Vanguard Short-Term Inflation-Protected Securities Index Fund
Schedule of Investments (unaudited)
As of December 31, 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 (99.1%) | ||||
U.S. Government Securities (99.1%) | ||||
United States Treasury Inflation Indexed Bonds | 1.125% | 1/15/21 | 1,691,272 | 2,012,850 |
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/21 | 2,090,748 | 2,304,534 |
United States Treasury Inflation Indexed Bonds | 0.625% | 7/15/21 | 1,524,757 | 1,784,415 |
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/22 | 1,981,967 | 2,320,784 |
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/22 | 2,085,740 | 2,279,586 |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/22 | 1,931,644 | 2,254,873 |
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/23 | 2,318,866 | 2,717,674 |
United States Treasury Inflation Indexed Bonds | 0.625% | 4/15/23 | 2,089,822 | 2,306,454 |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/23 | 2,273,438 | 2,695,179 |
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/24 | 2,191,972 | 2,624,649 |
United States Treasury Inflation Indexed Bonds | 0.500% | 4/15/24 | 1,452,405 | 1,606,811 |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/24 | 2,166,257 | 2,543,703 |
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/24 | 1,814,845 | 1,974,281 |
United States Treasury Inflation Indexed Bonds | 0.250% | 1/15/25 | 2,119,239 | 2,513,279 |
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/25 | 1,017,264 | 1,641,051 |
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/25 | 1,676,137 | 1,816,930 |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/25 | 2,029,339 | 2,446,200 |
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/25 | 1,805,232 | 1,969,016 |
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/26 | 34,000 | 41,579 |
United States Treasury Inflation Indexed Bonds | 2.000% | 1/15/26 | 25,000 | 38,974 |
Total U.S. Government and Agency Obligations (Cost $38,465,110) | 39,892,822 | |||
Shares | ||||
Temporary Cash Investment (1.3%) | ||||
Money Market Fund (1.3%) | ||||
1 Vanguard Market Liquidity Fund (Cost $526,113) | 0.111% | 5,261,221 | 526,122 | |
Total Investments (100.4%) (Cost $38,991,223) | 40,418,944 | |||
Other Assets and Liabilities -Net (-0.4%) | (162,742) | |||
Net Assets (100%) | 40,256,202 | |||
Cost is in $000. |
1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange
(generally 4 p.m., Eastern time) on the valuation date. Bonds and 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’ p rimary markets, are valued by
methods deemed by the board of trustees to represent fair value.
B. Various inputs may be used to determine the value of the fund's investments. These inputs are
summarized in three broad levels for financial statement purposes. The inputs or methodologies used to
value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates,
prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair
value of investments). Any investments valued with significant unobservable inputs are noted on the
Schedule of Investments.
The following table summarizes the market value of the fund's investments as of December 31, 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 | — | 39,892,822 | — | 39,892,822 |
Temporary Cash Investments | 526,122 | — | — | 526,122 |
Total | 526,122 | 39,892,822 | — | 40,418,944 |