2,113 | 2,505 | |||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 1,950 | 2,294 | |||
Kinder Morgan Inc. | 7.800% | 8/1/31 | 1,839 | 2,488 | |||
Kinder Morgan Inc. | 7.750% | 1/15/32 | 950 | 1,329 | |||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 2,121 | 2,436 | |||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 5,330 | 6,464 | |||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 1,493 | 1,699 | |||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 985 | 1,186 | |||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 1,665 | 1,838 | |||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 1,860 | 1,905 | |||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 2,405 | 2,467 | |||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 1,000 | 1,005 | |||
Marathon Oil Corp. | 6.800% | 3/15/32 | 1,500 | 1,592 | |||
Marathon Oil Corp. | 6.600% | 10/1/37 | 2,140 | 2,124 | |||
Marathon Oil Corp. | 5.200% | 6/1/45 | 1,100 | 1,015 | |||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 1,813 | 2,250 | |||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 1,916 | 1,993 | |||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 1,775 | 1,822 | |||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 1,900 | 1,926 | |||
MPLX LP | 4.500% | 4/15/38 | 3,205 | 3,205 | |||
MPLX LP | 5.200% | 3/1/47 | 3,240 | 3,483 | |||
3 | MPLX LP | 5.200% | 12/1/47 | 600 | 622 | ||
MPLX LP | 5.200% | 12/1/47 | 1,245 | 1,290 | |||
MPLX LP | 4.700% | 4/15/48 | 4,135 | 4,145 | |||
MPLX LP | 5.500% | 2/15/49 | 4,375 | 4,944 | |||
MPLX LP | 4.900% | 4/15/58 | 1,000 | 990 | |||
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 3,375 | 2,827 | |||
Noble Energy Inc. | 6.000% | 3/1/41 | 2,575 | 2,478 | |||
Noble Energy Inc. | 5.250% | 11/15/43 | 2,205 | 2,042 | |||
Noble Energy Inc. | 5.050% | 11/15/44 | 2,231 | 2,027 | |||
Noble Energy Inc. | 4.950% | 8/15/47 | 1,725 | 1,548 | |||
Noble Energy Inc. | 4.200% | 10/15/49 | 941 | 776 | |||
ONEOK Inc. | 6.000% | 6/15/35 | 1,335 | 1,511 | |||
ONEOK Inc. | 4.950% | 7/13/47 | 1,000 | 965 | |||
ONEOK Inc. | 5.200% | 7/15/48 | 3,575 | 3,557 | |||
ONEOK Inc. | 4.450% | 9/1/49 | 2,150 | 1,992 | |||
ONEOK Inc. | 4.500% | 3/15/50 | 1,025 | 955 | |||
ONEOK Partners LP | 6.650% | 10/1/36 | 2,650 | 3,055 | |||
ONEOK Partners LP | 6.850% | 10/15/37 | 1,050 | 1,196 | |||
ONEOK Partners LP | 6.125% | 2/1/41 | 2,100 | 2,292 |
102
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 1,575 | 1,670 | |||
Ovintiv Inc. | 8.125% | 9/15/30 | 1,329 | 1,249 | |||
Ovintiv Inc. | 7.375% | 11/1/31 | 1,440 | 1,318 | |||
Ovintiv Inc. | 6.500% | 8/15/34 | 2,290 | 2,038 | |||
Ovintiv Inc. | 6.625% | 8/15/37 | 1,000 | 850 | |||
Ovintiv Inc. | 6.500% | 2/1/38 | 1,500 | 1,273 | |||
Petro-Canada | 5.350% | 7/15/33 | 1,550 | 1,732 | |||
Petro-Canada | 5.950% | 5/15/35 | 2,000 | 2,372 | |||
Petro-Canada | 6.800% | 5/15/38 | 1,560 | 2,008 | |||
Phillips 66 | 2.150% | 12/15/30 | 1,000 | 970 | |||
Phillips 66 | 4.650% | 11/15/34 | 1,486 | 1,766 | |||
Phillips 66 | 5.875% | 5/1/42 | 3,980 | 5,352 | |||
Phillips 66 | 4.875% | 11/15/44 | 4,700 | 5,811 | |||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 840 | 888 | |||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 2,100 | 2,294 | |||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 1,000 | 984 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 1,000 | 1,070 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/42 | 1,000 | 962 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.300% | 1/31/43 | 1,300 | 1,125 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/44 | 1,900 | 1,731 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 2,077 | 1,914 | |||
Shell International Finance BV | 4.125% | 5/11/35 | 4,532 | 5,517 | |||
Shell International Finance BV | 6.375% | 12/15/38 | 6,854 | 10,183 | |||
Shell International Finance BV | 5.500% | 3/25/40 | 2,670 | 3,772 | |||
Shell International Finance BV | 3.625% | 8/21/42 | 2,032 | 2,229 | |||
Shell International Finance BV | 4.550% | 8/12/43 | 4,010 | 4,994 | |||
Shell International Finance BV | 4.375% | 5/11/45 | 5,502 | 6,813 | |||
Shell International Finance BV | 4.000% | 5/10/46 | 5,682 | 6,620 | |||
Shell International Finance BV | 3.750% | 9/12/46 | 2,704 | 3,055 | |||
Shell International Finance BV | 3.125% | 11/7/49 | 3,414 | 3,556 | |||
Shell International Finance BV | 3.250% | 4/6/50 | 3,260 | 3,490 | |||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 1,357 | 1,713 | |||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 2,075 | 2,304 | |||
Suncor Energy Inc. | 7.150% | 2/1/32 | 1,730 | 2,206 | |||
Suncor Energy Inc. | 5.950% | 12/1/34 | 2,605 | 3,118 | |||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,005 | 2,550 | |||
Suncor Energy Inc. | 6.850% | 6/1/39 | 2,860 | 3,706 | |||
Suncor Energy Inc. | 4.000% | 11/15/47 | 1,640 | 1,696 | |||
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 1,183 | 1,155 | |||
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 2,330 | 2,260 | |||
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 3,882 | 3,790 | |||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,085 | 1,410 | |||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 1,000 | 1,312 | |||
Total Capital International SA | 2.986% | 6/29/41 | 2,000 | 2,037 | |||
Total Capital International SA | 3.461% | 7/12/49 | 2,910 | 3,138 | |||
Total Capital International SA | 3.127% | 5/29/50 | 3,050 | 3,117 | |||
Total Capital International SA | 3.386% | 6/29/60 | 1,000 | 1,022 | |||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 3,297 | 3,824 | |||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 800 | 913 | |||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 1,350 | 1,766 | |||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 3,564 | 4,746 | |||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 2,937 | 3,449 | |||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 3,105 | 4,726 | |||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 2,025 | 2,654 | |||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 2,222 | 2,649 | |||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 2,950 | 3,656 | |||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 2,325 | 2,961 | |||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 1,695 | 2,033 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 1,495 | 1,624 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 1,400 | 1,585 | |||
3 | Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 1,500 | 1,614 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 2,290 | 3,174 | |||
Valero Energy Corp. | 6.625% | 6/15/37 | 4,125 | 5,458 | |||
Valero Energy Corp. | 4.900% | 3/15/45 | 1,481 | 1,719 |
103
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 1,000 | 1,059 | |||
Williams Cos. Inc. | 7.500% | 1/15/31 | 1,260 | 1,625 | |||
Williams Cos. Inc. | 6.300% | 4/15/40 | 3,915 | 4,698 | |||
Williams Cos. Inc. | 5.800% | 11/15/43 | 1,000 | 1,139 | |||
Williams Cos. Inc. | 5.400% | 3/4/44 | 1,522 | 1,661 | |||
Williams Cos. Inc. | 5.750% | 6/24/44 | 2,075 | 2,386 | |||
Williams Cos. Inc. | 4.900% | 1/15/45 | 1,300 | 1,406 | |||
Williams Cos. Inc. | 5.100% | 9/15/45 | 2,665 | 2,908 | |||
Williams Cos. Inc. | 4.850% | 3/1/48 | 1,680 | 1,859 | |||
Other Industrial (0.5%) | |||||||
2 | American University | 3.672% | 4/1/49 | 1,375 | 1,496 | ||
2 | Boston University | 4.061% | 10/1/48 | 875 | 1,120 | ||
California Institute of Technology | 4.321% | 8/1/45 | 1,050 | 1,334 | |||
California Institute of Technology | 4.700% | 11/1/11 | 1,355 | 1,927 | |||
California Institute of Technology | 3.650% | 9/1/19 | 1,350 | 1,492 | |||
2 | Duke University | 2.832% | 10/1/55 | 3,000 | 3,165 | ||
Emory University | 2.143% | 9/1/30 | 1,500 | 1,552 | |||
Emory University | 2.969% | 9/1/50 | 800 | 858 | |||
Georgetown University | 2.943% | 4/1/50 | 3,140 | 3,138 | |||
Georgetown University | 5.215% | 10/1/18 | 200 | 275 | |||
2 | Johns Hopkins University | 4.083% | 7/1/53 | 1,225 | 1,513 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,710 | 2,130 | |||
2 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 1,450 | 1,782 | ||
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 1,325 | 1,490 | |||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 2,500 | 4,412 | |||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 300 | 451 | |||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 495 | 613 | |||
2 | Northwestern University | 4.643% | 12/1/44 | 1,875 | 2,504 | ||
2 | Northwestern University | 3.662% | 12/1/57 | 570 | 708 | ||
President & Fellows of Harvard College | 3.619% | 10/1/37 | 900 | 1,093 | |||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 1,215 | 1,702 | |||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 1,450 | 1,679 | |||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 1,400 | 1,455 | |||
2 | Trustees of Boston College | 3.129% | 7/1/52 | 1,200 | 1,366 | ||
2 | University of Chicago | 4.003% | 10/1/53 | 1,250 | 1,595 | ||
2 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 500 | 590 | ||
University of Notre Dame du Lac | 3.394% | 2/15/48 | 1,100 | 1,289 | |||
University of Pennsylvania | 4.674% | 9/1/12 | 950 | 1,378 | |||
University of Pennsylvania | 3.610% | 2/15/19 | 450 | 521 | |||
2 | University of Southern California | 3.028% | 10/1/39 | 2,695 | 2,963 | ||
University of Southern California | 2.805% | 10/1/50 | 525 | 550 | |||
University of Southern California | 5.250% | 10/1/11 | 1,050 | 1,737 | |||
University of Southern California | 3.226% | 10/1/20 | 1,400 | 1,461 | |||
2 | William Marsh Rice University | 3.574% | 5/15/45 | 2,640 | 3,074 | ||
Yale University | 2.402% | 4/15/50 | 1,375 | 1,412 | |||
Technology (4.1%) | |||||||
Analog Devices Inc. | 5.300% | 12/15/45 | 1,040 | 1,413 | |||
Apple Inc. | 4.500% | 2/23/36 | 2,849 | 3,760 | |||
Apple Inc. | 3.850% | 5/4/43 | 7,944 | 9,807 | |||
Apple Inc. | 4.450% | 5/6/44 | 3,585 | 4,779 | |||
Apple Inc. | 3.450% | 2/9/45 | 5,665 | 6,564 | |||
Apple Inc. | 4.375% | 5/13/45 | 6,907 | 9,123 | |||
Apple Inc. | 4.650% | 2/23/46 | 3,269 | 4,463 | |||
Apple Inc. | 3.850% | 8/4/46 | 5,257 | 6,540 | |||
Apple Inc. | 4.250% | 2/9/47 | 5,245 | 6,817 | |||
Apple Inc. | 3.750% | 9/12/47 | 4,299 | 5,149 | |||
Apple Inc. | 3.750% | 11/13/47 | 3,638 | 4,418 | |||
Apple Inc. | 2.950% | 9/11/49 | 4,700 | 5,115 | |||
Apple Inc. | 2.650% | 5/11/50 | 7,100 | 7,337 | |||
Applied Materials Inc. | 5.100% | 10/1/35 | 2,150 | 2,974 | |||
Applied Materials Inc. | 5.850% | 6/15/41 | 1,200 | 1,754 | |||
Applied Materials Inc. | 4.350% | 4/1/47 | 1,875 | 2,418 | |||
Applied Materials Inc. | 2.750% | 6/1/50 | 2,000 | 2,044 |
104
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3 | Broadcom Inc. | 4.150% | 11/15/30 | 7,000 | 7,611 | ||
3 | Broadcom Inc. | 4.300% | 11/15/32 | 5,000 | 5,520 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 5,224 | 7,772 | |||
Cisco Systems Inc. | 5.500% | 1/15/40 | 5,550 | 8,122 | |||
Corning Inc. | 4.700% | 3/15/37 | 625 | 736 | |||
Corning Inc. | 5.750% | 8/15/40 | 1,863 | 2,422 | |||
Corning Inc. | 4.750% | 3/15/42 | 250 | 300 | |||
Corning Inc. | 5.350% | 11/15/48 | 2,200 | 2,917 | |||
Corning Inc. | 4.375% | 11/15/57 | 1,150 | 1,314 | |||
Corning Inc. | 5.850% | 11/15/68 | 645 | 826 | |||
Corning Inc. | 5.450% | 11/15/79 | 3,350 | 4,004 | |||
3 | Dell International LLC / EMC Corp. | 6.200% | 7/15/30 | 1,000 | 1,164 | ||
3 | Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 4,625 | 5,986 | ||
3 | Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 6,000 | 7,926 | ||
Equinix Inc. | 2.150% | 7/15/30 | 2,800 | 2,769 | |||
Equinix Inc. | 3.000% | 7/15/50 | 1,000 | 974 | |||
Fiserv Inc. | 4.400% | 7/1/49 | 5,300 | 6,410 | |||
Global Payments Inc. | 4.150% | 8/15/49 | 3,195 | 3,669 | |||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 1,100 | 1,370 | |||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 3,065 | 3,758 | |||
HP Inc. | 6.000% | 9/15/41 | 3,525 | 4,153 | |||
Intel Corp. | 4.000% | 12/15/32 | 3,902 | 4,827 | |||
Intel Corp. | 4.800% | 10/1/41 | 1,500 | 2,024 | |||
Intel Corp. | 4.250% | 12/15/42 | 925 | 1,176 | |||
Intel Corp. | 4.900% | 7/29/45 | 1,800 | 2,507 | |||
Intel Corp. | 4.100% | 5/19/46 | 3,655 | 4,611 | |||
Intel Corp. | 4.100% | 5/11/47 | 3,125 | 3,922 | |||
Intel Corp. | 3.734% | 12/8/47 | 6,900 | 8,300 | |||
Intel Corp. | 3.250% | 11/15/49 | 3,600 | 4,028 | |||
Intel Corp. | 4.750% | 3/25/50 | 6,610 | 9,308 | |||
Intel Corp. | 3.100% | 2/15/60 | 2,850 | 3,137 | |||
Intel Corp. | 4.950% | 3/25/60 | 1,615 | 2,367 | |||
International Business Machines Corp. | 5.875% | 11/29/32 | 650 | 924 | |||
International Business Machines Corp. | 4.150% | 5/15/39 | 5,030 | 6,090 | |||
International Business Machines Corp. | 5.600% | 11/30/39 | 2,200 | 3,116 | |||
International Business Machines Corp. | 2.850% | 5/15/40 | 1,000 | 1,035 | |||
International Business Machines Corp. | 4.000% | 6/20/42 | 4,254 | 5,104 | |||
International Business Machines Corp. | 4.250% | 5/15/49 | 10,783 | 13,444 | |||
International Business Machines Corp. | 2.950% | 5/15/50 | 2,000 | 2,053 | |||
Intuit Inc. | 1.650% | 7/15/30 | 1,400 | 1,402 | |||
Juniper Networks Inc. | 5.950% | 3/15/41 | 1,580 | 1,952 | |||
KLA Corp. | 5.000% | 3/15/49 | 1,150 | 1,517 | |||
KLA Corp. | 3.300% | 3/1/50 | 2,000 | 2,062 | |||
Lam Research Corp. | 4.875% | 3/15/49 | 1,680 | 2,310 | |||
Lam Research Corp. | 2.875% | 6/15/50 | 1,500 | 1,543 | |||
Microsoft Corp. | 3.500% | 2/12/35 | 6,345 | 7,718 | |||
Microsoft Corp. | 4.200% | 11/3/35 | 6,296 | 8,169 | |||
Microsoft Corp. | 3.450% | 8/8/36 | 5,100 | 6,143 | |||
Microsoft Corp. | 4.100% | 2/6/37 | 1,474 | 1,899 | |||
Microsoft Corp. | 3.500% | 11/15/42 | 3,300 | 3,943 | |||
Microsoft Corp. | 4.450% | 11/3/45 | 6,618 | 9,109 | |||
Microsoft Corp. | 3.700% | 8/8/46 | 12,265 | 15,336 | |||
Microsoft Corp. | 4.250% | 2/6/47 | 3,609 | 4,901 | |||
Microsoft Corp. | 2.525% | 6/1/50 | 20,973 | 21,665 | |||
Microsoft Corp. | 4.000% | 2/12/55 | 2,472 | 3,165 | |||
Microsoft Corp. | 3.950% | 8/8/56 | 6,803 | 8,737 | |||
Microsoft Corp. | 2.675% | 6/1/60 | 10,662 | 11,126 | |||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 1,275 | 1,439 | |||
NVIDIA Corp. | 3.500% | 4/1/40 | 3,300 | 3,843 | |||
NVIDIA Corp. | 3.500% | 4/1/50 | 5,515 | 6,292 | |||
NVIDIA Corp. | 3.700% | 4/1/60 | 500 | 586 | |||
Oracle Corp. | 4.300% | 7/8/34 | 4,949 | 6,167 | |||
Oracle Corp. | 3.900% | 5/15/35 | 4,816 | 5,814 | |||
Oracle Corp. | 3.850% | 7/15/36 | 2,415 | 2,823 |
105
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Oracle Corp. | 3.800% | 11/15/37 | 3,466 | 4,053 | |||
Oracle Corp. | 6.125% | 7/8/39 | 5,195 | 7,675 | |||
Oracle Corp. | 3.600% | 4/1/40 | 7,550 | 8,519 | |||
Oracle Corp. | 5.375% | 7/15/40 | 6,142 | 8,501 | |||
Oracle Corp. | 4.500% | 7/8/44 | 2,550 | 3,185 | |||
Oracle Corp. | 4.125% | 5/15/45 | 5,600 | 6,679 | |||
Oracle Corp. | 4.000% | 7/15/46 | 7,245 | 8,498 | |||
Oracle Corp. | 4.000% | 11/15/47 | 6,050 | 7,159 | |||
Oracle Corp. | 3.600% | 4/1/50 | 13,000 | 14,518 | |||
Oracle Corp. | 4.375% | 5/15/55 | 2,815 | 3,564 | |||
Oracle Corp. | 3.850% | 4/1/60 | 8,700 | 10,182 | |||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 2,500 | 2,718 | |||
QUALCOMM Inc. | 4.650% | 5/20/35 | 2,745 | 3,657 | |||
QUALCOMM Inc. | 4.800% | 5/20/45 | 4,831 | 6,271 | |||
QUALCOMM Inc. | 4.300% | 5/20/47 | 4,400 | 5,474 | |||
3 | Seagate HDD Cayman | 4.125% | 1/15/31 | 500 | 524 | ||
Seagate HDD Cayman | 5.750% | 12/1/34 | 1,000 | 1,104 | |||
Texas Instruments Inc. | 3.875% | 3/15/39 | 2,299 | 2,841 | |||
Texas Instruments Inc. | 4.150% | 5/15/48 | 3,128 | 4,033 | |||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 1,500 | 2,286 | |||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 1,175 | 1,610 | |||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 1,200 | 1,349 | |||
Transportation (1.9%) | |||||||
2 | American Airlines 2019-1 Class AA Pass Through Trust | 3.150% | 8/15/33 | 985 | 905 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 644 | 930 | |||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 1,000 | 1,484 | |||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 3,157 | 4,458 | |||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 1,037 | 1,370 | |||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,673 | 2,302 | |||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 1,375 | 1,823 | |||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 1,485 | 1,866 | |||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 2,130 | 2,674 | |||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 2,466 | 3,170 | |||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 2,310 | 3,176 | |||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,575 | 2,133 | |||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 2,870 | 3,700 | |||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 2,080 | 2,571 | |||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 1,617 | 2,137 | |||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 2,386 | 2,897 | |||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 2,000 | 2,482 | |||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,390 | 1,732 | |||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 2,225 | 2,790 | |||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 1,225 | 1,423 | |||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 2,600 | 2,791 | |||
Canadian National Railway Co. | 6.250% | 8/1/34 | 2,170 | 3,234 | |||
Canadian National Railway Co. | 6.200% | 6/1/36 | 882 | 1,319 | |||
Canadian National Railway Co. | 6.375% | 11/15/37 | 715 | 1,054 | |||
Canadian National Railway Co. | 3.200% | 8/2/46 | 3,025 | 3,302 | |||
Canadian National Railway Co. | 3.650% | 2/3/48 | 2,710 | 3,136 | |||
Canadian National Railway Co. | 4.450% | 1/20/49 | 300 | 402 | |||
Canadian National Railway Co. | 2.450% | 5/1/50 | 375 | 359 | |||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 705 | 1,004 | |||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 1,075 | 1,378 | |||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 1,410 | 1,844 | |||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 250 | 364 | |||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 1,470 | 1,943 | |||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 1,165 | 1,777 | |||
CSX Corp. | 6.000% | 10/1/36 | 1,370 | 1,876 | |||
CSX Corp. | 6.150% | 5/1/37 | 1,830 | 2,562 | |||
CSX Corp. | 6.220% | 4/30/40 | 1,805 | 2,624 | |||
CSX Corp. | 5.500% | 4/15/41 | 2,720 | 3,771 | |||
CSX Corp. | 4.750% | 5/30/42 | 1,867 | 2,398 | |||
CSX Corp. | 4.400% | 3/1/43 | 1,275 | 1,571 |
106
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
CSX Corp. | 4.100% | 3/15/44 | 2,525 | 3,077 | |||
CSX Corp. | 3.800% | 11/1/46 | 2,648 | 3,044 | |||
CSX Corp. | 4.300% | 3/1/48 | 3,045 | 3,788 | |||
CSX Corp. | 4.750% | 11/15/48 | 2,556 | 3,388 | |||
CSX Corp. | 4.500% | 3/15/49 | 766 | 986 | |||
CSX Corp. | 3.800% | 4/15/50 | 1,439 | 1,710 | |||
CSX Corp. | 3.950% | 5/1/50 | 1,650 | 2,000 | |||
CSX Corp. | 4.500% | 8/1/54 | 1,050 | 1,342 | |||
CSX Corp. | 4.250% | 11/1/66 | 660 | 796 | |||
CSX Corp. | 4.650% | 3/1/68 | 60 | 78 | |||
FedEx Corp. | 4.900% | 1/15/34 | 1,675 | 2,033 | |||
FedEx Corp. | 3.900% | 2/1/35 | 1,895 | 2,045 | |||
FedEx Corp. | 3.875% | 8/1/42 | 1,000 | 1,010 | |||
FedEx Corp. | 4.100% | 4/15/43 | 1,900 | 1,943 | |||
FedEx Corp. | 5.100% | 1/15/44 | 1,948 | 2,274 | |||
FedEx Corp. | 4.100% | 2/1/45 | 1,770 | 1,812 | |||
FedEx Corp. | 4.750% | 11/15/45 | 3,408 | 3,828 | |||
FedEx Corp. | 4.550% | 4/1/46 | 2,553 | 2,752 | |||
FedEx Corp. | 4.400% | 1/15/47 | 2,709 | 2,884 | |||
FedEx Corp. | 4.050% | 2/15/48 | 1,150 | 1,181 | |||
FedEx Corp. | 4.950% | 10/17/48 | 1,400 | 1,623 | |||
FedEx Corp. | 5.250% | 5/15/50 | 3,450 | 4,221 | |||
2 | JetBlue 2019-1 Class AA Pass Through Trust | 2.750% | 5/15/32 | 1,976 | 1,772 | ||
Kansas City Southern | 4.300% | 5/15/43 | 1,715 | 2,047 | |||
Kansas City Southern | 4.950% | 8/15/45 | 2,160 | 2,774 | |||
Kansas City Southern | 4.700% | 5/1/48 | 100 | 128 | |||
Kansas City Southern | 3.500% | 5/1/50 | 1,250 | 1,370 | |||
Kansas City Southern | 4.200% | 11/15/69 | 1,066 | 1,188 | |||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 233 | 345 | |||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 2,198 | 2,819 | |||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 1,958 | 2,278 | |||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 1,340 | 1,683 | |||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 2,053 | 2,654 | |||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 968 | 1,154 | |||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 1,770 | 2,188 | |||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 1,715 | 2,121 | |||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 1,000 | 1,101 | |||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 2,100 | 2,172 | |||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 546 | 654 | |||
3 | Norfolk Southern Corp. | 3.155% | 5/15/55 | 3,093 | 3,161 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 928 | 1,061 | |||
Union Pacific Corp. | 3.600% | 9/15/37 | 1,803 | 1,994 | |||
Union Pacific Corp. | 4.375% | 9/10/38 | 2,325 | 2,860 | |||
Union Pacific Corp. | 3.550% | 8/15/39 | 150 | 168 | |||
Union Pacific Corp. | 4.300% | 6/15/42 | 150 | 183 | |||
Union Pacific Corp. | 4.250% | 4/15/43 | 1,100 | 1,339 | |||
Union Pacific Corp. | 4.150% | 1/15/45 | 1,535 | 1,861 | |||
Union Pacific Corp. | 4.050% | 11/15/45 | 300 | 361 | |||
Union Pacific Corp. | 4.050% | 3/1/46 | 1,400 | 1,676 | |||
Union Pacific Corp. | 3.350% | 8/15/46 | 1,995 | 2,143 | |||
Union Pacific Corp. | 4.000% | 4/15/47 | 2,675 | 3,223 | |||
Union Pacific Corp. | 4.500% | 9/10/48 | 1,000 | 1,300 | |||
Union Pacific Corp. | 4.300% | 3/1/49 | 2,900 | 3,682 | |||
Union Pacific Corp. | 3.250% | 2/5/50 | 5,975 | 6,511 | |||
Union Pacific Corp. | 3.799% | 10/1/51 | 821 | 967 | |||
Union Pacific Corp. | 3.875% | 2/1/55 | 1,785 | 2,144 | |||
Union Pacific Corp. | 4.800% | 9/10/58 | 100 | 134 | |||
Union Pacific Corp. | 3.839% | 3/20/60 | 4,957 | 5,802 | |||
Union Pacific Corp. | 4.375% | 11/15/65 | 2,250 | 2,804 | |||
Union Pacific Corp. | 4.100% | 9/15/67 | 1,350 | 1,617 | |||
Union Pacific Corp. | 3.750% | 2/5/70 | 675 | 748 | |||
2 | Union Pacific Railroad Co. 2007-3 Pass Through Trust | 6.176% | 1/2/31 | 419 | 506 | ||
2 | United Airlines 2019-1 Class AA Pass Through Trust | 4.150% | 8/25/31 | 1,955 | 1,866 | ||
2 | United Airlines 2019-2 Class AA Pass Through Trust | 2.700% | 11/1/33 | 1,650 | 1,469 |
107
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 1,112 | 1,648 | |||
United Parcel Service Inc. | 5.200% | 4/1/40 | 1,385 | 1,896 | |||
United Parcel Service Inc. | 4.875% | 11/15/40 | 2,245 | 2,969 | |||
United Parcel Service Inc. | 3.625% | 10/1/42 | 672 | 765 | |||
United Parcel Service Inc. | 3.400% | 11/15/46 | 1,820 | 1,969 | |||
United Parcel Service Inc. | 3.750% | 11/15/47 | 2,994 | 3,475 | |||
United Parcel Service Inc. | 4.250% | 3/15/49 | 2,770 | 3,441 | |||
United Parcel Service Inc. | 3.400% | 9/1/49 | 1,800 | 1,983 | |||
United Parcel Service Inc. | 5.300% | 4/1/50 | 3,750 | 5,385 | |||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 550 | 814 | |||
4,412,952 | |||||||
Utilities (6.3%) | |||||||
Electric (5.7%) | |||||||
AEP Texas Inc. | 4.150% | 5/1/49 | 590 | 696 | |||
AEP Texas Inc. | 3.450% | 1/15/50 | 665 | 712 | |||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 1,250 | 1,494 | |||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 1,595 | 1,823 | |||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 1,235 | 1,534 | |||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 1,000 | 1,181 | |||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 1,080 | 1,153 | |||
AEP Transmission Co. LLC | 3.650% | 4/1/50 | 1,150 | 1,325 | |||
Alabama Power Co. | 6.125% | 5/15/38 | 1,610 | 2,337 | |||
Alabama Power Co. | 6.000% | 3/1/39 | 688 | 992 | |||
Alabama Power Co. | 3.850% | 12/1/42 | 544 | 631 | |||
Alabama Power Co. | 4.150% | 8/15/44 | 1,930 | 2,306 | |||
Alabama Power Co. | 3.750% | 3/1/45 | 1,742 | 1,974 | |||
Alabama Power Co. | 4.300% | 1/2/46 | 1,675 | 2,057 | |||
Alabama Power Co. | 3.700% | 12/1/47 | 2,367 | 2,705 | |||
Alabama Power Co. | 4.300% | 7/15/48 | 1,305 | 1,616 | |||
Ameren Corp. | 3.500% | 1/15/31 | 1,875 | 2,096 | |||
Ameren Illinois Co. | 4.150% | 3/15/46 | 577 | 708 | |||
Ameren Illinois Co. | 3.700% | 12/1/47 | 2,570 | 2,975 | |||
Ameren Illinois Co. | 4.500% | 3/15/49 | 1,137 | 1,492 | |||
Ameren Illinois Co. | 3.250% | 3/15/50 | 1,665 | 1,842 | |||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 760 | 793 | |||
Appalachian Power Co. | 7.000% | 4/1/38 | 1,468 | 2,184 | |||
Appalachian Power Co. | 4.400% | 5/15/44 | 1,853 | 2,206 | |||
Appalachian Power Co. | 4.450% | 6/1/45 | 1,318 | 1,587 | |||
Appalachian Power Co. | 4.500% | 3/1/49 | 1,075 | 1,310 | |||
Appalachian Power Co. | 3.700% | 5/1/50 | 1,300 | 1,434 | |||
Arizona Public Service Co. | 5.050% | 9/1/41 | 1,380 | 1,762 | |||
Arizona Public Service Co. | 4.500% | 4/1/42 | 1,000 | 1,212 | |||
Arizona Public Service Co. | 4.350% | 11/15/45 | 875 | 1,051 | |||
Arizona Public Service Co. | 3.750% | 5/15/46 | 1,445 | 1,603 | |||
Arizona Public Service Co. | 4.200% | 8/15/48 | 1,350 | 1,598 | |||
Arizona Public Service Co. | 4.250% | 3/1/49 | 750 | 879 | |||
Avista Corp. | 4.350% | 6/1/48 | 800 | 997 | |||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 1,000 | 1,114 | |||
Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 900 | 997 | |||
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 1,175 | 1,454 | |||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 1,875 | 1,982 | |||
3 | Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 1,000 | 1,164 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 2,000 | 2,871 | |||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 1,850 | 2,583 | |||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,943 | 2,621 | |||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 1,856 | 2,323 | |||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 2,870 | 3,332 | |||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 2,745 | 3,509 | |||
3 | Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 1,000 | 1,256 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 1,900 | 2,123 | |||
Black Hills Corp. | 4.200% | 9/15/46 | 1,145 | 1,213 | |||
CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 955 | 1,410 | |||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 1,825 | 2,063 |
108
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 844 | 1,080 | |||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 1,512 | 1,834 | |||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 1,036 | 1,323 | |||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 200 | 216 | |||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 1,175 | 1,232 | |||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 1,219 | 1,561 | |||
CMS Energy Corp. | 4.875% | 3/1/44 | 604 | 772 | |||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 1,220 | 1,734 | |||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 1,039 | 1,557 | |||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 1,675 | 1,965 | |||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 1,415 | 1,822 | |||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 1,450 | 1,888 | |||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 1,360 | 1,583 | |||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 1,345 | 1,709 | |||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 2,150 | 2,505 | |||
Commonwealth Edison Co. | 3.750% | 8/15/47 | 2,292 | 2,716 | |||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 2,250 | 2,754 | |||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 1,174 | 1,478 | |||
Commonwealth Edison Co. | 3.200% | 11/15/49 | 800 | 887 | |||
Commonwealth Edison Co. | 3.000% | 3/1/50 | 500 | 527 | |||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 1,650 | 2,054 | |||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 1,545 | 1,886 | |||
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 995 | 1,325 | |||
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 970 | 1,305 | |||
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,320 | 1,833 | |||
Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 1,805 | 2,584 | |||
Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 2,275 | 3,435 | |||
Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 1,550 | 2,113 | |||
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 1,080 | 1,501 | |||
Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 1,385 | 1,636 | |||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 2,000 | 2,284 | |||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 1,249 | 1,521 | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 650 | 804 | |||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 2,725 | 3,116 | |||
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 1,900 | 2,192 | |||
Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 1,505 | 1,977 | |||
Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 285 | 343 | |||
Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 1,100 | 1,303 | |||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 2,501 | 3,189 | |||
Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 1,575 | 1,898 | |||
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 1,250 | 1,450 | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 1,325 | 1,659 | |||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 200 | 229 | |||
Consumers Energy Co. | 3.950% | 5/15/43 | 1,830 | 2,210 | |||
Consumers Energy Co. | 3.250% | 8/15/46 | 1,722 | 1,908 | |||
Consumers Energy Co. | 3.950% | 7/15/47 | 1,597 | 1,973 | |||
Consumers Energy Co. | 4.050% | 5/15/48 | 1,959 | 2,471 | |||
Consumers Energy Co. | 4.350% | 4/15/49 | 1,625 | 2,163 | |||
Consumers Energy Co. | 3.750% | 2/15/50 | 50 | 62 | |||
Consumers Energy Co. | 3.100% | 8/15/50 | 800 | 890 | |||
Consumers Energy Co. | 3.500% | 8/1/51 | 1,100 | 1,285 | |||
Consumers Energy Co. | 2.500% | 5/1/60 | 1,500 | 1,411 | |||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 600 | 642 | |||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 1,300 | 1,574 | |||
Dominion Energy Inc. | 6.300% | 3/15/33 | 1,110 | 1,538 | |||
Dominion Energy Inc. | 5.250% | 8/1/33 | 1,000 | 1,210 | |||
Dominion Energy Inc. | 5.950% | 6/15/35 | 1,240 | 1,625 | |||
Dominion Energy Inc. | 4.900% | 8/1/41 | 1,000 | 1,234 | |||
Dominion Energy Inc. | 4.050% | 9/15/42 | 820 | 924 | |||
Dominion Energy Inc. | 4.700% | 12/1/44 | 620 | 770 | |||
Dominion Energy Inc. | 4.600% | 3/15/49 | 1,605 | 2,019 | |||
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 1,206 | 1,735 | |||
Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | 1,100 | 1,468 | |||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 1,775 | 2,540 |
109
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,275 | 1,761 | |||
DTE Electric Co. | 2.625% | 3/1/31 | 2,100 | 2,272 | |||
DTE Electric Co. | 4.000% | 4/1/43 | 1,510 | 1,809 | |||
DTE Electric Co. | 3.700% | 3/15/45 | 1,350 | 1,562 | |||
DTE Electric Co. | 3.700% | 6/1/46 | 1,550 | 1,801 | |||
DTE Electric Co. | 3.750% | 8/15/47 | 1,940 | 2,289 | |||
DTE Electric Co. | 4.050% | 5/15/48 | 850 | 1,053 | |||
DTE Electric Co. | 3.950% | 3/1/49 | 200 | 246 | |||
DTE Electric Co. | 2.950% | 3/1/50 | 1,412 | 1,467 | |||
DTE Energy Co. | 6.375% | 4/15/33 | 1,105 | 1,478 | |||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 1,078 | 1,511 | |||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 2,112 | 3,016 | |||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 1,205 | 1,735 | |||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 1,465 | 2,030 | |||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,020 | 1,252 | |||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 1,875 | 2,244 | |||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 905 | 1,052 | |||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 650 | 773 | |||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 2,000 | 2,374 | |||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 2,000 | 2,463 | |||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 1,900 | 2,120 | |||
Duke Energy Corp. | 4.800% | 12/15/45 | 2,350 | 3,032 | |||
Duke Energy Corp. | 3.750% | 9/1/46 | 5,320 | 6,063 | |||
Duke Energy Corp. | 3.950% | 8/15/47 | 1,777 | 2,056 | |||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,000 | 1,221 | |||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 2,286 | 3,412 | |||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 1,029 | 1,604 | |||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 1,400 | 1,977 | |||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 55 | 65 | |||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 1,800 | 2,027 | |||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 1,750 | 2,224 | |||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,206 | 1,614 | |||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 2,515 | 3,720 | |||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 675 | 1,005 | |||
Duke Energy Indiana LLC | 4.900% | 7/15/43 | 1,730 | 2,296 | |||
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 400 | 468 | |||
Duke Energy Indiana LLC | 3.250% | 10/1/49 | 1,250 | 1,380 | |||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 1,275 | 1,485 | |||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,875 | 2,401 | |||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 1,055 | 1,556 | |||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 1,625 | 1,949 | |||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 1,345 | 1,613 | |||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 925 | 1,157 | |||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 1,664 | 2,038 | |||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 2,039 | 2,529 | |||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 1,681 | 1,968 | |||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 1,810 | 2,101 | |||
El Paso Electric Co. | 6.000% | 5/15/35 | 725 | 945 | |||
El Paso Electric Co. | 5.000% | 12/1/44 | 1,424 | 1,710 | |||
Emera US Finance LP | 4.750% | 6/15/46 | 2,228 | 2,611 | |||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 150 | 189 | |||
Entergy Corp. | 3.750% | 6/15/50 | 500 | 558 | |||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 1,205 | 1,319 | |||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 2,803 | 3,427 | |||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 1,491 | 1,625 | |||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 2,200 | 2,788 | |||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 768 | 970 | |||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 2,000 | 2,064 | |||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 1,400 | 1,664 | |||
Entergy Texas Inc. | 4.500% | 3/30/39 | 500 | 599 | |||
Entergy Texas Inc. | 3.550% | 9/30/49 | 1,846 | 2,035 | |||
Eversource Energy | 3.450% | 1/15/50 | 400 | 429 | |||
Exelon Corp. | 4.950% | 6/15/35 | 1,035 | 1,260 | |||
Exelon Corp. | 5.625% | 6/15/35 | 2,756 | 3,579 |
110
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Exelon Corp. | 5.100% | 6/15/45 | 2,849 | 3,668 | |||
Exelon Corp. | 4.450% | 4/15/46 | 3,587 | 4,343 | |||
Exelon Corp. | 4.700% | 4/15/50 | 1,750 | 2,234 | |||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 781 | 947 | |||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 3,353 | 3,742 | |||
FirstEnergy Corp. | 7.375% | 11/15/31 | 1,004 | 1,463 | |||
FirstEnergy Corp. | 4.850% | 7/15/47 | 4,276 | 5,413 | |||
FirstEnergy Corp. | 3.400% | 3/1/50 | 2,620 | 2,769 | |||
Florida Power & Light Co. | 5.625% | 4/1/34 | 1,279 | 1,823 | |||
Florida Power & Light Co. | 4.950% | 6/1/35 | 1,005 | 1,392 | |||
Florida Power & Light Co. | 5.650% | 2/1/37 | 1,343 | 1,888 | |||
Florida Power & Light Co. | 5.950% | 2/1/38 | 1,000 | 1,486 | |||
Florida Power & Light Co. | 5.960% | 4/1/39 | 1,830 | 2,757 | |||
Florida Power & Light Co. | 5.690% | 3/1/40 | 1,415 | 2,080 | |||
Florida Power & Light Co. | 5.250% | 2/1/41 | 1,650 | 2,309 | |||
Florida Power & Light Co. | 4.050% | 6/1/42 | 2,107 | 2,604 | |||
Florida Power & Light Co. | 3.800% | 12/15/42 | 1,105 | 1,328 | |||
Florida Power & Light Co. | 4.050% | 10/1/44 | 1,582 | 1,978 | |||
Florida Power & Light Co. | 3.700% | 12/1/47 | 1,490 | 1,808 | |||
Florida Power & Light Co. | 3.950% | 3/1/48 | 2,035 | 2,564 | |||
Florida Power & Light Co. | 4.125% | 6/1/48 | 2,400 | 3,101 | |||
Florida Power & Light Co. | 3.990% | 3/1/49 | 1,550 | 1,934 | |||
Florida Power & Light Co. | 3.150% | 10/1/49 | 2,550 | 2,889 | |||
Georgia Power Co. | 4.750% | 9/1/40 | 1,320 | 1,595 | |||
Georgia Power Co. | 4.300% | 3/15/42 | 1,685 | 1,958 | |||
Georgia Power Co. | 4.300% | 3/15/43 | 1,210 | 1,416 | |||
Georgia Power Co. | 3.700% | 1/30/50 | 1,600 | 1,777 | |||
Iberdrola International BV | 6.750% | 7/15/36 | 595 | 821 | |||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 755 | 1,048 | |||
Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,380 | 1,757 | |||
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 665 | 752 | |||
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 825 | 1,003 | |||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 1,764 | 2,528 | |||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 650 | 716 | |||
ITC Holdings Corp. | 5.300% | 7/1/43 | 1,425 | 1,800 | |||
2 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 1,760 | 2,180 | ||
Kansas City Power & Light Co. | 5.300% | 10/1/41 | 1,275 | 1,717 | |||
Kansas City Power & Light Co. | 4.200% | 6/15/47 | 810 | 983 | |||
Kansas City Power & Light Co. | 4.200% | 3/15/48 | 1,725 | 2,164 | |||
Kansas City Power & Light Co. | 4.125% | 4/1/49 | 650 | 808 | |||
Kentucky Utilities Co. | 5.125% | 11/1/40 | 2,565 | 3,374 | |||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 2,140 | 2,578 | |||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 1,400 | 1,498 | |||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 705 | 855 | |||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 925 | 1,366 | |||
MidAmerican Energy Co. | 5.750% | 11/1/35 | 1,055 | 1,525 | |||
MidAmerican Energy Co. | 5.800% | 10/15/36 | 930 | 1,316 | |||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 1,308 | 1,721 | |||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 1,320 | 1,675 | |||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,769 | 2,239 | |||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 2,025 | 2,492 | |||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 2,624 | 3,087 | |||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 2,396 | 3,104 | |||
Mississippi Power Co. | 4.250% | 3/15/42 | 1,325 | 1,563 | |||
National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,125 | 1,738 | |||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 1,125 | 1,300 | |||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 1,700 | 2,195 | |||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 1,075 | 1,375 | |||
Nevada Power Co. | 6.650% | 4/1/36 | 775 | 1,103 | |||
Nevada Power Co. | 6.750% | 7/1/37 | 1,210 | 1,820 | |||
Nevada Power Co. | 3.125% | 8/1/50 | 2,250 | 2,468 | |||
Northern States Power Co. | 6.250% | 6/1/36 | 1,095 | 1,595 | |||
Northern States Power Co. | 6.200% | 7/1/37 | 1,250 | 1,859 | |||
Northern States Power Co. | 5.350% | 11/1/39 | 1,250 | 1,750 |
111
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Northern States Power Co. | 4.125% | 5/15/44 | 1,200 | 1,489 | |||
Northern States Power Co. | 4.000% | 8/15/45 | 1,010 | 1,235 | |||
Northern States Power Co. | 2.900% | 3/1/50 | 2,200 | 2,395 | |||
NorthWestern Corp. | 4.176% | 11/15/44 | 1,000 | 1,217 | |||
NSTAR Electric Co. | 5.500% | 3/15/40 | 1,090 | 1,484 | |||
NSTAR Electric Co. | 4.400% | 3/1/44 | 1,010 | 1,259 | |||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 1,385 | 1,864 | |||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 1,830 | 2,126 | |||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 440 | 499 | |||
Ohio Edison Co. | 6.875% | 7/15/36 | 1,360 | 1,845 | |||
Ohio Power Co. | 4.150% | 4/1/48 | 585 | 720 | |||
Ohio Power Co. | 4.000% | 6/1/49 | 1,525 | 1,843 | |||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 1,000 | 1,157 | |||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 500 | 557 | |||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 1,000 | 1,467 | |||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 1,140 | 1,722 | |||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 1,023 | 1,675 | |||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 1,000 | 1,361 | |||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 1,270 | 1,632 | |||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 1,465 | 2,057 | |||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 2,000 | 2,380 | |||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 1,080 | 1,305 | |||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 1,500 | 1,891 | |||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,625 | 1,969 | |||
Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 1,250 | 1,361 | |||
3 | Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 700 | 850 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 5,000 | 4,884 | |||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 2,500 | 2,433 | |||
4 | Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 750 | 787 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 5,000 | 4,822 | |||
PacifiCorp | 2.700% | 9/15/30 | 500 | 543 | |||
PacifiCorp | 7.700% | 11/15/31 | 1,100 | 1,700 | |||
PacifiCorp | 5.250% | 6/15/35 | 1,540 | 2,136 | |||
PacifiCorp | 6.100% | 8/1/36 | 670 | 943 | |||
PacifiCorp | 5.750% | 4/1/37 | 753 | 1,037 | |||
PacifiCorp | 6.250% | 10/15/37 | 2,670 | 3,878 | |||
PacifiCorp | 6.350% | 7/15/38 | 1,340 | 1,994 | |||
PacifiCorp | 6.000% | 1/15/39 | 2,162 | 3,183 | |||
PacifiCorp | 4.100% | 2/1/42 | 960 | 1,146 | |||
PacifiCorp | 4.125% | 1/15/49 | 1,815 | 2,242 | |||
PacifiCorp | 4.150% | 2/15/50 | 1,000 | 1,249 | |||
PacifiCorp | 3.300% | 3/15/51 | 1,500 | 1,659 | |||
PECO Energy Co. | 5.950% | 10/1/36 | 1,140 | 1,627 | |||
PECO Energy Co. | 3.700% | 9/15/47 | 150 | 178 | |||
PECO Energy Co. | 3.900% | 3/1/48 | 1,150 | 1,419 | |||
PECO Energy Co. | 3.000% | 9/15/49 | 500 | 529 | |||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 1,320 | 1,936 | |||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 2,140 | 2,580 | |||
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 1,239 | 1,468 | |||
PPL Capital Funding Inc. | 4.000% | 9/15/47 | 2,124 | 2,262 | |||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 565 | 841 | |||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 1,025 | 1,258 | |||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 1,900 | 2,281 | |||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 1,800 | 2,205 | |||
PPL Electric Utilities Corp. | 3.000% | 10/1/49 | 100 | 108 | |||
Progress Energy Inc. | 7.750% | 3/1/31 | 2,465 | 3,585 | |||
Progress Energy Inc. | 7.000% | 10/30/31 | 125 | 174 | |||
Progress Energy Inc. | 6.000% | 12/1/39 | 725 | 979 | |||
PSEG Power LLC | 8.625% | 4/15/31 | 1,340 | 1,860 | |||
Public Service Co. of Colorado | 1.900% | 1/15/31 | 1,000 | 1,013 | |||
Public Service Co. of Colorado | 6.500% | 8/1/38 | 500 | 784 | |||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 1,980 | 2,273 | |||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 725 | 915 | |||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 1,500 | 1,796 |
112
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 1,075 | 1,348 | |||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 2,030 | 2,530 | |||
Public Service Co. of Colorado | 2.700% | 1/15/51 | 1,100 | 1,122 | |||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 1,000 | 1,178 | |||
Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 1,498 | 2,201 | |||
Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 1,485 | 1,780 | |||
Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 1,870 | 2,149 | |||
Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 812 | 971 | |||
Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 985 | 1,159 | |||
Public Service Electric & Gas Co. | 4.050% | 5/1/48 | 1,000 | 1,259 | |||
Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 2,650 | 3,266 | |||
Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 500 | 510 | |||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 995 | 1,428 | |||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 1,111 | 1,555 | |||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 900 | 1,255 | |||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 1,015 | 1,399 | |||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 1,174 | 1,432 | |||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 931 | 1,172 | |||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 1,260 | 1,357 | |||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 560 | 821 | |||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 635 | 784 | |||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 1,910 | 2,206 | |||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 1,350 | 1,654 | |||
San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 1,650 | 1,824 | |||
Southern California Edison Co. | 6.000% | 1/15/34 | 1,185 | 1,588 | |||
Southern California Edison Co. | 5.750% | 4/1/35 | 1,070 | 1,428 | |||
Southern California Edison Co. | 5.350% | 7/15/35 | 1,095 | 1,410 | |||
Southern California Edison Co. | 5.625% | 2/1/36 | 2,015 | 2,547 | |||
Southern California Edison Co. | 5.550% | 1/15/37 | 690 | 874 | |||
Southern California Edison Co. | 5.950% | 2/1/38 | 2,240 | 2,972 | |||
Southern California Edison Co. | 6.050% | 3/15/39 | 1,715 | 2,324 | |||
Southern California Edison Co. | 5.500% | 3/15/40 | 730 | 953 | |||
Southern California Edison Co. | 4.500% | 9/1/40 | 1,605 | 1,904 | |||
Southern California Edison Co. | 4.050% | 3/15/42 | 1,740 | 1,964 | |||
Southern California Edison Co. | 3.900% | 3/15/43 | 1,825 | 2,013 | |||
Southern California Edison Co. | 4.650% | 10/1/43 | 2,040 | 2,495 | |||
Southern California Edison Co. | 3.600% | 2/1/45 | 1,815 | 1,959 | |||
Southern California Edison Co. | 4.000% | 4/1/47 | 1,345 | 1,534 | |||
Southern California Edison Co. | 4.125% | 3/1/48 | 5,340 | 6,228 | |||
Southern California Edison Co. | 4.875% | 3/1/49 | 2,000 | 2,580 | |||
Southern California Edison Co. | 3.650% | 2/1/50 | 1,325 | 1,452 | |||
Southern Co. | 4.250% | 7/1/36 | 1,475 | 1,666 | |||
Southern Co. | 4.400% | 7/1/46 | 3,901 | 4,619 | |||
Southern Power Co. | 5.150% | 9/15/41 | 1,345 | 1,520 | |||
Southern Power Co. | 5.250% | 7/15/43 | 1,055 | 1,191 | |||
Southern Power Co. | 4.950% | 12/15/46 | 1,400 | 1,519 | |||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 510 | 670 | |||
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,490 | 1,574 | |||
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 1,355 | 1,435 | |||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 1,196 | 1,455 | |||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 1,050 | 1,139 | |||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 1,475 | 1,682 | |||
Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,750 | 2,206 | |||
Southwestern Public Service Co. | 3.750% | 6/15/49 | 975 | 1,117 | |||
Southwestern Public Service Co. | 3.150% | 5/1/50 | 500 | 536 | |||
Tampa Electric Co. | 4.100% | 6/15/42 | 1,025 | 1,201 | |||
Tampa Electric Co. | 4.350% | 5/15/44 | 685 | 837 | |||
Tampa Electric Co. | 4.300% | 6/15/48 | 1,500 | 1,848 | |||
Tampa Electric Co. | 4.450% | 6/15/49 | 575 | 736 | |||
Tampa Electric Co. | 3.625% | 6/15/50 | 900 | 1,050 | |||
Toledo Edison Co. | 6.150% | 5/15/37 | 685 | 981 | |||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 1,265 | 1,627 | |||
Union Electric Co. | 5.300% | 8/1/37 | 1,000 | 1,319 | |||
Union Electric Co. | 8.450% | 3/15/39 | 665 | 1,104 |
113
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Union Electric Co. | 3.900% | 9/15/42 | 1,000 | 1,165 | |||
Union Electric Co. | 3.650% | 4/15/45 | 1,135 | 1,288 | |||
Union Electric Co. | 4.000% | 4/1/48 | 1,100 | 1,326 | |||
Virginia Electric & Power Co. | 6.000% | 1/15/36 | 1,635 | 2,252 | |||
Virginia Electric & Power Co. | 6.000% | 5/15/37 | 1,780 | 2,496 | |||
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 1,656 | 2,523 | |||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,895 | 3,389 | |||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 1,625 | 1,935 | |||
Virginia Electric & Power Co. | 4.650% | 8/15/43 | 1,510 | 1,922 | |||
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 2,151 | 2,679 | |||
Virginia Electric & Power Co. | 4.200% | 5/15/45 | 1,023 | 1,242 | |||
Virginia Electric & Power Co. | 4.000% | 11/15/46 | 1,580 | 1,898 | |||
Virginia Electric & Power Co. | 3.800% | 9/15/47 | 1,475 | 1,732 | |||
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 1,650 | 2,152 | |||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 1,578 | 1,747 | |||
Westar Energy Inc. | 4.125% | 3/1/42 | 1,305 | 1,540 | |||
Westar Energy Inc. | 4.100% | 4/1/43 | 1,765 | 2,088 | |||
Westar Energy Inc. | 4.250% | 12/1/45 | 1,000 | 1,218 | |||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 605 | 799 | |||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 725 | 1,005 | |||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 1,050 | 1,298 | |||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 890 | 1,239 | |||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 1,000 | 1,179 | |||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 415 | 455 | |||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 1,619 | 2,040 | |||
Xcel Energy Inc. | 6.500% | 7/1/36 | 500 | 716 | |||
Xcel Energy Inc. | 3.500% | 12/1/49 | 1,425 | 1,567 | |||
Natural Gas (0.5%) | |||||||
Atmos Energy Corp. | 5.500% | 6/15/41 | 1,425 | 2,005 | |||
Atmos Energy Corp. | 4.150% | 1/15/43 | 2,260 | 2,765 | |||
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,755 | 4,648 | |||
Atmos Energy Corp. | 4.125% | 3/15/49 | 1,000 | 1,265 | |||
Atmos Energy Corp. | 3.375% | 9/15/49 | 500 | 562 | |||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 969 | 1,301 | |||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 450 | 495 | |||
KeySpan Corp. | 5.803% | 4/1/35 | 1,000 | 1,316 | |||
NiSource Finance Corp. | 5.950% | 6/15/41 | 1,535 | 2,117 | |||
NiSource Finance Corp. | 5.250% | 2/15/43 | 1,582 | 2,031 | |||
NiSource Finance Corp. | 4.800% | 2/15/44 | 1,340 | 1,645 | |||
NiSource Finance Corp. | 5.650% | 2/1/45 | 1,100 | 1,486 | |||
NiSource Finance Corp. | 4.375% | 5/15/47 | 2,705 | 3,289 | |||
NiSource Finance Corp. | 3.950% | 3/30/48 | 1,492 | 1,723 | |||
ONE Gas Inc. | 4.658% | 2/1/44 | 2,000 | 2,505 | |||
ONE Gas Inc. | 4.500% | 11/1/48 | 900 | 1,143 | |||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 850 | 1,035 | |||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 650 | 721 | |||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 1,000 | 1,082 | |||
Sempra Energy | 3.800% | 2/1/38 | 1,872 | 2,025 | |||
Sempra Energy | 6.000% | 10/15/39 | 2,426 | 3,343 | |||
Sempra Energy | 4.000% | 2/1/48 | 2,807 | 3,188 | |||
Southern California Gas Co. | 5.125% | 11/15/40 | 225 | 293 | |||
Southern California Gas Co. | 3.750% | 9/15/42 | 1,050 | 1,191 | |||
Southern California Gas Co. | 4.125% | 6/1/48 | 1,450 | 1,783 | |||
Southern California Gas Co. | 4.300% | 1/15/49 | 900 | 1,142 | |||
Southern California Gas Co. | 3.950% | 2/15/50 | 1,700 | 2,061 | |||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 1,420 | 1,850 | |||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,680 | 1,941 | |||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | 1,074 | |||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 1,450 | 1,734 | |||
Southwest Gas Corp. | 3.800% | 9/29/46 | 1,000 | 1,085 | |||
Southwest Gas Corp. | 4.150% | 6/1/49 | 875 | 996 | |||
Washington Gas Light Co. | 3.796% | 9/15/46 | 1,000 | 1,114 | |||
Washington Gas Light Co. | 3.650% | 9/15/49 | 550 | 614 |
114
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Other Utility (0.1%) | |||||||
American Water Capital Corp. | 6.593% | 10/15/37 | 1,953 | 2,906 | |||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,300 | 1,580 | |||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,150 | 1,431 | |||
American Water Capital Corp. | 4.000% | 12/1/46 | 425 | 511 | |||
American Water Capital Corp. | 3.750% | 9/1/47 | 1,326 | 1,537 | |||
American Water Capital Corp. | 4.200% | 9/1/48 | 2,850 | 3,525 | |||
American Water Capital Corp. | 4.150% | 6/1/49 | 1,780 | 2,204 | |||
American Water Capital Corp. | 3.450% | 5/1/50 | 1,500 | 1,698 | |||
Essential Utilities Inc. | 4.276% | 5/1/49 | 1,400 | 1,689 | |||
Essential Utilities Inc. | 3.351% | 4/15/50 | 1,150 | 1,200 | |||
Veolia Environnement SA | 6.750% | 6/1/38 | 522 | 738 | |||
767,053 | |||||||
Total Corporate Bonds (Cost $5,429,404) | 6,239,381 | ||||||
Sovereign Bonds (3.6%) | |||||||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 1,398 | 1,656 | |||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 1,250 | 1,306 | |||
CNOOC Finance 2015 Australia Pty Ltd. | 4.200% | 5/5/45 | 500 | 594 | |||
CNOOC Nexen Finance 2014 ULC | 4.875% | 4/30/44 | 1,300 | 1,715 | |||
Ecopetrol SA | 7.375% | 9/18/43 | 2,425 | 2,916 | |||
Ecopetrol SA | 5.875% | 5/28/45 | 3,526 | 3,707 | |||
Equinor ASA | 3.625% | 4/6/40 | 260 | 291 | |||
Equinor ASA | 5.100% | 8/17/40 | 1,100 | 1,406 | |||
Equinor ASA | 4.250% | 11/23/41 | 4,075 | 4,857 | |||
Equinor ASA | 3.950% | 5/15/43 | 1,495 | 1,733 | |||
Equinor ASA | 4.800% | 11/8/43 | 2,790 | 3,606 | |||
Equinor ASA | 3.250% | 11/18/49 | 2,225 | 2,340 | |||
Equinor ASA | 3.700% | 4/6/50 | 3,311 | 3,804 | |||
European Investment Bank | 4.875% | 2/15/36 | 1,597 | 2,417 | |||
Inter-American Development Bank | 3.875% | 10/28/41 | 2,130 | 2,958 | |||
Inter-American Development Bank | 3.200% | 8/7/42 | 1,050 | 1,338 | |||
Inter-American Development Bank | 4.375% | 1/24/44 | 758 | 1,149 | |||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 1,325 | 1,948 | |||
5 | KFW | 0.000% | 4/18/36 | 5,195 | 4,164 | ||
5 | KFW | 0.000% | 6/29/37 | 4,890 | 3,848 | ||
Nexen Energy ULC | 7.875% | 3/15/32 | 775 | 1,168 | |||
Nexen Energy ULC | 5.875% | 3/10/35 | 2,569 | 3,508 | |||
Nexen Energy ULC | 6.400% | 5/15/37 | 2,155 | 3,051 | |||
Nexen Energy ULC | 7.500% | 7/30/39 | 3,039 | 4,908 | |||
2 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 2,275 | 2,665 | ||
2 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 2,000 | 3,030 | ||
2 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 975 | 1,126 | ||
2 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 11,270 | 14,538 | ||
2 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 5,965 | 7,643 | ||
Province of British Columbia | 7.250% | 9/1/36 | 990 | 1,698 | |||
Republic of Chile | 2.450% | 1/31/31 | 1,000 | 1,028 | |||
2 | Republic of Chile | 2.550% | 1/27/32 | 3,520 | 3,654 | ||
Republic of Chile | 3.625% | 10/30/42 | 1,900 | 2,150 | |||
Republic of Chile | 3.860% | 6/21/47 | 3,269 | 3,849 | |||
2 | Republic of Chile | 3.500% | 1/25/50 | 6,115 | 6,846 | ||
2 | Republic of Colombia | 3.125% | 4/15/31 | 2,500 | 2,457 | ||
Republic of Colombia | 10.375% | 1/28/33 | 2,000 | 3,066 | |||
Republic of Colombia | 7.375% | 9/18/37 | 4,852 | 6,596 | |||
Republic of Colombia | 6.125% | 1/18/41 | 6,825 | 8,413 | |||
2 | Republic of Colombia | 5.625% | 2/26/44 | 5,938 | 7,022 | ||
2 | Republic of Colombia | 5.000% | 6/15/45 | 11,572 | 12,883 | ||
Republic of Colombia | 5.200% | 5/15/49 | 3,300 | 3,811 |
115
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
2 | Republic of Colombia | 4.125% | 5/15/51 | 4,000 | 3,945 | ||
Republic of Hungary | 7.625% | 3/29/41 | 3,244 | 5,439 | |||
Republic of Indonesia | 2.850% | 2/14/30 | 400 | 408 | |||
Republic of Indonesia | 3.850% | 10/15/30 | 2,900 | 3,223 | |||
Republic of Indonesia | 4.350% | 1/11/48 | 3,800 | 4,280 | |||
Republic of Indonesia | 5.350% | 2/11/49 | 4,575 | 5,930 | |||
Republic of Indonesia | 3.700% | 10/30/49 | 1,900 | 1,976 | |||
Republic of Indonesia | 3.500% | 2/14/50 | 1,600 | 1,644 | |||
Republic of Indonesia | 4.200% | 10/15/50 | 4,525 | 5,062 | |||
Republic of Indonesia | 4.450% | 4/15/70 | 3,225 | 3,705 | |||
Republic of Italy | 5.375% | 6/15/33 | 4,729 | 5,911 | |||
Republic of Italy | 4.000% | 10/17/49 | 6,250 | 6,374 | |||
Republic of Korea | 4.125% | 6/10/44 | 2,338 | 3,233 | |||
Republic of Korea | 3.875% | 9/20/48 | 1,124 | 1,543 | |||
2 | Republic of Panama | 6.700% | 1/26/36 | 3,746 | 5,380 | ||
2 | Republic of Panama | 4.500% | 5/15/47 | 2,760 | 3,384 | ||
2 | Republic of Panama | 4.500% | 4/16/50 | 7,157 | 8,740 | ||
2 | Republic of Panama | 4.300% | 4/29/53 | 4,100 | 4,894 | ||
2 | Republic of Panama | 4.500% | 4/1/56 | 6,270 | 7,681 | ||
2 | Republic of Panama | 3.870% | 7/23/60 | 1,950 | 2,211 | ||
2 | Republic of Peru | 2.783% | 1/23/31 | 1,000 | 1,064 | ||
Republic of Peru | 8.750% | 11/21/33 | 6,425 | 10,710 | |||
2 | Republic of Peru | 6.550% | 3/14/37 | 3,642 | 5,531 | ||
Republic of Peru | 5.625% | 11/18/50 | 8,266 | 13,033 | |||
Republic of the Philippines | 7.750% | 1/14/31 | 1,000 | 1,494 | |||
Republic of the Philippines | 6.375% | 1/15/32 | 4,075 | 5,629 | |||
Republic of the Philippines | 6.375% | 10/23/34 | 5,058 | 7,277 | |||
Republic of the Philippines | 5.000% | 1/13/37 | 4,375 | 5,627 | |||
Republic of the Philippines | 3.950% | 1/20/40 | 8,627 | 10,006 | |||
Republic of the Philippines | 3.700% | 3/1/41 | 1,272 | 1,445 | |||
Republic of the Philippines | 3.700% | 2/2/42 | 6,710 | 7,701 | |||
Republic of the Philippines | 2.950% | 5/5/45 | 3,445 | 3,590 | |||
State of Israel | 2.750% | 7/3/30 | 1,400 | 1,535 | |||
State of Israel | 4.500% | 1/30/43 | 5,820 | 7,478 | |||
State of Israel | 4.125% | 1/17/48 | 2,920 | 3,621 | |||
State of Israel | 3.375% | 1/15/50 | 5,850 | 6,365 | |||
State of Israel | 3.875% | 7/3/50 | 5,500 | 6,478 | |||
State of Israel | 4.500% | 4/3/20 | 2,000 | 2,543 | |||
United Mexican States | 8.300% | 8/15/31 | 2,950 | 4,168 | |||
2 | United Mexican States | 4.750% | 4/27/32 | 3,000 | 3,308 | ||
United Mexican States | 7.500% | 4/8/33 | 2,407 | 3,266 | |||
United Mexican States | 6.750% | 9/27/34 | 7,447 | 9,770 | |||
United Mexican States | 6.050% | 1/11/40 | 10,449 | 12,630 | |||
United Mexican States | 4.750% | 3/8/44 | 17,306 | 18,038 | |||
United Mexican States | 5.550% | 1/21/45 | 5,445 | 6,344 | |||
United Mexican States | 4.600% | 1/23/46 | 10,251 | 10,480 | |||
United Mexican States | 4.350% | 1/15/47 | 3,078 | 3,051 | |||
United Mexican States | 4.600% | 2/10/48 | 4,622 | 4,723 | |||
2 | United Mexican States | 4.500% | 1/31/50 | 8,550 | 8,794 | ||
2 | United Mexican States | 5.000% | 4/27/51 | 7,275 | 7,844 | ||
United Mexican States | 5.750% | 10/12/10 | 1,420 | 1,558 | |||
Total Sovereign Bonds (Cost $395,842) | 432,927 | ||||||
Taxable Municipal Bonds (3.4%) | |||||||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 1,025 | 1,721 | |||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 755 | 1,101 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.834% | 2/15/41 | 645 | 1,050 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.053% | 2/15/43 | 550 | 797 | |||
116
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 5.939% | 2/15/47 | 1,760 | 2,590 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.270% | 2/15/50 | 450 | 630 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 8.084% | 2/15/50 | 1,495 | 2,699 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 1,025 | 1,103 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 1,095 | 1,729 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 3,660 | 6,384 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 1,755 | 3,144 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 1,715 | 3,078 | |||
Broward County FL Airport System Revenue | 3.477% | 10/1/43 | 1,120 | 1,118 | |||
California GO | 7.700% | 11/1/30 | 1,260 | 1,289 | |||
California GO | 4.500% | 4/1/33 | 2,575 | 3,042 | |||
California GO | 7.500% | 4/1/34 | 5,410 | 8,822 | |||
California GO | 4.600% | 4/1/38 | 1,925 | 2,249 | |||
California GO | 7.550% | 4/1/39 | 8,295 | 14,771 | |||
California GO | 7.300% | 10/1/39 | 5,405 | 9,036 | |||
California GO | 7.350% | 11/1/39 | 1,000 | 1,682 | |||
California GO | 7.625% | 3/1/40 | 2,665 | 4,704 | |||
California GO | 7.600% | 11/1/40 | 6,585 | 12,089 | |||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 1,000 | 1,232 | |||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 1,400 | 1,500 | |||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 800 | 1,138 | |||
Chicago IL GO | 7.045% | 1/1/29 | 800 | 839 | |||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 2,045 | 2,955 | |||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 950 | 1,417 | |||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 300 | 389 | |||
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 4,950 | 6,817 | |||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 1,450 | 2,263 | |||
Commonwealth Financing Authority Pennsylvania Revenue | 4.014% | 6/1/33 | 1,300 | 1,556 | |||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 1,000 | 1,177 | |||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 975 | 1,146 | |||
Connecticut GO | 5.632% | 12/1/29 | 1,500 | 1,897 | |||
Connecticut GO | 5.090% | 10/1/30 | 750 | 897 | |||
Connecticut GO | 5.850% | 3/15/32 | 1,500 | 2,032 | |||
Cook County IL GO | 6.229% | 11/15/34 | 1,050 | 1,477 | |||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 1,236 | |||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 1,445 | 2,348 | |||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 1,515 | 2,291 | |||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 1,065 | 1,341 | |||
Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,495 | 1,536 | |||
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 950 | 985 | |||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 1,375 | 1,395 | |||
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 1,000 | 1,328 | |||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 1,275 | 1,828 | |||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 1,325 | 1,994 | |||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 1,690 | 1,735 | |||
George Washington University | 4.300% | 9/15/44 | 865 | 1,002 | |||
George Washington University | 4.868% | 9/15/45 | 200 | 259 |
117
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
George Washington University | 4.126% | 9/15/48 | 2,525 | 3,099 | |||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 3,816 | 5,550 | |||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 3,086 | 4,523 | |||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 837 | 1,205 | |||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 875 | 1,250 | |||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 3,250 | 3,386 | |||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 575 | 613 | |||
Houston TX GO | 6.290% | 3/1/32 | 2,500 | 3,209 | |||
Houston TX GO | 3.961% | 3/1/47 | 450 | 546 | |||
Illinois GO | 5.100% | 6/1/33 | 20,010 | 20,299 | |||
Illinois GO | 6.630% | 2/1/35 | 1,770 | 1,952 | |||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 1,670 | 2,393 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 1,050 | 1,310 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 1,200 | 1,276 | |||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 1,075 | 1,374 | |||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 1,765 | 3,118 | |||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 1,025 | 1,550 | |||
Los Angeles CA Department of Water & Power Revenue | 6.166% | 7/1/40 | 625 | 625 | |||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 1,575 | 2,711 | |||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 1,525 | 2,726 | |||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 3,995 | 5,524 | |||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 3,065 | 4,535 | |||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 1,800 | 2,425 | |||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 700 | 1,173 | |||
Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | 6.250% | 5/15/43 | 895 | 1,400 | |||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 850 | 1,241 | |||
Massachusetts GO | 4.500% | 8/1/31 | 1,000 | 1,233 | |||
Massachusetts GO | 5.456% | 12/1/39 | 2,960 | 4,193 | |||
Massachusetts GO | 2.813% | 9/1/43 | 1,320 | 1,416 | |||
Massachusetts GO | 2.900% | 9/1/49 | 580 | 632 | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 1,405 | 1,947 | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 950 | 969 | |||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 1,240 | 1,770 | |||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 1,000 | 1,519 | |||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 1,330 | 2,187 | |||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 1,605 | 1,715 | |||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 1,000 | 1,060 | |||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 925 | 997 | |||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 1,485 | 1,638 | |||
Mississippi GO | 5.245% | 11/1/34 | 1,100 | 1,491 | |||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 1,400 | 1,731 |
118
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | |||||
Maturity | Amount | Value | ||||
Coupon | Date | ($000) | ($000) | |||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 1,275 | 1,198 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 1,450 | 1,351 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 1,785 | 2,154 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 2,464 | 4,176 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 5,000 | 8,261 | ||
New York City NY GO | 5.206% | 10/1/31 | 1,070 | 1,337 | ||
New York City NY GO | 6.646% | 12/1/31 | 400 | 410 | ||
New York City NY GO | 6.246% | 6/1/35 | 525 | 527 | ||
New York City NY GO | 5.517% | 10/1/37 | 1,175 | 1,670 | ||
New York City NY GO | 6.271% | 12/1/37 | 750 | 1,157 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 975 | 1,496 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 1,030 | 1,590 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 800 | 1,227 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 1,480 | 2,289 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 860 | 1,295 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 1,000 | 1,570 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.267% | 5/1/27 | 20 | 25 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 1,525 | 2,012 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 1,000 | 1,399 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 1,150 | 1,590 | ||
New York Metropolitan Transportation Authority Revenue | 6.814% | 11/15/40 | 540 | 704 | ||
New York Metropolitan Transportation Authority Revenue | 5.175% | 11/15/49 | 1,225 | 1,429 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 2,140 | 3,461 | ||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 700 | 826 | ||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 6.668% | 11/15/39 | 1,965 | 2,523 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 350 | 361 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.427% | 3/15/39 | 500 | 658 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 1,830 | 2,374 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 1,320 | 1,881 | ||
New York State Thruway Authority | 2.900% | 1/1/35 | 900 | 966 | ||
New York State Thruway Authority | 3.500% | 1/1/42 | 1,100 | 1,122 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 1,275 | 1,458 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 1,675 | 2,126 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 2,335 | 4,119 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 2,175 | 3,099 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 1,150 | 1,444 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 1,072 | 1,633 | ||
Ohio Turnpike Commision Revenue | 3.216% | 2/15/48 | 975 | 1,010 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,125 | 1,331 |
119
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | |||||
Maturity | Amount | Value | ||||
Coupon | Date | ($000) | ($000) | |||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 1,180 | 1,717 | ||
Pennsylvania State University | 2.790% | 9/1/43 | 1,650 | 1,699 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 775 | 808 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 910 | 1,401 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 1,665 | 2,376 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 1,475 | 2,105 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 1,000 | 1,389 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 875 | 969 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 675 | 815 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 1,220 | 1,699 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 6,095 | 8,091 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 1,575 | 2,160 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 635 | 672 | ||
Princeton University | 5.700% | 3/1/39 | 1,100 | 1,703 | ||
2 | Princeton University | 2.516% | 7/1/50 | 1,300 | 1,357 | |
Regents of the University of California Medical Center Pooled Revenue | 3.006% | 5/15/50 | 2,000 | 2,025 | ||
Regents of the University of California Medical Center Pooled Revenue | 3.256% | 5/15/60 | 1,860 | 1,934 | ||
Regents of the University of California Medical Center Pooled Revenue | 3.706% | 5/15/20 | 840 | 871 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 1,010 | 1,691 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 1,185 | 1,587 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 400 | 421 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 700 | 852 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 2,190 | 2,254 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 1,050 | 1,129 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 650 | 802 | ||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 1,520 | 2,099 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 850 | 1,260 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 1,450 | 2,173 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 1,225 | 1,550 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,015 | 1,627 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 2,000 | 3,102 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 1,440 | 2,453 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 1,350 | 1,463 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 1,500 | 1,898 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 1,300 | 2,032 | ||
Texas A&M University System Revenue Financing System Revenue | 3.100% | 7/1/49 | 1,000 | 1,036 | ||
Texas GO | 5.517% | 4/1/39 | 3,290 | 4,778 | ||
Texas GO | 3.211% | 4/1/44 | 1,300 | 1,377 | ||
Texas Private Activity Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 2,150 | 2,213 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 650 | 660 | ||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 950 | 1,255 | ||
University of California Regents Medical Center Revenue | 6.548% | 5/15/48 | 1,350 | 2,157 | ||
University of California Regents Medical Center Revenue | 6.583% | 5/15/49 | 900 | 1,415 | ||
University of California Revenue | 4.601% | 5/15/31 | 1,000 | 1,214 | ||
University of California Revenue | 5.770% | 5/15/43 | 980 | 1,460 | ||
University of California Revenue | 4.131% | 5/15/45 | 1,500 | 1,822 | ||
University of California Revenue | 5.946% | 5/15/45 | 1,275 | 1,876 | ||
University of California Revenue | 4.858% | 5/15/12 | 1,675 | 2,322 | ||
University of Michigan | 2.437% | 4/1/40 | 950 | 980 | ||
University of Michigan | 2.562% | 4/1/50 | 500 | 518 |
120
Vanguard® Long-Term Bond Index Fund
Schedule of Investments
June 30, 2020
Face | Market | |||||
Maturity | Amount | Value | ||||
Coupon | Date | ($000) | ($000) | |||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 600 | 669 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 1,475 | 1,732 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 1,190 | 1,398 | ||
University of Texas System Revenue Financing System Revenue | 4.794% | 8/15/46 | 1,075 | 1,452 | ||
University of Texas System Revenue Financing System Revenue | 3.354% | 8/15/47 | 1,000 | 1,170 | ||
University of Texas System Revenue Financing System Revenue | 2.439% | 8/15/49 | 625 | 615 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 975 | 1,328 | ||
Washington GO | 5.140% | 8/1/40 | 1,285 | 1,874 | ||
Wisconsin Annual Appropriation Revenue | 3.954% | 5/1/36 | 1,650 | 1,803 | ||
Total Taxable Municipal Bonds (Cost $316,524) | 404,916 | |||||
Shares | ||||||
Temporary Cash Investment (0.4%) | ||||||
Money Market Fund (0.4%) | ||||||
6 | Vanguard Market Liquidity Fund | |||||
(Cost $50,058) | 0.227% | 500,578 | 50,058 | |||
Total Investments (99.4%) (Cost $10,041,954) | 11,988,489 | |||||
Other Assets and Liabilities—Net (0.6%) | 67,736 | |||||
Net Assets (100%) | 12,056,225 |
Cost is in $000. | |
1 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
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 June 30, 2020, the aggregate value of these securities was $182,853,000, representing 1.5% of net assets. |
4 | Non-income-producing security—security in default. |
5 | Guaranteed by the Federal Republic of Germany. |
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. |
GO—General Obligation Bond. |
121
© 2020 The Vanguard Group, Inc. | |
All rights reserved. | |
Vanguard Marketing Corporation, Distributor. | |
SNA3142 082020 |
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
U.S. Government and Agency Obligations (63.2%) | |||||||
U.S. Government Securities (40.2%) | |||||||
United States Treasury Note/Bond | 8.750% | 8/15/20 | 192,190 | 194,022 | |||
United States Treasury Note/Bond | 7.875% | 2/15/21 | 209,734 | 219,566 | |||
United States Treasury Note/Bond | 2.500% | 2/28/21 | 4 | 4 | |||
United States Treasury Note/Bond | 2.375% | 3/15/21 | 3 | 3 | |||
United States Treasury Note/Bond | 2.250% | 3/31/21 | 4 | 4 | |||
United States Treasury Note/Bond | 2.375% | 4/15/21 | 4 | 4 | |||
United States Treasury Note/Bond | 2.250% | 4/30/21 | 4 | 4 | |||
United States Treasury Note/Bond | 2.625% | 5/15/21 | 3 | 3 | |||
United States Treasury Note/Bond | 3.125% | 5/15/21 | 810 | 831 | |||
United States Treasury Note/Bond | 8.125% | 5/15/21 | 110 | 118 | |||
United States Treasury Note/Bond | 2.625% | 6/15/21 | 796 | 815 | |||
United States Treasury Note/Bond | 1.125% | 6/30/21 | 401,739 | 405,507 | |||
United States Treasury Note/Bond | 1.625% | 6/30/21 | 74,508 | 75,579 | |||
United States Treasury Note/Bond | 2.625% | 7/15/21 | 320,981 | 329,105 | |||
United States Treasury Note/Bond | 1.125% | 7/31/21 | 557,810 | 563,561 | |||
United States Treasury Note/Bond | 1.750% | 7/31/21 | 372,818 | 379,167 | |||
United States Treasury Note/Bond | 2.250% | 7/31/21 | 249,925 | 255,508 | |||
United States Treasury Note/Bond | 2.125% | 8/15/21 | 113,948 | 116,423 | |||
United States Treasury Note/Bond | 2.750% | 8/15/21 | 372,674 | 383,388 | |||
United States Treasury Note/Bond | 8.125% | 8/15/21 | 35,690 | 38,846 | |||
United States Treasury Note/Bond | 1.125% | 8/31/21 | 226,781 | 229,261 | |||
United States Treasury Note/Bond | 1.500% | 8/31/21 | 97,350 | 98,856 | |||
United States Treasury Note/Bond | 2.000% | 8/31/21 | 421,975 | 430,942 | |||
United States Treasury Note/Bond | 2.750% | 9/15/21 | 524,387 | 540,612 | |||
United States Treasury Note/Bond | 1.125% | 9/30/21 | 627,836 | 635,194 | |||
United States Treasury Note/Bond | 1.500% | 9/30/21 | 174,676 | 177,543 | |||
United States Treasury Note/Bond | 2.125% | 9/30/21 | 365,066 | 373,908 | |||
United States Treasury Note/Bond | 2.875% | 10/15/21 | 778 | 805 | |||
United States Treasury Note/Bond | 1.250% | 10/31/21 | 720,394 | 730,753 | |||
United States Treasury Note/Bond | 1.500% | 10/31/21 | 505,672 | 514,602 | |||
United States Treasury Note/Bond | 2.000% | 10/31/21 | 278,940 | 285,741 | |||
United States Treasury Note/Bond | 2.000% | 11/15/21 | 331,482 | 339,716 | |||
United States Treasury Note/Bond | 2.875% | 11/15/21 | 666,868 | 691,462 | |||
United States Treasury Note/Bond | 1.500% | 11/30/21 | 65,686 | 66,918 | |||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 132,807 | 135,774 | |||
United States Treasury Note/Bond | 1.875% | 11/30/21 | 207,760 | 212,759 | |||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 3 | 3 | |||
United States Treasury Note/Bond | 1.625% | 12/31/21 | 150,595 | 153,890 | |||
United States Treasury Note/Bond | 2.000% | 12/31/21 | 12,380 | 12,718 | |||
United States Treasury Note/Bond | 2.125% | 12/31/21 | 193,135 | 198,778 | |||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 553,972 | 573,793 | |||
United States Treasury Note/Bond | 1.375% | 1/31/22 | 130,580 | 133,069 | |||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 228,760 | 233,550 | |||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 435,482 | 447,188 | |||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 273,916 | 282,005 | |||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 789,238 | 818,961 | |||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 964,382 | 989,543 | |||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 531,386 | 546,414 | |||
United States Treasury Note/Bond | 2.375% | 3/15/22 | 628,400 | 651,965 | |||
United States Treasury Note/Bond | 0.375% | 3/31/22 | 268,365 | 269,328 | |||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 215,000 | 220,913 | |||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 474,650 | 488,742 | |||
United States Treasury Note/Bond | 2.250% | 4/15/22 | 1,083,400 | 1,123,692 | |||
United States Treasury Note/Bond | 0.125% | 4/30/22 | 109,363 | 109,295 | |||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 240,880 | 247,844 | |||
United States Treasury Note/Bond | 1.875% | 4/30/22 | 372,882 | 384,475 | |||
United States Treasury Note/Bond | 1.750% | 5/15/22 | 25,000 | 25,738 | |||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 630,008 | 653,041 | |||
United States Treasury Note/Bond | 0.125% | 5/31/22 | 92,385 | 92,328 | |||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 882,325 | 908,936 | |||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 207,115 | 213,879 |
1
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 686,410 | 707,750 | |||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 303,624 | 303,436 | |||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 295,289 | 304,608 | |||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 227,735 | 236,667 | |||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 264,747 | 273,269 | |||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 507,257 | 525,326 | |||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 227,600 | 236,276 | |||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 755,098 | 776,573 | |||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 261,980 | 270,086 | |||
United States Treasury Note/Bond | 7.250% | 8/15/22 | 3,014 | 3,464 | |||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 416,750 | 429,840 | |||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 293,813 | 304,649 | |||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 206,742 | 212,847 | |||
1 | United States Treasury Note/Bond | 1.750% | 9/30/22 | 363,140 | 376,021 | ||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 459,345 | 477,002 | |||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 862,560 | 886,280 | |||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 354,240 | 368,300 | |||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 486,670 | 507,431 | |||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 908,480 | 939,850 | |||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 665,725 | 695,057 | |||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 785,890 | 814,009 | |||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 863,325 | 905,412 | |||
United States Treasury Note/Bond | 1.500% | 1/15/23 | 450,485 | 465,689 | |||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 302,602 | 314,848 | |||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 472,400 | 499,119 | |||
United States Treasury Note/Bond | 1.375% | 2/15/23 | 661,000 | 681,861 | |||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 70,831 | 74,217 | |||
United States Treasury Note/Bond | 7.125% | 2/15/23 | 163,535 | 193,253 | |||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 322,416 | 333,801 | |||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 291,812 | 310,826 | |||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 972 | 980 | |||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 385,850 | 399,899 | |||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 435,701 | 463,477 | |||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 97,915 | 98,129 | |||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 108,332 | 112,750 | |||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 234,973 | 252,046 | |||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 142,170 | 141,948 | |||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 781,088 | 816,362 | |||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 367,450 | 382,953 | |||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 186,365 | 200,285 | |||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 1,102,695 | 1,105,110 | |||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 275,345 | 285,197 | |||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 254,388 | 272,989 | |||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 165,261 | 170,683 | |||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 355,760 | 383,833 | |||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 511,760 | 548,704 | |||
United States Treasury Note/Bond | 6.250% | 8/15/23 | 208,228 | 247,466 | |||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 278,085 | 288,599 | |||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 625,966 | 676,632 | |||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 327,230 | 339,858 | |||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 390,104 | 423,996 | |||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 202,790 | 212,423 | |||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 390,246 | 425,001 | |||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 275,962 | 299,678 | |||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 393,035 | 418,826 | |||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 261,591 | 285,461 | |||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 110,858 | 118,774 | |||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 132,471 | 143,669 | |||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 194,225 | 208,398 | |||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 778,645 | 842,400 | |||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 589,749 | 643,841 | |||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 583,624 | 624,384 | |||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 510,641 | 551,012 | |||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 962,029 | 1,030,574 |
2
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 300,822 | 321,221 | |||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 666,576 | 718,129 | |||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 672,918 | 732,007 | |||
1 | United States Treasury Note/Bond | 2.000% | 5/31/24 | 1,092,454 | 1,168,074 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 391,554 | 415,290 | |||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 419,533 | 449,030 | |||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 345,514 | 366,784 | |||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 254,475 | 273,998 | |||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 491,390 | 534,465 | |||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 478,544 | 498,508 | |||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 306,793 | 327,596 | |||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 283,503 | 298,563 | |||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 482,058 | 520,324 | |||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 864,346 | 910,805 | |||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 282,595 | 306,924 | |||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 606,889 | 659,518 | |||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 1,325 | 1,741 | |||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 1,100,256 | 1,160,429 | |||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 1,110,580 | 1,201,681 | |||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 454,053 | 484,275 | |||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 361,825 | 393,995 | |||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 261,760 | 274,929 | |||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 212,880 | 234,500 | |||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 289,129 | 312,080 | |||
United States Treasury Note/Bond | 7.625% | 2/15/25 | 2,112 | 2,824 | |||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 34,711 | 36,093 | |||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 78,661 | 87,683 | |||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 9,630 | 9,729 | |||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 300,621 | 333,876 | |||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 320,390 | 321,793 | |||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 208,494 | 234,359 | |||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 953,472 | 1,037,940 | |||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 614,131 | 613,363 | |||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 255,590 | 287,779 | |||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 772,845 | 771,392 | |||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 251,462 | 281,992 | |||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 293,610 | 331,598 | |||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 755,570 | 820,261 | |||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 48,414 | 64,542 | |||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 350,365 | 394,052 | |||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 259,032 | 295,094 | |||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 204,006 | 232,759 | |||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 742,427 | 817,947 | |||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 275,005 | 312,345 | |||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 360,095 | 404,599 | |||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 539,960 | 607,455 | |||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 776,005 | 829,961 | |||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 351,250 | 393,182 | |||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 463,185 | 512,473 | |||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 354,170 | 394,790 | |||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 984,825 | 1,054,993 | |||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 322,175 | 354,695 | |||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 323,405 | 351,502 | |||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 302,795 | 329,338 | |||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 637,414 | 679,044 | |||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 32,360 | 44,778 | |||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 585,567 | 619,419 | |||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 576,425 | 618,844 | |||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 481,179 | 516,815 | |||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 522,821 | 573,958 | |||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 50,779 | 70,178 | |||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 807,440 | 867,619 | |||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 485,524 | 525,808 | |||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 288,845 | 308,296 |
3
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 413,015 | 461,156 | |||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 1,892 | 1,973 | |||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 3,245 | 3,276 | |||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 126,813 | 126,972 | |||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 424,774 | 479,264 | |||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 655,515 | 655,921 | |||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 445,850 | 446,060 | |||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 508,974 | 571,481 | |||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 33,585 | 47,444 | |||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 813,084 | 915,483 | |||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 667,601 | 778,590 | |||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 755,131 | 890,821 | |||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 1,040,238 | 1,231,382 | |||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 39,225 | 54,658 | |||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 866,900 | 1,047,597 | |||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 45,485 | 62,911 | |||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 697,211 | 816,608 | |||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 45,278 | 63,092 | |||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 903,778 | 1,042,734 | |||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 679,659 | 741,249 | |||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 50,571 | 75,462 | |||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 508,572 | 561,336 | |||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 92,629 | 100,097 | |||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 1,378,138 | 1,373,838 | |||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 131,653 | 202,643 | |||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 350,937 | 521,141 | |||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 335,026 | 512,798 | |||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 35,000 | 55,798 | |||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 59,400 | 97,379 | |||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 55,118 | 85,640 | |||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 5,613 | 8,851 | |||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 132,956 | 188,028 | |||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 109,385 | 168,931 | |||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 120,862 | 192,359 | |||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 233,466 | 366,906 | |||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 260,527 | 422,421 | |||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 3,820 | 3,784 | |||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 184,735 | 291,737 | |||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 178,452 | 265,783 | |||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 233,132 | 364,015 | |||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 208,930 | 346,400 | |||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 163,418 | 259,758 | |||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 64,325 | 94,749 | |||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 78,330 | 106,015 | |||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 190,872 | 258,901 | |||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 183,799 | 244,653 | |||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 439,324 | 563,020 | |||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 473,325 | 606,002 | |||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 324,938 | 440,291 | |||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 512,230 | 668,942 | |||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 394,910 | 576,568 | |||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 388,181 | 577,540 | |||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 356,732 | 522,166 | |||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 432,981 | 612,127 | |||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 590,185 | 804,492 | |||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 365,342 | 488,930 | |||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 444,671 | 548,128 | |||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 485,417 | 651,371 | |||
1 | United States Treasury Note/Bond | 2.875% | 8/15/45 | 381,043 | 501,845 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 207,935 | 280,159 | |||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 536,975 | 664,673 | |||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 626,992 | 777,370 | |||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 445,311 | 527,764 | |||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 631,620 | 839,461 |
4
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 117,835 | 160,403 | |||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 192,429 | �� | 262,124 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 381,063 | 497,524 | |||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 704,604 | 921,157 | |||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 617,611 | 844,873 | |||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 558,044 | 781,261 | |||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 561,717 | 771,833 | |||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 368,844 | 541,566 | |||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 577,056 | 795,979 | |||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 749,463 | 1,012,944 | |||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 210,905 | 253,448 | |||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 2,256 | 2,784 | |||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 19,192 | 21,960 | |||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 1,444,440 | 1,386,431 | |||
111,474,761 | |||||||
Agency Bonds and Notes (1.2%) | |||||||
2 | AID-Iraq | 2.149% | 1/18/22 | 10,900 | 11,211 | ||
2 | AID-Israel | 5.500% | 9/18/23 | 542 | 630 | ||
2 | AID-Israel | 5.500% | 12/4/23 | 4,768 | 5,589 | ||
2 | AID-Israel | 5.500% | 4/26/24 | 20,405 | 24,259 | ||
2 | AID-Jordan | 2.578% | 6/30/22 | 3,400 | 3,552 | ||
2 | AID-Jordan | 3.000% | 6/30/25 | 5,200 | 5,664 | ||
2 | AID-Tunisia | 2.452% | 7/24/21 | 3,275 | 3,324 | ||
2 | AID-Tunisia | 1.416% | 8/5/21 | 3,860 | 3,830 | ||
2 | AID-Ukraine | 1.471% | 9/29/21 | 10,100 | 10,239 | ||
Federal Farm Credit Banks | 3.050% | 11/15/21 | 7,650 | 7,947 | |||
Federal Farm Credit Banks | 1.600% | 12/28/21 | 13,500 | 13,778 | |||
Federal Farm Credit Banks | 2.600% | 1/18/22 | 6,000 | 6,221 | |||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 8,000 | 8,353 | |||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,000 | 5,545 | |||
Federal Farm Credit Banks Funding Corp. | 0.375% | 4/8/22 | 62,300 | 62,453 | |||
Federal Home Loan Banks | 5.625% | 6/11/21 | 19,450 | 20,448 | |||
Federal Home Loan Banks | 1.875% | 7/7/21 | 45,140 | 45,914 | |||
Federal Home Loan Banks | 1.125% | 7/14/21 | 61,790 | 62,390 | |||
Federal Home Loan Banks | 3.000% | 10/12/21 | 77,000 | 79,750 | |||
Federal Home Loan Banks | 1.625% | 11/19/21 | 38,030 | 38,770 | |||
Federal Home Loan Banks | 1.875% | 11/29/21 | 73,000 | 74,705 | |||
Federal Home Loan Banks | 1.625% | 12/20/21 | 50,200 | 51,237 | |||
Federal Home Loan Banks | 0.250% | 6/3/22 | 70,000 | 70,018 | |||
Federal Home Loan Banks | 2.125% | 6/10/22 | 9,900 | 10,262 | |||
Federal Home Loan Banks | 2.000% | 9/9/22 | 12,975 | 13,474 | |||
Federal Home Loan Banks | 1.375% | 2/17/23 | 20,970 | 21,579 | |||
Federal Home Loan Banks | 2.125% | 3/10/23 | 27,720 | 29,094 | |||
Federal Home Loan Banks | 2.500% | 2/13/24 | 57,095 | 61,512 | |||
Federal Home Loan Banks | 2.875% | 6/14/24 | 40,400 | 44,338 | |||
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,950 | 20,865 | |||
Federal Home Loan Banks | 5.375% | 8/15/24 | 24,750 | 29,781 | |||
Federal Home Loan Banks | 2.875% | 9/13/24 | 14,985 | 16,529 | |||
Federal Home Loan Banks | 0.500% | 4/14/25 | 29,000 | 29,072 | |||
Federal Home Loan Banks | 3.250% | 11/16/28 | 114,785 | 136,725 | |||
Federal Home Loan Banks | 5.500% | 7/15/36 | 19,780 | 30,928 | |||
3 | Federal Home Loan Mortgage Corp. | 1.125% | 8/12/21 | 25,000 | 25,261 | ||
3 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 200,749 | 207,380 | ||
3 | Federal Home Loan Mortgage Corp. | 0.250% | 6/8/22 | 30,000 | 30,008 | ||
3 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 12,100 | 12,134 | ||
3 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 49,050 | 49,174 | ||
3 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 50,000 | 53,637 | ||
3 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 54,475 | 54,417 | ||
3 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 39,850 | 41,781 | ||
3 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 64,786 | 97,775 | ||
3 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 90,654 | 142,393 | ||
3 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 9,129 | 14,379 | ||
3 | Federal National Mortgage Assn. | 1.250% | 8/17/21 | 159,820 | 161,735 | ||
3 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 60,000 | 60,887 |
5
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 133,000 | 136,576 | ||
3 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 35,992 | 37,314 | ||
3 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 22,275 | 22,920 | ||
3 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 23,810 | 24,666 | ||
3 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 20,300 | 20,802 | ||
3 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 18,525 | 19,257 | ||
3 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 33,510 | 35,314 | ||
3 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 71,700 | 71,626 | ||
3 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 23,000 | 24,886 | ||
3 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 90,320 | 97,265 | ||
3 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 26,717 | 28,150 | ||
3 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 149,285 | 163,057 | ||
3 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 29,170 | 30,678 | ||
3 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 36,330 | 38,257 | ||
3 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 27,300 | 27,530 | ||
3 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 41,000 | 41,065 | ||
3 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 34,025 | 37,132 | ||
3 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 48,275 | 51,993 | ||
3 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 4,745 | 6,886 | ||
3 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 26,389 | 41,098 | ||
3 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 47,677 | 75,517 | ||
3 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 24,700 | 38,269 | ||
3 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 7,765 | 12,510 | ||
Private Export Funding Corp. | 4.300% | 12/15/21 | 10,975 | 11,583 | |||
Private Export Funding Corp. | 2.800% | 5/15/22 | 2,625 | 2,739 | |||
Private Export Funding Corp. | 2.050% | 11/15/22 | 8,335 | 8,628 | |||
Private Export Funding Corp. | 3.550% | 1/15/24 | 4,200 | 4,635 | |||
Private Export Funding Corp. | 2.450% | 7/15/24 | 8,300 | 8,874 | |||
Private Export Funding Corp. | 1.750% | 11/15/24 | 4,050 | 4,239 | |||
Private Export Funding Corp. | 3.250% | 6/15/25 | 2,475 | 2,777 | |||
Resolution Funding Corp. | 8.625% | 1/15/30 | 110 | 182 | |||
Tennessee Valley Authority | 1.875% | 8/15/22 | 7,300 | 7,534 | |||
Tennessee Valley Authority | 2.875% | 9/15/24 | 9,637 | 10,584 | |||
Tennessee Valley Authority | 0.750% | 5/15/25 | 6,825 | 6,911 | |||
Tennessee Valley Authority | 6.750% | 11/1/25 | 17,306 | 22,865 | |||
Tennessee Valley Authority | 2.875% | 2/1/27 | 30,250 | 33,929 | |||
Tennessee Valley Authority | 7.125% | 5/1/30 | 27,165 | 42,091 | |||
Tennessee Valley Authority | 4.700% | 7/15/33 | 7,950 | 11,069 | |||
Tennessee Valley Authority | 4.650% | 6/15/35 | 15,169 | 20,995 | |||
Tennessee Valley Authority | 5.880% | 4/1/36 | 10,200 | 15,875 | |||
Tennessee Valley Authority | 6.150% | 1/15/38 | 920 | 1,485 | |||
Tennessee Valley Authority | 5.500% | 6/15/38 | 2,550 | 3,903 | |||
Tennessee Valley Authority | 5.250% | 9/15/39 | 21,590 | 32,577 | |||
Tennessee Valley Authority | 4.875% | 1/15/48 | 6,951 | 10,690 | |||
Tennessee Valley Authority | 5.375% | 4/1/56 | 6,250 | 10,860 | |||
Tennessee Valley Authority | 4.625% | 9/15/60 | 7,468 | 11,857 | |||
Tennessee Valley Authority | 4.250% | 9/15/65 | 14,725 | 22,350 | |||
3,402,947 | |||||||
Conventional Mortgage-Backed Securities (21.8%) | |||||||
3,4 | Fannie Mae Pool | 2.000% | 7/1/23–4/1/35 | 132,102 | 136,472 | ||
3,4 | Fannie Mae Pool | 2.500% | 10/1/22–7/1/50 | 2,739,619 | 2,865,042 | ||
3,4 | Fannie Mae Pool | 3.000% | 9/1/20–7/1/50 | 6,154,511 | 6,512,893 | ||
¤,3,4 | Fannie Mae Pool | 3.500% | 9/1/20–3/1/50 | 5,427,058 | 5,778,770 | ||
¤,3,4 | Fannie Mae Pool | 4.000% | 4/1/21–5/1/50 | 4,210,350 | 4,532,871 | ||
3,4 | Fannie Mae Pool | 4.500% | 7/1/20–8/1/49 | 1,674,784 | 1,830,072 | ||
3,4 | Fannie Mae Pool | 5.000% | 7/1/20–12/1/49 | 518,071 | 582,453 | ||
3,4 | Fannie Mae Pool | 5.500% | 8/1/20–2/1/42 | 282,134 | 323,339 | ||
3,4 | Fannie Mae Pool | 6.000% | 12/1/20–5/1/41 | 183,677 | 216,383 | ||
3,4 | Fannie Mae Pool | 6.500% | 10/1/21–10/1/39 | 49,036 | 57,462 | ||
3,4 | Fannie Mae Pool | 7.000% | 10/1/22–11/1/38 | 14,138 | 16,560 | ||
3,4 | Fannie Mae Pool | 7.500% | 11/1/22–12/1/32 | 1,247 | 1,440 | ||
3,4 | Fannie Mae Pool | 8.000% | 3/1/22–9/1/31 | 415 | 488 | ||
3,4 | Fannie Mae Pool | 8.500% | 1/1/22–5/1/32 | 180 | 213 | ||
3,4 | Fannie Mae Pool | 9.000% | 12/1/20–8/1/30 | 36 | 43 |
6
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | Fannie Mae Pool | 9.500% | 2/1/21–11/1/25 | 47 | 55 | ||
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28–12/1/31 | 46,712 | 48,478 | ||
3,4 | Freddie Mac Gold Pool | 2.500% | 6/1/22–3/1/43 | 711,828 | 748,416 | ||
3,4 | Freddie Mac Gold Pool | 3.000% | 3/1/21–12/1/47 | 2,545,295 | 2,696,212 | ||
3,4 | Freddie Mac Gold Pool | 3.500% | 9/1/20–7/1/48 | 2,961,258 | 3,156,624 | ||
3,4 | Freddie Mac Gold Pool | 4.000% | 8/1/20–2/1/49 | 2,096,472 | 2,260,381 | ||
3,4 | Freddie Mac Gold Pool | 4.500% | 7/1/20–1/1/49 | 926,345 | 1,015,950 | ||
3,4 | Freddie Mac Gold Pool | 5.000% | 7/1/20–11/1/48 | 259,689 | 290,189 | ||
3,4 | Freddie Mac Gold Pool | 5.500% | 8/1/20–6/1/41 | 142,926 | 162,197 | ||
3,4 | Freddie Mac Gold Pool | 6.000% | 8/1/20–5/1/40 | 72,568 | 85,231 | ||
3,4 | Freddie Mac Gold Pool | 6.500% | 3/1/22–9/1/39 | 24,309 | 28,205 | ||
3,4 | Freddie Mac Gold Pool | 7.000% | 10/1/20–12/1/38 | 8,772 | 10,082 | ||
3,4 | Freddie Mac Gold Pool | 7.500% | 9/1/22–2/1/32 | 621 | 708 | ||
3,4 | Freddie Mac Gold Pool | 8.000% | 7/1/20–12/1/31 | 759 | 887 | ||
3,4 | Freddie Mac Gold Pool | 8.500% | 3/1/21–7/1/31 | 128 | 148 | ||
3,4 | Freddie Mac Gold Pool | 9.000% | 11/1/20–3/1/31 | 112 | 135 | ||
3,4 | Freddie Mac Gold Pool | 9.500% | 8/1/20–6/1/25 | 1 | 1 | ||
3,4 | Freddie Mac Gold Pool | 10.000% | 3/1/21–4/1/25 | 1 | 1 | ||
4 | Ginnie Mae I Pool | 3.000% | 1/15/26–3/15/45 | 137,030 | 144,624 | ||
4 | Ginnie Mae I Pool | 3.500% | 11/15/25–7/15/45 | 166,330 | 177,759 | ||
4 | Ginnie Mae I Pool | 4.000% | 6/15/24–6/15/46 | 212,123 | 228,016 | ||
4 | Ginnie Mae I Pool | 4.500% | 9/15/20–2/15/49 | 205,606 | 228,445 | ||
4 | Ginnie Mae I Pool | 4.750% | 8/15/33 | 11 | 13 | ||
4 | Ginnie Mae I Pool | 5.000% | 9/15/20–4/15/41 | 105,249 | 118,560 | ||
4 | Ginnie Mae I Pool | 5.500% | 10/15/20–2/15/41 | 60,332 | 68,660 | ||
4 | Ginnie Mae I Pool | 6.000% | 11/15/22–6/15/41 | 48,049 | 54,962 | ||
4 | Ginnie Mae I Pool | 6.500% | 9/15/23–1/15/39 | 10,956 | 12,305 | ||
4 | Ginnie Mae I Pool | 7.000% | 9/15/22–9/15/36 | 2,861 | 3,308 | ||
4 | Ginnie Mae I Pool | 7.500% | 9/15/22–6/15/32 | 1,270 | 1,429 | ||
4 | Ginnie Mae I Pool | 7.750% | 2/15/30 | 1 | 1 | ||
4 | Ginnie Mae I Pool | 8.000% | 1/15/22–12/15/30 | 793 | 928 | ||
4 | Ginnie Mae I Pool | 8.250% | 6/15/27 | 1 | 1 | ||
4 | Ginnie Mae I Pool | 8.500% | 7/15/21–3/15/31 | 160 | 193 | ||
4 | Ginnie Mae I Pool | 9.000% | 2/15/21–1/15/31 | 161 | 196 | ||
4 | Ginnie Mae I Pool | 9.500% | 9/15/20–9/15/25 | 7 | 7 | ||
¤,4 | Ginnie Mae II Pool | 2.500% | 6/20/27–7/1/50 | 1,125,814 | 1,185,611 | ||
¤,4 | Ginnie Mae II Pool | 3.000% | 10/20/26–7/1/50 | 4,694,699 | 4,990,971 | ||
¤,4 | Ginnie Mae II Pool | 3.500% | 9/20/25–7/1/50 | 4,643,823 | 4,956,144 | ||
¤,4 | Ginnie Mae II Pool | 4.000% | 9/20/25–7/1/50 | 2,383,403 | 2,562,633 | ||
4 | Ginnie Mae II Pool | 4.500% | 12/20/20–7/20/49 | 1,058,717 | 1,154,356 | ||
4 | Ginnie Mae II Pool | 5.000% | 12/20/32–3/20/49 | 372,484 | 414,720 | ||
4 | Ginnie Mae II Pool | 5.500% | 8/20/23–1/20/49 | 89,971 | 103,377 | ||
4 | Ginnie Mae II Pool | 6.000% | 7/20/23–12/20/41 | 27,105 | 32,011 | ||
4 | Ginnie Mae II Pool | 6.500% | 3/20/31–9/20/40 | 12,344 | 14,703 | ||
4 | Ginnie Mae II Pool | 7.000% | 3/20/28–11/20/38 | 1,695 | 2,090 | ||
4 | Ginnie Mae II Pool | 7.500% | 8/20/30 | 2 | 3 | ||
4 | Ginnie Mae II Pool | 8.500% | 10/20/30 | 6 | 8 | ||
¤,3,4 | UMBS Pool | 2.000% | 1/1/32–7/1/50 | 504,725 | 520,368 | ||
¤,3,4 | UMBS Pool | 2.500% | 7/1/34–7/1/50 | 2,552,716 | 2,664,240 | ||
¤,3,4 | UMBS Pool | 3.000% | 4/1/29–7/1/50 | 3,479,417 | 3,671,022 | ||
¤,3,4 | UMBS Pool | 3.500% | 7/1/26–7/1/50 | 1,657,605 | 1,757,978 | ||
¤,3,4 | UMBS Pool | 4.000% | 11/1/33–7/1/50 | 804,261 | 863,121 | ||
¤,3,4 | UMBS Pool | 4.500% | 8/1/48–7/1/50 | 728,410 | 788,467 | ||
3,4 | UMBS Pool | 5.000% | 2/1/49–3/1/50 | 179,774 | 198,548 | ||
60,278,179 | |||||||
Nonconventional Mortgage-Backed Securities (0.0%) | |||||||
3,4 | Fannie Mae Pool | 2.275% | 7/1/43 | 5,289 | 5,506 | ||
3,4 | Fannie Mae Pool | 2.495% | 9/1/43 | 370 | 373 | ||
3,4 | Fannie Mae Pool | 3.451% | 4/1/41 | 1,011 | 1,032 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 3.366% | 12/1/41 | 946 | 988 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.592% | 9/1/37 | 1,307 | 1,351 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.353% | 3.353% | 1/1/35 | 69 | 73 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.392% | 3.792% | 10/1/37 | 564 | 585 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.460% | 3.460% | 2/1/37 | 2 | 2 |
7
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.476% | 3.491% | 3/1/43 | 2,474 | 2,521 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.509% | 4.017% | 7/1/36 | 281 | 296 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 3.580% | 12/1/43 | 882 | 952 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.555% | 3.563% | 10/1/34 | 5 | 5 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 3.370% | 6/1/43 | 1,632 | 1,657 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.607% | 3.607% | 11/1/33 | 121 | 130 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.610% | 4.167% | 10/1/37 | 521 | 542 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.623% | 2/1/36 | 321 | 333 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.746% | 8/1/39 | 1,062 | 1,101 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.625% | 4.135% | 8/1/35 | 634 | 677 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 3.627% | 3/1/38 | 107 | 111 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.632% | 3.633% | 4/1/37 | 36 | 37 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.633% | 3.633% | 1/1/35 | 1 | 1 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.510% | 11/1/36 | 66 | 71 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.643% | 3.664% | 1/1/37 | 213 | 223 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 4.171% | 10/1/42 | 766 | 773 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 4.283% | 7/1/35 | 382 | 403 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | 170 | 181 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 4.415% | 6/1/36 | 37 | 39 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.682% | 3.682% | 4/1/36 | 210 | 223 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.683% | 3.727% | 12/1/33 | 172 | 185 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 3.902% | 6/1/42 | 1,313 | 1,377 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.191% | 5/1/40 | 449 | 474 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.709% | 10/1/39 | 503 | 526 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.975% | 9/1/42 | 1,456 | 1,531 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 4.320% | 7/1/39 | 147 | 154 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 4.162% | 8/1/40 | 411 | 436 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.747% | 12/1/40 | 398 | 427 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.763% | 1/1/42 | 892 | 932 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.966% | 10/1/42 | 949 | 1,013 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 4.531% | 7/1/37 | 287 | 308 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.809% | 11/1/39 | 269 | 283 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.711% | 3.805% | 4/1/36 | 59 | 62 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.723% | 3.932% | 11/1/39 | 499 | 527 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.724% | 3.554% | 5/1/42 | 1,428 | 1,509 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.729% | 3.953% | 9/1/34 | 201 | 208 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.730% | 3.459% | 9/1/43 | 2,135 | 2,214 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.739% | 2.615% | 6/1/41 | 145 | 154 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.746% | 3.738% | 7/1/41 | 1,410 | 1,501 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 3.748% | 5/1/35 | 219 | 230 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 3.750% | 2/1/36 | 202 | 212 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.227% | 10/1/40 | 289 | 307 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.771% | 3.715% | 5/1/42 | 127 | 134 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.774% | 3.575% | 4/1/37 | 58 | 64 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.778% | 4.045% | 7/1/42 | 586 | 639 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 3.780% | 2/1/41 | 271 | 290 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.793% | 3.400% | 8/1/42 | 2,053 | 2,093 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 3.795% | 3/1/42 | 945 | 1,011 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 4.023% | 3/1/42 | 338 | 366 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 3.747% | 11/1/41 | 906 | 979 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.685% | 10/1/40 | 812 | 864 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.810% | 12/1/40 | 404 | 430 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.935% | 11/1/33–11/1/39 | 779 | 837 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 4.060% | 9/1/33 | 6 | 6 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.862% | 1/1/42 | 766 | 819 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.963% | 11/1/41 | 613 | 656 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 4.160% | 9/1/40 | 1,066 | 1,135 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.189% | 5/1/41 | 690 | 740 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.690% | 11/1/40 | 229 | 244 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.741% | 12/1/40 | 298 | 314 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.815% | 2/1/41 | 567 | 609 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.924% | 12/1/41 | 650 | 699 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.819% | 3.838% | 3/1/41 | 897 | 959 |
8
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 3.913% | 12/1/40 | 309 | 329 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.822% | 3.918% | 12/1/39 | 447 | 470 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 3.823% | 2/1/41 | 471 | 480 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 3.825% | 3/1/41 | 700 | 763 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 4.576% | 7/1/38 | 284 | 292 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.580% | 6/1/41 | 776 | 827 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.859% | 1/1/40 | 566 | 597 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.838% | 3.575% | 2/1/42 | 971 | 1,048 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.391% | 8/1/39 | 401 | 426 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.874% | 3.629% | 5/1/40 | 158 | 168 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 3.969% | 11/1/34 | 337 | 363 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.909% | 3.659% | 4/1/37 | 319 | 342 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 2.787% | 5/1/36 | 78 | 79 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.925% | 3.893% | 10/1/37 | 18 | 20 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 3.965% | 4/1/37 | 21 | 23 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.989% | 4.109% | 1/1/37 | 32 | 34 | ||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 4.148% | 10/1/36 | 215 | 234 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.155% | 3.780% | 12/1/37 | 626 | 653 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.185% | 3.267% | 5/1/36 | 42 | 46 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.190% | 3.865% | 12/1/36 | 9 | 9 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.235% | 3.985% | 12/1/35 | 3 | 3 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.238% | 4.613% | 7/1/38 | 220 | 232 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.268% | 3.768% | 5/1/33 | 3 | 3 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.268% | 4.018% | 12/1/35 | 204 | 217 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.268% | 4.268% | 9/1/33 | 3 | 3 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.275% | 4.025% | 11/1/32 | 6 | 6 | ||
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.313% | 3.964% | 1/1/35 | 222 | 240 | ||
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.028% | 2.674% | 4/1/37 | 790 | 825 | ||
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.413% | 2.980% | 7/1/34 | 122 | 129 | ||
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 3.715% | 8/1/37 | 551 | 584 | ||
3,4 | Fannie Mae REMICS | 2.151% | 10/25/29 | 9,383 | 9,908 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.244% | 2.445% | 8/1/37 | 50 | 50 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.536% | 3.466% | 3/1/37 | 68 | 70 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550% | 3.550% | 4/1/37 | 1 | 1 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 3.570% | 3/1/37 | 28 | 30 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.588% | 3.780% | 9/1/37 | 284 | 293 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 3.625% | 1/1/38 | 79 | 85 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.662% | 5/1/42 | 173 | 174 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.755% | 12/1/36 | 287 | 310 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.799% | 11/1/43 | 487 | 510 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.711% | 10/1/37 | 524 | 548 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 3.695% | 2/1/37 | 186 | 201 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 3.727% | 1/1/35 | 58 | 61 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.866% | 12/1/36 | 416 | 436 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 3.750% | 12/1/40 | 824 | 871 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.500% | 5/1/38 | 48 | 49 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.750% | 4/1/33–3/1/36 | 13 | 13 |
9
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 3.730% | 12/1/36 | 148 | 161 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 3.765% | 4/1/35 | 1 | 1 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.770% | 3.728% | 5/1/33 | 13 | 13 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.770% | 3.869% | 12/1/34 | 7 | 7 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% | 3.767% | 3/1/36 | 4 | 4 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.797% | 3.872% | 12/1/34 | 297 | 307 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.802% | 3.408% | 6/1/37 | 558 | 603 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.829% | 3.955% | 12/1/35 | 289 | 310 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.829% | 4.105% | 3/1/42 | 731 | 781 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.834% | 4.010% | 6/1/41 | 35 | 37 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840% | 4.590% | 6/1/37 | 70 | 74 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.851% | 4.253% | 1/1/37 | 253 | 271 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.859% | 3.926% | 2/1/42 | 248 | 265 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.866% | 4.349% | 8/1/37 | 226 | 236 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.886% | 6/1/40 | 330 | 349 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.924% | 5/1/40 | 203 | 211 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.609% | 6/1/41 | 219 | 230 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.630% | 5/1/40 | 127 | 135 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.880% | 12/1/40–3/1/41 | 1,192 | 1,275 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.630% | 6/1/40 | 462 | 479 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.885% | 4.510% | 7/1/38 | 221 | 226 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 3.902% | 2/1/42 | 485 | 495 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 4.041% | 12/1/39 | 133 | 144 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.894% | 4.255% | 9/1/40 | 728 | 774 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.374% | 6/1/40 | 360 | 375 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.844% | 11/1/40 | 502 | 526 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.910% | 2/1/41 | 635 | 692 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.928% | 1/1/41 | 130 | 140 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 3.995% | 3/1/37 | 406 | 437 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.006% | 3.566% | 5/1/37 | 749 | 784 | ||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 4.085% | 3/1/38 | 75 | 80 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.000% | 3.625% | 7/1/35 | 63 | 66 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.125% | 2.625% | 6/1/35 | 2 | 2 |
10
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.884% | 5/1/36 | 359 | 379 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.261% | 6/1/34 | 2 | 2 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.757% | 2/1/36 | 209 | 222 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.006% | 11/1/34 | 671 | 709 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.334% | 8/1/34 | 1 | 1 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.398% | 11/1/36 | 133 | 138 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.273% | 3.773% | 6/1/36 | 8 | 8 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.315% | 4.315% | 12/1/34 | 24 | 25 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.409% | 4.159% | 11/1/33 | 2 | 2 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 4.064% | 10/1/36 | 392 | 423 | ||
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.549% | 4.048% | 3/1/37 | 89 | 90 | ||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 2.855% | 6/1/37 | 305 | 315 | ||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 3.019% | 5/1/37 | 33 | 34 | ||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 3.424% | 3/1/37 | 117 | 123 | ||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 3.356% | 1/1/37 | 587 | 623 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.000% | 1/20/41–1/20/44 | 7,652 | 7,950 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.125% | 10/20/38–12/20/43 | 6,051 | 6,299 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.250% | 7/20/38–8/20/41 | 1,635 | 1,688 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.875% | 6/20/29–6/20/43 | 4,352 | 4,577 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.625% | 11/20/40 | 59 | 62 | ||
4,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.375% | 5/20/41 | 503 | 522 | ||
106,381 | |||||||
Total U.S. Government and Agency Obligations (Cost $162,964,761) | 175,262,268 | ||||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%) | |||||||
4 | Ally Auto Receivables Trust 2017-4 | 1.750% | 12/15/21 | 1,543 | 1,546 | ||
4 | Ally Auto Receivables Trust 2017-4 | 1.960% | 7/15/22 | 3,128 | 3,157 | ||
4 | Ally Auto Receivables Trust 2018-1 | 2.350% | 6/15/22 | 2,420 | 2,436 | ||
4 | Ally Auto Receivables Trust 2018-1 | 2.530% | 2/15/23 | 1,825 | 1,865 | ||
4 | Ally Auto Receivables Trust 2018-2 | 3.090% | 6/15/23 | 2,230 | 2,307 | ||
4 | Ally Auto Receivables Trust 2018-3 | 3.000% | 1/17/23 | 1,235 | 1,252 | ||
4 | Ally Auto Receivables Trust 2018-3 | 3.120% | 7/17/23 | 2,375 | 2,468 | ||
4 | Ally Auto Receivables Trust 2019-2 | 2.230% | 1/16/24 | 15,900 | 16,275 | ||
4 | Ally Auto Receivables Trust 2019-2 | 2.260% | 8/15/24 | 1,875 | 1,956 | ||
4 | Ally Auto Receivables Trust 2019-4 | 1.840% | 6/17/24 | 13,355 | 13,614 | ||
4 | Ally Auto Receivables Trust 2019-4 | 1.920% | 1/15/25 | 1,600 | 1,662 | ||
4 | Ally Master Owner Trust Series 2018-1 | 2.700% | 1/17/23 | 23,500 | 23,715 | ||
4 | Ally Master Owner Trust Series 2018-2 | 3.290% | 5/15/23 | 6,275 | 6,407 | ||
4 | American Express Credit Account Master Trust 2017-6 | 2.040% | 5/15/23 | 21,800 | 21,907 | ||
4 | American Express Credit Account Master Trust 2017-7 | 2.350% | 5/15/25 | 13,300 | 13,877 | ||
4 | American Express Credit Account Master Trust 2018-2 | 3.010% | 10/15/25 | 14,150 | 15,114 | ||
4 | American Express Credit Account Master Trust 2018-4 | 2.990% | 12/15/23 | 18,000 | 18,416 | ||
4 | American Express Credit Account Master Trust 2018-8 | 3.180% | 4/15/24 | 2,200 | 2,273 | ||
4 | American Express Credit Account Master Trust 2019-1 | 2.870% | 10/15/24 | 18,955 | 19,746 | ||
4 | AmeriCredit Automobile Receivables Trust 2017-3 | 1.900% | 3/18/22 | 356 | 357 | ||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.070% | 12/19/22 | 3,109 | 3,139 | ||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.260% | 1/18/24 | 3,150 | 3,230 | ||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.500% | 1/18/24 | 2,100 | 2,173 | ||
4 | AmeriCredit Automobile Receivables Trust 2019-1 | 2.970% | 11/20/23 | 5,025 | 5,130 | ||
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.429% | 9/15/48 | 2,350 | 2,488 | ||
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.705% | 9/15/48 | 4,100 | 4,536 | ||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.574% | 2/15/50 | 9,108 | 10,196 | ||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.748% | 2/15/50 | 3,542 | 3,865 | ||
4 | BANK 2017 - BNK5 | 3.390% | 6/15/60 | 9,750 | 10,845 | ||
4 | BANK 2017 - BNK5 | 3.624% | 6/15/60 | 4,450 | 4,887 | ||
4 | BANK 2017 - BNK6 | 3.518% | 7/15/60 | 3,388 | 3,802 | ||
4 | BANK 2017 - BNK6 | 3.741% | 7/15/60 | 3,388 | 3,771 | ||
4 | BANK 2017 - BNK7 | 3.175% | 9/15/60 | 6,984 | 7,648 | ||
4 | BANK 2017 - BNK7 | 3.435% | 9/15/60 | 5,790 | 6,478 |
11
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | BANK 2017 - BNK7 | 3.748% | 9/15/60 | 4,100 | 4,469 | ||
4 | BANK 2017 - BNK8 | 3.488% | 11/15/50 | 8,000 | 8,999 | ||
4 | BANK 2017 - BNK8 | 3.731% | 11/15/50 | 1,325 | 1,457 | ||
4 | BANK 2017 - BNK9 | 3.279% | 11/15/54 | 8,000 | 8,744 | ||
4 | BANK 2017 - BNK9 | 3.538% | 11/15/54 | 8,000 | 9,011 | ||
4 | BANK 2018 - BN10 | 3.641% | 2/15/61 | 1,802 | 1,987 | ||
4 | BANK 2018 - BN10 | 3.688% | 2/15/61 | 7,600 | 8,627 | ||
4 | BANK 2018 - BN10 | 3.898% | 2/15/61 | 2,100 | 2,349 | ||
4 | BANK 2018 - BN11 | 4.046% | 3/15/61 | 5,550 | 6,457 | ||
4 | BANK 2018 - BN12 | 4.255% | 5/15/61 | 6,550 | 7,724 | ||
4 | BANK 2018 - BN12 | 4.490% | 5/15/61 | 2,100 | 2,448 | ||
4 | BANK 2018 - BN13 | 3.953% | 8/15/61 | 2,300 | 2,662 | ||
4 | BANK 2018 - BN13 | 4.217% | 8/15/61 | 2,200 | 2,594 | ||
4 | BANK 2018 - BN14 | 4.128% | 9/15/60 | 3,425 | 3,711 | ||
4 | BANK 2018 - BN14 | 4.231% | 9/15/60 | 3,575 | 4,220 | ||
4 | BANK 2018 - BN14 | 4.481% | 9/15/60 | 1,550 | 1,804 | ||
4 | BANK 2018 - BN15 | 4.407% | 11/15/61 | 7,690 | 9,188 | ||
4 | BANK 2019 - BN16 | 4.005% | 2/15/52 | 6,625 | 7,778 | ||
4 | BANK 2019 - BN17 | 3.714% | 4/15/52 | 7,350 | 8,520 | ||
4 | BANK 2019 - BN17 | 3.976% | 4/15/52 | 1,750 | 1,987 | ||
4 | BANK 2019 - BN18 | 3.584% | 5/15/62 | 21,125 | 24,354 | ||
4 | BANK 2019 - BN18 | 3.826% | 5/15/62 | 2,575 | 2,908 | ||
4 | BANK 2019 - BN19 | 3.183% | 8/15/61 | 15,850 | 17,771 | ||
4 | BANK 2019 - BN20 | 3.011% | 9/15/62 | 10,250 | 11,362 | ||
4 | BANK 2019 - BN21 | 2.851% | 10/17/52 | 21,600 | 23,658 | ||
4 | BANK 2019 - BN21 | 3.093% | 10/17/52 | 4,325 | 4,724 | ||
4 | BANK 2019 - BN22 | 2.978% | 11/15/62 | 16,943 | 18,747 | ||
4 | BANK 2019 - BN23 | 2.920% | 12/15/52 | 10,705 | 11,815 | ||
4 | BANK 2019 - BN23 | 3.203% | 12/15/52 | 4,000 | 4,291 | ||
4 | BANK 2019 - BN24 | 2.960% | 11/15/62 | 8,050 | 8,922 | ||
4 | BANK 2019 - BN24 | 3.283% | 11/15/62 | 3,750 | 4,112 | ||
4 | BANK 2020 - BN25 | 2.649% | 1/15/63 | 11,830 | 12,804 | ||
4 | BANK 2020 - BN25 | 2.841% | 1/15/63 | 3,685 | 3,902 | ||
4 | BANK 2020 - BN26 | 2.403% | 3/15/63 | 10,460 | 11,107 | ||
4 | BANK 2020 - BN26 | 2.687% | 3/15/63 | 3,310 | 3,402 | ||
4 | BANK 2020 - BNK27 | 2.144% | 4/15/63 | 9,540 | 9,869 | ||
4 | BANK 2020 - BNK27 | 2.551% | 4/15/63 | 2,825 | 2,919 | ||
4 | Bank of America Credit Card Trust 2018-A1 | 2.700% | 7/17/23 | 26,500 | 26,882 | ||
4 | Bank of America Credit Card Trust 2018-A2 | 3.000% | 9/15/23 | 23,450 | 23,924 | ||
4 | Bank of America Credit Card Trust 2019-A1 | 1.740% | 1/15/25 | 10,750 | 11,051 | ||
Bank of Nova Scotia | 1.875% | 4/26/21 | 8,800 | 8,915 | |||
4 | BBCMS Mortgage Trust 2017-C1 | 3.674% | 2/15/50 | 17,475 | 19,710 | ||
4 | BBCMS Mortgage Trust 2017-C1 | 3.898% | 2/15/50 | 4,675 | 5,181 | ||
4 | BBCMS Mortgage Trust 2018-C2 | 4.314% | 12/15/51 | 8,350 | 9,885 | ||
4 | BBCMS Mortgage Trust 2019-C3 | 3.583% | 5/15/52 | 21,595 | 24,633 | ||
4 | BBCMS Mortgage Trust 2019-C4 | 2.919% | 8/15/52 | 15,870 | 17,351 | ||
4 | BBCMS Mortgage Trust 2019-C4 | 3.171% | 8/15/52 | 1,325 | 1,423 | ||
4 | BBCMS Mortgage Trust 2019-C5 | 3.063% | 11/15/52 | 8,975 | 9,954 | ||
4 | BBCMS Mortgage Trust 2019-C5 | 3.366% | 11/15/52 | 5,375 | 5,857 | ||
4 | BBCMS Mortgage Trust 2020-C6 | 2.639% | 2/15/53 | 7,635 | 8,216 | ||
4 | BBCMS Mortgage Trust 2020-C6 | 2.840% | 2/15/53 | 2,000 | 2,070 | ||
4 | BBCMS Mortgage Trust 2020-C7 | 2.037% | 4/15/53 | 2,520 | 2,604 | ||
4 | Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 | 5.513% | 1/12/45 | 931 | 862 | ||
4 | Benchmark 2018-B1 Mortgage Trust | 3.666% | 1/15/51 | 7,960 | 9,024 | ||
4 | Benchmark 2018-B1 Mortgage Trust | 3.878% | 1/15/51 | 2,600 | 2,857 | ||
4 | Benchmark 2018-B2 Mortgage Trust | 3.662% | 2/15/51 | 6,050 | 6,343 | ||
4 | Benchmark 2018-B2 Mortgage Trust | 3.882% | 2/15/51 | 17,575 | 20,226 | ||
4 | Benchmark 2018-B2 Mortgage Trust | 4.084% | 2/15/51 | 8,225 | 9,335 | ||
4 | Benchmark 2018-B3 Mortgage Trust | 3.848% | 4/10/51 | 5,000 | 5,289 | ||
4 | Benchmark 2018-B3 Mortgage Trust | 4.025% | 4/10/51 | 13,150 | 15,278 | ||
4 | Benchmark 2018-B4 Mortgage Trust | 4.121% | 7/15/51 | 18,625 | 21,842 | ||
4 | Benchmark 2018-B4 Mortgage Trust | 4.311% | 7/15/51 | 3,250 | 3,665 | ||
4 | Benchmark 2018-B5 Mortgage Trust | 4.208% | 7/15/51 | 8,850 | 10,460 |
11
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | Benchmark 2018-B5 Mortgage Trust | 4.419% | 7/15/51 | 1,750 | 2,029 | ||
4 | Benchmark 2018-B6 Mortgage Trust | 4.203% | 10/10/51 | 3,325 | 3,581 | ||
4 | Benchmark 2018-B6 Mortgage Trust | 4.261% | 10/10/51 | 4,025 | 4,779 | ||
4 | Benchmark 2018-B6 Mortgage Trust | 4.441% | 10/10/51 | 1,250 | 1,473 | ||
4 | Benchmark 2018-B7 Mortgage Trust | 4.510% | 5/15/53 | 12,400 | 14,993 | ||
4 | Benchmark 2018-B8 Mortgage Trust | 4.232% | 1/15/52 | 10,690 | 12,707 | ||
4 | Benchmark 2018-B8 Mortgage Trust | 4.532% | 1/15/52 | 3,400 | 4,003 | ||
4 | Benchmark 2019-B10 Mortgage Trust | 3.717% | 3/15/62 | 6,100 | 7,031 | ||
4 | Benchmark 2019-B10 Mortgage Trust | 3.979% | 3/15/62 | 2,600 | 2,903 | ||
4 | Benchmark 2019-B11 Mortgage Trust | 3.542% | 5/15/52 | 15,840 | 18,060 | ||
4 | Benchmark 2019-B11 Mortgage Trust | 3.784% | 5/15/52 | 4,225 | 4,764 | ||
4 | Benchmark 2019-B13 Mortgage Trust | 2.952% | 8/15/57 | 2,675 | 2,941 | ||
4 | Benchmark 2019-B14 Mortgage Trust | 3.049% | 12/15/62 | 13,650 | 15,114 | ||
4 | Benchmark 2019-B15 Mortgage Trust | 2.928% | 12/15/72 | 13,355 | 14,736 | ||
4 | Benchmark 2019-B9 Mortgage Trust | 4.016% | 3/15/52 | 6,281 | 7,373 | ||
4 | Benchmark 2019-IG1 Mortgage Trust | 2.687% | 9/15/43 | 7,900 | 8,498 | ||
4 | Benchmark 2019-IG1 Mortgage Trust | 2.909% | 9/15/43 | 2,640 | 2,797 | ||
4 | Benchmark 2020-B16 Mortgage Trust | 2.732% | 2/15/53 | 5,275 | 5,700 | ||
4 | Benchmark 2020-B16 Mortgage Trust | 2.944% | 2/15/53 | 1,295 | 1,358 | ||
4 | Benchmark 2020-B17 Mortgage Trust | 2.289% | 3/15/53 | 5,530 | 5,772 | ||
4 | Benchmark 2020-B17 Mortgage Trust | 2.583% | 3/15/53 | 1,655 | 1,714 | ||
4 | BMW Vehicle Owner Trust 2018-A | 2.350% | 4/25/22 | 4,062 | 4,087 | ||
4 | BMW Vehicle Owner Trust 2018-A | 2.510% | 6/25/24 | 1,850 | 1,892 | ||
4 | Cantor Commercial Real Estate Lending 2019-CF1 | 3.786% | 5/15/52 | 4,025 | 4,644 | ||
4 | Cantor Commercial Real Estate Lending 2019-CF2 | 2.874% | 11/15/52 | 8,100 | 8,802 | ||
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.006% | 1/15/53 | 8,000 | 8,839 | ||
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.298% | 1/15/53 | 3,434 | 3,745 | ||
4 | Capital One Auto Receivables Trust 2019-1 | 2.510% | 11/15/23 | 6,330 | 6,497 | ||
4 | Capital One Auto Receivables Trust 2019-1 | 2.560% | 10/15/24 | 2,125 | 2,234 | ||
4 | Capital One Auto Receivables Trust 2020-1 | 1.600% | 11/15/24 | 3,175 | 3,238 | ||
4 | Capital One Auto Receivables Trust 2020-1 | 1.630% | 8/15/25 | 800 | 827 | ||
4 | Capital One Multi-Asset Execution Trust 2015-A8 | 2.050% | 8/15/23 | 8,200 | 8,241 | ||
4 | Capital One Multi-Asset Execution Trust 2017-A3 | 2.430% | 1/15/25 | 9,850 | 10,160 | ||
4 | Capital One Multi-Asset Execution Trust 2017-A4 | 1.990% | 7/17/23 | 15,200 | 15,252 | ||
4 | Capital One Multi-Asset Execution Trust 2017-A6 | 2.290% | 7/15/25 | 12,800 | 13,324 | ||
4 | Capital One Multi-Asset Execution Trust 2018-A1 | 3.010% | 2/15/24 | 6,775 | 6,914 | ||
4 | Capital One Multi-Asset Execution Trust 2019-A1 | 2.840% | 12/15/24 | 4,250 | 4,415 | ||
4 | Capital One Multi-Asset Execution Trust 2019-A3 | 2.060% | 8/15/28 | 12,040 | 12,878 | ||
4 | CarMax Auto Owner Trust 2016-3 | 1.600% | 1/18/22 | 1,099 | 1,101 | ||
4 | CarMax Auto Owner Trust 2017-2 | 2.410% | 12/15/22 | 3,325 | 3,365 | ||
4 | CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/22 | 2,356 | 2,372 | ||
4 | CarMax Auto Owner Trust 2017-4 | 2.330% | 5/15/23 | 3,200 | 3,271 | ||
4 | CarMax Auto Owner Trust 2018-1 | 2.480% | 11/15/22 | 3,266 | 3,302 | ||
4 | CarMax Auto Owner Trust 2018-1 | 2.640% | 6/15/23 | 1,200 | 1,235 | ||
4 | CarMax Auto Owner Trust 2018-2 | 2.980% | 1/17/23 | 3,682 | 3,740 | ||
4 | CarMax Auto Owner Trust 2018-2 | 3.160% | 7/17/23 | 2,625 | 2,732 | ||
4 | CarMax Auto Owner Trust 2019-4 | 2.020% | 11/15/24 | 10,750 | 11,045 | ||
4 | CarMax Auto Owner Trust 2019-4 | 2.130% | 7/15/25 | 1,350 | 1,409 | ||
4 | CarMax Auto Owner Trust 2020-1 | 1.890% | 12/16/24 | 10,328 | 10,626 | ||
4 | CarMax Auto Owner Trust 2020-1 | 2.030% | 6/16/25 | 790 | 823 | ||
4 | CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/24 | 6,250 | 6,396 | ||
4 | CD 2016-CD1 Commercial Mortgage Trust | 2.724% | 8/10/49 | 9,075 | 9,617 | ||
4 | CD 2016-CD2 Commercial Mortgage Trust | 3.526% | 11/10/49 | 7,300 | 8,094 | ||
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.453% | 2/10/50 | 1,285 | 1,385 | ||
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.631% | 2/10/50 | 9,773 | 10,895 | ||
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.833% | 2/10/50 | 2,542 | 2,758 | ||
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.514% | 5/10/50 | 5,133 | 5,715 | ||
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.747% | 5/10/50 | 3,000 | 3,281 | ||
4 | CD 2017-CD5 Commercial Mortgage Trust | 3.431% | 8/15/50 | 3,500 | 3,886 | ||
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.332% | 11/13/50 | 3,300 | 3,497 | ||
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.456% | 11/13/50 | 6,575 | 7,337 | ||
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.709% | 11/13/50 | 3,825 | 4,167 | ||
4 | CD 2018-CD7 Commercial Mortgage Trust | 4.279% | 8/15/51 | 7,375 | 8,683 | ||
4 | CD 2019-CD8 Commercial Mortgage Trust | 2.912% | 8/15/57 | 10,580 | 11,555 |
12
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | CenterPoint Energy Transition Bond Co. IV LLC 2012-1 | 3.028% | 10/15/25 | 9,483 | 9,984 | ||
4 | CFCRE Commercial Mortgage Trust 2016-C3 | 3.865% | 1/10/48 | 5,800 | 6,474 | ||
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.283% | 5/10/58 | 8,250 | 8,895 | ||
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.691% | 5/10/58 | 5,900 | 6,237 | ||
4 | CFCRE Commercial Mortgage Trust 2016-C6 | 3.217% | 11/10/49 | 14,200 | 15,371 | ||
4 | CFCRE Commercial Mortgage Trust 2017-C8 | 3.572% | 6/15/50 | 3,650 | 4,056 | ||
4 | Chase Issuance Trust 2012-A7 | 2.160% | 9/15/24 | 23,690 | 24,582 | ||
4 | Chase Issuance Trust 2014-A2 | 2.770% | 3/15/23 | 11,150 | 11,339 | ||
4 | Chase Issuance Trust 2016-A4 | 1.490% | 7/15/22 | 9,850 | 9,854 | ||
4 | Chase Issuance Trust 2020-A1 | 1.530% | 1/15/25 | 26,500 | 27,247 | ||
4 | Citibank Credit Card Issuance Trust 2014-A1 | 2.880% | 1/23/23 | 10,460 | 10,606 | ||
4 | Citibank Credit Card Issuance Trust 2014-A5 | 2.680% | 6/7/23 | 14,767 | 15,079 | ||
4 | Citibank Credit Card Issuance Trust 2016-A2 | 2.190% | 11/20/23 | 11,325 | 11,606 | ||
4 | Citibank Credit Card Issuance Trust 2018-A1 | 2.490% | 1/20/23 | 27,800 | 28,122 | ||
4 | Citibank Credit Card Issuance Trust 2018-A3 | 3.290% | 5/23/25 | 26,125 | 28,235 | ||
4 | Citigroup Commercial Mortgage Trust 2012-GC8 | 3.024% | 9/10/45 | 5,211 | 5,353 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.093% | 4/10/46 | 3,165 | 3,297 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.422% | 4/10/46 | 2,000 | 2,094 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 3.942% | 9/10/46 | 794 | 826 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.371% | 9/10/46 | 1,975 | 2,150 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.649% | 9/10/46 | 2,875 | 3,087 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 3.675% | 11/10/46 | 607 | 629 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.131% | 11/10/46 | 3,150 | 3,402 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.544% | 11/10/46 | 1,150 | 1,245 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 5.095% | 11/10/46 | 1,150 | 1,225 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 3.552% | 3/10/47 | 848 | 874 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.023% | 3/10/47 | 1,700 | 1,837 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.345% | 3/10/47 | 1,425 | 1,527 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.477% | 5/10/47 | 494 | 515 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.855% | 5/10/47 | 3,025 | 3,275 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 4.328% | 5/10/47 | 2,450 | 2,567 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC23 | 3.622% | 7/10/47 | 3,875 | 4,170 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC25 | 3.635% | 10/10/47 | 8,525 | 9,223 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.137% | 2/10/48 | 11,450 | 12,169 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.571% | 2/10/48 | 4,550 | 4,788 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 2.674% | 4/10/48 | 38 | 38 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.192% | 4/10/48 | 9,075 | 9,729 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.758% | 4/10/48 | 4,365 | 4,502 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC31 | 3.762% | 6/10/48 | 4,625 | 5,089 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC33 | 3.778% | 9/10/58 | 5,725 | 6,329 | ||
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.003% | 5/10/49 | 3,400 | 3,566 | ||
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.209% | 5/10/49 | 6,500 | 7,051 | ||
4 | Citigroup Commercial Mortgage Trust 2016-C2 | 2.832% | 8/10/49 | 3,500 | 3,731 | ||
4 | Citigroup Commercial Mortgage Trust 2016-GC36 | 3.616% | 2/10/49 | 11,425 | 12,601 | ||
4 | Citigroup Commercial Mortgage Trust 2016-P4 | 2.902% | 7/10/49 | 3,825 | 4,089 | ||
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.458% | 8/15/50 | 13,430 | 14,916 | ||
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.711% | 8/15/50 | 2,675 | 2,933 | ||
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.471% | 10/12/50 | 8,000 | 8,907 | ||
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.764% | 10/12/50 | 2,125 | 2,333 | ||
4 | Citigroup Commercial Mortgage Trust 2018-B2 | 3.788% | 3/10/51 | 2,950 | 3,081 | ||
4 | Citigroup Commercial Mortgage Trust 2018-B2 | 4.009% | 3/10/51 | 17,325 | 20,074 | ||
4 | Citigroup Commercial Mortgage Trust 2018-C6 | 4.412% | 11/10/51 | 2,300 | 2,737 | ||
4 | Citigroup Commercial Mortgage Trust 2019-GC41 | 2.869% | 8/10/56 | 13,210 | 14,418 | ||
4 | Citigroup Commercial Mortgage Trust 2019-GC43 | 3.038% | 11/10/52 | 16,100 | 17,809 | ||
4 | Citigroup Commercial Mortgage Trust 2020-GC46 | 2.717% | 2/15/53 | 6,355 | 6,859 | ||
4 | Citigroup Commercial Mortgage Trust 2020-GC46 | 2.918% | 2/15/53 | 2,655 | 2,782 | ||
4 | COMM 2012-CCRE2 Mortgage Trust | 3.147% | 8/15/45 | 2,580 | 2,661 | ||
4 | COMM 2012-CCRE2 Mortgage Trust | 3.791% | 8/15/45 | 2,950 | 3,020 | ||
4 | COMM 2012-CCRE3 Mortgage Trust | 2.822% | 10/15/45 | 4,889 | 4,974 | ||
4,6 | COMM 2012-CCRE3 Mortgage Trust | 3.416% | 10/15/45 | 3,548 | 3,578 | ||
4 | COMM 2012-CCRE4 Mortgage Trust | 2.853% | 10/15/45 | 5,119 | 5,238 | ||
4 | COMM 2012-CCRE5 Mortgage Trust | 2.771% | 12/10/45 | 1,500 | 1,539 | ||
4 | COMM 2013-CCRE10 Mortgage Trust | 4.210% | 8/10/46 | 1,120 | 1,213 | ||
4 | COMM 2013-CCRE11 Mortgage Trust | 3.660% | 8/10/50 | 1,011 | 1,049 |
13
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | COMM 2013-CCRE11 Mortgage Trust | 3.983% | 8/10/50 | 1,909 | 2,044 | ||
4 | COMM 2013-CCRE11 Mortgage Trust | 4.258% | 8/10/50 | 6,600 | 7,171 | ||
4 | COMM 2013-CCRE11 Mortgage Trust | 4.715% | 8/10/50 | 1,430 | 1,534 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 3.623% | 10/10/46 | 1,174 | 1,191 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/46 | 2,166 | 2,290 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 4.046% | 10/10/46 | 1,700 | 1,831 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 4.300% | 10/10/46 | 1,150 | 1,211 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 4.762% | 10/10/46 | 575 | 592 | ||
4 | COMM 2013-CCRE13 Mortgage Trust | 3.706% | 11/10/46 | 416 | 433 | ||
4 | COMM 2013-CCRE13 Mortgage Trust | 4.194% | 11/10/46 | 5,850 | 6,372 | ||
4 | COMM 2013-CCRE13 Mortgage Trust | 4.449% | 11/10/46 | 1,750 | 1,895 | ||
4 | COMM 2013-CCRE6 Mortgage Trust | 3.101% | 3/10/46 | 2,908 | 3,029 | ||
4 | COMM 2013-CCRE7 Mortgage Trust | 3.213% | 3/10/46 | 1,405 | 1,465 | ||
4 | COMM 2013-CCRE8 Mortgage Trust | 3.612% | 6/10/46 | 3,262 | 3,460 | ||
4 | COMM 2013-CCRE9 Mortgage Trust | 4.362% | 7/10/45 | 4,060 | 4,352 | ||
4 | COMM 2013-LC13 Mortgage Trust | 4.205% | 8/10/46 | 1,680 | 1,793 | ||
4 | COMM 2013-LC6 Mortgage Trust | 2.941% | 1/10/46 | 4,209 | 4,326 | ||
4 | COMM 2013-LC6 Mortgage Trust | 3.282% | 1/10/46 | 2,547 | 2,611 | ||
4 | COMM 2014-CCRE14 Mortgage Trust | 3.147% | 2/10/47 | 737 | 739 | ||
4 | COMM 2014-CCRE14 Mortgage Trust | 4.236% | 2/10/47 | 1,775 | 1,928 | ||
4 | COMM 2014-CCRE14 Mortgage Trust | 4.526% | 2/10/47 | 1,950 | 2,119 | ||
4 | COMM 2014-CCRE14 Mortgage Trust | 4.769% | 2/10/47 | 1,175 | 1,240 | ||
4 | COMM 2014-CCRE15 Mortgage Trust | 2.928% | 2/10/47 | 1,217 | 1,217 | ||
4 | COMM 2014-CCRE15 Mortgage Trust | 3.595% | 2/10/47 | 1,075 | 1,114 | ||
4 | COMM 2014-CCRE15 Mortgage Trust | 4.074% | 2/10/47 | 2,641 | 2,877 | ||
4 | COMM 2014-CCRE15 Mortgage Trust | 4.844% | 2/10/47 | 1,320 | 1,422 | ||
4 | COMM 2014-CCRE16 Mortgage Trust | 3.653% | 4/10/47 | 1,724 | 1,800 | ||
4 | COMM 2014-CCRE16 Mortgage Trust | 4.278% | 4/10/47 | 2,950 | 3,136 | ||
4 | COMM 2014-CCRE17 Mortgage Trust | 3.598% | 5/10/47 | 1,099 | 1,144 | ||
4 | COMM 2014-CCRE17 Mortgage Trust | 3.977% | 5/10/47 | 2,225 | 2,431 | ||
4 | COMM 2014-CCRE17 Mortgage Trust | 4.377% | 5/10/47 | 1,375 | 1,425 | ||
4 | COMM 2014-CCRE18 Mortgage Trust | 3.452% | 7/15/47 | 3,245 | 3,351 | ||
4 | COMM 2014-CCRE18 Mortgage Trust | 3.828% | 7/15/47 | 1,400 | 1,525 | ||
4 | COMM 2014-CCRE18 Mortgage Trust | 4.103% | 7/15/47 | 1,845 | 1,958 | ||
4 | COMM 2014-CCRE19 Mortgage Trust | 3.796% | 8/10/47 | 8,400 | 9,161 | ||
4 | COMM 2014-CCRE19 Mortgage Trust | 4.080% | 8/10/47 | 2,250 | 2,373 | ||
4 | COMM 2014-CCRE20 Mortgage Trust | 3.590% | 11/10/47 | 2,375 | 2,585 | ||
4 | COMM 2014-CCRE21 Mortgage Trust | 3.528% | 12/10/47 | 7,938 | 8,527 | ||
4 | COMM 2014-LC15 Mortgage Trust | 4.006% | 4/10/47 | 8,215 | 8,918 | ||
4 | COMM 2014-LC17 Mortgage Trust | 3.164% | 10/10/47 | 513 | 515 | ||
4 | COMM 2014-LC17 Mortgage Trust | 3.917% | 10/10/47 | 2,225 | 2,446 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 2.820% | 3/10/47 | 2 | 2 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 3.472% | 3/10/47 | 730 | 754 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 3.961% | 3/10/47 | 2,533 | 2,741 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 4.199% | 3/10/47 | 709 | 759 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 4.701% | 3/10/47 | 449 | 470 | ||
4 | COMM 2014-UBS3 Mortgage Trust | 3.819% | 6/10/47 | 4,475 | 4,836 | ||
4 | COMM 2014-UBS4 Mortgage Trust | 3.694% | 8/10/47 | 5,575 | 6,045 | ||
4 | COMM 2014-UBS4 Mortgage Trust | 3.968% | 8/10/47 | 2,144 | 2,291 | ||
4 | COMM 2014-UBS5 Mortgage Trust | 3.838% | 9/10/47 | 6,650 | 7,235 | ||
4 | COMM 2014-UBS6 Mortgage Trust | 2.935% | 12/10/47 | 920 | 920 | ||
4 | COMM 2014-UBS6 Mortgage Trust | 3.387% | 12/10/47 | 5,051 | 5,262 | ||
4 | COMM 2014-UBS6 Mortgage Trust | 3.644% | 12/10/47 | 10,725 | 11,646 | ||
4 | COMM 2014-UBS6 Mortgage Trust | 4.048% | 12/10/47 | 2,800 | 3,003 | ||
4 | COMM 2015-CCRE22 Mortgage Trust | 2.856% | 3/10/48 | 816 | 816 | ||
4 | COMM 2015-CCRE22 Mortgage Trust | 3.309% | 3/10/48 | 7,950 | 8,591 | ||
4 | COMM 2015-CCRE22 Mortgage Trust | 3.603% | 3/10/48 | 2,850 | 2,968 | ||
4 | COMM 2015-CCRE23 Mortgage Trust | 3.257% | 5/10/48 | 3,363 | 3,507 | ||
4 | COMM 2015-CCRE23 Mortgage Trust | 3.497% | 5/10/48 | 5,219 | 5,692 | ||
4 | COMM 2015-CCRE23 Mortgage Trust | 3.801% | 5/10/48 | 2,325 | 2,487 | ||
4 | COMM 2015-CCRE25 Mortgage Trust | 3.759% | 8/10/48 | 5,725 | 6,285 | ||
4 | COMM 2015-CCRE26 Mortgage Trust | 3.630% | 10/10/48 | 11,600 | 12,791 | ||
4 | COMM 2015-CCRE27 Mortgage Trust | 3.404% | 10/10/48 | 5,900 | 6,223 | ||
4 | COMM 2015-CCRE27 Mortgage Trust | 3.612% | 10/10/48 | 5,900 | 6,503 |
14
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | COMM 2015-LC19 Mortgage Trust | 3.040% | 2/10/48 | 1,071 | 1,115 | ||
4 | COMM 2015-LC19 Mortgage Trust | 3.183% | 2/10/48 | 5,894 | 6,332 | ||
4 | COMM 2015-LC19 Mortgage Trust | 3.527% | 2/10/48 | 2,687 | 2,841 | ||
4 | COMM 2016-CCRE28 Mortgage Trust | 3.762% | 2/10/49 | 8,575 | 9,519 | ||
4 | COMM 2016-DC2 Mortgage Trust | 3.550% | 2/10/49 | 7,000 | 7,428 | ||
4 | COMM 2018-COR3 Mortgage Trust | 3.961% | 5/10/51 | 3,500 | 3,997 | ||
4 | COMM 2018-COR3 Mortgage Trust | 4.228% | 5/10/51 | 6,437 | 7,537 | ||
4 | COMM 2019-G44 Mortgage Trust | 2.950% | 8/15/57 | 9,400 | 10,348 | ||
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.505% | 4/15/50 | 5,550 | 5,988 | ||
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.791% | 4/15/50 | 2,825 | 3,016 | ||
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 4.044% | 4/15/50 | 2,250 | 2,250 | ||
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.504% | 6/15/57 | 7,400 | 8,044 | ||
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.849% | 6/15/57 | 2,900 | 3,075 | ||
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.448% | 8/15/48 | 4,443 | 4,603 | ||
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.718% | 8/15/48 | 5,700 | 6,266 | ||
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 4.244% | 8/15/48 | 2,625 | 2,640 | ||
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.617% | 11/15/48 | 3,550 | 3,764 | ||
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.808% | 11/15/48 | 6,605 | 7,314 | ||
4 | CSAIL 2016-C7 Commercial Mortgage Trust | 3.502% | 11/15/49 | 11,675 | 12,922 | ||
4 | CSAIL 2017-C8 Commercial Mortgage Trust | 3.392% | 6/15/50 | 10,250 | 11,318 | ||
4 | CSAIL 2017-CX10 Commercial Mortgage Trust | 3.458% | 11/15/50 | 8,000 | 8,893 | ||
4 | CSAIL 2017-CX9 Commercial Mortgage Trust | 3.446% | 9/15/50 | 3,275 | 3,641 | ||
4 | CSAIL 2018-CX11 Commercial Mortgage Trust | 4.033% | 4/15/51 | 15,825 | 18,097 | ||
4 | CSAIL 2018-CX12 Commercial Mortgage Trust | 4.224% | 8/15/51 | 6,475 | 7,627 | ||
4 | CSAIL 2019-C15 Commercial Mortgage Trust | 4.053% | 3/15/52 | 28,200 | 32,696 | ||
4 | CSAIL 2019-C16 Commercial Mortgage Trust | 3.329% | 6/15/52 | 15,960 | 17,746 | ||
4 | DBJPM 16-C1 Mortgage Trust | 3.276% | 5/10/49 | 4,275 | 4,648 | ||
4 | DBJPM 16-C3 Mortgage Trust | 2.890% | 8/10/49 | 5,000 | 5,362 | ||
4 | DBJPM 17-C6 Mortgage Trust | 3.328% | 6/10/50 | 7,900 | 8,737 | ||
4 | DBJPM 17-C6 Mortgage Trust | 3.561% | 6/10/50 | 2,174 | 2,285 | ||
4 | Discover Card Execution Note Trust 2015-A4 | 2.190% | 4/17/23 | 11,500 | 11,562 | ||
4 | Discover Card Execution Note Trust 2017-A2 | 2.390% | 7/15/24 | 6,250 | 6,432 | ||
4 | Discover Card Execution Note Trust 2018-A1 | 3.030% | 8/15/25 | 13,150 | 14,025 | ||
4 | Discover Card Execution Note Trust 2019-A3 | 1.890% | 10/15/24 | 15,740 | 16,263 | ||
4 | Drive Auto Receivables Trust 2018-2 | 3.630% | 8/15/24 | 2,537 | 2,551 | ||
4 | Drive Auto Receivables Trust 2020-1 | 2.080% | 7/15/24 | 4,215 | 4,264 | ||
4 | Drive Auto Receivables Trust 2020-1 | 2.360% | 3/16/26 | 2,615 | 2,633 | ||
4 | Drive Auto Receivables Trust 2020-2 | 1.420% | 3/17/25 | 550 | 551 | ||
3,4 | Fannie Mae-Aces 2011-M2 | 3.764% | 4/25/21 | 3,591 | 3,654 | ||
3,4 | Fannie Mae-Aces 2011-M4 | 3.726% | 6/25/21 | 7,339 | 7,471 | ||
3,4 | Fannie Mae-Aces 2012-M5 | 2.715% | 2/25/22 | 3,584 | 3,683 | ||
3,4 | Fannie Mae-Aces 2013-M12 | 2.492% | 3/25/23 | 8,623 | 8,998 | ||
3,4 | Fannie Mae-Aces 2013-M14 | 2.708% | 4/25/23 | 2,752 | 2,872 | ||
3,4 | Fannie Mae-Aces 2013-M14 | 3.329% | 10/25/23 | 13,619 | 14,598 | ||
3,4 | Fannie Mae-Aces 2013-M4 | 2.608% | 3/25/22 | 59 | 59 | ||
3,4 | Fannie Mae-Aces 2013-M7 | 2.280% | 12/27/22 | 3,042 | 3,154 | ||
3,4 | Fannie Mae-Aces 2014-M1 | 3.328% | 7/25/23 | 16,290 | 17,378 | ||
3,4 | Fannie Mae-Aces 2014-M12 | 2.614% | 10/25/21 | 10,564 | 10,774 | ||
3,4 | Fannie Mae-Aces 2014-M13 | 3.021% | 8/25/24 | 9,924 | 10,696 | ||
3,4 | Fannie Mae-Aces 2014-M2 | 3.513% | 12/25/23 | 13,737 | 14,797 | ||
3,4 | Fannie Mae-Aces 2014-M3 | 3.501% | 1/25/24 | 5,657 | 6,109 | ||
3,4 | Fannie Mae-Aces 2014-M4 | 3.346% | 3/25/24 | 7,924 | 8,523 | ||
3,4 | Fannie Mae-Aces 2014-M6 | 2.679% | 5/25/21 | 8,168 | 8,276 | ||
3,4 | Fannie Mae-Aces 2014-M7 | 3.370% | 6/25/24 | 11,306 | 12,181 | ||
3,4 | Fannie Mae-Aces 2014-M8 | 3.056% | 6/25/24 | 7,392 | 7,971 | ||
3,4 | Fannie Mae-Aces 2014-M9 | 3.103% | 7/25/24 | 10,186 | 10,995 | ||
3,4 | Fannie Mae-Aces 2015-M1 | 2.532% | 9/25/24 | 15,000 | 16,030 | ||
3,4 | Fannie Mae-Aces 2015-M10 | 3.092% | 4/25/27 | 4,600 | 5,152 | ||
3,4 | Fannie Mae-Aces 2015-M11 | 2.915% | 4/25/25 | 3,000 | 3,256 | ||
3,4 | Fannie Mae-Aces 2015-M12 | 2.889% | 5/25/25 | 11,600 | 12,468 | ||
3,4 | Fannie Mae-Aces 2015-M15 | 2.923% | 10/25/25 | 14,400 | 15,755 | ||
3,4 | Fannie Mae-Aces 2015-M2 | 2.620% | 12/25/24 | 8,736 | 9,356 | ||
3,4 | Fannie Mae-Aces 2015-M3 | 2.723% | 10/25/24 | 5,434 | 5,829 | ||
3,4 | Fannie Mae-Aces 2015-M4 | 2.509% | 7/25/22 | 4,896 | 5,028 |
15
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3,4 | Fannie Mae-Aces 2015-M7 | 2.590% | 12/25/24 | 8,776 | 9,390 | ||
3,4 | Fannie Mae-Aces 2015-M8 | 2.344% | 1/25/25 | 3,372 | 3,501 | ||
3,4 | Fannie Mae-Aces 2015-M8 | 2.900% | 1/25/25 | 5,700 | 6,175 | ||
3,4 | Fannie Mae-Aces 2016-M11 | 2.369% | 7/25/26 | 17,000 | 18,364 | ||
3,4 | Fannie Mae-Aces 2016-M12 | 2.308% | 10/25/23 | 998 | 1,044 | ||
3,4 | Fannie Mae-Aces 2016-M12 | 2.526% | 9/25/26 | 17,200 | 18,703 | ||
3,4 | Fannie Mae-Aces 2016-M13 | 2.565% | 9/25/26 | 2,000 | 2,176 | ||
3,4 | Fannie Mae-Aces 2016-M2 | 2.152% | 1/25/23 | 6,307 | 6,511 | ||
3,4 | Fannie Mae-Aces 2016-M3 | 2.702% | 2/25/26 | 5,735 | 6,244 | ||
3,4 | Fannie Mae-Aces 2016-M4 | 2.576% | 3/25/26 | 5,775 | 6,270 | ||
3,4 | Fannie Mae-Aces 2016-M5 | 2.469% | 4/25/26 | 12,400 | 13,403 | ||
3,4 | Fannie Mae-Aces 2016-M6 | 2.488% | 5/25/26 | 10,500 | 11,373 | ||
3,4 | Fannie Mae-Aces 2016-M7 | 2.157% | 10/25/23 | 2,651 | 2,755 | ||
3,4 | Fannie Mae-Aces 2016-M7 | 2.499% | 9/25/26 | 5,625 | 5,926 | ||
3,4 | Fannie Mae-Aces 2016-M9 | 2.292% | 6/25/26 | 18,939 | 20,351 | ||
3,4 | Fannie Mae-Aces 2017-M1 | 2.497% | 10/25/26 | 12,988 | 14,116 | ||
3,4 | Fannie Mae-Aces 2017-M10 | 2.646% | 7/25/24 | 5,910 | 6,299 | ||
3,4 | Fannie Mae-Aces 2017-M11 | 2.980% | 8/25/29 | 4,000 | 4,491 | ||
3,4 | Fannie Mae-Aces 2017-M12 | 3.181% | 6/25/27 | 19,650 | 22,142 | ||
3,4 | Fannie Mae-Aces 2017-M13 | 3.033% | 9/25/27 | 1,500 | 1,680 | ||
3,4 | Fannie Mae-Aces 2017-M15 | 3.196% | 11/25/27 | 15,725 | 17,425 | ||
3,4 | Fannie Mae-Aces 2017-M2 | 2.895% | 2/25/27 | 8,000 | 8,871 | ||
3,4 | Fannie Mae-Aces 2017-M3 | 2.565% | 12/25/26 | 10,730 | 11,682 | ||
3,4 | Fannie Mae-Aces 2017-M4 | 2.670% | 12/25/26 | 16,000 | 17,659 | ||
3,4 | Fannie Mae-Aces 2017-M5 | 3.295% | 4/25/29 | 1,455 | 1,660 | ||
3,4 | Fannie Mae-Aces 2017-M7 | 2.961% | 2/25/27 | 12,125 | 13,503 | ||
3,4 | Fannie Mae-Aces 2017-M8 | 3.061% | 5/25/27 | 15,200 | 17,004 | ||
3,4 | Fannie Mae-Aces 2018-M1 | 3.084% | 12/25/27 | 2,000 | 2,258 | ||
3,4 | Fannie Mae-Aces 2018-M10 | 3.497% | 7/25/28 | 900 | 1,036 | ||
3,4 | Fannie Mae-Aces 2018-M12 | 3.776% | 8/25/30 | 2,530 | 3,020 | ||
3,4 | Fannie Mae-Aces 2018-M14 | 3.697% | 8/25/28 | 8,900 | 10,390 | ||
3,4 | Fannie Mae-Aces 2018-M18 | 2.469% | 8/25/29 | 14,145 | 15,650 | ||
3,4 | Fannie Mae-Aces 2018-M2 | 2.999% | 1/25/28 | 26,525 | 29,689 | ||
3,4 | Fannie Mae-Aces 2018-M4 | 3.147% | 3/25/28 | 12,018 | 13,600 | ||
3,4 | Fannie Mae-Aces 2018-M7 | 3.150% | 3/25/28 | 7,275 | 8,135 | ||
3,4 | Fannie Mae-Aces 2018-M8 | 3.436% | 6/25/28 | 5,663 | 6,510 | ||
3,4 | Fannie Mae-Aces 2018-M8 | 3.610% | 2/25/31 | 17,675 | 21,169 | ||
3,4 | Fannie Mae-Aces 2019-M1 | 3.673% | 9/25/28 | 7,925 | 9,265 | ||
3,4 | Fannie Mae-Aces 2019-M2 | 3.752% | 11/25/28 | 11,675 | 13,573 | ||
3,4 | Fannie Mae-Aces 2019-M22 | 2.522% | 8/25/29 | 26,055 | 28,797 | ||
3,4 | Fannie Mae-Aces 2019-M5 | 3.273% | 2/25/29 | 10,525 | 12,120 | ||
3,4 | Fannie Mae-Aces 2019-M7 | 3.143% | 4/25/29 | 13,200 | 15,093 | ||
3,4 | Fannie Mae-Aces 2019-M9 | 2.937% | 4/25/29 | 18,875 | 21,058 | ||
3,4 | Fannie Mae-Aces 2020-M1 | 2.444% | 10/25/29 | 13,285 | 14,728 | ||
3,4 | Fannie Mae-Aces 2020-M14 | 1.784% | 5/25/30 | 5,595 | 5,875 | ||
3,4 | Fannie Mae-Aces 2020-M29 | 1.492% | 5/25/30 | 9,575 | 9,855 | ||
3,4 | Fannie Mae-Aces 2020-M5 | 2.210% | 1/25/30 | 7,180 | 7,846 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates 2018-K083 | 4.050% | 9/25/28 | 4,770 | 5,790 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K011 | 4.084% | 11/25/20 | 12,806 | 12,904 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K012 | 4.186% | 12/25/20 | 975 | 986 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K014 | 3.871% | 4/25/21 | 6,502 | 6,610 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K017 | 2.873% | 12/25/21 | 16,846 | 17,319 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K018 | 2.789% | 1/25/22 | 9,647 | 9,925 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K019 | 2.272% | 3/25/22 | 7,691 | 7,896 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K020 | 2.373% | 5/25/22 | 20,750 | 21,315 |
17
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K021 | 2.396% | 6/25/22 | 11,840 | 12,188 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K022 | 2.355% | 7/25/22 | 870 | 898 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K023 | 2.307% | 8/25/22 | 10,000 | 10,325 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K026 | 2.510% | 11/25/22 | 16,600 | 17,270 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K027 | 2.637% | 1/25/23 | 16,625 | 17,381 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K028 | 3.111% | 2/25/23 | 26,300 | 27,814 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K029 | 2.839% | 10/25/22 | 2,443 | 2,484 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K029 | 3.320% | 2/25/23 | 16,425 | 17,471 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 2.779% | 9/25/22 | 5,353 | 5,473 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 3.250% | 4/25/23 | 17,675 | 18,815 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K031 | 3.300% | 4/25/23 | 16,452 | 17,593 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.016% | 2/25/23 | 6,023 | 6,198 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.310% | 5/25/23 | 17,660 | 18,932 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 2.871% | 2/25/23 | 7,444 | 7,707 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 3.060% | 7/25/23 | 19,075 | 20,353 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K034 | 3.531% | 7/25/23 | 15,354 | 16,603 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K035 | 3.458% | 8/25/23 | 19,775 | 21,359 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K036 | 3.527% | 10/25/23 | 17,403 | 18,910 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K037 | 3.490% | 1/25/24 | 6,475 | 7,061 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 2.604% | 10/25/23 | 1,874 | 1,920 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 3.389% | 3/25/24 | 19,450 | 21,249 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 2.683% | 12/25/23 | 1,723 | 1,779 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 3.303% | 7/25/24 | 10,850 | 11,907 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 2.768% | 4/25/24 | 3,746 | 3,920 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 3.241% | 9/25/24 | 14,400 | 15,840 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K041 | 3.171% | 10/25/24 | 14,025 | 15,425 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.267% | 6/25/24 | 1,822 | 1,884 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.670% | 12/25/24 | 6,450 | 6,979 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 2.532% | 10/25/23 | 1,792 | 1,849 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 3.062% | 12/25/24 | 10,900 | 11,973 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K044 | 2.811% | 1/25/25 | 3,000 | 3,258 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 2.493% | 11/25/24 | 4,109 | 4,278 |
18
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 3.023% | 1/25/25 | 9,050 | 9,934 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K046 | 3.205% | 3/25/25 | 9,175 | 10,160 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 2.827% | 12/25/24 | 2,045 | 2,141 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 3.329% | 5/25/25 | 6,850 | 7,635 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K048 | 3.284% | 6/25/25 | 11,600 | 12,899 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K049 | 3.010% | 7/25/25 | 9,350 | 10,301 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K050 | 3.334% | 8/25/25 | 10,325 | 11,535 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K052 | 3.151% | 11/25/25 | 7,025 | 7,798 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K053 | 2.995% | 12/25/25 | 4,050 | 4,468 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K054 | 2.745% | 1/25/26 | 15,825 | 17,278 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K055 | 2.263% | 4/25/25 | 321 | 333 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K055 | 2.673% | 3/25/26 | 14,200 | 15,483 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K056 | 2.525% | 5/25/26 | 11,625 | 12,625 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K057 | 2.570% | 7/25/26 | 18,025 | 19,632 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K058 | 2.653% | 8/25/26 | 10,475 | 11,486 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K059 | 3.120% | 9/25/26 | 6,500 | 7,292 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K060 | 3.300% | 10/25/26 | 4,321 | 4,905 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K061 | 3.347% | 11/25/26 | 12,800 | 14,572 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K062 | 3.413% | 12/25/26 | 12,850 | 14,705 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K063 | 3.430% | 1/25/27 | 28,950 | 33,131 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K064 | 3.224% | 3/25/27 | 14,200 | 16,103 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K065 | 3.243% | 4/25/27 | 3,000 | 3,413 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K066 | 3.117% | 6/25/27 | 10,060 | 11,381 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K067 | 3.194% | 7/25/27 | 18,126 | 20,641 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K068 | 3.244% | 8/25/27 | 7,675 | 8,774 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K069 | 3.187% | 9/25/27 | 14,000 | 15,974 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K070 | 3.303% | 11/25/27 | 4,875 | 5,611 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K071 | 3.286% | 11/25/27 | 6,325 | 7,265 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K072 | 3.444% | 12/25/27 | 7,300 | 8,488 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K073 | 3.350% | 1/25/28 | 9,650 | 11,166 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K074 | 3.600% | 1/25/28 | 16,150 | 18,942 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K075 | 3.650% | 2/25/28 | 10,950 | 12,897 |
19
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K076 | 3.900% | 4/25/28 | 24,000 | 28,709 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K078 | 3.854% | 6/25/28 | 6,500 | 7,758 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K079 | 3.926% | 6/25/28 | 10,157 | 12,191 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K080 | 3.736% | 4/25/28 | 962 | 1,098 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K080 | 3.926% | 7/25/28 | 11,250 | 13,512 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K081 | 3.900% | 8/25/28 | 11,050 | 13,264 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K082 | 3.920% | 9/25/28 | 11,640 | 13,999 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K084 | 3.780% | 10/25/28 | 16,500 | 19,653 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K085 | 4.060% | 10/25/28 | 37,950 | 46,089 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K087 | 3.591% | 10/25/27 | 1,724 | 1,934 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K087 | 3.771% | 12/25/28 | 12,150 | 14,567 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K087 | 2.537% | 10/25/29 | 19,195 | 21,434 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K088 | 3.690% | 1/25/29 | 16,080 | 19,229 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K089 | 3.563% | 1/25/29 | 9,000 | 10,677 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K090 | 3.422% | 2/25/29 | 12,175 | 14,318 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K092 | 3.298% | 4/25/29 | 13,215 | 15,448 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K094 | 2.903% | 6/25/29 | 15,725 | 17,939 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K095 | 2.785% | 6/25/29 | 15,850 | 17,978 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K096 | 2.519% | 7/25/29 | 13,750 | 15,325 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K098 | 2.425% | 8/25/29 | 26,450 | 29,281 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K099 | 2.595% | 9/25/29 | 12,180 | 13,655 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K101 | 2.524% | 10/25/29 | 21,365 | 23,837 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K103 | 2.651% | 11/25/29 | 16,700 | 18,824 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K104 | 2.253% | 1/25/30 | 25,885 | 28,430 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K105 | 1.872% | 3/25/53 | 5,665 | 6,057 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K106 | 2.069% | 1/25/30 | 25,000 | 27,126 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K107 | 1.639% | 1/25/30 | 6,450 | 6,763 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K108 | 1.517% | 3/25/30 | 9,825 | 10,228 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K109 | 1.558% | 4/25/30 | 6,150 | 6,420 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1504 | 3.459% | 11/25/32 | 2,475 | 2,995 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1510 | 3.718% | 1/25/31 | 4,175 | 5,007 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1510 | 3.794% | 1/25/34 | 6,775 | 8,385 |
20
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.470% | 3/25/31 | 5,225 | 6,251 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.542% | 3/25/34 | 13,170 | 16,104 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1513 | 2.797% | 8/25/34 | 11,900 | 13,547 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1514 | 2.859% | 10/25/34 | 13,375 | 15,412 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K152 | 3.080% | 1/25/31 | 5,800 | 6,702 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.294% | 3/25/29 | 10,000 | 11,646 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.117% | 10/25/31 | 8,700 | 9,980 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 11/25/32 | 5,202 | 6,276 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 4/25/33 | 11,212 | 13,776 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 5/25/33 | 3,600 | 4,438 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 8/25/33 | 4,625 | 5,826 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K504 | 2.566% | 9/25/20 | 141 | 142 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K714 | 3.034% | 10/25/20 | 10,356 | 10,385 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K715 | 2.856% | 1/25/21 | 5,728 | 5,775 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K716 | 3.130% | 6/25/21 | 18,458 | 18,773 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K717 | 2.991% | 9/25/21 | 11,084 | 11,326 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.375% | 9/25/21 | 3,844 | 3,892 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.791% | 1/25/22 | 10,825 | 11,131 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K720 | 2.716% | 6/25/22 | 7,525 | 7,763 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K722 | 2.183% | 5/25/22 | 2,844 | 2,912 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K722 | 2.406% | 3/25/23 | 2,000 | 2,079 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K723 | 2.454% | 8/25/23 | 10,425 | 10,939 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K724 | 3.062% | 11/25/23 | 9,500 | 10,164 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K725 | 2.946% | 7/25/24 | 12,500 | 13,441 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K726 | 2.905% | 4/25/24 | 12,638 | 13,498 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K728 | 3.064% | 8/25/24 | 26,000 | 28,214 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K730 | 3.452% | 9/25/24 | 1,157 | 1,212 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K730 | 3.590% | 1/25/25 | 15,975 | 17,750 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K731 | 3.600% | 2/25/25 | 13,200 | 14,579 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K734 | 3.208% | 2/25/26 | 21,100 | 23,568 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K735 | 2.862% | 5/25/26 | 20,000 | 22,115 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K737 | 2.525% | 10/25/26 | 23,725 | 26,003 |
21
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K738 | 1.545% | 1/25/27 | 8,325 | 8,680 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates KC02 | 3.370% | 7/25/25 | 10,225 | 11,135 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates KC02 | 3.505% | 3/25/29 | 20,400 | 24,155 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates KC02 | 2.982% | 5/25/29 | 23,400 | 26,770 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates KS03 | 3.161% | 5/25/25 | 7,100 | 7,807 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates KW01 | 2.853% | 1/25/26 | 11,600 | 12,787 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K077 | 3.850% | 5/25/28 | 10,500 | 12,531 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.424% | 4/25/32 | 2,100 | 2,461 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K725 | 3.002% | 1/25/24 | 26,090 | 28,024 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K732 | 3.700% | 5/25/25 | 13,200 | 14,789 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KS02 | 2.720% | 7/25/26 | 10,806 | 11,741 | ||
4 | FHMS Multifamily Structured Pass Through Certificates K1515 | 1.940% | 2/25/35 | 14,450 | 15,197 | ||
4 | Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/23 | 7,400 | 7,584 | ||
4 | Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/26 | 2,375 | 2,484 | ||
4 | Ford Credit Auto Lease Trust 2018-A | 2.930% | 6/15/21 | 1,873 | 1,876 | ||
4 | Ford Credit Auto Lease Trust 2018-A | 3.050% | 8/15/21 | 775 | 778 | ||
4 | Ford Credit Auto Lease Trust 2019-A | 2.900% | 5/15/22 | 3,450 | 3,497 | ||
4 | Ford Credit Auto Lease Trust 2019-A | 2.980% | 6/15/22 | 1,600 | 1,637 | ||
4 | Ford Credit Auto Owner Trust 2017-A | 1.920% | 4/15/22 | 3,605 | 3,614 | ||
4 | Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/21 | 1,490 | 1,493 | ||
4 | Ford Credit Auto Owner Trust 2017-B | 1.870% | 9/15/22 | 1,065 | 1,073 | ||
4 | Ford Credit Auto Owner Trust 2017-C | 2.010% | 3/15/22 | 7,335 | 7,366 | ||
4 | Ford Credit Auto Owner Trust 2019-A | 2.780% | 9/15/23 | 9,225 | 9,492 | ||
4 | Ford Credit Auto Owner Trust 2019-A | 2.850% | 8/15/24 | 3,700 | 3,897 | ||
4 | Ford Credit Auto Owner Trust 2020-A | 1.040% | 8/15/24 | 845 | 854 | ||
4 | Ford Credit Auto Owner Trust 2020-B | 0.560% | 10/15/24 | 9,525 | 9,541 | ||
4 | Ford Credit Auto Owner Trust 2020-B | 0.790% | 11/15/25 | 1,965 | 1,971 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-2 | 2.160% | 9/15/22 | 9,470 | 9,495 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 9,800 | 9,983 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-1 | 2.950% | 5/15/23 | 13,125 | 13,364 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 11,925 | 12,382 | ||
3,4 | Freddie Mac Multifamily Structured Pass Through Certificates | 1.477% | 4/25/30 | 5,375 | 5,580 | ||
4 | GM Financial Automobile Leasing Trust 2018-1 | 2.680% | 12/20/21 | 1,312 | 1,314 | ||
4 | GM Financial Automobile Leasing Trust 2018-2 | 3.060% | 6/21/21 | 725 | 727 | ||
4 | GM Financial Automobile Leasing Trust 2018-2 | 3.160% | 4/20/22 | 1,050 | 1,056 | ||
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 3/21/22 | 3,700 | 3,745 | ||
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.720% | 3/20/23 | 1,725 | 1,771 | ||
4 | GM Financial Automobile Leasing Trust 2020-1 | 1.670% | 12/20/22 | 1,460 | 1,481 | ||
4 | GM Financial Automobile Leasing Trust 2020-1 | 1.700% | 12/20/23 | 530 | 540 | ||
4 | GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 7/20/23 | 1,125 | 1,127 | ||
4 | GM Financial Consumer Automobile 2018-2 | 2.810% | 12/16/22 | 5,457 | 5,541 | ||
4 | GM Financial Consumer Automobile 2018-2 | 3.020% | 12/18/23 | 5,250 | 5,477 | ||
4 | GM Financial Consumer Automobile 2020-1 | 1.840% | 9/16/24 | 5,270 | 5,393 | ||
4 | GM Financial Consumer Automobile 2020-1 | 1.900% | 3/17/25 | 1,580 | 1,641 | ||
4 | GM Financial Consumer Automobile 2020-2 | 1.490% | 12/16/24 | 1,730 | 1,765 | ||
4 | GS Mortgage Securities Trust 2011-GC5 | 3.707% | 8/10/44 | 3,220 | 3,259 | ||
4 | GS Mortgage Securities Trust 2012-GC6 | 3.482% | 1/10/45 | 12,627 | 12,912 |
22
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | GS Mortgage Securities Trust 2012-GCJ7 | 3.377% | 5/10/45 | 5,671 | 5,765 | ||
4 | GS Mortgage Securities Trust 2012-GCJ9 | 2.773% | 11/10/45 | 5,411 | 5,560 | ||
4 | GS Mortgage Securities Trust 2013-GC10 | 2.943% | 2/10/46 | 4,077 | 4,212 | ||
4 | GS Mortgage Securities Trust 2013-GC10 | 3.279% | 2/10/46 | 1,529 | 1,549 | ||
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.135% | 6/10/46 | 5,682 | 5,950 | ||
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.375% | 6/10/46 | 1,792 | 1,831 | ||
4 | GS Mortgage Securities Trust 2013-GCJ14 | 3.817% | 8/10/46 | 915 | 948 | ||
4 | GS Mortgage Securities Trust 2013-GCJ14 | 4.243% | 8/10/46 | 7,350 | 7,936 | ||
4 | GS Mortgage Securities Trust 2013-GCJ16 | 3.813% | 11/10/46 | 796 | 822 | ||
4 | GS Mortgage Securities Trust 2013-GCJ16 | 4.271% | 11/10/46 | 1,525 | 1,659 | ||
4 | GS Mortgage Securities Trust 2014-GC18 | 4.074% | 1/10/47 | 10,725 | 11,594 | ||
4 | GS Mortgage Securities Trust 2014-GC18 | 4.383% | 1/10/47 | 1,975 | 2,112 | ||
4 | GS Mortgage Securities Trust 2014-GC22 | 3.467% | 6/10/47 | 1,764 | 1,832 | ||
4 | GS Mortgage Securities Trust 2014-GC22 | 3.516% | 6/10/47 | 306 | 310 | ||
4 | GS Mortgage Securities Trust 2014-GC22 | 3.862% | 6/10/47 | 1,950 | 2,110 | ||
4 | GS Mortgage Securities Trust 2014-GC24 | 3.931% | 9/10/47 | 7,125 | 7,764 | ||
4 | GS Mortgage Securities Trust 2014-GC24 | 4.644% | 9/10/47 | 1,675 | 1,461 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.365% | 11/10/47 | 3,019 | 3,150 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.629% | 11/10/47 | 11,450 | 12,407 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.964% | 11/10/47 | 2,000 | 2,140 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 4.215% | 11/10/47 | 1,700 | 1,771 | ||
4 | GS Mortgage Securities Trust 2015-GC28 | 3.396% | 2/10/48 | 6,200 | 6,672 | ||
4 | GS Mortgage Securities Trust 2015-GC30 | 3.382% | 5/10/50 | 5,700 | 6,167 | ||
4 | GS Mortgage Securities Trust 2015-GC32 | 3.513% | 7/10/48 | 5,775 | 6,044 | ||
4 | GS Mortgage Securities Trust 2015-GC32 | 3.764% | 7/10/48 | 2,275 | 2,508 | ||
4 | GS Mortgage Securities Trust 2015-GC34 | 3.278% | 10/10/48 | 5,900 | 6,187 | ||
4 | GS Mortgage Securities Trust 2015-GC34 | 3.506% | 10/10/48 | 5,600 | 6,122 | ||
4 | GS Mortgage Securities Trust 2016-GS2 | 3.050% | 5/10/49 | 4,425 | 4,767 | ||
4 | GS Mortgage Securities Trust 2016-GS3 | 2.850% | 10/10/49 | 11,450 | 12,257 | ||
4 | GS Mortgage Securities Trust 2016-GS4 | 3.442% | 11/10/49 | 3,950 | 4,394 | ||
4 | GS Mortgage Securities Trust 2016-GS4 | 3.645% | 11/10/49 | 2,925 | 3,171 | ||
4 | GS Mortgage Securities Trust 2017-GS5 | 3.674% | 3/10/50 | 8,350 | 9,329 | ||
4 | GS Mortgage Securities Trust 2017-GS5 | 3.826% | 3/10/50 | 3,350 | 3,701 | ||
4 | GS Mortgage Securities Trust 2017-GS6 | 3.433% | 5/10/50 | 8,250 | 9,235 | ||
4 | GS Mortgage Securities Trust 2017-GS7 | 3.430% | 8/10/50 | 13,194 | 14,780 | ||
4 | GS Mortgage Securities Trust 2017-GS7 | 3.663% | 8/10/50 | 3,519 | 3,866 | ||
4 | GS Mortgage Securities Trust 2019-GC39 | 3.567% | 5/10/52 | 5,275 | 6,011 | ||
4 | GS Mortgage Securities Trust 2019-GC4 | 3.212% | 9/1/52 | 3,775 | 4,115 | ||
4 | GS Mortgage Securities Trust 2019-GC40 | 3.160% | 7/10/52 | 7,970 | 8,829 | ||
4 | GS Mortgage Securities Trust 2019-GS4 | 3.001% | 9/1/52 | 16,200 | 17,864 | ||
4 | GS Mortgage Securities Trust 2019-GSA1 | 3.048% | 11/10/52 | 7,164 | 7,907 | ||
4 | GS Mortgage Securities Trust 2020-GC45 | 2.911% | 2/13/53 | 7,370 | 8,071 | ||
4 | GS Mortgage Securities Trust 2020-GC45 | 3.173% | 2/13/53 | 2,110 | 2,294 | ||
4 | GS Mortgage Securities Trust 2020-GC47 | 2.377% | 5/12/53 | 2,545 | 2,683 | ||
4 | Honda Auto Receivables 2017-2 Owner Trust | 1.680% | 8/16/21 | 1,418 | 1,422 | ||
4 | Honda Auto Receivables 2017-2 Owner Trust | 1.870% | 9/15/23 | 1,864 | 1,874 | ||
4 | Honda Auto Receivables 2017-4 Owner Trust | 2.050% | 11/22/21 | 1,605 | 1,612 | ||
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.640% | 2/15/22 | 6,552 | 6,610 | ||
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.830% | 5/15/24 | 3,575 | 3,656 | ||
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.010% | 5/18/22 | 2,735 | 2,773 | ||
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.160% | 8/19/24 | 2,600 | 2,690 | ||
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.520% | 6/21/23 | 8,975 | 9,244 | ||
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.540% | 3/21/25 | 1,720 | 1,803 | ||
4 | Honda Auto Receivables 2020-1 Owner Trust | 1.610% | 4/22/24 | 6,350 | 6,498 | ||
4 | Honda Auto Receivables 2020-1 Owner Trust | 1.630% | 10/21/26 | 965 | 996 | ||
4 | Hyundai Auto Receivables Trust 2016-B | 1.450% | 11/15/22 | 1,847 | 1,850 | ||
4 | Hyundai Auto Receivables Trust 2018-A | 2.790% | 7/15/22 | 2,656 | 2,687 | ||
4 | Hyundai Auto Receivables Trust 2018-A | 2.940% | 6/17/24 | 4,200 | 4,327 | ||
4 | Hyundai Auto Receivables Trust 2020-A | 1.410% | 11/15/24 | 700 | 715 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 | 3.507% | 5/15/45 | 6,349 | 6,553 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 | 2.829% | 10/15/45 | 4,846 | 4,966 |
23
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX | 3.483% | 6/15/45 | 7,060 | 7,210 | ||
4 | JP Morgan Chase Commercial Mortgage SecuritiesTrust 2012-LC9 | 2.840% | 12/15/47 | 2,982 | 3,057 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.143% | 12/15/47 | 2,278 | 2,364 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.372% | 12/15/47 | 1,735 | 1,774 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.674% | 12/15/46 | 1,052 | 1,098 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.881% | 12/15/46 | 2,300 | 2,458 | ||
4 | JP Morgan Chase Commercial Mortgage SecuritiesTrust 2013-C16 | 4.166% | 12/15/46 | 9,174 | 9,918 | ||
4 | JP Morgan Chase Commercial Mortgage SecuritiesTrust 2013-C16 | 4.517% | 12/15/46 | 1,600 | 1,694 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 5.130% | 12/15/46 | 1,600 | 1,697 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | 2.960% | 4/15/46 | 11,478 | 11,894 | ||
4 | JP Morgan Chase Commercial Mortgage SecuritiesTrust 2014-C20 | 3.805% | 7/15/47 | 850 | 919 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | 3.914% | 1/15/49 | 4,600 | 5,140 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 2.870% | 8/15/49 | 14,325 | 15,316 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.648% | 12/15/49 | 5,800 | 6,481 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.870% | 12/15/49 | 4,650 | 5,038 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP5 | 3.723% | 3/15/50 | 17,175 | 19,339 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP5 | 3.876% | 3/15/50 | 3,200 | 3,492 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.050% | 7/15/50 | 1,904 | 1,933 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.490% | 7/15/50 | 3,000 | 3,343 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.744% | 7/15/50 | 4,500 | 4,865 | ||
4 | JP Morgan Chase Commercial Mortgage SecuritiesTrust 2017-JP7 | 3.454% | 9/15/50 | 2,034 | 2,268 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust2019-COR4 | 4.029% | 3/10/52 | 13,000 | 15,158 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust2019-COR5 | 3.386% | 6/13/52 | 11,975 | 13,395 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust2019-COR5 | 3.669% | 6/13/52 | 1,075 | 1,178 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 3.664% | 7/15/45 | 1,776 | 1,878 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 4.175% | 7/15/45 | 1,184 | 1,236 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 3.761% | 8/15/46 | 1,056 | 1,097 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.133% | 8/15/46 | 4,470 | 4,797 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.409% | 8/15/46 | 1,260 | 1,325 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 3.659% | 11/15/45 | 270 | 282 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.131% | 11/15/45 | 2,940 | 3,179 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.420% | 11/15/45 | 1,680 | 1,782 |
24
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 3.705% | 1/15/47 | 1,186 | 1,236 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.199% | 1/15/47 | 5,500 | 5,986 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.458% | 1/15/47 | 1,100 | 1,168 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 5.053% | 1/15/47 | 1,650 | 1,749 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.079% | 2/15/47 | 10,816 | 11,732 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.439% | 2/15/47 | 1,173 | 1,238 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.971% | 2/15/47 | 1,422 | 1,508 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.046% | 4/15/47 | 20 | 20 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.669% | 4/15/47 | 2,800 | 2,843 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.997% | 4/15/47 | 2,800 | 3,035 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 4.243% | 4/15/47 | 2,225 | 2,346 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.428% | 8/15/47 | 1,123 | 1,163 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.775% | 8/15/47 | 1,375 | 1,494 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.997% | 8/15/47 | 1,670 | 1,729 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 3.801% | 9/15/47 | 8,325 | 9,062 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 4.110% | 9/15/47 | 2,225 | 2,367 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 3.934% | 9/15/47 | 4,175 | 4,573 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 4.202% | 9/15/47 | 2,462 | 2,636 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 2.940% | 11/15/47 | 653 | 653 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.639% | 11/15/47 | 2,275 | 2,468 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.914% | 11/15/47 | 4,125 | 4,356 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 3.672% | 11/15/47 | 9,975 | 10,844 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 4.065% | 11/15/47 | 2,775 | 2,932 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.494% | 1/15/48 | 17,150 | 18,574 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.800% | 1/15/48 | 2,875 | 3,020 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.951% | 1/15/48 | 2,875 | 2,962 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.017% | 2/15/48 | 5,202 | 5,366 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.179% | 2/15/48 | 3,048 | 3,254 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.227% | 10/15/48 | 6,775 | 7,272 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.532% | 10/15/48 | 1,725 | 1,803 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 2.921% | 5/15/48 | 349 | 346 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.304% | 5/15/48 | 2,867 | 2,978 |
25
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.611% | 5/15/48 | 4,650 | 5,071 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.559% | 7/15/48 | 5,597 | 5,878 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.822% | 7/15/48 | 5,675 | 6,276 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.226% | 7/15/48 | 2,900 | 3,109 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.540% | 8/15/48 | 2,772 | 2,923 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.801% | 8/15/48 | 2,960 | 3,267 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.358% | 11/15/48 | 5,678 | 5,952 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.598% | 11/15/48 | 5,875 | 6,434 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C33 | 3.770% | 12/15/48 | 4,230 | 4,699 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2016-C1 | 3.316% | 3/15/49 | 4,675 | 4,907 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.144% | 6/15/49 | 4,400 | 4,755 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.484% | 6/15/49 | 2,050 | 2,157 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.694% | 3/15/50 | 14,250 | 16,015 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.858% | 3/15/50 | 5,600 | 6,049 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.409% | 10/15/50 | 3,850 | 4,287 | ||
JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.713% | 10/15/50 | 2,400 | 2,646 | |||
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.211% | 6/15/51 | 13,125 | 15,393 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.421% | 6/15/51 | 1,575 | 1,818 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2019-COR6 | 3.057% | 11/13/52 | 10,695 | 11,799 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2020-COR7 | 2.180% | 5/13/53 | 3,940 | 4,065 | ||
4 | Mercedes-Benz Auto Lease Trust 2018-A | 2.510% | 10/16/23 | 522 | 522 | ||
4 | Mercedes-Benz Auto Lease Trust 2020-A | 1.840% | 12/15/22 | 3,700 | 3,757 | ||
4 | Mercedes-Benz Auto Lease Trust 2020-A | 1.880% | 9/15/25 | 1,600 | 1,635 | ||
4 | Mercedes-Benz Auto Receivables Trust 2020-1 | 0.550% | 2/18/25 | 2,795 | 2,796 | ||
4 | Mercedes-Benz Auto Receivables Trust 2020-1 | 0.770% | 10/15/26 | 550 | 551 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 | 3.176% | 8/15/45 | 3,025 | 3,117 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust2012-C6 | 2.858% | 11/15/45 | 2,455 | 2,518 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust2013-C10 | 4.218% | 7/15/46 | 8,000 | 8,574 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.298% | 8/15/46 | 1,680 | 1,805 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.498% | 8/15/46 | 840 | 842 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 | 4.259% | 10/15/46 | 3,915 | 4,201 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.039% | 11/15/46 | 3,500 | 3,788 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.915% | 11/15/46 | 1,750 | 1,848 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 2.918% | 2/15/46 | 3,011 | 3,108 |
26
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 3.214% | 2/15/46 | 599 | 613 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.134% | 12/15/48 | 3,475 | 3,589 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.376% | 12/15/48 | 1,800 | 1,851 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.102% | 5/15/46 | 3,475 | 3,628 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.456% | 5/15/46 | 2,150 | 2,203 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 3.669% | 2/15/47 | 1,985 | 1,997 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.064% | 2/15/47 | 4,475 | 4,804 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.921% | 2/15/47 | 1,600 | 1,705 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.477% | 6/15/47 | 895 | 928 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.892% | 6/15/47 | 4,200 | 4,578 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 4.495% | 6/15/47 | 1,675 | 1,748 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 3.194% | 10/15/47 | 246 | 246 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 3.923% | 10/15/47 | 1,400 | 1,527 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 4.630% | 10/15/47 | 1,675 | 1,767 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.326% | 12/15/47 | 3,545 | 3,699 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.526% | 12/15/47 | 5,050 | 5,424 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.069% | 2/15/48 | 2,658 | 2,764 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.249% | 2/15/48 | 10,125 | 10,770 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 | 3.338% | 3/15/48 | 2,500 | 2,685 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.040% | 4/15/48 | 5,554 | 5,748 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.306% | 4/15/48 | 4,500 | 4,850 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.883% | 4/15/48 | 2,875 | 2,979 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 2.982% | 7/15/50 | 153 | 153 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.398% | 7/15/50 | 1,749 | 1,827 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.719% | 7/15/50 | 5,775 | 6,327 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.383% | 10/15/48 | 6,550 | 6,878 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.635% | 10/15/48 | 3,475 | 3,828 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.323% | 10/15/48 | 3,825 | 4,017 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.531% | 10/15/48 | 4,325 | 4,726 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.557% | 12/15/47 | 2,950 | 3,126 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.753% | 12/15/47 | 3,500 | 3,870 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.288% | 1/15/49 | 4,175 | 4,395 |
27
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.544% | 1/15/49 | 11,975 | 13,068 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.140% | 5/15/49 | 2,200 | 2,323 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.325% | 5/15/49 | 1,250 | 1,366 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 2.860% | 9/15/49 | 11,700 | 12,489 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 | 3.102% | 11/15/49 | 14,200 | 15,389 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.720% | 12/15/49 | 13,521 | 15,135 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.994% | 12/15/49 | 4,625 | 5,102 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.599% | 5/15/50 | 8,150 | 9,093 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.852% | 5/15/50 | 5,200 | 5,750 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.276% | 11/15/52 | 5,725 | 6,199 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.536% | 11/15/52 | 8,325 | 9,298 | ||
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.244% | 3/15/45 | 7,000 | 7,150 | ||
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.773% | 3/15/45 | 2,900 | 2,936 | ||
4 | Morgan Stanley Capital I Trust 2015-UBS8 | 3.809% | 12/15/48 | 4,100 | 4,531 | ||
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.049% | 11/15/49 | 5,850 | 6,334 | ||
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.282% | 11/15/49 | 4,707 | 4,990 | ||
4 | Morgan Stanley Capital I Trust 2016-UB11 | 2.782% | 8/15/49 | 11,700 | 12,492 | ||
4 | Morgan Stanley Capital I Trust 2016-UB12 | 3.778% | 12/15/49 | 5,000 | 5,494 | ||
4 | Morgan Stanley Capital I Trust 2016-UBS12 | 3.596% | 12/15/49 | 11,625 | 12,919 | ||
4 | Morgan Stanley Capital I Trust 2017-H1 | 3.530% | 6/15/50 | 7,500 | 8,364 | ||
4 | Morgan Stanley Capital I Trust 2018-H4 | 4.310% | 12/15/51 | 10,000 | 11,894 | ||
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.417% | 6/15/52 | 14,885 | 16,787 | ||
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.700% | 6/15/52 | 1,875 | 2,099 | ||
4 | Morgan Stanley Capital I Trust 2019-L2 | 4.071% | 3/15/52 | 8,435 | 9,917 | ||
4 | Morgan Stanley Capital I Trust 2019-L3 | 3.127% | 11/15/52 | 10,950 | 12,219 | ||
4 | Morgan Stanley Capital I Trust 2020-L4 | 2.698% | 2/15/53 | 10,525 | 11,380 | ||
4 | Morgan Stanley Capital I Trust 2020-L4 | 2.880% | 2/15/53 | 1,575 | 1,652 | ||
6 | National Australia Bank Ltd. | 2.250% | 3/16/21 | 16,000 | 16,202 | ||
4 | Nissan Auto Lease Trust 2020-A | 1.840% | 1/17/23 | 2,650 | 2,694 | ||
4 | Nissan Auto Lease Trust 2020-A | 1.880% | 4/15/25 | 1,050 | 1,071 | ||
4 | Nissan Auto Receivables 2016-B Owner Trust | 1.540% | 10/17/22 | 1,029 | 1,031 | ||
4 | Nissan Auto Receivables 2016-C Owner Trust | 1.380% | 1/17/23 | 1,901 | 1,904 | ||
4 | Nissan Auto Receivables 2017-B Owner Trust | 1.750% | 10/15/21 | 1,999 | 2,005 | ||
4 | Nissan Auto Receivables 2017-B Owner Trust | 1.950% | 10/16/23 | 3,469 | 3,511 | ||
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.650% | 5/16/22 | 4,101 | 4,137 | ||
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.890% | 6/17/24 | 5,300 | 5,469 | ||
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.500% | 11/15/23 | 7,400 | 7,616 | ||
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.540% | 12/15/25 | 1,850 | 1,946 | ||
4 | Nissan Auto Receivables 2019-C Owner Trust | 1.930% | 7/15/24 | 9,130 | 9,386 | ||
4 | Nissan Auto Receivables 2019-C Owner Trust | 1.950% | 5/15/26 | 2,150 | 2,243 | ||
4 | Nissan Auto Receivables 2020-A Owner Trust | 1.380% | 12/16/24 | 2,240 | 2,283 | ||
4 | Nissan Auto Receivables 2020-B Owner Trust | 0.550% | 7/15/24 | 3,240 | 3,242 | ||
4 | Nissan Auto Receivables 2020-B Owner Trust | 0.710% | 1/15/27 | 850 | 851 | ||
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.094% | 2/1/26 | 1,665 | 1,710 | ||
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.506% | 8/1/28 | 1,175 | 1,265 | ||
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.814% | 2/1/35 | 2,825 | 3,240 | ||
Royal Bank of Canada | 2.100% | 10/14/20 | 57,900 | 58,172 | |||
Royal Bank of Canada | 2.300% | 3/22/21 | 8,900 | 9,018 | |||
4 | Santander Drive Auto Receivables Trust 2018-2 | 3.030% | 9/15/22 | 269 | 269 | ||
4 | Santander Drive Auto Receivables Trust 2018-2 | 3.350% | 7/17/23 | 3,150 | 3,193 | ||
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/22 | 221 | 221 | ||
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.510% | 8/15/23 | 3,450 | 3,496 | ||
4 | SG Commercial Mortgage Securities Trust 2016-C5 | 3.055% | 10/10/48 | 9,000 | 9,564 |
28
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Synchrony Card Issuance Trust 2018-A1 | 3.380% | 9/15/24 | 15,275 | 15,729 | ||
4 | Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 5/15/24 | 21,306 | 21,508 | ||
4 | Synchrony Credit Card Master Note Trust 2017-2 | 2.620% | 10/15/25 | 9,050 | 9,367 | ||
4 | Synchrony Credit Card Master Note Trust 2018-1 | 2.970% | 3/15/24 | 15,750 | 15,970 | ||
4 | Synchrony Credit Card Master Note Trust 2018-2 | 3.470% | 5/15/26 | 15,675 | 16,751 | ||
6 | Toronto-Dominion Bank | 2.250% | 3/15/21 | 13,400 | 13,575 | ||
6 | Toronto-Dominion Bank | 2.500% | 1/18/22 | 10,470 | 10,796 | ||
4 | Toyota Auto Receivables 2017-D Owner Trust | 1.930% | 1/18/22 | 5,498 | 5,527 | ||
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.350% | 5/16/22 | 4,196 | 4,228 | ||
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.520% | 5/15/23 | 2,350 | 2,413 | ||
4 | Toyota Auto Receivables 2018-B Owner Trust | 2.960% | 9/15/22 | 5,495 | 5,579 | ||
4 | Toyota Auto Receivables 2018-B Owner Trust | 3.110% | 11/15/23 | 1,175 | 1,231 | ||
4 | Toyota Auto Receivables 2019-D Owner Trust | 1.920% | 1/16/24 | 23,000 | 23,598 | ||
4 | Toyota Auto Receivables 2020-A Owner Trust | 1.660% | 5/15/24 | 7,900 | 8,084 | ||
4 | Toyota Auto Receivables 2020-A Owner Trust | 1.680% | 5/15/25 | 1,315 | 1,352 | ||
4 | Toyota Auto Receivables 2020-B Owner Trust | 1.360% | 8/15/24 | 700 | 713 | ||
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.460% | 6/15/50 | 10,100 | 11,210 | ||
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.724% | 6/15/50 | 4,800 | 5,241 | ||
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.487% | 8/15/50 | 8,050 | 8,915 | ||
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.740% | 8/15/50 | 2,150 | 2,331 | ||
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.426% | 8/15/50 | 9,700 | 10,778 | ||
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.739% | 8/15/50 | 4,050 | 4,280 | ||
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.301% | 10/15/50 | 6,450 | 7,116 | ||
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.563% | 10/15/50 | 8,050 | 9,032 | ||
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.836% | 10/15/50 | 3,562 | 3,970 | ||
4 | UBS Commercial Mortgage Trust 2017-C5 | 3.474% | 11/15/50 | 5,325 | 5,876 | ||
4 | UBS Commercial Mortgage Trust 2017-C7 | 3.679% | 12/15/50 | 8,225 | 9,301 | ||
4 | UBS Commercial Mortgage Trust 2017-C7 | 4.061% | 12/15/50 | 4,375 | 4,891 | ||
4 | UBS Commercial Mortgage Trust 2018-C10 | 4.313% | 5/15/51 | 10,475 | 12,265 | ||
4 | UBS Commercial Mortgage Trust 2018-C11 | 4.241% | 6/15/51 | 2,650 | 3,068 | ||
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.296% | 8/15/51 | 5,975 | 7,106 | ||
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.587% | 8/15/51 | 4,000 | 4,688 | ||
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.208% | 10/15/51 | 1,681 | 1,815 | ||
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.334% | 10/15/51 | 5,825 | 6,891 | ||
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.585% | 10/15/51 | 1,075 | 1,262 | ||
4 | UBS Commercial Mortgage Trust 2018-C14 | 4.448% | 12/15/51 | 12,950 | 15,491 | ||
4 | UBS Commercial Mortgage Trust 2018-C15 | 4.341% | 12/15/51 | 8,975 | 10,561 | ||
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.720% | 2/15/51 | 7,900 | 8,971 | ||
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.983% | 2/15/51 | 15,850 | 18,183 | ||
4 | UBS Commercial Mortgage Trust 2018-C8 | 4.215% | 2/15/51 | 4,225 | 4,725 | ||
4 | UBS Commercial Mortgage Trust 2018-C9 | 4.117% | 3/15/51 | 15,800 | 18,018 | ||
4 | UBS Commercial Mortgage Trust 2019-C16 | 3.605% | 4/15/52 | 5,250 | 5,898 | ||
4 | UBS Commercial Mortgage Trust 2019-C16 | 3.887% | 4/15/52 | 1,575 | 1,777 | ||
4 | UBS Commercial Mortgage Trust 2019-C17 | 2.921% | 10/15/52 | 6,475 | 7,016 | ||
4 | UBS Commercial Mortgage Trust 2019-C18 | 3.035% | 12/15/52 | 3,800 | 4,174 | ||
4 | UBS Commercial Mortgage Trust 2019-C18 | 3.378% | 12/15/52 | 2,300 | 2,494 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2013-C5 | 3.185% | 3/10/46 | 4,636 | 4,804 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.244% | 4/10/46 | 7,716 | 8,014 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.469% | 4/10/46 | 1,150 | 1,175 | ||
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.020% | 11/21/22 | 2,900 | 2,949 | ||
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.150% | 7/22/24 | 1,050 | 1,090 | ||
4 | Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/24 | 1,700 | 1,719 | ||
4 | Wells Fargo Commercial Mortgage Trust 2012-LC5 | 2.918% | 10/15/45 | 8,416 | 8,684 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.477% | 8/15/50 | 889 | 917 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.817% | 8/15/50 | 9,925 | 10,454 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 4.020% | 8/15/50 | 550 | 582 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.244% | 12/15/47 | 1,768 | 1,837 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.271% | 12/15/47 | 2,562 | 2,612 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.405% | 12/15/47 | 5,650 | 6,076 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.808% | 12/15/47 | 2,850 | 3,005 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 2/15/48 | 5,362 | 5,570 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.166% | 2/15/48 | 3,150 | 3,374 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.580% | 2/15/48 | 2,275 | 2,362 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C27 | 3.190% | 2/15/48 | 12,042 | 12,853 |
29
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.540% | 5/15/48 | 8,500 | 9,281 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.872% | 5/15/48 | 1,619 | 1,720 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C29 | 3.400% | 6/15/48 | 5,800 | 6,066 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C29 | 3.637% | 6/15/48 | 8,500 | 9,209 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 2.978% | 4/15/50 | 1,483 | 1,537 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.184% | 4/15/50 | 14,401 | 15,425 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.719% | 4/15/50 | 2,850 | 2,908 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.571% | 9/15/58 | 2,350 | 2,482 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.839% | 9/15/58 | 3,425 | 3,791 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 4.207% | 9/15/58 | 2,925 | 3,185 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.632% | 5/15/48 | 430 | 431 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.934% | 5/15/48 | 3,907 | 4,029 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 3.148% | 5/15/48 | 2,275 | 2,440 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.656% | 12/15/48 | 4,700 | 4,995 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.809% | 12/15/48 | 2,950 | 3,274 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-SG1 | 3.789% | 9/15/48 | 10,375 | 11,399 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 2.652% | 8/15/49 | 7,850 | 8,327 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 2.814% | 8/15/49 | 1,800 | 1,836 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.324% | 1/15/59 | 3,084 | 3,244 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.560% | 1/15/59 | 6,700 | 7,396 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C33 | 3.426% | 3/15/59 | 2,350 | 2,531 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C34 | 3.096% | 6/15/49 | 4,700 | 5,039 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C37 | 3.794% | 12/15/49 | 4,675 | 5,272 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.825% | 10/15/49 | 5,275 | 5,492 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.942% | 10/15/49 | 9,053 | 9,742 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.453% | 7/15/50 | 11,445 | 12,810 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.665% | 7/15/50 | 3,243 | 3,575 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.418% | 9/15/50 | 9,675 | 10,811 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.702% | 9/15/50 | 5,375 | 5,901 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.317% | 10/15/50 | 5,350 | 5,835 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.581% | 10/15/50 | 8,025 | 9,019 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.854% | 10/15/50 | 2,150 | 2,405 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.472% | 11/15/50 | 13,300 | 14,863 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C42 | 3.330% | 12/15/50 | 4,815 | 5,315 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-RB1 | 3.635% | 3/15/50 | 8,600 | 9,691 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-RC1 | 3.631% | 1/15/60 | 8,500 | 9,494 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.012% | 3/15/51 | 15,825 | 18,248 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.152% | 3/15/51 | 2,742 | 3,112 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.212% | 5/15/51 | 10,550 | 12,321 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C45 | 4.184% | 6/15/51 | 10,125 | 11,817 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C46 | 4.152% | 8/15/51 | 6,100 | 7,115 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C47 | 4.442% | 9/15/61 | 10,600 | 12,610 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C48 | 4.302% | 1/15/52 | 4,051 | 4,777 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C49 | 4.023% | 3/15/52 | 13,225 | 15,415 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C50 | 3.729% | 5/15/52 | 7,650 | 8,775 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C51 | 3.311% | 6/15/52 | 11,175 | 12,554 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 2.892% | 8/15/52 | 2,825 | 3,083 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 3.143% | 8/15/52 | 4,750 | 5,007 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C53 | 3.040% | 10/15/52 | 10,700 | 11,865 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C54 | 3.146% | 12/15/52 | 6,405 | 7,128 | ||
4 | Wells Fargo Commercial Mortgage Trust 2020-C55 | 2.725% | 2/15/53 | 9,475 | 10,241 | ||
4 | Wells Fargo Commercial Mortgage Trust 2020-C56 | 2.448% | 6/15/53 | 2,250 | 2,384 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/45 | 10,900 | 11,180 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C6 | 3.440% | 4/15/45 | 7,165 | 7,328 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 3.431% | 6/15/45 | 4,975 | 5,100 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 4.090% | 6/15/45 | 4,400 | 4,537 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C8 | 3.001% | 8/15/45 | 3,100 | 3,178 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/45 | 5,346 | 5,479 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C11 | 3.071% | 3/15/45 | 4,148 | 4,313 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.198% | 3/15/48 | 1,733 | 1,797 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.560% | 3/15/48 | 820 | 850 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.001% | 5/15/45 | 3,436 | 3,575 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.345% | 5/15/45 | 673 | 695 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.337% | 6/15/46 | 6,000 | 6,324 |
30
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.488% | 6/15/46 | 3,000 | 3,068 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 3.720% | 8/15/46 | 772 | 797 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.153% | 8/15/46 | 4,470 | 4,787 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.358% | 8/15/46 | 1,120 | 1,175 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 3.963% | 9/15/46 | 835 | 871 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.415% | 9/15/46 | 1,250 | 1,361 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.668% | 9/15/46 | 2,100 | 2,251 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 3.558% | 12/15/46 | 804 | 834 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.023% | 12/15/46 | 1,450 | 1,566 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.255% | 12/15/46 | 1,150 | 1,217 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.788% | 12/15/46 | 1,150 | 1,201 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 3.027% | 12/15/46 | 7 | 7 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 3.651% | 12/15/46 | 2,300 | 2,305 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.162% | 12/15/46 | 5,010 | 5,421 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.387% | 12/15/46 | 575 | 608 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.845% | 12/15/46 | 862 | 921 | ||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 2.927% | 3/15/46 | 27 | 27 | ||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 3.591% | 3/15/46 | 1,750 | 1,761 | ||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.079% | 3/15/46 | 2,350 | 2,539 | ||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.895% | 3/15/46 | 575 | 607 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.618% | 3/15/47 | 718 | 747 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.660% | 3/15/47 | 1,064 | 1,073 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.101% | 3/15/47 | 2,825 | 3,098 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.723% | 3/15/47 | 950 | 977 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.638% | 5/15/47 | 858 | 893 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.723% | 5/15/47 | 3,457 | 3,687 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.995% | 5/15/47 | 1,675 | 1,832 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 4.176% | 5/15/47 | 1,675 | 1,778 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C21 | 3.678% | 8/15/47 | 4,000 | 4,324 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 3.752% | 9/15/57 | 8,200 | 8,905 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 4.371% | 9/15/57 | 1,675 | 1,756 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.636% | 10/15/57 | 2,737 | 2,852 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.917% | 10/15/57 | 1,675 | 1,819 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 4.210% | 10/15/57 | 1,125 | 1,208 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.428% | 11/15/47 | 1,688 | 1,731 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.607% | 11/15/47 | 2,860 | 3,084 | ||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 3.522% | 3/15/47 | 2,052 | 2,133 | ||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.045% | 3/15/47 | 6,720 | 7,235 | ||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.351% | 3/15/47 | 2,800 | 2,978 | ||
4 | World Financial Network Credit Card Master Note Trust Series 2017-C | 2.310% | 8/15/24 | 8,600 | 8,636 | ||
4 | World Financial Network Credit Card Master Note Trust Series 2018-A | 3.070% | 12/16/24 | 10,625 | 10,769 | ||
4 | World Omni Auto Receivables Trust 2019-C | 1.960% | 12/16/24 | 6,850 | 7,041 | ||
4 | World Omni Auto Receivables Trust 2019-C | 2.030% | 12/15/25 | 1,705 | 1,777 | ||
4 | World Omni Auto Receivables Trust 2020-A | 1.100% | 4/15/25 | 5,525 | 5,591 | ||
4 | World Omni Auto Receivables Trust 2020-B | 0.630% | 5/15/25 | 2,795 | 2,799 | ||
4 | World Omni Auto Receivables Trust 2020-B | 0.820% | 1/15/26 | 615 | 617 | ||
4 | World Omni Automobile Lease Securitization Trust 2020-A | 1.700% | 1/17/23 | 2,765 | 2,804 | ||
4 | World Omni Automobile Lease Securitization Trust 2020-A | 1.790% | 6/16/25 | 1,575 | 1,602 | ||
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,687,201) | 7,137,529 | ||||||
Corporate Bonds (28.8%) | |||||||
Finance (8.8%) | |||||||
Banking (6.2%) | |||||||
Ally Financial Inc. | 4.125% | 2/13/22 | 8,693 | 8,910 | |||
Ally Financial Inc. | 4.625% | 5/19/22 | 50 | 52 | |||
Ally Financial Inc. | 3.875% | 5/21/24 | 4,100 | 4,228 | |||
Ally Financial Inc. | 5.125% | 9/30/24 | 4,100 | 4,428 | |||
Ally Financial Inc. | 8.000% | 11/1/31 | 2,532 | 3,227 | |||
Ally Financial Inc. | 8.000% | 11/1/31 | 20,195 | 26,405 |
31
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
American Express Co. | 3.700% | 11/5/21 | 36,975 | 38,455 | |||
American Express Co. | 2.750% | 5/20/22 | 8,480 | 8,797 | |||
American Express Co. | 2.500% | 8/1/22 | 9,411 | 9,751 | |||
American Express Co. | 2.650% | 12/2/22 | 13,484 | 14,108 | |||
American Express Co. | 3.400% | 2/27/23 | 14,535 | 15,533 | |||
American Express Co. | 3.700% | 8/3/23 | 17,325 | 18,852 | |||
American Express Co. | 3.400% | 2/22/24 | 13,840 | 15,031 | |||
American Express Co. | 2.500% | 7/30/24 | 9,515 | 10,084 | |||
American Express Co. | 3.000% | 10/30/24 | 47,552 | 51,412 | |||
American Express Co. | 3.625% | 12/5/24 | 18,215 | 20,124 | |||
American Express Co. | 4.200% | 11/6/25 | 10,100 | 11,690 | |||
American Express Co. | 3.125% | 5/20/26 | 6,145 | 6,790 | |||
American Express Co. | 4.050% | 12/3/42 | 5,827 | 7,112 | |||
American Express Credit Corp. | 2.700% | 3/3/22 | 42,465 | 43,896 | |||
American Express Credit Corp. | 3.300% | 5/3/27 | 25,717 | 28,862 | |||
Associated Bank NA | 3.500% | 8/13/21 | 3,350 | 3,419 | |||
Australia & New Zealand Banking Group Ltd. | 2.550% | 11/23/21 | 8,000 | 8,230 | |||
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 10,790 | 11,192 | |||
Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 17,000 | 17,857 | |||
Australia & New Zealand Banking Group Ltd. | 2.050% | 11/21/22 | 150 | 155 | |||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 12,625 | 14,427 | |||
Banco Santander SA | 3.500% | 4/11/22 | 1,500 | 1,554 | |||
Banco Santander SA | 3.125% | 2/23/23 | 10,900 | 11,345 | |||
Banco Santander SA | 3.848% | 4/12/23 | 9,050 | 9,619 | |||
Banco Santander SA | 2.706% | 6/27/24 | 8,000 | 8,397 | |||
Banco Santander SA | 2.746% | 5/28/25 | 8,000 | 8,282 | |||
Banco Santander SA | 5.179% | 11/19/25 | 18,358 | 20,566 | |||
Banco Santander SA | 4.250% | 4/11/27 | 11,350 | 12,506 | |||
Banco Santander SA | 3.800% | 2/23/28 | 13,306 | 14,310 | |||
Banco Santander SA | 4.379% | 4/12/28 | 12,000 | 13,415 | |||
Banco Santander SA | 3.306% | 6/27/29 | 10,914 | 11,712 | |||
Banco Santander SA | 3.490% | 5/28/30 | 3,500 | 3,762 | |||
Bancolombia SA | 3.000% | 1/29/25 | 4,100 | 4,018 | |||
Bank of America Corp. | 5.000% | 5/13/21 | 1,000 | 1,040 | |||
4 | Bank of America Corp. | 2.369% | 7/21/21 | 22,795 | 22,794 | ||
4 | Bank of America Corp. | 2.328% | 10/1/21 | 34,250 | 34,388 | ||
Bank of America Corp. | 5.700% | 1/24/22 | 1,575 | 1,699 | |||
Bank of America Corp. | 2.503% | 10/21/22 | 24,183 | 24,756 | |||
Bank of America Corp. | 3.300% | 1/11/23 | 48,108 | 51,237 | |||
4 | Bank of America Corp. | 3.124% | 1/20/23 | 9,578 | 9,920 | ||
4 | Bank of America Corp. | 2.881% | 4/24/23 | 35,225 | 36,460 | ||
4 | Bank of America Corp. | 2.816% | 7/21/23 | 51,778 | 53,784 | ||
Bank of America Corp. | 4.100% | 7/24/23 | 13,677 | 14,973 | |||
4 | Bank of America Corp. | 3.004% | 12/20/23 | 163,756 | 171,705 | ||
Bank of America Corp. | 4.125% | 1/22/24 | 16,933 | 18,709 | |||
4 | Bank of America Corp. | 3.550% | 3/5/24 | 30,145 | 32,098 | ||
Bank of America Corp. | 4.000% | 4/1/24 | 5,000 | 5,523 | |||
4 | Bank of America Corp. | 1.486% | 5/19/24 | 5,775 | 5,854 | ||
4 | Bank of America Corp. | 3.864% | 7/23/24 | 15,085 | 16,383 | ||
Bank of America Corp. | 4.200% | 8/26/24 | 52,822 | 58,626 | |||
Bank of America Corp. | 4.000% | 1/22/25 | 50,103 | 55,274 | |||
4 | Bank of America Corp. | 3.458% | 3/15/25 | 27,035 | 29,300 | ||
Bank of America Corp. | 3.950% | 4/21/25 | 44,564 | 49,349 | |||
Bank of America Corp. | 3.875% | 8/1/25 | 1,000 | 1,134 | |||
4 | Bank of America Corp. | 3.093% | 10/1/25 | 43,588 | 47,066 | ||
4 | Bank of America Corp. | 2.456% | 10/22/25 | 18,300 | 19,219 | ||
4 | Bank of America Corp. | 3.366% | 1/23/26 | 33,035 | 36,089 | ||
4 | Bank of America Corp. | 2.015% | 2/13/26 | 16,600 | 17,173 | ||
Bank of America Corp. | 4.450% | 3/3/26 | 27,582 | 31,686 | |||
Bank of America Corp. | 3.500% | 4/19/26 | 20,820 | 23,444 | |||
4 | Bank of America Corp. | 1.319% | 6/19/26 | 3,200 | 3,208 | ||
Bank of America Corp. | 4.250% | 10/22/26 | 32,068 | 36,747 | |||
4 | Bank of America Corp. | 3.559% | 4/23/27 | 31,700 | 35,335 | ||
Bank of America Corp. | 3.248% | 10/21/27 | 30,054 | 33,169 |
32
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Bank of America Corp. | 4.183% | 11/25/27 | 29,800 | 33,996 | |||
4 | Bank of America Corp. | 3.824% | 1/20/28 | 28,815 | 32,521 | ||
4 | Bank of America Corp. | 3.705% | 4/24/28 | 18,077 | 20,430 | ||
4 | Bank of America Corp. | 3.593% | 7/21/28 | 65,503 | 73,574 | ||
4 | Bank of America Corp. | 3.419% | 12/20/28 | 99,129 | 110,418 | ||
4 | Bank of America Corp. | 3.970% | 3/5/29 | 20,307 | 23,223 | ||
4 | Bank of America Corp. | 4.271% | 7/23/29 | 77,325 | 91,047 | ||
4 | Bank of America Corp. | 3.974% | 2/7/30 | 5,700 | 6,636 | ||
4 | Bank of America Corp. | 3.194% | 7/23/30 | 25,445 | 28,140 | ||
4 | Bank of America Corp. | 2.884% | 10/22/30 | 11,740 | 12,704 | ||
4 | Bank of America Corp. | 2.496% | 2/13/31 | 71,585 | 74,987 | ||
4 | Bank of America Corp. | 2.592% | 4/29/31 | 40,000 | 42,310 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 15,014 | 21,329 | |||
4 | Bank of America Corp. | 4.244% | 4/24/38 | 23,583 | 28,909 | ||
Bank of America Corp. | 7.750% | 5/14/38 | 23,566 | 38,705 | |||
4 | Bank of America Corp. | 4.078% | 4/23/40 | 27,795 | 33,929 | ||
4 | Bank of America Corp. | 2.676% | 6/19/41 | 40,200 | 41,255 | ||
Bank of America Corp. | 5.875% | 2/7/42 | 21,433 | 31,795 | |||
Bank of America Corp. | 5.000% | 1/21/44 | 26,873 | 37,045 | |||
Bank of America Corp. | 4.875% | 4/1/44 | 11,536 | 15,467 | |||
Bank of America Corp. | 4.750% | 4/21/45 | 3,550 | 4,667 | |||
4 | Bank of America Corp. | 4.443% | 1/20/48 | 8,225 | 10,632 | ||
4 | Bank of America Corp. | 3.946% | 1/23/49 | 11,378 | 13,717 | ||
4 | Bank of America Corp. | 4.330% | 3/15/50 | 26,660 | 34,358 | ||
4 | Bank of America Corp. | 4.083% | 3/20/51 | 75,609 | 94,489 | ||
4 | Bank of America NA | 3.335% | 1/25/23 | 250 | 261 | ||
Bank of America NA | 6.000% | 10/15/36 | 16,504 | 23,530 | |||
Bank of Montreal | 3.100% | 4/13/21 | 18,205 | 18,569 | |||
Bank of Montreal | 1.900% | 8/27/21 | 15,825 | 16,107 | |||
Bank of Montreal | 2.900% | 3/26/22 | 30,166 | 31,417 | |||
Bank of Montreal | 2.350% | 9/11/22 | 10,186 | 10,605 | |||
Bank of Montreal | 2.050% | 11/1/22 | 1,850 | 1,904 | |||
Bank of Montreal | 2.550% | 11/6/22 | 12,561 | 13,072 | |||
Bank of Montreal | 3.300% | 2/5/24 | 17,385 | 18,866 | |||
Bank of Montreal | 2.500% | 6/28/24 | 11,225 | 11,890 | |||
Bank of Montreal | 1.850% | 5/1/25 | 27,977 | 28,871 | |||
4 | Bank of Montreal | 4.338% | 10/5/28 | 5,000 | 5,300 | ||
4 | Bank of Montreal | 3.803% | 12/15/32 | 26,015 | 27,738 | ||
Bank of New York Mellon Corp. | 3.550% | 9/23/21 | 4,686 | 4,852 | |||
Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 10,346 | 10,682 | |||
Bank of New York Mellon Corp. | 1.950% | 8/23/22 | 16,700 | 17,202 | |||
Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 1,500 | 1,549 | |||
Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 11,871 | 12,627 | |||
Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 5,966 | 6,445 | |||
4 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 15,285 | 15,875 | ||
Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 7,725 | 8,371 | |||
Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 10,799 | 11,256 | |||
Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 8,385 | 9,225 | |||
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 1,578 | 1,732 | |||
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 16,540 | 18,126 | |||
Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 5,275 | 5,544 | |||
Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 12,836 | 14,109 | |||
Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 6,900 | 8,011 | |||
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 10,371 | 11,462 | |||
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 8,431 | 9,159 | |||
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 25,948 | 29,409 | |||
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 5,024 | 5,770 | |||
4 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 14,849 | 16,786 | ||
Bank of New York Mellon Corp. | 3.850% | 4/28/28 | 100 | 120 | |||
Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 5,190 | 5,682 | |||
Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 4,650 | 5,229 | |||
Bank of Nova Scotia | 3.125% | 4/20/21 | 150 | 153 | |||
Bank of Nova Scotia | 2.800% | 7/21/21 | 38,235 | 39,218 | |||
Bank of Nova Scotia | 2.700% | 3/7/22 | 14,740 | 15,291 |
33
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Bank of Nova Scotia | 2.450% | 9/19/22 | 2,905 | 3,024 | |||
Bank of Nova Scotia | 2.000% | 11/15/22 | 10,667 | 10,983 | |||
Bank of Nova Scotia | 2.375% | 1/18/23 | 6,625 | 6,886 | |||
Bank of Nova Scotia | 1.950% | 2/1/23 | 21,975 | 22,633 | |||
Bank of Nova Scotia | 3.400% | 2/11/24 | 9,434 | 10,231 | |||
Bank of Nova Scotia | 2.200% | 2/3/25 | 26,975 | 28,239 | |||
Bank of Nova Scotia | 1.300% | 6/11/25 | 28,450 | 28,630 | |||
Bank of Nova Scotia | 4.500% | 12/16/25 | 33,155 | 37,386 | |||
Bank of Nova Scotia | 2.700% | 8/3/26 | 15,225 | 16,597 | |||
Bank One Corp. | 7.625% | 10/15/26 | 4,910 | 6,544 | |||
Bank One Corp. | 8.000% | 4/29/27 | 2,030 | 2,832 | |||
6 | Barclays Bank plc | 10.179% | 6/12/21 | 350 | 378 | ||
Barclays plc | 3.200% | 8/10/21 | 6,000 | 6,135 | |||
Barclays plc | 3.684% | 1/10/23 | 16,770 | 17,353 | |||
4 | Barclays plc | 4.610% | 2/15/23 | 14,059 | 14,795 | ||
4 | Barclays plc | 4.338% | 5/16/24 | 19,000 | 20,473 | ||
Barclays plc | 3.650% | 3/16/25 | 37,734 | 40,914 | |||
4 | Barclays plc | 3.932% | 5/7/25 | 10,700 | 11,520 | ||
Barclays plc | 4.375% | 1/12/26 | 25,386 | 28,534 | |||
4 | Barclays plc | 2.852% | 5/7/26 | 29,050 | 30,504 | ||
Barclays plc | 5.200% | 5/12/26 | 16,329 | 18,214 | |||
Barclays plc | 4.337% | 1/10/28 | 14,062 | 15,651 | |||
Barclays plc | 4.836% | 5/9/28 | 35,115 | 38,522 | |||
4 | Barclays plc | 4.972% | 5/16/29 | 13,600 | 15,828 | ||
4 | Barclays plc | 5.088% | 6/20/30 | 15,415 | 17,373 | ||
Barclays plc | 2.645% | 6/24/31 | 20,000 | 20,001 | |||
Barclays plc | 5.250% | 8/17/45 | 12,605 | 16,875 | |||
Barclays plc | 4.950% | 1/10/47 | 13,538 | 17,600 | |||
BBVA USA | 2.875% | 6/29/22 | 20,185 | 20,332 | |||
BBVA USA | 2.500% | 8/27/24 | 1,520 | 1,540 | |||
BBVA USA | 3.875% | 4/10/25 | 1,000 | 1,062 | |||
BNP Paribas SA | 5.000% | 1/15/21 | 21 | 22 | |||
BNP Paribas SA | 3.250% | 3/3/23 | 21,210 | 22,609 | |||
BNP Paribas SA | 4.250% | 10/15/24 | 2,700 | 2,974 | |||
4,6 | BNP Paribas SA | 3.052% | 1/13/31 | 2,800 | 2,951 | ||
BPCE SA | 2.750% | 12/2/21 | 9,148 | 9,435 | |||
6 | BPCE SA | 3.000% | 5/22/22 | 5,500 | 5,685 | ||
BPCE SA | 4.000% | 4/15/24 | 22,067 | 24,372 | |||
BPCE SA | 3.375% | 12/2/26 | 4,750 | 5,272 | |||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 20,132 | 20,855 | |||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 1,000 | 1,001 | |||
Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 12,550 | 13,659 | |||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 11,200 | 11,978 | |||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 11,100 | 11,578 | |||
Capital One Bank USA NA | 3.375% | 2/15/23 | 27,653 | 29,032 | |||
Capital One Financial Corp. | 4.750% | 7/15/21 | 5,389 | 5,605 | |||
Capital One Financial Corp. | 3.050% | 3/9/22 | 3,260 | 3,382 | |||
Capital One Financial Corp. | 3.200% | 1/30/23 | 16,963 | 17,915 | |||
Capital One Financial Corp. | 2.600% | 5/11/23 | 8,800 | 9,217 | |||
Capital One Financial Corp. | 3.500% | 6/15/23 | 4,878 | 5,225 | |||
Capital One Financial Corp. | 3.900% | 1/29/24 | 7,400 | 8,046 | |||
Capital One Financial Corp. | 3.750% | 4/24/24 | 8,934 | 9,713 | |||
Capital One Financial Corp. | 3.300% | 10/30/24 | 11,100 | 11,905 | |||
Capital One Financial Corp. | 3.200% | 2/5/25 | 9,960 | 10,692 | |||
Capital One Financial Corp. | 4.250% | 4/30/25 | 8,673 | 9,780 | |||
Capital One Financial Corp. | 4.200% | 10/29/25 | 14,235 | 15,816 | |||
Capital One Financial Corp. | 3.750% | 7/28/26 | 29,250 | 31,938 | |||
Capital One Financial Corp. | 3.750% | 3/9/27 | 10,343 | 11,423 | |||
Capital One Financial Corp. | 3.650% | 5/11/27 | 1,300 | 1,420 | |||
Capital One Financial Corp. | 3.800% | 1/31/28 | 19,461 | 21,627 | |||
Citibank NA | 3.400% | 7/23/21 | 3,480 | 3,584 | |||
Citibank NA | 3.650% | 1/23/24 | 1,663 | 1,819 | |||
Citigroup Inc. | 2.350% | 8/2/21 | 12,277 | 12,508 | |||
Citigroup Inc. | 2.900% | 12/8/21 | 31,804 | 32,755 |
34
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Citigroup Inc. | 4.500% | 1/14/22 | 42,655 | 45,112 | |||
Citigroup Inc. | 2.750% | 4/25/22 | 6,657 | 6,898 | |||
Citigroup Inc. | 4.050% | 7/30/22 | 11,120 | 11,805 | |||
Citigroup Inc. | 2.700% | 10/27/22 | 11,150 | 11,638 | |||
4 | Citigroup Inc. | 2.312% | 11/4/22 | 10,613 | 10,824 | ||
4 | Citigroup Inc. | 3.142% | 1/24/23 | 26,450 | 27,354 | ||
Citigroup Inc. | 3.375% | 3/1/23 | 6,300 | 6,651 | |||
Citigroup Inc. | 3.500% | 5/15/23 | 16,273 | 17,371 | |||
4 | Citigroup Inc. | 2.876% | 7/24/23 | 17,645 | 18,307 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 14,635 | 16,076 | |||
4 | Citigroup Inc. | 1.678% | 5/15/24 | 28,500 | 28,959 | ||
4 | Citigroup Inc. | 4.044% | 6/1/24 | 19,063 | 20,703 | ||
Citigroup Inc. | 3.750% | 6/16/24 | 21,198 | 23,392 | |||
Citigroup Inc. | 4.000% | 8/5/24 | 17,899 | 19,493 | |||
Citigroup Inc. | 3.875% | 3/26/25 | 12,835 | 14,091 | |||
4 | Citigroup Inc. | 3.352% | 4/24/25 | 23,325 | 25,192 | ||
Citigroup Inc. | 3.300% | 4/27/25 | 4,640 | 5,096 | |||
Citigroup Inc. | 4.400% | 6/10/25 | 62,941 | 70,342 | |||
Citigroup Inc. | 5.500% | 9/13/25 | 28,418 | 33,722 | |||
Citigroup Inc. | 3.700% | 1/12/26 | 21,810 | 24,343 | |||
Citigroup Inc. | 4.600% | 3/9/26 | 24,700 | 28,222 | |||
4 | Citigroup Inc. | 3.106% | 4/8/26 | 46,000 | 49,319 | ||
Citigroup Inc. | 3.400% | 5/1/26 | 13,950 | 15,438 | |||
Citigroup Inc. | 3.200% | 10/21/26 | 66,397 | 72,691 | |||
Citigroup Inc. | 4.300% | 11/20/26 | 1,325 | 1,511 | |||
Citigroup Inc. | 4.450% | 9/29/27 | 55,491 | 63,259 | |||
4 | Citigroup Inc. | 3.887% | 1/10/28 | 15,806 | 17,763 | ||
4 | Citigroup Inc. | 3.668% | 7/24/28 | 42,987 | 47,850 | ||
Citigroup Inc. | 4.125% | 7/25/28 | 9,333 | 10,548 | |||
4 | Citigroup Inc. | 3.520% | 10/27/28 | 26,707 | 29,572 | ||
4 | Citigroup Inc. | 4.075% | 4/23/29 | 15,843 | 18,050 | ||
4 | Citigroup Inc. | 3.980% | 3/20/30 | 16,600 | 19,013 | ||
4 | Citigroup Inc. | 2.976% | 11/5/30 | 11,000 | 11,685 | ||
4 | Citigroup Inc. | 2.666% | 1/29/31 | 23,450 | 24,339 | ||
4 | Citigroup Inc. | 4.412% | 3/31/31 | 58,700 | 69,257 | ||
4 | Citigroup Inc. | 2.572% | 6/3/31 | 20,000 | 20,660 | ||
Citigroup Inc. | 6.625% | 6/15/32 | 6,130 | 8,381 | |||
Citigroup Inc. | 5.875% | 2/22/33 | 2,675 | 3,469 | |||
Citigroup Inc. | 6.000% | 10/31/33 | 11,370 | 15,038 | |||
Citigroup Inc. | 6.125% | 8/25/36 | 14,089 | 19,073 | |||
4 | Citigroup Inc. | 3.878% | 1/24/39 | 26,408 | 30,747 | ||
Citigroup Inc. | 8.125% | 7/15/39 | 29,965 | 51,836 | |||
4 | Citigroup Inc. | 5.316% | 3/26/41 | 500 | 674 | ||
Citigroup Inc. | 5.875% | 1/30/42 | 14,868 | 21,581 | |||
Citigroup Inc. | 6.675% | 9/13/43 | 7,785 | 12,029 | |||
Citigroup Inc. | 4.950% | 11/7/43 | 5,019 | 5,603 | |||
Citigroup Inc. | 5.300% | 5/6/44 | 18,369 | 24,428 | |||
Citigroup Inc. | 4.650% | 7/30/45 | 9,561 | 12,324 | |||
Citigroup Inc. | 4.750% | 5/18/46 | 31,387 | 40,160 | |||
4 | Citigroup Inc. | 4.281% | 4/24/48 | 13,605 | 16,847 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 19,008 | 25,005 | |||
Citizens Bank NA | 3.250% | 2/14/22 | 250 | 259 | |||
Citizens Bank NA | 2.650% | 5/26/22 | 9,175 | 9,484 | |||
Citizens Bank NA | 3.700% | 3/29/23 | 7,991 | 8,568 | |||
Citizens Bank NA | 3.750% | 2/18/26 | 6,900 | 7,734 | |||
Citizens Financial Group Inc. | 2.375% | 7/28/21 | 1,900 | 1,926 | |||
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 6,003 | 6,684 | |||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 26,925 | 29,062 | |||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 4,150 | 4,235 | |||
Comerica Bank | 2.500% | 7/23/24 | 1,100 | 1,157 | |||
Comerica Bank | 4.000% | 7/27/25 | 150 | 163 | |||
Comerica Inc. | 3.700% | 7/31/23 | 17,697 | 19,084 | |||
Comerica Inc. | 4.000% | 2/1/29 | 150 | 169 | |||
Commonwealth Bank of Australia | 2.550% | 3/15/21 | 10,795 | 10,960 |
35
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
6 | Commonwealth Bank of Australia | 2.750% | 3/10/22 | 15,000 | 15,560 | ||
6 | Commonwealth Bank of Australia | 3.350% | 6/4/24 | 45,950 | 50,281 | ||
6 | Commonwealth Bank of Australia | 3.900% | 7/12/47 | 50 | 60 | ||
Cooperatieve Rabobank UA | 3.125% | 4/26/21 | 5,530 | 5,647 | |||
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 13,506 | 13,973 | |||
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 44,363 | 46,810 | |||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 41,248 | 43,611 | |||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 1,000 | 1,056 | |||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 17,740 | 19,532 | |||
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 22,446 | 24,962 | |||
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 15,053 | 16,862 | |||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 15,005 | 16,448 | |||
Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 11,911 | 16,637 | |||
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 15,004 | 21,587 | |||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 11,920 | 16,122 | |||
Credit Suisse AG | 3.000% | 10/29/21 | 12,244 | 12,657 | |||
Credit Suisse AG | 2.100% | 11/12/21 | 11,105 | 11,326 | |||
Credit Suisse AG | 3.625% | 9/9/24 | 20,929 | 23,091 | |||
Credit Suisse AG | 2.950% | 4/9/25 | 500 | 543 | |||
6 | Credit Suisse Group AG | 3.574% | 1/9/23 | 7,525 | 7,787 | ||
6 | Credit Suisse Group AG | 4.282% | 1/9/28 | 25,250 | 28,256 | ||
Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/20 | 12,900 | 13,042 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 21,250 | 22,542 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 6/9/23 | 13,460 | 14,466 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.750% | 3/26/25 | 63,143 | 69,154 | |||
Credit Suisse Group Funding Guernsey Ltd. | 4.550% | 4/17/26 | 2,360 | 2,714 | |||
Credit Suisse Group Funding Guernsey Ltd. | 4.875% | 5/15/45 | 21,109 | 27,893 | |||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 13,179 | 19,991 | |||
Deutsche Bank AG | 3.125% | 1/13/21 | 7 | 7 | |||
Deutsche Bank AG | 4.250% | 10/14/21 | 2,826 | 2,897 | |||
Deutsche Bank AG | 5.000% | 2/14/22 | 4,850 | 5,084 | |||
Deutsche Bank AG | 3.300% | 11/16/22 | 26,806 | 27,376 | |||
Deutsche Bank AG | 3.950% | 2/27/23 | 25,000 | 25,960 | |||
Deutsche Bank AG | 3.700% | 5/30/24 | 28,960 | 29,937 | |||
4 | Deutsche Bank AG | 3.961% | 11/26/25 | 150 | 157 | ||
Deutsche Bank AG | 4.100% | 1/13/26 | 8,410 | 8,914 | |||
Discover Bank | 3.200% | 8/9/21 | 5,881 | 5,997 | |||
Discover Bank | 3.350% | 2/6/23 | 10,914 | 11,581 | |||
Discover Bank | 4.200% | 8/8/23 | 21,958 | 24,003 | |||
Discover Bank | 2.450% | 9/12/24 | 12,918 | 13,547 | |||
Discover Bank | 4.250% | 3/13/26 | 4,907 | 5,510 | |||
Discover Bank | 3.450% | 7/27/26 | 13,240 | 14,318 | |||
4 | Discover Bank | 4.682% | 8/9/28 | 7,822 | 7,892 | ||
Discover Bank | 4.650% | 9/13/28 | 11,525 | 13,239 | |||
Discover Bank | 2.700% | 2/6/30 | 3,700 | 3,702 | |||
Discover Financial Services | 5.200% | 4/27/22 | 3,817 | 4,075 | |||
Discover Financial Services | 3.850% | 11/21/22 | 11,909 | 12,606 | |||
Discover Financial Services | 3.950% | 11/6/24 | 6,950 | 7,559 | |||
Discover Financial Services | 3.750% | 3/4/25 | 10,954 | 11,809 | |||
Discover Financial Services | 4.500% | 1/30/26 | 8,703 | 9,759 | |||
Discover Financial Services | 4.100% | 2/9/27 | 15,849 | 17,273 | |||
Fifth Third Bancorp | 3.500% | 3/15/22 | 6,003 | 6,280 | |||
Fifth Third Bancorp | 4.300% | 1/16/24 | 13,424 | 14,793 | |||
Fifth Third Bancorp | 3.650% | 1/25/24 | 41,442 | 45,111 | |||
Fifth Third Bancorp | 2.375% | 1/28/25 | 21,286 | 22,430 | |||
Fifth Third Bancorp | 2.550% | 5/5/27 | 11,800 | 12,605 | |||
Fifth Third Bancorp | 3.950% | 3/14/28 | 14,310 | 16,744 | |||
Fifth Third Bancorp | 8.250% | 3/1/38 | 11,167 | 18,040 | |||
Fifth Third Bank | 3.350% | 7/26/21 | 8,550 | 8,743 | |||
Fifth Third Bank | 2.875% | 10/1/21 | 7,904 | 8,121 | |||
Fifth Third Bank | 1.800% | 1/30/23 | 6,000 | 6,164 | |||
Fifth Third Bank | 3.950% | 7/28/25 | 11,083 | 12,782 | |||
Fifth Third Bank | 3.850% | 3/15/26 | 9,932 | 11,122 | |||
Fifth Third Bank | 2.250% | 2/1/27 | 5,185 | 5,488 |
36
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
First Horizon National Corp. | 3.500% | 12/15/20 | 5,513 | 5,552 | |||
First Horizon National Corp. | 4.000% | 5/26/25 | 4,400 | 4,601 | |||
First Republic Bank | 2.500% | 6/6/22 | 13,250 | 13,646 | |||
4 | First Republic Bank | 1.912% | 2/12/24 | 3,500 | 3,578 | ||
First Republic Bank | 4.375% | 8/1/46 | 2,425 | 2,848 | |||
First Republic Bank | 4.625% | 2/13/47 | 3,429 | 4,119 | |||
FirstMerit Bank NA | 4.270% | 11/25/26 | 5,750 | 6,529 | |||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 12,275 | 16,571 | |||
Goldman Sachs Group Inc. | 2.600% | 12/27/20 | 1,850 | 1,869 | |||
Goldman Sachs Group Inc. | 5.250% | 7/27/21 | 17,369 | 18,237 | |||
Goldman Sachs Group Inc. | 2.350% | 11/15/21 | 23,550 | 23,668 | |||
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 19,373 | 20,899 | |||
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 36,919 | 37,431 | |||
4 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 69,965 | 71,721 | ||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 29,884 | 32,009 | |||
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 19,280 | 20,461 | |||
4 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 28,241 | 29,261 | ||
4 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 30,807 | 32,000 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 16,700 | 18,140 | |||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 55,846 | 61,558 | |||
Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 16,907 | 18,642 | |||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 36,819 | 40,130 | |||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 2,010 | 2,204 | |||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 23,491 | 25,983 | |||
4 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 59,603 | 64,072 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 14,020 | 15,811 | |||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 32,209 | 35,916 | |||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 42,960 | 47,150 | |||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 10,528 | 13,177 | |||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 36,623 | 41,328 | |||
4 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 30,665 | 34,294 | ||
4 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 72,860 | 82,308 | ||
4 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 16,820 | 19,537 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 45,600 | 51,823 | |||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 300 | 415 | |||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 19,324 | 26,672 | |||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 39,762 | 57,615 | |||
4 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 32,504 | 37,793 | ||
4 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 35,630 | 43,276 | ||
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 31,412 | 47,035 | |||
Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 27,723 | 36,185 | |||
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 32,169 | 42,367 | |||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 379 | 492 | |||
HSBC Bank USA NA | 5.875% | 11/1/34 | 2,200 | 2,890 | |||
HSBC Bank USA NA | 7.000% | 1/15/39 | 9,009 | 13,411 | |||
HSBC Holdings plc | 2.650% | 1/5/22 | 32,693 | 33,704 | |||
HSBC Holdings plc | 4.875% | 1/14/22 | 3,960 | 4,210 | |||
HSBC Holdings plc | 4.000% | 3/30/22 | 5,551 | 5,860 | |||
4 | HSBC Holdings plc | 3.262% | 3/13/23 | 35,297 | 36,523 | ||
HSBC Holdings plc | 3.600% | 5/25/23 | 25,575 | 27,453 | |||
4 | HSBC Holdings plc | 3.033% | 11/22/23 | 1,939 | 2,019 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 32,413 | 34,873 | |||
4 | HSBC Holdings plc | 3.950% | 5/18/24 | 23,250 | 24,985 | ||
4 | HSBC Holdings plc | 3.803% | 3/11/25 | 27,761 | 29,978 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 6,337 | 6,903 | |||
4 | HSBC Holdings plc | 2.633% | 11/7/25 | 16,130 | 16,725 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 39,815 | 44,942 | |||
HSBC Holdings plc | 3.900% | 5/25/26 | 46,560 | 51,374 | |||
4 | HSBC Holdings plc | 2.099% | 6/4/26 | 73,578 | 74,595 | ||
4 | HSBC Holdings plc | 4.292% | 9/12/26 | 53,127 | 58,904 | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 17,941 | 19,967 | |||
4 | HSBC Holdings plc | 4.041% | 3/13/28 | 39,703 | 43,705 | ||
4 | HSBC Holdings plc | 4.583% | 6/19/29 | 20,600 | 23,678 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 17,007 | 20,334 |
37
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | HSBC Holdings plc | 3.973% | 5/22/30 | 34,257 | 37,996 | ||
4 | HSBC Holdings plc | 2.848% | 6/4/31 | 20,000 | 20,531 | ||
HSBC Holdings plc | 7.625% | 5/17/32 | 6,891 | 9,601 | |||
HSBC Holdings plc | 7.350% | 11/27/32 | 2,040 | 2,785 | |||
HSBC Holdings plc | 6.500% | 5/2/36 | 20,312 | 27,115 | |||
HSBC Holdings plc | 6.500% | 9/15/37 | 43,363 | 58,729 | |||
HSBC Holdings plc | 6.800% | 6/1/38 | 9,219 | 12,879 | |||
HSBC Holdings plc | 6.100% | 1/14/42 | 4,888 | 6,949 | |||
HSBC Holdings plc | 5.250% | 3/14/44 | 27,323 | 34,586 | |||
HSBC USA Inc. | 3.500% | 6/23/24 | 12,368 | 13,590 | |||
Huntington Bancshares Inc. | 7.000% | 12/15/20 | 4,200 | 4,316 | |||
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 10,868 | 11,142 | |||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 2,250 | 2,380 | |||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 6,434 | 7,293 | |||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 5,000 | 5,159 | |||
Huntington National Bank | 3.125% | 4/1/22 | 5,350 | 5,577 | |||
Huntington National Bank | 2.500% | 8/7/22 | 14,036 | 14,600 | |||
Huntington National Bank | 1.800% | 2/3/23 | 13,175 | 13,570 | |||
Huntington National Bank | 3.550% | 10/6/23 | 7,270 | 7,914 | |||
ING Groep NV | 3.150% | 3/29/22 | 7,607 | 7,901 | |||
ING Groep NV | 4.100% | 10/2/23 | 15,950 | 17,476 | |||
ING Groep NV | 3.550% | 4/9/24 | 16,610 | 18,063 | |||
ING Groep NV | 3.950% | 3/29/27 | 14,567 | 16,720 | |||
ING Groep NV | 4.550% | 10/2/28 | 13,025 | 15,610 | |||
ING Groep NV | 4.050% | 4/9/29 | 12,670 | 14,843 | |||
6 | Intesa Sanpaolo SPA | 6.500% | 2/24/21 | 100 | 102 | ||
JPMorgan Chase & Co. | 2.295% | 8/15/21 | 50,355 | 50,461 | |||
JPMorgan Chase & Co. | 4.350% | 8/15/21 | 27,408 | 28,607 | |||
JPMorgan Chase & Co. | 4.500% | 1/24/22 | 39,668 | 42,124 | |||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 22,477 | 23,796 | |||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 51,612 | 53,353 | |||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 52,228 | 55,437 | |||
4 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 17,605 | 18,288 | ||
4 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 21,752 | 22,518 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 31,829 | 34,050 | |||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 6,016 | 6,338 | |||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 21,135 | 23,385 | |||
4 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 36,396 | 38,893 | ||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 30,717 | 33,856 | |||
4 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 55,805 | 56,563 | ||
4 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 17,750 | 19,246 | ||
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 58,522 | 64,738 | |||
4 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 22,850 | 25,106 | ||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 31,512 | 34,263 | |||
4 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 32,286 | 34,666 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 55,693 | 62,869 | |||
4 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 26,565 | 27,760 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 60,462 | 67,333 | |||
4 | JPMorgan Chase & Co. | 2.083% | 4/22/26 | 3,000 | 3,109 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 42,011 | 46,554 | |||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 34,440 | 37,717 | |||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 18,505 | 21,535 | |||
4 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 29,320 | 33,374 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 14,703 | 17,067 | |||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 12,418 | 13,687 | |||
4 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 74,281 | 84,188 | ||
4 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 34,191 | 38,119 | ||
4 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 10,000 | 10,338 | ||
4 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 43,525 | 48,609 | ||
4 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 13,095 | 15,139 | ||
4 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 35,774 | 41,990 | ||
4 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 11,795 | 14,144 | ||
4 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 37,200 | 42,487 | ||
JPMorgan Chase & Co. | 8.750% | 9/1/30 | 1,100 | 1,629 |
38
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 45,000 | 48,041 | ||
4 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 51,900 | 63,439 | ||
4 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 11,000 | 11,570 | ||
4 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 28,925 | 30,711 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 19,425 | 29,942 | |||
4 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 33,734 | 39,548 | ||
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 11,605 | 16,959 | |||
4 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 40,900 | 44,228 | ||
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 11,351 | 16,525 | |||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 11,281 | 15,981 | |||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 10,347 | 15,061 | |||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 5,347 | 7,279 | |||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 11,288 | 15,136 | |||
4 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 23,238 | 29,158 | ||
4 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 26,702 | 32,833 | ||
4 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 79,261 | 96,768 | ||
4 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 31,349 | 37,850 | ||
4 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 55,300 | 59,566 | ||
KeyBank NA | 2.500% | 11/22/21 | 3,619 | 3,715 | |||
KeyBank NA | 2.400% | 6/9/22 | 3,145 | 3,255 | |||
KeyBank NA | 2.300% | 9/14/22 | 11,100 | 11,514 | |||
KeyBank NA | 3.375% | 3/7/23 | 8,175 | 8,784 | |||
KeyBank NA | 1.250% | 3/10/23 | 200 | 203 | |||
KeyBank NA | 3.300% | 6/1/25 | 17,619 | 19,631 | |||
KeyBank NA | 3.400% | 5/20/26 | 12,900 | 14,353 | |||
4 | KeyBank NA | 3.180% | 10/15/27 | 4,525 | 4,736 | ||
KeyBank NA | 6.950% | 2/1/28 | 1,740 | 2,205 | |||
KeyCorp | 5.100% | 3/24/21 | 10,297 | 10,643 | |||
KeyCorp | 4.150% | 10/29/25 | 7,000 | 7,995 | |||
KeyCorp | 2.250% | 4/6/27 | 350 | 366 | |||
KeyCorp | 4.100% | 4/30/28 | 15,050 | 17,281 | |||
KeyCorp | 2.550% | 10/1/29 | 14,125 | 14,519 | |||
Lloyds Banking Group plc | 3.100% | 7/6/21 | 3,310 | 3,372 | |||
Lloyds Banking Group plc | 3.000% | 1/11/22 | 4,456 | 4,595 | |||
4 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 14,735 | 15,177 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 35,100 | 37,982 | |||
4 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 21,230 | 22,026 | ||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 11,050 | 12,026 | |||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 14,964 | 16,302 | |||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 7,974 | 9,031 | |||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 38,590 | 42,645 | |||
4 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 1,090 | 1,119 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 12,532 | 13,924 | |||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 9,282 | 10,214 | |||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 36,945 | 42,552 | |||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 16,875 | 19,676 | |||
4 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 21,260 | 23,074 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 6,169 | 8,091 | |||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 19,535 | 22,739 | |||
M&T Bank Corp. | 3.550% | 7/26/23 | 7,250 | 7,938 | |||
Manufacturers & Traders Trust Co. | 2.500% | 5/18/22 | 2,145 | 2,218 | |||
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 11,849 | 12,927 | |||
Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 2,000 | 2,220 | |||
Mitsubishi UFJ Financial Group Inc. | 3.535% | 7/26/21 | 10,000 | 10,300 | |||
Mitsubishi UFJ Financial Group Inc. | 2.190% | 9/13/21 | 20,346 | 20,700 | |||
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 2,000 | 2,070 | |||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 14,800 | 15,416 | |||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 13,950 | 14,477 | |||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 28,350 | 29,447 | |||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 14,000 | 14,940 | |||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 26,117 | 28,335 | |||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,616 | 3,782 | |||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 25,720 | 27,704 | |||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 12,575 | 13,354 |
39
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 14,930 | 15,406 | |||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 36,524 | 40,253 | |||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 9,625 | 10,238 | |||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 51,906 | 57,508 | |||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 26,011 | 28,520 | |||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 15,600 | 17,810 | |||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 5,150 | 5,974 | |||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 22,190 | 25,010 | |||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 21,300 | 23,157 | |||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 16,450 | 17,057 | |||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 3,329 | 4,009 | |||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 1,500 | 1,789 | |||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 13,975 | 15,802 | |||
Mizuho Financial Group Inc. | 2.273% | 9/13/21 | 1,650 | 1,681 | |||
Mizuho Financial Group Inc. | 2.953% | 2/28/22 | 1,500 | 1,559 | |||
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 1,500 | 1,558 | |||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 13,700 | 14,655 | |||
4 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 26,655 | 27,555 | ||
4 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 11,060 | 11,925 | ||
4 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 27,900 | 29,245 | ||
4 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 15,525 | 16,168 | ||
4 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 137 | 140 | ||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 2,100 | 2,302 | |||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 20,525 | 23,221 | |||
4 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 15,000 | 17,276 | ||
4 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 30,655 | 33,058 | ||
4 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 4,960 | 5,207 | ||
Morgan Stanley | 5.750% | 1/25/21 | 35 | 36 | |||
Morgan Stanley | 5.500% | 7/28/21 | 5,879 | 6,188 | |||
Morgan Stanley | 2.625% | 11/17/21 | 36,817 | 37,830 | |||
Morgan Stanley | 2.750% | 5/19/22 | 9,291 | 9,650 | |||
Morgan Stanley | 4.875% | 11/1/22 | 23,505 | 25,563 | |||
Morgan Stanley | 3.125% | 1/23/23 | 14,453 | 15,318 | |||
Morgan Stanley | 3.750% | 2/25/23 | 68,890 | 74,316 | |||
Morgan Stanley | 4.100% | 5/22/23 | 23,536 | 25,365 | |||
4 | Morgan Stanley | 3.737% | 4/24/24 | 25,286 | 27,257 | ||
Morgan Stanley | 3.875% | 4/29/24 | 39,763 | 43,926 | |||
Morgan Stanley | 3.700% | 10/23/24 | 51,104 | 56,656 | |||
4 | Morgan Stanley | 2.720% | 7/22/25 | 100 | 106 | ||
Morgan Stanley | 4.000% | 7/23/25 | 53,693 | 60,728 | |||
Morgan Stanley | 5.000% | 11/24/25 | 23,614 | 27,749 | |||
Morgan Stanley | 3.875% | 1/27/26 | 41,491 | 46,980 | |||
4 | Morgan Stanley | 2.188% | 4/28/26 | 23,255 | 24,157 | ||
Morgan Stanley | 3.125% | 7/27/26 | 34,300 | 37,708 | |||
Morgan Stanley | 6.250% | 8/9/26 | 12,932 | 16,509 | |||
Morgan Stanley | 4.350% | 9/8/26 | 36,032 | 41,409 | |||
Morgan Stanley | 3.625% | 1/20/27 | 26,985 | 30,429 | |||
Morgan Stanley | 3.950% | 4/23/27 | 28,446 | 31,895 | |||
4 | Morgan Stanley | 3.591% | 7/22/28 | 46,005 | 51,766 | ||
4 | Morgan Stanley | 3.772% | 1/24/29 | 10,920 | 12,437 | ||
4 | Morgan Stanley | 4.431% | 1/23/30 | 22,775 | 27,044 | ||
4 | Morgan Stanley | 2.699% | 1/22/31 | 97,625 | 103,638 | ||
4 | Morgan Stanley | 3.622% | 4/1/31 | 56,900 | 65,101 | ||
Morgan Stanley | 7.250% | 4/1/32 | 10,237 | 15,318 | |||
4 | Morgan Stanley | 3.971% | 7/22/38 | 24,382 | 29,059 | ||
4 | Morgan Stanley | 4.457% | 4/22/39 | 24,450 | 30,871 | ||
Morgan Stanley | 6.375% | 7/24/42 | 39,153 | 61,554 | |||
Morgan Stanley | 4.300% | 1/27/45 | 45,129 | 56,638 | |||
Morgan Stanley | 4.375% | 1/22/47 | 1,410 | 1,825 | |||
4 | Morgan Stanley | 5.597% | 3/24/51 | 16,310 | 24,705 | ||
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 16,668 | 17,333 | |||
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 8,365 | 8,909 | |||
MUFG Union Bank NA | 3.150% | 4/1/22 | 45,171 | 47,092 | |||
MUFG Union Bank NA | 2.100% | 12/9/22 | 14,755 | 15,157 |
40
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
National Australia Bank Ltd. | 1.875% | 7/12/21 | 9,684 | 9,817 | |||
National Australia Bank Ltd. | 3.375% | 9/20/21 | 20,265 | 20,972 | |||
National Australia Bank Ltd. | 3.700% | 11/4/21 | 11,030 | 11,498 | |||
National Australia Bank Ltd. | 2.800% | 1/10/22 | 6,254 | 6,464 | |||
National Australia Bank Ltd. | 2.500% | 5/22/22 | 8,774 | 9,091 | |||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 1,050 | 1,112 | |||
National Australia Bank Ltd. | 2.875% | 4/12/23 | 1,750 | 1,852 | |||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 12,000 | 13,020 | |||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 6,752 | 7,554 | |||
National Australia Bank Ltd. | 2.500% | 7/12/26 | 20,194 | 22,001 | |||
National Bank of Canada | 2.100% | 2/1/23 | 13,070 | 13,390 | |||
4 | New York Community Bancorp Inc. | 5.900% | 11/6/28 | 675 | 662 | ||
6 | Nordea Bank Abp | 4.875% | 5/13/21 | 200 | 206 | ||
6 | Nordea Bank Abp | 2.250% | 5/27/21 | 200 | 203 | ||
Northern Trust Corp. | 3.375% | 8/23/21 | 1,993 | 2,059 | |||
Northern Trust Corp. | 2.375% | 8/2/22 | 5,710 | 5,925 | |||
Northern Trust Corp. | 3.950% | 10/30/25 | 8,975 | 10,360 | |||
Northern Trust Corp. | 3.650% | 8/3/28 | 5,600 | 6,534 | |||
Northern Trust Corp. | 3.150% | 5/3/29 | 9,200 | 10,494 | |||
4 | Northern Trust Corp. | 3.375% | 5/8/32 | 4,250 | 4,546 | ||
People's United Bank NA | 4.000% | 7/15/24 | 3,850 | 4,005 | |||
People's United Financial Inc. | 3.650% | 12/6/22 | 6,850 | 7,081 | |||
PNC Bank NA | 2.550% | 12/9/21 | 7,630 | 7,825 | |||
PNC Bank NA | 2.625% | 2/17/22 | 21,350 | 22,011 | |||
4 | PNC Bank NA | 2.232% | 7/22/22 | 6,883 | 6,985 | ||
PNC Bank NA | 2.450% | 7/28/22 | 2,500 | 2,591 | |||
PNC Bank NA | 2.700% | 11/1/22 | 10,284 | 10,746 | |||
4 | PNC Bank NA | 2.028% | 12/9/22 | 4,685 | 4,776 | ||
PNC Bank NA | 2.950% | 1/30/23 | 10,277 | 10,816 | |||
4 | PNC Bank NA | 1.743% | 2/24/23 | 2,000 | 2,032 | ||
PNC Bank NA | 3.800% | 7/25/23 | 21,072 | 22,821 | |||
PNC Bank NA | 3.300% | 10/30/24 | 6,303 | 6,912 | |||
PNC Bank NA | 2.950% | 2/23/25 | 12,401 | 13,484 | |||
PNC Bank NA | 3.250% | 6/1/25 | 28,417 | 31,509 | |||
PNC Bank NA | 3.100% | 10/25/27 | 10,615 | 11,896 | |||
PNC Bank NA | 3.250% | 1/22/28 | 5,760 | 6,493 | |||
PNC Bank NA | 4.050% | 7/26/28 | 10,787 | 12,642 | |||
PNC Bank NA | 2.700% | 10/22/29 | 7,075 | 7,527 | |||
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 5,405 | 5,689 | |||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 25,373 | 27,651 | |||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 23,410 | 25,781 | |||
PNC Financial Services Group Inc. | 2.200% | 11/1/24 | 989 | 1,047 | |||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 1,000 | 1,084 | |||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 11,347 | 12,684 | |||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 29,222 | 33,707 | |||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 19,945 | 21,435 | |||
PNC Funding Corp. | 3.300% | 3/8/22 | 10,317 | 10,767 | |||
4 | Regions Bank | 3.374% | 8/13/21 | 5,500 | 5,500 | ||
Regions Bank | 6.450% | 6/26/37 | 4,491 | 6,060 | |||
Regions Financial Corp. | 2.750% | 8/14/22 | 11,129 | 11,586 | |||
Regions Financial Corp. | 3.800% | 8/14/23 | 11,075 | 12,044 | |||
Regions Financial Corp. | 2.250% | 5/18/25 | 8,300 | 8,672 | |||
Regions Financial Corp. | 7.375% | 12/10/37 | 3,950 | 5,562 | |||
Royal Bank of Canada | 2.500% | 1/19/21 | 42 | 42 | |||
Royal Bank of Canada | 3.200% | 4/30/21 | 22,050 | 22,568 | |||
Royal Bank of Canada | 2.750% | 2/1/22 | 15,028 | 15,572 | |||
Royal Bank of Canada | 2.800% | 4/29/22 | 21,810 | 22,705 | |||
Royal Bank of Canada | 1.950% | 1/17/23 | 2,500 | 2,576 | |||
Royal Bank of Canada | 1.600% | 4/17/23 | 18,600 | 19,065 | |||
Royal Bank of Canada | 3.700% | 10/5/23 | 20,120 | 21,950 | |||
Royal Bank of Canada | 2.550% | 7/16/24 | 9,265 | 9,839 | |||
Royal Bank of Canada | 2.250% | 11/1/24 | 38,250 | 40,244 | |||
Royal Bank of Canada | 1.150% | 6/10/25 | 23,200 | 23,236 | |||
Royal Bank of Canada | 4.650% | 1/27/26 | 11,818 | 13,761 |
41
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Royal Bank of Scotland Group plc | 6.125% | 12/15/22 | 5,792 | 6,322 | |||
4 | Royal Bank of Scotland Group plc | 3.498% | 5/15/23 | 14,190 | 14,720 | ||
Royal Bank of Scotland Group plc | 6.100% | 6/10/23 | 10,000 | 11,021 | |||
Royal Bank of Scotland Group plc | 3.875% | 9/12/23 | 44,604 | 48,090 | |||
Royal Bank of Scotland Group plc | 6.000% | 12/19/23 | 8,325 | 9,325 | |||
Royal Bank of Scotland Group plc | 5.125% | 5/28/24 | 20,178 | 21,958 | |||
4 | Royal Bank of Scotland Group plc | 4.519% | 6/25/24 | 21,820 | 23,704 | ||
4 | Royal Bank of Scotland Group plc | 4.269% | 3/22/25 | 4,050 | 4,403 | ||
Royal Bank of Scotland Group plc | 4.800% | 4/5/26 | 5,231 | 6,022 | |||
4 | Royal Bank of Scotland Group plc | 3.073% | 5/22/28 | 15,000 | 15,756 | ||
4 | Royal Bank of Scotland Group plc | 4.892% | 5/18/29 | 37,850 | 44,591 | ||
4 | Royal Bank of Scotland Group plc | 3.754% | 11/1/29 | 333 | 345 | ||
4 | Royal Bank of Scotland Group plc | 5.076% | 1/27/30 | 42,060 | 50,324 | ||
4 | Royal Bank of Scotland Group plc | 4.445% | 5/8/30 | 12,700 | 14,628 | ||
Santander Holdings USA Inc. | 4.450% | 12/3/21 | 5,000 | 5,181 | |||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 14,800 | 15,373 | |||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 5,600 | 5,856 | |||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 23,575 | 25,378 | |||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 24,250 | 25,220 | |||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 19,694 | 21,178 | |||
Santander UK Group Holdings plc | 3.125% | 1/8/21 | 15,920 | 16,099 | |||
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 11,649 | 11,917 | |||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 7,961 | 8,239 | |||
4 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 9,550 | 10,558 | ||
4 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 7,273 | 7,964 | ||
Santander UK plc | 3.750% | 11/15/21 | 7,015 | 7,296 | |||
Santander UK plc | 2.100% | 1/13/23 | 9,000 | 9,293 | |||
Santander UK plc | 4.000% | 3/13/24 | 23,628 | 26,035 | |||
Santander UK plc | 2.875% | 6/18/24 | 13,914 | 14,824 | |||
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 13,140 | 13,337 | |||
Skandinaviska Enskilda Banken AB | 1.875% | 9/13/21 | 31,400 | 31,871 | |||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 8,650 | 8,984 | |||
4 | State Street Corp. | 2.653% | 5/15/23 | 10,975 | 11,372 | ||
State Street Corp. | 3.100% | 5/15/23 | 12,853 | 13,818 | |||
State Street Corp. | 3.700% | 11/20/23 | 11,241 | 12,447 | |||
4 | State Street Corp. | 3.776% | 12/3/24 | 10,800 | 11,897 | ||
State Street Corp. | 3.550% | 8/18/25 | 20,466 | 23,276 | |||
4 | State Street Corp. | 2.354% | 11/1/25 | 8,825 | 9,334 | ||
4,6 | State Street Corp. | 2.901% | 3/30/26 | 6,963 | 7,538 | ||
State Street Corp. | 2.650% | 5/19/26 | 11,565 | 12,688 | |||
4 | State Street Corp. | 4.141% | 12/3/29 | 5,355 | 6,435 | ||
State Street Corp. | 2.400% | 1/24/30 | 9,225 | 9,830 | |||
4,6 | State Street Corp. | 3.152% | 3/30/31 | 700 | 786 | ||
4 | State Street Corp. | 3.031% | 11/1/34 | 25,900 | 27,615 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 6,137 | 6,428 | |||
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 350 | 367 | |||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 10,098 | 10,977 | |||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 9,850 | 10,743 | |||
Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 8,050 | 8,728 | |||
Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 3,100 | 3,445 | |||
Sumitomo Mitsui Financial Group Inc. | 2.058% | 7/14/21 | 5,825 | 5,921 | |||
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 11,729 | 11,999 | |||
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 10,244 | 10,564 | |||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 22,708 | 23,614 | |||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 5,679 | 5,929 | |||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 15,385 | 16,255 | |||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 9,850 | 10,667 | |||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 13,500 | 14,783 | |||
6 | Sumitomo Mitsui Financial Group Inc. | 4.436% | 4/2/24 | 50 | 54 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 31,400 | 33,223 | |||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 41,500 | 43,552 | |||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 9,200 | 9,600 | |||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 21,118 | 23,883 | |||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 14,110 | 14,989 |
42
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 11,600 | 12,578 | |||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 10,855 | 11,828 | |||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 16,308 | 17,821 | |||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 14,850 | 16,410 | |||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 31,180 | 35,623 | |||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 6,210 | 7,269 | |||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 18,800 | 20,216 | |||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 4,650 | 4,905 | |||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 13,200 | 13,879 | |||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 24,155 | 25,704 | |||
SVB Financial Group | 3.500% | 1/29/25 | 6,475 | 6,841 | |||
SVB Financial Group | 3.125% | 6/5/30 | 3,000 | 3,210 | |||
Svenska Handelsbanken AB | 2.450% | 3/30/21 | 19,351 | 19,616 | |||
Svenska Handelsbanken AB | 1.875% | 9/7/21 | 9,938 | 10,087 | |||
Svenska Handelsbanken AB | 3.900% | 11/20/23 | 100 | 111 | |||
Synchrony Bank | 3.000% | 6/15/22 | 6,747 | 6,885 | |||
Synchrony Financial | 3.750% | 8/15/21 | 7,738 | 7,864 | |||
Synchrony Financial | 2.850% | 7/25/22 | 5,475 | 5,516 | |||
Synchrony Financial | 4.375% | 3/19/24 | 1,000 | 1,054 | |||
Synchrony Financial | 4.250% | 8/15/24 | 9,151 | 9,598 | |||
Synchrony Financial | 4.500% | 7/23/25 | 18,454 | 19,598 | |||
Synchrony Financial | 3.700% | 8/4/26 | 10,125 | 10,392 | |||
Synchrony Financial | 3.950% | 12/1/27 | 12,800 | 13,320 | |||
Synchrony Financial | 5.150% | 3/19/29 | 2,450 | 2,757 | |||
4 | Synovus Bank | 2.289% | 2/10/23 | 3,050 | 3,081 | ||
Synovus Financial Corp. | 3.125% | 11/1/22 | 3,257 | 3,305 | |||
Toronto-Dominion Bank | 2.500% | 12/14/20 | 11,941 | 12,045 | |||
Toronto-Dominion Bank | 2.125% | 4/7/21 | 22,937 | 23,251 | |||
Toronto-Dominion Bank | 1.800% | 7/13/21 | 17,179 | 17,435 | |||
Toronto-Dominion Bank | 1.900% | 12/1/22 | 19,725 | 20,351 | |||
Toronto-Dominion Bank | 0.750% | 6/12/23 | 20,000 | 20,061 | |||
Toronto-Dominion Bank | 3.500% | 7/19/23 | 5,550 | 6,054 | |||
Toronto-Dominion Bank | 3.250% | 3/11/24 | 54,400 | 59,205 | |||
Toronto-Dominion Bank | 2.650% | 6/12/24 | 8,465 | 9,048 | |||
Toronto-Dominion Bank | 1.150% | 6/12/25 | 12,300 | 12,408 | |||
4 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 1,415 | 1,581 | ||
Truist Bank | 2.850% | 4/1/21 | 385 | 391 | |||
4 | Truist Bank | 3.525% | 10/26/21 | 2,750 | 2,776 | ||
Truist Bank | 2.625% | 1/15/22 | 18,750 | 19,337 | |||
Truist Bank | 2.800% | 5/17/22 | 9,451 | 9,840 | |||
Truist Bank | 2.450% | 8/1/22 | 3,500 | 3,626 | |||
4 | Truist Bank | 3.502% | 8/2/22 | 10,310 | 10,612 | ||
Truist Bank | 3.000% | 2/2/23 | 6,666 | 7,049 | |||
Truist Bank | 1.250% | 3/9/23 | 29,416 | 29,853 | |||
Truist Bank | 2.750% | 5/1/23 | 7,075 | 7,464 | |||
Truist Bank | 3.200% | 4/1/24 | 37,200 | 40,329 | |||
4 | Truist Bank | 3.689% | 8/2/24 | 20,502 | 22,203 | ||
Truist Bank | 2.150% | 12/6/24 | 5,250 | 5,526 | |||
Truist Bank | 1.500% | 3/10/25 | 15,000 | 15,335 | |||
Truist Bank | 3.625% | 9/16/25 | 24,053 | 26,757 | |||
Truist Bank | 4.050% | 11/3/25 | 100 | 115 | |||
Truist Bank | 3.300% | 5/15/26 | 7,025 | 7,746 | |||
Truist Bank | 3.800% | 10/30/26 | 3,629 | 4,125 | |||
Truist Bank | 2.250% | 3/11/30 | 1,000 | 1,010 | |||
Truist Financial Corp. | 2.900% | 3/3/21 | 7,007 | 7,110 | |||
Truist Financial Corp. | 3.200% | 9/3/21 | 4,450 | 4,583 | |||
Truist Financial Corp. | 2.700% | 1/27/22 | 16,169 | 16,674 | |||
Truist Financial Corp. | 2.750% | 4/1/22 | 7,989 | 8,279 | |||
Truist Financial Corp. | 3.050% | 6/20/22 | 31,590 | 33,056 | |||
Truist Financial Corp. | 2.200% | 3/16/23 | 1,500 | 1,556 | |||
Truist Financial Corp. | 3.750% | 12/6/23 | 10,350 | 11,331 | |||
Truist Financial Corp. | 2.500% | 8/1/24 | 2,337 | 2,484 | |||
Truist Financial Corp. | 2.850% | 10/26/24 | 12,879 | 13,854 | |||
Truist Financial Corp. | 4.000% | 5/1/25 | 8,456 | 9,620 |
43
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Truist Financial Corp. | 3.700% | 6/5/25 | 12,350 | 13,971 | |||
Truist Financial Corp. | 1.200% | 8/5/25 | 11,300 | 11,413 | |||
Truist Financial Corp. | 3.875% | 3/19/29 | 15,650 | 17,699 | |||
Truist Financial Corp. | 1.950% | 6/5/30 | 4,600 | 4,675 | |||
6 | UBS AG | 2.450% | 12/1/20 | 32,580 | 32,809 | ||
4,6 | UBS Group AG | 3.126% | 8/13/30 | 2,450 | 2,649 | ||
US Bancorp | 2.350% | 1/29/21 | 34 | 34 | |||
US Bancorp | 2.625% | 1/24/22 | 16,089 | 16,611 | |||
US Bancorp | 3.000% | 3/15/22 | 4,308 | 4,497 | |||
US Bancorp | 2.950% | 7/15/22 | 17,278 | 18,121 | |||
US Bancorp | 3.700% | 1/30/24 | 4,380 | 4,810 | |||
US Bancorp | 3.375% | 2/5/24 | 32,600 | 35,602 | |||
US Bancorp | 2.400% | 7/30/24 | 13,400 | 14,238 | |||
US Bancorp | 3.600% | 9/11/24 | 2,768 | 3,072 | |||
US Bancorp | 1.450% | 5/12/25 | 2,000 | 2,060 | |||
US Bancorp | 3.950% | 11/17/25 | 1,612 | 1,857 | |||
US Bancorp | 3.100% | 4/27/26 | 9,145 | 10,140 | |||
US Bancorp | 2.375% | 7/22/26 | 13,300 | 14,399 | |||
US Bancorp | 3.150% | 4/27/27 | 30,900 | 34,570 | |||
US Bancorp | 3.900% | 4/26/28 | 2,075 | 2,470 | |||
US Bancorp | 3.000% | 7/30/29 | 7,500 | 8,157 | |||
US Bank NA | 3.450% | 11/16/21 | 5,860 | 6,087 | |||
US Bank NA | 1.800% | 1/21/22 | 16,150 | 16,473 | |||
US Bank NA | 2.650% | 5/23/22 | 16,050 | 16,712 | |||
US Bank NA | 1.950% | 1/9/23 | 19,043 | 19,746 | |||
US Bank NA | 2.850% | 1/23/23 | 8,555 | 9,032 | |||
US Bank NA | 3.400% | 7/24/23 | 7,600 | 8,208 | |||
US Bank NA | 2.050% | 1/21/25 | 15,975 | 16,893 | |||
US Bank NA | 2.800% | 1/27/25 | 26,564 | 28,825 | |||
Wachovia Corp. | 6.605% | 10/1/25 | 3,175 | 3,667 | |||
Wachovia Corp. | 5.500% | 8/1/35 | 14,027 | 18,358 | |||
Wachovia Corp. | 6.550% | 10/15/35 | 7,625 | 10,187 | |||
Wells Fargo & Co. | 2.550% | 12/7/20 | 14,741 | 14,870 | |||
Wells Fargo & Co. | 3.000% | 1/22/21 | 27 | 27 | |||
Wells Fargo & Co. | 2.100% | 7/26/21 | 42,832 | 43,580 | |||
Wells Fargo & Co. | 3.500% | 3/8/22 | 27,415 | 28,717 | |||
Wells Fargo & Co. | 2.625% | 7/22/22 | 42,510 | 44,259 | |||
Wells Fargo & Co. | 3.069% | 1/24/23 | 91,561 | 94,834 | |||
Wells Fargo & Co. | 3.450% | 2/13/23 | 21,817 | 23,176 | |||
Wells Fargo & Co. | 4.125% | 8/15/23 | 17,134 | 18,634 | |||
Wells Fargo & Co. | 4.480% | 1/16/24 | 13,586 | 14,923 | |||
4 | Wells Fargo & Co. | 1.654% | 6/2/24 | 40,000 | 40,552 | ||
Wells Fargo & Co. | 3.300% | 9/9/24 | 8,766 | 9,589 | |||
Wells Fargo & Co. | 3.000% | 2/19/25 | 30,299 | 32,610 | |||
Wells Fargo & Co. | 3.550% | 9/29/25 | 27,820 | 31,037 | |||
4 | Wells Fargo & Co. | 2.406% | 10/30/25 | 50,000 | 51,948 | ||
4 | Wells Fargo & Co. | 2.164% | 2/11/26 | 15,910 | 16,387 | ||
Wells Fargo & Co. | 3.000% | 4/22/26 | 53,781 | 58,591 | |||
4 | Wells Fargo & Co. | 2.188% | 4/30/26 | 13,600 | 14,058 | ||
Wells Fargo & Co. | 4.100% | 6/3/26 | 44,697 | 50,384 | |||
Wells Fargo & Co. | 3.000% | 10/23/26 | 38,825 | 42,263 | |||
4 | Wells Fargo & Co. | 3.196% | 6/17/27 | 16,850 | 18,263 | ||
Wells Fargo & Co. | 4.300% | 7/22/27 | 25,205 | 28,847 | |||
4 | Wells Fargo & Co. | 3.584% | 5/22/28 | 33,009 | 36,642 | ||
4 | Wells Fargo & Co. | 2.393% | 6/2/28 | 33,950 | 35,048 | ||
4 | Wells Fargo & Co. | 2.879% | 10/30/30 | 89,918 | 96,127 | ||
4 | Wells Fargo & Co. | 2.572% | 2/11/31 | 61,675 | 64,539 | ||
4 | Wells Fargo & Co. | 4.478% | 4/4/31 | 49,050 | 59,161 | ||
Wells Fargo & Co. | 5.375% | 2/7/35 | 10,535 | 14,259 | |||
4 | Wells Fargo & Co. | 3.068% | 4/30/41 | 59,050 | 61,443 | ||
Wells Fargo & Co. | 5.375% | 11/2/43 | 9,704 | 13,077 | |||
Wells Fargo & Co. | 5.606% | 1/15/44 | 23,716 | 32,882 | |||
Wells Fargo & Co. | 4.650% | 11/4/44 | 27,701 | 34,220 | |||
Wells Fargo & Co. | 3.900% | 5/1/45 | 23,750 | 27,897 |
44
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Wells Fargo & Co. | 4.900% | 11/17/45 | 24,432 | 31,418 | |||
Wells Fargo & Co. | 4.400% | 6/14/46 | 18,652 | 22,681 | |||
Wells Fargo & Co. | 4.750% | 12/7/46 | 29,143 | 37,259 | |||
4 | Wells Fargo & Co. | 5.013% | 4/4/51 | 95,135 | 131,384 | ||
Wells Fargo & Co. | 5.950% | 12/1/86 | 5,067 | 6,092 | |||
4 | Wells Fargo Bank NA | 3.325% | 7/23/21 | 38,175 | 38,291 | ||
Wells Fargo Bank NA | 3.625% | 10/22/21 | 39,010 | 40,523 | |||
4 | Wells Fargo Bank NA | 2.082% | 9/9/22 | 40,250 | 40,848 | ||
Wells Fargo Bank NA | 3.550% | 8/14/23 | 14,495 | 15,671 | |||
Wells Fargo Bank NA | 5.950% | 8/26/36 | 7,549 | 10,284 | |||
Wells Fargo Bank NA | 5.850% | 2/1/37 | 16,477 | 22,689 | |||
Wells Fargo Bank NA | 6.600% | 1/15/38 | 12,252 | 17,942 | |||
Westpac Banking Corp. | 2.000% | 8/19/21 | 19,100 | 19,460 | |||
Westpac Banking Corp. | 2.800% | 1/11/22 | 15,500 | 15,965 | |||
Westpac Banking Corp. | 2.500% | 6/28/22 | 28,100 | 29,194 | |||
Westpac Banking Corp. | 2.750% | 1/11/23 | 8,750 | 9,220 | |||
Westpac Banking Corp. | 2.000% | 1/13/23 | 8,715 | 8,984 | |||
Westpac Banking Corp. | 3.650% | 5/15/23 | 6,500 | 7,053 | |||
Westpac Banking Corp. | 3.300% | 2/26/24 | 14,090 | 15,326 | |||
Westpac Banking Corp. | 2.350% | 2/19/25 | 22,025 | 23,388 | |||
Westpac Banking Corp. | 2.850% | 5/13/26 | 25,415 | 27,937 | |||
Westpac Banking Corp. | 2.700% | 8/19/26 | 19,425 | 21,192 | |||
Westpac Banking Corp. | 3.350% | 3/8/27 | 17,675 | 20,062 | |||
Westpac Banking Corp. | 3.400% | 1/25/28 | 2,050 | 2,336 | |||
Westpac Banking Corp. | 2.650% | 1/16/30 | 1,640 | 1,792 | |||
4 | Westpac Banking Corp. | 2.894% | 2/4/30 | 33,750 | 34,194 | ||
4 | Westpac Banking Corp. | 4.322% | 11/23/31 | 29,100 | 32,301 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 3,300 | 3,643 | |||
Westpac Banking Corp. | 4.421% | 7/24/39 | 5,460 | 6,414 | |||
Wintrust Financial Corp. | 4.850% | 6/6/29 | 2,250 | 2,392 | |||
Zions Bancorp NA | 3.250% | 10/29/29 | 4,565 | 4,497 | |||
Brokerage (0.3%) | |||||||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 8,575 | 9,291 | |||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 11,145 | 12,097 | |||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 2,000 | 2,037 | |||
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 2,850 | 2,964 | |||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 14,266 | 15,803 | |||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 11,880 | 13,223 | |||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 1,438 | 1,557 | |||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 400 | 434 | |||
6 | Apollo Management Holdings LP | 4.400% | 5/27/26 | 150 | 168 | ||
BGC Partners Inc. | 5.125% | 5/27/21 | 2,625 | 2,661 | |||
BGC Partners Inc. | 3.750% | 10/1/24 | 6,335 | 6,246 | |||
BlackRock Inc. | 4.250% | 5/24/21 | 7,855 | 8,124 | |||
BlackRock Inc. | 3.375% | 6/1/22 | 12,535 | 13,239 | |||
BlackRock Inc. | 3.500% | 3/18/24 | 17,925 | 19,734 | |||
BlackRock Inc. | 3.200% | 3/15/27 | 1,925 | 2,174 | |||
BlackRock Inc. | 3.250% | 4/30/29 | 6,975 | 8,000 | |||
BlackRock Inc. | 2.400% | 4/30/30 | 13,360 | 14,385 | |||
BlackRock Inc. | 1.900% | 1/28/31 | 11,550 | 11,783 | |||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 7,622 | 8,343 | |||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,350 | 2,643 | |||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 6,400 | 7,021 | |||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 11,278 | 13,257 | |||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 11,265 | 12,711 | |||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 10,360 | 11,924 | |||
Brookfield Finance LLC | 4.000% | 4/1/24 | 12,550 | 13,551 | |||
Brookfield Finance LLC | 3.450% | 4/15/50 | 7,975 | 7,664 | |||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 7,669 | 8,597 | |||
Charles Schwab Corp. | 3.250% | 5/21/21 | 7,850 | 8,026 | |||
Charles Schwab Corp. | 3.225% | 9/1/22 | 3,955 | 4,152 | |||
Charles Schwab Corp. | 2.650% | 1/25/23 | 6,029 | 6,345 | |||
Charles Schwab Corp. | 3.550% | 2/1/24 | 9,775 | 10,700 |
45
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Charles Schwab Corp. | 3.000% | 3/10/25 | 830 | 903 | |||
Charles Schwab Corp. | 3.850% | 5/21/25 | 6,863 | 7,751 | |||
Charles Schwab Corp. | 3.450% | 2/13/26 | 3,495 | 3,933 | |||
Charles Schwab Corp. | 3.200% | 3/2/27 | 12,950 | 14,499 | |||
Charles Schwab Corp. | 3.200% | 1/25/28 | 6,856 | 7,663 | |||
Charles Schwab Corp. | 4.000% | 2/1/29 | 8,648 | 10,159 | |||
Charles Schwab Corp. | 3.250% | 5/22/29 | 8,400 | 9,425 | |||
Charles Schwab Corp. | 4.625% | 3/22/30 | 770 | 960 | |||
CME Group Inc. | 3.000% | 9/15/22 | 8,187 | 8,637 | |||
CME Group Inc. | 3.000% | 3/15/25 | 6,650 | 7,323 | |||
CME Group Inc. | 5.300% | 9/15/43 | 12,162 | 18,080 | |||
CME Group Inc. | 4.150% | 6/15/48 | 6,025 | 8,104 | |||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 1,119 | 1,166 | |||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 6,250 | 6,929 | |||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 2,910 | 3,371 | |||
Eaton Vance Corp. | 3.625% | 6/15/23 | 3,350 | 3,513 | |||
Eaton Vance Corp. | 3.500% | 4/6/27 | 4,530 | 4,923 | |||
Franklin Resources Inc. | 2.800% | 9/15/22 | 10,700 | 11,147 | |||
Franklin Resources Inc. | 2.850% | 3/30/25 | 5,860 | 6,343 | |||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 4,500 | 4,859 | |||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 13,771 | 15,228 | |||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 13,010 | 14,824 | |||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 2,546 | 2,833 | |||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 5,700 | 6,639 | |||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 19,750 | 20,120 | |||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 9,193 | 11,727 | |||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 17,580 | 18,306 | |||
Invesco Finance plc | 3.125% | 11/30/22 | 7,442 | 7,850 | |||
Invesco Finance plc | 4.000% | 1/30/24 | 14,599 | 15,845 | |||
Invesco Finance plc | 3.750% | 1/15/26 | 2,346 | 2,566 | |||
Invesco Finance plc | 5.375% | 11/30/43 | 11,862 | 13,916 | |||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 3,950 | 4,334 | |||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 8,700 | 9,427 | |||
Jefferies Group LLC | 6.875% | 4/15/21 | 30,693 | 32,130 | |||
Jefferies Group LLC | 5.125% | 1/20/23 | 1,630 | 1,779 | |||
Jefferies Group LLC | 4.850% | 1/15/27 | 10,977 | 12,061 | |||
Jefferies Group LLC | 6.450% | 6/8/27 | 675 | 797 | |||
Jefferies Group LLC | 6.250% | 1/15/36 | 3,825 | 4,352 | |||
Jefferies Group LLC | 6.500% | 1/20/43 | 5,140 | 6,005 | |||
Jefferies Group LLC / Jefferies Group Capital Finance Inc. | 4.150% | 1/23/30 | 16,660 | 18,055 | |||
Lazard Group LLC | 3.750% | 2/13/25 | 1,315 | 1,406 | |||
Lazard Group LLC | 3.625% | 3/1/27 | 8,785 | 9,220 | |||
Lazard Group LLC | 4.500% | 9/19/28 | 5,775 | 6,462 | |||
Lazard Group LLC | 4.375% | 3/11/29 | 1,040 | 1,154 | |||
Legg Mason Inc. | 4.750% | 3/15/26 | 4,960 | 5,617 | |||
Legg Mason Inc. | 5.625% | 1/15/44 | 7,345 | 9,187 | |||
Nasdaq Inc. | 4.250% | 6/1/24 | 4,418 | 4,882 | |||
Nasdaq Inc. | 3.850% | 6/30/26 | 6,448 | 7,253 | |||
Nasdaq Inc. | 3.250% | 4/28/50 | 4,860 | 5,084 | |||
Nomura Holdings Inc. | 2.648% | 1/16/25 | 10,565 | 10,992 | |||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 23,500 | 24,356 | |||
Raymond James Financial Inc. | 3.625% | 9/15/26 | 2,601 | 2,882 | |||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 6,120 | 7,322 | |||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 14,870 | 18,174 | |||
Stifel Financial Corp. | 3.500% | 12/1/20 | 250 | 251 | |||
Stifel Financial Corp. | 4.250% | 7/18/24 | 10,125 | 10,796 | |||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 18,870 | 19,624 | |||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 6,880 | 7,683 | |||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 9,727 | 10,881 | |||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 5,450 | 6,000 |
46
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Finance Companies (0.3%) | |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.000% | 10/1/21 | 17,780 | 17,936 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 12/16/21 | 2,240 | 2,262 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.950% | 2/1/22 | 14,927 | 14,926 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 5/26/22 | 4,040 | 3,989 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 7/1/22 | 6,989 | 7,040 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/23/23 | 7,308 | 7,110 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.125% | 7/3/23 | 250 | 245 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 1/16/24 | 1,600 | 1,579 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.875% | 8/14/24 | 200 | 189 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 1/15/25 | 9,363 | 8,798 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 7/15/25 | 13,500 | 14,144 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 7,250 | 6,982 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 4/3/26 | 5,650 | 5,360 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 16,162 | 14,296 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 13,000 | 11,734 | |||
Air Lease Corp. | 3.500% | 1/15/22 | 4,100 | 4,142 | |||
Air Lease Corp. | 3.750% | 2/1/22 | 5,525 | 5,580 | |||
Air Lease Corp. | 2.625% | 7/1/22 | 7,844 | 7,785 | |||
Air Lease Corp. | 2.250% | 1/15/23 | 5,430 | 5,309 | |||
Air Lease Corp. | 2.750% | 1/15/23 | 6,324 | 6,260 | |||
Air Lease Corp. | 3.875% | 7/3/23 | 23,775 | 24,082 | |||
Air Lease Corp. | 3.000% | 9/15/23 | 4,453 | 4,389 | |||
Air Lease Corp. | 4.250% | 2/1/24 | 8,000 | 8,238 | |||
Air Lease Corp. | 4.250% | 9/15/24 | 3,755 | 3,849 | |||
Air Lease Corp. | 2.300% | 2/1/25 | 11,495 | 10,918 | |||
Air Lease Corp. | 3.250% | 3/1/25 | 12,580 | 12,564 | |||
Air Lease Corp. | 3.375% | 7/1/25 | 12,000 | 12,004 | |||
Air Lease Corp. | 3.625% | 4/1/27 | 5,575 | 5,435 | |||
Air Lease Corp. | 3.625% | 12/1/27 | 4,950 | 4,892 | |||
Air Lease Corp. | 4.625% | 10/1/28 | 6,990 | 7,110 | |||
Air Lease Corp. | 3.250% | 10/1/29 | 10,150 | 9,580 | |||
Air Lease Corp. | 3.000% | 2/1/30 | 9,057 | 8,389 | |||
Aircastle Ltd. | 4.400% | 9/25/23 | 11,175 | 10,658 | |||
Aircastle Ltd. | 4.125% | 5/1/24 | 2,017 | 1,883 | |||
Aircastle Ltd. | 4.250% | 6/15/26 | 9,830 | 9,019 | |||
Ares Capital Corp. | 3.625% | 1/19/22 | 400 | 407 | |||
Ares Capital Corp. | 3.500% | 2/10/23 | 17,535 | 17,622 | |||
Ares Capital Corp. | 4.200% | 6/10/24 | 8,967 | 9,124 | |||
Ares Capital Corp. | 4.250% | 3/1/25 | 8,930 | 9,270 | |||
Ares Capital Corp. | 3.250% | 7/15/25 | 8,700 | 8,439 | |||
FS KKR Capital Corp. | 4.750% | 5/15/22 | 5,499 | 5,451 | |||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 4,050 | 4,035 | |||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 4,200 | 4,056 | |||
GATX Corp. | 3.250% | 3/30/25 | 5,106 | 5,241 | |||
GATX Corp. | 3.250% | 9/15/26 | 3,100 | 3,214 | |||
GATX Corp. | 3.850% | 3/30/27 | 8,875 | 9,452 | |||
GATX Corp. | 3.500% | 3/15/28 | 7,150 | 7,357 |
47
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
GATX Corp. | 4.550% | 11/7/28 | 5,950 | 6,529 | |||
GATX Corp. | 4.700% | 4/1/29 | 3,725 | 4,219 | |||
GATX Corp. | 4.000% | 6/30/30 | 4,335 | 4,693 | |||
GATX Corp. | 5.200% | 3/15/44 | 1,277 | 1,548 | |||
GATX Corp. | 4.500% | 3/30/45 | 1,952 | 2,047 | |||
6 | GE Capital Funding LLC | 4.050% | 5/15/27 | 12,900 | 13,593 | ||
6 | GE Capital Funding LLC | 4.400% | 5/15/30 | 37,400 | 38,867 | ||
6 | GE Capital Funding LLC | 4.550% | 5/15/32 | 11,100 | 11,443 | ||
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 38,330 | 40,002 | |||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 130,793 | 131,780 | |||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 700 | 721 | |||
International Lease Finance Corp. | 8.250% | 12/15/20 | 14,183 | 14,424 | |||
International Lease Finance Corp. | 4.625% | 4/15/21 | 5,795 | 5,866 | |||
International Lease Finance Corp. | 8.625% | 1/15/22 | 13,210 | 14,138 | |||
International Lease Finance Corp. | 5.875% | 8/15/22 | 10,484 | 10,850 | |||
Main Street Capital Corp. | 5.200% | 5/1/24 | 700 | 719 | |||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,150 | 2,101 | |||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 1,900 | 1,986 | |||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 4,320 | 4,248 | |||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 8,800 | 8,575 | |||
Prospect Capital Corp. | 5.875% | 3/15/23 | 2,580 | 2,581 | |||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 3,726 | 3,654 | |||
Insurance (1.3%) | |||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 1,529 | 2,232 | |||
AEGON Funding Co. LLC | 5.750% | 12/15/20 | 9,425 | 9,619 | |||
4 | Aegon NV | 5.500% | 4/11/48 | 7,800 | 8,209 | ||
Aetna Inc. | 2.750% | 11/15/22 | 10,145 | 10,564 | |||
Aetna Inc. | 2.800% | 6/15/23 | 13,025 | 13,705 | |||
Aetna Inc. | 3.500% | 11/15/24 | 11,303 | 12,279 | |||
Aetna Inc. | 6.625% | 6/15/36 | 8,456 | 11,813 | |||
Aetna Inc. | 6.750% | 12/15/37 | 4,877 | 6,948 | |||
Aetna Inc. | 4.500% | 5/15/42 | 5,842 | 6,953 | |||
Aetna Inc. | 4.125% | 11/15/42 | 2,503 | 2,795 | |||
Aetna Inc. | 4.750% | 3/15/44 | 3,575 | 4,285 | |||
Aetna Inc. | 3.875% | 8/15/47 | 13,100 | 14,619 | |||
Aflac Inc. | 3.625% | 6/15/23 | 8,859 | 9,654 | |||
Aflac Inc. | 3.625% | 11/15/24 | 8,770 | 9,907 | |||
Aflac Inc. | 3.250% | 3/17/25 | 6,097 | 6,744 | |||
Aflac Inc. | 2.875% | 10/15/26 | 1,473 | 1,618 | |||
Aflac Inc. | 3.600% | 4/1/30 | 17,580 | 20,509 | |||
Aflac Inc. | 4.000% | 10/15/46 | 4,650 | 5,347 | |||
Aflac Inc. | 4.750% | 1/15/49 | 14,108 | 18,044 | |||
Alleghany Corp. | 4.950% | 6/27/22 | 2,295 | 2,472 | |||
Alleghany Corp. | 4.900% | 9/15/44 | 8,027 | 9,153 | |||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 10,461 | 10,897 | |||
Allstate Corp. | 3.150% | 6/15/23 | 10,500 | 11,281 | |||
Allstate Corp. | 3.280% | 12/15/26 | 5,805 | 6,600 | |||
Allstate Corp. | 5.350% | 6/1/33 | 2,179 | 2,951 | |||
Allstate Corp. | 5.550% | 5/9/35 | 2,906 | 4,108 | |||
Allstate Corp. | 5.950% | 4/1/36 | 1,613 | 2,253 | |||
Allstate Corp. | 4.500% | 6/15/43 | 8,187 | 10,466 | |||
Allstate Corp. | 4.200% | 12/15/46 | 3,070 | 3,840 | |||
Allstate Corp. | 3.850% | 8/10/49 | 7,209 | 8,811 | |||
4 | Allstate Corp. | 5.750% | 8/15/53 | 8,225 | 8,482 | ||
4 | Allstate Corp. | 6.500% | 5/15/67 | 4,240 | 5,088 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 177 | 191 | |||
American Financial Group Inc. | 3.500% | 8/15/26 | 4,210 | 4,481 | |||
American Financial Group Inc. | 5.250% | 4/2/30 | 7,500 | 8,869 | |||
American Financial Group Inc. | 4.500% | 6/15/47 | 7,715 | 7,955 | |||
American International Group Inc. | 6.400% | 12/15/20 | 28,138 | 28,888 | |||
American International Group Inc. | 3.300% | 3/1/21 | 2,675 | 2,720 | |||
American International Group Inc. | 4.875% | 6/1/22 | 17,948 | 19,339 | |||
American International Group Inc. | 4.125% | 2/15/24 | 7,551 | 8,370 |
48
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
American International Group Inc. | 2.500% | 6/30/25 | 25,525 | 26,945 | |||
American International Group Inc. | 3.750% | 7/10/25 | 4,140 | 4,574 | |||
American International Group Inc. | 3.900% | 4/1/26 | 10,340 | 11,644 | |||
American International Group Inc. | 4.200% | 4/1/28 | 10,672 | 12,139 | |||
American International Group Inc. | 4.250% | 3/15/29 | 3,975 | 4,529 | |||
American International Group Inc. | 3.400% | 6/30/30 | 19,780 | 21,281 | |||
American International Group Inc. | 3.875% | 1/15/35 | 11,398 | 12,780 | |||
American International Group Inc. | 4.700% | 7/10/35 | 6,971 | 8,413 | |||
American International Group Inc. | 6.250% | 5/1/36 | 7,263 | 9,583 | |||
American International Group Inc. | 4.500% | 7/16/44 | 31,138 | 36,132 | |||
American International Group Inc. | 4.800% | 7/10/45 | 12,430 | 15,015 | |||
American International Group Inc. | 4.750% | 4/1/48 | 11,606 | 13,970 | |||
4 | American International Group Inc. | 5.750% | 4/1/48 | 8,722 | 8,929 | ||
American International Group Inc. | 4.375% | 6/30/50 | 11,430 | 13,082 | |||
American International Group Inc. | 4.375% | 1/15/55 | 12,630 | 14,624 | |||
4 | American International Group Inc. | 8.175% | 5/15/68 | 4,775 | 5,933 | ||
Anthem Inc. | 3.700% | 8/15/21 | 6,974 | 7,157 | |||
Anthem Inc. | 3.125% | 5/15/22 | 12,302 | 12,870 | |||
Anthem Inc. | 2.950% | 12/1/22 | 9,032 | 9,505 | |||
Anthem Inc. | 3.300% | 1/15/23 | 13,347 | 14,211 | |||
Anthem Inc. | 3.500% | 8/15/24 | 10,460 | 11,437 | |||
Anthem Inc. | 3.350% | 12/1/24 | 20,409 | 22,402 | |||
Anthem Inc. | 2.375% | 1/15/25 | 8,090 | 8,570 | |||
Anthem Inc. | 3.650% | 12/1/27 | 32,945 | 37,431 | |||
Anthem Inc. | 4.101% | 3/1/28 | 31,284 | 36,556 | |||
Anthem Inc. | 2.875% | 9/15/29 | 5,790 | 6,253 | |||
Anthem Inc. | 2.250% | 5/15/30 | 14,720 | 15,127 | |||
Anthem Inc. | 5.950% | 12/15/34 | 401 | 560 | |||
Anthem Inc. | 5.850% | 1/15/36 | 3,708 | 5,050 | |||
Anthem Inc. | 6.375% | 6/15/37 | 4,450 | 6,219 | |||
Anthem Inc. | 4.625% | 5/15/42 | 16,912 | 21,185 | |||
Anthem Inc. | 4.650% | 1/15/43 | 10,821 | 13,707 | |||
Anthem Inc. | 5.100% | 1/15/44 | 11,885 | 15,776 | |||
Anthem Inc. | 4.650% | 8/15/44 | 9,217 | 11,713 | |||
Anthem Inc. | 4.375% | 12/1/47 | 16,976 | 21,149 | |||
Anthem Inc. | 4.550% | 3/1/48 | 5,503 | 6,998 | |||
Anthem Inc. | 3.700% | 9/15/49 | 8,790 | 9,929 | |||
Anthem Inc. | 3.125% | 5/15/50 | 3,755 | 3,896 | |||
Anthem Inc. | 4.850% | 8/15/54 | 4,325 | 4,975 | |||
Aon Corp. | 8.205% | 1/1/27 | 619 | 749 | |||
Aon Corp. | 4.500% | 12/15/28 | 9,500 | 11,268 | |||
Aon Corp. | 3.750% | 5/2/29 | 8,550 | 9,788 | |||
Aon Corp. | 2.800% | 5/15/30 | 12,520 | 13,312 | |||
Aon Corp. | 6.250% | 9/30/40 | 7,490 | 10,822 | |||
Aon plc | 2.800% | 3/15/21 | 14,115 | 14,326 | |||
Aon plc | 4.000% | 11/27/23 | 625 | 683 | |||
Aon plc | 3.500% | 6/14/24 | 16,490 | 17,935 | |||
Aon plc | 3.875% | 12/15/25 | 8,435 | 9,563 | |||
Aon plc | 4.600% | 6/14/44 | 9,092 | 11,020 | |||
Aon plc | 4.750% | 5/15/45 | 4,052 | 5,136 | |||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 10,220 | 11,546 | |||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 7,707 | 9,629 | |||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 4,510 | 6,675 | |||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 940 | 1,187 | |||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 10,990 | 11,521 | |||
Assurant Inc. | 4.000% | 3/15/23 | 8,175 | 8,616 | |||
Assurant Inc. | 4.200% | 9/27/23 | 2,120 | 2,269 | |||
Assurant Inc. | 4.900% | 3/27/28 | 2,900 | 3,149 | |||
Assurant Inc. | 3.700% | 2/22/30 | 4,800 | 4,806 | |||
Assurant Inc. | 6.750% | 2/15/34 | 1,103 | 1,320 | |||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 5,548 | 6,184 | |||
Athene Holding Ltd. | 4.125% | 1/12/28 | 11,950 | 12,299 | |||
Athene Holding Ltd. | 6.150% | 4/3/30 | 9,700 | 11,152 | |||
AXA SA | 8.600% | 12/15/30 | 15,046 | 21,365 |
49
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 3,000 | 3,220 | |||
4 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,210 | 2,985 | ||
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 15,014 | 15,906 | |||
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 23,975 | 25,081 | |||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 6,312 | 9,354 | |||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 10,865 | 14,204 | |||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 10,650 | 13,758 | |||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 31,080 | 39,342 | |||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 41,590 | 53,276 | |||
Berkshire Hathaway Inc. | 2.200% | 3/15/21 | 6,186 | 6,257 | |||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 3,641 | 3,773 | |||
Berkshire Hathaway Inc. | 3.400% | 1/31/22 | 2,955 | 3,092 | |||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 2,806 | 2,991 | |||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 12,264 | 12,973 | |||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 22,301 | 24,858 | |||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 12,629 | 16,704 | |||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 15,747 | 15,971 | |||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 6,669 | 7,385 | |||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 16,700 | 15,253 | |||
Brown & Brown Inc. | 4.200% | 9/15/24 | 5,390 | 5,851 | |||
Brown & Brown Inc. | 4.500% | 3/15/29 | 4,481 | 4,906 | |||
Chubb Corp. | 6.000% | 5/11/37 | 5,045 | 7,235 | |||
Chubb Corp. | 6.500% | 5/15/38 | 2,724 | 4,165 | |||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 22,308 | 23,423 | |||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 12,433 | 13,130 | |||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 6,499 | 7,141 | |||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 16,278 | 18,007 | |||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 18,760 | 21,355 | |||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 2,280 | 3,421 | |||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 4,908 | 6,105 | |||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 22,826 | 29,582 | |||
Cigna Holding Co. | 4.375% | 12/15/20 | 8,571 | 8,608 | |||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 4,256 | 5,584 | |||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 2,070 | 2,899 | |||
CNA Financial Corp. | 5.750% | 8/15/21 | 4,168 | 4,388 | |||
CNA Financial Corp. | 3.950% | 5/15/24 | 5,090 | 5,528 | |||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,220 | 2,514 | |||
CNA Financial Corp. | 3.450% | 8/15/27 | 8,935 | 9,402 | |||
CNA Financial Corp. | 3.900% | 5/1/29 | 1,360 | 1,482 | |||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 3,610 | 3,863 | |||
Enstar Group Ltd. | 4.500% | 3/10/22 | 2,382 | 2,430 | |||
Enstar Group Ltd. | 4.950% | 6/1/29 | 11,500 | 12,098 | |||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 3,985 | 4,254 | |||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 4,300 | 5,258 | |||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 21,111 | 23,509 | |||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 22,235 | 25,290 | |||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 4,500 | 5,209 | |||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 6,475 | 6,974 | |||
Fidelity National Financial Inc. | 5.500% | 9/1/22 | 4,300 | 4,628 | |||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 7,550 | 7,836 | |||
First American Financial Corp. | 4.600% | 11/15/24 | 5,110 | 5,509 | |||
Globe Life Inc. | 3.800% | 9/15/22 | 1,585 | 1,665 | |||
Globe Life Inc. | 4.550% | 9/15/28 | 4,947 | 5,623 | |||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 5,000 | 5,443 | |||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 6,220 | 6,582 | |||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 4,545 | 6,025 | |||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 5,901 | 8,110 | |||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 8,465 | 9,758 | |||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 12,790 | 13,540 | |||
Humana Inc. | 3.150% | 12/1/22 | 7,510 | 7,875 | |||
Humana Inc. | 2.900% | 12/15/22 | 7,770 | 8,118 | |||
Humana Inc. | 3.850% | 10/1/24 | 10,627 | 11,648 | |||
Humana Inc. | 3.950% | 3/15/27 | 10,335 | 11,695 | |||
Humana Inc. | 3.125% | 8/15/29 | 7,800 | 8,471 |
50
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Humana Inc. | 4.875% | 4/1/30 | 5,143 | 6,332 | |||
Humana Inc. | 4.625% | 12/1/42 | 8,638 | 10,870 | |||
Humana Inc. | 4.950% | 10/1/44 | 13,118 | 17,069 | |||
Humana Inc. | 4.800% | 3/15/47 | 4,200 | 5,427 | |||
Humana Inc. | 3.950% | 8/15/49 | 1,200 | 1,395 | |||
Kemper Corp. | 4.350% | 2/15/25 | 2,353 | 2,528 | |||
Lincoln National Corp. | 4.200% | 3/15/22 | 6,315 | 6,646 | |||
Lincoln National Corp. | 4.000% | 9/1/23 | 6,905 | 7,508 | |||
Lincoln National Corp. | 3.350% | 3/9/25 | 4,009 | 4,345 | |||
Lincoln National Corp. | 3.625% | 12/12/26 | 6,555 | 7,290 | |||
Lincoln National Corp. | 3.800% | 3/1/28 | 11,746 | 12,959 | |||
Lincoln National Corp. | 3.050% | 1/15/30 | 9,613 | 10,110 | |||
Lincoln National Corp. | 6.300% | 10/9/37 | 5,029 | 6,646 | |||
Lincoln National Corp. | 7.000% | 6/15/40 | 7,022 | 9,887 | |||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,221 | 1,355 | |||
Loews Corp. | 2.625% | 5/15/23 | 12,780 | 13,401 | |||
Loews Corp. | 3.750% | 4/1/26 | 110 | 123 | |||
Loews Corp. | 3.200% | 5/15/30 | 8,770 | 9,477 | |||
Loews Corp. | 6.000% | 2/1/35 | 2,143 | 2,897 | |||
Loews Corp. | 4.125% | 5/15/43 | 7,362 | 8,034 | |||
Manulife Financial Corp. | 4.150% | 3/4/26 | 11,946 | 14,018 | |||
4 | Manulife Financial Corp. | 4.061% | 2/24/32 | 10,262 | 10,822 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 9,557 | 12,603 | |||
Markel Corp. | 4.900% | 7/1/22 | 1,100 | 1,179 | |||
Markel Corp. | 3.500% | 11/1/27 | 6,945 | 7,411 | |||
Markel Corp. | 3.350% | 9/17/29 | 3,500 | 3,717 | |||
Markel Corp. | 5.000% | 4/5/46 | 5,653 | 6,977 | |||
Markel Corp. | 4.300% | 11/1/47 | 4,459 | 4,962 | |||
Markel Corp. | 5.000% | 5/20/49 | 3,185 | 3,987 | |||
Markel Corp. | 4.150% | 9/17/50 | 6,345 | 7,142 | |||
Marsh & McLennan Cos. Inc. | 4.800% | 7/15/21 | 2,849 | 2,947 | |||
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 10,540 | 10,882 | |||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 6,068 | 6,666 | |||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 22,350 | 24,724 | |||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 4,697 | 5,131 | |||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 12,023 | 13,256 | |||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 6,580 | 7,451 | |||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 5,900 | 7,076 | |||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 20,395 | 21,154 | |||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 2,939 | 4,090 | |||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 3,705 | 4,722 | |||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 6,419 | 8,002 | |||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 4,905 | 6,037 | |||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 13,080 | 17,748 | |||
Mercury General Corp. | 4.400% | 3/15/27 | 4,185 | 4,400 | |||
MetLife Inc. | 3.048% | 12/15/22 | 6,650 | 7,048 | |||
MetLife Inc. | 4.368% | 9/15/23 | 9,614 | 10,717 | |||
MetLife Inc. | 3.600% | 4/10/24 | 14,220 | 15,730 | |||
MetLife Inc. | 3.000% | 3/1/25 | 14,675 | 16,051 | |||
MetLife Inc. | 3.600% | 11/13/25 | 8,075 | 9,170 | |||
MetLife Inc. | 4.550% | 3/23/30 | 17,305 | 21,471 | |||
MetLife Inc. | 6.375% | 6/15/34 | 3,323 | 4,992 | |||
MetLife Inc. | 5.700% | 6/15/35 | 2,243 | 3,185 | |||
MetLife Inc. | 5.875% | 2/6/41 | 21,483 | 30,000 | |||
MetLife Inc. | 4.125% | 8/13/42 | 13,484 | 15,915 | |||
MetLife Inc. | 4.875% | 11/13/43 | 5,832 | 7,510 | |||
MetLife Inc. | 4.721% | 12/15/44 | 7,455 | 9,393 | |||
MetLife Inc. | 4.050% | 3/1/45 | 17,721 | 21,218 | |||
MetLife Inc. | 4.600% | 5/13/46 | 11,380 | 14,471 | |||
4 | MetLife Inc. | 6.400% | 12/15/66 | 13,810 | 16,417 | ||
4 | MetLife Inc. | 10.750% | 8/1/69 | 785 | 1,213 | ||
Munich Re America Corp. | 7.450% | 12/15/26 | 2,350 | 3,239 | |||
4 | Nationwide Financial Services Inc. | 6.750% | 5/15/87 | 1,199 | 1,367 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 6,830 | 7,409 |
51
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 5,893 | 6,319 | |||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 7,500 | 8,229 | |||
Primerica Inc. | 4.750% | 7/15/22 | 2,000 | 2,107 | |||
Principal Financial Group Inc. | 3.300% | 9/15/22 | 3,025 | 3,187 | |||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 4,161 | 4,400 | |||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 13,709 | 15,062 | |||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 9,502 | 10,338 | |||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 8,000 | 8,048 | |||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 2,193 | 2,666 | |||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 4,195 | 4,929 | |||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 14,706 | 17,190 | |||
Progressive Corp. | 3.750% | 8/23/21 | 10,283 | 10,673 | |||
Progressive Corp. | 2.450% | 1/15/27 | 5,860 | 6,203 | |||
Progressive Corp. | 4.000% | 3/1/29 | 7,805 | 9,274 | |||
Progressive Corp. | 6.625% | 3/1/29 | 4,820 | 6,572 | |||
Progressive Corp. | 3.200% | 3/26/30 | 4,837 | 5,483 | |||
Progressive Corp. | 6.250% | 12/1/32 | 425 | 614 | |||
Progressive Corp. | 4.350% | 4/25/44 | 3,660 | 4,662 | |||
Progressive Corp. | 4.125% | 4/15/47 | 8,785 | 11,099 | |||
Progressive Corp. | 4.200% | 3/15/48 | 4,750 | 6,114 | |||
Progressive Corp. | 3.950% | 3/26/50 | 10,535 | 13,222 | |||
Prudential Financial Inc. | 4.500% | 11/16/21 | 5,120 | 5,395 | |||
Prudential Financial Inc. | 3.500% | 5/15/24 | 10,182 | 11,247 | |||
Prudential Financial Inc. | 3.878% | 3/27/28 | 4,250 | 4,844 | |||
Prudential Financial Inc. | 2.100% | 3/10/30 | 1,871 | 1,901 | |||
Prudential Financial Inc. | 5.750% | 7/15/33 | 1,020 | 1,380 | |||
Prudential Financial Inc. | 5.700% | 12/14/36 | 14,888 | 20,188 | |||
Prudential Financial Inc. | 6.625% | 12/1/37 | 4,352 | 6,337 | |||
Prudential Financial Inc. | 3.000% | 3/10/40 | 6,000 | 6,081 | |||
Prudential Financial Inc. | 6.625% | 6/21/40 | 4,825 | 7,139 | |||
Prudential Financial Inc. | 6.200% | 11/15/40 | 3,325 | 4,583 | |||
4 | Prudential Financial Inc. | 5.875% | 9/15/42 | 12,470 | 13,249 | ||
4 | Prudential Financial Inc. | 5.625% | 6/15/43 | 11,514 | 12,234 | ||
Prudential Financial Inc. | 5.100% | 8/15/43 | 3,450 | 4,124 | |||
4 | Prudential Financial Inc. | 5.200% | 3/15/44 | 2,945 | 3,000 | ||
Prudential Financial Inc. | 4.600% | 5/15/44 | 5,440 | 6,558 | |||
4 | Prudential Financial Inc. | 5.375% | 5/15/45 | 14,780 | 15,371 | ||
4 | Prudential Financial Inc. | 4.500% | 9/15/47 | 8,147 | 8,228 | ||
Prudential Financial Inc. | 3.905% | 12/7/47 | 14,538 | 16,501 | |||
4 | Prudential Financial Inc. | 5.700% | 9/15/48 | 14,001 | 15,436 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 12,233 | 13,753 | |||
Prudential Financial Inc. | 4.350% | 2/25/50 | 9,100 | 10,840 | |||
Prudential Financial Inc. | 3.700% | 3/13/51 | 17,391 | 18,920 | |||
Prudential plc | 3.125% | 4/14/30 | 11,603 | 12,453 | |||
Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,475 | 3,843 | |||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 4,839 | 5,339 | |||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 11,870 | 12,889 | |||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 3,582 | 3,873 | |||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 4,200 | 4,482 | |||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,700 | 1,853 | |||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 2,900 | 3,272 | |||
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 3,250 | 3,440 | |||
Swiss Re Solutions Holding Corp. | 7.000% | 2/15/26 | 1,309 | 1,664 | |||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,488 | 6,717 | |||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 85 | 128 | |||
Travelers Cos. Inc. | 6.250% | 6/15/37 | 9,177 | 13,449 | |||
Travelers Cos. Inc. | 5.350% | 11/1/40 | 4,203 | 5,851 | |||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 15,660 | 20,383 | |||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 6,350 | 7,480 | |||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 10,110 | 12,358 | |||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 50 | 62 | |||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 4,800 | 6,021 | |||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 25,300 | 24,852 | |||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 715 | 1,054 |
52
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 6,125 | 6,971 | |||
UnitedHealth Group Inc. | 2.125% | 3/15/21 | 15,927 | 16,128 | |||
UnitedHealth Group Inc. | 3.375% | 11/15/21 | 2,550 | 2,630 | |||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 12,527 | 12,965 | |||
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 6,663 | 6,887 | |||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 19,483 | 20,579 | |||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 8,650 | 9,006 | |||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 11,780 | 12,368 | |||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 3,736 | 3,962 | |||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 8,250 | 8,954 | |||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 6,305 | 6,920 | |||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 5,350 | 5,690 | |||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 12,569 | 14,298 | |||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 5,050 | 5,782 | |||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 9,205 | 10,236 | |||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 7,982 | 9,115 | |||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 39,962 | 45,354 | |||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 13,338 | 14,880 | |||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 2,175 | 2,566 | |||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 7,926 | 9,445 | |||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 16,872 | 18,755 | |||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 15,500 | 16,211 | |||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 12,198 | 15,883 | |||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 5,119 | 7,259 | |||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 2,155 | 3,268 | |||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 11,125 | 16,970 | |||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 21,921 | 34,354 | |||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 21,940 | 25,418 | |||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 12,660 | 13,349 | |||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 1,271 | 1,851 | |||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 5,380 | 7,864 | |||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 10,159 | 13,137 | |||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 491 | 612 | |||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 17,091 | 20,474 | |||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 7,181 | 8,932 | |||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 17,737 | 23,890 | |||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 11,144 | 13,893 | |||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 14,235 | 18,037 | |||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 8,910 | 10,510 | |||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 16,575 | 21,101 | |||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 6,150 | 8,135 | |||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 14,785 | 17,529 | |||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 15,060 | 15,839 | |||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 7,305 | 8,876 | |||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 16,000 | 16,952 | |||
Unum Group | 4.000% | 3/15/24 | 3,845 | 4,075 | |||
Unum Group | 4.500% | 3/15/25 | 3,894 | 4,182 | |||
Unum Group | 3.875% | 11/5/25 | 175 | 182 | |||
Unum Group | 4.000% | 6/15/29 | 3,050 | 3,141 | |||
Unum Group | 5.750% | 8/15/42 | 5,473 | 5,783 | |||
Unum Group | 4.500% | 12/15/49 | 7,770 | 7,046 | |||
Voya Financial Inc. | 3.125% | 7/15/24 | 7,235 | 7,713 | |||
Voya Financial Inc. | 3.650% | 6/15/26 | 2,440 | 2,696 | |||
Voya Financial Inc. | 5.700% | 7/15/43 | 9,954 | 12,744 | |||
Voya Financial Inc. | 4.800% | 6/15/46 | 2,436 | 2,879 | |||
4 | Voya Financial Inc. | 4.700% | 1/23/48 | 4,157 | 3,949 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 7,150 | 7,730 | |||
Willis North America Inc. | 4.500% | 9/15/28 | 9,580 | 11,130 | |||
Willis North America Inc. | 2.950% | 9/15/29 | 8,225 | 8,687 | |||
Willis North America Inc. | 5.050% | 9/15/48 | 4,100 | 5,228 | |||
Willis North America Inc. | 3.875% | 9/15/49 | 29,170 | 32,109 | |||
WR Berkley Corp. | 4.625% | 3/15/22 | 3,800 | 4,027 | |||
WR Berkley Corp. | 4.750% | 8/1/44 | 4,088 | 4,784 | |||
XLIT Ltd. | 4.450% | 3/31/25 | 2,932 | 3,277 |
53
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
XLIT Ltd. | 5.250% | 12/15/43 | 7,000 | 9,459 | |||
XLIT Ltd. | 5.500% | 3/31/45 | 5,529 | 7,345 | |||
Other Finance (0.0%) | |||||||
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 2,050 | 2,144 | |||
ORIX Corp. | 2.900% | 7/18/22 | 2,850 | 2,953 | |||
ORIX Corp. | 4.050% | 1/16/24 | 100 | 109 | |||
ORIX Corp. | 3.250% | 12/4/24 | 3,725 | 4,014 | |||
ORIX Corp. | 3.700% | 7/18/27 | 9,650 | 10,724 | |||
Real Estate Investment Trusts (0.7%) | |||||||
Alexandria Real Estate Equities Inc. | 3.900% | 6/15/23 | 969 | 1,046 | |||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 5,479 | 6,045 | |||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 13,361 | 14,755 | |||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 500 | 576 | |||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 10,730 | 12,017 | |||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 4,077 | 4,566 | |||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 5,175 | 5,868 | |||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 3,530 | 4,252 | |||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 5,475 | 5,844 | |||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 6,675 | 8,156 | |||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 7,390 | 9,193 | |||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 9,650 | 10,760 | |||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 3,670 | 4,821 | |||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 6,950 | 8,391 | |||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 1,530 | 1,572 | |||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 4,683 | 4,898 | |||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 7,100 | 7,254 | |||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 5,086 | 5,219 | |||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 4,891 | 4,687 | |||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 3,400 | 3,565 | |||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 2,475 | 2,644 | |||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 7,930 | 8,839 | |||
AvalonBay Communities Inc. | 2.850% | 3/15/23 | 6,264 | 6,537 | |||
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 1,355 | 1,493 | |||
AvalonBay Communities Inc. | 3.500% | 11/15/24 | 3,325 | 3,657 | |||
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 6,595 | 7,343 | |||
AvalonBay Communities Inc. | 3.500% | 11/15/25 | 2,650 | 2,959 | |||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 3,217 | 3,482 | |||
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 1,625 | 1,762 | |||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 7,441 | 8,264 | |||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 6,390 | 7,063 | |||
AvalonBay Communities Inc. | 3.300% | 6/1/29 | 3,220 | 3,625 | |||
AvalonBay Communities Inc. | 2.300% | 3/1/30 | 5,009 | 5,255 | |||
AvalonBay Communities Inc. | 2.450% | 1/15/31 | 10,815 | 11,512 | |||
AvalonBay Communities Inc. | 3.900% | 10/15/46 | 4,045 | 4,906 | |||
AvalonBay Communities Inc. | 4.150% | 7/1/47 | 150 | 188 | |||
AvalonBay Communities Inc. | 4.350% | 4/15/48 | 3,475 | 4,466 | |||
Boston Properties LP | 3.850% | 2/1/23 | 8,198 | 8,749 | |||
Boston Properties LP | 3.125% | 9/1/23 | 5,240 | 5,548 | |||
Boston Properties LP | 3.800% | 2/1/24 | 4,785 | 5,178 | |||
Boston Properties LP | 3.200% | 1/15/25 | 9,638 | 10,345 | |||
Boston Properties LP | 3.650% | 2/1/26 | 7,381 | 8,166 | |||
Boston Properties LP | 2.750% | 10/1/26 | 7,574 | 8,087 | |||
Boston Properties LP | 4.500% | 12/1/28 | 250 | 300 | |||
Boston Properties LP | 3.400% | 6/21/29 | 4,100 | 4,518 | |||
Boston Properties LP | 2.900% | 3/15/30 | 5,855 | 6,108 | |||
Boston Properties LP | 3.250% | 1/30/31 | 27,150 | 29,157 | |||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 5,780 | 5,953 |
54
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 25,600 | 26,262 | |||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 4,425 | 4,518 | |||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 2,225 | 2,288 | |||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 21,567 | 22,285 | |||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 5,765 | 6,049 | |||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 2,675 | 2,727 | |||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 7,553 | 7,782 | |||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 5,704 | 5,799 | |||
Camden Property Trust | 2.950% | 12/15/22 | 4,900 | 5,100 | |||
Camden Property Trust | 4.100% | 10/15/28 | 5,425 | 6,374 | |||
Camden Property Trust | 3.150% | 7/1/29 | 9,200 | 10,239 | |||
Camden Property Trust | 2.800% | 5/15/30 | 10,590 | 11,421 | |||
Camden Property Trust | 3.350% | 11/1/49 | 2,343 | 2,523 | |||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 3,125 | 3,279 | |||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 13,175 | 13,470 | |||
Corporate Office Properties LP | 3.600% | 5/15/23 | 7,931 | 8,057 | |||
CubeSmart LP | 4.375% | 12/15/23 | 7,400 | 8,083 | |||
CubeSmart LP | 4.000% | 11/15/25 | 2,265 | 2,504 | |||
CubeSmart LP | 3.125% | 9/1/26 | 2,575 | 2,749 | |||
CubeSmart LP | 4.375% | 2/15/29 | 2,750 | 3,198 | |||
CubeSmart LP | 3.000% | 2/15/30 | 4,400 | 4,673 | |||
CyrusOne LP / CyrusOne Finance Corp. | 2.900% | 11/15/24 | 6,000 | 6,298 | |||
CyrusOne LP / CyrusOne Finance Corp. | 3.450% | 11/15/29 | 9,177 | 9,498 | |||
Digital Realty Trust LP | 3.950% | 7/1/22 | 12,000 | 12,675 | |||
Digital Realty Trust LP | 3.625% | 10/1/22 | 415 | 437 | |||
Digital Realty Trust LP | 2.750% | 2/1/23 | 2,750 | 2,866 | |||
Digital Realty Trust LP | 4.750% | 10/1/25 | 5,625 | 6,472 | |||
Digital Realty Trust LP | 3.700% | 8/15/27 | 9,185 | 10,451 | |||
Digital Realty Trust LP | 4.450% | 7/15/28 | 13,200 | 15,694 | |||
Digital Realty Trust LP | 3.600% | 7/1/29 | 23,000 | 26,163 | |||
Duke Realty LP | 3.625% | 4/15/23 | 748 | 795 | |||
Duke Realty LP | 3.750% | 12/1/24 | 3,405 | 3,765 | |||
Duke Realty LP | 3.250% | 6/30/26 | 6,184 | 6,750 | |||
Duke Realty LP | 3.375% | 12/15/27 | 5,964 | 6,648 | |||
Duke Realty LP | 4.000% | 9/15/28 | 2,500 | 2,901 | |||
Duke Realty LP | 2.875% | 11/15/29 | 1,390 | 1,508 | |||
Duke Realty LP | 1.750% | 7/1/30 | 5,000 | 4,963 | |||
Duke Realty LP | 3.050% | 3/1/50 | 5,600 | 5,822 | |||
EPR Properties | 5.250% | 7/15/23 | 1,575 | 1,543 | |||
EPR Properties | 4.500% | 4/1/25 | 7,025 | 6,643 | |||
EPR Properties | 4.750% | 12/15/26 | 4,000 | 3,819 | |||
EPR Properties | 4.500% | 6/1/27 | 150 | 139 | |||
EPR Properties | 4.950% | 4/15/28 | 6,600 | 6,293 | |||
EPR Properties | 3.750% | 8/15/29 | 8,000 | 6,964 | |||
ERP Operating LP | 4.625% | 12/15/21 | 6,986 | 7,309 | |||
ERP Operating LP | 3.000% | 4/15/23 | 2,603 | 2,732 | |||
ERP Operating LP | 3.375% | 6/1/25 | 1,120 | 1,227 | |||
ERP Operating LP | 2.850% | 11/1/26 | 5,575 | 6,061 | |||
ERP Operating LP | 3.250% | 8/1/27 | 3,676 | 4,074 | |||
ERP Operating LP | 3.500% | 3/1/28 | 12,806 | 14,444 | |||
ERP Operating LP | 4.150% | 12/1/28 | 4,580 | 5,423 | |||
ERP Operating LP | 3.000% | 7/1/29 | 5,450 | 6,022 | |||
ERP Operating LP | 2.500% | 2/15/30 | 7,075 | 7,515 | |||
ERP Operating LP | 4.500% | 7/1/44 | 8,725 | 11,294 | |||
ERP Operating LP | 4.500% | 6/1/45 | 1,375 | 1,773 | |||
ERP Operating LP | 4.000% | 8/1/47 | 4,001 | 4,947 | |||
Essex Portfolio LP | 5.200% | 3/15/21 | 5,525 | 5,597 | |||
Essex Portfolio LP | 3.250% | 5/1/23 | 3,808 | 4,012 | |||
Essex Portfolio LP | 3.500% | 4/1/25 | 15,300 | 16,669 | |||
Essex Portfolio LP | 3.375% | 4/15/26 | 6,450 | 7,006 | |||
Essex Portfolio LP | 4.000% | 3/1/29 | 7,670 | 8,910 | |||
Essex Portfolio LP | 3.000% | 1/15/30 | 9,385 | 10,151 | |||
Essex Portfolio LP | 2.650% | 3/15/32 | 4,500 | 4,771 | |||
Essex Portfolio LP | 4.500% | 3/15/48 | 7,290 | 9,233 |
55
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 5,237 | 5,333 | |||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 6,100 | 6,440 | |||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 6,035 | 6,242 | |||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 13,540 | 15,026 | |||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 4,067 | 4,278 | |||
Healthcare Trust of America Holdings LP | 3.700% | 4/15/23 | 1,500 | 1,569 | |||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 8,250 | 8,906 | |||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 5,877 | 6,213 | |||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 3,775 | 3,801 | |||
Healthpeak Properties Inc. | 3.150% | 8/1/22 | 6,915 | 7,251 | |||
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 500 | 546 | |||
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 3,950 | 4,321 | |||
Healthpeak Properties Inc. | 3.875% | 8/15/24 | 6,556 | 7,195 | |||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 5,176 | 5,594 | |||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 1,343 | 1,480 | |||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 8,366 | 9,135 | |||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 11,348 | 12,270 | |||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 12,200 | 12,670 | |||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 8,000 | 8,208 | |||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,745 | 2,468 | |||
Highwoods Realty LP | 3.625% | 1/15/23 | 100 | 104 | |||
Highwoods Realty LP | 3.875% | 3/1/27 | 6,679 | 7,088 | |||
Highwoods Realty LP | 4.125% | 3/15/28 | 2,943 | 3,154 | |||
Highwoods Realty LP | 4.200% | 4/15/29 | 4,181 | 4,517 | |||
Host Hotels & Resorts LP | 4.750% | 3/1/23 | 1,627 | 1,697 | |||
Host Hotels & Resorts LP | 3.750% | 10/15/23 | 6,400 | 6,537 | |||
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 4,850 | 4,979 | |||
Host Hotels & Resorts LP | 4.000% | 6/15/25 | 1,910 | 1,962 | |||
Host Hotels & Resorts LP | 4.500% | 2/1/26 | 150 | 155 | |||
Host Hotels & Resorts LP | 3.375% | 12/15/29 | 7,140 | 6,810 | |||
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 6,200 | 6,414 | |||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 2,360 | 2,551 | |||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 3,560 | 3,447 | |||
Kilroy Realty LP | 3.800% | 1/15/23 | 3,450 | 3,562 | |||
Kilroy Realty LP | 3.450% | 12/15/24 | 5,235 | 5,415 | |||
Kilroy Realty LP | 4.375% | 10/1/25 | 5,075 | 5,433 | |||
Kilroy Realty LP | 4.750% | 12/15/28 | 8,000 | 8,994 | |||
Kilroy Realty LP | 4.250% | 8/15/29 | 1,208 | 1,311 | |||
Kilroy Realty LP | 3.050% | 2/15/30 | 20,815 | 20,702 | |||
Kimco Realty Corp. | 3.400% | 11/1/22 | 4,334 | 4,501 | |||
Kimco Realty Corp. | 3.125% | 6/1/23 | 3,300 | 3,394 | |||
Kimco Realty Corp. | 2.700% | 3/1/24 | 690 | 702 | |||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,433 | 3,590 | |||
Kimco Realty Corp. | 2.800% | 10/1/26 | 4,565 | 4,629 | |||
Kimco Realty Corp. | 3.800% | 4/1/27 | 5,100 | 5,446 | |||
Kimco Realty Corp. | 4.125% | 12/1/46 | 635 | 622 | |||
Kimco Realty Corp. | 4.450% | 9/1/47 | 5,120 | 5,303 | |||
Kimco Realty Corp. | 3.700% | 10/1/49 | 850 | 782 | |||
Kite Realty Group LP | 4.000% | 10/1/26 | 10,700 | 9,958 | |||
Life Storage LP | 3.500% | 7/1/26 | 18,900 | 20,309 | |||
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 1,088 | |||
Life Storage LP | 4.000% | 6/15/29 | 2,500 | 2,731 | |||
Mid-America Apartments LP | 4.300% | 10/15/23 | 8,424 | 9,190 | |||
Mid-America Apartments LP | 3.750% | 6/15/24 | 4,505 | 4,857 | |||
Mid-America Apartments LP | 3.600% | 6/1/27 | 8,500 | 9,400 | |||
Mid-America Apartments LP | 4.200% | 6/15/28 | 1,000 | 1,153 | |||
Mid-America Apartments LP | 3.950% | 3/15/29 | 1,235 | 1,415 | |||
Mid-America Apartments LP | 2.750% | 3/15/30 | 12,505 | 13,215 | |||
National Retail Properties Inc. | 3.300% | 4/15/23 | 2,999 | 3,111 | |||
National Retail Properties Inc. | 3.900% | 6/15/24 | 3,875 | 4,115 | |||
National Retail Properties Inc. | 3.600% | 12/15/26 | 2,425 | 2,554 | |||
National Retail Properties Inc. | 3.500% | 10/15/27 | 13,000 | 13,584 | |||
National Retail Properties Inc. | 4.300% | 10/15/28 | 2,950 | 3,211 | |||
National Retail Properties Inc. | 2.500% | 4/15/30 | 7,575 | 7,242 |
56
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 2,550 | 2,763 | |||
National Retail Properties Inc. | 3.100% | 4/15/50 | 9,875 | 8,237 | |||
Office Properties Income Trust | 4.000% | 7/15/22 | 5,000 | 4,943 | |||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 22,615 | 23,373 | |||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,400 | 4,641 | |||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 5,003 | 5,128 | |||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 8,979 | 9,603 | |||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 7,250 | 7,572 | |||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 5,825 | 6,155 | |||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 7,963 | 7,763 | |||
Physicians Realty LP | 4.300% | 3/15/27 | 5,885 | 6,147 | |||
Physicians Realty LP | 3.950% | 1/15/28 | 5,750 | 5,860 | |||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 4,507 | 4,473 | |||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 5,595 | 5,691 | |||
Prologis LP | 4.250% | 8/15/23 | 6,060 | 6,705 | |||
Prologis LP | 3.750% | 11/1/25 | 2,750 | 3,159 | |||
Prologis LP | 3.250% | 10/1/26 | 2,375 | 2,653 | |||
Prologis LP | 2.125% | 4/15/27 | 6,117 | 6,433 | |||
Prologis LP | 3.875% | 9/15/28 | 3,925 | 4,618 | |||
Prologis LP | 4.375% | 2/1/29 | 2,076 | 2,558 | |||
Prologis LP | 2.250% | 4/15/30 | 8,390 | 8,807 | |||
Prologis LP | 4.375% | 9/15/48 | 4,475 | 5,985 | |||
Prologis LP | 3.000% | 4/15/50 | 8,285 | 8,684 | |||
Public Storage | 2.370% | 9/15/22 | 5,398 | 5,593 | |||
Public Storage | 3.094% | 9/15/27 | 4,650 | 5,207 | |||
Public Storage | 3.385% | 5/1/29 | 7,700 | 8,886 | |||
Realty Income Corp. | 3.250% | 10/15/22 | 7,045 | 7,379 | |||
Realty Income Corp. | 3.875% | 7/15/24 | 4,050 | 4,377 | |||
Realty Income Corp. | 3.875% | 4/15/25 | 10,114 | 11,236 | |||
Realty Income Corp. | 4.125% | 10/15/26 | 15,393 | 17,550 | |||
Realty Income Corp. | 3.000% | 1/15/27 | 7,452 | 7,880 | |||
Realty Income Corp. | 3.650% | 1/15/28 | 7,578 | 8,313 | |||
Realty Income Corp. | 3.250% | 6/15/29 | 9,815 | 10,586 | |||
Realty Income Corp. | 4.650% | 3/15/47 | 11,400 | 14,047 | |||
Regency Centers Corp. | 3.750% | 11/15/22 | 1,850 | 1,923 | |||
Regency Centers LP | 3.600% | 2/1/27 | 3,950 | 4,186 | |||
Regency Centers LP | 4.125% | 3/15/28 | 3,450 | 3,765 | |||
Regency Centers LP | 2.950% | 9/15/29 | 8,940 | 9,076 | |||
Regency Centers LP | 4.400% | 2/1/47 | 5,750 | 6,288 | |||
Regency Centers LP | 4.650% | 3/15/49 | 4,310 | 4,908 | |||
Sabra Health Care LP | 5.125% | 8/15/26 | 1,288 | 1,306 | |||
Sabra Health Care LP | 3.900% | 10/15/29 | 9,280 | 8,487 | |||
Sabra Health Care LP / Sabra Capital Corp. | 4.800% | 6/1/24 | 1,300 | 1,307 | |||
Select Income REIT | 4.150% | 2/1/22 | 4,050 | 4,024 | |||
Select Income REIT | 4.250% | 5/15/24 | 375 | 366 | |||
Select Income REIT | 4.500% | 2/1/25 | 9,900 | 9,486 | |||
Simon Property Group LP | 2.500% | 7/15/21 | 6,915 | 6,987 | |||
Simon Property Group LP | 2.350% | 1/30/22 | 7,536 | 7,676 | |||
Simon Property Group LP | 2.625% | 6/15/22 | 8,250 | 8,474 | |||
Simon Property Group LP | 2.750% | 2/1/23 | 7,990 | 8,302 | |||
Simon Property Group LP | 2.750% | 6/1/23 | 9,664 | 10,068 | |||
Simon Property Group LP | 3.750% | 2/1/24 | 6,408 | 6,846 | |||
Simon Property Group LP | 2.000% | 9/13/24 | 9,860 | 10,042 | |||
Simon Property Group LP | 3.375% | 10/1/24 | 1,851 | 1,986 | |||
Simon Property Group LP | 3.500% | 9/1/25 | 3,990 | 4,310 | |||
Simon Property Group LP | 3.300% | 1/15/26 | 4,324 | 4,570 | |||
Simon Property Group LP | 3.250% | 11/30/26 | 5,776 | 6,229 | |||
Simon Property Group LP | 3.375% | 6/15/27 | 12,613 | 13,298 | |||
Simon Property Group LP | 3.375% | 12/1/27 | 9,425 | 9,962 | |||
Simon Property Group LP | 2.450% | 9/13/29 | 14,190 | 14,064 | |||
Simon Property Group LP | 6.750% | 2/1/40 | 12,028 | 16,870 | |||
Simon Property Group LP | 4.750% | 3/15/42 | 2,521 | 2,880 | |||
Simon Property Group LP | 4.250% | 10/1/44 | 1,010 | 1,078 | |||
Simon Property Group LP | 4.250% | 11/30/46 | 6,350 | 6,864 |
57
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Simon Property Group LP | 3.250% | 9/13/49 | 8,550 | 8,081 | |||
SITE Centers Corp. | 3.900% | 8/15/24 | 1,000 | 982 | |||
SITE Centers Corp. | 3.625% | 2/1/25 | 7,519 | 7,576 | |||
SITE Centers Corp. | 4.250% | 2/1/26 | 2,940 | 2,963 | |||
SITE Centers Corp. | 4.700% | 6/1/27 | 9,390 | 9,576 | |||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 5,250 | 5,216 | |||
SL Green Realty Corp. | 4.500% | 12/1/22 | 715 | 728 | |||
Spirit Realty LP | 4.450% | 9/15/26 | 744 | 770 | |||
Spirit Realty LP | 3.200% | 1/15/27 | 2,825 | 2,655 | |||
Spirit Realty LP | 4.000% | 7/15/29 | 3,400 | 3,304 | |||
Spirit Realty LP | 3.400% | 1/15/30 | 4,470 | 4,192 | |||
STORE Capital Corp. | 4.500% | 3/15/28 | 4,800 | 4,852 | |||
STORE Capital Corp. | 4.625% | 3/15/29 | 3,850 | 3,920 | |||
Tanger Properties LP | 3.750% | 12/1/24 | 1,325 | 1,283 | |||
Tanger Properties LP | 3.125% | 9/1/26 | 6,100 | 5,592 | |||
Tanger Properties LP | 3.875% | 7/15/27 | 3,300 | 3,044 | |||
UDR Inc. | 2.950% | 9/1/26 | 8,830 | 9,305 | |||
UDR Inc. | 3.500% | 7/1/27 | 3,150 | 3,433 | |||
UDR Inc. | 3.500% | 1/15/28 | 6,670 | 7,277 | |||
UDR Inc. | 3.200% | 1/15/30 | 2,500 | 2,699 | |||
UDR Inc. | 3.000% | 8/15/31 | 4,858 | 5,175 | |||
UDR Inc. | 3.100% | 11/1/34 | 6,525 | 6,965 | |||
Ventas Realty LP | 3.100% | 1/15/23 | 8,564 | 8,735 | |||
Ventas Realty LP | 3.125% | 6/15/23 | 7,810 | 8,014 | |||
Ventas Realty LP | 3.500% | 4/15/24 | 3,225 | 3,345 | |||
Ventas Realty LP | 3.750% | 5/1/24 | 2,300 | 2,400 | |||
Ventas Realty LP | 2.650% | 1/15/25 | 8,312 | 8,037 | |||
Ventas Realty LP | 3.500% | 2/1/25 | 4,050 | 4,189 | |||
Ventas Realty LP | 4.125% | 1/15/26 | 1,165 | 1,250 | |||
Ventas Realty LP | 3.250% | 10/15/26 | 1,050 | 1,087 | |||
Ventas Realty LP | 3.850% | 4/1/27 | 4,075 | 4,321 | |||
Ventas Realty LP | 4.000% | 3/1/28 | 13,830 | 14,548 | |||
Ventas Realty LP | 4.400% | 1/15/29 | 6,325 | 6,902 | |||
Ventas Realty LP | 3.000% | 1/15/30 | 5,450 | 5,396 | |||
Ventas Realty LP | 4.750% | 11/15/30 | 6,340 | 7,135 | |||
Ventas Realty LP | 5.700% | 9/30/43 | 3,775 | 4,341 | |||
Ventas Realty LP | 4.375% | 2/1/45 | 7,530 | 7,684 | |||
Ventas Realty LP | 4.875% | 4/15/49 | 3,185 | 3,497 | |||
Ventas Realty LP / Ventas Capital Corp. | 3.250% | 8/15/22 | 10,703 | 10,955 | |||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 6,060 | 6,433 | |||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 5,000 | 5,411 | |||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 4,820 | 5,243 | |||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 18,828 | 19,060 | |||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 6,750 | 6,516 | |||
Vornado Realty LP | 3.500% | 1/15/25 | 4,400 | 4,309 | |||
Washington REIT | 3.950% | 10/15/22 | 2,300 | 2,345 | |||
Weingarten Realty Investors | 3.375% | 10/15/22 | 1,275 | 1,305 | |||
Weingarten Realty Investors | 3.500% | 4/15/23 | 5,250 | 5,387 | |||
Weingarten Realty Investors | 4.450% | 1/15/24 | 1,175 | 1,244 | |||
Weingarten Realty Investors | 3.850% | 6/1/25 | 600 | 619 | |||
Welltower Inc. | 3.750% | 3/15/23 | 7,640 | 8,050 | |||
Welltower Inc. | 3.950% | 9/1/23 | 6,025 | 6,481 | |||
Welltower Inc. | 4.500% | 1/15/24 | 1,325 | 1,447 | |||
Welltower Inc. | 3.625% | 3/15/24 | 9,837 | 10,484 | |||
Welltower Inc. | 4.000% | 6/1/25 | 14,955 | 16,463 | |||
Welltower Inc. | 4.250% | 4/1/26 | 7,474 | 8,346 | |||
Welltower Inc. | 2.700% | 2/15/27 | 7,650 | 7,811 | |||
Welltower Inc. | 4.250% | 4/15/28 | 2,075 | 2,317 | |||
Welltower Inc. | 4.125% | 3/15/29 | 14,550 | 16,252 | |||
Welltower Inc. | 3.100% | 1/15/30 | 10,905 | 11,301 | |||
Welltower Inc. | 2.750% | 1/15/31 | 5,650 | 5,592 | |||
Welltower Inc. | 6.500% | 3/15/41 | 5,472 | 7,027 | |||
Welltower Inc. | 5.125% | 3/15/43 | 1,260 | 1,405 | |||
Welltower Inc. | 4.950% | 9/1/48 | 6,165 | 7,075 |
58
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
WP Carey Inc. | 4.600% | 4/1/24 | 8,701 | 9,274 | |||
WP Carey Inc. | 4.000% | 2/1/25 | 1,800 | 1,885 | |||
WP Carey Inc. | 4.250% | 10/1/26 | 3,500 | 3,771 | |||
WP Carey Inc. | 3.850% | 7/15/29 | 3,845 | 4,000 | |||
24,323,863 | |||||||
Industrial (17.8%) | |||||||
Basic Industry (0.8%) | |||||||
Air Products & Chemicals Inc. | 3.000% | 11/3/21 | 4,625 | 4,773 | |||
Air Products & Chemicals Inc. | 2.750% | 2/3/23 | 7,144 | 7,514 | |||
Air Products & Chemicals Inc. | 3.350% | 7/31/24 | 9,900 | 10,857 | |||
Air Products & Chemicals Inc. | 1.850% | 5/15/27 | 8,733 | 9,133 | |||
Air Products & Chemicals Inc. | 2.050% | 5/15/30 | 15,553 | 16,327 | |||
Air Products & Chemicals Inc. | 2.700% | 5/15/40 | 10,200 | 10,784 | |||
Air Products & Chemicals Inc. | 2.800% | 5/15/50 | 11,500 | 12,175 | |||
Airgas Inc. | 3.650% | 7/15/24 | 9,125 | 10,011 | |||
Albemarle Corp. | 4.150% | 12/1/24 | 5,965 | 6,398 | |||
Albemarle Corp. | 5.450% | 12/1/44 | 7,410 | 7,795 | |||
6 | Albemarle Wodgina Pty Ltd. | 3.450% | 11/15/29 | 2,200 | 2,111 | ||
ArcelorMittal | 4.550% | 3/11/26 | 3,859 | 3,898 | |||
Barrick Gold Corp. | 6.450% | 10/15/35 | 2,275 | 3,088 | |||
Barrick Gold Corp. | 5.250% | 4/1/42 | 8,997 | 11,749 | |||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 12,227 | 16,288 | |||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 10,694 | 14,953 | |||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 17,333 | 23,061 | |||
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 12,408 | 12,862 | |||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 2,496 | 2,732 | |||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 100 | 126 | |||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 12,766 | 15,799 | |||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 34,364 | 47,158 | |||
Braskem Finance Ltd. | 6.450% | 2/3/24 | 1,110 | 1,211 | |||
Cabot Corp. | 3.700% | 7/15/22 | 1,765 | 1,840 | |||
Cabot Corp. | 4.000% | 7/1/29 | 4,888 | 5,002 | |||
Celanese US Holdings LLC | 4.625% | 11/15/22 | 490 | 520 | |||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 2,750 | 2,903 | |||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 1,775 | 1,877 | |||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 4,950 | 5,066 | |||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 11,600 | 11,991 | |||
Dow Chemical Co. | 3.150% | 5/15/24 | 8,165 | 8,701 | |||
Dow Chemical Co. | 3.500% | 10/1/24 | 10,986 | 11,872 | |||
Dow Chemical Co. | 4.550% | 11/30/25 | 12,725 | 14,532 | |||
Dow Chemical Co. | 3.625% | 5/15/26 | 4,350 | 4,786 | |||
Dow Chemical Co. | 4.800% | 11/30/28 | 3,350 | 4,015 | |||
Dow Chemical Co. | 7.375% | 11/1/29 | 4,731 | 6,712 | |||
Dow Chemical Co. | 4.250% | 10/1/34 | 15,426 | 17,219 | |||
Dow Chemical Co. | 9.400% | 5/15/39 | 17,107 | 28,596 | |||
Dow Chemical Co. | 5.250% | 11/15/41 | 11,091 | 13,664 | |||
Dow Chemical Co. | 4.375% | 11/15/42 | 11,848 | 13,129 | |||
Dow Chemical Co. | 4.625% | 10/1/44 | 4,765 | 5,517 | |||
Dow Chemical Co. | 5.550% | 11/30/48 | 12,695 | 16,570 | |||
Dow Chemical Co. | 4.800% | 5/15/49 | 8,409 | 10,027 | |||
DuPont de Nemours Inc. | 2.169% | 5/1/23 | 10,000 | 10,187 | |||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 32,179 | 35,286 | |||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 25,685 | 29,570 | |||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 24,275 | 29,175 | |||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 18,072 | 22,787 | |||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 25,930 | 34,327 | |||
Eastman Chemical Co. | 3.500% | 12/1/21 | 7,640 | 7,884 | |||
Eastman Chemical Co. | 3.600% | 8/15/22 | 8,214 | 8,597 | |||
Eastman Chemical Co. | 3.800% | 3/15/25 | 5,463 | 5,930 | |||
Eastman Chemical Co. | 4.500% | 12/1/28 | 100 | 115 | |||
Eastman Chemical Co. | 4.800% | 9/1/42 | 8,487 | 9,679 | |||
Eastman Chemical Co. | 4.650% | 10/15/44 | 7,400 | 8,500 | |||
Ecolab Inc. | 4.350% | 12/8/21 | 7,539 | 7,967 |
59
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Ecolab Inc. | 2.375% | 8/10/22 | 11,995 | 12,462 | |||
Ecolab Inc. | 3.250% | 1/14/23 | 5,615 | 5,954 | |||
Ecolab Inc. | 2.700% | 11/1/26 | 2,451 | 2,714 | |||
Ecolab Inc. | 3.250% | 12/1/27 | 4,375 | 4,920 | |||
Ecolab Inc. | 4.800% | 3/24/30 | 9,603 | 12,148 | |||
Ecolab Inc. | 5.500% | 12/8/41 | 1,833 | 2,635 | |||
Ecolab Inc. | 3.950% | 12/1/47 | 12,675 | 15,809 | |||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 6,400 | 6,608 | |||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 5,050 | 5,249 | |||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 9,440 | 10,101 | |||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 5,995 | 6,165 | |||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 7,700 | 8,287 | |||
FMC Corp. | 3.950% | 2/1/22 | 1,795 | 1,860 | |||
FMC Corp. | 4.100% | 2/1/24 | 11,210 | 12,104 | |||
FMC Corp. | 3.200% | 10/1/26 | 2,575 | 2,775 | |||
FMC Corp. | 3.450% | 10/1/29 | 6,850 | 7,462 | |||
FMC Corp. | 4.500% | 10/1/49 | 4,350 | 5,162 | |||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 6,204 | 7,636 | |||
6 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 5,000 | 5,158 | ||
Georgia-Pacific LLC | 7.375% | 12/1/25 | 5,750 | 7,532 | |||
Georgia-Pacific LLC | 7.750% | 11/15/29 | 3,819 | 5,618 | |||
6 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 3,750 | 3,906 | ||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 5,140 | 8,199 | |||
Huntsman International LLC | 5.125% | 11/15/22 | 1,000 | 1,059 | |||
Huntsman International LLC | 4.500% | 5/1/29 | 6,800 | 7,151 | |||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 2,160 | 2,244 | |||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,750 | 3,125 | |||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 5,000 | 5,357 | |||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 5,294 | 6,183 | |||
International Paper Co. | 7.500% | 8/15/21 | 4,708 | 5,047 | |||
International Paper Co. | 3.650% | 6/15/24 | 9,198 | 10,151 | |||
International Paper Co. | 3.800% | 1/15/26 | 1,940 | 2,184 | |||
International Paper Co. | 3.000% | 2/15/27 | 18,564 | 19,986 | |||
International Paper Co. | 5.000% | 9/15/35 | 4,610 | 5,738 | |||
International Paper Co. | 7.300% | 11/15/39 | 7,210 | 10,126 | |||
International Paper Co. | 6.000% | 11/15/41 | 2,110 | 2,754 | |||
International Paper Co. | 4.800% | 6/15/44 | 17,621 | 20,961 | |||
International Paper Co. | 5.150% | 5/15/46 | 11,397 | 14,196 | |||
International Paper Co. | 4.400% | 8/15/47 | 13,184 | 15,391 | |||
International Paper Co. | 4.350% | 8/15/48 | 11,140 | 13,082 | |||
Kinross Gold Corp. | 5.125% | 9/1/21 | 565 | 579 | |||
Kinross Gold Corp. | 5.950% | 3/15/24 | 4,157 | 4,682 | |||
Lubrizol Corp. | 6.500% | 10/1/34 | 5,400 | 8,483 | |||
LYB International Finance BV | 4.000% | 7/15/23 | 4,482 | 4,856 | |||
LYB International Finance BV | 5.250% | 7/15/43 | 2,372 | 2,850 | |||
LYB International Finance BV | 4.875% | 3/15/44 | 5,000 | 5,847 | |||
LYB International Finance II BV | 3.500% | 3/2/27 | 11,785 | 12,808 | |||
LYB International Finance III LLC | 2.875% | 5/1/25 | 5,028 | 5,349 | |||
LYB International Finance III LLC | 3.375% | 5/1/30 | 10,177 | 10,841 | |||
LYB International Finance III LLC | 4.200% | 10/15/49 | 5,420 | 5,806 | |||
LYB International Finance III LLC | 4.200% | 5/1/50 | 22,705 | 24,378 | |||
LyondellBasell Industries NV | 6.000% | 11/15/21 | 20,000 | 21,123 | |||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 8,305 | 9,534 | |||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 13,012 | 14,463 | |||
Mosaic Co. | 3.750% | 11/15/21 | 10,685 | 10,946 | |||
Mosaic Co. | 3.250% | 11/15/22 | 10,690 | 10,942 | |||
Mosaic Co. | 4.250% | 11/15/23 | 19,724 | 20,676 | |||
Mosaic Co. | 4.050% | 11/15/27 | 6,938 | 7,391 | |||
Mosaic Co. | 5.450% | 11/15/33 | 6,217 | 6,551 | |||
Mosaic Co. | 4.875% | 11/15/41 | 5,343 | 5,337 | |||
Mosaic Co. | 5.625% | 11/15/43 | 3,261 | 3,517 | |||
Newmont Corp. | 3.625% | 6/9/21 | 2,715 | 2,771 | |||
Newmont Corp. | 3.700% | 3/15/23 | 1,479 | 1,536 | |||
Newmont Corp. | 2.800% | 10/1/29 | 6,615 | 6,961 |
60
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Newmont Corp. | 2.250% | 10/1/30 | 10,975 | 11,118 | |||
Newmont Corp. | 5.875% | 4/1/35 | 2,605 | 3,609 | |||
Newmont Corp. | 6.250% | 10/1/39 | 14,384 | 20,151 | |||
Newmont Corp. | 4.875% | 3/15/42 | 10,058 | 12,878 | |||
Newmont Corp. | 5.450% | 6/9/44 | 8,948 | 11,891 | |||
Nucor Corp. | 4.125% | 9/15/22 | 1,692 | 1,801 | |||
Nucor Corp. | 4.000% | 8/1/23 | 9,128 | 9,947 | |||
Nucor Corp. | 2.000% | 6/1/25 | 2,500 | 2,592 | |||
Nucor Corp. | 3.950% | 5/1/28 | 451 | 516 | |||
Nucor Corp. | 2.700% | 6/1/30 | 3,000 | 3,146 | |||
Nucor Corp. | 6.400% | 12/1/37 | 12,935 | 17,938 | |||
Nucor Corp. | 5.200% | 8/1/43 | 14,900 | 19,153 | |||
Nucor Corp. | 4.400% | 5/1/48 | 7,350 | 8,827 | |||
Nutrien Ltd. | 3.150% | 10/1/22 | 3,571 | 3,717 | |||
Nutrien Ltd. | 1.900% | 5/13/23 | 2,500 | 2,572 | |||
Nutrien Ltd. | 3.500% | 6/1/23 | 15,735 | 16,752 | |||
Nutrien Ltd. | 3.625% | 3/15/24 | 5,525 | 5,972 | |||
Nutrien Ltd. | 3.375% | 3/15/25 | 7,365 | 8,003 | |||
Nutrien Ltd. | 3.000% | 4/1/25 | 9,096 | 9,704 | |||
Nutrien Ltd. | 4.000% | 12/15/26 | 5,100 | 5,765 | |||
Nutrien Ltd. | 4.200% | 4/1/29 | 3,625 | 4,182 | |||
Nutrien Ltd. | 2.950% | 5/13/30 | 5,000 | 5,282 | |||
Nutrien Ltd. | 4.125% | 3/15/35 | 6,550 | 7,330 | |||
Nutrien Ltd. | 5.875% | 12/1/36 | 825 | 1,007 | |||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,663 | 5,683 | |||
Nutrien Ltd. | 6.125% | 1/15/41 | 7,281 | 9,310 | |||
Nutrien Ltd. | 4.900% | 6/1/43 | 5,075 | 5,949 | |||
Nutrien Ltd. | 5.250% | 1/15/45 | 20,846 | 25,723 | |||
Nutrien Ltd. | 5.000% | 4/1/49 | 6,870 | 8,789 | |||
Packaging Corp. of America | 4.500% | 11/1/23 | 18,907 | 20,879 | |||
Packaging Corp. of America | 3.650% | 9/15/24 | 5,482 | 5,986 | |||
Packaging Corp. of America | 3.400% | 12/15/27 | 4,350 | 4,779 | |||
Packaging Corp. of America | 3.000% | 12/15/29 | 7,200 | 7,793 | |||
Packaging Corp. of America | 4.050% | 12/15/49 | 2,595 | 3,094 | |||
PPG Industries Inc. | 3.200% | 3/15/23 | 667 | 703 | |||
PPG Industries Inc. | 2.400% | 8/15/24 | 14,600 | 15,474 | |||
PPG Industries Inc. | 2.550% | 6/15/30 | 6,000 | 6,203 | |||
Praxair Inc. | 3.000% | 9/1/21 | 5,795 | 5,958 | |||
Praxair Inc. | 2.450% | 2/15/22 | 20,515 | 21,046 | |||
Praxair Inc. | 2.200% | 8/15/22 | 5,969 | 6,152 | |||
Praxair Inc. | 2.700% | 2/21/23 | 3,200 | 3,348 | |||
Praxair Inc. | 2.650% | 2/5/25 | 9,425 | 10,086 | |||
Praxair Inc. | 3.200% | 1/30/26 | 6,800 | 7,541 | |||
Praxair Inc. | 3.550% | 11/7/42 | 2,570 | 2,877 | |||
Rayonier Inc. | 3.750% | 4/1/22 | 2,875 | 2,867 | |||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 5,810 | 6,222 | |||
Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | 725 | 1,049 | |||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 9,224 | 13,179 | |||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 19,665 | 22,280 | |||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 7,509 | 10,486 | |||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 13,866 | 19,212 | |||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 7,893 | 10,520 | |||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 9,425 | 11,775 | |||
Rohm & Haas Co. | 7.850% | 7/15/29 | 7,890 | 11,210 | |||
RPM International Inc. | 3.450% | 11/15/22 | 4,560 | 4,672 | |||
RPM International Inc. | 3.750% | 3/15/27 | 5,834 | 6,155 | |||
RPM International Inc. | 4.550% | 3/1/29 | 4,361 | 4,866 | |||
RPM International Inc. | 5.250% | 6/1/45 | 3,942 | 4,559 | |||
RPM International Inc. | 4.250% | 1/15/48 | 9,455 | 9,448 | |||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 1,875 | 1,950 | |||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 872 | 891 | |||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 18,829 | 20,260 | |||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 9,914 | 10,937 | |||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 8,650 | 9,716 |
61
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 17,407 | 19,488 | |||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 30,490 | 32,686 | |||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 300 | 306 | |||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 2,200 | 2,345 | |||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 4,134 | 4,853 | |||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 5,888 | 7,146 | |||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 12,853 | 14,155 | |||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 12,750 | 12,938 | |||
Southern Copper Corp. | 3.500% | 11/8/22 | 8,080 | 8,463 | |||
Southern Copper Corp. | 3.875% | 4/23/25 | 2,354 | 2,547 | |||
Southern Copper Corp. | 7.500% | 7/27/35 | 6,394 | 8,928 | |||
Southern Copper Corp. | 6.750% | 4/16/40 | 2,712 | 3,656 | |||
Southern Copper Corp. | 5.250% | 11/8/42 | 16,685 | 19,673 | |||
Southern Copper Corp. | 5.875% | 4/23/45 | 32,415 | 41,586 | |||
Steel Dynamics Inc. | 5.500% | 10/1/24 | 800 | 822 | |||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 3,350 | 3,492 | |||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 1,400 | 1,440 | |||
Steel Dynamics Inc. | 4.125% | 9/15/25 | 1,050 | 1,071 | |||
Steel Dynamics Inc. | 5.000% | 12/15/26 | 550 | 581 | |||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 9,250 | 9,689 | |||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 5,184 | 5,268 | |||
Suzano Austria GmbH | 6.000% | 1/15/29 | 25,844 | 27,917 | |||
Suzano Austria GmbH | 5.000% | 1/15/30 | 8,550 | 8,680 | |||
6 | Teck Resources Ltd. | 3.900% | 7/15/30 | 1,700 | 1,699 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 9,250 | 10,547 | |||
Teck Resources Ltd. | 6.000% | 8/15/40 | 6,920 | 7,264 | |||
Teck Resources Ltd. | 6.250% | 7/15/41 | 14,880 | 16,153 | |||
Vale Canada Ltd. | 7.200% | 9/15/32 | 1,475 | 1,818 | |||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 13,550 | 15,921 | |||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 4,237 | 5,948 | |||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 25,921 | 33,892 | |||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 15,694 | 20,461 | |||
Vale SA | 5.625% | 9/11/42 | 8,278 | 9,561 | |||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 14,020 | 14,792 | |||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 16,253 | 17,163 | |||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 950 | 917 | |||
WestRock MWV LLC | 8.200% | 1/15/30 | 7,226 | 10,218 | |||
WestRock MWV LLC | 7.950% | 2/15/31 | 3,717 | 5,175 | |||
WestRock RKT Co. | 4.900% | 3/1/22 | 3,690 | 3,931 | |||
Weyerhaeuser Co. | 3.250% | 3/15/23 | 150 | 157 | |||
Weyerhaeuser Co. | 4.625% | 9/15/23 | 5,815 | 6,488 | |||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 2,934 | 3,691 | |||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 10,350 | 11,688 | |||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 8,850 | 9,950 | |||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 9,875 | 13,534 | |||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 3,275 | 4,198 | |||
WRKCo Inc. | 3.000% | 9/15/24 | 4,940 | 5,258 | |||
WRKCo Inc. | 3.750% | 3/15/25 | 12,915 | 14,333 | |||
WRKCo Inc. | 4.650% | 3/15/26 | 7,500 | 8,694 | |||
WRKCo Inc. | 3.375% | 9/15/27 | 11,825 | 12,686 | |||
WRKCo Inc. | 4.000% | 3/15/28 | 8,737 | 9,717 | |||
WRKCo Inc. | 3.900% | 6/1/28 | 3,706 | 4,101 | |||
WRKCo Inc. | 4.900% | 3/15/29 | 15,580 | 18,571 | |||
WRKCO Inc. | 4.200% | 6/1/32 | 3,000 | 3,492 | |||
WRKCo Inc. | 3.000% | 6/15/33 | 4,500 | 4,658 | |||
Yamana Gold Inc. | 4.625% | 12/15/27 | 3,800 | 4,015 | |||
Capital Goods (1.6%) | |||||||
3M Co. | 3.000% | 9/14/21 | 339 | 348 | |||
3M Co. | 1.625% | 9/19/21 | 2,650 | 2,686 | |||
3M Co. | 2.750% | 3/1/22 | 7,335 | 7,611 | |||
3M Co. | 2.000% | 6/26/22 | 1,600 | 1,652 | |||
3M Co. | 1.750% | 2/14/23 | 8,293 | 8,571 | |||
3M Co. | 2.250% | 3/15/23 | 5,442 | 5,682 |
62
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
3M Co. | 3.250% | 2/14/24 | 4,675 | 5,092 | |||
3M Co. | 2.000% | 2/14/25 | 9,450 | 9,940 | |||
3M Co. | 2.650% | 4/15/25 | 6,025 | 6,522 | |||
3M Co. | 3.000% | 8/7/25 | 7,880 | 8,706 | |||
3M Co. | 2.250% | 9/19/26 | 11,405 | 12,292 | |||
3M Co. | 2.875% | 10/15/27 | 12,110 | 13,467 | |||
3M Co. | 3.625% | 9/14/28 | 1,000 | 1,162 | |||
3M Co. | 3.375% | 3/1/29 | 11,400 | 13,132 | |||
3M Co. | 2.375% | 8/26/29 | 11,200 | 12,067 | |||
3M Co. | 3.050% | 4/15/30 | 7,265 | 8,220 | |||
3M Co. | 3.875% | 6/15/44 | 1,351 | 1,628 | |||
3M Co. | 3.125% | 9/19/46 | 6,455 | 6,965 | |||
3M Co. | 3.625% | 10/15/47 | 8,425 | 9,720 | |||
3M Co. | 4.000% | 9/14/48 | 13,950 | 17,275 | |||
3M Co. | 3.250% | 8/26/49 | 6,709 | 7,367 | |||
3M Co. | 3.700% | 4/15/50 | 13,275 | 15,785 | |||
ABB Finance USA Inc. | 2.875% | 5/8/22 | 3,668 | 3,805 | |||
ABB Finance USA Inc. | 3.375% | 4/3/23 | 780 | 827 | |||
ABB Finance USA Inc. | 3.800% | 4/3/28 | 10,871 | 12,628 | |||
ABB Finance USA Inc. | 4.375% | 5/8/42 | 9,108 | 11,466 | |||
Allegion plc | 3.500% | 10/1/29 | 5,135 | 5,361 | |||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 1,600 | 1,626 | |||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 5,119 | 5,384 | |||
Amphenol Corp. | 3.200% | 4/1/24 | 4,150 | 4,444 | |||
Amphenol Corp. | 2.050% | 3/1/25 | 2,500 | 2,602 | |||
Amphenol Corp. | 4.350% | 6/1/29 | 1,000 | 1,184 | |||
Amphenol Corp. | 2.800% | 2/15/30 | 15,350 | 16,318 | |||
Avery Dennison Corp. | 4.875% | 12/6/28 | 5,315 | 6,373 | |||
Avery Dennison Corp. | 2.650% | 4/30/30 | 11,869 | 12,119 | |||
Bemis Co. Inc. | 3.100% | 9/15/26 | 3,803 | 4,005 | |||
Bemis Co. Inc. | 2.630% | 6/19/30 | 6,500 | 6,619 | |||
Boeing Co. | 2.300% | 8/1/21 | 5,120 | 5,166 | |||
Boeing Co. | 8.750% | 8/15/21 | 1,285 | 1,390 | |||
Boeing Co. | 2.350% | 10/30/21 | 10,095 | 10,250 | |||
Boeing Co. | 2.125% | 3/1/22 | 4,012 | 4,028 | |||
Boeing Co. | 2.700% | 5/1/22 | 5,450 | 5,524 | |||
Boeing Co. | 2.800% | 3/1/23 | 8,410 | 8,561 | |||
Boeing Co. | 4.508% | 5/1/23 | 26,215 | 27,693 | |||
Boeing Co. | 1.875% | 6/15/23 | 12,477 | 12,479 | |||
Boeing Co. | 2.800% | 3/1/24 | 2,100 | 2,140 | |||
Boeing Co. | 2.850% | 10/30/24 | 6,983 | 7,040 | |||
Boeing Co. | 2.500% | 3/1/25 | 2,831 | 2,830 | |||
Boeing Co. | 4.875% | 5/1/25 | 39,470 | 43,019 | |||
Boeing Co. | 7.250% | 6/15/25 | 675 | 796 | |||
Boeing Co. | 2.600% | 10/30/25 | 3,050 | 3,049 | |||
Boeing Co. | 3.100% | 5/1/26 | 7,750 | 7,881 | |||
Boeing Co. | 2.250% | 6/15/26 | 2,854 | 2,794 | |||
Boeing Co. | 2.700% | 2/1/27 | 8,440 | 8,225 | |||
Boeing Co. | 2.800% | 3/1/27 | 5,250 | 5,116 | |||
Boeing Co. | 5.040% | 5/1/27 | 27,875 | 30,738 | |||
Boeing Co. | 3.250% | 3/1/28 | 4,780 | 4,762 | |||
Boeing Co. | 3.450% | 11/1/28 | 3,925 | 3,825 | |||
Boeing Co. | 3.200% | 3/1/29 | 10,475 | 10,357 | |||
Boeing Co. | 2.950% | 2/1/30 | 8,565 | 8,359 | |||
Boeing Co. | 5.150% | 5/1/30 | 53,775 | 59,946 | |||
Boeing Co. | 6.125% | 2/15/33 | 5,175 | 6,087 | |||
Boeing Co. | 3.600% | 5/1/34 | 21,275 | 20,091 | |||
Boeing Co. | 3.250% | 2/1/35 | 9,250 | 8,417 | |||
Boeing Co. | 6.625% | 2/15/38 | 2,905 | 3,514 | |||
Boeing Co. | 3.550% | 3/1/38 | 3,715 | 3,384 | |||
Boeing Co. | 3.500% | 3/1/39 | 4,400 | 3,880 | |||
Boeing Co. | 6.875% | 3/15/39 | 7,708 | 9,703 | |||
Boeing Co. | 5.875% | 2/15/40 | 4,262 | 4,956 | |||
Boeing Co. | 5.705% | 5/1/40 | 39,632 | 45,159 |
63
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Boeing Co. | 3.375% | 6/15/46 | 9,064 | 7,516 | |||
Boeing Co. | 3.650% | 3/1/47 | 7,020 | 6,109 | |||
Boeing Co. | 3.625% | 3/1/48 | 4,275 | 3,748 | |||
Boeing Co. | 3.850% | 11/1/48 | 3,466 | 3,092 | |||
Boeing Co. | 3.900% | 5/1/49 | 12,465 | 11,337 | |||
Boeing Co. | 3.750% | 2/1/50 | 1,900 | 1,754 | |||
Boeing Co. | 5.805% | 5/1/50 | 49,520 | 58,378 | |||
Boeing Co. | 3.825% | 3/1/59 | 7,400 | 6,385 | |||
Boeing Co. | 3.950% | 8/1/59 | 5,000 | 4,371 | |||
Boeing Co. | 5.930% | 5/1/60 | 42,150 | 49,466 | |||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 3,380 | 3,513 | |||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,142 | 3,404 | |||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 5,241 | 5,672 | |||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 12,205 | 12,494 | |||
6 | Carrier Global Corp. | 1.923% | 2/15/23 | 4,200 | 4,279 | ||
6 | Carrier Global Corp. | 2.242% | 2/15/25 | 23,110 | 23,642 | ||
6 | Carrier Global Corp. | 2.493% | 2/15/27 | 14,475 | 14,686 | ||
6 | Carrier Global Corp. | 2.722% | 2/15/30 | 26,620 | 26,550 | ||
6 | Carrier Global Corp. | 3.377% | 4/5/40 | 17,290 | 16,706 | ||
6 | Carrier Global Corp. | 3.577% | 4/5/50 | 24,520 | 23,897 | ||
Caterpillar Financial Services Corp. | 1.850% | 9/4/20 | 16,070 | 16,111 | |||
Caterpillar Financial Services Corp. | 2.900% | 3/15/21 | 6,670 | 6,787 | |||
Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 22,246 | 22,560 | |||
Caterpillar Financial Services Corp. | 2.750% | 8/20/21 | 3,400 | 3,485 | |||
Caterpillar Financial Services Corp. | 3.150% | 9/7/21 | 14,401 | 14,852 | |||
Caterpillar Financial Services Corp. | 1.931% | 10/1/21 | 4,037 | 4,107 | |||
Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 11,000 | 11,426 | |||
Caterpillar Financial Services Corp. | 0.950% | 5/13/22 | 9,100 | 9,168 | |||
Caterpillar Financial Services Corp. | 2.850% | 6/1/22 | 1,659 | 1,729 | |||
Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 10,050 | 10,401 | |||
Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 2,000 | 2,066 | |||
Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 8,885 | 9,295 | |||
Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 2,000 | 2,100 | |||
Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 6,260 | 6,744 | |||
Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 9,850 | 10,846 | |||
Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 4,182 | 4,606 | |||
Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 6,180 | 6,684 | |||
Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 6,225 | 6,817 | |||
Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 8,905 | 9,382 | |||
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 13,887 | 15,273 | |||
Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 5,900 | 6,049 | |||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 6,165 | 6,632 | |||
Caterpillar Inc. | 2.600% | 6/26/22 | 12,112 | 12,587 | |||
Caterpillar Inc. | 3.400% | 5/15/24 | 10,141 | 11,049 | |||
Caterpillar Inc. | 2.600% | 9/19/29 | 6,500 | 7,083 | |||
Caterpillar Inc. | 2.600% | 4/9/30 | 13,035 | 14,133 | |||
Caterpillar Inc. | 5.300% | 9/15/35 | 3,000 | 4,055 | |||
Caterpillar Inc. | 6.050% | 8/15/36 | 9,627 | 13,831 | |||
Caterpillar Inc. | 5.200% | 5/27/41 | 9,710 | 13,441 | |||
Caterpillar Inc. | 3.803% | 8/15/42 | 20,468 | 24,458 | |||
Caterpillar Inc. | 4.300% | 5/15/44 | 3,590 | 4,542 | |||
Caterpillar Inc. | 3.250% | 9/19/49 | 7,330 | 8,068 | |||
Caterpillar Inc. | 3.250% | 4/9/50 | 14,635 | 16,281 | |||
Caterpillar Inc. | 4.750% | 5/15/64 | 5,115 | 7,093 | |||
CNH Industrial Capital LLC | 3.875% | 10/15/21 | 2,650 | 2,706 | |||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 5,600 | 5,845 | |||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 2,000 | 2,013 | |||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 28,790 | 30,802 | |||
CNH Industrial NV | 4.500% | 8/15/23 | 2,715 | 2,925 | |||
CNH Industrial NV | 3.850% | 11/15/27 | 6,074 | 6,399 | |||
Crane Co. | 4.450% | 12/15/23 | 6,450 | 6,911 | |||
Crane Co. | 4.200% | 3/15/48 | 7,000 | 6,854 | |||
CRH America Inc. | 5.750% | 1/15/21 | 2,975 | 3,046 | |||
Deere & Co. | 2.600% | 6/8/22 | 32,898 | 34,051 |
64
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Deere & Co. | 2.750% | 4/15/25 | 8,700 | 9,492 | |||
Deere & Co. | 5.375% | 10/16/29 | 9,962 | 12,883 | |||
Deere & Co. | 3.100% | 4/15/30 | 8,280 | 9,358 | |||
Deere & Co. | 7.125% | 3/3/31 | 405 | 589 | |||
Deere & Co. | 3.900% | 6/9/42 | 7,164 | 8,941 | |||
Deere & Co. | 2.875% | 9/7/49 | 1,575 | 1,671 | |||
Deere & Co. | 3.750% | 4/15/50 | 13,878 | 17,076 | |||
Dover Corp. | 3.150% | 11/15/25 | 8,890 | 9,628 | |||
Dover Corp. | 2.950% | 11/4/29 | 3,972 | 4,270 | |||
Dover Corp. | 5.375% | 10/15/35 | 2,350 | 3,102 | |||
Dover Corp. | 6.600% | 3/15/38 | 3,115 | 4,278 | |||
Dover Corp. | 5.375% | 3/1/41 | 4,109 | 5,154 | |||
Eagle Materials Inc. | 4.500% | 8/1/26 | 5,080 | 5,278 | |||
Eaton Corp. | 2.750% | 11/2/22 | 15,254 | 16,042 | |||
Eaton Corp. | 3.103% | 9/15/27 | 14,345 | 15,750 | |||
Eaton Corp. | 4.000% | 11/2/32 | 9,322 | 10,953 | |||
Eaton Corp. | 4.150% | 11/2/42 | 2,691 | 3,186 | |||
Eaton Corp. | 3.915% | 9/15/47 | 5,715 | 6,579 | |||
Emerson Electric Co. | 2.625% | 12/1/21 | 15,650 | 16,140 | |||
Emerson Electric Co. | 2.625% | 2/15/23 | 4,200 | 4,406 | |||
Emerson Electric Co. | 3.150% | 6/1/25 | 6,150 | 6,842 | |||
Emerson Electric Co. | 1.800% | 10/15/27 | 11,525 | 11,897 | |||
Emerson Electric Co. | 1.950% | 10/15/30 | 7,000 | 7,166 | |||
Emerson Electric Co. | 2.750% | 10/15/50 | 6,100 | 6,118 | |||
Flowserve Corp. | 3.500% | 9/15/22 | 16,830 | 17,050 | |||
Flowserve Corp. | 4.000% | 11/15/23 | 4,225 | 4,247 | |||
Fortive Corp. | 3.150% | 6/15/26 | 8,229 | 9,021 | |||
Fortive Corp. | 4.300% | 6/15/46 | 7,500 | 8,422 | |||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 7,173 | 7,828 | |||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 9,001 | 9,960 | |||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 8,125 | 8,653 | |||
General Dynamics Corp. | 3.875% | 7/15/21 | 5,119 | 5,287 | |||
General Dynamics Corp. | 2.250% | 11/15/22 | 10,415 | 10,825 | |||
General Dynamics Corp. | 3.375% | 5/15/23 | 21,885 | 23,595 | |||
General Dynamics Corp. | 1.875% | 8/15/23 | 23,790 | 24,722 | |||
General Dynamics Corp. | 2.375% | 11/15/24 | 9,650 | 10,282 | |||
General Dynamics Corp. | 3.250% | 4/1/25 | 1,711 | 1,897 | |||
General Dynamics Corp. | 3.500% | 5/15/25 | 13,635 | 15,302 | |||
General Dynamics Corp. | 2.125% | 8/15/26 | 6,885 | 7,372 | |||
General Dynamics Corp. | 2.625% | 11/15/27 | 14,129 | 15,337 | |||
General Dynamics Corp. | 3.750% | 5/15/28 | 14,689 | 17,212 | |||
General Dynamics Corp. | 3.625% | 4/1/30 | 12,795 | 14,930 | |||
General Dynamics Corp. | 4.250% | 4/1/40 | 8,955 | 11,077 | |||
General Dynamics Corp. | 3.600% | 11/15/42 | 4,468 | 5,158 | |||
General Dynamics Corp. | 4.250% | 4/1/50 | 8,425 | 10,924 | |||
General Electric Co. | 3.150% | 9/7/22 | 4,979 | 5,206 | |||
General Electric Co. | 3.100% | 1/9/23 | 11,432 | 11,950 | |||
General Electric Co. | 3.375% | 3/11/24 | 1,000 | 1,063 | |||
General Electric Co. | 3.450% | 5/15/24 | 9,275 | 9,847 | |||
General Electric Co. | 3.450% | 5/1/27 | 14,000 | 14,358 | |||
General Electric Co. | 3.625% | 5/1/30 | 18,825 | 18,823 | |||
General Electric Co. | 6.750% | 3/15/32 | 18,206 | 22,229 | |||
General Electric Co. | 7.500% | 8/21/35 | 100 | 131 | |||
General Electric Co. | 6.150% | 8/7/37 | 11,248 | 13,000 | |||
General Electric Co. | 5.875% | 1/14/38 | 36,953 | 41,567 | |||
General Electric Co. | 6.875% | 1/10/39 | 24,217 | 29,557 | |||
General Electric Co. | 4.250% | 5/1/40 | 18,154 | 17,833 | |||
General Electric Co. | 4.125% | 10/9/42 | 16,566 | 15,617 | |||
General Electric Co. | 4.500% | 3/11/44 | 9,183 | 9,092 | |||
General Electric Co. | 4.350% | 5/1/50 | 34,900 | 34,465 | |||
Hexcel Corp. | 4.700% | 8/15/25 | 2,300 | 2,508 | |||
Hexcel Corp. | 3.950% | 2/15/27 | 1,550 | 1,658 | |||
Honeywell International Inc. | 4.250% | 3/1/21 | 8,075 | 8,283 | |||
Honeywell International Inc. | 1.850% | 11/1/21 | 22,258 | 22,682 |
65
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Honeywell International Inc. | 2.150% | 8/8/22 | 6,450 | 6,674 | |||
Honeywell International Inc. | 3.350% | 12/1/23 | 5,160 | 5,624 | |||
Honeywell International Inc. | 2.300% | 8/15/24 | 11,900 | 12,680 | |||
Honeywell International Inc. | 1.350% | 6/1/25 | 23,976 | 24,621 | |||
Honeywell International Inc. | 2.500% | 11/1/26 | 13,860 | 15,257 | |||
Honeywell International Inc. | 2.700% | 8/15/29 | 6,626 | 7,332 | |||
Honeywell International Inc. | 1.950% | 6/1/30 | 22,127 | 23,067 | |||
Honeywell International Inc. | 5.700% | 3/15/36 | 5,449 | 7,666 | |||
Honeywell International Inc. | 5.700% | 3/15/37 | 8,641 | 12,334 | |||
Honeywell International Inc. | 5.375% | 3/1/41 | 6,800 | 9,765 | |||
Honeywell International Inc. | 3.812% | 11/21/47 | 1,885 | 2,319 | |||
Honeywell International Inc. | 2.800% | 6/1/50 | 10,450 | 11,125 | |||
Howmet Aerospace Inc. | 5.950% | 2/1/37 | 800 | 824 | |||
Hubbell Inc. | 3.350% | 3/1/26 | 4,851 | 5,113 | |||
Hubbell Inc. | 3.150% | 8/15/27 | 3,200 | 3,317 | |||
Hubbell Inc. | 3.500% | 2/15/28 | 12,120 | 12,802 | |||
6 | Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 7,564 | 8,223 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 8,336 | 8,982 | |||
6 | Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 6,575 | 7,334 | ||
IDEX Corp. | 3.000% | 5/1/30 | 4,111 | 4,229 | |||
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 765 | 789 | |||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 4,552 | 4,975 | |||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 13,414 | 14,776 | |||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 4,670 | 6,277 | |||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 17,549 | 21,529 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.550% | 11/1/24 | 7,960 | 8,769 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.500% | 3/21/26 | 4,425 | 4,801 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.800% | 3/21/29 | 8,700 | 9,800 | |||
Ingersoll-Rand Luxembourg Finance SA | 4.650% | 11/1/44 | 3,245 | 3,785 | |||
Ingersoll-Rand Luxembourg Finance SA | 4.500% | 3/21/49 | 3,700 | 4,455 | |||
John Deere Capital Corp. | 2.800% | 3/4/21 | 6,800 | 6,911 | |||
John Deere Capital Corp. | 2.875% | 3/12/21 | 4,970 | 5,051 | |||
John Deere Capital Corp. | 3.900% | 7/12/21 | 5,953 | 6,161 | |||
John Deere Capital Corp. | 3.125% | 9/10/21 | 8,671 | 8,947 | |||
John Deere Capital Corp. | 3.150% | 10/15/21 | 7,049 | 7,287 | |||
John Deere Capital Corp. | 2.650% | 1/6/22 | 5,100 | 5,266 | |||
John Deere Capital Corp. | 2.750% | 3/15/22 | 2,445 | 2,537 | |||
John Deere Capital Corp. | 1.950% | 6/13/22 | 4,233 | 4,349 | |||
John Deere Capital Corp. | 2.150% | 9/8/22 | 15,950 | 16,485 | |||
John Deere Capital Corp. | 2.700% | 1/6/23 | 1,350 | 1,418 | |||
John Deere Capital Corp. | 2.800% | 1/27/23 | 2,510 | 2,648 | |||
John Deere Capital Corp. | 2.800% | 3/6/23 | 13,238 | 14,014 | |||
John Deere Capital Corp. | 3.450% | 6/7/23 | 5,500 | 5,939 | |||
John Deere Capital Corp. | 0.700% | 7/5/23 | 3,500 | 3,506 | |||
John Deere Capital Corp. | 3.650% | 10/12/23 | 3,305 | 3,631 | |||
John Deere Capital Corp. | 2.600% | 3/7/24 | 4,511 | 4,802 | |||
John Deere Capital Corp. | 3.350% | 6/12/24 | 21,130 | 23,218 | |||
John Deere Capital Corp. | 2.650% | 6/24/24 | 4,929 | 5,291 | |||
John Deere Capital Corp. | 2.050% | 1/9/25 | 10,525 | 11,090 | |||
John Deere Capital Corp. | 3.450% | 3/13/25 | 16,648 | 18,619 | |||
John Deere Capital Corp. | 3.400% | 9/11/25 | 3,810 | 4,286 | |||
John Deere Capital Corp. | 2.650% | 6/10/26 | 6,094 | 6,656 | |||
John Deere Capital Corp. | 2.250% | 9/14/26 | 5,050 | 5,390 | |||
John Deere Capital Corp. | 1.750% | 3/9/27 | 6,100 | 6,302 | |||
John Deere Capital Corp. | 2.800% | 9/8/27 | 8,650 | 9,535 | |||
John Deere Capital Corp. | 3.050% | 1/6/28 | 14,260 | 15,854 | |||
John Deere Capital Corp. | 3.450% | 3/7/29 | 6,005 | 6,923 | |||
John Deere Capital Corp. | 2.800% | 7/18/29 | 7,000 | 7,754 | |||
John Deere Capital Corp. | 2.450% | 1/9/30 | 7,455 | 8,079 | |||
Johnson Controls International plc | 3.625% | 7/2/24 | 2,400 | 2,565 | |||
Johnson Controls International plc | 3.900% | 2/14/26 | 5,764 | 6,234 | |||
Johnson Controls International plc | 6.000% | 1/15/36 | 1,296 | 1,665 | |||
Johnson Controls International plc | 4.625% | 7/2/44 | 10,127 | 11,533 | |||
Johnson Controls International plc | 5.125% | 9/14/45 | 1,163 | 1,438 |
66
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Johnson Controls International plc | 4.500% | 2/15/47 | 9,046 | 10,299 | |||
Johnson Controls International plc | 4.950% | 7/2/64 | 4,537 | 5,426 | |||
Kennametal Inc. | 3.875% | 2/15/22 | 2,575 | 2,628 | |||
Kennametal Inc. | 4.625% | 6/15/28 | 8,800 | 9,173 | |||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 5,175 | 5,619 | |||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 4,767 | 5,211 | |||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 17,622 | 19,748 | |||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 5,410 | 6,183 | |||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 7,460 | 8,874 | |||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 500 | 592 | |||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 6,034 | 6,503 | |||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 3,891 | 5,020 | |||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 6,303 | 9,016 | |||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 3,581 | 4,695 | |||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 4,600 | 4,785 | |||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 15,510 | 15,636 | |||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 5,400 | 5,802 | |||
Legrand France SA | 8.500% | 2/15/25 | 4,845 | 6,446 | |||
Lennox International Inc. | 3.000% | 11/15/23 | 1,075 | 1,110 | |||
Lockheed Martin Corp. | 3.350% | 9/15/21 | 15,132 | 15,667 | |||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 12,025 | 12,788 | |||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 8,181 | 8,973 | |||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 14,408 | 16,533 | |||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 8,300 | 8,499 | |||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 11,105 | 13,241 | |||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 7,065 | 9,163 | |||
Lockheed Martin Corp. | 6.150% | 9/1/36 | 14,639 | 21,995 | |||
Lockheed Martin Corp. | 5.720% | 6/1/40 | 5,260 | 7,790 | |||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 20,728 | 26,591 | |||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 4,882 | 5,912 | |||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 16,240 | 22,276 | |||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 9,200 | 9,657 | |||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 18,271 | 23,902 | |||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,000 | 2,182 | |||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 6,400 | 6,898 | |||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 8,000 | 8,772 | |||
Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 6,025 | 6,066 | |||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 10,110 | 10,999 | |||
Masco Corp. | 4.450% | 4/1/25 | 8,451 | 9,556 | |||
Masco Corp. | 4.375% | 4/1/26 | 2,923 | 3,304 | |||
Masco Corp. | 3.500% | 11/15/27 | 8,060 | 8,635 | |||
Masco Corp. | 4.500% | 5/15/47 | 8,150 | 8,617 | |||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 11,540 | 12,249 | |||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 6,075 | 6,622 | |||
Northrop Grumman Corp. | 3.500% | 3/15/21 | 14,153 | 14,449 | |||
Northrop Grumman Corp. | 2.550% | 10/15/22 | 6,930 | 7,237 | |||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 2,698 | 2,908 | |||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 7,725 | 8,345 | |||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 10,200 | 11,307 | |||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 26,570 | 29,682 | |||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 13,077 | 15,823 | |||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 5,720 | 7,624 | |||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 6,550 | 8,645 | |||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 12,429 | 16,155 | |||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 4,003 | 4,699 | |||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 25,178 | 30,409 | |||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 15,977 | 22,851 | |||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 5,216 | 7,795 | |||
Nvent Finance Sarl | 3.950% | 4/15/23 | 2,280 | 2,348 | |||
Nvent Finance Sarl | 4.550% | 4/15/28 | 6,870 | 7,225 | |||
Oshkosh Corp. | 4.600% | 5/15/28 | 9,000 | 9,742 | |||
Oshkosh Corp. | 3.100% | 3/1/30 | 1,300 | 1,300 | |||
6 | Otis Worldwide Corp. | 2.056% | 4/5/25 | 10,825 | 11,306 | ||
6 | Otis Worldwide Corp. | 2.293% | 4/5/27 | 6,600 | 6,879 |
67
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
6 | Otis Worldwide Corp. | 2.565% | 2/15/30 | 27,115 | 28,214 | ||
6 | Otis Worldwide Corp. | 3.112% | 2/15/40 | 11,608 | 11,767 | ||
6 | Otis Worldwide Corp. | 3.362% | 2/15/50 | 10,960 | 11,522 | ||
Owens Corning | 4.200% | 12/1/24 | 10,215 | 11,049 | |||
Owens Corning | 3.400% | 8/15/26 | 5,350 | 5,571 | |||
Owens Corning | 3.950% | 8/15/29 | 4,850 | 5,253 | |||
Owens Corning | 3.875% | 6/1/30 | 4,650 | 4,973 | |||
Owens Corning | 7.000% | 12/1/36 | 409 | 527 | |||
Owens Corning | 4.300% | 7/15/47 | 7,825 | 7,874 | |||
Owens Corning | 4.400% | 1/30/48 | 4,250 | 4,367 | |||
Parker-Hannifin Corp. | 3.500% | 9/15/22 | 1,850 | 1,944 | |||
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 6,950 | 7,389 | |||
Parker-Hannifin Corp. | 3.300% | 11/21/24 | 17,198 | 18,655 | |||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 20,521 | 22,258 | |||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 9,125 | 10,062 | |||
Parker-Hannifin Corp. | 4.200% | 11/21/34 | 6,043 | 7,187 | |||
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 6,022 | 8,253 | |||
Parker-Hannifin Corp. | 4.450% | 11/21/44 | 6,115 | 7,288 | |||
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 7,722 | 8,912 | |||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 8,559 | 9,818 | |||
Pentair Finance Sarl | 4.500% | 7/1/29 | 3,200 | 3,524 | |||
Precision Castparts Corp. | 2.500% | 1/15/23 | 20,928 | 21,902 | |||
Precision Castparts Corp. | 3.250% | 6/15/25 | 16,017 | 17,756 | |||
Precision Castparts Corp. | 3.900% | 1/15/43 | 6,950 | 7,608 | |||
Precision Castparts Corp. | 4.375% | 6/15/45 | 7,467 | 8,954 | |||
6 | Raytheon Technologies Corp. | 3.100% | 11/15/21 | 2,350 | 2,405 | ||
6 | Raytheon Technologies Corp. | 2.800% | 3/15/22 | 5,000 | 5,154 | ||
6 | Raytheon Technologies Corp. | 2.500% | 12/15/22 | 13,681 | 14,162 | ||
Raytheon Technologies Corp. | 3.650% | 8/16/23 | 1,132 | 1,227 | |||
6 | Raytheon Technologies Corp. | 3.700% | 12/15/23 | 1,000 | 1,077 | ||
6 | Raytheon Technologies Corp. | 3.200% | 3/15/24 | 16,875 | 18,136 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 27,342 | 31,151 | |||
6 | Raytheon Technologies Corp. | 3.500% | 3/15/27 | 11,850 | 13,328 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 4,528 | 5,014 | |||
6 | Raytheon Technologies Corp. | 7.200% | 8/15/27 | 3,010 | 4,044 | ||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 5,197 | 7,078 | |||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 45,910 | 54,116 | |||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 8,296 | 12,149 | |||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 2,900 | 3,007 | |||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 8,312 | 11,301 | |||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 10,362 | 14,881 | |||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 8,916 | 12,922 | |||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 14,954 | 18,275 | |||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 13,715 | 19,059 | |||
6 | Raytheon Technologies Corp. | 4.875% | 10/15/40 | 1,710 | 2,174 | ||
6 | Raytheon Technologies Corp. | 4.700% | 12/15/41 | 8,700 | 10,508 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 38,036 | 47,181 | |||
6 | Raytheon Technologies Corp. | 4.800% | 12/15/43 | 4,941 | 6,319 | ||
6 | Raytheon Technologies Corp. | 4.200% | 12/15/44 | 2,950 | 3,433 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 17,147 | 20,590 | |||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 15,595 | 17,780 | |||
6 | Raytheon Technologies Corp. | 4.350% | 4/15/47 | 13,300 | 15,977 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 12,675 | 15,089 | |||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 14,530 | 18,793 | |||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 12,750 | 13,632 | |||
Republic Services Inc. | 5.250% | 11/15/21 | 11,547 | 12,286 | |||
Republic Services Inc. | 3.550% | 6/1/22 | 10,348 | 10,871 | |||
Republic Services Inc. | 4.750% | 5/15/23 | 5,475 | 6,091 | |||
Republic Services Inc. | 2.500% | 8/15/24 | 5,475 | 5,819 | |||
Republic Services Inc. | 3.200% | 3/15/25 | 5,696 | 6,250 | |||
Republic Services Inc. | 2.900% | 7/1/26 | 6,679 | 7,269 | |||
Republic Services Inc. | 3.375% | 11/15/27 | 285 | 320 | |||
Republic Services Inc. | 3.950% | 5/15/28 | 1,000 | 1,162 | |||
Republic Services Inc. | 2.300% | 3/1/30 | 7,739 | 8,015 |
68
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Republic Services Inc. | 6.200% | 3/1/40 | 6,263 | 9,082 | |||
Republic Services Inc. | 5.700% | 5/15/41 | 13,998 | 19,542 | |||
Republic Services Inc. | 3.050% | 3/1/50 | 8,865 | 9,169 | |||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 9,050 | 10,217 | |||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 6,075 | 7,601 | |||
Roper Technologies Inc. | 3.000% | 12/15/20 | 5,550 | 5,599 | |||
Roper Technologies Inc. | 2.800% | 12/15/21 | 14,821 | 15,245 | |||
Roper Technologies Inc. | 3.125% | 11/15/22 | 4,193 | 4,383 | |||
Roper Technologies Inc. | 2.350% | 9/15/24 | 2,333 | 2,454 | |||
Roper Technologies Inc. | 3.850% | 12/15/25 | 2,275 | 2,578 | |||
Roper Technologies Inc. | 3.800% | 12/15/26 | 1,835 | 2,096 | |||
Roper Technologies Inc. | 4.200% | 9/15/28 | 8,997 | 10,535 | |||
Roper Technologies Inc. | 2.950% | 9/15/29 | 5,100 | 5,562 | |||
Roper Technologies Inc. | 2.000% | 6/30/30 | 7,250 | 7,248 | |||
Snap-on Inc. | 6.125% | 9/1/21 | 3,700 | 3,912 | |||
Snap-on Inc. | 3.250% | 3/1/27 | 1,200 | 1,309 | |||
Snap-on Inc. | 4.100% | 3/1/48 | 3,700 | 4,412 | |||
Snap-on Inc. | 3.100% | 5/1/50 | 4,000 | 4,100 | |||
Sonoco Products Co. | 3.125% | 5/1/30 | 5,485 | 5,728 | |||
Sonoco Products Co. | 5.750% | 11/1/40 | 6,475 | 8,016 | |||
Stanley Black & Decker Inc. | 3.400% | 12/1/21 | 3,300 | 3,407 | |||
Stanley Black & Decker Inc. | 2.900% | 11/1/22 | 5,431 | 5,727 | |||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 6,416 | 7,117 | |||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 1,100 | 1,317 | |||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 21,922 | 22,844 | |||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 7,458 | 9,853 | |||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 5,750 | 7,810 | |||
4 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 3,805 | 3,753 | ||
Textron Inc. | 4.300% | 3/1/24 | 3,825 | 4,117 | |||
Textron Inc. | 3.875% | 3/1/25 | 13,626 | 14,588 | |||
Textron Inc. | 4.000% | 3/15/26 | 12,033 | 12,786 | |||
Textron Inc. | 3.650% | 3/15/27 | 12,840 | 13,325 | |||
Textron Inc. | 3.375% | 3/1/28 | 4,629 | 4,731 | |||
Textron Inc. | 3.900% | 9/17/29 | 7,150 | 7,587 | |||
Timken Co. | 3.875% | 9/1/24 | 1,000 | 1,050 | |||
Timken Co. | 4.500% | 12/15/28 | 10,000 | 10,775 | |||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 4,100 | 4,536 | |||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 5,840 | 7,734 | |||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 1,482 | 1,704 | |||
Valmont Industries Inc. | 5.000% | 10/1/44 | 7,950 | 8,128 | |||
Valmont Industries Inc. | 5.250% | 10/1/54 | 4,875 | 4,964 | |||
Vulcan Materials Co. | 4.500% | 4/1/25 | 7,023 | 7,796 | |||
Vulcan Materials Co. | 3.900% | 4/1/27 | 1,550 | 1,706 | |||
Vulcan Materials Co. | 3.500% | 6/1/30 | 8,575 | 9,305 | |||
Vulcan Materials Co. | 4.500% | 6/15/47 | 11,069 | 12,249 | |||
Wabtec Corp. | 4.400% | 3/15/24 | 11,165 | 11,795 | |||
Wabtec Corp. | 3.450% | 11/15/26 | 9,767 | 10,050 | |||
Wabtec Corp. | 4.950% | 9/15/28 | 10,900 | 12,125 | |||
Waste Connections Inc. | 3.500% | 5/1/29 | 12,036 | 13,462 | |||
Waste Connections Inc. | 2.600% | 2/1/30 | 7,983 | 8,415 | |||
Waste Connections Inc. | 3.050% | 4/1/50 | 5,000 | 5,043 | |||
Waste Management Inc. | 4.600% | 3/1/21 | 9,560 | 9,730 | |||
Waste Management Inc. | 2.900% | 9/15/22 | 1,130 | 1,180 | |||
Waste Management Inc. | 2.400% | 5/15/23 | 12,800 | 13,348 | |||
Waste Management Inc. | 3.500% | 5/15/24 | 4,434 | 4,828 | |||
Waste Management Inc. | 2.950% | 6/15/24 | 8,615 | 8,806 | |||
Waste Management Inc. | 3.125% | 3/1/25 | 13,885 | 15,214 | |||
Waste Management Inc. | 3.200% | 6/15/26 | 11,269 | 11,541 | |||
Waste Management Inc. | 3.150% | 11/15/27 | 15,782 | 17,673 | |||
Waste Management Inc. | 3.450% | 6/15/29 | 12,075 | 12,465 | |||
Waste Management Inc. | 3.900% | 3/1/35 | 4,750 | 5,602 | |||
Waste Management Inc. | 4.000% | 7/15/39 | 7,438 | 7,656 | |||
Waste Management Inc. | 4.100% | 3/1/45 | 14,164 | 16,916 | |||
Waste Management Inc. | 4.150% | 7/15/49 | 7,550 | 9,398 |
69
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 3,855 | 3,929 | |||
WW Grainger Inc. | 1.850% | 2/15/25 | 5,975 | 6,244 | |||
WW Grainger Inc. | 4.600% | 6/15/45 | 13,643 | 17,091 | |||
WW Grainger Inc. | 3.750% | 5/15/46 | 5,487 | 6,075 | |||
WW Grainger Inc. | 4.200% | 5/15/47 | 4,000 | 4,706 | |||
Xylem Inc. | 4.875% | 10/1/21 | 110 | 116 | |||
Xylem Inc. | 3.250% | 11/1/26 | 4,292 | 4,742 | |||
Xylem Inc. | 1.950% | 1/30/28 | 3,325 | 3,339 | |||
Xylem Inc. | 2.250% | 1/30/31 | 6,625 | 6,628 | |||
Xylem Inc. | 4.375% | 11/1/46 | 6,310 | 6,898 | |||
Communication (2.7%) | |||||||
Activision Blizzard Inc. | 2.300% | 9/15/21 | 17,549 | 17,806 | |||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 12,563 | 14,264 | |||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 3,257 | 3,634 | |||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 6,352 | 8,193 | |||
America Movil SAB de CV | 3.125% | 7/16/22 | 36,800 | 37,991 | |||
America Movil SAB de CV | 3.625% | 4/22/29 | 7,100 | 7,878 | |||
America Movil SAB de CV | 2.875% | 5/7/30 | 1,200 | 1,266 | |||
America Movil SAB de CV | 6.375% | 3/1/35 | 15,818 | 22,849 | |||
America Movil SAB de CV | 6.125% | 11/15/37 | 4,333 | 6,100 | |||
America Movil SAB de CV | 6.125% | 3/30/40 | 16,600 | 23,705 | |||
America Movil SAB de CV | 4.375% | 7/16/42 | 14,311 | 17,443 | |||
America Movil SAB de CV | 4.375% | 4/22/49 | 23,100 | 28,103 | |||
American Tower Corp. | 3.450% | 9/15/21 | 14,850 | 15,382 | |||
American Tower Corp. | 2.250% | 1/15/22 | 8,615 | 8,828 | |||
American Tower Corp. | 3.500% | 1/31/23 | 11,264 | 12,036 | |||
American Tower Corp. | 5.000% | 2/15/24 | 12,840 | 14,628 | |||
American Tower Corp. | 3.375% | 5/15/24 | 9,000 | 9,779 | |||
American Tower Corp. | 2.950% | 1/15/25 | 4,500 | 4,860 | |||
American Tower Corp. | 2.400% | 3/15/25 | 6,725 | 7,084 | |||
American Tower Corp. | 4.000% | 6/1/25 | 15,210 | 17,122 | |||
American Tower Corp. | 1.300% | 9/15/25 | 6,000 | 6,006 | |||
American Tower Corp. | 3.375% | 10/15/26 | 25,548 | 28,336 | |||
American Tower Corp. | 2.750% | 1/15/27 | 350 | 376 | |||
American Tower Corp. | 3.125% | 1/15/27 | 8,995 | 9,734 | |||
American Tower Corp. | 3.550% | 7/15/27 | 10,823 | 11,989 | |||
American Tower Corp. | 3.600% | 1/15/28 | 100 | 111 | |||
American Tower Corp. | 3.950% | 3/15/29 | 12,100 | 13,765 | |||
American Tower Corp. | 3.800% | 8/15/29 | 27,799 | 31,619 | |||
American Tower Corp. | 2.900% | 1/15/30 | 12,350 | 13,151 | |||
American Tower Corp. | 2.100% | 6/15/30 | 9,000 | 8,966 | |||
American Tower Corp. | 3.700% | 10/15/49 | 10,715 | 11,719 | |||
American Tower Corp. | 3.100% | 6/15/50 | 9,000 | 8,767 | |||
AT&T Inc. | 4.000% | 1/15/22 | 3,800 | 4,023 | |||
AT&T Inc. | 3.000% | 2/15/22 | 3,265 | 3,387 | |||
AT&T Inc. | 3.200% | 3/1/22 | 10,489 | 10,951 | |||
AT&T Inc. | 3.800% | 3/15/22 | 7,905 | 8,351 | |||
AT&T Inc. | 3.400% | 6/15/22 | 9,125 | 9,592 | |||
AT&T Inc. | 3.000% | 6/30/22 | 38,009 | 39,617 | |||
AT&T Inc. | 2.625% | 12/1/22 | 1,000 | 1,040 | |||
AT&T Inc. | 3.600% | 2/17/23 | 20,465 | 21,918 | |||
AT&T Inc. | 4.050% | 12/15/23 | 6,400 | 7,078 | |||
AT&T Inc. | 3.800% | 3/1/24 | 6,525 | 7,149 | |||
AT&T Inc. | 3.900% | 3/11/24 | 5,350 | 5,883 | |||
AT&T Inc. | 4.450% | 4/1/24 | 21,178 | 23,724 | |||
AT&T Inc. | 3.550% | 6/1/24 | 8,250 | 8,947 | |||
AT&T Inc. | 3.950% | 1/15/25 | 21,656 | 24,122 | |||
AT&T Inc. | 3.400% | 5/15/25 | 53,703 | 58,827 | |||
AT&T Inc. | 3.600% | 7/15/25 | 25,068 | 27,759 | |||
AT&T Inc. | 3.875% | 1/15/26 | 27,480 | 30,863 | |||
AT&T Inc. | 4.125% | 2/17/26 | 20,106 | 22,834 | |||
AT&T Inc. | 3.800% | 2/15/27 | 15,794 | 17,708 | |||
AT&T Inc. | 4.250% | 3/1/27 | 15,757 | 17,912 |
70
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
AT&T Inc. | 2.300% | 6/1/27 | 32,100 | 32,921 | |||
AT&T Inc. | 4.100% | 2/15/28 | 34,947 | 39,771 | |||
AT&T Inc. | 4.350% | 3/1/29 | 42,980 | 49,651 | |||
AT&T Inc. | 4.300% | 2/15/30 | 43,544 | 50,518 | |||
AT&T Inc. | 2.750% | 6/1/31 | 36,590 | 37,714 | |||
AT&T Inc. | 6.150% | 9/15/34 | 1,385 | 1,883 | |||
AT&T Inc. | 4.500% | 5/15/35 | 31,331 | 36,894 | |||
AT&T Inc. | 5.250% | 3/1/37 | 27,996 | 34,416 | |||
AT&T Inc. | 4.900% | 8/15/37 | 16,410 | 19,541 | |||
AT&T Inc. | 4.850% | 3/1/39 | 21,369 | 25,909 | |||
AT&T Inc. | 6.200% | 3/15/40 | 3,800 | 5,085 | |||
AT&T Inc. | 6.350% | 3/15/40 | 11,710 | 15,873 | |||
AT&T Inc. | 6.100% | 7/15/40 | 5,465 | 7,360 | |||
AT&T Inc. | 6.000% | 8/15/40 | 16,456 | 22,132 | |||
AT&T Inc. | 5.350% | 9/1/40 | 27,975 | 34,788 | |||
AT&T Inc. | 6.375% | 3/1/41 | 5,518 | 7,832 | |||
AT&T Inc. | 3.500% | 6/1/41 | 31,055 | 32,105 | |||
AT&T Inc. | 5.550% | 8/15/41 | 12,296 | 15,556 | |||
AT&T Inc. | 5.375% | 10/15/41 | 9,950 | 12,297 | |||
AT&T Inc. | 5.150% | 3/15/42 | 20,894 | 25,867 | |||
AT&T Inc. | 4.900% | 6/15/42 | 8,694 | 10,465 | |||
AT&T Inc. | 4.300% | 12/15/42 | 19,875 | 21,985 | |||
AT&T Inc. | 5.350% | 12/15/43 | 17,129 | 21,058 | |||
AT&T Inc. | 4.650% | 6/1/44 | 20,089 | 23,186 | |||
AT&T Inc. | 4.800% | 6/15/44 | 29,640 | 34,503 | |||
AT&T Inc. | 4.350% | 6/15/45 | 30,600 | 34,043 | |||
AT&T Inc. | 4.850% | 7/15/45 | 200 | 233 | |||
AT&T Inc. | 4.750% | 5/15/46 | 47,810 | 56,617 | |||
AT&T Inc. | 5.150% | 11/15/46 | 33,548 | 41,130 | |||
AT&T Inc. | 5.650% | 2/15/47 | 11,100 | 14,369 | |||
AT&T Inc. | 5.450% | 3/1/47 | 18,176 | 23,818 | |||
AT&T Inc. | 4.500% | 3/9/48 | 46,670 | 54,952 | |||
AT&T Inc. | 4.550% | 3/9/49 | 39,667 | 46,727 | |||
AT&T Inc. | 5.150% | 2/15/50 | 17,349 | 22,217 | |||
AT&T Inc. | 3.650% | 6/1/51 | 40,190 | 40,975 | |||
AT&T Inc. | 5.700% | 3/1/57 | 6,130 | 8,340 | |||
AT&T Inc. | 5.300% | 8/15/58 | 15,172 | 19,342 | |||
AT&T Inc. | 3.850% | 6/1/60 | 18,481 | 19,114 | |||
Bell Canada Inc. | 4.300% | 7/29/49 | 8,125 | 9,956 | |||
British Telecommunications plc | 4.500% | 12/4/23 | 7,450 | 8,239 | |||
British Telecommunications plc | 5.125% | 12/4/28 | 8,000 | 9,882 | |||
British Telecommunications plc | 9.625% | 12/15/30 | 30,128 | 49,249 | |||
CC Holdings GS V LLC / Crown Castle GS III Corp. | 3.849% | 4/15/23 | 12,262 | 13,228 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.464% | 7/23/22 | 38,724 | 41,307 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.500% | 2/1/24 | 11,764 | 13,019 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 35,524 | 40,729 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 27,556 | 30,018 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.200% | 3/15/28 | 7,825 | 8,768 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 19,470 | 22,941 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.800% | 4/1/31 | 18,300 | 18,572 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.384% | 10/23/35 | 32,785 | 43,267 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/38 | 11,130 | 13,519 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 41,300 | 54,709 |
71
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 30,384 | 35,779 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 34,260 | 42,515 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 12,200 | 14,092 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 32,823 | 36,291 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.700% | 4/1/51 | 17,390 | 17,035 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 5,899 | 7,943 | |||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 9,260 | 11,197 | |||
Comcast Corp. | 3.125% | 7/15/22 | 12,382 | 13,074 | |||
Comcast Corp. | 2.750% | 3/1/23 | 12,364 | 13,055 | |||
Comcast Corp. | 3.000% | 2/1/24 | 46,159 | 49,656 | |||
Comcast Corp. | 3.600% | 3/1/24 | 5,308 | 5,837 | |||
Comcast Corp. | 3.700% | 4/15/24 | 17,350 | 19,242 | |||
Comcast Corp. | 3.375% | 2/15/25 | 25,116 | 27,803 | |||
Comcast Corp. | 3.100% | 4/1/25 | 1,150 | 1,265 | |||
Comcast Corp. | 3.375% | 8/15/25 | 30,769 | 34,269 | |||
Comcast Corp. | 3.950% | 10/15/25 | 36,662 | 41,963 | |||
Comcast Corp. | 3.150% | 3/1/26 | 22,575 | 25,097 | |||
Comcast Corp. | 2.350% | 1/15/27 | 27,347 | 29,118 | |||
Comcast Corp. | 3.300% | 2/1/27 | 32,299 | 36,197 | |||
Comcast Corp. | 3.300% | 4/1/27 | 12,850 | 14,400 | |||
Comcast Corp. | 3.150% | 2/15/28 | 28,480 | 31,769 | |||
Comcast Corp. | 3.550% | 5/1/28 | 2,700 | 3,088 | |||
Comcast Corp. | 4.150% | 10/15/28 | 54,098 | 64,818 | |||
Comcast Corp. | 2.650% | 2/1/30 | 16,900 | 18,348 | |||
Comcast Corp. | 3.400% | 4/1/30 | 21,300 | 24,216 | |||
Comcast Corp. | 4.250% | 10/15/30 | 26,339 | 32,201 | |||
Comcast Corp. | 1.950% | 1/15/31 | 17,400 | 17,715 | |||
Comcast Corp. | 4.250% | 1/15/33 | 22,769 | 28,058 | |||
Comcast Corp. | 7.050% | 3/15/33 | 5,487 | 8,332 | |||
Comcast Corp. | 4.200% | 8/15/34 | 17,489 | 21,595 | |||
Comcast Corp. | 5.650% | 6/15/35 | 4,746 | 6,749 | |||
Comcast Corp. | 4.400% | 8/15/35 | 19,591 | 24,694 | |||
Comcast Corp. | 6.500% | 11/15/35 | 18,623 | 28,346 | |||
Comcast Corp. | 3.200% | 7/15/36 | 11,795 | 12,860 | |||
Comcast Corp. | 6.450% | 3/15/37 | 12,179 | 18,111 | |||
Comcast Corp. | 6.950% | 8/15/37 | 9,839 | 15,478 | |||
Comcast Corp. | 3.900% | 3/1/38 | 6,000 | 7,119 | |||
Comcast Corp. | 6.400% | 5/15/38 | 10,041 | 14,889 | |||
Comcast Corp. | 4.600% | 10/15/38 | 42,803 | 54,452 | |||
Comcast Corp. | 6.550% | 7/1/39 | 600 | 917 | |||
Comcast Corp. | 3.250% | 11/1/39 | 15,864 | 17,362 | |||
Comcast Corp. | 6.400% | 3/1/40 | 970 | 1,482 | |||
Comcast Corp. | 3.750% | 4/1/40 | 19,500 | 22,779 | |||
Comcast Corp. | 4.650% | 7/15/42 | 19,758 | 25,577 | |||
Comcast Corp. | 4.500% | 1/15/43 | 8,351 | 10,775 | |||
Comcast Corp. | 4.600% | 8/15/45 | 24,755 | 31,999 | |||
Comcast Corp. | 3.400% | 7/15/46 | 12,209 | 13,513 | |||
Comcast Corp. | 4.000% | 8/15/47 | 20,484 | 24,578 | |||
Comcast Corp. | 3.969% | 11/1/47 | 35,817 | 43,046 | |||
Comcast Corp. | 4.000% | 3/1/48 | 6,896 | 8,410 | |||
Comcast Corp. | 4.700% | 10/15/48 | 44,917 | 60,157 | |||
Comcast Corp. | 3.999% | 11/1/49 | 8,071 | 9,784 | |||
Comcast Corp. | 3.450% | 2/1/50 | 22,861 | 26,129 | |||
Comcast Corp. | 2.800% | 1/15/51 | 21,150 | 21,445 | |||
Comcast Corp. | 4.049% | 11/1/52 | 20,300 | 24,753 | |||
Comcast Corp. | 4.950% | 10/15/58 | 29,577 | 42,035 | |||
Crown Castle International Corp. | 2.250% | 9/1/21 | 8,230 | 8,397 | |||
Crown Castle International Corp. | 4.875% | 4/15/22 | 8,613 | 9,257 |
72
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Crown Castle International Corp. | 5.250% | 1/15/23 | 13,064 | 14,483 | |||
Crown Castle International Corp. | 3.150% | 7/15/23 | 7,420 | 7,891 | |||
Crown Castle International Corp. | 3.200% | 9/1/24 | 8,075 | 8,738 | |||
Crown Castle International Corp. | 1.350% | 7/15/25 | 4,500 | 4,505 | |||
Crown Castle International Corp. | 4.450% | 2/15/26 | 22,815 | 26,095 | |||
Crown Castle International Corp. | 3.700% | 6/15/26 | 17,275 | 19,238 | |||
Crown Castle International Corp. | 4.000% | 3/1/27 | 7,330 | 8,299 | |||
Crown Castle International Corp. | 3.650% | 9/1/27 | 22,653 | 25,276 | |||
Crown Castle International Corp. | 3.800% | 2/15/28 | 30,031 | 33,836 | |||
Crown Castle International Corp. | 4.300% | 2/15/29 | 826 | 957 | |||
Crown Castle International Corp. | 3.300% | 7/1/30 | 4,100 | 4,475 | |||
Crown Castle International Corp. | 2.250% | 1/15/31 | 10,000 | 10,016 | |||
Crown Castle International Corp. | 4.750% | 5/15/47 | 6,725 | 8,310 | |||
Crown Castle International Corp. | 5.200% | 2/15/49 | 7,749 | 10,261 | |||
Crown Castle International Corp. | 4.000% | 11/15/49 | 100 | 112 | |||
Crown Castle International Corp. | 4.150% | 7/1/50 | 6,600 | 7,469 | |||
Crown Castle International Corp. | 3.250% | 1/15/51 | 4,500 | 4,490 | |||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 42,408 | 66,084 | |||
Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 1,017 | 1,667 | |||
Discovery Communications LLC | 2.950% | 3/20/23 | 11,057 | 11,639 | |||
Discovery Communications LLC | 3.800% | 3/13/24 | 5,559 | 6,023 | |||
Discovery Communications LLC | 3.900% | 11/15/24 | 12,767 | 13,967 | |||
Discovery Communications LLC | 3.450% | 3/15/25 | 11,092 | 11,960 | |||
Discovery Communications LLC | 3.950% | 6/15/25 | 9,607 | 10,565 | |||
Discovery Communications LLC | 4.900% | 3/11/26 | 9,208 | 10,579 | |||
Discovery Communications LLC | 3.950% | 3/20/28 | 20,795 | 23,295 | |||
Discovery Communications LLC | 4.125% | 5/15/29 | 8,900 | 10,145 | |||
Discovery Communications LLC | 3.625% | 5/15/30 | 11,700 | 12,770 | |||
Discovery Communications LLC | 5.000% | 9/20/37 | 15,463 | 18,005 | |||
Discovery Communications LLC | 6.350% | 6/1/40 | 11,951 | 16,073 | |||
Discovery Communications LLC | 4.950% | 5/15/42 | 8,707 | 9,796 | |||
Discovery Communications LLC | 4.875% | 4/1/43 | 12,212 | 13,940 | |||
Discovery Communications LLC | 5.200% | 9/20/47 | 15,210 | 17,681 | |||
Discovery Communications LLC | 5.300% | 5/15/49 | 9,145 | 10,963 | |||
Discovery Communications LLC | 4.650% | 5/15/50 | 13,250 | 15,054 | |||
Electronic Arts Inc. | 4.800% | 3/1/26 | 5,040 | 6,015 | |||
Fox Corp. | 3.666% | 1/25/22 | 3,775 | 3,947 | |||
Fox Corp. | 4.030% | 1/25/24 | 14,897 | 16,469 | |||
Fox Corp. | 3.050% | 4/7/25 | 6,000 | 6,498 | |||
Fox Corp. | 4.709% | 1/25/29 | 27,256 | 32,720 | |||
Fox Corp. | 3.500% | 4/8/30 | 8,250 | 9,169 | |||
Fox Corp. | 5.476% | 1/25/39 | 12,800 | 17,101 | |||
Fox Corp. | 5.576% | 1/25/49 | 31,000 | 43,087 | |||
Grupo Televisa SAB | 6.625% | 3/18/25 | 4,064 | 4,774 | |||
Grupo Televisa SAB | 4.625% | 1/30/26 | 2,825 | 3,075 | |||
Grupo Televisa SAB | 8.500% | 3/11/32 | 460 | 670 | |||
Grupo Televisa SAB | 6.625% | 1/15/40 | 6,543 | 8,457 | |||
Grupo Televisa SAB | 5.000% | 5/13/45 | 20,316 | 22,419 | |||
Grupo Televisa SAB | 6.125% | 1/31/46 | 8,328 | 10,619 | |||
Grupo Televisa SAB | 5.250% | 5/24/49 | 4,950 | 5,722 | |||
Interpublic Group of Cos. Inc. | 3.750% | 10/1/21 | 4,968 | 5,152 | |||
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 9,525 | 10,091 | |||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 8,255 | 9,012 | |||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 6,120 | 7,106 | |||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 8,500 | 9,972 | |||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 5,735 | 6,372 | |||
Koninklijke KPN NV | 8.375% | 10/1/30 | 5,000 | 7,170 | |||
Moody's Corp. | 2.750% | 12/15/21 | 6,925 | 7,133 | |||
Moody's Corp. | 4.500% | 9/1/22 | 13,610 | 14,599 | |||
Moody's Corp. | 4.875% | 2/15/24 | 7,884 | 8,903 | |||
Moody's Corp. | 3.750% | 3/24/25 | 100 | 113 | |||
Moody's Corp. | 3.250% | 1/15/28 | 5,000 | 5,548 | |||
Moody's Corp. | 4.250% | 2/1/29 | 1,600 | 1,892 | |||
Moody's Corp. | 5.250% | 7/15/44 | 7,325 | 10,296 |
73
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Moody's Corp. | 3.250% | 5/20/50 | 4,150 | 4,488 | |||
NBCUniversal Media LLC | 2.875% | 1/15/23 | 17,669 | 18,730 | |||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 10,415 | 15,992 | |||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 6,030 | 8,856 | |||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 12,690 | 15,982 | |||
Omnicom Group Inc. | 2.450% | 4/30/30 | 8,750 | 8,837 | |||
Omnicom Group Inc. | 4.200% | 6/1/30 | 4,600 | 5,345 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.625% | 5/1/22 | 14,118 | 14,895 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.650% | 11/1/24 | 10,696 | 11,758 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 16,126 | 18,015 | |||
Orange SA | 4.125% | 9/14/21 | 26,416 | 27,538 | |||
Orange SA | 9.000% | 3/1/31 | 24,435 | 39,689 | |||
Orange SA | 5.375% | 1/13/42 | 17,000 | 23,551 | |||
Orange SA | 5.500% | 2/6/44 | 4,781 | 6,899 | |||
RELX Capital Inc. | 3.500% | 3/16/23 | 11,717 | 12,475 | |||
RELX Capital Inc. | 4.000% | 3/18/29 | 5,050 | 5,839 | |||
RELX Capital Inc. | 3.000% | 5/22/30 | 8,000 | 8,614 | |||
Rogers Communications Inc. | 3.000% | 3/15/23 | 5,602 | 5,936 | |||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,060 | 6,708 | |||
Rogers Communications Inc. | 3.625% | 12/15/25 | 5,652 | 6,377 | |||
Rogers Communications Inc. | 2.900% | 11/15/26 | 13,155 | 14,380 | |||
Rogers Communications Inc. | 7.500% | 8/15/38 | 3,048 | 4,549 | |||
Rogers Communications Inc. | 4.500% | 3/15/43 | 9,288 | 11,318 | |||
Rogers Communications Inc. | 5.450% | 10/1/43 | 100 | 138 | |||
Rogers Communications Inc. | 5.000% | 3/15/44 | 5,300 | 6,826 | |||
Rogers Communications Inc. | 4.300% | 2/15/48 | 6,000 | 7,202 | |||
Rogers Communications Inc. | 4.350% | 5/1/49 | 26,786 | 32,766 | |||
Rogers Communications Inc. | 3.700% | 11/15/49 | 4,140 | 4,525 | |||
S&P Global Inc. | 4.000% | 6/15/25 | 9,572 | 10,970 | |||
S&P Global Inc. | 4.400% | 2/15/26 | 11,467 | 13,494 | |||
S&P Global Inc. | 2.950% | 1/22/27 | 1,700 | 1,874 | |||
S&P Global Inc. | 2.500% | 12/1/29 | 10,850 | 11,776 | |||
S&P Global Inc. | 4.500% | 5/15/48 | 7,735 | 10,177 | |||
S&P Global Inc. | 3.250% | 12/1/49 | 7,400 | 8,171 | |||
6 | T-Mobile USA Inc. | 3.500% | 4/15/25 | 37,700 | 41,027 | ||
6 | T-Mobile USA Inc. | 1.500% | 2/15/26 | 12,000 | 11,951 | ||
6 | T-Mobile USA Inc. | 3.750% | 4/15/27 | 51,271 | 56,686 | ||
6 | T-Mobile USA Inc. | 2.050% | 2/15/28 | 12,000 | 11,969 | ||
6 | T-Mobile USA Inc. | 3.875% | 4/15/30 | 92,850 | 102,868 | ||
6 | T-Mobile USA Inc. | 2.550% | 2/15/31 | 16,000 | 15,945 | ||
6 | T-Mobile USA Inc. | 4.375% | 4/15/40 | 24,730 | 28,237 | ||
6 | T-Mobile USA Inc. | 4.500% | 4/15/50 | 38,950 | 45,437 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 6,043 | 8,210 | |||
TCI Communications Inc. | 7.125% | 2/15/28 | 3,972 | 5,502 | |||
Telefonica Emisiones SAU | 4.570% | 4/27/23 | 8,757 | 9,555 | |||
Telefonica Emisiones SAU | 4.103% | 3/8/27 | 19,185 | 21,841 | |||
Telefonica Emisiones SAU | 7.045% | 6/20/36 | 23,153 | 33,430 | |||
Telefonica Emisiones SAU | 4.665% | 3/6/38 | 14,922 | 17,776 | |||
Telefonica Emisiones SAU | 5.213% | 3/8/47 | 31,461 | 39,484 | |||
Telefonica Emisiones SAU | 4.895% | 3/6/48 | 19,857 | 23,769 | |||
Telefonica Emisiones SAU | 5.520% | 3/1/49 | 15,159 | 19,829 | |||
Telefonica Europe BV | 8.250% | 9/15/30 | 7,027 | 10,721 | |||
TELUS Corp. | 2.800% | 2/16/27 | 9,635 | 10,106 | |||
TELUS Corp. | 4.300% | 6/15/49 | 13,240 | 15,632 | |||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 9,483 | 10,439 | |||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 6,100 | 6,620 | |||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 8,250 | 10,388 | |||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 3,795 | 4,769 | |||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 4,525 | 6,076 | |||
Time Warner Cable LLC | 4.000% | 9/1/21 | 11,222 | 11,521 | |||
Time Warner Cable LLC | 6.550% | 5/1/37 | 15,106 | 19,857 | |||
Time Warner Cable LLC | 7.300% | 7/1/38 | 17,973 | 24,950 | |||
Time Warner Cable LLC | 6.750% | 6/15/39 | 18,267 | 24,257 | |||
Time Warner Cable LLC | 5.875% | 11/15/40 | 17,518 | 21,571 |
74
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 14,193 | 17,190 | |||
Time Warner Cable LLC | 4.500% | 9/15/42 | 23,045 | 24,707 | |||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 1,300 | 1,542 | |||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 7,943 | 11,932 | |||
TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 750 | 832 | |||
Verizon Communications Inc. | 3.450% | 3/15/21 | 29,210 | 29,818 | |||
Verizon Communications Inc. | 2.946% | 3/15/22 | 6,850 | 7,138 | |||
Verizon Communications Inc. | 2.450% | 11/1/22 | 18,925 | 19,679 | |||
Verizon Communications Inc. | 5.150% | 9/15/23 | 44,974 | 51,218 | |||
Verizon Communications Inc. | 4.150% | 3/15/24 | 8,595 | 9,548 | |||
Verizon Communications Inc. | 3.500% | 11/1/24 | 22,030 | 24,249 | |||
Verizon Communications Inc. | 3.376% | 2/15/25 | 35,089 | 38,929 | |||
Verizon Communications Inc. | 2.625% | 8/15/26 | 33,530 | 36,296 | |||
Verizon Communications Inc. | 4.125% | 3/16/27 | 38,602 | 45,298 | |||
Verizon Communications Inc. | 3.000% | 3/22/27 | 9,445 | 10,425 | |||
Verizon Communications Inc. | 4.329% | 9/21/28 | 29,474 | 35,469 | |||
Verizon Communications Inc. | 3.875% | 2/8/29 | 1,200 | 1,417 | |||
Verizon Communications Inc. | 4.016% | 12/3/29 | 49,665 | 59,333 | |||
Verizon Communications Inc. | 3.150% | 3/22/30 | 22,140 | 24,799 | |||
Verizon Communications Inc. | 4.500% | 8/10/33 | 42,884 | 53,198 | |||
Verizon Communications Inc. | 4.400% | 11/1/34 | 34,679 | 42,702 | |||
Verizon Communications Inc. | 4.272% | 1/15/36 | 40,378 | 49,946 | |||
Verizon Communications Inc. | 5.250% | 3/16/37 | 39,772 | 53,506 | |||
Verizon Communications Inc. | 4.812% | 3/15/39 | 19,410 | 25,330 | |||
Verizon Communications Inc. | 4.750% | 11/1/41 | 21,140 | 27,595 | |||
Verizon Communications Inc. | 3.850% | 11/1/42 | 9,717 | 11,534 | |||
Verizon Communications Inc. | 4.125% | 8/15/46 | 19,807 | 24,327 | |||
Verizon Communications Inc. | 4.862% | 8/21/46 | 58,678 | 79,753 | |||
Verizon Communications Inc. | 5.500% | 3/16/47 | 10,000 | 14,713 | |||
Verizon Communications Inc. | 4.522% | 9/15/48 | 39,258 | 51,795 | |||
Verizon Communications Inc. | 5.012% | 4/15/49 | 29,214 | 40,146 | |||
Verizon Communications Inc. | 4.000% | 3/22/50 | 13,250 | 16,581 | |||
Verizon Communications Inc. | 4.672% | 3/15/55 | 38,000 | 50,887 | |||
ViacomCBS Inc. | 3.375% | 3/1/22 | 3,818 | 3,952 | |||
ViacomCBS Inc. | 2.900% | 6/1/23 | 4,475 | 4,712 | |||
ViacomCBS Inc. | 4.250% | 9/1/23 | 13,768 | 14,978 | |||
ViacomCBS Inc. | 3.875% | 4/1/24 | 5,530 | 5,950 | |||
ViacomCBS Inc. | 3.700% | 8/15/24 | 7,775 | 8,446 | |||
ViacomCBS Inc. | 3.500% | 1/15/25 | 3,353 | 3,635 | |||
ViacomCBS Inc. | 4.750% | 5/15/25 | 20,798 | 23,780 | |||
ViacomCBS Inc. | 4.000% | 1/15/26 | 8,574 | 9,606 | |||
ViacomCBS Inc. | 2.900% | 1/15/27 | 12,170 | 12,760 | |||
ViacomCBS Inc. | 3.375% | 2/15/28 | 9,758 | 10,362 | |||
ViacomCBS Inc. | 3.700% | 6/1/28 | 6,285 | 6,811 | |||
ViacomCBS Inc. | 4.200% | 6/1/29 | 611 | 688 | |||
ViacomCBS Inc. | 7.875% | 7/30/30 | 3,439 | 4,885 | |||
ViacomCBS Inc. | 4.950% | 1/15/31 | 22,661 | 26,526 | |||
ViacomCBS Inc. | 4.200% | 5/19/32 | 12,200 | 13,588 | |||
ViacomCBS Inc. | 5.500% | 5/15/33 | 3,065 | 3,673 | |||
ViacomCBS Inc. | 6.875% | 4/30/36 | 10,847 | 14,664 | |||
ViacomCBS Inc. | 5.900% | 10/15/40 | 3,538 | 4,203 | |||
ViacomCBS Inc. | 4.850% | 7/1/42 | 8,836 | 9,379 | |||
ViacomCBS Inc. | 4.375% | 3/15/43 | 21,003 | 21,913 | |||
ViacomCBS Inc. | 5.850% | 9/1/43 | 15,115 | 17,772 | |||
ViacomCBS Inc. | 4.900% | 8/15/44 | 13,451 | 14,615 | |||
ViacomCBS Inc. | 4.600% | 1/15/45 | 6,740 | 7,057 | |||
ViacomCBS Inc. | 4.950% | 5/19/50 | 17,000 | 18,964 | |||
Vodafone Group plc | 3.750% | 1/16/24 | 43,371 | 47,395 | |||
Vodafone Group plc | 4.125% | 5/30/25 | 18,939 | 21,415 | |||
Vodafone Group plc | 4.375% | 5/30/28 | 37,715 | 44,615 | |||
Vodafone Group plc | 7.875% | 2/15/30 | 2,878 | 4,146 | |||
Vodafone Group plc | 6.250% | 11/30/32 | 8,100 | 10,913 | |||
Vodafone Group plc | 6.150% | 2/27/37 | 4,118 | 5,725 | |||
Vodafone Group plc | 5.000% | 5/30/38 | 29,764 | 37,135 |
75
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Vodafone Group plc | 4.375% | 2/19/43 | 18,063 | 20,873 | |||
Vodafone Group plc | 5.250% | 5/30/48 | 37,257 | 48,488 | |||
Vodafone Group plc | 4.875% | 6/19/49 | 23,425 | 29,314 | |||
Vodafone Group plc | 4.250% | 9/17/50 | 29,450 | 34,992 | |||
Vodafone Group plc | 5.125% | 6/19/59 | 1,200 | 1,553 | |||
Walt Disney Co. | 3.750% | 6/1/21 | 2,000 | 2,062 | |||
Walt Disney Co. | 2.750% | 8/16/21 | 5,550 | 5,689 | |||
Walt Disney Co. | 2.550% | 2/15/22 | 4,081 | 4,208 | |||
Walt Disney Co. | 2.450% | 3/4/22 | 4,155 | 4,286 | |||
Walt Disney Co. | 1.650% | 9/1/22 | 6,400 | 6,549 | |||
Walt Disney Co. | 3.000% | 9/15/22 | 21,260 | 22,424 | |||
Walt Disney Co. | 2.350% | 12/1/22 | 6,086 | 6,353 | |||
Walt Disney Co. | 1.750% | 8/30/24 | 8,350 | 8,646 | |||
Walt Disney Co. | 3.700% | 9/15/24 | 8,065 | 8,957 | |||
Walt Disney Co. | 3.350% | 3/24/25 | 14,060 | 15,578 | |||
Walt Disney Co. | 3.150% | 9/17/25 | 17,438 | 19,254 | |||
Walt Disney Co. | 3.700% | 10/15/25 | 12,645 | 14,251 | |||
Walt Disney Co. | 1.750% | 1/13/26 | 18,000 | 18,540 | |||
Walt Disney Co. | 3.000% | 2/13/26 | 10,875 | 11,953 | |||
Walt Disney Co. | 1.850% | 7/30/26 | 31,356 | 32,372 | |||
Walt Disney Co. | 3.375% | 11/15/26 | 8,963 | 10,081 | |||
Walt Disney Co. | 3.700% | 3/23/27 | 1,100 | 1,258 | |||
Walt Disney Co. | 2.200% | 1/13/28 | 13,800 | 14,404 | |||
Walt Disney Co. | 2.000% | 9/1/29 | 23,375 | 23,842 | |||
Walt Disney Co. | 3.800% | 3/22/30 | 10,070 | 11,724 | |||
Walt Disney Co. | 2.650% | 1/13/31 | 38,500 | 40,849 | |||
Walt Disney Co. | 7.000% | 3/1/32 | 5,745 | 8,559 | |||
Walt Disney Co. | 6.550% | 3/15/33 | 13,290 | 19,619 | |||
Walt Disney Co. | 6.200% | 12/15/34 | 16,651 | 24,375 | |||
Walt Disney Co. | 6.400% | 12/15/35 | 17,957 | 26,751 | |||
Walt Disney Co. | 6.150% | 3/1/37 | 18,513 | 26,599 | |||
Walt Disney Co. | 6.650% | 11/15/37 | 4,300 | 6,436 | |||
Walt Disney Co. | 4.625% | 3/23/40 | 5,365 | 6,677 | |||
Walt Disney Co. | 3.500% | 5/13/40 | 22,000 | 24,018 | |||
Walt Disney Co. | 6.150% | 2/15/41 | 194 | 288 | |||
Walt Disney Co. | 4.375% | 8/16/41 | 10,750 | 13,207 | |||
Walt Disney Co. | 4.125% | 12/1/41 | 12,524 | 14,780 | |||
Walt Disney Co. | 3.700% | 12/1/42 | 10,352 | 11,502 | |||
Walt Disney Co. | 5.400% | 10/1/43 | 10,980 | 15,213 | |||
Walt Disney Co. | 4.750% | 9/15/44 | 14,869 | 18,813 | |||
Walt Disney Co. | 4.950% | 10/15/45 | 1,250 | 1,631 | |||
Walt Disney Co. | 3.000% | 7/30/46 | 2,535 | 2,645 | |||
Walt Disney Co. | 4.750% | 11/15/46 | 2,998 | 3,845 | |||
Walt Disney Co. | 2.750% | 9/1/49 | 17,335 | 16,830 | |||
Walt Disney Co. | 4.700% | 3/23/50 | 20,210 | 26,218 | |||
Walt Disney Co. | 3.600% | 1/13/51 | 33,900 | 37,798 | |||
Walt Disney Co. | 3.800% | 5/13/60 | 18,000 | 20,884 | |||
Weibo Corp. | 3.500% | 7/5/24 | 8,900 | 9,183 | |||
WPP Finance 2010 | 3.625% | 9/7/22 | 9,506 | 9,884 | |||
WPP Finance 2010 | 3.750% | 9/19/24 | 6,315 | 6,800 | |||
Consumer Cyclical (2.1%) | |||||||
Advance Auto Parts Inc. | 4.500% | 1/15/22 | 2,730 | 2,845 | |||
Advance Auto Parts Inc. | 4.500% | 12/1/23 | 5,876 | 6,372 | |||
6 | Advance Auto Parts Inc. | 3.900% | 4/15/30 | 11,423 | 12,226 | ||
Alibaba Group Holding Ltd. | 3.125% | 11/28/21 | 15,040 | 15,396 | |||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 3,000 | 3,138 | |||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 25,319 | 27,549 | |||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 31,790 | 35,107 | |||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 7,965 | 9,737 | |||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 20,140 | 23,062 | |||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 17,275 | 21,031 | |||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 12,427 | 15,875 | |||
Amazon.com Inc. | 3.300% | 12/5/21 | 24,464 | 25,410 |
76
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 7,643 | 8,004 | |||
Amazon.com Inc. | 2.400% | 2/22/23 | 15,720 | 16,516 | |||
Amazon.com Inc. | 0.400% | 6/3/23 | 9,625 | 9,619 | |||
Amazon.com Inc. | 2.800% | 8/22/24 | 23,282 | 25,263 | |||
Amazon.com Inc. | 3.800% | 12/5/24 | 6,741 | 7,653 | |||
Amazon.com Inc. | 0.800% | 6/3/25 | 10,000 | 10,077 | |||
Amazon.com Inc. | 5.200% | 12/3/25 | 17,887 | 21,843 | |||
Amazon.com Inc. | 1.200% | 6/3/27 | 16,000 | 16,132 | |||
Amazon.com Inc. | 3.150% | 8/22/27 | 23,105 | 26,315 | |||
Amazon.com Inc. | 1.500% | 6/3/30 | 25,000 | 25,337 | |||
Amazon.com Inc. | 4.800% | 12/5/34 | 20,979 | 28,545 | |||
Amazon.com Inc. | 3.875% | 8/22/37 | 34,355 | 42,417 | |||
Amazon.com Inc. | 4.950% | 12/5/44 | 19,536 | 27,736 | |||
Amazon.com Inc. | 4.050% | 8/22/47 | 40,792 | 53,049 | |||
Amazon.com Inc. | 2.500% | 6/3/50 | 31,000 | 31,398 | |||
Amazon.com Inc. | 4.250% | 8/22/57 | 28,370 | 37,899 | |||
Amazon.com Inc. | 2.700% | 6/3/60 | 24,000 | 24,430 | |||
American Honda Finance Corp. | 3.150% | 1/8/21 | 9,675 | 9,796 | |||
American Honda Finance Corp. | 1.650% | 7/12/21 | 11,105 | 11,229 | |||
American Honda Finance Corp. | 1.700% | 9/9/21 | 16,000 | 16,216 | |||
American Honda Finance Corp. | 3.375% | 12/10/21 | 3,550 | 3,686 | |||
American Honda Finance Corp. | 2.200% | 6/27/22 | 8,935 | 9,179 | |||
American Honda Finance Corp. | 2.600% | 11/16/22 | 6,100 | 6,356 | |||
American Honda Finance Corp. | 2.050% | 1/10/23 | 2,270 | 2,339 | |||
American Honda Finance Corp. | 1.950% | 5/10/23 | 11,880 | 12,275 | |||
American Honda Finance Corp. | 3.450% | 7/14/23 | 5,150 | 5,537 | |||
American Honda Finance Corp. | 3.625% | 10/10/23 | 1,504 | 1,634 | |||
American Honda Finance Corp. | 3.550% | 1/12/24 | 500 | 543 | |||
American Honda Finance Corp. | 2.900% | 2/16/24 | 12,825 | 13,653 | |||
American Honda Finance Corp. | 2.400% | 6/27/24 | 8,426 | 8,840 | |||
American Honda Finance Corp. | 2.150% | 9/10/24 | 13,295 | 13,845 | |||
American Honda Finance Corp. | 2.300% | 9/9/26 | 6,450 | 6,855 | |||
American Honda Finance Corp. | 2.350% | 1/8/27 | 6,950 | 7,361 | |||
American Honda Finance Corp. | 3.500% | 2/15/28 | 6,325 | 7,121 | |||
Aptiv Corp. | 4.150% | 3/15/24 | 7,520 | 7,971 | |||
Aptiv plc | 4.250% | 1/15/26 | 9,325 | 10,289 | |||
Aptiv plc | 4.350% | 3/15/29 | 1,950 | 2,086 | |||
Aptiv plc | 4.400% | 10/1/46 | 4,220 | 4,086 | |||
Aptiv plc | 5.400% | 3/15/49 | 4,200 | 4,424 | |||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 16,530 | 18,554 | |||
AutoNation Inc. | 3.500% | 11/15/24 | 5,163 | 5,322 | |||
AutoNation Inc. | 4.500% | 10/1/25 | 10,875 | 11,692 | |||
AutoNation Inc. | 3.800% | 11/15/27 | 6,865 | 7,119 | |||
AutoZone Inc. | 3.700% | 4/15/22 | 7,611 | 7,953 | |||
AutoZone Inc. | 2.875% | 1/15/23 | 6,086 | 6,308 | |||
AutoZone Inc. | 3.125% | 7/15/23 | 660 | 701 | |||
AutoZone Inc. | 3.125% | 4/18/24 | 5,000 | 5,375 | |||
AutoZone Inc. | 3.250% | 4/15/25 | 13,685 | 15,015 | |||
AutoZone Inc. | 3.125% | 4/21/26 | 9,680 | 10,655 | |||
AutoZone Inc. | 3.750% | 6/1/27 | 11,425 | 12,828 | |||
AutoZone Inc. | 3.750% | 4/18/29 | 9,175 | 10,441 | |||
AutoZone Inc. | 4.000% | 4/15/30 | 15,420 | 17,837 | |||
Best Buy Co. Inc. | 5.500% | 3/15/21 | 2,480 | 2,534 | |||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 10,200 | 11,820 | |||
Block Financial LLC | 5.500% | 11/1/22 | 2,865 | 3,049 | |||
Block Financial LLC | 5.250% | 10/1/25 | 12,310 | 13,507 | |||
Booking Holdings Inc. | 2.750% | 3/15/23 | 6,427 | 6,721 | |||
Booking Holdings Inc. | 3.650% | 3/15/25 | 10,225 | 11,201 | |||
Booking Holdings Inc. | 3.600% | 6/1/26 | 27,585 | 30,264 | |||
Booking Holdings Inc. | 4.500% | 4/13/27 | 5,203 | 5,972 | |||
Booking Holdings Inc. | 3.550% | 3/15/28 | 8,110 | 8,858 | |||
Booking Holdings Inc. | 4.625% | 4/13/30 | 11,805 | 13,819 | |||
BorgWarner Inc. | 3.375% | 3/15/25 | 2,348 | 2,487 | |||
BorgWarner Inc. | 2.650% | 7/1/27 | 11,000 | 11,276 |
77
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 7,565 | 7,975 | |||
Choice Hotels International Inc. | 5.750% | 7/1/22 | 1,750 | 1,833 | |||
Costco Wholesale Corp. | 2.300% | 5/18/22 | 14,126 | 14,609 | |||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 16,436 | 17,837 | |||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 12,463 | 14,026 | |||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 15,670 | 16,026 | |||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 31,354 | 31,653 | |||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 13,600 | 13,770 | |||
Cummins Inc. | 3.650% | 10/1/23 | 2,200 | 2,401 | |||
Cummins Inc. | 7.125% | 3/1/28 | 1,750 | 2,390 | |||
Cummins Inc. | 4.875% | 10/1/43 | 8,520 | 11,129 | |||
Daimler Finance North America LLC | 8.500% | 1/18/31 | 6,712 | 10,150 | |||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 5,550 | 5,698 | |||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 5,270 | 5,003 | |||
Dollar General Corp. | 3.250% | 4/15/23 | 14,870 | 15,870 | |||
Dollar General Corp. | 4.150% | 11/1/25 | 9,158 | 10,590 | |||
Dollar General Corp. | 3.875% | 4/15/27 | 8,442 | 9,702 | |||
Dollar General Corp. | 4.125% | 5/1/28 | 8,074 | 9,460 | |||
Dollar General Corp. | 3.500% | 4/3/30 | 4,000 | 4,485 | |||
Dollar General Corp. | 4.125% | 4/3/50 | 13,481 | 16,119 | |||
Dollar Tree Inc. | 3.700% | 5/15/23 | 6,575 | 7,047 | |||
Dollar Tree Inc. | 4.000% | 5/15/25 | 17,971 | 20,235 | |||
Dollar Tree Inc. | 4.200% | 5/15/28 | 13,325 | 15,492 | |||
DR Horton Inc. | 2.550% | 12/1/20 | 2,730 | 2,749 | |||
DR Horton Inc. | 4.375% | 9/15/22 | 6,442 | 6,817 | |||
DR Horton Inc. | 4.750% | 2/15/23 | 4,193 | 4,531 | |||
DR Horton Inc. | 5.750% | 8/15/23 | 6,845 | 7,685 | |||
DR Horton Inc. | 2.500% | 10/15/24 | 9,500 | 9,921 | |||
DR Horton Inc. | 2.600% | 10/15/25 | 2,500 | 2,630 | |||
eBay Inc. | 3.800% | 3/9/22 | 6,132 | 6,438 | |||
eBay Inc. | 2.600% | 7/15/22 | 9,105 | 9,403 | |||
eBay Inc. | 2.750% | 1/30/23 | 8,815 | 9,207 | |||
eBay Inc. | 3.450% | 8/1/24 | 8,596 | 9,376 | |||
eBay Inc. | 1.900% | 3/11/25 | 11,000 | 11,369 | |||
eBay Inc. | 3.600% | 6/5/27 | 8,475 | 9,562 | |||
eBay Inc. | 2.700% | 3/11/30 | 16,600 | 17,462 | |||
eBay Inc. | 4.000% | 7/15/42 | 8,930 | 9,712 | |||
Expedia Group Inc. | 4.500% | 8/15/24 | 7,255 | 7,527 | |||
Expedia Group Inc. | 5.000% | 2/15/26 | 9,123 | 9,397 | |||
Expedia Group Inc. | 3.800% | 2/15/28 | 11,435 | 11,006 | |||
Expedia Group Inc. | 3.250% | 2/15/30 | 10,175 | 9,488 | |||
Ford Foundation | 2.415% | 6/1/50 | 2,300 | 2,339 | |||
Ford Foundation | 2.815% | 6/1/70 | 3,375 | 3,498 | |||
General Motors Co. | 4.875% | 10/2/23 | 18,878 | 20,156 | |||
General Motors Co. | 5.400% | 10/2/23 | 1,000 | 1,082 | |||
General Motors Co. | 4.000% | 4/1/25 | 5,631 | 5,834 | |||
General Motors Co. | 6.125% | 10/1/25 | 2,000 | 2,242 | |||
General Motors Co. | 4.200% | 10/1/27 | 2,788 | 2,844 | |||
General Motors Co. | 5.000% | 10/1/28 | 7,233 | 7,702 | |||
General Motors Co. | 5.000% | 4/1/35 | 19,163 | 19,238 | |||
General Motors Co. | 6.600% | 4/1/36 | 14,142 | 15,278 | |||
General Motors Co. | 5.150% | 4/1/38 | 10,700 | 10,352 | |||
General Motors Co. | 6.250% | 10/2/43 | 19,587 | 20,811 | |||
General Motors Co. | 5.200% | 4/1/45 | 11,787 | 11,398 | |||
General Motors Co. | 6.750% | 4/1/46 | 15,793 | 17,230 | |||
General Motors Co. | 5.400% | 4/1/48 | 14,596 | 14,419 | |||
General Motors Co. | 5.950% | 4/1/49 | 8,929 | 9,348 | |||
General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 15,688 | 15,885 | |||
General Motors Financial Co. Inc. | 3.550% | 4/9/21 | 7,760 | 7,856 | |||
General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 11,731 | 11,861 | |||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 7,250 | 7,449 | |||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 4,850 | 4,964 | |||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 9,939 | 10,110 | |||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 18,585 | 18,935 |
78
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 9,921 | 10,064 | |||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 6,350 | 6,498 | |||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 3,495 | 3,565 | |||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 11,500 | 12,289 | |||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 14,310 | 14,715 | |||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 13,292 | 13,865 | |||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 10,875 | 11,344 | |||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 16,650 | 17,812 | |||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 15,411 | 15,863 | |||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 19,452 | 19,742 | |||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 27,372 | 28,451 | |||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 30,367 | 30,196 | |||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 12,715 | 13,396 | |||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 7,300 | 7,178 | |||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 11,772 | 12,346 | |||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 10,525 | 11,443 | |||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 13,821 | 14,271 | |||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 21,510 | 22,216 | |||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 7,550 | 7,515 | |||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 9,575 | 10,663 | |||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 8,400 | 8,151 | |||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 11/1/23 | 5,800 | 6,177 | |||
GLP Capital LP / GLP Financing II Inc. | 3.350% | 9/1/24 | 4,959 | 4,964 | |||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 10,496 | 11,426 | |||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 12,220 | 13,373 | |||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 1,050 | 1,149 | |||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 4,975 | 5,373 | |||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/30 | 7,300 | 7,215 | |||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 8,306 | 8,561 | |||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 11,790 | 12,334 | |||
Harman International Industries Inc. | 4.150% | 5/15/25 | 5,436 | 5,919 | |||
Home Depot Inc. | 4.400% | 4/1/21 | 35,273 | 35,986 | |||
Home Depot Inc. | 3.250% | 3/1/22 | 5,865 | 6,151 | |||
Home Depot Inc. | 2.625% | 6/1/22 | 6,600 | 6,889 | |||
Home Depot Inc. | 2.700% | 4/1/23 | 5,730 | 6,051 | |||
Home Depot Inc. | 3.750% | 2/15/24 | 16,323 | 18,079 | |||
Home Depot Inc. | 3.350% | 9/15/25 | 8,567 | 9,644 | |||
Home Depot Inc. | 3.000% | 4/1/26 | 15,375 | 17,198 | |||
Home Depot Inc. | 2.125% | 9/15/26 | 10,405 | 11,181 | |||
Home Depot Inc. | 2.500% | 4/15/27 | 11,006 | 12,051 | |||
Home Depot Inc. | 2.800% | 9/14/27 | 14,900 | 16,629 | |||
Home Depot Inc. | 3.900% | 12/6/28 | 8,033 | 9,621 | |||
Home Depot Inc. | 2.950% | 6/15/29 | 20,900 | 23,456 | |||
Home Depot Inc. | 2.700% | 4/15/30 | 21,460 | 23,570 | |||
Home Depot Inc. | 5.875% | 12/16/36 | 33,328 | 49,207 | |||
Home Depot Inc. | 3.300% | 4/15/40 | 17,015 | 19,247 | |||
Home Depot Inc. | 5.400% | 9/15/40 | 6,270 | 8,922 | |||
Home Depot Inc. | 5.950% | 4/1/41 | 10,408 | 15,656 | |||
Home Depot Inc. | 4.200% | 4/1/43 | 22,500 | 27,733 | |||
Home Depot Inc. | 4.875% | 2/15/44 | 12,474 | 16,893 | |||
Home Depot Inc. | 4.400% | 3/15/45 | 11,568 | 14,671 | |||
Home Depot Inc. | 4.250% | 4/1/46 | 15,259 | 19,148 | |||
Home Depot Inc. | 3.900% | 6/15/47 | 12,000 | 14,514 | |||
Home Depot Inc. | 4.500% | 12/6/48 | 11,830 | 15,687 | |||
Home Depot Inc. | 3.125% | 12/15/49 | 22,450 | 24,547 | |||
Home Depot Inc. | 3.350% | 4/15/50 | 14,200 | 16,285 | |||
Home Depot Inc. | 3.500% | 9/15/56 | 17,256 | 19,970 | |||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 3,601 | 3,619 | |||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 1,700 | 1,760 | |||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 7,405 | 7,513 | |||
IHC Health Services Inc. | 4.131% | 5/15/48 | 4,750 | 6,157 | |||
IHS Markit Ltd. | 3.625% | 5/1/24 | 5,170 | 5,545 | |||
IHS Markit Ltd. | 4.750% | 8/1/28 | 9,835 | 11,556 | |||
IHS Markit Ltd. | 4.250% | 5/1/29 | 7,395 | 8,458 |
79
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
JD.com Inc. | 3.125% | 4/29/21 | 5,000 | 5,056 | |||
JD.com Inc. | 3.875% | 4/29/26 | 5,420 | 5,953 | |||
JD.com Inc. | 3.375% | 1/14/30 | 9,400 | 10,028 | |||
JD.com Inc. | 4.125% | 1/14/50 | 3,400 | 3,679 | |||
Kohl's Corp. | 3.250% | 2/1/23 | 1,108 | 1,069 | |||
Kohl's Corp. | 4.750% | 12/15/23 | 584 | 567 | |||
Kohl's Corp. | 4.250% | 7/17/25 | 7,840 | 7,644 | |||
Kohl's Corp. | 5.550% | 7/17/45 | 5,966 | 5,243 | |||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 21,661 | 21,471 | |||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 8,000 | 7,760 | |||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 5,400 | 5,380 | |||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 5,325 | 5,258 | |||
Lear Corp. | 3.800% | 9/15/27 | 3,165 | 3,226 | |||
Lear Corp. | 4.250% | 5/15/29 | 7,950 | 8,174 | |||
Lear Corp. | 3.500% | 5/30/30 | 5,405 | 5,339 | |||
Lear Corp. | 5.250% | 5/15/49 | 7,780 | 8,028 | |||
Lowe's Cos. Inc. | 3.800% | 11/15/21 | 2,400 | 2,492 | |||
Lowe's Cos. Inc. | 3.120% | 4/15/22 | 8,893 | 9,256 | |||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 14,594 | 16,010 | |||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 13,458 | 14,649 | |||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 2,500 | 2,845 | |||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 15,075 | 16,850 | |||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 18,062 | 19,532 | |||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 18,303 | 20,324 | |||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 1,214 | 1,628 | |||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 21,140 | 24,146 | |||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 12,805 | 15,529 | |||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 6,228 | 8,060 | |||
Lowe's Cos. Inc. | 4.650% | 4/15/42 | 10,574 | 13,265 | |||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 3,855 | 4,537 | |||
Lowe's Cos. Inc. | 4.375% | 9/15/45 | 10,995 | 13,073 | |||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 16,236 | 18,103 | |||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 19,600 | 22,946 | |||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 14,350 | 18,024 | |||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 7,700 | 10,628 | |||
Magna International Inc. | 3.625% | 6/15/24 | 13,927 | 15,178 | |||
Magna International Inc. | 4.150% | 10/1/25 | 3,181 | 3,536 | |||
Magna International Inc. | 2.450% | 6/15/30 | 4,750 | 4,836 | |||
Marriott International Inc. | 3.125% | 10/15/21 | 7,202 | 7,211 | |||
Marriott International Inc. | 3.250% | 9/15/22 | 4,850 | 4,854 | |||
Marriott International Inc. | 2.125% | 10/3/22 | 5,805 | 5,700 | |||
Marriott International Inc. | 3.750% | 3/15/25 | 6,965 | 6,955 | |||
Marriott International Inc. | 3.750% | 10/1/25 | 5,110 | 5,092 | |||
Marriott International Inc. | 3.125% | 6/15/26 | 10,939 | 10,639 | |||
Marriott International Inc. | 4.000% | 4/15/28 | 9,292 | 9,207 | |||
Marriott International Inc. | 4.650% | 12/1/28 | 1,500 | 1,542 | |||
Marriott International Inc. | 4.625% | 6/15/30 | 5,000 | 5,195 | |||
Mastercard Inc. | 2.000% | 11/21/21 | 8,250 | 8,415 | |||
Mastercard Inc. | 3.375% | 4/1/24 | 17,037 | 18,860 | |||
Mastercard Inc. | 2.000% | 3/3/25 | 12,142 | 12,858 | |||
Mastercard Inc. | 2.950% | 11/21/26 | 16,490 | 18,463 | |||
Mastercard Inc. | 3.300% | 3/26/27 | 13,850 | 15,664 | |||
Mastercard Inc. | 3.500% | 2/26/28 | 5,545 | 6,365 | |||
Mastercard Inc. | 2.950% | 6/1/29 | 15,000 | 16,818 | |||
Mastercard Inc. | 3.350% | 3/26/30 | 13,065 | 15,060 | |||
Mastercard Inc. | 3.800% | 11/21/46 | 6,113 | 7,403 | |||
Mastercard Inc. | 3.950% | 2/26/48 | 7,473 | 9,307 | |||
Mastercard Inc. | 3.650% | 6/1/49 | 15,875 | 19,130 | |||
Mastercard Inc. | 3.850% | 3/26/50 | 18,160 | 22,636 | |||
McDonald's Corp. | 2.625% | 1/15/22 | 26,562 | 27,423 | |||
McDonald's Corp. | 3.350% | 4/1/23 | 15,240 | 16,332 | |||
McDonald's Corp. | 3.250% | 6/10/24 | 2,735 | 2,995 | |||
McDonald's Corp. | 3.375% | 5/26/25 | 11,330 | 12,568 | |||
McDonald's Corp. | 3.300% | 7/1/25 | 5,400 | 5,989 |
80
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
McDonald's Corp. | 1.450% | 9/1/25 | 100 | 102 | |||
McDonald's Corp. | 3.700% | 1/30/26 | 18,474 | 20,983 | |||
McDonald's Corp. | 3.500% | 3/1/27 | 12,459 | 14,102 | |||
McDonald's Corp. | 3.500% | 7/1/27 | 7,000 | 7,934 | |||
McDonald's Corp. | 3.800% | 4/1/28 | 23,800 | 27,675 | |||
McDonald's Corp. | 2.625% | 9/1/29 | 12,814 | 13,700 | |||
McDonald's Corp. | 2.125% | 3/1/30 | 6,904 | 7,085 | |||
McDonald's Corp. | 3.600% | 7/1/30 | 24,350 | 27,985 | |||
McDonald's Corp. | 4.700% | 12/9/35 | 12,600 | 15,997 | |||
McDonald's Corp. | 6.300% | 10/15/37 | 4,413 | 6,399 | |||
McDonald's Corp. | 6.300% | 3/1/38 | 11,981 | 17,504 | |||
McDonald's Corp. | 5.700% | 2/1/39 | 11,702 | 16,274 | |||
McDonald's Corp. | 3.700% | 2/15/42 | 7,379 | 8,178 | |||
McDonald's Corp. | 3.625% | 5/1/43 | 7,081 | 7,754 | |||
McDonald's Corp. | 4.600% | 5/26/45 | 8,546 | 10,490 | |||
McDonald's Corp. | 4.875% | 12/9/45 | 22,655 | 29,285 | |||
McDonald's Corp. | 4.450% | 3/1/47 | 12,717 | 15,561 | |||
McDonald's Corp. | 4.450% | 9/1/48 | 8,570 | 10,572 | |||
McDonald's Corp. | 3.625% | 9/1/49 | 20,405 | 22,549 | |||
McDonald's Corp. | 4.200% | 4/1/50 | 13,300 | 16,087 | |||
NIKE Inc. | 2.250% | 5/1/23 | 6,330 | 6,662 | |||
NIKE Inc. | 2.400% | 3/27/25 | 4,850 | 5,222 | |||
NIKE Inc. | 2.375% | 11/1/26 | 18,230 | 19,859 | |||
NIKE Inc. | 2.750% | 3/27/27 | 11,950 | 13,116 | |||
NIKE Inc. | 2.850% | 3/27/30 | 9,775 | 10,848 | |||
NIKE Inc. | 3.250% | 3/27/40 | 9,150 | 10,226 | |||
NIKE Inc. | 3.625% | 5/1/43 | 8,463 | 9,869 | |||
NIKE Inc. | 3.875% | 11/1/45 | 14,504 | 17,480 | |||
NIKE Inc. | 3.375% | 11/1/46 | 14,195 | 15,871 | |||
NIKE Inc. | 3.375% | 3/27/50 | 20,700 | 23,946 | |||
Nordstrom Inc. | 4.000% | 10/15/21 | 9,879 | 9,886 | |||
Nordstrom Inc. | 4.000% | 3/15/27 | 6,715 | 5,573 | |||
Nordstrom Inc. | 6.950% | 3/15/28 | 1,890 | 1,831 | |||
Nordstrom Inc. | 4.375% | 4/1/30 | 5,700 | 4,503 | |||
Nordstrom Inc. | 5.000% | 1/15/44 | 5,147 | 3,796 | |||
NVR Inc. | 3.950% | 9/15/22 | 8,836 | 9,421 | |||
NVR Inc. | 3.000% | 5/15/30 | 3,000 | 3,133 | |||
O'Reilly Automotive Inc. | 4.625% | 9/15/21 | 2,068 | 2,146 | |||
O'Reilly Automotive Inc. | 3.800% | 9/1/22 | 3,941 | 4,119 | |||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 7,425 | 7,794 | |||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 3,948 | 4,491 | |||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 20,994 | 23,620 | |||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 3,151 | 3,688 | |||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 5,000 | 5,858 | |||
PACCAR Financial Corp. | 2.050% | 11/13/20 | 5,420 | 5,453 | |||
PACCAR Financial Corp. | 2.250% | 2/25/21 | 3,000 | 3,037 | |||
PACCAR Financial Corp. | 3.150% | 8/9/21 | 1,745 | 1,793 | |||
PACCAR Financial Corp. | 2.850% | 3/1/22 | 3,140 | 3,250 | |||
PACCAR Financial Corp. | 2.650% | 5/10/22 | 6,050 | 6,269 | |||
PACCAR Financial Corp. | 2.300% | 8/10/22 | 4,825 | 4,987 | |||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,735 | 1,789 | |||
PACCAR Financial Corp. | 2.650% | 4/6/23 | 5,000 | 5,273 | |||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 6,345 | 6,875 | |||
PACCAR Financial Corp. | 2.150% | 8/15/24 | 4,680 | 4,920 | |||
PACCAR Financial Corp. | 1.800% | 2/6/25 | 3,330 | 3,464 | |||
Ralph Lauren Corp. | 1.700% | 6/15/22 | 3,000 | 3,049 | |||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 4,850 | 5,388 | |||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 7,000 | 7,157 | |||
Ross Stores Inc. | 4.600% | 4/15/25 | 10,000 | 11,472 | |||
Ross Stores Inc. | 4.700% | 4/15/27 | 9,250 | 10,755 | |||
Ross Stores Inc. | 4.800% | 4/15/30 | 7,350 | 8,805 | |||
Ross Stores Inc. | 5.450% | 4/15/50 | 9,125 | 11,758 | |||
Sands China Ltd. | 4.600% | 8/8/23 | 21,495 | 22,570 | |||
Sands China Ltd. | 5.125% | 8/8/25 | 21,175 | 22,975 |
81
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Sands China Ltd. | 5.400% | 8/8/28 | 22,375 | 24,864 | |||
6 | Sands China Ltd. | 4.375% | 6/18/30 | 4,750 | 4,940 | ||
Starbucks Corp. | 1.300% | 5/7/22 | 3,150 | 3,191 | |||
Starbucks Corp. | 2.700% | 6/15/22 | 4,450 | 4,622 | |||
Starbucks Corp. | 3.100% | 3/1/23 | 15,810 | 16,826 | |||
Starbucks Corp. | 3.850% | 10/1/23 | 8,836 | 9,658 | |||
Starbucks Corp. | 3.800% | 8/15/25 | 26,275 | 29,613 | |||
Starbucks Corp. | 2.450% | 6/15/26 | 15,586 | 16,669 | |||
Starbucks Corp. | 3.500% | 3/1/28 | 7,185 | 8,095 | |||
Starbucks Corp. | 4.000% | 11/15/28 | 7,725 | 9,037 | |||
Starbucks Corp. | 3.550% | 8/15/29 | 950 | 1,083 | |||
Starbucks Corp. | 2.250% | 3/12/30 | 7,000 | 7,245 | |||
Starbucks Corp. | 2.550% | 11/15/30 | 16,000 | 16,795 | |||
Starbucks Corp. | 4.300% | 6/15/45 | 4,131 | 4,743 | |||
Starbucks Corp. | 3.750% | 12/1/47 | 9,025 | 9,704 | |||
Starbucks Corp. | 4.500% | 11/15/48 | 11,597 | 13,979 | |||
Starbucks Corp. | 4.450% | 8/15/49 | 7,411 | 8,955 | |||
Starbucks Corp. | 3.350% | 3/12/50 | 5,200 | 5,359 | |||
Starbucks Corp. | 3.500% | 11/15/50 | 15,250 | 16,063 | |||
Tapestry Inc. | 3.000% | 7/15/22 | 3,814 | 3,751 | |||
Tapestry Inc. | 4.250% | 4/1/25 | 5,816 | 5,637 | |||
Tapestry Inc. | 4.125% | 7/15/27 | 10,040 | 9,430 | |||
Target Corp. | 2.900% | 1/15/22 | 13,717 | 14,267 | |||
Target Corp. | 3.500% | 7/1/24 | 15,575 | 17,399 | |||
Target Corp. | 2.250% | 4/15/25 | 6,850 | 7,333 | |||
Target Corp. | 2.500% | 4/15/26 | 10,668 | 11,714 | |||
Target Corp. | 3.375% | 4/15/29 | 12,325 | 14,201 | |||
Target Corp. | 2.350% | 2/15/30 | 2,500 | 2,671 | |||
Target Corp. | 2.650% | 9/15/30 | 17,000 | 18,665 | |||
Target Corp. | 6.350% | 11/1/32 | 5,291 | 7,683 | |||
Target Corp. | 6.500% | 10/15/37 | 5,687 | 8,839 | |||
Target Corp. | 7.000% | 1/15/38 | 6,920 | 11,168 | |||
Target Corp. | 4.000% | 7/1/42 | 20,364 | 25,594 | |||
Target Corp. | 3.625% | 4/15/46 | 18,175 | 22,179 | |||
Target Corp. | 3.900% | 11/15/47 | 5,300 | 6,731 | |||
TJX Cos. Inc. | 2.500% | 5/15/23 | 10,193 | 10,679 | |||
TJX Cos. Inc. | 3.500% | 4/15/25 | 18,175 | 20,223 | |||
TJX Cos. Inc. | 2.250% | 9/15/26 | 19,860 | 21,188 | |||
TJX Cos. Inc. | 3.750% | 4/15/27 | 15,100 | 17,270 | |||
TJX Cos. Inc. | 3.875% | 4/15/30 | 11,500 | 13,504 | |||
TJX Cos. Inc. | 4.500% | 4/15/50 | 14,740 | 18,885 | |||
Toyota Motor Corp. | 3.183% | 7/20/21 | 11,105 | 11,404 | |||
Toyota Motor Corp. | 2.157% | 7/2/22 | 8,525 | 8,783 | |||
Toyota Motor Corp. | 3.419% | 7/20/23 | 14,125 | 15,248 | |||
Toyota Motor Corp. | 2.358% | 7/2/24 | 8,250 | 8,693 | |||
Toyota Motor Corp. | 3.669% | 7/20/28 | 3,164 | 3,669 | |||
Toyota Motor Corp. | 2.760% | 7/2/29 | 7,275 | 7,991 | |||
Toyota Motor Credit Corp. | 2.950% | 4/13/21 | 18,130 | 18,445 | |||
Toyota Motor Credit Corp. | 2.750% | 5/17/21 | 4,651 | 4,739 | |||
Toyota Motor Credit Corp. | 3.400% | 9/15/21 | 16,429 | 16,968 | |||
Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 3,400 | 3,451 | |||
Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 13,150 | 13,527 | |||
Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 17,136 | 17,823 | |||
Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 29,200 | 30,240 | |||
Toyota Motor Credit Corp. | 1.150% | 5/26/22 | 14,500 | 14,656 | |||
Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 4,233 | 4,416 | |||
Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 16,635 | 17,171 | |||
Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 9,305 | 9,736 | |||
Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 8,290 | 8,679 | |||
Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 10,000 | 10,168 | |||
Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 1,000 | 1,084 | |||
Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 5,803 | 6,071 | |||
Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 11,200 | 12,084 | |||
Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 14,650 | 15,132 |
82
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 12,715 | 14,183 | |||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 9,105 | 10,109 | |||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 12,351 | 13,687 | |||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 5,726 | 6,667 | |||
Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 10,000 | 10,522 | |||
Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 6,500 | 7,474 | |||
VF Corp. | 2.050% | 4/23/22 | 4,000 | 4,106 | |||
VF Corp. | 2.400% | 4/23/25 | 6,000 | 6,319 | |||
VF Corp. | 2.950% | 4/23/30 | 6,000 | 6,406 | |||
Visa Inc. | 2.150% | 9/15/22 | 6,009 | 6,226 | |||
Visa Inc. | 2.800% | 12/14/22 | 32,442 | 34,232 | |||
Visa Inc. | 3.150% | 12/14/25 | 67,667 | 75,424 | |||
Visa Inc. | 1.900% | 4/15/27 | 7,480 | 7,816 | |||
Visa Inc. | 2.750% | 9/15/27 | 17,868 | 19,599 | |||
Visa Inc. | 2.050% | 4/15/30 | 17,809 | 18,654 | |||
Visa Inc. | 4.150% | 12/14/35 | 20,917 | 26,715 | |||
Visa Inc. | 2.700% | 4/15/40 | 12,130 | 13,000 | |||
Visa Inc. | 4.300% | 12/14/45 | 42,715 | 56,348 | |||
Visa Inc. | 3.650% | 9/15/47 | 8,856 | 10,833 | |||
Wal-Mart Stores Inc. | 4.750% | 10/2/43 | 11,932 | 16,519 | |||
Walgreen Co. | 3.100% | 9/15/22 | 13,512 | 14,159 | |||
Walgreen Co. | 4.400% | 9/15/42 | 3,549 | 3,712 | |||
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 13,035 | 13,442 | |||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 20,266 | 22,341 | |||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 22,655 | 24,503 | |||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 2,350 | 2,436 | |||
Walgreens Boots Alliance Inc. | 4.500% | 11/18/34 | 4,035 | 4,506 | |||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 21,649 | 23,472 | |||
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 10,936 | 11,702 | |||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 8,900 | 8,964 | |||
Walmart Inc. | 2.350% | 12/15/22 | 27,812 | 29,118 | |||
Walmart Inc. | 2.550% | 4/11/23 | 20,260 | 21,329 | |||
Walmart Inc. | 3.400% | 6/26/23 | 13,400 | 14,560 | |||
Walmart Inc. | 3.300% | 4/22/24 | 22,373 | 24,563 | |||
Walmart Inc. | 2.850% | 7/8/24 | 9,235 | 10,018 | |||
Walmart Inc. | 2.650% | 12/15/24 | 19,155 | 20,742 | |||
Walmart Inc. | 3.550% | 6/26/25 | 36,287 | 41,135 | |||
Walmart Inc. | 3.050% | 7/8/26 | 22,200 | 25,030 | |||
Walmart Inc. | 5.875% | 4/5/27 | 13,915 | 18,285 | |||
Walmart Inc. | 3.700% | 6/26/28 | 23,105 | 27,294 | |||
Walmart Inc. | 3.250% | 7/8/29 | 14,500 | 16,838 | |||
Walmart Inc. | 2.375% | 9/24/29 | 11,850 | 12,864 | |||
Walmart Inc. | 7.550% | 2/15/30 | 6,905 | 10,536 | |||
Walmart Inc. | 5.250% | 9/1/35 | 21,877 | 31,812 | |||
Walmart Inc. | 6.500% | 8/15/37 | 447 | 715 | |||
Walmart Inc. | 6.200% | 4/15/38 | 13,394 | 20,789 | |||
Walmart Inc. | 3.950% | 6/28/38 | 10,573 | 13,438 | |||
Walmart Inc. | 5.625% | 4/1/40 | 8,670 | 12,938 | |||
Walmart Inc. | 4.875% | 7/8/40 | 6,215 | 8,598 | |||
Walmart Inc. | 5.000% | 10/25/40 | 3,615 | 5,122 | |||
Walmart Inc. | 5.625% | 4/15/41 | 4,000 | 5,975 | |||
Walmart Inc. | 4.000% | 4/11/43 | 14,347 | 18,161 | |||
Walmart Inc. | 4.300% | 4/22/44 | 8,558 | 11,420 | |||
Walmart Inc. | 3.625% | 12/15/47 | 7,365 | 9,012 | |||
Walmart Inc. | 4.050% | 6/29/48 | 32,334 | 42,345 | |||
Walmart Inc. | 2.950% | 9/24/49 | 39,355 | 44,229 | |||
Western Union Co. | 3.600% | 3/15/22 | 12,100 | 12,553 | |||
Western Union Co. | 2.850% | 1/10/25 | 5,700 | 5,947 | |||
Western Union Co. | 6.200% | 11/17/36 | 5,508 | 6,309 | |||
Western Union Co. | 6.200% | 6/21/40 | 3,400 | 3,821 | |||
Consumer Noncyclical (4.8%) | |||||||
Abbott Laboratories | 2.550% | 3/15/22 | 9,100 | 9,439 | |||
Abbott Laboratories | 3.400% | 11/30/23 | 20,273 | 22,076 |
83
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Abbott Laboratories | 2.950% | 3/15/25 | 8,535 | 9,391 | |||
Abbott Laboratories | 3.875% | 9/15/25 | 6,245 | 7,150 | |||
Abbott Laboratories | 3.750% | 11/30/26 | 21,308 | 24,793 | |||
Abbott Laboratories | 1.150% | 1/30/28 | 4,550 | 4,548 | |||
Abbott Laboratories | 1.400% | 6/30/30 | 5,000 | 4,969 | |||
Abbott Laboratories | 4.750% | 11/30/36 | 31,475 | 42,232 | |||
Abbott Laboratories | 6.150% | 11/30/37 | 6,141 | 9,381 | |||
Abbott Laboratories | 6.000% | 4/1/39 | 2,216 | 3,385 | |||
Abbott Laboratories | 5.300% | 5/27/40 | 3,664 | 5,237 | |||
Abbott Laboratories | 4.750% | 4/15/43 | 8,874 | 11,833 | |||
Abbott Laboratories | 4.900% | 11/30/46 | 40,970 | 58,379 | |||
AbbVie Inc. | 3.375% | 11/14/21 | 11,000 | 11,398 | |||
6 | AbbVie Inc. | 2.150% | 11/19/21 | 21,300 | 21,679 | ||
6 | AbbVie Inc. | 3.450% | 3/15/22 | 28,000 | 29,128 | ||
6 | AbbVie Inc. | 3.250% | 10/1/22 | 22,592 | 23,656 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 38,460 | 40,283 | |||
AbbVie Inc. | 3.200% | 11/6/22 | 37,214 | 39,361 | |||
6 | AbbVie Inc. | 2.300% | 11/21/22 | 19,360 | 20,028 | ||
6 | AbbVie Inc. | 2.800% | 3/15/23 | 9,290 | 9,478 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 15,825 | 16,653 | |||
AbbVie Inc. | 3.750% | 11/14/23 | 14,000 | 15,243 | |||
6 | AbbVie Inc. | 3.850% | 6/15/24 | 15,071 | 16,544 | ||
6 | AbbVie Inc. | 2.600% | 11/21/24 | 43,915 | 46,435 | ||
6 | AbbVie Inc. | 3.800% | 3/15/25 | 43,864 | 48,698 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 53,547 | 59,169 | |||
AbbVie Inc. | 3.200% | 5/14/26 | 23,942 | 26,448 | |||
6 | AbbVie Inc. | 2.950% | 11/21/26 | 46,880 | 50,924 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 19,725 | 23,235 | |||
6 | AbbVie Inc. | 3.200% | 11/21/29 | 68,165 | 74,765 | ||
6 | AbbVie Inc. | 4.550% | 3/15/35 | 17,490 | 21,239 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 30,648 | 37,124 | |||
AbbVie Inc. | 4.300% | 5/14/36 | 14,956 | 17,673 | |||
6 | AbbVie Inc. | 4.050% | 11/21/39 | 44,400 | 51,508 | ||
6 | AbbVie Inc. | 4.625% | 10/1/42 | 9,274 | 11,258 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 29,891 | 36,015 | |||
6 | AbbVie Inc. | 4.850% | 6/15/44 | 17,778 | 22,468 | ||
6 | AbbVie Inc. | 4.750% | 3/15/45 | 5,465 | 6,741 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 34,606 | 43,258 | |||
AbbVie Inc. | 4.450% | 5/14/46 | 31,410 | 38,125 | |||
AbbVie Inc. | 4.875% | 11/14/48 | 19,925 | 25,861 | |||
6 | AbbVie Inc. | 4.250% | 11/21/49 | 69,642 | 84,192 | ||
Adventist Health System | 2.952% | 3/1/29 | 6,875 | 7,171 | |||
Adventist Health System | 3.630% | 3/1/49 | 5,250 | 5,225 | |||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,725 | 3,086 | |||
Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 1,400 | 1,415 | |||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 4,925 | 6,314 | |||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 5,915 | 6,541 | |||
Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 4,425 | 4,664 | |||
Agilent Technologies Inc. | 3.200% | 10/1/22 | 6,175 | 6,456 | |||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 7,106 | 7,718 | |||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 5,775 | 6,289 | |||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 830 | 903 | |||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 7,150 | 7,324 | |||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 1,105 | 1,535 | |||
AHS Hospital Corp. | 5.024% | 7/1/45 | 4,975 | 6,438 | |||
Allina Health System | 3.887% | 4/15/49 | 4,725 | 5,675 | |||
Altria Group Inc. | 3.490% | 2/14/22 | 12,150 | 12,677 | |||
Altria Group Inc. | 2.850% | 8/9/22 | 15,820 | 16,481 | |||
Altria Group Inc. | 2.950% | 5/2/23 | 12,865 | 13,554 | |||
Altria Group Inc. | 4.000% | 1/31/24 | 15,630 | 17,236 | |||
Altria Group Inc. | 3.800% | 2/14/24 | 10,907 | 11,904 | |||
Altria Group Inc. | 2.350% | 5/6/25 | 975 | 1,027 | |||
Altria Group Inc. | 4.400% | 2/14/26 | 19,305 | 22,217 | |||
Altria Group Inc. | 2.625% | 9/16/26 | 6,285 | 6,699 |
84
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Altria Group Inc. | 4.800% | 2/14/29 | 33,330 | 38,837 | |||
Altria Group Inc. | 3.400% | 5/6/30 | 3,000 | 3,226 | |||
Altria Group Inc. | 5.800% | 2/14/39 | 30,530 | 37,944 | |||
Altria Group Inc. | 4.250% | 8/9/42 | 10,499 | 11,149 | |||
Altria Group Inc. | 4.500% | 5/2/43 | 14,451 | 15,549 | |||
Altria Group Inc. | 5.375% | 1/31/44 | 23,481 | 28,118 | |||
Altria Group Inc. | 3.875% | 9/16/46 | 14,859 | 14,782 | |||
Altria Group Inc. | 5.950% | 2/14/49 | 28,850 | 37,746 | |||
Altria Group Inc. | 4.450% | 5/6/50 | 8,413 | 9,208 | |||
Altria Group Inc. | 6.200% | 2/14/59 | 8,058 | 10,756 | |||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 6,762 | 7,295 | |||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 7,205 | 7,842 | |||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 9,350 | 10,548 | |||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 5,000 | 5,268 | |||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,485 | 1,644 | |||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 10,265 | 11,573 | |||
Amgen Inc. | 3.875% | 11/15/21 | 7,511 | 7,783 | |||
Amgen Inc. | 2.700% | 5/1/22 | 6,522 | 6,741 | |||
Amgen Inc. | 2.650% | 5/11/22 | 5,586 | 5,794 | |||
Amgen Inc. | 3.625% | 5/15/22 | 17,604 | 18,439 | |||
Amgen Inc. | 2.250% | 8/19/23 | 15,000 | 15,654 | |||
Amgen Inc. | 3.625% | 5/22/24 | 20,855 | 22,861 | |||
Amgen Inc. | 1.900% | 2/21/25 | 5,240 | 5,456 | |||
Amgen Inc. | 3.125% | 5/1/25 | 12,025 | 13,200 | |||
Amgen Inc. | 2.600% | 8/19/26 | 24,917 | 27,145 | |||
Amgen Inc. | 2.200% | 2/21/27 | 13,275 | 13,949 | |||
Amgen Inc. | 3.200% | 11/2/27 | 11,290 | 12,583 | |||
Amgen Inc. | 2.450% | 2/21/30 | 13,740 | 14,514 | |||
Amgen Inc. | 2.300% | 2/25/31 | 15,600 | 16,225 | |||
Amgen Inc. | 6.375% | 6/1/37 | 150 | 217 | |||
Amgen Inc. | 6.400% | 2/1/39 | 1,575 | 2,322 | |||
Amgen Inc. | 3.150% | 2/21/40 | 25,005 | 26,582 | |||
Amgen Inc. | 4.950% | 10/1/41 | 12,883 | 16,759 | |||
Amgen Inc. | 5.150% | 11/15/41 | 8,040 | 10,686 | |||
Amgen Inc. | 5.650% | 6/15/42 | 127 | 179 | |||
Amgen Inc. | 4.400% | 5/1/45 | 26,087 | 32,576 | |||
Amgen Inc. | 4.563% | 6/15/48 | 20,591 | 26,773 | |||
Amgen Inc. | 3.375% | 2/21/50 | 27,140 | 29,670 | |||
Amgen Inc. | 4.663% | 6/15/51 | 42,295 | 56,090 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 41,509 | 46,605 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 80,678 | 94,610 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 140,508 | 170,890 | |||
Anheuser-Busch InBev Finance Inc. | 2.625% | 1/17/23 | 11,885 | 12,462 | |||
Anheuser-Busch InBev Finance Inc. | 3.300% | 2/1/23 | 32,350 | 34,530 | |||
Anheuser-Busch InBev Finance Inc. | 3.700% | 2/1/24 | 10,069 | 11,089 | |||
Anheuser-Busch InBev Finance Inc. | 3.650% | 2/1/26 | 5,588 | 6,247 | |||
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 7,630 | 8,945 | |||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 19,769 | 21,422 | |||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 11,831 | 13,534 | |||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 30,286 | 36,743 | |||
Anheuser-Busch InBev Worldwide Inc. | 2.500% | 7/15/22 | 5,215 | 5,410 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 1/12/24 | 9,225 | 10,072 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 8,970 | 10,179 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 33,854 | 38,954 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 65,370 | 78,707 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 20,380 | 22,879 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 24,002 | 30,146 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 18,485 | 21,089 | |||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 3,768 | 6,013 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 6,285 | 7,917 | |||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 645 | 1,011 |
85
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 800 | 912 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 20,305 | 24,544 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 21,992 | 23,464 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 29,030 | 33,820 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 26,591 | 30,583 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 42,058 | 56,028 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 32,025 | 38,035 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 9,917 | 11,968 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 12,789 | 18,012 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 14,025 | 16,814 | |||
Archer-Daniels-Midland Co. | 3.375% | 3/15/22 | 7,108 | 7,439 | |||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 6,925 | 7,509 | |||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 13,567 | 14,750 | |||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 12,775 | 14,459 | |||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 3,405 | 4,986 | |||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 1,863 | 2,679 | |||
Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | 11,000 | 14,234 | |||
Archer-Daniels-Midland Co. | 4.016% | 4/16/43 | 7,169 | 8,487 | |||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 7,650 | 9,247 | |||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 6,775 | 9,456 | |||
Ascension Health | 2.532% | 11/15/29 | 6,569 | 7,039 | |||
Ascension Health | 3.106% | 11/15/39 | 5,000 | 5,366 | |||
Ascension Health | 3.945% | 11/15/46 | 5,535 | 6,935 | |||
4 | Ascension Health | 4.847% | 11/15/53 | 7,500 | 9,988 | ||
AstraZeneca plc | 2.375% | 6/12/22 | 10,411 | 10,748 | |||
AstraZeneca plc | 3.500% | 8/17/23 | 11,651 | 12,598 | |||
AstraZeneca plc | 3.375% | 11/16/25 | 16,185 | 18,129 | |||
AstraZeneca plc | 3.125% | 6/12/27 | 8,705 | 9,606 | |||
AstraZeneca plc | 4.000% | 1/17/29 | 14,300 | 16,981 | |||
AstraZeneca plc | 6.450% | 9/15/37 | 32,344 | 48,342 | |||
AstraZeneca plc | 4.000% | 9/18/42 | 14,186 | 17,184 | |||
AstraZeneca plc | 4.375% | 11/16/45 | 12,796 | 16,452 | |||
AstraZeneca plc | 4.375% | 8/17/48 | 9,545 | 12,599 | |||
Banner Health | 2.338% | 1/1/30 | 6,600 | 6,785 | |||
Banner Health | 3.181% | 1/1/50 | 4,000 | 4,292 | |||
BAT Capital Corp. | 2.764% | 8/15/22 | 19,575 | 20,245 | |||
BAT Capital Corp. | 3.222% | 8/15/24 | 30,300 | 32,344 | |||
BAT Capital Corp. | 2.789% | 9/6/24 | 11,975 | 12,571 | |||
BAT Capital Corp. | 3.215% | 9/6/26 | 12,650 | 13,545 | |||
BAT Capital Corp. | 4.700% | 4/2/27 | 10,940 | 12,466 | |||
BAT Capital Corp. | 3.557% | 8/15/27 | 31,013 | 33,556 | |||
BAT Capital Corp. | 3.462% | 9/6/29 | 6,950 | 7,408 | |||
BAT Capital Corp. | 4.906% | 4/2/30 | 12,520 | 14,692 | |||
BAT Capital Corp. | 4.390% | 8/15/37 | 29,450 | 31,849 | |||
BAT Capital Corp. | 4.540% | 8/15/47 | 23,000 | 25,084 | |||
BAT Capital Corp. | 4.758% | 9/6/49 | 12,165 | 13,746 | |||
BAT Capital Corp. | 5.282% | 4/2/50 | 5,805 | 6,963 | |||
Baxalta Inc. | 3.600% | 6/23/22 | 1,627 | 1,698 | |||
Baxalta Inc. | 4.000% | 6/23/25 | 12,325 | 14,021 | |||
Baxalta Inc. | 5.250% | 6/23/45 | 3,744 | 5,105 | |||
Baxter International Inc. | 1.700% | 8/15/21 | 7,800 | 7,888 | |||
6 | Baxter International Inc. | 3.750% | 10/1/25 | 9,310 | 10,601 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 5,366 | 5,863 | |||
6 | Baxter International Inc. | 3.950% | 4/1/30 | 5,811 | 6,867 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 5,425 | 6,012 | |||
BayCare Health System Inc. | 3.831% | 11/15/50 | 2,375 | 2,955 | |||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 7,164 | 8,797 | |||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,028 | 1,270 | |||
Beam Suntory Inc. | 3.250% | 5/15/22 | 2,300 | 2,374 | |||
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,050 | 1,102 | |||
Becton Dickinson & Co. | 3.125% | 11/8/21 | 12,808 | 13,192 | |||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 19,655 | 20,338 | |||
Becton Dickinson & Co. | 3.300% | 3/1/23 | 4,700 | 4,940 | |||
Becton Dickinson & Co. | 3.875% | 5/15/24 | 100 | 105 |
86
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 19,791 | 21,322 | |||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 18,279 | 20,060 | |||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 24,056 | 26,746 | |||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 500 | 525 | |||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 1,428 | 1,777 | |||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 9,232 | 11,301 | |||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 18,450 | 22,564 | |||
Bestfoods | 7.250% | 12/15/26 | 250 | 344 | |||
Biogen Inc. | 3.625% | 9/15/22 | 12,379 | 13,151 | |||
Biogen Inc. | 4.050% | 9/15/25 | 27,960 | 32,039 | |||
Biogen Inc. | 2.250% | 5/1/30 | 18,500 | 18,685 | |||
Biogen Inc. | 5.200% | 9/15/45 | 22,500 | 29,416 | |||
Biogen Inc. | 3.150% | 5/1/50 | 18,025 | 17,337 | |||
4 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 4,966 | 5,472 | ||
Boston Scientific Corp. | 3.375% | 5/15/22 | 4,047 | 4,231 | |||
Boston Scientific Corp. | 3.450% | 3/1/24 | 10,600 | 11,498 | |||
Boston Scientific Corp. | 3.850% | 5/15/25 | 10,019 | 11,180 | |||
Boston Scientific Corp. | 1.900% | 6/1/25 | 7,475 | 7,742 | |||
Boston Scientific Corp. | 3.750% | 3/1/26 | 10,368 | 11,728 | |||
Boston Scientific Corp. | 4.000% | 3/1/29 | 17,889 | 20,433 | |||
Boston Scientific Corp. | 2.650% | 6/1/30 | 14,250 | 14,701 | |||
Boston Scientific Corp. | 7.000% | 11/15/35 | 6,095 | 8,786 | |||
Boston Scientific Corp. | 4.550% | 3/1/39 | 10,361 | 12,568 | |||
Boston Scientific Corp. | 7.375% | 1/15/40 | 4,390 | 6,733 | |||
Boston Scientific Corp. | 4.700% | 3/1/49 | 13,520 | 17,346 | |||
6 | Bristol-Myers Squibb Co. | 2.250% | 8/15/21 | 4,555 | 4,614 | ||
6 | Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 17,550 | 18,233 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 12,515 | 12,875 | |||
6 | Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 13,675 | 14,426 | ||
6 | Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 17,255 | 18,218 | ||
6 | Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 7,550 | 7,955 | ||
6 | Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 7,355 | 7,646 | ||
Bristol-Myers Squibb Co. | 7.150% | 6/15/23 | 400 | 474 | |||
6 | Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 6,755 | 7,438 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 5,925 | 6,420 | |||
6 | Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 19,418 | 21,220 | ||
6 | Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 47,700 | 51,597 | ||
6 | Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 20,602 | 23,497 | ||
6 | Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 31,280 | 35,024 | ||
6 | Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 24,587 | 28,230 | ||
6 | Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 19,076 | 22,407 | ||
6 | Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 51,630 | 59,356 | ||
6 | Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 23,566 | 29,850 | ||
6 | Bristol-Myers Squibb Co. | 5.700% | 10/15/40 | 4,725 | 6,998 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 7,176 | 7,917 | |||
6 | Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 7,478 | 10,749 | ||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 2,288 | 2,977 | |||
6 | Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 10,706 | 14,173 | ||
6 | Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 30,022 | 42,057 | ||
6 | Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 17,756 | 23,195 | ||
6 | Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 22,500 | 30,197 | ||
6 | Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 38,571 | 50,793 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 4,978 | 5,599 | |||
Brown-Forman Corp. | 4.500% | 7/15/45 | 5,828 | 7,299 | |||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 7,550 | 7,814 | |||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 7,000 | 7,622 | |||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 7,265 | 7,546 | |||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 7,000 | 7,336 | |||
Campbell Soup Co. | 2.500% | 8/2/22 | 2,814 | 2,906 | |||
Campbell Soup Co. | 3.650% | 3/15/23 | 3,712 | 3,970 | |||
Campbell Soup Co. | 3.950% | 3/15/25 | 12,204 | 13,735 | |||
Campbell Soup Co. | 3.300% | 3/19/25 | 7,225 | 7,807 | |||
Campbell Soup Co. | 4.150% | 3/15/28 | 11,490 | 13,253 | |||
Campbell Soup Co. | 2.375% | 4/24/30 | 6,600 | 6,825 |
87
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 8,010 | 10,351 | |||
Campbell Soup Co. | 3.125% | 4/24/50 | 6,448 | 6,583 | |||
Cardinal Health Inc. | 2.616% | 6/15/22 | 10,980 | 11,308 | |||
Cardinal Health Inc. | 3.200% | 6/15/22 | 3,350 | 3,493 | |||
Cardinal Health Inc. | 3.200% | 3/15/23 | 5,875 | 6,206 | |||
Cardinal Health Inc. | 3.079% | 6/15/24 | 12,380 | 13,181 | |||
Cardinal Health Inc. | 3.500% | 11/15/24 | 3,460 | 3,754 | |||
Cardinal Health Inc. | 3.750% | 9/15/25 | 5,887 | 6,563 | |||
Cardinal Health Inc. | 3.410% | 6/15/27 | 13,674 | 15,305 | |||
Cardinal Health Inc. | 4.600% | 3/15/43 | 5,190 | 5,729 | |||
Cardinal Health Inc. | 4.500% | 11/15/44 | 5,130 | 5,624 | |||
Cardinal Health Inc. | 4.900% | 9/15/45 | 4,120 | 4,803 | |||
Cardinal Health Inc. | 4.368% | 6/15/47 | 6,350 | 7,097 | |||
Celgene Corp. | 3.450% | 11/15/27 | 275 | 316 | |||
Children's Hospital Corp. | 4.115% | 1/1/47 | 2,300 | 2,797 | |||
Children's Hospital Corp. | 2.585% | 2/1/50 | 3,375 | 3,406 | |||
Children's Hospital Medical Center | 4.268% | 5/15/44 | 2,100 | 2,421 | |||
CHRISTUS Health | 4.341% | 7/1/28 | 6,750 | 7,516 | |||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 2,080 | 2,140 | |||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 6,450 | 7,064 | |||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 4,546 | 5,179 | |||
Cigna Corp. | 3.400% | 9/17/21 | 15,090 | 15,580 | |||
6 | Cigna Corp. | 3.900% | 2/15/22 | 19,168 | 20,144 | ||
6 | Cigna Corp. | 3.050% | 11/30/22 | 9,990 | 10,522 | ||
6 | Cigna Corp. | 3.000% | 7/15/23 | 23,667 | 25,093 | ||
Cigna Corp. | 3.750% | 7/15/23 | 8,221 | 8,918 | |||
6 | Cigna Corp. | 3.500% | 6/15/24 | 8,587 | 9,347 | ||
6 | Cigna Corp. | 3.250% | 4/15/25 | 9,364 | 10,219 | ||
Cigna Corp. | 4.125% | 11/15/25 | 19,932 | 22,813 | |||
6 | Cigna Corp. | 4.500% | 2/25/26 | 22,834 | 26,111 | ||
6 | Cigna Corp. | 3.400% | 3/1/27 | 26,940 | 29,690 | ||
6 | Cigna Corp. | 7.875% | 5/15/27 | 985 | 1,244 | ||
6 | Cigna Corp. | 3.050% | 10/15/27 | 16,670 | 18,075 | ||
Cigna Corp. | 4.375% | 10/15/28 | 48,300 | 56,977 | |||
Cigna Corp. | 2.400% | 3/15/30 | 28,325 | 29,289 | |||
Cigna Corp. | 4.800% | 8/15/38 | 23,730 | 30,126 | |||
Cigna Corp. | 3.200% | 3/15/40 | 15,575 | 16,503 | |||
6 | Cigna Corp. | 6.125% | 11/15/41 | 5,250 | 7,496 | ||
6 | Cigna Corp. | 5.375% | 2/15/42 | 633 | 804 | ||
6 | Cigna Corp. | 4.800% | 7/15/46 | 9,330 | 11,811 | ||
6 | Cigna Corp. | 3.875% | 10/15/47 | 10,900 | 12,374 | ||
Cigna Corp. | 4.900% | 12/15/48 | 34,380 | 44,985 | |||
Cigna Corp. | 3.400% | 3/15/50 | 21,530 | 23,152 | |||
City of Hope | 5.623% | 11/15/43 | 2,040 | 2,947 | |||
City of Hope | 4.378% | 8/15/48 | 9,600 | 11,719 | |||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 4,825 | 6,686 | |||
Clorox Co. | 3.800% | 11/15/21 | 1,780 | 1,858 | |||
Clorox Co. | 3.050% | 9/15/22 | 7,522 | 7,933 | |||
Clorox Co. | 3.500% | 12/15/24 | 6,500 | 7,213 | |||
Clorox Co. | 3.100% | 10/1/27 | 7,097 | 7,946 | |||
Clorox Co. | 3.900% | 5/15/28 | 5,400 | 6,309 | |||
Clorox Co. | 1.800% | 5/15/30 | 2,500 | 2,524 | |||
Coca-Cola Co. | 1.550% | 9/1/21 | 11,700 | 11,860 | |||
Coca-Cola Co. | 3.300% | 9/1/21 | 14,780 | 15,289 | |||
Coca-Cola Co. | 2.200% | 5/25/22 | 5,347 | 5,520 | |||
Coca-Cola Co. | 2.500% | 4/1/23 | 3,870 | 4,106 | |||
Coca-Cola Co. | 3.200% | 11/1/23 | 18,070 | 19,677 | |||
Coca-Cola Co. | 1.750% | 9/6/24 | 13,208 | 13,843 | |||
Coca-Cola Co. | 2.950% | 3/25/25 | 6,563 | 7,223 | |||
Coca-Cola Co. | 2.875% | 10/27/25 | 15,890 | 17,663 | |||
Coca-Cola Co. | 2.550% | 6/1/26 | 9,900 | 10,862 | |||
Coca-Cola Co. | 2.250% | 9/1/26 | 23,180 | 25,033 | |||
Coca-Cola Co. | 3.375% | 3/25/27 | 12,150 | 13,906 | |||
Coca-Cola Co. | 2.900% | 5/25/27 | 3,000 | 3,349 |
88
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 29,769 | 30,570 | |||
Coca-Cola Co. | 2.125% | 9/6/29 | 7,200 | 7,653 | |||
Coca-Cola Co. | 3.450% | 3/25/30 | 12,000 | 14,072 | |||
Coca-Cola Co. | 1.650% | 6/1/30 | 18,725 | 19,053 | |||
Coca-Cola Co. | 4.125% | 3/25/40 | 495 | 632 | |||
Coca-Cola Co. | 2.500% | 6/1/40 | 19,050 | 19,686 | |||
Coca-Cola Co. | 4.200% | 3/25/50 | 14,625 | 19,207 | |||
Coca-Cola Co. | 2.600% | 6/1/50 | 19,540 | 19,680 | |||
Coca-Cola Co. | 2.750% | 6/1/60 | 14,325 | 14,477 | |||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,300 | 9,200 | |||
Coca-Cola European Partners plc | 3.250% | 8/19/21 | 1,575 | 1,597 | |||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 2,200 | 2,332 | |||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 12,525 | 16,972 | |||
Colgate-Palmolive Co. | 2.450% | 11/15/21 | 3,020 | 3,107 | |||
Colgate-Palmolive Co. | 2.300% | 5/3/22 | 7,035 | 7,281 | |||
Colgate-Palmolive Co. | 2.250% | 11/15/22 | 7,175 | 7,487 | |||
Colgate-Palmolive Co. | 1.950% | 2/1/23 | 5,075 | 5,286 | |||
Colgate-Palmolive Co. | 2.100% | 5/1/23 | 5,634 | 5,895 | |||
Colgate-Palmolive Co. | 3.250% | 3/15/24 | 6,400 | 7,022 | |||
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 9,467 | 12,515 | |||
Colgate-Palmolive Co. | 3.700% | 8/1/47 | 4,613 | 5,986 | |||
CommonSpirit Health | 2.950% | 11/1/22 | 6,087 | 6,282 | |||
CommonSpirit Health | 2.760% | 10/1/24 | 7,030 | 7,227 | |||
CommonSpirit Health | 3.347% | 10/1/29 | 11,800 | 12,078 | |||
4 | CommonSpirit Health | 4.350% | 11/1/42 | 13,045 | 13,462 | ||
CommonSpirit Health | 3.817% | 10/1/49 | 3,000 | 3,190 | |||
CommonSpirit Health | 4.187% | 10/1/49 | 14,705 | 15,098 | |||
Conagra Brands Inc. | 3.800% | 10/22/21 | 12,175 | 12,651 | |||
Conagra Brands Inc. | 3.250% | 9/15/22 | 9,012 | 9,402 | |||
Conagra Brands Inc. | 3.200% | 1/25/23 | 8,728 | 9,172 | |||
Conagra Brands Inc. | 4.300% | 5/1/24 | 14,475 | 16,039 | |||
Conagra Brands Inc. | 4.600% | 11/1/25 | 11,840 | 13,638 | |||
Conagra Brands Inc. | 7.000% | 10/1/28 | 1,070 | 1,432 | |||
Conagra Brands Inc. | 4.850% | 11/1/28 | 11,507 | 13,886 | |||
Conagra Brands Inc. | 8.250% | 9/15/30 | 7,207 | 10,847 | |||
Conagra Brands Inc. | 5.300% | 11/1/38 | 12,989 | 16,921 | |||
Conagra Brands Inc. | 5.400% | 11/1/48 | 12,060 | 16,629 | |||
Constellation Brands Inc. | 2.700% | 5/9/22 | 9,100 | 9,431 | |||
Constellation Brands Inc. | 2.650% | 11/7/22 | 10,600 | 11,056 | |||
Constellation Brands Inc. | 3.200% | 2/15/23 | 9,000 | 9,535 | |||
Constellation Brands Inc. | 4.250% | 5/1/23 | 20,540 | 22,554 | |||
Constellation Brands Inc. | 4.750% | 11/15/24 | 8,143 | 9,401 | |||
Constellation Brands Inc. | 4.400% | 11/15/25 | 5,720 | 6,617 | |||
Constellation Brands Inc. | 4.750% | 12/1/25 | 4,730 | 5,560 | |||
Constellation Brands Inc. | 3.700% | 12/6/26 | 7,840 | 8,792 | |||
Constellation Brands Inc. | 3.500% | 5/9/27 | 5,911 | 6,549 | |||
Constellation Brands Inc. | 3.600% | 2/15/28 | 11,100 | 12,263 | |||
Constellation Brands Inc. | 4.650% | 11/15/28 | 200 | 236 | |||
Constellation Brands Inc. | 3.150% | 8/1/29 | 14,500 | 15,537 | |||
Constellation Brands Inc. | 2.875% | 5/1/30 | 1,579 | 1,672 | |||
Constellation Brands Inc. | 4.500% | 5/9/47 | 6,560 | 7,793 | |||
Constellation Brands Inc. | 4.100% | 2/15/48 | 6,780 | 7,674 | |||
Constellation Brands Inc. | 5.250% | 11/15/48 | 8,075 | 10,602 | |||
Constellation Brands Inc. | 3.750% | 5/1/50 | 6,125 | 6,678 | |||
Cottage Health Obligated Group | 3.304% | 11/1/49 | 6,075 | 6,592 | |||
Covidien International Finance SA | 3.200% | 6/15/22 | 18,620 | 19,478 | |||
Covidien International Finance SA | 2.950% | 6/15/23 | 3,300 | 3,505 | |||
CVS Health Corp. | 3.500% | 7/20/22 | 13,800 | 14,539 | |||
CVS Health Corp. | 2.750% | 12/1/22 | 18,730 | 19,546 | |||
CVS Health Corp. | 4.750% | 12/1/22 | 5,625 | 6,095 | |||
CVS Health Corp. | 3.700% | 3/9/23 | 66,817 | 71,663 | |||
CVS Health Corp. | 4.000% | 12/5/23 | 14,261 | 15,631 | |||
CVS Health Corp. | 3.375% | 8/12/24 | 17,426 | 18,950 | |||
CVS Health Corp. | 2.625% | 8/15/24 | 1,428 | 1,519 |
89
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
CVS Health Corp. | 4.100% | 3/25/25 | 71,211 | 80,228 | |||
CVS Health Corp. | 3.875% | 7/20/25 | 42,966 | 48,273 | |||
CVS Health Corp. | 2.875% | 6/1/26 | 25,800 | 27,869 | |||
CVS Health Corp. | 3.000% | 8/15/26 | 6,550 | 7,137 | |||
CVS Health Corp. | 3.625% | 4/1/27 | 3,675 | 4,133 | |||
CVS Health Corp. | 6.250% | 6/1/27 | 1,000 | 1,261 | |||
CVS Health Corp. | 4.300% | 3/25/28 | 115,045 | 134,460 | |||
CVS Health Corp. | 3.250% | 8/15/29 | 24,665 | 27,170 | |||
CVS Health Corp. | 3.750% | 4/1/30 | 21,225 | 24,391 | |||
CVS Health Corp. | 4.875% | 7/20/35 | 4,545 | 5,699 | |||
CVS Health Corp. | 4.780% | 3/25/38 | 60,567 | 74,583 | |||
CVS Health Corp. | 6.125% | 9/15/39 | 4,857 | 6,732 | |||
CVS Health Corp. | 4.125% | 4/1/40 | 11,750 | 13,850 | |||
CVS Health Corp. | 5.300% | 12/5/43 | 14,780 | 19,325 | |||
CVS Health Corp. | 5.125% | 7/20/45 | 57,938 | 75,037 | |||
CVS Health Corp. | 5.050% | 3/25/48 | 86,275 | 111,877 | |||
CVS Health Corp. | 4.250% | 4/1/50 | 19,660 | 23,664 | |||
Danaher Corp. | 3.350% | 9/15/25 | 6,050 | 6,707 | |||
Danaher Corp. | 4.375% | 9/15/45 | 4,398 | 5,539 | |||
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 4,600 | 4,963 | |||
Delhaize America LLC | 9.000% | 4/15/31 | 3,805 | 5,980 | |||
Dentsply Sirona Inc. | 3.250% | 6/1/30 | 9,303 | 9,698 | |||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 11,000 | 11,355 | |||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 8,500 | 8,936 | |||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 9,045 | 9,611 | |||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 10,500 | 11,535 | |||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 10,505 | 11,668 | |||
Diageo Capital plc | 2.625% | 4/29/23 | 12,301 | 12,956 | |||
Diageo Capital plc | 3.500% | 9/18/23 | 270 | 293 | |||
Diageo Capital plc | 2.125% | 10/24/24 | 13,450 | 14,134 | |||
Diageo Capital plc | 1.375% | 9/29/25 | 9,000 | 9,127 | |||
Diageo Capital plc | 3.875% | 5/18/28 | 3,500 | 4,068 | |||
Diageo Capital plc | 2.375% | 10/24/29 | 7,750 | 8,271 | |||
Diageo Capital plc | 2.000% | 4/29/30 | 14,725 | 15,194 | |||
Diageo Capital plc | 2.125% | 4/29/32 | 13,975 | 14,475 | |||
Diageo Capital plc | 5.875% | 9/30/36 | 2,872 | 4,090 | |||
Diageo Capital plc | 3.875% | 4/29/43 | 5,916 | 7,122 | |||
Diageo Investment Corp. | 2.875% | 5/11/22 | 17,425 | 18,161 | |||
Diageo Investment Corp. | 7.450% | 4/15/35 | 2,450 | 4,033 | |||
Diageo Investment Corp. | 4.250% | 5/11/42 | 5,247 | 6,578 | |||
Dignity Health | 3.125% | 11/1/22 | 2,000 | 2,067 | |||
Dignity Health | 3.812% | 11/1/24 | 4,675 | 4,862 | |||
Dignity Health | 4.500% | 11/1/42 | 6,025 | 6,288 | |||
Dignity Health | 5.267% | 11/1/64 | 2,075 | 2,459 | |||
Duke University Health System Inc. | 3.920% | 6/1/47 | 6,255 | 7,853 | |||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 5,925 | 7,005 | |||
Eli Lilly & Co. | 2.350% | 5/15/22 | 1,900 | 1,967 | |||
Eli Lilly & Co. | 2.750% | 6/1/25 | 6,701 | 7,311 | |||
Eli Lilly & Co. | 3.375% | 3/15/29 | 14,355 | 16,572 | |||
Eli Lilly & Co. | 3.950% | 5/15/47 | 1,000 | 1,246 | |||
Eli Lilly & Co. | 3.950% | 3/15/49 | 20,240 | 25,802 | |||
Eli Lilly & Co. | 2.250% | 5/15/50 | 19,705 | 18,679 | |||
Eli Lilly & Co. | 4.150% | 3/15/59 | 22,025 | 28,990 | |||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 2,300 | 2,425 | |||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 7,525 | 8,430 | |||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 9,325 | 9,975 | |||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 8,425 | 9,133 | |||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 3,212 | 4,569 | |||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 5,673 | 7,271 | |||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 7,620 | 9,512 | |||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 6,807 | 7,457 | |||
Flowers Foods Inc. | 4.375% | 4/1/22 | 3,637 | 3,788 | |||
Flowers Foods Inc. | 3.500% | 10/1/26 | 4,275 | 4,575 |
90
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 6,590 | 7,928 | |||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 27,600 | 28,443 | |||
General Mills Inc. | 3.150% | 12/15/21 | 17,453 | 17,966 | |||
General Mills Inc. | 2.600% | 10/12/22 | 6,605 | 6,871 | |||
General Mills Inc. | 3.700% | 10/17/23 | 14,700 | 16,038 | |||
General Mills Inc. | 3.650% | 2/15/24 | 5,350 | 5,887 | |||
General Mills Inc. | 4.000% | 4/17/25 | 800 | 907 | |||
General Mills Inc. | 3.200% | 2/10/27 | 11,120 | 12,596 | |||
General Mills Inc. | 4.200% | 4/17/28 | 19,666 | 23,155 | |||
General Mills Inc. | 2.875% | 4/15/30 | 12,441 | 13,538 | |||
General Mills Inc. | 4.550% | 4/17/38 | 9,400 | 11,906 | |||
General Mills Inc. | 5.400% | 6/15/40 | 5,750 | 7,829 | |||
General Mills Inc. | 4.150% | 2/15/43 | 5,577 | 6,720 | |||
General Mills Inc. | 4.700% | 4/17/48 | 4,182 | 5,535 | |||
Gilead Sciences Inc. | 4.400% | 12/1/21 | 24,836 | 25,951 | |||
Gilead Sciences Inc. | 1.950% | 3/1/22 | 100 | 102 | |||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 9,375 | 9,877 | |||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 15,467 | 16,357 | |||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 31,165 | 34,286 | |||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 24,419 | 27,182 | |||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 17,940 | 20,491 | |||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 17,619 | 19,565 | |||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 14,104 | 18,479 | |||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 8,362 | 10,369 | |||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 12,671 | 18,316 | |||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 21,534 | 28,747 | |||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 19,999 | 25,874 | |||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 27,670 | 37,466 | |||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 22,452 | 28,457 | |||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 10,895 | 11,520 | |||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 15,600 | 16,809 | |||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 20,085 | 22,665 | |||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 27,275 | 32,126 | |||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 4,861 | 6,714 | |||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 22,133 | 33,667 | |||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 3,330 | 4,245 | |||
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 12,231 | 12,749 | |||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 28,005 | 29,246 | |||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 13,230 | 14,302 | |||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 8,650 | 9,957 | |||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 6,225 | 7,659 | |||
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 3,050 | 3,871 | |||
4 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 4,310 | 4,001 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 4,800 | 5,048 | |||
Hasbro Inc. | 3.500% | 9/15/27 | 4,703 | 4,850 | |||
Hasbro Inc. | 3.900% | 11/19/29 | 6,325 | 6,580 | |||
Hasbro Inc. | 6.350% | 3/15/40 | 5,026 | 5,779 | |||
Hasbro Inc. | 5.100% | 5/15/44 | 10,552 | 10,908 | |||
HCA Inc. | 4.750% | 5/1/23 | 14,240 | 15,415 | |||
HCA Inc. | 5.000% | 3/15/24 | 24,559 | 27,313 | |||
HCA Inc. | 5.250% | 4/15/25 | 26,485 | 30,358 | |||
HCA Inc. | 5.250% | 6/15/26 | 24,924 | 28,762 | |||
HCA Inc. | 4.500% | 2/15/27 | 3,035 | 3,376 | |||
HCA Inc. | 4.125% | 6/15/29 | 20,924 | 23,121 | |||
HCA Inc. | 5.125% | 6/15/39 | 14,890 | 17,421 | |||
HCA Inc. | 5.500% | 6/15/47 | 23,860 | 29,109 | |||
HCA Inc. | 5.250% | 6/15/49 | 15,050 | 18,116 | |||
Hershey Co. | 2.625% | 5/1/23 | 7,400 | 7,770 | |||
Hershey Co. | 3.375% | 5/15/23 | 9,930 | 10,726 | |||
Hershey Co. | 2.050% | 11/15/24 | 1,150 | 1,212 | |||
Hershey Co. | 3.200% | 8/21/25 | 5,020 | 5,586 | |||
Hershey Co. | 2.300% | 8/15/26 | 9,508 | 10,266 | |||
Hershey Co. | 2.450% | 11/15/29 | 3,850 | 4,155 | |||
Hershey Co. | 1.700% | 6/1/30 | 1,765 | 1,800 |
91
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Hershey Co. | 3.125% | 11/15/49 | 10,798 | 11,760 | |||
Hershey Co. | 2.650% | 6/1/50 | 2,475 | 2,514 | |||
Hormel Foods Corp. | 1.800% | 6/11/30 | 10,575 | 10,752 | |||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 6,775 | 8,132 | |||
Ingredion Inc. | 3.200% | 10/1/26 | 5,485 | 5,955 | |||
Ingredion Inc. | 2.900% | 6/1/30 | 10,500 | 11,169 | |||
Ingredion Inc. | 3.900% | 6/1/50 | 5,725 | 6,510 | |||
Iowa Health System | 3.665% | 2/15/50 | 7,525 | 8,205 | |||
JM Smucker Co. | 3.500% | 10/15/21 | 8,258 | 8,558 | |||
JM Smucker Co. | 3.000% | 3/15/22 | 4,070 | 4,222 | |||
JM Smucker Co. | 3.500% | 3/15/25 | 12,577 | 13,949 | |||
JM Smucker Co. | 3.375% | 12/15/27 | 12,600 | 13,909 | |||
JM Smucker Co. | 2.375% | 3/15/30 | 5,325 | 5,432 | |||
JM Smucker Co. | 4.250% | 3/15/35 | 5,800 | 6,834 | |||
JM Smucker Co. | 4.375% | 3/15/45 | 7,025 | 8,351 | |||
JM Smucker Co. | 3.550% | 3/15/50 | 3,175 | 3,250 | |||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 5,750 | 6,925 | |||
Johnson & Johnson | 2.450% | 12/5/21 | 8,050 | 8,281 | |||
Johnson & Johnson | 2.250% | 3/3/22 | 12,593 | 12,955 | |||
Johnson & Johnson | 2.050% | 3/1/23 | 7,010 | 7,280 | |||
Johnson & Johnson | 3.375% | 12/5/23 | 11,900 | 13,090 | |||
Johnson & Johnson | 2.625% | 1/15/25 | 11,819 | 12,852 | |||
Johnson & Johnson | 2.450% | 3/1/26 | 25,501 | 27,812 | |||
Johnson & Johnson | 2.950% | 3/3/27 | 12,350 | 13,786 | |||
Johnson & Johnson | 2.900% | 1/15/28 | 17,818 | 20,002 | |||
Johnson & Johnson | 6.950% | 9/1/29 | 3,195 | 4,634 | |||
Johnson & Johnson | 4.950% | 5/15/33 | 8,008 | 10,945 | |||
Johnson & Johnson | 4.375% | 12/5/33 | 17,874 | 23,555 | |||
Johnson & Johnson | 3.550% | 3/1/36 | 12,315 | 14,510 | |||
Johnson & Johnson | 3.625% | 3/3/37 | 19,360 | 23,254 | |||
Johnson & Johnson | 5.950% | 8/15/37 | 12,233 | 18,690 | |||
Johnson & Johnson | 3.400% | 1/15/38 | 11,647 | 13,702 | |||
Johnson & Johnson | 5.850% | 7/15/38 | 5,167 | 7,870 | |||
Johnson & Johnson | 4.500% | 9/1/40 | 8,597 | 11,609 | |||
Johnson & Johnson | 4.850% | 5/15/41 | 1,440 | 2,066 | |||
Johnson & Johnson | 4.500% | 12/5/43 | 9,023 | 12,320 | |||
Johnson & Johnson | 3.700% | 3/1/46 | 22,668 | 28,163 | |||
Johnson & Johnson | 3.750% | 3/3/47 | 20,395 | 25,733 | |||
Johnson & Johnson | 3.500% | 1/15/48 | 5,753 | 7,102 | |||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 3,590 | 3,764 | |||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 6,710 | 7,483 | |||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 8,575 | 11,538 | |||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 14,241 | 18,411 | |||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 15,960 | 17,705 | |||
Kellogg Co. | 2.650% | 12/1/23 | 10,583 | 11,213 | |||
Kellogg Co. | 3.250% | 4/1/26 | 10,018 | 11,181 | |||
Kellogg Co. | 3.400% | 11/15/27 | 11,100 | 12,472 | |||
Kellogg Co. | 4.300% | 5/15/28 | 5,750 | 6,777 | |||
Kellogg Co. | 2.100% | 6/1/30 | 6,250 | 6,337 | |||
Kellogg Co. | 7.450% | 4/1/31 | 7,700 | 11,198 | |||
Kellogg Co. | 4.500% | 4/1/46 | 11,150 | 13,651 | |||
Keurig Dr Pepper Inc. | 2.700% | 11/15/22 | 4,072 | 4,239 | |||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 16,125 | 17,570 | |||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 5,650 | 6,067 | |||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 17,576 | 20,269 | |||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 7,400 | 8,237 | |||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,624 | 6,029 | |||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 7,250 | 7,998 | |||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 22,130 | 26,529 | |||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 10,200 | 11,295 | |||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 678 | 1,003 | |||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 5,275 | 6,740 | |||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 16,636 | 20,248 | |||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 2,885 | 3,505 |
92
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Keurig Dr Pepper Inc. | 5.085% | 5/25/48 | 265 | 354 | |||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 9,025 | 10,221 | |||
Kimberly-Clark Corp. | 2.400% | 3/1/22 | 5,925 | 6,095 | |||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 5,793 | 6,067 | |||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 4,530 | 4,976 | |||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 7,135 | 7,741 | |||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,800 | 4,553 | |||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 5,830 | 6,606 | |||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 9,005 | 10,231 | |||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 2,253 | 3,554 | |||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 10,768 | 15,060 | |||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 3,129 | 3,632 | |||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 5,965 | 6,755 | |||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 4,805 | 5,960 | |||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 6,035 | 6,561 | |||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,419 | 3,243 | |||
Koninklijke Philips NV | 6.875% | 3/11/38 | 4,980 | 7,364 | |||
Koninklijke Philips NV | 5.000% | 3/15/42 | 10,699 | 13,731 | |||
Kroger Co. | 2.950% | 11/1/21 | 7,940 | 8,181 | |||
Kroger Co. | 3.400% | 4/15/22 | 3,683 | 3,839 | |||
Kroger Co. | 2.800% | 8/1/22 | 2,475 | 2,574 | |||
Kroger Co. | 3.850% | 8/1/23 | 7,090 | 7,710 | |||
Kroger Co. | 4.000% | 2/1/24 | 5,286 | 5,841 | |||
Kroger Co. | 3.500% | 2/1/26 | 4,800 | 5,422 | |||
Kroger Co. | 2.650% | 10/15/26 | 12,900 | 14,031 | |||
Kroger Co. | 3.700% | 8/1/27 | 5,200 | 5,966 | |||
Kroger Co. | 4.500% | 1/15/29 | 1,275 | 1,551 | |||
Kroger Co. | 7.700% | 6/1/29 | 5,250 | 7,301 | |||
Kroger Co. | 8.000% | 9/15/29 | 4,085 | 5,913 | |||
Kroger Co. | 2.200% | 5/1/30 | 2,025 | 2,100 | |||
Kroger Co. | 7.500% | 4/1/31 | 5,170 | 7,682 | |||
Kroger Co. | 6.900% | 4/15/38 | 5,719 | 8,373 | |||
Kroger Co. | 5.400% | 7/15/40 | 3,937 | 5,093 | |||
Kroger Co. | 5.000% | 4/15/42 | 5,275 | 6,642 | |||
Kroger Co. | 5.150% | 8/1/43 | 2,255 | 2,902 | |||
Kroger Co. | 3.875% | 10/15/46 | 12,215 | 13,670 | |||
Kroger Co. | 4.450% | 2/1/47 | 11,389 | 13,806 | |||
Kroger Co. | 4.650% | 1/15/48 | 8,086 | 10,185 | |||
Kroger Co. | 5.400% | 1/15/49 | 1,646 | 2,296 | |||
Kroger Co. | 3.950% | 1/15/50 | 9,990 | 11,453 | |||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 7,330 | 7,603 | |||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 1,585 | 1,670 | |||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,800 | 3,061 | |||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 9,315 | 10,008 | |||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 6,100 | 6,421 | |||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 7,975 | 8,764 | |||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 6,925 | 7,723 | |||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 7,425 | 7,779 | |||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 12,320 | 14,986 | |||
4 | Mayo Clinic | 3.774% | 11/15/43 | 6,216 | 7,171 | ||
4 | Mayo Clinic | 4.000% | 11/15/47 | 3,275 | 3,951 | ||
4 | Mayo Clinic | 4.128% | 11/15/52 | 1,975 | 2,571 | ||
McCormick & Co. Inc. | 3.900% | 7/15/21 | 3,025 | 3,098 | |||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 1,830 | 1,906 | |||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 9,058 | 9,818 | |||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 9,869 | 10,951 | |||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 10,025 | 10,465 | |||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 3,813 | 4,648 | |||
McKesson Corp. | 2.700% | 12/15/22 | 5,800 | 6,041 | |||
McKesson Corp. | 2.850% | 3/15/23 | 350 | 366 | |||
McKesson Corp. | 3.796% | 3/15/24 | 13,080 | 14,323 | |||
McKesson Corp. | 3.950% | 2/16/28 | 7,707 | 8,800 | |||
McKesson Corp. | 4.750% | 5/30/29 | 4,900 | 5,885 | |||
McKesson Corp. | 4.883% | 3/15/44 | 1,000 | 1,213 |
93
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 11,407 | 13,139 | |||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 6,850 | 9,636 | |||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 19,848 | 25,399 | |||
4 | MedStar Health Inc. | 3.626% | 8/15/49 | 4,000 | 4,311 | ||
Medtronic Inc. | 3.150% | 3/15/22 | 19,902 | 20,796 | |||
Medtronic Inc. | 2.750% | 4/1/23 | 950 | 992 | |||
Medtronic Inc. | 3.625% | 3/15/24 | 1,000 | 1,101 | |||
Medtronic Inc. | 3.500% | 3/15/25 | 20,726 | 23,342 | |||
Medtronic Inc. | 4.375% | 3/15/35 | 37,366 | 48,849 | |||
Medtronic Inc. | 4.625% | 3/15/45 | 21,665 | 29,003 | |||
Memorial Health Services | 3.447% | 11/1/49 | 7,300 | 7,511 | |||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 1,440 | 1,967 | |||
Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 2,650 | 2,867 | |||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 9,905 | 12,605 | |||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,260 | 1,643 | |||
Merck & Co. Inc. | 2.350% | 2/10/22 | 15,943 | 16,441 | |||
Merck & Co. Inc. | 2.400% | 9/15/22 | 13,990 | 14,562 | |||
Merck & Co. Inc. | 2.800% | 5/18/23 | 27,299 | 29,029 | |||
Merck & Co. Inc. | 2.900% | 3/7/24 | 6,395 | 6,889 | |||
Merck & Co. Inc. | 2.750% | 2/10/25 | 30,449 | 32,961 | |||
Merck & Co. Inc. | 0.750% | 2/24/26 | 8,450 | 8,423 | |||
Merck & Co. Inc. | 3.400% | 3/7/29 | 22,635 | 26,164 | |||
Merck & Co. Inc. | 1.450% | 6/24/30 | 11,505 | 11,445 | |||
Merck & Co. Inc. | 6.500% | 12/1/33 | 9,225 | 13,890 | |||
Merck & Co. Inc. | 3.900% | 3/7/39 | 13,100 | 16,164 | |||
Merck & Co. Inc. | 2.350% | 6/24/40 | 8,000 | 8,133 | |||
Merck & Co. Inc. | 3.600% | 9/15/42 | 11,859 | 13,975 | |||
Merck & Co. Inc. | 4.150% | 5/18/43 | 13,797 | 17,663 | |||
Merck & Co. Inc. | 3.700% | 2/10/45 | 27,931 | 33,715 | |||
Merck & Co. Inc. | 4.000% | 3/7/49 | 18,490 | 23,871 | |||
Merck & Co. Inc. | 2.450% | 6/24/50 | 8,000 | 8,032 | |||
Mercy Health | 4.302% | 7/1/28 | 2,890 | 3,267 | |||
Molson Coors Beverage Co. | 2.100% | 7/15/21 | 11,950 | 12,113 | |||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 2,013 | 2,099 | |||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 23,928 | 24,844 | |||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 14,808 | 15,716 | |||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 22,107 | 21,475 | |||
6 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 5,000 | 5,143 | ||
Mondelez International Inc. | 0.625% | 7/1/22 | 10,625 | 10,623 | |||
Mondelez International Inc. | 2.125% | 4/13/23 | 3,425 | 3,543 | |||
Mondelez International Inc. | 4.000% | 2/1/24 | 1,125 | 1,240 | |||
Mondelez International Inc. | 1.500% | 5/4/25 | 7,000 | 7,141 | |||
Mondelez International Inc. | 3.625% | 2/13/26 | 7,100 | 7,997 | |||
Mondelez International Inc. | 4.125% | 5/7/28 | 3,000 | 3,535 | |||
Mondelez International Inc. | 2.750% | 4/13/30 | 16,350 | 17,581 | |||
Mondelez International Inc. | 4.625% | 5/7/48 | 450 | 580 | |||
4 | Montefiore Obligated Group | 5.246% | 11/1/48 | 9,275 | 10,445 | ||
4 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 3,125 | 3,432 | ||
4 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 6,587 | 7,077 | ||
Mylan Inc. | 4.200% | 11/29/23 | 13,670 | 14,882 | |||
Mylan Inc. | 4.550% | 4/15/28 | 7,175 | 8,249 | |||
Mylan Inc. | 5.400% | 11/29/43 | 8,349 | 10,228 | |||
Mylan Inc. | 5.200% | 4/15/48 | 7,300 | 8,968 | |||
Mylan NV | 3.950% | 6/15/26 | 18,885 | 21,012 | |||
Mylan NV | 5.250% | 6/15/46 | 13,650 | 16,627 | |||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 7,346 | 9,062 | |||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 4,675 | 5,843 | |||
New York & Presbyterian Hospital | 3.954% | 8/1/19 | 6,800 | 7,395 | |||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 9,725 | 10,126 | |||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 11,500 | 12,774 | |||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 5,625 | 5,822 | |||
Novartis Capital Corp. | 2.400% | 5/17/22 | 24,910 | 25,846 | |||
Novartis Capital Corp. | 2.400% | 9/21/22 | 11,194 | 11,661 | |||
Novartis Capital Corp. | 3.400% | 5/6/24 | 18,105 | 19,916 |
94
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 11,600 | 12,123 | |||
Novartis Capital Corp. | 3.000% | 11/20/25 | 22,077 | 24,474 | |||
Novartis Capital Corp. | 2.000% | 2/14/27 | 18,475 | 19,555 | |||
Novartis Capital Corp. | 3.100% | 5/17/27 | 15,520 | 17,383 | |||
Novartis Capital Corp. | 2.200% | 8/14/30 | 18,955 | 19,983 | |||
Novartis Capital Corp. | 3.700% | 9/21/42 | 8,284 | 9,918 | |||
Novartis Capital Corp. | 4.400% | 5/6/44 | 22,215 | 29,418 | |||
Novartis Capital Corp. | 4.000% | 11/20/45 | 18,263 | 22,868 | |||
Novartis Capital Corp. | 2.750% | 8/14/50 | 10,505 | 11,083 | |||
4 | NYU Hospitals Center | 4.368% | 7/1/47 | 5,790 | 6,344 | ||
NYU Langone Hospitals | 5.750% | 7/1/43 | 4,780 | 6,190 | |||
NYU Langone Hospitals | 4.784% | 7/1/44 | 3,900 | 4,549 | |||
NYU Langone Hospitals | 3.380% | 7/1/55 | 7,550 | 7,390 | |||
4 | OhioHealth Corp. | 3.042% | 11/15/50 | 4,300 | 4,572 | ||
Orlando Health Obligated Group | 4.089% | 10/1/48 | 3,575 | 3,939 | |||
Partners Healthcare System Inc. | 3.765% | 7/1/48 | 875 | 1,021 | |||
Partners Healthcare System Inc. | 3.192% | 7/1/49 | 8,400 | 8,922 | |||
Partners Healthcare System Inc. | 4.117% | 7/1/55 | 3,125 | 3,961 | |||
Partners Healthcare System Inc. | 3.342% | 7/1/60 | 12,665 | 13,319 | |||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 4,175 | 5,404 | |||
PepsiCo Inc. | 3.000% | 8/25/21 | 13,962 | 14,368 | |||
PepsiCo Inc. | 1.700% | 10/6/21 | 11,558 | 11,735 | |||
PepsiCo Inc. | 2.750% | 3/5/22 | 16,970 | 17,675 | |||
PepsiCo Inc. | 2.250% | 5/2/22 | 7,525 | 7,787 | |||
PepsiCo Inc. | 3.100% | 7/17/22 | 6,225 | 6,538 | |||
PepsiCo Inc. | 2.750% | 3/1/23 | 6,691 | 7,098 | |||
PepsiCo Inc. | 0.750% | 5/1/23 | 11,794 | 11,901 | |||
PepsiCo Inc. | 3.600% | 3/1/24 | 8,713 | 9,601 | |||
PepsiCo Inc. | 2.250% | 3/19/25 | 17,415 | 18,613 | |||
PepsiCo Inc. | 2.750% | 4/30/25 | 19,063 | 20,786 | |||
PepsiCo Inc. | 3.500% | 7/17/25 | 11,320 | 12,821 | |||
PepsiCo Inc. | 2.850% | 2/24/26 | 10,398 | 11,462 | |||
PepsiCo Inc. | 2.375% | 10/6/26 | 16,587 | 17,982 | |||
PepsiCo Inc. | 2.625% | 3/19/27 | 7,000 | 7,664 | |||
PepsiCo Inc. | 3.000% | 10/15/27 | 21,935 | 24,563 | |||
PepsiCo Inc. | 2.625% | 7/29/29 | 20,059 | 22,160 | |||
PepsiCo Inc. | 2.750% | 3/19/30 | 20,572 | 22,869 | |||
PepsiCo Inc. | 1.625% | 5/1/30 | 12,300 | 12,528 | |||
PepsiCo Inc. | 5.500% | 1/15/40 | 1,550 | 2,259 | |||
PepsiCo Inc. | 3.500% | 3/19/40 | 250 | 297 | |||
PepsiCo Inc. | 4.875% | 11/1/40 | 208 | 286 | |||
PepsiCo Inc. | 4.000% | 3/5/42 | 12,600 | 15,669 | |||
PepsiCo Inc. | 3.600% | 8/13/42 | 8,253 | 9,913 | |||
PepsiCo Inc. | 4.250% | 10/22/44 | 11,885 | 15,191 | |||
PepsiCo Inc. | 4.600% | 7/17/45 | 6,595 | 8,849 | |||
PepsiCo Inc. | 4.450% | 4/14/46 | 20,234 | 26,949 | |||
PepsiCo Inc. | 3.450% | 10/6/46 | 18,099 | 20,860 | |||
PepsiCo Inc. | 4.000% | 5/2/47 | 6,250 | 7,840 | |||
PepsiCo Inc. | 3.375% | 7/29/49 | 11,945 | 13,663 | |||
PepsiCo Inc. | 2.875% | 10/15/49 | 16,004 | 16,986 | |||
PepsiCo Inc. | 3.625% | 3/19/50 | 18,785 | 22,755 | |||
PepsiCo Inc. | 3.875% | 3/19/60 | 9,600 | 12,210 | |||
PerkinElmer Inc. | 3.300% | 9/15/29 | 10,115 | 10,828 | |||
Perrigo Finance Unlimited Co. | 3.500% | 12/15/21 | 2,167 | 2,253 | |||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 10,100 | 10,724 | |||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 8,986 | 9,798 | |||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 7,200 | 7,281 | |||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 3,912 | 4,181 | |||
Pfizer Inc. | 3.000% | 9/15/21 | 9,035 | 9,327 | |||
Pfizer Inc. | 2.200% | 12/15/21 | 7,754 | 7,965 | |||
Pfizer Inc. | 2.800% | 3/11/22 | 9,705 | 10,081 | |||
Pfizer Inc. | 3.000% | 6/15/23 | 10,910 | 11,687 | |||
Pfizer Inc. | 3.200% | 9/15/23 | 7,150 | 7,730 | |||
Pfizer Inc. | 2.950% | 3/15/24 | 10,000 | 10,811 |
95
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Pfizer Inc. | 3.400% | 5/15/24 | 7,009 | 7,763 | |||
Pfizer Inc. | 0.800% | 5/28/25 | 6,375 | 6,378 | |||
Pfizer Inc. | 2.750% | 6/3/26 | 17,160 | 18,910 | |||
Pfizer Inc. | 3.000% | 12/15/26 | 21,398 | 24,070 | |||
Pfizer Inc. | 3.600% | 9/15/28 | 15,600 | 18,380 | |||
Pfizer Inc. | 3.450% | 3/15/29 | 23,785 | 27,720 | |||
Pfizer Inc. | 2.625% | 4/1/30 | 17,295 | 19,004 | |||
Pfizer Inc. | 1.700% | 5/28/30 | 13,000 | 13,215 | |||
Pfizer Inc. | 4.000% | 12/15/36 | 15,805 | 19,298 | |||
Pfizer Inc. | 4.100% | 9/15/38 | 11,050 | 13,786 | |||
Pfizer Inc. | 3.900% | 3/15/39 | 17,074 | 20,923 | |||
Pfizer Inc. | 7.200% | 3/15/39 | 17,389 | 28,936 | |||
Pfizer Inc. | 2.550% | 5/28/40 | 11,500 | 11,883 | |||
Pfizer Inc. | 5.600% | 9/15/40 | 1,700 | 2,468 | |||
Pfizer Inc. | 4.300% | 6/15/43 | 12,396 | 15,918 | |||
Pfizer Inc. | 4.400% | 5/15/44 | 20,404 | 26,763 | |||
Pfizer Inc. | 4.125% | 12/15/46 | 12,079 | 15,494 | |||
Pfizer Inc. | 4.200% | 9/15/48 | 14,980 | 19,551 | |||
Pfizer Inc. | 4.000% | 3/15/49 | 6,545 | 8,301 | |||
Pfizer Inc. | 2.700% | 5/28/50 | 25,450 | 26,222 | |||
Pharmacia LLC | 6.600% | 12/1/28 | 7,990 | 10,999 | |||
Philip Morris International Inc. | 2.900% | 11/15/21 | 4,573 | 4,730 | |||
Philip Morris International Inc. | 2.625% | 2/18/22 | 2,273 | 2,344 | |||
Philip Morris International Inc. | 2.375% | 8/17/22 | 9,063 | 9,397 | |||
Philip Morris International Inc. | 2.500% | 8/22/22 | 2,420 | 2,517 | |||
Philip Morris International Inc. | 2.500% | 11/2/22 | 8,325 | 8,703 | |||
Philip Morris International Inc. | 2.625% | 3/6/23 | 7,140 | 7,537 | |||
Philip Morris International Inc. | 1.125% | 5/1/23 | 1,680 | 1,705 | |||
Philip Morris International Inc. | 2.125% | 5/10/23 | 8,765 | 9,117 | |||
Philip Morris International Inc. | 3.600% | 11/15/23 | 12,466 | 13,676 | |||
Philip Morris International Inc. | 2.875% | 5/1/24 | 17,605 | 18,886 | |||
Philip Morris International Inc. | 3.250% | 11/10/24 | 14,670 | 16,196 | |||
Philip Morris International Inc. | 1.500% | 5/1/25 | 4,428 | 4,540 | |||
Philip Morris International Inc. | 3.375% | 8/11/25 | 9,324 | 10,386 | |||
Philip Morris International Inc. | 2.750% | 2/25/26 | 15,591 | 16,953 | |||
Philip Morris International Inc. | 3.125% | 8/17/27 | 2,010 | 2,231 | |||
Philip Morris International Inc. | 3.125% | 3/2/28 | 6,900 | 7,682 | |||
Philip Morris International Inc. | 3.375% | 8/15/29 | 9,245 | 10,503 | |||
Philip Morris International Inc. | 2.100% | 5/1/30 | 12,425 | 12,787 | |||
Philip Morris International Inc. | 6.375% | 5/16/38 | 13,842 | 20,843 | |||
Philip Morris International Inc. | 4.375% | 11/15/41 | 12,424 | 15,081 | |||
Philip Morris International Inc. | 4.500% | 3/20/42 | 9,669 | 11,873 | |||
Philip Morris International Inc. | 3.875% | 8/21/42 | 8,790 | 10,028 | |||
Philip Morris International Inc. | 4.125% | 3/4/43 | 10,935 | 12,838 | |||
Philip Morris International Inc. | 4.875% | 11/15/43 | 10,073 | 12,875 | |||
Philip Morris International Inc. | 4.250% | 11/10/44 | 16,762 | 20,255 | |||
4 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 737 | 755 | ||
Procter & Gamble Co. | 1.700% | 11/3/21 | 14,081 | 14,337 | |||
Procter & Gamble Co. | 2.300% | 2/6/22 | 11,335 | 11,703 | |||
Procter & Gamble Co. | 2.150% | 8/11/22 | 6,620 | 6,870 | |||
Procter & Gamble Co. | 3.100% | 8/15/23 | 14,542 | 15,836 | |||
Procter & Gamble Co. | 2.450% | 3/25/25 | 8,678 | 9,419 | |||
Procter & Gamble Co. | 2.700% | 2/2/26 | 11,238 | 12,533 | |||
Procter & Gamble Co. | 2.450% | 11/3/26 | 12,550 | 13,767 | |||
Procter & Gamble Co. | 2.800% | 3/25/27 | 5,950 | 6,619 | |||
Procter & Gamble Co. | 2.850% | 8/11/27 | 4,585 | 5,178 | |||
Procter & Gamble Co. | 3.000% | 3/25/30 | 21,855 | 25,005 | |||
Procter & Gamble Co. | 5.500% | 2/1/34 | 5,680 | 8,253 | |||
Procter & Gamble Co. | 5.800% | 8/15/34 | 2,000 | 3,007 | |||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,500 | 2,303 | |||
Procter & Gamble Co. | 3.550% | 3/25/40 | 11,600 | 13,976 | |||
Procter & Gamble Co. | 3.500% | 10/25/47 | 11,596 | 14,229 | |||
Procter & Gamble Co. | 3.600% | 3/25/50 | 19,268 | 24,092 | |||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 2,125 | 2,272 |
96
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 8,645 | 9,023 | |||
4 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 4,868 | 5,391 | ||
4 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 4,075 | 4,641 | ||
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 4,565 | 5,049 | |||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 6,420 | 7,035 | |||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 7,629 | 8,550 | |||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 3,475 | 4,025 | |||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 13,360 | 14,093 | |||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 6,700 | 7,015 | |||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 1,368 | 1,696 | |||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 2,898 | 3,512 | |||
Reynolds American Inc. | 4.000% | 6/12/22 | 10,980 | 11,600 | |||
Reynolds American Inc. | 4.850% | 9/15/23 | 4,175 | 4,651 | |||
Reynolds American Inc. | 4.450% | 6/12/25 | 32,372 | 36,470 | |||
Reynolds American Inc. | 5.700% | 8/15/35 | 15,463 | 19,250 | |||
Reynolds American Inc. | 7.250% | 6/15/37 | 5,669 | 7,465 | |||
Reynolds American Inc. | 8.125% | 5/1/40 | 2,569 | 3,513 | |||
Reynolds American Inc. | 7.000% | 8/4/41 | 3,375 | 4,323 | |||
Reynolds American Inc. | 6.150% | 9/15/43 | 9,203 | 11,596 | |||
Reynolds American Inc. | 5.850% | 8/15/45 | 26,459 | 32,409 | |||
RUSH Obligated Group | 3.922% | 11/15/29 | 1,000 | 1,120 | |||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 5,428 | 6,046 | |||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 1,750 | 1,793 | |||
Sanofi | 4.000% | 3/29/21 | 14,644 | 15,028 | |||
Sanofi | 3.375% | 6/19/23 | 15,300 | 16,552 | |||
Sanofi | 3.625% | 6/19/28 | 17,345 | 20,246 | |||
Shire Acquisitions Investments Ireland DAC | 2.400% | 9/23/21 | 40,218 | 40,997 | |||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 45,170 | 47,849 | |||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 37,617 | 41,741 | |||
Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 3,652 | 4,036 | |||
SSM Health Care Corp. | 3.688% | 6/1/23 | 8,575 | 9,198 | |||
SSM Health Care Corp. | 3.823% | 6/1/27 | 5,200 | 5,681 | |||
Stanford Health Care | 3.310% | 8/15/30 | 100 | 110 | |||
Stanford Health Care | 3.795% | 11/15/48 | 6,500 | 7,704 | |||
Stryker Corp. | 3.375% | 5/15/24 | 12,870 | 13,963 | |||
Stryker Corp. | 1.150% | 6/15/25 | 5,400 | 5,436 | |||
Stryker Corp. | 3.375% | 11/1/25 | 12,375 | 13,766 | |||
Stryker Corp. | 3.500% | 3/15/26 | 10,015 | 11,251 | |||
Stryker Corp. | 3.650% | 3/7/28 | 7,295 | 8,376 | |||
Stryker Corp. | 1.950% | 6/15/30 | 18,750 | 18,765 | |||
Stryker Corp. | 4.100% | 4/1/43 | 4,500 | 5,373 | |||
Stryker Corp. | 4.375% | 5/15/44 | 3,975 | 4,831 | |||
Stryker Corp. | 4.625% | 3/15/46 | 7,235 | 9,413 | |||
Stryker Corp. | 2.900% | 6/15/50 | 6,500 | 6,471 | |||
Sutter Health | 3.695% | 8/15/28 | 3,700 | 4,122 | |||
Sutter Health | 4.091% | 8/15/48 | 4,950 | 5,811 | |||
Sysco Corp. | 2.500% | 7/15/21 | 5,300 | 5,383 | |||
Sysco Corp. | 2.600% | 6/12/22 | 2,650 | 2,735 | |||
Sysco Corp. | 3.550% | 3/15/25 | 5,190 | 5,591 | |||
Sysco Corp. | 3.750% | 10/1/25 | 7,290 | 7,989 | |||
Sysco Corp. | 3.300% | 7/15/26 | 9,910 | 10,593 | |||
Sysco Corp. | 3.250% | 7/15/27 | 20,876 | 22,089 | |||
Sysco Corp. | 2.400% | 2/15/30 | 2,000 | 1,976 | |||
Sysco Corp. | 5.950% | 4/1/30 | 14,750 | 18,499 | |||
Sysco Corp. | 6.600% | 4/1/40 | 11,845 | 16,010 | |||
Sysco Corp. | 4.850% | 10/1/45 | 6,560 | 7,606 | |||
Sysco Corp. | 4.500% | 4/1/46 | 6,265 | 6,797 | |||
Sysco Corp. | 4.450% | 3/15/48 | 7,467 | 8,167 | |||
Sysco Corp. | 3.300% | 2/15/50 | 6,000 | 5,642 | |||
Sysco Corp. | 6.600% | 4/1/50 | 14,450 | 20,065 | |||
Takeda Pharmaceutical Co. Ltd. | 4.000% | 11/26/21 | 13,600 | 14,182 | |||
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 14,725 | 16,390 | |||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 20,950 | 25,828 | |||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 6,000 | 6,009 |
97
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 6,150 | 6,204 | |||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 10,450 | 10,469 | |||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 9,000 | 8,980 | |||
4 | Texas Health Resources | 4.330% | 11/15/55 | 2,725 | 3,558 | ||
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 12,051 | 12,759 | |||
Thermo Fisher Scientific Inc. | 4.150% | 2/1/24 | 8,139 | 8,984 | |||
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 15,811 | 18,058 | |||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 9,825 | 11,040 | |||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 15,695 | 17,282 | |||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 13,297 | 14,799 | |||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 4,380 | 4,735 | |||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 5,125 | 6,329 | |||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 7,288 | 10,189 | |||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 7,600 | 9,411 | |||
Toledo Hospital | 5.325% | 11/15/28 | 4,000 | 4,265 | |||
Toledo Hospital | 5.750% | 11/15/38 | 3,500 | 4,101 | |||
Toledo Hospital | 6.015% | 11/15/48 | 4,600 | 5,080 | |||
Trinity Health Corp. | 4.125% | 12/1/45 | 6,815 | 7,972 | |||
4 | Trinity Health Corp. | 3.434% | 12/1/48 | 1,660 | 1,734 | ||
Tyson Foods Inc. | 2.250% | 8/23/21 | 4,180 | 4,246 | |||
Tyson Foods Inc. | 4.500% | 6/15/22 | 17,915 | 19,047 | |||
Tyson Foods Inc. | 3.900% | 9/28/23 | 2,950 | 3,218 | |||
Tyson Foods Inc. | 3.950% | 8/15/24 | 19,341 | 21,417 | |||
Tyson Foods Inc. | 4.000% | 3/1/26 | 10,745 | 12,298 | |||
Tyson Foods Inc. | 3.550% | 6/2/27 | 15,790 | 17,478 | |||
Tyson Foods Inc. | 4.350% | 3/1/29 | 17,443 | 20,498 | |||
Tyson Foods Inc. | 4.875% | 8/15/34 | 9,141 | 11,699 | |||
Tyson Foods Inc. | 5.150% | 8/15/44 | 13,927 | 17,812 | |||
Tyson Foods Inc. | 4.550% | 6/2/47 | 10,325 | 12,511 | |||
Tyson Foods Inc. | 5.100% | 9/28/48 | 17,422 | 22,494 | |||
Unilever Capital Corp. | 2.750% | 3/22/21 | 4,006 | 4,076 | |||
Unilever Capital Corp. | 1.375% | 7/28/21 | 10,405 | 10,518 | |||
Unilever Capital Corp. | 3.000% | 3/7/22 | 9,750 | 10,151 | |||
Unilever Capital Corp. | 2.200% | 5/5/22 | 900 | 926 | |||
Unilever Capital Corp. | 3.250% | 3/7/24 | 16,450 | 17,887 | |||
Unilever Capital Corp. | 2.600% | 5/5/24 | 24,325 | 25,964 | |||
Unilever Capital Corp. | 3.100% | 7/30/25 | 9,825 | 10,882 | |||
Unilever Capital Corp. | 2.000% | 7/28/26 | 10,625 | 11,231 | |||
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,350 | 7,036 | |||
Unilever Capital Corp. | 3.500% | 3/22/28 | 12,875 | 14,843 | |||
Unilever Capital Corp. | 2.125% | 9/6/29 | 11,770 | 12,412 | |||
Unilever Capital Corp. | 5.900% | 11/15/32 | 8,475 | 12,245 | |||
6 | Upjohn Inc. | 1.125% | 6/22/22 | 12,050 | 12,123 | ||
6 | Upjohn Inc. | 1.650% | 6/22/25 | 9,250 | 9,430 | ||
6 | Upjohn Inc. | 2.300% | 6/22/27 | 7,200 | 7,433 | ||
6 | Upjohn Inc. | 2.700% | 6/22/30 | 14,490 | 14,932 | ||
6 | Upjohn Inc. | 3.850% | 6/22/40 | 16,865 | 18,101 | ||
6 | Upjohn Inc. | 4.000% | 6/22/50 | 22,235 | 23,820 | ||
UPMC | 3.600% | 4/3/25 | 6,550 | 7,088 | |||
Whirlpool Corp. | 4.700% | 6/1/22 | 4,380 | 4,652 | |||
Whirlpool Corp. | 4.000% | 3/1/24 | 3,529 | 3,812 | |||
Whirlpool Corp. | 3.700% | 5/1/25 | 3,788 | 4,122 | |||
Whirlpool Corp. | 4.750% | 2/26/29 | 8,615 | 10,257 | |||
Whirlpool Corp. | 4.500% | 6/1/46 | 6,082 | 6,768 | |||
Whirlpool Corp. | 4.600% | 5/15/50 | 3,225 | 3,673 | |||
4 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 3,250 | 4,060 | ||
Wyeth LLC | 7.250% | 3/1/23 | 2,400 | 2,824 | |||
Wyeth LLC | 6.450% | 2/1/24 | 10,325 | 12,417 | |||
Wyeth LLC | 6.500% | 2/1/34 | 8,985 | 13,980 | |||
Wyeth LLC | 6.000% | 2/15/36 | 5,465 | 7,911 | |||
Wyeth LLC | 5.950% | 4/1/37 | 23,913 | 35,080 | |||
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 4,275 | 5,017 | |||
Zimmer Biomet Holdings Inc. | 3.375% | 11/30/21 | 6,005 | 6,170 | |||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 10,075 | 10,451 |
98
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 3,075 | 3,259 | |||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 21,280 | 23,084 | |||
Zimmer Biomet Holdings Inc. | 3.550% | 3/20/30 | 7,000 | 7,550 | |||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 1,650 | 2,049 | |||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 8,945 | 9,620 | |||
Zoetis Inc. | 3.250% | 8/20/21 | 3,300 | 3,399 | |||
Zoetis Inc. | 3.250% | 2/1/23 | 14,745 | 15,573 | |||
Zoetis Inc. | 4.500% | 11/13/25 | 4,325 | 5,038 | |||
Zoetis Inc. | 3.000% | 9/12/27 | 10,404 | 11,453 | |||
Zoetis Inc. | 3.900% | 8/20/28 | 5,700 | 6,687 | |||
Zoetis Inc. | 2.000% | 5/15/30 | 4,800 | 4,898 | |||
Zoetis Inc. | 4.700% | 2/1/43 | 13,728 | 18,120 | |||
Zoetis Inc. | 3.950% | 9/12/47 | 8,047 | 9,694 | |||
Zoetis Inc. | 4.450% | 8/20/48 | 4,575 | 5,970 | |||
Zoetis Inc. | 3.000% | 5/15/50 | 4,600 | 4,772 | |||
Energy (2.3%) | |||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 14,530 | 15,161 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 21,245 | 22,552 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 6,205 | 6,468 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.486% | 5/1/30 | 4,364 | 5,009 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 15,465 | 15,937 | |||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 14,938 | 18,029 | |||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 3,425 | 3,459 | |||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 8,050 | 8,610 | |||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 12,440 | 13,902 | |||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 9,112 | 9,545 | |||
BP Capital Markets America Inc. | 2.112% | 9/16/21 | 10,701 | 10,898 | |||
BP Capital Markets America Inc. | 3.245% | 5/6/22 | 21,821 | 22,877 | |||
BP Capital Markets America Inc. | 2.520% | 9/19/22 | 8,150 | 8,444 | |||
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 6,200 | 6,559 | |||
BP Capital Markets America Inc. | 2.750% | 5/10/23 | 10,050 | 10,594 | |||
BP Capital Markets America Inc. | 3.216% | 11/28/23 | 18,853 | 20,169 | |||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 3,560 | 3,889 | |||
BP Capital Markets America Inc. | 3.224% | 4/14/24 | 3,000 | 3,221 | |||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 4,900 | 5,325 | |||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 10,535 | 11,841 | |||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 7,869 | 8,692 | |||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 18,198 | 19,835 | |||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 7,577 | 8,200 | |||
BP Capital Markets America Inc. | 3.588% | 4/14/27 | 5,000 | 5,528 | |||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 13,150 | 15,015 | |||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 17,225 | 20,053 | |||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 20,145 | 22,716 | |||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 26,820 | 26,380 | |||
BP Capital Markets plc | 3.561% | 11/1/21 | 15,770 | 16,361 | |||
BP Capital Markets plc | 3.062% | 3/17/22 | 4,000 | 4,155 | |||
BP Capital Markets plc | 3.245% | 5/6/22 | 12,663 | 13,276 | |||
BP Capital Markets plc | 2.500% | 11/6/22 | 14,787 | 15,375 | |||
BP Capital Markets plc | 3.994% | 9/26/23 | 7,105 | 7,792 | |||
BP Capital Markets plc | 3.814% | 2/10/24 | 6,981 | 7,672 | |||
BP Capital Markets plc | 3.535% | 11/4/24 | 24,366 | 26,773 | |||
BP Capital Markets plc | 3.506% | 3/17/25 | 19,617 | 21,699 | |||
BP Capital Markets plc | 3.279% | 9/19/27 | 25,700 | 28,042 | |||
BP Capital Markets plc | 3.723% | 11/28/28 | 14,809 | 16,843 | |||
4 | BP Capital Markets plc | 4.375% | 12/31/49 | 5,000 | 5,029 | ||
4 | BP Capital Markets plc | 4.875% | 12/31/49 | 4,500 | 4,666 | ||
Burlington Resources Finance Co. | 7.200% | 8/15/31 | 3,455 | 4,956 | |||
Burlington Resources Finance Co. | 7.400% | 12/1/31 | 5,765 | 8,251 |
99
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Canadian Natural Resources Ltd. | 3.450% | 11/15/21 | 6,588 | 6,736 | |||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 15,022 | 15,499 | |||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 6,673 | 7,082 | |||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 140 | 151 | |||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 5,000 | 4,998 | |||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 20,728 | 22,153 | |||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 8,000 | 7,967 | |||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 5,468 | 6,842 | |||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 7,323 | 8,788 | |||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 4,225 | 4,890 | |||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 9,797 | 11,683 | |||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 11,599 | 13,745 | |||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 5,484 | 6,663 | |||
Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 5,000 | 5,463 | |||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 11,114 | 12,649 | |||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 11,222 | 12,583 | |||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 25,624 | 28,122 | |||
6 | Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 18,534 | 18,905 | ||
Chevron Corp. | 2.411% | 3/3/22 | 4,995 | 5,139 | |||
Chevron Corp. | 2.498% | 3/3/22 | 8,340 | 8,610 | |||
Chevron Corp. | 2.355% | 12/5/22 | 23,782 | 24,735 | |||
Chevron Corp. | 1.141% | 5/11/23 | 15,000 | 15,249 | |||
Chevron Corp. | 2.566% | 5/16/23 | 5,850 | 6,171 | |||
Chevron Corp. | 3.191% | 6/24/23 | 21,978 | 23,541 | |||
Chevron Corp. | 2.895% | 3/3/24 | 15,570 | 16,755 | |||
Chevron Corp. | 1.554% | 5/11/25 | 24,500 | 25,121 | |||
Chevron Corp. | 3.326% | 11/17/25 | 5,933 | 6,638 | |||
Chevron Corp. | 2.954% | 5/16/26 | 22,195 | 24,520 | |||
Chevron Corp. | 1.995% | 5/11/27 | 7,800 | 8,137 | |||
Chevron Corp. | 2.236% | 5/11/30 | 20,000 | 20,881 | |||
Chevron Corp. | 2.978% | 5/11/40 | 6,000 | 6,393 | |||
Chevron Corp. | 3.078% | 5/11/50 | 11,700 | 12,415 | |||
Cimarex Energy Co. | 4.375% | 6/1/24 | 10,950 | 11,552 | |||
Cimarex Energy Co. | 3.900% | 5/15/27 | 13,976 | 14,098 | |||
Cimarex Energy Co. | 4.375% | 3/15/29 | 2,278 | 2,332 | |||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 18,475 | 21,078 | |||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 5,450 | 6,628 | |||
Concho Resources Inc. | 3.750% | 10/1/27 | 29,296 | 31,237 | |||
Concho Resources Inc. | 4.300% | 8/15/28 | 24,805 | 27,223 | |||
Concho Resources Inc. | 4.875% | 10/1/47 | 9,680 | 10,878 | |||
Concho Resources Inc. | 4.850% | 8/15/48 | 7,908 | 8,827 | |||
ConocoPhillips | 5.900% | 10/15/32 | 14,026 | 18,967 | |||
ConocoPhillips | 5.900% | 5/15/38 | 9,580 | 13,030 | |||
ConocoPhillips | 6.500% | 2/1/39 | 28,234 | 40,803 | |||
ConocoPhillips Canada Funding Co. I | 5.950% | 10/15/36 | 8,100 | 10,798 | |||
ConocoPhillips Co. | 3.350% | 11/15/24 | 3,123 | 3,410 | |||
ConocoPhillips Co. | 4.950% | 3/15/26 | 23,004 | 27,517 | |||
ConocoPhillips Co. | 4.300% | 11/15/44 | 10,567 | 12,878 | |||
ConocoPhillips Holding Co. | 6.950% | 4/15/29 | 24,859 | 34,503 | |||
Devon Energy Corp. | 5.850% | 12/15/25 | 4,051 | 4,481 | |||
Devon Energy Corp. | 7.950% | 4/15/32 | 5,705 | 6,668 | |||
Devon Energy Corp. | 5.600% | 7/15/41 | 15,305 | 14,903 | |||
Devon Energy Corp. | 4.750% | 5/15/42 | 10,249 | 8,904 | |||
Devon Energy Corp. | 5.000% | 6/15/45 | 9,363 | 8,380 | |||
Devon Financing Co. LLC | 7.875% | 9/30/31 | 7,787 | 9,072 | |||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 12,100 | 12,115 | |||
Diamondback Energy Inc. | 4.750% | 5/31/25 | 1,600 | 1,716 | |||
Diamondback Energy Inc. | 5.375% | 5/31/25 | 4,500 | 4,646 | |||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 17,350 | 17,458 | |||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 18,050 | 17,441 | |||
Dominion Energy Gas Holdings LLC | 3.550% | 11/1/23 | 13,725 | 14,749 | |||
Dominion Energy Gas Holdings LLC | 2.500% | 11/15/24 | 5,500 | 5,788 | |||
Dominion Energy Gas Holdings LLC | 3.600% | 12/15/24 | 7,750 | 8,484 | |||
Dominion Energy Gas Holdings LLC | 3.000% | 11/15/29 | 4,100 | 4,360 |
100
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Dominion Energy Gas Holdings LLC | 4.800% | 11/1/43 | 6,535 | 7,545 | |||
Dominion Energy Gas Holdings LLC | 4.600% | 12/15/44 | 5,035 | 5,750 | |||
Dominion Energy Gas Holdings LLC | 3.900% | 11/15/49 | 200 | 206 | |||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 13,580 | 13,274 | |||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 12,490 | 11,600 | |||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 15,885 | 14,713 | |||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 1,185 | 947 | |||
Enbridge Energy Partners LP | 4.200% | 9/15/21 | 1,482 | 1,528 | |||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 4,585 | 5,456 | |||
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 9,910 | 13,529 | |||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 2,845 | 3,373 | |||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 11,616 | 16,320 | |||
Enbridge Inc. | 2.900% | 7/15/22 | 7,430 | 7,688 | |||
Enbridge Inc. | 4.000% | 10/1/23 | 1,900 | 2,059 | |||
Enbridge Inc. | 2.500% | 1/15/25 | 6,305 | 6,535 | |||
Enbridge Inc. | 4.250% | 12/1/26 | 7,432 | 8,455 | |||
Enbridge Inc. | 3.700% | 7/15/27 | 26,050 | 28,340 | |||
Enbridge Inc. | 3.125% | 11/15/29 | 11,900 | 12,381 | |||
Enbridge Inc. | 4.500% | 6/10/44 | 8,210 | 9,325 | |||
Enbridge Inc. | 5.500% | 12/1/46 | 450 | 555 | |||
Enbridge Inc. | 4.000% | 11/15/49 | 5,725 | 6,022 | |||
Energy Transfer Operating LP | 5.200% | 2/1/22 | 8,554 | 8,960 | |||
Energy Transfer Operating LP | 3.600% | 2/1/23 | 20,586 | 21,332 | |||
Energy Transfer Operating LP | 4.250% | 3/15/23 | 22,740 | 23,991 | |||
Energy Transfer Operating LP | 4.200% | 9/15/23 | 7,420 | 7,884 | |||
Energy Transfer Operating LP | 4.900% | 2/1/24 | 2,029 | 2,196 | |||
Energy Transfer Operating LP | 4.500% | 4/15/24 | 1,250 | 1,350 | |||
Energy Transfer Operating LP | 4.050% | 3/15/25 | 21,725 | 23,083 | |||
Energy Transfer Operating LP | 2.900% | 5/15/25 | 10,834 | 11,091 | |||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 14,800 | 16,114 | |||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 9,520 | 9,948 | |||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 17,500 | 19,469 | |||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 13,140 | 14,290 | |||
Energy Transfer Operating LP | 3.750% | 5/15/30 | 13,475 | 13,340 | |||
Energy Transfer Operating LP | 4.900% | 3/15/35 | 4,948 | 4,948 | |||
Energy Transfer Operating LP | 6.250% | 4/15/49 | 18,680 | 19,847 | |||
Energy Transfer Operating LP | 5.000% | 5/15/50 | 19,300 | 18,238 | |||
Energy Transfer Partners LP | 4.950% | 6/15/28 | 16,475 | 17,690 | |||
Energy Transfer Partners LP | 6.625% | 10/15/36 | 3,980 | 4,383 | |||
Energy Transfer Partners LP | 5.800% | 6/15/38 | 9,725 | 9,907 | |||
Energy Transfer Partners LP | 7.500% | 7/1/38 | 5,882 | 6,867 | |||
Energy Transfer Partners LP | 6.050% | 6/1/41 | 8,370 | 8,600 | |||
Energy Transfer Partners LP | 6.500% | 2/1/42 | 12,383 | 13,559 | |||
Energy Transfer Partners LP | 5.150% | 2/1/43 | 2,074 | 1,924 | |||
Energy Transfer Partners LP | 5.950% | 10/1/43 | 5,272 | 5,292 | |||
Energy Transfer Partners LP | 5.150% | 3/15/45 | 4,328 | 4,106 | |||
Energy Transfer Partners LP | 6.125% | 12/15/45 | 19,444 | 20,441 | |||
Energy Transfer Partners LP | 5.300% | 4/15/47 | 9,430 | 9,182 | |||
Energy Transfer Partners LP | 6.000% | 6/15/48 | 16,085 | 16,688 | |||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 9,775 | 10,189 | |||
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 475 | 500 | |||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 20,448 | 21,643 | |||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 15,140 | 16,537 | |||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 22,760 | 25,130 | |||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 7,602 | 8,525 | |||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 2,947 | 3,354 | |||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 5,250 | 5,972 | |||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 22,585 | 24,155 | |||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 16,225 | 16,903 | |||
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 6,493 | 8,444 | |||
Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,760 | 2,375 | |||
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 3,344 | 4,960 | |||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 13,461 | 17,284 | |||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 10,706 | 13,712 |
101
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 6,495 | 8,067 | |||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 8,590 | 9,831 | |||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 16,823 | 18,574 | |||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 8,435 | 9,797 | |||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 6,457 | 7,664 | |||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 26,028 | 30,430 | |||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 24,590 | 26,966 | |||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 9,876 | 11,637 | |||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 23,300 | 25,791 | |||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 15,315 | 16,031 | |||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 7,870 | 8,744 | |||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 19,415 | 19,946 | |||
4 | Enterprise Products Operating LLC | 4.875% | 8/16/77 | 600 | 525 | ||
4 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 5,975 | 5,587 | ||
4 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 8,390 | 7,541 | ||
EOG Resources Inc. | 2.625% | 3/15/23 | 13,433 | 14,073 | |||
EOG Resources Inc. | 3.150% | 4/1/25 | 8,281 | 9,048 | |||
EOG Resources Inc. | 4.150% | 1/15/26 | 14,160 | 16,331 | |||
EOG Resources Inc. | 4.375% | 4/15/30 | 12,215 | 14,533 | |||
EOG Resources Inc. | 4.950% | 4/15/50 | 16,930 | 21,800 | |||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 32,010 | 32,916 | |||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 8,950 | 9,206 | |||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 36,632 | 38,535 | |||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 22,000 | 22,530 | |||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 18,417 | 19,198 | |||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 20,350 | 21,827 | |||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 36,100 | 39,190 | |||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 16,426 | 18,020 | |||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 12,456 | 13,281 | |||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 10,000 | 11,105 | |||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 14,650 | 15,475 | |||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 24,040 | 27,310 | |||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 26,888 | 28,644 | |||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 11,250 | 11,575 | |||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 27,000 | 32,487 | |||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 16,550 | 18,368 | |||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 19,275 | 23,163 | |||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 25,450 | 26,495 | |||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 50,800 | 63,168 | |||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 35,375 | 39,062 | |||
Halliburton Co. | 3.500% | 8/1/23 | 1,094 | 1,146 | |||
Halliburton Co. | 3.800% | 11/15/25 | 6,999 | 7,559 | |||
Halliburton Co. | 2.920% | 3/1/30 | 20,433 | 19,386 | |||
Halliburton Co. | 4.850% | 11/15/35 | 18,496 | 19,213 | |||
Halliburton Co. | 6.700% | 9/15/38 | 13,598 | 16,114 | |||
Halliburton Co. | 4.500% | 11/15/41 | 2,060 | 1,970 | |||
Halliburton Co. | 4.750% | 8/1/43 | 11,030 | 10,892 | |||
Halliburton Co. | 5.000% | 11/15/45 | 29,443 | 30,437 | |||
Helmerich & Payne Inc. | 4.650% | 3/15/25 | 5,000 | 5,229 | |||
Hess Corp. | 3.500% | 7/15/24 | 3,350 | 3,371 | |||
Hess Corp. | 4.300% | 4/1/27 | 9,140 | 9,437 | |||
Hess Corp. | 7.875% | 10/1/29 | 7,493 | 8,992 | |||
Hess Corp. | 7.300% | 8/15/31 | 4,873 | 5,714 | |||
Hess Corp. | 7.125% | 3/15/33 | 5,292 | 6,178 | |||
Hess Corp. | 6.000% | 1/15/40 | 17,160 | 18,447 | |||
Hess Corp. | 5.600% | 2/15/41 | 17,358 | 18,204 | |||
HollyFrontier Corp. | 5.875% | 4/1/26 | 3,820 | 4,192 | |||
Husky Energy Inc. | 3.950% | 4/15/22 | 12,771 | 13,026 | |||
Husky Energy Inc. | 4.000% | 4/15/24 | 13,898 | 14,206 | |||
Husky Energy Inc. | 4.400% | 4/15/29 | 10,850 | 10,864 | |||
Husky Energy Inc. | 6.800% | 9/15/37 | 3,316 | 3,528 | |||
Kinder Morgan Energy Partners LP | 5.800% | 3/1/21 | 6,435 | 6,636 | |||
Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 13,815 | 14,349 | |||
Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 6,364 | 6,681 |
102
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 8,949 | 9,418 | |||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 10,394 | 10,927 | |||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 14,399 | 15,296 | |||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 450 | 488 | |||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 21,611 | 23,637 | |||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 2,534 | 2,793 | |||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 285 | 370 | |||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 3,590 | 4,752 | |||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 6,549 | 7,730 | |||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 21,684 | 27,312 | |||
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 6,021 | 7,971 | |||
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 7,695 | 10,172 | |||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 8,250 | 10,653 | |||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 7,575 | 10,744 | |||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 2,615 | 3,325 | |||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 12,464 | 14,618 | |||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 5,281 | 5,901 | |||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 12,174 | 13,075 | |||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 3,791 | 4,205 | |||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 11,177 | 13,252 | |||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 3,045 | 3,582 | |||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 10,749 | 11,260 | |||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 10,049 | 11,251 | |||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 14,394 | 16,307 | |||
Kinder Morgan Inc. | 7.800% | 8/1/31 | 4,950 | 6,696 | |||
Kinder Morgan Inc. | 7.750% | 1/15/32 | 10,753 | 15,043 | |||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 17,909 | 20,572 | |||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 19,971 | 24,220 | |||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 9,821 | 11,178 | |||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 8,550 | 9,834 | |||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 7,600 | 8,024 | |||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 191 | 211 | |||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 4,252 | 4,355 | |||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 13,068 | 13,404 | |||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 6,375 | 7,055 | |||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 2,150 | 2,161 | |||
Marathon Oil Corp. | 2.800% | 11/1/22 | 13,339 | 13,356 | |||
Marathon Oil Corp. | 3.850% | 6/1/25 | 10,000 | 10,100 | |||
Marathon Oil Corp. | 4.400% | 7/15/27 | 16,952 | 16,634 | |||
Marathon Oil Corp. | 6.800% | 3/15/32 | 6,865 | 7,285 | |||
Marathon Oil Corp. | 6.600% | 10/1/37 | 16,405 | 16,282 | |||
Marathon Oil Corp. | 5.200% | 6/1/45 | 2,000 | 1,845 | |||
Marathon Petroleum Corp. | 5.125% | 3/1/21 | 20,745 | 21,290 | |||
Marathon Petroleum Corp. | 5.375% | 10/1/22 | 2,125 | 2,138 | |||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 7,000 | 7,543 | |||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 5,955 | 6,506 | |||
Marathon Petroleum Corp. | 5.125% | 4/1/24 | 1,000 | 996 | |||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 7,380 | 7,841 | |||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 5,526 | 6,189 | |||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 24,420 | 28,205 | |||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 8,450 | 8,957 | |||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 13,215 | 16,403 | |||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 8,422 | 8,759 | |||
Marathon Petroleum Corp. | 5.850% | 12/15/45 | 1,459 | 1,574 | |||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 5,935 | 6,091 | |||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 6,448 | 6,537 | |||
MPLX LP | 3.500% | 12/1/22 | 5,310 | 5,522 | |||
MPLX LP | 3.375% | 3/15/23 | 5,677 | 5,904 | |||
MPLX LP | 4.500% | 7/15/23 | 19,500 | 20,938 | |||
MPLX LP | 6.375% | 5/1/24 | 1,000 | 1,034 | |||
MPLX LP | 4.875% | 12/1/24 | 32,551 | 36,172 | |||
MPLX LP | 5.250% | 1/15/25 | 2,637 | 2,742 | |||
MPLX LP | 4.000% | 2/15/25 | 4,208 | 4,513 | |||
MPLX LP | 4.875% | 6/1/25 | 7,084 | 7,908 |
103
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
MPLX LP | 4.125% | 3/1/27 | 13,791 | 14,722 | |||
MPLX LP | 4.250% | 12/1/27 | 18,982 | 20,714 | |||
MPLX LP | 4.000% | 3/15/28 | 12,043 | 12,735 | |||
MPLX LP | 4.500% | 4/15/38 | 18,800 | 18,800 | |||
MPLX LP | 5.200% | 3/1/47 | 19,445 | 20,903 | |||
MPLX LP | 5.200% | 12/1/47 | 17,135 | 17,756 | |||
MPLX LP | 4.700% | 4/15/48 | 15,700 | 15,739 | |||
MPLX LP | 5.500% | 2/15/49 | 16,100 | 18,193 | |||
MPLX LP | 4.900% | 4/15/58 | 7,250 | 7,178 | |||
National Fuel Gas Co. | 4.900% | 12/1/21 | 2,312 | 2,378 | |||
National Fuel Gas Co. | 3.750% | 3/1/23 | 3,660 | 3,733 | |||
National Fuel Gas Co. | 5.200% | 7/15/25 | 2,200 | 2,342 | |||
National Fuel Gas Co. | 5.500% | 1/15/26 | 1,250 | 1,328 | |||
National Fuel Gas Co. | 3.950% | 9/15/27 | 3,190 | 3,072 | |||
National Fuel Gas Co. | 4.750% | 9/1/28 | 10,055 | 10,076 | |||
National Oilwell Varco Inc. | 2.600% | 12/1/22 | 7,460 | 7,497 | |||
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 7,150 | 6,936 | |||
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 8,588 | 7,192 | |||
Newfield Exploration Co. | 5.750% | 1/30/22 | 13,275 | 13,242 | |||
Newfield Exploration Co. | 5.625% | 7/1/24 | 3,300 | 3,135 | |||
Newfield Exploration Co. | 5.375% | 1/1/26 | 7,940 | 7,424 | |||
Noble Energy Inc. | 3.900% | 11/15/24 | 5,475 | 5,516 | |||
Noble Energy Inc. | 3.850% | 1/15/28 | 9,225 | 8,891 | |||
Noble Energy Inc. | 3.250% | 10/15/29 | 4,400 | 4,004 | |||
Noble Energy Inc. | 6.000% | 3/1/41 | 13,023 | 12,535 | |||
Noble Energy Inc. | 5.250% | 11/15/43 | 14,437 | 13,372 | |||
Noble Energy Inc. | 5.050% | 11/15/44 | 10,425 | 9,474 | |||
Noble Energy Inc. | 4.950% | 8/15/47 | 6,055 | 5,434 | |||
Noble Energy Inc. | 4.200% | 10/15/49 | 1,120 | 924 | |||
ONEOK Inc. | 4.250% | 2/1/22 | 12,375 | 12,793 | |||
ONEOK Inc. | 7.500% | 9/1/23 | 14,093 | 16,169 | |||
ONEOK Inc. | 2.750% | 9/1/24 | 5,300 | 5,333 | |||
ONEOK Inc. | 4.000% | 7/13/27 | 4,175 | 4,213 | |||
ONEOK Inc. | 4.550% | 7/15/28 | 1,900 | 1,991 | |||
ONEOK Inc. | 4.350% | 3/15/29 | 9,938 | 10,416 | |||
ONEOK Inc. | 3.400% | 9/1/29 | 25,860 | 25,149 | |||
ONEOK Inc. | 3.100% | 3/15/30 | 15,400 | 14,746 | |||
ONEOK Inc. | 6.000% | 6/15/35 | 1,400 | 1,585 | |||
ONEOK Inc. | 4.950% | 7/13/47 | 13,456 | 12,979 | |||
ONEOK Inc. | 5.200% | 7/15/48 | 6,755 | 6,721 | |||
ONEOK Inc. | 4.450% | 9/1/49 | 9,032 | 8,367 | |||
ONEOK Inc. | 4.500% | 3/15/50 | 13,350 | 12,432 | |||
ONEOK Inc. | 7.150% | 1/15/51 | 500 | 613 | |||
ONEOK Partners LP | 3.375% | 10/1/22 | 14,032 | 14,506 | |||
ONEOK Partners LP | 4.900% | 3/15/25 | 8,329 | 9,026 | |||
ONEOK Partners LP | 6.650% | 10/1/36 | 15,289 | 17,627 | |||
ONEOK Partners LP | 6.850% | 10/15/37 | 7,155 | 8,151 | |||
ONEOK Partners LP | 6.125% | 2/1/41 | 5,245 | 5,724 | |||
ONEOK Partners LP | 6.200% | 9/15/43 | 1,683 | 1,785 | |||
Ovintiv Inc. | 3.900% | 11/15/21 | 6,447 | 6,415 | |||
Ovintiv Inc. | 8.125% | 9/15/30 | 3,655 | 3,436 | |||
Ovintiv Inc. | 7.200% | 11/1/31 | 519 | 470 | |||
Ovintiv Inc. | 7.375% | 11/1/31 | 4,600 | 4,209 | |||
Ovintiv Inc. | 6.500% | 8/15/34 | 8,160 | 7,262 | |||
Ovintiv Inc. | 6.625% | 8/15/37 | 2,658 | 2,259 | |||
Ovintiv Inc. | 6.500% | 2/1/38 | 10,900 | 9,251 | |||
Petro-Canada | 5.350% | 7/15/33 | 3,830 | 4,280 | |||
Petro-Canada | 5.950% | 5/15/35 | 7,930 | 9,406 | |||
Petro-Canada | 6.800% | 5/15/38 | 11,493 | 14,792 | |||
Phillips 66 | 4.300% | 4/1/22 | 15,540 | 16,488 | |||
Phillips 66 | 3.700% | 4/6/23 | 3,000 | 3,209 | |||
Phillips 66 | 3.850% | 4/9/25 | 10,783 | 11,951 | |||
Phillips 66 | 3.900% | 3/15/28 | 8,760 | 9,801 | |||
Phillips 66 | 2.150% | 12/15/30 | 28,400 | 27,547 |
104
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Phillips 66 | 4.650% | 11/15/34 | 11,913 | 14,160 | |||
Phillips 66 | 5.875% | 5/1/42 | 17,831 | 23,978 | |||
Phillips 66 | 4.875% | 11/15/44 | 11,563 | 14,297 | |||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 3,750 | 3,841 | |||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 9,516 | 10,181 | |||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 2,500 | 2,706 | |||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 5,725 | 6,101 | |||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 9,050 | 9,286 | |||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 7,200 | 7,612 | |||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 5,533 | 6,043 | |||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 9,993 | 11,579 | |||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 5,500 | 5,413 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.650% | 6/1/22 | 4,484 | 4,578 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 2.850% | 1/31/23 | 14,938 | 15,121 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.850% | 10/15/23 | 4,417 | 4,580 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.600% | 11/1/24 | 24,315 | 24,784 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.650% | 10/15/25 | 10,408 | 11,116 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 11,354 | 12,006 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 10,255 | 9,928 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 3,181 | 3,405 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/42 | 7,175 | 6,904 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.300% | 1/31/43 | 13,175 | 11,400 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/44 | 9,535 | 8,686 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 1,100 | 1,013 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.875% | 3/1/22 | 11,910 | 12,550 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 21,120 | 22,387 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 4.500% | 11/1/23 | 6,700 | 7,177 | |||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 14,525 | 15,462 | |||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 16,508 | 18,035 | |||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 22,950 | 25,819 | |||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 19,685 | 22,466 | |||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 17,537 | 20,606 | |||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 21,167 | 23,654 | |||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 18,640 | 19,991 | |||
6 | Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 19,270 | 21,269 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 18,390 | 19,743 | |||
Schlumberger Investment SA | 2.650% | 6/26/30 | 7,000 | 7,038 | |||
Shell International Finance BV | 1.750% | 9/12/21 | 13,575 | 13,760 | |||
Shell International Finance BV | 2.375% | 8/21/22 | 13,431 | 13,940 | |||
Shell International Finance BV | 2.250% | 1/6/23 | 12,378 | 12,852 | |||
Shell International Finance BV | 3.400% | 8/12/23 | 10,845 | 11,727 | |||
Shell International Finance BV | 3.500% | 11/13/23 | 10,666 | 11,605 | |||
Shell International Finance BV | 2.000% | 11/7/24 | 10,000 | 10,464 | |||
Shell International Finance BV | 2.375% | 4/6/25 | 21,005 | 22,266 | |||
Shell International Finance BV | 3.250% | 5/11/25 | 27,634 | 30,555 | |||
Shell International Finance BV | 2.875% | 5/10/26 | 25,866 | 28,325 | |||
Shell International Finance BV | 2.500% | 9/12/26 | 19,685 | 21,182 | |||
Shell International Finance BV | 3.875% | 11/13/28 | 16,835 | 19,491 | |||
Shell International Finance BV | 2.375% | 11/7/29 | 20,000 | 20,954 | |||
Shell International Finance BV | 2.750% | 4/6/30 | 15,750 | 17,043 | |||
Shell International Finance BV | 4.125% | 5/11/35 | 16,080 | 19,576 | |||
Shell International Finance BV | 6.375% | 12/15/38 | 28,332 | 42,094 | |||
Shell International Finance BV | 5.500% | 3/25/40 | 9,103 | 12,859 | |||
Shell International Finance BV | 3.625% | 8/21/42 | 9,594 | 10,526 | |||
Shell International Finance BV | 4.550% | 8/12/43 | 13,487 | 16,796 | |||
Shell International Finance BV | 4.375% | 5/11/45 | 30,524 | 37,795 | |||
Shell International Finance BV | 4.000% | 5/10/46 | 34,233 | 39,885 | |||
Shell International Finance BV | 3.750% | 9/12/46 | 7,520 | 8,497 | |||
Shell International Finance BV | 3.125% | 11/7/49 | 20,270 | 21,114 | |||
Shell International Finance BV | 3.250% | 4/6/50 | 16,015 | 17,143 | |||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 6,460 | 7,202 |
105
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 14,508 | 15,859 | |||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 12,698 | 13,665 | |||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 951 | 1,200 | |||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 14,700 | 16,325 | |||
Suncor Energy Inc. | 2.800% | 5/15/23 | 8,525 | 8,875 | |||
Suncor Energy Inc. | 3.600% | 12/1/24 | 4,890 | 5,278 | |||
Suncor Energy Inc. | 3.100% | 5/15/25 | 7,500 | 8,011 | |||
Suncor Energy Inc. | 7.150% | 2/1/32 | 5,608 | 7,150 | |||
Suncor Energy Inc. | 5.950% | 12/1/34 | 2,965 | 3,549 | |||
Suncor Energy Inc. | 6.500% | 6/15/38 | 23,388 | 29,750 | |||
Suncor Energy Inc. | 6.850% | 6/1/39 | 1,250 | 1,620 | |||
Suncor Energy Inc. | 4.000% | 11/15/47 | 13,700 | 14,171 | |||
Sunoco Logistics Partners Operations LP | 4.400% | 4/1/21 | 20,000 | 20,350 | |||
Sunoco Logistics Partners Operations LP | 4.650% | 2/15/22 | 1,100 | 1,148 | |||
Sunoco Logistics Partners Operations LP | 3.450% | 1/15/23 | 1,789 | 1,849 | |||
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 7,693 | 8,193 | |||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 4,810 | 5,495 | |||
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 8,185 | 8,594 | |||
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 10,790 | 11,033 | |||
Sunoco Logistics Partners Operations LP | 6.100% | 2/15/42 | 10,355 | 10,640 | |||
Sunoco Logistics Partners Operations LP | 4.950% | 1/15/43 | 1,075 | 965 | |||
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 7,978 | 7,789 | |||
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 15,877 | 15,401 | |||
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 10,645 | 10,392 | |||
TC PipeLines LP | 3.900% | 5/25/27 | 6,500 | 6,894 | |||
TechnipFMC plc | 3.450% | 10/1/22 | 5,322 | 5,350 | |||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 1,580 | 1,841 | |||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 4,520 | 5,816 | |||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,792 | 2,330 | |||
6 | Texas Eastern Transmission LP | 2.800% | 10/15/22 | 165 | 168 | ||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 5,860 | 7,686 | |||
Tosco Corp. | 8.125% | 2/15/30 | 1,150 | 1,671 | |||
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 25,840 | 27,380 | |||
Total Capital International SA | 2.218% | 7/12/21 | 9,000 | 9,150 | |||
Total Capital International SA | 2.875% | 2/17/22 | 6,865 | 7,114 | |||
Total Capital International SA | 2.700% | 1/25/23 | 11,450 | 12,054 | |||
Total Capital International SA | 3.700% | 1/15/24 | 25,266 | 27,739 | |||
Total Capital International SA | 3.750% | 4/10/24 | 3,690 | 4,065 | |||
Total Capital International SA | 2.434% | 1/10/25 | 9,500 | 10,061 | |||
Total Capital International SA | 3.455% | 2/19/29 | 16,650 | 18,816 | |||
Total Capital International SA | 2.829% | 1/10/30 | 18,966 | 20,558 | |||
Total Capital International SA | 2.986% | 6/29/41 | 5,000 | 5,093 | |||
Total Capital International SA | 3.461% | 7/12/49 | 9,550 | 10,298 | |||
Total Capital International SA | 3.127% | 5/29/50 | 22,000 | 22,482 | |||
Total Capital International SA | 3.386% | 6/29/60 | 2,000 | 2,044 | |||
Total Capital SA | 4.250% | 12/15/21 | 150 | 158 | |||
Total Capital SA | 3.883% | 10/11/28 | 8,495 | 9,854 | |||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 16,087 | 16,383 | |||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 4,607 | 4,962 | |||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 19,932 | 23,481 | |||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 13,050 | 14,926 | |||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 18,802 | 21,333 | |||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 17,825 | 20,674 | |||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 2,755 | 3,144 | |||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 15,515 | 20,298 | |||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 20,096 | 26,759 | |||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 18,550 | 21,783 | |||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 1,575 | 2,397 | |||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 10,310 | 13,511 | |||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 21,125 | 25,182 | |||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 23,622 | 29,277 | |||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 7,523 | 9,722 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 5,766 | 6,361 | |||
6 | Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 7,350 | 7,811 |
106
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 1,318 | 1,581 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 3,823 | 4,154 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 4,350 | 4,924 | |||
6 | Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 9,950 | 10,707 | ||
Valero Energy Corp. | 2.700% | 4/15/23 | 14,000 | 14,524 | |||
Valero Energy Corp. | 3.650% | 3/15/25 | 3,905 | 4,244 | |||
Valero Energy Corp. | 2.850% | 4/15/25 | 8,050 | 8,486 | |||
Valero Energy Corp. | 3.400% | 9/15/26 | 16,229 | 17,705 | |||
Valero Energy Corp. | 4.350% | 6/1/28 | 19,462 | 21,949 | |||
Valero Energy Corp. | 4.000% | 4/1/29 | 13,738 | 15,287 | |||
Valero Energy Corp. | 7.500% | 4/15/32 | 9,216 | 12,775 | |||
Valero Energy Corp. | 6.625% | 6/15/37 | 16,013 | 21,188 | |||
Valero Energy Corp. | 4.900% | 3/15/45 | 8,150 | 9,459 | |||
Valero Energy Partners LP | 4.375% | 12/15/26 | 6,112 | 6,920 | |||
Valero Energy Partners LP | 4.500% | 3/15/28 | 5,900 | 6,774 | |||
Williams Cos. Inc. | 4.000% | 11/15/21 | 9,199 | 9,329 | |||
Williams Cos. Inc. | 3.600% | 3/15/22 | 14,920 | 15,498 | |||
Williams Cos. Inc. | 3.350% | 8/15/22 | 10,525 | 10,959 | |||
Williams Cos. Inc. | 3.700% | 1/15/23 | 14,125 | 14,902 | |||
Williams Cos. Inc. | 4.500% | 11/15/23 | 5,800 | 6,342 | |||
Williams Cos. Inc. | 4.300% | 3/4/24 | 15,533 | 16,931 | |||
Williams Cos. Inc. | 4.550% | 6/24/24 | 26,513 | 29,330 | |||
Williams Cos. Inc. | 3.900% | 1/15/25 | 16,526 | 18,034 | |||
Williams Cos. Inc. | 4.000% | 9/15/25 | 8,525 | 9,441 | |||
Williams Cos. Inc. | 3.750% | 6/15/27 | 15,000 | 16,000 | |||
Williams Cos. Inc. | 3.500% | 11/15/30 | 12,950 | 13,715 | |||
Williams Cos. Inc. | 7.500% | 1/15/31 | 550 | 709 | |||
Williams Cos. Inc. | 6.300% | 4/15/40 | 4,730 | 5,676 | |||
Williams Cos. Inc. | 5.800% | 11/15/43 | 14,805 | 16,858 | |||
Williams Cos. Inc. | 5.400% | 3/4/44 | 8,300 | 9,057 | |||
Williams Cos. Inc. | 5.750% | 6/24/44 | 13,142 | 15,113 | |||
Williams Cos. Inc. | 4.900% | 1/15/45 | 5,975 | 6,460 | |||
Williams Cos. Inc. | 5.100% | 9/15/45 | 18,875 | 20,597 | |||
Williams Cos. Inc. | 4.850% | 3/1/48 | 9,675 | 10,703 | |||
Other Industrial (0.2%) | |||||||
4 | American University | 3.672% | 4/1/49 | 4,750 | 5,168 | ||
4 | Boston University | 4.061% | 10/1/48 | 3,555 | 4,550 | ||
California Institute of Technology | 4.321% | 8/1/45 | 475 | 603 | |||
California Institute of Technology | 4.700% | 11/1/11 | 10,890 | 15,487 | |||
California Institute of Technology | 3.650% | 9/1/19 | 2,950 | 3,260 | |||
CBRE Services Inc. | 5.250% | 3/15/25 | 5,043 | 5,671 | |||
CBRE Services Inc. | 4.875% | 3/1/26 | 14,015 | 15,907 | |||
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 5,325 | 5,534 | |||
Cintas Corp. No. 2 | 3.250% | 6/1/22 | 4,915 | 5,147 | |||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 11,705 | 13,231 | |||
4 | Duke University | 2.682% | 10/1/44 | 4,680 | 4,911 | ||
4 | Duke University | 2.832% | 10/1/55 | 11,370 | 11,995 | ||
Emory University | 2.143% | 9/1/30 | 9,500 | 9,829 | |||
Emory University | 2.969% | 9/1/50 | 2,000 | 2,146 | |||
Fluor Corp. | 3.500% | 12/15/24 | 9,169 | 7,805 | |||
Georgetown University | 4.315% | 4/1/49 | 3,900 | 4,940 | |||
Georgetown University | 2.943% | 4/1/50 | 5,555 | 5,552 | |||
Georgetown University | 5.215% | 10/1/18 | 3,412 | 4,692 | |||
4 | Johns Hopkins University | 4.083% | 7/1/53 | 4,225 | 5,217 | ||
4 | Johns Hopkins University | 2.813% | 1/1/60 | 4,850 | 4,939 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 28,459 | 35,455 | |||
Leland Stanford Junior University | 2.413% | 6/1/50 | 1,000 | 1,030 | |||
4 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 7,875 | 9,681 | ||
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 4,600 | 5,171 | |||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 9,921 | 17,509 | |||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 10,899 | 16,401 | |||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 6,190 | 7,663 | |||
4 | Northwestern University | 4.643% | 12/1/44 | 6,125 | 8,179 |
107
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | Northwestern University | 3.662% | 12/1/57 | 4,294 | 5,330 | ||
President & Fellows of Harvard College | 3.619% | 10/1/37 | 2,500 | 3,037 | |||
6 | President & Fellows of Harvard College | 6.500% | 1/15/39 | 100 | 164 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 6,100 | 8,543 | |||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 7,552 | 8,746 | |||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 8,300 | 8,626 | |||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 2,760 | 3,368 | |||
Steelcase Inc. | 5.125% | 1/18/29 | 4,815 | 5,105 | |||
4 | Trustees of Boston College | 3.129% | 7/1/52 | 4,560 | 5,189 | ||
4 | University of Chicago | 2.761% | 4/1/45 | 4,469 | 4,613 | ||
4 | University of Chicago | 4.003% | 10/1/53 | 6,610 | 8,432 | ||
4 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 8,025 | 9,478 | ||
University of Notre Dame du Lac | 3.394% | 2/15/48 | 4,825 | 5,655 | |||
University of Pennsylvania | 4.674% | 9/1/12 | 10,175 | 14,756 | |||
University of Pennsylvania | 3.610% | 2/15/19 | 2,810 | 3,255 | |||
4 | University of Southern California | 3.028% | 10/1/39 | 9,125 | 10,034 | ||
4 | University of Southern California | 3.841% | 10/1/47 | 13,625 | 17,111 | ||
University of Southern California | 2.805% | 10/1/50 | 3,975 | 4,166 | |||
University of Southern California | 5.250% | 10/1/11 | 3,325 | 5,499 | |||
University of Southern California | 3.226% | 10/1/20 | 1,015 | 1,059 | |||
4 | William Marsh Rice University | 3.574% | 5/15/45 | 15,185 | 17,682 | ||
Yale University | 0.873% | 4/15/25 | 5,350 | 5,374 | |||
Yale University | 1.482% | 4/15/30 | 7,075 | 7,136 | |||
Yale University | 2.402% | 4/15/50 | 6,450 | 6,623 | |||
Technology (2.6%) | |||||||
Adobe Inc. | 1.700% | 2/1/23 | 4,000 | 4,144 | |||
Adobe Inc. | 1.900% | 2/1/25 | 1,200 | 1,265 | |||
Adobe Inc. | 3.250% | 2/1/25 | 14,441 | 16,082 | |||
Adobe Inc. | 2.150% | 2/1/27 | 10,845 | 11,616 | |||
Adobe Inc. | 2.300% | 2/1/30 | 16,500 | 17,758 | |||
Alphabet Inc. | 3.375% | 2/25/24 | 4,150 | 4,572 | |||
Alphabet Inc. | 1.998% | 8/15/26 | 3,522 | 3,782 | |||
Altera Corp. | 4.100% | 11/15/23 | 7,296 | 8,166 | |||
Amdocs Ltd. | 2.538% | 6/15/30 | 9,000 | 8,903 | |||
Analog Devices Inc. | 2.500% | 12/5/21 | 5,575 | 5,713 | |||
Analog Devices Inc. | 2.875% | 6/1/23 | 14,050 | 14,769 | |||
Analog Devices Inc. | 3.125% | 12/5/23 | 10,798 | 11,602 | |||
Analog Devices Inc. | 2.950% | 4/1/25 | 3,200 | 3,467 | |||
Analog Devices Inc. | 3.900% | 12/15/25 | 1,664 | 1,890 | |||
Analog Devices Inc. | 3.500% | 12/5/26 | 11,665 | 13,080 | |||
Analog Devices Inc. | 5.300% | 12/15/45 | 850 | 1,155 | |||
Apple Inc. | 2.850% | 5/6/21 | 8,609 | 8,798 | |||
Apple Inc. | 1.550% | 8/4/21 | 28,391 | 28,752 | |||
Apple Inc. | 2.150% | 2/9/22 | 30,674 | 31,555 | |||
Apple Inc. | 2.500% | 2/9/22 | 19,295 | 19,932 | |||
Apple Inc. | 2.300% | 5/11/22 | 23,795 | 24,609 | |||
Apple Inc. | 2.700% | 5/13/22 | 27,409 | 28,574 | |||
Apple Inc. | 2.100% | 9/12/22 | 5,315 | 5,511 | |||
Apple Inc. | 2.400% | 1/13/23 | 17,271 | 18,120 | |||
Apple Inc. | 2.850% | 2/23/23 | 20,195 | 21,445 | |||
Apple Inc. | 2.400% | 5/3/23 | 62,013 | 65,551 | |||
Apple Inc. | 0.750% | 5/11/23 | 22,600 | 22,819 | |||
Apple Inc. | 3.000% | 2/9/24 | 3,502 | 3,788 | |||
Apple Inc. | 3.450% | 5/6/24 | 18,332 | 20,256 | |||
Apple Inc. | 2.850% | 5/11/24 | 25,282 | 27,213 | |||
Apple Inc. | 1.800% | 9/11/24 | 5,273 | 5,511 | |||
Apple Inc. | 2.750% | 1/13/25 | 21,063 | 22,893 | |||
Apple Inc. | 2.500% | 2/9/25 | 23,928 | 25,847 | |||
Apple Inc. | 1.125% | 5/11/25 | 27,000 | 27,527 | |||
Apple Inc. | 3.200% | 5/13/25 | 25,318 | 28,274 | |||
Apple Inc. | 3.250% | 2/23/26 | 23,445 | 26,321 | |||
Apple Inc. | 2.450% | 8/4/26 | 46,033 | 49,904 | |||
Apple Inc. | 2.050% | 9/11/26 | 11,650 | 12,410 |
108
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Apple Inc. | 3.350% | 2/9/27 | 32,677 | 37,047 | |||
Apple Inc. | 3.200% | 5/11/27 | 41,239 | 46,703 | |||
Apple Inc. | 2.900% | 9/12/27 | 45,677 | 51,055 | |||
Apple Inc. | 3.000% | 11/13/27 | 6,482 | 7,276 | |||
Apple Inc. | 2.200% | 9/11/29 | 24,470 | 26,155 | |||
Apple Inc. | 1.650% | 5/11/30 | 23,000 | 23,602 | |||
Apple Inc. | 4.500% | 2/23/36 | 14,791 | 19,518 | |||
Apple Inc. | 3.850% | 5/4/43 | 36,844 | 45,485 | |||
Apple Inc. | 4.450% | 5/6/44 | 5,567 | 7,421 | |||
Apple Inc. | 3.450% | 2/9/45 | 26,856 | 31,117 | |||
Apple Inc. | 4.375% | 5/13/45 | 22,900 | 30,246 | |||
Apple Inc. | 4.650% | 2/23/46 | 43,026 | 58,740 | |||
Apple Inc. | 3.850% | 8/4/46 | 28,455 | 35,399 | |||
Apple Inc. | 4.250% | 2/9/47 | 12,575 | 16,345 | |||
Apple Inc. | 3.750% | 9/12/47 | 16,665 | 19,960 | |||
Apple Inc. | 3.750% | 11/13/47 | 11,855 | 14,398 | |||
Apple Inc. | 2.950% | 9/11/49 | 30,623 | 33,324 | |||
Apple Inc. | 2.650% | 5/11/50 | 40,135 | 41,474 | |||
Applied Materials Inc. | 3.900% | 10/1/25 | 8,000 | 9,182 | |||
Applied Materials Inc. | 3.300% | 4/1/27 | 13,350 | 15,226 | |||
Applied Materials Inc. | 1.750% | 6/1/30 | 9,000 | 9,162 | |||
Applied Materials Inc. | 5.100% | 10/1/35 | 7,503 | 10,377 | |||
Applied Materials Inc. | 5.850% | 6/15/41 | 7,766 | 11,351 | |||
Applied Materials Inc. | 4.350% | 4/1/47 | 11,425 | 14,735 | |||
Applied Materials Inc. | 2.750% | 6/1/50 | 10,135 | 10,357 | |||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 4,350 | 4,468 | |||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 2,154 | 2,297 | |||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 9,054 | 9,609 | |||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 4,487 | 4,843 | |||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 6,300 | 6,601 | |||
Autodesk Inc. | 3.600% | 12/15/22 | 1,725 | 1,818 | |||
Autodesk Inc. | 4.375% | 6/15/25 | 3,463 | 3,890 | |||
Autodesk Inc. | 3.500% | 6/15/27 | 11,610 | 13,115 | |||
Autodesk Inc. | 2.850% | 1/15/30 | 6,100 | 6,720 | |||
Avnet Inc. | 3.750% | 12/1/21 | 2,000 | 2,052 | |||
Avnet Inc. | 4.875% | 12/1/22 | 6,870 | 7,314 | |||
Avnet Inc. | 4.625% | 4/15/26 | 5,855 | 6,608 | |||
Baidu Inc. | 2.875% | 7/6/22 | 10,200 | 10,441 | |||
Baidu Inc. | 3.500% | 11/28/22 | 8,525 | 8,886 | |||
Baidu Inc. | 3.875% | 9/29/23 | 10,550 | 11,220 | |||
Baidu Inc. | 4.375% | 5/14/24 | 9,100 | 9,902 | |||
Baidu Inc. | 3.075% | 4/7/25 | 6,000 | 6,287 | |||
Baidu Inc. | 3.625% | 7/6/27 | 8,950 | 9,625 | |||
Baidu Inc. | 4.375% | 3/29/28 | 5,900 | 6,640 | |||
Baidu Inc. | 4.875% | 11/14/28 | 7,400 | 8,691 | |||
Baidu Inc. | 3.425% | 4/7/30 | 5,675 | 6,098 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 1/15/23 | 17,100 | 17,705 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 1/15/24 | 29,140 | 31,346 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.125% | 1/15/25 | 7,750 | 8,231 | |||
6 | Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.459% | 9/15/26 | 40,105 | 43,048 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 60,077 | 64,951 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 16,365 | 17,292 | |||
6 | Broadcom Inc. | 3.125% | 10/15/22 | 16,000 | 16,679 | ||
6 | Broadcom Inc. | 2.250% | 11/15/23 | 12,000 | 12,384 | ||
6 | Broadcom Inc. | 3.625% | 10/15/24 | 17,373 | 18,878 | ||
6 | Broadcom Inc. | 4.700% | 4/15/25 | 20,275 | 22,827 | ||
6 | Broadcom Inc. | 3.150% | 11/15/25 | 27,000 | 28,694 | ||
6 | Broadcom Inc. | 4.250% | 4/15/26 | 31,550 | 35,134 | ||
6 | Broadcom Inc. | 4.110% | 9/15/28 | 25,246 | 27,612 | ||
6 | Broadcom Inc. | 4.750% | 4/15/29 | 37,000 | 41,986 | ||
6 | Broadcom Inc. | 5.000% | 4/15/30 | 27,390 | 31,506 | ||
6 | Broadcom Inc. | 4.150% | 11/15/30 | 33,000 | 35,879 | ||
6 | Broadcom Inc. | 4.300% | 11/15/32 | 24,100 | 26,606 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 4,650 | 5,126 |
109
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 5,381 | 5,727 | |||
CA Inc. | 4.700% | 3/15/27 | 1,000 | 1,102 | |||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 3,992 | 4,451 | |||
Cisco Systems Inc. | 1.850% | 9/20/21 | 9,575 | 9,745 | |||
Cisco Systems Inc. | 3.000% | 6/15/22 | 557 | 587 | |||
Cisco Systems Inc. | 2.600% | 2/28/23 | 2,650 | 2,791 | |||
Cisco Systems Inc. | 2.200% | 9/20/23 | 11,000 | 11,594 | |||
Cisco Systems Inc. | 3.625% | 3/4/24 | 12,903 | 14,405 | |||
Cisco Systems Inc. | 3.500% | 6/15/25 | 3,547 | 4,051 | |||
Cisco Systems Inc. | 2.950% | 2/28/26 | 6,255 | 7,041 | |||
Cisco Systems Inc. | 2.500% | 9/20/26 | 5,975 | 6,602 | |||
Cisco Systems Inc. | 5.900% | 2/15/39 | 17,191 | 25,577 | |||
Cisco Systems Inc. | 5.500% | 1/15/40 | 30,237 | 44,249 | |||
Citrix Systems Inc. | 4.500% | 12/1/27 | 6,300 | 7,229 | |||
Citrix Systems Inc. | 3.300% | 3/1/30 | 6,100 | 6,514 | |||
Corning Inc. | 2.900% | 5/15/22 | 5,575 | 5,763 | |||
Corning Inc. | 4.700% | 3/15/37 | 5,511 | 6,493 | |||
Corning Inc. | 5.750% | 8/15/40 | 10,331 | 13,432 | |||
Corning Inc. | 4.750% | 3/15/42 | 5,800 | 6,958 | |||
Corning Inc. | 5.350% | 11/15/48 | 4,143 | 5,493 | |||
Corning Inc. | 4.375% | 11/15/57 | 6,555 | 7,490 | |||
Corning Inc. | 5.850% | 11/15/68 | 2,045 | 2,619 | |||
Corning Inc. | 5.450% | 11/15/79 | 3,875 | 4,631 | |||
6 | Dell International LLC / EMC Corp. | 4.420% | 6/15/21 | 48,224 | 49,506 | ||
6 | Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 40,075 | 43,826 | ||
6 | Dell International LLC / EMC Corp. | 4.000% | 7/15/24 | 12,450 | 13,378 | ||
6 | Dell International LLC / EMC Corp. | 5.850% | 7/15/25 | 12,742 | 14,657 | ||
6 | Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 57,530 | 65,733 | ||
6 | Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 10,000 | 10,990 | ||
6 | Dell International LLC / EMC Corp. | 6.100% | 7/15/27 | 6,049 | 6,985 | ||
6 | Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 7,530 | 8,273 | ||
6 | Dell International LLC / EMC Corp. | 6.200% | 7/15/30 | 11,800 | 13,736 | ||
6 | Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 19,425 | 25,140 | ||
6 | Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 25,850 | 34,148 | ||
DXC Technology Co. | 4.000% | 4/15/23 | 6,040 | 6,318 | |||
DXC Technology Co. | 4.250% | 4/15/24 | 17,826 | 19,218 | |||
DXC Technology Co. | 4.125% | 4/15/25 | 4,000 | 4,265 | |||
DXC Technology Co. | 4.750% | 4/15/27 | 2,600 | 2,801 | |||
Equifax Inc. | 2.300% | 6/1/21 | 10,450 | 10,600 | |||
Equifax Inc. | 3.600% | 8/15/21 | 1,550 | 1,598 | |||
Equifax Inc. | 3.300% | 12/15/22 | 2,450 | 2,583 | |||
Equifax Inc. | 3.950% | 6/15/23 | 3,180 | 3,447 | |||
Equifax Inc. | 2.600% | 12/1/24 | 4,475 | 4,736 | |||
Equifax Inc. | 2.600% | 12/15/25 | 5,030 | 5,352 | |||
Equifax Inc. | 3.100% | 5/15/30 | 8,150 | 8,672 | |||
Equinix Inc. | 2.625% | 11/18/24 | 12,950 | 13,786 | |||
Equinix Inc. | 1.250% | 7/15/25 | 6,000 | 5,998 | |||
Equinix Inc. | 2.900% | 11/18/26 | 8,000 | 8,605 | |||
Equinix Inc. | 5.375% | 5/15/27 | 115 | 125 | |||
Equinix Inc. | 1.800% | 7/15/27 | 6,000 | 5,991 | |||
Equinix Inc. | 3.200% | 11/18/29 | 12,658 | 13,727 | |||
Equinix Inc. | 2.150% | 7/15/30 | 15,000 | 14,835 | |||
Equinix Inc. | 3.000% | 7/15/50 | 6,000 | 5,843 | |||
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 10,511 | 11,261 | |||
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 4,543 | 5,015 | |||
Fidelity National Information Services Inc. | 5.000% | 10/15/25 | 850 | 1,018 | |||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 27,846 | 30,846 | |||
Fidelity National Information Services Inc. | 4.250% | 5/15/28 | 463 | 547 | |||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 8,348 | 9,761 | |||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 871 | 1,074 | |||
Fiserv Inc. | 4.750% | 6/15/21 | 550 | 572 | |||
Fiserv Inc. | 3.500% | 10/1/22 | 9,617 | 10,170 | |||
Fiserv Inc. | 3.800% | 10/1/23 | 15,402 | 16,820 | |||
Fiserv Inc. | 2.750% | 7/1/24 | 25,812 | 27,523ii |
110
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Fiserv Inc. | 3.850% | 6/1/25 | 29,587 | 33,401 | |||
Fiserv Inc. | 3.200% | 7/1/26 | 18,325 | 20,274 | |||
Fiserv Inc. | 2.250% | 6/1/27 | 14,145 | 14,808 | |||
Fiserv Inc. | 4.200% | 10/1/28 | 6,685 | 7,852 | |||
Fiserv Inc. | 3.500% | 7/1/29 | 39,180 | 44,036 | |||
Fiserv Inc. | 2.650% | 6/1/30 | 17,600 | 18,586 | |||
Fiserv Inc. | 4.400% | 7/1/49 | 31,687 | 38,325 | |||
Flex Ltd. | 5.000% | 2/15/23 | 8,320 | 8,961 | |||
Flex Ltd. | 4.875% | 6/15/29 | 8,300 | 9,098 | |||
Global Payments Inc. | 3.800% | 4/1/21 | 16,804 | 17,103 | |||
Global Payments Inc. | 3.750% | 6/1/23 | 4,838 | 5,188 | |||
Global Payments Inc. | 4.000% | 6/1/23 | 7,638 | 8,259 | |||
Global Payments Inc. | 2.650% | 2/15/25 | 24,459 | 25,960 | |||
Global Payments Inc. | 4.800% | 4/1/26 | 8,260 | 9,654 | |||
Global Payments Inc. | 4.450% | 6/1/28 | 6,895 | 8,002 | |||
Global Payments Inc. | 3.200% | 8/15/29 | 25,711 | 27,526 | |||
Global Payments Inc. | 2.900% | 5/15/30 | 9,395 | 9,819 | |||
Global Payments Inc. | 4.150% | 8/15/49 | 19,347 | 22,217 | |||
Hewlett Packard Enterprise Co. | 3.600% | 10/15/20 | 91,517 | 92,088 | |||
Hewlett Packard Enterprise Co. | 3.500% | 10/5/21 | 4,350 | 4,488 | |||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 23,200 | 24,836 | |||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 6,100 | 6,265 | |||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 15,000 | 16,400 | |||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 7,379 | 8,268 | |||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 29,125 | 33,622 | |||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 15,943 | 19,850 | |||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 17,738 | 21,747 | |||
HP Inc. | 4.050% | 9/15/22 | 1,975 | 2,115 | |||
HP Inc. | 2.200% | 6/17/25 | 15,000 | 15,452 | |||
HP Inc. | 3.000% | 6/17/27 | 18,000 | 18,866 | |||
HP Inc. | 3.400% | 6/17/30 | 18,000 | 18,472 | |||
HP Inc. | 6.000% | 9/15/41 | 9,954 | 11,728 | |||
IBM Credit LLC | 3.600% | 11/30/21 | 10,645 | 11,125 | |||
IBM Credit LLC | 2.200% | 9/8/22 | 8,890 | 9,206 | |||
IBM Credit LLC | 3.000% | 2/6/23 | 10,510 | 11,165 | |||
Intel Corp. | 3.300% | 10/1/21 | 25,067 | 26,006 | |||
Intel Corp. | 3.100% | 7/29/22 | 16,821 | 17,785 | |||
Intel Corp. | 2.700% | 12/15/22 | 27,912 | 29,526 | |||
Intel Corp. | 2.875% | 5/11/24 | 14,690 | 15,900 | |||
Intel Corp. | 3.400% | 3/25/25 | 17,550 | 19,678 | |||
Intel Corp. | 3.700% | 7/29/25 | 30,142 | 34,297 | |||
Intel Corp. | 2.600% | 5/19/26 | 12,252 | 13,356 | |||
Intel Corp. | 3.750% | 3/25/27 | 8,200 | 9,515 | |||
Intel Corp. | 2.450% | 11/15/29 | 23,600 | 25,482 | |||
Intel Corp. | 3.900% | 3/25/30 | 22,275 | 26,960 | |||
Intel Corp. | 4.000% | 12/15/32 | 11,545 | 14,283 | |||
Intel Corp. | 4.600% | 3/25/40 | 5,700 | 7,527 | |||
Intel Corp. | 4.800% | 10/1/41 | 16,734 | 22,577 | |||
Intel Corp. | 4.250% | 12/15/42 | 8,000 | 10,172 | |||
Intel Corp. | 4.900% | 7/29/45 | 3,213 | 4,475 | |||
Intel Corp. | 4.100% | 5/19/46 | 15,547 | 19,612 | |||
Intel Corp. | 4.100% | 5/11/47 | 13,461 | 16,896 | |||
Intel Corp. | 3.734% | 12/8/47 | 41,309 | 49,688 | |||
Intel Corp. | 3.250% | 11/15/49 | 17,650 | 19,750 | |||
Intel Corp. | 4.750% | 3/25/50 | 31,210 | 43,950 | |||
Intel Corp. | 3.100% | 2/15/60 | 9,100 | 10,017 | |||
Intel Corp. | 4.950% | 3/25/60 | 7,810 | 11,447 | |||
International Business Machines Corp. | 2.500% | 1/27/22 | 11,060 | 11,416 | |||
International Business Machines Corp. | 2.850% | 5/13/22 | 44,600 | 46,648 | |||
International Business Machines Corp. | 1.875% | 8/1/22 | 16,208 | 16,656 | |||
International Business Machines Corp. | 2.875% | 11/9/22 | 23,085 | 24,325 | |||
International Business Machines Corp. | 3.375% | 8/1/23 | 25,440 | 27,549 | |||
International Business Machines Corp. | 3.625% | 2/12/24 | 23,475 | 25,838 | |||
International Business Machines Corp. | 3.000% | 5/15/24 | 37,650 | 40,699 |
111
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 6,765 | 8,931 | |||
International Business Machines Corp. | 3.450% | 2/19/26 | 4,567 | 5,141 | |||
International Business Machines Corp. | 3.300% | 5/15/26 | 53,000 | 59,592 | |||
International Business Machines Corp. | 3.300% | 1/27/27 | 1,500 | 1,678 | |||
International Business Machines Corp. | 1.700% | 5/15/27 | 7,500 | 7,656 | |||
International Business Machines Corp. | 6.220% | 8/1/27 | 5,550 | 7,327 | |||
International Business Machines Corp. | 6.500% | 1/15/28 | 1,520 | 2,025 | |||
International Business Machines Corp. | 3.500% | 5/15/29 | 33,300 | 38,347 | |||
International Business Machines Corp. | 1.950% | 5/15/30 | 26,080 | 26,573 | |||
International Business Machines Corp. | 5.875% | 11/29/32 | 6,448 | 9,164 | |||
International Business Machines Corp. | 4.150% | 5/15/39 | 26,500 | 32,085 | |||
International Business Machines Corp. | 5.600% | 11/30/39 | 4,685 | 6,635 | |||
International Business Machines Corp. | 2.850% | 5/15/40 | 21,000 | 21,734 | |||
International Business Machines Corp. | 4.000% | 6/20/42 | 22,410 | 26,887 | |||
International Business Machines Corp. | 4.250% | 5/15/49 | 36,840 | 45,933 | |||
International Business Machines Corp. | 2.950% | 5/15/50 | 20,640 | 21,186 | |||
Intuit Inc. | 0.650% | 7/15/23 | 3,000 | 3,005 | |||
Intuit Inc. | 0.950% | 7/15/25 | 6,500 | 6,512 | |||
Intuit Inc. | 1.350% | 7/15/27 | 6,500 | 6,524 | |||
Intuit Inc. | 1.650% | 7/15/30 | 6,500 | 6,508 | |||
Jabil Inc. | 4.700% | 9/15/22 | 1,410 | 1,498 | |||
Jabil Inc. | 3.950% | 1/12/28 | 6,385 | 6,879 | |||
Jabil Inc. | 3.600% | 1/15/30 | 8,420 | 8,823 | |||
Juniper Networks Inc. | 4.500% | 3/15/24 | 3,000 | 3,326 | |||
Juniper Networks Inc. | 4.350% | 6/15/25 | 11,425 | 12,791 | |||
Juniper Networks Inc. | 3.750% | 8/15/29 | 9,065 | 10,097 | |||
Juniper Networks Inc. | 5.950% | 3/15/41 | 6,201 | 7,659 | |||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 12,557 | 14,006 | |||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 7,300 | 8,563 | |||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 2,150 | 2,324 | |||
KLA Corp. | 4.650% | 11/1/24 | 17,405 | 19,949 | |||
KLA Corp. | 4.100% | 3/15/29 | 18,510 | 21,801 | |||
KLA Corp. | 5.000% | 3/15/49 | 5,310 | 7,003 | |||
KLA Corp. | 3.300% | 3/1/50 | 3,050 | 3,144 | |||
Lam Research Corp. | 3.800% | 3/15/25 | 5,504 | 6,188 | |||
Lam Research Corp. | 3.750% | 3/15/26 | 12,925 | 14,809 | |||
Lam Research Corp. | 4.000% | 3/15/29 | 11,150 | 13,231 | |||
Lam Research Corp. | 1.900% | 6/15/30 | 10,000 | 10,197 | |||
Lam Research Corp. | 4.875% | 3/15/49 | 11,440 | 15,729 | |||
Lam Research Corp. | 2.875% | 6/15/50 | 9,000 | 9,257 | |||
Lam Research Corp. | 3.125% | 6/15/60 | 4,000 | 4,215 | |||
6 | Leidos Inc. | 2.950% | 5/15/23 | 7,400 | 7,705 | ||
6 | Leidos Inc. | 3.625% | 5/15/25 | 6,300 | 6,859 | ||
6 | Leidos Inc. | 4.375% | 5/15/30 | 11,000 | 12,375 | ||
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 6,500 | 6,947 | |||
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 5,625 | 6,750 | |||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 5,200 | 5,456 | |||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 5,400 | 5,884 | |||
Microchip Technology Inc. | 4.333% | 6/1/23 | 6,400 | 6,909 | |||
Micron Technology Inc. | 4.640% | 2/6/24 | 4,800 | 5,292 | |||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,239 | 4,870 | |||
Micron Technology Inc. | 4.185% | 2/15/27 | 10,930 | 12,242 | |||
Micron Technology Inc. | 5.327% | 2/6/29 | 9,425 | 11,275 | |||
Micron Technology Inc. | 4.663% | 2/15/30 | 4,300 | 5,004 | |||
Microsoft Corp. | 2.000% | 11/3/20 | 52,013 | 52,242 | |||
Microsoft Corp. | 1.550% | 8/8/21 | 45,645 | 46,275 | |||
Microsoft Corp. | 2.400% | 2/6/22 | 33,586 | 34,657 | |||
Microsoft Corp. | 2.375% | 2/12/22 | 20,086 | 20,746 | |||
Microsoft Corp. | 2.650% | 11/3/22 | 14,030 | 14,762 | |||
Microsoft Corp. | 2.125% | 11/15/22 | 489 | 509 | |||
Microsoft Corp. | 2.375% | 5/1/23 | 6,676 | 7,039 | |||
Microsoft Corp. | 2.000% | 8/8/23 | 23,722 | 24,826 | |||
Microsoft Corp. | 3.625% | 12/15/23 | 2,200 | 2,422 | |||
Microsoft Corp. | 2.875% | 2/6/24 | 27,700 | 29,897 |
112
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Microsoft Corp. | 2.700% | 2/12/25 | 15,339 | 16,728 | |||
Microsoft Corp. | 3.125% | 11/3/25 | 33,517 | 37,463 | |||
Microsoft Corp. | 2.400% | 8/8/26 | 52,469 | 57,223 | |||
Microsoft Corp. | 3.300% | 2/6/27 | 44,515 | 50,842 | |||
Microsoft Corp. | 3.500% | 2/12/35 | 14,743 | 17,933 | |||
Microsoft Corp. | 4.200% | 11/3/35 | 7,039 | 9,133 | |||
Microsoft Corp. | 3.450% | 8/8/36 | 15,706 | 18,917 | |||
Microsoft Corp. | 4.100% | 2/6/37 | 27,550 | 35,503 | |||
Microsoft Corp. | 3.500% | 11/15/42 | 31,796 | 37,991 | |||
Microsoft Corp. | 4.450% | 11/3/45 | 35,847 | 49,339 | |||
Microsoft Corp. | 3.700% | 8/8/46 | 60,687 | 75,885 | |||
Microsoft Corp. | 4.250% | 2/6/47 | 17,800 | 24,171 | |||
Microsoft Corp. | 2.525% | 6/1/50 | 86,621 | 89,479 | |||
Microsoft Corp. | 4.000% | 2/12/55 | 17,306 | 22,155 | |||
Microsoft Corp. | 3.950% | 8/8/56 | 13,596 | 17,461 | |||
Microsoft Corp. | 2.675% | 6/1/60 | 53,791 | 56,133 | |||
Motorola Solutions Inc. | 3.750% | 5/15/22 | 4,963 | 5,217 | |||
Motorola Solutions Inc. | 3.500% | 3/1/23 | 7,265 | 7,694 | |||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 7,035 | 7,753 | |||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 8,750 | 9,948 | |||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 700 | 808 | |||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 4,850 | 5,475 | |||
NetApp Inc. | 3.300% | 9/29/24 | 4,550 | 4,867 | |||
NetApp Inc. | 1.875% | 6/22/25 | 6,000 | 6,084 | |||
NetApp Inc. | 2.375% | 6/22/27 | 6,000 | 6,078 | |||
NetApp Inc. | 2.700% | 6/22/30 | 8,000 | 8,019 | |||
NVIDIA Corp. | 2.200% | 9/16/21 | 12,600 | 12,849 | |||
NVIDIA Corp. | 3.200% | 9/16/26 | 11,943 | 13,525 | |||
NVIDIA Corp. | 2.850% | 4/1/30 | 19,800 | 22,007 | |||
NVIDIA Corp. | 3.500% | 4/1/40 | 11,900 | 13,857 | |||
NVIDIA Corp. | 3.500% | 4/1/50 | 23,830 | 27,185 | |||
NVIDIA Corp. | 3.700% | 4/1/60 | 6,880 | 8,062 | |||
6 | NXP BV / NXP Funding LLC | 4.875% | 3/1/24 | 10,000 | 11,196 | ||
6 | NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 3,100 | 3,667 | ||
6 | NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 4,000 | 4,874 | ||
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 2.700% | 5/1/25 | 4,428 | 4,635 | ||
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.875% | 6/18/26 | 5,000 | 5,570 | ||
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.150% | 5/1/27 | 5,800 | 6,116 | ||
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 10,550 | 11,943 | ||
6 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.400% | 5/1/30 | 15,600 | 16,777 | ||
Oracle Corp. | 2.800% | 7/8/21 | 6,643 | 6,811 | |||
Oracle Corp. | 1.900% | 9/15/21 | 64,138 | 65,223 | |||
Oracle Corp. | 2.500% | 5/15/22 | 20,153 | 20,836 | |||
Oracle Corp. | 2.500% | 10/15/22 | 13,769 | 14,393 | |||
Oracle Corp. | 2.625% | 2/15/23 | 12,661 | 13,307 | |||
Oracle Corp. | 2.400% | 9/15/23 | 28,266 | 29,718 | |||
Oracle Corp. | 3.400% | 7/8/24 | 31,585 | 34,565 | |||
Oracle Corp. | 2.950% | 11/15/24 | 32,520 | 35,278 | |||
Oracle Corp. | 2.500% | 4/1/25 | 53,451 | 57,303 | |||
Oracle Corp. | 2.950% | 5/15/25 | 27,732 | 30,188 | |||
Oracle Corp. | 2.650% | 7/15/26 | 72,448 | 78,137 | |||
Oracle Corp. | 2.800% | 4/1/27 | 28,565 | 31,132 | |||
Oracle Corp. | 3.250% | 11/15/27 | 5,533 | 6,206 | |||
Oracle Corp. | 2.950% | 4/1/30 | 42,000 | 46,758 | |||
Oracle Corp. | 3.250% | 5/15/30 | 5,670 | 6,424 | |||
Oracle Corp. | 4.300% | 7/8/34 | 23,257 | 28,981 | |||
Oracle Corp. | 3.900% | 5/15/35 | 7,347 | 8,869 | |||
Oracle Corp. | 3.850% | 7/15/36 | 23,705 | 27,708 | |||
Oracle Corp. | 3.800% | 11/15/37 | 21,474 | 25,113 | |||
Oracle Corp. | 6.125% | 7/8/39 | 5,100 | 7,535 | |||
Oracle Corp. | 3.600% | 4/1/40 | 40,920 | 46,173 | |||
Oracle Corp. | 5.375% | 7/15/40 | 29,336 | 40,606 | |||
Oracle Corp. | 4.500% | 7/8/44 | 20,438 | 25,524 | |||
Oracle Corp. | 4.125% | 5/15/45 | 24,800 | 29,579 |
113
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Oracle Corp. | 4.000% | 7/15/46 | 35,760 | 41,945 | |||
Oracle Corp. | 4.000% | 11/15/47 | 25,150 | 29,760 | |||
Oracle Corp. | 3.600% | 4/1/50 | 53,116 | 59,320 | |||
Oracle Corp. | 4.375% | 5/15/55 | 13,919 | 17,625 | |||
Oracle Corp. | 3.850% | 4/1/60 | 42,810 | 50,102 | |||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 11,150 | 11,525 | |||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 7,000 | 7,124 | |||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 14,000 | 14,839 | |||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 7,000 | 7,242 | |||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 24,350 | 26,291 | |||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 23,935 | 25,982 | |||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 15,556 | 16,140 | |||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 16,895 | 18,369 | |||
QUALCOMM Inc. | 3.000% | 5/20/22 | 22,625 | 23,642 | |||
QUALCOMM Inc. | 2.600% | 1/30/23 | 22,275 | 23,355 | |||
QUALCOMM Inc. | 2.900% | 5/20/24 | 27,320 | 29,437 | |||
QUALCOMM Inc. | 3.450% | 5/20/25 | 29,897 | 33,345 | |||
QUALCOMM Inc. | 3.250% | 5/20/27 | 20,526 | 23,226 | |||
QUALCOMM Inc. | 2.150% | 5/20/30 | 5,550 | 5,772 | |||
QUALCOMM Inc. | 4.650% | 5/20/35 | 10,476 | 13,957 | |||
QUALCOMM Inc. | 4.800% | 5/20/45 | 16,242 | 21,082 | |||
QUALCOMM Inc. | 4.300% | 5/20/47 | 18,365 | 22,849 | |||
QUALCOMM Inc. | 3.250% | 5/20/50 | 9,000 | 9,749 | |||
salesforce.com Inc. | 3.250% | 4/11/23 | 13,250 | 14,220 | |||
salesforce.com Inc. | 3.700% | 4/11/28 | 18,600 | 21,603 | |||
Seagate HDD Cayman | 4.875% | 3/1/24 | 6,550 | 7,041 | |||
Seagate HDD Cayman | 4.750% | 1/1/25 | 6,000 | 6,427 | |||
Seagate HDD Cayman | 4.875% | 6/1/27 | 3,995 | 4,335 | |||
6 | Seagate HDD Cayman | 4.091% | 6/1/29 | 3,572 | 3,733 | ||
6 | Seagate HDD Cayman | 4.125% | 1/15/31 | 2,750 | 2,884 | ||
Seagate HDD Cayman | 5.750% | 12/1/34 | 3,075 | 3,394 | |||
Texas Instruments Inc. | 1.850% | 5/15/22 | 6,700 | 6,869 | |||
Texas Instruments Inc. | 2.250% | 5/1/23 | 150 | 157 | |||
Texas Instruments Inc. | 2.625% | 5/15/24 | 3,550 | 3,813 | |||
Texas Instruments Inc. | 1.375% | 3/12/25 | 9,605 | 9,861 | |||
Texas Instruments Inc. | 2.900% | 11/3/27 | 7,983 | 8,930 | |||
Texas Instruments Inc. | 2.250% | 9/4/29 | 11,450 | 12,134 | |||
Texas Instruments Inc. | 1.750% | 5/4/30 | 8,850 | 8,990 | |||
Texas Instruments Inc. | 3.875% | 3/15/39 | 8,950 | 11,059 | |||
Texas Instruments Inc. | 4.150% | 5/15/48 | 18,094 | 23,331 | |||
Trimble Inc. | 4.150% | 6/15/23 | 1,540 | 1,640 | |||
Trimble Inc. | 4.750% | 12/1/24 | 7,596 | 8,264 | |||
Trimble Inc. | 4.900% | 6/15/28 | 6,377 | 7,317 | |||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 2,300 | 2,400 | |||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 5,050 | 5,458 | |||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 1,100 | 1,222 | |||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 12,686 | 13,823 | |||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 7,700 | 11,733 | |||
Verisk Analytics Inc. | 5.800% | 5/1/21 | 11,810 | 12,309 | |||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 6,215 | 6,627 | |||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 11,177 | 12,649 | |||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 8,160 | 9,559 | |||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 10,900 | 14,936 | |||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 7,800 | 8,770 | |||
VMware Inc. | 2.950% | 8/21/22 | 18,643 | 19,358 | |||
VMware Inc. | 4.500% | 5/15/25 | 20,725 | 22,582 | |||
VMware Inc. | 4.650% | 5/15/27 | 4,945 | 5,475 | |||
VMware Inc. | 3.900% | 8/21/27 | 24,499 | 25,911 | |||
VMware Inc. | 4.700% | 5/15/30 | 9,100 | 10,099 | |||
Xilinx Inc. | 2.950% | 6/1/24 | 8,225 | 8,826 | |||
Xilinx Inc. | 2.375% | 6/1/30 | 9,100 | 9,387 | |||
Transportation (0.7%) | |||||||
4 | American Airlines 2013-1 Class A Pass Through Trust | 4.000% | 1/15/27 | 685 | 517 |
114
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
4 | American Airlines 2014-1 Class A Pass Through Trust | 3.700% | 4/1/28 | 2,561 | 2,151 | ||
4 | American Airlines 2015-1 Class A Pass Through Trust | 3.375% | 11/1/28 | 2,201 | 1,838 | ||
4 | American Airlines 2015-2 Class AA Pass Through Trust | 3.600% | 9/22/27 | 867 | 815 | ||
4 | American Airlines 2016-1 Class A Pass Through Trust | 4.100% | 1/15/28 | 2,812 | 2,348 | ||
4 | American Airlines 2016-1 Class AA Pass Through Trust | 3.575% | 1/15/28 | 2,978 | 2,850 | ||
4 | American Airlines 2016-2 Class A Pass Through Trust | 3.650% | 6/15/28 | 5,574 | 4,462 | ||
4 | American Airlines 2016-2 Class AA Pass Through Trust | 3.200% | 12/15/29 | 8,653 | 8,057 | ||
4 | American Airlines 2016-3 Class A Pass Through Trust | 3.250% | 4/15/30 | 1,947 | 1,577 | ||
4 | American Airlines 2016-3 Class AA Pass Through Trust | 3.000% | 10/15/28 | 5,081 | 4,618 | ||
4 | American Airlines 2017-1 Class AA Pass Through Trust | 3.650% | 8/15/30 | 2,174 | 2,065 | ||
4 | American Airlines 2017-2 Class AA Pass Through Trust | 3.350% | 10/15/29 | 3,271 | 3,046 | ||
4 | American Airlines 2019-1 Class AA Pass Through Trust | 3.150% | 8/15/33 | 8,803 | 8,088 | ||
Burlington Northern Santa Fe LLC | 4.100% | 6/1/21 | 700 | 717 | |||
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 10,150 | 10,444 | |||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 6,595 | 6,856 | |||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 7,291 | 7,636 | |||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 8,256 | 8,727 | |||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 7,701 | 8,429 | |||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 9,442 | 10,428 | |||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 11,003 | 12,122 | |||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 11,685 | 12,831 | |||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 6,403 | 7,279 | |||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 1,131 | 1,482 | |||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 9,005 | 10,204 | |||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 3,300 | 4,767 | |||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 3,311 | 4,912 | |||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 8,435 | 11,911 | |||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 7,600 | 10,038 | |||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 11,654 | 16,033 | |||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 4,350 | 5,768 | |||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 7,706 | 9,684 | |||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 11,296 | 14,184 | |||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 16,160 | 20,772 | |||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 7,775 | 10,691 | |||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 8,481 | 11,485 | |||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 10,876 | 14,022 | |||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 9,826 | 12,147 | |||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 8,090 | 10,691 | |||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 12,308 | 14,942 | |||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 13,973 | 17,341 | |||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 8,525 | 10,620 | |||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 8,403 | 10,538 | |||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 12,129 | 14,093 | |||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 7,700 | 8,267 | |||
Canadian National Railway Co. | 2.850% | 12/15/21 | 2,510 | 2,576 | |||
Canadian National Railway Co. | 2.950% | 11/21/24 | 9,219 | 9,789 | |||
Canadian National Railway Co. | 2.750% | 3/1/26 | 7,567 | 8,217 | |||
Canadian National Railway Co. | 6.900% | 7/15/28 | 2,050 | 2,743 | |||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,420 | 2,116 | |||
Canadian National Railway Co. | 6.200% | 6/1/36 | 5,643 | 8,441 | |||
Canadian National Railway Co. | 6.375% | 11/15/37 | 3,834 | 5,652 | |||
Canadian National Railway Co. | 3.200% | 8/2/46 | 2,783 | 3,038 | |||
Canadian National Railway Co. | 3.650% | 2/3/48 | 14,785 | 17,110 | |||
Canadian National Railway Co. | 4.450% | 1/20/49 | 580 | 776 | |||
Canadian National Railway Co. | 2.450% | 5/1/50 | 10,125 | 9,698 | |||
Canadian Pacific Railway Co. | 9.450% | 8/1/21 | 1,000 | 1,082 | |||
Canadian Pacific Railway Co. | 4.500% | 1/15/22 | 5,500 | 5,749 | |||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 6,303 | 6,740 | |||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 7,462 | 8,034 | |||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 9,495 | 9,715 | |||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 3,160 | 4,502 | |||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 375 | 481 | |||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 3,492 | 4,567 | |||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 14,654 | 21,310 |
115
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity | Face | ) | Market | ) | ||
Canadian Pacific Railway Co. | 5.750% | 1/15/42 | 13,745 | 19,777 | |||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 2,050 | 2,709 | |||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 5,233 | 7,982 | |||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 4,292 | 4,906 | |||
4 | Continental Airlines 2007-1 Class A Pass Through Trust | 5.983% | 10/19/23 | 2,331 | 2,162 | ||
4 | Continental Airlines 2010-1 Class A Pass Through Trust | 4.750% | 7/12/22 | 2,650 | 2,587 | ||
4 | Continental Airlines 2012-1 Class A Pass Through Trust | 4.150% | 10/11/25 | 5,172 | 4,761 | ||
4 | Continental Airlines 2012-2 Class A Pass Through Trust | 4.000% | 4/29/26 | 909 | 826 | ||
CSX Corp. | 3.700% | 11/1/23 | 5,840 | 6,420 | |||
CSX Corp. | 3.400% | 8/1/24 | 4,950 | 5,451 | |||
CSX Corp. | 3.350% | 11/1/25 | 13,340 | 14,964 | |||
CSX Corp. | 2.600% | 11/1/26 | 8,173 | 8,891 | |||
CSX Corp. | 3.250% | 6/1/27 | 9,589 | 10,725 | |||
CSX Corp. | 3.800% | 3/1/28 | 16,647 | 19,169 | |||
CSX Corp. | 4.250% | 3/15/29 | 17,333 | 20,774 | |||
CSX Corp. | 2.400% | 2/15/30 | 6,395 | 6,760 | |||
CSX Corp. | 6.000% | 10/1/36 | 6,794 | 9,305 | |||
CSX Corp. | 6.150% | 5/1/37 | 4,692 | 6,570 | |||
CSX Corp. | 6.220% | 4/30/40 | 8,807 | 12,801 | |||
CSX Corp. | 5.500% | 4/15/41 | 10,057 | 13,944 | |||
CSX Corp. | 4.750% | 5/30/42 | 3,860 | 4,958 | |||
CSX Corp. | 4.400% | 3/1/43 | 363 | 447 | |||
CSX Corp. | 4.100% | 3/15/44 | 9,950 | 12,127 | |||
CSX Corp. | 3.800% | 11/1/46 | 4,800 | 5,517 | |||
CSX Corp. | 4.300% | 3/1/48 | 9,750 | 12,129 | |||
CSX Corp. | 4.750% | 11/15/48 | 6,337 | 8,399 | |||
CSX Corp. | 4.500% | 3/15/49 | 11,550 | 14,872 | |||
CSX Corp. | 3.350% | 9/15/49 | 5,997 | 6,678 | |||
CSX Corp. | 3.800% | 4/15/50 | 9,975 | 11,852 | |||
CSX Corp. | 3.950% | 5/1/50 | 6,510 | 7,890 | |||
CSX Corp. | 4.500% | 8/1/54 | 1,100 | 1,406 | |||
CSX Corp. | 4.250% | 11/1/66 | 9,195 | 11,094 | |||
CSX Corp. | 4.650% | 3/1/68 | 11,050 | 14,367 | |||
4 | Delta Air Lines 2007-1 Class A Pass Through Trust | 6.821% | 2/10/24 | 3,331 | 3,200 | ||
4 | Delta Air Lines 2015-1 Class AA Pass Through Trust | 3.625% | 7/30/27 | 3,179 | 3,121 | ||
4 | Delta Air Lines 2019-1 Class AA Pass Through Trust | 3.204% | 4/25/24 | 6,000 | 5,947 | ||
4 | Delta Air Lines 2020-1 Class AA Pass Through Trust | 2.000% | 6/10/28 | 9,325 | 8,927 | ||
FedEx Corp. | 3.400% | 1/14/22 | 1,075 | 1,118 | |||
FedEx Corp. | 2.625% | 8/1/22 | 6,865 | 7,147 | |||
FedEx Corp. | 4.000% | 1/15/24 | 6,376 | 7,055 | |||
FedEx Corp. | 3.200% | 2/1/25 | 7,364 | 7,961 | |||
FedEx Corp. | 3.800% | 5/15/25 | 1,121 | 1,247 | |||
FedEx Corp. | 3.250% | 4/1/26 | 7,585 | 8,230 | |||
FedEx Corp. | 3.300% | 3/15/27 | 5,950 | 6,390 | |||
FedEx Corp. | 3.400% | 2/15/28 | 7,756 | 8,389 | |||
FedEx Corp. | 3.100% | 8/5/29 | 11,450 | 12,214 | |||
FedEx Corp. | 4.250% | 5/15/30 | 5,758 | 6,571 | |||
FedEx Corp. | 4.900% | 1/15/34 | 2,962 | 3,596 | |||
FedEx Corp. | 3.900% | 2/1/35 | 8,166 | 8,813 | |||
FedEx Corp. | 3.875% | 8/1/42 | 3,895 | 3,932 | |||
FedEx Corp. | 4.100% | 4/15/43 | 6,520 | 6,669 | |||
FedEx Corp. | 5.100% | 1/15/44 | 7,795 | 9,099 | |||
FedEx Corp. | 4.100% | 2/1/45 | 3,825 | 3,915 | |||
FedEx Corp. | 4.750% | 11/15/45 | 19,015 | 21,357 | |||
FedEx Corp. | 4.550% | 4/1/46 | 18,569 | 20,018 | |||
FedEx Corp. | 4.400% | 1/15/47 | 9,730 | 10,358 | |||
FedEx Corp. | 4.050% | 2/15/48 | 14,260 | 14,639 | |||
FedEx Corp. | 4.950% | 10/17/48 | 11,950 | 13,855 | |||
FedEx Corp. | 5.250% | 5/15/50 | 18,050 | 22,086 | |||
FedEx Corp. | 4.500% | 2/1/65 | 1,124 | 1,145 | |||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 4,100 | 4,267 | |||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 7,625 | 8,706 | |||
4 | JetBlue 2019-1 Class AA Pass Through Trust | 2.750% | 5/15/32 | 11,271 | 10,111 | ||
Kansas City Southern | 3.000% | 5/15/23 | 17,791 | 18,177 |
116
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Kansas City Southern | 2.875% | 11/15/29 | 8,985 | 9,483 | |||
Kansas City Southern | 4.300% | 5/15/43 | 5,390 | 6,434 | |||
Kansas City Southern | 4.950% | 8/15/45 | 9,025 | 11,591 | |||
Kansas City Southern | 4.700% | 5/1/48 | 10,942 | 14,053 | |||
Kansas City Southern | 3.500% | 5/1/50 | 4,450 | 4,878 | |||
Kirby Corp. | 4.200% | 3/1/28 | 13,926 | 14,024 | |||
Norfolk Southern Corp. | 3.250% | 12/1/21 | 10,615 | 10,932 | |||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 10,673 | 11,092 | |||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 7,143 | 7,540 | |||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 2,805 | 3,069 | |||
Norfolk Southern Corp. | 5.590% | 5/17/25 | 2,302 | 2,763 | |||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 1,875 | 2,117 | |||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 3,320 | 3,672 | |||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 2,900 | 4,040 | |||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 9,370 | 10,440 | |||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 8,290 | 9,625 | |||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 9,300 | 9,904 | |||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 1,347 | 1,995 | |||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 21,941 | 28,138 | |||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 1,228 | 1,428 | |||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 6,428 | 8,072 | |||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 6,910 | 8,933 | |||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 2,050 | 2,445 | |||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 2,885 | 3,566 | |||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 4,820 | 5,961 | |||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 3,805 | 4,191 | |||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 7,900 | 8,172 | |||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 13,009 | 15,588 | |||
6 | Norfolk Southern Corp. | 3.155% | 5/15/55 | 9,601 | 9,811 | ||
Ryder System Inc. | 2.250% | 9/1/21 | 300 | 303 | |||
Ryder System Inc. | 2.800% | 3/1/22 | 1,000 | 1,026 | |||
Ryder System Inc. | 2.875% | 6/1/22 | 3,200 | 3,312 | |||
Ryder System Inc. | 2.500% | 9/1/22 | 500 | 511 | |||
Ryder System Inc. | 3.400% | 3/1/23 | 4,705 | 4,938 | |||
Ryder System Inc. | 3.750% | 6/9/23 | 13,715 | 14,591 | |||
Ryder System Inc. | 3.650% | 3/18/24 | 12,683 | 13,478 | |||
Ryder System Inc. | 2.500% | 9/1/24 | 7,208 | 7,426 | |||
Ryder System Inc. | 4.625% | 6/1/25 | 9,750 | 10,881 | |||
Ryder System Inc. | 2.900% | 12/1/26 | 4,075 | 4,202 | |||
Southwest Airlines Co. | 2.750% | 11/16/22 | 950 | 957 | |||
Southwest Airlines Co. | 4.750% | 5/4/23 | 11,175 | 11,496 | |||
Southwest Airlines Co. | 5.250% | 5/4/25 | 11,500 | 12,133 | |||
Southwest Airlines Co. | 3.000% | 11/15/26 | 7,026 | 6,850 | |||
Southwest Airlines Co. | 5.125% | 6/15/27 | 13,540 | 14,103 | |||
Southwest Airlines Co. | 3.450% | 11/16/27 | 3,460 | 3,393 | |||
Southwest Airlines Co. | 2.625% | 2/10/30 | 3,185 | 2,858 | |||
4 | Southwest Airlines Co. 2007-1 Pass Through Trust | 6.150% | 2/1/24 | 633 | 627 | ||
4 | Spirit Airlines Class A Pass Through Certificates Series 2015-1 | 4.100% | 10/1/29 | 1,464 | 1,238 | ||
Union Pacific Corp. | 2.950% | 3/1/22 | 6,250 | 6,499 | |||
Union Pacific Corp. | 4.163% | 7/15/22 | 13,908 | 14,794 | |||
Union Pacific Corp. | 2.750% | 4/15/23 | 2,130 | 2,245 | |||
Union Pacific Corp. | 3.500% | 6/8/23 | 6,400 | 6,926 | |||
Union Pacific Corp. | 3.646% | 2/15/24 | 7,799 | 8,519 | |||
Union Pacific Corp. | 3.150% | 3/1/24 | 3,100 | 3,363 | |||
Union Pacific Corp. | 3.750% | 3/15/24 | 2,538 | 2,790 | |||
Union Pacific Corp. | 3.250% | 1/15/25 | 3,129 | 3,426 | |||
Union Pacific Corp. | 3.750% | 7/15/25 | 10,000 | 11,332 | |||
Union Pacific Corp. | 3.250% | 8/15/25 | 12,580 | 13,961 | |||
Union Pacific Corp. | 2.750% | 3/1/26 | 15,691 | 17,075 | |||
Union Pacific Corp. | 2.150% | 2/5/27 | 2,300 | 2,432 | |||
Union Pacific Corp. | 3.000% | 4/15/27 | 1,200 | 1,325 | |||
Union Pacific Corp. | 3.950% | 9/10/28 | 8,130 | 9,607 | |||
Union Pacific Corp. | 6.625% | 2/1/29 | 100 | 136 |
117
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 7,025 | 8,199 | |||
Union Pacific Corp. | 2.400% | 2/5/30 | 6,050 | 6,432 | |||
Union Pacific Corp. | 3.375% | 2/1/35 | 9,155 | 10,463 | |||
Union Pacific Corp. | 3.600% | 9/15/37 | 15,400 | 17,032 | |||
Union Pacific Corp. | 4.375% | 9/10/38 | 8,155 | 10,032 | |||
Union Pacific Corp. | 3.550% | 8/15/39 | 250 | 280 | |||
Union Pacific Corp. | 4.250% | 4/15/43 | 2,897 | 3,525 | |||
Union Pacific Corp. | 4.150% | 1/15/45 | 1,550 | 1,880 | |||
Union Pacific Corp. | 4.050% | 11/15/45 | 5,832 | 7,021 | |||
Union Pacific Corp. | 4.050% | 3/1/46 | 3,150 | 3,770 | |||
Union Pacific Corp. | 3.350% | 8/15/46 | 6,914 | 7,425 | |||
Union Pacific Corp. | 4.500% | 9/10/48 | 50 | 65 | |||
Union Pacific Corp. | 4.300% | 3/1/49 | 9,150 | 11,616 | |||
Union Pacific Corp. | 3.250% | 2/5/50 | 36,930 | 40,244 | |||
Union Pacific Corp. | 3.799% | 10/1/51 | 17,667 | 20,802 | |||
Union Pacific Corp. | 3.875% | 2/1/55 | 10,475 | 12,581 | |||
Union Pacific Corp. | 3.950% | 8/15/59 | 6,425 | 7,502 | |||
Union Pacific Corp. | 3.839% | 3/20/60 | 15,414 | 18,043 | |||
Union Pacific Corp. | 4.375% | 11/15/65 | 11,924 | 14,858 | |||
Union Pacific Corp. | 4.100% | 9/15/67 | 7,581 | 9,080 | |||
Union Pacific Corp. | 3.750% | 2/5/70 | 4,485 | 4,970 | |||
4 | Union Pacific Railroad Co. 2007-3 Pass Through Trust | 6.176% | 1/2/31 | 603 | 729 | ||
4 | United Airlines 2013-1 Class A Pass Through Trust | 4.300% | 2/15/27 | 2,001 | 1,819 | ||
4 | United Airlines 2014-1 Class A Pass Through Trust | 4.000% | 10/11/27 | 3,044 | 2,740 | ||
4 | United Airlines 2014-2 Class A Pass Through Trust | 3.750% | 3/3/28 | 1,100 | 992 | ||
4 | United Airlines 2015-1 Class A Pass Through Trust | 3.700% | 6/1/24 | 2,940 | 2,647 | ||
4 | United Airlines 2015-1 Class AA Pass Through Trust | 3.450% | 12/1/27 | 3,730 | 3,614 | ||
4 | United Airlines 2016-1 Class A Pass Through Trust | 3.450% | 1/7/30 | 3,004 | 2,509 | ||
4 | United Airlines 2016-1 Class AA Pass Through Trust | 3.100% | 7/7/28 | 26,446 | 24,995 | ||
4 | United Airlines 2016-2 Class A Pass Through Trust | 3.100% | 10/7/28 | 2,452 | 2,029 | ||
4 | United Airlines 2016-2 Class AA Pass Through Trust | 2.875% | 10/7/28 | 4,361 | 4,011 | ||
4 | United Airlines 2019-1 Class AA Pass Through Trust | 4.150% | 8/25/31 | 9,377 | 8,948 | ||
4 | United Airlines 2019-2 Class AA Pass Through Trust | 2.700% | 11/1/33 | 6,200 | 5,518 | ||
United Parcel Service Inc. | 2.350% | 5/16/22 | 5,822 | 6,026 | |||
United Parcel Service Inc. | 2.450% | 10/1/22 | 9,508 | 9,912 | |||
United Parcel Service Inc. | 2.500% | 4/1/23 | 8,854 | 9,300 | |||
United Parcel Service Inc. | 2.800% | 11/15/24 | 19,505 | 21,145 | |||
United Parcel Service Inc. | 2.400% | 11/15/26 | 7,575 | 8,217 | |||
United Parcel Service Inc. | 3.050% | 11/15/27 | 20,625 | 23,286 | |||
United Parcel Service Inc. | 3.400% | 3/15/29 | 5,500 | 6,323 | |||
United Parcel Service Inc. | 2.500% | 9/1/29 | 5,000 | 5,437 | |||
United Parcel Service Inc. | 6.200% | 1/15/38 | 7,541 | 11,176 | |||
United Parcel Service Inc. | 5.200% | 4/1/40 | 12,805 | 17,532 | |||
United Parcel Service Inc. | 4.875% | 11/15/40 | 5,617 | 7,427 | |||
United Parcel Service Inc. | 3.625% | 10/1/42 | 10,682 | 12,163 | |||
United Parcel Service Inc. | 3.400% | 11/15/46 | 4,440 | 4,803 | |||
United Parcel Service Inc. | 3.750% | 11/15/47 | 12,365 | 14,351 | |||
United Parcel Service Inc. | 4.250% | 3/15/49 | 7,933 | 9,856 | |||
United Parcel Service Inc. | 3.400% | 9/1/49 | 5,545 | 6,110 | |||
United Parcel Service Inc. | 5.300% | 4/1/50 | 19,925 | 28,613 | |||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 1,563 | 2,315 | |||
4 | US Airways 2012-1 Class A Pass Through Trust | 5.900% | 4/1/26 | 827 | 729 | ||
4 | US Airways 2012-2 Class A Pass Through Trust | 4.625% | 12/3/26 | 502 | 423 | ||
4 | US Airways 2013-1 Class A Pass Through Trust | 3.950% | 5/15/27 | 509 | 425 | ||
49,340,015 | |||||||
Utilities (2.2%) | |||||||
Electric (2.0%) | |||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 4,060 | 4,196 | |||
AEP Texas Inc. | 3.950% | 6/1/28 | 12,150 | 13,809 | |||
AEP Texas Inc. | 2.100% | 7/1/30 | 2,000 | 2,004 | |||
AEP Texas Inc. | 3.800% | 10/1/47 | 6,500 | 7,339 | |||
AEP Texas Inc. | 3.450% | 1/15/50 | 5,000 | 5,355 | |||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 4,265 | 4,766 |
118
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 5,490 | 6,561 | |||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 6,500 | 7,428 | |||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 3,575 | 4,440 | |||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 5,000 | 5,906 | |||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 4,690 | 5,009 | |||
AEP Transmission Co. LLC | 3.650% | 4/1/50 | 6,415 | 7,390 | |||
Alabama Power Co. | 2.450% | 3/30/22 | 8,150 | 8,407 | |||
Alabama Power Co. | 3.550% | 12/1/23 | 9,021 | 9,899 | |||
Alabama Power Co. | 6.125% | 5/15/38 | 1,667 | 2,420 | |||
Alabama Power Co. | 6.000% | 3/1/39 | 2,033 | 2,931 | |||
Alabama Power Co. | 3.850% | 12/1/42 | 2,795 | 3,243 | |||
Alabama Power Co. | 4.150% | 8/15/44 | 4,750 | 5,675 | |||
Alabama Power Co. | 3.750% | 3/1/45 | 4,070 | 4,613 | |||
Alabama Power Co. | 4.300% | 1/2/46 | 20,804 | 25,551 | |||
Alabama Power Co. | 3.700% | 12/1/47 | 6,575 | 7,515 | |||
Alabama Power Co. | 4.300% | 7/15/48 | 2,615 | 3,238 | |||
Alabama Power Co. | 3.450% | 10/1/49 | 10,743 | 11,919 | |||
Ameren Corp. | 2.500% | 9/15/24 | 1,200 | 1,252 | |||
Ameren Corp. | 3.650% | 2/15/26 | 4,140 | 4,651 | |||
Ameren Corp. | 3.500% | 1/15/31 | 9,370 | 10,475 | |||
Ameren Illinois Co. | 2.700% | 9/1/22 | 3,576 | 3,710 | |||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,335 | 2,568 | |||
Ameren Illinois Co. | 3.800% | 5/15/28 | 6,120 | 7,044 | |||
Ameren Illinois Co. | 4.150% | 3/15/46 | 3,075 | 3,774 | |||
Ameren Illinois Co. | 3.700% | 12/1/47 | 7,215 | 8,353 | |||
Ameren Illinois Co. | 4.500% | 3/15/49 | 6,225 | 8,170 | |||
Ameren Illinois Co. | 3.250% | 3/15/50 | 1,000 | 1,106 | |||
American Electric Power Co. Inc. | 3.650% | 12/1/21 | 4,850 | 5,050 | |||
American Electric Power Co. Inc. | 2.950% | 12/15/22 | 5,481 | 5,748 | |||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 1,000 | 1,084 | |||
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 10,150 | 11,911 | |||
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 200 | 204 | |||
Appalachian Power Co. | 3.400% | 6/1/25 | 3,350 | 3,676 | |||
Appalachian Power Co. | 3.300% | 6/1/27 | 5,325 | 5,689 | |||
Appalachian Power Co. | 7.000% | 4/1/38 | 685 | 1,019 | |||
Appalachian Power Co. | 4.400% | 5/15/44 | 3,528 | 4,201 | |||
Appalachian Power Co. | 4.450% | 6/1/45 | 8,575 | 10,327 | |||
Appalachian Power Co. | 4.500% | 3/1/49 | 12,670 | 15,445 | |||
Appalachian Power Co. | 3.700% | 5/1/50 | 4,975 | 5,486 | |||
Arizona Public Service Co. | 3.150% | 5/15/25 | 5,102 | 5,559 | |||
Arizona Public Service Co. | 2.950% | 9/15/27 | 1,000 | 1,072 | |||
Arizona Public Service Co. | 5.050% | 9/1/41 | 85 | 109 | |||
Arizona Public Service Co. | 4.500% | 4/1/42 | 8,988 | 10,893 | |||
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,150 | 1,381 | |||
Arizona Public Service Co. | 3.750% | 5/15/46 | 12,350 | 13,700 | |||
Arizona Public Service Co. | 4.200% | 8/15/48 | 500 | 592 | |||
Arizona Public Service Co. | 4.250% | 3/1/49 | 5,800 | 6,798 | |||
Arizona Public Service Co. | 3.500% | 12/1/49 | 3,530 | 3,812 | |||
Arizona Public Service Co. | 3.350% | 5/15/50 | 2,500 | 2,649 | |||
Avangrid Inc. | 3.150% | 12/1/24 | 8,658 | 9,372 | |||
Avangrid Inc. | 3.800% | 6/1/29 | 10,265 | 11,868 | |||
Avista Corp. | 4.350% | 6/1/48 | 4,195 | 5,228 | |||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 3,288 | 3,407 | |||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 7,030 | 7,505 | |||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 3,790 | 4,035 | |||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 683 | 1,013 | |||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 4,162 | 4,637 | |||
Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 5,550 | 6,148 | |||
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 2,050 | 2,536 | |||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 5,405 | 5,714 | |||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 5,000 | 5,065 | |||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 5,615 | 5,910 | |||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 8,169 | 8,955 | |||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,161 | 7,938 |
119
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
6 | Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 500 | 570 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 5,075 | 5,686 | |||
6 | Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 15,779 | 18,365 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 4,298 | 6,169 | |||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 4,450 | 6,213 | |||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 8,422 | 11,360 | |||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 10,915 | 13,660 | |||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 9,368 | 10,876 | |||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 18,036 | 23,057 | |||
6 | Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 10,825 | 13,591 | ||
Black Hills Corp. | 4.250% | 11/30/23 | 4,250 | 4,627 | |||
Black Hills Corp. | 3.950% | 1/15/26 | 2,800 | 3,054 | |||
Black Hills Corp. | 3.150% | 1/15/27 | 4,850 | 5,085 | |||
Black Hills Corp. | 3.050% | 10/15/29 | 4,015 | 4,242 | |||
Black Hills Corp. | 4.350% | 5/1/33 | 5,260 | 5,878 | |||
Black Hills Corp. | 4.200% | 9/15/46 | 3,780 | 4,004 | |||
Black Hills Corp. | 3.875% | 10/15/49 | 3,910 | 4,173 | |||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 1,800 | 1,849 | |||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 2,000 | 2,057 | |||
CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 1,650 | 1,798 | |||
CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 110 | 162 | |||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 11,272 | 12,742 | |||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 3,225 | 4,126 | |||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 5,600 | 6,791 | |||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 6,265 | 8,001 | |||
CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 5,000 | 5,157 | |||
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 3,000 | 3,112 | |||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 6,675 | 6,891 | |||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 9,345 | 10,197 | |||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 2,010 | 2,117 | |||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 4,775 | 5,548 | |||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 6,000 | 6,381 | |||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 6,000 | 6,484 | |||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,126 | 6,452 | |||
6 | Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 500 | 517 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 5,732 | 6,010 | |||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 5,515 | 6,453 | |||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 5,960 | 7,631 | |||
CMS Energy Corp. | 5.050% | 3/15/22 | 1,280 | 1,352 | |||
CMS Energy Corp. | 3.000% | 5/15/26 | 6,275 | 6,737 | |||
CMS Energy Corp. | 3.450% | 8/15/27 | 1,710 | 1,872 | |||
CMS Energy Corp. | 4.875% | 3/1/44 | 5,750 | 7,345 | |||
4 | CMS Energy Corp. | 4.750% | 6/1/50 | 5,950 | 6,095 | ||
Commonwealth Edison Co. | 3.400% | 9/1/21 | 5,440 | 5,579 | |||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 11,050 | 11,887 | |||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 4,700 | 5,149 | |||
Commonwealth Edison Co. | 3.700% | 8/15/28 | 1,500 | 1,737 | |||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 2,800 | 2,938 | |||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 3,469 | 4,931 | |||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 8,098 | 12,135 | |||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 3,964 | 4,650 | |||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 5,570 | 7,173 | |||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 5,627 | 7,326 | |||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 9,850 | 11,469 | |||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 6,625 | 8,417 | |||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 12,892 | 15,020 | |||
Commonwealth Edison Co. | 3.750% | 8/15/47 | 8,400 | 9,953 | |||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 9,890 | 12,104 | |||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 9,250 | 11,649 | |||
Commonwealth Edison Co. | 3.200% | 11/15/49 | 5,450 | 6,043 | |||
Commonwealth Edison Co. | 3.000% | 3/1/50 | 4,000 | 4,214 | |||
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 8,135 | 8,459 | |||
Connecticut Light & Power Co. | 3.200% | 3/15/27 | 6,850 | 7,497 | |||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 5,500 | 6,848 |
120
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Connecticut Light & Power Co. | 4.150% | 6/1/45 | 4,500 | 5,452 | |||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 10,150 | 12,389 | |||
Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 2,315 | 2,540 | |||
Consolidated Edison Co. of New York Inc. | 3.800% | 5/15/28 | 1,000 | 1,147 | |||
Consolidated Edison Co. of New York Inc. | 4.000% | 12/1/28 | 1,350 | 1,579 | |||
Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 2,900 | 3,284 | |||
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 6,475 | 8,625 | |||
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 4,744 | 6,380 | |||
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 3,095 | 4,298 | |||
Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 525 | 752 | |||
Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 1,850 | 2,793 | |||
Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 10,282 | 14,015 | |||
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 7,825 | 10,878 | |||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 2,795 | 3,192 | |||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 22,038 | 26,843 | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 13,575 | 16,792 | |||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 15,010 | 17,166 | |||
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 7,750 | 8,942 | |||
Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 10,102 | 12,151 | |||
Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 5,654 | 6,699 | |||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 5,197 | 6,626 | |||
Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 3,580 | 4,314 | |||
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 3,975 | 4,612 | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 7,560 | 9,464 | |||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 6,478 | 7,430 | |||
Consumers Energy Co. | 2.850% | 5/15/22 | 11,725 | 12,164 | |||
Consumers Energy Co. | 3.375% | 8/15/23 | 7,210 | 7,796 | |||
Consumers Energy Co. | 3.800% | 11/15/28 | 6,935 | 8,204 | |||
Consumers Energy Co. | 3.950% | 5/15/43 | 4,343 | 5,244 | |||
Consumers Energy Co. | 3.250% | 8/15/46 | 6,784 | 7,517 | |||
Consumers Energy Co. | 3.950% | 7/15/47 | 3,975 | 4,911 | |||
Consumers Energy Co. | 4.050% | 5/15/48 | 6,050 | 7,632 | |||
Consumers Energy Co. | 4.350% | 4/15/49 | 6,890 | 9,171 | |||
Consumers Energy Co. | 3.100% | 8/15/50 | 7,045 | 7,840 | |||
Consumers Energy Co. | 3.500% | 8/1/51 | 16,433 | 19,204 | |||
Consumers Energy Co. | 2.500% | 5/1/60 | 6,900 | 6,492 | |||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 1,483 | 1,587 | |||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 4,805 | 5,201 | |||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 7,500 | 9,083 | |||
Dominion Energy Inc. | 2.715% | 8/15/21 | 3,100 | 3,167 | |||
Dominion Energy Inc. | 2.750% | 1/15/22 | 6,775 | 7,020 | |||
Dominion Energy Inc. | 2.750% | 9/15/22 | 600 | 622 | |||
Dominion Energy Inc. | 3.071% | 8/15/24 | 3,360 | 3,570 | |||
Dominion Energy Inc. | 3.900% | 10/1/25 | 8,915 | 10,018 | |||
Dominion Energy Inc. | 2.850% | 8/15/26 | 3,204 | 3,376 | |||
Dominion Energy Inc. | 4.250% | 6/1/28 | 4,945 | 5,691 | |||
Dominion Energy Inc. | 3.375% | 4/1/30 | 24,134 | 26,659 | |||
Dominion Energy Inc. | 6.300% | 3/15/33 | 6,200 | 8,588 | |||
Dominion Energy Inc. | 5.250% | 8/1/33 | 1,134 | 1,372 | |||
Dominion Energy Inc. | 5.950% | 6/15/35 | 3,569 | 4,677 | |||
Dominion Energy Inc. | 7.000% | 6/15/38 | 4,752 | 6,758 | |||
Dominion Energy Inc. | 4.900% | 8/1/41 | 10,655 | 13,146 | |||
Dominion Energy Inc. | 4.050% | 9/15/42 | 7,881 | 8,881 | |||
Dominion Energy Inc. | 4.700% | 12/1/44 | 3,226 | 4,007 | |||
Dominion Energy Inc. | 4.600% | 3/15/49 | 6,400 | 8,050 | |||
4 | Dominion Energy Inc. | 5.750% | 10/1/54 | 4,381 | 4,425 | ||
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 6,029 | 8,676 | |||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 6,260 | 8,959 | |||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 3,345 | 4,621 | |||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 6,160 | 7,905 | |||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 5,830 | 8,524 | |||
DTE Electric Co. | 3.650% | 3/15/24 | 9,250 | 10,151 | |||
DTE Electric Co. | 3.375% | 3/1/25 | 7,750 | 8,583 | |||
DTE Electric Co. | 2.250% | 3/1/30 | 10,317 | 10,842 |
121
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
DTE Electric Co. | 2.625% | 3/1/31 | 7,125 | 7,709 | |||
DTE Electric Co. | 4.000% | 4/1/43 | 6,425 | 7,697 | |||
DTE Electric Co. | 3.700% | 3/15/45 | 7,139 | 8,263 | |||
DTE Electric Co. | 3.700% | 6/1/46 | 2,225 | 2,585 | |||
DTE Electric Co. | 3.750% | 8/15/47 | 6,070 | 7,161 | |||
DTE Electric Co. | 4.050% | 5/15/48 | 3,075 | 3,810 | |||
DTE Electric Co. | 3.950% | 3/1/49 | 5,000 | 6,154 | |||
DTE Electric Co. | 2.950% | 3/1/50 | 6,225 | 6,469 | |||
DTE Energy Co. | 2.600% | 6/15/22 | 3,000 | 3,079 | |||
DTE Energy Co. | 2.250% | 11/1/22 | 2,500 | 2,583 | |||
DTE Energy Co. | 3.700% | 8/1/23 | 6,250 | 6,742 | |||
DTE Energy Co. | 3.850% | 12/1/23 | 950 | 1,032 | |||
DTE Energy Co. | 3.500% | 6/1/24 | 7,006 | 7,579 | |||
DTE Energy Co. | 2.529% | 10/1/24 | 3,250 | 3,412 | |||
DTE Energy Co. | 2.850% | 10/1/26 | 20,975 | 22,277 | |||
DTE Energy Co. | 3.800% | 3/15/27 | 26,125 | 28,279 | |||
DTE Energy Co. | 3.400% | 6/15/29 | 3,500 | 3,779 | |||
DTE Energy Co. | 2.950% | 3/1/30 | 3,210 | 3,343 | |||
DTE Energy Co. | 6.375% | 4/15/33 | 4,945 | 6,614 | |||
Duke Energy Carolinas LLC | 3.350% | 5/15/22 | 1,800 | 1,883 | |||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 9,050 | 9,478 | |||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 9,125 | 9,660 | |||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 7,598 | 8,427 | |||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 14,150 | 16,670 | |||
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 5,940 | 7,714 | |||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 6,365 | 6,854 | |||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 7,156 | 7,709 | |||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 4,390 | 6,153 | |||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 10,831 | 15,465 | |||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 7,120 | 10,518 | |||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 4,461 | 6,422 | |||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 8,951 | 12,402 | |||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 5,962 | 7,320 | |||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 7,529 | 9,010 | |||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 11,135 | 12,941 | |||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 13,300 | 15,811 | |||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 9,146 | 10,856 | |||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 1,500 | 1,847 | |||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 7,772 | 8,672 | |||
Duke Energy Corp. | 1.800% | 9/1/21 | 280 | 284 | |||
Duke Energy Corp. | 3.550% | 9/15/21 | 7,814 | 8,028 | |||
Duke Energy Corp. | 2.400% | 8/15/22 | 10,855 | 11,234 | |||
Duke Energy Corp. | 3.050% | 8/15/22 | 13,565 | 14,161 | |||
Duke Energy Corp. | 3.950% | 10/15/23 | 4,750 | 5,188 | |||
Duke Energy Corp. | 2.650% | 9/1/26 | 11,549 | 12,521 | |||
Duke Energy Corp. | 3.150% | 8/15/27 | 16,279 | 18,016 | |||
Duke Energy Corp. | 3.400% | 6/15/29 | 4,315 | 4,859 | |||
Duke Energy Corp. | 2.450% | 6/1/30 | 5,000 | 5,216 | |||
Duke Energy Corp. | 4.800% | 12/15/45 | 10,110 | 13,046 | |||
Duke Energy Corp. | 3.750% | 9/1/46 | 21,757 | 24,796 | |||
Duke Energy Corp. | 3.950% | 8/15/47 | 920 | 1,065 | |||
Duke Energy Corp. | 4.200% | 6/15/49 | 7,850 | 9,587 | |||
Duke Energy Florida LLC | 3.100% | 8/15/21 | 1,070 | 1,092 | |||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 3,300 | 3,682 | |||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 5,575 | 6,486 | |||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 15,250 | 16,469 | |||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 6,000 | 6,023 | |||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 9,995 | 14,919 | |||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 10,521 | 16,396 | |||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 1,655 | 2,337 | |||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,125 | 1,323 | |||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 8,635 | 9,722 | |||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 4,700 | 5,974 | |||
4 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 2,630 | 2,640 |
122
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 4,000 | 4,306 | ||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 5,798 | 7,758 | |||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 9,464 | 13,997 | |||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 3,425 | 5,100 | |||
Duke Energy Indiana LLC | 4.900% | 7/15/43 | 3,677 | 4,880 | |||
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 20,670 | 24,182 | |||
Duke Energy Indiana LLC | 3.250% | 10/1/49 | 4,380 | 4,836 | |||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 1,200 | 1,308 | |||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 13,531 | 15,669 | |||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 3,000 | 3,103 | |||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 6,775 | 7,891 | |||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,100 | 1,409 | |||
Duke Energy Progress LLC | 3.000% | 9/15/21 | 11,892 | 12,165 | |||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 3,345 | 3,466 | |||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,509 | 2,703 | |||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 12,150 | 13,500 | |||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 7,805 | 9,009 | |||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 10,511 | 12,029 | |||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 5,617 | 8,286 | |||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 3,621 | 4,344 | |||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 4,110 | 4,930 | |||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 14,365 | 17,968 | |||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 6,874 | 8,417 | |||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 7,477 | 9,275 | |||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 7,125 | 8,341 | |||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 7,100 | 8,243 | |||
Edison International | 2.400% | 9/15/22 | 9,195 | 9,331 | |||
Edison International | 2.950% | 3/15/23 | 1,100 | 1,125 | |||
Edison International | 3.550% | 11/15/24 | 2,500 | 2,635 | |||
Edison International | 5.750% | 6/15/27 | 1,150 | 1,316 | |||
Edison International | 4.125% | 3/15/28 | 4,925 | 5,212 | |||
El Paso Electric Co. | 6.000% | 5/15/35 | 2,875 | 3,747 | |||
El Paso Electric Co. | 5.000% | 12/1/44 | 4,500 | 5,403 | |||
Emera US Finance LP | 3.550% | 6/15/26 | 8,408 | 9,398 | |||
Emera US Finance LP | 4.750% | 6/15/46 | 18,837 | 22,075 | |||
Enel Americas SA | 4.000% | 10/25/26 | 4,000 | 4,244 | |||
Enel Chile SA | 4.875% | 6/12/28 | 11,603 | 13,002 | |||
Entergy Arkansas Inc. | 3.500% | 4/1/26 | 5,903 | 6,551 | |||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 4,575 | 5,765 | |||
Entergy Corp. | 4.000% | 7/15/22 | 7,441 | 7,878 | |||
Entergy Corp. | 2.950% | 9/1/26 | 8,671 | 9,490 | |||
Entergy Corp. | 2.800% | 6/15/30 | 7,000 | 7,381 | |||
Entergy Corp. | 3.750% | 6/15/50 | 7,750 | 8,655 | |||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 4,146 | 4,924 | |||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 6,525 | 7,129 | |||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 3,775 | 4,468 | |||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 5,447 | 5,712 | |||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 6,000 | 6,546 | |||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,625 | 5,084 | |||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 16,039 | 17,555 | |||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 12,700 | 15,529 | |||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 12,285 | 13,387 | |||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 8,945 | 11,335 | |||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 8,850 | 11,183 | |||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 7,203 | 7,433 | |||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 11,959 | 12,840 | |||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 4,650 | 5,527 | |||
Entergy Texas Inc. | 4.500% | 3/30/39 | 400 | 479 | |||
Entergy Texas Inc. | 3.550% | 9/30/49 | 4,170 | 4,596 | |||
Evergy Inc. | 2.450% | 9/15/24 | 1,600 | 1,680 | |||
Evergy Inc. | 2.900% | 9/15/29 | 6,705 | 7,180 | |||
Evergy Metro Inc. | 2.250% | 6/1/30 | 4,700 | 4,914 | |||
Eversource Energy | 2.500% | 3/15/21 | 6,650 | 6,734 | |||
Eversource Energy | 2.750% | 3/15/22 | 4,425 | 4,574 |
123
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Eversource Energy | 3.800% | 12/1/23 | 6,150 | 6,603 | |||
Eversource Energy | 2.900% | 10/1/24 | 3,825 | 4,102 | |||
Eversource Energy | 3.150% | 1/15/25 | 5,547 | 6,003 | |||
Eversource Energy | 3.300% | 1/15/28 | 6,715 | 7,360 | |||
Eversource Energy | 4.250% | 4/1/29 | 6,700 | 7,838 | |||
Exelon Corp. | 5.150% | 12/1/20 | 9,053 | 9,107 | |||
Exelon Corp. | 3.497% | 6/1/22 | 3,737 | 3,901 | |||
Exelon Corp. | 3.950% | 6/15/25 | 20,995 | 23,585 | |||
Exelon Corp. | 3.400% | 4/15/26 | 11,580 | 12,891 | |||
Exelon Corp. | 4.050% | 4/15/30 | 15,550 | 17,940 | |||
Exelon Corp. | 4.950% | 6/15/35 | 7,540 | 9,177 | |||
Exelon Corp. | 5.625% | 6/15/35 | 6,720 | 8,727 | |||
Exelon Corp. | 5.100% | 6/15/45 | 4,387 | 5,648 | |||
Exelon Corp. | 4.450% | 4/15/46 | 12,180 | 14,746 | |||
Exelon Corp. | 4.700% | 4/15/50 | 16,750 | 21,379 | |||
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 14,011 | 14,551 | |||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 7,820 | 8,224 | |||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 12,246 | 14,850 | |||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 3,993 | 4,401 | |||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 11,628 | 12,975 | |||
FirstEnergy Corp. | 2.850% | 7/15/22 | 8,199 | 8,496 | |||
FirstEnergy Corp. | 4.250% | 3/15/23 | 6,549 | 7,086 | |||
FirstEnergy Corp. | 3.900% | 7/15/27 | 19,694 | 22,269 | |||
FirstEnergy Corp. | 2.650% | 3/1/30 | 2,000 | 2,073 | |||
FirstEnergy Corp. | 2.250% | 9/1/30 | 3,400 | 3,394 | |||
FirstEnergy Corp. | 7.375% | 11/15/31 | 17,605 | 25,646 | |||
FirstEnergy Corp. | 4.850% | 7/15/47 | 20,483 | 25,927 | |||
FirstEnergy Corp. | 3.400% | 3/1/50 | 8,300 | 8,772 | |||
Florida Power & Light Co. | 2.750% | 6/1/23 | 11,475 | 12,106 | |||
Florida Power & Light Co. | 3.250% | 6/1/24 | 11,215 | 12,182 | |||
Florida Power & Light Co. | 2.850% | 4/1/25 | 16,979 | 18,607 | |||
Florida Power & Light Co. | 3.125% | 12/1/25 | 15,479 | 17,215 | |||
Florida Power & Light Co. | 5.625% | 4/1/34 | 3,125 | 4,454 | |||
Florida Power & Light Co. | 4.950% | 6/1/35 | 645 | 894 | |||
Florida Power & Light Co. | 5.650% | 2/1/37 | 3,396 | 4,774 | |||
Florida Power & Light Co. | 5.950% | 2/1/38 | 8,235 | 12,234 | |||
Florida Power & Light Co. | 5.960% | 4/1/39 | 600 | 904 | |||
Florida Power & Light Co. | 5.690% | 3/1/40 | 200 | 294 | |||
Florida Power & Light Co. | 5.250% | 2/1/41 | 680 | 952 | |||
Florida Power & Light Co. | 4.125% | 2/1/42 | 16,098 | 20,017 | |||
Florida Power & Light Co. | 4.050% | 6/1/42 | 7,140 | 8,825 | |||
Florida Power & Light Co. | 3.800% | 12/15/42 | 5,145 | 6,185 | |||
Florida Power & Light Co. | 4.050% | 10/1/44 | 4,300 | 5,376 | |||
Florida Power & Light Co. | 3.700% | 12/1/47 | 8,285 | 10,051 | |||
Florida Power & Light Co. | 3.950% | 3/1/48 | 20,666 | 26,036 | |||
Florida Power & Light Co. | 4.125% | 6/1/48 | 4,422 | 5,714 | |||
Florida Power & Light Co. | 3.990% | 3/1/49 | 6,871 | 8,574 | |||
Florida Power & Light Co. | 3.150% | 10/1/49 | 14,138 | 16,019 | |||
Fortis Inc. | 3.055% | 10/4/26 | 11,735 | 12,597 | |||
Georgia Power Co. | 2.850% | 5/15/22 | 9,475 | 9,830 | |||
Georgia Power Co. | 2.100% | 7/30/23 | 8,025 | 8,353 | |||
Georgia Power Co. | 2.200% | 9/15/24 | 6,725 | 7,050 | |||
Georgia Power Co. | 3.250% | 4/1/26 | 6,800 | 7,256 | |||
Georgia Power Co. | 3.250% | 3/30/27 | 7,375 | 7,960 | |||
Georgia Power Co. | 2.650% | 9/15/29 | 9,332 | 9,801 | |||
Georgia Power Co. | 4.750% | 9/1/40 | 8,542 | 10,319 | |||
Georgia Power Co. | 4.300% | 3/15/42 | 10,075 | 11,710 | |||
Georgia Power Co. | 4.300% | 3/15/43 | 5,190 | 6,074 | |||
Georgia Power Co. | 3.700% | 1/30/50 | 3,000 | 3,331 | |||
Gulf Power Co. | 3.300% | 5/30/27 | 3,400 | 3,704 | |||
Iberdrola International BV | 6.750% | 7/15/36 | 3,450 | 4,762 | |||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 11,120 | 12,535 | |||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 7,350 | 10,201 | |||
Indiana Michigan Power Co. | 4.550% | 3/15/46 | 4,580 | 5,831 |
124
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 9,080 | 10,267 | |||
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 5,375 | 6,536 | |||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 12,725 | 13,833 | |||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 5,600 | 6,444 | |||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 5,200 | 5,695 | |||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 4,100 | 4,189 | |||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 3,345 | 4,794 | |||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 2,650 | 2,919 | |||
Interstate Power & Light Co. | 3.500% | 9/30/49 | 250 | 273 | |||
IPALCO Enterprises Inc. | 3.700% | 9/1/24 | 200 | 213 | |||
ITC Holdings Corp. | 2.700% | 11/15/22 | 5,275 | 5,491 | |||
ITC Holdings Corp. | 3.650% | 6/15/24 | 3,740 | 4,061 | |||
ITC Holdings Corp. | 3.250% | 6/30/26 | 6,230 | 6,834 | |||
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,743 | 7,492 | |||
ITC Holdings Corp. | 5.300% | 7/1/43 | 9,915 | 12,527 | |||
4 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,390 | 2,959 | ||
Kansas City Power & Light Co. | 3.150% | 3/15/23 | 2,500 | 2,640 | |||
Kansas City Power & Light Co. | 5.300% | 10/1/41 | 7,310 | 9,847 | |||
Kansas City Power & Light Co. | 4.200% | 6/15/47 | 6,560 | 7,958 | |||
Kansas City Power & Light Co. | 4.200% | 3/15/48 | 6,213 | 7,793 | |||
Kentucky Utilities Co. | 5.125% | 11/1/40 | 8,981 | 11,812 | |||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 8,570 | 10,323 | |||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 10,600 | 11,344 | |||
Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 4,250 | 4,726 | |||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 11,857 | 14,383 | |||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,128 | 11,242 | |||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 4,625 | 5,120 | |||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 7,250 | 8,634 | |||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 9,264 | 13,681 | |||
MidAmerican Energy Co. | 5.750% | 11/1/35 | 2,100 | 3,036 | |||
MidAmerican Energy Co. | 5.800% | 10/15/36 | 10,180 | 14,407 | |||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 3,766 | 4,955 | |||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 1,175 | 1,491 | |||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 5,255 | 6,650 | |||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 3,850 | 4,737 | |||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 8,380 | 9,857 | |||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 6,069 | 7,862 | |||
MidAmerican Energy Co. | 3.150% | 4/15/50 | 150 | 170 | |||
Mississippi Power Co. | 3.950% | 3/30/28 | 1,750 | 1,977 | |||
Mississippi Power Co. | 4.250% | 3/15/42 | 7,775 | 9,172 | |||
National Rural Utilities Cooperative Finance Corp. | 1.750% | 1/21/22 | 2,250 | 2,299 | |||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 2,662 | 2,748 | |||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 6,540 | 6,742 | |||
National Rural Utilities Cooperative Finance Corp. | 2.300% | 9/15/22 | 1,100 | 1,137 | |||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 12,460 | 13,036 | |||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 5,925 | 6,424 | |||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 10,596 | 11,324 | |||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 9,327 | 10,094 | |||
National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 9,702 | 10,804 | |||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 4,085 | 4,408 | |||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 5,640 | 6,553 | |||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 6,954 | 8,013 | |||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 6,458 | 6,876 | |||
National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 600 | 927 | |||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 12,195 | 14,091 | |||
4 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 3,097 | 3,097 | ||
4 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 6,115 | 6,408 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 8,600 | 11,103 | |||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 11,945 | 15,276 | |||
Nevada Power Co. | 3.700% | 5/1/29 | 11,250 | 13,012 | |||
Nevada Power Co. | 2.400% | 5/1/30 | 6,035 | 6,412 | |||
Nevada Power Co. | 6.650% | 4/1/36 | 5,650 | 8,042 | |||
Nevada Power Co. | 6.750% | 7/1/37 | 7,922 | 11,916 | |||
Nevada Power Co. | 3.125% | 8/1/50 | 6,090 | 6,680 |
125
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
NextEra Energy Capital Holdings Inc. | 2.403% | 9/1/21 | 12,500 | 12,750 | |||
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 9,640 | 10,007 | |||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 6,108 | 6,417 | |||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 6,200 | 6,694 | |||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 15,010 | 16,262 | |||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 3,300 | 3,689 | |||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 16,731 | 18,840 | |||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 5,133 | 5,812 | |||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 3,927 | 4,226 | |||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 24,000 | 24,607 | |||
4 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 8,075 | 8,337 | ||
4 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 4,000 | 4,360 | ||
Northern States Power Co. | 2.600% | 5/15/23 | 2,000 | 2,092 | |||
Northern States Power Co. | 6.250% | 6/1/36 | 3,670 | 5,345 | |||
Northern States Power Co. | 6.200% | 7/1/37 | 4,643 | 6,907 | |||
Northern States Power Co. | 5.350% | 11/1/39 | 8,146 | 11,402 | |||
Northern States Power Co. | 3.400% | 8/15/42 | 4,133 | 4,671 | |||
Northern States Power Co. | 4.125% | 5/15/44 | 700 | 869 | |||
Northern States Power Co. | 4.000% | 8/15/45 | 3,120 | 3,816 | |||
Northern States Power Co. | 3.600% | 5/15/46 | 300 | 349 | |||
Northern States Power Co. | 3.600% | 9/15/47 | 410 | 483 | |||
Northern States Power Co. | 2.900% | 3/1/50 | 3,930 | 4,279 | |||
NorthWestern Corp. | 4.176% | 11/15/44 | 5,020 | 6,109 | |||
NSTAR Electric Co. | 2.375% | 10/15/22 | 9,075 | 9,391 | |||
NSTAR Electric Co. | 3.200% | 5/15/27 | 9,100 | 10,177 | |||
NSTAR Electric Co. | 3.250% | 5/15/29 | 4,983 | 5,682 | |||
NSTAR Electric Co. | 5.500% | 3/15/40 | 4,996 | 6,803 | |||
NSTAR Electric Co. | 4.400% | 3/1/44 | 3,300 | 4,114 | |||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 1,930 | 2,598 | |||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 8,050 | 9,352 | |||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 568 | 645 | |||
Ohio Edison Co. | 6.875% | 7/15/36 | 1,870 | 2,537 | |||
Ohio Power Co. | 5.375% | 10/1/21 | 6,266 | 6,637 | |||
Ohio Power Co. | 2.600% | 4/1/30 | 100 | 107 | |||
Ohio Power Co. | 4.150% | 4/1/48 | 4,295 | 5,290 | |||
Ohio Power Co. | 4.000% | 6/1/49 | 4,884 | 5,903 | |||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 5,725 | 6,399 | |||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 3,800 | 4,163 | |||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 2,975 | 3,442 | |||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 3,979 | 4,434 | |||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 350 | 370 | |||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 10,000 | 10,647 | |||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 10,172 | 11,048 | |||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 6,556 | 7,744 | |||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 1,600 | 2,065 | |||
6 | Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 5,850 | 6,390 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 5,440 | 7,983 | |||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 2,930 | 4,425 | |||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 1,771 | 2,899 | |||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 5,900 | 8,028 | |||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 4,494 | 5,775 | |||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 4,975 | 6,986 | |||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 12,044 | 14,331 | |||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 4,215 | 5,092 | |||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 2,700 | 3,403 | |||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 8,000 | 9,694 | |||
Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 13,105 | 14,264 | |||
6 | Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 6,994 | 8,494 | ||
Pacific Gas & Electric Co. | 1.750% | 6/16/22 | 29,500 | 29,532 | |||
7 | Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 5,000 | 5,513 | ||
7 | Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 3,028 | 3,361 | ||
7 | Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 2,300 | 2,527 | ||
7 | Pacific Gas & Electric Co. | 2.950% | 3/1/26 | 5,000 | 5,388 | ||
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 9,000 | 8,886 |
126
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
7 | Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 20,500 | 22,243 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 34,500 | 33,697 | |||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 13,675 | 13,311 | |||
7 | Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 9,300 | 9,765 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 26,800 | 25,844 | |||
PacifiCorp | 2.950% | 2/1/22 | 5,567 | 5,761 | |||
PacifiCorp | 2.950% | 6/1/23 | 5,215 | 5,521 | |||
PacifiCorp | 3.600% | 4/1/24 | 7,214 | 7,917 | |||
PacifiCorp | 3.500% | 6/15/29 | 12,450 | 14,265 | |||
PacifiCorp | 2.700% | 9/15/30 | 2,500 | 2,714 | |||
PacifiCorp | 7.700% | 11/15/31 | 1,349 | 2,085 | |||
PacifiCorp | 5.250% | 6/15/35 | 1,610 | 2,233 | |||
PacifiCorp | 6.100% | 8/1/36 | 5,373 | 7,566 | |||
PacifiCorp | 5.750% | 4/1/37 | 9,569 | 13,173 | |||
PacifiCorp | 6.250% | 10/15/37 | 9,681 | 14,059 | |||
PacifiCorp | 6.350% | 7/15/38 | 3,450 | 5,134 | |||
PacifiCorp | 6.000% | 1/15/39 | 4,271 | 6,288 | |||
PacifiCorp | 4.100% | 2/1/42 | 4,965 | 5,926 | |||
PacifiCorp | 4.125% | 1/15/49 | 5,928 | 7,324 | |||
PacifiCorp | 4.150% | 2/15/50 | 16,000 | 19,985 | |||
PacifiCorp | 3.300% | 3/15/51 | 10,441 | 11,545 | |||
PECO Energy Co. | 2.375% | 9/15/22 | 3,135 | 3,236 | |||
PECO Energy Co. | 3.150% | 10/15/25 | 2,350 | 2,600 | |||
PECO Energy Co. | 3.900% | 3/1/48 | 3,800 | 4,689 | |||
PECO Energy Co. | 3.000% | 9/15/49 | 5,300 | 5,612 | |||
PECO Energy Co. | 2.800% | 6/15/50 | 4,000 | 4,127 | |||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 6,500 | 6,558 | |||
Potomac Electric Power Co. | 3.600% | 3/15/24 | 3,537 | 3,855 | |||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 7,732 | 11,341 | |||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 5,525 | 6,662 | |||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 3,190 | 3,377 | |||
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 1,745 | 1,841 | |||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 3,895 | 4,123 | |||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 815 | 885 | |||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 9,026 | 9,757 | |||
PPL Capital Funding Inc. | 4.125% | 4/15/30 | 200 | 228 | |||
PPL Capital Funding Inc. | 4.700% | 6/1/43 | 4,186 | 4,768 | |||
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 12,493 | 14,800 | |||
PPL Capital Funding Inc. | 4.000% | 9/15/47 | 7,525 | 8,014 | |||
PPL Electric Utilities Corp. | 3.000% | 9/15/21 | 5,595 | 5,729 | |||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 5,467 | 8,138 | |||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 3,100 | 3,768 | |||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 5,505 | 6,758 | |||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 5,775 | 6,932 | |||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 3,400 | 4,166 | |||
Progress Energy Inc. | 3.150% | 4/1/22 | 17,465 | 18,118 | |||
Progress Energy Inc. | 7.750% | 3/1/31 | 2,960 | 4,305 | |||
Progress Energy Inc. | 7.000% | 10/30/31 | 3,025 | 4,202 | |||
Progress Energy Inc. | 6.000% | 12/1/39 | 7,724 | 10,434 | |||
PSEG Power LLC | 3.850% | 6/1/23 | 8,765 | 9,456 | |||
PSEG Power LLC | 8.625% | 4/15/31 | 1,638 | 2,274 | |||
Public Service Co. of Colorado | 2.250% | 9/15/22 | 6,200 | 6,370 | |||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 5,050 | 5,855 | |||
Public Service Co. of Colorado | 1.900% | 1/15/31 | 4,550 | 4,608 | |||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 10,575 | 12,139 | |||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 1,562 | 1,970 | |||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 850 | 1,018 | |||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 4,375 | 5,487 | |||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 6,005 | 7,485 | |||
Public Service Co. of Colorado | 3.200% | 3/1/50 | 3,035 | 3,378 | |||
Public Service Co. of Colorado | 2.700% | 1/15/51 | 5,219 | 5,322 | |||
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 4,054 | 4,388 | |||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 3,540 | 4,170 | |||
Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 4,500 | 4,703 |
127
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Public Service Electric & Gas Co. | 3.250% | 9/1/23 | 25 | 27 | |||
Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 11,318 | 12,419 | |||
Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 3,000 | 3,126 | |||
Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 6,050 | 6,621 | |||
Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 1,000 | 1,153 | |||
Public Service Electric & Gas Co. | 3.650% | 9/1/28 | 500 | 576 | |||
Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 3,600 | 4,071 | |||
Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 3,243 | 3,472 | |||
Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 1,916 | 2,815 | |||
Public Service Electric & Gas Co. | 5.500% | 3/1/40 | 100 | 142 | |||
Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 14,730 | 17,660 | |||
Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 1,111 | 1,277 | |||
Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 16,880 | 20,178 | |||
Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 5,190 | 6,107 | |||
Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 9,088 | 11,199 | |||
Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 3,000 | 3,315 | |||
Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 9,700 | 9,890 | |||
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 8,108 | 8,451 | |||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 4,645 | 4,952 | |||
Puget Energy Inc. | 6.000% | 9/1/21 | 6,776 | 7,094 | |||
Puget Energy Inc. | 5.625% | 7/15/22 | 2,050 | 2,189 | |||
Puget Energy Inc. | 3.650% | 5/15/25 | 11,049 | 11,504 | |||
6 | Puget Energy Inc. | 4.100% | 6/15/30 | 5,150 | 5,626 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,625 | 5,202 | |||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 6,910 | 9,673 | |||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,824 | 2,543 | |||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 3,318 | 4,573 | |||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 12,750 | 15,547 | |||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 6,736 | 8,480 | |||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 5,425 | 5,841 | |||
San Diego Gas & Electric Co. | 3.000% | 8/15/21 | 4,925 | 5,021 | |||
San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 7,382 | 7,958 | |||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 1,075 | 1,158 | |||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 1,929 | 2,829 | |||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 5,645 | 6,970 | |||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 4,350 | 5,024 | |||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 7,070 | 8,662 | |||
San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 3,000 | 3,317 | |||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 13,650 | 14,757 | |||
4 | Southern California Edison Co. | 1.845% | 2/1/22 | 1,557 | 1,556 | ||
Southern California Edison Co. | 2.400% | 2/1/22 | 7,400 | 7,504 | |||
Southern California Edison Co. | 3.400% | 6/1/23 | 8,345 | 8,782 | |||
Southern California Edison Co. | 3.500% | 10/1/23 | 7,927 | 8,481 | |||
Southern California Edison Co. | 3.700% | 8/1/25 | 16,125 | 17,798 | |||
Southern California Edison Co. | 3.650% | 3/1/28 | 10,375 | 11,642 | |||
Southern California Edison Co. | 4.200% | 3/1/29 | 6,805 | 7,921 | |||
Southern California Edison Co. | 6.650% | 4/1/29 | 2,881 | 3,545 | |||
Southern California Edison Co. | 2.850% | 8/1/29 | 6,875 | 7,257 | |||
Southern California Edison Co. | 2.250% | 6/1/30 | 9,600 | 9,695 | |||
Southern California Edison Co. | 6.000% | 1/15/34 | 5,535 | 7,417 | |||
Southern California Edison Co. | 5.750% | 4/1/35 | 2,913 | 3,888 | |||
Southern California Edison Co. | 5.350% | 7/15/35 | 9,028 | 11,621 | |||
Southern California Edison Co. | 5.625% | 2/1/36 | 5,650 | 7,141 | |||
Southern California Edison Co. | 5.550% | 1/15/37 | 6,125 | 7,758 | |||
Southern California Edison Co. | 5.950% | 2/1/38 | 7,828 | 10,385 | |||
Southern California Edison Co. | 6.050% | 3/15/39 | 2,910 | 3,943 | |||
Southern California Edison Co. | 5.500% | 3/15/40 | 7,748 | 10,111 | |||
Southern California Edison Co. | 4.500% | 9/1/40 | 4,650 | 5,516 | |||
Southern California Edison Co. | 4.050% | 3/15/42 | 12,662 | 14,290 | |||
Southern California Edison Co. | 3.900% | 3/15/43 | 5,340 | 5,889 | |||
Southern California Edison Co. | 4.650% | 10/1/43 | 3,647 | 4,461 | |||
Southern California Edison Co. | 3.600% | 2/1/45 | 10,345 | 11,164 | |||
Southern California Edison Co. | 4.000% | 4/1/47 | 2,600 | 2,965 | |||
Southern California Edison Co. | 4.125% | 3/1/48 | 18,930 | 22,078 |
128
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Southern California Edison Co. | 4.875% | 3/1/49 | 6,810 | 8,786 | |||
Southern California Edison Co. | 3.650% | 2/1/50 | 15,150 | 16,603 | |||
Southern Co. | 2.350% | 7/1/21 | 16,475 | 16,722 | |||
Southern Co. | 2.950% | 7/1/23 | 7,825 | 8,275 | |||
Southern Co. | 3.250% | 7/1/26 | 18,515 | 20,310 | |||
Southern Co. | 3.700% | 4/30/30 | 9,700 | 11,027 | |||
Southern Co. | 4.250% | 7/1/36 | 6,400 | 7,227 | |||
Southern Co. | 4.400% | 7/1/46 | 13,185 | 15,613 | |||
Southern Power Co. | 2.500% | 12/15/21 | 9,800 | 9,996 | |||
Southern Power Co. | 4.150% | 12/1/25 | 5,850 | 6,634 | |||
Southern Power Co. | 5.150% | 9/15/41 | 12,481 | 14,106 | |||
Southern Power Co. | 5.250% | 7/15/43 | 3,675 | 4,150 | |||
Southern Power Co. | 4.950% | 12/15/46 | 4,380 | 4,754 | |||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 5,210 | 5,553 | |||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 18,395 | 20,898 | |||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 8,113 | 10,655 | |||
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 15,117 | 15,973 | |||
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 7,150 | 7,570 | |||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 2,990 | 3,220 | |||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 6,268 | 7,623 | |||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 21,590 | 23,411 | |||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 7,095 | 8,090 | |||
Southwestern Public Service Co. | 4.400% | 11/15/48 | 13,581 | 17,119 | |||
Southwestern Public Service Co. | 3.750% | 6/15/49 | 6,060 | 6,941 | |||
Southwestern Public Service Co. | 3.150% | 5/1/50 | 6,175 | 6,616 | |||
Tampa Electric Co. | 4.100% | 6/15/42 | 602 | 705 | |||
Tampa Electric Co. | 4.350% | 5/15/44 | 5,935 | 7,253 | |||
Tampa Electric Co. | 4.300% | 6/15/48 | 4,440 | 5,470 | |||
Tampa Electric Co. | 4.450% | 6/15/49 | 5,185 | 6,634 | |||
Tampa Electric Co. | 3.625% | 6/15/50 | 4,020 | 4,691 | |||
Toledo Edison Co. | 6.150% | 5/15/37 | 3,530 | 5,055 | |||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 2,484 | 2,695 | |||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 185 | 238 | |||
Tucson Electric Power Co. | 4.000% | 6/15/50 | 913 | 1,092 | |||
Union Electric Co. | 3.500% | 4/15/24 | 8,630 | 9,363 | |||
Union Electric Co. | 2.950% | 6/15/27 | 6,275 | 6,853 | |||
Union Electric Co. | 3.500% | 3/15/29 | 4,900 | 5,627 | |||
Union Electric Co. | 2.950% | 3/15/30 | 4,000 | 4,465 | |||
Union Electric Co. | 5.300% | 8/1/37 | 3,570 | 4,709 | |||
Union Electric Co. | 8.450% | 3/15/39 | 1,775 | 2,948 | |||
Union Electric Co. | 3.900% | 9/15/42 | 2,940 | 3,426 | |||
Union Electric Co. | 3.650% | 4/15/45 | 6,055 | 6,871 | |||
Union Electric Co. | 4.000% | 4/1/48 | 5,000 | 6,027 | |||
Union Electric Co. | 3.250% | 10/1/49 | 5,050 | 5,480 | |||
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 4,070 | 4,181 | |||
Virginia Electric & Power Co. | 3.450% | 9/1/22 | 5,590 | 5,876 | |||
Virginia Electric & Power Co. | 2.750% | 3/15/23 | 6,687 | 7,004 | |||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 6,320 | 6,832 | |||
Virginia Electric & Power Co. | 3.100% | 5/15/25 | 7,155 | 7,831 | |||
Virginia Electric & Power Co. | 3.150% | 1/15/26 | 13,790 | 15,337 | |||
Virginia Electric & Power Co. | 2.950% | 11/15/26 | 4,720 | 5,213 | |||
Virginia Electric & Power Co. | 3.500% | 3/15/27 | 30,703 | 34,766 | |||
Virginia Electric & Power Co. | 3.800% | 4/1/28 | 21,210 | 24,586 | |||
Virginia Electric & Power Co. | 2.875% | 7/15/29 | 2,870 | 3,156 | |||
Virginia Electric & Power Co. | 6.000% | 1/15/36 | 7,802 | 10,744 | |||
Virginia Electric & Power Co. | 6.000% | 5/15/37 | 5,557 | 7,792 | |||
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 5,030 | 7,662 | |||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,900 | 3,398 | |||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 9,056 | 10,782 | |||
Virginia Electric & Power Co. | 4.650% | 8/15/43 | 8,430 | 10,728 | |||
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 11,380 | 14,173 | |||
Virginia Electric & Power Co. | 4.200% | 5/15/45 | 6,425 | 7,801 | |||
Virginia Electric & Power Co. | 4.000% | 11/15/46 | 8,034 | 9,651 | |||
Virginia Electric & Power Co. | 3.800% | 9/15/47 | 7,224 | 8,483 |
129
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 19,145 | 24,972 | |||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 13,900 | 15,392 | |||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 3,139 | 3,503 | |||
Westar Energy Inc. | 2.550% | 7/1/26 | 7,875 | 8,265 | |||
Westar Energy Inc. | 3.100% | 4/1/27 | 13,010 | 13,801 | |||
Westar Energy Inc. | 4.125% | 3/1/42 | 8,362 | 9,866 | |||
Westar Energy Inc. | 4.100% | 4/1/43 | 5,475 | 6,476 | |||
Westar Energy Inc. | 4.250% | 12/1/45 | 3,872 | 4,716 | |||
Westar Energy Inc. | 3.250% | 9/1/49 | 4,050 | 4,280 | |||
Wisconsin Electric Power Co. | 2.950% | 9/15/21 | 2,515 | 2,571 | |||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 1,905 | 2,006 | |||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 775 | 1,023 | |||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 1,050 | 1,456 | |||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 3,475 | 4,296 | |||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,200 | 2,375 | |||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 4,225 | 5,883 | |||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 4,250 | 5,009 | |||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 6,072 | 6,327 | |||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 3,375 | 3,699 | |||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 5,000 | 6,301 | |||
Wisconsin Public Service Corp. | 3.300% | 9/1/49 | 1,050 | 1,152 | |||
Xcel Energy Inc. | 2.400% | 3/15/21 | 4,390 | 4,429 | |||
Xcel Energy Inc. | 2.600% | 3/15/22 | 5,225 | 5,375 | |||
Xcel Energy Inc. | 3.300% | 6/1/25 | 7,050 | 7,745 | |||
Xcel Energy Inc. | 3.350% | 12/1/26 | 2,675 | 2,992 | |||
Xcel Energy Inc. | 4.000% | 6/15/28 | 5,306 | 6,194 | |||
Xcel Energy Inc. | 2.600% | 12/1/29 | 5,200 | 5,490 | |||
Xcel Energy Inc. | 3.400% | 6/1/30 | 5,790 | 6,572 | |||
Xcel Energy Inc. | 6.500% | 7/1/36 | 7,956 | 11,391 | |||
Xcel Energy Inc. | 3.500% | 12/1/49 | 4,390 | 4,827 | |||
Natural Gas (0.2%) | |||||||
Atmos Energy Corp. | 3.000% | 6/15/27 | 7,400 | 8,102 | |||
Atmos Energy Corp. | 2.625% | 9/15/29 | 2,514 | 2,723 | |||
Atmos Energy Corp. | 5.500% | 6/15/41 | 10,250 | 14,422 | |||
Atmos Energy Corp. | 4.150% | 1/15/43 | 5,550 | 6,790 | |||
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,100 | 3,837 | |||
Atmos Energy Corp. | 3.375% | 9/15/49 | 19,020 | 21,377 | |||
CenterPoint Energy Resources Corp. | 4.500% | 1/15/21 | 16,567 | 16,753 | |||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 3,000 | 3,195 | |||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 3,350 | 3,775 | |||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 6,750 | 9,065 | |||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 3,200 | 3,520 | |||
6 | East Ohio Gas Co. | 3.000% | 6/15/50 | 2,500 | 2,497 | ||
KeySpan Corp. | 5.803% | 4/1/35 | 2,800 | 3,683 | |||
NiSource Finance Corp. | 3.490% | 5/15/27 | 11,196 | 12,606 | |||
NiSource Finance Corp. | 5.950% | 6/15/41 | 9,065 | 12,500 | |||
NiSource Finance Corp. | 5.250% | 2/15/43 | 1,471 | 1,889 | |||
NiSource Finance Corp. | 4.800% | 2/15/44 | 2,252 | 2,764 | |||
NiSource Finance Corp. | 5.650% | 2/1/45 | 2,510 | 3,391 | |||
NiSource Finance Corp. | 4.375% | 5/15/47 | 20,235 | 24,606 | |||
NiSource Finance Corp. | 3.950% | 3/30/48 | 501 | 578 | |||
NiSource Inc. | 2.650% | 11/17/22 | 5,255 | 5,471 | |||
NiSource Inc. | 3.650% | 6/15/23 | 3,985 | 4,293 | |||
NiSource Inc. | 2.950% | 9/1/29 | 7,726 | 8,412 | |||
NiSource Inc. | 3.600% | 5/1/30 | 600 | 685 | |||
ONE Gas Inc. | 2.000% | 5/15/30 | 3,000 | 3,066 | |||
ONE Gas Inc. | 4.658% | 2/1/44 | 4,325 | 5,416 | |||
ONE Gas Inc. | 4.500% | 11/1/48 | 7,610 | 9,661 | |||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 5,750 | 6,533 | |||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 2,450 | 2,985 | |||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 4,215 | 4,675 | |||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 5,000 | 5,411 | |||
Sempra Energy | 2.875% | 10/1/22 | 6,125 | 6,346 |
130
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Sempra Energy | 2.900% | 2/1/23 | 6,925 | 7,236 | |||
Sempra Energy | 4.050% | 12/1/23 | 11,435 | 12,447 | |||
Sempra Energy | 3.550% | 6/15/24 | 1,400 | 1,519 | |||
Sempra Energy | 3.750% | 11/15/25 | 5,450 | 6,013 | |||
Sempra Energy | 3.250% | 6/15/27 | 9,730 | 10,684 | |||
Sempra Energy | 3.400% | 2/1/28 | 10,880 | 11,904 | |||
Sempra Energy | 3.800% | 2/1/38 | 14,990 | 16,215 | |||
Sempra Energy | 6.000% | 10/15/39 | 22,845 | 31,481 | |||
Sempra Energy | 4.000% | 2/1/48 | 9,935 | 11,283 | |||
Southern California Gas Co. | 3.150% | 9/15/24 | 4,045 | 4,403 | |||
Southern California Gas Co. | 3.200% | 6/15/25 | 1,520 | 1,673 | |||
Southern California Gas Co. | 2.600% | 6/15/26 | 13,950 | 14,923 | |||
Southern California Gas Co. | 2.550% | 2/1/30 | 7,805 | 8,434 | |||
Southern California Gas Co. | 3.750% | 9/15/42 | 3,845 | 4,361 | |||
Southern California Gas Co. | 4.125% | 6/1/48 | 5,075 | 6,239 | |||
Southern California Gas Co. | 4.300% | 1/15/49 | 500 | 635 | |||
Southern California Gas Co. | 3.950% | 2/15/50 | 4,125 | 5,001 | |||
Southern Co. Gas Capital Corp. | 3.500% | 9/15/21 | 2,975 | 3,052 | |||
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 1,251 | 1,309 | |||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 5,105 | 5,462 | |||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 4,295 | 5,597 | |||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 4,806 | 5,554 | |||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 5,950 | 6,553 | |||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 18,560 | 22,200 | |||
Southwest Gas Corp. | 3.700% | 4/1/28 | 7,425 | 8,250 | |||
Southwest Gas Corp. | 3.800% | 9/29/46 | 885 | 961 | |||
Southwest Gas Corp. | 4.150% | 6/1/49 | 3,475 | 3,956 | |||
Washington Gas Light Co. | 3.796% | 9/15/46 | 4,675 | 5,206 | |||
Washington Gas Light Co. | 3.650% | 9/15/49 | 6,000 | 6,698 | |||
Other Utility (0.0%) | |||||||
American Water Capital Corp. | 3.850% | 3/1/24 | 6,450 | 7,118 | |||
American Water Capital Corp. | 3.400% | 3/1/25 | 6,060 | 6,727 | |||
American Water Capital Corp. | 2.950% | 9/1/27 | 8,200 | 8,962 | |||
American Water Capital Corp. | 3.750% | 9/1/28 | 6,717 | 7,729 | |||
American Water Capital Corp. | 3.450% | 6/1/29 | 7,175 | 8,131 | |||
American Water Capital Corp. | 2.800% | 5/1/30 | 4,000 | 4,356 | |||
American Water Capital Corp. | 6.593% | 10/15/37 | 8,141 | 12,115 | |||
American Water Capital Corp. | 4.300% | 12/1/42 | 60 | 73 | |||
American Water Capital Corp. | 4.300% | 9/1/45 | 7,122 | 8,860 | |||
American Water Capital Corp. | 4.000% | 12/1/46 | 1,265 | 1,520 | |||
American Water Capital Corp. | 3.750% | 9/1/47 | 12,125 | 14,050 | |||
American Water Capital Corp. | 4.200% | 9/1/48 | 10,045 | 12,425 | |||
American Water Capital Corp. | 4.150% | 6/1/49 | 6,890 | 8,533 | |||
American Water Capital Corp. | 3.450% | 5/1/50 | 6,300 | 7,131 | |||
Essential Utilities Inc. | 3.566% | 5/1/29 | 3,873 | 4,286 | |||
Essential Utilities Inc. | 2.704% | 4/15/30 | 4,000 | 4,192 | |||
Essential Utilities Inc. | 4.276% | 5/1/49 | 5,020 | 6,058 | |||
Essential Utilities Inc. | 3.351% | 4/15/50 | 5,100 | 5,322 | |||
United Utilities plc | 6.875% | 8/15/28 | 960 | 1,210 | |||
Veolia Environnement SA | 6.750% | 6/1/38 | 1,690 | 2,389 | |||
6,231,942 | |||||||
Total Corporate Bonds (Cost $72,908,577) | 79,895,820 | ||||||
Sovereign Bonds (3.9%) | |||||||
African Development Bank | 1.250% | 7/26/21 | 7,810 | 7,890 | |||
African Development Bank | 2.375% | 9/23/21 | 28,100 | 28,810 | |||
African Development Bank | 1.625% | 9/16/22 | 30,730 | 31,620 | |||
African Development Bank | 2.125% | 11/16/22 | 46,810 | 48,787 | |||
African Development Bank | 0.750% | 4/3/23 | 4,000 | 4,048 | |||
African Development Bank | 3.000% | 9/20/23 | 17,560 | 19,038 | |||
Asian Development Bank | 2.125% | 11/24/21 | 13,000 | 13,331 | |||
Asian Development Bank | 2.000% | 2/16/22 | 76,176 | 78,287 | |||
Asian Development Bank | 1.875% | 2/18/22 | 29,550 | 30,312 |
131
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Asian Development Bank | 0.625% | 4/7/22 | 23,750 | 23,891 | |||
Asian Development Bank | 1.875% | 7/19/22 | 52,750 | 54,470 | |||
Asian Development Bank | 1.875% | 8/10/22 | 1,000 | 1,033 | |||
Asian Development Bank | 1.750% | 9/13/22 | 42,818 | 44,180 | |||
Asian Development Bank | 1.625% | 1/24/23 | 22,850 | 23,618 | |||
Asian Development Bank | 2.750% | 3/17/23 | 65,086 | 69,355 | |||
Asian Development Bank | 2.625% | 1/30/24 | 6,859 | 7,409 | |||
Asian Development Bank | 1.500% | 10/18/24 | 40,330 | 42,186 | |||
Asian Development Bank | 2.000% | 1/22/25 | 16,465 | 17,601 | |||
Asian Development Bank | 2.125% | 3/19/25 | 3,285 | 3,539 | |||
Asian Development Bank | 0.625% | 4/29/25 | 40,128 | 40,390 | |||
Asian Development Bank | 2.000% | 4/24/26 | 11,450 | 12,382 | |||
Asian Development Bank | 1.750% | 8/14/26 | 1,225 | 1,303 | |||
Asian Development Bank | 2.625% | 1/12/27 | 21,100 | 23,669 | |||
Asian Development Bank | 6.220% | 8/15/27 | 475 | 643 | |||
Asian Development Bank | 2.500% | 11/2/27 | 42,747 | 48,064 | |||
Asian Development Bank | 2.750% | 1/19/28 | 23,142 | 26,508 | |||
Asian Development Bank | 5.820% | 6/16/28 | 2,390 | 3,259 | |||
Asian Development Bank | 3.125% | 9/26/28 | 8,500 | 10,007 | |||
Asian Development Bank | 1.750% | 9/19/29 | 30,900 | 33,139 | |||
Asian Development Bank | 1.875% | 1/24/30 | 19,000 | 20,625 | |||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 33,360 | 35,705 | |||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 19,000 | 18,956 | |||
Canada | 2.625% | 1/25/22 | 33,955 | 35,215 | |||
Canada | 2.000% | 11/15/22 | 35,410 | 36,894 | |||
Canada | 1.625% | 1/22/25 | 30,900 | 32,553 | |||
CNOOC Curtis Funding No. 1 Pty Ltd. | 4.500% | 10/3/23 | 5,000 | 5,474 | |||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 13,760 | 14,356 | |||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 5,850 | 6,195 | |||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 2,500 | 2,961 | |||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 9,550 | 9,981 | |||
CNOOC Finance 2015 Australia Pty Ltd. | 4.200% | 5/5/45 | 4,500 | 5,348 | |||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 33,760 | 36,803 | |||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 10,000 | 11,619 | |||
CNOOC Nexen Finance 2014 ULC | 4.250% | 4/30/24 | 37,370 | 40,998 | |||
CNOOC Nexen Finance 2014 ULC | 4.875% | 4/30/44 | 6,465 | 8,528 | |||
Corp. Andina de Fomento | 2.125% | 9/27/21 | 6,050 | 6,095 | |||
Corp. Andina de Fomento | 3.250% | 2/11/22 | 1,697 | 1,738 | |||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 20,070 | 21,066 | |||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 21,879 | 22,422 | |||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 3,700 | 3,753 | |||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 13,643 | 14,581 | |||
Council of Europe Development Bank | 1.750% | 9/26/22 | 9,300 | 9,599 | |||
Council of Europe Development Bank | 2.625% | 2/13/23 | 23,255 | 24,652 | |||
Council of Europe Development Bank | 0.250% | 6/10/23 | 2,400 | 2,397 | |||
Council of Europe Development Bank | 2.500% | 2/27/24 | 2,800 | 3,014 | |||
Council of Europe Development Bank | 1.375% | 2/27/25 | 13,000 | 13,536 | |||
Ecopetrol SA | 5.875% | 9/18/23 | 12,870 | 13,787 | |||
Ecopetrol SA | 4.125% | 1/16/25 | 26,203 | 26,105 | |||
Ecopetrol SA | 5.375% | 6/26/26 | 23,184 | 24,401 | |||
Ecopetrol SA | 6.875% | 4/29/30 | 20,312 | 23,359 | |||
Ecopetrol SA | 7.375% | 9/18/43 | 9,446 | 11,359 | |||
Ecopetrol SA | 5.875% | 5/28/45 | 24,836 | 26,109 | |||
Equinor ASA | 2.750% | 11/10/21 | 18,460 | 18,991 | |||
Equinor ASA | 3.150% | 1/23/22 | 11,117 | 11,566 | |||
Equinor ASA | 2.450% | 1/17/23 | 22,700 | 23,689 | |||
Equinor ASA | 7.750% | 6/15/23 | 25 | 30 | |||
Equinor ASA | 2.650% | 1/15/24 | 24,462 | 26,012 | |||
Equinor ASA | 3.700% | 3/1/24 | 14,637 | 16,200 | |||
Equinor ASA | 3.250% | 11/10/24 | 13,505 | 14,917 | |||
Equinor ASA | 2.875% | 4/6/25 | 282 | 304 | |||
Equinor ASA | 1.750% | 1/22/26 | 450 | 460 | |||
Equinor ASA | 7.250% | 9/23/27 | 7,605 | 10,202 | |||
Equinor ASA | 3.625% | 9/10/28 | 8,075 | 9,244 |
132
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
6 | Equinor ASA | 6.500% | 12/1/28 | 975 | 1,279 | ||
Equinor ASA | 3.125% | 4/6/30 | 20,700 | 22,837 | |||
Equinor ASA | 2.375% | 5/22/30 | 2,500 | 2,593 | |||
Equinor ASA | 5.100% | 8/17/40 | 5,886 | 7,521 | |||
Equinor ASA | 4.250% | 11/23/41 | 9,009 | 10,739 | |||
Equinor ASA | 3.950% | 5/15/43 | 9,367 | 10,860 | |||
Equinor ASA | 4.800% | 11/8/43 | 8,046 | 10,400 | |||
Equinor ASA | 3.250% | 11/18/49 | 11,695 | 12,302 | |||
Equinor ASA | 3.700% | 4/6/50 | 23,125 | 26,568 | |||
European Bank for Reconstruction & Development | 1.875% | 7/15/21 | 6,375 | 6,480 | |||
European Bank for Reconstruction & Development | 1.500% | 11/2/21 | 12,300 | 12,497 | |||
European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 14,800 | 15,185 | |||
European Bank for Reconstruction & Development | 2.125% | 3/7/22 | 1,040 | 1,072 | |||
European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 24,194 | 25,765 | |||
European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 27,000 | 26,987 | |||
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 6,730 | 7,068 | |||
European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 2,200 | 2,304 | |||
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 29,065 | 29,096 | |||
European Investment Bank | 1.375% | 9/15/21 | 6,735 | 6,825 | |||
European Investment Bank | 2.125% | 10/15/21 | 27,540 | 28,200 | |||
European Investment Bank | 2.875% | 12/15/21 | 67,182 | 69,742 | |||
European Investment Bank | 2.250% | 3/15/22 | 84,860 | 87,747 | |||
European Investment Bank | 2.625% | 5/20/22 | 13,950 | 14,573 | |||
European Investment Bank | 2.375% | 6/15/22 | 71,130 | 74,078 | |||
European Investment Bank | 2.250% | 8/15/22 | 24,915 | 25,970 | |||
European Investment Bank | 1.375% | 9/6/22 | 27,890 | 28,573 | |||
European Investment Bank | 2.000% | 12/15/22 | 8,935 | 9,316 | |||
European Investment Bank | 2.500% | 3/15/23 | 29,373 | 31,139 | |||
European Investment Bank | 1.375% | 5/15/23 | 30,000 | 30,942 | |||
European Investment Bank | 2.875% | 8/15/23 | 48,254 | 52,131 | |||
European Investment Bank | 0.250% | 9/15/23 | 40,000 | 39,967 | |||
European Investment Bank | 3.125% | 12/14/23 | 42,300 | 46,390 | |||
European Investment Bank | 3.250% | 1/29/24 | 49,490 | 54,611 | |||
European Investment Bank | 2.625% | 3/15/24 | 33,956 | 36,798 | |||
European Investment Bank | 2.250% | 6/24/24 | 51,915 | 55,791 | |||
European Investment Bank | 2.500% | 10/15/24 | 25,610 | 27,896 | |||
European Investment Bank | 1.875% | 2/10/25 | 54,201 | 57,774 | |||
European Investment Bank | 1.625% | 3/14/25 | 57,847 | 61,066 | |||
European Investment Bank | 0.625% | 7/25/25 | 19,200 | 19,361 | |||
European Investment Bank | 2.125% | 4/13/26 | 52,745 | 57,455 | |||
European Investment Bank | 2.375% | 5/24/27 | 13,460 | 14,991 | |||
European Investment Bank | 1.625% | 10/9/29 | 12,190 | 12,999 | |||
European Investment Bank | 0.875% | 5/17/30 | 7,300 | 7,291 | |||
European Investment Bank | 4.875% | 2/15/36 | 20,990 | 31,764 | |||
Export Development Canada | 1.375% | 10/21/21 | 14,300 | 14,495 | |||
Export Development Canada | 2.000% | 5/17/22 | 1,500 | 1,548 | |||
Export Development Canada | 1.750% | 7/18/22 | 11,200 | 11,529 | |||
Export Development Canada | 2.500% | 1/24/23 | 12,540 | 13,224 | |||
Export Development Canada | 1.375% | 2/24/23 | 42,670 | 43,734 | |||
Export Development Canada | 2.750% | 3/15/23 | 8,990 | 9,571 | |||
Export Development Canada | 2.625% | 2/21/24 | 10,625 | 11,482 | |||
Export-Import Bank of Korea | 4.375% | 9/15/21 | 4,295 | 4,478 | |||
Export-Import Bank of Korea | 1.875% | 10/21/21 | 13,525 | 13,717 | |||
Export-Import Bank of Korea | 3.500% | 11/27/21 | 8,900 | 9,232 | |||
Export-Import Bank of Korea | 2.750% | 1/25/22 | 23,060 | 23,744 | |||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 6,100 | 6,549 | |||
Export-Import Bank of Korea | 3.000% | 11/1/22 | 8,664 | 9,104 | |||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 13,664 | 14,920 | |||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 33,525 | 37,011 | |||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 15,100 | 15,668 | |||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 6,580 | 7,336 | |||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 12,975 | 14,115 | |||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 725 | 817 | |||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 100 | 106 |
133
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
FMS Wertmanagement | 2.000% | 8/1/22 | 54,160 | 56,062 | |||
FMS Wertmanagement | 2.750% | 1/30/24 | 2,000 | 2,169 | |||
Hydro-Quebec | 8.400% | 1/15/22 | 8,202 | 9,163 | |||
Hydro-Quebec | 8.050% | 7/7/24 | 9,060 | 11,496 | |||
Hydro-Quebec | 8.500% | 12/1/29 | 5,546 | 8,847 | |||
Industrial & Commercial Bank of China Ltd. | 2.452% | 10/20/21 | 1,230 | 1,250 | |||
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 8,810 | 9,138 | |||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 8,600 | 9,498 | |||
Inter-American Development Bank | 1.875% | 7/23/21 | 13,695 | 13,925 | |||
Inter-American Development Bank | 2.125% | 1/18/22 | 66,350 | 68,228 | |||
Inter-American Development Bank | 1.750% | 4/14/22 | 30,640 | 31,437 | |||
Inter-American Development Bank | 1.750% | 9/14/22 | 29,578 | 30,527 | |||
Inter-American Development Bank | 3.000% | 9/26/22 | 27,796 | 29,467 | |||
Inter-American Development Bank | 2.500% | 1/18/23 | 58,970 | 62,247 | |||
Inter-American Development Bank | 0.500% | 5/24/23 | 9,100 | 9,154 | |||
Inter-American Development Bank | 3.000% | 10/4/23 | 12,525 | 13,605 | |||
Inter-American Development Bank | 2.625% | 1/16/24 | 15,545 | 16,779 | |||
Inter-American Development Bank | 3.000% | 2/21/24 | 29,957 | 32,791 | |||
Inter-American Development Bank | 2.125% | 1/15/25 | 29,620 | 31,807 | |||
Inter-American Development Bank | 1.750% | 3/14/25 | 48,415 | 51,274 | |||
Inter-American Development Bank | 0.875% | 4/3/25 | 33,100 | 33,701 | |||
Inter-American Development Bank | 7.000% | 6/15/25 | 5,249 | 6,788 | |||
Inter-American Development Bank | 0.625% | 7/15/25 | 60,000 | 60,349 | |||
Inter-American Development Bank | 2.000% | 6/2/26 | 33,320 | 35,981 | |||
Inter-American Development Bank | 2.000% | 7/23/26 | 23,965 | 25,864 | |||
Inter-American Development Bank | 2.375% | 7/7/27 | 47,250 | 52,544 | |||
Inter-American Development Bank | 3.125% | 9/18/28 | 37,179 | 43,816 | |||
Inter-American Development Bank | 2.250% | 6/18/29 | 19,050 | 21,229 | |||
Inter-American Development Bank | 3.875% | 10/28/41 | 1,345 | 1,868 | |||
Inter-American Development Bank | 3.200% | 8/7/42 | 7,302 | 9,304 | |||
Inter-American Development Bank | 4.375% | 1/24/44 | 8,725 | 13,229 | |||
International Bank for Reconstruction & Development | 2.750% | 7/23/21 | 79,086 | 81,168 | |||
International Bank for Reconstruction & Development | 1.375% | 9/20/21 | 63,570 | 64,433 | |||
International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 14,155 | 14,535 | |||
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 72,905 | 74,880 | |||
International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 61,735 | 63,079 | |||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 46,272 | 47,974 | |||
International Bank for Reconstruction & Development | 1.875% | 10/7/22 | 5,500 | 5,698 | |||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 16,100 | 19,079 | |||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 10,465 | 10,886 | |||
International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 64,550 | 67,556 | |||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 64,800 | 70,396 | |||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 42,700 | 46,072 | |||
International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 49,995 | 52,243 | |||
International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 69,788 | 76,081 | |||
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 37,775 | 39,770 | |||
International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 1,996 | 2,150 | |||
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 15,000 | 15,196 | |||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 57,100 | 57,526 | |||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 24,600 | 27,065 | |||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 5,015 | 5,708 | |||
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,050 | 1,510 | |||
International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 7,536 | 8,103 | |||
International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 19,669 | 22,149 | |||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 13,850 | 14,889 | |||
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 25,400 | 25,322 | |||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 10,708 | 15,741 | |||
International Finance Corp. | 1.125% | 7/20/21 | 3,550 | 3,582 | |||
International Finance Corp. | 2.000% | 10/24/22 | 36,600 | 38,035 | |||
International Finance Corp. | 2.875% | 7/31/23 | 30,500 | 32,898 | |||
International Finance Corp. | 1.375% | 10/16/24 | 20,455 | 21,286 | |||
International Finance Corp. | 2.125% | 4/7/26 | 23,800 | 25,916 | |||
8 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 8,925 | 9,174 | ||
8 | Japan Bank for International Cooperation | 1.500% | 7/21/21 | 24,125 | 24,389 |
134
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
8 | Japan Bank for International Cooperation | 2.000% | 11/4/21 | 6,880 | 7,020 | ||
8 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 9,200 | 9,553 | ||
8 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 11,200 | 11,629 | ||
8 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 11,000 | 11,280 | ||
8 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 34,280 | 35,309 | ||
8 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 23,900 | 24,643 | ||
8 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 17,000 | 17,053 | ||
8 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 4,965 | 5,369 | ||
8 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,400 | 1,520 | ||
8 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 24,400 | 26,639 | ||
8 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 22,000 | 23,590 | ||
8 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 19,690 | 21,466 | ||
8 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 13,000 | 13,583 | ||
8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 38,109 | 40,534 | ||
8 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 5,720 | 6,324 | ||
8 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 2,110 | 2,294 | ||
8 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 30,850 | 33,404 | ||
8 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 30,695 | 34,611 | ||
8 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 9,250 | 10,446 | ||
8 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 30,720 | 34,583 | ||
8 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 14,935 | 17,455 | ||
8 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 20,625 | 24,611 | ||
8 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 12,000 | 12,921 | ||
8 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 11,600 | 12,852 | ||
8 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 5,250 | 6,153 | ||
9 | KFW | 1.500% | 6/15/21 | 22,000 | 22,260 | ||
9 | KFW | 2.375% | 8/25/21 | 19,075 | 19,535 | ||
9 | KFW | 1.750% | 9/15/21 | 67,076 | 68,262 | ||
9 | KFW | 2.000% | 11/30/21 | 21,990 | 22,523 | ||
9 | KFW | 3.125% | 12/15/21 | 69,285 | 72,134 | ||
9 | KFW | 2.625% | 1/25/22 | 21,440 | 22,229 | ||
9 | KFW | 2.500% | 2/15/22 | 57,050 | 59,127 | ||
9 | KFW | 2.125% | 3/7/22 | 76,050 | 78,432 | ||
9 | KFW | 2.125% | 6/15/22 | 64,090 | 66,422 | ||
9 | KFW | 1.750% | 8/22/22 | 84,830 | 87,532 | ||
9 | KFW | 2.000% | 9/29/22 | 7,190 | 7,470 | ||
9 | KFW | 2.000% | 10/4/22 | 25,550 | 26,540 | ||
9 | KFW | 2.375% | 12/29/22 | 45,090 | 47,439 | ||
9 | KFW | 2.125% | 1/17/23 | 48,735 | 51,003 | ||
9 | KFW | 1.625% | 2/15/23 | 58,705 | 60,677 | ||
9 | KFW | 2.625% | 2/28/24 | 20,100 | 21,761 | ||
9 | KFW | 1.375% | 8/5/24 | 31,405 | 32,532 | ||
9 | KFW | 2.500% | 11/20/24 | 48,946 | 53,368 | ||
9 | KFW | 2.000% | 5/2/25 | 16,368 | 17,573 | ||
9 | KFW | 2.875% | 4/3/28 | 6,775 | 7,875 | ||
9 | KFW | 1.750% | 9/14/29 | 16,540 | 17,780 | ||
9 | KFW | 0.000% | 4/18/36 | 16,942 | 13,580 | ||
9 | KFW | 0.000% | 6/29/37 | 33,925 | 26,696 | ||
Korea Development Bank | 4.625% | 11/16/21 | 7,425 | 7,806 | |||
Korea Development Bank | 2.625% | 2/27/22 | 20,180 | 20,758 | |||
Korea Development Bank | 3.000% | 3/19/22 | 2,360 | 2,445 | |||
Korea Development Bank | 3.000% | 9/14/22 | 17,400 | 18,231 | |||
Korea Development Bank | 3.375% | 3/12/23 | 37,000 | 39,391 | |||
Korea Development Bank | 2.750% | 3/19/23 | 9,600 | 10,064 | |||
Korea Development Bank | 3.750% | 1/22/24 | 23,490 | 25,742 | |||
Korea Development Bank | 3.250% | 2/19/24 | 3,000 | 3,239 | |||
Korea Development Bank | 2.125% | 10/1/24 | 5,700 | 5,967 | |||
Korea Development Bank | 2.000% | 9/12/26 | 1,500 | 1,577 | |||
Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | 1,580 | 1,763 | |||
9 | Landwirtschaftliche Rentenbank | 1.750% | 9/24/21 | 13,160 | 13,391 | ||
9 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 340 | 348 | ||
9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 14,350 | 15,667 | ||
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 41,825 | 44,675 | ||
9 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 12,300 | 12,313 |
135
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 25,425 | 27,738 | ||
9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 17,675 | 18,789 | ||
9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 19,024 | 21,413 | ||
Nexen Energy ULC | 7.875% | 3/15/32 | 12,915 | 19,461 | |||
Nexen Energy ULC | 5.875% | 3/10/35 | 5,124 | 6,997 | |||
Nexen Energy ULC | 6.400% | 5/15/37 | 13,164 | 18,639 | |||
Nexen Energy ULC | 7.500% | 7/30/39 | 7,748 | 12,512 | |||
Nordic Investment Bank | 1.250% | 8/2/21 | 7,590 | 7,667 | |||
Nordic Investment Bank | 2.250% | 9/30/21 | 1,000 | 1,024 | |||
Nordic Investment Bank | 2.125% | 2/1/22 | 4,335 | 4,460 | |||
Nordic Investment Bank | 1.375% | 10/17/22 | 11,800 | 12,088 | |||
Nordic Investment Bank | 0.375% | 5/19/23 | 25,100 | 25,121 | |||
Nordic Investment Bank | 2.875% | 7/19/23 | 13,500 | 14,550 | |||
Nordic Investment Bank | 2.250% | 5/21/24 | 12,000 | 12,775 | |||
North American Development Bank | 2.400% | 10/26/22 | 1,658 | 1,720 | |||
10 | Oesterreichische Kontrollbank AG | 2.875% | 9/7/21 | 2,000 | 2,060 | ||
10 | Oesterreichische Kontrollbank AG | 2.375% | 10/1/21 | 10,450 | 10,712 | ||
10 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 6,635 | 6,876 | ||
10 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 5,400 | 5,553 | ||
10 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 12,595 | 13,435 | ||
10 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 11,971 | 13,060 | ||
10 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 14,400 | 14,983 | ||
4 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 3,900 | 4,280 | ||
4 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 17,345 | 18,966 | ||
4 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 27,244 | 31,195 | ||
4 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 12,884 | 15,091 | ||
4 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 5,506 | 8,342 | ||
4 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 12,825 | 14,813 | ||
4 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 46,306 | 59,735 | ||
4 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 30,961 | 39,669 | ||
4 | Petroleos Mexicanos | 2.290% | 2/15/24 | 950 | 974 | ||
Petroleos Mexicanos | 2.378% | 4/15/25 | 1,413 | 1,462 | |||
Province of Alberta | 2.200% | 7/26/22 | 24,870 | 25,729 | |||
Province of Alberta | 3.350% | 11/1/23 | 29,015 | 31,604 | |||
Province of Alberta | 2.950% | 1/23/24 | 14,235 | 15,386 | |||
Province of Alberta | 1.875% | 11/13/24 | 27,635 | 28,897 | |||
Province of Alberta | 1.000% | 5/20/25 | 19,305 | 19,445 | |||
Province of Alberta | 3.300% | 3/15/28 | 17,990 | 20,801 | |||
Province of British Columbia | 2.650% | 9/22/21 | 20,260 | 20,839 | |||
Province of British Columbia | 2.000% | 10/23/22 | 13,731 | 14,259 | |||
Province of British Columbia | 1.750% | 9/27/24 | 7,875 | 8,262 | |||
Province of British Columbia | 6.500% | 1/15/26 | 266 | 344 | |||
Province of British Columbia | 2.250% | 6/2/26 | 8,075 | 8,756 | |||
Province of Manitoba | 2.050% | 11/30/20 | 1,750 | 1,761 | |||
Province of Manitoba | 2.125% | 5/4/22 | 1,400 | 1,443 | |||
Province of Manitoba | 2.100% | 9/6/22 | 12,070 | 12,488 | |||
Province of Manitoba | 2.600% | 4/16/24 | 19,500 | 20,945 | |||
Province of Manitoba | 3.050% | 5/14/24 | 2,000 | 2,183 | |||
Province of Manitoba | 2.125% | 6/22/26 | 6,575 | 7,063 | |||
Province of New Brunswick | 2.500% | 12/12/22 | 1,675 | 1,756 | |||
Province of New Brunswick | 3.625% | 2/24/28 | 8,500 | 9,976 | |||
Province of Ontario | 2.500% | 9/10/21 | 34,170 | 35,018 | |||
Province of Ontario | 2.400% | 2/8/22 | 19,007 | 19,619 | |||
Province of Ontario | 2.550% | 4/25/22 | 35,310 | 36,682 | |||
Province of Ontario | 2.250% | 5/18/22 | 41,575 | 43,014 | |||
Province of Ontario | 2.450% | 6/29/22 | 15,085 | 15,683 | |||
Province of Ontario | 2.200% | 10/3/22 | 10,500 | 10,902 | |||
Province of Ontario | 1.750% | 1/24/23 | 5,600 | 5,792 | |||
Province of Ontario | 3.400% | 10/17/23 | 54,220 | 59,270 | |||
Province of Ontario | 3.050% | 1/29/24 | 17,865 | 19,438 | |||
Province of Ontario | 3.200% | 5/16/24 | 5,050 | 5,549 | |||
Province of Ontario | 2.500% | 4/27/26 | 17,045 | 18,610 | |||
Province of Ontario | 2.300% | 6/15/26 | 43,375 | 46,643 | |||
Province of Ontario | 2.000% | 10/2/29 | 32,560 | 34,576 |
136
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Province of Quebec | 2.750% | 8/25/21 | 27,645 | 28,402 | |||
Province of Quebec | 2.375% | 1/31/22 | 19,250 | 19,845 | |||
Province of Quebec | 2.625% | 2/13/23 | 26,975 | 28,514 | |||
Province of Quebec | 7.500% | 7/15/23 | 300 | 361 | |||
Province of Quebec | 7.125% | 2/9/24 | 11,272 | 13,825 | |||
Province of Quebec | 2.500% | 4/9/24 | 800 | 858 | |||
Province of Quebec | 2.875% | 10/16/24 | 17,375 | 19,025 | |||
Province of Quebec | 1.500% | 2/11/25 | 11,640 | 11,946 | |||
Province of Quebec | 2.500% | 4/20/26 | 23,200 | 25,420 | |||
Province of Quebec | 2.750% | 4/12/27 | 45,965 | 51,326 | |||
Province of Quebec | 7.500% | 9/15/29 | 17,395 | 26,803 | |||
Province of Quebec | 1.350% | 5/28/30 | 11,800 | 11,879 | |||
Province of Saskatchewan | 8.500% | 7/15/22 | 3,374 | 3,908 | |||
Republic of Chile | 3.250% | 9/14/21 | 5,743 | 5,908 | |||
Republic of Chile | 2.250% | 10/30/22 | 2,385 | 2,462 | |||
Republic of Chile | 3.125% | 3/27/25 | 6,870 | 7,463 | |||
Republic of Chile | 3.125% | 1/21/26 | 11,468 | 12,525 | |||
4 | Republic of Chile | 3.240% | 2/6/28 | 17,254 | 18,910 | ||
Republic of Chile | 2.450% | 1/31/31 | 12,300 | 12,650 | |||
4 | Republic of Chile | 2.550% | 1/27/32 | 11,475 | 11,912 | ||
Republic of Chile | 3.625% | 10/30/42 | 1,300 | 1,471 | |||
Republic of Chile | 3.860% | 6/21/47 | 16,707 | 19,671 | |||
4 | Republic of Chile | 3.500% | 1/25/50 | 28,156 | 31,522 | ||
Republic of Colombia | 4.375% | 7/12/21 | 15,890 | 16,326 | |||
4 | Republic of Colombia | 2.625% | 3/15/23 | 20,485 | 20,763 | ||
Republic of Colombia | 4.000% | 2/26/24 | 28,050 | 29,454 | |||
Republic of Colombia | 8.125% | 5/21/24 | 6,362 | 7,633 | |||
4 | Republic of Colombia | 4.500% | 1/28/26 | 24,763 | 26,765 | ||
4 | Republic of Colombia | 3.875% | 4/25/27 | 38,850 | 40,820 | ||
4 | Republic of Colombia | 4.500% | 3/15/29 | 23,425 | 25,460 | ||
4 | Republic of Colombia | 3.000% | 1/30/30 | 11,850 | 11,625 | ||
4 | Republic of Colombia | 3.125% | 4/15/31 | 2,800 | 2,752 | ||
Republic of Colombia | 10.375% | 1/28/33 | 5,750 | 8,814 | |||
Republic of Colombia | 7.375% | 9/18/37 | 20,452 | 27,802 | |||
Republic of Colombia | 6.125% | 1/18/41 | 27,150 | 33,466 | |||
4 | Republic of Colombia | 5.625% | 2/26/44 | 28,882 | 34,154 | ||
4 | Republic of Colombia | 5.000% | 6/15/45 | 58,914 | 65,586 | ||
Republic of Colombia | 5.200% | 5/15/49 | 19,300 | 22,291 | |||
4 | Republic of Colombia | 4.125% | 5/15/51 | 16,200 | 15,976 | ||
Republic of Finland | 6.950% | 2/15/26 | 1,905 | 2,511 | |||
Republic of Hungary | 6.375% | 3/29/21 | 43,333 | 45,067 | |||
Republic of Hungary | 5.375% | 2/21/23 | 23,577 | 25,817 | |||
Republic of Hungary | 5.750% | 11/22/23 | 4,941 | 5,614 | |||
Republic of Hungary | 5.375% | 3/25/24 | 21,473 | 24,373 | |||
Republic of Hungary | 7.625% | 3/29/41 | 17,290 | 28,987 | |||
Republic of Indonesia | 2.950% | 1/11/23 | 5,450 | 5,600 | |||
Republic of Indonesia | 4.450% | 2/11/24 | 9,775 | 10,569 | |||
Republic of Indonesia | 3.500% | 1/11/28 | 16,550 | 17,563 | |||
Republic of Indonesia | 4.100% | 4/24/28 | 13,780 | 15,261 | |||
Republic of Indonesia | 4.750% | 2/11/29 | 18,615 | 21,547 | |||
Republic of Indonesia | 3.400% | 9/18/29 | 5,600 | 5,943 | |||
Republic of Indonesia | 2.850% | 2/14/30 | 5,450 | 5,566 | |||
Republic of Indonesia | 3.850% | 10/15/30 | 12,700 | 14,113 | |||
6 | Republic of Indonesia | 4.750% | 7/18/47 | 6,315 | 7,381 | ||
Republic of Indonesia | 4.350% | 1/11/48 | 34,150 | 38,465 | |||
Republic of Indonesia | 5.350% | 2/11/49 | 13,700 | 17,758 | |||
Republic of Indonesia | 3.700% | 10/30/49 | 6,400 | 6,656 | |||
Republic of Indonesia | 3.500% | 2/14/50 | 1,216 | 1,249 | |||
Republic of Indonesia | 4.200% | 10/15/50 | 19,990 | 22,364 | |||
Republic of Indonesia | 4.450% | 4/15/70 | 12,315 | 14,147 | |||
Republic of Italy | 6.875% | 9/27/23 | 33,475 | 38,759 | |||
Republic of Italy | 2.375% | 10/17/24 | 31,600 | 32,088 | |||
Republic of Italy | 2.875% | 10/17/29 | 20,500 | 20,511 | |||
Republic of Italy | 5.375% | 6/15/33 | 30,740 | 38,423 |
137
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Republic of Italy | 4.000% | 10/17/49 | 30,900 | 31,515 | |||
Republic of Korea | 3.875% | 9/11/23 | 1,750 | 1,918 | |||
Republic of Korea | 5.625% | 11/3/25 | 525 | 649 | |||
Republic of Korea | 2.750% | 1/19/27 | 51,175 | 55,624 | |||
Republic of Korea | 4.125% | 6/10/44 | 7,137 | 9,869 | |||
Republic of Korea | 3.875% | 9/20/48 | 8,013 | 10,997 | |||
4 | Republic of Panama | 4.000% | 9/22/24 | 15,914 | 17,267 | ||
4 | Republic of Panama | 3.750% | 3/16/25 | 24,147 | 26,115 | ||
Republic of Panama | 7.125% | 1/29/26 | 11,524 | 14,520 | |||
Republic of Panama | 8.875% | 9/30/27 | 7,279 | 10,327 | |||
4 | Republic of Panama | 3.875% | 3/17/28 | 16,830 | 18,913 | ||
Republic of Panama | 9.375% | 4/1/29 | 10,920 | 16,557 | |||
4 | Republic of Panama | 3.160% | 1/23/30 | 6,115 | 6,581 | ||
4 | Republic of Panama | 6.700% | 1/26/36 | 25,504 | 36,630 | ||
4 | Republic of Panama | 4.500% | 5/15/47 | 14,155 | 17,358 | ||
4 | Republic of Panama | 4.500% | 4/16/50 | 35,528 | 43,389 | ||
4 | Republic of Panama | 4.300% | 4/29/53 | 18,500 | 22,084 | ||
4 | Republic of Panama | 4.500% | 4/1/56 | 31,625 | 38,741 | ||
4 | Republic of Panama | 3.870% | 7/23/60 | 5,450 | 6,179 | ||
Republic of Peru | 7.350% | 7/21/25 | 7,239 | 9,208 | |||
4 | Republic of Peru | 2.392% | 1/23/26 | 3,400 | 3,549 | ||
Republic of Peru | 4.125% | 8/25/27 | 1,699 | 1,947 | |||
Republic of Peru | 2.844% | 6/20/30 | 5,650 | 6,059 | |||
4 | Republic of Peru | 2.783% | 1/23/31 | 18,760 | 19,955 | ||
Republic of Peru | 8.750% | 11/21/33 | 35,914 | 59,865 | |||
4 | Republic of Peru | 6.550% | 3/14/37 | 15,341 | 23,299 | ||
Republic of Peru | 5.625% | 11/18/50 | 33,723 | 53,170 | |||
Republic of Poland | 5.125% | 4/21/21 | 19,845 | 20,564 | |||
Republic of Poland | 5.000% | 3/23/22 | 23,555 | 25,264 | |||
Republic of Poland | 3.000% | 3/17/23 | 23,036 | 24,394 | |||
Republic of Poland | 4.000% | 1/22/24 | 15,214 | 16,849 | |||
Republic of Poland | 3.250% | 4/6/26 | 24,835 | 27,826 | |||
Republic of the Philippines | 4.200% | 1/21/24 | 1,000 | 1,086 | |||
Republic of the Philippines | 9.500% | 10/21/24 | 1,150 | 1,502 | |||
Republic of the Philippines | 10.625% | 3/16/25 | 19,796 | 27,665 | |||
Republic of the Philippines | 5.500% | 3/30/26 | 24,025 | 28,860 | |||
Republic of the Philippines | 3.000% | 2/1/28 | 17,430 | 18,793 | |||
Republic of the Philippines | 3.750% | 1/14/29 | 20,150 | 23,009 | |||
Republic of the Philippines | 9.500% | 2/2/30 | 21,628 | 35,146 | |||
Republic of the Philippines | 2.457% | 5/5/30 | 5,000 | 5,237 | |||
Republic of the Philippines | 7.750% | 1/14/31 | 24,670 | 36,851 | |||
Republic of the Philippines | 6.375% | 1/15/32 | 7,900 | 10,912 | |||
Republic of the Philippines | 6.375% | 10/23/34 | 39,640 | 57,032 | |||
Republic of the Philippines | 5.000% | 1/13/37 | 1,645 | 2,116 | |||
Republic of the Philippines | 3.950% | 1/20/40 | 40,538 | 47,018 | |||
Republic of the Philippines | 3.700% | 3/1/41 | 9,737 | 11,064 | |||
Republic of the Philippines | 3.700% | 2/2/42 | 19,995 | 22,947 | |||
Republic of the Philippines | 2.950% | 5/5/45 | 32,465 | 33,835 | |||
State of Israel | 4.000% | 6/30/22 | 16,130 | 17,164 | |||
State of Israel | 3.150% | 6/30/23 | 11,100 | 11,847 | |||
State of Israel | 2.875% | 3/16/26 | 31,300 | 34,145 | |||
State of Israel | 3.250% | 1/17/28 | 7,500 | 8,491 | |||
State of Israel | 2.500% | 1/15/30 | 140 | 151 | |||
State of Israel | 2.750% | 7/3/30 | 6,030 | 6,611 | |||
State of Israel | 4.500% | 1/30/43 | 14,150 | 18,182 | |||
State of Israel | 4.125% | 1/17/48 | 10,850 | 13,454 | |||
State of Israel | 3.375% | 1/15/50 | 39,550 | 43,034 | |||
State of Israel | 3.875% | 7/3/50 | 24,000 | 28,266 | |||
State of Israel | 4.500% | 4/3/20 | 12,300 | 15,638 | |||
Svensk Exportkredit AB | 1.625% | 9/12/21 | 19,350 | 19,640 | |||
Svensk Exportkredit AB | 3.125% | 11/8/21 | 12,000 | 12,442 | |||
Svensk Exportkredit AB | 2.375% | 3/9/22 | 4,600 | 4,751 | |||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 17,000 | 17,568 | |||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 15,000 | 15,420 |
138
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Svensk Exportkredit AB | 2.875% | 3/14/23 | 13,950 | 14,862 | |||
Svensk Exportkredit AB | 0.750% | 4/6/23 | 7,277 | 7,338 | |||
Svensk Exportkredit AB | 0.625% | 5/14/25 | 9,800 | 9,822 | |||
Syngenta Finance NV | 3.125% | 3/28/22 | 6,535 | 6,609 | |||
United Mexican States | 3.625% | 3/15/22 | 40,540 | 42,138 | |||
United Mexican States | 4.000% | 10/2/23 | 24,706 | 26,283 | |||
United Mexican States | 3.600% | 1/30/25 | 41,067 | 43,365 | |||
4 | United Mexican States | 3.900% | 4/27/25 | 14,450 | 15,418 | ||
United Mexican States | 4.125% | 1/21/26 | 32,285 | 34,789 | |||
United Mexican States | 4.150% | 3/28/27 | 46,840 | 50,239 | |||
United Mexican States | 3.750% | 1/11/28 | 30,190 | 31,388 | |||
United Mexican States | 4.500% | 4/22/29 | 36,250 | 39,184 | |||
4 | United Mexican States | 3.250% | 4/16/30 | 17,800 | 17,525 | ||
United Mexican States | 8.300% | 8/15/31 | 3,680 | 5,200 | |||
4 | United Mexican States | 4.750% | 4/27/32 | 49,990 | 55,114 | ||
United Mexican States | 7.500% | 4/8/33 | 14,865 | 20,172 | |||
United Mexican States | 6.750% | 9/27/34 | 10,938 | 14,349 | |||
United Mexican States | 6.050% | 1/11/40 | 34,494 | 41,695 | |||
United Mexican States | 4.750% | 3/8/44 | 70,849 | 73,847 | |||
United Mexican States | 5.550% | 1/21/45 | 13,558 | 15,796 | |||
United Mexican States | 4.600% | 1/23/46 | 32,754 | 33,484 | |||
United Mexican States | 4.350% | 1/15/47 | 34,290 | 33,990 | |||
United Mexican States | 4.600% | 2/10/48 | 28,788 | 29,416 | |||
4 | United Mexican States | 4.500% | 1/31/50 | 30,075 | 30,932 | ||
4 | United Mexican States | 5.000% | 4/27/51 | 36,950 | 39,838 | ||
United Mexican States | 5.750% | 10/12/10 | 40,901 | 44,881 | |||
Total Sovereign Bonds (Cost $10,090,710) | 10,763,137 | ||||||
Taxable Municipal Bonds (0.7%) | |||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 3,520 | 3,720 | |||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,050 | 3,443 | |||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 4,895 | 7,140 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.834% | 2/15/41 | 2,300 | 3,743 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.053% | 2/15/43 | 1,000 | 1,449 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 5.939% | 2/15/47 | 8,475 | 12,471 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.270% | 2/15/50 | 2,175 | 3,046 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.499% | 2/15/50 | 1,550 | 2,516 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 8.084% | 2/15/50 | 8,225 | 14,847 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 4,000 | 4,303 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 4,075 | 6,436 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 18,010 | 31,416 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 2,900 | 5,196 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 10,230 | 18,363 | |||
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 12,550 | 12,874 | |||
California GO | 5.700% | 11/1/21 | 24,125 | 25,769 | |||
California GO | 2.367% | 4/1/22 | 2,000 | 2,061 | |||
California GO | 3.375% | 4/1/25 | 5,450 | 6,103 | |||
California GO | 2.650% | 4/1/26 | 5,000 | 5,453 |
139
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
California GO | 3.500% | 4/1/28 | 7,635 | 8,875 | |||
California GO | 3.050% | 4/1/29 | 600 | 680 | |||
California GO | 2.500% | 10/1/29 | 9,035 | 9,829 | |||
California GO | 4.500% | 4/1/33 | 11,590 | 13,693 | |||
California GO | 7.500% | 4/1/34 | 42,720 | 69,665 | |||
California GO | 4.600% | 4/1/38 | 17,500 | 20,450 | |||
California GO | 7.550% | 4/1/39 | 35,960 | 64,034 | |||
California GO | 7.300% | 10/1/39 | 6,571 | 10,986 | |||
California GO | 7.350% | 11/1/39 | 27,070 | 45,536 | |||
California GO | 7.625% | 3/1/40 | 15,125 | 26,699 | |||
California GO | 7.600% | 11/1/40 | 15,755 | 28,923 | |||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 3,320 | 4,090 | |||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 5,460 | 5,848 | |||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 1,410 | 2,006 | |||
Chicago IL GO | 7.045% | 1/1/29 | 3,000 | 3,145 | |||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 7,450 | 10,765 | |||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 1,745 | 2,602 | |||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 4,375 | 5,676 | |||
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 7,135 | 9,826 | |||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,745 | 5,844 | |||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 7,000 | 8,241 | |||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 5,735 | 6,740 | |||
Commonwealth of Massachusetts | 2.514% | 7/1/41 | 6,800 | 6,825 | |||
Connecticut GO | 5.090% | 10/1/30 | 8,770 | 10,494 | |||
Connecticut GO | 5.850% | 3/15/32 | 6,410 | 8,681 | |||
Cook County IL GO | 6.229% | 11/15/34 | 4,625 | 6,506 | |||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 2,100 | 3,054 | |||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 2,065 | 3,356 | |||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 4,000 | 6,049 | |||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 4,490 | 5,654 | |||
Dallas TX Independent School District GO | 6.450% | 2/15/35 | 3,750 | 3,854 | |||
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 6,675 | 6,920 | |||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 4,500 | 4,564 | |||
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 4,175 | 5,543 | |||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 17,250 | 24,737 | |||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 4,280 | 6,440 | |||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 95 | 99 | |||
Florida Board of Administration Finance Corp. Revenue | 2.638% | 7/1/21 | 7,330 | 7,481 | |||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 4,350 | 4,467 | |||
George Washington University | 4.300% | 9/15/44 | 5,500 | 6,371 | |||
George Washington University | 4.868% | 9/15/45 | 4,105 | 5,313 | |||
George Washington University | 4.126% | 9/15/48 | 10,235 | 12,561 | |||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 12,991 | 18,893 | |||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,604 | 9,679 | |||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 3,645 | 5,247 | |||
Grand Parkway Texas Transportation Corp. | 3.236% | 10/1/52 | 12,705 | 13,239 | |||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 4,100 | 4,374 | |||
Great Lakes Michigan Water Authority Water Supply System Revenue | 3.473% | 7/1/41 | 1,000 | 1,045 | |||
Houston TX GO | 6.290% | 3/1/32 | 14,080 | 18,074 | |||
Houston TX GO | 3.961% | 3/1/47 | 230 | 279 | |||
Illinois GO | 4.950% | 6/1/23 | 10,583 | 10,691 | |||
Illinois GO | 5.100% | 6/1/33 | 66,019 | 66,973 |
140
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Illinois GO | 6.630% | 2/1/35 | 8,155 | 8,992 | |||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,980 | 7,137 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 6,300 | 7,080 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 4,100 | 5,116 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 4,165 | 4,430 | |||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 1,900 | 2,428 | |||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 900 | 1,183 | |||
11 | Kansas Development Finance Authority Revenue (Public Employees Retirement System) | 5.501% | 5/1/34 | 4,300 | 5,517 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 3,025 | 5,344 | |||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 3,925 | 5,936 | |||
Los Angeles CA Department of Water & Power Revenue | 6.166% | 7/1/40 | 1,550 | 1,550 | |||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 2,700 | 4,647 | |||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 5,060 | 9,046 | |||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 350 | 446 | |||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 10,200 | 14,103 | |||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 14,910 | 22,059 | |||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 8,110 | 10,926 | |||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 2,200 | 3,686 | |||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 2,330 | 3,402 | |||
Massachusetts GO | 4.200% | 12/1/21 | 4,520 | 4,635 | |||
Massachusetts GO | 4.500% | 8/1/31 | 400 | 493 | |||
Massachusetts GO | 5.456% | 12/1/39 | 5,350 | 7,579 | |||
Massachusetts GO | 2.813% | 9/1/43 | 10,415 | 11,174 | |||
Massachusetts GO | 2.900% | 9/1/49 | 5,415 | 5,904 | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 3,100 | 4,295 | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 5,695 | 5,809 | |||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 4,275 | 6,103 | |||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 2,260 | 3,433 | |||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 6,325 | 10,399 | |||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,205 | 6,631 | |||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 2,025 | 2,146 | |||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 4,490 | 4,839 | |||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 6,225 | 6,865 | |||
Michigan State University Revenue | 4.496% | 8/15/48 | 2,600 | 2,941 | |||
Mississippi GO | 5.245% | 11/1/34 | 1,375 | 1,864 | |||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 5,750 | 7,108 | |||
12 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 15,525 | 18,760 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 5,035 | 4,729 | |||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 5,410 | 5,039 |
141
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 12,050 | 13,127 | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.104% | 12/15/28 | 7,805 | 7,986 | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 8,105 | 9,782 | |||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 16,050 | 27,199 | |||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 15,940 | 26,336 | |||
New York City NY GO | 6.246% | 6/1/35 | 2,700 | 2,713 | |||
New York City NY GO | 5.517% | 10/1/37 | 7,150 | 10,162 | |||
New York City NY GO | 6.271% | 12/1/37 | 3,200 | 4,937 | |||
New York City NY Housing Development Corp. Multi-Family Mortgage Revenue (8 Spruce Street) | 3.709% | 2/15/48 | 150 | 161 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 1,435 | 2,201 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 395 | 610 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 2,900 | 4,447 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 1,050 | 1,624 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 4,400 | 6,627 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 19,200 | 30,136 | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 4,675 | 6,169 | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 8,550 | 11,965 | |||
New York Metropolitan Transportation Authority Revenue | 5.175% | 11/15/49 | 9,375 | 10,936 | |||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 20,105 | 32,513 | |||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 1,950 | 2,301 | |||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 6.668% | 11/15/39 | 200 | 257 | |||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 11,425 | 11,775 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 2,650 | 2,820 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 2,170 | 2,815 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 865 | 1,233 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 9,795 | 10,659 | |||
New York State Thruway Authority | 2.900% | 1/1/35 | 2,675 | 2,872 | |||
New York State Thruway Authority | 3.500% | 1/1/42 | 2,000 | 2,041 | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 4,000 | 4,575 | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 5,775 | 7,332 | |||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 10,855 | 19,150 | |||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 9,260 | 13,196 | |||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 2,860 | 3,591 | |||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 3,860 | 5,879 | |||
Ohio Turnpike Commision Revenue | 3.216% | 2/15/48 | 8,675 | 8,982 | |||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 2,550 | 3,017 | |||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 6,040 | 8,790 | |||
Oregon GO | 5.892% | 6/1/27 | 5,230 | 6,538 | |||
11 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,200 | 1,432 | ||
12 | Oregon School Boards Association GO | 5.680% | 6/30/28 | 1,575 | 1,934 |
142
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Pennsylvania Public School Building Authority Lease Revenue (School District of Philadelphia) | 5.000% | 9/15/27 | 2,617 | 3,127 | |||
Pennsylvania State University | 2.790% | 9/1/43 | 7,400 | 7,620 | |||
Pennsylvania State University | 2.840% | 9/1/50 | 3,415 | 3,560 | |||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 4,290 | 6,603 | |||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,560 | 3,468 | |||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 6,355 | 9,070 | |||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 12,025 | 17,162 | |||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 6,300 | 8,748 | |||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 4,625 | 5,123 | |||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 2,205 | 2,663 | |||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 2,315 | 3,223 | |||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 27,900 | 37,038 | |||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 5,400 | 7,406 | |||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 5,400 | 5,716 | |||
Princeton University | 5.700% | 3/1/39 | 9,315 | 14,423 | |||
4 | Princeton University | 2.516% | 7/1/50 | 7,925 | 8,272 | ||
Regents of the University of California Medical Center Pooled Revenue | 3.006% | 5/15/50 | 7,270 | 7,361 | |||
Regents of the University of California Medical Center Pooled Revenue | 3.256% | 5/15/60 | 6,730 | 6,996 | |||
Regents of the University of California Medical Center Pooled Revenue | 3.706% | 5/15/20 | 3,600 | 3,731 | |||
Regents of the University of California Revenue | 3.063% | 7/1/25 | 10,500 | 11,512 | |||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 3,200 | 5,358 | |||
Riverside County CA Pension Revenue | 3.818% | 2/15/38 | 975 | 1,090 | |||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 3,275 | 4,385 | |||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 1,325 | 1,394 | |||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 3,900 | 4,744 | |||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,700 | 8,952 | |||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,525 | 3,790 | |||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 1,795 | 2,214 | |||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,880 | 5,358 | |||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 4,085 | 6,055 | |||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 6,750 | 10,114 | |||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 5,150 | 6,514 | |||
San Diego CA Regional Transportation Commission Revenue | 3.248% | 4/1/48 | 1,225 | 1,304 | |||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 3,760 | 6,028 | |||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 11,670 | 18,097 | |||
San Francisco CA City & County Public Utilities Commission Water Revenue | 3.303% | 11/1/39 | 6,605 | 7,035 | |||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 5,175 | 8,816 | |||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 5,940 | 6,437 | |||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 8,775 | 11,103 | |||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,300 | 2,353 | |||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 8,650 | 13,521 | |||
Texas A&M University System Revenue Financing System Revenue | 3.100% | 7/1/49 | 5,715 | 5,918 | |||
Texas GO | 5.517% | 4/1/39 | 8,265 | 12,004 | |||
Texas GO | 3.211% | 4/1/44 | 6,000 | 6,357 | |||
Texas Private Activity Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 9,870 | 10,160 | |||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 11,375 | 11,547 | |||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 5,035 | 6,451 | |||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 2,850 | 3,765 | |||
University of California Regents Medical Center Revenue | 6.548% | 5/15/48 | 3,950 | 6,312 |
143
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
University of California Regents Medical Center Revenue | 6.583% | 5/15/49 | 2,575 | 4,049 | |||
University of California Revenue | 4.601% | 5/15/31 | 4,500 | 5,462 | |||
University of California Revenue | 5.946% | 5/15/45 | 13,025 | 19,167 | |||
University of California Revenue | 4.858% | 5/15/12 | 16,990 | 23,549 | |||
University of California Revenue | 4.767% | 5/15/15 | 6,825 | 9,224 | |||
University of Michigan | 2.437% | 4/1/40 | 5,110 | 5,272 | |||
University of Michigan | 2.562% | 4/1/50 | 2,850 | 2,952 | |||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 3,250 | 3,624 | |||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 14,580 | 17,125 | |||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 5,800 | 6,812 | |||
University of Texas System Revenue Financing System Revenue | 4.794% | 8/15/46 | 1,710 | 2,310 | |||
University of Texas System Revenue Financing System Revenue | 3.354% | 8/15/47 | 3,200 | 3,745 | |||
University of Texas System Revenue Financing System Revenue | 2.439% | 8/15/49 | 5,110 | 5,031 | |||
University of Virginia Revenue | 4.179% | 9/1/17 | 3,425 | 4,664 | |||
University of Virginia Revenue | 3.227% | 9/1/19 | 935 | 992 | |||
Utah GO | 4.554% | 7/1/24 | 1,915 | 2,035 | |||
Utah GO | 3.539% | 7/1/25 | 8,410 | 9,004 | |||
Washington GO | 5.140% | 8/1/40 | 4,410 | 6,432 | |||
Wisconsin Annual Appropriation Revenue | 3.954% | 5/1/36 | 17,970 | 19,641 | |||
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,100 | 3,443 | |||
11 | Wisconsin GO | 5.700% | 5/1/26 | 1,125 | 1,293 | ||
Total Taxable Municipal Bonds (Cost $1,584,850) | 1,922,383 | ||||||
Shares | |||||||
Temporary Cash Investment (3.6%) | |||||||
Money Market Fund (3.6%) | |||||||
13 | Vanguard Market Liquidity Fund (Cost $9,943,383) | 0.227% | 99,446,461 | 9,944,646 | |||
Total Investments (102.8%) (Cost $264,179,482) | 284,925,783 | ||||||
Other Assets and Liabilities–Net (-2.8%) | (7,871,475) | ||||||
Net Assets (100%) | 277,054,308 |
Cost is in $000. | |
¤ | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2020. |
1 | Securities with a value of $4,630,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
2 | U.S. government-guaranteed. |
3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
4 | 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. |
5 | Adjustable-rate security; rate shown is effective rate at period end. Certain adjustable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
6 | 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 June 30, 2020, the aggregate value of these securities was $3,116,887,000, representing 1.1% of net assets. |
7 | Non-income-producing security—security in default. |
8 | Guaranteed by the Government of Japan. |
9 | Guaranteed by the Federal Republic of Germany. |
10 | Guaranteed by the Republic of Austria. |
11 | Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation). |
12 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
144
Vanguard® Total Bond Market Index Fund
Schedule of Investments
June 30, 2020
13 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
CMT—Constant Maturing Treasury Rate. | |
GO—General Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
REIT—Real Estate Investment Trust. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
UMBS—Uniform Mortgage-Backed Securities. |
145
© 2020 The Vanguard Group, Inc. | |
All rights reserved. | |
Vanguard Marketing Corporation, Distributor. | |
SNA842 082020 | |
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: 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. There were no significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.
Item 12: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13: 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/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: August 19, 2020
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/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: August 19, 2020
VANGUARD BOND INDEX FUNDS | ||
BY: | /s/ JOHN BENDL* | |
JOHN BENDL CHIEF FINANCIAL OFFICER |
Date: August 19, 2020
* By: /s/ Anne E. Robinson
Anne E. Robinson, pursuant to a Power of Attorney filed on January 18, 2018 (see file Number 33-32216) and a Power of Attorney filed on October 30, 2019 (see file Number 811-02554), Incorporated by Reference.