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 |
ValleyForge, PA 19482 |
Name and address of agent for service: | Anne E. Robinson, Esquire |
P.O.Box 876 |
ValleyForge, 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, 2019—December 31, 2019
Item1: Reports to Shareholders
Annual Report | December 31, 2019
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 | |
A Note From Our Chairman | 1 |
Your Fund’s Performance at a Glance | 2 |
About Your Fund’s Expenses | 3 |
Short-Term Bond Index Fund | 6 |
Intermediate-Term Bond Index Fund | 26 |
Long-Term Bond Index Fund | 46 |
Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.
A Note From Our Chairman
Tim Buckley
Chairman and Chief Executive Officer
Dear Shareholder,
Recent volatility in financial markets—affecting stocks, bonds, and commodities—has been a good reminder of the wise old adage, “Never keep all your eggs in one basket.” Maintaining balance and diversification in your investment portfolio can help to both limit risk and set you up for long-term success.
It’s understandable why some investors might become complacent after a long market run-up like the one that lifted stock prices, especially U.S. stock prices, in the years following the global financial crisis. But failing to rebalance regularly can leave a portfolio with a much different mix of assets than intended and, often, more risk than intended.
Balance across and diversification within asset classes are powerful tools for managing risk and achieving your investment goals. A portfolio’s allocation will determine a large portion of its long-term return and also the majority of its volatility risk. A well-diversified portfolio is less vulnerable to significant swings in the performance of any one segment of the asset classes in which it invests.
Balance and diversification will never eliminate the risk of loss, nor will they guarantee positive returns in a declining market. But they may reduce the chance that you’ll suffer disproportionate losses in one particular high-flying asset class or sector when it comes back to earth. And exposure to all key market components should give you at least some participation in the sectors that are performing best at any given time.
Vanguard is committed to helping you achieve balance and diversification in your portfolios to help meet your investment goals. We thank you for your continued loyalty.
Sincerely,
Mortimer J. Buckley
Chairman and Chief Executive Officer
January 23, 2020
1
Your Fund’s Performance at a Glance
· For the 12 months ended December 31, 2019, returns for the funds in this report ranged from 4.77% for Investor Shares of Vanguard Short-Term Bond Index Fund to 19.09% for ETF Shares of Vanguard Long-Term Bond Index Fund. The three funds performed roughly in line with their benchmarks when taking expenses and fees into account.
· The year was marked by concerns about slowing global growth, escalations in trade disputes, flare-ups in geopolitical tensions, and uncertainty over the United Kingdom’s exit from the European Union. The more challenging outlook prompted the Federal Reserve to cut interest rates three times in 2019; other major central banks adopted more accommodative monetary policies as well. Corporate earnings generally proved more resilient than expected and corporate defaults remained low, which contributed to a significant narrowing of the average yield spread for corporate bonds versus U.S. Treasuries.
· Treasuries returned 6.86%. Mortgage-backed securities returned a little less than that, but corporate bonds fared even better, returning 14.54%.
· By credit quality, lower-rated investment-grade bonds bested higher-rated ones. And by maturity, longer-dated bonds significantly outperformed.
Market Barometer | |||||||||||||
Average Annual Total Returns | |||||||||||||
Periods Ended December 31, 2019 | |||||||||||||
One Year | Three Years | Five Years | |||||||||||
Stocks | |||||||||||||
Russell 1000 Index (Large-caps) | 31.43 | % | 15.05 | % | 11.48 | % | |||||||
Russell 2000 Index (Small-caps) | 25.53 | 8.59 | 8.23 | ||||||||||
Russell 3000 Index (Broad U.S. market) | 31.02 | 14.57 | 11.24 | ||||||||||
FTSE All-World ex US Index (International) | 21.81 | 9.96 | 5.83 | ||||||||||
Bonds | |||||||||||||
Bloomberg Barclays U.S. Aggregate Bond Index (Broad taxable market) | 8.72 | % | 4.03 | % | 3.05 | % | |||||||
Bloomberg Barclays Municipal Bond Index (Broad tax-exempt market) | 7.54 | 4.72 | 3.53 | ||||||||||
FTSE Three-Month U.S. Treasury Bill Index | 2.25 | 1.65 | 1.04 | ||||||||||
CPI | |||||||||||||
Consumer Price Index | 2.29 | % | 2.10 | % | 1.82 | % |
Except for ETF Shares, any returns cited for the Long-Term Bond Index Fund reflect the 0.50% fee on purchases of fund shares.
2
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 compareongoingcosts 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.
3
Six Months Ended December 31, 2019 | |||
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
6/30/2019 | 12/31/2019 | Period | |
Based on Actual Fund Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,012.76 | $0.76 |
ETF Shares | 1,000.00 | 1,013.61 | 0.20 |
Admiral™ Shares | 1,000.00 | 1,013.17 | 0.36 |
Institutional Shares | 1,000.00 | 1,013.27 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,013.32 | 0.20 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,022.71 | $0.76 |
ETF Shares | 1,000.00 | 1,023.35 | 0.20 |
Admiral Shares | 1,000.00 | 1,023.12 | 0.36 |
Institutional Shares | 1,000.00 | 1,023.22 | 0.26 |
Institutional Plus Shares | 1,000.00 | 1,023.27 | 0.20 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $1,053.48 | $0.26 |
Admiral Shares | 1,000.00 | 1,053.48 | 0.36 |
Institutional Shares | 1,000.00 | 1,053.58 | 0.26 |
Institutional Plus Shares | 1,000.00 | 1,053.64 | 0.21 |
4
Six Months Ended December 31, 2019 | |||
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
6/30/2019 | 12/31/2019 | Period | |
Based on Hypothetical 5% Yearly Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.45 | $0.77 |
ETF Shares | 1,000.00 | 1,025.00 | 0.20 |
Admiral Shares | 1,000.00 | 1,024.85 | 0.36 |
Institutional Shares | 1,000.00 | 1,024.95 | 0.26 |
Institutional Plus Shares | 1,000.00 | 1,025.00 | 0.20 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.45 | $0.77 |
ETF Shares | 1,000.00 | 1,025.00 | 0.20 |
Admiral Shares | 1,000.00 | 1,024.85 | 0.36 |
Institutional Shares | 1,000.00 | 1,024.95 | 0.26 |
Institutional Plus Shares | 1,000.00 | 1,025.00 | 0.20 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $1,024.95 | $0.26 |
Admiral Shares | 1,000.00 | 1,024.85 | 0.36 |
Institutional Shares | 1,000.00 | 1,024.95 | 0.26 |
Institutional Plus Shares | 1,000.00 | 1,025.00 | 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, 0.04% 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, 0.04% 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 (184/365).
5
Short-Term Bond Index Fund
Performance Summary
All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost.The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.
Cumulative Performance: December 31, 2009, Through December 31, 2019
Initial Investment of $10,000
Average Annual Total Returns | |||||
Periods Ended December 31, 2019 | |||||
Final Value | |||||
One | Five | Ten | of a $10,000 | ||
Year | Years | Years | Investment | ||
Short-Term Bond Index Fund Investor Shares | 4.77% | 1.87% | 1.94% | $12,113 | |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 5.01 | 2.03 | 2.13 | 12,343 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 |
Final Value | ||||
One | Five | Ten | of a $10,000 | |
Year | Years | Years | Investment | |
Short-Term Bond Index Fund ETF Shares Net Asset Value | 4.92% | 1.95% | 2.03% | $12,222 |
Short-Term Bond Index Fund ETF Shares Market Price | 4.94 | 1.94 | 2.01 | 12,201 |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 5.01 | 2.03 | 2.13 | 12,343 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 |
See Financial Highlights for dividend and capital gains information.
6
Short-Term Bond Index Fund
Average Annual Total Returns | ||||
Periods Ended December 31, 2019 | ||||
Final Value | ||||
One | Five | Ten | of a $10,000 | |
Year | Years | Years | Investment | |
Short-Term Bond Index Fund Admiral Shares | 4.86% | 1.95% | 2.03% | $12,223 |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 5.01 | 2.03 | 2.13 | 12,343 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 |
Since | Final Value | |||
One | Five | Inception | of a $5,000,000 | |
Year | Years | (9/27/2011) | Investment | |
Short-Term Bond Index Fund Institutional Shares | 4.88% | 1.97% | 1.68% | $5,737,462 |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 5.01 | 2.03 | 1.75 | 5,772,487 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.02 | 6,394,294 |
“Since Inception” performance is calculated from the Institutional Shares’ inception date for both the fund and its comparative standard(s).
Since | Final Value | |||
One | Five | Inception | of a $100,000,000 | |
Year | Years | (9/29/2011) | Investment | |
Short-Term Bond Index Fund Institutional Plus Shares | 4.89% | 1.98% | 1.69% | $114,873,785 |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 5.01 | 2.03 | 1.75 | 115,441,081 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 2.99 | 127,542,445 |
“Since Inception” performance is calculated from the Institutional Plus Shares’ inception date for both the fund and its comparative standard(s).
7
Short-Term Bond Index Fund
Cumulative Returns of ETF Shares: December 31, 2009, Through December 31, 2019
One | Five | Ten | |
Year | Years | Years | |
Short-Term Bond Index Fund ETF Shares Market Price | 4.94% | 10.08% | 22.01% |
Short-Term Bond Index Fund ETF Shares Net Asset Value | 4.92 | 10.14 | 22.22 |
Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index | 5.01 | 10.56 | 23.43 |
For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares’ market prices have compared with their net asset value, visit vanguard.com, select your ETF, and then select the Price and Performance tab. The ETF premium/discount analysis there shows the percentages of days on which the ETF Shares’ market price was above or below the NAV.
8
Short-Term Bond Index Fund
Sector Diversification
As of December 31, 2019
Finance | 10.6 | % | |
Foreign | 6.7 | ||
Industrial | 13.5 | ||
Treasury/Agency | 68.0 | ||
Utilities | 1.1 | ||
Other | 0.1 |
The table reflects the fund’s market exposure. Any holdings in short-term reserves are excluded. 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.
9
Short-Term Bond Index Fund
Financial Statements
Statement of Net Assets—Investments Summary
As of December 31, 2019
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% | 3/31/21 | 1,253,591 | 1,247,712 | 2.5% | ||
United States Treasury Note/Bond | 1.250% | 10/31/21 | 864,836 | 859,431 | 1.7% | ||
United States Treasury Note/Bond | 1.125% | 8/31/21 | 618,413 | 613,484 | 1.2% | ||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 551,203 | 567,998 | 1.1% | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 536,754 | 546,480 | 1.1% | ||
United States Treasury Note/Bond | 1.125% | 9/30/21 | 548,868 | 544,323 | 1.1% | ||
United States Treasury Note/Bond | 1.500% | 10/31/21 | 543,029 | 542,182 | 1.1% | ||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 530,340 | 533,321 | 1.1% | ||
United States Treasury Note/Bond | 1.375% | 5/31/21 | 514,165 | 512,479 | 1.0% | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 478,278 | 484,553 | 1.0% | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 465,537 | 484,233 | 1.0% | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 486,110 | 482,921 | 1.0% | ||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 475,501 | 475,648 | 0.9% | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 460,333 | 474,069 | 0.9% | ||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 454,278 | 464,499 | 0.9% | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 447,300 | 458,693 | 0.9% | ||
United States Treasury Note/Bond | 2.000% | 1/15/21 | 454,286 | 455,917 | 0.9% | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 430,309 | 444,965 | 0.9% | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 421,764 | 440,284 | 0.9% | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 431,477 | 437,815 | 0.9% | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 422,160 | 426,643 | 0.9% | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 389,900 | 401,414 | 0.8% | ||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 394,170 | 396,570 | 0.8% | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 382,650 | 383,905 | 0.8% | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 373,255 | 382,818 | 0.8% | ||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 379,134 | 380,438 | 0.8% | ||
United States Treasury Note/Bond | 1.125% | 6/30/21 | 377,817 | 375,161 | 0.7% | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 366,606 | 365,118 | 0.7% | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 356,595 | 363,506 | 0.7% | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 341,252 | 352,609 | 0.7% |
10
Short-Term Bond Index Fund
Face | Market | Percentage | |||||
Maturity | Amount | Value· | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
United States Treasury Note/Bond | 1.125% | 2/28/21 | 354,402 | 352,297 | 0.7% | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 333,228 | 342,495 | 0.7% | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 319,655 | 330,043 | 0.7% | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 318,585 | 326,053 | 0.7% | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 319,570 | 320,420 | 0.6% | ||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 314,855 | 315,985 | 0.6% | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 299,077 | 311,787 | 0.6% | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 310,263 | 310,359 | 0.6% | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 303,995 | 309,409 | 0.6% | ||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 306,779 | 307,641 | 0.6% | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 281,875 | 289,539 | 0.6% | ||
United States Treasury Note/Bond | 2.875% | 11/15/21 | 265,152 | 271,367 | 0.5% | ||
United States Treasury Note/Bond | 2.625% | 5/15/21 | 266,914 | 270,541 | 0.5% | ||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 260,496 | 263,630 | 0.5% | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 257,844 | 255,588 | 0.5% | ||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 254,242 | 255,117 | 0.5% | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 244,140 | 253,561 | 0.5% | ||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 248,720 | 253,112 | 0.5% | ||
United States Treasury Note/Bond | 1.750% | 7/31/21 | 244,955 | 245,491 | 0.5% | ||
United States Treasury Note/Bond | 1.625% | 12/31/21 | 239,360 | 239,621 | 0.5% | ||
United States Treasury Note/Bond | 1.125%–8.750% | 5/15/20–1/31/25 | 12,021,891 | 12,124,829 | 24.2% | ||
32,848,074 | 65.5% |
Agency Notes † | 1,024,316 | 2.0% | |||
Total U.S. Government and Agency Obligations (Cost $33,536,781) | 33,872,390 | 67.5% | |||
Corporate Bonds | |||||
Finance | |||||
1 | Banking † | 4,298,702 | 8.6% | ||
Brokerage † | 126,745 | 0.2% | |||
Finance Companies † | 160,731 | 0.3% | |||
Insurance † | 394,754 | 0.8% | |||
Other Finance † | 4,513 | 0.0% | |||
Real Estate Investment Trusts † | 294,188 | 0.6% | |||
5,279,633 | 10.5% | ||||
Industrial | |||||
Basic Industry † | 275,721 | 0.6% | |||
1 | Capital Goods † | 667,835 | 1.3% | ||
1 | Communication † | 682,551 | 1.4% | ||
Consumer Cyclical † | 1,081,689 | 2.2% | |||
1 | Consumer Noncyclical † | 1,713,762 | 3.4% | ||
1 | Energy † | 959,561 | 1.9% | ||
Other Industrial † | 8,200 | 0.0% | |||
1 | Technology † | 1,162,784 | 2.3% | ||
Transportation † | 195,995 | 0.4% | |||
6,748,098 | 13.5% | ||||
Utilities | |||||
Electric † | 511,330 | 1.0% | |||
Natural Gas † | 31,047 | 0.1% | |||
Other Utility † | 3,722 | 0.0% | |||
546,099 | 1.1% | ||||
Total Corporate Bonds (Cost $12,327,319) | 12,573,830 | 25.1% |
11
Short-Term Bond Index Fund
Market | Percentage | |||||
Value· | of Net | |||||
($000) | Assets | |||||
Sovereign Bonds (Cost $3,264,526) † | 3,312,441 | 6.6% | ||||
Taxable Municipal Bonds (Cost $44,429) † | 44,938 | 0.1% |
Coupon | Shares | ||||||
Temporary Cash Investment | |||||||
Money Market Fund | |||||||
2 | Vanguard Market Liquidity Fund(Cost $646,228) | 1.816% | 6,461,660 | 646,230 | 1.3% | ||
Total Investments (Cost $49,819,283) | 50,449,829 | 100.6% |
Amount | ||||
($000) | ||||
Other Assets and Liabilities | ||||
Other Assets | ||||
Investment in Vanguard | 2,238 | |||
Receivables for Investment Securities Sold | 395,224 | |||
Receivables for Accrued Income | 284,864 | |||
Receivables for Capital Shares Issued | 48,101 | |||
Other Assets | 410 | |||
Total Other Assets | 730,837 | 1.4% | ||
Liabilities | ||||
Payables for Investment Securities Purchased | (964,513) | |||
Payables for Capital Shares Redeemed | (56,829) | |||
Payables for Distributions | (5,117) | |||
Payables to Vanguard | (9,690) | |||
Other Liabilities | (77) | |||
Total Liabilities | (1,036,226) | (2.0%) | ||
Net Assets | 50,144,440 | 100.0% |
At December 31, 2019, net assets consisted of: | ||||
Amount | ||||
($000) | ||||
Paid-in Capital | 49,758,872 | |||
Total Distributable Earnings (Loss) | 385,568 | |||
Net Assets | 50,144,440 | |||
Investor Shares—Net Assets | ||||
Applicable to 8,395,304 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 88,756 | |||
Net Asset Value Per Share—Investor Shares | $10.57 | |||
ETF Shares—Net Assets | ||||
Applicable to 279,612,541 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 22,521,703 | |||
Net Asset Value Per Share—ETF Shares | $80.55 |
12
Short-Term Bond Index Fund
Amount | |||
($000) | |||
Admiral Shares—Net Assets | |||
Applicable to 1,454,635,822 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 15,378,690 | ||
Net Asset Value Per Share—Admiral Shares | $10.57 | ||
Institutional Shares—Net Assets | |||
Applicable to 522,501,335 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 5,523,997 | ||
Net Asset Value Per Share—Institutional Shares | $10.57 | ||
Institutional Plus Shares—Net Assets | |||
Applicable to 627,239,460 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 6,631,294 | ||
Net Asset Value Per Share—Institutional Plus Shares | $10.57 |
· | 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 December 31, 2019, the aggregate value of these securities was $357,364,000, representing 0.7% 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.
13
Short-Term Bond Index Fund
Statement of Operations
Year Ended | ||||
December 31, 2019 | ||||
($000 | ) | |||
Investment Income | ||||
Income | ||||
Interest1 | 1,142,305 | |||
Total Income | 1,142,305 | |||
Expenses | ||||
The Vanguard Group—Note B | ||||
Investment Advisory Services | 1,658 | |||
Management and Administrative—Investor Shares | 842 | |||
Management and Administrative—ETF Shares | 8,498 | |||
Management and Administrative—Admiral Shares | 8,605 | |||
Management and Administrative—Institutional Shares | 2,256 | |||
Management and Administrative—Institutional Plus Shares | 1,954 | |||
Marketing and Distribution—Investor Shares | 61 | |||
Marketing and Distribution—ETF Shares | 1,285 | |||
Marketing and Distribution—Admiral Shares | 928 | |||
Marketing and Distribution—Institutional Shares | 218 | |||
Marketing and Distribution—Institutional Plus Shares | 96 | |||
Custodian Fees | 111 | |||
Auditing Fees | 46 | |||
Shareholders’ Reports—Investor Shares | 16 | |||
Shareholders’ Reports—ETF Shares | 928 | |||
Shareholders’ Reports—Admiral Shares | 149 | |||
Shareholders’ Reports—Institutional Shares | 16 | |||
Shareholders’ Reports—Institutional Plus Shares | 23 | |||
Trustees’ Fees and Expenses | 24 | |||
Total Expenses | 27,714 | |||
Expenses Paid Indirectly | (110 | ) | ||
Net Expenses | 27,604 | |||
Net Investment Income | 1,114,701 | |||
Realized Net Gain (Loss) on Investment Securities Sold1,2 | 9,784 | |||
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 1,214,482 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,338,967 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $4,738,000, $10,000, and ($15,000), respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $18,137,000 of net gain (loss) resulting from in-kind redemptions; such gain (loss) is not taxable to the fund. |
See accompanying Notes, which are an integral part of the Financial Statements.
14
Short-Term Bond Index Fund
Statement of Changes in Net Assets
Year Ended December 31, | ||||||||
2019 | 2018 | |||||||
($000 | ) | ($000 | ) | |||||
Increase (Decrease) in Net Assets | ||||||||
Operations | ||||||||
Net Investment Income | 1,114,701 | 1,025,149 | ||||||
Realized Net Gain (Loss) | 9,784 | (235,989 | ) | |||||
Change in Unrealized Appreciation (Depreciation) | 1,214,482 | (96,672 | ) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,338,967 | 692,488 | ||||||
Distributions | ||||||||
Net Investment Income | ||||||||
Investor Shares | (13,802 | ) | (26,019 | ) | ||||
ETF Shares | (520,079 | ) | (505,667 | ) | ||||
Admiral Shares | (328,656 | ) | (283,644 | ) | ||||
Institutional Shares | (121,962 | ) | (104,309 | ) | ||||
Institutional Plus Shares | (130,015 | ) | (105,697 | ) | ||||
Realized Capital Gain | ||||||||
Investor Shares | — | — | ||||||
ETF Shares | — | — | ||||||
Admiral Shares | — | — | ||||||
Institutional Shares | — | — | ||||||
Institutional Plus Shares | — | — | ||||||
Total Distributions | (1,114,514 | ) | (1,025,336 | ) | ||||
Capital Share Transactions | ||||||||
Investor Shares | (1,075,752 | ) | (389,194 | ) | ||||
ETF Shares | (5,999,216 | ) | 4,187,635 | |||||
Admiral Shares | 1,208,370 | (2,112,896 | ) | |||||
Institutional Shares | 461,876 | (67,782 | ) | |||||
Institutional Plus Shares | 1,089,410 | 357,555 | ||||||
Net Increase (Decrease) from Capital Share Transactions | (4,315,312 | ) | 1,975,318 | |||||
Total Increase (Decrease) | (3,090,859 | ) | 1,642,470 | |||||
Net Assets | ||||||||
Beginning of Period | 53,235,299 | 51,592,829 | ||||||
End of Period | 50,144,440 | 53,235,299 |
See accompanying Notes, which are an integral part of the Financial Statements.
15
Short-Term Bond Index Fund
Financial Highlights
Investor Shares
For a Share Outstanding | Year Ended December 31, | ||||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $10.31 | $10.38 | $10.43 | $10.43 | $10.48 | ||
Investment Operations | |||||||
Net Investment Income | .2301 | .1981 | .1641 | .146 | .130 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .258 | (.069) | (.050) | .002 | (.040) | ||
Total from Investment Operations | .488 | .129 | .114 | .148 | .090 | ||
Distributions | |||||||
Dividends from Net Investment Income | (.228) | (.199) | (.164) | (.146) | (.130) | ||
Distributions from Realized Capital Gains | — | — | (.000) | 2 | (.002) | (.010) | |
Total Distributions | (.228) | (.199) | (.164) | (.148) | (.140) | ||
Net Asset Value, End of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | ||
Total Return3 | 4.77% | 1.27% | 1.10% | 1.41% | 0.85% | ||
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $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% | 0.16% | ||
Ratio of Net Investment Income to Average Net Assets | 2.18% | 1.94% | 1.57% | 1.38% | 1.23% | ||
Portfolio Turnover Rate4 | 44% | 48% | 50% | 51% | 52% |
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.
16
Short-Term Bond Index Fund
Financial Highlights
ETF Shares | |||||||
For a Share Outstanding | Year Ended December 31, | ||||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $78.56 | $79.09 | $79.44 | $79.49 | $79.87 | ||
Investment Operations | |||||||
Net Investment Income | 1.8191 | 1.5801 | 1.3141 | 1.172 | 1.039 | ||
Net Realized and Unrealized Gain (Loss) on Investments | 2.014 | (.545) | (.362) | (.037) | (.303) | ||
Total from Investment Operations | 3.833 | 1.035 | .952 | 1.135 | .736 | ||
Distributions | |||||||
Dividends from Net Investment Income | (1.843) | (1.565) | (1.300) | (1.172) | (1.039) | ||
Distributions from Realized Capital Gains | — | — | (.002) | (.013) | (.077) | ||
Total Distributions | (1.843) | (1.565) | (1.302) | (1.185) | (1.116) | ||
Net Asset Value, End of Period | $80.55 | $78.56 | $79.09 | $79.44 | $79.49 | ||
Total Return | 4.92% | 1.34% | 1.20% | 1.42% | 0.92% | ||
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $22,522 | $27,946 | $23,902 | $19,576 | $17,402 | ||
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.07% | 0.07% | 0.07% | 0.09% | ||
Ratio of Net Investment Income to Average Net Assets | 2.28% | 2.02% | 1.65% | 1.46% | 1.30% | ||
Portfolio Turnover Rate2 | 44% | 48% | 50% | 51% | 52% |
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.
17
Short-Term Bond Index Fund
Financial Highlights
Admiral Shares | |||||||
For a Share Outstanding | Year Ended December 31, | ||||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $10.31 | $10.38 | $10.43 | $10.43 | $10.48 | ||
Investment Operations | |||||||
Net Investment Income | .2371 | .2071 | .1721 | .154 | .137 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .260 | (.070) | (.050) | .002 | (.040) | ||
Total from Investment Operations | .497 | .137 | .122 | .156 | .097 | ||
Distributions | |||||||
Dividends from Net Investment Income | (.237) | (.207) | (.172) | (.154) | (.137) | ||
Distributions from Realized Capital Gains | — | — | (.000) | 2 | (.002) | (.010) | |
Total Distributions | (.237) | (.207) | (.172) | (.156) | (.147) | ||
Net Asset Value, End of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | ||
Total Return3 | 4.86% | 1.35% | 1.18% | 1.49% | 0.92% | ||
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $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% | 0.09% | ||
Ratio of Net Investment Income to Average Net Assets | 2.26% | 2.02% | 1.65% | 1.46% | 1.30% | ||
Portfolio Turnover Rate4 | 44% | 48% | 50% | 51% | 52% |
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.
18
Short-Term Bond Index Fund
Financial Highlights
Institutional Shares
For a Share Outstanding | Year Ended December 31, | ||||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $10.31 | $10.38 | $10.43 | $10.43 | $10.48 | ||
Investment Operations | |||||||
Net Investment Income | .2391 | .2091 | .1741 | .156 | .140 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .260 | (.070) | (.050) | .002 | (.040) | ||
Total from Investment Operations | .499 | .139 | .124 | .158 | .100 | ||
Distributions | |||||||
Dividends from Net Investment Income | (.239) | (.209) | (.174) | (.156) | (.140) | ||
Distributions from Realized Capital Gains | — | — | (.000) | 2 | (.002) | (.010) | |
Total Distributions | (.239) | (.209) | (.174) | (.158) | (.150) | ||
Net Asset Value, End of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | ||
Total Return | 4.88% | 1.37% | 1.20% | 1.51% | 0.95% | ||
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $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% | 0.06% | ||
Ratio of Net Investment Income to Average Net Assets | 2.28% | 2.04% | 1.67% | 1.48% | 1.33% | ||
Portfolio Turnover Rate3 | 44% | 48% | 50% | 51% | 52% |
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.
19
Short-Term Bond Index Fund
Financial Highlights
Institutional Plus Shares
For a Share Outstanding | Year Ended December 31, | ||||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $10.31 | $10.38 | $10.43 | $10.43 | $10.48 | ||
Investment Operations | |||||||
Net Investment Income | .2401 | .2101 | .1751 | .158 | .142 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .260 | (.070) | (.050) | .002 | (.040) | ||
Total from Investment Operations | .500 | .140 | .125 | .160 | .102 | ||
Distributions | |||||||
Dividends from Net Investment Income | (.240) | (.210) | (.175) | (.158) | (.142) | ||
Distributions from Realized Capital Gains | — | — | (.000) | 2 | (.002) | (.010) | |
Total Distributions | (.240) | (.210) | (.175) | (.160) | (.152) | ||
Net Asset Value, End of Period | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 | ||
Total Return | 4.89% | 1.38% | 1.21% | 1.52% | 0.97% | ||
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $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% | ||
Ratio of Net Investment Income to Average Net Assets | 2.29% | 2.05% | 1.68% | 1.49% | 1.35% | ||
Portfolio Turnover Rate3 | 44% | 48% | 50% | 51% | 52% |
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.
20
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. 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. 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.
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 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 and may differ from net investment income and realized capital gains for financial reporting purposes.
4. Credit Facility: 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 that may be renewed annually; each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary and emergency purposes, and are subject to the fund’s regulatory and contractual borrowing restrictions. The participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn
21
Short-Term Bond Index Fund
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 this facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate, federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread.
The fund had no borrowings outstanding at December 31, 2019, or at any time during the period then ended.
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. Vanguard does not require reimbursement in the current period for certain costs of operations (such as deferred compensation/benefits and risk/insurance costs); the fund’s liability for these costs of operations is included in Payables to Vanguard on the Statement of Net Assets. All other costs of operations payable to Vanguard 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 December 31, 2019, the fund had contributed to Vanguard capital in the amount of $2,238,000, representing less than 0.01% of the fund’s net assets and 0.90% 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 year ended December 31, 2019, custodian fee offset arrangements reduced the fund’s expenses by $110,000 (an annual rate of less than 0.01% of average net assets).
22
Short-Term Bond Index Fund
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 Statement of Net Assets.
The following table summarizes the market value of the fund’s investments as of December 31, 2019, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | ||||
Investments | ($000 | ) | ($000 | ) | ($000 | ) |
U.S. Government and Agency Obligations | — | 33,872,390 | — | |||
Corporate Bonds | — | 12,573,830 | — | |||
Sovereign Bonds | — | 3,312,441 | — | |||
Taxable Municipal Bonds | — | 44,938 | — | |||
Temporary Cash Investments | 646,230 | — | — | |||
Total | 646,230 | 49,803,599 | — |
E. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions were reclassified between the following accounts:
Amount | ||||
($000 | ) | |||
Paid-in Capital | 18,137 | |||
Total Distributable Earnings (Loss) | (18,137 | ) |
23
Short-Term Bond Index Fund
Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the tax deferral of losses on wash sales. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:
Amount | ||||
($000 | ) | |||
Undistributed Ordinary Income | 8,566 | |||
Undistributed Long-Term Gains | — | |||
Capital Loss Carryforwards (Non-expiring) | (245,166 | ) | ||
Net Unrealized Gains (Losses) | 630,546 |
As of December 31, 2019, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | ||||
($000 | ) | |||
Tax Cost | 49,819,283 | |||
Gross Unrealized Appreciation | 693,254 | |||
Gross Unrealized Depreciation | (62,708 | ) | ||
Net Unrealized Appreciation (Depreciation) | 630,546 |
F. During the year ended December 31, 2019, the fund purchased $6,194,988,000 of investment securities and sold $8,950,623,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $21,433,813,000 and $23,004,600,000, respectively. Total purchases and sales include $5,290,757,000 and $10,390,923,000, 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 year ended December 31, 2019, such purchases and sales were $8,410,038,000 and $533,468,000, respectively; these amounts are included in the purchases and sales of investment securities noted above.
24
Short-Term Bond Index Fund
G. | Capital share transactions for each class of shares were: |
Year Ended December 31, | ||||||||||||||||
2019 | 2018 | |||||||||||||||
Amount | Shares | Amount | Shares | |||||||||||||
($000 | ) | (000 | ) | ($000 | ) | (000 | ) | |||||||||
Investor Shares | ||||||||||||||||
Issued | 293,432 | 27,888 | 273,270 | 26,634 | ||||||||||||
Issued in Lieu of Cash Distributions | 11,196 | 1,073 | 22,892 | 2,232 | ||||||||||||
Redeemed1 | (1,380,380 | ) | (131,418 | ) | (685,356 | ) | (66,833 | ) | ||||||||
Net Increase (Decrease)—Investor Shares | (1,075,752 | ) | (102,457 | ) | (389,194 | ) | (37,967 | ) | ||||||||
ETF Shares | ||||||||||||||||
Issued | 4,503,647 | 56,300 | 6,265,283 | 80,100 | ||||||||||||
Issued in Lieu of Cash Distributions | — | — | — | — | ||||||||||||
Redeemed | (10,502,863 | ) | (132,400 | ) | (2,077,648 | ) | (26,600 | ) | ||||||||
Net Increase (Decrease)—ETF Shares | (5,999,216 | ) | (76,100 | ) | 4,187,635 | 53,500 | ||||||||||
Admiral Shares | ||||||||||||||||
Issued1 | 4,953,370 | 472,453 | 4,665,875 | 454,958 | ||||||||||||
Issued in Lieu of Cash Distributions | 282,340 | 26,869 | 242,005 | 23,601 | ||||||||||||
Redeemed | (4,027,340 | ) | (384,509 | ) | (7,020,776 | ) | (683,504 | ) | ||||||||
Net Increase (Decrease)—Admiral Shares | 1,208,370 | 114,813 | (2,112,896 | ) | (204,945 | ) | ||||||||||
Institutional Shares | ||||||||||||||||
Issued | 1,947,465 | 185,713 | 2,044,462 | 199,380 | ||||||||||||
Issued in Lieu of Cash Distributions | 112,032 | 10,663 | 96,699 | 9,431 | ||||||||||||
Redeemed | (1,597,621 | ) | (152,105 | ) | (2,208,943 | ) | (215,519 | ) | ||||||||
Net Increase (Decrease)—Institutional Shares | 461,876 | 44,271 | (67,782 | ) | (6,708 | ) | ||||||||||
Institutional Plus Shares | ||||||||||||||||
Issued | 1,841,903 | 174,690 | 952,723 | 92,907 | ||||||||||||
Issued in Lieu of Cash Distributions | 125,488 | 11,944 | 102,139 | 9,962 | ||||||||||||
Redeemed | (877,981 | ) | (83,593 | ) | (697,307 | ) | (67,928 | ) | ||||||||
Net Increase (Decrease)—Institutional Plus Shares | 1,089,410 | 103,041 | 357,555 | 34,941 |
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 December 31, 2019, that would require recognition or disclosure in these financial statements.
25
Intermediate-Term Bond Index Fund
Performance Summary
All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost.The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.
Cumulative Performance: December 31, 2009, Through December 31, 2019 Initial
Investment of $10,000
Average Annual Total Returns | |||||
Periods Ended December 31, 2019 | |||||
Final Value | |||||
One | Five | Ten | of a $10,000 | ||
Year | Years | Years | Investment | ||
Intermediate-Term Bond Index Fund Investor Shares | 10.09% | 3.45% | 4.68% | $15,796 | |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 10.38 | 3.64 | 4.85 | 16,060 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 | |
Final Value | |||||
One | Five | Ten | of a $10,000 | ||
Year | Years | Years | Investment | ||
Intermediate-Term Bond Index Fund ETF Shares Net Asset Value | 10.19% | 3.54% | 4.77% | $15,943 | |
Intermediate-Term Bond Index Fund ETF Shares Market Price | 10.34 | 3.50 | 4.75 | 15,907 | |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 10.38 | 3.64 | 4.85 | 16,060 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 |
See Financial Highlights for dividend and capital gains information.
26
Intermediate-Term Bond Index Fund
Average Annual Total Returns | ||||
Periods Ended December 31, 2019 | ||||
Final Value | ||||
One | Five | Ten | of a $10,000 | |
Year | Years | Years | Investment | |
Intermediate-Term Bond Index Fund Admiral Shares | 10.18% | 3.53% | 4.77% | $15,940 |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 10.38 | 3.64 | 4.85 | 16,060 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 |
Final Value | ||||
One | Five | Ten | of a $5,000,000 | |
Year | Years | Years | Investment | |
Intermediate-Term Bond Index Fund Institutional Shares | 10.20% | 3.55% | 4.80% | $7,992,175 |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 10.38 | 3.64 | 4.85 | 8,030,019 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 7,242,955 |
Since | Final Value | |||
One | Five | Inception | of a $100,000,000 | |
Year | Years | (11/30/2011) | Investment | |
Intermediate-Term Bond Index Fund Institutional Plus Shares | 10.21% | 3.57% | 3.72% | $134,313,332 |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 10.38 | 3.64 | 3.75 | 134,715,605 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.04 | 127,357,266 |
“Since Inception” performance is calculated from the Institutional Plus Shares’ inception date for both the fund and its comparative standard(s).
27
Intermediate-Term Bond Index Fund
Cumulative Returns of ETF Shares: December 31, 2009, Through December 31, 2019
One | Five | Ten | |
Year | Years | Years | |
Intermediate-Term Bond Index Fund ETF Shares Market Price | 10.34% | 18.79% | 59.07% |
Intermediate-Term Bond Index Fund ETF Shares Net Asset Value | 10.19 | 18.98 | 59.43 |
Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index | 10.38 | 19.57 | 60.60 |
For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares’ market prices have compared with their net asset value, visit vanguard.com, select your ETF, and then select the Price and Performance tab. The ETF premium/discount analysis there shows the percentages of days on which the ETF Shares’ market price was above or below the NAV.
28
Intermediate-Term Bond Index Fund
Sector Diversification
As of December 31, 2019
Finance | 14.6% |
Foreign | 4.5 |
Industrial | 24.0 |
Treasury/Agency | 54.5 |
Utilities | 2.2 |
Other | 0.2 |
The table reflects the fund’s market exposure. Any holdings in short-term reserves are excluded. 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.
29
Intermediate-Term Bond Index Fund
Financial Statements
Statement of Net Assets—Investments Summary
As of December 31, 2019
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 | 773,703 | 850,594 | 2.4% | ||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 762,496 | 792,524 | 2.2% | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 768,664 | 760,977 | 2.2% | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 771,261 | 755,597 | 2.1% | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 636,111 | 674,080 | 1.9% | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 649,065 | 666,713 | 1.9% | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 652,268 | 645,034 | 1.8% | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 588,945 | 634,682 | 1.8% | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 649,430 | 632,584 | 1.8% | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 603,742 | 625,724 | 1.8% | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 608,744 | 599,515 | 1.7% | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 553,253 | 595,439 | 1.7% | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 575,586 | 591,414 | 1.7% | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 567,500 | 578,674 | 1.6% | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 539,955 | 575,387 | 1.6% | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 550,965 | 566,288 | 1.6% | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 554,796 | 562,596 | 1.6% | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 555,297 | 561,194 | 1.6% | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 486,122 | 492,349 | 1.4% | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 448,479 | 442,451 | 1.3% | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 432,825 | 420,654 | 1.2% | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 381,626 | 401,066 | 1.1% | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 366,000 | 381,039 | 1.1% | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 359,635 | 380,652 | 1.1% | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 362,230 | 369,362 | 1.1% | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 332,456 | 338,846 | 1.0% | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 270,522 | 277,666 | 0.8% | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 256,600 | 266,464 | 0.8% | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 251,875 | 260,534 | 0.7% | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 239,685 | 251,183 | 0.7% | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 219,650 | 225,554 | 0.6% |
30
Intermediate-Term Bond Index Fund
Face | Market | Percentage | |||||
Maturity | Amount | Value· | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 204,830 | 215,776 | 0.6% | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 201,505 | 213,910 | 0.6% | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 201,235 | 210,918 | 0.6% | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 182,031 | 190,252 | 0.5% | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 187,095 | 187,739 | 0.5% | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 168,116 | 179,464 | 0.5% | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 177,205 | 177,898 | 0.5% | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 178,950 | 176,684 | 0.5% | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 175,245 | 172,890 | 0.5% | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 161,315 | 165,524 | 0.5% | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 149,065 | 148,227 | 0.4% | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 126,522 | 135,122 | 0.4% | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 126,566 | 133,922 | 0.4% | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 102,915 | 109,058 | 0.3% | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 87,750 | 92,371 | 0.3% | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 64,624 | 66,270 | 0.2% | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 64,605 | 64,625 | 0.2% | ||
United States Treasury Note/Bond | 1.750%–6.875% | 12/31/24–2/15/29 | 152,754 | 178,696 | 0.5% | ||
18,996,182 | 53.9% | ||||||
Agency Notes † | 101,215 | 0.3% | |||||
Total U.S. Government and Agency Obligations (Cost $18,638,420) | 19,097,397 | 54.2% | |||||
Corporate Bonds | |||||||
Finance | |||||||
Banking | |||||||
1 | Bank of America Corp. | 3.419% | 12/20/28 | 72,016 | 75,425 | 0.2% | |
1 | Bank of America Corp. | 2.884%–4.450% | 1/22/25–10/22/30 | 346,439 | 370,205 | 1.1% | |
Bank One Corp. | 7.750%–8.000% | 7/15/25–4/29/27 | 8,660 | 11,293 | 0.0% | ||
1 | JPMorgan Chase & Co. | 2.739%–4.452% | 1/23/25–10/15/30 | 344,931 | 366,933 | 1.0% | |
2 | Banking—Other † | 2,673,872 | 7.6% | ||||
Brokerage † | 195,257 | 0.6% | |||||
Finance Companies † | 110,048 | 0.3% | |||||
Insurance † | 578,454 | 1.6% | |||||
Other Finance † | 4,224 | 0.0% | |||||
Real Estate Investment Trusts † | 720,282 | 2.1% | |||||
5,105,993 | 14.5% | ||||||
Industrial | |||||||
2 | Basic Industry † | 411,953 | 1.2% | ||||
2 | Capital Goods † | 708,788 | 2.0% | ||||
2 | Communication † | 990,111 | 2.8% | ||||
Consumer Cyclical † | 1,018,963 | 2.9% | |||||
Consumer Noncyclical | |||||||
CVS Health Corp. | 4.300% | 3/25/28 | 73,986 | 80,634 | 0.2% | ||
2 | Consumer Noncyclical—Other † | 2,239,829 | 6.4% | ||||
2 | Energy † | 1,270,305 | 3.6% | ||||
Other Industrial † | 31,826 | 0.1% | |||||
2 | Technology † | 1,325,837 | 3.7% | ||||
Transportation † | 311,916 | 0.9% | |||||
8,390,162 | 23.8% |
31
Intermediate-Term Bond Index Fund
Market | Percentage | ||||
Value· | of Net | ||||
($000) | Assets | ||||
Utilities | |||||
2 Electric † | 671,446 | 1.9% | |||
Natural Gas † | 61,870 | 0.1% | |||
Other Utility † | 18,362 | 0.1% | |||
751,678 | 2.1% | ||||
Total Corporate Bonds (Cost $13,568,755) | 14,247,833 | 40.4% | |||
2Sovereign Bonds (Cost $1,499,724) † | 1,554,212 | 4.4% | |||
Taxable Municipal Bonds (Cost $79,065) † | 81,037 | 0.2% | |||
Coupon | Shares | ||||
Temporary Cash Investment | |||||
Money Market Fund | |||||
3 Vanguard Market Liquidity Fund(Cost $192,687) | 1.816% | 1,926,694 | 192,689 | 0.5% | |
Total Investments (Cost $33,978,651) | 35,173,168 | 99.7% | |||
Amount | |||||
($000) | |||||
Other Assets and Liabilities | |||||
Other Assets | |||||
Investment in Vanguard | 1,575 | ||||
Receivables for Investment Securities Sold | 256,305 | ||||
Receivables for Accrued Income | 250,364 | ||||
Receivables for Capital Shares Issued | 58,657 | ||||
Other Assets | 150 | ||||
Total Other Assets | 567,051 | 1.6% | |||
Liabilities | |||||
Payables for Investment Securities Purchased | (410,475) | ||||
Payables for Capital Shares Redeemed | (39,386) | ||||
Payables for Distributions | (7,823) | ||||
Payables to Vanguard | (7,398) | ||||
Other Liabilities | (37) | ||||
Total Liabilities | (465,119) | (1.3%) | |||
Net Assets | 35,275,100 | 100.0% | |||
At December 31, 2019, net assets consisted of: | |||||
Amount | |||||
($000) | |||||
Paid-in Capital | 34,273,314 | ||||
Total Distributable Earnings (Loss) | 1,001,786 | ||||
Net Assets | 35,275,100 | ||||
Investor Shares—Net Assets | |||||
Applicable to 13,808,159 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 163,136 | ||||
Net Asset Value Per Share—Investor Shares | $11.81 |
32
Intermediate-Term Bond Index Fund
Amount | |
($000) | |
ETF Shares—Net Assets | |
Applicable to 155,554,060 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 13,545,742 |
Net Asset Value Per Share—ETF Shares | $87.08 |
Admiral Shares—Net Assets | |
Applicable to 1,419,986,325 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 16,776,320 |
Net Asset Value Per Share—Admiral Shares | $11.81 |
Institutional Shares—Net Assets | |
Applicable to 267,334,447 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,158,390 |
Net Asset Value Per Share—Institutional Shares | $11.81 |
Institutional Plus Shares—Net Assets | |
Applicable to 138,094,643 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,631,512 |
Net Asset Value Per Share—Institutional Plus Shares | $11.81 |
· | 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 December 31, 2019, the aggregate value of these securities was $500,882,000, representing 1.4% 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.
33
Intermediate-Term Bond Index Fund
Statement of Operations
Year Ended | |
December 31, 2019 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 934,069 |
Total Income | 934,069 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,114 |
Management and Administrative—Investor Shares | 752 |
Management and Administrative—ETF Shares | 4,722 |
Management and Administrative—Admiral Shares | 8,766 |
Management and Administrative—Institutional Shares | 1,314 |
Management and Administrative—Institutional Plus Shares | 580 |
Marketing and Distribution—Investor Shares | 63 |
Marketing and Distribution—ETF Shares | 569 |
Marketing and Distribution—Admiral Shares | 946 |
Marketing and Distribution—Institutional Shares | 109 |
Marketing and Distribution—Institutional Plus Shares | 24 |
Custodian Fees | 96 |
Auditing Fees | 44 |
Shareholders’ Reports—Investor Shares | 116 |
Shareholders’ Reports—ETF Shares | 469 |
Shareholders’ Reports—Admiral Shares | 130 |
Shareholders’ Reports—Institutional Shares | 11 |
Shareholders’ Reports—Institutional Plus Shares | 48 |
Trustees’ Fees and Expenses | 17 |
Total Expenses | 19,890 |
Expenses Paid Indirectly | (74) |
Net Expenses | 19,816 |
Net Investment Income | 914,253 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | 199,926 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 1,979,993 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,094,172 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $3,295,000, $36,000, and ($9,000), respectively. Purchases and sales are for temporary cash investment purposes.
|
2 | Includes $50,214,000 of net gain (loss) resulting from in-kind redemptions; such gain (loss) is not taxable to the fund. |
See accompanying Notes, which are an integral part of the Financial Statements.
34
Intermediate-Term Bond Index Fund
Statement of Changes in Net Assets
Year Ended December 31, | ||
2019 | 2018 | |
($000) | ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 914,253 | 941,350 |
Realized Net Gain (Loss) | 199,926 | (400,478) |
Change in Unrealized Appreciation (Depreciation) | 1,979,993 | (654,571) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 3,094,172 | (113,699) |
Distributions | ||
Net Investment Income | ||
Investor Shares | (17,578) | (32,457) |
ETF Shares | (346,627) | (396,012) |
Admiral Shares | (412,439) | (370,520) |
Institutional Shares | (86,862) | (88,192) |
Institutional Plus Shares | (50,777) | (52,353) |
Realized Capital Gain | ||
Investor Shares | — | — |
ETF Shares | — | — |
Admiral Shares | — | — |
Institutional Shares | — | — |
Institutional Plus Shares | — | — |
Total Distributions | (914,283) | (939,534) |
Capital Share Transactions | ||
Investor Shares | (931,957) | (229,614) |
ETF Shares | (41,131) | (2,083,410) |
Admiral Shares | 2,981,608 | (249,301) |
Institutional Shares | (5,763) | (80,194) |
Institutional Plus Shares | (251,254) | 161,340 |
Net Increase (Decrease) from Capital Share Transactions | 1,751,503 | (2,481,179) |
Total Increase (Decrease) | 3,931,392 | (3,534,412) |
Net Assets | ||
Beginning of Period | 31,343,708 | 34,878,120 |
End of Period | 35,275,100 | 31,343,708 |
See accompanying Notes, which are an integral part of the Financial Statements.
35
Intermediate-Term Bond Index Fund
Financial Highlights
Investor Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $11.02 | $11.36 | $11.24 | $11.26 | $11.46 |
Investment Operations | |||||
Net Investment Income | .3161 | .3061 | .2891 | .289 | .302 |
Net Realized and Unrealized Gain (Loss) on Investments | .787 | (.340) | .132 | .025 | (.162) |
Total from Investment Operations | 1.103 | (.034) | .421 | .314 | .140 |
Distributions | |||||
Dividends from Net Investment Income | (.313) | (.306) | (.290) | (.289) | (.302) |
Distributions from Realized Capital Gains | — | — | (.011) | (.045) | (.038) |
Total Distributions | (.313) | (.306) | (.301) | (.334) | (.340) |
Net Asset Value, End of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Total Return2 | 10.09% | -0.25% | 3.76% | 2.75% | 1.21% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $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% | 0.16% |
Ratio of Net Investment Income to Average Net Assets | 2.78% | 2.79% | 2.54% | 2.48% | 2.62% |
Portfolio Turnover Rate3 | 50% | 53% | 55% | 57% | 51% |
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.
36
Intermediate-Term Bond Index Fund
Financial Highlights
ETF Shares | |||||
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $81.27 | $83.73 | $82.86 | $82.95 | $84.41 |
Investment Operations | |||||
Net Investment Income | 2.3921 | 2.3201 | 2.1991 | 2.163 | 2.227 |
Net Realized and Unrealized Gain (Loss) on Investments | 5.816 | (2.442) | .925 | .244 | (1.177) |
Total from Investment Operations | 8.208 | (.122) | 3.124 | 2.407 | 1.050 |
Distributions | |||||
Dividends from Net Investment Income | (2.398) | (2.338) | (2.174) | (2.163) | (2.227) |
Distributions from Realized Capital Gains | — | — | (.080) | (.334) | (.283) |
Total Distributions | (2.398) | (2.338) | (2.254) | (2.497) | (2.510) |
Net Asset Value, End of Period | $87.08 | $81.27 | $83.73 | $82.86 | $82.95 |
Total Return | 10.19% | -0.09% | 3.80% | 2.86% | 1.23% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $13,546 | $12,772 | $15,328 | $11,241 | $7,569 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.07% | 0.07% | 0.07% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 2.80% | 2.87% | 2.62% | 2.56% | 2.69% |
Portfolio Turnover Rate2 | 50% | 53% | 55% | 57% | 51% |
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.
37
Intermediate-Term Bond Index Fund
Financial Highlights
Admiral Shares
For a Share Outstanding | Year Ended December 31, | |||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $11.02 | $11.36 | $11.24 | $11.26 | $11.46 | |
Investment Operations | ||||||
Net Investment Income | .3221 | .3151 | .2981 | .299 | .309 | |
Net Realized and Unrealized Gain (Loss) on Investments | .790 | (.341) | .132 | .025 | (.162) | |
Total from Investment Operations | 1.112 | (.026) | .430 | .324 | .147 | |
Distributions | ||||||
Dividends from Net Investment Income | (.322) | (.314) | (.299) | (.299) | (.309) | |
Distributions from Realized Capital Gains | — | — | (.011) | (.045) | (.038) | |
Total Distributions | (.322) | (.314) | (.310) | (.344) | (.347) | |
Net Asset Value, End of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | |
Total Return2 | 10.18% | -0.17% | 3.85% | 2.83% | 1.27% | |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $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% | 0.09% | |
Ratio of Net Investment Income to | ||||||
Average Net Assets | 2.78% | 2.87% | 2.62% | 2.56% | 2.69% | |
Portfolio Turnover Rate3 | 50% | 53% | 55% | 57% | 51% |
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.
38
Intermediate-Term Bond Index Fund
Financial Highlights
Institutional Shares
For a Share Outstanding | Year Ended December 31, | |||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $11.02 | $11.36 | $11.24 | $11.26 | $11.46 | |
Investment Operations | ||||||
Net Investment Income | .3251 | .3171 | .3011 | .301 | .313 | |
Net Realized and Unrealized Gain (Loss) on Investments | .790 | (.340) | .131 | .025 | (.162) | |
Total from Investment Operations | 1.115 | (.023) | .432 | .326 | .151 | |
Distributions | ||||||
Dividends from Net Investment Income | (.325) | (.317) | (.301) | (.301) | (.313) | |
Distributions from Realized Capital Gains | — | — | (.011) | (.045) | (.038) | |
Total Distributions | (.325) | (.317) | (.312) | (.346) | (.351) | |
Net Asset Value, End of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | |
Total Return | 10.20% | -0.15% | 3.87% | 2.85% | 1.31% | |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $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% | 0.06% | |
Ratio of Net Investment Income to Average Net Assets | 2.81% | 2.89% | 2.64% | 2.58% | 2.72% | |
Portfolio Turnover Rate2 | 50% | 53% | 55% | 57% | 51% |
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.
39
Intermediate-Term Bond Index Fund
Financial Highlights
Institutional Plus Shares
For a Share Outstanding | Year Ended December 31, | |||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $11.02 | $11.36 | $11.24 | $11.26 | $11.46 | |
Investment Operations | ||||||
Net Investment Income | .3261 | .3191 | .3021 | .302 | .315 | |
Net Realized and Unrealized Gain (Loss) on Investments | .790 | (.341) | .131 | .025 | (.162) | |
Total from Investment Operations | 1.116 | (.022) | .433 | .327 | .153 | |
Distributions | ||||||
Dividends from Net Investment Income | (.326) | (.318) | (.302) | (.302) | (.315) | |
Distributions from Realized Capital Gains | — | — | (.011) | (.045) | (.038) | |
Total Distributions | (.326) | (.318) | (.313) | (.347) | (.353) | |
Net Asset Value, End of Period | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 | |
Total Return | 10.21% | -0.14% | 3.88% | 2.86% | 1.33% | |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $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% | |
Ratio of Net Investment Income to Average Net Assets | 2.83% | 2.90% | 2.65% | 2.59% | 2.74% | |
Portfolio Turnover Rate2 | 50% | 53% | 55% | 57% | 51% |
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.
40
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. 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. 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.
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 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 and may differ from net investment income and realized capital gains for financial reporting purposes.
4. Credit Facility: 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 that may be renewed annually; each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary and emergency purposes, and are subject to the fund’s regulatory and contractual borrowing restrictions. The participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn
41
Intermediate-Term Bond Index Fund
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 this facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate, federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread.
The fund had no borrowings outstanding at December 31, 2019, or at any time during the period then ended.
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. Vanguard does not require reimbursement in the current period for certain costs of operations (such as deferred compensation/benefits and risk/insurance costs); the fund’s liability for these costs of operations is included in Payables to Vanguard on the Statement of Net Assets. All other costs of operations payable to Vanguard 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 December 31, 2019, the fund had contributed to Vanguard capital in the amount of $1,575,000, representing less than 0.01% of the fund’s net assets and 0.63% 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 year ended December 31, 2019, custodian fee offset arrangements reduced the fund’s expenses by $74,000 (an annual rate of less than 0.01% of average net assets).
42
Intermediate-Term Bond Index Fund
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 Statement of Net Assets.
The following table summarizes the market value of the fund’s investments as of December 31, 2019, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
U.S. Government and Agency Obligations | — | 19,097,397 | — |
Corporate Bonds | — | 14,247,833 | — |
Sovereign Bonds | — | 1,554,212 | — |
Taxable Municipal Bonds | — | 81,037 | — |
Temporary Cash Investments | 192,689 | — | — |
Total | 192,689 | 34,980,479 | — |
E. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions were reclassified between the following accounts:
Amount | |
($000) | |
Paid-in Capital | 50,214 |
Total Distributable Earnings (Loss) | (50,214) |
43
Intermediate-Term Bond Index Fund
Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the tax deferral of losses on wash sales. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:
Amount | |
($000) | |
Undistributed Ordinary Income | 6,303 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards (Non-expiring)* | (192,723) |
Net Unrealized Gains (Losses) | 1,194,517 |
* | The fund used capital loss carryforwards of $149,712,000 to offset taxable capital gains realized during the year ended December 31, 2019. |
As of December 31, 2019, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 33,978,651 |
Gross Unrealized Appreciation | 1,287,563 |
Gross Unrealized Depreciation | (93,046) |
Net Unrealized Appreciation (Depreciation) | 1,194,517 |
F. During the year ended December 31, 2019, the fund purchased $6,232,418,000 of investment securities and sold $5,940,551,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $14,921,014,000 and $13,462,347,000, respectively. Total purchases and sales include $3,087,059,000 and $3,126,378,000, 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 year ended December 31, 2019, such purchases and sales were $589,365,000 and $9,696,362,000, respectively; these amounts are included in the purchases and sales of investment securities noted above.
44
Intermediate-Term Bond Index Fund
G. Capital share transactions for each class of shares were:
Year Ended December 31, | |||||
2019 | 2018 | ||||
Amount | Shares | Amount | Shares | ||
($000) | (000) | ($000) | (000) | ||
Investor Shares | |||||
Issued | 247,548 | 21,388 | 202,296 | 18,386 | |
Issued in Lieu of Cash Distributions | 14,595 | 1,277 | 29,983 | 2,734 | |
Redeemed1 | (1,194,100) | (102,949) | (461,893) | (42,119) | |
Net Increase (Decrease)—Investor Shares | (931,957) | (80,284) | (229,614) | (20,999) | |
ETF Shares | |||||
Issued | 3,131,082 | 36,400 | 958,318 | 11,800 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (3,172,213) | (38,000) | (3,041,728) | (37,700) | |
Net Increase (Decrease)—ETF Shares | (41,131) | (1,600) | (2,083,410) | (25,900) | |
Admiral Shares | |||||
Issued1 | 5,574,117 | 480,860 | 3,278,156 | 298,204 | |
Issued in Lieu of Cash Distributions | 353,655 | 30,408 | 319,890 | 29,173 | |
Redeemed | (2,946,164) | (255,042) | (3,847,347) | (350,354) | |
Net Increase (Decrease)—Admiral Shares | 2,981,608 | 256,226 | (249,301) | (22,977) | |
Institutional Shares | |||||
Issued | 838,573 | 72,508 | 749,107 | 68,102 | |
Issued in Lieu of Cash Distributions | 78,689 | 6,775 | 79,163 | 7,220 | |
Redeemed | (923,025) | (79,700) | (908,464) | (82,937) | |
Net Increase (Decrease)—Institutional Shares | (5,763) | (417) | (80,194) | (7,615) | |
Institutional Plus Shares | |||||
Issued | 279,350 | 24,741 | 332,293 | 30,102 | |
Issued in Lieu of Cash Distributions | 24,167 | 2,089 | 26,945 | 2,458 | |
Redeemed | (554,771) | (47,665) | (197,898) | (18,003) | |
Net Increase (Decrease)—Institutional Plus Shares | (251,254) | (20,835) | 161,340 | 14,557 |
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. |
H. Management has determined that no events or transactions occurred subsequent to December 31, 2019, that would require recognition or disclosure in these financial statements.
45
Long-Term Bond Index Fund
Performance Summary
All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost.The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.
Cumulative Performance: December 31, 2009, Through December 31, 2019
Initial Investment of $10,000
Average Annual Total Returns | |||||
Periods Ended December 31, 2019 | |||||
Final Value | |||||
One | Five | Ten | of a $10,000 | ||
Year | Years | Years | Investment | ||
Long-Term Bond Index Fund ETF Shares Net Asset Value | 19.09% | 5.35% | 7.55% | $20,704 | |
Long-Term Bond Index Fund ETF Shares Market Price | 18.98 | 5.30 | 7.56 | 20,720 | |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 19.59 | 5.42 | 7.59 | 20,786 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 |
Vanguard fund returns are adjusted to reflect the 0.50% fee on purchases of fund shares. The fee does not apply to ETF Shares. The Fiscal-Year Total Returns chart is not adjusted for fees.
See Financial Highlights for dividend and capital gains information.
46
Long-Term Bond Index Fund
Total Returns | ||
Period Ended December 31, 2019 | ||
Since | Final Value | |
Inception | of a $10,000 | |
(2/7/2019) | Investment | |
Long-Term Bond Index Fund Admiral Shares | 15.85% | $11,585 |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 16.60 | 11,660 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 7.66 | 10,766 |
“Since Inception” performance is calculated from the Admiral Shares’ inception date for both the fund and its comparative standard(s).
Average Annual Total Returns | ||||
Periods Ended December 31, 2019 | ||||
Final Value | ||||
One | Five | Ten | of a $5,000,000 | |
Year | Years | Years | Investment | |
Long-Term Bond Index Fund Institutional Shares | 18.53% | 5.27% | 7.54% | $10,339,454 |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 19.59 | 5.42 | 7.59 | 10,393,027 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 7,242,955 |
Since | Final Value | |||
One | Five | Inception | of a $100,000,000 | |
Year | Years | (10/6/2011) | Investment | |
Long-Term Bond Index Fund Institutional Plus Shares | 18.54% | 5.28% | 5.78% | $158,835,029 |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 19.59 | 5.42 | 5.81 | 159,237,062 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.03 | 127,839,500 |
“Since Inception” performance is calculated from the Institutional Plus Shares’ inception date for both the fund and its comparative standard(s).
Vanguard fund returns are adjusted to reflect the 0.50% fee on purchases of fund shares. The fee does not apply to the ETF Shares. The Fiscal-Year Total Returns chart is not adjusted for fees.
47
Long-Term Bond Index Fund
Cumulative Returns of ETF Shares: December 31, 2009, Through December 31, 2019
One | Five | Ten | |
Year | Years | Years | |
Long-Term Bond Index Fund ETF Shares Market Price | 18.98% | 29.46% | 107.20% |
Long-Term Bond Index Fund ETF Shares Net Asset Value | 19.09 | 29.76 | 107.04 |
Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index | 19.59 | 30.18 | 107.86 |
For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares’ market prices have compared with their net asset value, visit vanguard.com, select your ETF, and then select the Price and Performance tab. The ETF premium/discount analysis there shows the percentages of days on which the ETF Shares’ market price was above or below the NAV.
Vanguard fund returns are adjusted to reflect the 0.50% fee on purchases of fund shares. The fee does not apply to the ETF Shares. The Fiscal-Year Total Returns chart is not adjusted for fees.
48
Long-Term Bond Index Fund
Sector Diversification
As of December 31, 2019
Finance | 8.6% |
Foreign | 4.5 |
Industrial | 34.8 |
Treasury/Agency | 42.6 |
Utilities | 6.1 |
Other | 3.4 |
The table reflects the fund’s market exposure. Any holdings in short-term reserves are excluded. 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.
49
Long-Term Bond Index Fund
Financial Statements
Statement of Net Assets—Investments Summary
As of December 31, 2019
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% | 8/15/44 | 178,003 | 202,589 | 1.6% |
United States Treasury Note/Bond | 3.000% | 2/15/49 | 176,486 | 199,097 | 1.6% |
United States Treasury Note/Bond | 3.000% | 8/15/48 | 165,935 | 186,910 | 1.5% |
United States Treasury Note/Bond | 3.375% | 11/15/48 | 151,671 | 182,977 | 1.5% |
United States Treasury Note/Bond | 2.875% | 5/15/49 | 149,270 | 164,594 | 1.3% |
United States Treasury Note/Bond | 3.625% | 2/15/44 | 126,564 | 155,634 | 1.3% |
United States Treasury Note/Bond | 2.250% | 8/15/49 | 158,873 | 154,181 | 1.2% |
United States Treasury Note/Bond | 3.000% | 5/15/45 | 137,460 | 153,569 | 1.2% |
United States Treasury Note/Bond | 2.875% | 11/15/46 | 136,964 | 150,254 | 1.2% |
United States Treasury Note/Bond | 2.750% | 8/15/47 | 132,996 | 142,638 | 1.2% |
United States Treasury Note/Bond | 3.000% | 2/15/48 | 125,720 | 141,317 | 1.1% |
United States Treasury Note/Bond | 2.875% | 8/15/45 | 128,362 | 140,356 | 1.1% |
United States Treasury Note/Bond | 3.375% | 5/15/44 | 118,037 | 139,745 | 1.1% |
United States Treasury Note/Bond | 3.000% | 2/15/47 | 123,644 | 138,945 | 1.1% |
United States Treasury Note/Bond | 2.875% | 5/15/43 | 124,375 | 135,569 | 1.1% |
United States Treasury Note/Bond | 2.750% | 11/15/47 | 123,746 | 132,697 | 1.1% |
United States Treasury Note/Bond | 3.750% | 11/15/43 | 105,915 | 132,509 | 1.1% |
United States Treasury Note/Bond | 3.125% | 5/15/48 | 113,086 | 130,191 | 1.1% |
United States Treasury Note/Bond | 3.625% | 8/15/43 | 104,785 | 128,542 | 1.0% |
United States Treasury Note/Bond | 2.375% | 11/15/49 | 127,325 | 126,947 | 1.0% |
United States Treasury Note/Bond | 3.000% | 11/15/44 | 109,496 | 122,122 | 1.0% |
United States Treasury Note/Bond | 2.500% | 2/15/45 | 116,042 | 118,489 | 1.0% |
United States Treasury Note/Bond | 3.000% | 5/15/47 | 104,486 | 117,384 | 1.0% |
United States Treasury Note/Bond | 2.250% | 8/15/46 | 113,624 | 110,445 | 0.9% |
United States Treasury Note/Bond | 3.000% | 11/15/45 | 97,150 | 108,687 | 0.9% |
United States Treasury Note/Bond | 2.500% | 5/15/46 | 106,406 | 108,650 | 0.9% |
United States Treasury Note/Bond | 3.125% | 2/15/43 | 89,415 | 101,431 | 0.8% |
United States Treasury Note/Bond | 2.750% | 11/15/42 | 86,703 | 92,555 | 0.8% |
United States Treasury Note/Bond | 4.625% | 2/15/40 | 64,061 | 88,575 | 0.7% |
United States Treasury Note/Bond | 2.500% | 2/15/46 | 73,547 | 75,110 | 0.6% |
50
Long-Term Bond Index Fund
Face | Market | Percentage | |||
Maturity | Amount | Value· | of Net | ||
Coupon | Date | ($000) | ($000) | Assets | |
United States Treasury Note/Bond | 4.375% | 5/15/40 | 54,098 | 72,635 | 0.6% |
United States Treasury Note/Bond | 4.750% | 2/15/41 | 51,180 | 72,212 | 0.6% |
United States Treasury Note/Bond | 2.750% | 8/15/42 | 63,163 | 67,456 | 0.5% |
United States Treasury Note/Bond | 4.250% | 11/15/40 | 50,200 | 66,460 | 0.5% |
United States Treasury Note/Bond | 3.125% | 2/15/42 | 55,952 | 63,479 | 0.5% |
United States Treasury Note/Bond | 4.375% | 5/15/41 | 42,045 | 56,688 | 0.5% |
United States Treasury Note/Bond | 3.750% | 8/15/41 | 44,470 | 55,212 | 0.4% |
United States Treasury Note/Bond | 4.375% | 11/15/39 | 41,100 | 54,997 | 0.4% |
United States Treasury Note/Bond | 4.500% | 8/15/39 | 39,671 | 53,841 | 0.4% |
United States Treasury Note/Bond | 3.000% | 5/15/42 | 47,225 | 52,552 | 0.4% |
United States Treasury Note/Bond | 4.500% | 2/15/36 | 39,455 | 52,334 | 0.4% |
United States Treasury Note/Bond | 3.875% | 8/15/40 | 41,265 | 52,013 | 0.4% |
United States Treasury Note/Bond | 6.250% | 5/15/30 | 36,845 | 51,790 | 0.4% |
United States Treasury Note/Bond | 3.125% | 11/15/41 | 44,477 | 50,461 | 0.4% |
United States Treasury Note/Bond | 4.250% | 5/15/39 | 36,392 | 47,889 | 0.4% |
United States Treasury Note/Bond | 3.500% | 2/15/39 | 37,527 | 44,980 | 0.4% |
United States Treasury Note/Bond | 5.375% | 2/15/31 | 27,060 | 36,303 | 0.3% |
United States TreasuryNote/Bond | 1.750%–5.000% | 11/15/29–5/15/38 | 43,512 | 56,771 | 0.5% |
5,090,782 | 41.0% |
Agency Bonds and Notes | ||||||
1 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 21,052 | 30,236 | 0.2% |
Agency Bonds and Notes—Other † | 143,087 | 1.2% | ||||
173,323 | 1.4% | |||||
Total U.S. Government and Agency Obligations (Cost $4,783,996) | 5,264,105 | 42.4% | ||||
Corporate Bonds | ||||||
Finance | ||||||
Banking † | 532,453 | 4.3% | ||||
Brokerage † | 26,034 | 0.2% | ||||
Finance Companies | ||||||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 34,106 | 36,230 | 0.3% | |
Finance Companies—Other † | 1,007 | 0.0% | ||||
Insurance | ||||||
Berkshire Hathaway Finance Corp. | 4.200%–5.750% | 1/15/40–1/15/49 | 22,878 | 27,345 | 0.2% | |
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 2,110 | 2,565 | 0.0% | |
Insurance—Other † | 350,348 | 2.8% | ||||
Real Estate Investment Trusts † | 73,348 | 0.6% | ||||
1,049,330 | 8.4% | |||||
Industrial | ||||||
Basic Industry | ||||||
Lubrizol Corp. | 6.500% | 10/1/34 | 675 | 941 | 0.0% | |
Basic Industry—Other † | 241,921 | 2.0% | ||||
Capital Goods | ||||||
Precision Castparts Corp. | 3.900%–4.375% | 1/15/43–6/15/45 | 2,374 | 2,700 | 0.0% | |
Capital Goods—Other † | 304,989 | 2.5% | ||||
Communication | ||||||
AT&T Inc. | 4.300%–6.375% | 2/15/30–8/15/58 | 154,041 | 178,460 | 1.4% | |
Comcast Corp. | 2.650%–7.050% | 2/1/30–10/15/58 | 121,257 | 142,151 | 1.2% |
51
Long-Term Bond Index Fund
Face | Market | Percentage | ||||
Maturity | Amount | Value· | of Net | |||
Coupon | Date | ($000) | ($000) | Assets | ||
NBCUniversal Media LLC | 4.450%–6.400% | 4/30/40–1/15/43 | 8,670 | 11,228 | 0.1% | |
2 | Communication—Other † | 526,810 | 4.2% | |||
2 | Consumer Cyclical † | 365,947 | 3.0% | |||
Consumer Noncyclical | ||||||
Anheuser-Busch Cos.LLC / Anheuser-Busch InBev World wide Inc. | 4.900% | 2/1/46 | 29,444 | 34,866 | 0.3% | |
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 19,289 | 22,245 | 0.2% | |
Anheuser-Busch InBev Finance Inc. | 4.000%–4.900% | 2/1/36–2/1/46 | 18,089 | 20,614 | 0.2% | |
Anheuser-Busch InBev Worldwide Inc. | 3.750%–8.200% | 1/23/31–1/23/59 | 57,116 | 69,124 | 0.5% | |
2 | Consumer Noncyclical—Other † | 1,039,349 | 8.4% | |||
2 | Energy † | 650,693 | 5.2% | |||
Other Industrial † | 41,716 | 0.3% | ||||
2 | Technology † | 435,406 | 3.5% | |||
Transportation | ||||||
Burlington Northern Santa Fe LLC | 3.550%–6.200% | 8/15/36–2/15/50 | 41,386 | 49,437 | 0.4% | |
2 | Transportation—Other † | 176,525 | 1.4% | |||
4,315,122 | 34.8% | |||||
Utilities | ||||||
Electric | ||||||
Berkshire Hathaway Energy Co. | 3.800%–6.125% | 4/1/36–1/15/49 | 16,976 | 21,401 | 0.2% | |
MidAmerican Energy Co. | 3.650%–6.750% | 12/30/31–7/15/49 | 12,974 | 15,458 | 0.1% | |
Nevada Power Co. | 6.650%–6.750% | 4/1/36–7/1/37 | 1,745 | 2,431 | 0.0% | |
PacifiCorp | 4.100%–7.700% | 11/15/31–2/15/50 | 15,227 | 19,529 | 0.2% | |
Electric—Other † | 611,304 | 4.9% | ||||
Natural Gas † | 59,522 | 0.5% | ||||
Other Utility † | 15,705 | 0.1% | ||||
745,350 | 6.0% | |||||
Total Corporate Bonds (Cost $5,415,623) | 6,109,802 | 49.2% | ||||
Sovereign Bonds | ||||||
2 | Petroleos Mexicanos | 5.500%–7.690% | 1/23/30–1/23/50 | 92,585 | 94,201 | 0.8% |
3 | United Mexican States | 4.350%–8.300% | 8/15/31–10/12/10 | 78,135 | 92,079 | 0.7% |
Sovereign Bonds—Other † | 328,240 | 2.7% | ||||
Total Sovereign Bonds (Cost $467,009) | 514,520 | 4.2% | ||||
Taxable Municipal Bonds ($339,452) † | 413,152 | 3.3% | ||||
Shares | ||||||
Temporary Cash Investment | ||||||
Money Market Fund | ||||||
4 | Vanguard Market Liquidity Fund(Cost $25,308) | 1.816% | 253,053 | 25,308 | 0.2% | |
Total Investments (Cost $11,031,388) | 12,326,887 | 99.3% |
52
Long-Term Bond Index Fund
Percentage | ||
Amount | of Net | |
($000) | Assets | |
Other Assets and Liabilities | ||
Other Assets | ||
Investment in Vanguard | 574 | |
Receivables for Investment Securities Sold | 35,019 | |
Receivables for Accrued Income | 115,776 | |
Receivables for Capital Shares Issued | 1,736 | |
Other Assets | 26 | |
Total Other Assets | 153,131 | 1.2% |
Liabilities | ||
Payables for Investment Securities Purchased | (33,585) | |
Payables for Capital Shares Redeemed | (29,183) | |
Payables for Distributions | (2,362) | |
Payables to Vanguard | (2,762) | |
Other Liabilities | (189) | |
Total Liabilities | (68,081) | (0.5%) |
Net Assets | 12,411,937 | 100.0% |
At December 31, 2019, net assets consisted of: | ||
Amount | ||
($000) | ||
Paid-in Capital | 11,085,396 | |
Total Distributable Earnings (Loss) | 1,326,541 | |
Net Assets | 12,411,937 | |
ETF Shares—Net Assets | ||
Applicable to 43,600,000 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 4,356,717 | |
Net Asset Value Per Share—ETF Shares | $99.92 | |
Admiral Shares—Net Assets | ||
Applicable to 197,532,861 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,997,821 | |
Net Asset Value Per Share—Admiral Shares | $15.18 | |
Institutional Shares—Net Assets | ||
Applicable to 138,193,090 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,097,142 | |
Net Asset Value Per Share—Institutional Shares | $15.18 |
53
Long-Term Bond Index Fund
Amount | |
($000) | |
Institutional Plus Shares—Net Assets | |
Applicable to 195,067,405 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,960,257 |
Net Asset Value Per Share—Institutional Plus Shares | $15.18 |
• | 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 December 31, 2019, the aggregate value of these securities was $164,716,000, representing 1.3% of net assets. |
3 | Certain of the fund’s securities 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 | 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.
54
Long-Term Bond Index Fund
Statement of Operations
Year Ended | ||
December 31, 2019 | ||
($000) | ||
Investment Income | ||
Income | ||
Interest1 | 439,512 | |
Total Income | 439,512 | |
Expenses | ||
The Vanguard Group—Note B | ||
Investment Advisory Services | 410 | |
Management and Administrative—Investor Shares | 1,518 | |
Management and Administrative—ETF Shares | 1,259 | |
Management and Administrative—Admiral Shares | 1,165 | |
Management and Administrative—Institutional Shares | 1,111 | |
Management and Administrative—Institutional Plus Shares | 946 | |
Marketing and Distribution—Investor Shares | 106 | |
Marketing and Distribution—ETF Shares | 217 | |
Marketing and Distribution—Admiral Shares | 54 | |
Marketing and Distribution—Institutional Shares | 93 | |
Marketing and Distribution—Institutional Plus Shares | 46 | |
Custodian Fees | 57 | |
Auditing Fees | 43 | |
Shareholders’ Reports—Investor Shares | 44 | |
Shareholders’ Reports—ETF Shares | 171 | |
Shareholders’ Reports—Admiral Shares | 17 | |
Shareholders’ Reports—Institutional Shares | 4 | |
Shareholders’ Reports—Institutional Plus Shares | 53 | |
Trustees’ Fees and Expenses | 6 | |
Total Expenses | 7,320 | |
Expenses Paid Indirectly | (56) | |
Net Expenses | 7,264 | |
Net Investment Income | 432,248 | |
Realized Net Gain (Loss) | ||
Investment Securities Sold1,2 | 266,846 | |
Futures Contracts | 141 | |
Realized Net Gain (Loss) | 266,987 | |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 1,373,478 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,072,713 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $627,000, $8,000, and ($2,000), respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $142,714,000 of net gain (loss) resulting from in-kind redemptions; such gain (loss) is not taxable to the fund. |
See accompanying Notes, which are an integral part of the Financial Statements.
55
Long-Term Bond Index Fund
Statement of Changes in Net Assets
Year Ended December 31, | ||
2019 | 2018 | |
($000) | ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 432,248 | 413,914 |
Realized Net Gain (Loss) | 266,987 | (52,106) |
Change in Unrealized Appreciation (Depreciation) | 1,373,478 | (873,202) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,072,713 | (511,394) |
Distributions | ||
Net Investment Income | ||
Investor Shares | (42,972) | (109,539) |
ETF Shares | (124,982) | (87,045) |
Admiral Shares | (64,434) | — |
Institutional Shares | (94,962) | (96,586) |
Institutional Plus Shares | (104,576) | (120,421) |
Realized Capital Gain1 | ||
Investor Shares | — | (4,585) |
ETF Shares | (7,379) | (3,499) |
Admiral Shares | (5,186) | — |
Institutional Shares | (3,595) | (3,680) |
Institutional Plus Shares | (5,070) | (4,795) |
Total Distributions | (453,156) | (430,150) |
Capital Share Transactions | ||
Investor Shares | (2,988,972) | 19,426 |
ETF Shares | 1,218,350 | 519,724 |
Admiral Shares | 2,765,988 | — |
Institutional Shares | (996,587) | 363,304 |
Institutional Plus Shares | (400,705) | (72,357) |
Net Increase (Decrease) from Capital Share Transactions | (401,926) | 830,097 |
Total Increase (Decrease) | 1,217,631 | (111,447) |
Net Assets | ||
Beginning of Period | 11,194,306 | 11,305,753 |
End of Period | 12,411,937 | 11,194,306 |
1 | Includes fiscal 2019 and 2018 short-term gain distributions totaling $21,230,000 and $0, respectively. Short-term gain distributions are treated as ordinary income dividends for tax purposes. |
See accompanying Notes, which are an integral part of the Financial Statements.
56
Long-Term Bond Index Fund
Financial Highlights
Investor Shares
Jan. 1, | |||||
2019, to | |||||
Nov. 7, | Year Ended December 31, | ||||
For a Share Outstanding Throughout Each Period | 20191 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $13.23 | $14.42 | $13.51 | $13.20 | $14.26 |
Investment Operations | |||||
Net Investment Income | .4402 | .5152 | .5192 | .529 | .546 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.795 | (1.168) | .910 | .333 | (1.025) |
Total from Investment Operations | 2.235 | (.653) | 1.429 | .862 | (.479) |
Distributions | |||||
Dividends from Net Investment Income | (.435) | (.515) | (.519) | (.529) | (.546) |
Distributions from Realized Capital Gains | — | (.022) | — | (.023) | (.035) |
Total Distributions | (.435) | (.537) | (.519) | (.552) | (.581) |
Net Asset Value, End of Period | $15.031 | $13.23 | $14.42 | $13.51 | $13.20 |
Total Return3 | 17.06%4 | -4.51% | 10.76% | 6.41% | -3.47% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | — | $2,808 | $3,047 | $2,595 | $2,415 |
Ratio of Total Expenses to Average Net Assets | 0.15%5 | 0.15% | 0.15% | 0.15% | 0.16% |
Ratio of Net Investment Income to Average Net Assets | 3.78%5 | 3.85% | 3.71% | 3.72% | 3.95% |
Portfolio Turnover Rate6 | 33%7 | 38% | 41% | 45% | 42% |
1 | Net asset value as of November 7, 2019, on which date the remaining Investor Shares were converted to Admiral Shares. |
2 | Calculated based on average shares outstanding. |
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 | Total return does not include transaction fees that may have applied in the period shown. Fund prospectuses provide information about any applicable transaction fees. |
5 | Annualized. |
6 | 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. |
7 | 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.
57
Long-Term Bond Index Fund
Financial Highlights
ETF Shares | |||||
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $87.08 | $94.91 | $88.86 | $86.80 | $93.73 |
Investment Operations | |||||
Net Investment Income | 3.4451 | 3.4611 | 3.4871 | 3.558 | 3.565 |
Net Realized and Unrealized Gain (Loss) on Investments | 12.976 | (7.728) | 6.019 | 2.212 | (6.700) |
Total from Investment Operations | 16.421 | (4.267) | 9.506 | 5.770 | (3.135) |
Distributions | |||||
Dividends from Net Investment Income | (3.409) | (3.420) | (3.456) | (3.558) | (3.565) |
Distributions from Realized Capital Gains | (.172) | (.143) | — | (.152) | (.230) |
Total Distributions | (3.581) | (3.563) | (3.456) | (3.710) | (3.795) |
Net Asset Value, End of Period | $99.92 | $87.08 | $94.91 | $88.86 | $86.80 |
Total Return | 19.09% | -4.46% | 10.89% | 6.53% | -3.45% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $4,357 | $2,708 | $2,392 | $1,671 | $1,693 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.07% | 0.07% | 0.07% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 3.58% | 3.93% | 3.79% | 3.80% | 4.02% |
Portfolio Turnover Rate2 | 33% | 38% | 41% | 45% | 42% |
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.
58
Long-Term Bond Index Fund
Financial Highlights
Admiral Shares | |||
February 7, 20191 to | |||
For a Share Outstanding Throughout the Period | December 31, 2019 | ||
Net Asset Value, Beginning of Period | $13.48 | ||
Investment Operations | |||
Net Investment Income2 | .465 | ||
Net Realized and Unrealized Gain (Loss) on Investments | 1.728 | ||
Total from Investment Operations | 2.193 | ||
Distributions | |||
Dividends from Net Investment Income | (.467 | ) | |
Distributions from Realized Capital Gains | (.026 | ) | |
Total Distributions | (.493 | ) | |
Net Asset Value, End of Period | $15.18 | ||
Total Return3 | 16.43% | ||
Ratios/Supplemental Data | |||
Net Assets, End of Period (Millions) | $2,998 | ||
Ratio of Total Expenses to Average Net Assets | 0.07%4 | ||
Ratio of Net Investment Income to Average Net Assets | 3.44%4 | ||
Portfolio Turnover Rate5 | 33%6 |
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.
59
Long-Term Bond Index Fund
Financial Highlights
Institutional Shares | ||||||||||
For a Share Outstanding | Year Ended December 31, | |||||||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |||||
Net Asset Value, Beginning of Period | $13.23 | $14.42 | $13.51 | $13.20 | $14.26 | |||||
Investment Operations | ||||||||||
Net Investment Income | .525 | 1 | .529 | 1 | .533 | 1 | .544 | .560 | ||
Net Realized and Unrealized Gain (Loss) on Investments | 1.975 | (1.169 | ) | .910 | .333 | (1.025 | ) | |||
Total from Investment Operations | 2.500 | (.640 | ) | 1.443 | .877 | (.465 | ) | |||
Distributions | ||||||||||
Dividends from Net Investment Income | (.524 | ) | (.528 | ) | (.533 | ) | (.544 | ) | (.560 | ) |
Distributions from Realized Capital Gains | (.026 | ) | (.022 | ) | — | (.023 | ) | (.035 | ) | |
Total Distributions | (.550 | ) | (.550 | ) | (.533 | ) | (.567 | ) | (.595 | ) |
Net Asset Value, End of Period | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 | |||||
Total Return | 19.12%2 | -4.41% | 10.87% | 6.51% | -3.37% | |||||
Ratios/Supplemental Data | ||||||||||
Net Assets, End of Period (Millions) | $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% | 0.06% | |||||
Ratio of Net Investment Income to Average Net Assets | 3.64% | 3.95% | 3.81% | 3.82% | 4.05% | |||||
Portfolio Turnover Rate3 | 33% | 38% | 41% | 45% | 42% |
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.
60
Long-Term Bond Index Fund
Financial Highlights
Institutional Plus Shares | ||||||||||
For a Share Outstanding | Year Ended December 31, | |||||||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |||||
Net Asset Value, Beginning of Period | $13.23 | $14.42 | $13.51 | $13.20 | $14.26 | |||||
Investment Operations | ||||||||||
Net Investment Income | .526 | 1 | .530 | 1 | .535 | 1 | .545 | .563 | ||
Net Realized and Unrealized Gain (Loss) on Investments | 1.975 | (1.168 | ) | .910 | .333 | (1.025 | ) | |||
Total from Investment Operations | 2.501 | (.638 | ) | 1.445 | .878 | (.462 | ) | |||
Distributions | ||||||||||
Dividends from Net Investment Income | (.525 | ) | (.530 | ) | (.535 | ) | (.545 | ) | (.563 | ) |
Distributions from Realized Capital Gains | (.026 | ) | (.022 | ) | — | (.023 | ) | (.035 | ) | |
Total Distributions | (.551 | ) | (.552 | ) | (.535 | ) | (.568 | ) | (.598 | ) |
Net Asset Value, End of Period | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 | |||||
Total Return | 19.14%2 | -4.40% | 10.88% | 6.52% | -3.35% | |||||
Ratios/Supplemental Data | ||||||||||
Net Assets, End of Period (Millions) | $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% | |||||
Ratio of Net Investment Income to Average Net Assets | 3.63% | 3.96% | 3.82% | 3.83% | 4.07% | |||||
Portfolio Turnover Rate3 | 33% | 38% | 41% | 45% | 42% |
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.
61
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. 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. 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. Admiral Shares were issued on February 7, 2019. Prior to November 7, 2019, the fund offered Investor Shares. Effective at the close of business on November 7, 2019, the remaining Investor Shares were converted to Admiral Shares.
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 Statement of Net Assets.
Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets 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 futures gains (losses).
During the year ended December 31, 2019, 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 December 31, 2019.
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Long-Term Bond Index Fund
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 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 and may differ from net investment income and realized capital gains for financial reporting purposes.
5. Credit Facility: 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 that may be renewed annually; each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary and emergency purposes, and are subject to the fund’s regulatory and contractual borrowing restrictions. The participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn 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 this facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate, federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread.
The fund had no borrowings outstanding at December 31, 2019, or at any time during the period then ended.
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. Vanguard does not require reimbursement in the current period for certain costs of operations (such as deferred compensation/benefits and risk/insurance costs); the fund’s liability for these costs of operations is included in Payables to Vanguard on the Statement of Net Assets. All other costs of operations payable to Vanguard are generally settled twice a month.
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Long-Term Bond Index Fund
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2019, the fund had contributed to Vanguard capital in the amount of $574,000, 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.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 year ended December 31, 2019, custodian fee offset arrangements reduced the fund’s expenses by $56,000 (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 Statement of Net Assets.
The following table summarizes the market value of the fund’s investments as of December 31, 2019, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | ||||||||||
Investments | ($000 | ) | ($000 | ) | ($000 | ) | ||||||
U.S. Government and Agency Obligations | — | 5,264,105 | — | |||||||||
Corporate Bonds | — | 6,109,802 | — | |||||||||
Sovereign Bonds | — | 514,520 | — | |||||||||
Taxable Municipal Bonds | — | 413,152 | — | |||||||||
Temporary Cash Investments | 25,308 | — | — | |||||||||
Total | 25,308 | 12,301,579 | — |
E.Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions and distributions in connection with fund share redemptions were reclassified between the following accounts:
Amount | ||||
($000 | ) | |||
Paid-in Capital | 145,348 | |||
Total Distributable Earnings (Loss) | (145,348 | ) |
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Long-Term Bond Index Fund
Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the tax deferral of losses on wash sales. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:
Amount | ||||
($000 | ) | |||
Undistributed Ordinary Income | 12,624 | |||
Undistributed Long-Term Gains | 20,839 | |||
Capital Loss Carryforwards (Non-expiring)* | — | |||
Net Unrealized Gains (Losses) | 1,295,499 |
* | The fund used capital loss carryforwards of $69,091,000 to offset taxable capital gains realized during the year ended December 31, 2019. |
As of December 31, 2019, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | ||||
($000 | ) | |||
Tax Cost | 11,031,388 | |||
Gross Unrealized Appreciation | 1,333,007 | |||
Gross Unrealized Depreciation | (37,508 | ) | ||
Net Unrealized Appreciation (Depreciation) | 1,295,499 |
F.During the year ended December 31, 2019, the fund purchased $2,757,836,000 of investment securities and sold $3,072,389,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $3,572,213,000 and $3,668,589,000, respectively. Total purchases and sales include $2,397,844,000 and $1,383,737,000, 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 year ended December 31, 2019, such purchases and sales were $66,219,000 and $1,483,836,000, respectively; these amounts are included in the purchases and sales of investment securities noted above.
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Long-Term Bond Index Fund
G.Capital share transactions for each class of shares were:
Year Ended December 31, | ||||||||||||||||
2019 | 2018 | |||||||||||||||
Amount | Shares | Amount | Shares | |||||||||||||
($000 | ) | (000 | ) | ($000 | ) | (000 | ) | |||||||||
Investor Shares | ||||||||||||||||
Issued1 | 268,127 | 19,264 | 742,223 | 55,023 | ||||||||||||
Issued in Lieu of Cash Distributions | 33,695 | 2,450 | 99,446 | 7,429 | ||||||||||||
Redeemed2 | (3,290,794 | ) | (233,984 | ) | (822,243 | ) | (61,386 | ) | ||||||||
Net Increase (Decrease)—Investor Shares | (2,988,972 | ) | (212,270 | ) | 19,426 | 1,066 | ||||||||||
ETF Shares | ||||||||||||||||
Issued1 | 2,435,718 | 25,400 | 911,731 | 10,300 | ||||||||||||
Issued in Lieu of Cash Distributions | — | — | — | — | ||||||||||||
Redeemed | (1,217,368 | ) | (12,900 | ) | (392,007 | ) | (4,400 | ) | ||||||||
Net Increase (Decrease)—ETF Shares | 1,218,350 | 12,500 | 519,724 | 5,900 | ||||||||||||
Admiral Shares3 | ||||||||||||||||
Issued1,2 | 3,094,803 | 219,504 | — | — | ||||||||||||
Issued in Lieu of Cash Distributions | 59,799 | 3,941 | — | — | ||||||||||||
Redeemed | (388,614 | ) | (25,912 | ) | — | — | ||||||||||
Net Increase (Decrease)—Admiral Shares | 2,765,988 | 197,533 | — | — | ||||||||||||
Institutional Shares | ||||||||||||||||
Issued1 | 454,988 | 32,559 | 969,450 | 72,772 | ||||||||||||
Issued in Lieu of Cash Distributions | 95,112 | 6,536 | 98,456 | 7,364 | ||||||||||||
Redeemed | (1,546,687 | ) | (105,461 | ) | (704,602 | ) | (52,513 | ) | ||||||||
Net Increase (Decrease)—Institutional Shares | (996,587 | ) | (66,366 | ) | 363,304 | 27,623 | ||||||||||
Institutional Plus Shares | ||||||||||||||||
Issued1 | 523,351 | 35,123 | 707,878 | 52,671 | ||||||||||||
Issued in Lieu of Cash Distributions | 94,548 | 6,463 | 112,936 | 8,438 | ||||||||||||
Redeemed | (1,018,604 | ) | (71,221 | ) | (893,171 | ) | (66,255 | ) | ||||||||
Net Increase (Decrease)—Institutional Plus Shares | (400,705 | ) | (29,635 | ) | (72,357 | ) | (5,146 | ) |
1 | Includes purchase fees for fiscal 2019 of $1,244,000 (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. |
H. Management has determined that no events or transactions occurred subsequent to December 31, 2019, that would require recognition or disclosure in these financial statements.
66
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund and Vanguard Long-Term Bond Index Fund
Opinions on the Financial Statements
We have audited the accompanying statements of net assets—investments summary of Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund and Vanguard Long-Term Bond Index Fund (three of the funds constituting Vanguard Bond Index Funds, hereafter collectively referred to as the “Funds”) as of December 31, 2019, the related statements of operations for the year ended December 31, 2019, the statements of changes in net assets for each of the two years in the period ended December 31, 2019, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of December 31, 2019, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended December 31, 2019 and each of the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinions
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2019 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
February 13, 2020
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
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Special 2019 tax information (unaudited) for Vanguard Short-Term Bond Index Fund
This information for the fiscal year ended December 31, 2019, is included pursuant to provisions of the Internal Revenue Code.
For nonresident alien shareholders, 86.0% of income dividends are interest-related dividends.
Special 2019 tax information (unaudited) for Vanguard Intermediate-Term Bond Index Fund
This information for the fiscal year ended December 31, 2019, is included pursuant to provisions of the Internal Revenue Code.
For nonresident alien shareholders, 86.0% of income dividends are interest-related dividends.
Special 2019 tax information (unaudited) for Vanguard Long-Term Bond Index Fund
This information for the fiscal year ended December 31, 2019, is included pursuant to provisions of the Internal Revenue Code.
The fund distributed $1,051,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.
For nonresident alien shareholders, 100% of short-term capital gain dividends distributed by the fund are qualified short-term capital gains.
For nonresident alien shareholders, 81.8% of income dividends are interest-related dividends.
68
BLOOMBERG is a trademark and service mark of Bloomberg Finance L.P. BARCLAYS is a trademark and service mark of Barclays Bank Plc, used under license. Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL) (collectively, Bloomberg), or Bloomberg’s licensors, own all proprietary rights in the Bloomberg Barclays U.S. 1–5 Year Government/Credit Float Adjusted Index, the Bloomberg Barclays U.S. 5–10 Year Government/Credit Float Adjusted Index, and the Bloomberg Barclays U.S. Long Government/Credit Float Adjusted Index (the Indices or Bloomberg Barclays Indices).
Neither Barclays Bank Plc, Barclays Capital Inc., or any affiliate (collectively Barclays) or Bloomberg is the issuer or producer of the Bond Index Funds and neither Bloomberg nor Barclays has any responsibilities, obligations or duties to investors in the Bond Index Funds. The Indices are licensed for use by The Vanguard Group, Inc. (Vanguard) as the sponsor of the Bond Index Funds. Bloomberg and Barclays’ only relationship with Vanguard in respect of the Indices is the licensing of the Indices, which are determined, composed and calculated by BISL, or any successor thereto, without regard to the Issuer or the Bond Index Funds or the owners of the Bond Index Funds.
Additionally, Vanguard may for itself execute transaction(s) with Barclays in or relating to the Indices in connection with the Bond Index Funds. Investors acquire the Bond Index Funds from Vanguard and investors neither acquire any interest in the Indices nor enter into any relationship of any kind whatsoever with Bloomberg or Barclays upon making an investment in the Bond Index Funds. The Bond Index Funds are not sponsored, endorsed, sold or promoted by Bloomberg or Barclays. Neither Bloomberg nor Barclays makes any representation or warranty, express or implied regarding the advisability of investing in the Bond Index Funds or the advisability of investing in securities generally or the ability of the Indices to track corresponding or relative market performance. Neither Bloomberg nor Barclays has passed on the legality or suitability of the Bond Index Funds with respect to any person or entity. Neither Bloomberg nor Barclays is responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Bond Index Funds to be issued. Neither Bloomberg nor Barclays has any obligation to take the needs of the Issuer or the owners of the Bond Index Funds or any other third party into consideration in determining, composing or calculating the Indices. Neither Bloomberg nor Barclays has any obligation or liability in connection with administration, marketing or trading of the Bond Index Funds.
The licensing agreement between Bloomberg and Barclays is solely for the benefit of Bloomberg and Barclays and not for the benefit of the owners of the Bond Index Funds, investors or other third parties. In addition, the licensing agreement between Vanguard and Bloomberg is solely for the benefit of Vanguard and Bloomberg and not for the benefit of the owners of the Bond Index Funds, investors or other third parties.
NEITHER BLOOMBERG NOR BARCLAYS SHALL HAVE ANY LIABILITY TO THE ISSUER, INVESTORS OR TO OTHER THIRD PARTIES FOR THE QUALITY, ACCURACY AND/OR COMPLETENESS OF THE BLOOMBERG BARCLAYS INDICES OR ANY DATA INCLUDED THEREIN OR FOR INTERRUPTIONS IN THE DELIVERY OF THE BLOOMBERG BARCLAYS INDICES. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY THE ISSUER, THE INVESTORS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG BARCLAYS INDICES OR ANY DATA INCLUDED THEREIN. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY EXPRESS OR IMPLIED WARRANTIES, AND EACH HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG BARCLAYS INDICES OR ANY DATA INCLUDED THEREIN. BLOOMBERG RESERVES THE RIGHT TO CHANGE THE METHODS OF CALCULATION OR PUBLICATION, OR TO CEASE THE CALCULATION OR PUBLICATION OF THE BLOOMBERG BARCLAYS INDICES, AND NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY MISCALCULATION OF OR ANY INCORRECT, DELAYED OR INTERRUPTED PUBLICATION WITH RESPECT TO THE BLOOMBERG BARCLAYS INDICES. NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY DAMAGES, INCLUDING, WITHOUT LIMITATION, ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES, OR ANY LOST PROFITS AND EVEN IF ADVISED OF THE POSSIBILITY OF SUCH, RESULTING FROM THE USE OF THE BLOOMBERG BARCLAYS INDICES OR ANY DATA INCLUDED THEREIN OR WITH RESPECT TO THE BOND INDEX FUNDS.
None of the information supplied by Bloomberg or Barclays and used in this publication may be reproduced in any manner without the prior written permission of both Bloomberg and Barclays Capital, the investment banking division of Barclays Bank Plc. Barclays Bank Plc is registered in England No. 1026167. Registered office 1 Churchill Place London E14 5HP.
© 2020 Bloomberg. Used with Permission.
Source: Bloomberg Index Services Limited. Copyright 2020, Bloomberg. All rights reserved.
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The People Who Govern Your Fund
The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund’s trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.
A majority of Vanguard’s board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 213 Vanguard funds.
Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in theStatement of Additional Information, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.
Interested Trustee1
Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (January 2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (January 2018–present) of Vanguard; chief executive officer, president, and trustee (January 2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (February 2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Chairman of the board (2011–2017) and trustee (2009–2017) of the Children’s Hospital of Philadelphia; trustee (2018–present) of The Shipley School.
Independent Trustees
Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Director of SPX FLOW, Inc. (multi-industry manufacturing). Director of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, and Roberts Wesleyan College. Trustee of the University of Rochester.
Amy Gutmann
Born in 1949. Trustee since June 2006. Principal occupation(s) during the past five years and other experience: president (2004–present) of the University of Pennsylvania. Christopher H. Browne Distinguished Professor of Political Science, School of Arts and Sciences, and professor of communication, Annenberg School for Communication, with secondary faculty appointments in the Department of Philosophy, School of Arts and Sciences, and at the Graduate School of Education, University of Pennsylvania. Trustee of the National Constitution Center.
F. Joseph Loughrey
Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services), and the Lumina Foundation.
1 | Mr. Buckley is considered an “interested person,” as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds. |
Director of the V Foundation and Oxfam America. Member of the advisory council for the College of Arts and Letters and chair of the advisory board to the Kellogg Institute for International Studies, both at the University of Notre Dame.
Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM’s Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.
Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: chief investment officer (1989–present) and vice president (1996–present) of the University of Notre Dame. Assistant professor of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee. Chairman of the board of TIFF Advisory Services, Inc. Member of the board of Catholic Investment Services, Inc. (investment advisors) and the board of superintendence of the Institute for the Works of Religion.
Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: president (2010–present) and chief executive officer (2011–present) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability of The Guardian Life Insurance Company of America. Member of the board of The Guardian Life Insurance Company of America, the American Council of Life Insurers, the Partnership for New York City (business leadership), and the Committee Encouraging Corporate Philanthropy. Trustee of the Economic Club of New York and the Bruce Museum (arts and science). Member of the Advisory Council for the Stanford Graduate School of Business.
André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Board of advisors and investment committee member of the Museum of Fine Arts Boston. Board member (2018–present) of RIT Capital Partners (investment firm); investment committee member of Partners Health Care System.
Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Member of the board of directors (2012–2014) of Neighborhood Reinvestment Corporation. Director (2017–present) of i(x) Investments; director (2017–present) of Reserve Trust. Rubinstein Fellow (2017–present) of Duke University; trustee (2017–present) of Amherst College.
Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Chairman of the board of trustees of Colby-Sawyer College. Member of the board of Hypertherm Inc. (industrial cutting systems, software, and consumables).
Executive Officers
John Bendl
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (October 2019–present) of each of the investment companies served by Vanguard. Chief accounting officer, treasurer, and controller of Vanguard (2017–present). Partner (2003–2016) at KPMG (audit, tax, and advisory services).
Glenn Booraem
Born in 1967. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (2017–present), treasurer (2015–2017), controller (2010–2015), and assistant controller (2001–2010) of each of the investment companies served by Vanguard.
Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Treasurer (2017–present) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).
David Cermak
Born in 1960. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (October 2019–present) of each of the investment companies served by Vanguard. Managing director and head (2017–present) of Vanguard Investments Singapore. Managing director and head (2017–2019) of Vanguard Investments Hong Kong. Representative director and head (2014–2017) of Vanguard Investments Japan.
Thomas J. Higgins
Born in 1957. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (October 2019–present), chief financial officer (2008–2019), and treasurer (1998–2008) of each of the investment companies served by Vanguard.
Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.
Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express.
Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.
John E. Schadl
Born in 1972. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer (2019–present) of Vanguard and of each of the investment companies served by Vanguard. Assistant vice president (May 2019–present) of Vanguard Marketing Corporation.
Vanguard Senior Management Team | |
Joseph Brennan | Chris D. McIsaac |
Mortimer J. Buckley | James M. Norris |
Gregory Davis | Thomas M. Rampulla |
John James | Karin A. Risi |
Martha G. King | Anne E. Robinson |
John T. Marcante | Michael Rollings |
P.O. Box 2600 | |
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Vanguard Marketing Corporation, Distributor. | |
Q3140 022020 |
Annual Report |December 31, 2019
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 | |
A Note From Our Chairman | 1 |
Your Fund’s Performance at a Glance | 2 |
About Your Fund’s Expenses | 3 |
Performance Summary | 5 |
Financial Statements | 9 |
Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.
A Note From Our Chairman
Tim Buckley
Chairman and Chief Executive Officer
Dear Shareholder,
Recent volatility in financial markets—affecting stocks, bonds, and commodities—has been a good reminder of the wise old adage, “Never keep all your eggs in one basket.” Maintaining balance and diversification in your investment portfolio can help to both limit risk and set you up for long-term success.
It’s understandable why some investors might become complacent after a long market run-up like the one that lifted stock prices, especially U.S. stock prices, in the years following the global financial crisis. But failing to rebalance regularly can leave a portfolio with a much different mix of assets than intended and, often, more risk than intended.
Balance across and diversification within asset classes are powerful tools for managing risk and achieving your investment goals. A portfolio’s allocation will determine a large portion of its long-term return and also the majority of its volatility risk. A well-diversified portfolio is less vulnerable to significant swings in the performance of any one segment of the asset classes in which it invests.
Balance and diversification will never eliminate the risk of loss, nor will they guarantee positive returns in a declining market. But they may reduce the chance that you’ll suffer disproportionate losses in one particular high-flying asset class or sector when it comes back to earth. And exposure to all key market components should give you at least some participation in the sectors that are performing best at any given time.
Vanguard is committed to helping you achieve balance and diversification in your portfolios to help meet your investment goals. We thank you for your continued loyalty.
Sincerely,
Mortimer J. Buckley
Chairman and Chief Executive Officer
January 23, 2020
1 |
Your Fund’s Performance at a Glance
· For the 12 months ended December 31, 2019, returns for Vanguard Total Bond Market Index Fund ranged from 8.61% for Investor Shares to 8.76% for Institutional Select Shares. The fund performed in line with the 8.87% return of its benchmark index after taking the costs of running the fund into account.
· The year was marked by concerns about slowing global growth, escalations in trade disputes, flare-ups in geopolitical tensions, and uncertainty over the United Kingdom’s exit from the European Union. The more challenging outlook prompted the Federal Reserve to cut interest rates three times in 2019; other major central banks adopted more accommodative monetary policies as well. Corporate earnings generally proved more resilient than expected and corporate defaults remained low, which contributed to a significant narrowing of the average yield spread for corporate bonds versus U.S. Treasuries.
· Treasuries returned 6.86%. Mortgage-backed securities returned a little less than that, but corporate bonds fared even better, returning 14.54%.
· By credit quality, lower-rated investment-grade bonds bested higher-rated ones. And by maturity, longer-dated bonds significantly outperformed.
Market Barometer | |||||||||||||
Average Annual Total Returns | |||||||||||||
Periods Ended December 31, 2019 | |||||||||||||
One Year | Three Years | Five Years | |||||||||||
Stocks | |||||||||||||
Russell 1000 Index (Large-caps) | 31.43 | % | 15.05 | % | 11.48 | % | |||||||
Russell 2000 Index (Small-caps) | 25.53 | 8.59 | 8.23 | ||||||||||
Russell 3000 Index (Broad U.S. market) | 31.02 | 14.57 | 11.24 | ||||||||||
FTSE All-World ex US Index (International) | 21.81 | 9.96 | 5.83 | ||||||||||
Bonds | |||||||||||||
Bloomberg Barclays U.S. Aggregate Bond Index (Broad taxable market) | 8.72 | % | 4.03 | % | 3.05 | % | |||||||
Bloomberg Barclays Municipal Bond Index (Broad tax-exempt market) | 7.54 | 4.72 | 3.53 | ||||||||||
FTSE Three-Month U.S. Treasury Bill Index | 2.25 | 1.65 | 1.04 | ||||||||||
CPI | |||||||||||||
Consumer Price Index | 2.29 | % | 2.10 | % | 1.82 | % |
2 |
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 compareongoingcosts 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.
3 |
Six Months Ended December 31, 2019 | |||
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
Total Bond Market Index Fund | 6/30/2019 | 12/31/2019 | Period |
Based on Actual Fund Return | |||
Investor Shares | $1,000.00 | $1,024.04 | $0.77 |
ETF Shares | 1,000.00 | 1,024.54 | 0.18 |
Admiral™ Shares | 1,000.00 | 1,024.55 | 0.26 |
Institutional Shares | 1,000.00 | 1,024.63 | 0.18 |
Institutional Plus Shares | 1,000.00 | 1,024.65 | 0.15 |
Institutional Select Shares | 1,000.00 | 1,024.76 | 0.05 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,024.45 | $0.77 |
ETF Shares | 1,000.00 | 1,025.03 | 0.18 |
Admiral Shares | 1,000.00 | 1,024.95 | 0.26 |
Institutional Shares | 1,000.00 | 1,025.03 | 0.18 |
Institutional Plus Shares | 1,000.00 | 1,025.05 | 0.15 |
Institutional Select Shares | 1,000.00 | 1,025.16 | 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 (184/365).
4 |
Total Bond Market Index Fund
Performance Summary
All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost.The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.
Cumulative Performance: December 31, 2009, Through December 31, 2019
Initial Investment of $10,000
Average Annual Total Returns | |||||
Periods Ended December 31, 2019 | |||||
Final Value | |||||
One | Five | Ten | of a $10,000 | ||
Year | Years | Years | Investment | ||
Total Bond Market Index Fund Investor Shares | 8.61% | 2.90% | 3.57% | $14,202 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 |
Final Value | ||||
One | Five | Ten | of a $10,000 | |
Year | Years | Years | Investment | |
Total Bond Market Index Fund ETF Shares Net Asset Value | 8.71% | 3.00% | 3.68% | $14,348 |
Total Bond Market Index Fund ETF Shares Market Price | 8.82% | 3.01% | 3.66% | 14,327 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 |
See Financial Highlights for dividend and capital gains information.
5 |
Total Bond Market Index Fund
Average Annual Total Returns | ||||
Periods Ended December 31, 2019 | ||||
Final Value | ||||
One | Five | Ten | of a $10,000 | |
Year | Years | Years | Investment | |
Total Bond Market Index Fund Admiral Shares | 8.71% | 3.00% | 3.68% | $14,355 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 |
Final Value | ||||
One | Five | Ten | of a $5,000,000 | |
Year | Years | Years | Investment | |
Total Bond Market Index Fund Institutional Shares | 8.73% | 3.01% | 3.70% | $7,190,294 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 7,242,955 |
Final Value | ||||
One | Five | Ten | of a $100,000,000 | |
Year | Years | Years | Investment | |
Total Bond Market Index Fund Institutional Plus Shares | 8.74% | 3.02% | 3.71% | $143,989,737 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 144,859,100 |
The creation of the Institutional Plus Shares occurred on February 5, 2010, when Vanguard Total Bond Market Index Fund acquired the net assets of Vanguard Institutional Total Bond Market Index Fund. For the periods ended December 31, 2019, the returns and other data shown in the table above reflect a blend of historical performance of the fund’s Institutional Shares prior to February 5, 2010, and of the Institutional Plus Shares from then on.
Since | Final Value | ||
One | Inception | of a $3,000,000,000 | |
Year | (6/24/2016) | Investment | |
Total Bond Market Index Fund Institutional Select Shares | 8.76% | 2.80% | $3,306,204,300 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 2.85 | 3,312,389,400 |
“Since Inception” performance is calculated from the Institutional Select Shares’ inception date for both the fund and its comparative standard(s).
6 |
Total Bond Market Index Fund
Cumulative Returns of ETF Shares: December 31, 2009, Through December 31, 2019
One | Five | Ten | |
Year | Years | Years | |
Total Bond Market Index Fund ETF Shares Market Price | 8.82% | 16.01% | 43.27% |
Total Bond Market Index Fund ETF Shares Net Asset Value | 8.71 | 15.94 | 43.48 |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 16.35 | 44.86 |
For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares’ market prices have compared with their net asset value, visit vanguard.com, select your ETF, and then select the Price and Performance tab. The ETF premium/discount analysis there shows the percentages of days on which the ETF Shares’ market price was above or below the NAV.
7 |
Total Bond Market Index Fund
Sector Diversification
As of December 31, 2019
Asset-Backed | 0.4 | % | ||
Commercial Mortgage-Backed | 2.2 | |||
Finance | 8.5 | |||
Foreign | 4.1 | |||
Government Mortgage-Backed | 22.3 | |||
Industrial | 16.5 | |||
Treasury/Agency | 43.3 | |||
Utilities | 2.0 | |||
Other | 0.7 |
The table reflects the fund’s market exposure. Any holdings in short-term reserves are excluded. 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.
8 |
Total Bond Market Index Fund
Financial Statements
Statement of Net Assets—Investments Summary
As of December 31, 2019
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 | 2.000% | 5/31/24 | 1,092,454 | 1,106,787 | 0.4% | |
United States Treasury Note/Bond | 1.625% | 5/15/26 | 1,024,825 | 1,013,459 | 0.4% | |
United States Treasury Note/Bond | 2.875% | 8/15/28 | 940,238 | 1,013,257 | 0.4% | |
United States Treasury Note/Bond | 2.125% | 5/15/25 | 975,222 | 994,424 | 0.4% | |
United States Treasury Note/Bond | 1.750% | 5/31/22 | 982,325 | 985,852 | 0.4% | |
United States Treasury Note/Bond | 2.125% | 3/31/24 | 962,029 | 979,461 | 0.4% | |
United States Treasury Note/Bond | 1.500% | 11/30/24 | 980,256 | 971,836 | 0.4% | |
United States Treasury Note/Bond | 1.750% | 2/28/22 | 964,382 | 967,545 | 0.4% | |
United States Treasury Note/Bond | 3.125% | 11/15/28 | 866,900 | 953,053 | 0.4% | |
United States Treasury Note/Bond | 2.375% | 3/15/22 | 878,400 | 893,227 | 0.4% | |
United States Treasury Note/Bond | 1.375% | 10/15/22 | 862,560 | 856,902 | 0.3% | |
United States Treasury Note/Bond | 2.250% | 11/15/27 | 813,084 | 835,696 | 0.3% | |
United States Treasury Note/Bond | 2.125% | 12/31/22 | 807,125 | 818,982 | 0.3% | |
United States Treasury Note/Bond | 2.375% | 5/15/29 | 787,767 | 818,789 | 0.3% | |
United States Treasury Note/Bond | 2.875% | 5/15/28 | 755,131 | 812,710 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 11/15/22 | 808,480 | 808,731 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 8/15/29 | 829,659 | 808,137 | 0.3% | |
United States Treasury Note/Bond | 2.500% | 1/31/24 | 778,645 | 803,951 | 0.3% | |
United States Treasury Note/Bond | 2.250% | 4/15/22 | 783,400 | 794,665 | 0.3% | |
United States Treasury Note/Bond | 2.500% | 5/15/46 | 776,992 | 793,379 | 0.3% | |
United States Treasury Note/Bond | 2.875% | 11/15/21 | 771,193 | 789,270 | 0.3% | |
United States Treasury Note/Bond | 2.875% | 5/15/49 | 710,393 | 783,322 | 0.3% | |
United States Treasury Note/Bond | 2.250% | 2/15/27 | 748,740 | 769,098 | 0.3% | |
United States Treasury Note/Bond | 1.625% | 2/15/26 | 776,005 | 768,245 | 0.3% | |
United States Treasury Note/Bond | 1.750% | 5/15/23 | 763,728 | 766,233 | 0.3% | |
United States Treasury Note/Bond | 2.250% | 11/15/25 | 742,427 | 762,034 | 0.3% | |
United States Treasury Note/Bond | 2.750% | 8/15/21 | 741,294 | 754,615 | 0.3% | |
United States Treasury Note/Bond | 1.500% | 8/15/22 | 755,098 | 753,090 | 0.3% | |
United States Treasury Note/Bond | 3.000% | 2/15/48 | 667,611 | 750,435 | 0.3% | |
United States Treasury Note/Bond | 1.250% | 3/31/21 | 751,288 | 747,764 | 0.3% |
9
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 | 738,828 | 0.3% | ||
United States Treasury Note/Bond | 1.375% | 5/31/21 | 725,253 | 722,874 | 0.3% | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 656,620 | 720,332 | 0.3% | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 667,601 | 711,409 | 0.3% | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 672,918 | 695,838 | 0.3% | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 648,150 | 691,900 | 0.3% | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 689,585 | 689,909 | 0.3% | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 680,570 | 689,288 | 0.3% | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 554,922 | 682,382 | 0.3% | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 666,576 | 682,201 | 0.3% | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 665,725 | 672,795 | 0.3% | ||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 668,810 | 671,211 | 0.3% | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 577,056 | 650,988 | 0.3% | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 625,966 | 650,122 | 0.3% | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 558,044 | 642,448 | 0.3% | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 648,146 | 638,320 | 0.3% | ||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 626,278 | 638,021 | 0.3% | ||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 630,008 | 637,587 | 0.2% | ||
1 | United States Treasury Note/Bond | 1.125%–8.750% | 2/15/20–11/15/49 | 63,738,384 | 66,496,972 | 26.7% | |
104,398,374 | 42.0% | ||||||
Agency Bonds and Notes | |||||||
2 | Federal Home Loan Mortgage Corp. | 1.125%–6.750% | 2/16/21–7/15/32 | 477,313 | 542,822 | 0.2% | |
2 | Federal National Mortgage Assn. | 1.250%–7.250% | 2/26/21–7/15/37 | 1,037,308 | 1,098,096 | 0.4% | |
Agency Bonds and Notes—Other † | 1,192,118 | 0.5% | |||||
2,833,036 | 1.1% | ||||||
Conventional Mortgage-Backed Securities | |||||||
2,3,4 | Fannie Mae Pool | 2.000%–9.500% | 1/1/20–2/1/50 | 21,334,483 | 22,258,800 | 9.0% | |
2,3 | Freddie Mac Gold Pool | 2.000%–10.000% | 1/1/20–2/1/49 | 11,144,276 | 11,656,384 | 4.7% | |
2,3 | Freddie Mac Pool | 4.000%–4.500% | 1/1/49–5/1/49 | 125,908 | 133,421 | 0.0% | |
3,4 | Ginnie Mae I Pool | 3.000%–10.500% | 3/15/20–12/1/49 | 1,047,049 | 1,117,841 | 0.4% | |
3,4 | Ginnie Mae II Pool | 3.000% | 1/1/50 | 874,375 | 898,009 | 0.4% | |
3,4 | Ginnie Mae II Pool | 2.500%–8.500% | 12/20/20–1/1/50 | 14,339,539 | 14,967,582 | 6.0% | |
2,3 | UMBS Pool | 2.500%–4.000% | 11/1/33–11/1/34 | 47,481 | 48,227 | 0.0% | |
2,3 | UMBS Pool | 2.000%–5.000% | 4/1/29–1/1/50 | 3,269,153 | 3,382,134 | 1.4% | |
2,3,4 | UMBS TBA | 3.000% | 1/1/50 | 634,725 | 643,649 | 0.3% | |
2,3,4 | UMBS TBA | 2.000%–4.500% | 7/1/34–1/1/50 | 337,950 | 342,845 | 0.1% | |
55,448,892 | 22.3% | ||||||
Nonconventional Mortgage-Backed Securities | |||||||
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 4.034% | 12/1/41 | 1,046 | 1,078 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.592% | 9/1/37 | 1,331 | 1,368 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.353% | 4.441% | 1/1/35 | 71 | 74 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.392% | 3.811% | 10/1/37 | 575 | 592 | 0.0% | |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.460% | 4.572% | 2/1/37 | 2 | 2 | 0.0% |
10
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 + 1.509% | 4.082% | 7/1/36 | 288 | 300 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.553% | 2.443% | 9/1/43 | 600 | 600 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.555% | 3.564% | 10/1/34 | 5 | 5 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.560% | 2.272% | 7/1/43 | 6,104 | 6,119 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.607% | 3.607% | 11/1/33 | 125 | 133 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.609% | 3.642% | 12/1/33 | 233 | 246 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.615% | 4.643% | 4/1/37 | 50 | 53 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 4.748% | 2/1/36 | 500 | 509 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.625% | 4.135% | 8/1/35 | 648 | 688 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 4.752% | 3/1/38 | 109 | 112 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.633% | 4.633% | 1/1/35 | 1 | 1 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.510% | 11/1/36 | 68 | 71 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.643% | 4.476% | 1/1/37 | 217 | 231 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 4.283% | 7/1/35 | 390 | 410 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910%–4.722% | 4/1/36–9/1/40 | 537 | 564 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 4.415% | 6/1/36 | 39 | 41 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.679% | 3.992% | 1/1/42 | 985 | 1,017 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.682% | 4.167% | 10/1/37 | 688 | 710 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 4.498% | 6/1/42 | 1,474 | 1,536 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.706%–4.622% | 10/1/39–9/1/42 | 2,519 | 2,629 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 4.320% | 7/1/39 | 188 | 196 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 4.161% | 8/1/40 | 419 | 440 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 4.364% | 12/1/40 | 437 | 460 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 3.965% | 10/1/42 | 1,099 | 1,164 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.809% | 11/1/39 | 275 | 291 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.711% | 4.056% | 4/1/36 | 60 | 62 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.726% | 3.956% | 9/1/34 | 285 | 293 | 0.0% |
11
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 + 1.734% | 3.997% | 11/1/39 | 627 | 655 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.746% | 4.506% | 7/1/41 | 1,640 | 1,732 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 4.778% | 5/1/35 | 229 | 240 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.213%–4.875% | 2/1/36–10/1/40 | 575 | 609 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.767% | 4.648% | 6/1/41 | 262 | 277 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.771% | 4.709% | 5/1/42 | 155 | 161 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.774% | 4.683% | 4/1/37 | 66 | 71 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 4.905% | 2/1/41 | 271 | 285 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.793% | 3.391% | 8/1/42 | 2,312 | 2,309 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 4.839% | 3/1/42 | 971 | 1,023 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.798% | 4.358% | 3/1/42 | 431 | 463 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.804% | 3.943% | 12/1/39 | 538 | 560 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 3.773% | 11/1/41 | 1,070 | 1,140 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.685%–4.810% | 9/1/33–12/1/40 | 2,048 | 2,156 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.978%–4.435% | 11/1/41–1/1/42 | 1,473 | 1,552 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.690%–4.940% | 11/1/40–12/1/41 | 2,708 | 2,857 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.819% | 4.759% | 3/1/41 | 994 | 1,046 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 4.168% | 12/1/40 | 314 | 329 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.822% | 4.310% | 9/1/40 | 1,171 | 1,234 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.823% | 4.902% | 2/1/41 | 503 | 507 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 4.825% | 3/1/41 | 719 | 766 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 4.576% | 7/1/38 | 289 | 296 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 3.451%–4.580% | 4/1/41–6/1/41 | 1,822 | 1,871 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 4.723% | 1/1/40 | 655 | 681 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.403% | 8/1/39 | 483 | 510 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.861% | 4.745% | 5/1/40 | 240 | 248 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 4.406% | 11/1/34 | 380 | 405 | 0.0% |
12
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 + 1.884% | 3.899% | 10/1/37 | 54 | 57 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.909% | 4.784% | 4/1/37 | 326 | 343 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 4.787% | 5/1/36 | 80 | 80 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 5.009% | 4/1/37 | 22 | 23 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 1.989% | 4.632% | 1/1/37 | 33 | 35 | 0.0% |
2,3,5 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 4.667% | 10/1/36 | 222 | 238 | 0.0% |
2,3,5 | Fannie Mae Pool,1Y CMT + 2.155% | 4.780% | 12/1/37 | 637 | 658 | 0.0% |
2,3,5 | Fannie Mae Pool,1Y CMT + 2.185% | 4.721% | 5/1/36 | 45 | 48 | 0.0% |
2,3,5 | Fannie Mae Pool,1Y CMT + 2.189% | 3.939% | 12/1/35 | 3 | 4 | 0.0% |
2,3,5 | Fannie Mae Pool,1Y CMT + 2.190% | 4.450% | 12/1/36 | 10 | 10 | 0.0% |
2,3,5 | Fannie Mae Pool,1Y CMT + 2.238% | 4.613% | 7/1/38 | 223 | 236 | 0.0% |
2,3,5 | Fannie Mae Pool,1Y CMT + 2.268% | 4.268%–4.893% | 5/1/33–12/1/35 | 214 | 226 | 0.0% |
2,3,5 | Fannie Mae Pool,1Y CMT + 2.275% | 4.025% | 11/1/32 | 8 | 9 | 0.0% |
2,3,5 | Fannie Mae Pool,1Y CMT + 2.313% | 4.845% | 1/1/35 | 228 | 243 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR +1.026% | 3.206% | 4/1/37 | 808 | 835 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.413% | 3.691% | 7/1/34 | 135 | 143 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.476% | 2.242% | 3/1/43 | 4,288 | 4,290 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.530% | 3.662% | 12/1/43 | 1,057 | 1,126 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.582% | 2.743% | 6/1/43 | 2,822 | 2,838 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.638% | 4.339% | 8/1/39 | 1,192 | 1,222 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.657% | 4.260% | 10/1/42 | 937 | 943 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USDLIBOR + 1.700% | 4.531% | 7/1/37 | 292 | 311 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.710% | 3.371% | 9/1/43 | 2,542 | 2,602 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.723% | 4.720% | 5/1/42 | 2,052 | 2,143 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.789% | 4.572% | 7/1/42 | 740 | 797 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 4.157% | 8/1/37 | 561 | 589 | 0.0% |
2,3,5 | Fannie Mae Pool, 6M USD LIBOR + 1.851% | 4.434% | 2/1/42 | 1,337 | 1,431 | 0.0% |
13
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 + 0.985% | 3.235% | 10/1/37 | 53 | 54 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.245% | 4.098% | 8/1/37 | 51 | 51 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.550% | 4.675% | 4/1/37 | 1 | 1 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.564% | 4.420% | 3/1/37 | 79 | 81 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.570% | 4.695% | 3/1/37 | 31 | 32 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.588% | 3.921% | 9/1/37 | 290 | 296 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.625% | 4.625% | 1/1/38 | 80 | 85 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR +1.640% | 3.807%–4.515% | 12/1/36–11/1/43 | 1,013 | 1,048 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.660% | 3.711% | 10/1/37 | 535 | 557 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.695% | 4.767% | 2/1/37 | 190 | 202 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.727% | 4.738% | 1/1/35 | 60 | 64 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.743% | 3.865% | 12/1/36 | 427 | 439 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool,12M USD LIBOR + 1.745% | 4.713% | 12/1/40 | 1,109 | 1,151 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 4.625%–4.799% | 4/1/33–5/1/38 | 78 | 81 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 3.730%–4.765% | 4/1/35–12/1/36 | 152 | 163 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.770% | 3.925% | 12/1/34 | 7 | 7 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% | 3.977% | 3/1/36 | 4 | 4 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.796% | 3.871% | 12/1/34 | 300 | 305 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.798% | 4.529%–4.761% | 5/1/33–6/1/37 | 625 | 666 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR +1.833% | 4.190% | 3/1/42 | 796 | 840 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR +1.834% | 4.220% | 12/1/35 | 369 | 389 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840% | 4.590% | 6/1/37 | 71 | 75 | 0.0% |
14
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 +1.842% | 4.466% | 6/1/41 | 43 | 45 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR +1.851% | 4.716% | 1/1/37 | 258 | 273 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR +1.864% | 4.595% | 2/1/42 | 296 | 311 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR +1.865% | 4.348% | 8/1/37 | 231 | 240 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR +1.870% | 4.038% | 12/1/39 | 157 | 166 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.005%–5.005% | 5/1/40–6/1/41 | 2,869 | 2,993 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.885% | 4.510% | 7/1/38 | 224 | 229 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 4.956% | 2/1/42 | 584 | 586 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.895% | 4.323% | 9/1/40 | 745 | 784 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.846%–4.705% | 6/1/40–11/1/40 | 1,078 | 1,114 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 4.825%–5.035% | 1/1/41–2/1/41 | 1,092 | 1,159 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.977% | 4.783% | 5/1/37 | 943 | 975 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR +1.995% | 5.120% | 3/1/37 | 414 | 439 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR +2.000% | 4.750% | 7/1/35 | 64 | 67 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR +2.085% | 5.210% | 3/1/38 | 76 | 80 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1Y CMT + 2.125% | 4.625% | 6/1/35 | 2 | 2 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1Y CMT +2.250% | 4.006%–4.991% | 6/1/34–11/1/36 | 1,578 | 1,650 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1Y CMT + 2.273% | 4.773% | 6/1/36 | 8 | 8 | 0.0% |
2,3,5 | Freddie Mac Non Gold Pool, 1Y CMT + 2.315% | 4.315% | 12/1/34 | 25 | 26 | 0.0% |
15
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,1Y CMT + 2.409% | 4.159%–4.964% | 11/1/33–10/1/36 | 507 | 538 | 0.0% | |
2,3,5 | Freddie Mac Non Gold Pool,1Y CMT + 2.549% | 5.173% | 3/1/37 | 91 | 91 | 0.0% | |
2,3,5 | Freddie Mac Non Gold Pool,6M USD LIBOR +1.355% | 3.438%–3.548% | 5/1/37–6/1/37 | 344 | 352 | 0.0% | |
2,3,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 3.859% | 3/1/37 | 126 | 131 | 0.0% | |
2,3,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 3.982% | 1/1/37 | 660 | 694 | 0.0% | |
3,5 | Ginnie Mae II Pool,1Y CMT + 1.500% | 3.250%–4.125% | 6/20/29–1/20/44 | 22,890 | 23,589 | 0.1% | |
3,5 | Ginnie Mae II Pool,1Y CMT + 2.000% | 4.375%–4.625% | 11/20/40–5/20/41 | 571 | 587 | 0.0% | |
111,178 | 0.1% |
Total U.S. Government and Agency Obligations (Cost $158,880,382) | 162,791,480 | 65.5% | ||
6Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,341,423) † | 6,498,454 | 2.6% | ||
Corporate Bonds | ||||
Finance | ||||
6 | Banking † | 14,824,628 | 6.0% | |
6 | Brokerage † | 597,322 | 0.2% | |
Finance Companies † | 536,108 | 0.2% | ||
Insurance † | 2,960,585 | 1.2% | ||
Other Finance † | 19,088 | 0.0% | ||
Real Estate Investment Trusts † | 1,815,605 | 0.7% | ||
20,753,336 | 8.3% | |||
Industrial | ||||
6 | Basic Industry † | 2,023,115 | 0.8% | |
6 | Capital Goods † | 3,458,687 | 1.4% | |
6 | Communication † | 5,919,667 | 2.4% | |
6 | Consumer Cyclical † | 4,725,014 | 1.9% | |
6 | Consumer Noncyclical † | 10,928,897 | 4.4% | |
6 | Energy † | 6,072,233 | 2.4% | |
6 | Other Industrial † | 278,960 | 0.1% | |
6 | Technology † | 5,572,239 | 2.2% | |
6 | Transportation † | 1,680,177 | 0.7% | |
40,658,989 | 16.3% | |||
Utilities | ||||
Electric † | 4,412,830 | 1.8% | ||
Natural Gas † | 375,666 | 0.2% | ||
Other Utility † | 93,436 | 0.0% | ||
4,881,932 | 2.0% | |||
Total Corporate Bonds (Cost $62,029,801) | 66,294,257 | 26.6% | ||
6Sovereign Bonds (Cost $9,621,564) † | 10,031,009 | 4.0% | ||
Taxable Municipal Bonds (Cost $1,408,682) † | 1,644,739 | 0.7% |
16
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 $4,826,526) | 1.816% | 48,263,387 | 4,826,822 | 2.0% |
Total Investments (Cost $243,108,378) | 252,086,761 | 101.4% | |||
Amount | |||||
($000) | |||||
Other Assets and Liabilities | |||||
Other Assets | |||||
Investment in Vanguard | 11,124 | ||||
Receivables for Investment Securities Sold | 966,453 | ||||
Receivables for Accrued Income | 1,508,183 | ||||
Receivables for Capital Shares Issued | 424,071 | ||||
Other Assets | 9,171 | ||||
Total Other Assets | 2,919,002 | 1.2% | |||
Liabilities | |||||
Payables for Investment Securities Purchased | (5,896,607) | ||||
Payables for Capital Shares Redeemed | (375,992) | ||||
Payables for Distributions | (29,881) | ||||
Payables to Vanguard | (46,064) | ||||
Total Liabilities | (6,348,544) | (2.6%) | |||
Net Assets | 248,657,219 | 100.0% | |||
At December 31, 2019, net assets consisted of: | |||||
Amount | |||||
($000) | |||||
Paid-in Capital | 240,039,575 | ||||
Total Distributable Earnings (Loss) | 8,617,644 | ||||
Net Assets | 248,657,219 | ||||
Investor Shares—Net Assets | |||||
Applicable to 139,916,390 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,545,925 | ||||
Net Asset Value Per Share—Investor Shares | $11.05 | ||||
ETF Shares—Net Assets | |||||
Applicable to 578,823,018 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 48,455,911 | ||||
Net Asset Value Per Share—ETF Shares | $83.71 | ||||
Admiral Shares—Net Assets | |||||
Applicable to 9,693,309,065 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 107,098,024 | ||||
Net Asset Value Per Share—Admiral Shares | $11.05 |
17
Total Bond Market Index Fund
Amount | |
($000) | |
Institutional Shares—Net Assets | |
Applicable to 4,297,106,133 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 47,477,314 |
Net Asset Value Per Share—Institutional Shares | $11.05 |
Institutional Plus Shares—Net Assets | |
Applicable to 2,143,185,368 outstanding $.001 par value shares ofbeneficial interest (unlimited authorization) | 23,679,111 |
Net Asset Value Per Share—Institutional Plus Shares | $11.05 |
Institutional Select Shares—Net Assets | |
Applicable to 1,846,468,789 outstanding $.001 par value shares ofbeneficial interest (unlimited authorization) | 20,400,934 |
Net Asset Value Per Share—Institutional Select Shares | $11.05 |
• | 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 $374,000 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 December 31, 2019. |
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 December 31, 2019, the aggregate value of these securities was $2,147,924,000, representing 0.9% 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.
TBA—To Be Announced.
UMBS—Uniform Mortgage-Backed Securities.
See accompanying Notes, which are an integral part of the Financial Statements.
18
Total Bond Market Index Fund
Statement of Operations
Year Ended | ||||
December 31, 2019 | ||||
($000 | ) | |||
Investment Income | ||||
Income | ||||
Interest1 | 6,433,898 | |||
Total Income | 6,433,898 | |||
Expenses | ||||
The Vanguard Group—Note B | ||||
Investment Advisory Services | 7,774 | |||
Management and Administrative—Investor Shares | 3,892 | |||
Management and Administrative—ETF Shares | 10,446 | |||
Management and Administrative—Admiral Shares | 39,517 | |||
Management and Administrative—Institutional Shares | 12,189 | |||
Management and Administrative—Institutional Plus Shares | 5,430 | |||
Management and Administrative—Institutional Select Shares | 1,105 | |||
Marketing and Distribution—Investor Shares | 334 | |||
Marketing and Distribution—ETF Shares | 1,749 | |||
Marketing and Distribution—Admiral Shares | 5,756 | |||
Marketing and Distribution—Institutional Shares | 1,554 | |||
Marketing and Distribution—Institutional Plus Shares | 345 | |||
Marketing and Distribution—Institutional Select Shares | 1 | |||
Custodian Fees | 617 | |||
Auditing Fees | 58 | |||
Shareholders’ Reports—Investor Shares | 24 | |||
Shareholders’ Reports—ETF Shares | 902 | |||
Shareholders’ Reports—Admiral Shares | 685 | |||
Shareholders’ Reports—Institutional Shares | 299 | |||
Shareholders’ Reports—Institutional Plus Shares | 66 | |||
Shareholders’ Reports—Institutional Select Shares | — | |||
Trustees’ Fees and Expenses | 114 | |||
Total Expenses | 92,857 | |||
Expenses Paid Indirectly | (433 | ) | ||
Net Expenses | 92,424 | |||
Net Investment Income | 6,341,474 | |||
Realized Net Gain (Loss) | ||||
Investment Securities Sold1,2 | 312,226 | |||
Futures Contracts | 90 | |||
Realized Net Gain (Loss) | 312,316 | |||
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 11,925,643 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 18,579,433 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $81,551,000, ($256,000), and $140,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $46,487,000 of net gain (loss) resulting from in-kind redemptions, such gain (loss) is not taxable to the fund. |
See accompanying Notes, which are an integral part of the Financial Statements.
19 |
Total Bond Market Index Fund
Statement of Changes in Net Assets
Year Ended December 31, | ||||||||
2019 | 2018 | |||||||
($000) | ($000 | ) | ||||||
Increase (Decrease) in Net Assets | ||||||||
Operations | ||||||||
Net Investment Income | 6,341,474 | 5,527,101 | ||||||
Realized Net Gain (Loss) | 312,316 | (601,872 | ) | |||||
Change in Unrealized Appreciation (Depreciation) | 11,925,643 | (4,895,191 | ) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | 18,579,433 | 30,038 | ||||||
Distributions | ||||||||
Net Investment Income | ||||||||
Investor Shares | (79,531 | ) | (125,655 | ) | ||||
ETF Shares | (1,164,386 | ) | (1,016,260 | ) | ||||
Admiral Shares | (2,749,165 | ) | (2,345,887 | ) | ||||
Institutional Shares | (1,248,249 | ) | (1,112,166 | ) | ||||
Institutional Plus Shares | (618,238 | ) | (548,458 | ) | ||||
Institutional Select Shares | (485,541 | ) | (378,061 | ) | ||||
Realized Capital Gain1 | ||||||||
Investor Shares | — | (1,185 | ) | |||||
ETF Shares | — | (8,845 | ) | |||||
Admiral Shares | — | (19,982 | ) | |||||
Institutional Shares | — | (9,396 | ) | |||||
Institutional Plus Shares | — | (4,829 | ) | |||||
Institutional Select Shares | — | (3,066 | ) | |||||
Total Distributions | (6,345,110 | ) | (5,573,790 | ) | ||||
Capital Share Transactions | ||||||||
Investor Shares | (2,888,656 | ) | (767,351 | ) | ||||
ETF Shares | 9,751,333 | 334,647 | ||||||
Admiral Shares | 13,466,314 | 7,770,849 | ||||||
Institutional Shares | 4,332,735 | 2,739,331 | ||||||
Institutional Plus Shares | 3,077,058 | 473,626 | ||||||
Institutional Select Shares | 4,677,528 | 3,127,416 | ||||||
Net Increase (Decrease) from Capital Share Transactions | 32,416,312 | 13,678,518 | ||||||
Total Increase (Decrease) | 44,650,635 | 8,134,766 | ||||||
Net Assets | ||||||||
Beginning of Period | 204,006,584 | 195,871,818 | ||||||
End of Period | 248,657,219 | 204,006,584 |
1 | Includes fiscal 2019 and 2018 short-term gain distributions totaling $0 and $0, respectively. Short-term gain distributions are treated as ordinary income dividends for tax purposes. |
See accompanying Notes, which are an integral part of the Financial Statements.
20 |
Total Bond Market Index Fund
Financial Highlights
Investor Shares
For a Share Outstanding | Year Ended December 31, | |||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $10.45 | $10.75 | $10.65 | $10.64 | $10.87 | |
Investment Operations | ||||||
Net Investment Income | .2941 | .2791 | .2601 | .254 | .253 | |
Net Realized and Unrealized Gain (Loss) on Investments | .597 | (.296) | .105 | .015 | (.219) | |
Total from Investment Operations | .891 | (.017) | .365 | .269 | .034 | |
Distributions | ||||||
Dividends from Net Investment Income | (.291) | (.280) | (.260) | (.254) | (.254) | |
Distributions from Realized Capital Gains | — | (.003) | (.005) | (.005) | (.010) | |
Total Distributions | (.291) | (.283) | (.265) | (.259) | (.264) | |
Net Asset Value, End of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | |
Total Return2 | 8.61% | -0.13% | 3.45% | 2.50% | 0.30% | |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $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% | 0.16% | |
Ratio of Net Investment Income to Average Net Assets | 2.74% | 2.68% | 2.42% | 2.30% | 2.34% | |
Portfolio Turnover Rate3,4 | 31% | 54% | 55% | 61% | 84% |
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 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
ETF Shares
For a Share Outstanding | Year Ended December 31, | |||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $79.16 | $81.46 | $80.64 | $80.58 | $82.33 | |
Investment Operations | ||||||
Net Investment Income | 2.2951 | 2.2091 | 2.0531 | 1.995 | 2.000 | |
Net Realized and Unrealized Gain (Loss)on Investments | 4.535 | (2.280) | .842 | .096 | (1.671) | |
Total from Investment Operations | 6.830 | (.071) | 2.895 | 2.091 | .329 | |
Distributions | ||||||
Dividends from Net Investment Income | (2.280) | (2.210) | (2.038) | (1.995) | (2.001) | |
Distributions from Realized Capital Gains | — | (.019) | (.037) | (.036) | (.078) | |
Total Distributions | (2.280) | (2.229) | (2.075) | (2.031) | (2.079) | |
Net Asset Value, End of Period | $83.71 | $79.16 | $81.46 | $80.64 | $80.58 | |
Total Return | 8.71% | -0.04% | 3.62% | 2.57% | 0.39% | |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $48,456 | $36,528 | $37,247 | $31,445 | $27,279 | |
Ratio of Total Expenses to Average Net Assets | 0.035% | 0.035% | 0.05% | 0.05% | 0.06% | |
Ratio of Net Investment Income to Average Net Assets | 2.78% | 2.79% | 2.52% | 2.40% | 2.44% | |
Portfolio Turnover Rate2,3 | 31% | 54% | 55% | 61% | 84% |
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 10%, 13%, 15%, 23%, and 45% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
22 |
Total Bond Market Index Fund
Financial Highlights
Admiral Shares
For a Share Outstanding | Year Ended December 31, | |||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $10.45 | $10.75 | $10.65 | $10.64 | $10.87 | |
Investment Operations | ||||||
Net Investment Income | .3011 | .2901 | .2711 | .265 | .263 | |
Net Realized and Unrealized Gain (Loss) on Investments | .601 | (.297) | .105 | .015 | (.219) | |
Total from Investment Operations | .902 | (.007) | .376 | .280 | .044 | |
Distributions | ||||||
Dividends from Net Investment Income | (.302) | (.290) | (.271) | (.265) | (.264) | |
Distributions from Realized Capital Gains | — | (.003) | (.005) | (.005) | (.010) | |
Total Distributions | (.302) | (.293) | (.276) | (.270) | (.274) | |
Net Asset Value, End of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | |
Total Return2 | 8.71% | -0.03% | 3.56% | 2.60% | 0.40% | |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $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% | 0.06% | |
Ratio of Net Investment Income to Average Net Assets | 2.78% | 2.78% | 2.52% | 2.40% | 2.44% | |
Portfolio Turnover Rate3,4 | 31% | 54% | 55% | 61% | 84% |
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 10%, 13%, 15%, 23%, and 45% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
23 |
Total Bond Market Index Fund
Financial Highlights
Institutional Shares
For a Share Outstanding | Year Ended December 31, | |||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $10.45 | $10.75 | $10.65 | $10.64 | $10.87 | |
Investment Operations | ||||||
Net Investment Income | .3031 | .2921 | .2721 | .266 | .265 | |
Net Realized and Unrealized Gain (Loss) on Investments | .601 | (.297) | .105 | .015 | (.219) | |
Total from Investment Operations | .904 | (.005) | .377 | .281 | .046 | |
Distributions | ||||||
Dividends from Net Investment Income | (.304) | (.292) | (.272) | (.266) | (.266) | |
Distributions from Realized Capital Gains | — | (.003) | (.005) | (.005) | (.010) | |
Total Distributions | (.304) | (.295) | (.277) | (.271) | (.276) | |
Net Asset Value, End of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | |
Total Return | 8.73% | -0.01% | 3.57% | 2.61% | 0.41% | |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $47,477 | $40,728 | $39,101 | $34,167 | $29,095 | |
Ratio of Total Expenses to Average Net Assets | 0.035% | 0.035% | 0.04% | 0.04% | 0.05% | |
Ratio of Net Investment Income to Average Net Assets | 2.79% | 2.79% | 2.53% | 2.41% | 2.45% | |
Portfolio Turnover Rate2,3 | 31% | 54% | 55% | 61% | 84% |
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 10%, 13%, 15%, 23%, and 45% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
24 |
Total Bond Market Index Fund
Financial Highlights
Institutional Plus Shares
For a Share Outstanding | Year Ended December 31, | |||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | |
Net Asset Value, Beginning of Period | $10.45 | $10.75 | $10.65 | $10.64 | $10.87 | |
Investment Operations | ||||||
Net Investment Income | .3041 | .2921 | .2731 | .267 | .266 | |
Net Realized and Unrealized Gain (Loss) on Investments | .600 | (.297) | .105 | .015 | (.219) | |
Total from Investment Operations | .904 | (.005) | .378 | .282 | .047 | |
Distributions | ||||||
Dividends from Net Investment Income | (.304) | (.292) | (.273) | (.267) | (.267) | |
Distributions from Realized Capital Gains | — | (.003) | (.005) | (.005) | (.010) | |
Total Distributions | (.304) | (.295) | (.278) | (.272) | (.277) | |
Net Asset Value, End of Period | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 | |
Total Return | 8.74% | -0.01% | 3.58% | 2.62% | 0.42% | |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $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% | 0.04% | |
Ratio of Net Investment Income to Average Net Assets | 2.80% | 2.80% | 2.54% | 2.42% | 2.46% | |
Portfolio Turnover Rate2,3 | 31% | 54% | 55% | 61% | 84% |
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 10%, 13%, 15%, 23%, and 45% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
25 |
Total Bond Market Index Fund
Financial Highlights
Institutional Select Shares
June 24, | |||||
20161to | |||||
For a Share Outstanding | Year Ended December 31, | Dec. 31, | |||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | |
Net Asset Value, Beginning of Period | $10.45 | $10.75 | $10.65 | $11.03 | |
Investment Operations | |||||
Net Investment Income | .3062 | .2952 | .2752 | .135 | |
Net Realized and Unrealized Gain (Loss) on Investments | .600 | (.298) | .105 | (.375) | |
Total from Investment Operations | .906 | (.003) | .380 | (.240) | |
Distributions | |||||
Dividends from Net Investment Income | (.306) | (.294) | (.275) | (.135) | |
Distributions from Realized Capital Gains | — | (.003) | (.005) | (.005) | |
Total Distributions | (.306) | (.297) | (.280) | (.140) | |
Net Asset Value, End of Period | $11.05 | $10.45 | $10.75 | $10.65 | |
Total Return | 8.76% | 0.01% | 3.60% | -2.20% | |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $20,401 | $14,821 | $12,031 | $5,438 | |
Ratio of Total Expenses to Average Net Assets | 0.01% | 0.01% | 0.01% | 0.01%3 | |
Ratio of Net Investment Income to Average Net Assets | 2.81% | 2.82% | 2.56% | 2.41%3 | |
Portfolio Turnover Rate4,5 | 31% | 54% | 55% | 61%6 |
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 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.
26 |
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. 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. 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.
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 Statement of Net Assets.
Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets 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 futures gains (losses).
During the year ended December 31, 2019, the fund’s average investments in long and short futures contracts each represented 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 December 31, 2019.
27 |
Total Bond Market Index Fund
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 December 31, 2019, counterparties had deposited in segregated accounts securities with a value of $331,000 and cash of $560,000 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 has also entered into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. 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 Net Assets.
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 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 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 and may differ from net investment income and realized capital gains for financial reporting purposes.
28 |
Total Bond Market Index Fund
7. Credit Facility: 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 that may be renewed annually; each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary and emergency purposes, and are subject to the fund’s regulatory and contractual borrowing restrictions. The participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn 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 this facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate, federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread.
The fund had no borrowings outstanding at December 31, 2019, or at any time during the period then ended.
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. Vanguard does not require reimbursement in the current period for certain costs of operations (such as deferred compensation/benefits and risk/insurance costs); the fund’s liability for these costs of operations is included in Payables to Vanguard on the Statement of Net Assets. All other costs of operations payable to Vanguard 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 December 31, 2019, the fund had contributed to Vanguard capital in the amount of $11,124,000, representing less than 0.01% of the fund’s net assets and 4.45% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
29 |
Total Bond Market Index Fund
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 year ended December 31, 2019, custodian fee offset arrangements reduced the fund’s expenses by $433,000 (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 Statement of Net Assets.
The following table summarizes the market value of the fund’s investments as of December 31, 2019, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
U.S. Government and Agency Obligations | — | 162,791,480 | — |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 6,498,454 | — |
Corporate Bonds | — | 66,291,454 | — |
Sovereign Bonds | — | 10,031,009 | — |
Taxable Municipal Bonds | — | 1,647,542 | — |
Temporary Cash Investments | 4,826,822 | — | — |
Total | 4,826,822 | 247,259,939 | — |
E. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for in-kind redemptions were reclassified between the following accounts:
Amount | |
($000) | |
Paid-in Capital | 46,487 |
Total Distributable Earnings (Loss) | (46,487) |
30 |
Total Bond Market Index Fund
Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the tax deferral of losses on wash sales and straddles. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:
Amount | |
($000) | |
Undistributed Ordinary Income | 31,487 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards (Non-expiring)* | (351,260) |
Net Unrealized Gains (Losses) | 8,978,358 |
* | The fund used capital loss carryforwards of $265,853,000 to offset taxable capital gains realized during the year ended December 31, 2019. |
As of December 31, 2019, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 243,108,403 |
Gross Unrealized Appreciation | 9,483,363 |
Gross Unrealized Depreciation | (505,005) |
Net Unrealized Appreciation (Depreciation) | 8,978,358 |
F. During the year ended December 31, 2019, the fund purchased $21,676,646,000 of investment securities and sold $13,661,212,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $81,702,472,000 and $57,029,523,000, respectively. Total purchases and sales include $9,805,063,000 and $933,513,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
31 |
Total Bond Market Index Fund
G. Capital share transactions for each class of shares were:
Year Ended December 31, | |||||
2019 | 2018 | ||||
Amount | Shares | Amount | Shares | ||
($000) | (000) | ($000) | (000) | ||
Investor Shares | |||||
Issued | 314,902 | 29,205 | 1,067,996 | 102,197 | |
Issued in Lieu of Cash Distributions | 72,635 | 6,735 | 119,200 | 11,430 | |
Redeemed1 | (3,276,193) | (302,720) | (1,954,547) | (187,286) | |
Net Increase (Decrease)—Investor Shares | (2,888,656) | (266,780) | (767,351) | (73,659) | |
ETF Shares | |||||
Issued | 10,954,123 | 132,000 | 3,435,257 | 43,400 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (1,202,790) | (14,600) | (3,100,610) | (39,200) | |
Net Increase (Decrease)—ETF Shares | 9,751,333 | 117,400 | 334,647 | 4,200 | |
Admiral Shares | |||||
Issued1 | 28,133,518 | 2,599,563 | 23,230,538 | 2,226,910 | |
Issued in Lieu of Cash Distributions | 2,478,605 | 227,640 | 2,114,291 | 202,860 | |
Redeemed | (17,145,809) | (1,581,483) | (17,573,980) | (1,685,319) | |
Net Increase (Decrease)—Admiral Shares | 13,466,314 | 1,245,720 | 7,770,849 | 744,451 | |
Institutional Shares | |||||
Issued | 12,742,108 | 1,173,938 | 11,573,400 | 1,107,501 | |
Issued in Lieu of Cash Distributions | 1,175,382 | 107,971 | 1,048,850 | 100,635 | |
Redeemed | (9,584,755) | (882,050) | (9,882,919) | (946,888) | |
Net Increase (Decrease)—Institutional Shares | 4,332,735 | 399,859 | 2,739,331 | 261,248 | |
Institutional Plus Shares | |||||
Issued | 7,083,423 | 653,802 | 7,772,402 | 743,515 | |
Issued in Lieu of Cash Distributions | 581,981 | 53,455 | 518,422 | 49,738 | |
Redeemed | (4,588,346) | (420,358) | (7,817,198) | (749,166) | |
Net Increase (Decrease)—Institutional Plus Shares | 3,077,058 | 286,899 | 473,626 | 44,087 | |
Institutional Select Shares | |||||
Issued | 4,809,687 | 441,094 | 3,894,421 | 373,051 | |
Issued in Lieu of Cash Distributions | 485,541 | 44,575 | 381,127 | 36,580 | |
Redeemed | (617,700) | (57,430) | (1,148,132) | (110,160) | |
Net Increase (Decrease)—Institutional Select Shares | 4,677,528 | 428,239 | 3,127,416 | 299,471 |
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 December 31, 2019, that would require recognition or disclosure in these financial statements.
32 |
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Total Bond Market Index Fund
Opinion on the Financial Statements
We have audited the accompanying statement of net assets—investments summary of Vanguard Total Bond Market Index Fund (one of the funds constituting Vanguard Bond Index Funds, referred to hereafter as the “Fund”) as of December 31, 2019, the related statement of operations for the year ended December 31, 2019, the statement of changes in net assets for each of the two years in the period ended December 31, 2019, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of December 31, 2019, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2019 and the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2019 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
February 13, 2020
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
33 |
Special 2019 tax information (unaudited) for Vanguard Total Bond Market Index Fund
This information for the fiscal year ended December 31, 2019, is included pursuant to provisions of the Internal Revenue Code.
For nonresident alien shareholders, 87.2% of income dividends are interest-related dividends.
34 |
BLOOMBERG is a trademark and service mark of Bloomberg Finance L.P. BARCLAYS is a trademark and service mark of Barclays Bank Plc, used under license. Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL) (collectively, Bloomberg), or Bloomberg’s licensors, own all proprietary rights in the Bloomberg Barclays U.S. Aggregate Float Adjusted Index (the Index or Bloomberg Barclays Index).
Neither Barclays Bank Plc, Barclays Capital Inc., or any affiliate (collectively Barclays) or Bloomberg is the issuer or producer of the Total Bond Market Index Fund and neither Bloomberg nor Barclays has any responsibilities, obligations or duties to investors in the Total Bond Market Index Fund. The Index is licensed for use by The Vanguard Group, Inc. (Vanguard) as the sponsor of the Total Bond Market Index Fund. Bloomberg and Barclays’ only relationship with Vanguard in respect of the Index is the licensing of the Index, which is determined, composed and calculated by BISL, or any successor thereto, without regard to the Issuer or the Total Bond Market Index Fund or the owners of the Total Bond Market Index Fund.
Additionally, Vanguard may for itself execute transaction(s) with Barclays in or relating to the Index in connection with the Total Bond Market Index Fund. Investors acquire the Total Bond Market Index Fund from Vanguard and investors neither acquire any interest in the Index nor enter into any relationship of any kind whatsoever with Bloomberg or Barclays upon making an investment in the Total Bond Market Index Fund. The Total Bond Market Index Fund is not sponsored, endorsed, sold or promoted by Bloomberg or Barclays. Neither Bloomberg nor Barclays makes any representation or warranty, express or implied regarding the advisability of investing in the Total Bond Market Index Fund or the advisability of investing in securities generally or the ability of the Index to track corresponding or relative market performance. Neither Bloomberg nor Barclays has passed on the legality or suitability of the Total Bond Market Index Fund with respect to any person or entity. Neither Bloomberg nor Barclays is responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Total Bond Market Index Fund to be issued. Neither Bloomberg nor Barclays has any obligation to take the needs of the Issuer or the owners of the Total Bond Market Index Fund or any other third party into consideration in determining, composing or calculating the Index. Neither Bloomberg nor Barclays has any obligation or liability in connection with administration, marketing or trading of the Total Bond Market Index Fund.
The licensing agreement between Bloomberg and Barclays is solely for the benefit of Bloomberg and Barclays and not for the benefit of the owners of the Total Bond Market Index Fund, investors or other third parties. In addition, the licensing agreement between Vanguard and Bloomberg is solely for the benefit of Vanguard and Bloomberg and not for the benefit of the owners of the Total Bond Market Index Fund, investors or other third parties.
NEITHER BLOOMBERG NOR BARCLAYS SHALL HAVE ANY LIABILITY TO THE ISSUER, INVESTORS OR TO OTHER THIRD PARTIES FOR THE QUALITY, ACCURACY AND/OR COMPLETENESS OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR FOR INTERRUPTIONS IN THE DELIVERY OF THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY THE ISSUER, THE INVESTORS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY EXPRESS OR IMPLIED WARRANTIES, AND EACH HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. BLOOMBERG RESERVES THE RIGHT TO CHANGE THE METHODS OF CALCULATION OR PUBLICATION, OR TO CEASE THE CALCULATION OR PUBLICATION OF THE BLOOMBERG BARCLAYS INDEX, AND NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY MISCALCULATION OF OR ANY INCORRECT, DELAYED OR INTERRUPTED PUBLICATION WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY DAMAGES, INCLUDING, WITHOUT LIMITATION, ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES, OR ANY LOST PROFITS AND EVEN IF ADVISED OF THE POSSIBILITY OF SUCH, RESULTING FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR WITH RESPECT TO THE TOTAL BOND MARKET INDEX FUND.
None of the information supplied by Bloomberg or Barclays and used in this publication may be reproduced in any manner without the prior written permission of both Bloomberg and Barclays Capital, the investment banking division of Barclays Bank Plc. Barclays Bank Plc is registered in England No. 1026167. Registered office 1 Churchill Place London E14 5HP.
© 2020 Bloomberg. Used with Permission.
Source: Bloomberg Index Services Limited. Copyright 2020, Bloomberg. All rights reserved.
35 |
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The People Who Govern Your Fund
The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund’s trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.
A majority of Vanguard’s board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 213 Vanguard funds.
Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in theStatement of Additional Information, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.
Interested Trustee1
Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (January 2019– present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (January 2018–present) of Vanguard; chief executive officer, president, and trustee (January 2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (February 2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Chairman of the board (2011–2017) and trustee (2009–2017) of the Children’s Hospital of Philadelphia; trustee (2018–present) of The Shipley School.
Independent Trustees
Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Director of SPX FLOW, Inc. (multi-industry manufacturing). Director of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, and Roberts Wesleyan College. Trustee of the University of Rochester.
Amy Gutmann
Born in 1949. Trustee since June 2006. Principal occupation(s) during the past five years and other experience: president (2004–present) of the University of Pennsylvania. Christopher H. Browne Distinguished Professor of Political Science, School of Arts and Sciences, and professor of communication, Annenberg School for Communication, with secondary faculty appointments in the Department of Philosophy, School of Arts and Sciences, and at the Graduate School of Education, University of Pennsylvania. Trustee of the National Constitution Center.
F. Joseph Loughrey
Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services), and the Lumina Foundation.
1 | Mr. Buckley is considered an “interested person,” as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds. |
Director of the V Foundation and Oxfam America. Member of the advisory council for the College of Arts and Letters and chair of the advisory board to the Kellogg Institute for International Studies, both at the University of Notre Dame.
Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM’s Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.
Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: chief investment officer (1989–present) and vice president (1996–present) of the University of Notre Dame. Assistant professor of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee. Chairman of the board of TIFF Advisory Services, Inc. Member of the board of Catholic Investment Services, Inc. (investment advisors) and the board of superintendence of the Institute for the Works of Religion.
Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: president (2010–present) and chief executive officer (2011–present) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability of The Guardian Life Insurance Company of America. Member of the board of The Guardian Life Insurance Company of America, the American Council of Life Insurers, the Partnership for New York City (business leadership), and the Committee Encouraging Corporate Philanthropy. Trustee of the Economic Club of New York and the Bruce Museum (arts and science). Member of the Advisory Council for the Stanford Graduate School of Business.
André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Board of advisors and investment committee member of the Museum of Fine Arts Boston. Board member (2018–present) of RIT Capital Partners (investment firm); investment committee member of Partners Health Care System.
Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Member of the board of directors (2012–2014) of Neighborhood Reinvestment Corporation. Director (2017–present) of i(x) Investments; director (2017–present) of Reserve Trust. Rubinstein Fellow (2017–present) of Duke University; trustee (2017–present) of Amherst College.
Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Chairman of the board of trustees of Colby-Sawyer College. Member of the board of Hypertherm Inc. (industrial cutting systems, software, and consumables).
Executive Officers
John Bendl
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (October 2019–present) of each of the investment companies served by Vanguard. Chief accounting officer, treasurer, and controller of Vanguard (2017–present). Partner (2003–2016) at KPMG (audit, tax, and advisory services).
Glenn Booraem
Born in 1967. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (2017–present), treasurer (2015–2017), controller (2010–2015), and assistant controller (2001–2010) of each of the investment companies served by Vanguard.
Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Treasurer (2017–present) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).
David Cermak
Born in 1960. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (October 2019–present) of each of the investment companies served by Vanguard. Managing director and head (2017–present) of Vanguard Investments Singapore. Managing director and head (2017–2019) of Vanguard Investments Hong Kong. Representative director and head (2014–2017) of Vanguard Investments Japan.
Thomas J. Higgins
Born in 1957. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (October 2019–present), chief financial officer (2008–2019), and treasurer (1998–2008) of each of the investment companies served by Vanguard.
Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.
Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express.
Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.
John E. Schadl
Born in 1972. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer (2019–present) of Vanguard and of each of the investment companies served by Vanguard. Assistant vice president (May 2019–present) of Vanguard Marketing Corporation.
Vanguard Senior Management Team
Joseph Brennan | Chris D. McIsaac |
Mortimer J. Buckley | James M. Norris |
Gregory Davis | Thomas M. Rampulla |
John James | Karin A. Risi |
Martha G. King | Anne E. Robinson |
John T. Marcante | Michael Rollings |
P.O. Box 2600 | |
Valley Forge, PA 19482-2600 |
Connect with Vanguard® > vanguard.com
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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.
All comparative mutual fund data are from Morningstar, Inc., unless otherwise noted.
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. | |
Q840 022020 |
Annual Report| December 31, 2019
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 | |
A Note From Our Chairman | 1 |
Your Fund’s Performance at a Glance | 2 |
About Your Fund’s Expenses | 3 |
Performance Summary | 5 |
Financial Statements | 7 |
Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.
A Note From Our Chairman
Tim Buckley
Chairman and Chief Executive Officer
Dear Shareholder,
Recent volatility in financial markets—affecting stocks, bonds, and commodities—has been a good reminder of the wise old adage, “Never keep all your eggs in one basket.” Maintaining balance and diversification in your investment portfolio can help to both limit risk and set you up for long-term success.
It’s understandable why some investors might become complacent after a long market run-up like the one that lifted stock prices, especially U.S. stock prices, in the years following the global financial crisis. But failing to rebalance regularly can leave a portfolio with a much different mix of assets than intended and, often, more risk than intended.
Balance across and diversification within asset classes are powerful tools for managing risk and achieving your investment goals. A portfolio’s allocation will determine a large portion of its long-term return and also the majority of its volatility risk. A well-diversified portfolio is less vulnerable to significant swings in the performance of any one segment of the asset classes in which it invests.
Balance and diversification will never eliminate the risk of loss, nor will they guarantee positive returns in a declining market. But they may reduce the chance that you’ll suffer disproportionate losses in one particular high-flying asset class or sector when it comes back to earth. And exposure to all key market components should give you at least some participation in the sectors that are performing best at any given time.
Vanguard is committed to helping you achieve balance and diversification in your portfolios to help meet your investment goals. We thank you for your continued loyalty.
Sincerely,
Mortimer J. Buckley
Chairman and Chief Executive Officer
January 23, 2020
1
Your Fund’s Performance at a Glance
· For the 12 months ended December 31, 2019, Vanguard Total Bond Market II Index Fund returned 8.62% for Investor Shares and 8.69% for Institutional Shares. The fund performed in line with the 8.87% return of its benchmark index after taking the costs of running the fund into account.
· The year was marked by concerns about slowing global growth, escalations in trade disputes, flare-ups in geopolitical tensions, and uncertainty over the United Kingdom’s exit from the European Union. The more challenging outlook prompted the Federal Reserve to cut interest rates three times in 2019; other major central banks adopted more accommodative monetary policies as well. Corporate earnings generally proved more resilient than expected and corporate defaults remained low, which contributed to a significant narrowing of the average yield spread for corporate bonds versus U.S. Treasuries.
· Treasuries, which account for over 40% of the portfolio’s assets, returned 6.86%. Mortgage-backed securities returned a little less than that, while corporate bonds fared even better, returning 14.54%.
· By credit quality, lower-rated investment-grade bonds bested higher-rated ones. And by maturity, longer-dated bonds significantly outperformed.
Market Barometer | |||||||||||||
Average Annual Total Returns | |||||||||||||
Periods Ended December 31, 2019 | |||||||||||||
One Year | Three Years | Five Years | |||||||||||
Stocks | |||||||||||||
Russell 1000 Index (Large-caps) | 31.43 | % | 15.05 | % | 11.48 | % | |||||||
Russell 2000 Index (Small-caps) | 25.53 | 8.59 | 8.23 | ||||||||||
Russell 3000 Index (Broad U.S. market) | 31.02 | 14.57 | 11.24 | ||||||||||
FTSE All-World ex US Index (International) | 21.81 | 9.96 | 5.83 | ||||||||||
Bonds | |||||||||||||
Bloomberg Barclays U.S. Aggregate Bond Index (Broad taxable market) | 8.72 | % | 4.03 | % | 3.05 | % | |||||||
Bloomberg Barclays Municipal Bond Index (Broad tax-exempt market) | 7.54 | 4.72 | 3.53 | ||||||||||
FTSE Three-Month U.S. Treasury Bill Index | 2.25 | 1.65 | 1.04 | ||||||||||
CPI | |||||||||||||
Consumer Price Index | 2.29 | % | 2.10 | % | 1.82 | % |
2
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 compareongoingcosts 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.
3
Six Months Ended December 31, 2019 | |||
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
Total Bond Market II Index Fund | 6/30/2019 | 12/31/2019 | Period |
Based on Actual Fund Return | |||
Investor Shares | $1,000.00 | $1,024.49 | $0.46 |
Institutional Shares | 1,000.00 | 1,024.85 | 0.10 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,024.75 | $0.46 |
Institutional Shares | 1,000.00 | 1,025.10 | 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 (184/365).
4
Total Bond Market II Index Fund
Performance Summary
All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.
Cumulative Performance: December 31, 2009, Through December 31, 2019
Initial Investment of $10,000
Average Annual Total Returns | |||||
Periods Ended December 31, 2019 | |||||
Final Value | |||||
One | Five | Ten | of a $10,000 | ||
Year | Years | Years | Investment | ||
Total Bond Market II Index Fund Investor Shares | 8.62% | 2.93% | 3.59% | $14,230 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 14,486 | |
Final Value | |||||
One | Five | Ten | of a $5,000,000 | ||
Year | Years | Years | Investment | ||
Total Bond Market II Index Fund Institutional Shares | 8.69% | 3.00% | 3.66% | $7,161,932 | |
Bloomberg Barclays U.S. Aggregate Float Adjusted Index | 8.87 | 3.07 | 3.78 | 7,242,955 |
See Financial Highlights for dividend and capital gains information.
5
Total Bond Market II Index Fund
Sector Diversification
As of December 31, 2019
Asset-Backed | 0.4 | % | ||
Commercial Mortgage-Backed | 2.0 | |||
Finance | 8.3 | |||
Foreign | 4.1 | |||
Government Mortgage-Backed | 22.0 | |||
Industrial | 16.1 | |||
Treasury/Agency | 44.6 | |||
Utilities | 1.9 | |||
Other | 0.6 |
The table reflects the fund’s market exposure. Any holdings in short-term reserves are excluded. 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.
6
Total Bond Market II Index Fund
Financial Statements
Statement of Net Assets
As of December 31, 2019
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 (66.6%) | |||||||
U.S. Government Securities (43.3%) | |||||||
United States Treasury Note/Bond | 8.500% | 2/15/20 | 5,018 | 5,056 | |||
United States Treasury Note/Bond | 8.750% | 8/15/20 | 15,755 | 16,422 | |||
United States Treasury Note/Bond | 2.000% | 9/30/20 | 2 | 2 | |||
United States Treasury Note/Bond | 1.375% | 10/31/20 | 3 | 3 | |||
United States Treasury Note/Bond | 1.750% | 10/31/20 | 2 | 2 | |||
United States Treasury Note/Bond | 2.000% | 11/30/20 | 163,375 | 163,885 | |||
United States Treasury Note/Bond | 2.750% | 11/30/20 | 2 | 2 | |||
United States Treasury Note/Bond | 1.875% | 12/15/20 | 708,440 | 709,992 | |||
United States Treasury Note/Bond | 1.750% | 12/31/20 | 200,000 | 200,188 | |||
United States Treasury Note/Bond | 2.375% | 12/31/20 | 194,345 | 195,711 | |||
United States Treasury Note/Bond | 2.500% | 12/31/20 | 573,205 | 577,859 | |||
United States Treasury Note/Bond | 2.000% | 1/15/21 | 483,080 | 484,814 | |||
United States Treasury Note/Bond | 1.375% | 1/31/21 | 400,353 | 399,164 | |||
United States Treasury Note/Bond | 2.125% | 1/31/21 | 169,525 | 170,373 | |||
United States Treasury Note/Bond | 2.500% | 1/31/21 | 411,665 | 415,395 | |||
United States Treasury Note/Bond | 2.250% | 2/15/21 | 511,532 | 514,888 | |||
United States Treasury Note/Bond | 3.625% | 2/15/21 | 277,415 | 283,440 | |||
United States Treasury Note/Bond | 1.125% | 2/28/21 | 195,148 | 193,989 | |||
United States Treasury Note/Bond | 2.000% | 2/28/21 | 340,741 | 342,179 | |||
United States Treasury Note/Bond | 2.500% | 2/28/21 | 176,125 | 177,858 | |||
United States Treasury Note/Bond | 2.375% | 3/15/21 | 27,761 | 27,995 | |||
United States Treasury Note/Bond | 1.250% | 3/31/21 | 236,387 | 235,278 | |||
United States Treasury Note/Bond | 2.250% | 3/31/21 | 287,264 | 289,419 | |||
United States Treasury Note/Bond | 2.375% | 4/15/21 | 318,258 | 321,291 | |||
United States Treasury Note/Bond | 1.375% | 4/30/21 | 117,322 | 116,956 | |||
United States Treasury Note/Bond | 2.250% | 4/30/21 | 75,747 | 76,374 | |||
United States Treasury Note/Bond | 2.625% | 5/15/21 | 332,092 | 336,605 | |||
United States Treasury Note/Bond | 3.125% | 5/15/21 | 100,610 | 102,638 | |||
United States Treasury Note/Bond | 2.000% | 5/31/21 | 87,899 | 88,366 | |||
United States Treasury Note/Bond | 2.125% | 5/31/21 | 447,608 | 450,755 | |||
United States Treasury Note/Bond | 2.625% | 6/15/21 | 226,450 | 229,706 | |||
United States Treasury Note/Bond | 1.625% | 6/30/21 | 459,563 | 459,637 | |||
United States Treasury Note/Bond | 2.125% | 6/30/21 | 299,510 | 301,804 | |||
United States Treasury Note/Bond | 2.625% | 7/15/21 | 273,625 | 277,814 | |||
United States Treasury Note/Bond | 1.125% | 7/31/21 | 231,305 | 229,533 | |||
United States Treasury Note/Bond | 1.750% | 7/31/21 | 422,112 | 423,036 | |||
United States Treasury Note/Bond | 2.250% | 7/31/21 | 109,725 | 110,805 | |||
United States Treasury Note/Bond | 2.125% | 8/15/21 | 224,628 | 226,452 | |||
United States Treasury Note/Bond | 2.750% | 8/15/21 | 375,798 | 382,551 | |||
United States Treasury Note/Bond | 8.125% | 8/15/21 | 34,550 | 38,118 |
7
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United States Treasury Note/Bond | 1.125% | 8/31/21 | 224,994 | 223,201 | |||
United States Treasury Note/Bond | 1.500% | 8/31/21 | 97,298 | 97,131 | |||
United States Treasury Note/Bond | 2.000% | 8/31/21 | 241,675 | 243,224 | |||
United States Treasury Note/Bond | 2.750% | 9/15/21 | 186,200 | 189,749 | |||
United States Treasury Note/Bond | 1.125% | 9/30/21 | 6,848 | 6,791 | |||
United States Treasury Note/Bond | 1.500% | 9/30/21 | 87,869 | 87,718 | |||
United States Treasury Note/Bond | 2.125% | 9/30/21 | 293,750 | 296,320 | |||
United States Treasury Note/Bond | 2.875% | 10/15/21 | 308,441 | 315,285 | |||
United States Treasury Note/Bond | 1.250% | 10/31/21 | 400,342 | 397,840 | |||
United States Treasury Note/Bond | 1.500% | 10/31/21 | 489,587 | 488,823 | |||
United States Treasury Note/Bond | 2.000% | 10/31/21 | 275,870 | 277,854 | |||
United States Treasury Note/Bond | 2.000% | 11/15/21 | 281,541 | 283,697 | |||
United States Treasury Note/Bond | 2.875% | 11/15/21 | 345,139 | 353,229 | |||
United States Treasury Note/Bond | 1.500% | 11/30/21 | 13,553 | 13,532 | |||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 420,296 | 421,477 | |||
United States Treasury Note/Bond | 1.875% | 11/30/21 | 100,425 | 100,974 | |||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 872,994 | 890,044 | |||
United States Treasury Note/Bond | 1.625% | 12/31/21 | 160,900 | 161,075 | |||
United States Treasury Note/Bond | 2.000% | 12/31/21 | 221,840 | 223,573 | |||
United States Treasury Note/Bond | 2.125% | 12/31/21 | 116,875 | 118,062 | |||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 823,356 | 837,896 | |||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 324,393 | 323,835 | |||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 323,028 | 324,843 | |||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 39,412 | 39,726 | |||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 1,040,133 | 1,059,636 | |||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 235,777 | 236,550 | |||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 304,490 | 306,299 | |||
United States Treasury Note/Bond | 2.375% | 3/15/22 | 991,706 | 1,008,446 | |||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 202,337 | 203,033 | |||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 345,708 | 347,813 | |||
United States Treasury Note/Bond | 2.250% | 4/15/22 | 983,190 | 997,328 | |||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 193,091 | 193,755 | |||
United States Treasury Note/Bond | 1.875% | 4/30/22 | 212,589 | 213,918 | |||
United States Treasury Note/Bond | 1.750% | 5/15/22 | 300,000 | 300,984 | |||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 371,910 | 376,384 | |||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 67,332 | 67,574 | |||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 111,900 | 112,634 | |||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 667,504 | 669,900 | |||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 367,600 | 368,979 | |||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 135,735 | 137,474 | |||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 348,260 | 349,458 | |||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 269,263 | 271,029 | |||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 187,730 | 189,577 | |||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 365,753 | 364,780 | |||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 259,234 | 259,356 | |||
United States Treasury Note/Bond | 7.250% | 8/15/22 | 75 | 86 | |||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 341,015 | 341,121 | |||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 229,931 | 231,513 | |||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 1,053,810 | 1,050,849 | |||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 268,153 | 269,116 | |||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 334,051 | 336,453 | |||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 1,397,361 | 1,388,194 | |||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 317,955 | 320,143 | |||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 470,049 | 474,970 | |||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 726,461 | 726,686 |
8
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United States Treasury Note/Bond | 7.625% | 11/15/22 | 150 | 175 | |||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 593,275 | 599,576 | |||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 1,581,565 | 1,582,308 | |||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 496,046 | 503,333 | |||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 279,340 | 280,388 | |||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 281,440 | 287,772 | |||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 325,850 | 329,464 | |||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 122,637 | 122,139 | |||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 370,434 | 381,721 | |||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 100,115 | 99,709 | |||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 394,925 | 405,663 | |||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 151,271 | 151,177 | |||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 153,300 | 158,785 | |||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 124,775 | 125,184 | |||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 122,505 | 122,447 | |||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 65,346 | 67,715 | |||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 254,587 | 252,280 | |||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 191,146 | 197,507 | |||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 133,182 | 131,309 | |||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 86,268 | 89,544 | |||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 409,285 | 421,371 | |||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 344,995 | 341,652 | |||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 152,840 | 151,264 | |||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 114,482 | 119,509 | |||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 114,000 | 119,076 | |||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 128,215 | 133,364 | |||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 182,625 | 185,764 | |||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 197,846 | 206,810 | |||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 120,863 | 123,563 | |||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 1,475,123 | 1,529,290 | |||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 197,225 | 201,663 | |||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 686,069 | 708,366 | |||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 270,399 | 281,891 | |||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 153,000 | 155,725 | |||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 298,197 | 306,490 | |||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 708,094 | 720,925 | |||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 280,940 | 284,626 | |||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 134,542 | 137,696 | |||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 566,753 | 586,057 | |||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 268,571 | 272,095 | |||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 355,810 | 356,700 | |||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 230,940 | 233,970 | |||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 177,500 | 177,972 | |||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 195,665 | 199,334 | |||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 659,320 | 678,994 | |||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 420,133 | 411,861 | |||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 243,460 | 245,400 | |||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 396,425 | 392,956 | |||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 693,720 | 707,164 | |||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 584,486 | 579,372 | |||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 359,393 | 368,601 | |||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 483,372 | 495,684 | |||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 1,022,564 | 1,013,780 | |||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 641,200 | 653,825 | |||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 546,235 | 547,688 |
9
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 289,725 | 297,284 | |||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 334,225 | 347,073 | |||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 312,509 | 316,903 | |||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 333,477 | 350,464 | |||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 517,823 | 541,208 | |||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 467,029 | 494,172 | |||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 436,221 | 444,810 | |||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 109,085 | 115,460 | |||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 179,285 | 188,726 | |||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 233,510 | 247,448 | |||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 189,083 | 191,505 | |||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 40,840 | 52,007 | |||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 186,630 | 196,604 | |||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 8,733 | 9,322 | |||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 100,900 | 107,758 | |||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 434,690 | 446,170 | |||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 456,327 | 484,419 | |||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 652,375 | 683,669 | |||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 666,595 | 698,672 | |||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 541,734 | 536,317 | |||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 384,057 | 399,838 | |||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 467,794 | 480,368 | |||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 135,000 | 139,641 | |||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 519,378 | 513,618 | |||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 378,579 | 385,855 | |||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 393,440 | 394,978 | |||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 282,000 | 282,970 | |||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 634,832 | 621,939 | |||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 8,800 | 11,516 | |||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 550,805 | 535,316 | |||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 507,013 | 500,594 | |||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 571,480 | 563,799 | |||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 366,562 | 370,455 | |||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 36,215 | 47,176 | |||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 680,570 | 671,423 | |||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 381,945 | 379,798 | |||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 464,121 | 476,740 | |||
United States Treasury Note/Bond | 6.625% | 2/15/27 | 39,650 | 52,338 | |||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 43,030 | 44,597 | |||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 417,539 | 429,022 | |||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 6,850 | 9,055 | |||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 187,761 | 192,982 | |||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 55,808 | 73,265 | |||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 552,470 | 588,723 | |||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 531,973 | 572,535 | |||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 622,152 | 670,468 | |||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 45,575 | 58,628 | |||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 705,130 | 775,206 | |||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 76,342 | 97,157 | |||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 451,527 | 478,479 | |||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 52,279 | 66,836 | |||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 676,096 | 702,721 | |||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 860,967 | 838,634 | |||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 62,930 | 86,214 |
10
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 961,459 | 946,883 | |||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 139,435 | 195,993 | |||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 240,675 | 322,880 | |||
�� | United States Treasury Note/Bond | 4.500% | 2/15/36 | 251,843 | 334,047 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 103,500 | 142,410 | |||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 97,327 | 137,763 | |||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 83,450 | 110,989 | |||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 88,579 | 119,692 | |||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 117,894 | 141,307 | |||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 117,867 | 155,106 | |||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 115,656 | 156,967 | |||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 120,905 | 161,785 | |||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 194,805 | 269,349 | |||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 164,320 | 220,626 | |||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 140,325 | 176,875 | |||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 146,854 | 194,421 | |||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 163,692 | 230,960 | |||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 127,000 | 171,232 | |||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 170,310 | 211,450 | |||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 148,056 | 167,974 | |||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 173,742 | 197,116 | |||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 163,000 | 181,388 | |||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 237,528 | 253,673 | |||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 283,319 | 302,443 | |||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 279,159 | 316,672 | |||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 395,700 | 431,313 | |||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 317,652 | 389,669 | |||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 421,506 | 527,342 | |||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 398,494 | 490,025 | |||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 406,317 | 481,043 | |||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 401,150 | 456,556 | |||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 372,151 | 415,064 | |||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 391,882 | 400,147 | |||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 397,154 | 443,696 | |||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 390,506 | 426,995 | |||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 321,817 | 360,033 | |||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 340,698 | 347,938 | |||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 357,873 | 365,421 | |||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 353,005 | 343,131 | |||
1 | United States Treasury Note/Bond | 2.875% | 11/15/46 | 389,990 | 427,830 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 254,099 | 285,544 | |||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 177,051 | 198,906 | |||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 102,418 | 109,843 | |||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 602,004 | 645,553 | |||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 389,470 | 437,788 | |||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 451,233 | 519,482 | |||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 454,182 | 511,595 | |||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 183,303 | 221,139 | |||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 543,233 | 612,832 | |||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 463,731 | 511,338 | |||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 538,410 | 522,511 | |||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 546,250 | 544,628 | |||
85,915,224 |
11
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Agency Bonds and Notes (1.1%) | |||||||
2 | AID-Iraq | 2.149% | 1/18/22 | 9,025 | 9,093 | ||
2 | AID-Israel | 5.500% | 9/18/23 | 6,500 | 7,368 | ||
2 | AID-Israel | 5.500% | 12/4/23 | 7,002 | 7,977 | ||
2 | AID-Israel | 5.500% | 4/26/24 | 5,575 | 6,419 | ||
2 | AID-Israel | 5.500% | 9/18/33 | 150 | 204 | ||
2 | AID-Jordan | 2.578% | 6/30/22 | 3,180 | 3,236 | ||
2 | AID-Jordan | 3.000% | 6/30/25 | 4,325 | 4,499 | ||
2 | AID-Tunisia | 2.452% | 7/24/21 | 2,300 | 2,323 | ||
2 | AID-Tunisia | 1.416% | 8/5/21 | 2,830 | 2,816 | ||
2 | AID-Ukraine | 1.471% | 9/29/21 | 6,825 | 6,793 | ||
Federal Farm Credit Banks | 2.550% | 3/11/21 | 15,750 | 15,924 | |||
Federal Farm Credit Banks | 2.230% | 4/5/21 | 15,750 | 15,867 | |||
Federal Farm Credit Banks | 3.050% | 11/15/21 | 6,050 | 6,208 | |||
Federal Farm Credit Banks | 1.600% | 12/28/21 | 10,300 | 10,294 | |||
Federal Farm Credit Banks | 2.600% | 1/18/22 | 6,000 | 6,117 | |||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 6,300 | 6,325 | |||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,100 | 5,450 | |||
Federal Home Loan Banks | 1.375% | 2/18/21 | 16,820 | 16,778 | |||
Federal Home Loan Banks | 2.250% | 6/11/21 | 30,000 | 30,264 | |||
Federal Home Loan Banks | 5.625% | 6/11/21 | 17,350 | 18,334 | |||
Federal Home Loan Banks | 1.875% | 7/7/21 | 45,140 | 45,305 | |||
Federal Home Loan Banks | 1.125% | 7/14/21 | 24,275 | 24,091 | |||
Federal Home Loan Banks | 3.000% | 10/12/21 | 81,300 | 83,245 | |||
Federal Home Loan Banks | 1.625% | 11/19/21 | 38,030 | 38,027 | |||
Federal Home Loan Banks | 1.875% | 11/29/21 | 79,160 | 79,525 | |||
Federal Home Loan Banks | 1.625% | 12/20/21 | 66,960 | 66,955 | |||
Federal Home Loan Banks | 2.125% | 6/10/22 | 7,750 | 7,838 | |||
Federal Home Loan Banks | 2.000% | 9/9/22 | 11,665 | 11,772 | |||
Federal Home Loan Banks | 2.125% | 3/10/23 | 28,800 | 29,219 | |||
Federal Home Loan Banks | 2.500% | 2/13/24 | 44,590 | 45,958 | |||
Federal Home Loan Banks | 2.875% | 6/14/24 | 200 | 210 | |||
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,940 | 19,716 | |||
Federal Home Loan Banks | 5.375% | 8/15/24 | 1,585 | 1,839 | |||
Federal Home Loan Banks | 2.875% | 9/13/24 | 1,000 | 1,050 | |||
Federal Home Loan Banks | 3.250% | 11/16/28 | 19,645 | 21,483 | |||
Federal Home Loan Banks | 5.500% | 7/15/36 | 20,850 | 29,283 | |||
3 | Federal Home Loan Mortgage Corp. | 2.375% | 2/16/21 | 40,000 | 40,344 | ||
3 | Federal Home Loan Mortgage Corp. | 1.125% | 8/12/21 | 36,800 | 36,506 | ||
3 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 70,985 | 72,039 | ||
3 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 42,650 | 44,217 | ||
3 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 2,573 | 3,605 | ||
3 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 35,301 | 51,043 | ||
3 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 28,178 | 40,471 | ||
3 | Federal National Mortgage Assn. | 1.375% | 2/26/21 | 20,285 | 20,233 | ||
3 | Federal National Mortgage Assn. | 2.500% | 4/13/21 | 35,000 | 35,384 | ||
3 | Federal National Mortgage Assn. | 2.750% | 6/22/21 | 24,046 | 24,437 | ||
3 | Federal National Mortgage Assn. | 1.250% | 8/17/21 | 26,506 | 26,345 | ||
3 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 44,250 | 44,055 | ||
3 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 101,000 | 101,738 | ||
3 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 10,798 | 11,011 | ||
3 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 61,000 | 61,331 | ||
3 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 23,810 | 24,139 | ||
3 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 15,115 | 15,007 |
12
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 69,818 | 70,476 | ||
3 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 25,381 | 25,922 | ||
3 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 50,000 | 52,160 | ||
3 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 45,214 | 46,593 | ||
3 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 41,103 | 41,113 | ||
3 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 8,755 | 9,104 | ||
3 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 38,890 | 38,642 | ||
3 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 51,802 | 52,504 | ||
3 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 30,435 | 30,356 | ||
3 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 17,526 | 23,648 | ||
3 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 8,850 | 12,776 | ||
3 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 32,760 | 48,102 | ||
3 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 27,435 | 39,051 | ||
3 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 3,396 | 4,884 | ||
3 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 300 | 453 | ||
Private Export Funding Corp. | 4.300% | 12/15/21 | 7,760 | 8,149 | |||
Private Export Funding Corp. | 2.800% | 5/15/22 | 1,125 | 1,151 | |||
Private Export Funding Corp. | 2.050% | 11/15/22 | 15,525 | 15,601 | |||
Private Export Funding Corp. | 3.550% | 1/15/24 | 16,425 | 17,435 | |||
Private Export Funding Corp. | 2.450% | 7/15/24 | 4,955 | 5,056 | |||
Private Export Funding Corp. | 1.750% | 11/15/24 | 3,115 | 3,098 | |||
Private Export Funding Corp. | 3.250% | 6/15/25 | 1,575 | 1,673 | |||
Tennessee Valley Authority | 3.875% | 2/15/21 | 5,395 | 5,519 | |||
Tennessee Valley Authority | 1.875% | 8/15/22 | 3,875 | 3,883 | |||
Tennessee Valley Authority | 2.875% | 9/15/24 | 12,231 | 12,779 | |||
Tennessee Valley Authority | 6.750% | 11/1/25 | 19,581 | 24,766 | |||
Tennessee Valley Authority | 2.875% | 2/1/27 | 25,750 | 26,993 | |||
Tennessee Valley Authority | 7.125% | 5/1/30 | 9,625 | 13,874 | |||
Tennessee Valley Authority | 4.700% | 7/15/33 | 6,375 | 7,986 | |||
Tennessee Valley Authority | 4.650% | 6/15/35 | 4,000 | 4,941 | |||
Tennessee Valley Authority | 5.880% | 4/1/36 | 6,795 | 9,557 | |||
Tennessee Valley Authority | 6.150% | 1/15/38 | 665 | 980 | |||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,436 | 1,990 | |||
Tennessee Valley Authority | 5.250% | 9/15/39 | 15,248 | 20,878 | |||
Tennessee Valley Authority | 4.875% | 1/15/48 | 14,320 | 19,590 | |||
Tennessee Valley Authority | 5.375% | 4/1/56 | 5,585 | 8,472 | |||
Tennessee Valley Authority | 4.625% | 9/15/60 | 8,838 | 12,099 | |||
Tennessee Valley Authority | 4.250% | 9/15/65 | 8,050 | 10,425 | |||
2,072,389 | |||||||
Conventional Mortgage-Backed Securities (22.2%) | |||||||
3,4 | Fannie Mae Pool | 2.000% | 11/1/27–11/1/34 | 73,264 | 73,032 | ||
3,4,5 | Fannie Mae Pool | 2.500% | 11/1/26–1/1/50 | 1,216,096 | 1,225,612 | ||
3,4,5 | Fannie Mae Pool | 3.000% | 11/1/20–12/1/49 | 4,062,156 | 4,162,622 | ||
3,4,5 | Fannie Mae Pool | 3.500% | 5/1/20–2/1/50 | 4,643,687 | 4,833,859 | ||
3,4 | Fannie Mae Pool | 4.000% | 4/1/20–1/1/50 | 3,832,345 | 4,028,150 | ||
3,4,5 | Fannie Mae Pool | 4.500% | 1/1/20–1/1/50 | 1,632,866 | 1,741,891 | ||
3,4,5 | Fannie Mae Pool | 5.000% | 2/1/20–1/1/50 | 497,410 | 542,043 | ||
3,4 | Fannie Mae Pool | 5.500% | 1/1/20–2/1/42 | 229,085 | 257,830 | ||
3,4 | Fannie Mae Pool | 6.000% | 1/1/20–5/1/41 | 140,746 | 160,544 | ||
3,4 | Fannie Mae Pool | 6.500% | 10/1/21–5/1/40 | 35,159 | 40,401 | ||
3,4 | Fannie Mae Pool | 7.000% | 8/1/27–12/1/38 | 8,841 | 10,029 | ||
3,4 | Fannie Mae Pool | 7.500% | 7/1/30–12/1/32 | 109 | 126 | ||
3,4 | Fannie Mae Pool | 8.000% | 12/1/29 | 12 | 14 | ||
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28–12/1/31 | 37,914 | 37,825 |
13
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | Freddie Mac Gold Pool | 2.500% | 4/1/27–3/1/43 | 611,215 | 619,602 | ||
3,4 | Freddie Mac Gold Pool | 3.000% | 4/1/21–4/1/48 | 2,144,080 | 2,203,843 | ||
3,4 | Freddie Mac Gold Pool | 3.500% | 12/1/20–3/1/49 | 2,628,140 | 2,742,061 | ||
3,4 | Freddie Mac Gold Pool | 4.000% | 1/1/20–2/1/49 | 1,969,678 | 2,075,471 | ||
3,4 | Freddie Mac Gold Pool | 4.500% | 3/1/20–1/1/49 | 816,281 | 873,294 | ||
3,4 | Freddie Mac Gold Pool | 5.000% | 1/1/20–11/1/48 | 232,694 | 253,894 | ||
3,4 | Freddie Mac Gold Pool | 5.500% | 1/1/20–6/1/41 | 111,699 | 124,404 | ||
3,4 | Freddie Mac Gold Pool | 6.000% | 8/1/20–5/1/40 | 53,810 | 61,325 | ||
3,4 | Freddie Mac Gold Pool | 6.500% | 3/1/22–9/1/39 | 14,305 | 16,263 | ||
3,4 | Freddie Mac Gold Pool | 7.000% | 3/1/26–12/1/38 | 5,148 | 5,816 | ||
3,4 | Freddie Mac Gold Pool | 7.500% | 4/1/27–2/1/32 | 48 | 53 | ||
3,4 | Freddie Mac Gold Pool | 8.000% | 1/1/27–11/1/31 | 75 | 83 | ||
3,4 | Freddie Mac Gold Pool | 8.500% | 6/1/25 | 13 | 15 | ||
3,4 | Freddie Mac Pool | 4.000% | 1/1/49 | 24,420 | 25,774 | ||
3,4 | Freddie Mac Pool | 4.500% | 4/1/49 | 51,624 | 55,256 | ||
4 | Ginnie Mae I Pool | 3.000% | 1/15/26–3/15/45 | 103,271 | 106,236 | ||
4 | Ginnie Mae I Pool | 3.500% | 11/15/25–1/1/49 | 134,932 | 141,084 | ||
4 | Ginnie Mae I Pool | 4.000% | 6/15/24–1/1/49 | 164,033 | 173,514 | ||
4,5 | Ginnie Mae I Pool | 4.500% | 3/15/20–2/15/49 | 150,203 | 162,055 | ||
4 | Ginnie Mae I Pool | 5.000% | 3/15/20–11/15/46 | 83,843 | 91,753 | ||
4 | Ginnie Mae I Pool | 5.500% | 10/15/20–6/15/41 | 40,709 | 45,257 | ||
4 | Ginnie Mae I Pool | 6.000% | 1/15/26–6/15/41 | 29,539 | 33,324 | ||
4 | Ginnie Mae I Pool | 6.500% | 5/15/24–8/15/39 | 7,315 | 8,091 | ||
4 | Ginnie Mae I Pool | 7.000% | 7/15/23–9/15/36 | 359 | 411 | ||
4 | Ginnie Mae I Pool | 7.500% | 12/15/23 | 7 | 8 | ||
4 | Ginnie Mae I Pool | 8.000% | 6/15/25–1/15/27 | 25 | 29 | ||
4,5 | Ginnie Mae II Pool | 2.500% | 6/20/27–1/1/50 | 426,369 | 427,969 | ||
4,5 | Ginnie Mae II Pool | 3.000% | 10/20/26–1/1/50 | 2,893,760 | 2,983,746 | ||
4,5 | Ginnie Mae II Pool | 3.500% | 9/20/25–10/1/49 | 4,256,866 | 4,427,411 | ||
4,5 | Ginnie Mae II Pool | 4.000% | 9/20/25–1/1/50 | 2,680,978 | 2,803,887 | ||
4,5 | Ginnie Mae II Pool | 4.500% | 8/20/33–1/1/50 | 1,345,762 | 1,428,518 | ||
4 | Ginnie Mae II Pool | 5.000% | 12/20/32–5/20/49 | 463,749 | 497,113 | ||
4 | Ginnie Mae II Pool | 5.500% | 8/20/23–1/20/49 | 67,147 | 74,049 | ||
4 | Ginnie Mae II Pool | 6.000% | 3/20/31–9/20/41 | 20,160 | 22,960 | ||
4 | Ginnie Mae II Pool | 6.500% | 10/20/28–11/20/39 | 6,814 | 7,829 | ||
4 | Ginnie Mae II Pool | 7.000% | 8/20/34–11/20/38 | 1,046 | 1,237 | ||
3,4 | UMBS Pool | 2.000% | 1/1/32 | 9,088 | 8,994 | ||
3,4 | UMBS Pool | 2.500% | 11/1/34–12/1/49 | 221,708 | 220,208 | ||
3,4 | UMBS Pool | 3.000% | 6/1/30–1/1/50 | 1,111,076 | 1,129,624 | ||
3,4 | UMBS Pool | 3.500% | 2/1/34–10/1/49 | 994,788 | 1,028,346 | ||
3,4 | UMBS Pool | 4.000% | 11/1/33–9/1/49 | 346,449 | 369,131 | ||
3,4 | UMBS Pool | 4.500% | 8/1/48–8/1/49 | 222,115 | 236,785 | ||
3,4 | UMBS Pool | 5.000% | 3/1/49 | 75,517 | 82,773 | ||
3,4 | UMBS TBA | 2.000% | 1/1/35 | 2,000 | 1,973 | ||
3,4,5 | UMBS TBA | 2.500% | 1/1/50 | 149,600 | 147,941 | ||
3,4,5 | UMBS TBA | 3.000% | 11/1/49–1/1/50 | 536,300 | 543,840 | ||
3,4,5 | UMBS TBA | 3.500% | 7/1/49–1/1/50 | 284,365 | 292,495 | ||
3,4,5 | UMBS TBA | 4.000% | 1/1/35–1/1/50 | 313,465 | 326,021 | ||
43,995,744 | |||||||
Nonconventional Mortgage-Backed Securities (0.0%) | |||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 4.034% | 12/1/41 | 641 | 661 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.592% | 9/1/37 | 1,175 | 1,208 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.392% | 3.811% | 10/1/37 | 160 | 165 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.509% | 4.082% | 7/1/36 | 143 | 148 |
14
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.553% | 2.443% | 9/1/43 | 389 | 389 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.560% | 2.272% | 7/1/43 | 3,166 | 3,174 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.607% | 3.607% | 11/1/33 | 44 | 47 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.609% | 3.642% | 12/1/33 | 82 | 87 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.623% | 4.748% | 2/1/36 | 152 | 155 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.625% | 4.135% | 8/1/35 | 213 | 226 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.627% | 4.752% | 3/1/38 | 84 | 86 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.635% | 3.510% | 11/1/36 | 22 | 23 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.643% | 4.476% | 1/1/37 | 77 | 82 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.658% | 4.283% | 7/1/35 | 185 | 195 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.660% | 3.910% | 9/1/40 | 112 | 119 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.660% | 4.722% | 4/1/36 | 71 | 74 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.665% | 4.415% | 6/1/36 | 13 | 13 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.679% | 3.992% | 1/1/42 | 748 | 772 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.682% | 4.167% | 10/1/37 | 395 | 407 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.687% | 4.498% | 6/1/42 | 931 | 970 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.690% | 3.706% | 10/1/39 | 243 | 253 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.690% | 3.972% | 9/1/42 | 879 | 917 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.690% | 4.622% | 5/1/40 | 242 | 253 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.695% | 4.320% | 7/1/39 | 92 | 96 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.698% | 4.161% | 8/1/40 | 162 | 170 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.700% | 4.364% | 12/1/40 | 223 | 235 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.701% | 3.965% | 10/1/42 | 632 | 670 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.705% | 3.809% | 11/1/39 | 120 | 127 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.726% | 3.956% | 9/1/34 | 105 | 108 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.734% | 3.997% | 11/1/39 | 395 | 413 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.746% | 4.506% | 7/1/41 | 857 | 904 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.748% | 4.778% | 5/1/35 | 106 | 111 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.750% | 4.213% | 10/1/40 | 134 | 141 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.750% | 4.875% | 2/1/36 | 159 | 169 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.767% | 4.648% | 6/1/41 | 144 | 152 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.771% | 4.709% | 5/1/42 | 298 | 312 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.780% | 4.905% | 2/1/41 | 206 | 216 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.793% | 3.391% | 8/1/42 | 1,234 | 1,233 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.795% | 4.839% | 3/1/42 | 619 | 651 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.798% | 4.358% | 3/1/42 | 657 | 705 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.804% | 3.943% | 12/1/39 | 300 | 312 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.805% | 3.773% | 11/1/41 | 561 | 597 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.810% | 3.685% | 10/1/40 | 548 | 575 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.810% | 3.935% | 11/1/33–11/1/39 | 274 | 290 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.810% | 4.810% | 12/1/40 | 246 | 258 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.813% | 3.978% | 11/1/41 | 354 | 374 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.813% | 4.435% | 1/1/42 | 525 | 552 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.815% | 3.690% | 11/1/40 | 186 | 195 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.815% | 3.809% | 12/1/40 | 176 | 185 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.815% | 3.970% | 12/1/41 | 416 | 441 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.815% | 4.693% | 5/1/41 | 435 | 458 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.815% | 4.940% | 2/1/41 | 404 | 426 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.819% | 4.759% | 3/1/41 | 491 | 517 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.820% | 4.168% | 12/1/40 | 195 | 205 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.822% | 4.310% | 9/1/40 | 606 | 639 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.823% | 4.902% | 2/1/41 | 244 | 245 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.825% | 4.825% | 3/1/41 | 465 | 496 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR +1.826% | 4.576% | 7/1/38 | 81 | 83 |
15
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 3.451% | 4/1/41 | 507 | 508 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.580% | 6/1/41 | 440 | 466 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 4.723% | 1/1/40 | 241 | 250 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.403% | 8/1/39 | 232 | 245 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.861% | 4.745% | 5/1/40 | 117 | 120 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 4.406% | 11/1/34 | 306 | 326 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.909% | 4.784% | 4/1/37 | 191 | 202 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 4.787% | 5/1/36 | 22 | 22 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 5.009% | 4/1/37 | 6 | 7 | ||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 4.667% | 10/1/36 | 108 | 116 | ||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.155% | 4.780% | 12/1/37 | 373 | 385 | ||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.238% | 4.613% | 7/1/38 | 75 | 79 | ||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.268% | 4.415% | 12/1/35 | 84 | 89 | ||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.313% | 4.845% | 1/1/35 | 111 | 118 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.026% | 3.206% | 4/1/37 | 512 | 528 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.476% | 2.242% | 3/1/43 | 2,642 | 2,644 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.530% | 3.662% | 12/1/43 | 813 | 866 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.582% | 2.743% | 6/1/43 | 1,619 | 1,628 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.638% | 4.339% | 8/1/39 | 737 | 756 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.657% | 4.260% | 10/1/42 | 565 | 568 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.700% | 4.531% | 7/1/37 | 141 | 150 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.710% | 3.371% | 9/1/43 | 1,474 | 1,510 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.723% | 4.720% | 5/1/42 | 1,153 | 1,205 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.789% | 4.572% | 7/1/42 | 687 | 739 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.799% | 4.620% | 2/1/42 | 2,039 | 2,168 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 4.157% | 8/1/37 | 173 | 182 | ||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.851% | 4.434% | 2/1/42 | 819 | 876 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 0.985% | 3.235% | 10/1/37 | 21 | 22 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.564% | 4.420% | 3/1/37 | 37 | 38 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 4.695% | 3/1/37 | 10 | 11 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.588% | 3.921% | 9/1/37 | 57 | 58 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 4.625% | 1/1/38 | 38 | 40 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.807% | 11/1/43 | 1,058 | 1,093 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.830% | 12/1/36 | 113 | 120 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 4.515% | 5/1/42 | 125 | 126 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.711% | 10/1/37 | 361 | 376 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 4.767% | 2/1/37 | 78 | 83 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 4.738% | 1/1/35 | 21 | 22 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.865% | 12/1/36 | 154 | 158 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 4.713% | 12/1/40 | 857 | 890 |
16
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 4.287% | 12/1/41 | 439 | 462 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 4.625% | 5/1/38 | 32 | 33 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 3.730% | 12/1/36 | 41 | 44 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.796% | 3.871% | 12/1/34 | 108 | 110 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.798% | 4.529% | 6/1/37 | 269 | 287 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.833% | 4.190% | 3/1/42 | 452 | 478 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.834% | 4.220% | 12/1/35 | 141 | 149 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840% | 4.590% | 6/1/37 | 26 | 28 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.851% | 4.716% | 1/1/37 | 73 | 77 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.864% | 4.595% | 2/1/42 | 152 | 160 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.865% | 4.348% | 8/1/37 | 81 | 84 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.005% | 11/1/40 | 28 | 29 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.630% | 6/1/40 | 187 | 193 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.713% | 6/1/41 | 142 | 148 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.755% | 5/1/40 | 235 | 243 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.756% | 6/1/40 | 224 | 236 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.880% | 12/1/40 | 81 | 84 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.979% | 1/1/41 | 608 | 636 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 5.005% | 3/1/41 | 119 | 126 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.885% | 4.510% | 7/1/38 | 64 | 65 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 4.956% | 2/1/42 | 534 | 535 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.895% | 4.323% | 9/1/40 | 582 | 612 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.846% | 11/1/40 | 298 | 307 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 4.705% | 6/1/40 | 246 | 254 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 4.825% | 1/1/41 | 86 | 91 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 5.035% | 2/1/41 | 543 | 576 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.977% | 4.783% | 5/1/37 | 712 | 736 |
17
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 5.120% | 3/1/37 | 143 | 152 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.000% | 4.750% | 7/1/35 | 21 | 22 | ||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 5.210% | 3/1/38 | 24 | 25 | ||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.006% | 11/1/34 | 309 | 323 | ||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.397% | 11/1/36 | 47 | 49 | ||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.750% | 5/1/36 | 141 | 148 | ||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.991% | 2/1/36 | 74 | 77 | ||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.409% | 4.964% | 10/1/36 | 250 | 265 | ||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.549% | 5.173% | 3/1/37 | 39 | 39 | ||
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 3.438% | 6/1/37 | 91 | 93 | ||
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 3.859% | 3/1/37 | 9 | 9 | ||
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 3.982% | 1/1/37 | 235 | 247 | ||
4,6 | Ginnie Mae II Pool, 1Y CMT + 1.500% | 3.250% | 7/20/38–8/20/41 | 2,590 | 2,675 | ||
4,6 | Ginnie Mae II Pool, 1Y CMT + 1.500% | 3.875% | 6/20/29–6/20/43 | 4,267 | 4,406 | ||
4,6 | Ginnie Mae II Pool, 1Y CMT + 1.500% | 4.000% | 1/20/41–3/20/43 | 6,536 | 6,764 | ||
4,6 | Ginnie Mae II Pool, 1Y CMT + 1.500% | 4.125% | 10/20/38–12/20/43 | 5,554 | 5,741 | ||
4,6 | Ginnie Mae II Pool, 1Y CMT + 2.000% | 4.375% | 5/20/41 | 291 | 300 | ||
4,6 | Ginnie Mae II Pool, 1Y CMT + 2.000% | 4.625% | 11/20/40 | 34 | 36 | ||
71,629 | |||||||
Total U.S. Government and Agency Obligations (Cost $128,962,293) | 132,054,986 | ||||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.5%) | |||||||
4 | Ally Auto Receivables Trust 2017-4 | 1.750% | 12/15/21 | 2,833 | 2,831 | ||
4 | Ally Auto Receivables Trust 2017-4 | 1.960% | 7/15/22 | 2,568 | 2,567 | ||
4 | Ally Auto Receivables Trust 2018-1 | 2.350% | 6/15/22 | 3,457 | 3,462 | ||
4 | Ally Auto Receivables Trust 2018-1 | 2.530% | 2/15/23 | 1,450 | 1,461 | ||
4 | Ally Auto Receivables Trust 2018-3 | 3.000% | 1/17/23 | 1,375 | 1,386 | ||
4 | Ally Auto Receivables Trust 2018-3 | 3.120% | 7/17/23 | 1,925 | 1,962 | ||
4 | Ally Auto Receivables Trust 2019-2 | 2.230% | 1/16/24 | 12,500 | 12,541 | ||
4 | Ally Auto Receivables Trust 2019-2 | 2.260% | 8/15/24 | 1,450 | 1,461 | ||
4 | Ally Auto Receivables Trust 2019-4 | 1.840% | 6/17/24 | 10,370 | 10,360 | ||
4 | Ally Auto Receivables Trust 2019-4 | 1.920% | 1/15/25 | 1,250 | 1,246 | ||
4 | Ally Master Owner Trust Series 2018-1 | 2.700% | 1/17/23 | 18,450 | 18,578 | ||
4 | Ally Master Owner Trust Series 2018-2 | 3.290% | 5/15/23 | 4,925 | 5,008 | ||
4 | American Express Credit Account Master Trust 2017-1 | 1.930% | 9/15/22 | 10,100 | 10,098 | ||
4 | American Express Credit Account Master Trust 2017-3 | 1.770% | 11/15/22 | 22,400 | 22,393 | ||
4 | American Express Credit Account Master Trust 2017-6 | 2.040% | 5/15/23 | 16,125 | 16,148 | ||
4 | American Express Credit Account Master Trust 2017-7 | 2.350% | 5/15/25 | 9,825 | 9,950 |
18
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | American Express Credit Account Master Trust 2018-1 | 2.670% | 10/17/22 | 12,250 | 12,269 | ||
4 | American Express Credit Account Master Trust 2018-2 | 3.010% | 10/15/25 | 11,025 | 11,398 | ||
4 | American Express Credit Account Master Trust 2018-4 | 2.990% | 12/15/23 | 14,175 | 14,386 | ||
4 | American Express Credit Account Master Trust 2018-8 | 3.180% | 4/15/24 | 9,000 | 9,199 | ||
4 | AmeriCredit Automobile Receivables Trust 2017-2 | 1.980% | 12/20/21 | 363 | 363 | ||
4 | AmeriCredit Automobile Receivables Trust 2017-3 | 1.900% | 3/18/22 | 1,558 | 1,557 | ||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.070% | 12/19/22 | 4,075 | 4,100 | ||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.260% | 1/18/24 | 2,456 | 2,497 | ||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.500% | 1/18/24 | 1,650 | 1,693 | ||
4 | AmeriCredit Automobile Receivables Trust 2019-1 | 2.970% | 11/20/23 | 3,950 | 3,996 | ||
4 | BA Credit Card Trust 2017-A1 | 1.950% | 8/15/22 | 10,000 | 10,000 | ||
4 | BA Credit Card Trust 2018-A1 | 2.700% | 7/17/23 | 20,100 | 20,296 | ||
4 | BA Credit Card Trust 2019-A1 | 1.740% | 1/15/25 | 8,125 | 8,104 | ||
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.429% | 9/15/48 | 1,425 | 1,479 | ||
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.705% | 9/15/48 | 2,525 | 2,686 | ||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.116% | 2/15/50 | 500 | 508 | ||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.574% | 2/15/50 | 7,560 | 8,077 | ||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.748% | 2/15/50 | 2,800 | 2,934 | ||
4 | BANK 2017 - BNK4 | 3.625% | 5/15/50 | 5,950 | 6,380 | ||
4 | BANK 2017 - BNK5 | 3.390% | 6/15/60 | 7,000 | 7,405 | ||
4 | BANK 2017 - BNK5 | 3.624% | 6/15/60 | 3,500 | 3,660 | ||
4 | BANK 2017 - BNK6 | 3.518% | 7/15/60 | 9,408 | 10,030 | ||
4 | BANK 2017 - BNK6 | 3.741% | 7/15/60 | 9,929 | 10,598 | ||
4 | BANK 2017 - BNK7 | 3.175% | 9/15/60 | 7,575 | 7,854 | ||
4 | BANK 2017 - BNK7 | 3.435% | 9/15/60 | 4,690 | 4,974 | ||
4 | BANK 2017 - BNK7 | 3.748% | 9/15/60 | 5,225 | 5,533 | ||
4 | BANK 2017 - BNK8 | 3.488% | 11/15/50 | 5,925 | 6,304 | ||
4 | BANK 2017 - BNK8 | 3.731% | 11/15/50 | 1,000 | 1,056 | ||
4 | BANK 2017 - BNK9 | 3.279% | 11/15/54 | 6,100 | 6,387 | ||
4 | BANK 2017 - BNK9 | 3.538% | 11/15/54 | 5,925 | 6,323 | ||
4 | BANK 2018 - BN10 | 3.641% | 2/15/61 | 1,425 | 1,515 | ||
4 | BANK 2018 - BN10 | 3.688% | 2/15/61 | 10,900 | 11,755 | ||
4 | BANK 2018 - BN10 | 3.898% | 2/15/61 | 1,650 | 1,770 | ||
4 | BANK 2018 - BN11 | 4.046% | 3/15/61 | 4,300 | 4,747 | ||
4 | BANK 2018 - BN12 | 4.255% | 5/15/61 | 5,125 | 5,737 | ||
4 | BANK 2018 - BN12 | 4.359% | 5/15/61 | 1,650 | 1,860 | ||
4 | BANK 2018 - BN13 | 4.217% | 8/15/61 | 6,225 | 6,967 | ||
4 | BANK 2018 - BN14 | 4.128% | 9/15/60 | 5,725 | 6,077 | ||
4 | BANK 2018 - BN14 | 4.231% | 9/15/60 | 9,850 | 11,028 |
19
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | BANK 2018 - BN14 | 4.481% | 9/15/60 | 2,600 | 2,888 | ||
4 | BANK 2018 - BN15 | 4.407% | 11/15/61 | 9,060 | 10,298 | ||
4 | BANK 2019 - BN16 | 4.005% | 2/15/52 | 6,850 | 7,576 | ||
4 | BANK 2019 - BN17 | 3.714% | 4/15/52 | 5,070 | 5,499 | ||
4 | BANK 2019 - BN17 | 3.976% | 4/15/52 | 2,125 | 2,277 | ||
4 | BANK 2019 - BN18 | 3.584% | 5/15/62 | 16,725 | 17,988 | ||
4 | BANK 2019 - BN18 | 3.826% | 5/15/62 | 2,050 | 2,187 | ||
4 | BANK 2019 - BN20 | 3.011% | 9/15/61 | 7,775 | 8,003 | ||
4 | BANK 2019 - BN19 | 3.183% | 8/15/61 | 12,600 | 13,149 | ||
4 | BANK 2019 - BN21 | 2.851% | 10/17/52 | 16,350 | 16,607 | ||
4 | BANK 2019 - BN21 | 3.093% | 10/17/52 | 3,275 | 3,288 | ||
4 | BANK 2019 - BN22 | 2.978% | 11/15/62 | 12,780 | 13,118 | ||
4 | BANK 2019 - BN23 | 2.920% | 12/15/52 | 8,290 | 8,468 | ||
4 | BANK 2019 - BN23 | 3.203% | 12/15/52 | 3,125 | 3,161 | ||
4 | BANK 2019 - BN24 | 2.960% | 11/15/62 | 6,225 | 6,380 | ||
4 | BANK 2019 - BN24 | 3.283% | 11/15/62 | 2,900 | 2,952 | ||
4 | Bank Of America Credit Card Trust 2018-A2 | 3.000% | 9/15/23 | 18,200 | 18,458 | ||
4 | Bank Of America Credit Card Trust 2018-A3 | 3.100% | 12/15/23 | 6,750 | 6,877 | ||
Bank of Nova Scotia | 1.875% | 4/26/21 | 5,225 | 5,224 | |||
4 | BBCMS Mortgage Trust 2017-C1 | 3.674% | 2/15/50 | 10,825 | 11,619 | ||
4 | BBCMS Mortgage Trust 2017-C1 | 3.898% | 2/15/50 | 2,900 | 3,090 | ||
4 | BBCMS Mortgage Trust 2018-C2 | 4.314% | 12/15/51 | 10,175 | 11,449 | ||
4 | BBCMS Mortgage Trust 2019-C3 | 3.583% | 5/15/52 | 17,100 | 18,169 | ||
4 | BBCMS Mortgage Trust 2019-C4 | 2.919% | 8/15/52 | 12,600 | 12,798 | ||
4 | BBCMS Mortgage Trust 2019-C4 | 3.171% | 8/15/52 | 1,050 | 1,060 | ||
4 | BBCMS Mortgage Trust 2019-C5 | 3.063% | 11/15/52 | 6,750 | 6,908 | ||
4 | BBCMS Mortgage Trust 2019-C5 | 3.366% | 11/15/52 | 4,150 | 4,241 | ||
4 | BENCHMARK 2018-B1 Mortgage Trust | 3.666% | 1/15/51 | 4,700 | 5,062 | ||
4 | BENCHMARK 2018-B1 Mortgage Trust | 3.878% | 1/15/51 | 2,050 | 2,185 | ||
4 | BENCHMARK 2018-B2 Mortgage Trust | 3.662% | 2/15/51 | 4,150 | 4,304 | ||
4 | BENCHMARK 2018-B2 Mortgage Trust | 3.882% | 2/15/51 | 12,645 | 13,718 | ||
4 | BENCHMARK 2018-B2 Mortgage Trust | 4.084% | 2/15/51 | 5,675 | 6,164 | ||
4 | BENCHMARK 2018-B3 Mortgage Trust | 3.848% | 4/10/51 | 3,875 | 4,041 | ||
4 | BENCHMARK 2018-B3 Mortgage Trust | 4.025% | 4/10/51 | 10,250 | 11,306 | ||
4 | BENCHMARK 2018-B4 Mortgage Trust | 4.121% | 7/15/51 | 18,000 | 19,980 | ||
4 | BENCHMARK 2018-B4 Mortgage Trust | 4.311% | 7/15/51 | 4,000 | 4,393 | ||
4 | BENCHMARK 2018-B5 Mortgage Trust | 4.208% | 7/15/51 | 14,650 | 16,335 | ||
4 | BENCHMARK 2018-B5 Mortgage Trust | 4.419% | 7/15/51 | 1,750 | 1,928 | ||
4 | BENCHMARK 2018-B6 Mortgage Trust | 4.203% | 10/10/51 | 5,650 | 6,004 | ||
4 | BENCHMARK 2018-B6 Mortgage Trust | 4.261% | 10/10/51 | 7,075 | 7,925 | ||
4 | BENCHMARK 2018-B6 Mortgage Trust | 4.441% | 10/10/51 | 2,175 | 2,408 | ||
4 | BENCHMARK 2018-B7 Mortgage Trust | 4.377% | 5/15/53 | 2,225 | 2,378 | ||
4 | BENCHMARK 2018-B7 Mortgage Trust | 4.510% | 5/15/53 | 16,050 | 18,351 | ||
4 | BENCHMARK 2018-B8 Mortgage Trust | 4.232% | 1/15/52 | 12,500 | 14,048 | ||
4 | BENCHMARK 2018-B8 Mortgage Trust | 4.532% | 1/15/52 | 4,000 | 4,475 | ||
4 | BENCHMARK 2019-B10 Mortgage Trust | 3.717% | 3/15/62 | 7,425 | 8,078 | ||
4 | BENCHMARK 2019-B10 Mortgage Trust | 3.979% | 3/15/62 | 3,200 | 3,432 | ||
4 | BENCHMARK 2019-B11 Mortgage Trust | 3.542% | 5/15/52 | 12,550 | 13,473 | ||
4 | BENCHMARK 2019-B11 Mortgage Trust | 3.784% | 5/15/52 | 3,350 | 3,590 | ||
4 | BENCHMARK 2019-B13 Mortgage Trust | 2.952% | 8/15/57 | 12,275 | 12,531 | ||
4 | BENCHMARK 2019-B15 Mortgage Trust | 2.928% | 12/15/72 | 10,370 | 10,492 | ||
4 | BENCHMARK 2019-B9 Mortgage Trust | 4.016% | 3/15/52 | 6,509 | 7,207 | ||
4 | BENCHMARK Mortgage Trust 2019-B14 | 3.049% | 12/15/62 | 10,175 | 10,506 | ||
4 | BMW Vehicle Lease Trust 2017-2 | 2.070% | 10/20/20 | 831 | 831 |
20
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | BMW Vehicle Owner Trust 2018-A | 2.350% | 4/25/22 | 5,629 | 5,643 | ||
4 | BMW Vehicle Owner Trust 2018-A | 2.510% | 6/25/24 | 1,375 | 1,386 | ||
4 | Cantor Commercial Real Estate Lending 2019-CF1 | 3.786% | 5/15/52 | 5,705 | 6,154 | ||
4 | Cantor Commercial Real Estate Lending 2019-CF2 | 2.874% | 11/15/52 | 6,150 | 6,181 | ||
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.006% | 1/15/53 | 6,225 | 6,345 | ||
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.298% | 1/15/53 | 2,675 | 2,681 | ||
4 | Capital One Auto Receivables Trust 2019-1 | 2.510% | 11/15/23 | 5,025 | 5,065 | ||
4 | Capital One Auto Receivables Trust 2019-1 | 2.560% | 10/15/24 | 1,675 | 1,698 | ||
4 | Capital One Multi-Asset Execution Trust 2015-A2 | 2.080% | 3/15/23 | 7,825 | 7,830 | ||
4 | Capital One Multi-Asset Execution Trust 2015-A8 | 2.050% | 8/15/23 | 4,950 | 4,958 | ||
4 | Capital One Multi-Asset Execution Trust 2017-A1 | 2.000% | 1/17/23 | 6,900 | 6,901 | ||
4 | Capital One Multi-Asset Execution Trust 2017-A3 | 2.430% | 1/15/25 | 7,025 | 7,088 | ||
4 | Capital One Multi-Asset Execution Trust 2017-A4 | 1.990% | 7/17/23 | 11,300 | 11,312 | ||
4 | Capital One Multi-Asset Execution Trust 2017-A6 | 2.290% | 7/15/25 | 9,400 | 9,509 | ||
4 | Capital One Multi-Asset Execution Trust 2018-A1 | 3.010% | 2/15/24 | 5,250 | 5,322 | ||
4 | Capital One Multi-Asset Execution Trust 2019-A1 | 2.840% | 12/15/24 | 3,350 | 3,420 | ||
4 | CarMax Auto Owner Trust 2016-3 | 1.390% | 5/17/21 | 279 | 279 | ||
4 | CarMax Auto Owner Trust 2016-3 | 1.600% | 1/18/22 | 1,030 | 1,028 | ||
4 | CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/22 | 2,812 | 2,815 | ||
4 | CarMax Auto Owner Trust 2017-4 | 2.330% | 5/15/23 | 2,350 | 2,360 | ||
4 | CarMax Auto Owner Trust 2018-1 | 2.480% | 11/15/22 | 3,550 | 3,564 | ||
4 | CarMax Auto Owner Trust 2018-1 | 2.640% | 6/15/23 | 900 | 910 | ||
4 | CarMax Auto Owner Trust 2018-2 | 2.980% | 1/17/23 | 3,275 | 3,306 | ||
4 | CarMax Auto Owner Trust 2018-2 | 3.160% | 7/17/23 | 2,025 | 2,066 | ||
4 | CarMax Auto Owner Trust 2019-4 | 2.020% | 11/15/24 | 8,250 | 8,262 | ||
4 | CarMax Auto Owner Trust 2019-4 | 2.130% | 7/15/25 | 1,025 | 1,027 | ||
4 | CD 2006-CD3 Commercial Mortgage Trust | 5.648% | 10/15/48 | 1,911 | 1,935 | ||
4 | CD 2016-CD1 Commercial Mortgage Trust | 2.724% | 8/10/49 | 5,650 | 5,707 | ||
4 | CD 2016-CD2 Commercial Mortgage Trust | 3.526% | 11/10/49 | 5,000 | 5,323 | ||
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.453% | 2/10/50 | 1,862 | 1,941 | ||
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.631% | 2/10/50 | 14,220 | 15,230 | ||
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.833% | 2/10/50 | 3,706 | 3,913 | ||
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.514% | 5/10/50 | 4,400 | 4,664 | ||
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.747% | 5/10/50 | 3,000 | 3,177 | ||
4 | CD 2017-CD5 Commercial Mortgage Trust | 3.431% | 8/15/50 | 3,500 | 3,687 | ||
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.332% | 11/13/50 | 2,400 | 2,512 | ||
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.456% | 11/13/50 | 4,825 | 5,081 | ||
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.709% | 11/13/50 | 2,825 | 2,979 | ||
4 | CD 2018-CD7 Commercial Mortgage Trust | 4.279% | 8/15/51 | 12,750 | 14,326 | ||
4 | CD 2019-CD8 Commercial Mortgage Trust | 2.912% | 8/15/57 | 8,400 | 8,569 | ||
4 | CenterPoint Energy Transition Bond Co. IV LLC 2012-1 | 3.028% | 10/15/25 | 5,300 | 5,427 |
21
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | CFCRE Commercial Mortgage Trust 2016-C3 | 3.865% | 1/10/48 | 3,650 | 3,889 | ||
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.283% | 5/10/58 | 5,050 | 5,232 | ||
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.691% | 5/10/58 | 3,600 | 3,746 | ||
4 | CFCRE Commercial Mortgage Trust 2016-C6 | 3.217% | 11/10/49 | 9,400 | 9,712 | ||
4 | CFCRE Commercial Mortgage Trust 2017-C8 | 3.572% | 6/15/50 | 3,000 | 3,186 | ||
4 | Chase Issuance Trust 2012-A7 | 2.160% | 9/15/24 | 12,805 | 12,889 | ||
4 | Chase Issuance Trust 2014-A2 | 2.770% | 3/15/23 | 7,550 | 7,633 | ||
4 | Chase Issuance Trust 2015-A4 | 1.840% | 4/15/22 | 5,400 | 5,398 | ||
4 | Chase Issuance Trust 2016-A4 | 1.490% | 7/15/22 | 6,125 | 6,112 | ||
4 | Citibank Credit Card Issuance Trust 2014-A1 | 2.880% | 1/23/23 | 15,000 | 15,151 | ||
4 | Citibank Credit Card Issuance Trust 2014-A5 | 2.680% | 6/7/23 | 6,525 | 6,605 | ||
4 | Citibank Credit Card Issuance Trust 2016-A2 | 2.190% | 11/20/23 | 7,175 | 7,216 | ||
4 | Citibank Credit Card Issuance Trust 2018-A1 | 2.490% | 1/20/23 | 19,200 | 19,326 | ||
4 | Citibank Credit Card Issuance Trust 2018-A3 | 3.290% | 5/23/25 | 20,500 | 21,383 | ||
4 | Citigroup Commercial Mortgage Trust 2012-GC8 | 3.024% | 9/10/45 | 3,777 | 3,851 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.093% | 4/10/46 | 2,300 | 2,356 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.422% | 4/10/46 | 1,300 | 1,340 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 3.942% | 9/10/46 | 609 | 628 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.371% | 9/10/46 | 1,200 | 1,282 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.649% | 9/10/46 | 1,700 | 1,819 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 3.675% | 11/10/46 | 436 | 448 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.131% | 11/10/46 | 1,825 | 1,939 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.544% | 11/10/46 | 750 | 808 | ||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 5.095% | 11/10/46 | 750 | 814 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 3.552% | 3/10/47 | 646 | 665 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.023% | 3/10/47 | 1,150 | 1,222 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.345% | 3/10/47 | 955 | 1,019 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.477% | 5/10/47 | 332 | 341 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.855% | 5/10/47 | 1,675 | 1,771 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 4.328% | 5/10/47 | 1,350 | 1,422 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC23 | 3.622% | 7/10/47 | 2,725 | 2,880 | ||
4 | Citigroup Commercial Mortgage Trust 2014-GC25 | 3.635% | 10/10/47 | 5,650 | 5,951 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.137% | 2/10/48 | 7,425 | 7,684 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.571% | 2/10/48 | 3,025 | 3,139 |
22
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 2.674% | 4/10/48 | 1,315 | 1,316 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.758% | 4/10/48 | 2,937 | 3,027 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC31 | 3.762% | 6/10/48 | 2,925 | 3,114 | ||
4 | Citigroup Commercial Mortgage Trust 2015-GC33 | 3.778% | 9/10/58 | 3,375 | 3,600 | ||
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.003% | 5/10/49 | 2,075 | 2,130 | ||
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.209% | 5/10/49 | 3,950 | 4,105 | ||
4 | Citigroup Commercial Mortgage Trust 2016-C2 | 2.832% | 8/10/49 | 2,500 | 2,540 | ||
4 | Citigroup Commercial Mortgage Trust 2016-GC36 | 3.616% | 2/10/49 | 7,150 | 7,588 | ||
4 | Citigroup Commercial Mortgage Trust 2016-P4 | 2.902% | 7/10/49 | 2,350 | 2,400 | ||
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.458% | 8/15/50 | 9,900 | 10,443 | ||
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.711% | 8/15/50 | 1,950 | 2,047 | ||
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.471% | 10/12/50 | 5,925 | 6,305 | ||
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.764% | 10/12/50 | 1,575 | 1,673 | ||
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 | 12,275 | 13,416 | ||
4 | Citigroup Commercial Mortgage Trust 2019-GC41 | 2.869% | 8/10/56 | 10,500 | 10,651 | ||
4 | Citigroup Commercial Mortgage Trust 2019-GC43 | 3.038% | 11/10/52 | 12,365 | 12,697 | ||
4 | COMM 2012-CCRE2 Mortgage Trust | 3.147% | 8/15/45 | 1,285 | 1,312 | ||
4 | COMM 2012-CCRE2 Mortgage Trust | 3.791% | 8/15/45 | 1,825 | 1,872 | ||
4 | COMM 2012-CCRE3 Mortgage Trust | 2.822% | 10/15/45 | 5,334 | 5,392 | ||
4,7 | COMM 2012-CCRE3 Mortgage Trust | 3.416% | 10/15/45 | 2,195 | 2,233 | ||
4 | COMM 2012-CCRE4 Mortgage Trust | 2.853% | 10/15/45 | 6,262 | 6,337 | ||
4 | COMM 2012-CCRE5 Mortgage Trust | 2.771% | 12/10/45 | 1,500 | 1,521 | ||
4 | COMM 2013-CCRE10 Mortgage Trust | 4.210% | 8/10/46 | 660 | 702 | ||
4 | COMM 2013-CCRE11 Mortgage Trust | 3.660% | 8/10/50 | 1,062 | 1,089 | ||
4 | COMM 2013-CCRE11 Mortgage Trust | 3.983% | 8/10/50 | 1,750 | 1,845 | ||
4 | COMM 2013-CCRE11 Mortgage Trust | 4.258% | 8/10/50 | 6,490 | 6,939 | ||
4 | COMM 2013-CCRE11 Mortgage Trust | 4.715% | 8/10/50 | 1,310 | 1,411 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 2.904% | 10/10/46 | 45 | 45 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 3.623% | 10/10/46 | 847 | 871 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/46 | 1,500 | 1,543 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 4.046% | 10/10/46 | 1,125 | 1,192 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 4.300% | 10/10/46 | 750 | 795 | ||
4 | COMM 2013-CCRE12 Mortgage Trust | 4.762% | 10/10/46 | 350 | 364 | ||
4 | COMM 2013-CCRE13 Mortgage Trust | 3.706% | 11/10/46 | 307 | 316 | ||
4 | COMM 2013-CCRE13 Mortgage Trust | 4.194% | 11/10/46 | 3,700 | 3,946 | ||
4 | COMM 2013-CCRE13 Mortgage Trust | 4.449% | 11/10/46 | 1,100 | 1,176 |
23
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | COMM 2013-CCRE6 Mortgage Trust | 3.101% | 3/10/46 | 1,744 | 1,778 | ||
4 | COMM 2013-CCRE7 Mortgage Trust | 3.213% | 3/10/46 | 1,057 | 1,084 | ||
4 | COMM 2013-CCRE8 Mortgage Trust | 3.612% | 6/10/46 | 1,888 | 1,963 | ||
4 | COMM 2013-CCRE9 Mortgage Trust | 4.222% | 7/10/45 | 2,295 | 2,431 | ||
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 | 3,981 | 4,054 | ||
4 | COMM 2013-LC6 Mortgage Trust | 3.282% | 1/10/46 | 2,184 | 2,234 | ||
4 | COMM 2014-CCRE14 Mortgage Trust | 3.147% | 2/10/47 | 1,103 | 1,103 | ||
4 | COMM 2014-CCRE14 Mortgage Trust | 4.236% | 2/10/47 | 2,450 | 2,615 | ||
4 | COMM 2014-CCRE14 Mortgage Trust | 4.526% | 2/10/47 | 2,725 | 2,923 | ||
4 | COMM 2014-CCRE14 Mortgage Trust | 4.638% | 2/10/47 | 2,650 | 2,875 | ||
4 | COMM 2014-CCRE15 Mortgage Trust | 2.928% | 2/10/47 | 800 | 800 | ||
4 | COMM 2014-CCRE15 Mortgage Trust | 3.595% | 2/10/47 | 793 | 815 | ||
4 | COMM 2014-CCRE15 Mortgage Trust | 4.074% | 2/10/47 | 1,737 | 1,854 | ||
4 | COMM 2014-CCRE15 Mortgage Trust | 4.697% | 2/10/47 | 869 | 941 | ||
4 | COMM 2014-CCRE16 Mortgage Trust | 3.653% | 4/10/47 | 1,313 | 1,350 | ||
4 | COMM 2014-CCRE16 Mortgage Trust | 4.278% | 4/10/47 | 1,975 | 2,088 | ||
4 | COMM 2014-CCRE17 Mortgage Trust | 3.598% | 5/10/47 | 840 | 864 | ||
4 | COMM 2014-CCRE17 Mortgage Trust | 3.977% | 5/10/47 | 2,425 | 2,576 | ||
4 | COMM 2014-CCRE17 Mortgage Trust | 4.377% | 5/10/47 | 955 | 1,001 | ||
4 | COMM 2014-CCRE18 Mortgage Trust | 3.452% | 7/15/47 | 2,553 | 2,610 | ||
4 | COMM 2014-CCRE18 Mortgage Trust | 3.828% | 7/15/47 | 975 | 1,031 | ||
4 | COMM 2014-CCRE18 Mortgage Trust | 4.103% | 7/15/47 | 1,281 | 1,359 | ||
4 | COMM 2014-CCRE19 Mortgage Trust | 3.796% | 8/10/47 | 5,775 | 6,128 | ||
4 | COMM 2014-CCRE19 Mortgage Trust | 4.080% | 8/10/47 | 1,550 | 1,644 | ||
4 | COMM 2014-CCRE20 Mortgage Trust | 3.590% | 11/10/47 | 1,525 | 1,609 | ||
4 | COMM 2014-CCRE21 Mortgage Trust | 3.528% | 12/10/47 | 5,255 | 5,505 | ||
4 | COMM 2014-LC15 Mortgage Trust | 4.006% | 4/10/47 | 5,225 | 5,556 | ||
4 | COMM 2014-LC17 Mortgage Trust | 3.164% | 10/10/47 | 392 | 393 | ||
4 | COMM 2014-LC17 Mortgage Trust | 3.917% | 10/10/47 | 1,550 | 1,655 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 2.820% | 3/10/47 | 151 | 151 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 3.472% | 3/10/47 | 553 | 567 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 3.961% | 3/10/47 | 1,699 | 1,797 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 4.199% | 3/10/47 | 475 | 503 | ||
4 | COMM 2014-UBS2 Mortgage Trust | 4.701% | 3/10/47 | 301 | 320 | ||
4 | COMM 2014-UBS3 Mortgage Trust | 3.819% | 6/10/47 | 3,075 | 3,251 | ||
4 | COMM 2014-UBS4 Mortgage Trust | 3.694% | 8/10/47 | 6,000 | 6,312 | ||
4 | COMM 2014-UBS4 Mortgage Trust | 3.968% | 8/10/47 | 1,502 | 1,574 | ||
4 | COMM 2014-UBS5 Mortgage Trust | 3.838% | 9/10/47 | 4,575 | 4,847 | ||
4 | COMM 2014-UBS6 Mortgage Trust | 2.935% | 12/10/47 | 733 | 733 | ||
4 | COMM 2014-UBS6 Mortgage Trust | 3.387% | 12/10/47 | 3,850 | 3,950 | ||
4 | COMM 2014-UBS6 Mortgage Trust | 3.644% | 12/10/47 | 7,500 | 7,878 | ||
4 | COMM 2014-UBS6 Mortgage Trust | 4.048% | 12/10/47 | 2,275 | 2,404 | ||
4 | COMM 2015-CCRE22 Mortgage Trust | 2.856% | 3/10/48 | 737 | 737 | ||
4 | COMM 2015-CCRE22 Mortgage Trust | 3.309% | 3/10/48 | 5,325 | 5,558 | ||
4 | COMM 2015-CCRE22 Mortgage Trust | 3.603% | 3/10/48 | 1,900 | 1,976 | ||
4 | COMM 2015-CCRE23 Mortgage Trust | 3.257% | 5/10/48 | 2,200 | 2,260 | ||
4 | COMM 2015-CCRE23 Mortgage Trust | 3.497% | 5/10/48 | 3,250 | 3,419 | ||
4 | COMM 2015-CCRE23 Mortgage Trust | 3.801% | 5/10/48 | 1,450 | 1,528 | ||
4 | COMM 2015-CCRE25 Mortgage Trust | 3.759% | 8/10/48 | 3,500 | 3,735 | ||
4 | COMM 2015-CCRE26 Mortgage Trust | 3.630% | 10/10/48 | 7,125 | 7,537 | ||
4 | COMM 2015-CCRE27 Mortgage Trust | 3.404% | 10/10/48 | 3,575 | 3,694 | ||
4 | COMM 2015-CCRE27 Mortgage Trust | 3.612% | 10/10/48 | 3,775 | 3,994 | ||
4 | COMM 2015-LC19 Mortgage Trust | 3.040% | 2/10/48 | 750 | 765 |
24
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | COMM 2015-LC19 Mortgage Trust | 3.183% | 2/10/48 | 4,000 | 4,149 | ||
4 | COMM 2015-LC19 Mortgage Trust | 3.527% | 2/10/48 | 1,775 | 1,848 | ||
4 | COMM 2016-CCRE28 Mortgage Trust | 3.762% | 2/10/49 | 5,350 | 5,708 | ||
4 | COMM 2016-DC2 Mortgage Trust | 3.550% | 2/10/49 | 4,375 | 4,551 | ||
4 | COMM 2019-G44 Mortgage Trust | 2.950% | 8/15/57 | 4,970 | 5,068 | ||
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.505% | 4/15/50 | 3,750 | 3,944 | ||
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.791% | 4/15/50 | 1,900 | 1,998 | ||
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 4.044% | 4/15/50 | 1,525 | 1,595 | ||
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.504% | 6/15/57 | 4,700 | 4,917 | ||
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.849% | 6/15/57 | 1,800 | 1,882 | ||
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.448% | 8/15/48 | 2,772 | 2,859 | ||
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.718% | 8/15/48 | 3,550 | 3,750 | ||
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 4.104% | 8/15/48 | 1,625 | 1,692 | ||
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.617% | 11/15/48 | 2,200 | 2,282 | ||
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.808% | 11/15/48 | 2,850 | 3,048 | ||
4 | CSAIL 2016-C7 Commercial Mortgage Trust | 3.502% | 11/15/49 | 7,325 | 7,686 | ||
4 | CSAIL 2017-C8 Commercial Mortgage Trust | 3.392% | 6/15/50 | 7,800 | 8,241 | ||
4 | CSAIL 2017-CX10 Commercial Mortgage Trust | 3.458% | 11/15/50 | 5,925 | 6,237 | ||
4 | CSAIL 2017-CX9 Commercial Mortgage Trust | 3.446% | 9/15/50 | 4,175 | 4,378 | ||
4 | CSAIL 2018-CX11 Commercial Mortgage Trust | 4.033% | 4/15/51 | 12,250 | 13,441 | ||
4 | CSAIL 2018-CX12 Commercial Mortgage Trust | 4.224% | 8/15/51 | 5,425 | 5,954 | ||
4 | CSAIL 2019-C15 Commercial Mortgage Trust | 4.053% | 3/15/52 | 10,450 | 11,489 | ||
4 | CSAIL 2019-C16 Commercial Mortgage Trust | 3.329% | 6/15/52 | 12,500 | 13,108 | ||
4 | DBJPM 16-C1 Mortgage Trust | 3.276% | 5/10/49 | 2,600 | 2,715 | ||
4 | DBJPM 16-C3 Mortgage Trust | 2.890% | 8/10/49 | 3,075 | 3,144 | ||
4 | DBJPM 17-C6 Mortgage Trust | 3.328% | 6/10/50 | 5,700 | 5,958 | ||
4 | DBJPM 17-C6 Mortgage Trust | 3.561% | 6/10/50 | 1,600 | 1,669 | ||
4 | Discover Card Execution Note Trust 2015-A2 | 1.900% | 10/17/22 | 9,175 | 9,176 | ||
4 | Discover Card Execution Note Trust 2015-A4 | 2.190% | 4/17/23 | 6,950 | 6,969 | ||
4 | Discover Card Execution Note Trust 2017-A2 | 2.390% | 7/15/24 | 7,300 | 7,374 | ||
4 | Discover Card Execution Note Trust 2018-A1 | 3.030% | 8/15/25 | 10,175 | 10,449 | ||
4 | Discover Card Execution Note Trust 2019-A3 | 1.890% | 10/15/24 | 12,000 | 11,987 | ||
4 | Drive Auto Receivables Trust 2018-2 | 3.630% | 8/15/24 | 4,653 | 4,676 | ||
4 | Drive Auto Receivables Trust 2018-4 | 3.360% | 10/17/22 | 3,054 | 3,057 | ||
3,4 | Fannie Mae-Aces 2011-M2 | 3.764% | 4/25/21 | 3,483 | 3,541 | ||
3,4 | Fannie Mae-Aces 2011-M4 | 3.726% | 6/25/21 | 5,812 | 5,913 | ||
3,4 | Fannie Mae-Aces 2013-M12 | 2.406% | 3/25/23 | 6,359 | 6,417 | ||
3,4 | Fannie Mae-Aces 2013-M14 | 2.651% | 4/25/23 | 2,763 | 2,792 | ||
3,4 | Fannie Mae-Aces 2013-M14 | 3.329% | 10/25/23 | 9,864 | 10,280 | ||
3,4 | Fannie Mae-Aces 2013-M4 | 2.608% | 3/25/22 | 83 | 83 | ||
3,4 | Fannie Mae-Aces 2013-M7 | 2.280% | 12/27/22 | 2,543 | 2,561 | ||
3,4 | Fannie Mae-Aces 2014-M12 | 2.614% | 10/25/21 | 7,479 | 7,536 | ||
3,4 | Fannie Mae-Aces 2014-M13 | 2.566% | 8/25/24 | 320 | 320 | ||
3,4 | Fannie Mae-Aces 2014-M13 | 3.021% | 8/25/24 | 4,500 | 4,623 | ||
3,4 | Fannie Mae-Aces 2014-M2 | 3.513% | 12/25/23 | 9,244 | 9,692 | ||
3,4 | Fannie Mae-Aces 2014-M3 | 3.480% | 1/25/24 | 4,182 | 4,360 | ||
3,4 | Fannie Mae-Aces 2014-M4 | 3.346% | 3/25/24 | 5,650 | 5,890 | ||
3,4 | Fannie Mae-Aces 2014-M6 | 2.679% | 5/25/21 | 5,879 | 5,925 |
25
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | Fannie Mae-Aces 2014-M7 | 3.275% | 6/25/24 | 8,746 | 9,193 | ||
3,4 | Fannie Mae-Aces 2014-M8 | 2.346% | 6/25/24 | 711 | 713 | ||
3,4 | Fannie Mae-Aces 2014-M8 | 3.056% | 6/25/24 | 5,850 | 6,059 | ||
3,4 | Fannie Mae-Aces 2014-M9 | 3.103% | 7/25/24 | 6,825 | 7,076 | ||
3,4 | Fannie Mae-Aces 2015-M1 | 2.532% | 9/25/24 | 10,000 | 10,102 | ||
3,4 | Fannie Mae-Aces 2015-M10 | 3.092% | 4/25/27 | 2,750 | 2,877 | ||
3,4 | Fannie Mae-Aces 2015-M12 | 2.796% | 5/25/25 | 7,025 | 7,201 | ||
3,4 | Fannie Mae-Aces 2015-M15 | 2.923% | 10/25/25 | 8,825 | 9,122 | ||
3,4 | Fannie Mae-Aces 2015-M2 | 2.620% | 12/25/24 | 6,442 | 6,601 | ||
3,4 | Fannie Mae-Aces 2015-M3 | 2.723% | 10/25/24 | 3,700 | 3,778 | ||
3,4 | Fannie Mae-Aces 2015-M4 | 2.509% | 7/25/22 | 3,429 | 3,451 | ||
3,4 | Fannie Mae-Aces 2015-M7 | 2.590% | 12/25/24 | 6,586 | 6,697 | ||
3,4 | Fannie Mae-Aces 2015-M8 | 2.344% | 1/25/25 | 2,332 | 2,349 | ||
3,4 | Fannie Mae-Aces 2015-M8 | 2.900% | 1/25/25 | 8,100 | 8,321 | ||
3,4 | Fannie Mae-Aces 2016-M11 | 2.369% | 7/25/26 | 9,650 | 9,706 | ||
3,4 | Fannie Mae-Aces 2016-M12 | 2.444% | 9/25/26 | 9,400 | 9,532 | ||
3,4 | Fannie Mae-Aces 2016-M2 | 2.152% | 1/25/23 | 5,853 | 5,859 | ||
3,4 | Fannie Mae-Aces 2016-M3 | 2.702% | 2/25/26 | 3,639 | 3,728 | ||
3,4 | Fannie Mae-Aces 2016-M4 | 2.576% | 3/25/26 | 3,525 | 3,580 | ||
3,4 | Fannie Mae-Aces 2016-M5 | 2.469% | 4/25/26 | 7,900 | 7,923 | ||
3,4 | Fannie Mae-Aces 2016-M6 | 2.488% | 5/25/26 | 5,150 | 5,225 | ||
3,4 | Fannie Mae-Aces 2016-M7 | 2.157% | 10/25/23 | 1,667 | 1,668 | ||
3,4 | Fannie Mae-Aces 2016-M7 | 2.499% | 9/25/26 | 2,825 | 2,836 | ||
3,4 | Fannie Mae-Aces 2016-M9 | 2.292% | 6/25/26 | 14,000 | 13,888 | ||
3,4 | Fannie Mae-Aces 2017-M1 | 2.417% | 10/25/26 | 10,300 | 10,406 | ||
3,4 | Fannie Mae-Aces 2017-M10 | 2.561% | 7/25/24 | 4,280 | 4,361 | ||
3,4 | Fannie Mae-Aces 2017-M11 | 2.980% | 8/25/29 | 5,100 | 5,309 | ||
3,4 | Fannie Mae-Aces 2017-M12 | 3.079% | 6/25/27 | 12,575 | 13,057 | ||
3,4 | Fannie Mae-Aces 2017-M15 | 3.136% | 11/25/27 | 11,675 | 12,149 | ||
3,4 | Fannie Mae-Aces 2017-M2 | 2.801% | 2/25/27 | 7,000 | 7,233 | ||
3,4 | Fannie Mae-Aces 2017- M3 | 2.483% | 12/25/26 | 12,300 | 12,496 | ||
3,4 | Fannie Mae-Aces 2017-M4 | 2.586% | 12/25/26 | 11,290 | 11,400 | ||
3,4 | Fannie Mae-Aces 2017-M7 | 2.961% | 2/25/27 | 6,500 | 6,743 | ||
3,4 | Fannie Mae-Aces 2017-M8 | 3.061% | 5/25/27 | 21,979 | 23,010 | ||
3,4 | Fannie Mae-Aces 2018-M12 | 3.640% | 8/25/30 | 15,800 | 17,303 | ||
3,4 | Fannie Mae-Aces 2018-M14 | 3.578% | 8/25/28 | 11,725 | 12,692 | ||
3,4 | Fannie Mae-Aces 2018-M18 | 2.469% | 8/25/29 | 11,000 | 11,002 | ||
3,4 | Fannie Mae-Aces 2018-M2 | 2.902% | 1/25/28 | 18,750 | 19,316 | ||
3,4 | Fannie Mae-Aces 2018-M4 | 3.045% | 3/25/28 | 7,361 | 7,644 | ||
3,4 | Fannie Mae-Aces 2018-M7 | 3.052% | 3/25/28 | 4,100 | 4,283 | ||
3,4 | Fannie Mae-Aces 2018-M8 | 3.325% | 6/25/28 | 4,478 | 4,761 | ||
3,4 | Fannie Mae-Aces 2018-M8 | 3.610% | 2/25/31 | 9,700 | 10,505 | ||
3,4 | Fannie Mae-Aces 2019-M1 | 3.555% | 9/25/28 | 6,025 | 6,526 | ||
3,4 | Fannie Mae-Aces 2019-M2 | 3.631% | 11/25/28 | 9,250 | 10,081 | ||
3,4 | Fannie Mae-Aces 2019-M22 | 2.522% | 8/25/29 | 16,250 | 16,294 | ||
3,4 | Fannie Mae-Aces 2019-M5 | 3.273% | 1/25/29 | 8,325 | 8,826 | ||
3,4 | Fannie Mae-Aces 2019-M7 | 3.143% | 4/25/29 | 10,450 | 10,972 | ||
3,4 | Fannie Mae-Aces 2019-M9 | 2.937% | 4/25/29 | 5,250 | 5,440 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K011 | 4.084% | 11/25/20 | 1,587 | 1,610 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K012 | 4.185% | 12/25/20 | 2,725 | 2,766 | ||
3,4 | FHLMC Multifamily Structured Pass ThroughCertificates K014 | 3.871% | 4/25/21 | 4,513 | 4,596 |
26
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K017 | 2.873% | 12/25/21 | 11,955 | 12,122 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K019 | 2.272% | 3/25/22 | 5,411 | 5,437 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K020 | 2.373% | 5/25/22 | 13,400 | 13,506 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K021 | 2.396% | 6/25/22 | 8,300 | 8,354 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K022 | 2.355% | 7/25/22 | 575 | 579 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K026 | 2.510% | 11/25/22 | 11,500 | 11,647 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K028 | 3.111% | 2/25/23 | 8,625 | 8,888 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K029 | 3.320% | 2/25/23 | 11,425 | 11,843 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 2.779% | 9/25/22 | 4,267 | 4,304 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 3.250% | 4/25/23 | 11,425 | 11,818 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K031 | 3.300% | 4/25/23 | 11,906 | 12,369 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.016% | 2/25/23 | 2,806 | 2,854 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.310% | 5/25/23 | 6,420 | 6,664 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 2.871% | 2/25/23 | 5,813 | 5,889 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 3.060% | 7/25/23 | 12,875 | 13,304 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K034 | 3.531% | 7/25/23 | 10,633 | 11,148 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K035 | 3.458% | 8/25/23 | 12,575 | 13,168 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K036 | 3.527% | 10/25/23 | 400 | 419 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K037 | 3.490% | 1/25/24 | 475 | 499 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 2.604% | 10/25/23 | 1,521 | 1,530 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 3.389% | 3/25/24 | 5,425 | 5,672 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 2.683% | 12/25/23 | 1,356 | 1,372 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 3.303% | 7/25/24 | 2,600 | 2,731 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 2.768% | 4/25/24 | 2,645 | 2,686 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 3.241% | 9/25/24 | 9,300 | 9,761 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K041 | 3.171% | 10/25/24 | 9,600 | 10,035 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.267% | 6/25/24 | 1,325 | 1,328 |
27
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.670% | 12/25/24 | 7,225 | 7,395 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 2.532% | 10/25/23 | 1,354 | 1,366 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 3.062% | 12/25/24 | 5,600 | 5,841 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 2.493% | 11/25/24 | 2,826 | 2,850 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 3.023% | 1/25/25 | 5,800 | 6,023 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K046 | 3.205% | 3/25/25 | 5,800 | 6,083 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 2.827% | 12/25/24 | 1,359 | 1,383 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 3.329% | 5/25/25 | 4,450 | 4,700 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K048 | 3.284% | 6/25/25 | 6,650 | 7,020 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K049 | 3.010% | 7/25/25 | 3,850 | 4,009 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K050 | 3.334% | 8/25/25 | 6,375 | 6,738 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K052 | 3.151% | 11/25/25 | 4,150 | 4,355 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K053 | 2.995% | 12/25/25 | 2,450 | 2,552 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K054 | 2.745% | 1/25/26 | 6,350 | 6,532 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K055 | 2.673% | 3/25/26 | 7,500 | 7,676 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K056 | 2.525% | 5/25/26 | 5,325 | 5,413 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K057 | 2.570% | 7/25/26 | 9,375 | 9,534 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K058 | 2.653% | 8/25/26 | 5,800 | 5,941 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K059 | 3.120% | 9/25/26 | 5,000 | 5,251 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K060 | 3.300% | 10/25/26 | 8,000 | 8,490 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K061 | 3.347% | 11/25/26 | 17,600 | 18,733 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K062 | 3.413% | 12/25/26 | 18,250 | 19,541 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K063 | 3.430% | 1/25/27 | 16,200 | 17,361 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K064 | 3.224% | 3/25/27 | 15,580 | 16,487 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K065 | 3.243% | 4/25/27 | 17,557 | 18,589 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K066 | 3.117% | 6/25/27 | 5,840 | 6,149 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K068 | 3.244% | 8/25/27 | 7,823 | 8,295 |
28
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K069 | 3.187% | 9/25/27 | 8,875 | 9,322 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K070 | 3.303% | 11/25/27 | 2,875 | 3,054 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K071 | 3.286% | 11/25/27 | 3,950 | 4,187 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K072 | 3.444% | 12/25/27 | 4,525 | 4,858 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K075 | 3.650% | 2/25/28 | 6,975 | 7,580 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K076 | 3.900% | 4/25/28 | 16,500 | 18,235 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K081 | 3.900% | 8/25/28 | 11,750 | 12,971 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K082 | 3.920% | 9/25/28 | 13,500 | 14,961 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K084 | 3.780% | 10/25/28 | 16,175 | 17,658 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K085 | 4.060% | 10/25/28 | 6,575 | 7,361 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K087 | 3.591% | 10/25/27 | 1,265 | 1,341 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K088 | 3.690% | 1/25/29 | 12,725 | 13,927 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K089 | 3.563% | 1/25/29 | 11,000 | 11,921 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K092 | 3.298% | 4/25/29 | 10,450 | 11,157 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K094 | 2.903% | 6/25/29 | 12,550 | 13,016 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K095 | 2.785% | 6/25/29 | 12,600 | 12,955 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K096 | 2.519% | 7/25/29 | 10,925 | 11,035 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K098 | 2.425% | 8/25/29 | 18,540 | 18,531 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K099 | 2.595% | 9/25/29 | 9,350 | 9,407 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K103 | 2.651% | 11/25/29 | 12,550 | 12,759 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.470% | 3/25/31 | 4,150 | 4,492 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.542% | 3/25/34 | 10,275 | 11,126 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1513 | 2.797% | 8/25/34 | 9,150 | 9,234 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K152 | 3.080% | 1/25/31 | 3,500 | 3,606 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.294% | 3/25/29 | 14,900 | 15,942 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.117% | 10/25/31 | 8,100 | 8,377 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 11/25/32 | 4,100 | 4,504 |
29
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 4/25/33 | 8,900 | 9,836 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 5/25/33 | 2,925 | 3,271 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 8/25/33 | 3,775 | 4,272 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K504 | 2.566% | 9/25/20 | 1,339 | 1,340 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K713 | 2.313% | 3/25/20 | 7,573 | 7,565 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K714 | 3.034% | 10/25/20 | 12,669 | 12,716 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K716 | 2.413% | 1/25/21 | 115 | 114 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K716 | 3.130% | 6/25/21 | 12,830 | 12,971 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K717 | 2.991% | 9/25/21 | 12,950 | 13,098 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.375% | 9/25/21 | 3,117 | 3,129 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.791% | 1/25/22 | 6,800 | 6,894 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K722 | 2.183% | 5/25/22 | 1,828 | 1,830 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K731 | 3.600% | 2/25/25 | 10,225 | 10,834 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K734 | 3.208% | 2/25/26 | 16,725 | 17,567 | ||
3,4 | FHLMC Multifamily Structured Pass Through Certificates KW01 | 2.853% | 1/25/26 | 7,000 | 7,224 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K073 | 3.350% | 1/25/28 | 8,000 | 8,538 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K074 | 3.600% | 1/25/28 | 10,275 | 11,147 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K077 | 3.850% | 5/25/28 | 22,000 | 24,164 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K078 | 3.854% | 6/25/28 | 5,200 | 5,723 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K079 | 3.926% | 6/25/28 | 31,350 | 34,727 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.736% | 4/25/28 | 2,920 | 3,134 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.926% | 7/25/28 | 12,000 | 13,302 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K087 | 3.771% | 12/25/28 | 8,100 | 8,878 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K087 | 2.537% | 10/25/29 | 15,400 | 15,587 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K090 | 3.422% | 2/25/29 | 9,625 | 10,326 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K101 | 2.524% | 10/25/29 | 16,600 | 16,725 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K15-14 | 2.859% | 10/25/34 | 10,025 | 10,140 |
30
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.424% | 4/25/32 | 1,500 | 1,610 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.459% | 11/25/32 | 2,175 | 2,344 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.718% | 1/25/31 | 3,300 | 3,630 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.794% | 1/25/34 | 5,350 | 5,934 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K715 | 2.856% | 1/25/21 | 4,124 | 4,145 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K720 | 2.716% | 6/25/22 | 4,550 | 4,610 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K723 | 2.454% | 8/25/23 | 4,650 | 4,707 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K724 | 3.062% | 11/25/23 | 9,200 | 9,506 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K725 | 3.002% | 1/25/24 | 16,500 | 17,009 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K725 | 2.946% | 7/25/24 | 14,700 | 15,157 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K726 | 2.905% | 4/25/24 | 7,800 | 7,980 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K728 | 3.064% | 8/25/24 | 11,850 | 12,289 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.452% | 9/25/24 | 1,053 | 1,082 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.590% | 1/25/25 | 12,100 | 12,808 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K732 | 3.700% | 5/25/25 | 10,450 | 11,099 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K735 | 2.862% | 5/25/26 | 16,250 | 16,764 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.370% | 7/25/25 | 8,300 | 8,654 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.505% | 3/25/29 | 3,100 | 3,349 | ||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 2.982% | 5/25/29 | 18,350 | 19,116 | ||
4 | Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/23 | 5,850 | 5,895 | ||
4 | Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/26 | 1,875 | 1,903 | ||
4 | Ford Credit Auto Lease Trust 2018-A | 2.930% | 6/15/21 | 5,725 | 5,738 | ||
4 | Ford Credit Auto Lease Trust 2018-A | 3.050% | 8/15/21 | 625 | 629 | ||
4 | Ford Credit Auto Lease Trust 2018-B | 3.190% | 12/15/21 | 10,150 | 10,225 | ||
4 | Ford Credit Auto Lease Trust 2018-B | 3.300% | 2/15/22 | 2,325 | 2,357 | ||
4 | Ford Credit Auto Lease Trust 2019-A | 2.900% | 5/15/22 | 2,750 | 2,776 | ||
4 | Ford Credit Auto Lease Trust 2019-A | 2.980% | 6/15/22 | 1,250 | 1,266 | ||
4 | Ford Credit Auto Owner Trust 2017-A | 1.670% | 6/15/21 | 990 | 990 | ||
4 | Ford Credit Auto Owner Trust 2017-A | 1.920% | 4/15/22 | 2,675 | 2,674 | ||
4 | Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/21 | 2,881 | 2,878 | ||
4 | Ford Credit Auto Owner Trust 2017-B | 1.870% | 9/15/22 | 756 | 756 | ||
4 | Ford Credit Auto Owner Trust 2017-C | 2.010% | 3/15/22 | 10,763 | 10,770 | ||
4 | Ford Credit Auto Owner Trust 2019-A | 2.780% | 9/15/23 | 7,325 | 7,425 | ||
4 | Ford Credit Auto Owner Trust 2019-A | 2.850% | 8/15/24 | 2,925 | 2,985 |
31
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-1 | 2.070% | 5/15/22 | 6,450 | 6,451 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-2 | 2.160% | 9/15/22 | 4,170 | 4,175 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 4,310 | 4,349 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-1 | 2.950% | 5/15/23 | 10,200 | 10,318 | ||
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 9,275 | 9,536 | ||
4 | GM Financial Automobile Leasing Trust 2018-1 | 2.610% | 1/20/21 | 2,899 | 2,902 | ||
4 | GM Financial Automobile Leasing Trust 2018-1 | 2.680% | 12/20/21 | 1,250 | 1,254 | ||
4 | GM Financial Automobile Leasing Trust 2018-2 | 3.060% | 6/21/21 | 1,878 | 1,883 | ||
4 | GM Financial Automobile Leasing Trust 2018-2 | 3.160% | 4/20/22 | 850 | 856 | ||
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 3/21/22 | 2,925 | 2,945 | ||
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.720% | 3/20/23 | 1,350 | 1,361 | ||
4 | GM Financial Consumer Automobile 2018-2 | 2.810% | 12/16/22 | 4,900 | 4,938 | ||
4 | GM Financial Consumer Automobile 2018-2 | 3.020% | 12/18/23 | 4,075 | 4,151 | ||
4 | GS Mortgage Securities Corporation II 2013-GC10 | 2.943% | 2/10/46 | 3,744 | 3,808 | ||
4 | GS Mortgage Securities Trust 2011-GC5 | 3.707% | 8/10/44 | 1,500 | 1,526 | ||
4 | GS Mortgage Securities Trust 2012-GC6 | 3.482% | 1/10/45 | 6,326 | 6,443 | ||
4 | GS Mortgage Securities Trust 2012-GCJ7 | 3.377% | 5/10/45 | 3,058 | 3,103 | ||
4 | GS Mortgage Securities Trust 2012-GCJ9 | 2.773% | 11/10/45 | 2,919 | 2,957 | ||
4 | GS Mortgage Securities Trust 2013-GC10 | 3.279% | 2/10/46 | 1,310 | 1,340 | ||
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.135% | 6/10/46 | 2,255 | 2,311 | ||
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.375% | 6/10/46 | 966 | 991 | ||
4 | GS Mortgage Securities Trust 2013-GCJ14 | 3.817% | 8/10/46 | 972 | 999 | ||
4 | GS Mortgage Securities Trust 2013-GCJ16 | 3.813% | 11/10/46 | 577 | 595 | ||
4 | GS Mortgage Securities Trust 2013-GCJ16 | 4.271% | 11/10/46 | 1,150 | 1,227 | ||
4 | GS Mortgage Securities Trust 2014-GC18 | 4.074% | 1/10/47 | 11,250 | 11,963 | ||
4 | GS Mortgage Securities Trust 2014-GC18 | 4.383% | 1/10/47 | 2,750 | 2,907 | ||
4 | GS Mortgage Securities Trust 2014-GC22 | 3.467% | 6/10/47 | 1,381 | 1,414 | ||
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 | 1,433 | ||
4 | GS Mortgage Securities Trust 2014-GC24 | 3.931% | 9/10/47 | 6,282 | 6,703 | ||
4 | GS Mortgage Securities Trust 2014-GC24 | 4.511% | 9/10/47 | 1,175 | 1,225 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.365% | 11/10/47 | 2,238 | 2,299 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.629% | 11/10/47 | 7,475 | 7,900 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.964% | 11/10/47 | 1,325 | 1,403 | ||
4 | GS Mortgage Securities Trust 2014-GC26 | 4.215% | 11/10/47 | 1,125 | 1,178 | ||
4 | GS Mortgage Securities Trust 2015-GC28 | 3.396% | 2/10/48 | 4,150 | 4,344 | ||
4 | GS Mortgage Securities Trust 2015-GC30 | 2.726% | 5/10/50 | 2,224 | 2,225 | ||
4 | GS Mortgage Securities Trust 2015-GC30 | 3.382% | 5/10/50 | 3,700 | 3,876 | ||
4 | GS Mortgage Securities Trust 2015-GC32 | 3.513% | 7/10/48 | 3,675 | 3,810 | ||
4 | GS Mortgage Securities Trust 2015-GC32 | 3.764% | 7/10/48 | 1,425 | 1,521 | ||
4 | GS Mortgage Securities Trust 2015-GC34 | 3.278% | 10/10/48 | 3,575 | 3,686 | ||
4 | GS Mortgage Securities Trust 2015-GC34 | 3.506% | 10/10/48 | 3,400 | 3,577 |
32
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | GS Mortgage Securities Trust 2016-GS2 | 3.050% | 5/10/49 | 2,700 | 2,790 | ||
4 | GS Mortgage Securities Trust 2016-GS3 | 2.850% | 10/10/49 | 7,125 | 7,283 | ||
4 | GS Mortgage Securities Trust 2016-GS4 | 3.442% | 11/10/49 | 2,450 | 2,588 | ||
4 | GS Mortgage Securities Trust 2016-GS4 | 3.645% | 11/10/49 | 1,825 | 1,906 | ||
4 | GS Mortgage Securities Trust 2017-GS5 | 3.674% | 3/10/50 | 5,750 | 6,163 | ||
4 | GS Mortgage Securities Trust 2017-GS5 | 3.826% | 3/10/50 | 2,300 | 2,437 | ||
4 | GS Mortgage Securities Trust 2017-GS6 | 3.433% | 5/10/50 | 5,300 | 5,603 | ||
4 | GS Mortgage Securities Trust 2017-GS7 | 3.430% | 8/10/50 | 13,872 | 14,559 | ||
4 | GS Mortgage Securities Trust 2017-GS7 | 3.663% | 8/10/50 | 3,700 | 3,904 | ||
4 | GS Mortgage Securities Trust 2019-GC39 | 3.567% | 5/10/52 | 4,175 | 4,467 | ||
4 | GS Mortgage Securities Trust 2019-GC4 | 3.212% | 9/1/52 | 2,875 | 2,929 | ||
4 | GS Mortgage Securities Trust 2019-GC40 | 3.160% | 7/10/52 | 6,250 | 6,497 | ||
4 | GS Mortgage Securities Trust 2019-GS4 | 3.001% | 9/1/52 | 12,265 | 12,556 | ||
4 | GS Mortgage Securities Trust 2019-GSA1 | 3.048% | 11/10/52 | 5,525 | 5,654 | ||
4 | Honda Auto Receivables 2017-2 Owner Trust | 1.680% | 8/16/21 | 2,910 | 2,907 | ||
4 | Honda Auto Receivables 2017-2 Owner Trust | 1.870% | 9/15/23 | 1,586 | 1,585 | ||
4 | Honda Auto Receivables 2017-4 Owner Trust | 2.050% | 11/22/21 | 2,407 | 2,408 | ||
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.640% | 2/15/22 | 8,495 | 8,530 | ||
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.830% | 5/15/24 | 2,700 | 2,732 | ||
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.010% | 5/18/22 | 2,875 | 2,901 | ||
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.160% | 8/19/24 | 2,050 | 2,091 | ||
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.520% | 6/21/23 | 7,115 | 7,180 | ||
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.540% | 3/21/25 | 1,360 | 1,380 | ||
4 | Hyundai Auto Receivables Trust 2016-B | 1.290% | 4/15/21 | 325 | 325 | ||
4 | Hyundai Auto Receivables Trust 2016-B | 1.450% | 11/15/22 | 2,250 | 2,243 | ||
4 | Hyundai Auto Receivables Trust 2018-A | 2.790% | 7/15/22 | 2,650 | 2,669 | ||
4 | Hyundai Auto Receivables Trust 2018-A | 2.940% | 6/17/24 | 3,250 | 3,301 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 | 3.507% | 5/15/45 | 3,490 | 3,588 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 | 2.829% | 10/15/45 | 9,234 | 9,369 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX | 3.483% | 6/15/45 | 3,680 | 3,753 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 | 2.840% | 12/15/47 | 1,789 | 1,816 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.143% | 12/15/47 | 2,352 | 2,414 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.372% | 12/15/47 | 1,042 | 1,070 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.674% | 12/15/46 | 938 | 963 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.881% | 12/15/46 | 1,500 | 1,583 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.166% | 12/15/46 | 4,900 | 5,236 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.517% | 12/15/46 | 1,250 | 1,342 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.962% | 12/15/46 | 1,250 | 1,353 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | 2.960% | 4/15/46 | 6,766 | 6,920 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | 3.805% | 7/15/47 | 575 | 608 |
33
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 | 3,038 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 2.870% | 8/15/49 | 8,900 | 9,071 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.648% | 12/15/49 | 3,700 | 3,939 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.870% | 12/15/49 | 2,950 | 3,130 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.050% | 7/15/50 | 1,279 | 1,289 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.490% | 7/15/50 | 2,000 | 2,111 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.744% | 7/15/50 | 2,800 | 2,953 | ||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR4 | 4.029% | 3/10/52 | 10,300 | 11,389 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 3.664% | 7/15/45 | 1,982 | 2,073 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 4.039% | 7/15/45 | 655 | 686 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 3.761% | 8/15/46 | 714 | 734 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.133% | 8/15/46 | 2,640 | 2,797 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.409% | 8/15/46 | 740 | 782 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 3.659% | 11/15/45 | 377 | 387 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.131% | 11/15/45 | 3,920 | 4,180 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.420% | 11/15/45 | 2,010 | 2,138 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 3.705% | 1/15/47 | 937 | 966 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.199% | 1/15/47 | 4,320 | 4,628 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.458% | 1/15/47 | 775 | 828 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.892% | 1/15/47 | 1,163 | 1,255 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.079% | 2/15/47 | 4,338 | 4,630 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.439% | 2/15/47 | 771 | 821 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.810% | 2/15/47 | 935 | 996 | ||
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 | 1,931 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.997% | 4/15/47 | 1,900 | 2,023 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 4.243% | 4/15/47 | 1,525 | 1,626 |
34
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.428% | 8/15/47 | 864 | 888 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.775% | 8/15/47 | 950 | 1,007 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.997% | 8/15/47 | 575 | 605 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 3.801% | 9/15/47 | 5,850 | 6,219 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 4.110% | 9/15/47 | 1,550 | 1,640 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 3.934% | 9/15/47 | 2,919 | 3,113 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 4.202% | 9/15/47 | 1,722 | 1,841 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 2.940% | 11/15/47 | 473 | 473 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.639% | 11/15/47 | 1,525 | 1,610 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.914% | 11/15/47 | 2,750 | 2,887 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 3.672% | 11/15/47 | 6,825 | 7,206 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 4.065% | 11/15/47 | 1,900 | 2,009 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.019% | 1/15/48 | 248 | 248 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.494% | 1/15/48 | 10,400 | 10,901 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.800% | 1/15/48 | 1,875 | 1,968 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.951% | 1/15/48 | 1,875 | 1,956 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 2.734% | 2/15/48 | 378 | 378 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.017% | 2/15/48 | 3,763 | 3,833 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 2.773% | 10/15/48 | 1,458 | 1,458 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.042% | 10/15/48 | 1,400 | 1,424 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.532% | 10/15/48 | 1,125 | 1,163 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 2.921% | 5/15/48 | 2,030 | 2,032 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.304% | 5/15/48 | 2,903 | 2,985 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.611% | 5/15/48 | 2,900 | 3,069 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.559% | 7/15/48 | 3,675 | 3,793 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.822% | 7/15/48 | 3,600 | 3,840 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.226% | 7/15/48 | 1,850 | 1,980 |
35
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.540% | 8/15/48 | 1,709 | 1,772 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.801% | 8/15/48 | 1,841 | 1,962 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.358% | 11/15/48 | 4,625 | 4,769 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.598% | 11/15/48 | 3,575 | 3,779 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C33 | 3.770% | 12/15/48 | 2,610 | 2,792 | ||
4 | JPMBB Commercial Mortgage Securities Trust 2016-C1 | 3.316% | 3/15/49 | 2,925 | 3,019 | ||
4 | JPMCC Commercial Mortgage Securities Trust 2017-JP5 | 3.723% | 3/15/50 | 10,725 | 11,522 | ||
4 | JPMCC Commercial Mortgage Securities Trust 2017-JP5 | 3.876% | 3/15/50 | 2,300 | 2,445 | ||
4 | JPMCC Commercial Mortgage Securities Trust 2019-COR5 | 3.386% | 6/13/52 | 9,375 | 9,820 | ||
4 | JPMCC Commercial Mortgage Securities Trust 2019-COR5 | 3.669% | 6/13/52 | 825 | 867 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.144% | 6/15/49 | 2,725 | 2,816 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.484% | 6/15/49 | 1,250 | 1,294 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.694% | 3/15/50 | 13,000 | 13,939 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.858% | 3/15/50 | 3,975 | 4,207 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.409% | 10/15/50 | 2,825 | 2,985 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.713% | 10/15/50 | 1,775 | 1,870 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.211% | 6/15/51 | 10,300 | 11,391 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.421% | 6/15/51 | 1,250 | 1,376 | ||
4 | JPMDB Commercial Mortgage Securities Trust 2019-COR6 | 3.057% | 11/13/52 | 8,300 | 8,442 | ||
4 | Mercedes-Benz Auto Lease Trust 2018-A | 2.410% | 2/16/21 | 1,854 | 1,855 | ||
4 | Mercedes-Benz Auto Lease Trust 2018-A | 2.510% | 10/16/23 | 600 | 601 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 | 3.176% | 8/15/45 | 2,890 | 2,950 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 | 2.858% | 11/15/45 | 3,342 | 3,389 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 | 4.081% | 7/15/46 | 400 | 423 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.153% | 8/15/46 | 990 | 1,049 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.353% | 8/15/46 | 490 | 517 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 | 3.824% | 10/15/46 | 568 | 585 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 | 4.259% | 10/15/46 | 3,360 | 3,575 |
36
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-C13 | 2.936% | 11/15/46 | 11 | 11 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.039% | 11/15/46 | 2,200 | 2,327 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.755% | 11/15/46 | 1,100 | 1,173 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 2.918% | 2/15/46 | 1,707 | 1,735 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 3.214% | 2/15/46 | 341 | 347 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.134% | 12/15/48 | 2,100 | 2,149 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.376% | 12/15/48 | 1,000 | 1,023 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.102% | 5/15/46 | 1,275 | 1,306 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.456% | 5/15/46 | 1,125 | 1,160 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 3.669% | 2/15/47 | 2,208 | 2,231 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.064% | 2/15/47 | 3,050 | 3,243 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.745% | 2/15/47 | 1,150 | 1,235 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.477% | 6/15/47 | 696 | 713 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.892% | 6/15/47 | 2,875 | 3,041 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 4.337% | 6/15/47 | 1,150 | 1,217 | ||
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 | 1,062 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 4.478% | 10/15/47 | 1,150 | 1,220 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.326% | 12/15/47 | 1,999 | 2,050 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.526% | 12/15/47 | 3,275 | 3,431 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.069% | 2/15/48 | 1,875 | 1,915 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.249% | 2/15/48 | 6,650 | 6,885 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 | 3.338% | 3/15/48 | 1,500 | 1,558 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.040% | 4/15/48 | 3,750 | 3,827 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.306% | 4/15/48 | 2,950 | 3,072 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.883% | 4/15/48 | 1,875 | 1,940 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 2.982% | 7/15/50 | 1,775 | 1,777 |
37
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 | 1,079 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.719% | 7/15/50 | 3,650 | 3,870 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.383% | 10/15/48 | 3,850 | 3,982 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.635% | 10/15/48 | 1,975 | 2,089 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.323% | 10/15/48 | 2,325 | 2,397 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.531% | 10/15/48 | 2,625 | 2,759 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.557% | 12/15/47 | 1,800 | 1,861 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.753% | 12/15/47 | 2,175 | 2,316 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.288% | 1/15/49 | 2,425 | 2,504 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.544% | 1/15/49 | 7,000 | 7,413 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.140% | 5/15/49 | 1,500 | 1,543 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.325% | 5/15/49 | 750 | 780 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 2.860% | 9/15/49 | 7,300 | 7,410 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 | 3.102% | 11/15/49 | 9,400 | 9,700 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.720% | 12/15/49 | 7,600 | 8,105 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.994% | 12/15/49 | 3,050 | 3,252 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.599% | 5/15/50 | 6,500 | 6,921 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.852% | 5/15/50 | 3,800 | 4,034 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.276% | 11/15/52 | 3,600 | 3,740 | ||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.536% | 11/15/52 | 5,250 | 5,572 | ||
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.244% | 3/15/45 | 6,000 | 6,096 | ||
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.773% | 3/15/45 | 1,800 | 1,846 | ||
4 | Morgan Stanley Capital I Trust 2015-UBS8 | 3.809% | 12/15/48 | 2,525 | 2,702 | ||
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.049% | 11/15/49 | 3,650 | 3,780 | ||
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.282% | 11/15/49 | 2,951 | 3,045 | ||
4 | Morgan Stanley Capital I Trust 2016-UB11 | 2.782% | 8/15/49 | 7,300 | 7,380 | ||
4 | Morgan Stanley Capital I Trust 2016-UB12 | 3.778% | 12/15/49 | 3,000 | 3,179 | ||
4 | Morgan Stanley Capital I Trust 2016-UBS12 | 3.596% | 12/15/49 | 7,350 | 7,838 | ||
4 | Morgan Stanley Capital I Trust 2017-H1 | 3.530% | 6/15/50 | 5,800 | 6,129 | ||
4 | Morgan Stanley Capital I Trust 2018-H4 | 4.310% | 12/15/51 | 10,000 | 11,184 | ||
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.417% | 6/15/52 | 11,660 | 12,302 | ||
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.700% | 6/15/52 | 1,450 | 1,519 | ||
4 | Morgan Stanley Capital I Trust 2019-L2 | 4.071% | 3/15/52 | 6,700 | 7,443 | ||
4 | Morgan Stanley Capital I Trust 2019-L3 | 3.127% | 11/15/29 | 8,415 | 8,687 |
38
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
7 | National Australia Bank Ltd. | 2.250% | 3/16/21 | 12,000 | 12,051 | ||
4 | Nissan Auto Lease Trust 2017-B | 2.050% | 9/15/20 | 319 | 319 | ||
4 | Nissan Auto Lease Trust 2017-B | 2.170% | 12/15/21 | 750 | 750 | ||
4 | Nissan Auto Receivables 2015-B Owner Trust | 1.790% | 1/17/22 | 117 | 117 | ||
4 | Nissan Auto Receivables 2015-C Owner Trust | 1.670% | 2/15/22 | 486 | 485 | ||
4 | Nissan Auto Receivables 2016-B Owner Trust | 1.540% | 10/17/22 | 2,500 | 2,496 | ||
4 | Nissan Auto Receivables 2016-C Owner Trust | 1.180% | 1/15/21 | 201 | 200 | ||
4 | Nissan Auto Receivables 2016-C Owner Trust | 1.380% | 1/17/23 | 2,650 | 2,644 | ||
4 | Nissan Auto Receivables 2017-B Owner Trust | 1.750% | 10/15/21 | 2,998 | 2,996 | ||
4 | Nissan Auto Receivables 2017-B Owner Trust | 1.950% | 10/16/23 | 2,848 | 2,848 | ||
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.650% | 5/16/22 | 5,231 | 5,251 | ||
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.890% | 6/17/24 | 4,025 | 4,090 | ||
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.500% | 11/15/23 | 5,850 | 5,910 | ||
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.540% | 12/15/25 | 1,455 | 1,477 | ||
4 | Nissan Auto Receivables 2019-C | 1.930% | 7/15/24 | 7,000 | 7,002 | ||
4 | Nissan Auto Receivables 2019-C | 1.950% | 5/15/26 | 1,650 | 1,643 | ||
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.094% | 2/1/26 | 1,459 | 1,487 | ||
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.506% | 8/1/28 | 975 | 1,029 | ||
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.814% | 2/1/35 | 2,200 | 2,393 | ||
Royal Bank of Canada | 2.100% | 10/14/20 | 35,000 | 35,016 | |||
Royal Bank of Canada | 2.300% | 3/22/21 | 5,000 | 5,025 | |||
4 | Santander Drive Auto Receivables Trust 2018-2 | 3.030% | 9/15/22 | 1,892 | 1,895 | ||
4 | Santander Drive Auto Receivables Trust 2018-2 | 3.350% | 7/17/23 | 2,425 | 2,448 | ||
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 2/15/22 | 21 | 21 | ||
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/22 | 1,450 | 1,452 | ||
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.510% | 8/15/23 | 2,725 | 2,754 | ||
4 | SG Commercial Mortgage Securities Trust 2016-C5 | 3.055% | 10/10/48 | 6,000 | 6,162 | ||
4 | Synchrony Card Issuance Trust 2018-A1 | 3.380% | 9/15/24 | 12,425 | 12,709 | ||
4 | Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 5/15/24 | 15,525 | 15,587 | ||
4 | Synchrony Credit Card Master Note Trust 2017-2 | 2.620% | 10/15/25 | 6,675 | 6,776 | ||
4 | Synchrony Credit Card Master Note Trust 2018-1 | 2.970% | 3/15/24 | 12,225 | 12,367 | ||
4 | Synchrony Credit Card Master Note Trust 2018-2 | 3.470% | 5/15/26 | 12,300 | 12,843 | ||
4 | TIAA Seasoned Commercial Mortgage Trust 2007-C4 | 5.503% | 8/15/39 | 1 | 1 | ||
7 | Toronto-Dominion Bank | 2.250% | 3/15/21 | 8,000 | 8,026 | ||
7 | Toronto-Dominion Bank | 2.500% | 1/18/22 | 10,000 | 10,124 | ||
4 | Toyota Auto Receivables 2016-B Owner Trust | 1.520% | 8/16/21 | 816 | 815 | ||
4 | Toyota Auto Receivables 2016-C Owner Trust | 1.320% | 11/15/21 | 1,186 | 1,184 | ||
4 | Toyota Auto Receivables 2017-B Owner Trust | 1.760% | 7/15/21 | 5,393 | 5,390 | ||
4 | Toyota Auto Receivables 2017-D Owner Trust | 1.930% | 1/18/22 | 7,478 | 7,478 | ||
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.350% | 5/16/22 | 5,434 | 5,448 |
39
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.520% | 5/15/23 | 2,850 | 2,873 | ||
4 | Toyota Auto Receivables 2018-B Owner Trust | 2.960% | 9/15/22 | 5,050 | 5,100 | ||
4 | Toyota Auto Receivables 2018-B Owner Trust | 3.110% | 11/15/23 | 900 | 919 | ||
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.460% | 6/15/50 | 7,800 | 8,274 | ||
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.724% | 6/15/50 | 3,400 | 3,568 | ||
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.487% | 8/15/50 | 5,850 | 6,168 | ||
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.740% | 8/15/50 | 1,550 | 1,616 | ||
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.426% | 8/15/50 | 6,975 | 7,342 | ||
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.739% | 8/15/50 | 2,900 | 3,052 | ||
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.301% | 10/15/50 | 4,700 | 4,933 | ||
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.563% | 10/15/50 | 5,875 | 6,270 | ||
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.836% | 10/15/50 | 2,594 | 2,735 | ||
4 | UBS Commercial Mortgage Trust 2017-C5 | 3.474% | 11/15/50 | 3,950 | 4,193 | ||
4 | UBS Commercial Mortgage Trust 2017-C7 | 3.679% | 12/15/50 | 5,700 | 6,108 | ||
4 | UBS Commercial Mortgage Trust 2017-C7 | 4.061% | 12/15/50 | 3,000 | 3,215 | ||
4 | UBS Commercial Mortgage Trust 2018-C11 | 4.241% | 6/15/51 | 11,000 | 12,201 | ||
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.296% | 8/15/51 | 10,215 | 11,499 | ||
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.587% | 8/15/51 | 4,000 | 4,462 | ||
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.208% | 10/15/51 | 2,700 | 2,858 | ||
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.334% | 10/15/51 | 9,825 | 11,096 | ||
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.585% | 10/15/51 | 1,750 | 1,954 | ||
4 | UBS Commercial Mortgage Trust 2018-C14 | 4.448% | 12/15/51 | 10,275 | 11,706 | ||
4 | UBS Commercial Mortgage Trust 2018-C15 | 4.341% | 12/15/51 | 9,400 | 10,516 | ||
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.720% | 2/15/51 | 6,125 | 6,609 | ||
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.983% | 2/15/51 | 12,225 | 13,415 | ||
4 | UBS Commercial Mortgage Trust 2018-C8 | 4.215% | 2/15/51 | 3,250 | 3,488 | ||
4 | UBS Commercial Mortgage Trust 2019-C16 | 3.605% | 4/15/52 | 4,200 | 4,472 | ||
4 | UBS Commercial Mortgage Trust 2019-C17 | 2.921% | 10/15/52 | 4,910 | 4,975 | ||
4 | UBS Commercial Mortgage Trust 2019-C18 | 3.378% | 12/15/52 | 1,700 | 1,731 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2012-C4 | 2.850% | 12/10/45 | 10,200 | 10,354 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2013-C5 | 3.185% | 3/10/46 | 2,870 | 2,945 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.244% | 4/10/46 | 4,765 | 4,892 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.469% | 4/10/46 | 700 | 722 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2018-C10 | 4.313% | 5/15/51 | 8,250 | 9,191 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2018-C9 | 4.117% | 3/15/51 | 12,300 | 13,637 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2019-C16 | 3.887% | 4/15/52 | 1,250 | 1,336 | ||
4 | UBS-Barclays Commercial Mortgage Trust 2019-C18 | 3.035% | 12/15/52 | 2,850 | 2,918 | ||
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.020% | 11/21/22 | 2,300 | 2,327 | ||
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.150% | 7/22/24 | 850 | 868 | ||
4 | Wells Fargo Commercial Mortgage Trust 2012-LC5 | 2.918% | 10/15/45 | 4,766 | 4,847 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 2.819% | 8/15/50 | 21 | 21 |
40
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.477% | 8/15/50 | 703 | 722 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.817% | 8/15/50 | 12,090 | 12,813 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 4.020% | 8/15/50 | 400 | 420 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 2.954% | 12/15/47 | 922 | 921 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.244% | 12/15/47 | 1,400 | 1,434 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.271% | 12/15/47 | 2,625 | 2,649 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.405% | 12/15/47 | 3,725 | 3,902 | ||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.808% | 12/15/47 | 1,875 | 1,957 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 2/15/48 | 3,750 | 3,822 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.166% | 2/15/48 | 2,075 | 2,152 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.580% | 2/15/48 | 1,500 | 1,562 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.540% | 5/15/48 | 5,425 | 5,731 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.872% | 5/15/48 | 1,040 | 1,087 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-C29 | 3.400% | 6/15/48 | 3,820 | 3,941 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 2.978% | 4/15/50 | 1,029 | 1,049 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.184% | 4/15/50 | 4,535 | 4,709 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.719% | 4/15/50 | 1,900 | 1,952 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.571% | 9/15/58 | 1,425 | 1,480 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.839% | 9/15/58 | 2,000 | 2,146 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 4.207% | 9/15/58 | 1,775 | 1,901 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.632% | 5/15/48 | 668 | 668 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.934% | 5/15/48 | 2,720 | 2,763 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 3.148% | 5/15/48 | 1,500 | 1,556 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.656% | 12/15/48 | 2,875 | 3,005 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.809% | 12/15/48 | 1,800 | 1,931 | ||
4 | Wells Fargo Commercial Mortgage Trust 2015-SG1 | 3.789% | 9/15/48 | 7,740 | 8,257 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 2.652% | 8/15/49 | 4,875 | 4,913 |
41
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 2.814% | 8/15/49 | 1,200 | 1,191 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.324% | 1/15/59 | 1,929 | 1,995 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.560% | 1/15/59 | 4,200 | 4,449 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C33 | 3.426% | 3/15/59 | 1,450 | 1,527 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C34 | 3.096% | 6/15/49 | 2,900 | 2,984 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-C37 | 3.794% | 12/15/49 | 2,900 | 3,132 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.825% | 10/15/49 | 3,275 | 3,338 | ||
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.942% | 10/15/49 | 5,654 | 5,804 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.453% | 7/15/50 | 16,255 | 17,235 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.665% | 7/15/50 | 4,606 | 4,829 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.418% | 9/15/50 | 7,000 | 7,397 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.702% | 9/15/50 | 3,900 | 4,102 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.317% | 10/15/50 | 3,925 | 4,088 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.581% | 10/15/50 | 5,900 | 6,300 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.854% | 10/15/50 | 1,575 | 1,664 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.472% | 11/15/50 | 9,900 | 10,495 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-RB1 | 3.635% | 3/15/50 | 10,000 | 10,701 | ||
4 | Wells Fargo Commercial Mortgage Trust 2017-RC1 | 3.631% | 1/15/60 | 15,300 | 16,361 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.012% | 3/15/51 | 12,275 | 13,469 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.152% | 3/15/51 | 2,125 | 2,295 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.212% | 5/15/51 | 8,200 | 9,126 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C45 | 4.184% | 6/15/51 | 13,000 | 14,457 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C46 | 4.152% | 8/15/51 | 10,600 | 11,766 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C49 | 4.023% | 3/15/52 | 10,450 | 11,540 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C50 | 3.729% | 5/15/52 | 6,075 | 6,583 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 3.143% | 8/15/52 | 3,775 | 3,788 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C53 | 3.040% | 10/15/52 | 8,225 | 8,458 |
42
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C54 | 3.146% | 12/15/52 | 4,975 | 5,157 | ||
4 | Wells Fargo Commercial Mortgage Trust 2018-C47 | 4.442% | 9/15/61 | 17,100 | 19,386 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C51 | 3.311% | 6/15/52 | 8,750 | 9,187 | ||
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 2.892% | 8/15/52 | 12,600 | 12,801 | ||
4 | WFRBS Commercial Mortgage Trust 2012- C10 | 2.875% | 12/15/45 | 8,500 | 8,641 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C6 | 3.440% | 4/15/45 | 4,275 | 4,348 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 3.431% | 6/15/45 | 3,511 | 3,601 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 4.090% | 6/15/45 | 2,200 | 2,274 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C8 | 3.001% | 8/15/45 | 1,600 | 1,628 | ||
4 | WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/45 | 2,880 | 2,926 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C11 | 3.071% | 3/15/45 | 2,414 | 2,469 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.198% | 3/15/48 | 1,045 | 1,074 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.560% | 3/15/48 | 495 | 510 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.001% | 5/15/45 | 2,154 | 2,202 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.345% | 5/15/45 | 421 | 433 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.337% | 6/15/46 | 3,250 | 3,358 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.488% | 6/15/46 | 1,725 | 1,778 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 3.720% | 8/15/46 | 512 | 525 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.153% | 8/15/46 | 2,640 | 2,797 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.358% | 8/15/46 | 660 | 697 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 3.963% | 9/15/46 | 1,164 | 1,204 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.415% | 9/15/46 | 1,520 | 1,628 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.668% | 9/15/46 | 2,530 | 2,703 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 3.558% | 12/15/46 | 575 | 591 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.023% | 12/15/46 | 925 | 981 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.255% | 12/15/46 | 725 | 773 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.788% | 12/15/46 | 725 | 779 |
43
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
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 | 1,508 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.162% | 12/15/46 | 7,268 | 7,765 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.387% | 12/15/46 | 375 | 401 | ||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.692% | 12/15/46 | 563 | 609 | ||
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 | 1,111 | ||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.079% | 3/15/46 | 1,475 | 1,566 | ||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.739% | 3/15/46 | 375 | 406 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.618% | 3/15/47 | 407 | 418 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.660% | 3/15/47 | 553 | 560 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.101% | 3/15/47 | 1,450 | 1,550 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.723% | 3/15/47 | 475 | 506 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.638% | 5/15/47 | 686 | 706 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.723% | 5/15/47 | 2,200 | 2,299 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.995% | 5/15/47 | 1,150 | 1,226 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 4.176% | 5/15/47 | 1,220 | 1,290 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C21 | 3.678% | 8/15/47 | 3,000 | 3,168 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 3.752% | 9/15/57 | 6,275 | 6,643 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 4.371% | 9/15/57 | 1,200 | 1,268 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.636% | 10/15/57 | 1,989 | 2,053 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.917% | 10/15/57 | 1,150 | 1,227 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 4.210% | 10/15/57 | 800 | 857 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.428% | 11/15/47 | 1,237 | 1,261 | ||
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.607% | 11/15/47 | 2,075 | 2,189 | ||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 2.862% | 3/15/47 | 18 | 18 | ||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 3.522% | 3/15/47 | 1,535 | 1,572 |
44
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.045% | 3/15/47 | 4,415 | 4,699 | ||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.351% | 3/15/47 | 1,840 | 1,948 | ||
4 | World Financial Network Credit Card Master Note Trust Series 2017-C | 2.310% | 8/15/24 | 6,375 | 6,385 | ||
4 | World Financial Network Credit Card Master Note Trust Series 2018-A | 3.070% | 12/16/24 | 8,050 | 8,136 | ||
4 | World Omni Auto Receivables Trust 2019-C | 1.960% | 12/16/24 | 5,050 | 5,048 | ||
4 | World Omni Auto Receivables Trust 2019-C | 2.030% | 12/15/25 | 1,400 | 1,398 | ||
4 | World Omni Automobile Lease Securitization Trust 2018-B | 3.190% | 12/15/21 | 5,770 | 5,837 | ||
4 | World Omni Automobile Lease Securitization Trust 2018-B | 3.300% | 3/15/24 | 2,500 | 2,541 | ||
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,773,790) | 4,914,471 | ||||||
Corporate Bonds (26.0%) | |||||||
Finance (8.1%) | |||||||
Banking (5.8%) | |||||||
Ally Financial Inc. | 4.250% | 4/15/21 | 5,000 | 5,125 | |||
Ally Financial Inc. | 4.125% | 2/13/22 | 5,030 | 5,187 | |||
Ally Financial Inc. | 3.875% | 5/21/24 | 4,000 | 4,180 | |||
Ally Financial Inc. | 5.125% | 9/30/24 | 6,065 | 6,679 | |||
Ally Financial Inc. | 4.625% | 3/30/25 | 5,000 | 5,406 | |||
Ally Financial Inc. | 8.000% | 11/1/31 | 23,200 | 32,045 | |||
American Express Co. | 3.000% | 2/22/21 | 6,000 | 6,061 | |||
American Express Co. | 3.375% | 5/17/21 | 8,000 | 8,146 | |||
American Express Co. | 3.700% | 11/5/21 | 7,229 | 7,445 | |||
American Express Co. | 2.500% | 8/1/22 | 7,800 | 7,887 | |||
American Express Co. | 2.650% | 12/2/22 | 12,750 | 12,988 | |||
American Express Co. | 3.400% | 2/27/23 | 25,100 | 26,004 | |||
American Express Co. | 3.700% | 8/3/23 | 10,100 | 10,629 | |||
American Express Co. | 3.400% | 2/22/24 | 10,000 | 10,446 | |||
American Express Co. | 2.500% | 7/30/24 | 6,000 | 6,062 | |||
American Express Co. | 3.000% | 10/30/24 | 37,355 | 38,552 | |||
American Express Co. | 3.625% | 12/5/24 | 19,560 | 20,622 | |||
American Express Co. | 3.125% | 5/20/26 | 8,000 | 8,300 | |||
American Express Co. | 4.050% | 12/3/42 | 1,040 | 1,219 | |||
American Express Credit Corp. | 2.250% | 5/5/21 | 19,270 | 19,359 | |||
American Express Credit Corp. | 2.700% | 3/3/22 | 26,325 | 26,741 | |||
American Express Credit Corp. | 3.300% | 5/3/27 | 9,975 | 10,613 | |||
Associated Bank NA | 3.500% | 8/13/21 | 3,100 | 3,155 | |||
Australia & New Zealand Banking Group Ltd. | 2.300% | 6/1/21 | 22,100 | 22,178 | |||
Australia & New Zealand Banking Group Ltd. | 2.550% | 11/23/21 | 5,900 | 5,962 | |||
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 4,250 | 4,311 | |||
Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 16,850 | 17,152 | |||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 9,425 | 10,126 | |||
Banco Santander SA | 3.125% | 2/23/23 | 10,000 | 10,203 | |||
Banco Santander SA | 3.848% | 4/12/23 | 6,000 | 6,241 | |||
Banco Santander SA | 2.706% | 6/27/24 | 2,800 | 2,836 | |||
Banco Santander SA | 5.179% | 11/19/25 | 14,700 | 16,341 | |||
Banco Santander SA | 4.250% | 4/11/27 | 16,175 | 17,394 | |||
Banco Santander SA | 3.800% | 2/23/28 | 10,000 | 10,486 | |||
Banco Santander SA | 4.379% | 4/12/28 | 10,600 | 11,567 |
45
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Bank of America Corp. | 2.625% | 4/19/21 | 11,370 | 11,470 | |||
4 | Bank of America Corp. | 2.369% | 7/21/21 | 15,125 | 15,157 | ||
4 | Bank of America Corp. | 2.328% | 10/1/21 | 21,000 | 21,026 | ||
4 | Bank of America Corp. | 2.738% | 1/23/22 | 12,800 | 12,892 | ||
4 | Bank of America Corp. | 3.499% | 5/17/22 | 13,350 | 13,600 | ||
Bank of America Corp. | 2.503% | 10/21/22 | 16,925 | 17,067 | |||
Bank of America Corp. | 3.300% | 1/11/23 | 51,050 | 52,794 | |||
4 | Bank of America Corp. | 3.124% | 1/20/23 | 4,130 | 4,202 | ||
4 | Bank of America Corp. | 2.881% | 4/24/23 | 20,625 | 20,910 | ||
4 | Bank of America Corp. | 2.816% | 7/21/23 | 32,600 | 33,048 | ||
Bank of America Corp. | 4.100% | 7/24/23 | 22,253 | 23,696 | |||
Bank of America Corp. | 3.004% | 12/20/23 | 88,813 | 90,753 | |||
Bank of America Corp. | 4.125% | 1/22/24 | 16,500 | 17,748 | |||
4 | Bank of America Corp. | 3.550% | 3/5/24 | 34,105 | 35,278 | ||
Bank of America Corp. | 4.000% | 4/1/24 | 20,780 | 22,241 | |||
4 | Bank of America Corp. | 3.864% | 7/23/24 | 2,000 | 2,104 | ||
Bank of America Corp. | 4.200% | 8/26/24 | 51,989 | 55,772 | |||
Bank of America Corp. | 4.000% | 1/22/25 | 51,950 | 55,224 | |||
4 | Bank of America Corp. | 3.458% | 3/15/25 | 20,000 | 20,818 | ||
Bank of America Corp. | 3.950% | 4/21/25 | 12,350 | 13,147 | |||
Bank of America Corp. | 3.875% | 8/1/25 | 5,000 | 5,360 | |||
4 | Bank of America Corp. | 3.093% | 10/1/25 | 26,100 | 26,884 | ||
4 | Bank of America Corp. | 2.456% | 10/22/25 | 11,675 | 11,713 | ||
4 | Bank of America Corp. | 3.366% | 1/23/26 | 18,450 | 19,241 | ||
Bank of America Corp. | 4.450% | 3/3/26 | 22,051 | 24,156 | |||
Bank of America Corp. | 3.500% | 4/19/26 | 21,565 | 22,818 | |||
Bank of America Corp. | 4.250% | 10/22/26 | 15,915 | 17,291 | |||
4 | Bank of America Corp. | 3.559% | 4/23/27 | 29,330 | 30,918 | ||
Bank of America Corp. | 3.248% | 10/21/27 | 27,300 | 28,327 | |||
Bank of America Corp. | 4.183% | 11/25/27 | 8,395 | 9,085 | |||
4 | Bank of America Corp. | 3.824% | 1/20/28 | 20,380 | 21,847 | ||
4 | Bank of America Corp. | 3.705% | 4/24/28 | 15,875 | 16,941 | ||
4 | Bank of America Corp. | 3.593% | 7/21/28 | 35,625 | 37,832 | ||
4 | Bank of America Corp. | 3.419% | 12/20/28 | 85,091 | 89,118 | ||
4 | Bank of America Corp. | 3.970% | 3/5/29 | 17,225 | 18,729 | ||
4 | Bank of America Corp. | 4.271% | 7/23/29 | 42,675 | 47,261 | ||
4 | Bank of America Corp. | 3.194% | 7/23/30 | 2,865 | 2,963 | ||
4 | Bank of America Corp. | 2.884% | 10/22/30 | 10,000 | 10,099 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 16,687 | 22,485 | |||
4 | Bank of America Corp. | 4.244% | 4/24/38 | 20,996 | 24,087 | ||
Bank of America Corp. | 7.750% | 5/14/38 | 16,790 | 26,400 | |||
4 | Bank of America Corp. | 4.078% | 4/23/40 | 18,480 | 20,960 | ||
Bank of America Corp. | 5.875% | 2/7/42 | 13,775 | 19,540 | |||
Bank of America Corp. | 5.000% | 1/21/44 | 19,410 | 25,347 | |||
Bank of America Corp. | 4.875% | 4/1/44 | 11,875 | 15,172 | |||
Bank of America Corp. | 4.750% | 4/21/45 | 2,875 | 3,495 | |||
4 | Bank of America Corp. | 4.443% | 1/20/48 | 6,475 | 7,881 | ||
4 | Bank of America Corp. | 3.946% | 1/23/49 | 10,575 | 11,983 | ||
4 | Bank of America Corp. | 4.330% | 3/15/50 | 20,600 | 24,705 | ||
Bank of America NA | 6.000% | 10/15/36 | 7,400 | 10,189 | |||
Bank of Montreal | 3.100% | 4/13/21 | 17,000 | 17,246 | |||
Bank of Montreal | 1.900% | 8/27/21 | 17,600 | 17,622 | |||
Bank of Montreal | 2.900% | 3/26/22 | 27,150 | 27,645 | |||
Bank of Montreal | 2.350% | 9/11/22 | 1,503 | 1,516 |
46
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Bank of Montreal | 2.550% | 11/6/22 | 3,628 | 3,686 | |||
Bank of Montreal | 3.300% | 2/5/24 | 9,900 | 10,307 | |||
Bank of Montreal | 2.500% | 6/28/24 | 8,700 | 8,773 | |||
4 | Bank of Montreal | 4.338% | 10/5/28 | 3,850 | 4,062 | ||
4 | Bank of Montreal | 3.803% | 12/15/32 | 24,675 | 25,755 | ||
Bank of New York Mellon Corp. | 2.050% | 5/3/21 | 10,400 | 10,426 | |||
Bank of New York Mellon Corp. | 3.550% | 9/23/21 | 3,150 | 3,235 | |||
Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 9,150 | 9,278 | |||
Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 38,570 | 39,587 | |||
Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 4,500 | 4,717 | |||
4 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 15,938 | 16,170 | ||
Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 8,000 | 8,381 | |||
Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 8,000 | 8,089 | |||
Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 1,100 | 1,165 | |||
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 2,875 | 3,028 | |||
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 7,422 | 7,787 | |||
Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 10,525 | 10,517 | |||
Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 200 | 208 | |||
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 3,075 | 3,154 | |||
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 4,500 | 4,514 | |||
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 12,900 | 13,550 | |||
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 6,200 | 6,588 | |||
4 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 6,975 | 7,366 | ||
Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 3,700 | 3,801 | |||
Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 10,150 | 10,581 | |||
Bank of Nova Scotia | 4.375% | 1/13/21 | 1,220 | 1,250 | |||
Bank of Nova Scotia | 2.800% | 7/21/21 | 16,580 | 16,811 | |||
Bank of Nova Scotia | 2.700% | 3/7/22 | 8,400 | 8,537 | |||
Bank of Nova Scotia | 2.000% | 11/15/22 | 3,750 | 3,754 | |||
Bank of Nova Scotia | 2.375% | 1/18/23 | 17,350 | 17,531 | |||
Bank of Nova Scotia | 3.400% | 2/11/24 | 10,000 | 10,450 | |||
Bank of Nova Scotia | 4.500% | 12/16/25 | 19,100 | 20,897 | |||
Bank of Nova Scotia | 2.700% | 8/3/26 | 23,425 | 23,802 | |||
Bank One Corp. | 7.625% | 10/15/26 | 875 | 1,123 | |||
Bank One Corp. | 8.000% | 4/29/27 | 2,500 | 3,303 | |||
Bank One Michigan | 8.250% | 11/1/24 | 6,000 | 7,475 | |||
Barclays Bank plc | 2.650% | 1/11/21 | 7,250 | 7,291 | |||
Barclays plc | 3.250% | 1/12/21 | 9,200 | 9,264 | |||
Barclays plc | 3.200% | 8/10/21 | 3,500 | 3,541 | |||
Barclays plc | 3.684% | 1/10/23 | 18,925 | 19,378 | |||
4 | Barclays plc | 4.610% | 2/15/23 | 17,800 | 18,556 | ||
4 | Barclays plc | 4.338% | 5/16/24 | 14,800 | 15,523 | ||
Barclays plc | 3.650% | 3/16/25 | 14,900 | 15,509 | |||
4 | Barclays plc | 3.932% | 5/7/25 | 7,900 | 8,298 | ||
Barclays plc | 4.375% | 1/12/26 | 17,200 | 18,622 | |||
Barclays plc | 4.337% | 1/10/28 | 9,800 | 10,500 | |||
4 | Barclays plc | 4.972% | 5/16/29 | 13,600 | 15,282 | ||
Barclays plc | 5.250% | 8/17/45 | 7,250 | 8,735 | |||
Barclays plc | 4.950% | 1/10/47 | 7,850 | 9,184 | |||
BBVA USA | 3.500% | 6/11/21 | 9,025 | 9,171 | |||
BBVA USA | 2.875% | 6/29/22 | 14,100 | 14,289 | |||
BNP Paribas SA | 5.000% | 1/15/21 | 24,204 | 24,913 | |||
BNP Paribas SA | 3.250% | 3/3/23 | 9,025 | 9,352 | |||
7 | BNP Paribas SA | 3.800% | 1/10/24 | 500 | 524 |
47
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
BNP Paribas SA | 4.250% | 10/15/24 | 3,600 | 3,834 | |||
BPCE SA | 2.650% | 2/3/21 | 5,275 | 5,307 | |||
BPCE SA | 2.750% | 12/2/21 | 13,750 | 13,948 | |||
7 | BPCE SA | 3.000% | 5/22/22 | 5,700 | 5,797 | ||
BPCE SA | 4.000% | 4/15/24 | 12,800 | 13,696 | |||
BPCE SA | 3.375% | 12/2/26 | 4,000 | 4,193 | |||
7 | BPCE SA | 3.250% | 1/11/28 | 275 | 286 | ||
Canadian Imperial Bank of Commerce | 2.700% | 2/2/21 | 9,200 | 9,268 | |||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 16,025 | 16,218 | |||
Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 8,000 | 8,397 | |||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 10,625 | 10,940 | |||
Capital One Bank USA NA | 3.375% | 2/15/23 | 15,110 | 15,565 | |||
Capital One Financial Corp. | 3.450% | 4/30/21 | 8,000 | 8,140 | |||
Capital One Financial Corp. | 4.750% | 7/15/21 | 445 | 463 | |||
Capital One Financial Corp. | 3.050% | 3/9/22 | 7,350 | 7,499 | |||
Capital One Financial Corp. | 3.200% | 1/30/23 | 22,000 | 22,621 | |||
Capital One Financial Corp. | 3.500% | 6/15/23 | 1,378 | 1,430 | |||
Capital One Financial Corp. | 3.900% | 1/29/24 | 4,000 | 4,243 | |||
Capital One Financial Corp. | 3.750% | 4/24/24 | 9,900 | 10,387 | |||
Capital One Financial Corp. | 3.300% | 10/30/24 | 14,194 | 14,643 | |||
Capital One Financial Corp. | 3.200% | 2/5/25 | 7,000 | 7,212 | |||
Capital One Financial Corp. | 4.250% | 4/30/25 | 3,350 | 3,644 | |||
Capital One Financial Corp. | 4.200% | 10/29/25 | 625 | 672 | |||
Capital One Financial Corp. | 3.750% | 7/28/26 | 12,700 | 13,313 | |||
Capital One Financial Corp. | 3.750% | 3/9/27 | 4,750 | 5,041 | |||
Capital One Financial Corp. | 3.800% | 1/31/28 | 19,950 | 21,430 | |||
Capital One NA | 2.950% | 7/23/21 | 19,500 | 19,772 | |||
Capital One NA | 2.250% | 9/13/21 | 7,600 | 7,624 | |||
Capital One NA | 2.650% | 8/8/22 | 11,900 | 12,075 | |||
Citibank NA | 2.850% | 2/12/21 | 8,900 | 8,972 | |||
Citibank NA | 3.400% | 7/23/21 | 12,725 | 12,980 | |||
4 | Citibank NA | 3.165% | 2/19/22 | 33,525 | 33,940 | ||
4 | Citibank NA | 2.844% | 5/20/22 | 11,000 | 11,135 | ||
Citigroup Inc. | 2.700% | 3/30/21 | 25,720 | 25,906 | |||
Citigroup Inc. | 2.350% | 8/2/21 | 7,850 | 7,889 | |||
Citigroup Inc. | 2.900% | 12/8/21 | 35,350 | 35,876 | |||
Citigroup Inc. | 4.500% | 1/14/22 | 13,675 | 14,324 | |||
Citigroup Inc. | 2.750% | 4/25/22 | 21,100 | 21,440 | |||
Citigroup Inc. | 4.050% | 7/30/22 | 9,500 | 9,925 | |||
Citigroup Inc. | 2.700% | 10/27/22 | 5,000 | 5,080 | |||
4 | Citigroup Inc. | 2.312% | 11/4/22 | 13,025 | 13,058 | ||
4 | Citigroup Inc. | 3.142% | 1/24/23 | 22,000 | 22,371 | ||
Citigroup Inc. | 3.375% | 3/1/23 | 1,925 | 1,991 | |||
Citigroup Inc. | 3.500% | 5/15/23 | 22,865 | 23,699 | |||
4 | Citigroup Inc. | 2.876% | 7/24/23 | 13,675 | 13,907 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 25,880 | 27,480 | |||
4 | Citigroup Inc. | 4.044% | 6/1/24 | 5,000 | 5,292 | ||
Citigroup Inc. | 3.750% | 6/16/24 | 2,400 | 2,548 | |||
Citigroup Inc. | 4.000% | 8/5/24 | 5,525 | 5,892 | |||
Citigroup Inc. | 3.875% | 3/26/25 | 11,325 | 11,935 | |||
4 | Citigroup Inc. | 3.352% | 4/24/25 | 11,900 | 12,376 | ||
Citigroup Inc. | 3.300% | 4/27/25 | 1,950 | 2,046 | |||
Citigroup Inc. | 4.400% | 6/10/25 | 39,525 | 42,932 |
48
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Citigroup Inc. | 5.500% | 9/13/25 | 9,400 | 10,732 | |||
Citigroup Inc. | 3.700% | 1/12/26 | 7,702 | 8,194 | |||
Citigroup Inc. | 4.600% | 3/9/26 | 24,650 | 27,151 | |||
Citigroup Inc. | 3.400% | 5/1/26 | 10,250 | 10,708 | |||
Citigroup Inc. | 3.200% | 10/21/26 | 31,250 | 32,328 | |||
Citigroup Inc. | 4.300% | 11/20/26 | 7,850 | 8,530 | |||
Citigroup Inc. | 4.450% | 9/29/27 | 35,500 | 39,036 | |||
4 | Citigroup Inc. | 3.887% | 1/10/28 | 25,625 | 27,462 | ||
Citigroup Inc. | 6.625% | 1/15/28 | 25 | 31 | |||
4 | Citigroup Inc. | 3.668% | 7/24/28 | 48,950 | 51,981 | ||
Citigroup Inc. | 4.125% | 7/25/28 | 600 | 651 | |||
4 | Citigroup Inc. | 3.520% | 10/27/28 | 49,825 | 52,318 | ||
4 | Citigroup Inc. | 4.075% | 4/23/29 | 4,964 | 5,428 | ||
4 | Citigroup Inc. | 3.980% | 3/20/30 | 8,325 | 9,095 | ||
4 | Citigroup Inc. | 2.976% | 11/5/30 | 19,100 | 19,395 | ||
Citigroup Inc. | 6.625% | 6/15/32 | 225 | 301 | |||
Citigroup Inc. | 5.875% | 2/22/33 | 3,000 | 3,675 | |||
Citigroup Inc. | 6.000% | 10/31/33 | 5,485 | 7,053 | |||
Citigroup Inc. | 6.125% | 8/25/36 | 10,418 | 13,476 | |||
4 | Citigroup Inc. | 3.878% | 1/24/39 | 11,125 | 12,171 | ||
Citigroup Inc. | 8.125% | 7/15/39 | 17,836 | 29,771 | |||
Citigroup Inc. | 5.875% | 1/30/42 | 13,339 | 18,809 | |||
Citigroup Inc. | 6.675% | 9/13/43 | 4,600 | 6,715 | |||
Citigroup Inc. | 4.950% | 11/7/43 | 8,250 | 9,059 | |||
Citigroup Inc. | 5.300% | 5/6/44 | 6,200 | 7,860 | |||
Citigroup Inc. | 4.650% | 7/30/45 | 7,275 | 8,936 | |||
Citigroup Inc. | 4.750% | 5/18/46 | 22,955 | 27,483 | |||
4 | Citigroup Inc. | 4.281% | 4/24/48 | 1,850 | 2,174 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 11,995 | 14,954 | |||
Citizens Bank NA | 2.550% | 5/13/21 | 550 | 553 | |||
Citizens Bank NA | 2.650% | 5/26/22 | 5,600 | 5,677 | |||
Citizens Bank NA | 3.700% | 3/29/23 | 9,000 | 9,403 | |||
Citizens Bank NA | 3.250% | 2/14/22 | 12,000 | 12,283 | |||
Citizens Bank NA | 3.750% | 2/18/26 | 3,900 | 4,165 | |||
Citizens Financial Group Inc. | 2.375% | 7/28/21 | 1,000 | 1,002 | |||
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 3,950 | 4,240 | |||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 950 | 965 | |||
Comerica Bank | 4.000% | 7/27/25 | 2,975 | 3,182 | |||
Comerica Inc. | 3.700% | 7/31/23 | 19,887 | 20,874 | |||
Comerica Inc. | 3.800% | 7/22/26 | 850 | 895 | |||
Comerica Inc. | 4.000% | 2/1/29 | 300 | 326 | |||
7 | Commonwealth Bank of Australia | 2.750% | 3/10/22 | 10,600 | 10,779 | ||
7 | Commonwealth Bank of Australia | 3.350% | 6/4/24 | 40,150 | 41,963 | ||
7 | Commonwealth Bank of Australia | 2.625% | 9/6/26 | 500 | 503 | ||
Cooperatieve Rabobank UA | 4.500% | 1/11/21 | 2,040 | 2,090 | |||
Cooperatieve Rabobank UA | 2.500% | 1/19/21 | 35,700 | 35,866 | |||
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 14,500 | 14,705 | |||
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 19,821 | 20,640 | |||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 20,828 | 21,727 | |||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 13,410 | 14,538 | |||
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 7,592 | 8,022 | |||
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 11,625 | 12,574 | |||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 7,725 | 8,042 | |||
Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 9,855 | 13,413 |
49
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 7,925 | 10,426 | |||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 15,873 | 19,934 | |||
Credit Suisse AG | 3.000% | 10/29/21 | 12,050 | 12,273 | |||
Credit Suisse AG | 2.100% | 11/12/21 | 6,900 | 6,916 | |||
Credit Suisse AG | 3.625% | 9/9/24 | 20,492 | 21,755 | |||
7 | Credit Suisse Group AG | 3.574% | 1/9/23 | 17,625 | 18,086 | ||
7 | Credit Suisse Group AG | 4.282% | 1/9/28 | 5,700 | 6,173 | ||
Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/20 | 8,100 | 8,172 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.450% | 4/16/21 | 25,505 | 25,885 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 18,250 | 18,968 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 6/9/23 | 18,815 | 19,683 | |||
Credit Suisse Group Funding Guernsey Ltd. | 3.750% | 3/26/25 | 23,150 | 24,465 | |||
Credit Suisse Group Funding Guernsey Ltd. | 4.550% | 4/17/26 | 9,950 | 11,034 | |||
Credit Suisse Group Funding Guernsey Ltd. | 4.875% | 5/15/45 | 15,550 | 19,534 | |||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 4,791 | 7,025 | |||
7 | Danske Bank A/S | 2.800% | 3/10/21 | 200 | 201 | ||
Deutsche Bank AG | 3.125% | 1/13/21 | 5,975 | 5,988 | |||
Deutsche Bank AG | 3.150% | 1/22/21 | 15,800 | 15,864 | |||
Deutsche Bank AG | 3.375% | 5/12/21 | 1,675 | 1,686 | |||
Deutsche Bank AG | 4.250% | 10/14/21 | 20,575 | 21,151 | |||
Deutsche Bank AG | 3.300% | 11/16/22 | 5,900 | 5,958 | |||
Deutsche Bank AG | 3.950% | 2/27/23 | 15,000 | 15,335 | |||
Deutsche Bank AG | 4.100% | 1/13/26 | 3,475 | 3,544 | |||
Deutsche Bank AG | 3.700% | 5/30/24 | 7,800 | 7,961 | |||
Deutsche Bank AG | 4.250% | 2/4/21 | 13,550 | 13,731 | |||
Deutsche Bank AG | 5.000% | 2/14/22 | 3,425 | 3,575 | |||
4 | Deutsche Bank AG | 3.961% | 11/26/25 | 25,000 | 25,509 | ||
Discover Bank | 3.200% | 8/9/21 | 1,400 | 1,422 | |||
Discover Bank | 3.350% | 2/6/23 | 9,300 | 9,574 | |||
Discover Bank | 4.200% | 8/8/23 | 9,475 | 10,065 | |||
Discover Bank | 2.450% | 9/12/24 | 6,400 | 6,366 | |||
Discover Bank | 4.250% | 3/13/26 | 2,175 | 2,349 | |||
Discover Bank | 3.450% | 7/27/26 | 6,250 | 6,482 | |||
4 | Discover Bank | 4.682% | 8/9/28 | 3,000 | 3,130 | ||
Discover Bank | 4.650% | 9/13/28 | 6,400 | 7,174 | |||
Discover Financial Services | 5.200% | 4/27/22 | 1,050 | 1,119 | |||
Discover Financial Services | 3.850% | 11/21/22 | 5,630 | 5,881 | |||
Discover Financial Services | 3.950% | 11/6/24 | 15,800 | 16,744 | |||
Discover Financial Services | 3.750% | 3/4/25 | 5,090 | 5,372 | |||
Discover Financial Services | 4.500% | 1/30/26 | 6,600 | 7,218 | |||
Discover Financial Services | 4.100% | 2/9/27 | 5,300 | 5,681 | |||
Fifth Third Bancorp | 3.500% | 3/15/22 | 7,725 | 7,957 | |||
Fifth Third Bancorp | 4.300% | 1/16/24 | 7,050 | 7,562 | |||
Fifth Third Bancorp | 3.650% | 1/25/24 | 38,138 | 40,118 | |||
Fifth Third Bancorp | 2.375% | 1/28/25 | 6,075 | 6,071 | |||
Fifth Third Bancorp | 3.950% | 3/14/28 | 4,400 | 4,832 | |||
Fifth Third Bancorp | 8.250% | 3/1/38 | 9,138 | 14,048 | |||
Fifth Third Bank | 2.250% | 6/14/21 | 16,300 | 16,364 | |||
Fifth Third Bank | 3.350% | 7/26/21 | 5,625 | 5,742 | |||
Fifth Third Bank | 3.950% | 7/28/25 | 10,900 | 11,820 | |||
Fifth Third Bank | 3.850% | 3/15/26 | 10,500 | 11,154 | |||
First Horizon National Corp. | 3.500% | 12/15/20 | 4,350 | 4,395 | |||
First Republic Bank | 2.500% | 6/6/22 | 9,800 | 9,889 | |||
First Republic Bank | 4.375% | 8/1/46 | 1,450 | 1,570 |
50
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
First Republic Bank | 4.625% | 2/13/47 | 2,675 | 3,089 | |||
FirstMerit Bank NA | 4.270% | 11/25/26 | 2,150 | 2,303 | |||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 9,435 | 12,254 | |||
Goldman Sachs Group Inc. | 2.600% | 12/27/20 | 500 | 501 | |||
Goldman Sachs Group Inc. | 2.875% | 2/25/21 | 21,272 | 21,472 | |||
Goldman Sachs Group Inc. | 2.625% | 4/25/21 | 10,250 | 10,321 | |||
Goldman Sachs Group Inc. | 5.250% | 7/27/21 | 31,736 | 33,270 | |||
Goldman Sachs Group Inc. | 2.350% | 11/15/21 | 8,650 | 8,680 | |||
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 25,144 | 26,908 | |||
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 36,520 | 37,000 | |||
4 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 28,525 | 28,869 | ||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 24,634 | 25,574 | |||
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 33,840 | 34,791 | |||
4 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 25,000 | 25,389 | ||
4 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 23,625 | 23,991 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 32,500 | 34,111 | |||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 29,950 | 31,802 | |||
Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 7,878 | 8,307 | |||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 19,080 | 20,028 | |||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 9,029 | 9,556 | |||
4 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 38,685 | 39,924 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 3,750 | 4,066 | |||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 21,600 | 22,881 | |||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 33,115 | 34,539 | |||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 3,845 | 4,589 | |||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 22,750 | 24,184 | |||
4 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 28,075 | 29,779 | ||
4 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 60,359 | 64,572 | ||
4 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 25,275 | 27,766 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 8,400 | 11,112 | |||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 48,874 | 67,745 | |||
4 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 23,600 | 25,522 | ||
4 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 25,985 | 29,488 | ||
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 18,091 | 25,251 | |||
Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 31,575 | 38,216 | |||
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 22,625 | 27,694 | |||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 2,200 | 2,680 | |||
HSBC Bank USA NA | 7.000% | 1/15/39 | 7,726 | 11,262 | |||
HSBC Holdings plc | 3.400% | 3/8/21 | 30,973 | 31,433 | |||
HSBC Holdings plc | 5.100% | 4/5/21 | 14,670 | 15,198 | |||
HSBC Holdings plc | 2.950% | 5/25/21 | 30,225 | 30,590 | |||
HSBC Holdings plc | 2.650% | 1/5/22 | 33,405 | 33,769 | |||
HSBC Holdings plc | 4.875% | 1/14/22 | 1,895 | 1,997 | |||
HSBC Holdings plc | 4.000% | 3/30/22 | 6,080 | 6,326 | |||
4 | HSBC Holdings plc | 3.262% | 3/13/23 | 26,875 | 27,460 | ||
HSBC Holdings plc | 3.600% | 5/25/23 | 25,300 | 26,311 | |||
4 | HSBC Holdings plc | 3.033% | 11/22/23 | 7,950 | 8,113 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 10,600 | 11,249 | |||
4 | HSBC Holdings plc | 3.950% | 5/18/24 | 34,900 | 36,598 | ||
4 | HSBC Holdings plc | 3.803% | 3/11/25 | 34,125 | 35,813 | ||
4 | HSBC Holdings plc | 2.633% | 11/7/25 | 14,200 | 14,167 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 35,305 | 38,358 | |||
HSBC Holdings plc | 3.900% | 5/25/26 | 23,300 | 24,806 | |||
4 | HSBC Holdings plc | 4.292% | 9/12/26 | 43,400 | 46,610 |
51
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 21,300 | 23,032 | |||
4 | HSBC Holdings plc | 4.041% | 3/13/28 | 25,200 | 26,886 | ||
4 | HSBC Holdings plc | 4.583% | 6/19/29 | 19,600 | 21,866 | ||
4 | HSBC Holdings plc | 3.973% | 5/22/30 | 11,407 | 12,253 | ||
HSBC Holdings plc | 7.625% | 5/17/32 | 575 | 795 | |||
HSBC Holdings plc | 7.350% | 11/27/32 | 600 | 832 | |||
HSBC Holdings plc | 6.500% | 5/2/36 | 13,965 | 18,986 | |||
HSBC Holdings plc | 6.500% | 9/15/37 | 28,615 | 39,027 | |||
HSBC Holdings plc | 6.800% | 6/1/38 | 5,553 | 7,897 | |||
HSBC Holdings plc | 6.100% | 1/14/42 | 3,325 | 4,716 | |||
HSBC Holdings plc | 5.250% | 3/14/44 | 25,750 | 32,594 | |||
HSBC USA Inc. | 3.500% | 6/23/24 | 11,475 | 12,141 | |||
Huntington Bancshares Inc. | 7.000% | 12/15/20 | 6,800 | 7,101 | |||
Huntington Bancshares Inc. | 3.150% | 3/14/21 | 9,700 | 9,803 | |||
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 1,500 | 1,506 | |||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 3,750 | 4,038 | |||
Huntington National Bank | 3.250% | 5/14/21 | 12,500 | 12,703 | |||
Huntington National Bank | 3.125% | 4/1/22 | 4,500 | 4,588 | |||
Huntington National Bank | 2.500% | 8/7/22 | 10,000 | 10,112 | |||
Huntington National Bank | 3.550% | 10/6/23 | 5,700 | 5,967 | |||
ING Groep NV | 3.150% | 3/29/22 | 3,050 | 3,113 | |||
ING Groep NV | 4.100% | 10/2/23 | 17,000 | 18,022 | |||
ING Groep NV | 3.550% | 4/9/24 | 5,300 | 5,548 | |||
ING Groep NV | 3.950% | 3/29/27 | 10,500 | 11,290 | |||
ING Groep NV | 4.550% | 10/2/28 | 10,800 | 12,245 | |||
ING Groep NV | 4.050% | 4/9/29 | 10,160 | 11,139 | |||
JPMorgan Chase & Co. | 2.550% | 3/1/21 | 18,315 | 18,418 | |||
JPMorgan Chase & Co. | 4.625% | 5/10/21 | 1,140 | 1,181 | |||
JPMorgan Chase & Co. | 2.400% | 6/7/21 | 9,500 | 9,559 | |||
JPMorgan Chase & Co. | 2.295% | 8/15/21 | 47,400 | 47,483 | |||
JPMorgan Chase & Co. | 4.350% | 8/15/21 | 16,115 | 16,714 | |||
JPMorgan Chase & Co. | 4.500% | 1/24/22 | 31,150 | 32,666 | |||
4 | JPMorgan Chase & Co. | 3.514% | 6/18/22 | 12,625 | 12,892 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 24,350 | 25,166 | |||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 13,995 | 14,268 | |||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 17,125 | 17,663 | |||
4 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 14,900 | 15,224 | ||
4 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 15,450 | 15,633 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 15,300 | 15,883 | |||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 18,475 | 18,815 | |||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 23,170 | 24,782 | |||
4 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 46,855 | 48,833 | ||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 18,566 | 19,622 | |||
4 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 6,025 | 6,348 | ||
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 73,814 | 78,944 | |||
4 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 13,000 | 13,851 | ||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 23,895 | 24,925 | |||
4 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 25,850 | 26,704 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 23,341 | 25,180 | |||
4 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 10,000 | 9,988 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 23,000 | 24,107 | |||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 17,100 | 17,801 | |||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 34,625 | 35,589 | |||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 28,750 | 31,456 |
52
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 14,875 | 16,096 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 10,100 | 11,166 | |||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 9,750 | 10,238 | |||
4 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 29,075 | 31,226 | ||
4 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 17,450 | 18,483 | ||
4 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 38,350 | 40,645 | ||
4 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 13,930 | 15,248 | ||
4 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 39,900 | 44,425 | ||
4 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 29,300 | 33,332 | ||
4 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 450 | 485 | ||
JPMorgan Chase & Co. | 8.750% | 9/1/30 | 240 | 350 | |||
4 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 10,000 | 10,000 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 11,465 | 16,532 | |||
4 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 32,050 | 35,440 | ||
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 29,469 | 39,394 | |||
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 5,442 | 7,450 | |||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 4,075 | 5,511 | |||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 14,010 | 18,789 | |||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 1,000 | 1,279 | |||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 10,600 | 13,351 | |||
4 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 24,500 | 28,713 | ||
4 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 16,950 | 19,196 | ||
4 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 38,450 | 43,113 | ||
4 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 17,870 | 19,987 | ||
KeyBank NA | 3.350% | 6/15/21 | 3,275 | 3,343 | |||
KeyBank NA | 2.500% | 11/22/21 | 11,000 | 11,122 | |||
KeyBank NA | 2.400% | 6/9/22 | 1,550 | 1,567 | |||
KeyBank NA | 2.300% | 9/14/22 | 9,550 | 9,643 | |||
KeyBank NA | 3.375% | 3/7/23 | 4,000 | 4,157 | |||
KeyBank NA | 3.300% | 6/1/25 | 1,125 | 1,185 | |||
KeyBank NA | 3.400% | 5/20/26 | 2,000 | 2,075 | |||
4 | KeyBank NA | 3.180% | 10/15/27 | 2,625 | 2,678 | ||
KeyBank NA | 6.950% | 2/1/28 | 500 | 631 | |||
KeyCorp | 5.100% | 3/24/21 | 9,090 | 9,427 | |||
KeyCorp | 4.150% | 10/29/25 | 6,750 | 7,387 | |||
KeyCorp | 4.100% | 4/30/28 | 18,000 | 19,640 | |||
KeyCorp | 2.550% | 10/1/29 | 6,400 | 6,258 | |||
Lloyds Bank plc | 6.375% | 1/21/21 | 5,300 | 5,514 | |||
Lloyds Banking Group plc | 3.000% | 1/11/22 | 5,340 | 5,421 | |||
4 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 10,675 | 10,777 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 34,800 | 36,721 | |||
4 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 18,670 | 18,940 | ||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 8,500 | 8,956 | |||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 8,300 | 8,849 | |||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 7,000 | 7,628 | |||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 29,946 | 32,316 | |||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 12,514 | 13,544 | |||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 9,750 | 10,229 | |||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 22,510 | 24,781 | |||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 7,150 | 7,984 | |||
4 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 21,225 | 22,075 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 2,925 | 3,553 | |||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 17,750 | 19,177 | |||
M&T Bank Corp. | 3.550% | 7/26/23 | 4,500 | 4,729 |
53
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Manufacturers & Traders Trust Co. | 2.625% | 1/25/21 | 13,200 | 13,257 | |||
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 7,195 | 7,393 | |||
Mitsubishi UFJ Financial Group Inc. | 2.950% | 3/1/21 | 12,044 | 12,162 | |||
Mitsubishi UFJ Financial Group Inc. | 3.535% | 7/26/21 | 5,800 | 5,930 | |||
Mitsubishi UFJ Financial Group Inc. | 2.190% | 9/13/21 | 17,150 | 17,175 | |||
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 11,625 | 11,838 | |||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 23,000 | 23,536 | |||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 27,675 | 28,031 | |||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 7,000 | 7,100 | |||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 12,780 | 13,242 | |||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 20,000 | 21,008 | |||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,000 | 3,020 | |||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 28,000 | 29,194 | |||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 14,800 | 15,070 | |||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 11,160 | 11,859 | |||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 6,550 | 7,026 | |||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 4,500 | 4,528 | |||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 8,619 | 9,148 | |||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 25,550 | 26,476 | |||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 13,650 | 14,820 | |||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 4,870 | 5,369 | |||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 16,950 | 18,205 | |||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 14,225 | 14,707 | |||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 2,850 | 3,278 | |||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 11,450 | 12,543 | |||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 3,175 | 3,306 | |||
4 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 17,775 | 17,946 | ||
4 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 12,650 | 13,264 | ||
4 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 17,775 | 17,926 | ||
4 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 4,275 | 4,264 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 23,350 | 25,413 | |||
4 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 5,600 | 6,199 | ||
4 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 27,200 | 27,775 | ||
4 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 4,275 | 4,302 | ||
Morgan Stanley | 5.750% | 1/25/21 | 12,940 | 13,415 | |||
Morgan Stanley | 2.500% | 4/21/21 | 25,300 | 25,411 | |||
Morgan Stanley | 5.500% | 7/28/21 | 3,275 | 3,447 | |||
Morgan Stanley | 2.625% | 11/17/21 | 10,435 | 10,552 | |||
Morgan Stanley | 2.750% | 5/19/22 | 32,475 | 33,041 | |||
Morgan Stanley | 4.875% | 11/1/22 | 16,525 | 17,695 | |||
Morgan Stanley | 3.125% | 1/23/23 | 25,025 | 25,703 | |||
Morgan Stanley | 3.750% | 2/25/23 | 42,140 | 44,011 | |||
Morgan Stanley | 4.100% | 5/22/23 | 20,525 | 21,600 | |||
4 | Morgan Stanley | 3.737% | 4/24/24 | 9,150 | 9,528 | ||
Morgan Stanley | 3.875% | 4/29/24 | 26,540 | 28,153 | |||
Morgan Stanley | 3.700% | 10/23/24 | 25,302 | 26,802 | |||
Morgan Stanley | 4.000% | 7/23/25 | 46,975 | 50,801 | |||
Morgan Stanley | 5.000% | 11/24/25 | 25,290 | 28,397 | |||
Morgan Stanley | 3.875% | 1/27/26 | 28,029 | 30,064 | |||
Morgan Stanley | 3.125% | 7/27/26 | 37,700 | 38,805 | |||
Morgan Stanley | 6.250% | 8/9/26 | 9,650 | 11,716 | |||
Morgan Stanley | 4.350% | 9/8/26 | 19,070 | 20,818 | |||
Morgan Stanley | 3.625% | 1/20/27 | 16,785 | 17,822 | |||
Morgan Stanley | 3.950% | 4/23/27 | 5,255 | 5,618 |
54
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Morgan Stanley | 3.591% | 7/22/28 | 40,765 | 43,186 | ||
4 | Morgan Stanley | 3.772% | 1/24/29 | 19,225 | 20,651 | ||
4 | Morgan Stanley | 4.431% | 1/23/30 | 19,537 | 22,047 | ||
Morgan Stanley | 7.250% | 4/1/32 | 7,000 | 10,048 | |||
4 | Morgan Stanley | 3.971% | 7/22/38 | 1,850 | 2,052 | ||
4 | Morgan Stanley | 4.457% | 4/22/39 | 18,825 | 22,156 | ||
Morgan Stanley | 6.375% | 7/24/42 | 28,425 | 41,849 | |||
Morgan Stanley | 4.300% | 1/27/45 | 34,625 | 40,660 | |||
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 5,600 | 5,795 | |||
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 3,700 | 3,759 | |||
MUFG Union Bank NA | 3.150% | 4/1/22 | 31,800 | 32,513 | |||
MUFG Union Bank NA | 2.100% | 12/9/22 | 19,290 | 19,329 | |||
National Australia Bank Ltd. | 2.500% | 1/12/21 | 300 | 301 | |||
National Australia Bank Ltd. | 2.625% | 1/14/21 | 4,000 | 4,023 | |||
National Australia Bank Ltd. | 1.875% | 7/12/21 | 5,500 | 5,493 | |||
National Australia Bank Ltd. | 3.375% | 9/20/21 | 8,750 | 8,961 | |||
National Australia Bank Ltd. | 3.700% | 11/4/21 | 6,000 | 6,191 | |||
National Australia Bank Ltd. | 2.800% | 1/10/22 | 3,250 | 3,301 | |||
National Australia Bank Ltd. | 2.500% | 5/22/22 | 15,800 | 15,988 | |||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 3,200 | 3,277 | |||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 12,000 | 12,555 | |||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 3,350 | 3,510 | |||
National Australia Bank Ltd. | 2.500% | 7/12/26 | 12,175 | 12,222 | |||
Northern Trust Corp. | 2.375% | 8/2/22 | 5,480 | 5,527 | |||
Northern Trust Corp. | 3.950% | 10/30/25 | 8,750 | 9,419 | |||
Northern Trust Corp. | 3.650% | 8/3/28 | 3,425 | 3,700 | |||
Northern Trust Corp. | 3.150% | 5/3/29 | 4,200 | 4,421 | |||
4 | Northern Trust Corp. | 3.375% | 5/8/32 | 4,950 | 5,016 | ||
People’s United Bank NA | 4.000% | 7/15/24 | 3,000 | 3,122 | |||
People’s United Financial Inc. | 3.650% | 12/6/22 | 5,695 | 5,915 | |||
PNC Bank NA | 2.500% | 1/22/21 | 2,400 | 2,411 | |||
PNC Bank NA | 2.150% | 4/29/21 | 15,000 | 15,030 | |||
PNC Bank NA | 2.550% | 12/9/21 | 17,100 | 17,242 | |||
PNC Bank NA | 2.625% | 2/17/22 | 20,800 | 21,015 | |||
PNC Bank NA | 2.450% | 7/28/22 | 925 | 934 | |||
PNC Bank NA | 2.700% | 11/1/22 | 16,088 | 16,242 | |||
4 | PNC Bank NA | 2.028% | 12/9/22 | 6,440 | 6,445 | ||
PNC Bank NA | 2.950% | 1/30/23 | 4,500 | 4,591 | |||
PNC Bank NA | 3.300% | 10/30/24 | 3,850 | 4,004 | |||
PNC Bank NA | 2.950% | 2/23/25 | 5,750 | 5,880 | |||
PNC Bank NA | 3.250% | 6/1/25 | 4,550 | 4,765 | |||
PNC Bank NA | 4.200% | 11/1/25 | 4,625 | 5,027 | |||
PNC Bank NA | 3.100% | 10/25/27 | 275 | 287 | |||
PNC Bank NA | 3.250% | 1/22/28 | 10,775 | 11,312 | |||
PNC Bank NA | 4.050% | 7/26/28 | 5,750 | 6,312 | |||
PNC Bank NA | 2.700% | 10/22/29 | 3,500 | 3,479 | |||
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 5,300 | 5,392 | |||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 27,050 | 28,391 | |||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 17,900 | 18,811 | |||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 19,075 | 19,711 | |||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 13,400 | 14,239 | |||
PNC Funding Corp. | 3.300% | 3/8/22 | 2,740 | 2,814 | |||
Regions Bank | 2.750% | 4/1/21 | 4,700 | 4,733 | |||
Regions Bank | 6.450% | 6/26/37 | 1,229 | 1,578 |
55
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Regions Bank | 3.374% | 8/13/21 | 5,950 | 5,995 | ||
Regions Financial Corp. | 2.750% | 8/14/22 | 2,625 | 2,670 | |||
Regions Financial Corp. | 3.800% | 8/14/23 | 7,000 | 7,380 | |||
Regions Financial Corp. | 7.375% | 12/10/37 | 7,000 | 9,890 | |||
Royal Bank of Canada | 2.500% | 1/19/21 | 5,000 | 5,022 | |||
Royal Bank of Canada | 3.200% | 4/30/21 | 25,100 | 25,545 | |||
Royal Bank of Canada | 2.750% | 2/1/22 | 13,000 | 13,215 | |||
Royal Bank of Canada | 2.800% | 4/29/22 | 14,000 | 14,265 | |||
Royal Bank of Canada | 3.700% | 10/5/23 | 8,800 | 9,279 | |||
Royal Bank of Canada | 2.550% | 7/16/24 | 7,800 | 7,916 | |||
Royal Bank of Canada | 2.250% | 11/1/24 | 35,000 | 35,162 | |||
Royal Bank of Canada | 4.650% | 1/27/26 | 6,400 | 7,104 | |||
Royal Bank of Scotland Group plc | 6.125% | 12/15/22 | 5,000 | 5,469 | |||
4 | Royal Bank of Scotland Group plc | 3.498% | 5/15/23 | 10,050 | 10,263 | ||
Royal Bank of Scotland Group plc | 6.100% | 6/10/23 | 8,000 | 8,790 | |||
Royal Bank of Scotland Group plc | 3.875% | 9/12/23 | 24,300 | 25,401 | |||
Royal Bank of Scotland Group plc | 6.000% | 12/19/23 | 5,550 | 6,169 | |||
Royal Bank of Scotland Group plc | 5.125% | 5/28/24 | 23,143 | 25,058 | |||
4 | Royal Bank of Scotland Group plc | 4.519% | 6/25/24 | 22,000 | 23,317 | ||
4 | Royal Bank of Scotland Group plc | 4.269% | 3/22/25 | 11,500 | 12,198 | ||
Royal Bank of Scotland Group plc | 4.800% | 4/5/26 | 1,700 | 1,883 | |||
4 | Royal Bank of Scotland Group plc | 4.892% | 5/18/29 | 20,000 | 22,547 | ||
4 | Royal Bank of Scotland Group plc | 3.754% | 11/1/29 | 2,225 | 2,270 | ||
4 | Royal Bank of Scotland Group plc | 5.076% | 1/27/30 | 34,200 | 39,233 | ||
4 | Royal Bank of Scotland Group plc | 4.445% | 5/8/30 | 10,000 | 11,006 | ||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 11,400 | 11,684 | |||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 5,000 | 5,139 | |||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 19,500 | 20,967 | |||
7 | Santander Holdings USA Inc. | 3.244% | 10/5/26 | 28,318 | 28,449 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 12,150 | 13,091 | |||
Santander UK Group Holdings plc | 3.125% | 1/8/21 | 8,300 | 8,368 | |||
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 7,375 | 7,446 | |||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 7,000 | 7,159 | |||
4 | Santander UK Group Holdings plc | 3.373% | 1/5/24 | 7,300 | 7,454 | ||
4 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 4,000 | 4,200 | ||
Santander UK plc | 3.400% | 6/1/21 | 14,650 | 14,943 | |||
Santander UK plc | 4.000% | 3/13/24 | 12,350 | 13,154 | |||
Santander UK plc | 2.875% | 6/18/24 | 8,700 | 8,879 | |||
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 8,800 | 8,858 | |||
Skandinaviska Enskilda Banken AB | 1.875% | 9/13/21 | 20,850 | 20,776 | |||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 5,500 | 5,580 | |||
State Street Corp. | 4.375% | 3/7/21 | 1,185 | 1,219 | |||
State Street Corp. | 1.950% | 5/19/21 | 26,097 | 26,116 | |||
4 | State Street Corp. | 2.653% | 5/15/23 | 12,000 | 12,184 | ||
State Street Corp. | 3.100% | 5/15/23 | 19,007 | 19,518 | |||
State Street Corp. | 3.700% | 11/20/23 | 373 | 396 | |||
4 | State Street Corp. | 3.776% | 12/3/24 | 5,800 | 6,114 | ||
State Street Corp. | 3.300% | 12/16/24 | 2,500 | 2,636 | |||
State Street Corp. | 3.550% | 8/18/25 | 11,086 | 11,914 | |||
4 | State Street Corp. | 2.354% | 11/1/25 | 13,825 | 13,841 | ||
State Street Corp. | 2.650% | 5/19/26 | 4,725 | 4,797 | |||
4 | State Street Corp. | 4.141% | 12/3/29 | 2,250 | 2,512 | ||
4 | State Street Corp. | 3.031% | 11/1/34 | 17,850 | 17,804 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 1,725 | 1,772 |
56
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 550 | 560 | |||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 5,350 | 5,652 | |||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 5,875 | 6,216 | |||
Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 9,400 | 9,815 | |||
Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 2,500 | 2,658 | |||
Sumitomo Mitsui Financial Group Inc. | 2.934% | 3/9/21 | 4,545 | 4,598 | |||
Sumitomo Mitsui Financial Group Inc. | 2.058% | 7/14/21 | 6,850 | 6,858 | |||
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 8,950 | 9,010 | |||
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 10,000 | 10,145 | |||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 8,350 | 8,491 | |||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 8,000 | 8,123 | |||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 7,500 | 7,671 | |||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 10,000 | 10,478 | |||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 7,262 | 7,680 | |||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 34,950 | 35,422 | |||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 33,700 | 33,751 | |||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 26,600 | 28,327 | |||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 17,900 | 17,925 | |||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 16,425 | 16,729 | |||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 2,000 | 2,093 | |||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 11,650 | 12,132 | |||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 14,400 | 15,201 | |||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 8,775 | 9,565 | |||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 3,575 | 3,987 | |||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 12,500 | 12,728 | |||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 6,400 | 6,461 | |||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 13,600 | 13,444 | |||
SVB Financial Group | 3.500% | 1/29/25 | 2,250 | 2,350 | |||
Svenska Handelsbanken AB | 2.450% | 3/30/21 | 15,750 | 15,841 | |||
Svenska Handelsbanken AB | 3.350% | 5/24/21 | 26,000 | 26,481 | |||
Svenska Handelsbanken AB | 1.875% | 9/7/21 | 4,525 | 4,515 | |||
Synchrony Bank | 3.650% | 5/24/21 | 5,900 | 6,016 | |||
Synchrony Bank | 3.000% | 6/15/22 | 2,375 | 2,419 | |||
Synchrony Financial | 3.750% | 8/15/21 | 7,450 | 7,616 | |||
Synchrony Financial | 2.850% | 7/25/22 | 1,900 | 1,925 | |||
Synchrony Financial | 4.375% | 3/19/24 | 1,625 | 1,727 | |||
Synchrony Financial | 4.250% | 8/15/24 | 6,850 | 7,308 | |||
Synchrony Financial | 4.500% | 7/23/25 | 15,525 | 16,771 | |||
Synchrony Financial | 3.700% | 8/4/26 | 4,325 | 4,457 | |||
Synchrony Financial | 3.950% | 12/1/27 | 12,415 | 13,032 | |||
Synchrony Financial | 5.150% | 3/19/29 | 1,250 | 1,420 | |||
Synovus Financial Corp. | 3.125% | 11/1/22 | 2,775 | 2,810 | |||
Toronto-Dominion Bank | 2.500% | 12/14/20 | 19,500 | 19,608 | |||
Toronto-Dominion Bank | 2.550% | 1/25/21 | 36,625 | 36,832 | |||
Toronto-Dominion Bank | 2.125% | 4/7/21 | 18,600 | 18,666 | |||
Toronto-Dominion Bank | 1.800% | 7/13/21 | 17,100 | 17,094 | |||
Toronto-Dominion Bank | 1.900% | 12/1/22 | 9,950 | 9,951 | |||
Toronto-Dominion Bank | 3.500% | 7/19/23 | 5,000 | 5,264 | |||
Toronto-Dominion Bank | 3.250% | 3/11/24 | 19,900 | 20,763 | |||
Toronto-Dominion Bank | 2.650% | 6/12/24 | 7,500 | 7,645 | |||
4 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 6,400 | 6,688 | ||
Truist Bank | 2.850% | 4/1/21 | 3,000 | 3,030 | |||
Truist Bank | 2.625% | 1/15/22 | 10,232 | 10,359 | |||
Truist Bank | 2.800% | 5/17/22 | 4,000 | 4,070 |
57
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Truist Bank | 2.450% | 8/1/22 | 8,583 | 8,670 | |||
4 | Truist Bank | 3.502% | 8/2/22 | 4,400 | 4,493 | ||
Truist Bank | 3.000% | 2/2/23 | 5,000 | 5,119 | |||
Truist Bank | 2.750% | 5/1/23 | 2,150 | 2,181 | |||
Truist Bank | 3.200% | 4/1/24 | 39,615 | 41,125 | |||
4 | Truist Bank | 3.689% | 8/2/24 | 8,900 | 9,323 | ||
Truist Bank | 2.150% | 12/6/24 | 11,635 | 11,613 | |||
Truist Bank | 3.625% | 9/16/25 | 9,350 | 9,945 | |||
Truist Bank | 3.300% | 5/15/26 | 3,000 | 3,119 | |||
Truist Bank | 3.800% | 10/30/26 | 3,450 | 3,697 | |||
Truist Financial Corp | 2.900% | 3/3/21 | 2,525 | 2,546 | |||
Truist Financial Corp. | 2.150% | 2/1/21 | 6,575 | 6,587 | |||
Truist Financial Corp. | 2.050% | 5/10/21 | 14,025 | 14,035 | |||
Truist Financial Corp. | 3.200% | 9/3/21 | 8,000 | 8,160 | |||
Truist Financial Corp. | 2.700% | 1/27/22 | 10,025 | 10,162 | |||
Truist Financial Corp. | 3.950% | 3/22/22 | 2,049 | 2,123 | |||
Truist Financial Corp. | 2.750% | 4/1/22 | 7,000 | 7,122 | |||
Truist Financial Corp. | 3.050% | 6/20/22 | 7,000 | 7,141 | |||
Truist Financial Corp. | 3.750% | 12/6/23 | 600 | 634 | |||
Truist Financial Corp. | 2.500% | 8/1/24 | 10,525 | 10,649 | |||
Truist Financial Corp. | 2.850% | 10/26/24 | 21,739 | 22,464 | |||
Truist Financial Corp. | 4.000% | 5/1/25 | 5,000 | 5,409 | |||
Truist Financial Corp. | 3.700% | 6/5/25 | 13,500 | 14,541 | |||
Truist Financial Corp. | 3.875% | 3/19/29 | 6,609 | 7,115 | |||
7 | UBS AG | 2.450% | 12/1/20 | 20,000 | 20,064 | ||
US Bancorp | 2.350% | 1/29/21 | 3,675 | 3,691 | |||
US Bancorp | 4.125% | 5/24/21 | 2,515 | 2,587 | |||
US Bancorp | 2.625% | 1/24/22 | 10,050 | 10,200 | |||
US Bancorp | 3.000% | 3/15/22 | 4,225 | 4,321 | |||
US Bancorp | 2.950% | 7/15/22 | 10,725 | 10,996 | |||
US Bancorp | 3.700% | 1/30/24 | 11,050 | 11,743 | |||
US Bancorp | 3.375% | 2/5/24 | 11,500 | 12,036 | |||
US Bancorp | 2.400% | 7/30/24 | 11,100 | 11,235 | |||
US Bancorp | 3.600% | 9/11/24 | 12,445 | 13,199 | |||
US Bancorp | 3.950% | 11/17/25 | 1,318 | 1,449 | |||
US Bancorp | 3.100% | 4/27/26 | 4,450 | 4,632 | |||
US Bancorp | 2.375% | 7/22/26 | 20,550 | 20,600 | |||
US Bancorp | 3.150% | 4/27/27 | 13,000 | 13,601 | |||
US Bancorp | 3.900% | 4/26/28 | 5,600 | 6,281 | |||
US Bancorp | 3.000% | 7/30/29 | 3,000 | 3,070 | |||
US Bank NA | 2.850% | 1/23/23 | 4,625 | 4,746 | |||
US Bank NA | 3.400% | 7/24/23 | 7,825 | 8,184 | |||
US Bank NA | 2.800% | 1/27/25 | 17,050 | 17,571 | |||
US Bank NA | 3.450% | 11/16/21 | 3,700 | 3,805 | |||
US Bank NA | 2.650% | 5/23/22 | 10,250 | 10,427 | |||
US Bank NA | 1.950% | 1/9/23 | 15,450 | 15,464 | |||
Wachovia Corp. | 6.605% | 10/1/25 | 1,150 | 1,358 | |||
Wachovia Corp. | 7.500% | 4/15/35 | 500 | 700 | |||
Wachovia Corp. | 5.500% | 8/1/35 | 4,725 | 5,981 | |||
Wachovia Corp. | 6.550% | 10/15/35 | 250 | 320 | |||
Wells Fargo & Co. | 2.550% | 12/7/20 | 5,325 | 5,348 | |||
Wells Fargo & Co. | 3.000% | 1/22/21 | 11,010 | 11,135 | |||
Wells Fargo & Co. | 2.500% | 3/4/21 | 23,225 | 23,386 | |||
Wells Fargo & Co. | 4.600% | 4/1/21 | 15,015 | 15,474 | |||
Wells Fargo & Co. | 2.100% | 7/26/21 | 47,400 | 47,477 |
58
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Wells Fargo & Co. | 3.500% | 3/8/22 | 7,815 | 8,055 | |||
Wells Fargo & Co. | 2.625% | 7/22/22 | 36,750 | 37,243 | |||
Wells Fargo & Co. | 3.069% | 1/24/23 | 54,147 | 55,075 | |||
Wells Fargo & Co. | 3.450% | 2/13/23 | 23,387 | 24,191 | |||
Wells Fargo & Co. | 4.125% | 8/15/23 | 26,812 | 28,427 | |||
Wells Fargo & Co. | 4.480% | 1/16/24 | 6,800 | 7,324 | |||
Wells Fargo & Co. | 3.750% | 1/24/24 | 5,710 | 6,014 | |||
Wells Fargo & Co. | 3.300% | 9/9/24 | 21,735 | 22,750 | |||
Wells Fargo & Co. | 3.000% | 2/19/25 | 22,775 | 23,488 | |||
Wells Fargo & Co. | 3.550% | 9/29/25 | 18,600 | 19,651 | |||
4 | Wells Fargo & Co. | 2.406% | 10/30/25 | 55,000 | 54,863 | ||
Wells Fargo & Co. | 3.000% | 4/22/26 | 29,975 | 30,831 | |||
Wells Fargo & Co. | 4.100% | 6/3/26 | 27,600 | 29,668 | |||
Wells Fargo & Co. | 3.000% | 10/23/26 | 23,423 | 23,941 | |||
4 | Wells Fargo & Co. | 3.196% | 6/17/27 | 20,000 | 20,702 | ||
Wells Fargo & Co. | 4.300% | 7/22/27 | 17,125 | 18,689 | |||
4 | Wells Fargo & Co. | 3.584% | 5/22/28 | 15,825 | 16,779 | ||
Wells Fargo & Co. | 4.150% | 1/24/29 | 25,500 | 28,333 | |||
4 | Wells Fargo & Co. | 2.879% | 10/30/30 | 51,375 | 51,679 | ||
Wells Fargo & Co. | 5.375% | 2/7/35 | 9,100 | 11,732 | |||
Wells Fargo & Co. | 5.375% | 11/2/43 | 30,854 | 38,870 | |||
Wells Fargo & Co. | 5.606% | 1/15/44 | 15,600 | 20,629 | |||
Wells Fargo & Co. | 4.650% | 11/4/44 | 16,595 | 19,437 | |||
Wells Fargo & Co. | 3.900% | 5/1/45 | 7,705 | 8,748 | |||
Wells Fargo & Co. | 4.900% | 11/17/45 | 19,525 | 23,830 | |||
Wells Fargo & Co. | 4.400% | 6/14/46 | 7,400 | 8,489 | |||
Wells Fargo & Co. | 4.750% | 12/7/46 | 21,825 | 25,995 | |||
Wells Fargo Bank NA | 2.600% | 1/15/21 | 26,450 | 26,598 | |||
4 | Wells Fargo Bank NA | 3.325% | 7/23/21 | 15,505 | 15,607 | ||
Wells Fargo Bank NA | 3.625% | 10/22/21 | 14,850 | 15,277 | |||
4 | Wells Fargo Bank NA | 2.897% | 5/27/22 | 9,000 | 9,097 | ||
Wells Fargo Bank NA | 3.550% | 8/14/23 | 24,875 | 25,985 | |||
Wells Fargo Bank NA | 5.950% | 8/26/36 | 3,700 | 4,904 | |||
Wells Fargo Bank NA | 5.850% | 2/1/37 | 11,275 | 14,955 | |||
Wells Fargo Bank NA | 6.600% | 1/15/38 | 10,645 | 15,308 | |||
4 | Wells Fargo Capital X | 5.950% | 12/1/86 | 3,425 | 4,204 | ||
Westpac Banking Corp. | 2.650% | 1/25/21 | 4,875 | 4,907 | |||
Westpac Banking Corp. | 2.100% | 5/13/21 | 28,075 | 28,103 | |||
Westpac Banking Corp. | 2.000% | 8/19/21 | 8,750 | 8,751 | |||
Westpac Banking Corp. | 2.500% | 6/28/22 | 28,000 | 28,297 | |||
Westpac Banking Corp. | 2.750% | 1/11/23 | 8,000 | 8,132 | |||
Westpac Banking Corp. | 3.650% | 5/15/23 | 7,400 | 7,757 | |||
Westpac Banking Corp. | 3.300% | 2/26/24 | 10,700 | 11,130 | |||
Westpac Banking Corp. | 2.350% | 2/19/25 | 25,000 | 25,046 | |||
Westpac Banking Corp. | 2.850% | 5/13/26 | 17,925 | 18,301 | |||
Westpac Banking Corp. | 2.700% | 8/19/26 | 1,550 | 1,567 | |||
Westpac Banking Corp. | 3.350% | 3/8/27 | 11,900 | 12,582 | |||
Westpac Banking Corp. | 3.400% | 1/25/28 | 150 | 159 | |||
4 | Westpac Banking Corp. | 4.322% | 11/23/31 | 17,460 | 18,420 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 3,300 | 3,436 | |||
Westpac Banking Corp. | 4.421% | 7/24/39 | 3,550 | 3,892 | |||
Zions Bancorp NA | 3.500% | 8/27/21 | 9,050 | 9,220 | |||
Zions Bancorp NA | 3.250% | 10/29/29 | 3,090 | 3,032 |
59
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Brokerage (0.2%) | |||||||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,122 | 3,324 | |||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 4,300 | 4,490 | |||
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 1,000 | 1,022 | |||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 12,499 | 13,334 | |||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 4,500 | 4,805 | |||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 4,300 | 4,393 | |||
BGC Partners Inc. | 5.125% | 5/27/21 | 3,450 | 3,558 | |||
BGC Partners Inc. | 3.750% | 10/1/24 | 3,376 | 3,369 | |||
BlackRock Inc. | 4.250% | 5/24/21 | 5,725 | 5,914 | |||
BlackRock Inc. | 3.375% | 6/1/22 | 11,744 | 12,160 | |||
BlackRock Inc. | 3.500% | 3/18/24 | 7,650 | 8,121 | |||
BlackRock Inc. | 3.200% | 3/15/27 | 6,000 | 6,341 | |||
BlackRock Inc. | 3.250% | 4/30/29 | 5,000 | 5,340 | |||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 4,725 | 5,068 | |||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 1,015 | 1,101 | |||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 5,500 | 5,904 | |||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 8,625 | 9,882 | |||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 8,175 | 9,359 | |||
Brookfield Finance LLC | 4.000% | 4/1/24 | 9,920 | 10,638 | |||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 4,910 | 5,266 | |||
Charles Schwab Corp. | 3.250% | 5/21/21 | 10,400 | 10,590 | |||
Charles Schwab Corp. | 3.225% | 9/1/22 | 4,464 | 4,604 | |||
Charles Schwab Corp. | 2.650% | 1/25/23 | 7,225 | 7,373 | |||
Charles Schwab Corp. | 3.550% | 2/1/24 | 10,180 | 10,734 | |||
Charles Schwab Corp. | 3.850% | 5/21/25 | 2,000 | 2,163 | |||
Charles Schwab Corp. | 3.450% | 2/13/26 | 3,225 | 3,403 | |||
Charles Schwab Corp. | 3.200% | 3/2/27 | 3,500 | 3,673 | |||
Charles Schwab Corp. | 3.200% | 1/25/28 | 5,350 | 5,591 | |||
Charles Schwab Corp. | 4.000% | 2/1/29 | 6,000 | 6,641 | |||
Charles Schwab Corp. | 3.250% | 5/22/29 | 5,540 | 5,845 | |||
CME Group Inc. | 3.000% | 9/15/22 | 20,055 | 20,623 | |||
CME Group Inc. | 3.000% | 3/15/25 | 750 | 776 | |||
CME Group Inc. | 3.750% | 6/15/28 | 2,671 | 2,948 | |||
CME Group Inc. | 5.300% | 9/15/43 | 7,140 | 9,554 | |||
CME Group Inc. | 4.150% | 6/15/48 | 5,975 | 7,135 | |||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 4,262 | 4,326 | |||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 5,250 | 5,478 | |||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 3,630 | 3,950 | |||
Eaton Vance Corp. | 3.625% | 6/15/23 | 2,875 | 3,007 | |||
Eaton Vance Corp. | 3.500% | 4/6/27 | 2,600 | 2,745 | |||
Franklin Resources Inc. | 2.800% | 9/15/22 | 6,875 | 7,053 | |||
Franklin Resources Inc. | 2.850% | 3/30/25 | 3,000 | 3,088 | |||
Intercontinental Exchange Inc. | 2.750% | 12/1/20 | 4,925 | 4,956 | |||
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 5,375 | 5,430 | |||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 3,500 | 3,664 | |||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 9,975 | 10,638 | |||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 10,115 | 10,887 | |||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 5,100 | 5,340 | |||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 4,375 | 4,774 | |||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 7,750 | 9,154 | |||
Invesco Finance plc | 3.125% | 11/30/22 | 16,300 | 16,751 | |||
Invesco Finance plc | 4.000% | 1/30/24 | 14,250 | 15,093 | |||
Invesco Finance plc | 3.750% | 1/15/26 | 10 | 11 |
60
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Invesco Finance plc | 5.375% | 11/30/43 | 7,125 | 8,588 | |||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 2,400 | 2,580 | |||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 7,200 | 7,835 | |||
Jefferies Group LLC | 6.875% | 4/15/21 | 5,345 | 5,646 | |||
Jefferies Group LLC | 5.125% | 1/20/23 | 2,400 | 2,586 | |||
Jefferies Group LLC | 4.850% | 1/15/27 | 11,100 | 12,285 | |||
Jefferies Group LLC | 6.450% | 6/8/27 | 1,235 | 1,437 | |||
Jefferies Group LLC | 6.250% | 1/15/36 | 3,055 | 3,628 | |||
Jefferies Group LLC | 6.500% | 1/20/43 | 4,305 | 5,119 | |||
Jefferies Group LLC / Jefferies Group Capital Finance Inc. | 4.150% | 1/23/30 | 14,285 | 15,049 | |||
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 105 | |||
Lazard Group LLC | 3.625% | 3/1/27 | 5,075 | 5,189 | |||
Lazard Group LLC | 4.500% | 9/19/28 | 9,350 | 10,376 | |||
Legg Mason Inc. | 4.750% | 3/15/26 | 3,502 | 3,836 | |||
Legg Mason Inc. | 5.625% | 1/15/44 | 4,875 | 5,534 | |||
Nasdaq Inc. | 4.250% | 6/1/24 | 4,325 | 4,658 | |||
Nasdaq Inc. | 3.850% | 6/30/26 | 4,350 | 4,654 | |||
Raymond James Financial Inc. | 3.625% | 9/15/26 | 3,066 | 3,238 | |||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 7,275 | 8,623 | |||
Stifel Financial Corp. | 3.500% | 12/1/20 | 3,475 | 3,512 | |||
Stifel Financial Corp. | 4.250% | 7/18/24 | 10,548 | 11,111 | |||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 10,775 | 11,006 | |||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 1,900 | 2,016 | |||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 8,850 | 9,243 | |||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 2,590 | 2,606 | |||
Finance Companies (0.2%) | |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 6,375 | 6,853 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 6,800 | 6,970 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.500% | 5/15/21 | 6,685 | 6,894 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.000% | 10/1/21 | 8,620 | 9,029 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 12/16/21 | 1,330 | 1,383 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.950% | 2/1/22 | 8,400 | 8,673 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 5/26/22 | 2,125 | 2,181 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 7/1/22 | 6,850 | 7,235 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/23/23 | 5,045 | 5,165 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.125% | 7/3/23 | 1,000 | 1,052 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 1/16/24 | 970 | 1,051 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 1/15/25 | 2,050 | 2,111 | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 15,650 | 16,198 |
61
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Air Lease Corp. | 2.500% | 3/1/21 | 10,025 | 10,063 | |||
Air Lease Corp. | 3.875% | 4/1/21 | 9,743 | 9,935 | |||
Air Lease Corp. | 3.375% | 6/1/21 | 2,025 | 2,055 | |||
Air Lease Corp. | 3.500% | 1/15/22 | 11,465 | 11,752 | |||
Air Lease Corp. | 3.750% | 2/1/22 | 5,625 | 5,787 | |||
Air Lease Corp. | 2.625% | 7/1/22 | 5,000 | 5,044 | |||
Air Lease Corp. | 2.250% | 1/15/23 | 1,000 | 1,000 | |||
Air Lease Corp. | 2.750% | 1/15/23 | 4,000 | 4,050 | |||
Air Lease Corp. | 3.875% | 7/3/23 | 4,350 | 4,570 | |||
Air Lease Corp. | 3.000% | 9/15/23 | 7,825 | 8,007 | |||
Air Lease Corp. | 4.250% | 2/1/24 | 6,350 | 6,801 | |||
Air Lease Corp. | 4.250% | 9/15/24 | 600 | 643 | |||
Air Lease Corp. | 3.250% | 3/1/25 | 7,000 | 7,200 | |||
Air Lease Corp. | 3.750% | 6/1/26 | 2,000 | 2,088 | |||
Air Lease Corp. | 3.625% | 4/1/27 | 6,775 | 7,031 | |||
Air Lease Corp. | 3.625% | 12/1/27 | 5,700 | 5,894 | |||
Air Lease Corp. | 4.625% | 10/1/28 | 4,300 | 4,744 | |||
Air Lease Corp. | 3.250% | 10/1/29 | 4,265 | 4,241 | |||
Aircastle Ltd. | 4.400% | 9/25/23 | 5,800 | 6,146 | |||
Aircastle Ltd. | 4.125% | 5/1/24 | 5,463 | 5,728 | |||
Aircastle Ltd. | 4.250% | 6/15/26 | 5,000 | 5,273 | |||
Ares Capital Corp. | 3.500% | 2/10/23 | 11,500 | 11,688 | |||
Ares Capital Corp. | 4.200% | 6/10/24 | 6,610 | 6,942 | |||
Ares Capital Corp. | 4.250% | 3/1/25 | 5,900 | 6,158 | |||
FS KKR Capital Corp. | 4.750% | 5/15/22 | 3,125 | 3,208 | |||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 4,375 | 4,536 | |||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 3,800 | 3,851 | |||
GATX Corp. | 3.250% | 3/30/25 | 2,300 | 2,364 | |||
GATX Corp. | 3.250% | 9/15/26 | 2,800 | 2,836 | |||
GATX Corp. | 3.850% | 3/30/27 | 4,000 | 4,177 | |||
GATX Corp. | 3.500% | 3/15/28 | 7,000 | 7,127 | |||
GATX Corp. | 4.550% | 11/7/28 | 2,585 | 2,823 | |||
GATX Corp. | 4.700% | 4/1/29 | 4,000 | 4,457 | |||
GATX Corp. | 5.200% | 3/15/44 | 325 | 378 | |||
GATX Corp. | 4.500% | 3/30/45 | 2,175 | 2,248 | |||
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 11,968 | 12,410 | |||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 103,691 | 110,148 | |||
International Lease Finance Corp. | 8.250% | 12/15/20 | 9,702 | 10,240 | |||
International Lease Finance Corp. | 4.625% | 4/15/21 | 3,260 | 3,356 | |||
International Lease Finance Corp. | 8.625% | 1/15/22 | 24,045 | 27,036 | |||
International Lease Finance Corp. | 5.875% | 8/15/22 | 8,212 | 8,947 | |||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 1,000 | 1,058 | |||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 1,000 | 1,003 | |||
Prospect Capital Corp. | 5.875% | 3/15/23 | 550 | 582 | |||
TPG Specialty Lending Inc. | 3.875% | 11/1/24 | 2,200 | 2,213 | |||
Insurance (1.2%) | |||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 725 | 1,087 | |||
AEGON Funding Co. LLC | 5.750% | 12/15/20 | 4,731 | 4,890 | |||
4 | Aegon NV | 5.500% | 4/11/48 | 4,000 | 4,345 | ||
Aetna Inc. | 2.750% | 11/15/22 | 10,160 | 10,318 | |||
Aetna Inc. | 2.800% | 6/15/23 | 14,700 | 14,930 |
62
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Aetna Inc. | 3.500% | 11/15/24 | 6,500 | 6,788 | |||
Aetna Inc. | 6.625% | 6/15/36 | 5,400 | 7,218 | |||
Aetna Inc. | 6.750% | 12/15/37 | 3,000 | 4,028 | |||
Aetna Inc. | 4.500% | 5/15/42 | 4,325 | 4,616 | |||
Aetna Inc. | 4.125% | 11/15/42 | 2,525 | 2,584 | |||
Aetna Inc. | 4.750% | 3/15/44 | 400 | 432 | |||
Aetna Inc. | 3.875% | 8/15/47 | 9,075 | 9,170 | |||
Aflac Inc. | 3.625% | 6/15/23 | 8,280 | 8,706 | |||
Aflac Inc. | 3.625% | 11/15/24 | 4,610 | 4,927 | |||
Aflac Inc. | 3.250% | 3/17/25 | 5,175 | 5,431 | |||
Aflac Inc. | 2.875% | 10/15/26 | 7,775 | 8,000 | |||
Aflac Inc. | 4.000% | 10/15/46 | 1,200 | 1,304 | |||
Aflac Inc. | 4.750% | 1/15/49 | 4,450 | 5,299 | |||
Alleghany Corp. | 4.950% | 6/27/22 | 2,950 | 3,134 | |||
Alleghany Corp. | 4.900% | 9/15/44 | 4,575 | 5,337 | |||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 5,400 | 5,607 | |||
Allstate Corp. | 3.150% | 6/15/23 | 9,742 | 10,110 | |||
Allstate Corp. | 3.280% | 12/15/26 | 4,000 | 4,220 | |||
Allstate Corp. | 5.350% | 6/1/33 | 1,700 | 2,124 | |||
Allstate Corp. | 5.550% | 5/9/35 | 495 | 625 | |||
Allstate Corp. | 5.950% | 4/1/36 | 525 | 710 | |||
Allstate Corp. | 4.500% | 6/15/43 | 5,950 | 7,106 | |||
Allstate Corp. | 4.200% | 12/15/46 | 8,625 | 9,929 | |||
Allstate Corp. | 3.850% | 8/10/49 | 2,280 | 2,533 | |||
4 | Allstate Corp. | 5.750% | 8/15/53 | 5,450 | 5,845 | ||
4 | Allstate Corp. | 6.500% | 5/15/67 | 2,575 | 3,180 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 4,000 | 4,280 | |||
American Financial Group Inc. | 3.500% | 8/15/26 | 2,825 | 2,898 | |||
American Financial Group Inc. | 4.500% | 6/15/47 | 5,830 | 6,291 | |||
American International Group Inc. | 6.400% | 12/15/20 | 15,850 | 16,495 | |||
American International Group Inc. | 3.300% | 3/1/21 | 5,825 | 5,901 | |||
American International Group Inc. | 4.875% | 6/1/22 | 13,425 | 14,329 | |||
American International Group Inc. | 4.125% | 2/15/24 | 2,605 | 2,790 | |||
American International Group Inc. | 3.750% | 7/10/25 | 3,790 | 4,054 | |||
American International Group Inc. | 3.900% | 4/1/26 | 6,750 | 7,222 | |||
American International Group Inc. | 4.200% | 4/1/28 | 8,525 | 9,344 | |||
American International Group Inc. | 4.250% | 3/15/29 | 5,700 | 6,331 | |||
American International Group Inc. | 3.875% | 1/15/35 | 8,525 | 9,050 | |||
American International Group Inc. | 4.700% | 7/10/35 | 3,860 | 4,456 | |||
American International Group Inc. | 6.250% | 5/1/36 | 12,905 | 17,232 | |||
American International Group Inc. | 4.500% | 7/16/44 | 22,365 | 25,631 | |||
American International Group Inc. | 4.800% | 7/10/45 | 7,175 | 8,589 | |||
American International Group Inc. | 4.750% | 4/1/48 | 7,650 | 9,151 | |||
4 | American International Group Inc. | 5.750% | 4/1/48 | 7,950 | 8,609 | ||
American International Group Inc. | 4.375% | 1/15/55 | 10,040 | 10,969 | |||
4 | American International Group Inc. | 8.175% | 5/15/68 | 2,900 | 3,940 | ||
Anthem Inc. | 3.700% | 8/15/21 | 5,830 | 5,960 | |||
Anthem Inc. | 3.125% | 5/15/22 | 10,275 | 10,530 | |||
Anthem Inc. | 2.950% | 12/1/22 | 6,500 | 6,658 | |||
Anthem Inc. | 3.300% | 1/15/23 | 11,621 | 12,019 | |||
Anthem Inc. | 3.500% | 8/15/24 | 11,182 | 11,710 | |||
Anthem Inc. | 3.350% | 12/1/24 | 21,471 | 22,403 | |||
Anthem Inc. | 2.375% | 1/15/25 | 6,000 | 5,997 | |||
Anthem Inc. | 3.650% | 12/1/27 | 17,075 | 18,007 |
63
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Anthem Inc. | 4.101% | 3/1/28 | 28,000 | 30,337 | |||
Anthem Inc. | 2.875% | 9/15/29 | 8,000 | 7,952 | |||
Anthem Inc. | 5.950% | 12/15/34 | 1 | 1 | |||
Anthem Inc. | 5.850% | 1/15/36 | 1,200 | 1,463 | |||
Anthem Inc. | 6.375% | 6/15/37 | 5,865 | 7,595 | |||
Anthem Inc. | 4.625% | 5/15/42 | 9,575 | 10,740 | |||
Anthem Inc. | 4.650% | 1/15/43 | 8,850 | 9,964 | |||
Anthem Inc. | 5.100% | 1/15/44 | 7,855 | 9,287 | |||
Anthem Inc. | 4.650% | 8/15/44 | 7,812 | 8,677 | |||
Anthem Inc. | 4.375% | 12/1/47 | 12,090 | 13,255 | |||
Anthem Inc. | 4.550% | 3/1/48 | 4,700 | 5,268 | |||
Anthem Inc. | 4.850% | 8/15/54 | 2,525 | 2,734 | |||
Aon Corp. | 4.500% | 12/15/28 | 8,500 | 9,526 | |||
Aon Corp. | 3.750% | 5/2/29 | 4,800 | 5,128 | |||
Aon Corp. | 6.250% | 9/30/40 | 2,650 | 3,620 | |||
Aon plc | 2.800% | 3/15/21 | 8,355 | 8,431 | |||
Aon plc | 4.000% | 11/27/23 | 2,675 | 2,836 | |||
Aon plc | 3.500% | 6/14/24 | 5,450 | 5,689 | |||
Aon plc | 3.875% | 12/15/25 | 8,600 | 9,224 | |||
Aon plc | 4.600% | 6/14/44 | 3,750 | 4,256 | |||
Aon plc | 4.750% | 5/15/45 | 5,150 | 6,019 | |||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 4,725 | 5,204 | |||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 4,725 | 5,899 | |||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 1,100 | 1,554 | |||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 5,950 | 7,231 | |||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 11,780 | 12,611 | |||
Assurant Inc. | 4.000% | 3/15/23 | 6,975 | 7,274 | |||
Assurant Inc. | 4.200% | 9/27/23 | 1,500 | 1,570 | |||
Assurant Inc. | 4.900% | 3/27/28 | 1,600 | 1,756 | |||
Assurant Inc. | 3.700% | 2/22/30 | 1,300 | 1,316 | |||
Assurant Inc. | 6.750% | 2/15/34 | 763 | 911 | |||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 4,450 | 4,948 | |||
Athene Holding Ltd. | 4.125% | 1/12/28 | 8,525 | 8,805 | |||
AXA Equitable Holdings Inc. | 3.900% | 4/20/23 | 2,403 | 2,516 | |||
AXA Equitable Holdings Inc. | 7.000% | 4/1/28 | 1,860 | 2,257 | |||
AXA Equitable Holdings Inc. | 4.350% | 4/20/28 | 25,280 | 27,423 | |||
AXA Equitable Holdings Inc. | 5.000% | 4/20/48 | 16,600 | 17,737 | |||
AXA SA | 8.600% | 12/15/30 | 9,320 | 13,619 | |||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 2,600 | 2,725 | |||
4 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 2,650 | 2,690 | ||
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 10,000 | 10,549 | |||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/21 | 10,145 | 10,391 | |||
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 4,025 | 4,136 | |||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 580 | 796 | |||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 2,725 | 3,218 | |||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 15,979 | 18,287 | |||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 22,470 | 26,303 | |||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 40,325 | 47,636 | |||
Berkshire Hathaway Inc. | 2.200% | 3/15/21 | 225 | 226 | |||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 2,260 | 2,330 | |||
Berkshire Hathaway Inc. | 3.400% | 1/31/22 | 2,000 | 2,070 | |||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 2,625 | 2,716 | |||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 14,654 | 15,047 | |||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 38,625 | 40,747 |
64
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 7,290 | 8,861 | |||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 12,293 | 12,220 | |||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 10,095 | 9,345 | |||
Brown & Brown Inc. | 4.200% | 9/15/24 | 3,555 | 3,756 | |||
Brown & Brown Inc. | 4.500% | 3/15/29 | 3,575 | 3,900 | |||
Chubb Corp. | 6.000% | 5/11/37 | 1,450 | 1,989 | |||
Chubb Corp. | 6.500% | 5/15/38 | 955 | 1,397 | |||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 21,344 | 21,889 | |||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 5,060 | 5,172 | |||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 7,900 | 8,303 | |||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 5,876 | 6,169 | |||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 15,025 | 15,948 | |||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 1,550 | 2,223 | |||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 6,100 | 7,078 | |||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 19,961 | 23,970 | |||
Cigna Holding Co. | 4.375% | 12/15/20 | 200 | 203 | |||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 6,363 | 8,215 | |||
CNA Financial Corp. | 5.750% | 8/15/21 | 2,665 | 2,816 | |||
CNA Financial Corp. | 3.950% | 5/15/24 | 7,955 | 8,492 | |||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,650 | 2,905 | |||
CNA Financial Corp. | 3.450% | 8/15/27 | 5,000 | 5,208 | |||
CNA Financial Corp. | 3.900% | 5/1/29 | 11,450 | 12,307 | |||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 1,000 | 1,117 | |||
Enstar Group Ltd. | 4.500% | 3/10/22 | 1,750 | 1,809 | |||
Enstar Group Ltd. | 4.950% | 6/1/29 | 6,810 | 7,290 | |||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 3,225 | 3,572 | |||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 4,000 | 4,355 | |||
First American Financial Corp. | 4.600% | 11/15/24 | 4,650 | 4,936 | |||
Globe Life Inc. | 4.550% | 9/15/28 | 3,200 | 3,549 | |||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 3,120 | 3,366 | |||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 3,600 | 3,641 | |||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 500 | 651 | |||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 6,380 | 8,714 | |||
Hartford Financial Services Group Inc. | 6.625% | 4/15/42 | 1,793 | 2,439 | |||
Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | 100 | 115 | |||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 8,500 | 8,727 | |||
Humana Inc. | 3.150% | 12/1/22 | 4,825 | 4,948 | |||
Humana Inc. | 3.850% | 10/1/24 | 21,575 | 22,909 | |||
Humana Inc. | 3.950% | 3/15/27 | 9,950 | 10,668 | |||
Humana Inc. | 4.625% | 12/1/42 | 4,680 | 5,097 | |||
Humana Inc. | 4.950% | 10/1/44 | 6,100 | 7,209 | |||
Humana Inc. | 4.800% | 3/15/47 | 3,825 | 4,438 | |||
Humana Inc. | 3.950% | 8/15/49 | 4,450 | 4,671 | |||
Kemper Corp. | 4.350% | 2/15/25 | 1,500 | 1,593 | |||
Lincoln National Corp. | 4.850% | 6/24/21 | 12 | 12 | |||
Lincoln National Corp. | 4.200% | 3/15/22 | 4,985 | 5,196 | |||
Lincoln National Corp. | 4.000% | 9/1/23 | 3,200 | 3,390 | |||
Lincoln National Corp. | 3.350% | 3/9/25 | 225 | 234 | |||
Lincoln National Corp. | 3.625% | 12/12/26 | 9,925 | 10,462 | |||
Lincoln National Corp. | 3.800% | 3/1/28 | 9,750 | 10,365 | |||
Lincoln National Corp. | 3.050% | 1/15/30 | 4,125 | 4,098 | |||
Lincoln National Corp. | 6.300% | 10/9/37 | 4,150 | 5,393 | |||
Lincoln National Corp. | 7.000% | 6/15/40 | 1,070 | 1,518 | |||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,600 | 1,759 |
65
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Loews Corp. | 2.625% | 5/15/23 | 9,675 | 9,860 | |||
Loews Corp. | 6.000% | 2/1/35 | 3,025 | 3,897 | |||
Loews Corp. | 4.125% | 5/15/43 | 4,065 | 4,464 | |||
Manulife Financial Corp. | 4.150% | 3/4/26 | 8,850 | 9,664 | |||
4 | Manulife Financial Corp. | 4.061% | 2/24/32 | 9,120 | 9,364 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 8,075 | 10,602 | |||
Markel Corp. | 4.900% | 7/1/22 | 4,665 | 4,968 | |||
Markel Corp. | 3.500% | 11/1/27 | 4,175 | 4,266 | |||
Markel Corp. | 3.350% | 9/17/29 | 2,555 | 2,607 | |||
Markel Corp. | 5.000% | 4/5/46 | 4,150 | 4,704 | |||
Markel Corp. | 4.300% | 11/1/47 | 2,200 | 2,294 | |||
Markel Corp. | 5.000% | 5/20/49 | 2,500 | 2,889 | |||
Markel Corp. | 4.150% | 9/17/50 | 4,275 | 4,398 | |||
Marsh & McLennan Cos. Inc. | 4.800% | 7/15/21 | 2,265 | 2,348 | |||
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 4,300 | 4,368 | |||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 8,212 | 8,477 | |||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 17,595 | 18,718 | |||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 5,600 | 5,870 | |||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 4,225 | 4,444 | |||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 5,150 | 5,519 | |||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 18,295 | 20,839 | |||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 4,025 | 5,154 | |||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 3,650 | 4,425 | |||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 3,225 | 3,649 | |||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 3,350 | 3,776 | |||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 11,689 | 14,784 | |||
Mercury General Corp. | 4.400% | 3/15/27 | 3,265 | 3,433 | |||
MetLife Inc. | 3.048% | 12/15/22 | 8,950 | 9,261 | |||
MetLife Inc. | 4.368% | 9/15/23 | 275 | 297 | |||
MetLife Inc. | 3.600% | 4/10/24 | 15,943 | 16,981 | |||
MetLife Inc. | 3.000% | 3/1/25 | 8,475 | 8,820 | |||
MetLife Inc. | 3.600% | 11/13/25 | 4,975 | 5,335 | |||
MetLife Inc. | 6.500% | 12/15/32 | 825 | 1,141 | |||
MetLife Inc. | 6.375% | 6/15/34 | 2,445 | 3,487 | |||
MetLife Inc. | 5.700% | 6/15/35 | 2,309 | 3,097 | |||
MetLife Inc. | 5.875% | 2/6/41 | 12,142 | 16,436 | |||
MetLife Inc. | 4.125% | 8/13/42 | 10,475 | 11,863 | |||
MetLife Inc. | 4.875% | 11/13/43 | 8,419 | 10,417 | |||
MetLife Inc. | 4.721% | 12/15/44 | 6,350 | 7,697 | |||
MetLife Inc. | 4.050% | 3/1/45 | 10,325 | 11,856 | |||
MetLife Inc. | 4.600% | 5/13/46 | 4,816 | 5,889 | |||
4 | MetLife Inc. | 6.400% | 12/15/66 | 16,231 | 19,782 | ||
4 | MetLife Inc. | 10.750% | 8/1/69 | 500 | 812 | ||
Munich Re America Corp. | 7.450% | 12/15/26 | 1,200 | 1,517 | |||
4 | Nationwide Financial Services Inc. | 6.750% | 5/15/87 | 300 | 348 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 5,266 | 5,761 | |||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,560 | 4,826 | |||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 4,600 | 4,778 | |||
Primerica Inc. | 4.750% | 7/15/22 | 1,900 | 2,003 | |||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 4,000 | 4,186 | |||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 14,485 | 14,989 | |||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 800 | 912 | |||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 2,710 | 3,059 | |||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 3,154 | 3,560 |
66
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Progressive Corp. | 3.750% | 8/23/21 | 10,555 | 10,872 | |||
Progressive Corp. | 2.450% | 1/15/27 | 5,000 | 5,028 | |||
Progressive Corp. | 6.625% | 3/1/29 | 2,150 | 2,791 | |||
Progressive Corp. | 4.350% | 4/25/44 | 3,219 | 3,770 | |||
Progressive Corp. | 4.125% | 4/15/47 | 15,329 | 17,877 | |||
Progressive Corp. | 4.200% | 3/15/48 | 4,196 | 4,812 | |||
Prudential Financial Inc. | 4.500% | 11/16/21 | 675 | 710 | |||
Prudential Financial Inc. | 3.500% | 5/15/24 | 1,175 | 1,249 | |||
Prudential Financial Inc. | 3.878% | 3/27/28 | 4,700 | 5,141 | |||
Prudential Financial Inc. | 5.750% | 7/15/33 | 2,630 | 3,351 | |||
Prudential Financial Inc. | 5.700% | 12/14/36 | 7,720 | 10,486 | |||
Prudential Financial Inc. | 6.625% | 12/1/37 | 3,250 | 4,488 | |||
Prudential Financial Inc. | 6.625% | 6/21/40 | 3,020 | 4,247 | |||
Prudential Financial Inc. | 6.200% | 11/15/40 | 1,065 | 1,422 | |||
4 | Prudential Financial Inc. | 5.875% | 9/15/42 | 10,936 | 11,770 | ||
4 | Prudential Financial Inc. | 5.625% | 6/15/43 | 18,725 | 20,129 | ||
Prudential Financial Inc. | 5.100% | 8/15/43 | 2,775 | 3,280 | |||
4 | Prudential Financial Inc. | 5.200% | 3/15/44 | 2,350 | 2,500 | ||
Prudential Financial Inc. | 4.600% | 5/15/44 | 15,600 | 18,392 | |||
4 | Prudential Financial Inc. | 5.375% | 5/15/45 | 4,850 | 5,158 | ||
4 | Prudential Financial Inc. | 4.500% | 9/15/47 | 1,500 | 1,550 | ||
Prudential Financial Inc. | 3.905% | 12/7/47 | 10,933 | 11,670 | |||
Prudential Financial Inc. | 4.418% | 3/27/48 | 250 | 288 | |||
4 | Prudential Financial Inc. | 5.700% | 9/15/48 | 9,000 | 10,232 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 6,134 | 6,684 | |||
Prudential Financial Inc. | 4.350% | 2/25/50 | 8,600 | 9,897 | |||
Prudential Financial Inc. | 3.700% | 3/13/51 | 12,890 | 13,500 | |||
Reinsurance Group of America Inc. | 5.000% | 6/1/21 | 5,766 | 5,984 | |||
Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 1,500 | 1,627 | |||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 1,500 | 1,590 | |||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 3,350 | 3,570 | |||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 2,500 | 2,599 | |||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 3,525 | 3,645 | |||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,020 | 1,070 | |||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 2,600 | 3,061 | |||
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 9,375 | 9,950 | |||
Swiss Re Solutions Holding Corp. | 7.000% | 2/15/26 | 2,175 | 2,710 | |||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,125 | 6,050 | |||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,125 | 1,622 | |||
Travelers Cos. Inc. | 6.250% | 6/15/37 | 7,090 | 9,800 | |||
Travelers Cos. Inc. | 5.350% | 11/1/40 | 4,920 | 6,390 | |||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 2,920 | 3,534 | |||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 500 | 585 | |||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 4,925 | 5,302 | |||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 12,600 | 14,129 | |||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 6,700 | 7,757 | |||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 535 | 739 | |||
Trinity Acquisition plc | 4.400% | 3/15/26 | 4,725 | 5,111 | |||
UnitedHealth Group Inc. | 4.700% | 2/15/21 | 5,735 | 5,871 | |||
UnitedHealth Group Inc. | 2.125% | 3/15/21 | 2,575 | 2,579 | |||
UnitedHealth Group Inc. | 3.150% | 6/15/21 | 2,000 | 2,035 | |||
UnitedHealth Group Inc. | 3.375% | 11/15/21 | 270 | 276 | |||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 4,400 | 4,485 | |||
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 3,300 | 3,362 |
67
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 10,475 | 10,820 | |||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 10,000 | 10,114 | |||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 3,990 | 4,064 | |||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 8,005 | 8,189 | |||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 4,000 | 4,185 | |||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 4,475 | 4,533 | |||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 40,688 | 43,925 | |||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 7,275 | 7,588 | |||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 13,000 | 13,934 | |||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 10,825 | 11,500 | |||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 9,225 | 9,532 | |||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 5,000 | 5,475 | |||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 3,325 | 3,667 | |||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 5,000 | 5,115 | |||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 3,600 | 4,353 | |||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 4,000 | 5,300 | |||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 1,085 | 1,539 | |||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 5,100 | 7,265 | |||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 13,845 | 20,529 | |||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 16,205 | 16,937 | |||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 2,700 | 3,666 | |||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 4,205 | 4,987 | |||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,775 | 2,041 | |||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 4,900 | 5,335 | |||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 9,907 | 11,262 | |||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 17,738 | 21,661 | |||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 21,950 | 25,151 | |||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 11,175 | 12,863 | |||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 6,700 | 7,142 | |||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 13,053 | 15,143 | |||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 3,775 | 4,489 | |||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 6,055 | 6,445 | |||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 10,840 | 11,634 | |||
Unum Group | 4.000% | 3/15/24 | 3,300 | 3,483 | |||
Unum Group | 4.000% | 6/15/29 | 2,000 | 2,109 | |||
Unum Group | 5.750% | 8/15/42 | 6,143 | 6,772 | |||
Unum Group | 4.500% | 12/15/49 | 4,600 | 4,484 | |||
Voya Financial Inc. | 3.125% | 7/15/24 | 9,414 | 9,669 | |||
Voya Financial Inc. | 3.650% | 6/15/26 | 3,050 | 3,214 | |||
Voya Financial Inc. | 5.700% | 7/15/43 | 4,350 | 5,509 | |||
Voya Financial Inc. | 4.800% | 6/15/46 | 1,335 | 1,523 | |||
4 | Voya Financial Inc. | 4.700% | 1/23/48 | 1,000 | 994 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 5,910 | 6,169 | |||
Willis North America Inc. | 4.500% | 9/15/28 | 5,800 | 6,362 | |||
Willis North America Inc. | 2.950% | 9/15/29 | 1,500 | 1,489 | |||
Willis North America Inc. | 5.050% | 9/15/48 | 2,750 | 3,214 | |||
Willis North America Inc. | 3.875% | 9/15/49 | 16,375 | 16,323 | |||
Willis Towers Watson plc | 5.750% | 3/15/21 | 1,385 | 1,442 | |||
WR Berkley Corp. | 4.625% | 3/15/22 | 6,400 | 6,745 | |||
WR Berkley Corp. | 6.250% | 2/15/37 | 150 | 188 | |||
WR Berkley Corp. | 4.750% | 8/1/44 | 3,280 | 3,663 | |||
XLIT Ltd. | 4.450% | 3/31/25 | 2,650 | 2,868 | |||
XLIT Ltd. | 5.250% | 12/15/43 | 4,850 | 6,192 | |||
XLIT Ltd. | 5.500% | 3/31/45 | 4,350 | 5,485 |
68
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Other Finance (0.0%) | |||||||
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 1,150 | 1,199 | |||
ORIX Corp. | 2.900% | 7/18/22 | 2,950 | 2,999 | |||
ORIX Corp. | 3.250% | 12/4/24 | 2,000 | 2,075 | |||
ORIX Corp. | 3.700% | 7/18/27 | 8,150 | 8,606 | |||
Real Estate Investment Trusts (0.7%) | |||||||
Alexandria Real Estate Equities Inc. | 3.900% | 6/15/23 | 665 | 698 | |||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 9,225 | 9,810 | |||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 5,275 | 5,529 | |||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 2,550 | 2,793 | |||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 3,000 | 3,207 | |||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 2,300 | 2,459 | |||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 4,030 | 4,326 | |||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 2,375 | 2,680 | |||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,046 | 1,031 | |||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 6,725 | 7,716 | |||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 8,500 | 8,845 | |||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 2,525 | 3,062 | |||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 4,500 | 4,930 | |||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,575 | 3,810 | |||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 1,000 | 1,033 | |||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 3,075 | 3,198 | |||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 1,220 | 1,294 | |||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 3,625 | 4,061 | |||
AvalonBay Communities Inc. | 2.950% | 9/15/22 | 75 | 77 | |||
AvalonBay Communities Inc. | 2.850% | 3/15/23 | 4,890 | 4,993 | |||
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 1,680 | 1,804 | |||
AvalonBay Communities Inc. | 3.500% | 11/15/24 | 2,447 | 2,577 | |||
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 4,295 | 4,528 | |||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 4,000 | 4,105 | |||
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 4,750 | 4,868 | |||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 5,000 | 5,264 | |||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 4,175 | 4,353 | |||
AvalonBay Communities Inc. | 3.300% | 6/1/29 | 2,000 | 2,111 | |||
AvalonBay Communities Inc. | 4.350% | 4/15/48 | 2,510 | 2,951 | |||
Boston Properties LP | 4.125% | 5/15/21 | 4,130 | 4,226 | |||
Boston Properties LP | 3.850% | 2/1/23 | 8,325 | 8,718 | |||
Boston Properties LP | 3.125% | 9/1/23 | 1,771 | 1,824 | |||
Boston Properties LP | 3.800% | 2/1/24 | 1,580 | 1,668 | |||
Boston Properties LP | 3.200% | 1/15/25 | 4,075 | 4,221 | |||
Boston Properties LP | 3.650% | 2/1/26 | 6,800 | 7,196 | |||
Boston Properties LP | 2.750% | 10/1/26 | 2,300 | 2,320 | |||
Boston Properties LP | 3.400% | 6/21/29 | 3,500 | 3,645 | |||
Boston Properties LP | 2.900% | 3/15/30 | 2,500 | 2,488 | |||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 5,475 | 5,686 | |||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 17,505 | 18,338 | |||
Brixmor Operating Partnership LP | 3.875% | 8/15/22 | 3,950 | 4,112 | |||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 1,475 | 1,519 | |||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 2,000 | 2,080 | |||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 12,425 | 13,024 |
69
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 2,850 | 3,025 | |||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 7,225 | 7,543 | |||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 5,880 | 6,297 | |||
Camden Property Trust | 2.950% | 12/15/22 | 5,575 | 5,683 | |||
Camden Property Trust | 4.100% | 10/15/28 | 1,975 | 2,193 | |||
Camden Property Trust | 3.150% | 7/1/29 | 5,165 | 5,374 | |||
Camden Property Trust | 3.350% | 11/1/49 | 1,000 | 1,000 | |||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 4,000 | 4,193 | |||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 5,675 | 5,782 | |||
Corporate Office Properties LP | 3.700% | 6/15/21 | 6,375 | 6,447 | |||
Corporate Office Properties LP | 3.600% | 5/15/23 | 1,600 | 1,642 | |||
Corporate Office Properties LP | 5.250% | 2/15/24 | 6,725 | 7,227 | |||
CubeSmart LP | 4.375% | 12/15/23 | 6,650 | 7,071 | |||
CubeSmart LP | 4.000% | 11/15/25 | 1,375 | 1,461 | |||
CubeSmart LP | 3.125% | 9/1/26 | 2,425 | 2,462 | |||
CubeSmart LP | 4.375% | 2/15/29 | 1,925 | 2,107 | |||
CubeSmart LP | 3.000% | 2/15/30 | 3,100 | 3,063 | |||
CyrusOne LP / CyrusOne Finance Corp. | 2.900% | 11/15/24 | 5,370 | 5,391 | |||
CyrusOne LP / CyrusOne Finance Corp. | 3.450% | 11/15/29 | 10,615 | 10,621 | |||
Digital Realty Trust LP | 3.950% | 7/1/22 | 7,575 | 7,886 | |||
Digital Realty Trust LP | 3.625% | 10/1/22 | 3,675 | 3,798 | |||
Digital Realty Trust LP | 2.750% | 2/1/23 | 2,400 | 2,424 | |||
Digital Realty Trust LP | 4.750% | 10/1/25 | 4,650 | 5,159 | |||
Digital Realty Trust LP | 3.700% | 8/15/27 | 5,350 | 5,624 | |||
Digital Realty Trust LP | 4.450% | 7/15/28 | 12,200 | 13,482 | |||
Digital Realty Trust LP | 3.600% | 7/1/29 | 7,575 | 7,907 | |||
Duke Realty LP | 3.875% | 10/15/22 | 6,175 | 6,429 | |||
Duke Realty LP | 3.625% | 4/15/23 | 1,740 | 1,807 | |||
Duke Realty LP | 3.750% | 12/1/24 | 2,179 | 2,306 | |||
Duke Realty LP | 3.250% | 6/30/26 | 4,050 | 4,177 | |||
Duke Realty LP | 4.000% | 9/15/28 | 2,025 | 2,184 | |||
Duke Realty LP | 2.875% | 11/15/29 | 1,000 | 998 | |||
EPR Properties | 5.250% | 7/15/23 | 3,375 | 3,618 | |||
EPR Properties | 4.500% | 4/1/25 | 7,023 | 7,441 | |||
EPR Properties | 4.750% | 12/15/26 | 1,100 | 1,190 | |||
EPR Properties | 4.500% | 6/1/27 | 245 | 263 | |||
EPR Properties | 4.950% | 4/15/28 | 4,150 | 4,516 | |||
EPR Properties | 3.750% | 8/15/29 | 5,830 | 5,877 | |||
ERP Operating LP | 4.625% | 12/15/21 | 1,459 | 1,523 | |||
ERP Operating LP | 3.000% | 4/15/23 | 1,675 | 1,723 | |||
ERP Operating LP | 3.375% | 6/1/25 | 300 | 315 | |||
ERP Operating LP | 2.850% | 11/1/26 | 9,175 | 9,370 | |||
ERP Operating LP | 3.500% | 3/1/28 | 7,000 | 7,449 | |||
ERP Operating LP | 4.150% | 12/1/28 | 3,200 | 3,582 | |||
ERP Operating LP | 3.000% | 7/1/29 | 4,195 | 4,327 | |||
ERP Operating LP | 2.500% | 2/15/30 | 4,680 | 4,631 | |||
ERP Operating LP | 4.500% | 7/1/44 | 4,200 | 4,949 | |||
ERP Operating LP | 4.500% | 6/1/45 | 3,750 | 4,435 | |||
ERP Operating LP | 4.000% | 8/1/47 | 2,775 | 3,061 | |||
Essex Portfolio LP | 5.200% | 3/15/21 | 1,750 | 1,802 | |||
Essex Portfolio LP | 3.375% | 1/15/23 | 1,000 | 1,029 | |||
Essex Portfolio LP | 3.250% | 5/1/23 | 1,425 | 1,464 |
70
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 1,575 | 1,663 | |||
Essex Portfolio LP | 3.500% | 4/1/25 | 8,950 | 9,394 | |||
Essex Portfolio LP | 3.375% | 4/15/26 | 3,485 | 3,620 | |||
Essex Portfolio LP | 4.000% | 3/1/29 | 5,795 | 6,321 | |||
Essex Portfolio LP | 3.000% | 1/15/30 | 4,630 | 4,681 | |||
Essex Portfolio LP | 4.500% | 3/15/48 | 6,335 | 7,219 | |||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 2,650 | 2,692 | |||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 4,725 | 4,902 | |||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 3,350 | 3,453 | |||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 7,075 | 8,092 | |||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 2,810 | 2,904 | |||
Healthcare Trust of America Holdings LP | 3.700% | 4/15/23 | 2,600 | 2,686 | |||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 3,300 | 3,441 | |||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 4,475 | 4,714 | |||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 3,405 | 3,378 | |||
Healthpeak Properties Inc. | 3.150% | 8/1/22 | 3,375 | 3,435 | |||
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 4,958 | 5,290 | |||
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 10,067 | 10,737 | |||
Healthpeak Properties Inc. | 3.875% | 8/15/24 | 4,350 | 4,621 | |||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 4,850 | 5,043 | |||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 775 | 832 | |||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 2,000 | 2,069 | |||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 6,270 | 6,523 | |||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 9,495 | 9,482 | |||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,496 | 2,075 | |||
Highwoods Realty LP | 3.200% | 6/15/21 | 9,209 | 9,323 | |||
Highwoods Realty LP | 3.875% | 3/1/27 | 3,850 | 4,015 | |||
Highwoods Realty LP | 4.125% | 3/15/28 | 3,000 | 3,168 | |||
Highwoods Realty LP | 4.200% | 4/15/29 | 2,600 | 2,795 | |||
Host Hotels & Resorts LP | 3.750% | 10/15/23 | 6,034 | 6,284 | |||
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 6,838 | 7,210 | |||
Host Hotels & Resorts LP | 4.000% | 6/15/25 | 1,400 | 1,496 | |||
Host Hotels & Resorts LP | 3.375% | 12/15/29 | 6,770 | 6,824 | |||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 1,500 | 1,646 | |||
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 2,500 | 2,620 | |||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 2,585 | 2,552 | |||
Kilroy Realty LP | 3.800% | 1/15/23 | 10,550 | 10,956 | |||
Kilroy Realty LP | 3.450% | 12/15/24 | 2,000 | 2,077 | |||
Kilroy Realty LP | 4.375% | 10/1/25 | 800 | 868 | |||
Kilroy Realty LP | 4.750% | 12/15/28 | 2,150 | 2,424 | |||
Kilroy Realty LP | 4.250% | 8/15/29 | 2,975 | 3,232 | |||
Kilroy Realty LP | 3.050% | 2/15/30 | 12,025 | 11,869 | |||
Kimco Realty Corp. | 3.200% | 5/1/21 | 125 | 127 | |||
Kimco Realty Corp. | 3.400% | 11/1/22 | 7,275 | 7,509 | |||
Kimco Realty Corp. | 3.125% | 6/1/23 | 875 | 894 | |||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,125 | 3,248 | |||
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,893 | 1,888 | |||
Kimco Realty Corp. | 3.800% | 4/1/27 | 5,175 | 5,472 | |||
Kimco Realty Corp. | 4.250% | 4/1/45 | 325 | 343 | |||
Kimco Realty Corp. | 4.125% | 12/1/46 | 400 | 416 | |||
Kimco Realty Corp. | 4.450% | 9/1/47 | 3,050 | 3,327 | |||
Kite Realty Group LP | 4.000% | 10/1/26 | 7,900 | 7,822 | |||
Liberty Property LP | 3.375% | 6/15/23 | 1,850 | 1,921 | |||
Liberty Property LP | 4.400% | 2/15/24 | 5,934 | 6,407 |
71
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Liberty Property LP | 3.750% | 4/1/25 | 5,675 | 6,063 | |||
Liberty Property LP | 4.375% | 2/1/29 | 4,000 | 4,509 | |||
Life Storage LP | 3.500% | 7/1/26 | 10,625 | 10,905 | |||
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 1,050 | |||
Life Storage LP | 4.000% | 6/15/29 | 1,950 | 2,077 | |||
Mid-America Apartments LP | 4.300% | 10/15/23 | 2,400 | 2,558 | |||
Mid-America Apartments LP | 3.750% | 6/15/24 | 2,725 | 2,873 | |||
Mid-America Apartments LP | 4.000% | 11/15/25 | 75 | 81 | |||
Mid-America Apartments LP | 3.600% | 6/1/27 | 7,770 | 8,248 | |||
Mid-America Apartments LP | 3.950% | 3/15/29 | 8,650 | 9,422 | |||
Mid-America Apartments LP | 2.750% | 3/15/30 | 5,245 | 5,205 | |||
National Retail Properties Inc. | 3.800% | 10/15/22 | 1,600 | 1,662 | |||
National Retail Properties Inc. | 3.300% | 4/15/23 | 900 | 924 | |||
National Retail Properties Inc. | 3.900% | 6/15/24 | 2,750 | 2,904 | |||
National Retail Properties Inc. | 4.000% | 11/15/25 | 2,875 | 3,071 | |||
National Retail Properties Inc. | 3.600% | 12/15/26 | 2,475 | 2,599 | |||
National Retail Properties Inc. | 3.500% | 10/15/27 | 5,050 | 5,271 | |||
National Retail Properties Inc. | 4.300% | 10/15/28 | 2,500 | 2,755 | |||
National Retail Properties Inc. | 4.800% | 10/15/48 | 2,275 | 2,737 | |||
Office Properties Income Trust | 4.000% | 7/15/22 | 2,725 | 2,786 | |||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 18,025 | 19,149 | |||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 3,325 | 3,637 | |||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 3,250 | 3,471 | |||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 5,250 | 5,843 | |||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 7,375 | 7,961 | |||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 4,180 | 4,547 | |||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 12,269 | 12,318 | |||
Physicians Realty LP | 4.300% | 3/15/27 | 6,400 | 6,761 | |||
Physicians Realty LP | 3.950% | 1/15/28 | 3,000 | 3,105 | |||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 6,150 | 6,286 | |||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 1,750 | 1,859 | |||
Prologis LP | 4.250% | 8/15/23 | 1,800 | 1,923 | |||
Prologis LP | 3.750% | 11/1/25 | 1,450 | 1,567 | |||
Prologis LP | 3.875% | 9/15/28 | 2,500 | 2,743 | |||
Prologis LP | 4.375% | 9/15/48 | 3,500 | 4,181 | |||
Public Storage | 2.370% | 9/15/22 | 5,510 | 5,565 | |||
Public Storage | 3.094% | 9/15/27 | 2,600 | 2,704 | |||
Public Storage | 3.385% | 5/1/29 | 2,000 | 2,115 | |||
Realty Income Corp. | 3.250% | 10/15/22 | 9,900 | 10,196 | |||
Realty Income Corp. | 4.650% | 8/1/23 | 1,825 | 1,972 | |||
Realty Income Corp. | 3.875% | 7/15/24 | 1,950 | 2,076 | |||
Realty Income Corp. | 3.875% | 4/15/25 | 6,840 | 7,357 | |||
Realty Income Corp. | 4.125% | 10/15/26 | 10,420 | 11,381 | |||
Realty Income Corp. | 3.000% | 1/15/27 | 5,750 | 5,923 | |||
Realty Income Corp. | 3.650% | 1/15/28 | 7,725 | 8,275 | |||
Realty Income Corp. | 3.250% | 6/15/29 | 12,250 | 12,977 | |||
Realty Income Corp. | 4.650% | 3/15/47 | 9,855 | 11,859 | |||
Regency Centers Corp. | 3.750% | 11/15/22 | 2,000 | 2,074 | |||
Regency Centers LP | 3.600% | 2/1/27 | 2,010 | 2,101 | |||
Regency Centers LP | 4.125% | 3/15/28 | 1,375 | 1,489 | |||
Regency Centers LP | 2.950% | 9/15/29 | 5,000 | 4,992 | |||
Regency Centers LP | 4.400% | 2/1/47 | 5,650 | 6,355 | |||
Regency Centers LP | 4.650% | 3/15/49 | 4,225 | 4,994 | |||
Sabra Health Care LP | 5.125% | 8/15/26 | 500 | 541 |
72
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 8,975 | 8,963 | |||
Sabra Health Care LP / Sabra Capital Corp. | 4.800% | 6/1/24 | 1,840 | 1,957 | |||
Select Income REIT | 4.150% | 2/1/22 | 1,975 | 2,022 | |||
Select Income REIT | 4.250% | 5/15/24 | 1,325 | 1,376 | |||
Select Income REIT | 4.500% | 2/1/25 | 5,916 | 6,143 | |||
Service Properties Trust | 4.250% | 2/15/21 | 50 | 51 | |||
Service Properties Trust | 4.500% | 6/15/23 | 1,891 | 1,957 | |||
Service Properties Trust | 4.650% | 3/15/24 | 3,525 | 3,659 | |||
Service Properties Trust | 4.350% | 10/1/24 | 5,320 | 5,456 | |||
Service Properties Trust | 4.500% | 3/15/25 | 1,550 | 1,587 | |||
Service Properties Trust | 5.250% | 2/15/26 | 2,035 | 2,141 | |||
Service Properties Trust | 4.750% | 10/1/26 | 2,695 | 2,764 | |||
Service Properties Trust | 4.950% | 2/15/27 | 4,000 | 4,118 | |||
Service Properties Trust | 3.950% | 1/15/28 | 3,925 | 3,833 | |||
Service Properties Trust | 4.950% | 10/1/29 | 8,800 | 8,847 | |||
Service Properties Trust | 4.375% | 2/15/30 | 14,700 | 14,417 | |||
Simon Property Group LP | 2.500% | 7/15/21 | 2,000 | 2,014 | |||
Simon Property Group LP | 2.350% | 1/30/22 | 3,525 | 3,551 | |||
Simon Property Group LP | 2.625% | 6/15/22 | 10,300 | 10,454 | |||
Simon Property Group LP | 2.750% | 2/1/23 | 3,625 | 3,696 | |||
Simon Property Group LP | 2.750% | 6/1/23 | 6,000 | 6,125 | |||
Simon Property Group LP | 3.750% | 2/1/24 | 5,000 | 5,297 | |||
Simon Property Group LP | 2.000% | 9/13/24 | 4,195 | 4,135 | |||
Simon Property Group LP | 3.375% | 10/1/24 | 4,212 | 4,421 | |||
Simon Property Group LP | 3.500% | 9/1/25 | 2,800 | 2,974 | |||
Simon Property Group LP | 3.300% | 1/15/26 | 6,380 | 6,675 | |||
Simon Property Group LP | 3.250% | 11/30/26 | 2,800 | 2,932 | |||
Simon Property Group LP | 3.375% | 6/15/27 | 8,780 | 9,269 | |||
Simon Property Group LP | 3.375% | 12/1/27 | 4,700 | 4,970 | |||
Simon Property Group LP | 2.450% | 9/13/29 | 10,685 | 10,483 | |||
Simon Property Group LP | 6.750% | 2/1/40 | 4,550 | 6,654 | |||
Simon Property Group LP | 4.750% | 3/15/42 | 2,010 | 2,403 | |||
Simon Property Group LP | 4.250% | 10/1/44 | 200 | 225 | |||
Simon Property Group LP | 4.250% | 11/30/46 | 4,700 | 5,347 | |||
Simon Property Group LP | 3.250% | 9/13/49 | 9,760 | 9,426 | |||
SITE Centers Corp. | 4.625% | 7/15/22 | 1,498 | 1,563 | |||
SITE Centers Corp. | 3.900% | 8/15/24 | 8,125 | 8,397 | |||
SITE Centers Corp. | 3.625% | 2/1/25 | 6,000 | 6,177 | |||
SITE Centers Corp. | 4.250% | 2/1/26 | 1,700 | 1,786 | |||
SITE Centers Corp. | 4.700% | 6/1/27 | 16,350 | 17,677 | |||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 3,300 | 3,373 | |||
Spirit Realty LP | 3.200% | 1/15/27 | 2,000 | 1,999 | |||
Spirit Realty LP | 4.000% | 7/15/29 | 2,650 | 2,768 | |||
Spirit Realty LP | 3.400% | 1/15/30 | 3,840 | 3,850 | |||
STORE Capital Corp. | 4.500% | 3/15/28 | 3,195 | 3,478 | |||
STORE Capital Corp. | 4.625% | 3/15/29 | 5,000 | 5,518 | |||
Tanger Properties LP | 3.750% | 12/1/24 | 1,000 | 1,022 | |||
Tanger Properties LP | 3.125% | 9/1/26 | 4,710 | 4,675 | |||
Tanger Properties LP | 3.875% | 7/15/27 | 2,600 | 2,656 | |||
UDR Inc. | 3.750% | 7/1/24 | 200 | 211 | |||
UDR Inc. | 2.950% | 9/1/26 | 4,400 | 4,456 | |||
UDR Inc. | 3.500% | 7/1/27 | 5,250 | 5,494 | |||
UDR Inc. | 3.500% | 1/15/28 | 5,075 | 5,322 | |||
UDR Inc. | 3.200% | 1/15/30 | 2,085 | 2,126 |
73
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
UDR Inc. | 3.000% | 8/15/31 | 3,500 | 3,503 | |||
UDR Inc. | 3.100% | 11/1/34 | 3,335 | 3,327 | |||
Ventas Realty LP | 3.100% | 1/15/23 | 4,120 | 4,217 | |||
Ventas Realty LP | 3.125% | 6/15/23 | 7,060 | 7,225 | |||
Ventas Realty LP | 3.500% | 4/15/24 | 3,075 | 3,209 | |||
Ventas Realty LP | 3.750% | 5/1/24 | 2,325 | 2,441 | |||
Ventas Realty LP | 2.650% | 1/15/25 | 3,610 | 3,638 | |||
Ventas Realty LP | 4.125% | 1/15/26 | 1,825 | 1,953 | |||
Ventas Realty LP | 3.250% | 10/15/26 | 9,075 | 9,268 | |||
Ventas Realty LP | 3.850% | 4/1/27 | 2,075 | 2,195 | |||
Ventas Realty LP | 4.000% | 3/1/28 | 12,985 | 13,880 | |||
Ventas Realty LP | 4.400% | 1/15/29 | 4,000 | 4,399 | |||
Ventas Realty LP | 3.000% | 1/15/30 | 3,865 | 3,829 | |||
Ventas Realty LP | 5.700% | 9/30/43 | 1,000 | 1,251 | |||
Ventas Realty LP | 4.375% | 2/1/45 | 5,740 | 6,165 | |||
Ventas Realty LP | 4.875% | 4/15/49 | 1,200 | 1,408 | |||
Ventas Realty LP / Ventas Capital Corp. | 3.250% | 8/15/22 | 6,827 | 6,989 | |||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 2,550 | 2,746 | |||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 5,175 | 5,649 | |||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 2,925 | 3,219 | |||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 20,100 | 21,085 | |||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 5,365 | 5,267 | |||
Vornado Realty LP | 3.500% | 1/15/25 | 2,425 | 2,524 | |||
Washington REIT | 3.950% | 10/15/22 | 1,050 | 1,085 | |||
7 | WEA Finance LLC / Westfield UK & Europe Finance plc | 3.750% | 9/17/24 | 500 | 525 | ||
Weingarten Realty Investors | 3.375% | 10/15/22 | 8,375 | 8,562 | |||
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 | 935 | |||
Welltower Inc. | 3.750% | 3/15/23 | 16,519 | 17,194 | |||
Welltower Inc. | 3.950% | 9/1/23 | 3,475 | 3,665 | |||
Welltower Inc. | 4.500% | 1/15/24 | 5,500 | 5,916 | |||
Welltower Inc. | 3.625% | 3/15/24 | 12,600 | 13,192 | |||
Welltower Inc. | 4.000% | 6/1/25 | 18,665 | 20,050 | |||
Welltower Inc. | 4.250% | 4/1/26 | 9,775 | 10,603 | |||
Welltower Inc. | 4.250% | 4/15/28 | 1,525 | 1,669 | |||
Welltower Inc. | 4.125% | 3/15/29 | 8,145 | 8,858 | |||
Welltower Inc. | 3.100% | 1/15/30 | 2,400 | 2,426 | |||
Welltower Inc. | 6.500% | 3/15/41 | 1,250 | 1,670 | |||
Welltower Inc. | 5.125% | 3/15/43 | 950 | 1,084 | |||
Welltower Inc. | 4.950% | 9/1/48 | 4,500 | 5,391 | |||
WP Carey Inc. | 4.600% | 4/1/24 | 7,705 | 8,252 | |||
WP Carey Inc. | 4.000% | 2/1/25 | 1,250 | 1,312 | |||
WP Carey Inc. | 4.250% | 10/1/26 | 2,350 | 2,513 | |||
WP Carey Inc. | 3.850% | 7/15/29 | 2,200 | 2,329 | |||
16,190,999 | |||||||
Industrial (16.0%) | |||||||
Basic Industry (0.8%) | |||||||
Air Products & Chemicals Inc. | 3.000% | 11/3/21 | 9,710 | 9,907 | |||
Air Products & Chemicals Inc. | 3.350% | 7/31/24 | 11,545 | 12,150 | |||
Airgas Inc. | 3.650% | 7/15/24 | 9,075 | 9,624 | |||
Albemarle Corp. | 4.150% | 12/1/24 | 6,265 | 6,684 | |||
Albemarle Corp. | 5.450% | 12/1/44 | 3,240 | 3,691 |
74
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
7 | Albemarle Wodgina Pty Ltd. | 3.450% | 11/15/29 | 1,910 | 1,908 | ||
ArcelorMittal | 6.250% | 2/25/22 | 2,923 | 3,150 | |||
ArcelorMittal | 3.600% | 7/16/24 | 5,000 | 5,119 | |||
ArcelorMittal | 6.125% | 6/1/25 | 5,200 | 5,982 | |||
ArcelorMittal | 4.550% | 3/11/26 | 16,500 | 17,499 | |||
ArcelorMittal | 4.250% | 7/16/29 | 3,750 | 3,915 | |||
ArcelorMittal | 7.000% | 10/15/39 | 6,600 | 8,030 | |||
Barrick Gold Corp. | 6.450% | 10/15/35 | 1,050 | 1,345 | |||
Barrick Gold Corp. | 5.250% | 4/1/42 | 9,150 | 10,884 | |||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 9,970 | 11,975 | |||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 6,200 | 7,918 | |||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 12,159 | 15,341 | |||
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 12,690 | 12,917 | |||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 7,475 | 7,954 | |||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 100 | 121 | |||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 4,020 | 4,546 | |||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 20,890 | 26,642 | |||
7 | Braskem America Finance Co. | 7.125% | 7/22/41 | 200 | 229 | ||
Braskem Finance Ltd. | 6.450% | 2/3/24 | 4,300 | 4,788 | |||
Cabot Corp. | 3.700% | 7/15/22 | 400 | 412 | |||
Cabot Corp. | 4.000% | 7/1/29 | 2,800 | 2,934 | |||
Celanese US Holdings LLC | 5.875% | 6/15/21 | 3,950 | 4,144 | |||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 5,866 | 5,919 | |||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 8,500 | 8,797 | |||
Dow Chemical Co. | 3.000% | 11/15/22 | 28,100 | 28,755 | |||
Dow Chemical Co. | 3.500% | 10/1/24 | 13,335 | 13,964 | |||
Dow Chemical Co. | 4.550% | 11/30/25 | 4,500 | 4,953 | |||
Dow Chemical Co. | 4.800% | 11/30/28 | 5,225 | 5,924 | |||
Dow Chemical Co. | 7.375% | 11/1/29 | 5,350 | 7,046 | |||
Dow Chemical Co. | 4.250% | 10/1/34 | 6,455 | 7,092 | |||
Dow Chemical Co. | 9.400% | 5/15/39 | 9,860 | 16,162 | |||
Dow Chemical Co. | 5.250% | 11/15/41 | 3,860 | 4,472 | |||
Dow Chemical Co. | 4.375% | 11/15/42 | 13,430 | 14,324 | |||
Dow Chemical Co. | 4.625% | 10/1/44 | 1,600 | 1,760 | |||
Dow Chemical Co. | 5.550% | 11/30/48 | 7,375 | 9,183 | |||
Dow Chemical Co. | 4.800% | 5/15/49 | 2,000 | 2,307 | |||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 19,000 | 20,310 | |||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 12,000 | 13,190 | |||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 26,025 | 29,524 | |||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 26,275 | 31,219 | |||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 23,000 | 28,319 | |||
Eastman Chemical Co. | 3.600% | 8/15/22 | 7,095 | 7,340 | |||
Eastman Chemical Co. | 3.800% | 3/15/25 | 7,500 | 7,909 | |||
Eastman Chemical Co. | 4.800% | 9/1/42 | 3,950 | 4,296 | |||
Eastman Chemical Co. | 4.650% | 10/15/44 | 5,725 | 6,205 | |||
Ecolab Inc. | 4.350% | 12/8/21 | 4,569 | 4,780 | |||
Ecolab Inc. | 2.375% | 8/10/22 | 7,115 | 7,180 | |||
Ecolab Inc. | 3.250% | 1/14/23 | 2,325 | 2,401 | |||
Ecolab Inc. | 2.700% | 11/1/26 | 3,100 | 3,183 | |||
Ecolab Inc. | 3.250% | 12/1/27 | 4,100 | 4,316 | |||
Ecolab Inc. | 5.500% | 12/8/41 | 2,156 | 2,812 | |||
Ecolab Inc. | 3.950% | 12/1/47 | 9,746 | 10,934 | |||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 7,725 | 8,362 | |||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 5,900 | 6,114 |
75
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 4,325 | 4,747 | |||
FMC Corp. | 3.950% | 2/1/22 | 3,000 | 3,091 | |||
FMC Corp. | 4.100% | 2/1/24 | 6,500 | 6,843 | |||
FMC Corp. | 3.200% | 10/1/26 | 1,675 | 1,715 | |||
FMC Corp. | 3.450% | 10/1/29 | 3,360 | 3,470 | |||
FMC Corp. | 4.500% | 10/1/49 | 3,000 | 3,290 | |||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 14,030 | 17,029 | |||
Georgia-Pacific LLC | 7.375% | 12/1/25 | 2,500 | 3,140 | |||
Georgia-Pacific LLC | 7.250% | 6/1/28 | 1,000 | 1,317 | |||
Georgia-Pacific LLC | 7.750% | 11/15/29 | 1,750 | 2,479 | |||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 4,460 | 6,923 | |||
Huntsman International LLC | 4.500% | 5/1/29 | 6,425 | 6,831 | |||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 1,475 | 1,493 | |||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,000 | 2,185 | |||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 4,300 | 4,406 | |||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 5,000 | 5,598 | |||
International Paper Co. | 7.500% | 8/15/21 | 4,779 | 5,183 | |||
International Paper Co. | 3.650% | 6/15/24 | 7,000 | 7,361 | |||
International Paper Co. | 3.800% | 1/15/26 | 1,010 | 1,075 | |||
International Paper Co. | 3.000% | 2/15/27 | 11,150 | 11,406 | |||
International Paper Co. | 5.000% | 9/15/35 | 3,135 | 3,677 | |||
International Paper Co. | 7.300% | 11/15/39 | 3,787 | 5,243 | |||
International Paper Co. | 6.000% | 11/15/41 | 2,600 | 3,229 | |||
International Paper Co. | 4.800% | 6/15/44 | 11,425 | 12,528 | |||
International Paper Co. | 5.150% | 5/15/46 | 7,650 | 8,795 | |||
International Paper Co. | 4.400% | 8/15/47 | 12,096 | 12,824 | |||
International Paper Co. | 4.350% | 8/15/48 | 9,900 | 10,516 | |||
Kinross Gold Corp. | 5.125% | 9/1/21 | 900 | 936 | |||
Kinross Gold Corp. | 5.950% | 3/15/24 | 3,091 | 3,439 | |||
Kinross Gold Corp. | 4.500% | 7/15/27 | 467 | 488 | |||
Lubrizol Corp. | 6.500% | 10/1/34 | 420 | 586 | |||
LYB International Finance BV | 4.000% | 7/15/23 | 7,856 | 8,376 | |||
LYB International Finance BV | 5.250% | 7/15/43 | 7,856 | 9,226 | |||
LYB International Finance BV | 4.875% | 3/15/44 | 6,910 | 7,774 | |||
LYB International Finance II BV | 3.500% | 3/2/27 | 15,000 | 15,695 | |||
LYB International Finance III LLC | 4.200% | 10/15/49 | 1,460 | 1,516 | |||
LyondellBasell Industries NV | 6.000% | 11/15/21 | 15,650 | 16,632 | |||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 6,658 | 7,499 | |||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 5,050 | 5,328 | |||
Meadwestvaco Corp. | 7.950% | 2/15/31 | 8,200 | 11,068 | |||
Methanex Corp. | 4.250% | 12/1/24 | 665 | 683 | |||
Methanex Corp. | 5.650% | 12/1/44 | 6,900 | 6,615 | |||
Mosaic Co. | 3.750% | 11/15/21 | 10,275 | 10,517 | |||
Mosaic Co. | 3.250% | 11/15/22 | 10,450 | 10,715 | |||
Mosaic Co. | 4.250% | 11/15/23 | 12,507 | 13,328 | |||
Mosaic Co. | 4.050% | 11/15/27 | 6,125 | 6,346 | |||
Mosaic Co. | 5.450% | 11/15/33 | 1,805 | 2,048 | |||
Mosaic Co. | 4.875% | 11/15/41 | 4,470 | 4,644 | |||
Mosaic Co. | 5.625% | 11/15/43 | 1,250 | 1,479 | |||
Newmont Corp. | 3.625% | 6/9/21 | 2,145 | 2,188 | |||
Newmont Corp. | 3.500% | 3/15/22 | 400 | 411 | |||
Newmont Corp. | 3.700% | 3/15/23 | 21,590 | 22,573 | |||
Newmont Corp. | 2.800% | 10/1/29 | 6,950 | 6,879 | |||
Newmont Corp. | 5.875% | 4/1/35 | 780 | 995 |
76
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Newmont Corp. | 6.250% | 10/1/39 | 6,626 | 8,757 | |||
Newmont Corp. | 4.875% | 3/15/42 | 8,225 | 9,587 | |||
Newmont Corp. | 5.450% | 6/9/44 | 4,484 | 5,549 | |||
Nucor Corp. | 4.125% | 9/15/22 | 8,191 | 8,588 | |||
Nucor Corp. | 4.000% | 8/1/23 | 8,027 | 8,492 | |||
Nucor Corp. | 6.400% | 12/1/37 | 7,875 | 10,643 | |||
Nucor Corp. | 5.200% | 8/1/43 | 11,225 | 13,939 | |||
Nucor Corp. | 4.400% | 5/1/48 | 2,780 | 3,149 | |||
Nutrien Ltd. | 3.150% | 10/1/22 | 14,135 | 14,422 | |||
Nutrien Ltd. | 3.500% | 6/1/23 | 6,664 | 6,874 | |||
Nutrien Ltd. | 3.625% | 3/15/24 | 500 | 521 | |||
Nutrien Ltd. | 3.375% | 3/15/25 | 5,450 | 5,649 | |||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,000 | 4,072 | |||
Nutrien Ltd. | 4.000% | 12/15/26 | 2,700 | 2,873 | |||
Nutrien Ltd. | 4.200% | 4/1/29 | 2,925 | 3,215 | |||
Nutrien Ltd. | 4.125% | 3/15/35 | 5,525 | 5,767 | |||
Nutrien Ltd. | 7.125% | 5/23/36 | 200 | 261 | |||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,875 | 5,701 | |||
Nutrien Ltd. | 6.125% | 1/15/41 | 1,375 | 1,713 | |||
Nutrien Ltd. | 4.900% | 6/1/43 | 6,410 | 7,169 | |||
Nutrien Ltd. | 5.250% | 1/15/45 | 18,755 | 22,093 | |||
Nutrien Ltd. | 5.000% | 4/1/49 | 5,957 | 7,031 | |||
Packaging Corp. of America | 4.500% | 11/1/23 | 8,345 | 8,978 | |||
Packaging Corp. of America | 3.650% | 9/15/24 | 4,570 | 4,787 | |||
Packaging Corp. of America | 3.400% | 12/15/27 | 700 | 729 | |||
Packaging Corp. of America | 3.000% | 12/15/29 | 3,255 | 3,267 | |||
Packaging Corp. of America | 4.050% | 12/15/49 | 1,600 | 1,660 | |||
PPG Industries Inc. | 2.400% | 8/15/24 | 10,920 | 11,000 | |||
Praxair Inc. | 4.050% | 3/15/21 | 120 | 123 | |||
Praxair Inc. | 3.000% | 9/1/21 | 8,125 | 8,273 | |||
Praxair Inc. | 2.450% | 2/15/22 | 15,971 | 16,158 | |||
Praxair Inc. | 2.200% | 8/15/22 | 10,243 | 10,314 | |||
Praxair Inc. | 2.650% | 2/5/25 | 3,500 | 3,590 | |||
Praxair Inc. | 3.200% | 1/30/26 | 3,000 | 3,144 | |||
Praxair Inc. | 3.550% | 11/7/42 | 2,500 | 2,607 | |||
Rayonier Inc. | 3.750% | 4/1/22 | 1,950 | 1,971 | |||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 4,225 | 4,447 | |||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 3,229 | 4,370 | |||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 3,935 | 4,934 | |||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 30,475 | 32,699 | |||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 375 | 500 | |||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 5,485 | 7,156 | |||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 3,975 | 4,849 | |||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 12,925 | 14,796 | |||
Rohm & Haas Co. | 7.850% | 7/15/29 | 4,775 | 6,346 | |||
RPM International Inc. | 3.450% | 11/15/22 | 3,275 | 3,358 | |||
RPM International Inc. | 3.750% | 3/15/27 | 3,875 | 3,984 | |||
RPM International Inc. | 5.250% | 6/1/45 | 3,592 | 3,970 | |||
RPM International Inc. | 4.250% | 1/15/48 | 10,120 | 9,814 | |||
Sasol Financing International Ltd. | 4.500% | 11/14/22 | 9,110 | 9,409 | |||
SASOL Financing USA LLC | 5.875% | 3/27/24 | 13,325 | 14,441 | |||
SASOL Financing USA LLC | 6.500% | 9/27/28 | 6,600 | 7,342 | |||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 500 | 518 | |||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 7,366 | 7,491 |
77
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 9,875 | 10,196 | |||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 5,425 | 5,694 | |||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 5,450 | 5,825 | |||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 17,500 | 18,449 | |||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 10,000 | 10,119 | |||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 1,000 | 1,026 | |||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 1,590 | 1,750 | |||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 12,725 | 14,447 | |||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 5,000 | 5,087 | |||
Southern Copper Corp. | 3.500% | 11/8/22 | 2,400 | 2,478 | |||
Southern Copper Corp. | 3.875% | 4/23/25 | 2,800 | 2,938 | |||
Southern Copper Corp. | 7.500% | 7/27/35 | 3,725 | 5,128 | |||
Southern Copper Corp. | 6.750% | 4/16/40 | 1,550 | 2,062 | |||
Southern Copper Corp. | 5.250% | 11/8/42 | 17,545 | 20,081 | |||
Southern Copper Corp. | 5.875% | 4/23/45 | 22,730 | 28,250 | |||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 2,000 | 2,015 | |||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 5,500 | 5,562 | |||
Suzano Austria GmbH | 6.000% | 1/15/29 | 18,750 | 21,167 | |||
Suzano Austria GmbH | 5.000% | 1/15/30 | 6,700 | 7,029 | |||
Teck Resources Ltd. | 6.125% | 10/1/35 | 4,727 | 5,505 | |||
Teck Resources Ltd. | 6.000% | 8/15/40 | 2,830 | 3,153 | |||
Teck Resources Ltd. | 6.250% | 7/15/41 | 9,020 | 10,303 | |||
Vale Canada Ltd. | 7.200% | 9/15/32 | 2,926 | 3,599 | |||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 22,860 | 26,803 | |||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 500 | 701 | |||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 16,289 | 21,135 | |||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 14,765 | 19,158 | |||
Vale SA | 5.625% | 9/11/42 | 4,597 | 5,378 | |||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 19,200 | 19,812 | |||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 13,210 | 14,012 | |||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 275 | 276 | |||
Westrock MWV LLC | 8.200% | 1/15/30 | 5,804 | 7,930 | |||
WestRock RKT Co. | 4.900% | 3/1/22 | 1,950 | 2,055 | |||
WestRock RKT Co. | 4.000% | 3/1/23 | 2,865 | 2,985 | |||
Weyerhaeuser Co. | 4.700% | 3/15/21 | 570 | 585 | |||
Weyerhaeuser Co. | 3.250% | 3/15/23 | 500 | 513 | |||
Weyerhaeuser Co. | 4.625% | 9/15/23 | 8,125 | 8,754 | |||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 800 | 1,010 | |||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 11,200 | 12,139 | |||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 8,605 | 11,925 | |||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 2,250 | 2,963 | |||
WRKCo Inc. | 3.000% | 9/15/24 | 5,575 | 5,690 | |||
WRKCo Inc. | 3.750% | 3/15/25 | 4,025 | 4,240 | |||
WRKCo Inc. | 4.650% | 3/15/26 | 2,315 | 2,559 | |||
WRKCo Inc. | 3.375% | 9/15/27 | 4,700 | 4,803 | |||
WRKCo Inc. | 4.000% | 3/15/28 | 5,000 | 5,320 | |||
WRKCo Inc. | 3.900% | 6/1/28 | 2,000 | 2,115 | |||
WRKCo Inc. | 4.900% | 3/15/29 | 9,150 | 10,404 | |||
WRKCo Inc. | 4.200% | 6/1/32 | 3,580 | 3,913 | |||
Yamana Gold Inc. | 4.625% | 12/15/27 | 2,700 | 2,818 | |||
Capital Goods (1.3%) | |||||||
3M Co. | 1.625% | 9/19/21 | 4,625 | 4,612 | |||
3M Co. | 2.750% | 3/1/22 | 7,518 | 7,657 | |||
3M Co. | 2.000% | 6/26/22 | 1,982 | 1,994 |
78
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
3M Co. | 1.750% | 2/14/23 | 5,300 | 5,270 | |||
3M Co. | 2.250% | 3/15/23 | 1,950 | 1,967 | |||
3M Co. | 3.250% | 2/14/24 | 3,075 | 3,215 | |||
3M Co. | 2.000% | 2/14/25 | 6,425 | 6,369 | |||
3M Co. | 3.000% | 8/7/25 | 3,900 | 4,065 | |||
3M Co. | 2.250% | 9/19/26 | 5,900 | 5,885 | |||
3M Co. | 2.875% | 10/15/27 | 5,150 | 5,363 | |||
3M Co. | 3.625% | 9/14/28 | 3,816 | 4,153 | |||
3M Co. | 3.375% | 3/1/29 | 7,075 | 7,501 | |||
3M Co. | 2.375% | 8/26/29 | 10,275 | 10,087 | |||
3M Co. | 3.875% | 6/15/44 | 1,000 | 1,060 | |||
3M Co. | 3.125% | 9/19/46 | 5,500 | 5,269 | |||
3M Co. | 3.625% | 10/15/47 | 5,125 | 5,275 | |||
3M Co. | 4.000% | 9/14/48 | 10,400 | 11,409 | |||
3M Co. | 3.250% | 8/26/49 | 8,750 | 8,513 | |||
ABB Finance USA Inc. | 2.875% | 5/8/22 | 8,285 | 8,454 | |||
ABB Finance USA Inc. | 3.375% | 4/3/23 | 250 | 260 | |||
ABB Finance USA Inc. | 3.800% | 4/3/28 | 6,475 | 7,069 | |||
ABB Finance USA Inc. | 4.375% | 5/8/42 | 6,900 | 8,279 | |||
Allegion plc | 3.500% | 10/1/29 | 3,455 | 3,523 | |||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 2,053 | 2,107 | |||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,100 | 3,195 | |||
Avery Dennison Corp. | 4.875% | 12/6/28 | 660 | 749 | |||
7 | Bemis Co. Inc. | 4.500% | 10/15/21 | 1,205 | 1,241 | ||
7 | Bemis Co. Inc. | 3.100% | 9/15/26 | 2,450 | 2,395 | ||
Boeing Co. | 2.300% | 8/1/21 | 3,500 | 3,518 | |||
Boeing Co. | 8.750% | 8/15/21 | 390 | 431 | |||
Boeing Co. | 2.350% | 10/30/21 | 2,000 | 2,015 | |||
Boeing Co. | 2.125% | 3/1/22 | 5,075 | 5,084 | |||
Boeing Co. | 2.700% | 5/1/22 | 4,425 | 4,487 | |||
Boeing Co. | 2.800% | 3/1/23 | 7,350 | 7,485 | |||
Boeing Co. | 1.875% | 6/15/23 | 3,100 | 3,077 | |||
Boeing Co. | 2.800% | 3/1/24 | 2,000 | 2,041 | |||
Boeing Co. | 2.850% | 10/30/24 | 4,740 | 4,852 | |||
Boeing Co. | 2.500% | 3/1/25 | 580 | 581 | |||
Boeing Co. | 7.250% | 6/15/25 | 325 | 402 | |||
Boeing Co. | 2.600% | 10/30/25 | 4,050 | 4,080 | |||
Boeing Co. | 3.100% | 5/1/26 | 4,875 | 5,026 | |||
Boeing Co. | 2.250% | 6/15/26 | 1,750 | 1,724 | |||
Boeing Co. | 2.700% | 2/1/27 | 7,265 | 7,322 | |||
Boeing Co. | 2.800% | 3/1/27 | 1,975 | 2,000 | |||
Boeing Co. | 3.250% | 3/1/28 | 2,926 | 3,037 | |||
Boeing Co. | 3.450% | 11/1/28 | 2,342 | 2,466 | |||
Boeing Co. | 3.200% | 3/1/29 | 8,775 | 9,144 | |||
Boeing Co. | 2.950% | 2/1/30 | 9,230 | 9,430 | |||
Boeing Co. | 6.125% | 2/15/33 | 5,775 | 7,538 | |||
Boeing Co. | 3.600% | 5/1/34 | 8,425 | 8,985 | |||
Boeing Co. | 3.250% | 2/1/35 | 9,000 | 9,170 | |||
Boeing Co. | 6.625% | 2/15/38 | 1,000 | 1,390 | |||
Boeing Co. | 3.550% | 3/1/38 | 1,392 | 1,444 | |||
Boeing Co. | 3.500% | 3/1/39 | 3,415 | 3,507 | |||
Boeing Co. | 6.875% | 3/15/39 | 7,905 | 11,549 | |||
Boeing Co. | 5.875% | 2/15/40 | 480 | 635 | |||
Boeing Co. | 3.375% | 6/15/46 | 7,000 | 6,778 |
79
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Boeing Co. | 3.650% | 3/1/47 | 4,800 | 4,864 | |||
Boeing Co. | 3.625% | 3/1/48 | 3,500 | 3,575 | |||
Boeing Co. | 3.850% | 11/1/48 | 1,903 | 1,996 | |||
Boeing Co. | 3.900% | 5/1/49 | 6,990 | 7,482 | |||
Boeing Co. | 3.750% | 2/1/50 | 4,855 | 5,115 | |||
Boeing Co. | 3.825% | 3/1/59 | 8,050 | 8,359 | |||
Boeing Co. | 3.950% | 8/1/59 | 4,000 | 4,271 | |||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 1,605 | 1,655 | |||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,623 | 3,760 | |||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 3,050 | 3,189 | |||
Caterpillar Financial Services Corp. | 2.900% | 3/15/21 | 8,400 | 8,503 | |||
Caterpillar Financial Services Corp. | 2.650% | 5/17/21 | 4,200 | 4,243 | |||
Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 7,900 | 7,873 | |||
Caterpillar Financial Services Corp. | 2.750% | 8/20/21 | 1,300 | 1,317 | |||
Caterpillar Financial Services Corp. | 3.150% | 9/7/21 | 2,900 | 2,959 | |||
Caterpillar Financial Services Corp. | 1.931% | 10/1/21 | 9,438 | 9,449 | |||
Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 8,050 | 8,225 | |||
Caterpillar Financial Services Corp. | 2.850% | 6/1/22 | 1,604 | 1,637 | |||
Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 7,000 | 7,077 | |||
Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 8,000 | 8,146 | |||
Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 1,100 | 1,122 | |||
Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 5,350 | 5,596 | |||
Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 3,000 | 3,179 | |||
Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 4,100 | 4,233 | |||
Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 7,175 | 7,545 | |||
Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 3,735 | 3,744 | |||
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 6,320 | 6,665 | |||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 3,300 | 3,318 | |||
Caterpillar Inc. | 3.900% | 5/27/21 | 14,147 | 14,522 | |||
Caterpillar Inc. | 2.600% | 6/26/22 | 15,425 | 15,655 | |||
Caterpillar Inc. | 3.400% | 5/15/24 | 5,500 | 5,812 | |||
Caterpillar Inc. | 2.600% | 9/19/29 | 4,000 | 4,027 | |||
Caterpillar Inc. | 5.300% | 9/15/35 | 3,100 | 3,838 | |||
Caterpillar Inc. | 6.050% | 8/15/36 | 9,241 | 12,575 | |||
Caterpillar Inc. | 5.200% | 5/27/41 | 5,147 | 6,642 | |||
Caterpillar Inc. | 3.803% | 8/15/42 | 19,654 | 21,974 | |||
Caterpillar Inc. | 4.300% | 5/15/44 | 2,830 | 3,276 | |||
Caterpillar Inc. | 3.250% | 9/19/49 | 8,200 | 8,182 | |||
Caterpillar Inc. | 4.750% | 5/15/64 | 1,650 | 2,064 | |||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 2,750 | 2,869 | |||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 15,795 | 16,720 | |||
CNH Industrial NV | 4.500% | 8/15/23 | 1,350 | 1,438 | |||
CNH Industrial NV | 3.850% | 11/15/27 | 5,950 | 6,195 | |||
Crane Co. | 4.450% | 12/15/23 | 5,690 | 6,056 | |||
Crane Co. | 4.200% | 3/15/48 | 3,900 | 3,903 | |||
CRH America Inc. | 5.750% | 1/15/21 | 2,290 | 2,371 | |||
Deere & Co. | 2.600% | 6/8/22 | 6,165 | 6,265 | |||
Deere & Co. | 5.375% | 10/16/29 | 6,170 | 7,629 | |||
Deere & Co. | 3.900% | 6/9/42 | 5,737 | 6,450 | |||
Deere & Co. | 2.875% | 9/7/49 | 1,025 | 961 | |||
Dover Corp. | 3.150% | 11/15/25 | 10,000 | 10,357 | |||
Dover Corp. | 2.950% | 11/4/29 | 2,600 | 2,607 | |||
Dover Corp. | 6.600% | 3/15/38 | 2,050 | 2,733 | |||
Dover Corp. | 5.375% | 3/1/41 | 1,695 | 2,061 |
80
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Eagle Materials Inc. | 4.500% | 8/1/26 | 4,700 | 4,872 | |||
Eaton Corp. | 2.750% | 11/2/22 | 12,994 | 13,255 | |||
Eaton Corp. | 3.103% | 9/15/27 | 7,765 | 8,052 | |||
Eaton Corp. | 4.000% | 11/2/32 | 7,729 | 8,752 | |||
Eaton Corp. | 4.150% | 11/2/42 | 1,175 | 1,304 | |||
Eaton Corp. | 3.915% | 9/15/47 | 4,950 | 5,268 | |||
Embraer Netherlands Finance BV | 5.050% | 6/15/25 | 6,675 | 7,339 | |||
Embraer Netherlands Finance BV | 5.400% | 2/1/27 | 6,100 | 6,858 | |||
7 | Embraer Overseas Ltd. | 5.696% | 9/16/23 | 3,340 | 3,660 | ||
Embraer SA | 5.150% | 6/15/22 | 3,850 | 4,060 | |||
Emerson Electric Co. | 2.625% | 12/1/21 | 11,025 | 11,209 | |||
Emerson Electric Co. | 2.625% | 2/15/23 | 3,500 | 3,578 | |||
Emerson Electric Co. | 3.150% | 6/1/25 | 1,800 | 1,883 | |||
Emerson Electric Co. | 5.250% | 11/15/39 | 440 | 552 | |||
Flowserve Corp. | 3.500% | 9/15/22 | 13,705 | 13,852 | |||
Flowserve Corp. | 4.000% | 11/15/23 | 4,575 | 4,681 | |||
Fortive Corp. | 2.350% | 6/15/21 | 5,122 | 5,136 | |||
Fortive Corp. | 3.150% | 6/15/26 | 4,472 | 4,576 | |||
Fortive Corp. | 4.300% | 6/15/46 | 5,250 | 5,402 | |||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 9,750 | 10,297 | |||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 4,350 | 4,648 | |||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 800 | 808 | |||
General Dynamics Corp. | 3.000% | 5/11/21 | 2,170 | 2,205 | |||
General Dynamics Corp. | 3.875% | 7/15/21 | 1,925 | 1,979 | |||
General Dynamics Corp. | 2.250% | 11/15/22 | 4,722 | 4,771 | |||
General Dynamics Corp. | 3.375% | 5/15/23 | 8,500 | 8,874 | |||
General Dynamics Corp. | 1.875% | 8/15/23 | 18,200 | 18,216 | |||
General Dynamics Corp. | 2.375% | 11/15/24 | 14,641 | 14,885 | |||
General Dynamics Corp. | 3.500% | 5/15/25 | 9,743 | 10,430 | |||
General Dynamics Corp. | 2.625% | 11/15/27 | 10,440 | 10,678 | |||
General Dynamics Corp. | 3.750% | 5/15/28 | 9,135 | 10,060 | |||
General Dynamics Corp. | 3.600% | 11/15/42 | 3,064 | 3,467 | |||
General Electric Co. | 4.625% | 1/7/21 | 3,928 | 4,018 | |||
General Electric Co. | 5.300% | 2/11/21 | 12,647 | 13,051 | |||
General Electric Co. | 4.650% | 10/17/21 | 8,692 | 9,055 | |||
General Electric Co. | 3.150% | 9/7/22 | 7,206 | 7,360 | |||
General Electric Co. | 2.700% | 10/9/22 | 31,690 | 32,118 | |||
General Electric Co. | 3.100% | 1/9/23 | 3,973 | 4,056 | |||
General Electric Co. | 3.375% | 3/11/24 | 14,800 | 15,315 | |||
General Electric Co. | 3.450% | 5/15/24 | 4,892 | 5,074 | |||
General Electric Co. | 6.750% | 3/15/32 | 21,984 | 28,162 | |||
General Electric Co. | 6.150% | 8/7/37 | 8,246 | 10,180 | |||
General Electric Co. | 5.875% | 1/14/38 | 28,611 | 34,486 | |||
General Electric Co. | 6.875% | 1/10/39 | 17,878 | 23,828 | |||
General Electric Co. | 4.125% | 10/9/42 | 7,769 | 8,040 | |||
General Electric Co. | 4.500% | 3/11/44 | 10,010 | 10,912 | |||
Hexcel Corp. | 4.700% | 8/15/25 | 1,350 | 1,460 | |||
Honeywell International Inc. | 4.250% | 3/1/21 | 10,530 | 10,846 | |||
Honeywell International Inc. | 1.850% | 11/1/21 | 13,350 | 13,374 | |||
Honeywell International Inc. | 2.150% | 8/8/22 | 3,500 | 3,533 | |||
Honeywell International Inc. | 3.350% | 12/1/23 | 10,140 | 10,655 | |||
Honeywell International Inc. | 2.300% | 8/15/24 | 7,425 | 7,524 | |||
Honeywell International Inc. | 2.500% | 11/1/26 | 5,375 | 5,459 | |||
Honeywell International Inc. | 2.700% | 8/15/29 | 4,250 | 4,360 |
81
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 4,580 | 6,101 | |||
Honeywell International Inc. | 5.700% | 3/15/37 | 4,995 | 6,771 | |||
Honeywell International Inc. | 5.375% | 3/1/41 | 5,995 | 8,072 | |||
Honeywell International Inc. | 3.812% | 11/21/47 | 725 | 819 | |||
Hubbell Inc. | 3.350% | 3/1/26 | 2,800 | 2,864 | |||
Hubbell Inc. | 3.150% | 8/15/27 | 3,425 | 3,415 | |||
Hubbell Inc. | 3.500% | 2/15/28 | 4,645 | 4,797 | |||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 10,075 | 10,503 | |||
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 2,895 | 2,959 | |||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 7,912 | 8,374 | |||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 11,050 | 11,356 | |||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 3,595 | 4,520 | |||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 11,642 | 13,417 | |||
Ingersoll-Rand Global Holding Co. Ltd. | 2.900% | 2/21/21 | 2,500 | 2,523 | |||
Ingersoll-Rand Global Holding Co. Ltd. | 4.250% | 6/15/23 | 7,625 | 8,146 | |||
Ingersoll-Rand Global Holding Co. Ltd. | 3.750% | 8/21/28 | 50 | 53 | |||
Ingersoll-Rand Global Holding Co. Ltd. | 5.750% | 6/15/43 | 2,125 | 2,675 | |||
Ingersoll-Rand Global Holding Co. Ltd. | 4.300% | 2/21/48 | 1,750 | 1,895 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.550% | 11/1/24 | 7,300 | 7,651 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.500% | 3/21/26 | 3,475 | 3,634 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.800% | 3/21/29 | 10,715 | 11,472 | |||
Ingersoll-Rand Luxembourg Finance SA | 4.650% | 11/1/44 | 3,050 | 3,439 | |||
Ingersoll-Rand Luxembourg Finance SA | 4.500% | 3/21/49 | 3,025 | 3,380 | |||
John Deere Capital Corp. | 2.350% | 1/8/21 | 2,150 | 2,158 | |||
John Deere Capital Corp. | 2.550% | 1/8/21 | 8,650 | 8,695 | |||
John Deere Capital Corp. | 2.800% | 3/4/21 | 5,125 | 5,179 | |||
John Deere Capital Corp. | 2.875% | 3/12/21 | 10,025 | 10,136 | |||
John Deere Capital Corp. | 3.900% | 7/12/21 | 8,268 | 8,522 | |||
John Deere Capital Corp. | 3.125% | 9/10/21 | 6,700 | 6,844 | |||
John Deere Capital Corp. | 3.150% | 10/15/21 | 9,091 | 9,295 | |||
John Deere Capital Corp. | 2.650% | 1/6/22 | 7,350 | 7,469 | |||
John Deere Capital Corp. | 2.750% | 3/15/22 | 2,250 | 2,291 | |||
John Deere Capital Corp. | 2.150% | 9/8/22 | 10,350 | 10,415 | |||
John Deere Capital Corp. | 2.700% | 1/6/23 | 300 | 307 | |||
John Deere Capital Corp. | 2.800% | 1/27/23 | 7,615 | 7,800 | |||
John Deere Capital Corp. | 2.800% | 3/6/23 | 10,950 | 11,231 | |||
John Deere Capital Corp. | 3.450% | 6/7/23 | 800 | 837 | |||
John Deere Capital Corp. | 3.650% | 10/12/23 | 3,150 | 3,338 | |||
John Deere Capital Corp. | 2.600% | 3/7/24 | 3,000 | 3,065 | |||
John Deere Capital Corp. | 3.350% | 6/12/24 | 9,931 | 10,459 | |||
John Deere Capital Corp. | 2.650% | 6/24/24 | 4,421 | 4,526 | |||
John Deere Capital Corp. | 3.450% | 3/13/25 | 17,240 | 18,301 | |||
John Deere Capital Corp. | 3.400% | 9/11/25 | 1,750 | 1,853 | |||
John Deere Capital Corp. | 2.650% | 6/10/26 | 1,900 | 1,935 | |||
John Deere Capital Corp. | 2.250% | 9/14/26 | 965 | 965 | |||
John Deere Capital Corp. | 2.800% | 9/8/27 | 4,100 | 4,209 | |||
John Deere Capital Corp. | 3.050% | 1/6/28 | 7,700 | 8,020 | |||
John Deere Capital Corp. | 3.450% | 3/7/29 | 4,475 | 4,863 | |||
John Deere Capital Corp. | 2.800% | 7/18/29 | 5,575 | 5,707 | |||
Johnson Controls International plc | 3.625% | 7/2/24 | 4,302 | 4,463 | |||
Johnson Controls International plc | 3.900% | 2/14/26 | 4,082 | 4,334 | |||
Johnson Controls International plc | 6.000% | 1/15/36 | 954 | 1,170 | |||
Johnson Controls International plc | 4.625% | 7/2/44 | 7,850 | 8,560 | |||
Johnson Controls International plc | 5.125% | 9/14/45 | 1,045 | 1,214 |
82
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Johnson Controls International plc | 4.500% | 2/15/47 | 9,495 | 10,212 | |||
Johnson Controls International plc | 4.950% | 7/2/64 | 3,658 | 3,786 | |||
Kennametal Inc. | 3.875% | 2/15/22 | 1,525 | 1,569 | |||
Kennametal Inc. | 4.625% | 6/15/28 | 6,620 | 7,061 | |||
7 | L3Harris Technologies Inc. | 4.950% | 2/15/21 | 9,125 | 9,347 | ||
7 | L3Harris Technologies Inc. | 3.850% | 6/15/23 | 8,950 | 9,420 | ||
7 | L3Harris Technologies Inc. | 3.950% | 5/28/24 | 1,040 | 1,103 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 7,510 | 7,989 | |||
7 | L3Harris Technologies Inc. | 3.850% | 12/15/26 | 5,500 | 5,910 | ||
7 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 5,350 | 5,960 | ||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 2,130 | 2,156 | |||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 1,925 | 2,265 | |||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 4,625 | 6,275 | |||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 4,170 | 5,176 | |||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 3,725 | 3,895 | |||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 12,475 | 12,797 | |||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 4,050 | 4,425 | |||
Legrand France SA | 8.500% | 2/15/25 | 3,350 | 4,320 | |||
Lennox International Inc. | 3.000% | 11/15/23 | 1,000 | 1,017 | |||
Lockheed Martin Corp. | 3.350% | 9/15/21 | 9,219 | 9,451 | |||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 9,780 | 10,109 | |||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 675 | 701 | |||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 16,000 | 17,135 | |||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 9,240 | 10,117 | |||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 4,725 | 5,595 | |||
Lockheed Martin Corp. | 6.150% | 9/1/36 | 7,685 | 10,431 | |||
Lockheed Martin Corp. | 5.720% | 6/1/40 | 3,301 | 4,454 | |||
Lockheed Martin Corp. | 4.850% | 9/15/41 | 622 | 752 | |||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 12,765 | 14,607 | |||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 8,096 | 8,930 | |||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 11,400 | 14,393 | |||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 13,236 | 15,471 | |||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,985 | 3,193 | |||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 3,225 | 3,331 | |||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 6,000 | 6,239 | |||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 7,600 | 7,957 | |||
Masco Corp. | 3.500% | 4/1/21 | 2,715 | 2,750 | |||
Masco Corp. | 5.950% | 3/15/22 | 583 | 626 | |||
Masco Corp. | 4.450% | 4/1/25 | 4,700 | 5,118 | |||
Masco Corp. | 4.375% | 4/1/26 | 4,500 | 4,856 | |||
Masco Corp. | 3.500% | 11/15/27 | 6,550 | 6,775 | |||
Masco Corp. | 7.750% | 8/1/29 | 1,144 | 1,485 | |||
Masco Corp. | 6.500% | 8/15/32 | 54 | 66 | |||
Masco Corp. | 4.500% | 5/15/47 | 5,000 | 5,089 | |||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 6,125 | 6,377 | |||
Northrop Grumman Corp. | 3.500% | 3/15/21 | 1,650 | 1,681 | |||
Northrop Grumman Corp. | 2.550% | 10/15/22 | 5,050 | 5,124 | |||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 11,375 | 11,824 | |||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 8,400 | 8,654 | |||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 6,200 | 6,447 | |||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 15,850 | 16,514 | |||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 2,525 | 3,077 | |||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 3,090 | 3,691 | |||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 2,000 | 2,141 |
83
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 10,175 | 11,309 | |||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 3,920 | 5,622 | |||
Nvent Finance Sarl | 3.950% | 4/15/23 | 2,100 | 2,129 | |||
Nvent Finance Sarl | 4.550% | 4/15/28 | 3,850 | 3,990 | |||
Oshkosh Corp. | 4.600% | 5/15/28 | 7,375 | 7,891 | |||
Owens Corning | 4.200% | 12/1/24 | 6,030 | 6,385 | |||
Owens Corning | 3.400% | 8/15/26 | 1,400 | 1,418 | |||
Owens Corning | 3.950% | 8/15/29 | 4,000 | 4,147 | |||
Owens Corning | 7.000% | 12/1/36 | 1,787 | 2,184 | |||
Owens Corning | 4.300% | 7/15/47 | 4,325 | 4,103 | |||
Owens Corning | 4.400% | 1/30/48 | 3,200 | 3,093 | |||
Parker-Hannifin Corp. | 3.500% | 9/15/22 | 5,646 | 5,842 | |||
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 4,700 | 4,763 | |||
Parker-Hannifin Corp. | 3.300% | 11/21/24 | 11,650 | 12,176 | |||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 13,825 | 14,339 | |||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 3,000 | 3,117 | |||
Parker-Hannifin Corp. | 4.200% | 11/21/34 | 3,900 | 4,312 | |||
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 2,925 | 3,878 | |||
Parker-Hannifin Corp. | 4.450% | 11/21/44 | 4,870 | 5,412 | |||
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 5,500 | 5,954 | |||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 6,975 | 7,544 | |||
Precision Castparts Corp. | 2.500% | 1/15/23 | 13,970 | 14,214 | |||
Precision Castparts Corp. | 3.250% | 6/15/25 | 9,300 | 9,798 | |||
Precision Castparts Corp. | 3.900% | 1/15/43 | 6,575 | 7,114 | |||
Precision Castparts Corp. | 4.375% | 6/15/45 | 5,712 | 6,603 | |||
Raytheon Co. | 2.500% | 12/15/22 | 18,875 | 19,248 | |||
Raytheon Co. | 3.150% | 12/15/24 | 2,250 | 2,363 | |||
Raytheon Co. | 7.200% | 8/15/27 | 1,010 | 1,321 | |||
Raytheon Co. | 4.875% | 10/15/40 | 450 | 563 | |||
Raytheon Co. | 4.700% | 12/15/41 | 6,350 | 7,894 | |||
Raytheon Co. | 4.200% | 12/15/44 | 795 | 932 | |||
Republic Services Inc. | 5.250% | 11/15/21 | 8,838 | 9,373 | |||
Republic Services Inc. | 3.550% | 6/1/22 | 475 | 491 | |||
Republic Services Inc. | 4.750% | 5/15/23 | 2,425 | 2,611 | |||
Republic Services Inc. | 2.500% | 8/15/24 | 4,500 | 4,559 | |||
Republic Services Inc. | 3.200% | 3/15/25 | 3,000 | 3,115 | |||
Republic Services Inc. | 2.900% | 7/1/26 | 8,525 | 8,685 | |||
Republic Services Inc. | 6.200% | 3/1/40 | 3,440 | 4,684 | |||
Republic Services Inc. | 5.700% | 5/15/41 | 7,965 | 10,351 | |||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 3,975 | 4,272 | |||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 5,025 | 5,841 | |||
Rockwell Collins Inc. | 3.100% | 11/15/21 | 1,000 | 1,017 | |||
Rockwell Collins Inc. | 2.800% | 3/15/22 | 12,000 | 12,205 | |||
Rockwell Collins Inc. | 3.700% | 12/15/23 | 2,775 | 2,922 | |||
Rockwell Collins Inc. | 3.200% | 3/15/24 | 12,107 | 12,599 | |||
Rockwell Collins Inc. | 3.500% | 3/15/27 | 14,800 | 15,742 | |||
Rockwell Collins Inc. | 4.800% | 12/15/43 | 1,250 | 1,528 | |||
Rockwell Collins Inc. | 4.350% | 4/15/47 | 9,250 | 10,813 | |||
Roper Technologies Inc. | 3.000% | 12/15/20 | 4,075 | 4,112 | |||
Roper Technologies Inc. | 2.800% | 12/15/21 | 10,575 | 10,725 | |||
Roper Technologies Inc. | 3.125% | 11/15/22 | 400 | 411 | |||
Roper Technologies Inc. | 2.350% | 9/15/24 | 8,450 | 8,494 | |||
Roper Technologies Inc. | 3.850% | 12/15/25 | 2,675 | 2,874 | |||
Roper Technologies Inc. | 3.800% | 12/15/26 | 11,559 | 12,423 |
84
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 7,100 | 7,764 | |||
Roper Technologies Inc. | 2.950% | 9/15/29 | 4,000 | 4,021 | |||
Snap-on Inc. | 6.125% | 9/1/21 | 3,135 | 3,350 | |||
Snap-on Inc. | 3.250% | 3/1/27 | 1,900 | 1,980 | |||
Snap-on Inc. | 4.100% | 3/1/48 | 2,600 | 2,905 | |||
Sonoco Products Co. | 5.750% | 11/1/40 | 4,210 | 5,159 | |||
Spirit AeroSystems Inc. | 3.950% | 6/15/23 | 13,300 | 13,689 | |||
Spirit AeroSystems Inc. | 3.850% | 6/15/26 | 10,785 | 11,059 | |||
Spirit AeroSystems Inc. | 4.600% | 6/15/28 | 6,630 | 6,971 | |||
Stanley Black & Decker Inc. | 3.400% | 12/1/21 | 4,025 | 4,112 | |||
Stanley Black & Decker Inc. | 2.900% | 11/1/22 | 7,700 | 7,886 | |||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 2,500 | 2,636 | |||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 2,950 | 3,655 | |||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 6,200 | 7,658 | |||
Textron Inc. | 4.300% | 3/1/24 | 2,625 | 2,803 | |||
Textron Inc. | 3.875% | 3/1/25 | 7,600 | 8,047 | |||
Textron Inc. | 4.000% | 3/15/26 | 6,200 | 6,619 | |||
Textron Inc. | 3.650% | 3/15/27 | 11,961 | 12,506 | |||
Textron Inc. | 3.375% | 3/1/28 | 5,450 | 5,600 | |||
Textron Inc. | 3.900% | 9/17/29 | 4,300 | 4,587 | |||
Timken Co. | 3.875% | 9/1/24 | 1,000 | 1,043 | |||
Timken Co. | 4.500% | 12/15/28 | 7,320 | 7,882 | |||
United Technologies Corp. | 3.350% | 8/16/21 | 2,725 | 2,788 | |||
United Technologies Corp. | 1.950% | 11/1/21 | 9,010 | 9,022 | |||
United Technologies Corp. | 2.300% | 5/4/22 | 200 | 202 | |||
United Technologies Corp. | 3.100% | 6/1/22 | 20,168 | 20,707 | |||
United Technologies Corp. | 3.650% | 8/16/23 | 22,000 | 23,175 | |||
United Technologies Corp. | 2.800% | 5/4/24 | 11,250 | 11,560 | |||
United Technologies Corp. | 3.950% | 8/16/25 | 16,875 | 18,372 | |||
United Technologies Corp. | 2.650% | 11/1/26 | 4,350 | 4,451 | |||
United Technologies Corp. | 3.125% | 5/4/27 | 350 | 366 | |||
United Technologies Corp. | 6.700% | 8/1/28 | 325 | 421 | |||
United Technologies Corp. | 4.125% | 11/16/28 | 40,677 | 45,735 | |||
United Technologies Corp. | 7.500% | 9/15/29 | 7,125 | 10,019 | |||
United Technologies Corp. | 5.400% | 5/1/35 | 3,225 | 4,126 | |||
United Technologies Corp. | 6.050% | 6/1/36 | 5,215 | 7,021 | |||
United Technologies Corp. | 6.125% | 7/15/38 | 8,750 | 12,102 | |||
United Technologies Corp. | 4.450% | 11/16/38 | 9,665 | 11,347 | |||
United Technologies Corp. | 5.700% | 4/15/40 | 9,325 | 12,474 | |||
United Technologies Corp. | 4.500% | 6/1/42 | 29,565 | 35,405 | |||
United Technologies Corp. | 4.150% | 5/15/45 | 10,750 | 12,313 | |||
United Technologies Corp. | 3.750% | 11/1/46 | 9,800 | 10,677 | |||
United Technologies Corp. | 4.050% | 5/4/47 | 10,525 | 11,944 | |||
United Technologies Corp. | 4.625% | 11/16/48 | 12,585 | 15,664 | |||
Valmont Industries Inc. | 5.000% | 10/1/44 | 7,690 | 7,856 | |||
Valmont Industries Inc. | 5.250% | 10/1/54 | 3,275 | 3,323 | |||
Vulcan Materials Co. | 4.500% | 4/1/25 | 2,750 | 2,975 | |||
Vulcan Materials Co. | 4.500% | 6/15/47 | 10,137 | 11,101 | |||
Wabtec Corp. | 4.400% | 3/15/24 | 8,205 | 8,696 | |||
Wabtec Corp. | 3.450% | 11/15/26 | 6,375 | 6,403 | |||
Wabtec Corp. | 4.950% | 9/15/28 | 10,675 | 11,734 | |||
Waste Connections Inc. | 3.500% | 5/1/29 | 9,370 | 9,874 | |||
Waste Management Inc. | 4.600% | 3/1/21 | 6,375 | 6,536 | |||
Waste Management Inc. | 2.900% | 9/15/22 | 100 | 102 |
85
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Waste Management Inc. | 2.400% | 5/15/23 | 9,676 | 9,763 | |||
Waste Management Inc. | 3.500% | 5/15/24 | 12,249 | 12,861 | |||
Waste Management Inc. | 2.950% | 6/15/24 | 6,625 | 6,833 | |||
Waste Management Inc. | 3.125% | 3/1/25 | 7,735 | 8,082 | |||
Waste Management Inc. | 3.200% | 6/15/26 | 6,659 | 6,976 | |||
Waste Management Inc. | 3.150% | 11/15/27 | 1,150 | 1,202 | |||
Waste Management Inc. | 3.450% | 6/15/29 | 8,705 | 9,297 | |||
Waste Management Inc. | 3.900% | 3/1/35 | 4,785 | 5,293 | |||
Waste Management Inc. | 4.000% | 7/15/39 | 4,450 | 4,970 | |||
Waste Management Inc. | 4.100% | 3/1/45 | 6,250 | 7,012 | |||
Waste Management Inc. | 4.150% | 7/15/49 | 9,050 | 10,307 | |||
WW Grainger Inc. | 4.600% | 6/15/45 | 9,875 | 11,689 | |||
WW Grainger Inc. | 3.750% | 5/15/46 | 2,975 | 3,074 | |||
WW Grainger Inc. | 4.200% | 5/15/47 | 3,500 | 3,896 | |||
Xylem Inc. | 3.250% | 11/1/26 | 5,950 | 6,168 | |||
Xylem Inc. | 4.375% | 11/1/46 | 4,180 | 4,564 | |||
Communication (2.3%) | |||||||
Activision Blizzard Inc. | 2.300% | 9/15/21 | 5,650 | 5,675 | |||
Activision Blizzard Inc. | 2.600% | 6/15/22 | 3,375 | 3,412 | |||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 8,000 | 8,383 | |||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 1,700 | 1,771 | |||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 3,805 | 4,322 | |||
America Movil SAB de CV | 3.125% | 7/16/22 | 13,640 | 13,912 | |||
America Movil SAB de CV | 3.625% | 4/22/29 | 9,100 | 9,647 | |||
America Movil SAB de CV | 6.375% | 3/1/35 | 8,615 | 11,558 | |||
America Movil SAB de CV | 6.125% | 11/15/37 | 2,850 | 3,717 | |||
America Movil SAB de CV | 6.125% | 3/30/40 | 17,336 | 23,228 | |||
America Movil SAB de CV | 4.375% | 7/16/42 | 9,675 | 10,770 | |||
America Movil SAB de CV | 4.375% | 4/22/49 | 8,500 | 9,739 | |||
American Tower Corp. | 3.300% | 2/15/21 | 6,075 | 6,150 | |||
American Tower Corp. | 3.450% | 9/15/21 | 7,675 | 7,859 | |||
American Tower Corp. | 5.900% | 11/1/21 | 8,315 | 8,883 | |||
American Tower Corp. | 2.250% | 1/15/22 | 3,150 | 3,160 | |||
American Tower Corp. | 4.700% | 3/15/22 | 5,000 | 5,266 | |||
American Tower Corp. | 3.500% | 1/31/23 | 27,228 | 28,207 | |||
American Tower Corp. | 5.000% | 2/15/24 | 10,213 | 11,236 | |||
American Tower Corp. | 3.375% | 5/15/24 | 7,330 | 7,598 | |||
American Tower Corp. | 2.950% | 1/15/25 | 2,500 | 2,561 | |||
American Tower Corp. | 4.000% | 6/1/25 | 3,525 | 3,766 | |||
American Tower Corp. | 3.375% | 10/15/26 | 12,670 | 13,160 | |||
American Tower Corp. | 3.125% | 1/15/27 | 4,590 | 4,679 | |||
American Tower Corp. | 3.550% | 7/15/27 | 7,860 | 8,217 | |||
American Tower Corp. | 3.950% | 3/15/29 | 5,750 | 6,186 | |||
American Tower Corp. | 3.800% | 8/15/29 | 21,635 | 23,112 | |||
American Tower Corp. | 3.700% | 10/15/49 | 5,000 | 4,956 | |||
AT&T Inc. | 4.600% | 2/15/21 | 11,075 | 11,330 | |||
AT&T Inc. | 2.800% | 2/17/21 | 75 | 76 | |||
AT&T Inc. | 4.450% | 5/15/21 | 4,750 | 4,911 | |||
AT&T Inc. | 4.000% | 1/15/22 | 7,160 | 7,427 | |||
AT&T Inc. | 3.000% | 2/15/22 | 7,950 | 8,100 | |||
AT&T Inc. | 3.200% | 3/1/22 | 10,325 | 10,575 | |||
AT&T Inc. | 3.800% | 3/15/22 | 8,059 | 8,361 | |||
AT&T Inc. | 3.400% | 6/15/22 | 6,501 | 6,694 |
86
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
AT&T Inc. | 3.000% | 6/30/22 | 22,805 | 23,306 | |||
AT&T Inc. | 3.600% | 2/17/23 | 16,405 | 17,116 | |||
AT&T Inc. | 4.050% | 12/15/23 | 4,340 | 4,640 | |||
AT&T Inc. | 3.800% | 3/1/24 | 10,967 | 11,578 | |||
AT&T Inc. | 3.900% | 3/11/24 | 8,000 | 8,478 | |||
AT&T Inc. | 4.450% | 4/1/24 | 11,779 | 12,753 | |||
AT&T Inc. | 3.550% | 6/1/24 | 5,200 | 5,466 | |||
AT&T Inc. | 3.950% | 1/15/25 | 10,000 | 10,713 | |||
AT&T Inc. | 3.400% | 5/15/25 | 45,504 | 47,686 | |||
AT&T Inc. | 3.600% | 7/15/25 | 19,900 | 21,001 | |||
AT&T Inc. | 3.875% | 1/15/26 | 9,066 | 9,709 | |||
AT&T Inc. | 4.125% | 2/17/26 | 18,000 | 19,506 | |||
AT&T Inc. | 3.800% | 2/15/27 | 14,500 | 15,459 | |||
AT&T Inc. | 4.250% | 3/1/27 | 10,000 | 10,961 | |||
AT&T Inc. | 4.100% | 2/15/28 | 19,444 | 21,107 | |||
AT&T Inc. | 4.350% | 3/1/29 | 27,800 | 30,831 | |||
AT&T Inc. | 4.300% | 2/15/30 | 43,552 | 48,399 | |||
AT&T Inc. | 4.500% | 5/15/35 | 22,475 | 24,991 | |||
AT&T Inc. | 5.250% | 3/1/37 | 20,620 | 24,625 | |||
AT&T Inc. | 4.900% | 8/15/37 | 24,625 | 28,247 | |||
AT&T Inc. | 4.850% | 3/1/39 | 18,000 | 20,676 | |||
AT&T Inc. | 6.350% | 3/15/40 | 8,700 | 11,330 | |||
AT&T Inc. | 6.100% | 7/15/40 | 2,000 | 2,542 | |||
AT&T Inc. | 6.000% | 8/15/40 | 2,470 | 3,134 | |||
AT&T Inc. | 5.350% | 9/1/40 | 28,053 | 33,550 | |||
AT&T Inc. | 6.375% | 3/1/41 | 9,921 | 13,078 | |||
AT&T Inc. | 5.550% | 8/15/41 | 50 | 61 | |||
AT&T Inc. | 5.375% | 10/15/41 | 6,930 | 8,151 | |||
AT&T Inc. | 5.150% | 3/15/42 | 10,734 | 12,506 | |||
AT&T Inc. | 4.900% | 6/15/42 | 10,315 | 11,601 | |||
AT&T Inc. | 4.300% | 12/15/42 | 13,211 | 14,121 | |||
AT&T Inc. | 5.350% | 12/15/43 | 15,300 | 18,334 | |||
AT&T Inc. | 4.650% | 6/1/44 | 9,930 | 10,945 | |||
AT&T Inc. | 4.800% | 6/15/44 | 25,000 | 28,401 | |||
AT&T Inc. | 4.350% | 6/15/45 | 22,998 | 24,600 | |||
AT&T Inc. | 4.750% | 5/15/46 | 31,623 | 35,505 | |||
AT&T Inc. | 5.150% | 11/15/46 | 33,600 | 39,997 | |||
AT&T Inc. | 5.650% | 2/15/47 | 8,000 | 10,181 | |||
AT&T Inc. | 5.450% | 3/1/47 | 6,000 | 7,404 | |||
AT&T Inc. | 4.500% | 3/9/48 | 27,401 | 30,100 | |||
AT&T Inc. | 4.550% | 3/9/49 | 39,005 | 43,247 | |||
AT&T Inc. | 5.150% | 2/15/50 | 15,000 | 18,066 | |||
AT&T Inc. | 5.700% | 3/1/57 | 6,570 | 8,571 | |||
AT&T Inc. | 5.300% | 8/15/58 | 8,051 | 9,917 | |||
Bell Canada Inc. | 4.300% | 7/29/49 | 5,000 | 5,592 | |||
British Telecommunications plc | 4.500% | 12/4/23 | 5,150 | 5,545 | |||
British Telecommunications plc | 5.125% | 12/4/28 | 5,000 | 5,746 | |||
British Telecommunications plc | 9.625% | 12/15/30 | 21,651 | 33,320 | |||
CC Holdings GS V LLC / Crown Castle GS III Corp. | 3.849% | 4/15/23 | 14,550 | 15,230 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.464% | 7/23/22 | 30,000 | 31,531 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.500% | 2/1/24 | 9,705 | 10,440 |
87
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 40,800 | 44,887 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 20,080 | 20,754 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.200% | 3/15/28 | 5,250 | 5,582 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 11,000 | 12,438 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.384% | 10/23/35 | 18,100 | 22,755 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/38 | 7,925 | 8,982 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 27,190 | 33,887 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 22,525 | 25,249 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 28,000 | 32,672 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 5,800 | 6,294 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 23,370 | 24,466 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 3,650 | 4,596 | |||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 2,075 | 2,506 | |||
Comcast Corp. | 3.450% | 10/1/21 | 12,410 | 12,761 | |||
Comcast Corp. | 3.125% | 7/15/22 | 12,865 | 13,261 | |||
Comcast Corp. | 2.750% | 3/1/23 | 10,000 | 10,220 | |||
Comcast Corp. | 3.000% | 2/1/24 | 35,340 | 36,616 | |||
Comcast Corp. | 3.600% | 3/1/24 | 4,275 | 4,527 | |||
Comcast Corp. | 3.700% | 4/15/24 | 10,000 | 10,638 | |||
Comcast Corp. | 3.375% | 2/15/25 | 9,400 | 9,903 | |||
Comcast Corp. | 3.375% | 8/15/25 | 21,132 | 22,416 | |||
Comcast Corp. | 3.950% | 10/15/25 | 18,988 | 20,692 | |||
Comcast Corp. | 3.150% | 3/1/26 | 20,255 | 21,164 | |||
Comcast Corp. | 2.350% | 1/15/27 | 13,515 | 13,475 | |||
Comcast Corp. | 3.300% | 2/1/27 | 12,135 | 12,825 | |||
Comcast Corp. | 3.150% | 2/15/28 | 17,300 | 18,108 | |||
Comcast Corp. | 4.150% | 10/15/28 | 48,362 | 54,428 | |||
Comcast Corp. | 2.650% | 2/1/30 | 19,000 | 19,015 | |||
Comcast Corp. | 4.250% | 10/15/30 | 9,500 | 10,801 | |||
Comcast Corp. | 4.250% | 1/15/33 | 15,535 | 17,807 | |||
Comcast Corp. | 7.050% | 3/15/33 | 2,200 | 3,145 | |||
Comcast Corp. | 4.200% | 8/15/34 | 8,400 | 9,581 | |||
Comcast Corp. | 5.650% | 6/15/35 | 5,990 | 7,860 | |||
Comcast Corp. | 4.400% | 8/15/35 | 17,405 | 20,365 | |||
Comcast Corp. | 6.500% | 11/15/35 | 13,950 | 19,653 | |||
Comcast Corp. | 3.200% | 7/15/36 | 8,175 | 8,320 | |||
Comcast Corp. | 6.450% | 3/15/37 | 8,723 | 12,175 | |||
Comcast Corp. | 6.950% | 8/15/37 | 8,748 | 12,807 | |||
Comcast Corp. | 3.900% | 3/1/38 | 5,000 | 5,518 | |||
Comcast Corp. | 6.400% | 5/15/38 | 4,604 | 6,394 | |||
Comcast Corp. | 4.600% | 10/15/38 | 26,600 | 31,561 | |||
Comcast Corp. | 6.550% | 7/1/39 | 3,475 | 4,960 |
88
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Comcast Corp. | 3.250% | 11/1/39 | 14,700 | 14,785 | |||
Comcast Corp. | 6.400% | 3/1/40 | 6,325 | 8,860 | |||
Comcast Corp. | 4.650% | 7/15/42 | 18,460 | 21,943 | |||
Comcast Corp. | 4.500% | 1/15/43 | 6,150 | 7,175 | |||
Comcast Corp. | 4.600% | 8/15/45 | 15,592 | 18,595 | |||
Comcast Corp. | 3.400% | 7/15/46 | 17,315 | 17,385 | |||
Comcast Corp. | 3.969% | 11/1/47 | 30,268 | 33,028 | |||
Comcast Corp. | 4.000% | 3/1/48 | 8,875 | 9,757 | |||
Comcast Corp. | 4.700% | 10/15/48 | 27,580 | 33,945 | |||
Comcast Corp. | 3.999% | 11/1/49 | 22,900 | 25,302 | |||
Comcast Corp. | 3.450% | 2/1/50 | 21,500 | 21,922 | |||
Comcast Corp. | 4.049% | 11/1/52 | 8,780 | 9,898 | |||
Comcast Corp. | 4.950% | 10/15/58 | 21,460 | 27,903 | |||
Crown Castle International Corp. | 3.400% | 2/15/21 | 12,725 | 12,912 | |||
Crown Castle International Corp. | 2.250% | 9/1/21 | 8,608 | 8,616 | |||
Crown Castle International Corp. | 4.875% | 4/15/22 | 7,500 | 7,931 | |||
Crown Castle International Corp. | 5.250% | 1/15/23 | 10,765 | 11,670 | |||
Crown Castle International Corp. | 3.150% | 7/15/23 | 5,525 | 5,667 | |||
Crown Castle International Corp. | 3.200% | 9/1/24 | 10,750 | 11,067 | |||
Crown Castle International Corp. | 4.450% | 2/15/26 | 12,170 | 13,281 | |||
Crown Castle International Corp. | 3.700% | 6/15/26 | 19,130 | 20,220 | |||
Crown Castle International Corp. | 4.000% | 3/1/27 | 2,275 | 2,448 | |||
Crown Castle International Corp. | 3.650% | 9/1/27 | 10,000 | 10,536 | |||
Crown Castle International Corp. | 3.800% | 2/15/28 | 16,200 | 17,213 | |||
Crown Castle International Corp. | 4.300% | 2/15/29 | 3,175 | 3,504 | |||
Crown Castle International Corp. | 4.750% | 5/15/47 | 3,200 | 3,685 | |||
Crown Castle International Corp. | 5.200% | 2/15/49 | 5,350 | 6,551 | |||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 36,833 | 54,045 | |||
Discovery Communications LLC | 4.375% | 6/15/21 | 1,420 | 1,463 | |||
Discovery Communications LLC | 3.500% | 6/15/22 | 6,725 | 6,899 | |||
Discovery Communications LLC | 2.950% | 3/20/23 | 7,900 | 8,046 | |||
Discovery Communications LLC | 3.250% | 4/1/23 | 1,325 | 1,362 | |||
Discovery Communications LLC | 3.800% | 3/13/24 | 3,640 | 3,831 | |||
Discovery Communications LLC | 3.900% | 11/15/24 | 7,525 | 7,983 | |||
Discovery Communications LLC | 3.450% | 3/15/25 | 4,900 | 5,070 | |||
Discovery Communications LLC | 3.950% | 6/15/25 | 4,000 | 4,243 | |||
Discovery Communications LLC | 4.900% | 3/11/26 | 9,000 | 10,051 | |||
Discovery Communications LLC | 3.950% | 3/20/28 | 20,400 | 21,760 | |||
Discovery Communications LLC | 4.125% | 5/15/29 | 2,000 | 2,147 | |||
Discovery Communications LLC | 5.000% | 9/20/37 | 14,300 | 16,140 | |||
Discovery Communications LLC | 6.350% | 6/1/40 | 7,835 | 9,883 | |||
Discovery Communications LLC | 4.950% | 5/15/42 | 8,821 | 9,647 | |||
Discovery Communications LLC | 4.875% | 4/1/43 | 7,665 | 8,314 | |||
Discovery Communications LLC | 5.200% | 9/20/47 | 12,029 | 13,930 | |||
Discovery Communications LLC | 5.300% | 5/15/49 | 2,385 | 2,822 | |||
Electronic Arts Inc. | 3.700% | 3/1/21 | 10,060 | 10,235 | |||
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,090 | 3,478 | |||
7 | Fox Corp. | 3.666% | 1/25/22 | 5,580 | 5,763 | ||
7 | Fox Corp. | 4.030% | 1/25/24 | 14,925 | 15,895 | ||
7 | Fox Corp. | 4.709% | 1/25/29 | 17,025 | 19,352 | ||
7 | Fox Corp. | 5.476% | 1/25/39 | 10,800 | 13,131 | ||
7 | Fox Corp. | 5.576% | 1/25/49 | 23,500 | 29,574 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 2,025 | 2,375 | |||
Grupo Televisa SAB | 4.625% | 1/30/26 | 7,420 | 7,986 |
89
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 275 | 373 | |||
Grupo Televisa SAB | 6.625% | 1/15/40 | 4,845 | 6,085 | |||
Grupo Televisa SAB | 5.000% | 5/13/45 | 20,160 | 21,255 | |||
Grupo Televisa SAB | 5.250% | 5/24/49 | 5,100 | 5,512 | |||
Interpublic Group of Cos. Inc. | 3.750% | 10/1/21 | 1,075 | 1,103 | |||
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 11,196 | 11,693 | |||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 4,320 | 4,640 | |||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 4,425 | 4,971 | |||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 5,000 | 6,122 | |||
Koninklijke KPN NV | 8.375% | 10/1/30 | 5,000 | 6,938 | |||
Moody’s Corp. | 3.250% | 6/7/21 | 1,900 | 1,932 | |||
Moody’s Corp. | 2.750% | 12/15/21 | 2,884 | 2,925 | |||
Moody’s Corp. | 4.500% | 9/1/22 | 4,908 | 5,190 | |||
Moody’s Corp. | 4.875% | 2/15/24 | 7,965 | 8,761 | |||
Moody’s Corp. | 5.250% | 7/15/44 | 5,515 | 7,019 | |||
NBCUniversal Media LLC | 4.375% | 4/1/21 | 15,570 | 16,054 | |||
NBCUniversal Media LLC | 2.875% | 1/15/23 | 24,149 | 24,783 | |||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 6,300 | 8,806 | |||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 3,395 | 4,666 | |||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 8,500 | 9,857 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.625% | 5/1/22 | 12,051 | 12,463 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.650% | 11/1/24 | 7,375 | 7,756 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 12,675 | 13,326 | |||
Orange SA | 4.125% | 9/14/21 | 14,622 | 15,156 | |||
Orange SA | 9.000% | 3/1/31 | 16,090 | 24,890 | |||
Orange SA | 5.375% | 1/13/42 | 11,690 | 14,975 | |||
Orange SA | 5.500% | 2/6/44 | 4,770 | 6,324 | |||
RELX Capital Inc. | 3.125% | 10/15/22 | 7,634 | 7,893 | |||
RELX Capital Inc. | 3.500% | 3/16/23 | 6,300 | 6,539 | |||
RELX Capital Inc. | 4.000% | 3/18/29 | 4,000 | 4,333 | |||
Rogers Communications Inc. | 3.000% | 3/15/23 | 5,000 | 5,122 | |||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,400 | 6,819 | |||
Rogers Communications Inc. | 3.625% | 12/15/25 | 5,435 | 5,753 | |||
Rogers Communications Inc. | 2.900% | 11/15/26 | 4,250 | 4,316 | |||
Rogers Communications Inc. | 7.500% | 8/15/38 | 300 | 437 | |||
Rogers Communications Inc. | 4.500% | 3/15/43 | 7,615 | 8,346 | |||
Rogers Communications Inc. | 5.000% | 3/15/44 | 5,000 | 6,052 | |||
Rogers Communications Inc. | 4.300% | 2/15/48 | 5,000 | 5,468 | |||
Rogers Communications Inc. | 4.350% | 5/1/49 | 16,000 | 17,776 | |||
Rogers Communications Inc. | 3.700% | 11/15/49 | 6,400 | 6,437 | |||
S&P Global Inc. | 4.000% | 6/15/25 | 6,225 | 6,738 | |||
S&P Global Inc. | 4.400% | 2/15/26 | 8,100 | 8,999 | |||
S&P Global Inc. | 2.500% | 12/1/29 | 5,300 | 5,310 | |||
S&P Global Inc. | 4.500% | 5/15/48 | 4,700 | 5,698 | |||
S&P Global Inc. | 3.250% | 12/1/49 | 8,500 | 8,677 | |||
TCI Communications Inc. | 7.875% | 2/15/26 | 1,675 | 2,173 | |||
TCI Communications Inc. | 7.125% | 2/15/28 | 725 | 959 | |||
Telefonica Emisiones SAU | 5.213% | 3/8/47 | 28,305 | 33,599 | |||
Telefonica Emisiones SAU | 5.462% | 2/16/21 | 13,000 | 13,488 | |||
Telefonica Emisiones SAU | 4.570% | 4/27/23 | 5,875 | 6,313 | |||
Telefonica Emisiones SAU | 4.103% | 3/8/27 | 13,275 | 14,340 | |||
Telefonica Emisiones SAU | 7.045% | 6/20/36 | 15,972 | 22,469 | |||
Telefonica Emisiones SAU | 4.665% | 3/6/38 | 11,270 | 12,717 | |||
Telefonica Emisiones SAU | 4.895% | 3/6/48 | 10,000 | 11,450 |
90
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Telefonica Emisiones SAU | 5.520% | 3/1/49 | 13,650 | 17,074 | |||
Telefonica Europe BV | 8.250% | 9/15/30 | 8,362 | 12,021 | |||
TELUS Corp. | 2.800% | 2/16/27 | 8,525 | 8,531 | |||
TELUS Corp. | 4.300% | 6/15/49 | 5,300 | 5,847 | |||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 4,515 | 4,844 | |||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 5,310 | 5,454 | |||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 3,075 | 3,438 | |||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 4,111 | 4,910 | |||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 2,750 | 3,240 | |||
Time Warner Cable LLC | 4.125% | 2/15/21 | 5,506 | 5,593 | |||
Time Warner Cable LLC | 4.000% | 9/1/21 | 10,125 | 10,365 | |||
Time Warner Cable LLC | 6.550% | 5/1/37 | 14,905 | 18,265 | |||
Time Warner Cable LLC | 7.300% | 7/1/38 | 14,348 | 18,772 | |||
Time Warner Cable LLC | 6.750% | 6/15/39 | 18,092 | 22,833 | |||
Time Warner Cable LLC | 5.875% | 11/15/40 | 10,185 | 11,668 | |||
Time Warner Cable LLC | 5.500% | 9/1/41 | 14,600 | 16,290 | |||
Time Warner Cable LLC | 4.500% | 9/15/42 | 16,460 | 16,678 | |||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 4,175 | 5,860 | |||
TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 250 | 263 | |||
Verizon Communications Inc. | 3.450% | 3/15/21 | 6,775 | 6,905 | |||
Verizon Communications Inc. | 4.600% | 4/1/21 | 7,860 | 8,124 | |||
Verizon Communications Inc. | 2.946% | 3/15/22 | 23,453 | 23,934 | |||
Verizon Communications Inc. | 3.125% | 3/16/22 | 15,540 | 15,929 | |||
Verizon Communications Inc. | 2.450% | 11/1/22 | 11,550 | 11,694 | |||
Verizon Communications Inc. | 5.150% | 9/15/23 | 38,305 | 42,465 | |||
Verizon Communications Inc. | 3.500% | 11/1/24 | 21,266 | 22,508 | |||
Verizon Communications Inc. | 3.376% | 2/15/25 | 25,500 | 26,957 | |||
Verizon Communications Inc. | 2.625% | 8/15/26 | 17,800 | 18,044 | |||
Verizon Communications Inc. | 4.125% | 3/16/27 | 28,725 | 31,760 | |||
Verizon Communications Inc. | 4.329% | 9/21/28 | 47,414 | 53,746 | |||
Verizon Communications Inc. | 4.016% | 12/3/29 | 38,264 | 42,596 | |||
Verizon Communications Inc. | 4.500% | 8/10/33 | 40,244 | 46,715 | |||
Verizon Communications Inc. | 4.400% | 11/1/34 | 28,630 | 33,116 | |||
Verizon Communications Inc. | 4.272% | 1/15/36 | 26,017 | 29,315 | |||
Verizon Communications Inc. | 5.250% | 3/16/37 | 29,730 | 37,303 | |||
Verizon Communications Inc. | 4.812% | 3/15/39 | 23,100 | 27,932 | |||
Verizon Communications Inc. | 4.750% | 11/1/41 | 14,350 | 17,342 | |||
Verizon Communications Inc. | 3.850% | 11/1/42 | 7,974 | 8,535 | |||
Verizon Communications Inc. | 4.125% | 8/15/46 | 6,330 | 7,133 | |||
Verizon Communications Inc. | 4.862% | 8/21/46 | 46,840 | 57,991 | |||
Verizon Communications Inc. | 4.522% | 9/15/48 | 22,817 | 27,243 | |||
Verizon Communications Inc. | 5.012% | 4/15/49 | 34,410 | 44,002 | |||
Verizon Communications Inc. | 4.672% | 3/15/55 | 27,000 | 33,129 | |||
ViacomCBS Inc. | 3.875% | 12/15/21 | 9,090 | 9,403 | |||
ViacomCBS Inc. | 4.250% | 9/1/23 | 21,450 | 22,832 | |||
ViacomCBS Inc. | 3.875% | 4/1/24 | 4,989 | 5,278 | |||
ViacomCBS Inc. | 6.875% | 4/30/36 | 4,610 | 6,171 | |||
ViacomCBS Inc. | 4.375% | 3/15/43 | 15,810 | 16,736 | |||
ViacomCBS Inc. | 5.850% | 9/1/43 | 14,770 | 18,507 | |||
ViacomCBS Inc. | 4.300% | 2/15/21 | 4,150 | 4,226 | |||
ViacomCBS Inc. | 3.375% | 3/1/22 | 1,000 | 1,023 | |||
ViacomCBS Inc. | 2.500% | 2/15/23 | 8,650 | 8,739 | |||
ViacomCBS Inc. | 2.900% | 6/1/23 | 3,550 | 3,612 | |||
ViacomCBS Inc. | 3.700% | 8/15/24 | 5,125 | 5,404 |
91
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
ViacomCBS Inc. | 3.500% | 1/15/25 | 4,825 | 5,048 | |||
ViacomCBS Inc. | 4.000% | 1/15/26 | 3,000 | 3,212 | |||
ViacomCBS Inc. | 2.900% | 1/15/27 | 25,450 | 25,432 | |||
ViacomCBS Inc. | 3.375% | 2/15/28 | 4,075 | 4,197 | |||
ViacomCBS Inc. | 3.700% | 6/1/28 | 8,575 | 8,942 | |||
ViacomCBS Inc. | 5.500% | 5/15/33 | 3,700 | 4,415 | |||
ViacomCBS Inc. | 5.900% | 10/15/40 | 2,525 | 3,055 | |||
ViacomCBS Inc. | 4.850% | 7/1/42 | 10,293 | 11,364 | |||
ViacomCBS Inc. | 4.900% | 8/15/44 | 5,040 | 5,698 | |||
Vodafone Group plc | 3.750% | 1/16/24 | 22,750 | 23,993 | |||
Vodafone Group plc | 4.125% | 5/30/25 | 14,125 | 15,261 | |||
Vodafone Group plc | 4.375% | 5/30/28 | 39,300 | 43,452 | |||
Vodafone Group plc | 7.875% | 2/15/30 | 6,163 | 8,536 | |||
Vodafone Group plc | 6.250% | 11/30/32 | 5,145 | 6,512 | |||
Vodafone Group plc | 6.150% | 2/27/37 | 2,495 | 3,207 | |||
Vodafone Group plc | 5.000% | 5/30/38 | 20,819 | 24,256 | |||
Vodafone Group plc | 4.375% | 2/19/43 | 12,155 | 13,065 | |||
Vodafone Group plc | 5.250% | 5/30/48 | 30,445 | 36,783 | |||
Vodafone Group plc | 4.875% | 6/19/49 | 17,749 | 20,424 | |||
Vodafone Group plc | 4.250% | 9/17/50 | 20,000 | 20,774 | |||
Walt Disney Co. | 2.300% | 2/12/21 | 5,000 | 5,026 | |||
Walt Disney Co. | 4.500% | 2/15/21 | 14,500 | 14,919 | |||
Walt Disney Co. | 2.550% | 2/15/22 | 2,950 | 2,995 | |||
Walt Disney Co. | 2.450% | 3/4/22 | 3,000 | 3,045 | |||
Walt Disney Co. | 3.000% | 9/15/22 | 22,439 | 23,107 | |||
Walt Disney Co. | 2.350% | 12/1/22 | 2,300 | 2,333 | |||
Walt Disney Co. | 1.750% | 8/30/24 | 5,000 | 4,944 | |||
Walt Disney Co. | 3.700% | 9/15/24 | 10,176 | 10,874 | |||
Walt Disney Co. | 3.150% | 9/17/25 | 3,800 | 4,037 | |||
Walt Disney Co. | 3.700% | 10/15/25 | 4,810 | 5,202 | |||
Walt Disney Co. | 3.000% | 2/13/26 | 8,285 | 8,715 | |||
Walt Disney Co. | 1.850% | 7/30/26 | 7,720 | 7,572 | |||
Walt Disney Co. | 3.375% | 11/15/26 | 8,060 | 8,622 | |||
Walt Disney Co. | 2.000% | 9/1/29 | 22,200 | 21,516 | |||
Walt Disney Co. | 7.000% | 3/1/32 | 2,925 | 4,237 | |||
Walt Disney Co. | 6.550% | 3/15/33 | 2,415 | 3,402 | |||
Walt Disney Co. | 6.200% | 12/15/34 | 8,795 | 12,266 | |||
Walt Disney Co. | 6.400% | 12/15/35 | 12,950 | 18,515 | |||
Walt Disney Co. | 6.150% | 3/1/37 | 14,208 | 19,770 | |||
Walt Disney Co. | 6.650% | 11/15/37 | 5,000 | 7,429 | |||
Walt Disney Co. | 4.375% | 8/16/41 | 3,310 | 3,945 | |||
Walt Disney Co. | 4.125% | 12/1/41 | 11,701 | 13,492 | |||
Walt Disney Co. | 3.700% | 12/1/42 | 8,195 | 8,924 | |||
Walt Disney Co. | 5.400% | 10/1/43 | 6,133 | 8,309 | |||
Walt Disney Co. | 4.750% | 9/15/44 | 11,795 | 14,859 | |||
Walt Disney Co. | 2.750% | 9/1/49 | 15,000 | 14,095 | |||
Weibo Corp. | 3.500% | 7/5/24 | 6,875 | 7,009 | |||
WPP Finance 2010 | 3.625% | 9/7/22 | 4,400 | 4,549 | |||
WPP Finance 2010 | 3.750% | 9/19/24 | 4,490 | 4,723 | |||
Consumer Cyclical (1.9%) | |||||||
Advance Auto Parts Inc. | 4.500% | 1/15/22 | 325 | 337 | |||
Advance Auto Parts Inc. | 4.500% | 12/1/23 | 1,850 | 1,984 | |||
Alibaba Group Holding Ltd. | 3.125% | 11/28/21 | 10,185 | 10,383 | |||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 6,625 | 6,727 |
92
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 19,390 | 20,368 | |||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 26,025 | 27,122 | |||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 4,870 | 5,512 | |||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 8,575 | 9,212 | |||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 14,525 | 16,108 | |||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 8,500 | 9,710 | |||
Amazon.com Inc. | 3.300% | 12/5/21 | 7,999 | 8,223 | |||
Amazon.com Inc. | 2.500% | 11/29/22 | 2,505 | 2,553 | |||
Amazon.com Inc. | 2.400% | 2/22/23 | 14,620 | 14,833 | |||
Amazon.com Inc. | 2.800% | 8/22/24 | 18,822 | 19,478 | |||
Amazon.com Inc. | 3.800% | 12/5/24 | 9,380 | 10,137 | |||
Amazon.com Inc. | 5.200% | 12/3/25 | 7,460 | 8,659 | |||
Amazon.com Inc. | 3.150% | 8/22/27 | 26,705 | 28,215 | |||
Amazon.com Inc. | 4.800% | 12/5/34 | 12,070 | 15,205 | |||
Amazon.com Inc. | 3.875% | 8/22/37 | 27,490 | 31,231 | |||
Amazon.com Inc. | 4.950% | 12/5/44 | 13,910 | 18,197 | |||
Amazon.com Inc. | 4.050% | 8/22/47 | 25,355 | 29,697 | |||
Amazon.com Inc. | 4.250% | 8/22/57 | 19,075 | 23,181 | |||
American Honda Finance Corp. | 3.150% | 1/8/21 | 5,075 | 5,137 | |||
American Honda Finance Corp. | 2.650% | 2/12/21 | 15,000 | 15,138 | |||
American Honda Finance Corp. | 1.650% | 7/12/21 | 4,450 | 4,436 | |||
American Honda Finance Corp. | 1.700% | 9/9/21 | 16,925 | 16,881 | |||
American Honda Finance Corp. | 3.375% | 12/10/21 | 3,500 | 3,605 | |||
American Honda Finance Corp. | 1.950% | 5/20/22 | 5,640 | 5,659 | |||
American Honda Finance Corp. | 2.200% | 6/27/22 | 6,250 | 6,293 | |||
American Honda Finance Corp. | 2.600% | 11/16/22 | 4,825 | 4,917 | |||
American Honda Finance Corp. | 2.050% | 1/10/23 | 3,050 | 3,059 | |||
American Honda Finance Corp. | 3.450% | 7/14/23 | 4,130 | 4,320 | |||
American Honda Finance Corp. | 3.625% | 10/10/23 | 4,175 | 4,404 | |||
American Honda Finance Corp. | 2.900% | 2/16/24 | 6,100 | 6,276 | |||
American Honda Finance Corp. | 2.400% | 6/27/24 | 4,200 | 4,249 | |||
American Honda Finance Corp. | 2.150% | 9/10/24 | 6,000 | 6,001 | |||
American Honda Finance Corp. | 2.300% | 9/9/26 | 3,650 | 3,638 | |||
American Honda Finance Corp. | 3.500% | 2/15/28 | 2,000 | 2,151 | |||
Aptiv Corp. | 4.150% | 3/15/24 | 8,355 | 8,835 | |||
Aptiv plc | 4.250% | 1/15/26 | 2,550 | 2,746 | |||
Aptiv plc | 4.350% | 3/15/29 | 1,400 | 1,518 | |||
Aptiv plc | 4.400% | 10/1/46 | 4,825 | 4,617 | |||
Aptiv plc | 5.400% | 3/15/49 | 3,390 | 3,821 | |||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 8,850 | 9,394 | |||
AutoNation Inc. | 3.350% | 1/15/21 | 5,135 | 5,180 | |||
AutoNation Inc. | 3.500% | 11/15/24 | 2,300 | 2,369 | |||
AutoNation Inc. | 4.500% | 10/1/25 | 9,905 | 10,643 | |||
AutoNation Inc. | 3.800% | 11/15/27 | 6,075 | 6,127 | |||
AutoZone Inc. | 2.500% | 4/15/21 | 1,125 | 1,130 | |||
AutoZone Inc. | 3.700% | 4/15/22 | 8,325 | 8,589 | |||
AutoZone Inc. | 2.875% | 1/15/23 | 3,080 | 3,134 | |||
AutoZone Inc. | 3.125% | 4/18/24 | 1,900 | 1,973 | |||
AutoZone Inc. | 3.250% | 4/15/25 | 7,940 | 8,264 | |||
AutoZone Inc. | 3.125% | 4/21/26 | 5,200 | 5,355 | |||
AutoZone Inc. | 3.750% | 6/1/27 | 11,500 | 12,260 | |||
AutoZone Inc. | 3.750% | 4/18/29 | 5,665 | 6,055 | |||
Best Buy Co. Inc. | 5.500% | 3/15/21 | 650 | 670 | |||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 9,000 | 9,848 |
93
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Block Financial LLC | 5.500% | 11/1/22 | 5,000 | 5,350 | |||
Block Financial LLC | 5.250% | 10/1/25 | 13,075 | 14,307 | |||
Booking Holdings Inc. | 2.750% | 3/15/23 | 2,275 | 2,321 | |||
Booking Holdings Inc. | 3.650% | 3/15/25 | 9,850 | 10,510 | |||
Booking Holdings Inc. | 3.600% | 6/1/26 | 11,245 | 12,013 | |||
Booking Holdings Inc. | 3.550% | 3/15/28 | 8,255 | 8,780 | |||
BorgWarner Inc. | 3.375% | 3/15/25 | 1,225 | 1,278 | |||
BorgWarner Inc. | 4.375% | 3/15/45 | 3,765 | 3,831 | |||
Costco Wholesale Corp. | 2.150% | 5/18/21 | 8,000 | 8,037 | |||
Costco Wholesale Corp. | 2.250% | 2/15/22 | 4,800 | 4,848 | |||
Costco Wholesale Corp. | 2.300% | 5/18/22 | 7,875 | 7,971 | |||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 10,000 | 10,312 | |||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 8,412 | 8,877 | |||
Cummins Inc. | 3.650% | 10/1/23 | 2,790 | 2,950 | |||
Cummins Inc. | 7.125% | 3/1/28 | 100 | 133 | |||
Cummins Inc. | 4.875% | 10/1/43 | 7,190 | 8,768 | |||
Daimler Finance North America LLC | 8.500% | 1/18/31 | 8,820 | 13,115 | |||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,275 | 4,475 | |||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 3,850 | 3,901 | |||
Dollar General Corp. | 3.250% | 4/15/23 | 9,468 | 9,774 | |||
Dollar General Corp. | 4.150% | 11/1/25 | 3,100 | 3,367 | |||
Dollar General Corp. | 3.875% | 4/15/27 | 5,525 | 5,921 | |||
Dollar General Corp. | 4.125% | 5/1/28 | 4,400 | 4,815 | |||
Dollar Tree Inc. | 3.700% | 5/15/23 | 4,500 | 4,683 | |||
Dollar Tree Inc. | 4.000% | 5/15/25 | 12,580 | 13,446 | |||
Dollar Tree Inc. | 4.200% | 5/15/28 | 10,125 | 10,846 | |||
DR Horton Inc. | 2.550% | 12/1/20 | 875 | 879 | |||
DR Horton Inc. | 4.375% | 9/15/22 | 3,800 | 3,984 | |||
DR Horton Inc. | 4.750% | 2/15/23 | 3,675 | 3,910 | |||
DR Horton Inc. | 5.750% | 8/15/23 | 4,050 | 4,477 | |||
DR Horton Inc. | 2.500% | 10/15/24 | 5,030 | 5,031 | |||
eBay Inc. | 2.875% | 8/1/21 | 5,675 | 5,741 | |||
eBay Inc. | 3.800% | 3/9/22 | 7,615 | 7,869 | |||
eBay Inc. | 2.600% | 7/15/22 | 5,030 | 5,074 | |||
eBay Inc. | 2.750% | 1/30/23 | 7,400 | 7,503 | |||
eBay Inc. | 3.450% | 8/1/24 | 4,050 | 4,219 | |||
eBay Inc. | 3.600% | 6/5/27 | 6,100 | 6,366 | |||
eBay Inc. | 4.000% | 7/15/42 | 7,095 | 6,993 | |||
Expedia Group Inc. | 4.500% | 8/15/24 | 2,775 | 2,968 | |||
Expedia Group Inc. | 5.000% | 2/15/26 | 5,315 | 5,830 | |||
Expedia Group Inc. | 3.800% | 2/15/28 | 8,870 | 9,042 | |||
7 | Expedia Group Inc. | 3.250% | 2/15/30 | 11,355 | 10,917 | ||
Ford Holdings LLC | 9.300% | 3/1/30 | 1,175 | 1,480 | |||
Ford Motor Co. | 4.346% | 12/8/26 | 11,100 | 11,432 | |||
Ford Motor Co. | 6.625% | 10/1/28 | 6,300 | 6,943 | |||
Ford Motor Co. | 6.375% | 2/1/29 | 3,425 | 3,667 | |||
Ford Motor Co. | 7.450% | 7/16/31 | 11,600 | 13,688 | |||
Ford Motor Co. | 4.750% | 1/15/43 | 17,475 | 15,485 | |||
Ford Motor Co. | 7.400% | 11/1/46 | 2,950 | 3,310 | |||
Ford Motor Co. | 5.291% | 12/8/46 | 11,550 | 10,920 | |||
Ford Motor Credit Co. LLC | 2.343% | 11/2/20 | 8,518 | 8,500 | |||
Ford Motor Credit Co. LLC | 3.200% | 1/15/21 | 11,150 | 11,189 | |||
Ford Motor Credit Co. LLC | 5.750% | 2/1/21 | 2,681 | 2,764 | |||
Ford Motor Credit Co. LLC | 3.336% | 3/18/21 | 15,000 | 15,109 |
94
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Ford Motor Credit Co. LLC | 5.875% | 8/2/21 | 17,314 | 18,104 | |||
Ford Motor Credit Co. LLC | 3.813% | 10/12/21 | 13,375 | 13,598 | |||
Ford Motor Credit Co. LLC | 5.596% | 1/7/22 | 11,800 | 12,417 | |||
Ford Motor Credit Co. LLC | 3.219% | 1/9/22 | 8,060 | 8,108 | |||
Ford Motor Credit Co. LLC | 3.339% | 3/28/22 | 10,300 | 10,388 | |||
Ford Motor Credit Co. LLC | 2.979% | 8/3/22 | 10,000 | 10,004 | |||
Ford Motor Credit Co. LLC | 4.250% | 9/20/22 | 6,700 | 6,920 | |||
Ford Motor Credit Co. LLC | 3.350% | 11/1/22 | 15,000 | 15,139 | |||
Ford Motor Credit Co. LLC | 4.375% | 8/6/23 | 9,625 | 9,977 | |||
Ford Motor Credit Co. LLC | 3.810% | 1/9/24 | 7,825 | 7,935 | |||
Ford Motor Credit Co. LLC | 5.584% | 3/18/24 | 4,000 | 4,314 | |||
Ford Motor Credit Co. LLC | 3.664% | 9/8/24 | 8,238 | 8,244 | |||
Ford Motor Credit Co. LLC | 4.063% | 11/1/24 | 10,000 | 10,198 | |||
Ford Motor Credit Co. LLC | 4.687% | 6/9/25 | 5,500 | 5,700 | |||
Ford Motor Credit Co. LLC | 4.134% | 8/4/25 | 20,250 | 20,503 | |||
Ford Motor Credit Co. LLC | 4.389% | 1/8/26 | 13,475 | 13,690 | |||
Ford Motor Credit Co. LLC | 4.542% | 8/1/26 | 9,800 | 10,017 | |||
Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 13,600 | 13,136 | |||
Ford Motor Credit Co. LLC | 5.113% | 5/3/29 | 13,000 | 13,356 | |||
General Motors Co. | 4.875% | 10/2/23 | 20,533 | 22,038 | |||
General Motors Co. | 4.000% | 4/1/25 | 11,489 | 11,960 | |||
General Motors Co. | 4.200% | 10/1/27 | 1,500 | 1,534 | |||
General Motors Co. | 5.000% | 10/1/28 | 6,075 | 6,581 | |||
General Motors Co. | 5.000% | 4/1/35 | 10,505 | 10,829 | |||
General Motors Co. | 6.600% | 4/1/36 | 10,736 | 12,636 | |||
General Motors Co. | 5.150% | 4/1/38 | 11,940 | 12,228 | |||
General Motors Co. | 6.250% | 10/2/43 | 11,550 | 12,912 | |||
General Motors Co. | 5.200% | 4/1/45 | 11,963 | 12,002 | |||
General Motors Co. | 6.750% | 4/1/46 | 10,965 | 12,844 | |||
General Motors Co. | 5.400% | 4/1/48 | 5,600 | 5,764 | |||
General Motors Co. | 5.950% | 4/1/49 | 6,775 | 7,496 | |||
General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 8,065 | 8,234 | |||
General Motors Financial Co. Inc. | 3.550% | 4/9/21 | 6,550 | 6,652 | |||
General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 14,317 | 14,490 | |||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 3,440 | 3,562 | |||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 4,050 | 4,188 | |||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 6,765 | 6,922 | |||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 20,089 | 20,547 | |||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 3,225 | 3,284 | |||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 10,000 | 10,289 | |||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 3,075 | 3,136 | |||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 8,030 | 8,279 | |||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 9,768 | 10,282 | |||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 8,000 | 8,409 | |||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 12,371 | 13,424 | |||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 7,150 | 7,473 | |||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 17,065 | 17,559 | |||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 7,945 | 8,348 | |||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 10,600 | 11,342 | |||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 125 | 133 | |||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 4,900 | 5,433 | |||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 5,475 | 5,725 | |||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 18,050 | 19,002 | |||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 4,375 | 4,445 |
95
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 4,075 | 4,623 | |||
GLP Capital LP / GLP Financing II Inc. | 4.375% | 4/15/21 | 2,720 | 2,770 | |||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 11/1/23 | 5,000 | 5,434 | |||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 9,354 | 10,198 | |||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 8,406 | 9,188 | |||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 750 | 847 | |||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 5,225 | 5,821 | |||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/30 | 4,000 | 4,072 | |||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 6,850 | 7,101 | |||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 5,685 | 5,844 | |||
Harman International Industries Inc. | 4.150% | 5/15/25 | 3,475 | 3,695 | |||
Home Depot Inc. | 2.000% | 4/1/21 | 5,975 | 5,990 | |||
Home Depot Inc. | 4.400% | 4/1/21 | 10,425 | 10,690 | |||
Home Depot Inc. | 3.250% | 3/1/22 | 3,000 | 3,098 | |||
Home Depot Inc. | 2.625% | 6/1/22 | 20,494 | 20,898 | |||
Home Depot Inc. | 2.700% | 4/1/23 | 3,300 | 3,379 | |||
Home Depot Inc. | 3.750% | 2/15/24 | 16,699 | 17,844 | |||
Home Depot Inc. | 3.350% | 9/15/25 | 9,550 | 10,199 | |||
Home Depot Inc. | 3.000% | 4/1/26 | 16,400 | 17,122 | |||
Home Depot Inc. | 2.125% | 9/15/26 | 9,775 | 9,747 | |||
Home Depot Inc. | 2.800% | 9/14/27 | 9,375 | 9,717 | |||
Home Depot Inc. | 3.900% | 12/6/28 | 2,190 | 2,444 | |||
Home Depot Inc. | 2.950% | 6/15/29 | 6,025 | 6,257 | |||
Home Depot Inc. | 5.875% | 12/16/36 | 26,456 | 36,417 | |||
Home Depot Inc. | 5.400% | 9/15/40 | 4,625 | 6,055 | |||
Home Depot Inc. | 5.950% | 4/1/41 | 5,480 | 7,702 | |||
Home Depot Inc. | 4.200% | 4/1/43 | 13,125 | 15,245 | |||
Home Depot Inc. | 4.875% | 2/15/44 | 10,325 | 13,071 | |||
Home Depot Inc. | 4.400% | 3/15/45 | 7,525 | 8,958 | |||
Home Depot Inc. | 4.250% | 4/1/46 | 13,745 | 16,192 | |||
Home Depot Inc. | 3.900% | 6/15/47 | 8,680 | 9,782 | |||
Home Depot Inc. | 4.500% | 12/6/48 | 13,065 | 16,093 | |||
Home Depot Inc. | 3.500% | 9/15/56 | 10,085 | 10,561 | |||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 4,185 | 4,299 | |||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 2,125 | 2,352 | |||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 3,805 | 4,130 | |||
IHS Markit Ltd. | 3.625% | 5/1/24 | 7,000 | 7,263 | |||
IHS Markit Ltd. | 4.750% | 8/1/28 | 8,865 | 9,862 | |||
IHS Markit Ltd. | 4.250% | 5/1/29 | 4,200 | 4,526 | |||
JD.com Inc. | 3.125% | 4/29/21 | 796 | 800 | |||
JD.com Inc. | 3.875% | 4/29/26 | 4,077 | 4,226 | |||
Kohl’s Corp. | 3.250% | 2/1/23 | 1,700 | 1,729 | |||
Kohl’s Corp. | 4.750% | 12/15/23 | 1,062 | 1,132 | |||
Kohl’s Corp. | 4.250% | 7/17/25 | 6,577 | 6,994 | |||
Kohl’s Corp. | 5.550% | 7/17/45 | 3,825 | 3,896 | |||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 11,545 | 11,910 | |||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 4,560 | 4,606 | |||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 6,430 | 6,611 | |||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 3,200 | 3,338 | |||
Lear Corp. | 5.250% | 1/15/25 | 5,625 | 5,790 | |||
Lear Corp. | 3.800% | 9/15/27 | 3,050 | 3,084 | |||
Lear Corp. | 4.250% | 5/15/29 | 6,850 | 7,061 | |||
Lear Corp. | 5.250% | 5/15/49 | 6,650 | 6,910 | |||
Lowe’s Cos. Inc. | 3.750% | 4/15/21 | 3,745 | 3,810 |
96
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Lowe’s Cos. Inc. | 3.800% | 11/15/21 | 2,675 | 2,753 | |||
Lowe’s Cos. Inc. | 3.120% | 4/15/22 | 1,875 | 1,919 | |||
Lowe’s Cos. Inc. | 3.875% | 9/15/23 | 10,844 | 11,477 | |||
Lowe’s Cos. Inc. | 3.125% | 9/15/24 | 2,900 | 3,012 | |||
Lowe’s Cos. Inc. | 3.375% | 9/15/25 | 12,835 | 13,488 | |||
Lowe’s Cos. Inc. | 2.500% | 4/15/26 | 19,425 | 19,559 | |||
Lowe’s Cos. Inc. | 3.100% | 5/3/27 | 4,875 | 5,032 | |||
Lowe’s Cos. Inc. | 6.500% | 3/15/29 | 267 | 339 | |||
Lowe’s Cos. Inc. | 3.650% | 4/5/29 | 11,355 | 12,122 | |||
Lowe’s Cos. Inc. | 4.650% | 4/15/42 | 7,075 | 8,049 | |||
Lowe’s Cos. Inc. | 4.250% | 9/15/44 | 1,950 | 2,102 | |||
Lowe’s Cos. Inc. | 4.375% | 9/15/45 | 11,175 | 12,225 | |||
Lowe’s Cos. Inc. | 3.700% | 4/15/46 | 12,590 | 12,796 | |||
Lowe’s Cos. Inc. | 4.050% | 5/3/47 | 16,562 | 17,859 | |||
Lowe’s Cos. Inc. | 4.550% | 4/5/49 | 9,075 | 10,589 | |||
Macy’s Retail Holdings Inc. | 3.450% | 1/15/21 | 2,665 | 2,688 | |||
Macy’s Retail Holdings Inc. | 3.875% | 1/15/22 | 1,142 | 1,164 | |||
Macy’s Retail Holdings Inc. | 2.875% | 2/15/23 | 14,493 | 14,427 | |||
Macy’s Retail Holdings Inc. | 3.625% | 6/1/24 | 4,320 | 4,358 | |||
Macy’s Retail Holdings Inc. | 4.500% | 12/15/34 | 1,947 | 1,848 | |||
Magna International Inc. | 3.625% | 6/15/24 | 9,445 | 9,923 | |||
Magna International Inc. | 4.150% | 10/1/25 | 2,775 | 2,983 | |||
Marriott International Inc. | 2.875% | 3/1/21 | 2,500 | 2,524 | |||
Marriott International Inc. | 3.125% | 10/15/21 | 4,825 | 4,902 | |||
Marriott International Inc. | 2.300% | 1/15/22 | 2,000 | 2,008 | |||
Marriott International Inc. | 3.250% | 9/15/22 | 3,525 | 3,617 | |||
Marriott International Inc. | 3.750% | 3/15/25 | 4,800 | 5,068 | |||
Marriott International Inc. | 3.750% | 10/1/25 | 2,190 | 2,325 | |||
Marriott International Inc. | 3.125% | 6/15/26 | 4,090 | 4,232 | |||
Marriott International Inc. | 4.000% | 4/15/28 | 8,975 | 9,674 | |||
Marriott International Inc. | 2.125% | 10/3/22 | 4,000 | 3,999 | |||
Marriott International Inc. | 3.600% | 4/15/24 | 8,390 | 8,817 | |||
Mastercard Inc. | 2.000% | 11/21/21 | 5,230 | 5,255 | |||
Mastercard Inc. | 3.375% | 4/1/24 | 13,320 | 14,118 | |||
Mastercard Inc. | 2.000% | 3/3/25 | 13,325 | 13,252 | |||
Mastercard Inc. | 2.950% | 11/21/26 | 4,800 | 5,006 | |||
Mastercard Inc. | 3.500% | 2/26/28 | 7,670 | 8,298 | |||
Mastercard Inc. | 2.950% | 6/1/29 | 8,825 | 9,199 | |||
Mastercard Inc. | 3.800% | 11/21/46 | 4,350 | 4,870 | |||
Mastercard Inc. | 3.950% | 2/26/48 | 5,030 | 5,803 | |||
Mastercard Inc. | 3.650% | 6/1/49 | 12,530 | 13,809 | |||
McDonald’s Corp. | 2.750% | 12/9/20 | 9,289 | 9,348 | |||
McDonald’s Corp. | 3.625% | 5/20/21 | 1,750 | 1,790 | |||
McDonald’s Corp. | 2.625% | 1/15/22 | 16,265 | 16,485 | |||
McDonald’s Corp. | 3.350% | 4/1/23 | 10,775 | 11,219 | |||
McDonald’s Corp. | 3.375% | 5/26/25 | 11,405 | 12,037 | |||
McDonald’s Corp. | 3.700% | 1/30/26 | 22,340 | 23,972 | |||
McDonald’s Corp. | 3.500% | 3/1/27 | 11,275 | 12,013 | |||
McDonald’s Corp. | 3.800% | 4/1/28 | 11,900 | 12,906 | |||
McDonald’s Corp. | 2.625% | 9/1/29 | 8,700 | 8,679 | |||
McDonald’s Corp. | 4.700% | 12/9/35 | 7,900 | 9,389 | |||
McDonald’s Corp. | 6.300% | 10/15/37 | 425 | 577 | |||
McDonald’s Corp. | 6.300% | 3/1/38 | 3,925 | 5,341 | |||
McDonald’s Corp. | 5.700% | 2/1/39 | 5,175 | 6,575 |
97
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
McDonald’s Corp. | 3.700% | 2/15/42 | 16,175 | 16,492 | |||
McDonald’s Corp. | 3.625% | 5/1/43 | 4,300 | 4,306 | |||
McDonald’s Corp. | 4.600% | 5/26/45 | 6,860 | 7,866 | |||
McDonald’s Corp. | 4.875% | 12/9/45 | 15,500 | 18,693 | |||
McDonald’s Corp. | 4.450% | 3/1/47 | 7,890 | 9,041 | |||
McDonald’s Corp. | 4.450% | 9/1/48 | 7,755 | 8,833 | |||
McDonald’s Corp. | 3.625% | 9/1/49 | 5,000 | 5,075 | |||
NIKE Inc. | 2.250% | 5/1/23 | 625 | 635 | |||
NIKE Inc. | 2.375% | 11/1/26 | 15,000 | 15,244 | |||
NIKE Inc. | 3.625% | 5/1/43 | 6,025 | 6,568 | |||
NIKE Inc. | 3.875% | 11/1/45 | 10,575 | 12,032 | |||
NIKE Inc. | 3.375% | 11/1/46 | 8,125 | 8,567 | |||
Nordstrom Inc. | 4.000% | 10/15/21 | 5,315 | 5,453 | |||
Nordstrom Inc. | 4.000% | 3/15/27 | 5,825 | 6,037 | |||
Nordstrom Inc. | 6.950% | 3/15/28 | 1,540 | 1,860 | |||
Nordstrom Inc. | 4.375% | 4/1/30 | 6,293 | 6,410 | |||
Nordstrom Inc. | 5.000% | 1/15/44 | 7,670 | 7,441 | |||
NVR Inc. | 3.950% | 9/15/22 | 16,588 | 17,288 | |||
O’Reilly Automotive Inc. | 4.875% | 1/14/21 | 500 | 511 | |||
O’Reilly Automotive Inc. | 4.625% | 9/15/21 | 125 | 129 | |||
O’Reilly Automotive Inc. | 3.800% | 9/1/22 | 4,979 | 5,167 | |||
O’Reilly Automotive Inc. | 3.850% | 6/15/23 | 7,025 | 7,343 | |||
O’Reilly Automotive Inc. | 3.550% | 3/15/26 | 1,525 | 1,605 | |||
O’Reilly Automotive Inc. | 3.600% | 9/1/27 | 13,395 | 14,301 | |||
O’Reilly Automotive Inc. | 4.350% | 6/1/28 | 1,675 | 1,865 | |||
PACCAR Financial Corp. | 2.050% | 11/13/20 | 3,575 | 3,579 | |||
PACCAR Financial Corp. | 2.250% | 2/25/21 | 1,500 | 1,506 | |||
PACCAR Financial Corp. | 2.800% | 3/1/21 | 3,300 | 3,336 | |||
PACCAR Financial Corp. | 3.150% | 8/9/21 | 4,000 | 4,080 | |||
PACCAR Financial Corp. | 2.850% | 3/1/22 | 1,500 | 1,531 | |||
PACCAR Financial Corp. | 2.650% | 5/10/22 | 5,000 | 5,092 | |||
PACCAR Financial Corp. | 2.300% | 8/10/22 | 2,300 | 2,324 | |||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,000 | 1,005 | |||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 7,000 | 7,305 | |||
PACCAR Financial Corp. | 2.150% | 8/15/24 | 3,500 | 3,490 | |||
QVC Inc. | 5.125% | 7/2/22 | 3,510 | 3,696 | |||
QVC Inc. | 4.375% | 3/15/23 | 5,100 | 5,255 | |||
QVC Inc. | 4.850% | 4/1/24 | 5,315 | 5,579 | |||
QVC Inc. | 4.450% | 2/15/25 | 1,150 | 1,187 | |||
QVC Inc. | 5.450% | 8/15/34 | 825 | 788 | |||
QVC Inc. | 5.950% | 3/15/43 | 4,050 | 3,845 | |||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,850 | 4,137 | |||
Royal Caribbean Cruises Ltd. | 5.250% | 11/15/22 | 3,750 | 4,045 | |||
Royal Caribbean Cruises Ltd. | 3.700% | 3/15/28 | 5,725 | 5,918 | |||
Sands China Ltd. | 4.600% | 8/8/23 | 15,935 | 16,752 | |||
Sands China Ltd. | 5.125% | 8/8/25 | 15,500 | 17,069 | |||
Sands China Ltd. | 5.400% | 8/8/28 | 15,750 | 17,719 | |||
Starbucks Corp. | 2.100% | 2/4/21 | 6,375 | 6,383 | |||
Starbucks Corp. | 2.700% | 6/15/22 | 2,920 | 2,975 | |||
Starbucks Corp. | 3.100% | 3/1/23 | 10,435 | 10,766 | |||
Starbucks Corp. | 3.850% | 10/1/23 | 6,450 | 6,832 | |||
Starbucks Corp. | 3.800% | 8/15/25 | 13,800 | 14,862 | |||
Starbucks Corp. | 2.450% | 6/15/26 | 11,585 | 11,697 | |||
Starbucks Corp. | 3.500% | 3/1/28 | 5,575 | 5,953 |
98
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Starbucks Corp. | 4.000% | 11/15/28 | 7,100 | 7,856 | |||
Starbucks Corp. | 3.550% | 8/15/29 | 4,950 | 5,365 | |||
Starbucks Corp. | 4.300% | 6/15/45 | 1,800 | 1,990 | |||
Starbucks Corp. | 3.750% | 12/1/47 | 7,300 | 7,476 | |||
Starbucks Corp. | 4.500% | 11/15/48 | 14,375 | 16,503 | |||
Tapestry Inc. | 3.000% | 7/15/22 | 2,850 | 2,886 | |||
Tapestry Inc. | 4.250% | 4/1/25 | 3,746 | 3,944 | |||
Tapestry Inc. | 4.125% | 7/15/27 | 6,520 | 6,638 | |||
Target Corp. | 2.900% | 1/15/22 | 9,305 | 9,519 | |||
Target Corp. | 3.500% | 7/1/24 | 9,386 | 10,051 | |||
Target Corp. | 2.500% | 4/15/26 | 9,290 | 9,503 | |||
Target Corp. | 3.375% | 4/15/29 | 9,100 | 9,874 | |||
Target Corp. | 6.350% | 11/1/32 | 2,180 | 3,047 | |||
Target Corp. | 6.500% | 10/15/37 | 5,208 | 7,706 | |||
Target Corp. | 7.000% | 1/15/38 | 3,725 | 5,783 | |||
Target Corp. | 4.000% | 7/1/42 | 17,000 | 19,451 | |||
Target Corp. | 3.625% | 4/15/46 | 9,665 | 10,565 | |||
Target Corp. | 3.900% | 11/15/47 | 4,175 | 4,791 | |||
TJX Cos. Inc. | 2.750% | 6/15/21 | 17,825 | 18,045 | |||
TJX Cos. Inc. | 2.500% | 5/15/23 | 5,798 | 5,907 | |||
TJX Cos. Inc. | 2.250% | 9/15/26 | 10,275 | 10,275 | |||
Toyota Motor Corp. | 3.183% | 7/20/21 | 7,000 | 7,142 | |||
Toyota Motor Corp. | 2.157% | 7/2/22 | 5,485 | 5,527 | |||
Toyota Motor Corp. | 3.419% | 7/20/23 | 8,500 | 8,909 | |||
Toyota Motor Corp. | 2.358% | 7/2/24 | 11,015 | 11,192 | |||
Toyota Motor Corp. | 3.669% | 7/20/28 | 5,150 | 5,657 | |||
Toyota Motor Corp. | 2.760% | 7/2/29 | 7,000 | 7,209 | |||
Toyota Motor Credit Corp. | 3.050% | 1/8/21 | 300 | 303 | |||
Toyota Motor Credit Corp. | 4.250% | 1/11/21 | 2,200 | 2,253 | |||
Toyota Motor Credit Corp. | 1.900% | 4/8/21 | 15,771 | 15,783 | |||
Toyota Motor Credit Corp. | 2.950% | 4/13/21 | 11,565 | 11,730 | |||
Toyota Motor Credit Corp. | 2.750% | 5/17/21 | 4,200 | 4,249 | |||
Toyota Motor Credit Corp. | 3.400% | 9/15/21 | 7,019 | 7,194 | |||
Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 3,400 | 3,396 | |||
Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 8,300 | 8,424 | |||
Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 9,650 | 9,918 | |||
Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 24,000 | 24,391 | |||
Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 1,065 | 1,089 | |||
Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 12,100 | 12,194 | |||
Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 6,725 | 6,855 | |||
Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 3,950 | 4,030 | |||
Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 4,050 | 4,082 | |||
Toyota Motor Credit Corp. | 3.350% | 1/8/24 | 200 | 210 | |||
Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 4,600 | 4,759 | |||
Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 3,025 | 3,217 | |||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 8,600 | 9,091 | |||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 13,475 | 14,133 | |||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 3,475 | 3,821 | |||
VF Corp. | 3.500% | 9/1/21 | 8,035 | 8,216 | |||
VF Corp. | 6.450% | 11/1/37 | 4,475 | 6,218 | |||
Visa Inc. | 2.200% | 12/14/20 | 27,535 | 27,635 | |||
Visa Inc. | 2.150% | 9/15/22 | 8,000 | 8,087 | |||
Visa Inc. | 2.800% | 12/14/22 | 16,775 | 17,236 | |||
Visa Inc. | 3.150% | 12/14/25 | 41,980 | 44,323 |
99
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Visa Inc. | 2.750% | 9/15/27 | 8,550 | 8,920 | |||
Visa Inc. | 4.150% | 12/14/35 | 17,330 | 20,428 | |||
Visa Inc. | 4.300% | 12/14/45 | 32,110 | 39,540 | |||
Visa Inc. | 3.650% | 9/15/47 | 6,950 | 7,793 | |||
Walgreen Co. | 3.100% | 9/15/22 | 7,185 | 7,328 | |||
Walgreen Co. | 4.400% | 9/15/42 | 4,276 | 4,245 | |||
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 6,250 | 6,367 | |||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 17,825 | 18,546 | |||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 18,010 | 18,277 | |||
Walgreens Boots Alliance Inc. | 4.500% | 11/18/34 | 4,270 | 4,395 | |||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 13,605 | 13,843 | |||
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 5,220 | 5,232 | |||
Walmart Inc. | 1.900% | 12/15/20 | 37,415 | 37,464 | |||
Walmart Inc. | 3.125% | 6/23/21 | 14,000 | 14,288 | |||
Walmart Inc. | 2.350% | 12/15/22 | 11,040 | 11,227 | |||
Walmart Inc. | 2.550% | 4/11/23 | 12,735 | 12,993 | |||
Walmart Inc. | 3.400% | 6/26/23 | 12,475 | 13,099 | |||
Walmart Inc. | 3.300% | 4/22/24 | 16,600 | 17,428 | |||
Walmart Inc. | 2.850% | 7/8/24 | 19,235 | 19,903 | |||
Walmart Inc. | 2.650% | 12/15/24 | 18,312 | 18,872 | |||
Walmart Inc. | 3.550% | 6/26/25 | 18,650 | 19,955 | |||
Walmart Inc. | 3.050% | 7/8/26 | 13,000 | 13,652 | |||
Walmart Inc. | 5.875% | 4/5/27 | 8,160 | 10,048 | |||
Walmart Inc. | 3.700% | 6/26/28 | 20,475 | 22,541 | |||
Walmart Inc. | 3.250% | 7/8/29 | 11,100 | 11,901 | |||
Walmart Inc. | 2.375% | 9/24/29 | 4,635 | 4,640 | |||
Walmart Inc. | 7.550% | 2/15/30 | 4,191 | 6,066 | |||
Walmart Inc. | 5.250% | 9/1/35 | 16,090 | 21,095 | |||
Walmart Inc. | 6.200% | 4/15/38 | 13,580 | 19,772 | |||
Walmart Inc. | 3.950% | 6/28/38 | 7,175 | 8,332 | |||
Walmart Inc. | 5.625% | 4/1/40 | 7,685 | 10,663 | |||
Walmart Inc. | 4.875% | 7/8/40 | 7,145 | 9,038 | |||
Walmart Inc. | 5.000% | 10/25/40 | 2,155 | 2,804 | |||
Walmart Inc. | 5.625% | 4/15/41 | 4,810 | 6,855 | |||
Walmart Inc. | 4.000% | 4/11/43 | 8,385 | 9,650 | |||
Walmart Inc. | 4.300% | 4/22/44 | 5,250 | 6,273 | |||
Walmart Inc. | 3.625% | 12/15/47 | 13,315 | 14,737 | |||
Walmart Inc. | 4.050% | 6/29/48 | 19,025 | 22,402 | |||
Walmart Inc. | 2.950% | 9/24/49 | 5,200 | 5,090 | |||
Western Union Co. | 3.600% | 3/15/22 | 4,725 | 4,875 | |||
Western Union Co. | 2.850% | 1/10/25 | 4,500 | 4,513 | |||
Western Union Co. | 6.200% | 11/17/36 | 5,025 | 5,698 | |||
Western Union Co. | 6.200% | 6/21/40 | 1,430 | 1,576 | |||
Consumer Noncyclical (4.3%) | |||||||
Abbott Laboratories | 2.550% | 3/15/22 | 5,725 | 5,818 | |||
Abbott Laboratories | 3.400% | 11/30/23 | 17,551 | 18,432 | |||
Abbott Laboratories | 2.950% | 3/15/25 | 3,900 | 4,044 | |||
Abbott Laboratories | 3.875% | 9/15/25 | 4,750 | 5,171 | |||
Abbott Laboratories | 3.750% | 11/30/26 | 18,036 | 19,682 | |||
Abbott Laboratories | 4.750% | 11/30/36 | 24,310 | 30,292 | |||
Abbott Laboratories | 6.150% | 11/30/37 | 3,830 | 5,364 | |||
Abbott Laboratories | 6.000% | 4/1/39 | 350 | 498 | |||
Abbott Laboratories | 5.300% | 5/27/40 | 1,851 | 2,415 |
100
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Abbott Laboratories | 4.750% | 4/15/43 | 7,325 | 9,200 | |||
Abbott Laboratories | 4.900% | 11/30/46 | 28,810 | 37,617 | |||
AbbVie Inc. | 2.300% | 5/14/21 | 13,650 | 13,690 | |||
AbbVie Inc. | 3.375% | 11/14/21 | 9,125 | 9,351 | |||
7 | AbbVie Inc. | 2.150% | 11/19/21 | 16,785 | 16,828 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 27,707 | 28,256 | |||
AbbVie Inc. | 3.200% | 11/6/22 | 15,666 | 16,105 | |||
7 | AbbVie Inc. | 2.300% | 11/21/22 | 26,075 | 26,172 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 13,825 | 14,090 | |||
AbbVie Inc. | 3.750% | 11/14/23 | 13,300 | 13,991 | |||
7 | AbbVie Inc. | 2.600% | 11/21/24 | 32,000 | 32,217 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 33,510 | 35,367 | |||
AbbVie Inc. | 3.200% | 5/14/26 | 17,230 | 17,821 | |||
7 | AbbVie Inc. | 2.950% | 11/21/26 | 34,250 | 34,727 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 14,870 | 16,437 | |||
7 | AbbVie Inc. | 3.200% | 11/21/29 | 49,512 | 50,405 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 22,415 | 25,196 | |||
AbbVie Inc. | 4.300% | 5/14/36 | 9,275 | 10,180 | |||
7 | AbbVie Inc. | 4.050% | 11/21/39 | 34,445 | 35,990 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 24,318 | 26,218 | |||
AbbVie Inc. | 4.700% | 5/14/45 | 24,978 | 27,883 | |||
AbbVie Inc. | 4.450% | 5/14/46 | 18,943 | 20,392 | |||
AbbVie Inc. | 4.875% | 11/14/48 | 15,341 | 17,613 | |||
7 | AbbVie Inc. | 4.250% | 11/21/49 | 54,540 | 57,414 | ||
Actavis Inc. | 3.250% | 10/1/22 | 21,214 | 21,678 | |||
Adventist Health System | 2.952% | 3/1/29 | 4,420 | 4,362 | |||
Adventist Health System | 3.630% | 3/1/49 | 4,745 | 4,619 | |||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,300 | 2,489 | |||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 4,050 | 4,608 | |||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 3,275 | 3,264 | |||
Agilent Technologies Inc. | 3.200% | 10/1/22 | 6,015 | 6,154 | |||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 3,975 | 4,167 | |||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 6,700 | 6,831 | |||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 1,000 | 989 | |||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 1,100 | 1,429 | |||
AHS Hospital Corp. | 5.024% | 7/1/45 | 3,300 | 4,091 | |||
Allergan Finance LLC | 4.625% | 10/1/42 | 6,310 | 6,566 | |||
Allergan Funding SCS | 3.450% | 3/15/22 | 19,650 | 20,100 | |||
Allergan Funding SCS | 3.850% | 6/15/24 | 9,625 | 10,084 | |||
Allergan Funding SCS | 3.800% | 3/15/25 | 26,023 | 27,260 | |||
Allergan Funding SCS | 4.550% | 3/15/35 | 13,620 | 14,463 | |||
Allergan Funding SCS | 4.850% | 6/15/44 | 12,616 | 14,008 | |||
Allergan Funding SCS | 4.750% | 3/15/45 | 4,125 | 4,483 | |||
Allergan Inc. | 2.800% | 3/15/23 | 650 | 655 | |||
Allina Health System | 3.887% | 4/15/49 | 3,750 | 3,990 | |||
Altria Group Inc. | 4.750% | 5/5/21 | 9,840 | 10,181 | |||
Altria Group Inc. | 3.490% | 2/14/22 | 9,830 | 10,113 | |||
Altria Group Inc. | 2.850% | 8/9/22 | 14,175 | 14,435 | |||
Altria Group Inc. | 2.950% | 5/2/23 | 3,200 | 3,236 | |||
Altria Group Inc. | 4.000% | 1/31/24 | 11,900 | 12,605 | |||
Altria Group Inc. | 3.800% | 2/14/24 | 2,700 | 2,838 | |||
Altria Group Inc. | 4.400% | 2/14/26 | 13,025 | 14,145 | |||
Altria Group Inc. | 2.625% | 9/16/26 | 2,200 | 2,174 | |||
Altria Group Inc. | 4.800% | 2/14/29 | 24,775 | 27,511 |
101
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Altria Group Inc. | 5.800% | 2/14/39 | 22,900 | 26,778 | |||
Altria Group Inc. | 4.250% | 8/9/42 | 7,841 | 7,798 | |||
Altria Group Inc. | 4.500% | 5/2/43 | 9,059 | 9,196 | |||
Altria Group Inc. | 5.375% | 1/31/44 | 12,738 | 14,344 | |||
Altria Group Inc. | 3.875% | 9/16/46 | 8,475 | 7,871 | |||
Altria Group Inc. | 5.950% | 2/14/49 | 24,025 | 29,047 | |||
Altria Group Inc. | 6.200% | 2/14/59 | 5,165 | 6,104 | |||
AmerisourceBergen Corp. | 3.500% | 11/15/21 | 6,550 | 6,708 | |||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 7,375 | 7,643 | |||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 5,725 | 5,916 | |||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 6,525 | 6,766 | |||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,682 | 1,708 | |||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 8,588 | 8,804 | |||
Amgen Inc. | 4.100% | 6/15/21 | 7,515 | 7,706 | |||
Amgen Inc. | 1.850% | 8/19/21 | 6,925 | 6,912 | |||
Amgen Inc. | 3.875% | 11/15/21 | 6,245 | 6,442 | |||
Amgen Inc. | 2.700% | 5/1/22 | 3,675 | 3,724 | |||
Amgen Inc. | 2.650% | 5/11/22 | 13,372 | 13,564 | |||
Amgen Inc. | 3.625% | 5/15/22 | 11,075 | 11,453 | |||
Amgen Inc. | 2.250% | 8/19/23 | 7,100 | 7,160 | |||
Amgen Inc. | 3.625% | 5/22/24 | 15,438 | 16,296 | |||
Amgen Inc. | 3.125% | 5/1/25 | 3,100 | 3,236 | |||
Amgen Inc. | 2.600% | 8/19/26 | 16,425 | 16,598 | |||
Amgen Inc. | 3.200% | 11/2/27 | 4,430 | 4,643 | |||
Amgen Inc. | 6.400% | 2/1/39 | 2,100 | 2,789 | |||
Amgen Inc. | 4.950% | 10/1/41 | 8,625 | 10,242 | |||
Amgen Inc. | 5.150% | 11/15/41 | 6,800 | 8,224 | |||
Amgen Inc. | 4.400% | 5/1/45 | 23,530 | 26,374 | |||
Amgen Inc. | 4.563% | 6/15/48 | 15,252 | 17,595 | |||
Amgen Inc. | 4.663% | 6/15/51 | 33,643 | 39,558 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 118,223 | 139,993 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 37,899 | 40,346 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 59,111 | 68,169 | |||
Anheuser-Busch InBev Finance Inc. | 2.625% | 1/17/23 | 13,929 | 14,161 | |||
Anheuser-Busch InBev Finance Inc. | 3.300% | 2/1/23 | 24,837 | 25,695 | |||
Anheuser-Busch InBev Finance Inc. | 3.700% | 2/1/24 | 14,106 | 14,948 | |||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 12,425 | 13,105 | |||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 8,986 | 10,121 | |||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 5,342 | 6,300 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 2/15/21 | 2,587 | 2,646 | |||
Anheuser-Busch InBev Worldwide Inc. | 2.500% | 7/15/22 | 3,605 | 3,666 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 1/12/24 | 12,587 | 13,258 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 21,530 | 23,422 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 26,680 | 29,297 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 41,293 | 47,820 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 15,150 | 18,028 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 14,325 | 16,063 | |||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 6,050 | 9,480 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 3,400 | 4,275 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 14,276 | 16,825 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 16,357 | 16,557 |
102
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 22,325 | 25,371 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 19,110 | 21,353 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 33,925 | 43,972 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 14,760 | 17,230 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 8,485 | 11,564 | |||
Archer-Daniels-Midland Co. | 4.479% | 3/1/21 | 587 | 604 | |||
Archer-Daniels-Midland Co. | 3.375% | 3/15/22 | 8,525 | 8,772 | |||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 8,750 | 8,883 | |||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 530 | 693 | |||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 2,395 | 3,026 | |||
Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | 7,600 | 9,017 | |||
Archer-Daniels-Midland Co. | 4.016% | 4/16/43 | 6,416 | 7,106 | |||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 6,500 | 7,078 | |||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 5,325 | 6,496 | |||
Ascension Health | 2.532% | 11/15/29 | 5,226 | 5,159 | |||
Ascension Health | 3.106% | 11/15/39 | 4,450 | 4,376 | |||
Ascension Health | 3.945% | 11/15/46 | 8,010 | 8,854 | |||
4 | Ascension Health | 4.847% | 11/15/53 | 1,875 | 2,361 | ||
AstraZeneca plc | 2.375% | 11/16/20 | 12,950 | 12,995 | |||
AstraZeneca plc | 2.375% | 6/12/22 | 7,875 | 7,938 | |||
AstraZeneca plc | 3.500% | 8/17/23 | 12,260 | 12,812 | |||
AstraZeneca plc | 3.375% | 11/16/25 | 19,368 | 20,522 | |||
AstraZeneca plc | 3.125% | 6/12/27 | 5,100 | 5,305 | |||
AstraZeneca plc | 4.000% | 1/17/29 | 8,075 | 8,953 | |||
AstraZeneca plc | 6.450% | 9/15/37 | 23,043 | 32,259 | |||
AstraZeneca plc | 4.000% | 9/18/42 | 10,740 | 11,845 | |||
AstraZeneca plc | 4.375% | 11/16/45 | 8,300 | 9,718 | |||
AstraZeneca plc | 4.375% | 8/17/48 | 6,660 | 7,925 | |||
BAT Capital Corp. | 2.764% | 8/15/22 | 11,750 | 11,911 | |||
BAT Capital Corp. | 3.222% | 8/15/24 | 38,060 | 38,879 | |||
BAT Capital Corp. | 2.789% | 9/6/24 | 8,650 | 8,696 | |||
BAT Capital Corp. | 3.215% | 9/6/26 | 9,250 | 9,295 | |||
BAT Capital Corp. | 3.557% | 8/15/27 | 31,250 | 31,815 | |||
BAT Capital Corp. | 3.462% | 9/6/29 | 6,343 | 6,427 | |||
BAT Capital Corp. | 4.390% | 8/15/37 | 21,650 | 21,946 | |||
BAT Capital Corp. | 4.540% | 8/15/47 | 19,725 | 19,721 | |||
BAT Capital Corp. | 4.758% | 9/6/49 | 9,650 | 9,955 | |||
Baxalta Inc. | 3.600% | 6/23/22 | 3,605 | 3,697 | |||
Baxalta Inc. | 4.000% | 6/23/25 | 7,133 | 7,654 | |||
Baxalta Inc. | 5.250% | 6/23/45 | 4,188 | 5,337 | |||
Baxter International Inc. | 1.700% | 8/15/21 | 4,425 | 4,417 | |||
Baxter International Inc. | 2.600% | 8/15/26 | 2,025 | 2,038 | |||
Baxter International Inc. | 3.500% | 8/15/46 | 4,850 | 4,685 | |||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 4,230 | 4,723 | |||
Beam Suntory Inc. | 3.250% | 5/15/22 | 600 | 612 | |||
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,400 | 1,422 | |||
Becton Dickinson & Co. | 3.125% | 11/8/21 | 11,235 | 11,449 | |||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 20,650 | 20,980 | |||
Becton Dickinson & Co. | 3.300% | 3/1/23 | 3,000 | 3,055 | |||
Becton Dickinson & Co. | 3.875% | 5/15/24 | 1,231 | 1,294 | |||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 14,426 | 14,994 | |||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 11,128 | 11,790 | |||
Becton Dickinson & Co. | 6.700% | 12/1/26 | 2,300 | 2,748 | |||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 14,860 | 15,798 |
103
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 940 | 1,081 | |||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 10,565 | 12,257 | |||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 13,175 | 15,595 | |||
Bio-Rad Laboratories Inc. | 4.875% | 12/15/20 | 2,450 | 2,508 | |||
Biogen Inc. | 3.625% | 9/15/22 | 11,316 | 11,773 | |||
Biogen Inc. | 4.050% | 9/15/25 | 15,095 | 16,398 | |||
Biogen Inc. | 5.200% | 9/15/45 | 15,505 | 18,646 | |||
Boston Scientific Corp. | 3.375% | 5/15/22 | 2,975 | 3,071 | |||
Boston Scientific Corp. | 3.450% | 3/1/24 | 3,720 | 3,888 | |||
Boston Scientific Corp. | 3.850% | 5/15/25 | 3,382 | 3,626 | |||
Boston Scientific Corp. | 3.750% | 3/1/26 | 6,157 | 6,593 | |||
Boston Scientific Corp. | 4.000% | 3/1/29 | 9,115 | 10,062 | |||
Boston Scientific Corp. | 7.000% | 11/15/35 | 4,850 | 6,770 | |||
Boston Scientific Corp. | 4.550% | 3/1/39 | 7,275 | 8,534 | |||
Boston Scientific Corp. | 7.375% | 1/15/40 | 1,150 | 1,752 | |||
Boston Scientific Corp. | 4.700% | 3/1/49 | 9,140 | 11,061 | |||
7 | Bristol-Myers Squibb Co. | 2.875% | 2/19/21 | 1,175 | 1,187 | ||
7 | Bristol-Myers Squibb Co. | 2.550% | 5/14/21 | 11,100 | 11,208 | ||
7 | Bristol-Myers Squibb Co. | 2.250% | 8/15/21 | 3,450 | 3,470 | ||
7 | Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 13,325 | 13,536 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 7,950 | 8,000 | |||
7 | Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 8,950 | 9,225 | ||
7 | Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 3,985 | 4,117 | ||
7 | Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 5,400 | 5,486 | ||
7 | Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 5,650 | 5,805 | ||
Bristol-Myers Squibb Co. | 7.150% | 6/15/23 | 100 | 116 | |||
7 | Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 3,550 | 3,783 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 4,250 | 4,439 | |||
7 | Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 17,415 | 18,328 | ||
7 | Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 31,645 | 32,612 | ||
7 | Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 27,350 | 29,536 | ||
7 | Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 19,925 | 20,874 | ||
7 | Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 4,225 | 4,493 | ||
7 | Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 12,900 | 14,061 | ||
7 | Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 44,305 | 47,329 | ||
7 | Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 17,950 | 20,698 | ||
7 | Bristol-Myers Squibb Co. | 5.700% | 10/15/40 | 2,792 | 3,713 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 4,265 | 4,290 | |||
7 | Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 5,130 | 6,537 | ||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 4,983 | 5,852 | |||
7 | Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 7,625 | 9,173 | ||
7 | Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 19,840 | 25,060 | ||
7 | Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 11,800 | 14,037 | ||
7 | Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 9,475 | 11,633 | ||
7 | Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 37,055 | 43,672 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 3,250 | 3,462 | |||
Brown-Forman Corp. | 4.500% | 7/15/45 | 4,070 | 5,004 | |||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 8,768 | 8,891 | |||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 6,700 | 7,036 | |||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 5,540 | 5,518 | |||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 3,750 | 3,854 | |||
Campbell Soup Co. | 3.300% | 3/15/21 | 11,000 | 11,151 | |||
Campbell Soup Co. | 2.500% | 8/2/22 | 1,850 | 1,860 | |||
Campbell Soup Co. | 3.650% | 3/15/23 | 10,575 | 11,014 |
104
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 8,660 | 9,187 | |||
Campbell Soup Co. | 3.300% | 3/19/25 | 4,125 | 4,240 | |||
Campbell Soup Co. | 4.150% | 3/15/28 | 8,950 | 9,680 | |||
Campbell Soup Co. | 3.800% | 8/2/42 | 3,150 | 3,084 | |||
Campbell Soup Co. | 4.800% | 3/15/48 | 5,635 | 6,512 | |||
Cardinal Health Inc. | 4.625% | 12/15/20 | 4,885 | 5,009 | |||
Cardinal Health Inc. | 2.616% | 6/15/22 | 8,550 | 8,634 | |||
Cardinal Health Inc. | 3.200% | 6/15/22 | 4,012 | 4,102 | |||
Cardinal Health Inc. | 3.200% | 3/15/23 | 4,450 | 4,562 | |||
Cardinal Health Inc. | 3.079% | 6/15/24 | 12,630 | 12,980 | |||
Cardinal Health Inc. | 3.750% | 9/15/25 | 1,750 | 1,852 | |||
Cardinal Health Inc. | 3.410% | 6/15/27 | 10,215 | 10,440 | |||
Cardinal Health Inc. | 4.600% | 3/15/43 | 4,150 | 4,143 | |||
Cardinal Health Inc. | 4.500% | 11/15/44 | 3,275 | 3,221 | |||
Cardinal Health Inc. | 4.900% | 9/15/45 | 3,580 | 3,707 | |||
Cardinal Health Inc. | 4.368% | 6/15/47 | 5,950 | 5,890 | |||
Children’s Hospital Corp. | 4.115% | 1/1/47 | 1,575 | 1,788 | |||
Children’s Hospital Medical Center | 4.268% | 5/15/44 | 1,050 | 1,178 | |||
CHRISTUS Health | 4.341% | 7/1/28 | 5,100 | 5,616 | |||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 1,500 | 1,514 | |||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,575 | 3,716 | |||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 3,200 | 3,486 | |||
7 | Cigna Corp. | 3.300% | 2/25/21 | 6,000 | 6,075 | ||
Cigna Corp. | 3.400% | 9/17/21 | 5,585 | 5,710 | |||
7 | Cigna Corp. | 4.750% | 11/15/21 | 12,242 | 12,833 | ||
7 | Cigna Corp. | 3.900% | 2/15/22 | 13,466 | 13,899 | ||
7 | Cigna Corp. | 4.000% | 2/15/22 | 4,785 | 4,932 | ||
7 | Cigna Corp. | 3.050% | 11/30/22 | 5,500 | 5,596 | ||
7 | Cigna Corp. | 3.000% | 7/15/23 | 14,000 | 14,194 | ||
Cigna Corp. | 3.750% | 7/15/23 | 10,450 | 10,903 | |||
7 | Cigna Corp. | 3.500% | 6/15/24 | 12,680 | 13,199 | ||
7 | Cigna Corp. | 3.250% | 4/15/25 | 13,075 | 13,449 | ||
Cigna Corp. | 4.125% | 11/15/25 | 12,010 | 12,996 | |||
7 | Cigna Corp. | 4.500% | 2/25/26 | 19,100 | 20,670 | ||
7 | Cigna Corp. | 3.400% | 3/1/27 | 17,690 | 18,303 | ||
7 | Cigna Corp. | 7.875% | 5/15/27 | 362 | 469 | ||
7 | Cigna Corp. | 3.050% | 10/15/27 | 17,105 | 17,177 | ||
Cigna Corp. | 4.375% | 10/15/28 | 30,960 | 34,267 | |||
Cigna Corp. | 4.800% | 8/15/38 | 14,850 | 17,089 | |||
7 | Cigna Corp. | 6.125% | 11/15/41 | 4,034 | 5,087 | ||
7 | Cigna Corp. | 5.375% | 2/15/42 | 550 | 629 | ||
7 | Cigna Corp. | 4.800% | 7/15/46 | 15,575 | 17,922 | ||
7 | Cigna Corp. | 3.875% | 10/15/47 | 7,200 | 7,230 | ||
Cigna Corp. | 4.900% | 12/15/48 | 25,340 | 30,047 | |||
City of Hope | 5.623% | 11/15/43 | 2,000 | 2,645 |
| ||
City of Hope | 4.378% | 8/15/48 | 7,375 | 8,470 | |||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 3,215 | 3,996 | |||
Clorox Co. | 3.800% | 11/15/21 | 1,238 | 1,278 | |||
Clorox Co. | 3.050% | 9/15/22 | 4,675 | 4,785 | |||
Clorox Co. | 3.500% | 12/15/24 | 3,925 | 4,148 | |||
Clorox Co. | 3.100% | 10/1/27 | 3,100 | 3,218 | |||
Clorox Co. | 3.900% | 5/15/28 | 6,500 | 7,131 | |||
Coca-Cola Co. | 1.550% | 9/1/21 | 10,550 | 10,533 | |||
Coca-Cola Co. | 3.300% | 9/1/21 | 4,955 | 5,074 |
105
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Coca-Cola Co. | 2.200% | 5/25/22 | 3,625 | 3,660 | |||
Coca-Cola Co. | 2.500% | 4/1/23 | 10,229 | 10,438 | |||
Coca-Cola Co. | 3.200% | 11/1/23 | 9,850 | 10,339 | |||
Coca-Cola Co. | 1.750% | 9/6/24 | 8,625 | 8,595 | |||
Coca-Cola Co. | 2.875% | 10/27/25 | 10,650 | 11,096 | |||
Coca-Cola Co. | 2.550% | 6/1/26 | 7,825 | 8,005 | |||
Coca-Cola Co. | 2.250% | 9/1/26 | 12,315 | 12,391 | |||
Coca-Cola Co. | 2.900% | 5/25/27 | 1,875 | 1,962 | |||
Coca-Cola Co. | 2.125% | 9/6/29 | 6,200 | 6,027 | |||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,117 | 8,501 | |||
Coca-Cola Femsa SAB de CV | 3.875% | 11/26/23 | 6,480 | 6,847 | |||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 7,800 | 9,595 | |||
Colgate-Palmolive Co. | 2.450% | 11/15/21 | 3,505 | 3,551 | |||
Colgate-Palmolive Co. | 2.300% | 5/3/22 | 5,561 | 5,642 | |||
Colgate-Palmolive Co. | 2.250% | 11/15/22 | 14,525 | 14,721 | |||
Colgate-Palmolive Co. | 1.950% | 2/1/23 | 4,200 | 4,217 | |||
Colgate-Palmolive Co. | 2.100% | 5/1/23 | 4,450 | 4,484 | |||
Colgate-Palmolive Co. | 3.250% | 3/15/24 | 4,682 | 4,950 | |||
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 4,720 | 5,618 | |||
Colgate-Palmolive Co. | 3.700% | 8/1/47 | 4,190 | 4,819 | |||
CommonSpirit Health | 2.950% | 11/1/22 | 3,225 | 3,278 | |||
CommonSpirit Health | 2.760% | 10/1/24 | 5,000 | 5,030 | |||
CommonSpirit Health | 3.347% | 10/1/29 | 7,750 | 7,796 | |||
4 | CommonSpirit Health | 4.350% | 11/1/42 | 10,435 | 10,717 | ||
CommonSpirit Health | 3.817% | 10/1/49 | 2,500 | 2,428 | |||
CommonSpirit Health | 4.187% | 10/1/49 | 8,000 | 7,978 | |||
Conagra Brands Inc. | 3.800% | 10/22/21 | 10,550 | 10,871 | |||
Conagra Brands Inc. | 3.250% | 9/15/22 | 4,300 | 4,397 | |||
Conagra Brands Inc. | 3.200% | 1/25/23 | 6,011 | 6,192 | |||
Conagra Brands Inc. | 4.300% | 5/1/24 | 8,000 | 8,592 | |||
Conagra Brands Inc. | 4.600% | 11/1/25 | 12,025 | 13,248 | |||
Conagra Brands Inc. | 7.000% | 10/1/28 | 700 | 866 | |||
Conagra Brands Inc. | 4.850% | 11/1/28 | 10,950 | 12,498 | |||
Conagra Brands Inc. | 8.250% | 9/15/30 | 4,025 | 5,533 | |||
Conagra Brands Inc. | 5.300% | 11/1/38 | 10,675 | 12,657 | |||
Conagra Brands Inc. | 5.400% | 11/1/48 | 8,925 | 10,865 | |||
Constellation Brands Inc. | 3.750% | 5/1/21 | 4,261 | 4,352 | |||
Constellation Brands Inc. | 2.700% | 5/9/22 | 6,607 | 6,689 | |||
Constellation Brands Inc. | 2.650% | 11/7/22 | 6,825 | 6,916 | |||
Constellation Brands Inc. | 3.200% | 2/15/23 | 5,900 | 6,054 | |||
Constellation Brands Inc. | 4.250% | 5/1/23 | 16,800 | 17,795 | |||
Constellation Brands Inc. | 4.750% | 11/15/24 | 9,521 | 10,513 | |||
Constellation Brands Inc. | 4.400% | 11/15/25 | 3,375 | 3,678 | |||
Constellation Brands Inc. | 4.750% | 12/1/25 | 2,700 | 3,003 | |||
Constellation Brands Inc. | 3.700% | 12/6/26 | 5,625 | 5,971 | |||
Constellation Brands Inc. | 3.500% | 5/9/27 | 3,275 | 3,411 | |||
Constellation Brands Inc. | 3.600% | 2/15/28 | 8,495 | 8,922 | |||
Constellation Brands Inc. | 3.150% | 8/1/29 | 14,700 | 14,852 | |||
Constellation Brands Inc. | 4.500% | 5/9/47 | 4,500 | 4,832 | |||
Constellation Brands Inc. | 4.100% | 2/15/48 | 3,025 | 3,158 | |||
Constellation Brands Inc. | 5.250% | 11/15/48 | 4,525 | 5,492 | |||
Covidien International Finance SA | 3.200% | 6/15/22 | 5,869 | 6,010 | |||
Covidien International Finance SA | 2.950% | 6/15/23 | 2,530 | 2,591 | |||
CVS Health Corp. | 3.350% | 3/9/21 | 18,009 | 18,275 |
106
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
CVS Health Corp. | 2.125% | 6/1/21 | 10,970 | 10,973 | |||
CVS Health Corp. | 3.500% | 7/20/22 | 12,345 | 12,742 | |||
CVS Health Corp. | 2.750% | 12/1/22 | 10,490 | 10,655 | |||
CVS Health Corp. | 4.750% | 12/1/22 | 9,000 | 9,577 | |||
CVS Health Corp. | 3.700% | 3/9/23 | 50,965 | 53,039 | |||
CVS Health Corp. | 4.000% | 12/5/23 | 6,780 | 7,172 | |||
CVS Health Corp. | 3.375% | 8/12/24 | 6,365 | 6,626 | |||
CVS Health Corp. | 4.100% | 3/25/25 | 43,680 | 46,816 | |||
CVS Health Corp. | 3.875% | 7/20/25 | 32,601 | 34,729 | |||
CVS Health Corp. | 2.875% | 6/1/26 | 24,935 | 25,282 | |||
CVS Health Corp. | 3.000% | 8/15/26 | 7,000 | 7,135 | |||
CVS Health Corp. | 4.300% | 3/25/28 | 77,175 | 84,110 | |||
CVS Health Corp. | 3.250% | 8/15/29 | 21,296 | 21,616 | |||
CVS Health Corp. | 4.875% | 7/20/35 | 5,475 | 6,238 | |||
CVS Health Corp. | 4.780% | 3/25/38 | 45,650 | 51,612 | |||
CVS Health Corp. | 6.125% | 9/15/39 | 3,950 | 5,067 | |||
CVS Health Corp. | 5.300% | 12/5/43 | 12,850 | 15,231 | |||
CVS Health Corp. | 5.125% | 7/20/45 | 35,360 | 41,636 | |||
CVS Health Corp. | 5.050% | 3/25/48 | 71,435 | 84,479 | |||
Danaher Corp. | 3.350% | 9/15/25 | 3,800 | 4,032 | |||
Danaher Corp. | 4.375% | 9/15/45 | 2,975 | 3,496 | |||
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 3,100 | 3,429 | |||
Delhaize America LLC | 9.000% | 4/15/31 | 1,930 | 2,839 | |||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 9,115 | 9,105 | |||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 7,125 | 7,102 | |||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 7,000 | 6,970 | |||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 8,080 | 8,144 | |||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 8,555 | 8,743 | |||
Diageo Capital plc | 2.625% | 4/29/23 | 11,470 | 11,661 | |||
Diageo Capital plc | 2.125% | 10/24/24 | 9,400 | 9,385 | |||
Diageo Capital plc | 3.875% | 5/18/28 | 1,000 | 1,091 | |||
Diageo Capital plc | 2.375% | 10/24/29 | 6,250 | 6,147 | |||
Diageo Capital plc | 5.875% | 9/30/36 | 500 | 680 | |||
Diageo Capital plc | 3.875% | 4/29/43 | 5,469 | 6,026 | |||
Diageo Investment Corp. | 2.875% | 5/11/22 | 15,854 | 16,154 | |||
Diageo Investment Corp. | 7.450% | 4/15/35 | 1,450 | 2,170 | |||
Diageo Investment Corp. | 4.250% | 5/11/42 | 5,237 | 6,038 | |||
Dignity Health | 3.125% | 11/1/22 | 950 | 968 | |||
Dignity Health | 3.812% | 11/1/24 | 5,150 | 5,397 | |||
Dignity Health | 4.500% | 11/1/42 | 6,000 | 6,240 | |||
Dignity Health | 5.267% | 11/1/64 | 1,075 | 1,228 | |||
Duke University Health System Inc. | 3.920% | 6/1/47 | 4,300 | 4,790 | |||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 4,750 | 5,265 | |||
Eli Lilly & Co. | 2.350% | 5/15/22 | 6,533 | 6,616 | |||
Eli Lilly & Co. | 2.750% | 6/1/25 | 3,158 | 3,254 | |||
Eli Lilly & Co. | 3.375% | 3/15/29 | 9,775 | 10,519 | |||
Eli Lilly & Co. | 3.950% | 3/15/49 | 16,578 | 19,090 | |||
Eli Lilly & Co. | 4.150% | 3/15/59 | 16,800 | 19,704 | |||
Estee Lauder Cos. Inc. | 1.700% | 5/10/21 | 2,825 | 2,818 | |||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 4,300 | 4,548 | |||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 2,000 | 1,997 | |||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,650 | 2,266 | |||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 4,125 | 4,891 | |||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 7,025 | 8,170 |
107
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 5,885 | 5,868 | |||
Flowers Foods Inc. | 4.375% | 4/1/22 | 2,950 | 3,072 | |||
Flowers Foods Inc. | 3.500% | 10/1/26 | 3,500 | 3,593 | |||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 600 | 608 | |||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 3,550 | 3,953 | |||
General Mills Inc. | 3.150% | 12/15/21 | 7,875 | 8,042 | |||
General Mills Inc. | 2.600% | 10/12/22 | 4,550 | 4,615 | |||
General Mills Inc. | 3.700% | 10/17/23 | 12,550 | 13,217 | |||
General Mills Inc. | 3.650% | 2/15/24 | 3,885 | 4,082 | |||
General Mills Inc. | 4.000% | 4/17/25 | 1,000 | 1,082 | |||
General Mills Inc. | 3.200% | 2/10/27 | 4,675 | 4,903 | |||
General Mills Inc. | 4.200% | 4/17/28 | 8,675 | 9,648 | |||
General Mills Inc. | 4.550% | 4/17/38 | 6,825 | 7,922 | |||
General Mills Inc. | 5.400% | 6/15/40 | 4,075 | 5,004 | |||
General Mills Inc. | 4.150% | 2/15/43 | 4,375 | 4,698 | |||
General Mills Inc. | 4.700% | 4/17/48 | 5,620 | 6,691 | |||
Gilead Sciences Inc. | 4.500% | 4/1/21 | 8,450 | 8,661 | |||
Gilead Sciences Inc. | 4.400% | 12/1/21 | 17,764 | 18,520 | |||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 8,635 | 8,920 | |||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 17,775 | 18,041 | |||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 16,816 | 17,852 | |||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 15,260 | 16,187 | |||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 22,046 | 23,699 | |||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 22,400 | 23,232 | |||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 9,394 | 11,232 | |||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 6,200 | 6,879 | |||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 8,810 | 11,564 | |||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 16,050 | 19,194 | |||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 15,825 | 18,266 | |||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 22,266 | 26,594 | |||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 15,825 | 17,505 | |||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 4,956 | 5,073 | |||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 11,925 | 12,418 | |||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 16,650 | 17,815 | |||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 13,525 | 14,893 | |||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 3,400 | 4,335 | |||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 26,539 | 37,945 | |||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 2,975 | 3,451 | |||
GlaxoSmithKline Capital plc | 3.125% | 5/14/21 | 20,500 | 20,827 | |||
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 10,800 | 11,033 | |||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 14,275 | 14,579 | |||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 8,825 | 9,148 | |||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 8,900 | 9,522 | |||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 4,000 | 4,491 | |||
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 2,100 | 2,470 | |||
Hasbro Inc. | 3.150% | 5/15/21 | 3,200 | 3,233 | |||
Hasbro Inc. | 3.900% | 11/19/29 | 8,000 | 8,049 | |||
Hasbro Inc. | 6.350% | 3/15/40 | 3,700 | 4,322 | |||
Hasbro Inc. | 5.100% | 5/15/44 | 4,413 | 4,389 | |||
HCA Inc. | 4.750% | 5/1/23 | 11,146 | 11,926 | |||
HCA Inc. | 5.000% | 3/15/24 | 17,690 | 19,304 | |||
HCA Inc. | 5.250% | 4/15/25 | 18,063 | 20,185 | |||
HCA Inc. | 5.250% | 6/15/26 | 13,022 | 14,585 | |||
HCA Inc. | 4.500% | 2/15/27 | 1,350 | 1,456 |
108
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
HCA Inc. | 4.125% | 6/15/29 | 18,050 | 19,133 | |||
HCA Inc. | 5.125% | 6/15/39 | 11,085 | 12,277 | |||
HCA Inc. | 5.500% | 6/15/47 | 14,400 | 16,632 | |||
HCA Inc. | 5.250% | 6/15/49 | 17,795 | 20,019 | |||
Hershey Co. | 4.125% | 12/1/20 | 2,195 | 2,239 | |||
Hershey Co. | 3.100% | 5/15/21 | 4,250 | 4,319 | |||
Hershey Co. | 2.625% | 5/1/23 | 2,750 | 2,798 | |||
Hershey Co. | 3.375% | 5/15/23 | 10,050 | 10,534 | |||
Hershey Co. | 2.050% | 11/15/24 | 2,291 | 2,289 | |||
Hershey Co. | 3.200% | 8/21/25 | 2,695 | 2,822 | |||
Hershey Co. | 2.300% | 8/15/26 | 4,325 | 4,361 | |||
Hershey Co. | 2.450% | 11/15/29 | 5,381 | 5,386 | |||
Hershey Co. | 3.125% | 11/15/49 | 6,810 | 6,712 | |||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 5,450 | 6,116 | |||
Ingredion Inc. | 3.200% | 10/1/26 | 4,000 | 4,055 | |||
JM Smucker Co. | 3.500% | 10/15/21 | 7,245 | 7,429 | |||
JM Smucker Co. | 3.000% | 3/15/22 | 2,605 | 2,655 | |||
JM Smucker Co. | 3.500% | 3/15/25 | 3,950 | 4,143 | |||
JM Smucker Co. | 3.375% | 12/15/27 | 6,875 | 7,171 | |||
JM Smucker Co. | 4.250% | 3/15/35 | 2,650 | 2,874 | |||
JM Smucker Co. | 4.375% | 3/15/45 | 6,350 | 6,893 | |||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 3,125 | 3,415 | |||
Johnson & Johnson | 1.950% | 11/10/20 | 4,575 | 4,576 | |||
Johnson & Johnson | 1.650% | 3/1/21 | 10,450 | 10,426 | |||
Johnson & Johnson | 3.550% | 5/15/21 | 2,325 | 2,377 | |||
Johnson & Johnson | 2.450% | 12/5/21 | 5,000 | 5,064 | |||
Johnson & Johnson | 2.250% | 3/3/22 | 12,950 | 13,087 | |||
Johnson & Johnson | 2.050% | 3/1/23 | 5,969 | 6,003 | |||
Johnson & Johnson | 6.730% | 11/15/23 | 1,203 | 1,411 | |||
Johnson & Johnson | 3.375% | 12/5/23 | 6,875 | 7,289 | |||
Johnson & Johnson | 2.625% | 1/15/25 | 8,425 | 8,679 | |||
Johnson & Johnson | 2.450% | 3/1/26 | 11,450 | 11,626 | |||
Johnson & Johnson | 2.950% | 3/3/27 | 8,550 | 8,957 | |||
Johnson & Johnson | 2.900% | 1/15/28 | 6,580 | 6,862 | |||
Johnson & Johnson | 6.950% | 9/1/29 | 2,650 | 3,711 | |||
Johnson & Johnson | 4.950% | 5/15/33 | 6,100 | 7,615 | |||
Johnson & Johnson | 4.375% | 12/5/33 | 12,279 | 14,597 | |||
Johnson & Johnson | 3.550% | 3/1/36 | 8,500 | 9,305 | |||
Johnson & Johnson | 3.625% | 3/3/37 | 12,425 | 13,702 | |||
Johnson & Johnson | 5.950% | 8/15/37 | 4,489 | 6,385 | |||
Johnson & Johnson | 3.400% | 1/15/38 | 8,000 | 8,559 | |||
Johnson & Johnson | 5.850% | 7/15/38 | 3,797 | 5,372 | |||
Johnson & Johnson | 4.500% | 9/1/40 | 5,000 | 6,077 | |||
Johnson & Johnson | 4.850% | 5/15/41 | 825 | 1,051 | |||
Johnson & Johnson | 4.500% | 12/5/43 | 7,620 | 9,364 | |||
Johnson & Johnson | 3.700% | 3/1/46 | 17,925 | 20,223 | |||
Johnson & Johnson | 3.750% | 3/3/47 | 15,131 | 17,218 | |||
Johnson & Johnson | 3.500% | 1/15/48 | 7,200 | 7,774 | |||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 1,835 | 1,896 | |||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 4,900 | 5,105 | |||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 5,300 | 6,495 | |||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 12,075 | 13,766 | |||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 8,000 | 8,026 | |||
Kellogg Co. | 4.000% | 12/15/20 | 1,459 | 1,484 |
109
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Kellogg Co. | 2.650% | 12/1/23 | 4,536 | 4,619 | |||
Kellogg Co. | 3.250% | 4/1/26 | 5,025 | 5,215 | |||
Kellogg Co. | 3.400% | 11/15/27 | 10,475 | 10,953 | |||
Kellogg Co. | 4.300% | 5/15/28 | 2,375 | 2,647 | |||
Kellogg Co. | 7.450% | 4/1/31 | 767 | 1,075 | |||
Kellogg Co. | 4.500% | 4/1/46 | 8,950 | 9,967 | |||
Keurig Dr Pepper Inc. | 3.551% | 5/25/21 | 10,825 | 11,047 | |||
Keurig Dr Pepper Inc. | 2.700% | 11/15/22 | 2,725 | 2,749 | |||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 16,325 | 17,208 | |||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 7,475 | 7,676 | |||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 3,895 | 4,251 | |||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 6,485 | 6,727 | |||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,500 | 5,467 | |||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 2,600 | 2,715 | |||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 17,140 | 19,246 | |||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 305 | 417 | |||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 3,675 | 4,332 | |||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 11,525 | 12,576 | |||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 3,000 | 3,237 | |||
Kimberly-Clark Corp. | 3.875% | 3/1/21 | 4,015 | 4,101 | |||
Kimberly-Clark Corp. | 2.400% | 3/1/22 | 5,275 | 5,330 | |||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 1,600 | 1,632 | |||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 3,075 | 3,227 | |||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 3,625 | 3,716 | |||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,575 | 3,984 | |||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 3,875 | 4,127 | |||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 300 | 442 | |||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 8,275 | 10,879 | |||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 2,025 | 2,096 | |||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 6,400 | 6,454 | |||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 2,000 | 2,235 | |||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,123 | 2,591 | |||
Koninklijke Philips NV | 6.875% | 3/11/38 | 4,600 | 6,446 | |||
Koninklijke Philips NV | 5.000% | 3/15/42 | 7,775 | 9,297 | |||
Kraft Foods Group Inc. | 6.875% | 1/26/39 | 9,200 | 11,503 | |||
Kraft Foods Group Inc. | 6.500% | 2/9/40 | 7,250 | 8,786 | |||
Kraft Foods Group Inc. | 5.000% | 6/4/42 | 14,708 | 15,739 | |||
Kraft Heinz Foods Co. | 3.375% | 6/15/21 | 8,125 | 8,250 | |||
Kraft Heinz Foods Co. | 3.500% | 7/15/22 | 8,128 | 8,371 | |||
Kraft Heinz Foods Co. | 4.000% | 6/15/23 | 13,023 | 13,686 | |||
Kraft Heinz Foods Co. | 3.950% | 7/15/25 | 17,795 | 18,816 | |||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 19,913 | 19,900 | |||
Kraft Heinz Foods Co. | 4.625% | 1/30/29 | 10,275 | 11,235 | |||
7 | Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 8,655 | 8,893 | ||
Kraft Heinz Foods Co. | 5.000% | 7/15/35 | 8,955 | 9,947 | |||
7 | Kraft Heinz Foods Co. | 4.625% | 10/1/39 | 4,325 | 4,487 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 18,375 | 19,841 | |||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 27,000 | 26,580 | |||
7 | Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 12,985 | 13,521 | ||
Kroger Co. | 3.300% | 1/15/21 | 3,050 | 3,083 | |||
Kroger Co. | 2.600% | 2/1/21 | 5,175 | 5,205 | |||
Kroger Co. | 2.950% | 11/1/21 | 9,861 | 10,007 | |||
Kroger Co. | 3.400% | 4/15/22 | 4,102 | 4,218 | |||
Kroger Co. | 2.800% | 8/1/22 | 2,800 | 2,852 |
110
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Kroger Co. | 3.850% | 8/1/23 | 9,757 | 10,293 | |||
Kroger Co. | 4.000% | 2/1/24 | 4,309 | 4,574 | |||
Kroger Co. | 3.500% | 2/1/26 | 1,800 | 1,884 | |||
Kroger Co. | 2.650% | 10/15/26 | 9,180 | 9,191 | |||
Kroger Co. | 3.700% | 8/1/27 | 3,150 | 3,357 | |||
Kroger Co. | 7.700% | 6/1/29 | 4,025 | 5,375 | |||
Kroger Co. | 8.000% | 9/15/29 | 6,150 | 8,423 | |||
Kroger Co. | 7.500% | 4/1/31 | 1,125 | 1,547 | |||
Kroger Co. | 6.900% | 4/15/38 | 3,327 | 4,446 | |||
Kroger Co. | 5.400% | 7/15/40 | 2,650 | 3,063 | |||
Kroger Co. | 5.000% | 4/15/42 | 4,149 | 4,606 | |||
Kroger Co. | 5.150% | 8/1/43 | 1,000 | 1,123 | |||
Kroger Co. | 3.875% | 10/15/46 | 3,575 | 3,481 | |||
Kroger Co. | 4.450% | 2/1/47 | 9,375 | 9,927 | |||
Kroger Co. | 4.650% | 1/15/48 | 7,525 | 8,192 | |||
Kroger Co. | 5.400% | 1/15/49 | 1,800 | 2,185 | |||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 6,075 | 6,201 | |||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 550 | 570 | |||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 550 | 579 | |||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 7,500 | 7,787 | |||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 4,000 | 3,981 | |||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 11,108 | 11,684 | |||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 5,225 | 5,504 | |||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 5,775 | 5,784 | |||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 7,885 | 8,839 | |||
4 | Mayo Clinic | 3.774% | 11/15/43 | 5,125 | 5,509 | ||
4 | Mayo Clinic | 4.000% | 11/15/47 | 1,875 | 2,083 | ||
4 | Mayo Clinic | 4.128% | 11/15/52 | 1,150 | 1,292 | ||
McCormick & Co. Inc. | 3.900% | 7/15/21 | 875 | 896 | |||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 5,450 | 5,535 | |||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 6,775 | 7,023 | |||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 10,500 | 10,932 | |||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 1,320 | 1,443 | |||
McKesson Corp. | 2.700% | 12/15/22 | 9,300 | 9,407 | |||
McKesson Corp. | 2.850% | 3/15/23 | 1,500 | 1,521 | |||
McKesson Corp. | 3.796% | 3/15/24 | 9,300 | 9,776 | |||
McKesson Corp. | 3.950% | 2/16/28 | 5,300 | 5,606 | |||
McKesson Corp. | 4.750% | 5/30/29 | 1,950 | 2,185 | |||
McKesson Corp. | 6.000% | 3/1/41 | 375 | 453 | |||
Mead Johnson Nutrition Co. | 3.000% | 11/15/20 | 5,950 | 6,002 | |||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 6,435 | 7,039 | |||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 5,160 | 6,914 | |||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 6,960 | 8,356 | |||
Medtronic Inc. | 3.150% | 3/15/22 | 15,340 | 15,771 | |||
Medtronic Inc. | 3.500% | 3/15/25 | 13,793 | 14,772 | |||
Medtronic Inc. | 4.375% | 3/15/35 | 22,644 | 26,721 | |||
Medtronic Inc. | 4.625% | 3/15/45 | 18,067 | 22,626 | |||
Memorial Health Services | 3.447% | 11/1/49 | 5,000 | 4,908 | |||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 700 | 882 | |||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 4,605 | 5,309 | |||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,700 | 1,973 | |||
Merck & Co. Inc. | 3.875% | 1/15/21 | 3,375 | 3,433 | |||
Merck & Co. Inc. | 2.350% | 2/10/22 | 11,034 | 11,170 | |||
Merck & Co. Inc. | 2.400% | 9/15/22 | 10,820 | 10,971 |
111
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 15,925 | 16,409 | |||
Merck & Co. Inc. | 2.900% | 3/7/24 | 5,950 | 6,191 | |||
Merck & Co. Inc. | 2.750% | 2/10/25 | 22,453 | 23,195 | |||
Merck & Co. Inc. | 3.400% | 3/7/29 | 14,050 | 15,173 | |||
Merck & Co. Inc. | 6.500% | 12/1/33 | 5,650 | 7,957 | |||
Merck & Co. Inc. | 3.900% | 3/7/39 | 8,725 | 9,959 | |||
Merck & Co. Inc. | 3.600% | 9/15/42 | 8,245 | 8,891 | |||
Merck & Co. Inc. | 4.150% | 5/18/43 | 10,889 | 12,863 | |||
Merck & Co. Inc. | 3.700% | 2/10/45 | 21,734 | 24,017 | |||
Merck & Co. Inc. | 4.000% | 3/7/49 | 14,800 | 17,227 | |||
Mercy Health | 4.302% | 7/1/28 | 1,750 | 1,934 | |||
Molson Coors Beverage Co. | 2.100% | 7/15/21 | 9,162 | 9,160 | |||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 826 | 847 | |||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 20,476 | 20,688 | |||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 9,975 | 10,859 | |||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 17,675 | 17,589 | |||
7 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 3,800 | 3,797 | ||
Mondelez International Inc. | 3.625% | 2/13/26 | 3,500 | 3,746 | |||
Mondelez International Inc. | 4.625% | 5/7/48 | 2,100 | 2,433 | |||
4 | Montefiore Obligated Group | 5.246% | 11/1/48 | 6,800 | 7,629 | ||
4 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 2,100 | 2,164 | ||
4 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 5,000 | 4,957 | ||
7 | Mylan Inc. | 3.125% | 1/15/23 | 325 | 329 | ||
Mylan Inc. | 4.200% | 11/29/23 | 8,205 | 8,657 | |||
Mylan Inc. | 4.550% | 4/15/28 | 7,025 | 7,548 | |||
Mylan Inc. | 5.400% | 11/29/43 | 4,820 | 5,236 | |||
Mylan Inc. | 5.200% | 4/15/48 | 5,700 | 6,308 | |||
Mylan NV | 3.750% | 12/15/20 | 50 | 51 | |||
Mylan NV | 3.150% | 6/15/21 | 11,852 | 11,974 | |||
Mylan NV | 3.950% | 6/15/26 | 17,595 | 18,255 | |||
Mylan NV | 5.250% | 6/15/46 | 8,925 | 9,955 | |||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 4,390 | 4,883 | |||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 4,575 | 4,946 | |||
New York & Presbyterian Hospital | 3.954% | 8/1/19 | 5,685 | 5,678 | |||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 6,975 | 7,101 | |||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 9,050 | 9,680 | |||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 2,870 | 2,882 | |||
Novartis Capital Corp. | 2.400% | 5/17/22 | 24,250 | 24,572 | |||
Novartis Capital Corp. | 2.400% | 9/21/22 | 5,794 | 5,883 | |||
Novartis Capital Corp. | 3.400% | 5/6/24 | 15,653 | 16,564 | |||
Novartis Capital Corp. | 3.000% | 11/20/25 | 15,077 | 15,798 | |||
Novartis Capital Corp. | 3.100% | 5/17/27 | 10,875 | 11,426 | |||
Novartis Capital Corp. | 3.700% | 9/21/42 | 4,375 | 4,812 | |||
Novartis Capital Corp. | 4.400% | 5/6/44 | 16,336 | 19,826 | |||
Novartis Capital Corp. | 4.000% | 11/20/45 | 10,650 | 12,348 | |||
NYU Hospitals Center | 4.784% | 7/1/44 | 3,425 | 4,100 | |||
4 | NYU Hospitals Center | 4.368% | 7/1/47 | 4,775 | 5,330 | ||
Ochsner Clinic Foundation | 5.897% | 5/15/45 | 275 | 365 | |||
Orlando Health Obligated Group | 4.089% | 10/1/48 | 2,200 | 2,403 | |||
Partners Healthcare System Inc. | 3.765% | 7/1/48 | 1,000 | 1,049 | |||
Partners Healthcare System Inc. | 4.117% | 7/1/55 | 2,500 | 2,775 | |||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 3,300 | 4,036 | |||
PepsiCo Inc. | 2.000% | 4/15/21 | 7,225 | 7,239 |
112
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
PepsiCo Inc. | 3.000% | 8/25/21 | 12,620 | 12,858 | |||
PepsiCo Inc. | 1.700% | 10/6/21 | 6,125 | 6,118 | |||
PepsiCo Inc. | 2.750% | 3/5/22 | 18,670 | 19,046 | |||
PepsiCo Inc. | 2.250% | 5/2/22 | 6,000 | 6,059 | |||
PepsiCo Inc. | 3.100% | 7/17/22 | 3,425 | 3,528 | |||
PepsiCo Inc. | 2.750% | 3/1/23 | 7,975 | 8,189 | |||
PepsiCo Inc. | 3.600% | 3/1/24 | 5,334 | 5,673 | |||
PepsiCo Inc. | 2.750% | 4/30/25 | 6,850 | 7,084 | |||
PepsiCo Inc. | 3.500% | 7/17/25 | 4,000 | 4,288 | |||
PepsiCo Inc. | 2.850% | 2/24/26 | 2,750 | 2,862 | |||
PepsiCo Inc. | 2.375% | 10/6/26 | 14,525 | 14,724 | |||
PepsiCo Inc. | 3.000% | 10/15/27 | 13,525 | 14,268 | |||
PepsiCo Inc. | 2.625% | 7/29/29 | 14,725 | 14,991 | |||
PepsiCo Inc. | 4.000% | 3/5/42 | 7,800 | 8,875 | |||
PepsiCo Inc. | 3.600% | 8/13/42 | 4,100 | 4,385 | |||
PepsiCo Inc. | 4.250% | 10/22/44 | 6,375 | 7,495 | |||
PepsiCo Inc. | 4.600% | 7/17/45 | 4,460 | 5,511 | |||
PepsiCo Inc. | 4.450% | 4/14/46 | 14,250 | 17,512 | |||
PepsiCo Inc. | 3.450% | 10/6/46 | 16,825 | 17,760 | |||
PepsiCo Inc. | 4.000% | 5/2/47 | 6,263 | 7,231 | |||
PepsiCo Inc. | 3.375% | 7/29/49 | 10,665 | 11,164 | |||
PepsiCo Inc. | 2.875% | 10/15/49 | 8,950 | 8,565 | |||
PerkinElmer Inc. | 3.300% | 9/15/29 | 7,350 | 7,479 | |||
Perrigo Finance Unlimited Co. | 3.500% | 3/15/21 | 1,264 | 1,263 | |||
Perrigo Finance Unlimited Co. | 3.500% | 12/15/21 | 3,798 | 3,843 | |||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 7,600 | 7,816 | |||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 6,980 | 7,192 | |||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 3,011 | 2,770 | |||
Pfizer Inc. | 1.950% | 6/3/21 | 12,550 | 12,579 | |||
Pfizer Inc. | 3.000% | 9/15/21 | 5,500 | 5,605 | |||
Pfizer Inc. | 2.200% | 12/15/21 | 4,200 | 4,232 | |||
Pfizer Inc. | 2.800% | 3/11/22 | 5,085 | 5,183 | |||
Pfizer Inc. | 3.000% | 6/15/23 | 5,760 | 5,980 | |||
Pfizer Inc. | 3.200% | 9/15/23 | 6,225 | 6,490 | |||
Pfizer Inc. | 2.950% | 3/15/24 | 7,925 | 8,225 | |||
Pfizer Inc. | 3.400% | 5/15/24 | 650 | 687 | |||
Pfizer Inc. | 2.750% | 6/3/26 | 12,725 | 13,125 | |||
Pfizer Inc. | 3.000% | 12/15/26 | 17,825 | 18,689 | |||
Pfizer Inc. | 3.600% | 9/15/28 | 8,025 | 8,764 | |||
Pfizer Inc. | 3.450% | 3/15/29 | 15,600 | 16,776 | |||
Pfizer Inc. | 4.000% | 12/15/36 | 10,550 | 12,017 | |||
Pfizer Inc. | 4.100% | 9/15/38 | 7,275 | 8,310 | |||
Pfizer Inc. | 3.900% | 3/15/39 | 12,855 | 14,469 | |||
Pfizer Inc. | 7.200% | 3/15/39 | 19,540 | 30,613 | |||
Pfizer Inc. | 4.300% | 6/15/43 | 5,010 | 5,893 | |||
Pfizer Inc. | 4.400% | 5/15/44 | 9,875 | 11,788 | |||
Pfizer Inc. | 4.125% | 12/15/46 | 10,475 | 12,082 | |||
Pfizer Inc. | 4.200% | 9/15/48 | 12,400 | 14,519 | |||
Pfizer Inc. | 4.000% | 3/15/49 | 10,225 | 11,824 | |||
Pharmacia LLC | 6.600% | 12/1/28 | 5,248 | 6,892 | |||
Philip Morris International Inc. | 1.875% | 2/25/21 | 10,000 | 9,989 | |||
Philip Morris International Inc. | 4.125% | 5/17/21 | 4,458 | 4,586 | |||
Philip Morris International Inc. | 2.900% | 11/15/21 | 3,450 | 3,516 | |||
Philip Morris International Inc. | 2.625% | 2/18/22 | 5,000 | 5,061 |
113
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 7,400 | 7,462 | |||
Philip Morris International Inc. | 2.500% | 8/22/22 | 3,000 | 3,028 | |||
Philip Morris International Inc. | 2.500% | 11/2/22 | 5,900 | 5,989 | |||
Philip Morris International Inc. | 2.625% | 3/6/23 | 2,970 | 3,018 | |||
Philip Morris International Inc. | 2.125% | 5/10/23 | 4,230 | 4,228 | |||
Philip Morris International Inc. | 3.600% | 11/15/23 | 7,660 | 8,052 | |||
Philip Morris International Inc. | 2.875% | 5/1/24 | 9,625 | 9,890 | |||
Philip Morris International Inc. | 3.250% | 11/10/24 | 10,600 | 11,095 | |||
Philip Morris International Inc. | 3.375% | 8/11/25 | 4,625 | 4,860 | |||
Philip Morris International Inc. | 2.750% | 2/25/26 | 10,500 | 10,614 | |||
Philip Morris International Inc. | 3.125% | 8/17/27 | 4,500 | 4,651 | |||
Philip Morris International Inc. | 3.125% | 3/2/28 | 4,230 | 4,336 | |||
Philip Morris International Inc. | 3.375% | 8/15/29 | 6,725 | 7,040 | |||
Philip Morris International Inc. | 6.375% | 5/16/38 | 7,600 | 10,556 | |||
Philip Morris International Inc. | 4.375% | 11/15/41 | 9,493 | 10,511 | |||
Philip Morris International Inc. | 4.500% | 3/20/42 | 4,665 | 5,235 | |||
Philip Morris International Inc. | 3.875% | 8/21/42 | 6,202 | 6,440 | |||
Philip Morris International Inc. | 4.125% | 3/4/43 | 9,815 | 10,577 | |||
Philip Morris International Inc. | 4.875% | 11/15/43 | 6,450 | 7,592 | |||
Philip Morris International Inc. | 4.250% | 11/10/44 | 10,760 | 11,860 | |||
4 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 373 | 390 | ||
Procter & Gamble Co. | 1.900% | 10/23/20 | 9,650 | 9,655 | |||
Procter & Gamble Co. | 1.850% | 2/2/21 | 17,525 | 17,542 | |||
Procter & Gamble Co. | 1.700% | 11/3/21 | 7,105 | 7,126 | |||
Procter & Gamble Co. | 2.300% | 2/6/22 | 7,164 | 7,257 | |||
Procter & Gamble Co. | 3.100% | 8/15/23 | 8,250 | 8,624 | |||
Procter & Gamble Co. | 2.700% | 2/2/26 | 4,500 | 4,674 | |||
Procter & Gamble Co. | 2.450% | 11/3/26 | 10,300 | 10,594 | |||
Procter & Gamble Co. | 2.850% | 8/11/27 | 6,575 | 6,952 | |||
Procter & Gamble Co. | 5.800% | 8/15/34 | 322 | 449 | |||
Procter & Gamble Co. | 3.500% | 10/25/47 | 4,850 | 5,446 | |||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 1,250 | 1,262 | |||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 6,900 | 6,755 | |||
4 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 3,125 | 3,259 | ||
4 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 3,500 | 3,745 | ||
Quest Diagnostics Inc. | 4.700% | 4/1/21 | 1,335 | 1,377 | |||
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 3,300 | 3,539 | |||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 1,250 | 1,315 | |||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 10,900 | 11,438 | |||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 2,740 | 3,023 | |||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 8,245 | 8,255 | |||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 876 | 968 | |||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 1,250 | 1,386 | |||
Reynolds American Inc. | 4.000% | 6/12/22 | 5,100 | 5,305 | |||
Reynolds American Inc. | 4.850% | 9/15/23 | 2,345 | 2,538 | |||
Reynolds American Inc. | 4.450% | 6/12/25 | 24,550 | 26,393 | |||
Reynolds American Inc. | 5.700% | 8/15/35 | 6,545 | 7,548 | |||
Reynolds American Inc. | 7.250% | 6/15/37 | 2,075 | 2,662 | |||
Reynolds American Inc. | 8.125% | 5/1/40 | 2,239 | 2,907 | |||
Reynolds American Inc. | 7.000% | 8/4/41 | 2,040 | 2,524 |
114
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Reynolds American Inc. | 6.150% | 9/15/43 | 5,075 | 5,908 | |||
Reynolds American Inc. | 5.850% | 8/15/45 | 19,440 | 22,257 | |||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 3,500 | 3,702 | |||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 1,400 | 1,379 | |||
Sanofi | 4.000% | 3/29/21 | 10,615 | 10,888 | |||
Sanofi | 3.375% | 6/19/23 | 15,000 | 15,717 | |||
Sanofi | 3.625% | 6/19/28 | 10,775 | 11,954 | |||
Shire Acquisitions Investments Ireland DAC | 2.400% | 9/23/21 | 32,500 | 32,662 | |||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 29,882 | 30,420 | |||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 29,245 | 30,109 | |||
Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 2,855 | 2,851 | |||
SSM Health Care Corp. | 3.688% | 6/1/23 | 7,600 | 7,907 | |||
SSM Health Care Corp. | 3.823% | 6/1/27 | 3,600 | 3,806 | |||
Stanford Health Care | 3.795% | 11/15/48 | 5,075 | 5,462 | |||
Stryker Corp. | 2.625% | 3/15/21 | 16,525 | 16,635 | |||
Stryker Corp. | 3.375% | 5/15/24 | 5,425 | 5,684 | |||
Stryker Corp. | 3.375% | 11/1/25 | 6,265 | 6,591 | |||
Stryker Corp. | 3.500% | 3/15/26 | 8,747 | 9,292 | |||
Stryker Corp. | 3.650% | 3/7/28 | 5,300 | 5,690 | |||
Stryker Corp. | 4.100% | 4/1/43 | 3,475 | 3,741 | |||
Stryker Corp. | 4.375% | 5/15/44 | 2,575 | 2,910 | |||
Stryker Corp. | 4.625% | 3/15/46 | 5,620 | 6,753 | |||
Sutter Health | 3.695% | 8/15/28 | 3,025 | 3,241 | |||
Sutter Health | 4.091% | 8/15/48 | 4,400 | 4,895 | |||
Sysco Corp. | 2.500% | 7/15/21 | 1,825 | 1,839 | |||
Sysco Corp. | 2.600% | 6/12/22 | 1,800 | 1,827 | |||
Sysco Corp. | 3.550% | 3/15/25 | 2,000 | 2,128 | |||
Sysco Corp. | 3.750% | 10/1/25 | 4,775 | 5,124 | |||
Sysco Corp. | 3.300% | 7/15/26 | 8,250 | 8,693 | |||
Sysco Corp. | 3.250% | 7/15/27 | 14,864 | 15,542 | |||
Sysco Corp. | 4.850% | 10/1/45 | 3,480 | 4,179 | |||
Sysco Corp. | 4.500% | 4/1/46 | 5,275 | 6,043 | |||
Sysco Corp. | 4.450% | 3/15/48 | 4,400 | 5,022 | |||
Takeda Pharmaceutical Co. Ltd. | 4.000% | 11/26/21 | 9,625 | 9,942 | |||
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 10,050 | 10,776 | |||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 15,050 | 17,513 | |||
4 | Texas Health Resources | 4.330% | 11/15/55 | 900 | 1,053 | ||
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 8,000 | 8,222 | |||
Thermo Fisher Scientific Inc. | 4.150% | 2/1/24 | 1,600 | 1,714 | |||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 6,075 | 6,490 | |||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 9,995 | 10,276 | |||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 7,600 | 7,939 | |||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 7,000 | 6,916 | |||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 4,390 | 5,551 | |||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 6,525 | 7,312 | |||
Toledo Hospital | 5.325% | 11/15/28 | 2,710 | 2,909 | |||
Toledo Hospital | 5.750% | 11/15/38 | 2,250 | 2,575 | |||
Trinity Health Corp. | 4.125% | 12/1/45 | 5,070 | 5,571 | |||
Tyson Foods Inc. | 2.250% | 8/23/21 | 1,350 | 1,355 | |||
Tyson Foods Inc. | 4.500% | 6/15/22 | 13,525 | 14,230 | |||
Tyson Foods Inc. | 3.900% | 9/28/23 | 3,300 | 3,499 | |||
Tyson Foods Inc. | 3.950% | 8/15/24 | 19,065 | 20,375 | |||
Tyson Foods Inc. | 4.000% | 3/1/26 | 7,000 | 7,579 | |||
Tyson Foods Inc. | 3.550% | 6/2/27 | 11,175 | 11,852 |
115
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 19,000 | 21,496 | |||
Tyson Foods Inc. | 4.875% | 8/15/34 | 4,325 | 5,058 | |||
Tyson Foods Inc. | 5.150% | 8/15/44 | 4,152 | 5,023 | |||
Tyson Foods Inc. | 4.550% | 6/2/47 | 7,625 | 8,644 | |||
Tyson Foods Inc. | 5.100% | 9/28/48 | 12,900 | 16,235 | |||
Unilever Capital Corp. | 4.250% | 2/10/21 | 9,960 | 10,225 | |||
Unilever Capital Corp. | 2.750% | 3/22/21 | 1,250 | 1,264 | |||
Unilever Capital Corp. | 1.375% | 7/28/21 | 8,395 | 8,332 | |||
Unilever Capital Corp. | 3.000% | 3/7/22 | 5,075 | 5,194 | |||
Unilever Capital Corp. | 3.125% | 3/22/23 | 200 | 207 | |||
Unilever Capital Corp. | 3.250% | 3/7/24 | 13,175 | 13,791 | |||
Unilever Capital Corp. | 2.600% | 5/5/24 | 19,965 | 20,405 | |||
Unilever Capital Corp. | 3.100% | 7/30/25 | 3,875 | 4,050 | |||
Unilever Capital Corp. | 2.000% | 7/28/26 | 6,200 | 6,142 | |||
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,400 | 6,685 | |||
Unilever Capital Corp. | 3.500% | 3/22/28 | 7,675 | 8,297 | |||
Unilever Capital Corp. | 2.125% | 9/6/29 | 5,750 | 5,570 | |||
Unilever Capital Corp. | 5.900% | 11/15/32 | 8,600 | 11,653 | |||
Whirlpool Corp. | 4.850% | 6/15/21 | 1,575 | 1,634 | |||
Whirlpool Corp. | 4.700% | 6/1/22 | 6,700 | 7,087 | |||
Whirlpool Corp. | 4.000% | 3/1/24 | 2,675 | 2,829 | |||
Whirlpool Corp. | 3.700% | 5/1/25 | 2,400 | 2,522 | |||
Whirlpool Corp. | 4.750% | 2/26/29 | 6,200 | 6,895 | |||
Whirlpool Corp. | 4.500% | 6/1/46 | 4,675 | 4,835 | |||
4 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 2,000 | 2,387 | ||
Wyeth LLC | 7.250% | 3/1/23 | 2,000 | 2,310 | |||
Wyeth LLC | 6.450% | 2/1/24 | 10,991 | 12,808 | |||
Wyeth LLC | 6.500% | 2/1/34 | 4,125 | 5,759 | |||
Wyeth LLC | 6.000% | 2/15/36 | 1,680 | 2,235 | |||
Wyeth LLC | 5.950% | 4/1/37 | 17,010 | 23,162 | |||
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 5,100 | 5,917 | |||
Zimmer Biomet Holdings Inc. | 3.375% | 11/30/21 | 1,550 | 1,580 | |||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 8,400 | 8,576 | |||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 1,175 | 1,223 | |||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 16,500 | 17,345 | |||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 1,750 | 2,075 | |||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 7,685 | 8,051 | |||
Zoetis Inc. | 3.450% | 11/13/20 | 5,232 | 5,286 | |||
Zoetis Inc. | 3.250% | 8/20/21 | 2,625 | 2,667 | |||
Zoetis Inc. | 3.250% | 2/1/23 | 16,023 | 16,528 | |||
Zoetis Inc. | 4.500% | 11/13/25 | 2,915 | 3,226 | |||
Zoetis Inc. | 3.000% | 9/12/27 | 8,040 | 8,221 | |||
Zoetis Inc. | 3.900% | 8/20/28 | 4,950 | 5,357 | |||
Zoetis Inc. | 4.700% | 2/1/43 | 10,790 | 12,799 | |||
Zoetis Inc. | 3.950% | 9/12/47 | 5,425 | 5,883 | |||
Zoetis Inc. | 4.450% | 8/20/48 | 2,600 | 3,035 | |||
Energy (2.4%) | |||||||
Apache Corp. | 3.625% | 2/1/21 | 1,210 | 1,221 | |||
Apache Corp. | 3.250% | 4/15/22 | 2,982 | 3,027 | |||
Apache Corp. | 4.375% | 10/15/28 | 6,625 | 6,905 | |||
Apache Corp. | 7.750% | 12/15/29 | 799 | 1,017 | |||
Apache Corp. | 5.100% | 9/1/40 | 13,375 | 13,575 | |||
Apache Corp. | 5.250% | 2/1/42 | 5,365 | 5,568 |
116
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Apache Corp. | 4.750% | 4/15/43 | 12,843 | 12,284 | |||
Apache Corp. | 4.250% | 1/15/44 | 12,175 | 11,231 | |||
Apache Corp. | 5.350% | 7/1/49 | 2,500 | 2,610 | |||
Baker Hughes a GE Co. LLC | 5.125% | 9/15/40 | 6,540 | 7,705 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 16,280 | 16,597 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 7,675 | 7,995 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 5,100 | 5,227 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 16,200 | 16,585 | |||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 2,240 | 2,281 | |||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 575 | 621 | |||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 14,910 | 16,678 | |||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 8,277 | 8,511 | |||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 2,000 | 2,128 | |||
BP Capital Markets America Inc. | 4.742% | 3/11/21 | 8,615 | 8,904 | |||
BP Capital Markets America Inc. | 2.112% | 9/16/21 | 9,250 | 9,286 | |||
BP Capital Markets America Inc. | 3.245% | 5/6/22 | 11,075 | 11,431 | |||
BP Capital Markets America Inc. | 2.520% | 9/19/22 | 5,500 | 5,584 | |||
BP Capital Markets America Inc. | 2.750% | 5/10/23 | 24,465 | 25,006 | |||
BP Capital Markets America Inc. | 3.216% | 11/28/23 | 5,800 | 6,027 | |||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 3,460 | 3,679 | |||
BP Capital Markets America Inc. | 3.224% | 4/14/24 | 2,697 | 2,812 | |||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 5,525 | 5,974 | |||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 8,500 | 9,025 | |||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 17,501 | 18,236 | |||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 7,247 | 7,492 | |||
BP Capital Markets America Inc. | 3.588% | 4/14/27 | 2,100 | 2,226 | |||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 7,750 | 8,549 | |||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 23,240 | 26,197 | |||
BP Capital Markets plc | 3.561% | 11/1/21 | 17,674 | 18,209 | |||
BP Capital Markets plc | 3.062% | 3/17/22 | 3,900 | 3,999 | |||
BP Capital Markets plc | 2.500% | 11/6/22 | 7,375 | 7,505 | |||
BP Capital Markets plc | 3.994% | 9/26/23 | 2,700 | 2,880 | |||
BP Capital Markets plc | 3.814% | 2/10/24 | 2,825 | 3,015 | |||
BP Capital Markets plc | 3.535% | 11/4/24 | 12,326 | 13,117 | |||
BP Capital Markets plc | 3.506% | 3/17/25 | 2,900 | 3,086 | |||
BP Capital Markets plc | 3.279% | 9/19/27 | 23,600 | 24,812 | |||
BP Capital Markets plc | 3.723% | 11/28/28 | 3,975 | 4,321 | |||
Burlington Resources Finance Co. | 7.200% | 8/15/31 | 7,062 | 9,953 | |||
Burlington Resources Finance Co. | 7.400% | 12/1/31 | 3,875 | 5,515 | |||
Canadian Natural Resources Ltd. | 3.450% | 11/15/21 | 915 | 935 | |||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 8,000 | 8,148 | |||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 15,765 | 16,478 | |||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 12,975 | 13,809 | |||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 1,875 | 2,538 | |||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 2,645 | 3,378 | |||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 2,212 | 2,720 | |||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 8,465 | 11,033 | |||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 10,043 | 12,998 | |||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 3,035 | 4,089 | |||
Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 7,000 | 8,492 |
117
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Cenovus Energy Inc. | 3.000% | 8/15/22 | 4,559 | 4,613 | |||
Cenovus Energy Inc. | 3.800% | 9/15/23 | 5,325 | 5,516 | |||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 13,000 | 13,712 | |||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 7,380 | 8,111 | |||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 12,500 | 15,900 | |||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 10,000 | 11,675 | |||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 7,000 | 8,067 | |||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 13,875 | 15,609 | |||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 19,400 | 21,485 | |||
7 | Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 14,000 | 14,315 | ||
Chevron Corp. | 2.100% | 5/16/21 | 9,450 | 9,492 | |||
Chevron Corp. | 2.411% | 3/3/22 | 3,925 | 3,978 | |||
Chevron Corp. | 2.498% | 3/3/22 | 4,350 | 4,422 | |||
Chevron Corp. | 2.355% | 12/5/22 | 20,964 | 21,241 | |||
Chevron Corp. | 3.191% | 6/24/23 | 28,428 | 29,566 | |||
Chevron Corp. | 2.895% | 3/3/24 | 16,000 | 16,550 | |||
Chevron Corp. | 3.326% | 11/17/25 | 2,400 | 2,556 | |||
Chevron Corp. | 2.954% | 5/16/26 | 13,945 | 14,566 | |||
Cimarex Energy Co. | 4.375% | 6/1/24 | 5,900 | 6,213 | |||
Cimarex Energy Co. | 3.900% | 5/15/27 | 16,605 | 17,168 | |||
Cimarex Energy Co. | 4.375% | 3/15/29 | 4,280 | 4,517 | |||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 10,298 | 11,245 | |||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 4,385 | 5,557 | |||
Concho Resources Inc. | 3.750% | 10/1/27 | 24,660 | 25,862 | |||
Concho Resources Inc. | 4.300% | 8/15/28 | 5,000 | 5,444 | |||
Concho Resources Inc. | 4.875% | 10/1/47 | 7,300 | 8,504 | |||
Concho Resources Inc. | 4.850% | 8/15/48 | 5,500 | 6,366 | |||
Conoco Funding Co. | 7.250% | 10/15/31 | 1,740 | 2,443 | |||
ConocoPhillips | 5.900% | 10/15/32 | 2,225 | 2,906 | |||
ConocoPhillips | 5.900% | 5/15/38 | 7,161 | 9,723 | |||
ConocoPhillips | 6.500% | 2/1/39 | 23,663 | 34,287 | |||
ConocoPhillips Canada Funding Co. I | 5.950% | 10/15/36 | 6,071 | 8,139 | |||
ConocoPhillips Co. | 3.350% | 11/15/24 | 2,625 | 2,764 | |||
ConocoPhillips Co. | 4.950% | 3/15/26 | 22,835 | 26,213 | |||
ConocoPhillips Co. | 4.300% | 11/15/44 | 9,000 | 10,529 | |||
ConocoPhillips Co. | 5.950% | 3/15/46 | 2,500 | 3,561 | |||
ConocoPhillips Holding Co. | 6.950% | 4/15/29 | 6,300 | 8,546 | |||
Continental Resources Inc. | 4.500% | 4/15/23 | 3,900 | 4,085 | |||
Continental Resources Inc. | 3.800% | 6/1/24 | 8,823 | 9,121 | |||
Continental Resources Inc. | 4.375% | 1/15/28 | 14,720 | 15,640 | |||
Continental Resources Inc. | 4.900% | 6/1/44 | 6,800 | 7,250 | |||
Devon Energy Corp. | 5.850% | 12/15/25 | 4,425 | 5,237 | |||
Devon Energy Corp. | 7.950% | 4/15/32 | 2,314 | 3,276 | |||
Devon Energy Corp. | 5.600% | 7/15/41 | 7,220 | 8,767 | |||
Devon Energy Corp. | 4.750% | 5/15/42 | 19,000 | 21,265 | |||
Devon Energy Corp. | 5.000% | 6/15/45 | 6,250 | 7,204 | |||
Devon Financing Co. LLC | 7.875% | 9/30/31 | 7,950 | 10,929 | |||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 10,000 | 10,093 | |||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 9,000 | 9,100 | |||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 14,250 | 14,469 | |||
Dominion Energy Gas Holdings LLC | 3.550% | 11/1/23 | 10,529 | 10,893 | |||
Dominion Energy Gas Holdings LLC | 2.500% | 11/15/24 | 4,500 | 4,519 | |||
Dominion Energy Gas Holdings LLC | 3.600% | 12/15/24 | 1,700 | 1,784 | |||
Dominion Energy Gas Holdings LLC | 3.000% | 11/15/29 | 5,000 | 4,963 |
118
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Dominion Energy Gas Holdings LLC | 4.800% | 11/1/43 | 4,000 | 4,437 | |||
Dominion Energy Gas Holdings LLC | 4.600% | 12/15/44 | 2,978 | 3,232 | |||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 6,100 | 6,204 | |||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 8,500 | 8,349 | |||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 10,200 | 10,304 | |||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 2,000 | 1,890 | |||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 2,775 | 2,494 | |||
Enbridge Energy Partners LP | 4.200% | 9/15/21 | 7,185 | 7,404 | |||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 8,825 | 10,279 | |||
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 4,725 | 6,747 | |||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 3,573 | 4,220 | |||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 2,480 | 3,684 | |||
Enbridge Inc. | 2.900% | 7/15/22 | 8,200 | 8,344 | |||
Enbridge Inc. | 3.500% | 6/10/24 | 6,425 | 6,701 | |||
Enbridge Inc. | 2.500% | 1/15/25 | 4,500 | 4,530 | |||
Enbridge Inc. | 3.700% | 7/15/27 | 6,675 | 7,020 | |||
Enbridge Inc. | 3.125% | 11/15/29 | 15,000 | 15,135 | |||
Enbridge Inc. | 4.500% | 6/10/44 | 4,200 | 4,608 | |||
Enbridge Inc. | 4.000% | 11/15/49 | 6,000 | 6,247 | |||
Encana Corp. | 3.900% | 11/15/21 | 3,975 | 4,065 | |||
Encana Corp. | 8.125% | 9/15/30 | 1,400 | 1,762 | |||
Encana Corp. | 7.375% | 11/1/31 | 5,464 | 6,676 | |||
Encana Corp. | 6.500% | 8/15/34 | 12,176 | 14,288 | |||
Encana Corp. | 6.625% | 8/15/37 | 5,005 | 5,923 | |||
Encana Corp. | 6.500% | 2/1/38 | 5,095 | 5,982 | |||
Energy Transfer Operating LP | 4.650% | 6/1/21 | 3,977 | 4,079 | |||
Energy Transfer Operating LP | 5.200% | 2/1/22 | 8,497 | 8,905 | |||
Energy Transfer Operating LP | 3.600% | 2/1/23 | 6,888 | 7,054 | |||
Energy Transfer Operating LP | 4.250% | 3/15/23 | 18,860 | 19,696 | |||
Energy Transfer Operating LP | 4.200% | 9/15/23 | 3,200 | 3,355 | |||
Energy Transfer Operating LP | 4.900% | 2/1/24 | 1,620 | 1,730 | |||
Energy Transfer Operating LP | 4.050% | 3/15/25 | 18,685 | 19,590 | |||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 16,005 | 17,240 | |||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 5,300 | 5,543 | |||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 13,090 | 14,700 | |||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 10,600 | 11,883 | |||
Energy Transfer Operating LP | 6.250% | 4/15/49 | 17,100 | 20,580 | |||
Energy Transfer Partners LP | 4.950% | 6/15/28 | 16,645 | 18,201 | |||
Energy Transfer Partners LP | 4.900% | 3/15/35 | 3,350 | 3,498 | |||
Energy Transfer Partners LP | 6.625% | 10/15/36 | 1,950 | 2,316 | |||
Energy Transfer Partners LP | 5.800% | 6/15/38 | 5,790 | 6,534 | |||
Energy Transfer Partners LP | 7.500% | 7/1/38 | 4,932 | 6,282 | |||
Energy Transfer Partners LP | 6.050% | 6/1/41 | 5,690 | 6,381 | |||
Energy Transfer Partners LP | 6.500% | 2/1/42 | 11,326 | 13,459 | |||
Energy Transfer Partners LP | 5.150% | 2/1/43 | 5,900 | 6,065 | |||
Energy Transfer Partners LP | 5.150% | 3/15/45 | 1,780 | 1,871 | |||
Energy Transfer Partners LP | 6.125% | 12/15/45 | 14,950 | 17,291 | |||
Energy Transfer Partners LP | 5.300% | 4/15/47 | 9,890 | 10,561 | |||
Energy Transfer Partners LP | 6.000% | 6/15/48 | 6,110 | 7,089 | |||
Eni USA Inc. | 7.300% | 11/15/27 | 1,095 | 1,393 | |||
Enterprise Products Operating LLC | 2.800% | 2/15/21 | 6,100 | 6,156 | |||
Enterprise Products Operating LLC | 2.850% | 4/15/21 | 1,000 | 1,010 | |||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 6,075 | 6,255 | |||
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 625 | 651 |
119
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 14,034 | 14,504 | |||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 7,720 | 8,200 | |||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 15,925 | 16,954 | |||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 8,318 | 8,864 | |||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 1,300 | 1,405 | |||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 10,000 | 11,023 | |||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 18,000 | 18,476 | |||
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 8,843 | 12,051 | |||
Enterprise Products Operating LLC | 6.650% | 10/15/34 | 235 | 319 | |||
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 3,330 | 4,788 | |||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 5,845 | 7,595 | |||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 7,465 | 9,609 | |||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 3,065 | 3,910 | |||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 12,293 | 14,161 | |||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 14,237 | 15,558 | |||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 16,520 | 19,117 | |||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 5,490 | 6,571 | |||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 18,785 | 22,010 | |||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 12,700 | 13,695 | |||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 11,665 | 13,679 | |||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 10,000 | 10,728 | |||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 2,265 | 2,620 | |||
4 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 2,100 | 2,097 | ||
4 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 5,315 | 5,249 | ||
EOG Resources Inc. | 4.100% | 2/1/21 | 9,300 | 9,516 | |||
EOG Resources Inc. | 2.625% | 3/15/23 | 15,165 | 15,429 | |||
EOG Resources Inc. | 3.150% | 4/1/25 | 700 | 733 | |||
EOG Resources Inc. | 4.150% | 1/15/26 | 6,000 | 6,599 | |||
EOG Resources Inc. | 3.900% | 4/1/35 | 3,590 | 3,985 | |||
EQM Midstream Partners LP | 4.750% | 7/15/23 | 8,850 | 8,872 | |||
EQM Midstream Partners LP | 4.000% | 8/1/24 | 3,026 | 2,941 | |||
EQM Midstream Partners LP | 4.125% | 12/1/26 | 3,700 | 3,468 | |||
EQM Midstream Partners LP | 5.500% | 7/15/28 | 7,327 | 7,183 | |||
EQM Midstream Partners LP | 6.500% | 7/15/48 | 7,325 | 6,886 | |||
EQT Corp. | 4.875% | 11/15/21 | 2,145 | 2,203 | |||
EQT Corp. | 3.000% | 10/1/22 | 6,600 | 6,452 | |||
EQT Corp. | 3.900% | 10/1/27 | 11,600 | 10,783 | |||
Exxon Mobil Corp. | 2.222% | 3/1/21 | 23,375 | 23,501 | |||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 27,250 | 27,600 | |||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 33,696 | 34,491 | |||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 10,000 | 10,475 | |||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 4,600 | 4,753 | |||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 6,373 | 6,686 | |||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 4,000 | 4,010 | |||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 14,500 | 14,570 | |||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 5,000 | 5,009 | |||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 13,153 | 14,073 | |||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 13,950 | 16,326 | |||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 20,000 | 19,830 | |||
Halliburton Co. | 3.250% | 11/15/21 | 5,005 | 5,097 | |||
Halliburton Co. | 3.500% | 8/1/23 | 5,450 | 5,663 | |||
Halliburton Co. | 3.800% | 11/15/25 | 24,700 | 26,354 | |||
Halliburton Co. | 4.850% | 11/15/35 | 13,981 | 15,771 | |||
Halliburton Co. | 6.700% | 9/15/38 | 12,580 | 16,593 |
120
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Halliburton Co. | 4.500% | 11/15/41 | 2,000 | 2,135 | |||
Halliburton Co. | 4.750% | 8/1/43 | 8,875 | 9,754 | |||
Halliburton Co. | 5.000% | 11/15/45 | 12,183 | 13,868 | |||
Helmerich & Payne Inc. | 4.650% | 3/15/25 | 3,975 | 4,327 | |||
Hess Corp. | 3.500% | 7/15/24 | 2,750 | 2,820 | |||
Hess Corp. | 4.300% | 4/1/27 | 8,500 | 9,053 | |||
Hess Corp. | 7.875% | 10/1/29 | 2,075 | 2,700 | |||
Hess Corp. | 7.300% | 8/15/31 | 1,000 | 1,265 | |||
Hess Corp. | 7.125% | 3/15/33 | 2,430 | 3,077 | |||
Hess Corp. | 6.000% | 1/15/40 | 12,000 | 14,135 | |||
Hess Corp. | 5.600% | 2/15/41 | 11,422 | 13,340 | |||
Hess Corp. | 5.800% | 4/1/47 | 4,195 | 5,106 | |||
HollyFrontier Corp. | 5.875% | 4/1/26 | 5,008 | 5,624 | |||
Husky Energy Inc. | 3.950% | 4/15/22 | 21,900 | 22,642 | |||
Husky Energy Inc. | 4.000% | 4/15/24 | 8,905 | 9,365 | |||
Husky Energy Inc. | 4.400% | 4/15/29 | 10,000 | 10,763 | |||
Husky Energy Inc. | 6.800% | 9/15/37 | 4,135 | 5,417 | |||
Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 11,840 | 12,340 | |||
Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 4,411 | 4,588 | |||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 20,185 | 21,024 | |||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 8,645 | 8,901 | |||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 12,000 | 12,431 | |||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 2,695 | 2,867 | |||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 5,900 | 6,304 | |||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 11,783 | 12,602 | |||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 1,930 | 2,524 | |||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 2,810 | 3,711 | |||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 5,000 | 5,920 | |||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 6,250 | 7,789 | |||
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 7,446 | 9,836 | |||
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 8,425 | 10,648 | |||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 4,500 | 5,710 | |||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 1,750 | 2,374 | |||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 4,100 | 5,085 | |||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 8,954 | 10,326 | |||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 10,800 | 11,708 | |||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 6,600 | 6,977 | |||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 3,617 | 3,954 | |||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 3,900 | 4,493 | |||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 49 | 56 | |||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 1,620 | 1,656 | |||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 8,500 | 9,209 | |||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 13,525 | 14,718 | |||
Kinder Morgan Inc. | 7.800% | 8/1/31 | 2,730 | 3,733 | |||
Kinder Morgan Inc. | 7.750% | 1/15/32 | 7,956 | 10,903 | |||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 5,500 | 6,482 | |||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 16,325 | 19,533 | |||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 18,957 | 21,203 | |||
Magellan Midstream Partners LP | 4.250% | 2/1/21 | 4,200 | 4,292 | |||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 9,075 | 10,226 | |||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 2,885 | 3,359 | |||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 3,025 | 3,202 | |||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 6,935 | 7,299 | |||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 4,585 | 5,280 |
121
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 4,000 | 4,102 | |||
Marathon Oil Corp. | 2.800% | 11/1/22 | 8,000 | 8,121 | |||
Marathon Oil Corp. | 3.850% | 6/1/25 | 13,114 | 13,845 | |||
Marathon Oil Corp. | 4.400% | 7/15/27 | 7,400 | 8,031 | |||
Marathon Oil Corp. | 6.800% | 3/15/32 | 6,105 | 7,739 | |||
Marathon Oil Corp. | 6.600% | 10/1/37 | 7,267 | 9,238 | |||
Marathon Oil Corp. | 5.200% | 6/1/45 | 4,100 | 4,752 | |||
Marathon Petroleum Corp. | 3.400% | 12/15/20 | 6,057 | 6,122 | |||
Marathon Petroleum Corp. | 5.125% | 3/1/21 | 8,850 | 9,152 | |||
Marathon Petroleum Corp. | 5.375% | 10/1/22 | 2,000 | 2,022 | |||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 20,530 | 22,281 | |||
Marathon Petroleum Corp. | 5.125% | 4/1/24 | 4,057 | 4,170 | |||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 5,300 | 5,557 | |||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 8,000 | 9,036 | |||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 3,725 | 3,894 | |||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 11,769 | 15,236 | |||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 7,141 | 7,767 | |||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 4,275 | 4,507 | |||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 3,225 | 3,472 | |||
7 | MPLX LP | 3.500% | 12/1/22 | 1,925 | 1,982 | ||
MPLX LP | 3.375% | 3/15/23 | 4,000 | 4,105 | |||
MPLX LP | 4.500% | 7/15/23 | 15,455 | 16,403 | |||
MPLX LP | 4.875% | 12/1/24 | 24,758 | 26,850 | |||
MPLX LP | 4.000% | 2/15/25 | 3,000 | 3,129 | |||
MPLX LP | 4.875% | 6/1/25 | 6,400 | 6,987 | |||
MPLX LP | 4.125% | 3/1/27 | 10,525 | 11,012 | |||
7 | MPLX LP | 4.250% | 12/1/27 | 10,960 | 11,498 | ||
MPLX LP | 4.000% | 3/15/28 | 13,650 | 14,139 | |||
MPLX LP | 4.500% | 4/15/38 | 12,600 | 12,814 | |||
MPLX LP | 5.200% | 3/1/47 | 12,400 | 13,314 | |||
7 | MPLX LP | 5.200% | 12/1/47 | 7,825 | 8,213 | ||
MPLX LP | 4.700% | 4/15/48 | 11,300 | 11,392 | |||
MPLX LP | 5.500% | 2/15/49 | 16,470 | 18,658 | |||
MPLX LP | 4.900% | 4/15/58 | 5,150 | 5,240 | |||
National Fuel Gas Co. | 3.950% | 9/15/27 | 1,900 | 1,922 | |||
National Fuel Gas Co. | 4.750% | 9/1/28 | 11,000 | 11,698 | |||
National Oilwell Varco Inc. | 2.600% | 12/1/22 | 6,654 | 6,718 | |||
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 5,000 | 5,004 | |||
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 2,700 | 2,535 | |||
Newfield Exploration Co. | 5.750% | 1/30/22 | 11,625 | 12,352 | |||
Newfield Exploration Co. | 5.625% | 7/1/24 | 3,000 | 3,300 | |||
Newfield Exploration Co. | 5.375% | 1/1/26 | 17,513 | 18,980 | |||
Noble Energy Inc. | 3.900% | 11/15/24 | 1,549 | 1,637 | |||
Noble Energy Inc. | 3.850% | 1/15/28 | 4,789 | 5,036 | |||
Noble Energy Inc. | 3.250% | 10/15/29 | 5,000 | 5,038 | |||
Noble Energy Inc. | 6.000% | 3/1/41 | 7,425 | 8,881 | |||
Noble Energy Inc. | 5.250% | 11/15/43 | 9,000 | 10,140 | |||
Noble Energy Inc. | 5.050% | 11/15/44 | 7,248 | 7,989 | |||
Noble Energy Inc. | 4.950% | 8/15/47 | 4,000 | 4,441 | |||
Noble Energy Inc. | 4.200% | 10/15/49 | 6,000 | 6,031 | |||
Occidental Petroleum Corp. | 4.100% | 2/1/21 | 12,160 | 12,348 | |||
Occidental Petroleum Corp. | 4.850% | 3/15/21 | 5,912 | 6,084 | |||
Occidental Petroleum Corp. | 2.600% | 8/13/21 | 14,900 | 14,990 | |||
Occidental Petroleum Corp. | 3.125% | 2/15/22 | 7,640 | 7,766 |
122
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Occidental Petroleum Corp. | 2.600% | 4/15/22 | 3,169 | 3,191 | |||
Occidental Petroleum Corp. | 2.700% | 8/15/22 | 9,750 | 9,856 | |||
Occidental Petroleum Corp. | 2.700% | 2/15/23 | 10,762 | 10,844 | |||
Occidental Petroleum Corp. | 6.950% | 7/1/24 | 7,250 | 8,501 | |||
Occidental Petroleum Corp. | 2.900% | 8/15/24 | 15,100 | 15,338 | |||
Occidental Petroleum Corp. | 3.500% | 6/15/25 | 9,200 | 9,484 | |||
Occidental Petroleum Corp. | 5.550% | 3/15/26 | 20,000 | 22,660 | |||
Occidental Petroleum Corp. | 3.400% | 4/15/26 | 13,000 | 13,290 | |||
Occidental Petroleum Corp. | 3.500% | 8/15/29 | 18,350 | 18,711 | |||
Occidental Petroleum Corp. | 7.500% | 5/1/31 | 6,750 | 8,761 | |||
Occidental Petroleum Corp. | 7.875% | 9/15/31 | 1,875 | 2,484 | |||
Occidental Petroleum Corp. | 6.450% | 9/15/36 | 16,520 | 20,120 | |||
Occidental Petroleum Corp. | 7.950% | 6/15/39 | 400 | 549 | |||
Occidental Petroleum Corp. | 4.300% | 8/15/39 | 2,500 | 2,535 | |||
Occidental Petroleum Corp. | 6.200% | 3/15/40 | 7,903 | 9,401 | |||
Occidental Petroleum Corp. | 4.500% | 7/15/44 | 7,830 | 7,826 | |||
Occidental Petroleum Corp. | 4.625% | 6/15/45 | 6,400 | 6,545 | |||
Occidental Petroleum Corp. | 6.600% | 3/15/46 | 8,275 | 10,730 | |||
Occidental Petroleum Corp. | 4.400% | 4/15/46 | 14,925 | 15,074 | |||
Occidental Petroleum Corp. | 4.100% | 2/15/47 | 7,275 | 7,050 | |||
Occidental Petroleum Corp. | 4.200% | 3/15/48 | 5,500 | 5,442 | |||
Occidental Petroleum Corp. | 4.400% | 8/15/49 | 6,360 | 6,547 | |||
ONEOK Inc. | 4.250% | 2/1/22 | 5,000 | 5,188 | |||
ONEOK Inc. | 7.500% | 9/1/23 | 9,593 | 11,159 | |||
ONEOK Inc. | 2.750% | 9/1/24 | 2,000 | 2,010 | |||
ONEOK Inc. | 4.000% | 7/13/27 | 4,125 | 4,355 | |||
ONEOK Inc. | 4.550% | 7/15/28 | 9,150 | 10,034 | |||
ONEOK Inc. | 4.350% | 3/15/29 | 4,900 | 5,293 | |||
ONEOK Inc. | 3.400% | 9/1/29 | 13,025 | 13,171 | |||
ONEOK Inc. | 6.000% | 6/15/35 | 550 | 641 | |||
ONEOK Inc. | 4.950% | 7/13/47 | 12,664 | 13,857 | |||
ONEOK Inc. | 5.200% | 7/15/48 | 7,100 | 8,041 | |||
ONEOK Inc. | 4.450% | 9/1/49 | 6,450 | 6,622 | |||
ONEOK Partners LP | 3.375% | 10/1/22 | 16,259 | 16,727 | |||
ONEOK Partners LP | 4.900% | 3/15/25 | 3,000 | 3,295 | |||
ONEOK Partners LP | 6.650% | 10/1/36 | 8,653 | 10,920 | |||
ONEOK Partners LP | 6.850% | 10/15/37 | 6,725 | 8,630 | |||
ONEOK Partners LP | 6.125% | 2/1/41 | 750 | 900 | |||
ONEOK Partners LP | 6.200% | 9/15/43 | 3,200 | 3,856 | |||
Patterson-UTI Energy Inc. | 3.950% | 2/1/28 | 4,405 | 4,252 | |||
Patterson-UTI Energy Inc. | 5.150% | 11/15/29 | 3,300 | 3,369 | |||
Petro-Canada | 5.350% | 7/15/33 | 2,625 | 3,236 | |||
Petro-Canada | 5.950% | 5/15/35 | 5,995 | 7,785 | |||
Petro-Canada | 6.800% | 5/15/38 | 7,815 | 11,134 | |||
Phillips 66 | 4.300% | 4/1/22 | 14,230 | 14,925 | |||
Phillips 66 | 3.900% | 3/15/28 | 7,250 | 7,880 | |||
Phillips 66 | 4.650% | 11/15/34 | 1,650 | 1,925 | |||
Phillips 66 | 5.875% | 5/1/42 | 11,007 | 14,864 | |||
Phillips 66 | 4.875% | 11/15/44 | 17,316 | 20,857 | |||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 1,964 | 1,959 | |||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 4,900 | 5,112 | |||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 4,075 | 4,261 | |||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 2,000 | 2,079 | |||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 4,435 | 4,775 |
123
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 4,480 | 5,007 | |||
Pioneer Natural Resources Co. | 3.450% | 1/15/21 | 3,900 | 3,944 | |||
Pioneer Natural Resources Co. | 3.950% | 7/15/22 | 8,803 | 9,157 | |||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 10,010 | 10,980 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 5.000% | 2/1/21 | 5,160 | 5,275 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.650% | 6/1/22 | 3,940 | 4,043 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 2.850% | 1/31/23 | 6,697 | 6,769 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.850% | 10/15/23 | 2,596 | 2,690 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.600% | 11/1/24 | 14,960 | 15,346 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.650% | 10/15/25 | 6,715 | 7,182 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 7,250 | 7,696 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 7,000 | 6,879 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 500 | 588 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/42 | 4,875 | 4,879 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.300% | 1/31/43 | 9,245 | 8,425 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/44 | 9,680 | 9,403 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 1,200 | 1,190 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.875% | 3/1/22 | 7,950 | 8,443 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 14,300 | 15,140 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 4.500% | 11/1/23 | 7,185 | 7,598 | |||
Sabine Pass Liquefaction LLC | 5.625% | 2/1/21 | 7,140 | 7,340 | |||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 12,110 | 13,013 | |||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 14,109 | 15,344 | |||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 15,825 | 17,653 | |||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 23,075 | 25,931 | |||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 18,150 | 20,850 | |||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 11,750 | 12,940 | |||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 11,000 | 11,647 | |||
Schlumberger Investment SA | 3.650% | 12/1/23 | 17,338 | 18,256 | |||
Shell International Finance BV | 1.875% | 5/10/21 | 18,225 | 18,218 | |||
Shell International Finance BV | 1.750% | 9/12/21 | 10,050 | 10,037 | |||
Shell International Finance BV | 2.375% | 8/21/22 | 8,765 | 8,877 | |||
Shell International Finance BV | 2.250% | 1/6/23 | 9,405 | 9,480 | |||
Shell International Finance BV | 3.400% | 8/12/23 | 7,080 | 7,418 | |||
Shell International Finance BV | 3.500% | 11/13/23 | 7,300 | 7,675 | |||
Shell International Finance BV | 2.000% | 11/7/24 | 10,000 | 9,983 | |||
Shell International Finance BV | 3.250% | 5/11/25 | 24,400 | 25,782 | |||
Shell International Finance BV | 2.875% | 5/10/26 | 16,980 | 17,605 |
124
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Shell International Finance BV | 2.500% | 9/12/26 | 10,000 | 10,145 | |||
Shell International Finance BV | 3.875% | 11/13/28 | 13,825 | 15,315 | |||
Shell International Finance BV | 2.375% | 11/7/29 | 18,000 | 17,818 | |||
Shell International Finance BV | 4.125% | 5/11/35 | 15,541 | 18,138 | |||
Shell International Finance BV | 6.375% | 12/15/38 | 16,967 | 24,756 | |||
Shell International Finance BV | 5.500% | 3/25/40 | 4,025 | 5,448 | |||
Shell International Finance BV | 3.625% | 8/21/42 | 16,500 | 17,625 | |||
Shell International Finance BV | 4.550% | 8/12/43 | 11,425 | 13,788 | |||
Shell International Finance BV | 4.375% | 5/11/45 | 22,171 | 26,401 | |||
Shell International Finance BV | 4.000% | 5/10/46 | 24,425 | 27,823 | |||
Shell International Finance BV | 3.750% | 9/12/46 | 6,150 | 6,726 | |||
Shell International Finance BV | 3.125% | 11/7/49 | 17,000 | 16,761 | |||
Southern Natural Gas Co. LLC / Southern Natural Issuing Corp. | 4.400% | 6/15/21 | 5,165 | 5,298 | |||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 8,305 | 9,028 | |||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 9,100 | 9,505 | |||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 11,645 | 12,050 | |||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 2,840 | 3,533 | |||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 12,580 | 13,829 | |||
Suncor Energy Inc. | 3.600% | 12/1/24 | 861 | 912 | |||
Suncor Energy Inc. | 7.150% | 2/1/32 | 3,550 | 4,958 | |||
Suncor Energy Inc. | 5.950% | 12/1/34 | 695 | 906 | |||
Suncor Energy Inc. | 6.500% | 6/15/38 | 10,220 | 14,189 | |||
Suncor Energy Inc. | 6.850% | 6/1/39 | 4,183 | 6,045 | |||
Suncor Energy Inc. | 4.000% | 11/15/47 | 12,077 | 13,119 | |||
Sunoco Logistics Partners Operations LP | 4.400% | 4/1/21 | 4,450 | 4,557 | |||
Sunoco Logistics Partners Operations LP | 3.450% | 1/15/23 | 2,965 | 3,025 | |||
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 5,975 | 6,269 | |||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 3,375 | 3,875 | |||
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 4,975 | 5,153 | |||
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 8,100 | 8,346 | |||
Sunoco Logistics Partners Operations LP | 6.100% | 2/15/42 | 2,500 | 2,742 | |||
Sunoco Logistics Partners Operations LP | 4.950% | 1/15/43 | 6,675 | 6,622 | |||
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 10,575 | 11,144 | |||
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 7,225 | 7,701 | |||
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 4,450 | 4,806 | |||
TC PipeLines LP | 3.900% | 5/25/27 | 2,600 | 2,713 | |||
TechnipFMC plc | 3.450% | 10/1/22 | 4,770 | 4,853 | |||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 825 | 1,017 | |||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 200 | 265 | |||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 3,205 | 4,297 | |||
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 11,342 | 11,606 | |||
Total Capital International SA | 2.750% | 6/19/21 | 22,825 | 23,120 | |||
Total Capital International SA | 2.218% | 7/12/21 | 7,000 | 7,033 | |||
Total Capital International SA | 2.875% | 2/17/22 | 11,175 | 11,401 | |||
Total Capital International SA | 2.700% | 1/25/23 | 11,290 | 11,533 | |||
Total Capital International SA | 3.700% | 1/15/24 | 17,666 | 18,747 | |||
Total Capital International SA | 3.750% | 4/10/24 | 1,791 | 1,912 | |||
Total Capital International SA | 2.434% | 1/10/25 | 8,500 | 8,595 | |||
Total Capital International SA | 3.455% | 2/19/29 | 11,775 | 12,715 | |||
Total Capital International SA | 2.829% | 1/10/30 | 14,000 | 14,352 | |||
Total Capital International SA | 3.461% | 7/12/49 | 8,000 | 8,411 | |||
Total Capital SA | 4.125% | 1/28/21 | 3,055 | 3,124 | |||
Total Capital SA | 3.883% | 10/11/28 | 2,600 | 2,899 |
125
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 6,105 | 6,133 | |||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 4,575 | 4,795 | |||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 4,971 | 5,555 | |||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 10,100 | 11,173 | |||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 13,731 | 15,690 | |||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 3,115 | 3,769 | |||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 3,025 | 3,663 | |||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 16,575 | 21,483 | |||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 6,600 | 7,536 | |||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 16,280 | 21,129 | |||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 6,400 | 7,420 | |||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 16,925 | 19,881 | |||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 8,375 | 10,135 | |||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 10,000 | 12,739 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 4,200 | 4,466 | |||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 500 | 580 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 2,323 | 2,439 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 3,250 | 3,464 | |||
Valero Energy Corp. | 3.650% | 3/15/25 | 100 | 106 | |||
Valero Energy Corp. | 3.400% | 9/15/26 | 15,300 | 16,033 | |||
Valero Energy Corp. | 4.350% | 6/1/28 | 15,768 | 17,306 | |||
Valero Energy Corp. | 4.000% | 4/1/29 | 8,000 | 8,604 | |||
Valero Energy Corp. | 7.500% | 4/15/32 | 6,981 | 9,692 | |||
Valero Energy Corp. | 6.625% | 6/15/37 | 12,055 | 15,953 | |||
Valero Energy Corp. | 4.900% | 3/15/45 | 3,900 | 4,502 | |||
Valero Energy Partners LP | 4.375% | 12/15/26 | 5,800 | 6,315 | |||
Valero Energy Partners LP | 4.500% | 3/15/28 | 3,090 | 3,384 | |||
Western Midstream Operating LP | 5.375% | 6/1/21 | 6,625 | 6,804 | |||
Western Midstream Operating LP | 3.950% | 6/1/25 | 4,400 | 4,401 | |||
Western Midstream Operating LP | 4.650% | 7/1/26 | 4,350 | 4,464 | |||
Western Midstream Operating LP | 4.500% | 3/1/28 | 850 | 815 | |||
Western Midstream Operating LP | 4.750% | 8/15/28 | 2,800 | 2,777 | |||
Western Midstream Operating LP | 5.450% | 4/1/44 | 15,170 | 13,206 | |||
Western Midstream Operating LP | 5.300% | 3/1/48 | 2,825 | 2,425 | |||
Williams Cos. Inc. | 4.000% | 11/15/21 | 4,500 | 4,626 | |||
Williams Cos. Inc. | 3.600% | 3/15/22 | 10,530 | 10,820 | |||
Williams Cos. Inc. | 3.350% | 8/15/22 | 6,300 | 6,456 | |||
Williams Cos. Inc. | 3.700% | 1/15/23 | 6,950 | 7,173 | |||
Williams Cos. Inc. | 4.500% | 11/15/23 | 3,650 | 3,896 | |||
Williams Cos. Inc. | 4.300% | 3/4/24 | 4,400 | 4,674 | |||
Williams Cos. Inc. | 4.550% | 6/24/24 | 12,050 | 12,993 | |||
Williams Cos. Inc. | 3.900% | 1/15/25 | 14,518 | 15,202 | |||
Williams Cos. Inc. | 4.000% | 9/15/25 | 7,275 | 7,701 | |||
Williams Cos. Inc. | 3.750% | 6/15/27 | 17,900 | 18,598 | |||
Williams Cos. Inc. | 7.500% | 1/15/31 | 550 | 724 | |||
Williams Cos. Inc. | 6.300% | 4/15/40 | 5,320 | 6,594 | |||
Williams Cos. Inc. | 5.800% | 11/15/43 | 10,825 | 12,892 | |||
Williams Cos. Inc. | 5.400% | 3/4/44 | 5,000 | 5,607 | |||
Williams Cos. Inc. | 5.750% | 6/24/44 | 5,800 | 6,838 | |||
Williams Cos. Inc. | 4.900% | 1/15/45 | 1,650 | 1,780 | |||
Williams Cos. Inc. | 5.100% | 9/15/45 | 9,688 | 10,771 | |||
Williams Cos. Inc. | 4.850% | 3/1/48 | 9,470 | 10,386 |
126
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Other Industrial (0.1%) | |||||||
4 | American University | 3.672% | 4/1/49 | 3,500 | 3,742 | ||
4 | Boston University | 4.061% | 10/1/48 | 2,335 | 2,677 | ||
California Institute of Technology | 4.321% | 8/1/45 | 1,025 | 1,223 | |||
California Institute of Technology | 4.700% | 11/1/11 | 5,575 | 6,770 | |||
California Institute of Technology | 3.650% | 9/1/19 | 2,275 | 2,199 | |||
CBRE Services Inc. | 5.250% | 3/15/25 | 4,950 | 5,542 | |||
CBRE Services Inc. | 4.875% | 3/1/26 | 9,533 | 10,657 | |||
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 3,600 | 3,672 | |||
Cintas Corp. No. 2 | 3.250% | 6/1/22 | 1,025 | 1,055 | |||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 8,475 | 9,178 | |||
Cintas Corp. No. 2 | 6.150% | 8/15/36 | 259 | 344 | |||
Fluor Corp. | 3.500% | 12/15/24 | 13,622 | 13,882 | |||
Fluor Corp. | 4.250% | 9/15/28 | 5,465 | 5,514 | |||
Georgetown University | 4.315% | 4/1/49 | 2,959 | 3,548 | |||
Georgetown University | 5.215% | 10/1/18 | 2,589 | 3,328 | |||
Hillenbrand Inc. | 4.500% | 9/15/26 | 3,025 | 3,138 | |||
4 | Johns Hopkins University | 4.083% | 7/1/53 | 5,275 | 6,092 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 8,730 | 9,757 | |||
4 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 145 | 162 | ||
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 3,080 | 3,050 | |||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 6,400 | 9,772 | |||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 13,775 | 17,763 | |||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 6,700 | 7,294 | |||
4 | Northwestern University | 4.643% | 12/1/44 | 4,775 | 5,933 | ||
4 | Northwestern University | 3.662% | 12/1/57 | 2,100 | 2,316 | ||
President & Fellows of Harvard College | 3.619% | 10/1/37 | 2,700 | 2,871 | |||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 3,680 | 4,682 | |||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 3,800 | 3,855 | |||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 300 | 308 | |||
Steelcase Inc. | 5.125% | 1/18/29 | 3,700 | 4,172 | |||
4 | Trustees of Boston College | 3.129% | 7/1/52 | 3,500 | 3,399 | ||
4 | University of Chicago | 4.003% | 10/1/53 | 5,300 | 6,032 | ||
4 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 7,925 | 8,426 | ||
University of Notre Dame du Lac | 3.394% | 2/15/48 | 2,700 | 2,870 | |||
University of Pennsylvania | 4.674% | 9/1/12 | 5,175 | 6,770 | |||
University of Pennsylvania | 3.610% | 2/15/19 | 4,000 | 4,089 | |||
4 | University of Southern California | 3.028% | 10/1/39 | 7,751 | 7,782 | ||
4 | University of Southern California | 3.841% | 10/1/47 | 9,550 | 10,610 | ||
4 | William Marsh Rice University | 3.574% | 5/15/45 | 20,700 | 22,078 | ||
Technology (2.2%) | |||||||
Adobe Inc. | 3.250% | 2/1/25 | 10,958 | 11,557 | |||
Alphabet Inc. | 3.625% | 5/19/21 | 3,075 | 3,152 | |||
Alphabet Inc. | 1.998% | 8/15/26 | 12,650 | 12,585 | |||
Altera Corp. | 4.100% | 11/15/23 | 6,000 | 6,461 | |||
Amphenol Corp. | 2.800% | 2/15/30 | 13,405 | 13,199 | |||
Analog Devices Inc. | 2.500% | 12/5/21 | 6,025 | 6,072 | |||
Analog Devices Inc. | 2.875% | 6/1/23 | 6,700 | 6,830 | |||
Analog Devices Inc. | 3.125% | 12/5/23 | 7,475 | 7,711 | |||
Analog Devices Inc. | 3.500% | 12/5/26 | 9,965 | 10,448 | |||
Analog Devices Inc. | 5.300% | 12/15/45 | 100 | 122 | |||
Apple Inc. | 2.000% | 11/13/20 | 8,875 | 8,897 | |||
Apple Inc. | 2.250% | 2/23/21 | 37,645 | 37,832 |
127
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Apple Inc. | 2.850% | 5/6/21 | 31,010 | 31,484 | |||
Apple Inc. | 1.550% | 8/4/21 | 100 | 100 | |||
Apple Inc. | 2.150% | 2/9/22 | 11,115 | 11,209 | |||
Apple Inc. | 2.500% | 2/9/22 | 12,935 | 13,128 | |||
Apple Inc. | 2.300% | 5/11/22 | 13,450 | 13,616 | |||
Apple Inc. | 2.700% | 5/13/22 | 16,055 | �� | 16,397 | ||
Apple Inc. | 2.400% | 1/13/23 | 8,371 | 8,493 | |||
Apple Inc. | 2.850% | 2/23/23 | 19,392 | 19,912 | |||
Apple Inc. | 2.400% | 5/3/23 | 39,823 | 40,470 | |||
Apple Inc. | 3.000% | 2/9/24 | 15,735 | 16,285 | |||
Apple Inc. | 2.850% | 5/11/24 | 37,641 | 38,899 | |||
Apple Inc. | 1.800% | 9/11/24 | 3,000 | 2,973 | |||
Apple Inc. | 2.750% | 1/13/25 | 20,273 | 20,924 | |||
Apple Inc. | 2.500% | 2/9/25 | 17,788 | 18,132 | |||
Apple Inc. | 3.200% | 5/13/25 | 9,694 | 10,233 | |||
Apple Inc. | 3.250% | 2/23/26 | 36,175 | 38,260 | |||
Apple Inc. | 2.450% | 8/4/26 | 22,100 | 22,404 | |||
Apple Inc. | 2.050% | 9/11/26 | 8,000 | 7,912 | |||
Apple Inc. | 3.350% | 2/9/27 | 21,601 | 22,985 | |||
Apple Inc. | 3.200% | 5/11/27 | 26,000 | 27,386 | |||
Apple Inc. | 2.900% | 9/12/27 | 25,470 | 26,482 | |||
Apple Inc. | 2.200% | 9/11/29 | 34,900 | 34,231 | |||
Apple Inc. | 4.500% | 2/23/36 | 11,875 | 14,399 | |||
Apple Inc. | 3.850% | 5/4/43 | 22,248 | 24,852 | |||
Apple Inc. | 4.450% | 5/6/44 | 8,400 | 10,267 | |||
Apple Inc. | 3.450% | 2/9/45 | 6,300 | 6,615 | |||
Apple Inc. | 4.375% | 5/13/45 | 23,135 | 27,849 | |||
Apple Inc. | 4.650% | 2/23/46 | 37,850 | 47,269 | |||
Apple Inc. | 3.850% | 8/4/46 | 19,600 | 21,997 | |||
Apple Inc. | 4.250% | 2/9/47 | 7,300 | 8,658 | |||
Apple Inc. | 3.750% | 9/12/47 | 10,324 | 11,384 | |||
Apple Inc. | 3.750% | 11/13/47 | 10,000 | 11,084 | |||
Apple Inc. | 2.950% | 9/11/49 | 28,360 | 27,560 | |||
Applied Materials Inc. | 4.300% | 6/15/21 | 5,100 | 5,273 | |||
Applied Materials Inc. | 3.900% | 10/1/25 | 13,905 | 15,137 | |||
Applied Materials Inc. | 3.300% | 4/1/27 | 9,200 | 9,761 | |||
Applied Materials Inc. | 5.100% | 10/1/35 | 4,875 | 6,144 | |||
Applied Materials Inc. | 5.850% | 6/15/41 | 5,905 | 8,053 | |||
Applied Materials Inc. | 4.350% | 4/1/47 | 6,300 | 7,600 | |||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 2,500 | 2,558 | |||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 3,350 | 3,509 | |||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 7,315 | 7,505 | |||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 3,070 | 3,179 | |||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 3,525 | 3,615 | |||
Autodesk Inc. | 3.600% | 12/15/22 | 825 | 852 | |||
Autodesk Inc. | 4.375% | 6/15/25 | 2,600 | 2,830 | |||
Autodesk Inc. | 3.500% | 6/15/27 | 4,450 | 4,656 | |||
Avnet Inc. | 3.750% | 12/1/21 | 2,025 | 2,069 | |||
Avnet Inc. | 4.875% | 12/1/22 | 3,845 | 4,073 | |||
Avnet Inc. | 4.625% | 4/15/26 | 4,625 | 4,901 | |||
Baidu Inc. | 2.875% | 7/6/22 | 14,875 | 15,010 | |||
Baidu Inc. | 3.500% | 11/28/22 | 7,325 | 7,529 | |||
Baidu Inc. | 3.875% | 9/29/23 | 8,400 | 8,759 | |||
Baidu Inc. | 4.375% | 5/14/24 | 7,300 | 7,778 |
128
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Baidu Inc. | 4.125% | 6/30/25 | 100 | 106 | |||
Baidu Inc. | 3.625% | 7/6/27 | 5,375 | 5,541 | |||
Baidu Inc. | 4.375% | 3/29/28 | 4,025 | 4,362 | |||
Baidu Inc. | 4.875% | 11/14/28 | 3,900 | 4,386 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.200% | 1/15/21 | 6,150 | 6,142 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 1/15/22 | 29,625 | 30,091 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 1/15/23 | 11,425 | 11,481 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 1/15/24 | 22,790 | 23,596 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.125% | 1/15/25 | 16,100 | 16,290 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 57,957 | 60,114 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 8,100 | 8,180 | |||
7 | Broadcom Inc. | 3.125% | 4/15/21 | 17,200 | 17,404 | ||
7 | Broadcom Inc. | 3.125% | 10/15/22 | 12,900 | 13,124 | ||
7 | Broadcom Inc. | 3.625% | 10/15/24 | 25,520 | 26,447 | ||
7 | Broadcom Inc. | 4.250% | 4/15/26 | 22,000 | 23,354 | ||
7 | Broadcom Inc. | 4.750% | 4/15/29 | 35,480 | 38,734 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 2,725 | 2,837 | |||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 4,200 | 4,192 | |||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 3,263 | 3,498 | |||
Cisco Systems Inc. | 2.200% | 2/28/21 | 27,400 | 27,517 | |||
Cisco Systems Inc. | 1.850% | 9/20/21 | 6,275 | 6,281 | |||
Cisco Systems Inc. | 2.600% | 2/28/23 | 5,250 | 5,364 | |||
Cisco Systems Inc. | 2.200% | 9/20/23 | 5,000 | 5,044 | |||
Cisco Systems Inc. | 3.625% | 3/4/24 | 8,482 | 9,063 | |||
Cisco Systems Inc. | 2.950% | 2/28/26 | 12,290 | 12,901 | |||
Cisco Systems Inc. | 2.500% | 9/20/26 | 3,225 | 3,288 | |||
Cisco Systems Inc. | 5.900% | 2/15/39 | 12,100 | 16,962 | |||
Cisco Systems Inc. | 5.500% | 1/15/40 | 21,242 | 28,927 | |||
Citrix Systems Inc. | 4.500% | 12/1/27 | 5,000 | 5,400 | |||
Corning Inc. | 2.900% | 5/15/22 | 4,675 | 4,770 | |||
Corning Inc. | 4.700% | 3/15/37 | 4,475 | 4,928 | |||
Corning Inc. | 5.750% | 8/15/40 | 7,460 | 9,291 | |||
Corning Inc. | 4.750% | 3/15/42 | 4,000 | 4,512 | |||
Corning Inc. | 4.375% | 11/15/57 | 6,250 | 6,293 | |||
Corning Inc. | 5.450% | 11/15/79 | 5,000 | 5,480 | |||
7 | Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 30,700 | 33,259 | ||
7 | Dell International LLC / EMC Corp. | 4.000% | 7/15/24 | 5,000 | 5,231 | ||
7 | Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 67,417 | 77,592 | ||
7 | Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 10,000 | 11,002 | ||
7 | Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 10,200 | 11,469 | ||
7 | Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 14,450 | 18,951 | ||
7 | Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 18,236 | 24,992 | ||
7 | Dell International LLC / EMC Corp. | 4.420% | 6/15/21 | 36,350 | 37,361 | ||
DXC Technology Co. | 4.250% | 4/15/24 | 14,375 | 15,211 | |||
DXC Technology Co. | 4.750% | 4/15/27 | 2,170 | 2,337 | |||
Equifax Inc. | 2.300% | 6/1/21 | 9,550 | 9,578 | |||
Equifax Inc. | 3.600% | 8/15/21 | 1,300 | 1,328 |
129
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Equifax Inc. | 3.950% | 6/15/23 | 2,000 | 2,103 | |||
Equifax Inc. | 2.600% | 12/1/24 | 2,200 | 2,210 | |||
Equinix Inc. | 2.625% | 11/18/24 | 8,750 | 8,784 | |||
Equinix Inc. | 2.900% | 11/18/26 | 10,000 | 10,012 | |||
Equinix Inc. | 3.200% | 11/18/29 | 11,000 | 11,033 | |||
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 6,551 | 6,818 | |||
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 2,820 | 2,993 | |||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 11,005 | 11,363 | |||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 10,000 | 10,917 | |||
Fiserv Inc. | 3.800% | 10/1/23 | 13,483 | 14,213 | |||
Fiserv Inc. | 2.750% | 7/1/24 | 18,000 | 18,310 | |||
Fiserv Inc. | 3.850% | 6/1/25 | 10,994 | 11,696 | |||
Fiserv Inc. | 3.200% | 7/1/26 | 13,000 | 13,459 | |||
Fiserv Inc. | 4.200% | 10/1/28 | 5,000 | 5,512 | |||
Fiserv Inc. | 3.500% | 7/1/29 | 34,932 | 36,724 | |||
Fiserv Inc. | 4.400% | 7/1/49 | 23,075 | 26,162 | |||
Flex Ltd. | 5.000% | 2/15/23 | 2,730 | 2,912 | |||
Flex Ltd. | 4.750% | 6/15/25 | 75 | 81 | |||
Flex Ltd. | 4.875% | 6/15/29 | 6,500 | 7,056 | |||
FLIR Systems Inc. | 3.125% | 6/15/21 | 1,500 | 1,511 | |||
Global Payments Inc. | 2.650% | 2/15/25 | 14,475 | 14,548 | |||
Global Payments Inc. | 3.200% | 8/15/29 | 10,975 | 11,171 | |||
Global Payments Inc. | 4.150% | 8/15/49 | 6,775 | 7,232 | |||
Hewlett Packard Enterprise Co. | 3.600% | 10/15/20 | 44,344 | 44,826 | |||
Hewlett Packard Enterprise Co. | 3.500% | 10/5/21 | 260 | 266 | |||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 17,850 | 18,840 | |||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 2,000 | 1,999 | |||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 22,195 | 24,603 | |||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 7,192 | 8,609 | |||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 13,300 | 16,027 | |||
HP Inc. | 3.750% | 12/1/20 | 1,984 | 2,015 | |||
HP Inc. | 6.000% | 9/15/41 | 7,820 | 8,621 | |||
IBM Credit LLC | 3.450% | 11/30/20 | 4,375 | 4,442 | |||
IBM Credit LLC | 2.200% | 9/8/22 | 6,500 | 6,545 | |||
IBM Credit LLC | 3.000% | 2/6/23 | 6,875 | 7,071 | |||
Intel Corp. | 1.700% | 5/19/21 | 10,225 | 10,206 | |||
Intel Corp. | 3.300% | 10/1/21 | 12,600 | 12,924 | |||
Intel Corp. | 3.100% | 7/29/22 | 6,100 | 6,293 | |||
Intel Corp. | 2.700% | 12/15/22 | 18,407 | 18,854 | |||
Intel Corp. | 2.875% | 5/11/24 | 26,646 | 27,636 | |||
Intel Corp. | 3.700% | 7/29/25 | 28,275 | 30,547 | |||
Intel Corp. | 2.600% | 5/19/26 | 10,890 | 11,136 | |||
Intel Corp. | 2.450% | 11/15/29 | 10,000 | 9,942 | |||
Intel Corp. | 4.000% | 12/15/32 | 9,370 | 10,851 | |||
Intel Corp. | 4.800% | 10/1/41 | 7,072 | 8,751 | |||
Intel Corp. | 4.100% | 5/19/46 | 11,225 | 12,904 | |||
Intel Corp. | 4.100% | 5/11/47 | 8,100 | 9,279 | |||
Intel Corp. | 3.734% | 12/8/47 | 28,050 | 30,652 | |||
Intel Corp. | 3.250% | 11/15/49 | 12,300 | 12,317 | |||
International Business Machines Corp. | 2.250% | 2/19/21 | 175 | 176 | |||
International Business Machines Corp. | 2.800% | 5/13/21 | 13,000 | 13,171 | |||
International Business Machines Corp. | 2.900% | 11/1/21 | 5,000 | 5,092 | |||
International Business Machines Corp. | 2.500% | 1/27/22 | 6,575 | 6,653 | |||
International Business Machines Corp. | 2.850% | 5/13/22 | 24,350 | 24,876 |
130
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 11,160 | 11,163 | |||
International Business Machines Corp. | 2.875% | 11/9/22 | 33,085 | 33,930 | |||
International Business Machines Corp. | 3.375% | 8/1/23 | 18,075 | 18,906 | |||
International Business Machines Corp. | 3.625% | 2/12/24 | 21,085 | 22,312 | |||
International Business Machines Corp. | 3.000% | 5/15/24 | 27,200 | 28,164 | |||
International Business Machines Corp. | 7.000% | 10/30/25 | 2,850 | 3,556 | |||
International Business Machines Corp. | 3.450% | 2/19/26 | 15,464 | 16,453 | |||
International Business Machines Corp. | 3.300% | 5/15/26 | 27,800 | 29,286 | |||
International Business Machines Corp. | 6.220% | 8/1/27 | 1,975 | 2,460 | |||
International Business Machines Corp. | 6.500% | 1/15/28 | 50 | 63 | |||
International Business Machines Corp. | 3.500% | 5/15/29 | 30,800 | 33,057 | |||
International Business Machines Corp. | 5.875% | 11/29/32 | 5,075 | 6,698 | |||
International Business Machines Corp. | 4.150% | 5/15/39 | 21,200 | 23,810 | |||
International Business Machines Corp. | 5.600% | 11/30/39 | 7,423 | 9,668 | |||
International Business Machines Corp. | 4.000% | 6/20/42 | 17,500 | 19,291 | |||
International Business Machines Corp. | 4.250% | 5/15/49 | 34,606 | 39,356 | |||
Jabil Inc. | 5.625% | 12/15/20 | 1,375 | 1,415 | |||
Jabil Inc. | 4.700% | 9/15/22 | 1,500 | 1,588 | |||
Jabil Inc. | 3.950% | 1/12/28 | 4,000 | 4,104 | |||
Juniper Networks Inc. | 4.350% | 6/15/25 | 6,020 | 6,406 | |||
Juniper Networks Inc. | 3.750% | 8/15/29 | 5,000 | 5,201 | |||
Juniper Networks Inc. | 5.950% | 3/15/41 | 3,605 | 4,056 | |||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 9,145 | 9,935 | |||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 9,400 | 10,420 | |||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 750 | 752 | |||
KLA Corp. | 4.125% | 11/1/21 | 9,250 | 9,561 | |||
KLA Corp. | 4.650% | 11/1/24 | 11,975 | 13,125 | |||
KLA Corp. | 4.100% | 3/15/29 | 13,000 | 14,233 | |||
KLA Corp. | 5.000% | 3/15/49 | 4,325 | 5,290 | |||
Lam Research Corp. | 2.800% | 6/15/21 | 7,400 | 7,481 | |||
Lam Research Corp. | 3.800% | 3/15/25 | 4,901 | 5,213 | |||
Lam Research Corp. | 3.750% | 3/15/26 | 11,500 | 12,317 | |||
Lam Research Corp. | 4.000% | 3/15/29 | 8,675 | 9,535 | |||
Lam Research Corp. | 4.875% | 3/15/49 | 11,700 | 14,594 | |||
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 4,950 | 5,198 | |||
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 3,758 | 4,143 | |||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 4,275 | 4,386 | |||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 4,325 | 4,456 | |||
Microchip Technology Inc. | 3.922% | 6/1/21 | 10,000 | 10,217 | |||
Microchip Technology Inc. | 4.333% | 6/1/23 | 5,000 | 5,283 | |||
Micron Technology Inc. | 4.640% | 2/6/24 | 3,000 | 3,244 | |||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,175 | 4,624 | |||
Micron Technology Inc. | 4.185% | 2/15/27 | 8,000 | 8,540 | |||
Micron Technology Inc. | 5.327% | 2/6/29 | 5,950 | 6,790 | |||
Micron Technology Inc. | 4.663% | 2/15/30 | 3,500 | 3,850 | |||
Microsoft Corp. | 2.000% | 11/3/20 | 7,850 | 7,866 | |||
Microsoft Corp. | 4.000% | 2/8/21 | 3,725 | 3,820 | |||
Microsoft Corp. | 1.550% | 8/8/21 | 16,250 | 16,218 | |||
Microsoft Corp. | 2.400% | 2/6/22 | 29,359 | 29,776 | |||
Microsoft Corp. | 2.375% | 2/12/22 | 12,700 | 12,872 | |||
Microsoft Corp. | 2.650% | 11/3/22 | 25,986 | 26,595 | |||
Microsoft Corp. | 2.375% | 5/1/23 | 1,225 | 1,246 | |||
Microsoft Corp. | 2.000% | 8/8/23 | 18,050 | 18,150 | |||
Microsoft Corp. | 2.875% | 2/6/24 | 28,780 | 29,840 |
131
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Microsoft Corp. | 2.700% | 2/12/25 | 6,425 | 6,641 | |||
Microsoft Corp. | 3.125% | 11/3/25 | 25,450 | 26,899 | |||
Microsoft Corp. | 2.400% | 8/8/26 | 54,407 | 54,953 | |||
Microsoft Corp. | 3.300% | 2/6/27 | 28,717 | 30,654 | |||
Microsoft Corp. | 3.500% | 2/12/35 | 17,825 | 19,607 | |||
Microsoft Corp. | 4.200% | 11/3/35 | 13,335 | 15,729 | |||
Microsoft Corp. | 3.450% | 8/8/36 | 34,963 | 38,224 | |||
Microsoft Corp. | 4.100% | 2/6/37 | 26,931 | 31,725 | |||
Microsoft Corp. | 4.500% | 10/1/40 | 16,426 | 20,350 | |||
Microsoft Corp. | 3.500% | 11/15/42 | 12,195 | 13,242 | |||
Microsoft Corp. | 3.750% | 5/1/43 | 3,840 | 4,243 | |||
Microsoft Corp. | 4.875% | 12/15/43 | 12,950 | 16,894 | |||
Microsoft Corp. | 3.750% | 2/12/45 | 21,295 | 24,166 | |||
Microsoft Corp. | 4.450% | 11/3/45 | 25,800 | 32,138 | |||
Microsoft Corp. | 3.700% | 8/8/46 | 47,675 | 53,797 | |||
Microsoft Corp. | 4.250% | 2/6/47 | 23,550 | 28,741 | |||
Microsoft Corp. | 4.000% | 2/12/55 | 28,317 | 33,468 | |||
Microsoft Corp. | 3.950% | 8/8/56 | 18,949 | 22,413 | |||
Microsoft Corp. | 4.500% | 2/6/57 | 14,000 | 18,121 | |||
Motorola Solutions Inc. | 3.750% | 5/15/22 | 3,611 | 3,729 | |||
Motorola Solutions Inc. | 3.500% | 3/1/23 | 7,715 | 7,954 | |||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 9,894 | 10,465 | |||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 6,000 | 6,490 | |||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 7,000 | 7,686 | |||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 2,995 | 3,287 | |||
NetApp Inc. | 3.375% | 6/15/21 | 4,350 | 4,417 | |||
NetApp Inc. | 3.300% | 9/29/24 | 4,475 | 4,627 | |||
NVIDIA Corp. | 2.200% | 9/16/21 | 8,550 | 8,585 | |||
NVIDIA Corp. | 3.200% | 9/16/26 | 8,080 | 8,448 | |||
7 | NXP BV / NXP Funding LLC | 4.875% | 3/1/24 | 9,250 | 10,048 | ||
7 | NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 10,506 | 11,793 | ||
7 | NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 7,300 | 8,532 | ||
7 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.875% | 6/18/26 | 2,000 | 2,115 | ||
7 | NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 18,000 | 19,440 | ||
Oracle Corp. | 2.800% | 7/8/21 | 12,635 | 12,816 | |||
Oracle Corp. | 1.900% | 9/15/21 | 53,473 | 53,540 | |||
Oracle Corp. | 2.500% | 5/15/22 | 9,350 | 9,483 | |||
Oracle Corp. | 2.500% | 10/15/22 | 22,810 | 23,188 | |||
Oracle Corp. | 2.625% | 2/15/23 | 8,000 | 8,155 | |||
Oracle Corp. | 2.400% | 9/15/23 | 15,575 | 15,825 | |||
Oracle Corp. | 3.400% | 7/8/24 | 17,000 | 17,934 | |||
Oracle Corp. | 2.950% | 11/15/24 | 32,430 | 33,621 | |||
Oracle Corp. | 2.950% | 5/15/25 | 21,357 | 22,198 | |||
Oracle Corp. | 2.650% | 7/15/26 | 42,460 | 43,343 | |||
Oracle Corp. | 3.250% | 11/15/27 | 5,000 | 5,286 | |||
Oracle Corp. | 3.250% | 5/15/30 | 3,572 | 3,790 | |||
Oracle Corp. | 4.300% | 7/8/34 | 16,640 | 19,428 | |||
Oracle Corp. | 3.900% | 5/15/35 | 2,900 | 3,226 | |||
Oracle Corp. | 3.850% | 7/15/36 | 24,625 | 26,954 | |||
Oracle Corp. | 3.800% | 11/15/37 | 10,000 | 10,890 | |||
Oracle Corp. | 6.125% | 7/8/39 | 5,000 | 6,989 | |||
Oracle Corp. | 5.375% | 7/15/40 | 24,102 | 31,235 | |||
Oracle Corp. | 4.500% | 7/8/44 | 13,000 | 15,331 | |||
Oracle Corp. | 4.125% | 5/15/45 | 20,075 | 22,560 |
132
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Oracle Corp. | 4.000% | 7/15/46 | 25,911 | 28,736 | |||
Oracle Corp. | 4.000% | 11/15/47 | 21,765 | 24,306 | |||
Oracle Corp. | 4.375% | 5/15/55 | 9,550 | 11,292 | |||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 9,000 | 9,051 | |||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 11,500 | 11,612 | |||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 12,800 | 12,969 | |||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 18,160 | 18,197 | |||
QUALCOMM Inc. | 3.000% | 5/20/22 | 17,225 | 17,642 | |||
QUALCOMM Inc. | 2.600% | 1/30/23 | 13,025 | 13,253 | |||
QUALCOMM Inc. | 2.900% | 5/20/24 | 29,415 | 30,309 | |||
QUALCOMM Inc. | 3.450% | 5/20/25 | 11,400 | 12,017 | |||
QUALCOMM Inc. | 3.250% | 5/20/27 | 12,500 | 13,087 | |||
QUALCOMM Inc. | 4.650% | 5/20/35 | 9,700 | 11,477 | |||
QUALCOMM Inc. | 4.800% | 5/20/45 | 12,000 | 14,670 | |||
QUALCOMM Inc. | 4.300% | 5/20/47 | 13,491 | 15,476 | |||
salesforce.com Inc. | 3.250% | 4/11/23 | 8,625 | 8,955 | |||
salesforce.com Inc. | 3.700% | 4/11/28 | 12,050 | 13,212 | |||
Seagate HDD Cayman | 4.250% | 3/1/22 | 3,103 | 3,204 | |||
Seagate HDD Cayman | 4.750% | 6/1/23 | 1,688 | 1,787 | |||
Seagate HDD Cayman | 4.875% | 3/1/24 | 7,350 | 7,819 | |||
Seagate HDD Cayman | 4.750% | 1/1/25 | 4,934 | 5,236 | |||
Seagate HDD Cayman | 4.875% | 6/1/27 | 4,600 | 4,876 | |||
Seagate HDD Cayman | 5.750% | 12/1/34 | 3,825 | 4,026 | |||
Tech Data Corp. | 3.700% | 2/15/22 | 4,350 | 4,439 | |||
Tech Data Corp. | 4.950% | 2/15/27 | 3,900 | 4,015 | |||
Texas Instruments Inc. | 2.750% | 3/12/21 | 4,000 | 4,044 | |||
Texas Instruments Inc. | 1.850% | 5/15/22 | 4,400 | 4,405 | |||
Texas Instruments Inc. | 2.625% | 5/15/24 | 4,222 | 4,326 | |||
Texas Instruments Inc. | 2.900% | 11/3/27 | 4,425 | 4,621 | |||
Texas Instruments Inc. | 2.250% | 9/4/29 | 7,500 | 7,385 | |||
Texas Instruments Inc. | 3.875% | 3/15/39 | 7,000 | 7,869 | |||
Texas Instruments Inc. | 4.150% | 5/15/48 | 12,640 | 14,936 | |||
Total System Services Inc. | 3.800% | 4/1/21 | 6,530 | 6,652 | |||
Total System Services Inc. | 3.750% | 6/1/23 | 5,450 | 5,688 | |||
Total System Services Inc. | 4.000% | 6/1/23 | 4,595 | 4,836 | |||
Total System Services Inc. | 4.800% | 4/1/26 | 6,500 | 7,223 | |||
Total System Services Inc. | 4.450% | 6/1/28 | 2,000 | 2,178 | |||
Trimble Inc. | 4.150% | 6/15/23 | 1,025 | 1,081 | |||
Trimble Inc. | 4.750% | 12/1/24 | 3,826 | 4,145 | |||
Trimble Inc. | 4.900% | 6/15/28 | 4,000 | 4,361 | |||
Tyco Electronics Group SA | 4.875% | 1/15/21 | 3,750 | 3,854 | |||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 3,900 | 4,013 | |||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,425 | 1,485 | |||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 3,100 | 3,270 | |||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 2,950 | 3,024 | |||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 7,145 | 10,499 | |||
Verisk Analytics Inc. | 5.800% | 5/1/21 | 4,410 | 4,617 | |||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 8,500 | 8,886 | |||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 4,950 | 5,323 | |||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 7,090 | 7,736 | |||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 3,500 | 4,312 | |||
VMware Inc. | 2.950% | 8/21/22 | 22,375 | 22,789 | |||
VMware Inc. | 3.900% | 8/21/27 | 13,225 | 13,795 | |||
Xilinx Inc. | 3.000% | 3/15/21 | 9,450 | 9,558 | |||
Xilinx Inc. | 2.950% | 6/1/24 | 6,483 | 6,654 |
133
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Transportation (0.7%) | |||||||
4 | American Airlines 2011-1 Class A Pass Through Trust | 5.250% | 7/31/22 | 2,876 | 2,948 | ||
4 | American Airlines 2013-1 Class A Pass Through Trust | 4.000% | 1/15/27 | 676 | 711 | ||
4 | American Airlines 2013-2 Class A Pass Through Trust | 4.950% | 7/15/24 | 3,054 | 3,194 | ||
4 | American Airlines 2014-1 Class A Pass Through Trust | 3.700% | 4/1/28 | 1,508 | 1,575 | ||
4 | American Airlines 2015-1 Class A Pass Through Trust | 3.375% | 11/1/28 | 5,229 | 5,362 | ||
4 | American Airlines 2015-1 Class B Pass Through Trust | 3.700% | 11/1/24 | 1,016 | 1,028 | ||
4 | American Airlines 2015-2 Class AA Pass Through Trust | 3.600% | 9/22/27 | 876 | 919 | ||
4 | American Airlines 2016-1 Class A Pass Through Trust | 4.100% | 1/15/28 | 1,799 | 1,900 | ||
4 | American Airlines 2016-1 Class AA Pass Through Trust | 3.575% | 1/15/28 | 2,699 | 2,830 | ||
4 | American Airlines 2016-2 Class A Pass Through Trust | 3.650% | 6/15/28 | 3,696 | 3,813 | ||
4 | American Airlines 2016-2 Class AA Pass Through Trust | 3.200% | 12/15/29 | 4,580 | 4,719 | ||
4 | American Airlines 2016-3 Class A Pass Through Trust | 3.250% | 4/15/30 | 1,940 | 1,989 | ||
4 | American Airlines 2016-3 Class AA Pass Through Trust | 3.000% | 10/15/28 | 6,112 | 6,217 | ||
4 | American Airlines 2017-1 Class AA Pass Through Trust | 3.650% | 8/15/30 | 2,454 | 2,570 | ||
4 | American Airlines 2017-1B Class B Pass Through Trust | 4.950% | 2/15/25 | 1,180 | 1,241 | ||
4 | American Airlines 2017-2 Class AA Pass Through Trust | 3.350% | 10/15/29 | 5,053 | 5,150 | ||
4 | American Airlines 2019-1 Class AA Pass Through Trust | 3.150% | 8/15/33 | 2,000 | 2,030 | ||
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 2,540 | 2,598 | |||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 1,025 | 1,048 | |||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 6,360 | 6,525 | |||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 6,190 | 6,361 | |||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 9,785 | 10,390 | |||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 5,983 | 6,387 | |||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 8,460 | 8,943 | |||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 12,300 | 12,798 | |||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 200 | 215 | |||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 13,550 | 14,474 | |||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 1,650 | 2,281 | |||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 14,075 | 19,008 | |||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 4,425 | 5,496 | |||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 4,025 | 5,187 | |||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 3,680 | 4,502 | |||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 5,604 | 6,473 | |||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 9,591 | 11,138 | |||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 10,840 | 12,617 | |||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 6,200 | 7,903 |
134
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 7,380 | 9,132 | |||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 3,305 | 3,940 | |||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 5,790 | 6,654 | |||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 4,800 | 5,847 | |||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 8,700 | 9,522 | |||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 13,150 | 14,857 | |||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 5,915 | 6,665 | |||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 6,070 | 6,928 | |||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 8,685 | 9,006 | |||
Canadian National Railway Co. | 2.850% | 12/15/21 | 13,385 | 13,568 | |||
Canadian National Railway Co. | 2.950% | 11/21/24 | 1,319 | 1,353 | |||
Canadian National Railway Co. | 2.750% | 3/1/26 | 1,800 | 1,837 | |||
Canadian National Railway Co. | 6.900% | 7/15/28 | 300 | 397 | |||
Canadian National Railway Co. | 6.250% | 8/1/34 | 370 | 511 | |||
Canadian National Railway Co. | 6.200% | 6/1/36 | 5,425 | 7,491 | |||
Canadian National Railway Co. | 6.375% | 11/15/37 | 145 | 207 | |||
Canadian National Railway Co. | 3.200% | 8/2/46 | 4,850 | 4,929 | |||
Canadian National Railway Co. | 3.650% | 2/3/48 | 7,560 | 8,248 | |||
Canadian Pacific Railway Co. | 4.500% | 1/15/22 | 3,291 | 3,446 | |||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 4,630 | 4,911 | |||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,625 | 5,761 | |||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 2,031 | 2,816 | |||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 100 | 125 | |||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 11,110 | 14,717 | |||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 100 | 125 | |||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 4,706 | 6,855 | |||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 4,175 | 4,558 | |||
4 | Continental Airlines 2010-1 Class A Pass Through Trust | 4.750% | 7/12/22 | 2,247 | 2,295 | ||
4 | Continental Airlines 2012-1 Class A Pass Through Trust | 4.150% | 10/11/25 | 5,297 | 5,539 | ||
4 | Continental Airlines 2012-2 Class A Pass Through Trust | 4.000% | 4/29/26 | 962 | 1,014 | ||
CSX Corp. | 4.250% | 6/1/21 | 7,340 | 7,527 | |||
CSX Corp. | 3.700% | 11/1/23 | 2,800 | 2,959 | |||
CSX Corp. | 3.350% | 11/1/25 | 3,650 | 3,862 | |||
CSX Corp. | 2.600% | 11/1/26 | 3,400 | 3,450 | |||
CSX Corp. | 3.250% | 6/1/27 | 12,250 | 12,849 | |||
CSX Corp. | 3.800% | 3/1/28 | 13,350 | 14,522 | |||
CSX Corp. | 4.250% | 3/15/29 | 12,000 | 13,473 | |||
CSX Corp. | 2.400% | 2/15/30 | 8,500 | 8,298 | |||
CSX Corp. | 6.000% | 10/1/36 | 150 | 195 | |||
CSX Corp. | 6.150% | 5/1/37 | 4,500 | 5,960 | |||
CSX Corp. | 6.220% | 4/30/40 | 7,279 | 9,874 | |||
CSX Corp. | 5.500% | 4/15/41 | 4,900 | 6,152 | |||
CSX Corp. | 4.750% | 5/30/42 | 2,290 | 2,681 | |||
CSX Corp. | 4.100% | 3/15/44 | 4,625 | 5,020 | |||
CSX Corp. | 3.800% | 11/1/46 | 2,550 | 2,643 | |||
CSX Corp. | 4.300% | 3/1/48 | 9,975 | 11,212 | |||
CSX Corp. | 4.750% | 11/15/48 | 3,000 | 3,626 | |||
CSX Corp. | 4.500% | 3/15/49 | 8,450 | 9,791 | |||
CSX Corp. | 3.350% | 9/15/49 | 10,000 | 9,839 | |||
CSX Corp. | 3.950% | 5/1/50 | 10,930 | 11,793 | |||
CSX Corp. | 4.500% | 8/1/54 | 235 | 269 |
135
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
CSX Corp. | 4.250% | 11/1/66 | 5,875 | 6,279 | |||
CSX Corp. | 4.650% | 3/1/68 | 5,720 | 6,521 | |||
4 | Delta Air Lines 2007-1 Class A Pass Through Trust | 6.821% | 2/10/24 | 5,261 | 5,729 | ||
4 | Delta Air Lines 2015-1 Class AA Pass Through Trust | 3.625% | 7/30/27 | 868 | 916 | ||
4 | Delta Air Lines 2019-1 Class AA Pass Through Trust | 3.204% | 4/25/24 | 4,000 | 4,155 | ||
Delta Air Lines Inc. | 2.600% | 12/4/20 | 5,400 | 5,416 | |||
Delta Air Lines Inc. | 3.400% | 4/19/21 | 4,945 | 5,004 | |||
Delta Air Lines Inc. | 3.625% | 3/15/22 | 6,900 | 7,068 | |||
Delta Air Lines Inc. | 3.800% | 4/19/23 | 7,275 | 7,546 | |||
Delta Air Lines Inc. | 2.900% | 10/28/24 | 7,000 | 7,017 | |||
Delta Air Lines Inc. | 4.375% | 4/19/28 | 6,100 | 6,397 | |||
Delta Air Lines Inc. | 3.750% | 10/28/29 | 2,990 | 2,977 | |||
FedEx Corp. | 2.625% | 8/1/22 | 4,083 | 4,142 | |||
FedEx Corp. | 4.000% | 1/15/24 | 3,250 | 3,474 | |||
FedEx Corp. | 3.200% | 2/1/25 | 3,350 | 3,471 | |||
FedEx Corp. | 3.250% | 4/1/26 | 3,637 | 3,770 | |||
FedEx Corp. | 3.300% | 3/15/27 | 3,550 | 3,647 | |||
FedEx Corp. | 3.400% | 2/15/28 | 10,000 | 10,161 | |||
FedEx Corp. | 4.900% | 1/15/34 | 1,700 | 1,922 | |||
FedEx Corp. | 3.900% | 2/1/35 | 4,100 | 4,140 | |||
FedEx Corp. | 3.875% | 8/1/42 | 275 | 264 | |||
FedEx Corp. | 4.100% | 4/15/43 | 2,275 | 2,224 | |||
FedEx Corp. | 5.100% | 1/15/44 | 7,502 | 8,210 | |||
FedEx Corp. | 4.750% | 11/15/45 | 11,725 | 12,342 | |||
FedEx Corp. | 4.550% | 4/1/46 | 9,610 | 9,821 | |||
FedEx Corp. | 4.400% | 1/15/47 | 8,400 | 8,442 | |||
FedEx Corp. | 4.050% | 2/15/48 | 17,800 | 17,083 | |||
FedEx Corp. | 4.950% | 10/17/48 | 6,400 | 6,955 | |||
FedEx Corp. | 4.500% | 2/1/65 | 785 | 707 | |||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 6,000 | 6,172 | |||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 5,500 | 5,874 | |||
4 | JetBlue 2019-1 Class AA Pass Through Trust | 2.750% | 5/15/32 | 10,000 | 10,077 | ||
Kansas City Southern | 3.000% | 5/15/23 | 13,874 | 14,176 | |||
Kansas City Southern | 2.875% | 11/15/29 | 4,000 | 3,984 | |||
Kansas City Southern | 4.300% | 5/15/43 | 4,140 | 4,502 | |||
Kansas City Southern | 4.950% | 8/15/45 | 10,525 | 12,340 | |||
Kansas City Southern | 4.700% | 5/1/48 | 6,500 | 7,516 | |||
Kirby Corp. | 4.200% | 3/1/28 | 14,217 | 14,986 | |||
4 | Latam Airlines 2015-1 Pass Through Trust A | 4.200% | 8/15/29 | 2,557 | 2,637 | ||
Norfolk Southern Corp. | 3.250% | 12/1/21 | 4,000 | 4,088 | |||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 5,180 | 5,293 | |||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 9,053 | 9,249 | |||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 4,420 | 4,683 | |||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 1,400 | 1,493 | |||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 250 | 257 | |||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 1,345 | 1,766 | |||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 6,000 | 6,249 | |||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 7,630 | 8,372 | |||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 1,840 | 1,827 | |||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 800 | 1,119 | |||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 11,598 | 13,728 |
136
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 2,125 | 2,251 | |||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 5,320 | 6,097 | |||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 4,400 | 5,181 | |||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 2,623 | 2,810 | |||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 2,625 | 2,962 | |||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 3,550 | 3,901 | |||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 1,500 | 1,483 | |||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 12,849 | 14,097 | |||
Norfolk Southern Corp. | 6.000% | 3/15/05 | 1,513 | 1,995 | |||
Norfolk Southern Corp. | 5.100% | 8/1/18 | 6,975 | 8,206 | |||
Ryder System Inc. | 3.500% | 6/1/21 | 5,000 | 5,096 | |||
Ryder System Inc. | 2.250% | 9/1/21 | 350 | 350 | |||
Ryder System Inc. | 2.875% | 6/1/22 | 2,500 | 2,544 | |||
Ryder System Inc. | 3.400% | 3/1/23 | 5,400 | 5,566 | |||
Ryder System Inc. | 3.750% | 6/9/23 | 12,000 | 12,523 | |||
Ryder System Inc. | 3.650% | 3/18/24 | 7,775 | 8,162 | |||
Ryder System Inc. | 2.500% | 9/1/24 | 3,475 | 3,489 | |||
Ryder System Inc. | 2.900% | 12/1/26 | 2,000 | 2,012 | |||
Southwest Airlines Co. | 2.750% | 11/16/22 | 1,000 | 1,014 | |||
Southwest Airlines Co. | 3.000% | 11/15/26 | 3,475 | 3,550 | |||
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,650 | 2,774 | |||
4 | Southwest Airlines Co. 2007-1 Pass Through Trust | 6.150% | 2/1/24 | 1,833 | 1,929 | ||
4 | Spirit Airlines Class A Pass Through Certificates Series 2015-1 | 4.100% | 10/1/29 | 1,989 | 2,072 | ||
Union Pacific Corp. | 4.000% | 2/1/21 | 4,325 | 4,398 | |||
Union Pacific Corp. | 3.200% | 6/8/21 | 5,350 | 5,441 | |||
Union Pacific Corp. | 2.950% | 3/1/22 | 2,700 | 2,758 | |||
Union Pacific Corp. | 4.163% | 7/15/22 | 9,996 | 10,503 | |||
Union Pacific Corp. | 2.750% | 4/15/23 | 7,240 | 7,371 | |||
Union Pacific Corp. | 3.500% | 6/8/23 | 10,025 | 10,490 | |||
Union Pacific Corp. | 3.646% | 2/15/24 | 6,303 | 6,634 | |||
Union Pacific Corp. | 3.150% | 3/1/24 | 4,300 | 4,466 | |||
Union Pacific Corp. | 3.250% | 1/15/25 | 4,200 | 4,378 | |||
Union Pacific Corp. | 3.750% | 7/15/25 | 5,950 | 6,372 | |||
Union Pacific Corp. | 3.250% | 8/15/25 | 4,200 | 4,421 | |||
Union Pacific Corp. | 2.750% | 3/1/26 | 6,929 | 7,076 | |||
Union Pacific Corp. | 3.000% | 4/15/27 | 2,275 | 2,371 | |||
Union Pacific Corp. | 3.950% | 9/10/28 | 12,310 | 13,566 | |||
Union Pacific Corp. | 3.700% | 3/1/29 | 8,275 | 9,010 | |||
Union Pacific Corp. | 3.375% | 2/1/35 | 4,400 | 4,536 | |||
Union Pacific Corp. | 3.600% | 9/15/37 | 8,815 | 9,185 | |||
Union Pacific Corp. | 4.375% | 9/10/38 | 4,500 | 5,133 | |||
Union Pacific Corp. | 4.300% | 6/15/42 | 600 | 668 | |||
Union Pacific Corp. | 4.250% | 4/15/43 | 525 | 582 | |||
Union Pacific Corp. | 4.150% | 1/15/45 | 350 | 384 | |||
Union Pacific Corp. | 4.050% | 11/15/45 | 7,225 | 7,798 | |||
Union Pacific Corp. | 4.050% | 3/1/46 | 3,320 | 3,615 | |||
Union Pacific Corp. | 3.350% | 8/15/46 | 6,900 | 6,740 | |||
Union Pacific Corp. | 4.300% | 3/1/49 | 6,500 | 7,436 | |||
Union Pacific Corp. | 3.799% | 10/1/51 | 16,224 | 17,207 | |||
Union Pacific Corp. | 3.875% | 2/1/55 | 6,335 | 6,629 | |||
Union Pacific Corp. | 3.950% | 8/15/59 | 1,800 | 1,885 | |||
7 | Union Pacific Corp. | 3.839% | 3/20/60 | 21,427 | 21,436 |
137
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Union Pacific Corp. | 4.375% | 11/15/65 | 10,960 | 12,018 | |||
Union Pacific Corp. | 4.100% | 9/15/67 | 6,045 | 6,227 | |||
4 | Union Pacific Railroad Co. 2007-3 Pass Through Trust | 6.176% | 1/2/31 | 340 | 398 | ||
4 | United Airlines 2013-1 Class A Pass Through Trust | 4.300% | 2/15/27 | 1,976 | 2,117 | ||
4 | United Airlines 2014-1 Class A Pass Through Trust | 4.000% | 10/11/27 | 4,187 | 4,427 | ||
4 | United Airlines 2014-2 Class A Pass Through Trust | 3.750% | 3/3/28 | 2,011 | 2,113 | ||
4 | United Airlines 2015-1 Class A Pass Through Trust | 3.700% | 6/1/24 | 1,750 | 1,790 | ||
4 | United Airlines 2015-1 Class AA Pass Through Trust | 3.450% | 12/1/27 | 3,468 | 3,577 | ||
4 | United Airlines 2016-1 Class A Pass Through Trust | 3.450% | 1/7/30 | 2,236 | 2,295 | ||
4 | United Airlines 2016-1 Class AA Pass Through Trust | 3.100% | 7/7/28 | 21,132 | 21,584 | ||
4 | United Airlines 2016-2 Class A Pass Through Trust | 3.100% | 10/7/28 | 1,140 | 1,153 | ||
4 | United Airlines 2016-2 Class AA Pass Through Trust | 2.875% | 10/7/28 | 3,953 | 4,003 | ||
4 | United Airlines 2018-1 Class AA Pass Through Trust | 3.500% | 3/1/30 | 311 | 321 | ||
4 | United Airlines 2019-1 Class AA Pass Through Trust | 4.150% | 8/25/31 | 6,000 | 6,476 | ||
4 | United Airlines 2019-2 Class AA Pass Through Trust | 2.700% | 11/1/33 | 4,500 | 4,497 | ||
United Parcel Service Inc. | 3.125% | 1/15/21 | 7,400 | 7,495 | |||
United Parcel Service Inc. | 2.050% | 4/1/21 | 11,900 | 11,930 | |||
United Parcel Service Inc. | 2.350% | 5/16/22 | 6,000 | 6,067 | |||
United Parcel Service Inc. | 2.450% | 10/1/22 | 14,776 | 15,006 | |||
United Parcel Service Inc. | 2.500% | 4/1/23 | 13,975 | 14,195 | |||
United Parcel Service Inc. | 2.800% | 11/15/24 | 14,050 | 14,489 | |||
United Parcel Service Inc. | 2.400% | 11/15/26 | 10,550 | 10,638 | |||
United Parcel Service Inc. | 3.050% | 11/15/27 | 9,000 | 9,448 | |||
United Parcel Service Inc. | 3.400% | 3/15/29 | 5,050 | 5,407 | |||
United Parcel Service Inc. | 2.500% | 9/1/29 | 4,450 | 4,439 | |||
United Parcel Service Inc. | 6.200% | 1/15/38 | 9,675 | 13,576 | |||
United Parcel Service Inc. | 4.875% | 11/15/40 | 3,825 | 4,647 | |||
United Parcel Service Inc. | 3.625% | 10/1/42 | 2,400 | 2,481 | |||
United Parcel Service Inc. | 3.400% | 11/15/46 | 2,825 | 2,823 | |||
United Parcel Service Inc. | 3.750% | 11/15/47 | 9,105 | 9,763 | |||
United Parcel Service Inc. | 4.250% | 3/15/49 | 7,345 | 8,495 | |||
United Parcel Service of America Inc. | 8.375% | 4/1/30 | 500 | 705 | |||
31,677,172 | |||||||
Utilities (1.9%) | |||||||
Electric (1.7%) | |||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 2,400 | 2,417 | |||
AEP Texas Inc. | 3.950% | 6/1/28 | 4,275 | 4,655 | |||
AEP Texas Inc. | 3.800% | 10/1/47 | 3,000 | 3,138 | |||
AEP Texas Inc. | 3.450% | 1/15/50 | 6,635 | 6,629 | |||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 3,721 | 4,106 | |||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 12,250 | 13,127 |
138
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 4,350 | 4,988 | |||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 2,925 | 3,131 | |||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 2,985 | 2,891 | |||
Alabama Power Co. | 2.450% | 3/30/22 | 6,500 | 6,581 | |||
Alabama Power Co. | 3.550% | 12/1/23 | 8,800 | 9,270 | |||
Alabama Power Co. | 6.125% | 5/15/38 | 900 | 1,214 | |||
Alabama Power Co. | 6.000% | 3/1/39 | 2,290 | 3,176 | |||
Alabama Power Co. | 3.850% | 12/1/42 | 1,850 | 1,967 | |||
Alabama Power Co. | 4.150% | 8/15/44 | 4,900 | 5,444 | |||
Alabama Power Co. | 3.750% | 3/1/45 | 6,115 | 6,413 | |||
Alabama Power Co. | 4.300% | 1/2/46 | 9,950 | 11,324 | |||
Alabama Power Co. | 3.700% | 12/1/47 | 4,475 | 4,688 | |||
Alabama Power Co. | 4.300% | 7/15/48 | 5,425 | 6,250 | |||
Alabama Power Co. | 3.450% | 10/1/49 | 3,000 | 3,070 | |||
Ameren Corp. | 3.650% | 2/15/26 | 2,775 | 2,901 | |||
Ameren Illinois Co. | 2.700% | 9/1/22 | 3,170 | 3,225 | |||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,020 | 2,112 | |||
Ameren Illinois Co. | 3.800% | 5/15/28 | 4,850 | 5,285 | |||
Ameren Illinois Co. | 4.150% | 3/15/46 | 775 | 881 | |||
Ameren Illinois Co. | 3.700% | 12/1/47 | 7,675 | 8,132 | |||
Ameren Illinois Co. | 4.500% | 3/15/49 | 4,000 | 4,912 | |||
Ameren Illinois Co. | 3.250% | 3/15/50 | 3,155 | 3,186 | |||
American Electric Power Co. Inc. | 3.650% | 12/1/21 | 3,000 | 3,092 | |||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 4,350 | 4,456 | |||
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 5,000 | 5,541 | |||
Appalachian Power Co. | 4.600% | 3/30/21 | 13,750 | 14,112 | |||
Appalachian Power Co. | 7.000% | 4/1/38 | 1,880 | 2,633 | |||
Appalachian Power Co. | 4.400% | 5/15/44 | 6,295 | 7,076 | |||
Appalachian Power Co. | 4.450% | 6/1/45 | 2,100 | 2,402 | |||
Appalachian Power Co. | 4.500% | 3/1/49 | 8,420 | 9,765 | |||
Arizona Public Service Co. | 3.150% | 5/15/25 | 2,265 | 2,348 | |||
Arizona Public Service Co. | 2.950% | 9/15/27 | 5,300 | 5,425 | |||
Arizona Public Service Co. | 4.500% | 4/1/42 | 4,875 | 5,608 | |||
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,600 | 1,814 | |||
Arizona Public Service Co. | 3.750% | 5/15/46 | 7,350 | 7,643 | |||
Arizona Public Service Co. | 4.200% | 8/15/48 | 2,000 | 2,223 | |||
Arizona Public Service Co. | 4.250% | 3/1/49 | 3,000 | 3,386 | |||
Arizona Public Service Co. | 3.500% | 12/1/49 | 2,760 | 2,766 | |||
Avangrid Inc. | 3.150% | 12/1/24 | 5,495 | 5,664 | |||
Avangrid Inc. | 3.800% | 6/1/29 | 9,400 | 9,942 | |||
Avista Corp. | 4.350% | 6/1/48 | 3,200 | 3,619 | |||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 4,825 | 4,953 | |||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 3,150 | 3,267 | |||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 8,600 | 8,626 | |||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 1,551 | 2,137 | |||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 4,000 | 4,084 | |||
Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 2,325 | 2,479 | |||
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 4,450 | 5,151 | |||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 3,420 | 3,346 | |||
Berkshire Hathaway Energy Co. | 2.375% | 1/15/21 | 5,975 | 5,994 | |||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 6,725 | 6,858 | |||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 7,161 | 7,558 | |||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,975 | 8,411 | |||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 775 | 809 |
139
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 12,525 | 17,238 | |||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 3,292 | 4,447 | |||
Berkshire Hathaway Energy Co. | 6.500% | 9/15/37 | 7,055 | 9,774 | |||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 7,275 | 9,141 | |||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 6,175 | 7,268 | |||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 3,360 | 3,561 | |||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 6,975 | 8,175 | |||
Black Hills Corp. | 4.250% | 11/30/23 | 2,140 | 2,270 | |||
Black Hills Corp. | 3.950% | 1/15/26 | 4,300 | 4,531 | |||
Black Hills Corp. | 3.150% | 1/15/27 | 3,375 | 3,403 | |||
Black Hills Corp. | 3.050% | 10/15/29 | 2,905 | 2,903 | |||
Black Hills Corp. | 4.350% | 5/1/33 | 4,745 | 5,198 | |||
Black Hills Corp. | 4.200% | 9/15/46 | 3,200 | 3,329 | |||
Black Hills Corp. | 3.875% | 10/15/49 | 1,865 | 1,864 | |||
CenterPoint Energy Houston Electric LLC | 1.850% | 6/1/21 | 5,800 | 5,800 | |||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 700 | 703 | |||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 9,900 | 9,754 | |||
CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 2,000 | 2,037 | |||
CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 100 | 141 | |||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 4,950 | 5,104 | |||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 450 | 532 | |||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 3,775 | 4,187 | |||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 3,050 | 3,572 | |||
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 2,400 | 2,457 | |||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 8,525 | 8,587 | |||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 11,850 | 12,440 | |||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 2,500 | 2,502 | |||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 3,700 | 3,982 | |||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 2,980 | 2,930 | |||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 2,075 | 2,044 | |||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,100 | 6,299 | |||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 2,975 | 3,296 | |||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 2,275 | 2,595 | |||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 3,270 | 4,082 | |||
CMS Energy Corp. | 5.050% | 3/15/22 | 50 | 53 | |||
CMS Energy Corp. | 3.000% | 5/15/26 | 6,550 | 6,656 | |||
CMS Energy Corp. | 3.450% | 8/15/27 | 2,975 | 3,105 | |||
CMS Energy Corp. | 4.875% | 3/1/44 | 6,955 | 8,279 | |||
Commonwealth Edison Co. | 3.400% | 9/1/21 | 2,100 | 2,148 | |||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 2,625 | 2,646 | |||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,000 | 3,083 | |||
Commonwealth Edison Co. | 3.700% | 8/15/28 | 11,073 | 12,014 | |||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 3,895 | 5,159 | |||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 3,770 | 5,356 | |||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 4,450 | 4,773 | |||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 2,500 | 2,970 | |||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 4,650 | 4,942 | |||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 2,925 | 3,396 | |||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 8,525 | 8,942 | |||
Commonwealth Edison Co. | 3.750% | 8/15/47 | 4,800 | 5,181 | |||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 5,900 | 6,635 | |||
Commonwealth Edison Co. | 3.200% | 11/15/49 | 7,525 | 7,469 | |||
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 10,748 | 10,879 | |||
Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,200 | 5,455 |
140
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 5,130 | 6,022 | |||
Connecticut Light & Power Co. | 4.150% | 6/1/45 | 2,650 | 3,061 | |||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 8,355 | 9,573 | |||
Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 3,175 | 3,297 | |||
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 2,100 | 2,575 | |||
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 9,690 | 12,601 | |||
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,653 | 2,221 | |||
Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 740 | 1,018 | |||
Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 525 | 750 | |||
Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 4,525 | 5,861 | |||
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 5,460 | 7,149 | |||
Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 118 | 131 | |||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 5,548 | 5,996 | |||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 15,120 | 17,408 | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 3,232 | 3,770 | |||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 7,500 | 8,046 | |||
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 10,025 | 10,816 | |||
Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 6,000 | 6,783 | |||
Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 7,430 | 8,358 | |||
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 2,800 | 2,953 | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 6,875 | 7,952 | |||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 1,500 | 1,545 | |||
Consolidated Edison Inc. | 2.000% | 5/15/21 | 7,675 | 7,672 | |||
Consumers Energy Co. | 2.850% | 5/15/22 | 3,441 | 3,514 | |||
Consumers Energy Co. | 3.375% | 8/15/23 | 925 | 965 | |||
Consumers Energy Co. | 3.800% | 11/15/28 | 3,000 | 3,309 | |||
Consumers Energy Co. | 3.950% | 5/15/43 | 4,150 | 4,595 | |||
Consumers Energy Co. | 3.250% | 8/15/46 | 3,275 | 3,253 | |||
Consumers Energy Co. | 3.950% | 7/15/47 | 2,900 | 3,257 | |||
Consumers Energy Co. | 4.050% | 5/15/48 | 4,870 | 5,575 | |||
Consumers Energy Co. | 4.350% | 4/15/49 | 2,400 | 2,898 | |||
Consumers Energy Co. | 3.100% | 8/15/50 | 3,300 | 3,307 | |||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 2,175 | 2,278 | |||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 5,625 | 6,284 | |||
Dominion Energy Inc. | 2.000% | 8/15/21 | 5,100 | 5,093 | |||
Dominion Energy Inc. | 2.715% | 8/15/21 | 2,000 | 2,015 | |||
Dominion Energy Inc. | 2.750% | 1/15/22 | 3,825 | 3,872 | |||
Dominion Energy Inc. | 2.750% | 9/15/22 | 450 | 455 | |||
Dominion Energy Inc. | 3.071% | 8/15/24 | 2,000 | 2,034 | |||
Dominion Energy Inc. | 3.900% | 10/1/25 | 3,550 | 3,778 | |||
Dominion Energy Inc. | 2.850% | 8/15/26 | 5,650 | 5,694 | |||
Dominion Energy Inc. | 4.250% | 6/1/28 | 3,850 | 4,239 | |||
Dominion Energy Inc. | 6.300% | 3/15/33 | 2,675 | 3,478 | |||
Dominion Energy Inc. | 5.950% | 6/15/35 | 6,275 | 7,916 | |||
Dominion Energy Inc. | 7.000% | 6/15/38 | 3,550 | 4,907 | |||
Dominion Energy Inc. | 4.900% | 8/1/41 | 5,935 | 6,891 | |||
Dominion Energy Inc. | 4.050% | 9/15/42 | 3,947 | 4,133 | |||
Dominion Energy Inc. | 4.700% | 12/1/44 | 2,375 | 2,729 | |||
Dominion Energy Inc. | 4.600% | 3/15/49 | 9,000 | 10,448 | |||
4 | Dominion Energy Inc. | 5.750% | 10/1/54 | 625 | 673 | ||
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 2,525 | 3,404 | |||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 7,692 | 10,347 | |||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,525 | 1,966 | |||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 5,458 | 6,434 |
141
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 3,800 | 4,936 | |||
DTE Electric Co. | 3.650% | 3/15/24 | 5,485 | 5,791 | |||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 158 | |||
DTE Electric Co. | 4.000% | 4/1/43 | 1,971 | 2,194 | |||
DTE Electric Co. | 3.700% | 3/15/45 | 4,250 | 4,562 | |||
DTE Electric Co. | 3.700% | 6/1/46 | 4,500 | 4,833 | |||
DTE Electric Co. | 3.750% | 8/15/47 | 5,650 | 6,145 | |||
DTE Electric Co. | 3.950% | 3/1/49 | 8,800 | 10,052 | |||
DTE Energy Co. | 2.600% | 6/15/22 | 2,000 | 2,010 | |||
DTE Energy Co. | 3.300% | 6/15/22 | 3,100 | 3,170 | |||
DTE Energy Co. | 2.250% | 11/1/22 | 3,290 | 3,291 | |||
DTE Energy Co. | 3.700% | 8/1/23 | 5,325 | 5,543 | |||
DTE Energy Co. | 3.500% | 6/1/24 | 13,900 | 14,480 | |||
DTE Energy Co. | 2.850% | 10/1/26 | 22,200 | 22,229 | |||
DTE Energy Co. | 3.800% | 3/15/27 | 15,450 | 16,286 | |||
DTE Energy Co. | 3.400% | 6/15/29 | 2,000 | 2,039 | |||
DTE Energy Co. | 2.950% | 3/1/30 | 2,625 | 2,597 | |||
DTE Energy Co. | 6.375% | 4/15/33 | 975 | 1,271 | |||
Duke Energy Carolinas LLC | 3.900% | 6/15/21 | 8,718 | 8,933 | |||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 225 | 228 | |||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 9,000 | 9,266 | |||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 625 | 644 | |||
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 3,694 | 4,598 | |||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 925 | 917 | |||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 6,575 | 8,969 | |||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 5,525 | 7,483 | |||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 3,975 | 5,335 | |||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 3,675 | 5,042 | |||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 7,515 | 9,674 | |||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 6,825 | 7,772 | |||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 5,970 | 6,575 | |||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 7,140 | 7,621 | |||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 7,524 | 8,336 | |||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 8,055 | 8,620 | |||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 3,100 | 3,426 | |||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 505 | 498 | |||
Duke Energy Corp. | 3.550% | 9/15/21 | 100 | 102 | |||
Duke Energy Corp. | 2.400% | 8/15/22 | 11,385 | 11,469 | |||
Duke Energy Corp. | 3.050% | 8/15/22 | 5,090 | 5,204 | |||
Duke Energy Corp. | 3.950% | 10/15/23 | 3,850 | 4,070 | |||
Duke Energy Corp. | 3.750% | 4/15/24 | 7,025 | 7,444 | |||
Duke Energy Corp. | 2.650% | 9/1/26 | 13,230 | 13,228 | |||
Duke Energy Corp. | 3.150% | 8/15/27 | 9,875 | 10,135 | |||
Duke Energy Corp. | 4.800% | 12/15/45 | 6,466 | 7,635 | |||
Duke Energy Corp. | 3.750% | 9/1/46 | 14,762 | 15,078 | |||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,390 | 1,520 | |||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 10,425 | 10,845 | |||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 4,825 | 5,250 | |||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 7,000 | 6,981 | |||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 775 | 1,075 | |||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 4,975 | 7,077 | |||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 4,100 | 5,386 | |||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 5,465 | 5,533 | |||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 3,550 | 4,082 |
142
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
4 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 1,800 | 1,789 | ||
4 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 3,591 | 3,570 | ||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 2,740 | 3,609 | |||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 3,725 | 5,232 | |||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 200 | 284 | |||
Duke Energy Indiana LLC | 4.900% | 7/15/43 | 3,060 | 3,783 | |||
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 14,840 | 15,802 | |||
Duke Energy Indiana LLC | 3.250% | 10/1/49 | 5,500 | 5,514 | |||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 100 | 106 | |||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 9,475 | 10,280 | |||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 3,275 | 3,452 | |||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 4,000 | 4,666 | |||
Duke Energy Progress LLC | 3.000% | 9/15/21 | 5,706 | 5,810 | |||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 10,695 | 10,892 | |||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 1,625 | 1,697 | |||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 3,050 | 3,201 | |||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 5,625 | 6,136 | |||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 13,275 | 14,215 | |||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 4,220 | 5,825 | |||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 3,925 | 4,360 | |||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 4,970 | 5,534 | |||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 10,150 | 11,777 | |||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 5,425 | 6,077 | |||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 2,350 | 2,657 | |||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 3,500 | 3,686 | |||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 1,025 | 1,067 | |||
Edison International | 2.400% | 9/15/22 | 6,200 | 6,154 | |||
Edison International | 2.950% | 3/15/23 | 7,875 | 7,865 | |||
Edison International | 5.750% | 6/15/27 | 1,000 | 1,120 | |||
El Paso Electric Co. | 6.000% | 5/15/35 | 800 | 979 | |||
El Paso Electric Co. | 5.000% | 12/1/44 | 3,200 | 3,747 | |||
Emera US Finance LP | 2.700% | 6/15/21 | 4,975 | 5,013 | |||
Emera US Finance LP | 3.550% | 6/15/26 | 11,555 | 11,980 | |||
Emera US Finance LP | 4.750% | 6/15/46 | 11,075 | 12,783 | |||
Enel Americas SA | 4.000% | 10/25/26 | 4,115 | 4,253 | |||
Enel Chile SA | 4.875% | 6/12/28 | 7,075 | 7,841 | |||
Entergy Arkansas Inc. | 3.750% | 2/15/21 | 3,350 | 3,405 | |||
Entergy Arkansas Inc. | 3.700% | 6/1/24 | 100 | 106 | |||
Entergy Arkansas Inc. | 3.500% | 4/1/26 | 4,125 | 4,337 | |||
Entergy Corp. | 4.000% | 7/15/22 | 6,075 | 6,324 | |||
Entergy Corp. | 2.950% | 9/1/26 | 6,850 | 6,946 | |||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,130 | 2,441 | |||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 5,650 | 6,008 | |||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 3,077 | 3,514 | |||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 5,625 | 5,584 | |||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 4,600 | 4,754 | |||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 3,700 | 3,865 | |||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 13,505 | 13,807 | |||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 9,845 | 11,051 | |||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 5,250 | 5,655 | |||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 3,875 | 4,470 | |||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 5,550 | 6,444 | |||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 8,225 | 8,344 | |||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 4,450 | 4,831 |
143
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 7,585 | 7,731 | |||
Evergy Inc. | 2.900% | 9/15/29 | 4,500 | 4,472 | |||
Eversource Energy | 2.500% | 3/15/21 | 2,000 | 2,011 | |||
Eversource Energy | 2.750% | 3/15/22 | 3,425 | 3,471 | |||
Eversource Energy | 3.800% | 12/1/23 | 3,500 | 3,661 | |||
Eversource Energy | 2.900% | 10/1/24 | 4,151 | 4,233 | |||
Eversource Energy | 3.300% | 1/15/28 | 8,750 | 9,020 | |||
Eversource Energy | 4.250% | 4/1/29 | 8,105 | 8,951 | |||
Exelon Corp. | 5.150% | 12/1/20 | 4,405 | 4,493 | |||
Exelon Corp. | 2.450% | 4/15/21 | 1,000 | 1,005 | |||
Exelon Corp. | 3.497% | 6/1/22 | 7,925 | 8,130 | |||
Exelon Corp. | 3.950% | 6/15/25 | 18,790 | 20,203 | |||
Exelon Corp. | 3.400% | 4/15/26 | 7,075 | 7,377 | |||
Exelon Corp. | 4.950% | 6/15/35 | 5,700 | 6,570 | |||
Exelon Corp. | 5.625% | 6/15/35 | 3,775 | 4,659 | |||
Exelon Corp. | 5.100% | 6/15/45 | 1,925 | 2,304 | |||
Exelon Corp. | 4.450% | 4/15/46 | 7,025 | 7,925 | |||
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 6,400 | 6,552 | |||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 4,225 | 4,416 | |||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 4,780 | 5,773 | |||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 7,500 | 8,629 | |||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 9,448 | 10,542 | |||
FirstEnergy Corp. | 2.850% | 7/15/22 | 5,476 | 5,558 | |||
FirstEnergy Corp. | 4.250% | 3/15/23 | 4,450 | 4,691 | |||
FirstEnergy Corp. | 3.900% | 7/15/27 | 15,075 | 16,087 | |||
FirstEnergy Corp. | 7.375% | 11/15/31 | 14,122 | 19,860 | |||
FirstEnergy Corp. | 4.850% | 7/15/47 | 15,784 | 18,737 | |||
Florida Power & Light Co. | 2.750% | 6/1/23 | 2,400 | 2,453 | |||
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,800 | 2,922 | |||
Florida Power & Light Co. | 5.625% | 4/1/34 | 1,450 | 1,901 | |||
Florida Power & Light Co. | 5.650% | 2/1/37 | 3,379 | 4,512 | |||
Florida Power & Light Co. | 5.950% | 2/1/38 | 3,250 | 4,448 | |||
Florida Power & Light Co. | 5.960% | 4/1/39 | 9,900 | 13,929 | |||
Florida Power & Light Co. | 5.250% | 2/1/41 | 975 | 1,258 | |||
Florida Power & Light Co. | 4.125% | 2/1/42 | 5,425 | 6,158 | |||
Florida Power & Light Co. | 4.050% | 6/1/42 | 4,600 | 5,179 | |||
Florida Power & Light Co. | 3.800% | 12/15/42 | 5,335 | 5,863 | |||
Florida Power & Light Co. | 4.050% | 10/1/44 | 2,973 | 3,403 | |||
Florida Power & Light Co. | 3.950% | 3/1/48 | 7,745 | 8,757 | |||
Florida Power & Light Co. | 4.125% | 6/1/48 | 10,000 | 11,605 | |||
Florida Power & Light Co. | 3.990% | 3/1/49 | 7,155 | 8,159 | |||
Florida Power & Light Co. | 3.150% | 10/1/49 | 7,425 | 7,398 | |||
Fortis Inc. | 3.055% | 10/4/26 | 17,673 | 18,015 | |||
Georgia Power Co. | 2.400% | 4/1/21 | 2,150 | 2,158 | |||
Georgia Power Co. | 2.850% | 5/15/22 | 1,900 | 1,933 | |||
Georgia Power Co. | 3.250% | 4/1/26 | 8,250 | 8,529 | |||
Georgia Power Co. | 3.250% | 3/30/27 | 3,500 | 3,599 | |||
Georgia Power Co. | 4.750% | 9/1/40 | 4,625 | 5,236 | |||
Georgia Power Co. | 4.300% | 3/15/42 | 9,115 | 9,867 | |||
Georgia Power Co. | 4.300% | 3/15/43 | 6,480 | 6,988 | |||
Gulf Power Co. | 3.300% | 5/30/27 | 2,325 | 2,428 | |||
Iberdrola International BV | 6.750% | 7/15/36 | 3,735 | 5,163 | |||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 3,000 | 3,248 | |||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 3,135 | 4,119 |
144
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Indiana Michigan Power Co. | 4.550% | 3/15/46 | 2,995 | 3,487 | |||
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 5,100 | 5,330 | |||
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 5,725 | 6,509 | |||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 5,730 | 5,972 | |||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 4,570 | 4,990 | |||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 8,774 | 9,320 | |||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 2,475 | 3,253 | |||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 2,925 | 2,983 | |||
ITC Holdings Corp. | 2.700% | 11/15/22 | 4,445 | 4,499 | |||
ITC Holdings Corp. | 3.650% | 6/15/24 | 3,589 | 3,749 | |||
ITC Holdings Corp. | 3.250% | 6/30/26 | 1,865 | 1,921 | |||
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,485 | 6,745 | |||
ITC Holdings Corp. | 5.300% | 7/1/43 | 5,431 | 6,623 | |||
4 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,772 | 3,224 | ||
Kansas City Power & Light Co. | 3.150% | 3/15/23 | 2,600 | 2,671 | |||
Kansas City Power & Light Co. | 5.300% | 10/1/41 | 4,795 | 6,051 | |||
Kansas City Power & Light Co. | 4.200% | 6/15/47 | 5,500 | 6,311 | |||
Kansas City Power & Light Co. | 4.200% | 3/15/48 | 5,025 | 5,770 | |||
Kentucky Utilities Co. | 3.250% | 11/1/20 | 4,895 | 4,928 | |||
Kentucky Utilities Co. | 5.125% | 11/1/40 | 4,680 | 5,822 | |||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 4,900 | 5,670 | |||
LG&E & KU Energy LLC | 3.750% | 11/15/20 | 1,600 | 1,615 | |||
Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 2,400 | 2,509 | |||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 14,500 | 16,526 | |||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,000 | 10,608 | |||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 3,050 | 3,168 | |||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 6,100 | 6,650 | |||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 4,050 | 5,640 | |||
MidAmerican Energy Co. | 5.750% | 11/1/35 | 1,575 | 2,069 | |||
MidAmerican Energy Co. | 5.800% | 10/15/36 | 2,925 | 3,849 | |||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 2,385 | 2,915 | |||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 3,550 | 4,168 | |||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 3,605 | 4,257 | |||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 1,500 | 1,663 | |||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 6,575 | 7,089 | |||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 6,405 | 7,678 | |||
Mississippi Power Co. | 4.250% | 3/15/42 | 4,400 | 4,689 | |||
National Rural Utilities Cooperative Finance Corp. | 2.300% | 11/1/20 | 4,004 | 4,016 | |||
National Rural Utilities Cooperative Finance Corp. | 2.900% | 3/15/21 | 2,475 | 2,503 | |||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 6,510 | 6,644 | |||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 8,500 | 8,590 | |||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 3,050 | 3,109 | |||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 3,350 | 3,522 | |||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 6,200 | 6,394 | |||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 4,500 | 4,630 |
145
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 | 2,225 | |||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 6,175 | 6,556 | |||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 3,000 | 3,265 | |||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 5,730 | 6,250 | |||
National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,513 | 2,233 | |||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 10,452 | 11,780 | |||
4 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 50 | 52 | ||
4 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 2,900 | 3,072 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 8,666 | 10,317 | |||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 5,200 | 6,169 | |||
Nevada Power Co. | 3.700% | 5/1/29 | 5,575 | 6,017 | |||
Nevada Power Co. | 6.650% | 4/1/36 | 965 | 1,322 | |||
Nevada Power Co. | 6.750% | 7/1/37 | 1,475 | 2,082 | |||
NextEra Energy Capital Holdings Inc. | 4.500% | 6/1/21 | 1,835 | 1,885 | |||
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 3,500 | 3,557 | |||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 12,780 | 12,969 | |||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 2,935 | 3,026 | |||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 1,100 | 1,144 | |||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 11,735 | 12,434 | |||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 18,195 | 19,239 | |||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 4,000 | 3,995 | |||
4 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 4,940 | 5,051 | ||
4 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,100 | 3,445 | ||
Northern States Power Co. | 2.150% | 8/15/22 | 75 | 75 | |||
Northern States Power Co. | 2.600% | 5/15/23 | 1,280 | 1,299 | |||
Northern States Power Co. | 6.250% | 6/1/36 | 840 | 1,153 | |||
Northern States Power Co. | 6.200% | 7/1/37 | 2,205 | 3,050 | |||
Northern States Power Co. | 5.350% | 11/1/39 | 3,295 | 4,290 | |||
Northern States Power Co. | 3.400% | 8/15/42 | 2,645 | 2,748 | |||
Northern States Power Co. | 4.000% | 8/15/45 | 1,200 | 1,331 | |||
Northern States Power Co. | 3.600% | 5/15/46 | 3,075 | 3,244 | |||
Northern States Power Co. | 3.600% | 9/15/47 | 1,000 | 1,056 | |||
Northern States Power Co. | 2.900% | 3/1/50 | 2,225 | 2,122 | |||
NorthWestern Corp. | 4.176% | 11/15/44 | 2,425 | 2,666 | |||
NSTAR Electric Co. | 2.375% | 10/15/22 | 5,475 | 5,528 | |||
NSTAR Electric Co. | 3.200% | 5/15/27 | 6,000 | 6,265 | |||
NSTAR Electric Co. | 3.250% | 5/15/29 | 1,430 | 1,492 | |||
NSTAR Electric Co. | 5.500% | 3/15/40 | 4,605 | 5,877 | |||
NV Energy Inc. | 6.250% | 11/15/20 | 9,310 | 9,644 | |||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 500 | 624 | |||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 6,720 | 8,104 | |||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 2,355 | 2,821 | |||
Ohio Edison Co. | 6.875% | 7/15/36 | 4,180 | 5,832 | |||
Ohio Power Co. | 5.375% | 10/1/21 | 5,975 | 6,329 |
146
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Ohio Power Co. | 4.000% | 6/1/49 | 4,118 | 4,626 | |||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,500 | 3,779 | |||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 2,215 | 2,394 | |||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 3,475 | 3,602 | |||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 3,615 | 3,772 | |||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 5,000 | 5,080 | |||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 2,975 | 3,071 | |||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 1,000 | 1,091 | |||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 2,560 | 3,195 | |||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 4,420 | 6,277 | |||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 150 | 218 | |||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 2,780 | 4,356 | |||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 3,500 | 4,465 | |||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 7,725 | 9,104 | |||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 3,825 | 4,959 | |||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 4,893 | 5,320 | |||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 2,650 | 2,916 | |||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 4,185 | 4,852 | |||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 7,545 | 8,253 | |||
Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 5,000 | 4,947 | |||
PacifiCorp | 2.950% | 2/1/22 | 5,875 | 5,986 | |||
PacifiCorp | 2.950% | 6/1/23 | 4,807 | 4,925 | |||
PacifiCorp | 3.600% | 4/1/24 | 4,910 | 5,172 | |||
PacifiCorp | 3.500% | 6/15/29 | 6,500 | 7,000 | |||
PacifiCorp | 7.700% | 11/15/31 | 985 | 1,448 | |||
PacifiCorp | 5.250% | 6/15/35 | 2,875 | 3,542 | |||
PacifiCorp | 6.100% | 8/1/36 | 2,800 | 3,761 | |||
PacifiCorp | 5.750% | 4/1/37 | 5,100 | 6,662 | |||
PacifiCorp | 6.250% | 10/15/37 | 3,485 | 4,880 | |||
PacifiCorp | 6.350% | 7/15/38 | 2,650 | 3,719 | |||
PacifiCorp | 6.000% | 1/15/39 | 360 | 490 | |||
PacifiCorp | 4.100% | 2/1/42 | 10,445 | 11,579 | |||
PacifiCorp | 4.125% | 1/15/49 | 21,136 | 24,081 | |||
PacifiCorp | 4.150% | 2/15/50 | 22,750 | 26,095 | |||
PECO Energy Co. | 2.375% | 9/15/22 | 6,354 | 6,425 | |||
PECO Energy Co. | 5.950% | 10/1/36 | 3,900 | 5,264 | |||
PECO Energy Co. | 4.150% | 10/1/44 | 2,040 | 2,291 | |||
PECO Energy Co. | 3.900% | 3/1/48 | 4,050 | 4,486 | |||
PECO Energy Co. | 3.000% | 9/15/49 | 5,040 | 4,796 | |||
Pinnacle West Capital Corp. | 2.250% | 11/30/20 | 3,200 | 3,208 | |||
PNM Resources Inc. | 3.250% | 3/9/21 | 2,290 | 2,317 | |||
Potomac Electric Power Co. | 3.600% | 3/15/24 | 6,983 | 7,347 | |||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 4,118 | 5,817 | |||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 4,200 | 4,711 | |||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 6,646 | 6,928 | |||
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 415 | 428 | |||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 11,120 | 11,424 | |||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 275 | 289 | |||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 6,500 | 6,616 | |||
PPL Capital Funding Inc. | 4.700% | 6/1/43 | 10,630 | 11,775 | |||
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 5,749 | 6,596 | |||
PPL Capital Funding Inc. | 4.000% | 9/15/47 | 4,725 | 4,806 | |||
PPL Electric Utilities Corp. | 3.000% | 9/15/21 | 3,055 | 3,107 | |||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 2,275 | 3,176 |
147
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 1,825 | 2,040 | |||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 3,530 | 3,969 | |||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 4,450 | 4,877 | |||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 2,795 | 3,194 | |||
Progress Energy Inc. | 4.400% | 1/15/21 | 7,617 | 7,746 | |||
Progress Energy Inc. | 3.150% | 4/1/22 | 12,800 | 13,056 | |||
Progress Energy Inc. | 7.750% | 3/1/31 | 250 | 349 | |||
Progress Energy Inc. | 7.000% | 10/30/31 | 3,650 | 4,921 | |||
Progress Energy Inc. | 6.000% | 12/1/39 | 6,382 | 8,279 | |||
PSEG Power LLC | 3.000% | 6/15/21 | 1,675 | 1,695 | |||
PSEG Power LLC | 3.850% | 6/1/23 | 11,050 | 11,572 | |||
PSEG Power LLC | 8.625% | 4/15/31 | 3,295 | 4,587 | |||
Public Service Co. of Colorado | 3.200% | 11/15/20 | 6,175 | 6,203 | |||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 4,245 | 4,607 | |||
Public Service Co. of Colorado | 6.500% | 8/1/38 | 75 | 108 | |||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 1,116 | 1,172 | |||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 5,475 | 6,374 | |||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 3,695 | 4,202 | |||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 4,000 | 4,558 | |||
Public Service Co. of Colorado | 3.200% | 3/1/50 | 3,800 | 3,753 | |||
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 875 | 917 | |||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 2,900 | 3,063 | |||
Public Service Electric & Gas Co. | 1.900% | 3/15/21 | 6,575 | 6,588 | |||
Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 3,175 | 3,210 | |||
Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 1,170 | 1,213 | |||
Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 3,055 | 3,014 | |||
Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 3,000 | 3,097 | |||
Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 7,230 | 7,630 | |||
Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 875 | 1,157 | |||
Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 4,295 | 4,742 | |||
Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 650 | 687 | |||
Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 9,100 | 9,911 | |||
Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 2,175 | 2,331 | |||
Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 6,000 | 6,672 | |||
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 4,775 | 4,848 | |||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 3,000 | 3,056 | |||
Puget Energy Inc. | 6.500% | 12/15/20 | 5,369 | 5,589 | |||
Puget Energy Inc. | 6.000% | 9/1/21 | 3,825 | 4,054 | |||
Puget Energy Inc. | 5.625% | 7/15/22 | 9,501 | 10,189 | |||
Puget Energy Inc. | 3.650% | 5/15/25 | 6,730 | 6,977 | |||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,840 | 5,184 | |||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 5,540 | 7,341 | |||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,510 | 2,014 | |||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 925 | 1,197 | |||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 7,605 | 8,771 | |||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 5,225 | 5,927 | |||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 2,720 | 2,712 | |||
San Diego Gas & Electric Co. | 3.000% | 8/15/21 | 1,335 | 1,353 | |||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 2,461 | 3,153 | |||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 3,970 | 4,395 | |||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 10,000 | 10,205 | |||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 5,150 | 5,637 | |||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 3,175 | 3,192 | |||
Southern California Edison Co. | 2.900% | 3/1/21 | 10,000 | 10,105 |
148
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Southern California Edison Co. | 3.875% | 6/1/21 | 3,814 | 3,894 | |||
4 | Southern California Edison Co. | 1.845% | 2/1/22 | 1,250 | 1,234 | ||
Southern California Edison Co. | 2.400% | 2/1/22 | 2,650 | 2,663 | |||
Southern California Edison Co. | 3.400% | 6/1/23 | 6,250 | 6,444 | |||
Southern California Edison Co. | 3.500% | 10/1/23 | 10,600 | 11,025 | |||
Southern California Edison Co. | 3.700% | 8/1/25 | 2,075 | 2,193 | |||
Southern California Edison Co. | 3.650% | 3/1/28 | 3,875 | 4,152 | |||
Southern California Edison Co. | 4.200% | 3/1/29 | 8,000 | 8,833 | |||
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 1,020 | |||
Southern California Edison Co. | 2.850% | 8/1/29 | 3,505 | 3,496 | |||
Southern California Edison Co. | 6.000% | 1/15/34 | 3,655 | 4,534 | |||
Southern California Edison Co. | 5.750% | 4/1/35 | 800 | 972 | |||
Southern California Edison Co. | 5.350% | 7/15/35 | 4,585 | 5,437 | |||
Southern California Edison Co. | 5.550% | 1/15/36 | 500 | 597 | |||
Southern California Edison Co. | 5.625% | 2/1/36 | 2,445 | 2,965 | |||
Southern California Edison Co. | 5.950% | 2/1/38 | 2,800 | 3,561 | |||
Southern California Edison Co. | 6.050% | 3/15/39 | 1,460 | 1,903 | |||
Southern California Edison Co. | 5.500% | 3/15/40 | 5,472 | 6,651 | |||
Southern California Edison Co. | 4.500% | 9/1/40 | 6,882 | 7,523 | |||
Southern California Edison Co. | 4.050% | 3/15/42 | 15,939 | 16,438 | |||
Southern California Edison Co. | 3.900% | 3/15/43 | 2,975 | 3,026 | |||
Southern California Edison Co. | 4.650% | 10/1/43 | 5,575 | 6,251 | |||
Southern California Edison Co. | 3.600% | 2/1/45 | 1,400 | 1,364 | |||
Southern California Edison Co. | 4.000% | 4/1/47 | 13,581 | 14,187 | |||
Southern California Edison Co. | 4.125% | 3/1/48 | 13,570 | 14,355 | |||
Southern California Edison Co. | 4.875% | 3/1/49 | 6,400 | 7,540 | |||
Southern Co. | 2.350% | 7/1/21 | 11,100 | 11,138 | |||
Southern Co. | 2.950% | 7/1/23 | 3,200 | 3,258 | |||
Southern Co. | 3.250% | 7/1/26 | 13,355 | 13,838 | |||
Southern Co. | 4.250% | 7/1/36 | 4,245 | 4,567 | |||
Southern Co. | 4.400% | 7/1/46 | 17,255 | 19,067 | |||
4 | Southern Co. | 5.500% | 3/15/57 | 1,400 | 1,463 | ||
Southern Power Co. | 2.500% | 12/15/21 | 5,125 | 5,164 | |||
Southern Power Co. | 4.150% | 12/1/25 | 4,525 | 4,903 | |||
Southern Power Co. | 5.150% | 9/15/41 | 6,290 | 7,148 | |||
Southern Power Co. | 5.250% | 7/15/43 | 5,835 | 6,614 | |||
Southern Power Co. | 4.950% | 12/15/46 | 3,425 | 3,769 | |||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 4,800 | 4,771 | |||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 10,650 | 11,596 | |||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 3,025 | 3,992 | |||
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 3,491 | 3,604 | |||
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 7,024 | 7,221 | |||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 200 | 208 | |||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 4,164 | 4,857 | |||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 14,300 | 14,253 | |||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 10,075 | 10,541 | |||
Southwestern Public Service Co. | 4.400% | 11/15/48 | 610 | 712 | |||
Southwestern Public Service Co. | 3.750% | 6/15/49 | 5,000 | 5,325 | |||
Tampa Electric Co. | 4.100% | 6/15/42 | 1,950 | 2,122 | |||
Tampa Electric Co. | 4.350% | 5/15/44 | 4,500 | 5,092 | |||
Tampa Electric Co. | 4.300% | 6/15/48 | 4,065 | 4,708 | |||
Tampa Electric Co. | 4.450% | 6/15/49 | 5,500 | 6,514 | |||
Tampa Electric Co. | 3.625% | 6/15/50 | 2,000 | 2,117 | |||
Toledo Edison Co. | 6.150% | 5/15/37 | 2,769 | 3,740 |
149
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 2,000 | 2,062 | |||
Union Electric Co. | 3.500% | 4/15/24 | 4,990 | 5,242 | |||
Union Electric Co. | 2.950% | 6/15/27 | 15,375 | 15,738 | |||
Union Electric Co. | 3.500% | 3/15/29 | 3,650 | 3,908 | |||
Union Electric Co. | 5.300% | 8/1/37 | 3,244 | 4,035 | |||
Union Electric Co. | 8.450% | 3/15/39 | 2,300 | 3,749 | |||
Union Electric Co. | 3.900% | 9/15/42 | 175 | 189 | |||
Union Electric Co. | 3.650% | 4/15/45 | 1,825 | 1,911 | |||
Union Electric Co. | 4.000% | 4/1/48 | 3,500 | 3,920 | |||
Union Electric Co. | 3.250% | 10/1/49 | 2,840 | 2,826 | |||
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 2,025 | 2,058 | |||
Virginia Electric & Power Co. | 3.450% | 9/1/22 | 14,234 | 14,715 | |||
Virginia Electric & Power Co. | 2.750% | 3/15/23 | 6,075 | 6,172 | |||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 5,390 | 5,625 | |||
Virginia Electric & Power Co. | 3.100% | 5/15/25 | 3,450 | 3,578 | |||
Virginia Electric & Power Co. | 3.150% | 1/15/26 | 8,145 | 8,501 | |||
Virginia Electric & Power Co. | 2.950% | 11/15/26 | 3,532 | 3,625 | |||
Virginia Electric & Power Co. | 3.500% | 3/15/27 | 6,550 | 6,951 | |||
Virginia Electric & Power Co. | 3.800% | 4/1/28 | 13,000 | 14,048 | |||
Virginia Electric & Power Co. | 2.875% | 7/15/29 | 1,225 | 1,248 | |||
Virginia Electric & Power Co. | 6.000% | 1/15/36 | 2,940 | 3,841 | |||
Virginia Electric & Power Co. | 6.000% | 5/15/37 | 4,835 | 6,406 | |||
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 3,150 | 4,358 | |||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 570 | 960 | |||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 14,075 | 15,302 | |||
Virginia Electric & Power Co. | 4.650% | 8/15/43 | 4,855 | 5,827 | |||
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 5,925 | 6,864 | |||
Virginia Electric & Power Co. | 4.200% | 5/15/45 | 3,550 | 4,044 | |||
Virginia Electric & Power Co. | 4.000% | 11/15/46 | 7,500 | 8,235 | |||
Virginia Electric & Power Co. | 3.800% | 9/15/47 | 6,604 | 7,140 | |||
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 7,875 | 9,557 | |||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 9,630 | 9,703 | |||
WEC Energy Group Inc. | 3.375% | 6/15/21 | 4,250 | 4,328 | |||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 2,900 | 3,065 | |||
Westar Energy Inc. | 2.550% | 7/1/26 | 6,250 | 6,265 | |||
Westar Energy Inc. | 3.100% | 4/1/27 | 4,500 | 4,647 | |||
Westar Energy Inc. | 4.125% | 3/1/42 | 5,160 | 5,749 | |||
Westar Energy Inc. | 4.100% | 4/1/43 | 3,455 | 3,845 | |||
Westar Energy Inc. | 4.250% | 12/1/45 | 3,010 | 3,426 | |||
Westar Energy Inc. | 3.250% | 9/1/49 | 2,700 | 2,637 | |||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 2,000 | 1,998 | |||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 150 | 192 | |||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 100 | 130 | |||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 2,725 | 3,142 | |||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,300 | 2,376 | |||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 2,150 | 2,927 | |||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 3,500 | 3,600 | |||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 2,650 | 2,768 | |||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 4,375 | 5,336 | |||
Xcel Energy Inc. | 2.400% | 3/15/21 | 3,325 | 3,341 | |||
Xcel Energy Inc. | 2.600% | 3/15/22 | 4,250 | 4,298 | |||
Xcel Energy Inc. | 3.300% | 6/1/25 | 9,900 | 10,317 | |||
Xcel Energy Inc. | 3.350% | 12/1/26 | 3,325 | 3,467 | |||
Xcel Energy Inc. | 4.000% | 6/15/28 | 7,400 | 8,076 |
150
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 10,005 | 9,893 | |||
Xcel Energy Inc. | 6.500% | 7/1/36 | 986 | 1,344 | |||
Xcel Energy Inc. | 3.500% | 12/1/49 | 4,440 | 4,519 | |||
Natural Gas (0.2%) | |||||||
Atmos Energy Corp. | 3.000% | 6/15/27 | 5,800 | 5,988 | |||
Atmos Energy Corp. | 2.625% | 9/15/29 | 1,500 | 1,506 | |||
Atmos Energy Corp. | 5.500% | 6/15/41 | 4,110 | 5,285 | |||
Atmos Energy Corp. | 4.150% | 1/15/43 | 3,435 | 3,845 | |||
Atmos Energy Corp. | 4.125% | 10/15/44 | 5,675 | 6,363 | |||
Atmos Energy Corp. | 4.125% | 3/15/49 | 7,938 | 9,121 | |||
Atmos Energy Corp. | 3.375% | 9/15/49 | 3,440 | 3,472 | |||
CenterPoint Energy Resources Corp. | 4.500% | 1/15/21 | 5,061 | 5,151 | |||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 2,500 | 2,584 | |||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 7,040 | 7,551 | |||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 2,775 | 3,501 | |||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 2,525 | 2,641 | |||
KeySpan Corp. | 5.803% | 4/1/35 | 2,817 | 3,407 | |||
NiSource Finance Corp. | 3.490% | 5/15/27 | 7,350 | 7,712 | |||
NiSource Finance Corp. | 5.950% | 6/15/41 | 10,447 | 13,346 | |||
NiSource Finance Corp. | 5.250% | 2/15/43 | 3,120 | 3,777 | |||
NiSource Finance Corp. | 4.800% | 2/15/44 | 3,300 | 3,784 | |||
NiSource Finance Corp. | 5.650% | 2/1/45 | 767 | 980 | |||
NiSource Finance Corp. | 4.375% | 5/15/47 | 7,375 | 8,227 | |||
NiSource Inc. | 2.650% | 11/17/22 | 4,775 | 4,834 | |||
NiSource Inc. | 3.650% | 6/15/23 | 3,455 | 3,602 | |||
NiSource Inc. | 2.950% | 9/1/29 | 2,020 | 2,009 | |||
ONE Gas Inc. | 4.658% | 2/1/44 | 4,525 | 5,395 | |||
ONE Gas Inc. | 4.500% | 11/1/48 | 6,925 | 8,248 | |||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 5,075 | 5,403 | |||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 1,225 | 1,382 | |||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 4,595 | 4,541 | |||
Sempra Energy | 2.850% | 11/15/20 | 4,165 | 4,190 | |||
Sempra Energy | 2.900% | 2/1/23 | 2,625 | 2,663 | |||
Sempra Energy | 4.050% | 12/1/23 | 11,835 | 12,526 | |||
Sempra Energy | 3.750% | 11/15/25 | 12,905 | 13,602 | |||
Sempra Energy | 3.250% | 6/15/27 | 7,595 | 7,777 | |||
Sempra Energy | 3.400% | 2/1/28 | 8,700 | 8,981 | |||
Sempra Energy | 3.800% | 2/1/38 | 10,875 | 11,321 | |||
Sempra Energy | 6.000% | 10/15/39 | 8,000 | 10,389 | |||
Sempra Energy | 4.000% | 2/1/48 | 8,730 | 9,065 | |||
Southern California Gas Co. | 3.150% | 9/15/24 | 4,200 | 4,369 | |||
Southern California Gas Co. | 3.200% | 6/15/25 | 560 | 579 | |||
Southern California Gas Co. | 2.600% | 6/15/26 | 11,376 | 11,364 | |||
Southern California Gas Co. | 3.750% | 9/15/42 | 2,975 | 3,105 | |||
Southern California Gas Co. | 4.125% | 6/1/48 | 5,000 | 5,522 | |||
Southern California Gas Co. | 4.300% | 1/15/49 | 4,500 | 5,092 | |||
Southern California Gas Co. | 3.950% | 2/15/50 | 3,100 | 3,471 | |||
Southern Co. Gas Capital Corp. | 3.500% | 9/15/21 | 630 | 643 | |||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 2,775 | 2,850 | |||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 6,325 | 7,968 | |||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,000 | 1,085 | |||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 4,425 | 4,522 | |||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 18,045 | 19,719 |
151
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,500 | 2,647 | |||
Southwest Gas Corp. | 3.800% | 9/29/46 | 2,600 | 2,662 | |||
Southwest Gas Corp. | 4.150% | 6/1/49 | 2,300 | 2,516 | |||
Washington Gas Light Co. | 3.796% | 9/15/46 | 3,550 | 3,694 | |||
Washington Gas Light Co. | 3.650% | 9/15/49 | 1,285 | 1,292 | |||
Other Utility (0.0%) | |||||||
American Water Capital Corp. | 3.850% | 3/1/24 | 5,075 | 5,358 | |||
American Water Capital Corp. | 3.400% | 3/1/25 | 4,500 | 4,711 | |||
American Water Capital Corp. | 2.950% | 9/1/27 | 11,000 | 11,209 | |||
American Water Capital Corp. | 3.450% | 6/1/29 | 4,120 | 4,339 | |||
American Water Capital Corp. | 6.593% | 10/15/37 | 6,650 | 9,439 | |||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,025 | 1,164 | |||
American Water Capital Corp. | 4.000% | 12/1/46 | 600 | 649 | |||
American Water Capital Corp. | 3.750% | 9/1/47 | 9,825 | 10,331 | |||
American Water Capital Corp. | 4.200% | 9/1/48 | 8,000 | 9,018 | |||
American Water Capital Corp. | 4.150% | 6/1/49 | 4,800 | 5,376 | |||
Aqua America Inc. | 3.566% | 5/1/29 | 3,000 | 3,161 | |||
Aqua America Inc. | 4.276% | 5/1/49 | 4,000 | 4,437 | |||
United Utilities plc | 6.875% | 8/15/28 | 75 | 91 | |||
Veolia Environnement SA | 6.750% | 6/1/38 | 1,643 | 2,265 | |||
3,813,638 | |||||||
Total Corporate Bonds (Cost $48,392,654) | 51,681,809 | ||||||
Sovereign Bonds (3.9%) | |||||||
African Development Bank | 2.625% | 3/22/21 | 7,375 | 7,453 | |||
African Development Bank | 1.250% | 7/26/21 | 10,750 | 10,679 | |||
African Development Bank | 2.375% | 9/23/21 | 13,500 | 13,657 | |||
African Development Bank | 1.625% | 9/16/22 | 14,500 | 14,476 | |||
African Development Bank | 2.125% | 11/16/22 | 31,950 | 32,330 | |||
African Development Bank | 3.000% | 9/20/23 | 12,900 | 13,492 | |||
Asian Development Bank | 2.250% | 1/20/21 | 22,400 | 22,518 | |||
Asian Development Bank | 1.625% | 3/16/21 | 8,300 | 8,290 | |||
Asian Development Bank | 1.750% | 6/8/21 | 25,000 | 25,018 | |||
Asian Development Bank | 2.000% | 2/16/22 | 61,525 | 61,972 | |||
Asian Development Bank | 1.875% | 2/18/22 | 17,415 | 17,500 | |||
Asian Development Bank | 1.875% | 7/19/22 | 43,920 | 44,112 | |||
Asian Development Bank | 1.875% | 8/10/22 | 6,000 | 6,019 | |||
Asian Development Bank | 1.750% | 9/13/22 | 26,015 | 26,057 | |||
Asian Development Bank | 2.750% | 3/17/23 | 50,000 | 51,617 | |||
Asian Development Bank | 2.625% | 1/30/24 | 16,550 | 17,114 | |||
Asian Development Bank | 1.500% | 10/18/24 | 35,500 | 35,086 | |||
Asian Development Bank | 2.000% | 1/22/25 | 10,750 | 10,867 | |||
Asian Development Bank | 2.000% | 4/24/26 | 1,700 | 1,709 | |||
Asian Development Bank | 2.625% | 1/12/27 | 7,250 | 7,577 | |||
Asian Development Bank | 2.375% | 8/10/27 | 5,265 | 5,420 | |||
Asian Development Bank | 6.220% | 8/15/27 | 2,175 | 2,760 | |||
Asian Development Bank | 2.500% | 11/2/27 | 46,115 | 47,961 | |||
Asian Development Bank | 2.750% | 1/19/28 | 450 | 477 | |||
Asian Development Bank | 3.125% | 9/26/28 | 15,188 | 16,577 | |||
Asian Development Bank | 1.750% | 9/19/29 | 6,040 | 5,902 | |||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 12,785 | 13,029 | |||
Canada | 2.625% | 1/25/22 | 11,000 | 11,210 | |||
Canada | 2.000% | 11/15/22 | 25,890 | 26,136 |
152
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 15,380 | 15,672 | |||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 8,600 | 8,589 | |||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 500 | 554 | |||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 8,500 | 8,038 | |||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 22,100 | 23,103 | |||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 30,000 | 33,218 | |||
CNOOC Nexen Finance 2014 ULC | 4.250% | 4/30/24 | 19,075 | 20,373 | |||
CNOOC Nexen Finance 2014 ULC | 4.875% | 4/30/44 | 8,865 | 10,835 | |||
Corp. Andina de Fomento | 3.250% | 2/11/22 | 2,000 | 2,036 | |||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 9,500 | 9,937 | |||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 23,269 | 24,362 | |||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 11,350 | 11,449 | |||
Council Of Europe Development Bank | 1.625% | 3/16/21 | 4,600 | 4,591 | |||
Council Of Europe Development Bank | 1.750% | 9/26/22 | 8,300 | 8,311 | |||
Council Of Europe Development Bank | 2.625% | 2/13/23 | 18,475 | 18,986 | |||
Council Of Europe Development Bank | 2.500% | 2/27/24 | 1,825 | 1,877 | |||
Ecopetrol SA | 5.875% | 9/18/23 | 15,725 | 17,455 | |||
Ecopetrol SA | 4.125% | 1/16/25 | 16,775 | 17,635 | |||
Ecopetrol SA | 5.375% | 6/26/26 | 15,000 | 16,819 | |||
Ecopetrol SA | 7.375% | 9/18/43 | 5,200 | 7,020 | |||
Ecopetrol SA | 5.875% | 5/28/45 | 17,775 | 20,886 | |||
Equinor ASA | 2.750% | 11/10/21 | 10,400 | 10,571 | |||
Equinor ASA | 3.150% | 1/23/22 | 4,475 | 4,589 | |||
Equinor ASA | 2.450% | 1/17/23 | 17,667 | 17,935 | |||
Equinor ASA | 2.650% | 1/15/24 | 18,747 | 19,177 | |||
Equinor ASA | 3.700% | 3/1/24 | 9,856 | 10,497 | |||
Equinor ASA | 3.250% | 11/10/24 | 10,194 | 10,733 | |||
Equinor ASA | 7.250% | 9/23/27 | 4,350 | 5,765 | |||
Equinor ASA | 3.625% | 9/10/28 | 9,652 | 10,641 | |||
7 | Equinor ASA | 6.500% | 12/1/28 | 225 | 294 | ||
Equinor ASA | 5.100% | 8/17/40 | 11,100 | 14,145 | |||
Equinor ASA | 4.250% | 11/23/41 | 3,100 | 3,587 | |||
Equinor ASA | 3.950% | 5/15/43 | 2,550 | 2,842 | |||
Equinor ASA | 4.800% | 11/8/43 | 12,295 | 15,493 | |||
Equinor ASA | 3.250% | 11/18/49 | 5,000 | 5,020 | |||
European Bank for Reconstruction & Development | 2.000% | 2/1/21 | 35,000 | 35,086 | |||
European Bank for Reconstruction & Development | 1.875% | 7/15/21 | 5,200 | 5,212 | |||
European Bank for Reconstruction & Development | 1.500% | 11/2/21 | 11,000 | 10,967 | |||
European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 14,300 | 14,361 | |||
European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 24,750 | 25,551 | |||
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 2,000 | 1,985 | |||
European Investment Bank | 4.000% | 2/16/21 | 29,060 | 29,775 | |||
European Investment Bank | 2.000% | 3/15/21 | 52,850 | 53,019 | |||
European Investment Bank | 2.500% | 4/15/21 | 28,700 | 28,976 | |||
European Investment Bank | 2.375% | 5/13/21 | 21,500 | 21,683 | |||
European Investment Bank | 1.625% | 6/15/21 | 13,000 | 12,979 | |||
European Investment Bank | 1.375% | 9/15/21 | 2,000 | 1,991 | |||
European Investment Bank | 2.125% | 10/15/21 | 26,125 | 26,333 |
153
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
European Investment Bank | 2.875% | 12/15/21 | 31,890 | 32,618 | |||
European Investment Bank | 2.250% | 3/15/22 | 71,575 | 72,484 | |||
European Investment Bank | 2.625% | 5/20/22 | 22,000 | 22,494 | |||
European Investment Bank | 2.375% | 6/15/22 | 44,995 | 45,732 | |||
European Investment Bank | 2.250% | 8/15/22 | 14,470 | 14,677 | |||
European Investment Bank | 1.375% | 9/6/22 | 33,000 | 32,739 | |||
European Investment Bank | 2.000% | 12/15/22 | 867 | 875 | |||
European Investment Bank | 2.500% | 3/15/23 | 63,300 | 64,893 | |||
European Investment Bank | 2.875% | 8/15/23 | 32,200 | 33,534 | |||
European Investment Bank | 3.125% | 12/14/23 | 12,000 | 12,641 | |||
European Investment Bank | 3.250% | 1/29/24 | 59,480 | 62,985 | |||
European Investment Bank | 2.625% | 3/15/24 | 52,370 | 54,229 | |||
European Investment Bank | 2.250% | 6/24/24 | 28,195 | 28,806 | |||
European Investment Bank | 2.500% | 10/15/24 | 9,922 | 10,260 | |||
European Investment Bank | 1.875% | 2/10/25 | 15,100 | 15,188 | |||
European Investment Bank | 2.125% | 4/13/26 | 26,000 | 26,381 | |||
European Investment Bank | 2.375% | 5/24/27 | 8,000 | 8,257 | |||
European Investment Bank | 1.625% | 10/9/29 | 3,060 | 2,961 | |||
European Investment Bank | 4.875% | 2/15/36 | 14,460 | 19,406 | |||
Export Development Canada | 1.500% | 5/26/21 | 17,900 | 17,831 | |||
Export Development Canada | 1.375% | 10/21/21 | 18,040 | 17,924 | |||
Export Development Canada | 1.750% | 7/18/22 | 10,525 | 10,564 | |||
Export Development Canada | 2.500% | 1/24/23 | 5,250 | 5,372 | |||
Export Development Canada | 2.750% | 3/15/23 | 8,850 | 9,135 | |||
Export Development Canada | 2.625% | 2/21/24 | 5,000 | 5,159 | |||
Export-Import Bank of Korea | 4.000% | 1/29/21 | 3,400 | 3,466 | |||
Export-Import Bank of Korea | 2.500% | 5/10/21 | 6,000 | 6,031 | |||
Export-Import Bank of Korea | 4.375% | 9/15/21 | 4,000 | 4,157 | |||
Export-Import Bank of Korea | 1.875% | 10/21/21 | 13,450 | 13,415 | |||
Export-Import Bank of Korea | 3.500% | 11/27/21 | 5,000 | 5,136 | |||
Export-Import Bank of Korea | 2.750% | 1/25/22 | 14,500 | 14,724 | |||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 3,300 | 3,516 | |||
Export-Import Bank of Korea | 3.000% | 11/1/22 | 8,000 | 8,207 | |||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 10,000 | 10,528 | |||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 17,850 | 19,080 | |||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 3,000 | 3,085 | |||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 6,200 | 6,512 | |||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 6,000 | 6,045 | |||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 425 | 444 | |||
FMS Wertmanagement AoeR | 2.000% | 8/1/22 | 46,500 | 46,852 | |||
Hydro-Quebec | 8.400% | 1/15/22 | 4,215 | 4,734 | |||
Hydro-Quebec | 8.050% | 7/7/24 | 7,240 | 9,019 | |||
Hydro-Quebec | 8.500% | 12/1/29 | 3,940 | 5,982 | |||
Industrial & Commercial Bank of China Ltd. | 2.635% | 5/26/21 | 5,200 | 5,217 | |||
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 6,250 | 6,341 | |||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 10,212 | 10,549 | |||
Inter-American Development Bank | 1.875% | 3/15/21 | 3,400 | 3,405 | |||
Inter-American Development Bank | 2.625% | 4/19/21 | 24,089 | 24,354 | |||
Inter-American Development Bank | 1.875% | 7/23/21 | 5,000 | 5,016 | |||
Inter-American Development Bank | 2.125% | 1/18/22 | 51,750 | 52,221 | |||
Inter-American Development Bank | 1.750% | 4/14/22 | 25,600 | 25,646 | |||
Inter-American Development Bank | 1.750% | 9/14/22 | 30,850 | 30,908 | |||
Inter-American Development Bank | 3.000% | 9/26/22 | 24,000 | 24,778 | |||
Inter-American Development Bank | 2.500% | 1/18/23 | 57,275 | 58,647 |
154
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Inter-American Development Bank | 3.000% | 10/4/23 | 34,050 | 35,679 | |||
Inter-American Development Bank | 2.625% | 1/16/24 | 10,000 | 10,334 | |||
Inter-American Development Bank | 3.000% | 2/21/24 | 13,000 | 13,616 | |||
Inter-American Development Bank | 2.125% | 1/15/25 | 21,000 | 21,323 | |||
Inter-American Development Bank | 7.000% | 6/15/25 | 4,575 | 5,704 | |||
Inter-American Development Bank | 2.000% | 6/2/26 | 27,625 | 27,781 | |||
Inter-American Development Bank | 2.000% | 7/23/26 | 5,600 | 5,632 | |||
Inter-American Development Bank | 2.375% | 7/7/27 | 28,500 | 29,411 | |||
Inter-American Development Bank | 3.125% | 9/18/28 | 25,000 | 27,281 | |||
Inter-American Development Bank | 2.250% | 6/18/29 | 5,300 | 5,405 | |||
Inter-American Development Bank | 3.875% | 10/28/41 | 350 | 429 | |||
Inter-American Development Bank | 3.200% | 8/7/42 | 3,375 | 3,769 | |||
Inter-American Development Bank | 4.375% | 1/24/44 | 4,600 | 6,084 | |||
International Bank for Reconstruction & Development | 1.625% | 3/9/21 | 27,125 | 27,092 | |||
International Bank for Reconstruction & Development | 1.375% | 5/24/21 | 35,300 | 35,129 | |||
International Bank for Reconstruction & Development | 2.250% | 6/24/21 | 10,250 | 10,327 | |||
International Bank for Reconstruction & Development | 2.750% | 7/23/21 | 49,669 | 50,490 | |||
International Bank for Reconstruction & Development | 1.375% | 9/20/21 | 34,810 | 34,644 | |||
International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 15,270 | 15,391 | |||
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 79,250 | 79,779 | |||
International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 60,885 | 60,843 | |||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 35,225 | 35,608 | |||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 19,955 | 23,430 | |||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 6,020 | 6,026 | |||
International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 64,975 | 65,293 | |||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 41,368 | 43,292 | |||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 34,720 | 35,780 | |||
International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 40,640 | 40,180 | |||
International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 47,197 | 48,796 | |||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 47,450 | 49,218 | |||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 19,620 | 21,048 | |||
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 450 | 617 | |||
International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 15,000 | 15,627 |
155
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 12,680 | 12,377 | |||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 2,500 | 3,260 | |||
International Finance Corp. | 2.250% | 1/25/21 | 36,995 | 37,189 | |||
International Finance Corp. | 2.000% | 10/24/22 | 9,604 | 9,686 | |||
International Finance Corp. | 2.875% | 7/31/23 | 13,914 | 14,474 | |||
International Finance Corp. | 1.375% | 10/16/24 | 12,260 | 12,025 | |||
International Finance Corp. | 2.125% | 4/7/26 | 15,290 | 15,525 | |||
8 | Japan Bank for International Cooperation | 1.875% | 4/20/21 | 6,600 | 6,599 | ||
8 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 7,225 | 7,369 | ||
8 | Japan Bank for International Cooperation | 1.500% | 7/21/21 | 18,100 | 18,015 | ||
8 | Japan Bank for International Cooperation | 2.000% | 11/4/21 | 8,250 | 8,271 | ||
8 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 7,502 | 7,606 | ||
8 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 9,340 | 9,446 | ||
8 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 5,900 | 5,845 | ||
8 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 22,180 | 22,454 | ||
8 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 7,675 | 7,970 | ||
8 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 225 | 236 | ||
8 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 18,900 | 19,882 | ||
8 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 15,000 | 15,273 | ||
8 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 16,250 | 16,873 | ||
8 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 7,600 | 7,481 | ||
8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 14,500 | 14,528 | ||
8 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 1,600 | 1,616 | ||
8 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 18,000 | 18,050 | ||
8 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 12,000 | 12,546 | ||
8 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 12,700 | 13,261 | ||
8 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 35,350 | 36,744 | ||
8 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 12,150 | 13,081 | ||
8 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 16,150 | 17,731 | ||
8 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 7,000 | 6,823 | ||
8 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 8,400 | 8,667 | ||
8 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,500 | 4,887 | ||
9 | KFW | 1.625% | 3/15/21 | 1,100 | 1,099 | ||
9 | KFW | 2.375% | 3/24/21 | 41,000 | 41,299 | ||
9 | KFW | 2.625% | 4/12/21 | 45,000 | 45,528 | ||
9 | KFW | 1.500% | 6/15/21 | 50,400 | 50,314 | ||
9 | KFW | 2.375% | 8/25/21 | 19,590 | 19,816 | ||
9 | KFW | 1.750% | 9/15/21 | 33,300 | 33,350 | ||
9 | KFW | 2.000% | 11/30/21 | 14,715 | 14,809 | ||
9 | KFW | 3.125% | 12/15/21 | 54,665 | 56,185 | ||
9 | KFW | 2.625% | 1/25/22 | 32,500 | 33,133 | ||
9 | KFW | 2.500% | 2/15/22 | 58,700 | 59,661 | ||
9 | KFW | 2.125% | 3/7/22 | 70,000 | 70,635 | ||
9 | KFW | 2.125% | 6/15/22 | 52,200 | 52,744 | ||
9 | KFW | 1.750% | 8/22/22 | 10,000 | 10,018 | ||
9 | KFW | 2.000% | 10/4/22 | 24,875 | 25,082 | ||
9 | KFW | 2.375% | 12/29/22 | 49,000 | 50,005 | ||
9 | KFW | 2.125% | 1/17/23 | 23,700 | 24,047 | ||
9 | KFW | 2.625% | 2/28/24 | 30,000 | 31,029 | ||
9 | KFW | 1.375% | 8/5/24 | 5,200 | 5,102 | ||
9 | KFW | 2.500% | 11/20/24 | 49,500 | 51,125 | ||
9 | KFW | 2.000% | 5/2/25 | 16,640 | 16,813 |
156
Total Bond Market II Index Fund
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
9 | KFW | 2.875% | 4/3/28 | 18,635 | 19,958 | ||
9 | KFW | 1.750% | 9/14/29 | 7,225 | 7,072 | ||
9 | KFW | 0.000% | 4/18/36 | 9,385 | 6,405 | ||
9 | KFW | 0.000% | 6/29/37 | 23,742 | 15,808 | ||
Korea Development Bank | 2.500% | 1/13/21 | 5,000 | 5,017 | |||
Korea Development Bank | 4.625% | 11/16/21 | 9,800 | 10,239 | |||
Korea Development Bank | 2.625% | 2/27/22 | 14,000 | 14,184 | |||
Korea Development Bank | 3.000% | 9/14/22 | 30,650 | 31,387 | |||
Korea Development Bank | 3.375% | 3/12/23 | 24,200 | 25,103 | |||
Korea Development Bank | 2.750% | 3/19/23 | 3,100 | 3,154 | |||
Korea Development Bank | 3.750% | 1/22/24 | 14,400 | 15,264 | |||
Korea Development Bank | 3.250% | 2/19/24 | 1,000 | 1,040 | |||
Korea Development Bank | 2.125% | 10/1/24 | 4,300 | 4,283 | |||
Korea Development Bank | 3.000% | 1/13/26 | 1,500 | 1,540 | |||
9 | Landwirtschaftliche Rentenbank | 1.750% | 9/24/21 | 8,000 | 8,012 | ||
9 | Landwirtschaftliche Rentenbank | 2.250% | 10/1/21 | 18,885 | 19,056 | ||
9 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 3,345 | 3,363 | ||
9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 5,000 | 5,265 | ||
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 16,300 | 16,453 | ||
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 14,575 | 14,988 | ||
9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 9,095 | 9,012 | ||
9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 23,105 | 24,118 | ||
Nexen Energy ULC | 7.875% | 3/15/32 | 4,075 | 5,876 | |||
Nexen Energy ULC | 5.875% | 3/10/35 | 690 | 877 | |||
Nexen Energy ULC | 6.400% | 5/15/37 | 10,400 | 14,307 | |||
Nexen Energy ULC | 7.500% | 7/30/39 | 4,275 | 6,645 | |||
Nordic Investment Bank | 2.250% | 2/1/21 | 16,500 | 16,577 | |||
Nordic Investment Bank | 1.250% | 8/2/21 | 5,000 | 4,967 | |||
Nordic Investment Bank | 2.125% | 2/1/22 | 9,000 | 9,080 | |||
Nordic Investment Bank | 1.375% | 10/17/22 | 6,100 | 6,046 | |||
Nordic Investment Bank | 2.875% | 7/19/23 | 8,750 | 9,095 | |||
Nordic Investment Bank | 2.250% | 5/21/24 | 6,300 | 6,410 | |||
North American Development Bank | 2.400% | 10/26/22 | 3,450 | 3,464 | |||
10 | Oesterreichische Kontrollbank AG | 1.875% | 1/20/21 | 10,900 | 10,916 | ||
10 | Oesterreichische Kontrollbank AG | 2.875% | 9/7/21 | 3,957 | 4,032 | ||
10 | Oesterreichische Kontrollbank AG | 2.375% | 10/1/21 | 6,450 | 6,517 | ||
10 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 5,000 | 5,089 | ||
10 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 1,000 | 998 | ||
10 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 6,000 | 6,212 | ||
10 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 5,000 | 5,251 | ||
4 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 3,155 | 3,518 | ||
4 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 10,193 | 11,020 | ||
4 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 9,995 | 11,032 | ||
4 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 18,104 | 20,254 | ||
4 | Oriental Republic of Uruguay | 7.875% | 1/15/33 | 200 | 297 | ||
4 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 5,233 | 7,745 | ||
4 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 6,579 | 7,064 | ||
4 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 26,410 | 31,758 | ||
4 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 27,782 | 32,713 | ||
Petroleos Mexicanos | 5.500% | 1/21/21 | 7,410 | 7,610 | |||
Petroleos Mexicanos | 6.375% | 2/4/21 | 1,883 | 1,917 | |||
Petroleos Mexicanos | 4.875% | 1/24/22 | 9,107 | 9,462 | |||
Petroleos Mexicanos | 5.375% | 3/13/22 | 6,466 | 6,772 | |||
Petroleos Mexicanos | 3.500% | 1/30/23 | 4,660 | 4,707 |
157
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Petroleos Mexicanos | 4.625% | 9/21/23 | 6,582 | 6,864 | |||
Petroleos Mexicanos | 4.875% | 1/18/24 | 5,232 | 5,486 | |||
4 | Petroleos Mexicanos | 2.290% | 2/15/24 | 675 | 680 | ||
Petroleos Mexicanos | 4.250% | 1/15/25 | 2,210 | 2,233 | |||
Petroleos Mexicanos | 2.378% | 4/15/25 | 1,045 | 1,055 | |||
Petroleos Mexicanos | 4.500% | 1/23/26 | 4,240 | 4,209 | |||
Petroleos Mexicanos | 6.875% | 8/4/26 | 26,433 | 29,008 | |||
7 | Petroleos Mexicanos | 6.490% | 1/23/27 | 24,631 | 26,143 | ||
Petroleos Mexicanos | 6.500% | 3/13/27 | 50,799 | 53,754 | |||
Petroleos Mexicanos | 5.350% | 2/12/28 | 28,972 | 28,772 | |||
Petroleos Mexicanos | 6.500% | 1/23/29 | 18,575 | 19,478 | |||
7 | Petroleos Mexicanos | 6.840% | 1/23/30 | 40,272 | 43,122 | ||
Petroleos Mexicanos | 6.625% | 6/15/35 | 22,000 | 22,358 | |||
Petroleos Mexicanos | 6.625% | 6/15/38 | 5,940 | 5,813 | |||
Petroleos Mexicanos | 6.500% | 6/2/41 | 8,915 | 8,853 | |||
Petroleos Mexicanos | 5.500% | 6/27/44 | 4,165 | 3,719 | |||
Petroleos Mexicanos | 6.375% | 1/23/45 | 13,850 | 13,370 | |||
Petroleos Mexicanos | 5.625% | 1/23/46 | 13,486 | 12,132 | |||
Petroleos Mexicanos | 6.750% | 9/21/47 | 60,084 | 60,124 | |||
Petroleos Mexicanos | 6.350% | 2/12/48 | 37,204 | 35,892 | |||
7 | Petroleos Mexicanos | 7.690% | 1/23/50 | 74,044 | 80,826 | ||
Province of Alberta | 2.200% | 7/26/22 | 20,105 | 20,273 | |||
Province of Alberta | 3.350% | 11/1/23 | 17,910 | 18,861 | |||
Province of Alberta | 2.950% | 1/23/24 | 12,350 | 12,819 | |||
Province of Alberta | 1.875% | 11/13/24 | 15,000 | 14,952 | |||
Province of Alberta | 3.300% | 3/15/28 | 14,000 | 15,111 | |||
Province of British Columbia | 2.650% | 9/22/21 | 13,150 | 13,345 | |||
Province of British Columbia | 2.000% | 10/23/22 | 17,150 | 17,251 | |||
Province of British Columbia | 2.250% | 6/2/26 | 1,150 | 1,161 | |||
Province of British Columbia | 7.250% | 9/1/36 | 2,681 | 4,200 | |||
Province of Manitoba | 2.100% | 9/6/22 | 7,100 | 7,142 | |||
Province of Manitoba | 2.600% | 4/16/24 | 9,700 | 9,960 | |||
Province of Manitoba | 3.050% | 5/14/24 | 4,800 | 5,008 | |||
Province of Manitoba | 2.125% | 6/22/26 | 9,782 | 9,756 | |||
Province of New Brunswick | 2.500% | 12/12/22 | 4,005 | 4,069 | |||
Province of New Brunswick | 3.625% | 2/24/28 | 5,300 | 5,790 | |||
Province of Nova Scotia | 9.125% | 5/1/21 | 1,280 | 1,393 | |||
Province of Ontario | 2.550% | 2/12/21 | 40,000 | 40,324 | |||
Province of Ontario | 2.500% | 9/10/21 | 16,000 | 16,177 | |||
Province of Ontario | 2.400% | 2/8/22 | 16,000 | 16,195 | |||
Province of Ontario | 2.550% | 4/25/22 | 17,100 | 17,383 | |||
Province of Ontario | 2.250% | 5/18/22 | 27,900 | 28,168 | |||
Province of Ontario | 2.450% | 6/29/22 | 1,525 | 1,547 | |||
Province of Ontario | 2.200% | 10/3/22 | 16,725 | 16,884 | |||
Province of Ontario | 3.400% | 10/17/23 | 35,765 | 37,757 | |||
Province of Ontario | 3.050% | 1/29/24 | 20,050 | 20,893 | |||
Province of Ontario | 3.200% | 5/16/24 | 10,000 | 10,510 | |||
Province of Ontario | 2.500% | 4/27/26 | 8,000 | 8,189 | |||
Province of Ontario | 2.300% | 6/15/26 | 20,000 | 20,245 | |||
Province of Ontario | 2.000% | 10/2/29 | 17,000 | 16,704 | |||
Province of Quebec | 2.750% | 8/25/21 | 13,725 | 13,947 | |||
Province of Quebec | 2.375% | 1/31/22 | 8,000 | 8,087 | |||
Province of Quebec | 2.625% | 2/13/23 | 34,919 | 35,771 | |||
Province of Quebec | 7.125% | 2/9/24 | 8,675 | 10,373 |
158
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Province of Quebec | 2.875% | 10/16/24 | 9,400 | 9,791 | |||
Province of Quebec | 2.500% | 4/20/26 | 500 | 512 | |||
Province of Quebec | 2.750% | 4/12/27 | 43,050 | 44,753 | |||
Province of Quebec | 7.500% | 9/15/29 | 11,407 | 16,427 | |||
Province of Saskatchewan | 8.500% | 7/15/22 | 2,707 | 3,128 | |||
Republic of Chile | 3.250% | 9/14/21 | 5,395 | 5,496 | |||
Republic of Chile | 2.250% | 10/30/22 | 1,000 | 1,003 | |||
Republic of Chile | 3.125% | 3/27/25 | 7,330 | 7,637 | |||
Republic of Chile | 3.125% | 1/21/26 | 8,894 | 9,307 | |||
4 | Republic of Chile | 3.240% | 2/6/28 | 18,410 | 19,295 | ||
Republic of Chile | 3.625% | 10/30/42 | 1,100 | 1,184 | |||
Republic of Chile | 3.860% | 6/21/47 | 13,000 | 14,427 | |||
4 | Republic of Chile | 3.500% | 1/25/50 | 8,900 | 9,222 | ||
Republic of Colombia | 4.375% | 7/12/21 | 10,885 | 11,234 | |||
4 | Republic of Colombia | 2.625% | 3/15/23 | 22,050 | 22,191 | ||
Republic of Colombia | 4.000% | 2/26/24 | 23,633 | 24,897 | |||
Republic of Colombia | 8.125% | 5/21/24 | 1,800 | 2,209 | |||
4 | Republic of Colombia | 4.500% | 1/28/26 | 22,717 | 24,706 | ||
4 | Republic of Colombia | 3.875% | 4/25/27 | 13,450 | 14,206 | ||
4 | Republic of Colombia | 4.500% | 3/15/29 | 16,300 | 18,031 | ||
Republic of Colombia | 10.375% | 1/28/33 | 3,850 | 6,189 | |||
Republic of Colombia | 7.375% | 9/18/37 | 9,600 | 13,662 | |||
Republic of Colombia | 6.125% | 1/18/41 | 21,000 | 27,020 | |||
4 | Republic of Colombia | 5.625% | 2/26/44 | 23,750 | 29,290 | ||
4 | Republic of Colombia | 5.000% | 6/15/45 | 46,620 | 53,815 | ||
Republic of Colombia | 5.200% | 5/15/49 | 18,300 | 21,833 | |||
Republic of Finland | 6.950% | 2/15/26 | 1,000 | 1,221 | |||
Republic of Hungary | 6.375% | 3/29/21 | 50,045 | 52,798 | |||
Republic of Hungary | 5.375% | 2/21/23 | 36,900 | 40,449 | |||
Republic of Hungary | 5.750% | 11/22/23 | 175 | 197 | |||
Republic of Hungary | 5.375% | 3/25/24 | 10,000 | 11,269 | |||
Republic of Hungary | 7.625% | 3/29/41 | 12,715 | 20,823 | |||
Republic of Indonesia | 2.950% | 1/11/23 | 2,475 | 2,516 | |||
Republic of Indonesia | 4.450% | 2/11/24 | 2,400 | 2,586 | |||
Republic of Indonesia | 3.500% | 1/11/28 | 19,400 | 20,215 | |||
Republic of Indonesia | 4.100% | 4/24/28 | 7,850 | 8,528 | |||
Republic of Indonesia | 4.750% | 2/11/29 | 11,150 | 12,767 | |||
Republic of Indonesia | 3.400% | 9/18/29 | 3,250 | 3,375 | |||
7 | Republic of Indonesia | 4.750% | 7/18/47 | 4,400 | 5,071 | ||
Republic of Indonesia | 4.350% | 1/11/48 | 15,745 | 17,418 | |||
Republic of Indonesia | 5.350% | 2/11/49 | 6,300 | 8,120 | |||
Republic of Indonesia | 3.700% | 10/30/49 | 9,125 | 9,259 | |||
Republic of Italy | 6.875% | 9/27/23 | 24,693 | 28,067 | |||
Republic of Italy | 2.375% | 10/17/24 | 24,000 | 23,478 | |||
Republic of Italy | 2.875% | 10/17/29 | 10,100 | 9,541 | |||
Republic of Italy | 5.375% | 6/15/33 | 21,495 | 24,620 | |||
Republic of Italy | 4.000% | 10/17/49 | 21,600 | 20,485 | |||
Republic of Korea | 3.875% | 9/11/23 | 1,200 | 1,278 | |||
Republic of Korea | 5.625% | 11/3/25 | 575 | 681 | |||
Republic of Korea | 2.750% | 1/19/27 | 33,400 | 34,111 | |||
Republic of Korea | 4.125% | 6/10/44 | 5,635 | 6,850 | |||
Republic of Korea | 3.875% | 9/20/48 | 5,693 | 6,783 | |||
4 | Republic of Panama | 4.000% | 9/22/24 | 14,467 | 15,462 | ||
4 | Republic of Panama | 3.750% | 3/16/25 | 12,200 | 12,947 |
159
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Republic of Panama | 7.125% | 1/29/26 | 7,622 | 9,547 | |||
Republic of Panama | 8.875% | 9/30/27 | 4,246 | 6,056 | |||
4 | Republic of Panama | 3.875% | 3/17/28 | 11,190 | 12,169 | ||
Republic of Panama | 9.375% | 4/1/29 | 8,380 | 12,769 | |||
4 | Republic of Panama | 3.160% | 1/23/30 | 1,800 | 1,854 | ||
4 | Republic of Panama | 6.700% | 1/26/36 | 20,973 | 29,388 | ||
4 | Republic of Panama | 4.500% | 5/15/47 | 11,543 | 13,736 | ||
4 | Republic of Panama | 4.500% | 4/16/50 | 15,318 | 18,152 | ||
4 | Republic of Panama | 4.300% | 4/29/53 | 13,850 | 16,153 | ||
4 | Republic of Panama | 3.870% | 7/23/60 | 3,000 | 3,225 | ||
Republic of Peru | 7.350% | 7/21/25 | 900 | 1,137 | |||
Republic of Peru | 4.125% | 8/25/27 | 2,300 | 2,572 | |||
Republic of Peru | 2.844% | 6/20/30 | 8,050 | 8,327 | |||
Republic of Peru | 8.750% | 11/21/33 | 27,093 | 44,678 | |||
4 | Republic of Peru | 6.550% | 3/14/37 | 10,180 | 14,871 | ||
Republic of Peru | 5.625% | 11/18/50 | 24,583 | 35,666 | |||
Republic of Poland | 5.125% | 4/21/21 | 14,650 | 15,253 | |||
Republic of Poland | 5.000% | 3/23/22 | 19,385 | 20,688 | |||
Republic of Poland | 3.000% | 3/17/23 | 24,675 | 25,407 | |||
Republic of Poland | 4.000% | 1/22/24 | 17,000 | 18,296 | |||
Republic of Poland | 3.250% | 4/6/26 | 14,350 | 15,192 | |||
Republic of the Philippines | 4.000% | 1/15/21 | 22,275 | 22,690 | |||
Republic of the Philippines | 4.200% | 1/21/24 | 8,200 | 8,831 | |||
Republic of the Philippines | 9.500% | 10/21/24 | 2,170 | 2,891 | |||
Republic of the Philippines | 10.625% | 3/16/25 | 8,525 | 12,031 | |||
Republic of the Philippines | 5.500% | 3/30/26 | 9,350 | 11,091 | |||
Republic of the Philippines | 3.000% | 2/1/28 | 28,000 | 29,082 | |||
Republic of the Philippines | 3.750% | 1/14/29 | 14,000 | 15,443 | |||
Republic of the Philippines | 9.500% | 2/2/30 | 16,750 | 26,716 | |||
Republic of the Philippines | 7.750% | 1/14/31 | 13,300 | 19,651 | |||
Republic of the Philippines | 6.375% | 1/15/32 | 10,004 | 13,618 | |||
Republic of the Philippines | 6.375% | 10/23/34 | 16,540 | 23,487 | |||
Republic of the Philippines | 5.000% | 1/13/37 | 8,950 | 11,422 | |||
Republic of the Philippines | 3.950% | 1/20/40 | 27,399 | 31,259 | |||
Republic of the Philippines | 3.700% | 3/1/41 | 17,608 | 19,941 | |||
Republic of the Philippines | 3.700% | 2/2/42 | 16,288 | 18,348 | |||
7 | Sinopec Group Overseas Development 2012 Ltd. | 4.875% | 5/17/42 | 450 | 539 | ||
State of Israel | 4.000% | 6/30/22 | 8,200 | 8,619 | |||
State of Israel | 3.150% | 6/30/23 | 2,400 | 2,496 | |||
State of Israel | 2.875% | 3/16/26 | 30,400 | 31,691 | |||
State of Israel | 3.250% | 1/17/28 | 11,800 | 12,649 | |||
State of Israel | 4.500% | 1/30/43 | 8,980 | 10,694 | |||
State of Israel | 4.125% | 1/17/48 | 10,825 | 12,351 | |||
Svensk Exportkredit AB | 1.750% | 3/10/21 | 15,500 | 15,498 | |||
Svensk Exportkredit AB | 2.375% | 4/9/21 | 3,700 | 3,729 | |||
Svensk Exportkredit AB | 2.875% | 5/22/21 | 2,200 | 2,234 | |||
Svensk Exportkredit AB | 1.625% | 9/12/21 | 20,900 | 20,871 | |||
Svensk Exportkredit AB | 3.125% | 11/8/21 | 3,950 | 4,050 | |||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 18,520 | 18,643 | |||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 8,800 | 8,780 | |||
Svensk Exportkredit AB | 2.875% | 3/14/23 | 8,395 | 8,696 | |||
Syngenta Finance NV | 3.125% | 3/28/22 | 9,895 | 9,972 | |||
United Mexican States | 3.625% | 3/15/22 | 42,212 | 43,480 |
160
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United Mexican States | 8.000% | 9/24/22 | 360 | 419 | |||
United Mexican States | 4.000% | 10/2/23 | 15,073 | 15,879 | |||
United Mexican States | 3.600% | 1/30/25 | 23,936 | 25,009 | |||
United Mexican States | 4.125% | 1/21/26 | 25,790 | 27,453 | |||
United Mexican States | 4.150% | 3/28/27 | 34,155 | 36,501 | |||
United Mexican States | 3.750% | 1/11/28 | 29,400 | 30,473 | |||
United Mexican States | 4.500% | 4/22/29 | 23,100 | 25,314 | |||
United Mexican States | 8.300% | 8/15/31 | 4,390 | 6,496 | |||
United Mexican States | 7.500% | 4/8/33 | 4,100 | 5,780 | |||
United Mexican States | 6.750% | 9/27/34 | 6,810 | 9,299 | |||
United Mexican States | 6.050% | 1/11/40 | 26,002 | 33,688 | |||
United Mexican States | 4.750% | 3/8/44 | 55,133 | 60,699 | |||
United Mexican States | 5.550% | 1/21/45 | 12,525 | 15,347 | |||
United Mexican States | 4.600% | 1/23/46 | 22,691 | 24,461 | |||
United Mexican States | 4.350% | 1/15/47 | 22,860 | 23,933 | |||
United Mexican States | 4.600% | 2/10/48 | 18,596 | 20,179 | |||
4 | United Mexican States | 4.500% | 1/31/50 | 14,200 | 15,358 | ||
United Mexican States | 5.750% | 10/12/10 | 31,437 | 36,977 | |||
Total Sovereign Bonds (Cost $7,453,418) | 7,787,129 | ||||||
Taxable Municipal Bonds (0.6%) | |||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 2,195 | 2,246 | |||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,105 | 3,310 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.834% | 2/15/41 | 3,625 | 5,673 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.053% | 2/15/43 | 400 | 555 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 5.939% | 2/15/47 | 6,245 | 8,616 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.270% | 2/15/50 | 1,230 | 1,643 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.499% | 2/15/50 | 750 | 1,158 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 8.084% | 2/15/50 | 2,850 | 4,879 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 1,785 | 2,614 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 13,008 | 19,869 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 2,525 | 4,099 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 6,940 | 11,200 | |||
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 8,975 | 9,024 | |||
California GO | 2.800% | 4/1/21 | 8,000 | 8,104 | |||
California GO | 5.700% | 11/1/21 | 14,805 | 15,847 | |||
California GO | 2.367% | 4/1/22 | 9,245 | 9,374 | |||
California GO | 3.375% | 4/1/25 | 4,225 | 4,487 | |||
California GO | 2.650% | 4/1/26 | 5,000 | 5,115 | |||
California GO | 3.500% | 4/1/28 | 5,500 | 5,922 | |||
California GO | 4.500% | 4/1/33 | 8,800 | 9,899 |
161
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
California GO | 7.500% | 4/1/34 | 14,855 | 22,369 | |||
California GO | 4.600% | 4/1/38 | 11,425 | 12,659 | |||
California GO | 7.550% | 4/1/39 | 17,345 | 27,822 | |||
California GO | 7.300% | 10/1/39 | 11,735 | 17,920 | |||
California GO | 7.350% | 11/1/39 | 11,190 | 17,189 | |||
California GO | 7.625% | 3/1/40 | 14,230 | 22,785 | |||
California GO | 7.600% | 11/1/40 | 20,015 | 33,039 | |||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 2,325 | 2,544 | |||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 660 | 868 | |||
Chicago IL GO | 7.045% | 1/1/29 | 4,950 | 5,433 | |||
Chicago IL GO | 7.375% | 1/1/33 | 2,050 | 2,456 | |||
Chicago IL GO | 5.432% | 1/1/42 | 2,500 | 2,581 | |||
Chicago IL GO | 6.314% | 1/1/44 | 2,400 | 2,728 | |||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 5,110 | 6,685 | |||
Chicago IL O’Hare International Airport Revenue | 6.395% | 1/1/40 | 1,570 | 2,257 | |||
Chicago IL O’Hare International Airport Revenue | 4.472% | 1/1/49 | 6,655 | 8,030 | |||
Chicago IL Transit Authority Sales Tax Receipts Revenue | 6.200% | 12/1/40 | 2,475 | 3,239 | |||
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 4,835 | 6,532 | |||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,375 | 5,318 | |||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 2,500 | 2,663 | |||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 5,050 | 5,418 | |||
Connecticut GO | 5.632% | 12/1/29 | 1,610 | 1,955 | |||
Connecticut GO | 5.090% | 10/1/30 | 800 | 920 | |||
Connecticut GO | 5.850% | 3/15/32 | 9,890 | 12,736 | |||
Cook County IL GO | 6.229% | 11/15/34 | 2,695 | 3,527 | |||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 1,120 | |||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 1,850 | 2,636 | |||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 2,960 | 3,914 | |||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 6,950 | 9,646 | |||
Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,500 | 1,575 | |||
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 2,500 | 2,467 | |||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 3,575 | 3,538 | |||
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 10,090 | 12,497 | |||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 8,750 | 11,496 | |||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 2,390 | 3,280 | |||
Florida Board of Administration Finance Corp. Revenue | 2.638% | 7/1/21 | 5,000 | 5,060 | |||
George Washington University | 4.300% | 9/15/44 | 1,575 | 1,822 | |||
George Washington University | 4.868% | 9/15/45 | 39 | 49 | |||
George Washington University | 4.126% | 9/15/48 | 8,046 | 9,270 |
162
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 7,223 | 9,726 | |||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,644 | 9,151 | |||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 5,072 | 6,856 | |||
Houston TX GO | 6.290% | 3/1/32 | 11,795 | 14,222 | |||
Illinois GO | 4.950% | 6/1/23 | 1,855 | 1,935 | |||
Illinois GO | 5.100% | 6/1/33 | 54,770 | 59,044 | |||
Illinois GO | 6.630% | 2/1/35 | 5,475 | 6,420 | |||
Illinois GO | 6.725% | 4/1/35 | 3,550 | 4,167 | |||
Illinois GO | 7.350% | 7/1/35 | 5,800 | 7,040 | |||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,220 | 5,602 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 5,090 | 5,527 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 2,285 | 2,678 | |||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 2,750 | 3,249 | |||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 135 | 169 | |||
11 | Kansas Development Finance Authority Revenue (Public Employees Retirement System) | 5.501% | 5/1/34 | 2,025 | 2,516 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 4,605 | 7,560 | |||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 1,650 | 2,220 | |||
Los Angeles CA Department of Water & Power Revenue | 6.166% | 7/1/40 | 600 | 613 | |||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 6,555 | 10,247 | |||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 735 | 1,180 | |||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 5,195 | 6,299 | |||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 14,920 | 19,107 | |||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 3,225 | 4,446 | |||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 6,375 | 8,231 | |||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 895 | 1,387 | |||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 840 | 1,121 | |||
Massachusetts GO | 4.200% | 12/1/21 | 8,085 | 8,329 | |||
Massachusetts GO | 4.500% | 8/1/31 | 350 | 406 | |||
Massachusetts GO | 5.456% | 12/1/39 | 5,250 | 6,814 | |||
Massachusetts GO | 2.813% | 9/1/43 | 7,000 | 6,663 | |||
Massachusetts GO | 2.900% | 9/1/49 | 3,425 | 3,233 | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 2,780 | 3,670 | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 2,800 | 2,799 | |||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 3,375 | 4,407 |
163
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 1,540 | 2,200 | |||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 4,625 | 7,452 | |||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,155 | 6,590 | |||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 3,150 | 3,138 | |||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 7,000 | 6,984 | |||
Michigan State University Revenue | 4.496% | 8/15/48 | 2,025 | 2,223 | |||
Mississippi GO | 5.245% | 11/1/34 | 2,020 | 2,507 | |||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 3,500 | 3,678 | |||
12 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 10,800 | 13,540 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 3,385 | 3,371 | |||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 5,370 | 5,327 | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 7,680 | 8,829 | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.104% | 12/15/28 | 3,680 | 3,823 | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 3,550 | 4,686 | |||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 11,010 | 17,271 | |||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 16,751 | 25,546 | |||
New York City NY GO | 6.646% | 12/1/31 | 100 | 104 | |||
New York City NY GO | 6.246% | 6/1/35 | 950 | 965 | |||
New York City NY GO | 5.517% | 10/1/37 | 3,225 | 4,143 | |||
New York City NY GO | 6.271% | 12/1/37 | 5,425 | 7,527 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 580 | 812 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 795 | 1,121 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 1,000 | 1,442 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 350 | 507 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.282% | 6/15/42 | 2,275 | 2,362 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 9,580 | 13,169 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 13,990 | 20,373 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.790% | 6/15/41 | 800 | 814 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.790% | 6/15/41 | 3,200 | 3,251 | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 2,925 | 3,634 | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 3,800 | 4,821 |
164
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 1,080 | 1,364 | |||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 9,600 | 15,020 | |||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 975 | 1,255 | |||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 6.668% | 11/15/39 | 6,360 | 9,027 | |||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 2,085 | 2,067 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 2,100 | 2,101 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 1,150 | 1,415 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 3,085 | 3,905 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 2,100 | 2,108 | |||
New York State Thruway Authority | 2.900% | 1/1/35 | 2,050 | 2,043 | |||
New York State Thruway Authority | 3.500% | 1/1/42 | 1,500 | 1,494 | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 3,040 | 3,267 | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 2,375 | 2,880 | |||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 7,225 | 11,335 | |||
NYU Langone Hospitals | 5.750% | 7/1/43 | 3,100 | 4,116 | |||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 1,575 | 2,007 | |||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 4,500 | 4,995 | |||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 5,431 | 6,884 | |||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,100 | 1,284 | |||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 2,100 | 2,798 | |||
Oregon GO | 5.762% | 6/1/23 | 507 | 545 | |||
Oregon GO | 5.892% | 6/1/27 | 8,130 | 9,635 | |||
11 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 375 | 442 | ||
Pennsylvania Public School Building Authority Lease Revenue (School District of Philadelphia) | 5.000% | 9/15/27 | 1,947 | 2,247 | |||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 3,050 | 4,028 | |||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,060 | 2,653 | |||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 4,900 | 6,541 | |||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 3,080 | 4,111 | |||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 5,025 | 6,491 | |||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 3,370 | 3,731 | |||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 1,800 | 2,033 |
165
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 5,560 | 7,203 | |||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 18,410 | 22,563 | |||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 7,385 | 9,303 | |||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 4,300 | 4,089 | |||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Project) | 2.987% | 9/1/36 | 105 | 104 | |||
Princeton University | 5.700% | 3/1/39 | 6,600 | 9,157 | |||
Regents of the University of California Revenue | 3.063% | 7/1/25 | 9,060 | 9,487 | |||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 1,500 | 2,176 | |||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 2,900 | 3,782 | |||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 2,395 | 2,357 | |||
Rutgers The State University of New Jersey | 3.270% | 5/1/43 | 1,050 | 1,039 | |||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,400 | 8,282 | |||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,000 | 3,022 | |||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,235 | 4,024 | |||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 1,650 | 2,271 | |||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 7,000 | 9,626 | |||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 1,410 | 1,634 | |||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,760 | 2,540 | |||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 6,180 | 8,770 | |||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 5,795 | 8,810 | |||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 3,600 | 3,700 | |||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 3,390 | 4,146 | |||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,760 | 2,766 | |||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 7,000 | 10,294 | |||
Texas A&M University System Revenue Financing System Revenue | 3.100% | 7/1/49 | 2,825 | 2,751 | |||
Texas GO | 5.517% | 4/1/39 | 7,690 | 10,381 | |||
Texas GO | 3.211% | 4/1/44 | 4,370 | 4,414 | |||
Texas Private Activity Surface Transportation Corp. Revenue | 3.922% | 12/31/49 | 6,075 | 6,107 | |||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 4,350 | 5,237 | |||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 1,645 | 2,014 | |||
University of California Regents Medical Center Revenue | 6.548% | 5/15/48 | 4,925 | 7,112 | |||
University of California Regents Medical Center Revenue | 6.583% | 5/15/49 | 1,180 | 1,699 | |||
University of California Revenue | 4.601% | 5/15/31 | 8,330 | 9,519 |
166
Total Bond Market II Index Fund | |||||||
Face | Market | ||||||
Maturity | Amount | Value· | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
University of California Revenue | 5.770% | 5/15/43 | 5,790 | 7,674 | |||
University of California Revenue | 5.946% | 5/15/45 | 5,510 | 7,386 | |||
University of California Revenue | 4.858% | 5/15/12 | 8,768 | 10,809 | |||
University of California Revenue | 4.767% | 5/15/15 | 2,975 | 3,594 | |||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 1,740 | 1,682 | |||
University of North Carolina University System Revenue | 3.327% | 12/1/36 | 90 | 95 | |||
University of Pittsburgh-of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 11,425 | 11,078 | |||
University of Southern California | 5.250% | 10/1/11 | 1,840 | 2,591 | |||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 4,400 | 4,636 | |||
University of Texas Revenue | 3.354% | 8/15/47 | 2,375 | 2,474 | |||
University of Texas System Revenue Financing System Revenue | 4.794% | 8/15/46 | 1,700 | 2,108 | |||
University of Virginia Revenue | 4.179% | 9/1/17 | 2,100 | 2,480 | |||
Utah GO | 4.554% | 7/1/24 | 7,680 | 8,131 | |||
Utah GO | 3.539% | 7/1/25 | 4,400 | 4,620 | |||
Washington GO | 5.140% | 8/1/40 | 3,320 | 4,238 | |||
Wisconsin Annual Appropriation Revenue | 3.954% | 5/1/36 | 9,400 | 10,050 | |||
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,050 | 3,166 | |||
11 | Wisconsin GO | 5.700% | 5/1/26 | 2,780 | 3,122 | ||
Total Taxable Municipal Bonds (Cost $1,097,423) | 1,255,056 | ||||||
Shares | |||||||
Temporary Cash Investment (2.3%) | |||||||
Money Market Fund (2.3%) | |||||||
13 | Vanguard Market Liquidity Fund (Cost $4,591,301) | 1.816% | 45,909,736 | 4,591,433 | |||
Total Investments (101.9%) (Cost $195,270,879) | 202,284,884 | ||||||
Amount | |||||||
($000 | ) | ||||||
Other Assets and Liabilities (-1.9%) | |||||||
Other Assets | |||||||
Investment in Vanguard | 8,658 | ||||||
Receivables for Investment Securities Sold | 523,755 | ||||||
Receivables for Accrued Income | 1,168,575 | ||||||
Receivables for Capital Shares Issued | 1,442,502 | ||||||
Total Other Assets | 3,143,490 | ||||||
Liabilities | |||||||
Payables for Investment Securities Purchased | (6,860,903 | ) | |||||
Payables for Capital Shares Redeemed | (76,878 | ) | |||||
Payables to Vanguard | (27,822 | ) | |||||
Other Liabilities | (28,407 | ) | |||||
Total Liabilities | (6,994,010 | ) | |||||
Net Assets (100%) | 198,434,364 |
167
Total Bond Market II Index Fund | ||
At December 31, 2019, net assets consisted of: | ||
Amount | ||
($000 | ) | |
Paid-in Capital | 191,877,605 | |
Total Distributable Earnings (Loss) | 6,556,759 | |
Net Assets | 198,434,364 | |
Investor Shares—Net Assets | ||
Applicable to 10,584,140,458 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 116,505,049 | |
Net Asset Value Per Share—Investor Shares | $11.01 | |
Institutional Shares—Net Assets | ||
Applicable to 7,443,098,238 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 81,929,315 | |
Net Asset Value Per Share—Institutional Shares | $11.01 |
· | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $10,000 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 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2019. |
6 | 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. |
7 | 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 December 31, 2019, the aggregate value of these securities was $1,721,893,000, representing 0.9% of net assets. |
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.
TBA—To Be Announced.
UMBS—Uniform Mortgage-Backed Securities.
See accompanying Notes, which are an integral part of the Financial Statements.
168
Total Bond Market II Index Fund
Statement of Operations
Year Ended | ||||
December 31, 2019 | ||||
($000 | ) | |||
Investment Income | ||||
Income | ||||
Interest1 | 5,105,617 | |||
Total Income | 5,105,617 | |||
Expenses | ||||
The Vanguard Group—Note B | ||||
Investment Advisory Services | 6,121 | |||
Management and Administrative—Investor Shares | 76,667 | |||
Management and Administrative—Institutional Shares | 9,049 | |||
Marketing and Distribution—Investor Shares | 13,235 | |||
Marketing and Distribution—Institutional Shares | 2,960 | |||
Custodian Fees | 430 | |||
Auditing Fees | 217 | |||
Shareholders’ Reports—Investor Shares | 914 | |||
Shareholders’ Reports—Institutional Shares | — | |||
Trustees’ Fees and Expenses | 83 | |||
Total Expenses | 109,676 | |||
Net Investment Income | 4,995,941 | |||
Realized Net Gain (Loss) | ||||
Investment Securities Sold1 | 564,657 | |||
Futures Contracts | 64 | |||
Realized Net Gain (Loss) | 564,721 | |||
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 9,216,254 | |||
Net Increase (Decrease) in Net Assets Resulting from Operations | 14,776,916 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $72,786,000, ($155,000), and $116,000, respectively. Purchases and sales are for temporary cash investment purposes. |
See accompanying Notes, which are an integral part of the Financial Statements.
169
Total Bond Market II Index Fund
Statement of Changes in Net Assets
Year Ended December 31, | ||||||||
2019 | 2018 | |||||||
($000 | ) | ($000 | ) | |||||
Increase (Decrease) in Net Assets | ||||||||
Operations | ||||||||
Net Investment Income | 4,995,941 | 4,326,729 | ||||||
Realized Net Gain (Loss) | 564,721 | (1,013,441 | ) | |||||
Change in Unrealized Appreciation (Depreciation) | 9,216,254 | (3,386,639 | ) | |||||
Net Increase (Decrease) in Net Assets Resulting from Operations | 14,776,916 | (73,351 | ) | |||||
Distributions | ||||||||
Net Investment Income | ||||||||
Investor Shares | (2,917,920 | ) | (2,561,096 | ) | ||||
Institutional Shares | (2,080,517 | ) | (1,765,020 | ) | ||||
Realized Capital Gain1 | ||||||||
Investor Shares | — | (702 | ) | |||||
Institutional Shares | — | (468 | ) | |||||
Total Distributions | (4,998,437 | ) | (4,327,286 | ) | ||||
Capital Share Transactions | ||||||||
Investor Shares | 19,065,128 | 5,111,918 | ||||||
Institutional Shares | 15,483,598 | 4,913,765 | ||||||
Net Increase (Decrease) from Capital Share Transactions | 34,548,726 | 10,025,683 | ||||||
Total Increase (Decrease) | 44,327,205 | 5,625,046 | ||||||
Net Assets | ||||||||
Beginning of Period | 154,107,159 | 148,482,113 | ||||||
End of Period | 198,434,364 | 154,107,159 |
1 | Includes fiscal 2019 and 2018 short-term gain distributions totaling $0 and $0, respectively. Short-term gain distributions are treated as ordinary income dividends for tax purposes. |
See accompanying Notes, which are an integral part of the Financial Statements.
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Total Bond Market II Index Fund
Financial Highlights
Investor Shares
For a Share Outstanding | Year Ended December 31, | ||||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $10.42 | $10.72 | $10.61 | $10.60 | $10.84 | ||
Investment Operations | |||||||
Net Investment Income | .2991 | .2851 | .2591 | .251 | .248 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .590 | (.301) | .112 | .022 | (.216) | ||
Total from Investment Operations | .889 | (.016) | .371 | .273 | .032 | ||
Distributions | |||||||
Dividends from Net Investment Income | (.299) | (.284) | (.259) | (.252) | (.248) | ||
Distributions from Realized Capital Gains | — | (.000) | 2 | (.002) | (.011) | (.024) | |
Total Distributions | (.299) | (.284) | (.261) | (.263) | (.272) | ||
Net Asset Value, End of Period | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 | ||
Total Return3 | 8.62% | -0.10% | 3.53% | 2.55% | 0.28% | ||
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $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% | ||
Ratio of Net Investment Income to Average Net Assets | 2.76% | 2.74% | 2.42% | 2.31% | 2.30% | ||
Portfolio Turnover Rate4 | 66% | 90% | 80% | 88% | 116% |
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 12%, 22%, 26%, 24%, and 46% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
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Total Bond Market II Index Fund
Financial Highlights
Institutional Shares
For a Share Outstanding | Year Ended December 31, | ||||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 | ||
Net Asset Value, Beginning of Period | $10.42 | $10.72 | $10.61 | $10.60 | $10.84 | ||
Investment Operations | |||||||
Net Investment Income | .3061 | .2921 | .2671 | .259 | .256 | ||
Net Realized and Unrealized Gain (Loss) on Investments | .591 | (.300) | .112 | .022 | (.216) | ||
Total from Investment Operations | .897 | (.008) | .379 | .281 | .040 | ||
Distributions | |||||||
Dividends from Net Investment Income | (.307) | (.292) | (.267) | (.260) | (.256) | ||
Distributions from Realized Capital Gains | — | (.000) | 2 | (.002) | (.011) | (.024) | |
Total Distributions | (.307) | (.292) | (.269) | (.271) | (.280) | ||
Net Asset Value, End of Period | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 | ||
Total Return | 8.69% | -0.03% | 3.60% | 2.62% | 0.35% | ||
Ratios/Supplemental Data | |||||||
Net Assets, End of Period (Millions) | $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% | ||
Ratio of Net Investment Income to Average Net Assets | 2.83% | 2.81% | 2.49% | 2.38% | 2.37% | ||
Portfolio Turnover Rate3 | 66% | 90% | 80% | 88% | 116% |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Includes 12%, 22%, 26%, 24%, and 46% attributable to mortgage-dollar-roll activity. |
See accompanying Notes, which are an integral part of the Financial Statements.
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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. 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. 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.
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 Statement of Net Assets.
Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets 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 futures gains (losses).
During the year ended December 31, 2019, the fund’s average investments in long and short futures contracts each represented 0% 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 December 31, 2019.
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Total Bond Market II Index Fund
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 December 31, 2019, counterparties had deposited in segregated accounts securities with a value of $290,000 and cash of $538,000 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 has also entered into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. 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 Net Assets.
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 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 and may differ from net investment income and realized capital gains for financial reporting purposes.
174
Total Bond Market II Index Fund
7. Credit Facility: 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 that may be renewed annually; each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary and emergency purposes, and are subject to the fund’s regulatory and contractual borrowing restrictions. The participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn 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 this facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate, federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread.
The fund had no borrowings outstanding at December 31, 2019, or at any time during the period then ended.
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. Vanguard does not require reimbursement in the current period for certain costs of operations (such as deferred compensation/benefits and risk/insurance costs); the fund’s liability for these costs of operations is included in Payables to Vanguard on the Statement of Net Assets. All other costs of operations payable to Vanguard 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 December 31, 2019, the fund had contributed to Vanguard capital in the amount of $8,658,000, representing less than 0.01% of the fund’s net assets and 3.46% 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.
175
Total Bond Market II 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 Statement of Net Assets.
The following table summarizes the market value of the fund’s investments as of December 31, 2019, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
U.S. Government and Agency Obligations | — | 132,054,986 | — |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 4,914,471 | — |
Corporate Bonds | — | 51,681,809 | — |
Sovereign Bonds | — | 7,787,129 | — |
Taxable Municipal Bonds | — | 1,255,056 | — |
Temporary Cash Investments | 4,591,433 | — | — |
Total | 4,591,433 | 197,693,451 | — |
D. Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share.
Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the tax deferral of losses on wash sales. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:
Amount | |
($000) | |
Undistributed Ordinary Income | 14,845 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards (Non-expiring)* | (450,502) |
Net Unrealized Gains (Losses) | 7,014,005 |
*The fund used capital loss carryforwards of $564,721,000 to offset taxable capital gains realized during the year ended December 31, 2019.
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Total Bond Market II Index Fund
As of December 31, 2019, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 195,270,879 |
Gross Unrealized Appreciation | 7,378,338 |
Gross Unrealized Depreciation | (364,333) |
Net Unrealized Appreciation (Depreciation) | 7,014,005 |
E. During the year ended December 31, 2019, the fund purchased $18,042,432,000 of investment securities and sold $11,481,660,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $134,598,096,000 and $105,562,238,000, respectively. Total purchases and sales include $188,897,000 and $0, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
F. Capital share transactions for each class of shares were:
Year Ended December 31, | |||||
2019 | 2018 | ||||
Amount | Shares | Amount | Shares | ||
($000) | (000) | ($000) | (000) | ||
Investor Shares | |||||
Issued | 29,630,647 | 2,753,458 | 23,426,764 | 2,241,968 | |
Issued in Lieu of Cash Distributions | 2,917,920 | 269,056 | 2,561,333 | 246,590 | |
Redeemed | (13,483,439) | (1,237,620) | (20,876,179) | (2,009,410) | |
Net Increase (Decrease)—Investor Shares | 19,065,128 | 1,784,894 | 5,111,918 | 479,148 | |
Institutional Shares | |||||
Issued | 22,527,089 | 2,091,754 | 17,616,748 | 1,688,890 | |
Issued in Lieu of Cash Distributions | 2,080,517 | 191,787 | 1,765,457 | 169,972 | |
Redeemed | (9,124,008) | (836,386) | (14,468,440) | (1,395,053) | |
Net Increase (Decrease)—Institutional Shares | 15,483,598 | 1,447,155 | 4,913,765 | 463,809 |
G. Management has determined that no events or transactions occurred subsequent to December 31, 2019, that would require recognition or disclosure in these financial statements.
177
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Total Bond Market II Index Fund
Opinion on the Financial Statements
We have audited the accompanying statement of net assets of Vanguard Total Bond Market II Index Fund (one of the funds constituting Vanguard Bond Index Funds, referred to hereafter as the “Fund”) as of December 31, 2019, the related statement of operations for the year ended December 31, 2019, the statement of changes in net assets for each of the two years in the period ended December 31, 2019, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2019 (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of December 31, 2019, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2019 and the financial highlights for each of the five years in the period ended December 31, 2019 in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2019 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
February 13, 2020
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
178
Special 2019 tax information (unaudited) for Vanguard Total Bond Market II Index Fund
This information for the fiscal year ended December 31, 2019, is included pursuant to provisions of the Internal Revenue Code.
For nonresident alien shareholders, 87.1% of income dividends are interest-related dividends.
179
BLOOMBERG is a trademark and service mark of Bloomberg Finance L.P. BARCLAYS is a trademark and service mark of Barclays Bank Plc, used under license. Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL) (collectively, Bloomberg), or Bloomberg’s licensors, own all proprietary rights in the Bloomberg Barclays U.S. Aggregate Float Adjusted Index (the Index or Bloomberg Barclays Index).
Neither Barclays Bank Plc, Barclays Capital Inc., or any affiliate (collectively Barclays) or Bloomberg is the issuer or producer of the Total Bond Market II Index Fund and neither Bloomberg nor Barclays has any responsibilities, obligations or duties to investors in the Total Bond Market II Index Fund. The Index is licensed for use by The Vanguard Group, Inc. (Vanguard) as the sponsor of the Total Bond Market II Index Fund. Bloomberg and Barclays’ only relationship with Vanguard in respect of the Index is the licensing of the Index, which is determined, composed and calculated by BISL, or any successor thereto, without regard to the Issuer or the Total Bond Market II Index Fund or the owners of the Total Bond Market II Index Fund.
Additionally, Vanguard may for itself execute transaction(s) with Barclays in or relating to the Index in connection with the Total Bond Market II Index Fund. Investors acquire the Total Bond Market II Index Fund from Vanguard and investors neither acquire any interest in the Index nor enter into any relationship of any kind whatsoever with Bloomberg or Barclays upon making an investment in the Total Bond Market II Index Fund. The Total Bond Market II Index Fund is not sponsored, endorsed, sold or promoted by Bloomberg or Barclays. Neither Bloomberg nor Barclays makes any representation or warranty, express or implied regarding the advisability of investing in the Total Bond Market II Index Fund or the advisability of investing in securities generally or the ability of the Index to track corresponding or relative market performance. Neither Bloomberg nor Barclays has passed on the legality or suitability of the Total Bond Market II Index Fund with respect to any person or entity. Neither Bloomberg nor Barclays is responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Total Bond Market II Index Fund to be issued. Neither Bloomberg nor Barclays has any obligation to take the needs of the Issuer or the owners of the Total Bond Market II Index Fund or any other third party into consideration in determining, composing or calculating the Index. Neither Bloomberg nor Barclays has any obligation or liability in connection with administration, marketing or trading of the Total Bond Market II Index Fund.
The licensing agreement between Bloomberg and Barclays is solely for the benefit of Bloomberg and Barclays and not for the benefit of the owners of the Total Bond Market II Index Fund, investors or other third parties. In addition, the licensing agreement between Vanguard and Bloomberg is solely for the benefit of Vanguard and Bloomberg and not for the benefit of the owners of the Total Bond Market II Index Fund, investors or other third parties.
NEITHER BLOOMBERG NOR BARCLAYS SHALL HAVE ANY LIABILITY TO THE ISSUER, INVESTORS OR TO OTHER THIRD PARTIES FOR THE QUALITY, ACCURACY AND/OR COMPLETENESS OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR FOR INTERRUPTIONS IN THE DELIVERY OF THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY THE ISSUER, THE INVESTORS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY EXPRESS OR IMPLIED WARRANTIES, AND EACH HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. BLOOMBERG RESERVES THE RIGHT TO CHANGE THE METHODS OF CALCULATION OR PUBLICATION, OR TO CEASE THE CALCULATION OR PUBLICATION OF THE BLOOMBERG BARCLAYS INDEX, AND NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY MISCALCULATION OF OR ANY INCORRECT, DELAYED OR INTERRUPTED PUBLICATION WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY DAMAGES, INCLUDING, WITHOUT LIMITATION, ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES, OR ANY LOST PROFITS AND EVEN IF ADVISED OF THE POSSIBILITY OF SUCH, RESULTING FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR WITH RESPECT TO THE TOTAL BOND MARKET II INDEX FUND.
None of the information supplied by Bloomberg or Barclays and used in this publication may be reproduced in any manner without the prior written permission of both Bloomberg and Barclays Capital, the investment banking division of Barclays Bank Plc. Barclays Bank Plc is registered in England No. 1026167. Registered office 1 Churchill Place London E14 5HP.
© 2020 Bloomberg. Used with Permission.
Source: Bloomberg Index Services Limited. Copyright 2020, Bloomberg. All rights reserved.
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The People Who Govern Your Fund
The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund’s trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.
A majority of Vanguard’s board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 213 Vanguard funds.
Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in theStatement of Additional Information, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.
Interested Trustee1
Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (January 2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (January 2018–present) of Vanguard; chief executive officer, president, and trustee (January 2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (February 2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Chairman of the board (2011–2017) and trustee (2009–2017) of the Children’s Hospital of Philadelphia; trustee (2018–present) of The Shipley School.
Independent Trustees
Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Director of SPX FLOW, Inc. (multi-industry manufacturing). Director of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, and Roberts Wesleyan College. Trustee of the University of Rochester.
Amy Gutmann
Born in 1949. Trustee since June 2006. Principal occupation(s) during the past five years and other experience: president (2004–present) of the University of Pennsylvania. Christopher H. Browne Distinguished Professor of Political Science, School of Arts and Sciences, and professor of communication, Annenberg School for Communication, with secondary faculty appointments in the Department of Philosophy, School of Arts and Sciences, and at the Graduate School of Education, University of Pennsylvania. Trustee of the National Constitution Center.
F. Joseph Loughrey
Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services), and the Lumina Foundation.
1 Mr. Buckley is considered an “interested person,” as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds.
Director of the V Foundation and Oxfam America. Member of the advisory council for the College of Arts and Letters and chair of the advisory board to the Kellogg Institute for International Studies, both at the University of Notre Dame.
Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM’s Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.
Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: chief investment officer (1989–present) and vice president (1996–present) of the University of Notre Dame. Assistant professor of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee. Chairman of the board of TIFF Advisory Services, Inc. Member of the board of Catholic Investment Services, Inc. (investment advisors) and the board of superintendence of the Institute for the Works of Religion.
Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: president (2010–present) and chief executive officer (2011–present) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability of The Guardian Life Insurance Company of America. Member of the board of The Guardian Life Insurance Company of America, the American Council of Life Insurers, the Partnership for New York City (business leadership), and the Committee Encouraging Corporate Philanthropy. Trustee of the Economic Club of New York and the Bruce Museum (arts and science). Member of the Advisory Council for the Stanford Graduate School of Business.
André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Board of advisors and investment committee member of the Museum of Fine Arts Boston. Board member (2018–present) of RIT Capital Partners (investment firm); investment committee member of Partners Health Care System.
Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Member of the board of directors (2012–2014) of Neighborhood Reinvestment Corporation. Director (2017–present) of i(x) Investments; director (2017–present) of Reserve Trust. Rubinstein Fellow (2017–present) of Duke University; trustee (2017–present) of Amherst College.
Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Chairman of the board of trustees of Colby-Sawyer College. Member of the board of Hypertherm Inc. (industrial cutting systems, software, and consumables).
Executive Officers
John Bendl
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (October 2019–present) of each of the investment companies served by Vanguard. Chief accounting officer, treasurer, and controller of Vanguard (2017–present). Partner (2003–2016) at KPMG (audit, tax, and advisory services).
Glenn Booraem
Born in 1967. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (2017–present), treasurer (2015–2017), controller (2010–2015), and assistant controller (2001–2010) of each of the investment companies served by Vanguard.
Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Treasurer (2017–present) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).
David Cermak
Born in 1960. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (October 2019–present) of each of the investment companies served by Vanguard. Managing director and head (2017–present) of Vanguard Investments Singapore. Managing director and head (2017–2019) of Vanguard Investments Hong Kong. Representative director and head (2014–2017) of Vanguard Investments Japan.
Thomas J. Higgins
Born in 1957. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (October 2019–present), chief financial officer (2008–2019), and treasurer (1998–2008) of each of the investment companies served by Vanguard.
Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.
Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express.
Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.
John E. Schadl
Born in 1972. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer (2019–present) of Vanguard and of each of the investment companies served by Vanguard. Assistant vice president (May 2019–present) of Vanguard Marketing Corporation.
Vanguard Senior Management Team | |
Joseph Brennan | Chris D. McIsaac |
Mortimer J. Buckley | James M. Norris |
Gregory Davis | Thomas M. Rampulla |
John James | Karin A. Risi |
Martha G. King | Anne E. Robinson |
John T. Marcante | Michael Rollings |
P.O. Box 2600 | |
Valley Forge, PA 19482-2600 |
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Vanguard Marketing Corporation, Distributor. | |
Q6350 022020 |
Annual Report |December 31, 2019
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 | |
A Note From Our Chairman | 1 |
Your Fund’s Performance at a Glance | 2 |
Advisor’s Report | 3 |
About Your Fund’s Expenses | 6 |
Performance Summary | 8 |
Financial Statements | 11 |
Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.
A Note From Our Chairman
Tim Buckley
Chairman and Chief Executive Officer
Dear Shareholder,
Recent volatility in financial markets—affecting stocks, bonds, and commodities—has been a good reminder of the wise old adage, “Never keep all your eggs in one basket.” Maintaining balance and diversification in your investment portfolio can help to both limit risk and set you up for long-term success.
It’s understandable why some investors might become complacent after a long market run-up like the one that lifted stock prices, especially U.S. stock prices, in the years following the global financial crisis. But failing to rebalance regularly can leave a portfolio with a much different mix of assets than intended and, often, more risk than intended.
Balance across and diversification within asset classes are powerful tools for managing risk and achieving your investment goals. A portfolio’s allocation will determine a large portion of its long-term return and also the majority of its volatility risk. A well-diversified portfolio is less vulnerable to significant swings in the performance of any one segment of the asset classes in which it invests.
Balance and diversification will never eliminate the risk of loss, nor will they guarantee positive returns in a declining market. But they may reduce the chance that you’ll suffer disproportionate losses in one particular high-flying asset class or sector when it comes back to earth. And exposure to all key market components should give you at least some participation in the sectors that are performing best at any given time.
Vanguard is committed to helping you achieve balance and diversification in your portfolios to help meet your investment goals. We thank you for your continued loyalty.
Sincerely,
Mortimer J. Buckley
Chairman and Chief Executive Officer
January 23, 2020
1
Your Fund’s Performance at a Glance
• For the 12 months ended December 31, 2019, Vanguard Inflation-Protected Securities Fund returned 8.06% for Investor Shares, 8.16% for Admiral Shares, and 8.18% for Institutional Shares. Those results were weaker than the 8.43% return of the fund’s benchmark, the Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index.
• Despite global and domestic central bank easing during 2019, U.S. inflation readings declined. Monthly figures for year-on-year change in the U.S. Core Personal Consumption Expenditures Price Index moved up and down during the period, finishing the period at 1.6% compared with 1.9% a year earlier.
• Yields of both nominal Treasuries and Treasury Inflation-Protected Securities (TIPS) fell across the maturity spectrum, pushing up prices and contributing to strong returns for both types of bonds. The real yield of 10-year TIPS, for example, declined from 0.97% to 0.13%, while the comparable yield for its 30-year counterpart fell from 1.21% to 0.57%.
• Much of the fund’s underperformance stemmed from unexpected shifts in inflation expectations and the yield curve in early 2019, and from tactical allocation decisions that did not pay off.
Market Barometer | |||
Average Annual Total Returns | |||
Periods Ended December 31, 2019 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 31.43% | 15.05% | 11.48% |
Russell 2000 Index (Small-caps) | 25.53 | 8.59 | 8.23 |
Russell 3000 Index (Broad U.S. market) | 31.02 | 14.57 | 11.24 |
FTSE All-World ex US Index (International) | 21.81 | 9.96 | 5.83 |
Bonds | |||
Bloomberg Barclays U.S. Aggregate Bond Index (Broad taxable market) | 8.72% | 4.03% | 3.05% |
Bloomberg Barclays Municipal Bond Index (Broad tax-exempt market) | 7.54 | 4.72 | 3.53 |
FTSE Three-Month U.S. Treasury Bill Index | 2.25 | 1.65 | 1.04 |
CPI | |||
Consumer Price Index | 2.29% | 2.10% | 1.82% |
2
Advisor’s Report
For the 12 months ended December 31, 2019, falling bond yields and rising prices led to strong returns across the fixed income market, including Treasury Inflation-Protected Securities (TIPS).
Investor Shares of Vanguard Inflation-Protected Securities Fund returned 8.06%, while lower-cost Admiral Shares returned 8.16% and Institutional Shares returned 8.18%. The fund lagged its benchmark, the Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index, which returned 8.43%.
The broad investment-grade bond market returned 8.87%, and “nominal” Treasury securities, which don’t include an automatic adjustment for inflation, returned 6.86%, according to the Bloomberg Barclays U.S. Aggregate Float Adjusted Index.
The 30-day SEC yield for all three share classes declined more than 80 basis points. (A basis point is one-hundredth of a percentage point.)
Investment environment
The financial markets were driven largely by shifts in the outlook for global growth and monetary policy during the period. At the start of 2019, further signs of a global slowdown and tepid inflation led to a shift toward lower inflation expectations. This in turn caused the major central banks to adopt a more accommodative monetary stance.
For the first quarter of 2019, gross domestic product—the broadest measure of economic activity—expanded at an annual rate of about 3% after adjusting for inflation. Its pace of growth then slowed amid weaker business confidence, trade disputes, and lessening effects from tax cuts. The unemployment rate ended the period at a half-century low of 3.5%, a trend that helped keep consumers spending, but the pace of job gains softened. Inflation remained tame. The annualized core consumer price index (which excludes the volatile food and energy segments) remained at or a little above 2%.
After raising rates four times in 2018, the Federal Reserve began to reverse gears in March with an announcement that it would end its balance-sheet drawdown. It went on to lower the federal funds rate in August, September, and October. Those cuts, the first in more than a decade, were justified by policymakers as “insurance” meant to
Yields of U.S. Treasury Inflation-Protected Securities | ||
(Real Yields) | ||
December 31, | December 31, | |
Maturity | 2018 | 2019 |
5 Years | 0.99% | –0.02% |
10 Years | 0.97 | 0.13 |
30 Years | 1.21 | 0.57 |
Source: Bloomberg. |
3
cushion the effects of trade policies and prolong an economic expansion already in its 11th year.
Rate cuts and slowing growth contributed to declines in yields across the maturity spectrum. The U.S. Treasury yield curve was inverted for part of the period—yields of shorter-term bonds were higher than those of longer-term bonds—but finished the year displaying a more typical upward slope.
The real yield of 10-year TIPS fell from 0.97% to 0.13% in 2019. Over the same period, the 10-year breakeven inflation rate edged higher, from 1.72% to 1.79%, implying an equivalent modest uptick in the market’s inflation expectation for the coming decade.
The market structure improved. With the U.S. fiscal deficit rising, the Treasury Department increased TIPS issuance, helping to make this segment of the market more liquid. The additional supply was easily absorbed by demand from TIPS mutual funds and, late in the year, the Fed’s renewed balance-sheet expansion.
Management of the portfolio
In the early part of the year, we increased our allocation to short-term TIPS. We were of the view that the Fed would call an end to its hiking cycle early in 2019 and that the yield curve would steepen. Our call about the Fed was right, but yields of longer-dated TIPS fell more quickly than the yields of our overweight position, and the yield curve inverted further amid escalating concern about the risk of a global recession.
Another move we made early in the period was to reduce our exposure to nominal Treasury bonds, securities we hold when they appear to offer relative value compared with TIPS. Global growth appeared to be slowing but was still decent, and there seemed to be enough easing in financial conditions that we expected to see some stabilization in both inflation and inflation expectations, which would benefit TIPS. While inflation did stabilize, the Fed was slow to begin cutting rates, and along with a rise in fears of a global recession, inflation expectations actually fell, which caused TIPS to underperform nominal Treasuries for the first part of the year.
Security selection was modestly positive. Some micro dislocations went through the market, providing us with opportunities to buy certain securities and sell others in order to capture a little excess return for the fund.
The duration of the fund (a measure in years of a portfolio’s sensitivity to changes in interest rates) is structurally longer than that of its benchmark. Given the decline in interest rates that occurred during the period, this difference helped the fund’s performance relative to its benchmark.
4
Outlook
Global growth is set to keep softening, owing in part to trade tensions and policy uncertainty. The U.S. economy may fall below 2% trend growth in 2020, according to our economists in Vanguard Investment Strategy Group.
Other major economies are likely to see a deceleration as well. China, the world’s second-largest economy, is expected to grow at a pace around 6%—and possibly lower than that without further stimulus. In the euro area, growth may stay weak at about 1%.
This backdrop, along with modest wage gains and structural factors like technology advancements and globalization, is unlikely to support a sustained rebound in inflation, although we could see a cyclical upswing in the first half of this year.
Inflation expectations should rebound as a result. They will likely trend closer to the Fed’s preferred objective of 2.0%, but— given the structural forces still in play—not much higher.
Going forward, we may see bouts of volatility related to inflation and interest rate expectations, but it’s worth restating that investors should look beyond short-term market movements and adhere to a long-term investment plan. Even in a low-yield bond environment, TIPS can play a useful role as a diversifier, as they provide a hedge against an unexpected increase in inflation. And even if inflation remains low, there is the potential for principal appreciation if yields fall.
Whatever the markets may bring, our experienced team of credit analysts, traders, quantitative analysts, and risk managers will continue to seek out opportunities to add to the fund’s performance.
Gemma Wright-Casparius, Principal
Vanguard Fixed Income Group
January 23, 2020
5
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 compareongoingcosts 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.
6
Six Months Ended December 31, 2019 | ||||
Beginning | Ending | Expenses | ||
Account Value | Account Value | Paid During | ||
Inflation-Protected Securities Fund | 6/30/2019 | 12/31/2019 | Period | |
Based on Actual Fund Return | ||||
Investor Shares | $1,000.00 | $1,018.85 | $1.02 | |
Admiral™ Shares | 1,000.00 | 1,019.39 | 0.51 | |
Institutional Shares | 1,000.00 | 1,019.72 | 0.36 | |
Based on Hypothetical 5% Yearly Return | ||||
Investor Shares | $1,000.00 | $1,024.20 | $1.02 | |
Admiral Shares | 1,000.00 | 1,024.70 | 0.51 | |
Institutional Shares | 1,000.00 | 1,024.85 | 0.36 |
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 (184/365).
7
Inflation-Protected Securities Fund
Performance Summary
All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost.The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.
Cumulative Performance: December 31, 2009, Through December 31, 2019
Initial Investment of $10,000
Average Annual Total Returns | |||||
Periods Ended December 31, 2019 | |||||
Final Value | |||||
One | Five | Ten | of a $10,000 | ||
Year | Years | Years | Investment | ||
Inflation-Protected Securities Fund Investor Shares | 8.06% | 2.35% | 3.15% | $13,633 | |
Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index | 8.43 | 2.62 | 3.36 | 13,919 | |
Bloomberg Barclays U.S. Aggregate Bond Index | 8.72 | 3.05 | 3.75 | 14,445 |
Final Value | ||||
One | Five | Ten | of a $50,000 | |
Year | Years | Years | Investment | |
Inflation-Protected Securities Fund Admiral Shares | 8.16% | 2.45% | 3.25% | $68,863 |
Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index | 8.43 | 2.62 | 3.36 | 69,596 |
Bloomberg Barclays U.S. Aggregate Bond Index | 8.72 | 3.05 | 3.75 | 72,224 |
See Financial Highlights for dividend and capital gains information.
8
Inflation-Protected Securities Fund
Average Annual Total Returns | ||||
Periods Ended December 31, 2019 | ||||
Final Value | ||||
One | Five | Ten | of a $5,000,000 | |
Year | Years | Years | Investment | |
Inflation-Protected Securities Fund Institutional Shares | 8.18% | 2.48% | 3.28% | $6,907,572 |
Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index | 8.43 | 2.62 | 3.36 | 6,959,641 |
Bloomberg Barclays U.S. Aggregate Bond Index | 8.72 | 3.05 | 3.75 | 7,222,447 |
9
Inflation-Protected Securities Fund
Sector Diversification
As of December 31, 2019
Treasury/Agency | 100.0% |
The table reflects the fund’s market exposure. Any holdings in short-term reserves are excluded. 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.
10
Inflation-Protected Securities Fund
Financial Statements
Statement of Net Assets
As of December 31, 2019
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 (97.4%) | |||||
U.S. Government Securities (97.4%) | |||||
United States Treasury Inflation Indexed Bonds | 1.125% | 1/15/21 | 455,499 | 540,889 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/21 | 803,500 | 870,546 | |
United States Treasury Inflation Indexed Bonds | 0.625% | 7/15/21 | 732,801 | 846,132 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/22 | 827,671 | 940,495 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/22 | 940,000 | 993,296 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/22 | 792,019 | 890,073 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/23 | 872,330 | 972,570 | |
United States Treasury Inflation Indexed Bonds | 0.625% | 4/15/23 | 960,000 | 1,010,144 | |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/23 | 877,936 | 984,498 | |
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/24 | 871,256 | 981,499 | |
United States Treasury Inflation Indexed Bonds | 0.500% | 4/15/24 | 665,000 | 689,573 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/24 | 878,771 | 958,374 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/24 | 450,000 | 453,905 | |
United States Treasury Inflation Indexed Bonds | 0.250% | 1/15/25 | 895,300 | 981,575 | |
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/25 | 461,651 | 702,649 | |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/25 | 839,844 | 930,183 | |
1 | United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/26 | 779,522 | 870,248 |
United States Treasury Inflation Indexed Bonds | 2.000% | 1/15/26 | 339,727 | 489,702 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/26 | 736,304 | 793,341 | |
United States Treasury Inflation Indexed Bonds | 0.375% | 1/15/27 | 724,439 | 783,720 | |
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/27 | 292,047 | 430,100 | |
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/27 | 715,000 | 767,599 | |
United States Treasury Inflation Indexed Bonds | 0.500% | 1/15/28 | 754,000 | 807,172 | |
United States Treasury Inflation Indexed Bonds | 1.750% | 1/15/28 | 308,866 | 426,245 | |
United States Treasury Inflation Indexed Bonds | 3.625% | 4/15/28 | 197,575 | 402,090 | |
United States Treasury Inflation Indexed Bonds | 0.750% | 7/15/28 | 701,000 | 756,525 | |
United States Treasury Inflation Indexed Bonds | 0.875% | 1/15/29 | 570,000 | 617,241 | |
United States Treasury Inflation Indexed Bonds | 2.500% | 1/15/29 | 307,170 | 443,661 | |
United States Treasury Inflation Indexed Bonds | 3.875% | 4/15/29 | 228,242 | 476,770 | |
United States Treasury Inflation Indexed Bonds | 0.250% | 7/15/29 | 660,000 | 670,958 | |
United States Treasury Inflation Indexed Bonds | 3.375% | 4/15/32 | 108,029 | 215,383 | |
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/40 | 169,656 | 264,273 | |
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/41 | 231,258 | 358,341 | |
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/42 | 403,145 | 477,723 | |
United States Treasury Inflation Indexed Bonds | 0.625% | 2/15/43 | 296,755 | 336,631 | |
United States Treasury Inflation Indexed Bonds | 1.375% | 2/15/44 | 456,735 | 595,822 | |
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/45 | 512,400 | 581,939 | |
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/46 | 319,302 | 381,962 | |
United States Treasury Inflation Indexed Bonds | 0.875% | 2/15/47 | 344,100 | 393,782 | |
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/48 | 366,000 | 423,430 |
11 |
Inflation-Protected Securities Fund
Face | Market | ||||
Maturity | Amount | Value• | |||
Coupon | Date | ($000) | ($000) | ||
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/49 | 307,000 | 349,337 | |
United States Treasury Note/Bond | 2.625% | 1/31/26 | 35,000 | 36,684 | |
United States Treasury Note/Bond | 2.375% | 4/30/26 | 160,000 | 165,501 | |
United States Treasury Note/Bond | 2.125% | 5/31/26 | 35,000 | 35,673 | |
United States Treasury Note/Bond | 1.875% | 7/31/26 | 20,000 | 20,069 | |
United States Treasury Note/Bond | 1.375% | 8/31/26 | 125,000 | 121,485 | |
Total U.S. Government and Agency Obligations (Cost $25,980,576) | 27,239,808 |
Shares | |||||
Temporary Cash Investment (2.4%) | |||||
Money Market Fund (2.4%) | |||||
2 | Vanguard Market Liquidity Fund | ||||
(Cost $653,610) | 1.816% | 6,535,456 | 653,611 | ||
Total Investments (99.8%) (Cost $26,634,186) | 27,893,419 |
Amount | ||
($000) | ||
Other Assets and Liabilities (0.2%) | ||
Other Assets | ||
Investment in Vanguard | 1,266 | |
Receivables for Investment Securities Sold | 449,504 | |
Receivables for Accrued Income | 79,527 | |
Receivables for Capital Shares Issued | 30,845 | |
Variation Margin Receivable—Futures Contracts | 435 | |
Other Assets | 447 | |
Total Other Assets | 562,024 | |
Liabilities | ||
Payables for Investment Securities Purchased | (102,506) | |
Payables for Capital Shares Redeemed | (375,040) | |
Payables to Vanguard | (14,866) | |
Variation Margin Payable—Futures Contracts | (352) | |
Options Written, at Value3 | (401) | |
Total Liabilities | (493,165) | |
Net Assets (100%) | 27,962,278 |
At December 31, 2019, net assets consisted of: | ||
Amount | ||
($000) | ||
Paid-in Capital | 26,923,001 | |
Total Distributable Earnings (Loss) | 1,039,277 | |
Net Assets | 27,962,278 | |
Investor Shares—Net Assets | ||
Applicable to 258,127,902 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,401,995 | |
Net Asset Value Per Share—Investor Shares | $13.18 |
12 |
Inflation-Protected Securities Fund
Amount | ||
($000) | ||
Admiral Shares—Net Assets | ||
Applicable to 553,047,766 outstanding $.001 par value shares ofbeneficial interest (unlimited authorization) | 14,310,452 | |
Net Asset Value Per Share—Admiral Shares | $25.88 | |
Institutional Shares—Net Assets | ||
Applicable to 972,382,884 outstanding $.001 par value shares ofbeneficial interest (unlimited authorization) | 10,249,831 | |
Net Asset Value Per Share—Institutional Shares | $10.54 |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $5,412,000 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. |
3 | Includes premiums received of $944,000. |
Derivative Financial Instruments Outstanding as of Period End | |||||
Options Written | |||||
Notional | Market | ||||
Expiration | Exercise | Amount | Value | ||
Date | Contracts | Price | ($000) | ($000) | |
Exchange-Traded Options | |||||
Put Options | |||||
2-Year U.S. Treasury Note Futures Contracts | 1/30/20 | 2,334 | $107.750 | 502,977 | (401) |
Total Options Written (Premiums Received $944) | (401) |
Futures Contracts | |||||
($000) | |||||
Value and | |||||
Number of | Unrealized | ||||
Long (Short) | Notional | Appreciation | |||
Expiration | Contracts | Amount | (Depreciation) | ||
Short Futures Contracts | |||||
10-Year U.S. Treasury Note | March 2020 | 3,006 | 386,036 | 376 | |
2-Year U.S. Treasury Note | March 2020 | 1,423 | 306,657 | (190) | |
186 |
See accompanying Notes, which are an integral part of the Financial Statements.
13 |
Inflation-Protected Securities Fund
Statement of Operations
Year Ended | |
December 31, 2019 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 677,803 |
Total Income | 677,803 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 3,758 |
Management and Administrative—Investor Shares | 6,020 |
Management and Administrative—Admiral Shares | 11,047 |
Management and Administrative—Institutional Shares | 5,225 |
Marketing and Distribution—Investor Shares | 348 |
Marketing and Distribution—Admiral Shares | 864 |
Marketing and Distribution—Institutional Shares | 388 |
Custodian Fees | 25 |
Auditing Fees | 38 |
Shareholders’ Reports—Investor Shares | 94 |
Shareholders’ Reports—Admiral Shares | 168 |
Shareholders’ Reports—Institutional Shares | 138 |
Trustees’ Fees and Expenses | 15 |
Total Expenses | 28,128 |
Net Investment Income | 649,675 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | 12,995 |
Futures Contracts | (49,907) |
Options Purchased | (2,252) |
Options Written | 4,008 |
Realized Net Gain (Loss) | (35,156) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 1,535,251 |
Futures Contracts | 7,480 |
Options Purchased | 355 |
Options Written | 1,611 |
Change in Unrealized Appreciation (Depreciation) | 1,544,697 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,159,216 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $8,771,000, ($85,000), and ($2,000), respectively. Purchases and sales are for temporary cash investment purposes. |
See accompanying Notes, which are an integral part of the Financial Statements.
14 |
Inflation-Protected Securities Fund
Statement of Changes in Net Assets
Year Ended December 31, | ||
2019 | 2018 | |
($000) | ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 649,675 | 854,804 |
Realized Net Gain (Loss) | (35,156) | (151,047) |
Change in Unrealized Appreciation (Depreciation) | 1,544,697 | (1,096,820) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 2,159,216 | (393,063) |
Distributions | ||
Net Investment Income | ||
Investor Shares | (75,706) | (110,279) |
Admiral Shares | (324,071) | (431,576) |
Institutional Shares | (241,760) | (308,354) |
Realized Capital Gain | ||
Investor Shares | — | — |
Admiral Shares | — | — |
Institutional Shares | — | — |
Total Distributions | (641,537) | (850,209) |
Capital Share Transactions | ||
Investor Shares | (317,944) | (441,433) |
Admiral Shares | (119,658) | 375,009 |
Institutional Shares | 104,464 | 523,950 |
Net Increase (Decrease) from Capital Share Transactions | (333,138) | 457,526 |
Total Increase (Decrease) | 1,184,541 | (785,746) |
Net Assets | ||
Beginning of Period | 26,777,737 | 27,563,483 |
End of Period | 27,962,278 | 26,777,737 |
See accompanying Notes, which are an integral part of the Financial Statements.
15 |
Inflation-Protected Securities Fund
Financial Highlights
Investor Shares
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $12.47 | $13.04 | $12.98 | $12.84 | $13.18 |
Investment Operations | |||||
Net Investment Income | .2901 | .3791 | .3101 | .263 | .098 |
Net Realized and Unrealized Gain (Loss) on Investments | .713 | (.572) | .053 | .315 | (.339) |
Total from Investment Operations | 1.003 | (.193) | .363 | .578 | (.241) |
Distributions | |||||
Dividends from Net Investment Income | (.293) | (.377) | (.303) | (.266) | (.098) |
Distributions from Realized Capital Gains | — | — | — | (.017) | (.001) |
Return of Capital | — | — | — | (.155) | — |
Total Distributions | (.293) | (.377) | (.303) | (.438) | (.099) |
Net Asset Value, End of Period | $13.18 | $12.47 | $13.04 | $12.98 | $12.84 |
Total Return2 | 8.06% | -1.49% | 2.81% | 4.52% | -1.83% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $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% |
Ratio of Net Investment Income to Average Net Assets | 2.24% | 2.96% | 2.38% | 1.99% | 0.72% |
Portfolio Turnover Rate | 26% | 27% | 22% | 27%3 | 43%3 |
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.
16 |
Inflation-Protected Securities Fund
Financial Highlights
Admiral Shares | |||||
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $24.48 | $25.60 | $25.48 | $25.21 | $25.87 |
Investment Operations | |||||
Net Investment Income | .6001 | .7671 | .6401 | .544 | .221 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.394 | (1.122) | .097 | .615 | (.658) |
Total from Investment Operations | 1.994 | (.355) | .737 | 1.159 | (.437) |
Distributions | |||||
Dividends from Net Investment Income | (.594) | (.765) | (.617) | (.541) | (.220) |
Distributions from Realized Capital Gains | — | — | — | (.034) | (.003) |
Return of Capital | — | — | — | (.314) | — |
Total Distributions | (.594) | (.765) | (.617) | (.889) | (.223) |
Net Asset Value, End of Period | $25.88 | $24.48 | $25.60 | $25.48 | $25.21 |
Total Return2 | 8.16% | -1.39% | 2.91% | 4.62% | -1.69% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $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% |
Ratio of Net Investment Income to Average Net Assets | 2.34% | 3.06% | 2.48% | 2.09% | 0.82% |
Portfolio Turnover Rate | 26% | 27% | 22% | 27%3 | 43%3 |
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.
17 |
Inflation-Protected Securities Fund
Financial Highlights
Institutional Shares | |||||
For a Share Outstanding | Year Ended December 31, | ||||
Throughout Each Period | 2019 | 2018 | 2017 | 2016 | 2015 |
Net Asset Value, Beginning of Period | $9.97 | $10.43 | $10.38 | $10.27 | $10.54 |
Investment Operations | |||||
Net Investment Income | .2491 | .3171 | .2631 | .224 | .093 |
Net Realized and Unrealized Gain (Loss) on Investments | .565 | (.462) | .043 | .250 | (.269) |
Total from Investment Operations | .814 | (.145) | .306 | .474 | (.176) |
Distributions | |||||
Dividends from Net Investment Income | (.244) | (.315) | (.256) | (.221) | (.093) |
Distributions from Realized Capital Gains | — | — | — | (.014) | (.001) |
Return of Capital | — | — | — | (.129) | — |
Total Distributions | (.244) | (.315) | (.256) | (.364) | (.094) |
Net Asset Value, End of Period | $10.54 | $9.97 | $10.43 | $10.38 | $10.27 |
Total Return | 8.18% | -1.40% | 2.97% | 4.63% | -1.67% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $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% |
Ratio of Net Investment Income to Average Net Assets | 2.37% | 3.09% | 2.51% | 2.12% | 0.85% |
Portfolio Turnover Rate | 26% | 27% | 22% | 27%2 | 43%2 |
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.
18 |
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.
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 and Options: The fund uses futures contracts and options on 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. The primary risk associated with purchasing options is that 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 writing options is that 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. Counterparty risk involving futures and exchange-traded options is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures and options 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 Statement of Net Assets.
Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Statement of Net Assets. Fluctuations in the value of the contracts are recorded in the Statement of Net Assets 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 futures gains (losses).
During the year ended December 31, 2019, the fund’s average investments in long and short futures contracts represented 8% and 3% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.
19 |
Inflation-Protected Securities Fund
Options on futures contracts are also valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded in the Statement of Net Assets 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 Net Assets 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 year ended December 31, 2019, the fund’s average value of investments in options purchased and options written each represented less than 1% of net assets, based on the average market values at each quarter-end during the period.
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 has concluded that no provision for federal income tax is required in the fund’s financial statements.
4. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis and may differ from net investment income and realized capital gains for financial reporting purposes.
5. Credit Facility: 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 that may be renewed annually; each fund is individually liable for its borrowings, if any, under the credit facility. Borrowings may be utilized for temporary and emergency purposes, and are subject to the fund’s regulatory and contractual borrowing restrictions. The participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn 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 this facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate, federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread.
The fund had no borrowings outstanding at December 31, 2019, or at any time during the period then ended.
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 which are amortized to the earliest call date. Inflation adjustments to the face amount of inflation-indexed securities are included in 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.
20 |
Inflation-Protected Securities Fund
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. Vanguard does not require reimbursement in the current period for certain costs of operations (such as deferred compensation/benefits and risk/insurance costs); the fund’s liability for these costs of operations is included in Payables to Vanguard on the Statement of Net Assets. All other costs of operations payable to Vanguard 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 December 31, 2019, the fund had contributed to Vanguard capital in the amount of $1,266,000, representing less than 0.01% of the fund’s net assets and 0.51% 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 Statement of Net Assets.
The following table summarizes the market value of the fund’s investments and derivatives as of December 31, 2019, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | |
Investments | ($000) | ($000) | ($000) |
U.S. Government and Agency Obligations | — | 27,239,808 | — |
Temporary Cash Investments | 653,611 | — | — |
Liability for Options Written | (401) | — | — |
Futures Contracts—Assets1 | 435 | — | — |
Futures Contracts—Liabilities1 | (352) | — | — |
Total | 653,293 | 27,239,808 | — |
1 Represents variation margin on the last day of the reporting period. |
21 |
Inflation-Protected Securities Fund
D. Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share.
Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The differences are primarily related to the tax deferral of losses on wash sales and the realization of unrealized gains or losses on certain futures contracts and options. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:
Amount | |
($000) | |
Undistributed Ordinary Income | 10,373 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards (Non-expiring) | (216,946) |
Net Unrealized Gains (Losses) | 1,259,233 |
As of December 31, 2019, 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 | 26,634,186 |
Gross Unrealized Appreciation | 1,293,820 |
Gross Unrealized Depreciation | (34,587) |
Net Unrealized Appreciation (Depreciation) | 1,259,233 |
E. During the year ended December 31, 2019, the fund purchased $7,054,232,000 of investment securities and sold $8,388,590,000 of investment securities, other than temporary cash investments.
22 |
Inflation-Protected Securities Fund
F. Capital share transactions for each class of shares were:
Year Ended December 31, | |||||
2019 | 2018 | ||||
Amount | Shares | Amount | Shares | ||
($000) | (000) | ($000) | (000) | ||
Investor Shares | |||||
Issued | 400,022 | 30,638 | 575,868 | 44,981 | |
Issued in Lieu of Cash Distributions | 70,691 | 5,362 | 102,571 | 8,120 | |
Redeemed | (788,657) | (60,620) | (1,119,872) | (87,692) | |
Net Increase (Decrease)—Investor Shares | (317,944) | (24,620) | (441,433) | (34,591) | |
Admiral Shares | |||||
Issued | 2,738,947 | 107,139 | 3,640,083 | 144,971 | |
Issued in Lieu of Cash Distributions | 287,999 | 11,127 | 381,317 | 15,388 | |
Redeemed | (3,146,604) | (123,356) | (3,646,391) | (145,853) | |
Net Increase (Decrease)—Admiral Shares | (119,658) | (5,090) | 375,009 | 14,506 | |
Institutional Shares | |||||
Issued | 2,209,384 | 212,420 | 2,770,435 | 270,952 | |
Issued in Lieu of Cash Distributions | 227,791 | 21,598 | 291,852 | 28,912 | |
Redeemed | (2,332,711) | (223,645) | (2,538,337) | (249,678) | |
Net Increase (Decrease)—Institutional Shares | 104,464 | 10,373 | 523,950 | 50,186 |
G. Management has determined that no events or transactions occurred subsequent to December 31, 2019, that would require recognition or disclosure in these financial statements.
23 |
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Inflation-Protected Securities Fund
Opinion on the Financial Statements
We have audited the accompanying statement of net assets of Vanguard Inflation-Protected Securities Fund (one of the funds constituting Vanguard Bond Index Funds, referred to hereafter as the “Fund”) as of December 31, 2019, the related statement of operations for the year ended December 31, 2019, the statement of changes in net assets for each of the two years in the period ended December 31, 2019, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2019 (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of December 31, 2019, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2019 and the financial highlights for each of the five years in the period ended December 31, 2019 in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2019 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
February 18, 2020
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
24 |
Special 2019 tax information (unaudited) for Vanguard Inflation-Protected Securities Fund
This information for the fiscal year ended December 31, 2019, is included pursuant to provisions of the Internal Revenue Code.
For nonresident alien shareholders, 97.9% of income dividends are interest-related dividends.
25 |
BLOOMBERG is a trademark and service mark of Bloomberg Finance L.P. BARCLAYS is a trademark and service mark of Barclays Bank Plc, used under license. Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL) (collectively, Bloomberg), or Bloomberg’s licensors, own all proprietary rights in the Bloomberg Barclays U.S. Treasury Inflation Protected Securities Index (the Index or Bloomberg Barclays Index).
Neither Barclays Bank Plc, Barclays Capital Inc., or any affiliate (collectively Barclays) or Bloomberg is the issuer or producer of the Inflation-Protected Securities Fund and neither Bloomberg nor Barclays has any responsibilities, obligations or duties to investors in the Inflation-Protected Securities Fund. The Index is licensed for use by The Vanguard Group, Inc. (Vanguard) as the sponsor of the Inflation-Protected Securities Fund. Bloomberg and Barclays’ only relationship with Vanguard in respect of the Index is the licensing of the Index, which is determined, composed and calculated by BISL, or any successor thereto, without regard to the Issuer or the Inflation-Protected Securities Fund or the owners of the Inflation-Protected Securities Fund.
Additionally, Vanguard may for itself execute transaction(s) with Barclays in or relating to the Index in connection with the Inflation-Protected Securities Fund. Investors acquire the Inflation-Protected Securities Fund from Vanguard and investors neither acquire any interest in the Index nor enter into any relationship of any kind whatsoever with Bloomberg or Barclays upon making an investment in the Inflation-Protected Securities Fund. The Inflation-Protected Securities Fund is not sponsored, endorsed, sold or promoted by Bloomberg or Barclays. Neither Bloomberg nor Barclays makes any representation or warranty, express or implied regarding the advisability of investing in the Inflation-Protected Securities Fund or the advisability of investing in securities generally or the ability of the Index to track corresponding or relative market performance. Neither Bloomberg nor Barclays has passed on the legality or suitability of the Inflation-Protected Securities Fund with respect to any person or entity. Neither Bloomberg nor Barclays is responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Inflation-Protected Securities Fund to be issued. Neither Bloomberg nor Barclays has any obligation to take the needs of the Issuer or the owners of the Inflation-Protected Securities Fund or any other third party into consideration in determining, composing or calculating the Index. Neither Bloomberg nor Barclays has any obligation or liability in connection with administration, marketing or trading of the Inflation-Protected Securities Fund.
The licensing agreement between Bloomberg and Barclays is solely for the benefit of Bloomberg and Barclays and not for the benefit of the owners of the Inflation-Protected Securities Fund, investors or other third parties. In addition, the licensing agreement between Vanguard and Bloomberg is solely for the benefit of Vanguard and Bloomberg and not for the benefit of the owners of the Inflation-Protected Securities Fund, investors or other third parties.
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NEITHER BLOOMBERG NOR BARCLAYS SHALL HAVE ANY LIABILITY TO THE ISSUER, INVESTORS OR TO OTHER THIRD PARTIES FOR THE QUALITY, ACCURACY AND/OR COMPLETENESS OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR FOR INTERRUPTIONS IN THE DELIVERY OF THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY THE ISSUER, THE INVESTORS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. NEITHER BLOOMBERG NOR BARCLAYS MAKES ANY EXPRESS OR IMPLIED WARRANTIES, AND EACH HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN. BLOOMBERG RESERVES THE RIGHT TO CHANGE THE METHODS OF CALCULATION OR PUBLICATION, OR TO CEASE THE CALCULATION OR PUBLICATION OF THE BLOOMBERG BARCLAYS INDEX, AND NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY MISCALCULATION OF OR ANY INCORRECT, DELAYED OR INTERRUPTED PUBLICATION WITH RESPECT TO THE BLOOMBERG BARCLAYS INDEX. NEITHER BLOOMBERG NOR BARCLAYS SHALL BE LIABLE FOR ANY DAMAGES, INCLUDING, WITHOUT LIMITATION, ANY SPECIAL, INDIRECT OR CONSEQUENTIAL DAMAGES, OR ANY LOST PROFITS AND EVEN IF ADVISED OF THE POSSIBILITY OF SUCH, RESULTING FROM THE USE OF THE BLOOMBERG BARCLAYS INDEX OR ANY DATA INCLUDED THEREIN OR WITH RESPECT TO THE INFLATION-PROTECTED SECURITIES FUND.
None of the information supplied by Bloomberg or Barclays and used in this publication may be reproduced in any manner without the prior written permission of both Bloomberg and Barclays Capital, the investment banking division of Barclays Bank Plc. Barclays Bank Plc is registered in England No. 1026167. Registered office 1 Churchill Place London E14 5HP.
© 2020 Bloomberg. Used with Permission.
Source: Bloomberg Index Services Limited. Copyright 2020, Bloomberg. All rights reserved.
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The People Who Govern Your Fund
The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund’s trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them.
A majority of Vanguard’s board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 213 Vanguard funds.
Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in theStatement of Additional Information, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.
Interested Trustee1
Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (January 2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (January 2018–present) of Vanguard; chief executive officer, president, and trustee (January 2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (February 2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Chairman of the board (2011–2017) and trustee (2009–2017) of the Children’s Hospital of Philadelphia; trustee (2018–present) of The Shipley School.
Independent Trustees
Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Director of SPX FLOW, Inc. (multi-industry manufacturing). Director of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, and Roberts Wesleyan College. Trustee of the University of Rochester.
Amy Gutmann
Born in 1949. Trustee since June 2006. Principal occupation(s) during the past five years and other experience: president (2004–present) of the University of Pennsylvania. Christopher H. Browne Distinguished Professor of Political Science, School of Arts and Sciences, and professor of communication, Annenberg School for Communication, with secondary faculty appointments in the Department of Philosophy, School of Arts and Sciences, and at the Graduate School of Education, University of Pennsylvania. Trustee of the National Constitution Center.
F. Joseph Loughrey
Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Chairman of the board of Hillenbrand, Inc. (specialized consumer services), and the Lumina Foundation.
1 | Mr. Buckley is considered an “interested person,” as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds. |
Director of the V Foundation and Oxfam America. Member of the advisory council for the College of Arts and Letters and chair of the advisory board to the Kellogg Institute for International Studies, both at the University of Notre Dame.
Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM’s Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.
Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: chief investment officer (1989–present) and vice president (1996–present) of the University of Notre Dame. Assistant professor of finance at the Mendoza College of Business, University of Notre Dame, and member of the Notre Dame 403(b) Investment Committee. Chairman of the board of TIFF Advisory Services, Inc. Member of the board of Catholic Investment Services, Inc. (investment advisors) and the board of superintendence of the Institute for the Works of Religion.
Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: president (2010–present) and chief executive officer (2011–present) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability of The Guardian Life Insurance Company of America. Member of the board of The Guardian Life Insurance Company of America, the American Council of Life Insurers, the Partnership for New York City (business leadership), and the Committee Encouraging Corporate Philanthropy. Trustee of the Economic Club of New York and the Bruce Museum (arts and science). Member of the Advisory Council for the Stanford Graduate School of Business.
André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and co-managing partner of HighVista Strategies (private investment firm). Board of advisors and investment committee member of the Museum of Fine Arts Boston. Board member (2018–present) of RIT Capital Partners (investment firm); investment committee member of Partners Health Care System.
Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Member of the board of directors (2012–2014) of Neighborhood Reinvestment Corporation. Director (2017–present) of i(x) Investments; director (2017–present) of Reserve Trust. Rubinstein Fellow (2017–present) of Duke University; trustee (2017–present) of Amherst College.
Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated (communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Chairman of the board of trustees of Colby-Sawyer College. Member of the board of Hypertherm Inc. (industrial cutting systems, software, and consumables).
Executive Officers
John Bendl
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (October 2019–present) of each of the investment companies served by Vanguard. Chief accounting officer, treasurer, and controller of Vanguard (2017–present). Partner (2003–2016) at KPMG (audit, tax, and advisory services).
Glenn Booraem
Born in 1967. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (2017–present), treasurer (2015–2017), controller (2010–2015), and assistant controller (2001–2010) of each of the investment companies served by Vanguard.
Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Treasurer (2017–present) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).
David Cermak
Born in 1960. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (October 2019–present) of each of the investment companies served by Vanguard. Managing director and head (2017–present) of Vanguard Investments Singapore. Managing director and head (2017–2019) of Vanguard Investments Hong Kong. Representative director and head (2014–2017) of Vanguard Investments Japan.
Thomas J. Higgins
Born in 1957. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (October 2019–present), chief financial officer (2008–2019), and treasurer (1998–2008) of each of the investment companies served by Vanguard.
Peter Mahoney
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Controller (2015–present) of each of the investment companies served by Vanguard. Head of International Fund Services (2008–2014) at Vanguard.
Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express.
Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.
John E. Schadl
Born in 1972. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer (2019–present) of Vanguard and of each of the investment companies served by Vanguard. Assistant vice president (May 2019–present) of Vanguard Marketing Corporation.
Vanguard Senior Management Team
Joseph Brennan | Chris D. McIsaac |
Mortimer J. Buckley | James M. Norris |
Gregory Davis | Thomas M. Rampulla |
John James | Karin A. Risi |
Martha G. King | Anne E. Robinson |
John T. Marcante | Michael Rollings |
P.O. Box 2600 | |
Valley Forge, PA 19482-2600 |
Connect with Vanguard® > vanguard.com
Fund Information> 800-662-7447
Direct Investor Account Services> 800-662-2739
Institutional Investor Services> 800-523-1036
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Who Are Deaf or Hard of Hearing> 800-749-7273
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.
All comparative mutual fund data are from Morningstar, Inc., unless otherwise noted.
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. | |
Q1190 022020 |
Item 2: Code of Ethics. The Registrant has adopted a code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions. The Code of Ethics was amended during the reporting period covered by this report to make certain technical, non-material changes.
Item 3: Audit Committee Financial Expert. All members of the Audit Committee have been determined by the Registrant’s Board of Trustees to be Audit Committee Financial Experts and to be independent: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 4: Principal Accountant Fees and Services.
(a) Audit Fees.
Audit Fees of the Registrant.
Fiscal Year Ended December 31, 2019: $446,000
Fiscal Year Ended December 31, 2018: $450,000
Aggregate Audit Fees of Registered Investment Companies in the Vanguard Group.
Fiscal Year Ended December 31, 2019: $9,568,215
Fiscal Year Ended December 31, 2018: $9,734,277
Includes fees billed in connection with audits of the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(b) Audit-Related Fees.
Fiscal Year Ended December 31, 2019: $3,012,031
Fiscal Year Ended December 31, 2018: $5,581,336
Includes fees billed in connection with assurance and related services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(c) Tax Fees.
Fiscal Year Ended December 31, 2019: $357,238
Fiscal Year Ended December 31, 2018: $347,985
Includes fees billed in connection with tax compliance, planning, and advice services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(d) All Other Fees.
Fiscal Year Ended December 31, 2019: $0
Fiscal Year Ended December 31, 2018: $0
Includes fees billed for services related to tax reported information provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(e) (1) Pre-Approval Policies. The policy of the Registrant’s Audit Committee is to consider, and, if appropriate, approve before the principal accountant is engaged for such services, all specific audit and non-audit services provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant. In making a determination, the Audit Committee considers whether the services are consistent with maintaining the principal accountant’s independence.
In the event of a contingency situation in which the principal accountant is needed to provide services in between scheduled Audit Committee meetings, the Chairman of the Audit Committee would be called on to consider and, if appropriate, pre-approve audit or permitted non-audit services in an amount sufficient to complete services through the next Audit Committee meeting, and to determine if such services would be consistent with maintaining the accountant’s independence. At the next scheduled Audit Committee meeting, services and fees would be presented to the Audit Committee for formal consideration, and, if appropriate, approval by the entire Audit Committee. The Audit Committee would again consider whether such services and fees are consistent with maintaining the principal accountant’s independence.
The Registrant’s Audit Committee is informed at least annually of all audit and non-audit services provided by the principal accountant to the Vanguard complex, whether such services are provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., or other entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant.
(2) No percentage of the principal accountant’s fees or services were approved pursuant to the waiver provision of paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.
(f) For the most recent fiscal year, over 50% of the hours worked under the principal accountant’s engagement werenot performed by persons other than full-time, permanent employees of the principal accountant.
(g) Aggregate Non-Audit Fees.
Fiscal Year Ended December 31, 2019: $357,238
Fiscal Year Ended December 31, 2018: $347,985
Includes fees billed for non-audit services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(h) For the most recent fiscal year, the Audit Committee has determined that the provision of all non-audit services was consistent with maintaining the principal accountant’s independence.
Item 5: Audit Committee of Listed Registrants.
The Registrant is a listed issuer as defined in rule 10A-3 under the Securities Exchange Act of 1934 (“Exchange Act”). The Registrant has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Exchange Act. The Registrant’s audit committee members are: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 6: Investments.
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
U.S. Government and Agency Obligations (67.5%) | |||||||||||||||
U.S. Government Securities (65.5%) | |||||||||||||||
United States Treasury Note/Bond | 8.750% | 5/15/20 | 65,535 | 67,204 | |||||||||||
United States Treasury Note/Bond | 2.000% | 11/30/20 | 8,760 | 8,787 | |||||||||||
United States Treasury Note/Bond | 2.750% | 11/30/20 | 32,852 | 33,175 | |||||||||||
United States Treasury Note/Bond | 2.375% | 12/31/20 | 5,070 | 5,106 | |||||||||||
United States Treasury Note/Bond | 2.500% | 12/31/20 | 127,365 | 128,399 | |||||||||||
United States Treasury Note/Bond | 2.000% | 1/15/21 | 454,286 | 455,917 | |||||||||||
United States Treasury Note/Bond | 1.375% | 1/31/21 | 85,899 | 85,644 | |||||||||||
United States Treasury Note/Bond | 2.125% | 1/31/21 | 32,250 | 32,411 | |||||||||||
United States Treasury Note/Bond | 2.500% | 1/31/21 | 160,232 | 161,684 | |||||||||||
United States Treasury Note/Bond | 2.250% | 2/15/21 | 126,197 | 127,025 | |||||||||||
United States Treasury Note/Bond | 3.625% | 2/15/21 | 25,493 | 26,047 | |||||||||||
United States Treasury Note/Bond | 7.875% | 2/15/21 | 250 | 267 | |||||||||||
United States Treasury Note/Bond | 1.125% | 2/28/21 | 354,402 | 352,297 | |||||||||||
United States Treasury Note/Bond | 2.000% | 2/28/21 | 85,350 | 85,710 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/28/21 | 200,096 | 202,065 | |||||||||||
United States Treasury Note/Bond | 2.375% | 3/15/21 | 198,759 | 200,437 | |||||||||||
United States Treasury Note/Bond | 1.250% | 3/31/21 | 1,253,591 | 1,247,712 | |||||||||||
United States Treasury Note/Bond | 2.250% | 3/31/21 | 166,928 | 168,180 | |||||||||||
United States Treasury Note/Bond | 2.375% | 4/15/21 | 54,041 | 54,556 | |||||||||||
United States Treasury Note/Bond | 1.375% | 4/30/21 | 188,407 | 187,819 | |||||||||||
United States Treasury Note/Bond | 2.250% | 4/30/21 | 218,231 | 220,038 | |||||||||||
United States Treasury Note/Bond | 2.625% | 5/15/21 | 266,914 | 270,541 | |||||||||||
United States Treasury Note/Bond | 3.125% | 5/15/21 | 1,380 | 1,408 | |||||||||||
United States Treasury Note/Bond | 8.125% | 5/15/21 | 190 | 207 | |||||||||||
United States Treasury Note/Bond | 1.375% | 5/31/21 | 514,165 | 512,479 | |||||||||||
United States Treasury Note/Bond | 2.000% | 5/31/21 | 25,783 | 25,920 | |||||||||||
United States Treasury Note/Bond | 2.125% | 5/31/21 | 190,108 | 191,444 | |||||||||||
United States Treasury Note/Bond | 2.625% | 6/15/21 | 196,577 | 199,404 | |||||||||||
United States Treasury Note/Bond | 1.125% | 6/30/21 | 377,817 | 375,161 | |||||||||||
United States Treasury Note/Bond | 1.625% | 6/30/21 | 201,817 | 201,849 | |||||||||||
United States Treasury Note/Bond | 2.125% | 6/30/21 | 1,150 | 1,159 | |||||||||||
United States Treasury Note/Bond | 2.625% | 7/15/21 | 75,555 | 76,712 | |||||||||||
United States Treasury Note/Bond | 1.125% | 7/31/21 | 103,255 | 102,464 | |||||||||||
United States Treasury Note/Bond | 1.750% | 7/31/21 | 244,955 | 245,491 | |||||||||||
United States Treasury Note/Bond | 2.250% | 7/31/21 | 1,350 | 1,363 | |||||||||||
United States Treasury Note/Bond | 2.125% | 8/15/21 | 120,173 | 121,149 | |||||||||||
United States Treasury Note/Bond | 2.750% | 8/15/21 | 170,710 | 173,778 | |||||||||||
United States Treasury Note/Bond | 1.125% | 8/31/21 | 618,413 | 613,484 | |||||||||||
United States Treasury Note/Bond | 1.500% | 8/31/21 | 75,605 | 75,475 | |||||||||||
United States Treasury Note/Bond | 2.000% | 8/31/21 | 48,289 | 48,599 | |||||||||||
United States Treasury Note/Bond | 2.750% | 9/15/21 | 128,762 | 131,216 | |||||||||||
United States Treasury Note/Bond | 1.125% | 9/30/21 | 548,868 | 544,323 | |||||||||||
United States Treasury Note/Bond | 1.500% | 9/30/21 | 157,844 | 157,573 | |||||||||||
United States Treasury Note/Bond | 2.125% | 9/30/21 | 31,400 | 31,675 | |||||||||||
United States Treasury Note/Bond | 2.875% | 10/15/21 | 181,199 | 185,220 | |||||||||||
United States Treasury Note/Bond | 1.250% | 10/31/21 | 864,836 | 859,431 | |||||||||||
United States Treasury Note/Bond | 1.500% | 10/31/21 | 543,029 | 542,182 | |||||||||||
United States Treasury Note/Bond | 2.000% | 10/31/21 | 38,630 | 38,908 | |||||||||||
United States Treasury Note/Bond | 2.000% | 11/15/21 | 21,575 | 21,740 | |||||||||||
United States Treasury Note/Bond | 2.875% | 11/15/21 | 265,152 | 271,367 | |||||||||||
United States Treasury Note/Bond | 1.500% | 11/30/21 | 46,280 | 46,208 | |||||||||||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 306,779 | 307,641 | |||||||||||
United States Treasury Note/Bond | 1.875% | 11/30/21 | 26,069 | 26,212 | |||||||||||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 200,180 | 204,090 | |||||||||||
United States Treasury Note/Bond | 1.625% | 12/31/21 | 239,360 | 239,621 | |||||||||||
United States Treasury Note/Bond | 2.000% | 12/31/21 | 214,378 | 216,052 | |||||||||||
United States Treasury Note/Bond | 2.125% | 12/31/21 | 1,450 | 1,465 | |||||||||||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 248,720 | 253,112 | |||||||||||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 89,500 | 89,346 |
1
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 530,340 | 533,321 | |||||||||||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 161,663 | 162,951 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 195,407 | 199,071 | |||||||||||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 176,961 | 177,541 | |||||||||||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 79,660 | 80,133 | |||||||||||
United States Treasury Note/Bond | 2.375% | 3/15/22 | 177,562 | 180,559 | |||||||||||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 254,242 | 255,117 | |||||||||||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 394,170 | 396,570 | |||||||||||
United States Treasury Note/Bond | 2.250% | 4/15/22 | 181,635 | 184,247 | |||||||||||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 379,134 | 380,438 | |||||||||||
United States Treasury Note/Bond | 1.875% | 4/30/22 | 160,194 | 161,195 | |||||||||||
United States Treasury Note/Bond | 1.750% | 5/15/22 | 222,660 | 223,390 | |||||||||||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 260,496 | 263,630 | |||||||||||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 314,855 | 315,985 | |||||||||||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 15,000 | 15,098 | |||||||||||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 150,771 | 151,312 | |||||||||||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 69,830 | 70,092 | |||||||||||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 54,730 | 55,431 | |||||||||||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 96,605 | 96,937 | |||||||||||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 229,394 | 230,899 | |||||||||||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 212,520 | 214,611 | |||||||||||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 217,455 | 216,876 | |||||||||||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 131,447 | 131,509 | |||||||||||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 475,501 | 475,648 | |||||||||||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 228,867 | 230,442 | |||||||||||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 233,725 | 233,068 | |||||||||||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 103,585 | 103,957 | |||||||||||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 193,712 | 195,105 | |||||||||||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 486,110 | 482,921 | |||||||||||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 10,915 | 10,990 | |||||||||||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 203,144 | 205,271 | |||||||||||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 310,263 | 310,359 | |||||||||||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 422,160 | 426,643 | |||||||||||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 198,675 | 198,768 | |||||||||||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 431,477 | 437,815 | |||||||||||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 39,330 | 39,477 | |||||||||||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 454,278 | 464,499 | |||||||||||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 35,000 | 35,388 | |||||||||||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 366,606 | 365,118 | |||||||||||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 551,203 | 567,998 | |||||||||||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 176,205 | 175,490 | |||||||||||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 281,875 | 289,539 | |||||||||||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 79,135 | 79,086 | |||||||||||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 30,990 | 32,099 | |||||||||||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 382,650 | 383,905 | |||||||||||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 220,100 | 219,997 | |||||||||||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 213,123 | 220,849 | |||||||||||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 90,000 | 89,185 | |||||||||||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 341,252 | 352,609 | |||||||||||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 69,648 | 68,669 | |||||||||||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 165,108 | 171,377 | |||||||||||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 389,900 | 401,414 | |||||||||||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 204,880 | 202,895 | |||||||||||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 244,140 | 253,561 | |||||||||||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 118,075 | 116,858 | |||||||||||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 421,764 | 440,284 | |||||||||||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 10,000 | 9,984 | |||||||||||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 150,867 | 157,585 | |||||||||||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 465,537 | 484,233 | |||||||||||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 230,360 | 234,320 | |||||||||||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 117,469 | 122,792 | |||||||||||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 53,392 | 54,585 | |||||||||||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 167,648 | 173,804 | |||||||||||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 154,680 | 158,160 |
2
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 319,655 | 330,043 | |||||||||||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 299,077 | 311,787 | |||||||||||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 303,995 | 309,409 | |||||||||||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 333,228 | 342,495 | |||||||||||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 536,754 | 546,480 | |||||||||||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 95,635 | 96,890 | |||||||||||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 318,585 | 326,053 | |||||||||||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 430,309 | 444,965 | |||||||||||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 478,278 | 484,553 | |||||||||||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 163,738 | 164,147 | |||||||||||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 227,460 | 230,444 | |||||||||||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 237,309 | 237,940 | |||||||||||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 192,650 | 196,262 | |||||||||||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 460,333 | 474,069 | |||||||||||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 215,108 | 210,873 | |||||||||||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 160,978 | 162,261 | |||||||||||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 220,815 | 218,883 | |||||||||||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 356,595 | 363,506 | |||||||||||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 257,844 | 255,588 | |||||||||||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 373,255 | 382,818 | |||||||||||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 447,300 | 458,693 | |||||||||||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 149,822 | 148,535 | |||||||||||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 319,570 | 320,420 | |||||||||||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 120,000 | 123,131 | |||||||||||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 75,325 | 78,220 | |||||||||||
32,848,074 | |||||||||||||||
Agency Bonds and Notes (2.0%) | |||||||||||||||
1 | AID-Iraq | 2.149% | 1/18/22 | 9,755 | 9,828 | ||||||||||
1 | AID-Israel | 5.500% | 9/18/23 | 4,300 | 4,874 | ||||||||||
1 | AID-Israel | 5.500% | 12/4/23 | 8,000 | 9,114 | ||||||||||
1 | AID-Israel | 5.500% | 4/26/24 | 12,058 | 13,883 | ||||||||||
1 | AID-Jordan | 2.578% | 6/30/22 | 3,200 | 3,256 | ||||||||||
1 | AID-Tunisia | 2.452% | 7/24/21 | 2,175 | 2,197 | ||||||||||
1 | AID-Tunisia | 1.416% | 8/5/21 | 4,885 | 4,860 | ||||||||||
1 | AID-Ukraine | 1.471% | 9/29/21 | 10,305 | 10,256 | ||||||||||
Federal Farm Credit Banks | 2.550% | 3/11/21 | 11,275 | 11,400 | |||||||||||
Federal Farm Credit Banks | 2.230% | 4/5/21 | 11,000 | 11,082 | |||||||||||
Federal Farm Credit Banks | 3.050% | 11/15/21 | 5,175 | 5,310 | |||||||||||
Federal Farm Credit Banks | 2.600% | 1/18/22 | 5,000 | 5,097 | |||||||||||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 4,600 | 4,618 | |||||||||||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 4,250 | 4,542 | |||||||||||
Federal Farm Credit Banks | 1.600% | 12/28/21 | 6,455 | 6,451 | |||||||||||
Federal Home Loan Banks | 1.375% | 2/18/21 | 18,000 | 17,955 | |||||||||||
Federal Home Loan Banks | 5.625% | 6/11/21 | 13,465 | 14,228 | |||||||||||
Federal Home Loan Banks | 1.875% | 7/7/21 | 27,090 | 27,189 | |||||||||||
Federal Home Loan Banks | 1.125% | 7/14/21 | 18,400 | 18,260 | |||||||||||
Federal Home Loan Banks | 3.000% | 10/12/21 | 50,000 | 51,196 | |||||||||||
Federal Home Loan Banks | 1.625% | 11/19/21 | 19,020 | 19,019 | |||||||||||
Federal Home Loan Banks | 1.875% | 11/29/21 | 52,600 | 52,842 | |||||||||||
Federal Home Loan Banks | 1.625% | 12/20/21 | 6,700 | 6,700 | |||||||||||
Federal Home Loan Banks | 2.125% | 6/10/22 | 5,650 | 5,714 | |||||||||||
Federal Home Loan Banks | 2.125% | 3/10/23 | 8,950 | 9,080 | |||||||||||
Federal Home Loan Banks | 2.500% | 2/13/24 | 34,710 | 35,775 | |||||||||||
Federal Home Loan Banks | 2.875% | 6/14/24 | 20,000 | 20,964 | |||||||||||
Federal Home Loan Banks | 1.500% | 8/15/24 | 9,970 | 9,858 | |||||||||||
Federal Home Loan Banks | 5.375% | 8/15/24 | 100 | 116 | |||||||||||
Federal Home Loan Banks | 2.875% | 9/13/24 | 20,000 | 21,006 | |||||||||||
2 | Federal Home Loan Mortgage Corp. | 2.375% | 2/16/21 | 35,000 | 35,301 | ||||||||||
2 | Federal Home Loan Mortgage Corp. | 1.125% | 8/12/21 | 19,000 | 18,848 | ||||||||||
2 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 91,915 | 93,280 | ||||||||||
2 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 20,000 | 20,735 | ||||||||||
2 | Federal National Mortgage Assn. | 1.375% | 2/26/21 | 21,400 | 21,345 | ||||||||||
2 | Federal National Mortgage Assn. | 2.500% | 4/13/21 | 20,000 | 20,220 | ||||||||||
2 | Federal National Mortgage Assn. | 1.250% | 5/6/21 | 250 | 249 |
3
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
2 | Federal National Mortgage Assn. | 2.750% | 6/22/21 | 8,906 | 9,051 | ||||||||||
2 | Federal National Mortgage Assn. | 1.250% | 8/17/21 | 30,485 | 30,300 | ||||||||||
2 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 40,100 | 39,924 | ||||||||||
2 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 40,815 | 41,113 | ||||||||||
2 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 10,798 | 11,011 | ||||||||||
2 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 1,070 | 1,076 | ||||||||||
2 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 28,571 | 28,966 | ||||||||||
2 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 10,875 | 10,797 | ||||||||||
2 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 26,250 | 26,498 | ||||||||||
2 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 19,149 | 19,557 | ||||||||||
2 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 4,590 | 4,788 | ||||||||||
2 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 14,133 | 14,564 | ||||||||||
2 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 15,414 | 15,418 | ||||||||||
2 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 83,865 | 87,206 | ||||||||||
Private Export Funding Corp. | 4.300% | 12/15/21 | 9,940 | 10,438 | |||||||||||
Private Export Funding Corp. | 2.800% | 5/15/22 | 3,725 | 3,812 | |||||||||||
Private Export Funding Corp. | 2.050% | 11/15/22 | 10,276 | 10,326 | |||||||||||
Private Export Funding Corp. | 3.550% | 1/15/24 | 3,500 | 3,715 | |||||||||||
Private Export Funding Corp. | 2.450% | 7/15/24 | 3,350 | 3,419 | |||||||||||
Private Export Funding Corp. | 1.750% | 11/15/24 | 2,130 | 2,118 | |||||||||||
Resolution Funding Corp. | 8.625% | 1/15/21 | 850 | 910 | |||||||||||
Tennessee Valley Authority | 3.875% | 2/15/21 | 6,100 | 6,240 | |||||||||||
Tennessee Valley Authority | 1.875% | 8/15/22 | 8,175 | 8,193 | |||||||||||
Tennessee Valley Authority | 2.875% | 9/15/24 | 7,875 | 8,228 | |||||||||||
1,024,316 | |||||||||||||||
Total U.S. Government and Agency Obligations (Cost $33,536,781) | 33,872,390 | ||||||||||||||
Corporate Bonds (25.1%) | |||||||||||||||
Finance (10.5%) | |||||||||||||||
Banking (8.6%) | |||||||||||||||
Ally Financial Inc. | 4.125% | 2/13/22 | 4,800 | 4,950 | |||||||||||
Ally Financial Inc. | 3.875% | 5/21/24 | 3,700 | 3,867 | |||||||||||
Ally Financial Inc. | 5.125% | 9/30/24 | 4,230 | 4,658 | |||||||||||
American Express Co. | 3.000% | 2/22/21 | 6,200 | 6,264 | |||||||||||
American Express Co. | 3.375% | 5/17/21 | 13,974 | 14,229 | |||||||||||
American Express Co. | 3.700% | 11/5/21 | 12,350 | 12,719 | |||||||||||
American Express Co. | 2.750% | 5/20/22 | 2,700 | 2,745 | |||||||||||
American Express Co. | 2.500% | 8/1/22 | 7,111 | 7,190 | |||||||||||
American Express Co. | 2.650% | 12/2/22 | 5,048 | 5,142 | |||||||||||
American Express Co. | 3.400% | 2/27/23 | 7,753 | 8,032 | |||||||||||
American Express Co. | 3.700% | 8/3/23 | 5,825 | 6,130 | |||||||||||
American Express Co. | 3.400% | 2/22/24 | 11,000 | 11,490 | |||||||||||
American Express Co. | 2.500% | 7/30/24 | 6,000 | 6,062 | |||||||||||
American Express Co. | 3.000% | 10/30/24 | 10,741 | 11,085 | |||||||||||
American Express Co. | 3.625% | 12/5/24 | 2,460 | 2,594 | |||||||||||
American Express Credit Corp. | 2.250% | 5/5/21 | 15,799 | 15,872 | |||||||||||
American Express Credit Corp. | 2.700% | 3/3/22 | 13,526 | 13,740 | |||||||||||
Associated Bank NA | 3.500% | 8/13/21 | 3,000 | 3,053 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 2.300% | 6/1/21 | 6,175 | 6,197 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 2.550% | 11/23/21 | 6,050 | 6,114 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 2,290 | 2,323 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 9,085 | 9,248 | |||||||||||
Banco Santander SA | 3.500% | 4/11/22 | 3,243 | 3,325 | |||||||||||
Banco Santander SA | 3.125% | 2/23/23 | 6,275 | 6,402 | |||||||||||
Banco Santander SA | 3.848% | 4/12/23 | 9,830 | 10,224 | |||||||||||
Banco Santander SA | 2.706% | 6/27/24 | 4,053 | 4,105 | |||||||||||
Bancolombia SA | 5.950% | 6/3/21 | 6,575 | 6,904 | |||||||||||
Bank of America Corp. | 2.625% | 4/19/21 | 15,398 | 15,533 | |||||||||||
Bank of America Corp. | 5.000% | 5/13/21 | 75 | 78 | |||||||||||
3 | Bank of America Corp. | 2.738% | 1/23/22 | 4,990 | 5,026 | ||||||||||
3 | Bank of America Corp. | 3.499% | 5/17/22 | 19,098 | 19,455 | ||||||||||
Bank of America Corp. | 2.503% | 10/21/22 | 22,004 | 22,188 | |||||||||||
Bank of America Corp. | 3.300% | 1/11/23 | 31,452 | 32,527 |
4
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3 | Bank of America Corp. | 3.124% | 1/20/23 | 14,861 | 15,120 | ||||||||||
3 | Bank of America Corp. | 2.881% | 4/24/23 | 16,075 | 16,297 | ||||||||||
3 | Bank of America Corp. | 2.816% | 7/21/23 | 18,320 | 18,572 | ||||||||||
Bank of America Corp. | 4.100% | 7/24/23 | 11,100 | 11,820 | |||||||||||
Bank of America Corp. | 3.004% | 12/20/23 | 60,865 | 62,194 | |||||||||||
Bank of America Corp. | 4.125% | 1/22/24 | 2,000 | 2,151 | |||||||||||
3 | Bank of America Corp. | 3.550% | 3/5/24 | 33,905 | 35,071 | ||||||||||
Bank of America Corp. | 4.000% | 4/1/24 | 4,210 | 4,506 | |||||||||||
3 | Bank of America Corp. | 3.864% | 7/23/24 | 14,000 | 14,730 | ||||||||||
Bank of America Corp. | 4.200% | 8/26/24 | 21,657 | 23,233 | |||||||||||
3 | Bank of America Corp. | 3.093% | 10/1/25 | 25,000 | 25,751 | ||||||||||
3 | Bank of America Corp. | 2.456% | 10/22/25 | 15,000 | 15,049 | ||||||||||
Bank of Montreal | 3.100% | 4/13/21 | 18,400 | 18,666 | |||||||||||
Bank of Montreal | 1.900% | 8/27/21 | 15,566 | 15,585 | |||||||||||
Bank of Montreal | 2.900% | 3/26/22 | 8,800 | 8,960 | |||||||||||
Bank of Montreal | 3.300% | 2/5/24 | 8,000 | 8,329 | |||||||||||
Bank of Montreal | 2.500% | 6/28/24 | 6,850 | 6,907 | |||||||||||
3 | Bank of Montreal | 4.338% | 10/5/28 | 5,395 | 5,692 | ||||||||||
3 | Bank of Montreal | 4.800% | 12/31/49 | 117 | 120 | ||||||||||
Bank of New York Mellon Corp. | 4.150% | 2/1/21 | 1,348 | 1,377 | |||||||||||
Bank of New York Mellon Corp. | 2.500% | 4/15/21 | 1,827 | 1,837 | |||||||||||
Bank of New York Mellon Corp. | 2.050% | 5/3/21 | 9,829 | 9,854 | |||||||||||
Bank of New York Mellon Corp. | 3.550% | 9/23/21 | 285 | 293 | |||||||||||
Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 13,121 | 13,305 | |||||||||||
Bank of New York Mellon Corp. | 1.950% | 8/23/22 | 2,725 | 2,729 | |||||||||||
Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 8,902 | 9,137 | |||||||||||
Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 3,025 | 3,171 | |||||||||||
3 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 8,675 | 8,802 | ||||||||||
Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 3,775 | 3,955 | |||||||||||
Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 7,870 | 7,958 | |||||||||||
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 3,040 | 3,202 | |||||||||||
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 11,124 | 11,672 | |||||||||||
Bank of Nova Scotia | 2.500% | 1/8/21 | 1,680 | 1,688 | |||||||||||
Bank of Nova Scotia | 4.375% | 1/13/21 | 3,176 | 3,253 | |||||||||||
Bank of Nova Scotia | 3.125% | 4/20/21 | 4,400 | 4,464 | |||||||||||
Bank of Nova Scotia | 2.800% | 7/21/21 | 805 | 816 | |||||||||||
Bank of Nova Scotia | 2.700% | 3/7/22 | 22,984 | 23,360 | |||||||||||
Bank of Nova Scotia | 2.450% | 9/19/22 | 2,146 | 2,173 | |||||||||||
Bank of Nova Scotia | 2.000% | 11/15/22 | 3,700 | 3,704 | |||||||||||
Bank of Nova Scotia | 2.375% | 1/18/23 | 2,700 | 2,728 | |||||||||||
Bank of Nova Scotia | 3.400% | 2/11/24 | 7,800 | 8,151 | |||||||||||
Barclays Bank plc | 2.650% | 1/11/21 | 17,500 | 17,598 | |||||||||||
Barclays plc | 3.250% | 1/12/21 | 8,855 | 8,917 | |||||||||||
Barclays plc | 3.200% | 8/10/21 | 9,860 | 9,976 | |||||||||||
Barclays plc | 3.684% | 1/10/23 | 6,740 | 6,901 | |||||||||||
3 | Barclays plc | 4.338% | 5/16/24 | 10,000 | 10,488 | ||||||||||
3 | Barclays plc | 3.932% | 5/7/25 | 5,650 | 5,935 | ||||||||||
BBVA USA | 3.500% | 6/11/21 | 7,750 | 7,876 | |||||||||||
BBVA USA | 2.875% | 6/29/22 | 8,880 | 8,999 | |||||||||||
BNP Paribas SA | 5.000% | 1/15/21 | 7,181 | 7,391 | |||||||||||
BNP Paribas SA | 3.250% | 3/3/23 | 5,299 | 5,491 | |||||||||||
BNP Paribas SA | 4.250% | 10/15/24 | 7,745 | 8,249 | |||||||||||
BPCE SA | 2.650% | 2/3/21 | 5,796 | 5,831 | |||||||||||
BPCE SA | 2.750% | 12/2/21 | 7,350 | 7,456 | |||||||||||
4 | BPCE SA | 3.000% | 5/22/22 | 6,000 | 6,102 | ||||||||||
BPCE SA | 4.000% | 4/15/24 | 6,076 | 6,501 | |||||||||||
Canadian Imperial Bank of Commerce | 2.700% | 2/2/21 | 2,598 | 2,617 | |||||||||||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 7,525 | 7,616 | |||||||||||
3 | Canadian Imperial Bank of Commerce | 2.606% | 7/22/23 | 1,000 | 1,009 | ||||||||||
Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 7,150 | 7,505 | |||||||||||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 8,180 | 8,422 | |||||||||||
Capital One Bank USA NA | 3.375% | 2/15/23 | 11,650 | 12,001 | |||||||||||
Capital One Financial Corp. | 3.450% | 4/30/21 | 9,474 | 9,639 | |||||||||||
Capital One Financial Corp. | 4.750% | 7/15/21 | 9,188 | 9,551 |
5
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Capital One Financial Corp. | 3.050% | 3/9/22 | 7,777 | 7,934 | |||||||||||
Capital One Financial Corp. | 3.500% | 6/15/23 | 3,080 | 3,197 | |||||||||||
Capital One Financial Corp. | 3.900% | 1/29/24 | 1,750 | 1,856 | |||||||||||
Capital One Financial Corp. | 3.750% | 4/24/24 | 3,786 | 3,972 | |||||||||||
Capital One Financial Corp. | 3.300% | 10/30/24 | 10,010 | 10,327 | |||||||||||
Capital One NA | 2.950% | 7/23/21 | 10,905 | 11,057 | |||||||||||
Capital One NA | 2.250% | 9/13/21 | 11,558 | 11,594 | |||||||||||
Capital One NA | 2.650% | 8/8/22 | 6,183 | 6,274 | |||||||||||
Capital One NA | 2.150% | 9/6/22 | 1,140 | 1,141 | |||||||||||
Citibank NA | 2.850% | 2/12/21 | 11,565 | 11,658 | |||||||||||
Citibank NA | 3.400% | 7/23/21 | 7,100 | 7,242 | |||||||||||
3 | Citibank NA | 3.165% | 2/19/22 | 3,300 | 3,341 | ||||||||||
3 | Citibank NA | 2.844% | 5/20/22 | 7,845 | 7,941 | ||||||||||
Citibank NA | 3.650% | 1/23/24 | 5,000 | 5,279 | |||||||||||
Citigroup Inc. | 2.700% | 3/30/21 | 12,914 | 13,007 | |||||||||||
Citigroup Inc. | 2.350% | 8/2/21 | 14,920 | 14,994 | |||||||||||
Citigroup Inc. | 2.900% | 12/8/21 | 29,027 | 29,459 | |||||||||||
Citigroup Inc. | 4.500% | 1/14/22 | 17,618 | 18,454 | |||||||||||
Citigroup Inc. | 2.750% | 4/25/22 | 20,914 | 21,251 | |||||||||||
Citigroup Inc. | 4.050% | 7/30/22 | 5,580 | 5,829 | |||||||||||
Citigroup Inc. | 2.700% | 10/27/22 | 7,835 | 7,960 | |||||||||||
3 | Citigroup Inc. | 2.312% | 11/4/22 | 5,525 | 5,539 | ||||||||||
3 | Citigroup Inc. | 3.142% | 1/24/23 | 4,315 | 4,388 | ||||||||||
Citigroup Inc. | 3.500% | 5/15/23 | 12,707 | 13,170 | |||||||||||
3 | Citigroup Inc. | 2.876% | 7/24/23 | 14,105 | 14,344 | ||||||||||
Citigroup Inc. | 3.875% | 10/25/23 | 12,585 | 13,363 | |||||||||||
3 | Citigroup Inc. | 4.044% | 6/1/24 | 12,735 | 13,479 | ||||||||||
Citigroup Inc. | 3.750% | 6/16/24 | 8,741 | 9,281 | |||||||||||
3 | Citigroup Inc. | 3.352% | 4/24/25 | 11,125 | 11,570 | ||||||||||
Citizens Bank NA | 2.550% | 5/13/21 | 7,821 | 7,870 | |||||||||||
Citizens Bank NA | 3.250% | 2/14/22 | 6,705 | 6,863 | |||||||||||
Citizens Bank NA | 2.650% | 5/26/22 | 3,944 | 3,999 | |||||||||||
Citizens Bank NA | 3.700% | 3/29/23 | 3,700 | 3,866 | |||||||||||
Citizens Financial Group Inc. | 2.375% | 7/28/21 | 2,750 | 2,756 | |||||||||||
Comerica Bank | 2.500% | 7/23/24 | 1,780 | 1,800 | |||||||||||
Comerica Inc. | 3.700% | 7/31/23 | 11,425 | 11,992 | |||||||||||
Commonwealth Bank of Australia | 2.550% | 3/15/21 | 6,355 | 6,393 | |||||||||||
4 | Commonwealth Bank of Australia | 3.350% | 6/4/24 | 5,000 | 5,226 | ||||||||||
Cooperatieve Rabobank UA | 4.500% | 1/11/21 | 1,291 | 1,322 | |||||||||||
Cooperatieve Rabobank UA | 2.500% | 1/19/21 | 24,993 | 25,109 | |||||||||||
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 8,103 | 8,218 | |||||||||||
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 15,756 | 16,407 | |||||||||||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 8,720 | 9,096 | |||||||||||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 1,700 | 1,727 | |||||||||||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 19,777 | 21,441 | |||||||||||
Credit Suisse AG | 3.000% | 10/29/21 | 14,100 | 14,361 | |||||||||||
Credit Suisse AG | 2.100% | 11/12/21 | 3,150 | 3,157 | |||||||||||
Credit Suisse AG | 3.625% | 9/9/24 | 25,344 | 26,906 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/20 | 8,777 | 8,855 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.450% | 4/16/21 | 10,490 | 10,646 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 10,664 | 11,084 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 6/9/23 | 7,805 | 8,165 | |||||||||||
Deutsche Bank AG | 3.125% | 1/13/21 | 10,025 | 10,047 | |||||||||||
Deutsche Bank AG | 3.150% | 1/22/21 | 8,725 | 8,760 | |||||||||||
Deutsche Bank AG | 4.250% | 2/4/21 | 2,175 | 2,204 | |||||||||||
Deutsche Bank AG | 3.375% | 5/12/21 | 3,340 | 3,361 | |||||||||||
Deutsche Bank AG | 4.250% | 10/14/21 | 12,400 | 12,747 | |||||||||||
Deutsche Bank AG | 5.000% | 2/14/22 | 6,850 | 7,151 | |||||||||||
Deutsche Bank AG | 3.300% | 11/16/22 | 8,426 | 8,508 | |||||||||||
Deutsche Bank AG | 3.950% | 2/27/23 | 11,480 | 11,737 | |||||||||||
Deutsche Bank AG | 3.700% | 5/30/24 | 10,030 | 10,238 | |||||||||||
Discover Bank | 3.200% | 8/9/21 | 2,711 | 2,754 | |||||||||||
Discover Bank | 3.350% | 2/6/23 | 2,000 | 2,059 | |||||||||||
Discover Bank | 4.200% | 8/8/23 | 11,083 | 11,773 |
6
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Discover Bank | 2.450% | 9/12/24 | 6,225 | 6,192 | |||||||||||
3 | Discover Bank | 4.682% | 8/9/28 | 3,300 | 3,443 | ||||||||||
Discover Financial Services | 3.850% | 11/21/22 | 6,074 | 6,344 | |||||||||||
Discover Financial Services | 3.950% | 11/6/24 | 636 | 674 | |||||||||||
Fifth Third Bancorp | 3.500% | 3/15/22 | 4,072 | 4,195 | |||||||||||
Fifth Third Bancorp | 4.300% | 1/16/24 | 7,048 | 7,560 | |||||||||||
Fifth Third Bancorp | 3.650% | 1/25/24 | 11,870 | 12,486 | |||||||||||
Fifth Third Bank | 2.250% | 6/14/21 | 10,068 | 10,107 | |||||||||||
Fifth Third Bank | 3.350% | 7/26/21 | 6,250 | 6,380 | |||||||||||
Fifth Third Bank | 2.875% | 10/1/21 | 3,941 | 3,999 | |||||||||||
First Horizon National Corp. | 3.500% | 12/15/20 | 5,558 | 5,616 | |||||||||||
First Republic Bank | 2.500% | 6/6/22 | 7,625 | 7,694 | |||||||||||
Goldman Sachs Group Inc. | 2.600% | 12/27/20 | 2,720 | 2,725 | |||||||||||
Goldman Sachs Group Inc. | 2.875% | 2/25/21 | 9,478 | 9,567 | |||||||||||
Goldman Sachs Group Inc. | 2.625% | 4/25/21 | 13,731 | 13,826 | |||||||||||
Goldman Sachs Group Inc. | 5.250% | 7/27/21 | 31,282 | 32,794 | |||||||||||
Goldman Sachs Group Inc. | 2.350% | 11/15/21 | 9,624 | 9,657 | |||||||||||
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 28,441 | 30,436 | |||||||||||
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 17,881 | 18,116 | |||||||||||
3 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 16,213 | 16,409 | ||||||||||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 4,980 | 5,170 | |||||||||||
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 861 | 885 | |||||||||||
3 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 7,006 | 7,115 | ||||||||||
3 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 16,031 | 16,279 | ||||||||||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 16,250 | 17,056 | |||||||||||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 26,314 | 27,941 | |||||||||||
Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 10,050 | 10,598 | |||||||||||
3 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 30,020 | 30,981 | ||||||||||
HSBC Holdings plc | 3.400% | 3/8/21 | 4,622 | 4,691 | |||||||||||
HSBC Holdings plc | 5.100% | 4/5/21 | 7,622 | 7,896 | |||||||||||
HSBC Holdings plc | 2.950% | 5/25/21 | 20,413 | 20,660 | |||||||||||
HSBC Holdings plc | 2.650% | 1/5/22 | 19,345 | 19,556 | |||||||||||
HSBC Holdings plc | 4.875% | 1/14/22 | 3,744 | 3,946 | |||||||||||
HSBC Holdings plc | 4.000% | 3/30/22 | 5,336 | 5,552 | |||||||||||
3 | HSBC Holdings plc | 3.262% | 3/13/23 | 20,320 | 20,762 | ||||||||||
HSBC Holdings plc | 3.600% | 5/25/23 | 15,855 | 16,489 | |||||||||||
3 | HSBC Holdings plc | 3.033% | 11/22/23 | 14,950 | 15,256 | ||||||||||
HSBC Holdings plc | 4.250% | 3/14/24 | 1,484 | 1,575 | |||||||||||
3 | HSBC Holdings plc | 3.950% | 5/18/24 | 17,350 | 18,194 | ||||||||||
3 | HSBC Holdings plc | 3.803% | 3/11/25 | 24,275 | 25,476 | ||||||||||
3 | HSBC Holdings plc | 2.633% | 11/7/25 | 21,725 | 21,674 | ||||||||||
HSBC USA Inc. | 3.500% | 6/23/24 | 5,395 | 5,708 | |||||||||||
Huntington Bancshares Inc. | 7.000% | 12/15/20 | 1,250 | 1,305 | |||||||||||
Huntington Bancshares Inc. | 3.150% | 3/14/21 | 7,719 | 7,801 | |||||||||||
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 2,270 | 2,279 | |||||||||||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 6,285 | 6,371 | |||||||||||
Huntington National Bank | 3.250% | 5/14/21 | 5,450 | 5,539 | |||||||||||
Huntington National Bank | 3.125% | 4/1/22 | 3,500 | 3,569 | |||||||||||
Huntington National Bank | 2.500% | 8/7/22 | 8,750 | 8,848 | |||||||||||
Huntington National Bank | 3.550% | 10/6/23 | 500 | 523 | |||||||||||
ING Groep NV | 3.150% | 3/29/22 | 6,517 | 6,652 | |||||||||||
ING Groep NV | 4.100% | 10/2/23 | 13,650 | 14,470 | |||||||||||
ING Groep NV | 3.550% | 4/9/24 | 5,890 | 6,166 | |||||||||||
JPMorgan Chase & Co. | 2.550% | 3/1/21 | 20,140 | 20,253 | |||||||||||
JPMorgan Chase & Co. | 4.625% | 5/10/21 | 12,850 | 13,307 | |||||||||||
JPMorgan Chase & Co. | 2.400% | 6/7/21 | 8,436 | 8,489 | |||||||||||
JPMorgan Chase & Co. | 2.295% | 8/15/21 | 11,534 | 11,554 | |||||||||||
JPMorgan Chase & Co. | 4.350% | 8/15/21 | 18,064 | 18,735 | |||||||||||
JPMorgan Chase & Co. | 4.500% | 1/24/22 | 18,879 | 19,798 | |||||||||||
3 | JPMorgan Chase & Co. | 3.514% | 6/18/22 | 11,000 | 11,233 | ||||||||||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 17,255 | 17,833 | |||||||||||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 12,525 | 12,769 | |||||||||||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 15,947 | 16,448 | |||||||||||
3 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 16,739 | 17,103 |
7
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 10,340 | 10,462 | ||||||||||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 16,054 | 16,666 | |||||||||||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 14,863 | 15,137 | |||||||||||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 13,200 | 14,118 | |||||||||||
3 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 23,030 | 24,002 | ||||||||||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 21,388 | 22,605 | |||||||||||
3 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 13,935 | 14,682 | ||||||||||
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 11,398 | 12,190 | |||||||||||
3 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 14,450 | 14,927 | ||||||||||
3 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 25,725 | 25,693 | ||||||||||
KeyBank NA | 3.350% | 6/15/21 | 3,565 | 3,639 | |||||||||||
KeyBank NA | 2.500% | 11/22/21 | 5,910 | 5,975 | |||||||||||
KeyBank NA | 2.400% | 6/9/22 | 7,490 | 7,571 | |||||||||||
KeyBank NA | 2.300% | 9/14/22 | 4,420 | 4,463 | |||||||||||
KeyBank NA | 3.375% | 3/7/23 | 2,850 | 2,962 | |||||||||||
3 | KeyBank NA | 3.180% | 10/15/27 | 2,125 | 2,168 | ||||||||||
KeyCorp | 5.100% | 3/24/21 | 6,844 | 7,098 | |||||||||||
Lloyds Bank plc | 6.375% | 1/21/21 | 2,942 | 3,061 | |||||||||||
Lloyds Bank plc | 3.300% | 5/7/21 | 8,091 | 8,219 | |||||||||||
Lloyds Bank plc | 2.250% | 8/14/22 | 2,000 | 2,008 | |||||||||||
Lloyds Banking Group plc | 3.100% | 7/6/21 | 75 | 76 | |||||||||||
Lloyds Banking Group plc | 3.000% | 1/11/22 | 15,050 | 15,279 | |||||||||||
3 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 7,775 | 7,849 | ||||||||||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 13,050 | 13,770 | |||||||||||
3 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 10,500 | 10,652 | ||||||||||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 5,047 | 5,381 | |||||||||||
M&T Bank Corp. | 3.550% | 7/26/23 | 7,000 | 7,356 | |||||||||||
Manufacturers & Traders Trust Co. | 2.625% | 1/25/21 | 8,670 | 8,708 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.950% | 3/1/21 | 8,985 | 9,073 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.535% | 7/26/21 | 6,500 | 6,645 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.190% | 9/13/21 | 7,025 | 7,035 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 9,700 | 9,878 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 6,550 | 6,703 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 11,075 | 11,218 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 16,943 | 17,185 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 9,803 | 10,157 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 13,100 | 13,760 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,700 | 3,724 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 6,575 | 6,855 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 7,225 | 7,357 | |||||||||||
Mizuho Financial Group Inc. | 2.273% | 9/13/21 | 1,900 | 1,905 | |||||||||||
Mizuho Financial Group Inc. | 2.953% | 2/28/22 | 8,650 | 8,798 | |||||||||||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 8,940 | 9,309 | |||||||||||
3 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 8,400 | 8,481 | ||||||||||
3 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 6,075 | 6,370 | ||||||||||
3 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 10,500 | 10,589 | ||||||||||
3 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 3,100 | 3,092 | ||||||||||
Morgan Stanley | 5.750% | 1/25/21 | 11,427 | 11,847 | |||||||||||
Morgan Stanley | 2.500% | 4/21/21 | 17,179 | 17,254 | |||||||||||
Morgan Stanley | 5.500% | 7/28/21 | 17,984 | 18,931 | |||||||||||
Morgan Stanley | 2.625% | 11/17/21 | 21,007 | 21,243 | |||||||||||
Morgan Stanley | 2.750% | 5/19/22 | 16,143 | 16,425 | |||||||||||
Morgan Stanley | 4.875% | 11/1/22 | 13,667 | 14,635 | |||||||||||
Morgan Stanley | 3.125% | 1/23/23 | 8,164 | 8,385 | |||||||||||
Morgan Stanley | 3.750% | 2/25/23 | 24,714 | 25,811 | |||||||||||
Morgan Stanley | 4.100% | 5/22/23 | 16,058 | 16,899 | |||||||||||
3 | Morgan Stanley | 3.737% | 4/24/24 | 13,505 | 14,063 | ||||||||||
Morgan Stanley | 3.875% | 4/29/24 | 30,100 | 31,930 | |||||||||||
Morgan Stanley | 3.700% | 10/23/24 | 21,665 | 22,949 | |||||||||||
3 | Morgan Stanley | 2.720% | 7/22/25 | 1,500 | 1,514 | ||||||||||
Morgan Stanley | 4.000% | 7/23/25 | 3,290 | 3,558 | |||||||||||
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 3,500 | 3,622 | |||||||||||
MUFG Union Bank NA | 3.150% | 4/1/22 | 18,442 | 18,856 | |||||||||||
MUFG Union Bank NA | 2.100% | 12/9/22 | 1,590 | 1,593 |
8
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
National Australia Bank Ltd. | 2.625% | 1/14/21 | 4,881 | 4,909 | |||||||||||
National Australia Bank Ltd. | 1.875% | 7/12/21 | 5,540 | 5,533 | |||||||||||
National Australia Bank Ltd. | 3.375% | 9/20/21 | 5,000 | 5,120 | |||||||||||
National Australia Bank Ltd. | 3.700% | 11/4/21 | 8,500 | 8,770 | |||||||||||
National Australia Bank Ltd. | 2.800% | 1/10/22 | 6,000 | 6,095 | |||||||||||
National Australia Bank Ltd. | 2.500% | 5/22/22 | 5,265 | 5,328 | |||||||||||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 5,031 | 5,152 | |||||||||||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 5,000 | 5,231 | |||||||||||
Northern Trust Corp. | 3.375% | 8/23/21 | 3,271 | 3,348 | |||||||||||
Northern Trust Corp. | 2.375% | 8/2/22 | 1,845 | 1,861 | |||||||||||
People's United Bank NA | 4.000% | 7/15/24 | 100 | 104 | |||||||||||
People's United Financial Inc. | 3.650% | 12/6/22 | 3,700 | 3,843 | |||||||||||
PNC Bank NA | 2.500% | 1/22/21 | 3,250 | 3,264 | |||||||||||
PNC Bank NA | 2.150% | 4/29/21 | 3,381 | 3,388 | |||||||||||
PNC Bank NA | 2.550% | 12/9/21 | 7,985 | 8,051 | |||||||||||
PNC Bank NA | 2.625% | 2/17/22 | 16,185 | 16,352 | |||||||||||
3 | PNC Bank NA | 2.232% | 7/22/22 | 4,500 | 4,509 | ||||||||||
PNC Bank NA | 2.700% | 11/1/22 | 5,741 | 5,796 | |||||||||||
3 | PNC Bank NA | 2.028% | 12/9/22 | 7,420 | 7,426 | ||||||||||
PNC Bank NA | 2.950% | 1/30/23 | 8,525 | 8,697 | |||||||||||
PNC Bank NA | 3.500% | 6/8/23 | 4,000 | 4,165 | |||||||||||
PNC Bank NA | 3.800% | 7/25/23 | 1,000 | 1,047 | |||||||||||
PNC Bank NA | 3.300% | 10/30/24 | 14,033 | 14,593 | |||||||||||
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 4,520 | 4,599 | |||||||||||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 7,029 | 7,377 | |||||||||||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 8,500 | 8,933 | |||||||||||
Regions Bank | 2.750% | 4/1/21 | 6,690 | 6,736 | |||||||||||
3 | Regions Bank | 3.374% | 8/13/21 | 4,500 | 4,534 | ||||||||||
Regions Financial Corp. | 2.750% | 8/14/22 | 7,657 | 7,788 | |||||||||||
Regions Financial Corp. | 3.800% | 8/14/23 | 4,250 | 4,481 | |||||||||||
Royal Bank of Canada | 2.500% | 1/19/21 | 7,467 | 7,499 | |||||||||||
Royal Bank of Canada | 3.200% | 4/30/21 | 11,978 | 12,190 | |||||||||||
Royal Bank of Canada | 2.750% | 2/1/22 | 10,000 | 10,166 | |||||||||||
Royal Bank of Canada | 2.800% | 4/29/22 | 7,200 | 7,336 | |||||||||||
Royal Bank of Canada | 3.700% | 10/5/23 | 6,100 | 6,432 | |||||||||||
Royal Bank of Canada | 2.550% | 7/16/24 | 6,725 | 6,825 | |||||||||||
Royal Bank of Canada | 2.250% | 11/1/24 | 15,200 | 15,270 | |||||||||||
Royal Bank of Scotland Group plc | 6.125% | 12/15/22 | 7,485 | 8,188 | |||||||||||
3 | Royal Bank of Scotland Group plc | 3.498% | 5/15/23 | 9,755 | 9,961 | ||||||||||
Royal Bank of Scotland Group plc | 6.100% | 6/10/23 | 10,974 | 12,058 | |||||||||||
Royal Bank of Scotland Group plc | 3.875% | 9/12/23 | 18,851 | 19,705 | |||||||||||
Royal Bank of Scotland Group plc | 6.000% | 12/19/23 | 11,697 | 13,001 | |||||||||||
Royal Bank of Scotland Group plc | 5.125% | 5/28/24 | 14,550 | 15,754 | |||||||||||
3 | Royal Bank of Scotland Group plc | 4.519% | 6/25/24 | 15,700 | 16,640 | ||||||||||
3 | Royal Bank of Scotland Group plc | 4.269% | 3/22/25 | 2,367 | 2,511 | ||||||||||
Santander Holdings USA Inc. | 4.450% | 12/3/21 | 2,100 | 2,177 | |||||||||||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 9,825 | 10,070 | |||||||||||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 7,000 | 7,194 | |||||||||||
4 | Santander Holdings USA Inc. | 3.244% | 10/5/26 | 11,149 | 11,200 | ||||||||||
Santander UK Group Holdings plc | 3.125% | 1/8/21 | 10,245 | 10,329 | |||||||||||
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 4,380 | 4,422 | |||||||||||
3 | Santander UK Group Holdings plc | 3.373% | 1/5/24 | 12,500 | 12,764 | ||||||||||
3 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 10,950 | 11,807 | ||||||||||
Santander UK plc | 3.400% | 6/1/21 | 9,285 | 9,471 | |||||||||||
Santander UK plc | 3.750% | 11/15/21 | 6,850 | 7,058 | |||||||||||
Santander UK plc | 4.000% | 3/13/24 | 6,641 | 7,073 | |||||||||||
Santander UK plc | 2.875% | 6/18/24 | 6,745 | 6,884 | |||||||||||
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 7,695 | 7,745 | |||||||||||
Skandinaviska Enskilda Banken AB | 1.875% | 9/13/21 | 9,600 | 9,566 | |||||||||||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 4,840 | 4,910 | |||||||||||
State Street Corp. | 4.375% | 3/7/21 | 7,292 | 7,502 | |||||||||||
State Street Corp. | 1.950% | 5/19/21 | 425 | 425 | |||||||||||
3 | State Street Corp. | 2.653% | 5/15/23 | 9,095 | 9,234 | ||||||||||
State Street Corp. | 3.100% | 5/15/23 | 3,260 | 3,348 |
9
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
State Street Corp. | 3.700% | 11/20/23 | 5,550 | 5,899 | |||||||||||
3 | State Street Corp. | 3.776% | 12/3/24 | 4,100 | 4,322 | ||||||||||
State Street Corp. | 3.300% | 12/16/24 | 9,658 | 10,184 | |||||||||||
3 | State Street Corp. | 2.354% | 11/1/25 | 5,000 | 5,006 | ||||||||||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 2,360 | 2,424 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.934% | 3/9/21 | 11,632 | 11,767 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.058% | 7/14/21 | 10,347 | 10,359 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 10,596 | 10,667 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 2,379 | 2,413 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 7,487 | 7,614 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 6,386 | 6,484 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 14,250 | 14,574 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 5,300 | 5,553 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 8,269 | 8,745 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 12,675 | 12,846 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 3,400 | 3,405 | |||||||||||
Svenska Handelsbanken AB | 2.450% | 3/30/21 | 16,433 | 16,528 | |||||||||||
Svenska Handelsbanken AB | 3.350% | 5/24/21 | 5,840 | 5,948 | |||||||||||
Svenska Handelsbanken AB | 1.875% | 9/7/21 | 3,932 | 3,923 | |||||||||||
Svenska Handelsbanken AB | 3.900% | 11/20/23 | 5,118 | 5,478 | |||||||||||
Synchrony Bank | 3.650% | 5/24/21 | 4,830 | 4,925 | |||||||||||
Synchrony Bank | 3.000% | 6/15/22 | 955 | 973 | |||||||||||
Synchrony Financial | 3.750% | 8/15/21 | 2,511 | 2,567 | |||||||||||
Synchrony Financial | 2.850% | 7/25/22 | 2,350 | 2,381 | |||||||||||
Synchrony Financial | 4.375% | 3/19/24 | 4,000 | 4,252 | |||||||||||
Synchrony Financial | 4.250% | 8/15/24 | 9,740 | 10,392 | |||||||||||
Synovus Financial Corp. | 3.125% | 11/1/22 | 2,200 | 2,227 | |||||||||||
Toronto-Dominion Bank | 2.500% | 12/14/20 | 9,915 | 9,970 | |||||||||||
Toronto-Dominion Bank | 2.550% | 1/25/21 | 8,050 | 8,096 | |||||||||||
Toronto-Dominion Bank | 2.125% | 4/7/21 | 13,010 | 13,056 | |||||||||||
Toronto-Dominion Bank | 3.250% | 6/11/21 | 4,481 | 4,574 | |||||||||||
Toronto-Dominion Bank | 1.800% | 7/13/21 | 15,013 | 15,008 | |||||||||||
Toronto-Dominion Bank | 1.900% | 12/1/22 | 7,200 | 7,201 | |||||||||||
Toronto-Dominion Bank | 3.500% | 7/19/23 | 12,633 | 13,300 | |||||||||||
Toronto-Dominion Bank | 3.250% | 3/11/24 | 4,600 | 4,800 | |||||||||||
Toronto-Dominion Bank | 2.650% | 6/12/24 | 9,100 | 9,276 | |||||||||||
Truist Bank | 2.850% | 4/1/21 | 2,425 | 2,449 | |||||||||||
3 | Truist Bank | 3.525% | 10/26/21 | 125 | 126 | ||||||||||
Truist Bank | 2.625% | 1/15/22 | 7,135 | 7,223 | |||||||||||
Truist Bank | 2.800% | 5/17/22 | 6,665 | 6,782 | |||||||||||
Truist Bank | 2.450% | 8/1/22 | 12,618 | 12,746 | |||||||||||
3 | Truist Bank | 3.502% | 8/2/22 | 6,420 | 6,556 | ||||||||||
Truist Bank | 3.000% | 2/2/23 | 5,135 | 5,258 | |||||||||||
Truist Bank | 2.750% | 5/1/23 | 1,375 | 1,395 | |||||||||||
Truist Bank | 3.200% | 4/1/24 | 13,275 | 13,781 | |||||||||||
3 | Truist Bank | 3.689% | 8/2/24 | 12,813 | 13,422 | ||||||||||
Truist Bank | 2.150% | 12/6/24 | 5,500 | 5,489 | |||||||||||
Truist Financial Corp | 2.900% | 3/3/21 | 6,976 | 7,034 | |||||||||||
Truist Financial Corp. | 2.150% | 2/1/21 | 5,444 | 5,454 | |||||||||||
Truist Financial Corp. | 2.050% | 5/10/21 | 7,202 | 7,207 | |||||||||||
Truist Financial Corp. | 3.200% | 9/3/21 | 4,645 | 4,738 | |||||||||||
Truist Financial Corp. | 2.700% | 1/27/22 | 2,202 | 2,232 | |||||||||||
Truist Financial Corp. | 3.950% | 3/22/22 | 6,500 | 6,733 | |||||||||||
Truist Financial Corp. | 2.750% | 4/1/22 | 7,515 | 7,646 | |||||||||||
Truist Financial Corp. | 3.050% | 6/20/22 | 9,850 | 10,048 | |||||||||||
Truist Financial Corp. | 3.750% | 12/6/23 | 4,100 | 4,333 | |||||||||||
Truist Financial Corp. | 2.500% | 8/1/24 | 2,345 | 2,373 | |||||||||||
Truist Financial Corp. | 2.850% | 10/26/24 | 11,847 | �� | 12,242 | ||||||||||
US Bancorp | 2.350% | 1/29/21 | 8,735 | 8,773 | |||||||||||
US Bancorp | 4.125% | 5/24/21 | 2,793 | 2,873 | |||||||||||
US Bancorp | 2.625% | 1/24/22 | 12,255 | 12,438 | |||||||||||
US Bancorp | 3.000% | 3/15/22 | 7,080 | 7,241 | |||||||||||
US Bancorp | 2.950% | 7/15/22 | 9,976 | 10,229 | |||||||||||
US Bancorp | 3.700% | 1/30/24 | 6,585 | 6,998 |
10
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
US Bancorp | 3.375% | 2/5/24 | 7,600 | 7,954 | |||||||||||
US Bancorp | 2.400% | 7/30/24 | 6,825 | 6,908 | |||||||||||
US Bancorp | 3.600% | 9/11/24 | 842 | 893 | |||||||||||
US Bank NA | 3.150% | 4/26/21 | 2,000 | 2,030 | |||||||||||
US Bank NA | 3.450% | 11/16/21 | 4,000 | 4,114 | |||||||||||
US Bank NA | 2.650% | 5/23/22 | 7,550 | 7,681 | |||||||||||
US Bank NA | 1.950% | 1/9/23 | 9,470 | 9,479 | |||||||||||
US Bank NA | 2.850% | 1/23/23 | 6,485 | 6,655 | |||||||||||
US Bank NA | 3.400% | 7/24/23 | 6,100 | 6,380 | |||||||||||
Wells Fargo & Co. | 2.550% | 12/7/20 | 14,381 | 14,444 | |||||||||||
Wells Fargo & Co. | 3.000% | 1/22/21 | 12,042 | 12,178 | |||||||||||
Wells Fargo & Co. | 2.500% | 3/4/21 | 6,942 | 6,990 | |||||||||||
Wells Fargo & Co. | 4.600% | 4/1/21 | 20,194 | 20,811 | |||||||||||
Wells Fargo & Co. | 2.100% | 7/26/21 | 19,583 | 19,615 | |||||||||||
Wells Fargo & Co. | 3.500% | 3/8/22 | 6,486 | 6,685 | |||||||||||
Wells Fargo & Co. | 2.625% | 7/22/22 | 22,651 | 22,955 | |||||||||||
Wells Fargo & Co. | 3.069% | 1/24/23 | 34,916 | 35,514 | |||||||||||
Wells Fargo & Co. | 3.450% | 2/13/23 | 2,735 | 2,829 | |||||||||||
Wells Fargo & Co. | 4.125% | 8/15/23 | 8,069 | 8,555 | |||||||||||
Wells Fargo & Co. | 3.750% | 1/24/24 | 8,750 | 9,216 | |||||||||||
Wells Fargo & Co. | 3.000% | 2/19/25 | 15,000 | 15,470 | |||||||||||
3 | Wells Fargo & Co. | 2.406% | 10/30/25 | 39,100 | 39,002 | ||||||||||
Wells Fargo Bank NA | 2.600% | 1/15/21 | 5,206 | 5,235 | |||||||||||
3 | Wells Fargo Bank NA | 3.325% | 7/23/21 | 14,900 | 14,998 | ||||||||||
Wells Fargo Bank NA | 3.625% | 10/22/21 | 19,800 | 20,370 | |||||||||||
3 | Wells Fargo Bank NA | 2.897% | 5/27/22 | 5,165 | 5,221 | ||||||||||
3 | Wells Fargo Bank NA | 2.082% | 9/9/22 | 8,150 | 8,150 | ||||||||||
Wells Fargo Bank NA | 3.550% | 8/14/23 | 18,006 | 18,810 | |||||||||||
Westpac Banking Corp. | 2.650% | 1/25/21 | 4,425 | 4,454 | |||||||||||
Westpac Banking Corp. | 2.100% | 5/13/21 | 8,527 | 8,535 | |||||||||||
Westpac Banking Corp. | 2.000% | 8/19/21 | 10,950 | 10,951 | |||||||||||
Westpac Banking Corp. | 2.800% | 1/11/22 | 5,250 | 5,337 | |||||||||||
Westpac Banking Corp. | 2.500% | 6/28/22 | 9,250 | 9,348 | |||||||||||
Westpac Banking Corp. | 2.750% | 1/11/23 | 4,750 | 4,829 | |||||||||||
Westpac Banking Corp. | 3.650% | 5/15/23 | 7,203 | 7,551 | |||||||||||
Westpac Banking Corp. | 3.300% | 2/26/24 | 8,840 | 9,195 | |||||||||||
Westpac Banking Corp. | 2.350% | 2/19/25 | 6,275 | 6,287 | |||||||||||
Zions Bancorp NA | 3.500% | 8/27/21 | 5,750 | 5,858 | |||||||||||
Brokerage (0.2%) | |||||||||||||||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 2,550 | 2,715 | |||||||||||
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 2,212 | 2,261 | |||||||||||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 5,424 | 5,787 | |||||||||||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 3,847 | 4,108 | |||||||||||
BGC Partners Inc. | 5.125% | 5/27/21 | 1,675 | 1,727 | |||||||||||
BGC Partners Inc. | 5.375% | 7/24/23 | 3,914 | 4,187 | |||||||||||
BGC Partners Inc. | 3.750% | 10/1/24 | 400 | 399 | |||||||||||
BlackRock Inc. | 4.250% | 5/24/21 | 6,600 | 6,818 | |||||||||||
BlackRock Inc. | 3.375% | 6/1/22 | 2,825 | 2,925 | |||||||||||
BlackRock Inc. | 3.500% | 3/18/24 | 3,800 | 4,034 | |||||||||||
Brookfield Finance LLC | 4.000% | 4/1/24 | 4,086 | 4,382 | |||||||||||
Charles Schwab Corp. | 3.250% | 5/21/21 | 7,869 | 8,013 | |||||||||||
Charles Schwab Corp. | 3.225% | 9/1/22 | 2,550 | 2,630 | |||||||||||
Charles Schwab Corp. | 2.650% | 1/25/23 | 6,657 | 6,794 | |||||||||||
Charles Schwab Corp. | 3.550% | 2/1/24 | 1,925 | 2,030 | |||||||||||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 4,450 | 4,517 | |||||||||||
Eaton Vance Corp. | 3.625% | 6/15/23 | 2,350 | 2,458 | |||||||||||
Franklin Resources Inc. | 2.800% | 9/15/22 | 150 | 154 | |||||||||||
Intercontinental Exchange Inc. | 2.750% | 12/1/20 | 4,991 | 5,022 | |||||||||||
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 1,175 | 1,187 | |||||||||||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 4,150 | 4,345 | |||||||||||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 4,955 | 5,284 | |||||||||||
Invesco Finance plc | 3.125% | 11/30/22 | 7,825 | 8,041 | |||||||||||
Invesco Finance plc | 4.000% | 1/30/24 | 5,575 | 5,905 |
11
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 8,629 | 9,390 | |||||||||||
Jefferies Group LLC | 6.875% | 4/15/21 | 6,197 | 6,545 | |||||||||||
Nasdaq Inc. | 4.250% | 6/1/24 | 150 | 162 | |||||||||||
Stifel Financial Corp. | 3.500% | 12/1/20 | 3,545 | 3,583 | |||||||||||
Stifel Financial Corp. | 4.250% | 7/18/24 | 1,475 | 1,554 | |||||||||||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 7,008 | 7,158 | |||||||||||
TD Ameritrade Holding Corp. | 3.750% | 4/1/24 | 2,500 | 2,630 | |||||||||||
Finance Companies (0.3%) | |||||||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.500% | 5/15/21 | 4,007 | 4,132 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.000% | 10/1/21 | 6,098 | 6,388 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 12/16/21 | 5,345 | 5,559 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.950% | 2/1/22 | 3,674 | 3,793 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 5/26/22 | 3,400 | 3,489 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 7/1/22 | 3,455 | 3,649 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/23/23 | 3,880 | 3,972 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.125% | 7/3/23 | 2,600 | 2,737 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 1/16/24 | 3,605 | 3,907 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.875% | 8/14/24 | 3,750 | 3,783 | |||||||||||
Air Lease Corp. | 2.500% | 3/1/21 | 4,475 | 4,492 | |||||||||||
Air Lease Corp. | 3.875% | 4/1/21 | 4,178 | 4,260 | |||||||||||
Air Lease Corp. | 3.375% | 6/1/21 | 2,340 | 2,375 | |||||||||||
Air Lease Corp. | 3.500% | 1/15/22 | 4,250 | 4,357 | |||||||||||
Air Lease Corp. | 3.750% | 2/1/22 | 4,471 | 4,600 | |||||||||||
Air Lease Corp. | 2.625% | 7/1/22 | 3,034 | 3,061 | |||||||||||
Air Lease Corp. | 2.750% | 1/15/23 | 5,685 | 5,756 | |||||||||||
Air Lease Corp. | 3.875% | 7/3/23 | 7,720 | 8,110 | |||||||||||
Air Lease Corp. | 3.000% | 9/15/23 | 4,689 | 4,798 | |||||||||||
Air Lease Corp. | 4.250% | 2/1/24 | 7,015 | 7,513 | |||||||||||
Air Lease Corp. | 4.250% | 9/15/24 | 2,015 | 2,158 | |||||||||||
Aircastle Ltd. | 5.125% | 3/15/21 | 4,040 | 4,171 | |||||||||||
Aircastle Ltd. | 5.500% | 2/15/22 | 2,260 | 2,400 | |||||||||||
Aircastle Ltd. | 5.000% | 4/1/23 | 5,232 | 5,603 | |||||||||||
Aircastle Ltd. | 4.400% | 9/25/23 | 6,900 | 7,312 | |||||||||||
Ares Capital Corp. | 3.625% | 1/19/22 | 3,780 | 3,846 | |||||||||||
Ares Capital Corp. | 3.500% | 2/10/23 | 3,290 | 3,344 | |||||||||||
Ares Capital Corp. | 4.200% | 6/10/24 | 6,925 | 7,273 | |||||||||||
FS KKR Capital Corp. | 4.750% | 5/15/22 | 2,650 | 2,720 | |||||||||||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 2,600 | 2,695 | |||||||||||
GATX Corp. | 3.900% | 3/30/23 | 2,825 | 2,940 | |||||||||||
International Lease Finance Corp. | 8.250% | 12/15/20 | 3,911 | 4,128 | |||||||||||
International Lease Finance Corp. | 4.625% | 4/15/21 | 3,182 | 3,276 | |||||||||||
International Lease Finance Corp. | 8.625% | 1/15/22 | 5,273 | 5,929 | |||||||||||
International Lease Finance Corp. | 5.875% | 8/15/22 | 7,420 | 8,084 | |||||||||||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 2,230 | 2,358 | |||||||||||
Prospect Capital Corp. | 5.875% | 3/15/23 | 1,000 | 1,058 | |||||||||||
TPG Specialty Lending Inc. | 3.875% | 11/1/24 | 701 | 705 | |||||||||||
Insurance (0.8%) | |||||||||||||||
AEGON Funding Co. LLC | 5.750% | 12/15/20 | 3,543 | 3,662 | |||||||||||
Aetna Inc. | 2.750% | 11/15/22 | 6,388 | 6,487 | |||||||||||
Aetna Inc. | 2.800% | 6/15/23 | 5,738 | 5,828 | |||||||||||
Aflac Inc. | 4.000% | 2/15/22 | 1,907 | 1,989 | |||||||||||
Aflac Inc. | 3.625% | 6/15/23 | 4,700 | 4,942 | |||||||||||
Aflac Inc. | 3.625% | 11/15/24 | 2,163 | 2,312 |
12
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Alleghany Corp. | 4.950% | 6/27/22 | 4,038 | 4,290 | |||||||||||
3 | Allstate Corp. | 5.750% | 8/15/53 | 6,710 | 7,196 | ||||||||||
American International Group Inc. | 6.400% | 12/15/20 | 4,900 | 5,099 | |||||||||||
American International Group Inc. | 3.300% | 3/1/21 | 6,380 | 6,463 | |||||||||||
American International Group Inc. | 4.875% | 6/1/22 | 5,090 | 5,433 | |||||||||||
American International Group Inc. | 4.125% | 2/15/24 | 7,726 | 8,273 | |||||||||||
Anthem Inc. | 3.700% | 8/15/21 | 3,920 | 4,008 | |||||||||||
Anthem Inc. | 3.125% | 5/15/22 | 3,896 | 3,993 | |||||||||||
Anthem Inc. | 2.950% | 12/1/22 | 7,305 | 7,483 | |||||||||||
Anthem Inc. | 3.300% | 1/15/23 | 11,412 | 11,803 | |||||||||||
Anthem Inc. | 3.500% | 8/15/24 | 8,019 | 8,398 | |||||||||||
Anthem Inc. | 3.350% | 12/1/24 | 2,279 | 2,378 | |||||||||||
Aon plc | 2.800% | 3/15/21 | 3,078 | 3,106 | |||||||||||
Aon plc | 4.000% | 11/27/23 | 5,980 | 6,340 | |||||||||||
Aon plc | 3.500% | 6/14/24 | 5,720 | 5,971 | |||||||||||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 2,100 | 2,248 | |||||||||||
Assurant Inc. | 4.000% | 3/15/23 | 3,600 | 3,754 | |||||||||||
Assurant Inc. | 4.200% | 9/27/23 | 1,500 | 1,570 | |||||||||||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 3,700 | 4,114 | |||||||||||
AXA Equitable Holdings Inc. | 3.900% | 4/20/23 | 6,137 | 6,427 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/21 | 6,918 | 7,085 | |||||||||||
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 3,865 | 3,972 | |||||||||||
Berkshire Hathaway Inc. | 2.200% | 3/15/21 | 9,497 | 9,541 | |||||||||||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 4,885 | 5,035 | |||||||||||
Berkshire Hathaway Inc. | 3.400% | 1/31/22 | 4,077 | 4,220 | |||||||||||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 2,175 | 2,251 | |||||||||||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 8,415 | 8,640 | |||||||||||
Brown & Brown Inc. | 4.200% | 9/15/24 | 5,261 | 5,558 | |||||||||||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 2,650 | 2,718 | |||||||||||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 5,709 | 5,836 | |||||||||||
Cigna Holding Co. | 4.375% | 12/15/20 | 1,675 | 1,702 | |||||||||||
CNA Financial Corp. | 5.750% | 8/15/21 | 2,890 | 3,054 | |||||||||||
CNA Financial Corp. | 3.950% | 5/15/24 | 3,432 | 3,664 | |||||||||||
Enstar Group Ltd. | 4.500% | 3/10/22 | 2,225 | 2,300 | |||||||||||
Fidelity National Financial Inc. | 5.500% | 9/1/22 | 2,035 | 2,186 | |||||||||||
First American Financial Corp. | 4.600% | 11/15/24 | 1,228 | 1,304 | |||||||||||
Humana Inc. | 2.900% | 12/15/22 | 5,231 | 5,331 | |||||||||||
Humana Inc. | 3.850% | 10/1/24 | 6,091 | 6,468 | |||||||||||
Lincoln National Corp. | 4.000% | 9/1/23 | 2,332 | 2,470 | |||||||||||
Loews Corp. | 2.625% | 5/15/23 | 6,835 | 6,966 | |||||||||||
Markel Corp. | 4.900% | 7/1/22 | 1,650 | 1,757 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.800% | 7/15/21 | 3,263 | 3,383 | |||||||||||
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 2,388 | 2,426 | |||||||||||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 3,050 | 3,148 | |||||||||||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 8,500 | 9,043 | |||||||||||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 2,890 | 3,030 | |||||||||||
MetLife Inc. | 3.048% | 12/15/22 | 4,782 | 4,948 | |||||||||||
MetLife Inc. | 4.368% | 9/15/23 | 4,351 | 4,706 | |||||||||||
MetLife Inc. | 3.600% | 4/10/24 | 6,318 | 6,729 | |||||||||||
Old Republic International Corp. | 4.875% | 10/1/24 | 2,830 | 3,096 | |||||||||||
Primerica Inc. | 4.750% | 7/15/22 | 2,700 | 2,847 | |||||||||||
Principal Financial Group Inc. | 3.300% | 9/15/22 | 1,200 | 1,236 | |||||||||||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 3,275 | 3,363 | |||||||||||
Progressive Corp. | 3.750% | 8/23/21 | 5,954 | 6,133 | |||||||||||
Prudential Financial Inc. | 4.500% | 11/16/21 | 6,760 | 7,109 | |||||||||||
Prudential Financial Inc. | 3.500% | 5/15/24 | 4,600 | 4,889 | |||||||||||
3 | Prudential Financial Inc. | 5.875% | 9/15/42 | 7,483 | 8,054 | ||||||||||
3 | Prudential Financial Inc. | 5.625% | 6/15/43 | 7,410 | 7,966 | ||||||||||
Reinsurance Group of America Inc. | 5.000% | 6/1/21 | 3,037 | 3,152 | |||||||||||
Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,670 | 3,981 | |||||||||||
Trinity Acquisition plc | 3.500% | 9/15/21 | 1,150 | 1,170 | |||||||||||
UnitedHealth Group Inc. | 4.700% | 2/15/21 | 3,200 | 3,276 | |||||||||||
UnitedHealth Group Inc. | 2.125% | 3/15/21 | 9,336 | 9,349 | |||||||||||
UnitedHealth Group Inc. | 3.150% | 6/15/21 | 5,841 | 5,942 |
13
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 7,340 | 7,482 | |||||||||||
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 7,003 | 7,134 | |||||||||||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 4,231 | 4,370 | |||||||||||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 6,319 | 6,391 | |||||||||||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 5,226 | 5,323 | |||||||||||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 4,725 | 4,834 | |||||||||||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 5,250 | 5,493 | |||||||||||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 1,205 | 1,269 | |||||||||||
Unum Group | 4.000% | 3/15/24 | 2,275 | 2,401 | |||||||||||
3 | Voya Financial Inc. | 5.650% | 5/15/53 | 6,000 | 6,330 | ||||||||||
Willis North America Inc. | 3.600% | 5/15/24 | 5,605 | 5,851 | |||||||||||
Willis Towers Watson plc | 5.750% | 3/15/21 | 3,146 | 3,275 | |||||||||||
Other Finance (0.0%) | |||||||||||||||
ORIX Corp. | 2.900% | 7/18/22 | 3,445 | 3,502 | |||||||||||
ORIX Corp. | 3.250% | 12/4/24 | 975 | 1,011 | |||||||||||
Real Estate Investment Trusts (0.6%) | |||||||||||||||
Alexandria Real Estate Equities Inc. | 3.900% | 6/15/23 | 5,500 | 5,773 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 3,475 | 3,695 | |||||||||||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 2,384 | 2,482 | |||||||||||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 2,700 | 2,878 | |||||||||||
AvalonBay Communities Inc. | 3.950% | 1/15/21 | 1,125 | 1,145 | |||||||||||
AvalonBay Communities Inc. | 2.950% | 9/15/22 | 1,714 | 1,752 | |||||||||||
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 2,600 | 2,791 | |||||||||||
Boston Properties LP | 4.125% | 5/15/21 | 6,674 | 6,829 | |||||||||||
Boston Properties LP | 3.850% | 2/1/23 | 5,421 | 5,677 | |||||||||||
Boston Properties LP | 3.125% | 9/1/23 | 3,275 | 3,373 | |||||||||||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 2,775 | 2,882 | |||||||||||
Brandywine Operating Partnership LP | 4.100% | 10/1/24 | 420 | 442 | |||||||||||
Brixmor Operating Partnership LP | 3.875% | 8/15/22 | 5,975 | 6,221 | |||||||||||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 3,300 | 3,399 | |||||||||||
Camden Property Trust | 2.950% | 12/15/22 | 3,775 | 3,848 | |||||||||||
Corporate Office Properties LP | 3.700% | 6/15/21 | 1,970 | 1,992 | |||||||||||
Corporate Office Properties LP | 3.600% | 5/15/23 | 2,650 | 2,719 | |||||||||||
CubeSmart LP | 4.375% | 12/15/23 | 1,925 | 2,047 | |||||||||||
CyrusOne LP / CyrusOne Finance Corp. | 2.900% | 11/15/24 | 3,755 | 3,770 | |||||||||||
Digital Realty Trust LP | 3.950% | 7/1/22 | 4,746 | 4,941 | |||||||||||
Digital Realty Trust LP | 3.625% | 10/1/22 | 4,795 | 4,955 | |||||||||||
Digital Realty Trust LP | 2.750% | 2/1/23 | 1,275 | 1,288 | |||||||||||
Duke Realty LP | 3.875% | 10/15/22 | 1,250 | 1,301 | |||||||||||
Duke Realty LP | 3.625% | 4/15/23 | 1,907 | 1,981 | |||||||||||
Duke Realty LP | 3.750% | 12/1/24 | 855 | 905 | |||||||||||
ERP Operating LP | 4.625% | 12/15/21 | 5,351 | 5,585 | |||||||||||
ERP Operating LP | 3.000% | 4/15/23 | 3,873 | 3,984 | |||||||||||
Essex Portfolio LP | 5.200% | 3/15/21 | 1,850 | 1,905 | |||||||||||
Essex Portfolio LP | 3.250% | 5/1/23 | 2,426 | 2,492 | |||||||||||
Essex Portfolio LP | 3.875% | 5/1/24 | 4,231 | 4,467 | |||||||||||
Healthcare Trust of America Holdings LP | 3.700% | 4/15/23 | 1,900 | 1,963 | |||||||||||
Healthpeak Properties Inc. | 3.150% | 8/1/22 | 3,203 | 3,260 | |||||||||||
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 2,535 | 2,705 | |||||||||||
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 1,500 | 1,600 | |||||||||||
Healthpeak Properties Inc. | 3.875% | 8/15/24 | 1,914 | 2,033 | |||||||||||
Highwoods Realty LP | 3.200% | 6/15/21 | 2,000 | 2,025 | |||||||||||
Host Hotels & Resorts LP | 4.750% | 3/1/23 | 1,297 | 1,383 | |||||||||||
Host Hotels & Resorts LP | 3.750% | 10/15/23 | 4,875 | 5,077 | |||||||||||
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 1,475 | 1,555 | |||||||||||
Kilroy Realty LP | 3.450% | 12/15/24 | 1,553 | 1,613 | |||||||||||
Kimco Realty Corp. | 3.200% | 5/1/21 | 4,919 | 4,987 | |||||||||||
Kimco Realty Corp. | 3.400% | 11/1/22 | 2,220 | 2,291 | |||||||||||
Kimco Realty Corp. | 3.125% | 6/1/23 | 1,700 | 1,738 | |||||||||||
Liberty Property LP | 4.125% | 6/15/22 | 2,168 | 2,264 | |||||||||||
Liberty Property LP | 3.375% | 6/15/23 | 2,304 | 2,392 |
14
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Liberty Property LP | 4.400% | 2/15/24 | 200 | 216 | |||||||||||
Mid-America Apartments LP | 4.300% | 10/15/23 | 2,625 | 2,798 | |||||||||||
Mid-America Apartments LP | 3.750% | 6/15/24 | 700 | 738 | |||||||||||
National Retail Properties Inc. | 3.800% | 10/15/22 | 1,000 | 1,039 | |||||||||||
National Retail Properties Inc. | 3.300% | 4/15/23 | 4,210 | 4,324 | |||||||||||
National Retail Properties Inc. | 3.900% | 6/15/24 | 3,675 | 3,880 | |||||||||||
Office Properties Income Trust | 4.000% | 7/15/22 | 5,000 | 5,113 | |||||||||||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 5,100 | 5,418 | |||||||||||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 3,805 | 4,162 | |||||||||||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 1,105 | 1,129 | |||||||||||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 1,050 | 1,115 | |||||||||||
Prologis LP | 4.250% | 8/15/23 | 6,600 | 7,050 | |||||||||||
Public Storage | 2.370% | 9/15/22 | 4,250 | 4,292 | |||||||||||
Realty Income Corp. | 3.250% | 10/15/22 | 12,947 | 13,334 | |||||||||||
Realty Income Corp. | 4.650% | 8/1/23 | 2,325 | 2,513 | |||||||||||
Realty Income Corp. | 3.875% | 7/15/24 | 725 | 772 | |||||||||||
Sabra Health Care LP / Sabra Capital Corp. | 4.800% | 6/1/24 | 1,000 | 1,064 | |||||||||||
Select Income REIT | 4.250% | 5/15/24 | 3,450 | 3,583 | |||||||||||
Service Properties Trust | 4.250% | 2/15/21 | 3,305 | 3,346 | |||||||||||
Service Properties Trust | 5.000% | 8/15/22 | 3,857 | 4,032 | |||||||||||
Service Properties Trust | 4.500% | 6/15/23 | 2,866 | 2,966 | |||||||||||
Service Properties Trust | 4.350% | 10/1/24 | 5,716 | 5,862 | |||||||||||
Simon Property Group LP | 2.500% | 7/15/21 | 2,950 | 2,971 | |||||||||||
Simon Property Group LP | 2.350% | 1/30/22 | 4,724 | 4,758 | |||||||||||
Simon Property Group LP | 2.625% | 6/15/22 | 5,125 | 5,201 | |||||||||||
Simon Property Group LP | 2.750% | 6/1/23 | 8,080 | 8,248 | |||||||||||
Simon Property Group LP | 2.000% | 9/13/24 | 4,820 | 4,751 | |||||||||||
Simon Property Group LP | 3.375% | 10/1/24 | 6,656 | 6,987 | |||||||||||
SITE Centers Corp. | 4.625% | 7/15/22 | 2,145 | 2,239 | |||||||||||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 2,350 | 2,402 | |||||||||||
SL Green Realty Corp. | 4.500% | 12/1/22 | 1,225 | 1,291 | |||||||||||
Ventas Realty LP | 3.100% | 1/15/23 | 1,760 | 1,801 | |||||||||||
Ventas Realty LP | 3.125% | 6/15/23 | 3,863 | 3,953 | |||||||||||
Ventas Realty LP | 3.500% | 4/15/24 | 3,000 | 3,130 | |||||||||||
Ventas Realty LP | 3.750% | 5/1/24 | 925 | 971 | |||||||||||
Ventas Realty LP / Ventas Capital Corp. | 3.250% | 8/15/22 | 3,130 | 3,204 | |||||||||||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 6,766 | 7,287 | |||||||||||
Weingarten Realty Investors | 3.500% | 4/15/23 | 1,250 | 1,283 | |||||||||||
Weingarten Realty Investors | 3.850% | 6/1/25 | 3,500 | 3,638 | |||||||||||
Welltower Inc. | 3.750% | 3/15/23 | 3,975 | 4,137 | |||||||||||
Welltower Inc. | 3.950% | 9/1/23 | 3,770 | 3,976 | |||||||||||
Welltower Inc. | 3.625% | 3/15/24 | 7,050 | 7,381 | |||||||||||
WP Carey Inc. | 4.600% | 4/1/24 | 1,333 | 1,428 | |||||||||||
5,279,633 | |||||||||||||||
Industrial (13.5%) | |||||||||||||||
Basic Industry (0.6%) | |||||||||||||||
Air Products & Chemicals Inc. | 3.000% | 11/3/21 | 2,350 | 2,398 | |||||||||||
Air Products & Chemicals Inc. | 3.350% | 7/31/24 | 3,760 | 3,957 | |||||||||||
Airgas Inc. | 3.650% | 7/15/24 | 1,800 | 1,909 | |||||||||||
Albemarle Corp. | 4.150% | 12/1/24 | 3,098 | 3,305 | |||||||||||
ArcelorMittal | 6.250% | 2/25/22 | 6,500 | 7,004 | |||||||||||
ArcelorMittal | 3.600% | 7/16/24 | 3,500 | 3,583 | |||||||||||
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 5,000 | 5,090 | |||||||||||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 4,875 | 5,187 | |||||||||||
Braskem Finance Ltd. | 6.450% | 2/3/24 | 5,050 | 5,623 | |||||||||||
Cabot Corp. | 3.700% | 7/15/22 | 2,840 | 2,923 | |||||||||||
Celanese US Holdings LLC | 5.875% | 6/15/21 | 6,182 | 6,485 | |||||||||||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 2,000 | 2,066 | |||||||||||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 3,300 | 3,473 | |||||||||||
Dow Chemical Co. | 3.000% | 11/15/22 | 15,471 | 15,832 | |||||||||||
Dow Chemical Co. | 3.500% | 10/1/24 | 1,004 | 1,051 | |||||||||||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 6,670 | 7,130 | |||||||||||
Eastman Chemical Co. | 3.500% | 12/1/21 | 5,239 | 5,374 |
15
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Eastman Chemical Co. | 3.600% | 8/15/22 | 4,744 | 4,908 | |||||||||||
Ecolab Inc. | 4.350% | 12/8/21 | 6,602 | 6,907 | |||||||||||
Ecolab Inc. | 2.375% | 8/10/22 | 5,800 | 5,853 | |||||||||||
Ecolab Inc. | 3.250% | 1/14/23 | 1,750 | 1,807 | |||||||||||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 4,000 | 4,330 | |||||||||||
FMC Corp. | 3.950% | 2/1/22 | 3,235 | 3,333 | |||||||||||
Goldcorp Inc. | 3.625% | 6/9/21 | 100 | 101 | |||||||||||
International Paper Co. | 7.500% | 8/15/21 | 4,731 | 5,131 | |||||||||||
International Paper Co. | 3.650% | 6/15/24 | 4,160 | 4,375 | |||||||||||
Kinross Gold Corp. | 5.125% | 9/1/21 | 3,440 | 3,578 | |||||||||||
Kinross Gold Corp. | 5.950% | 3/15/24 | 1,425 | 1,585 | |||||||||||
LyondellBasell Industries NV | 6.000% | 11/15/21 | 15,041 | 15,985 | |||||||||||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 6,500 | 7,321 | |||||||||||
Methanex Corp. | 4.250% | 12/1/24 | 735 | 755 | |||||||||||
Mosaic Co. | 3.750% | 11/15/21 | 3,870 | 3,961 | |||||||||||
Mosaic Co. | 3.250% | 11/15/22 | 5,785 | 5,932 | |||||||||||
Mosaic Co. | 4.250% | 11/15/23 | 7,300 | 7,779 | |||||||||||
NewMarket Corp. | 4.100% | 12/15/22 | 1,875 | 1,970 | |||||||||||
Newmont Corp. | 3.625% | 6/9/21 | 5,400 | 5,507 | |||||||||||
Newmont Corp. | 3.500% | 3/15/22 | 3,596 | 3,691 | |||||||||||
Newmont Corp. | 3.700% | 3/15/23 | 5,326 | 5,568 | |||||||||||
Nucor Corp. | 4.125% | 9/15/22 | 3,760 | 3,942 | |||||||||||
Nucor Corp. | 4.000% | 8/1/23 | 7,264 | 7,685 | |||||||||||
Nutrien Ltd. | 3.150% | 10/1/22 | 4,791 | 4,888 | |||||||||||
Nutrien Ltd. | 3.500% | 6/1/23 | 7,198 | 7,425 | |||||||||||
Packaging Corp. of America | 4.500% | 11/1/23 | 5,582 | 6,005 | |||||||||||
PPG Industries Inc. | 2.400% | 8/15/24 | 2,000 | 2,015 | |||||||||||
Praxair Inc. | 4.050% | 3/15/21 | 2,665 | 2,736 | |||||||||||
Praxair Inc. | 3.000% | 9/1/21 | 3,495 | 3,559 | |||||||||||
Praxair Inc. | 2.450% | 2/15/22 | 4,059 | 4,107 | |||||||||||
Praxair Inc. | 2.200% | 8/15/22 | 4,295 | 4,325 | |||||||||||
Praxair Inc. | 2.700% | 2/21/23 | 2,310 | 2,357 | |||||||||||
Rayonier Inc. | 3.750% | 4/1/22 | 1,550 | 1,567 | |||||||||||
Sasol Financing International Ltd. | 4.500% | 11/14/22 | 6,800 | 7,023 | |||||||||||
SASOL Financing USA LLC | 5.875% | 3/27/24 | 9,950 | 10,783 | |||||||||||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 100 | 104 | |||||||||||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 5,818 | 5,916 | |||||||||||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 5,250 | 5,421 | |||||||||||
Southern Copper Corp. | 3.500% | 11/8/22 | 2,025 | 2,091 | |||||||||||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 5,500 | 5,541 | |||||||||||
WestRock RKT Co. | 4.900% | 3/1/22 | 165 | 174 | |||||||||||
Weyerhaeuser Co. | 4.700% | 3/15/21 | 5,158 | 5,290 | |||||||||||
Capital Goods (1.3%) | |||||||||||||||
3M Co. | 1.625% | 9/19/21 | 3,485 | 3,475 | |||||||||||
3M Co. | 2.750% | 3/1/22 | 5,425 | 5,526 | |||||||||||
3M Co. | 2.000% | 6/26/22 | 3,090 | 3,108 | |||||||||||
3M Co. | 1.750% | 2/14/23 | 3,100 | 3,082 | |||||||||||
3M Co. | 2.250% | 3/15/23 | 5,250 | 5,295 | |||||||||||
3M Co. | 3.250% | 2/14/24 | 2,900 | 3,032 | |||||||||||
ABB Finance USA Inc. | 2.875% | 5/8/22 | 7,768 | 7,926 | |||||||||||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 1,949 | 2,000 | |||||||||||
4 | Bemis Co. Inc. | 4.500% | 10/15/21 | 3,050 | 3,140 | ||||||||||
Boeing Co. | 2.300% | 8/1/21 | 1,265 | 1,272 | |||||||||||
Boeing Co. | 8.750% | 8/15/21 | 1,000 | 1,106 | |||||||||||
Boeing Co. | 2.350% | 10/30/21 | 5,150 | 5,190 | |||||||||||
Boeing Co. | 2.125% | 3/1/22 | 3,010 | 3,015 | |||||||||||
Boeing Co. | 2.700% | 5/1/22 | 3,300 | 3,346 | |||||||||||
Boeing Co. | 2.800% | 3/1/23 | 2,500 | 2,546 | |||||||||||
Boeing Co. | 1.875% | 6/15/23 | 5,010 | 4,973 | |||||||||||
Boeing Co. | 2.850% | 10/30/24 | 2,500 | 2,559 | |||||||||||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 2,650 | 2,733 | |||||||||||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 1,022 | 1,061 | |||||||||||
Caterpillar Financial Services Corp. | 3.350% | 12/7/20 | 700 | 709 |
16
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Caterpillar Financial Services Corp. | 2.650% | 5/17/21 | 2,950 | 2,980 | |||||||||||
Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 8,100 | 8,072 | |||||||||||
Caterpillar Financial Services Corp. | 3.150% | 9/7/21 | 2,000 | 2,040 | |||||||||||
Caterpillar Financial Services Corp. | 1.931% | 10/1/21 | 6,438 | 6,446 | |||||||||||
Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 5,600 | 5,722 | |||||||||||
Caterpillar Financial Services Corp. | 2.850% | 6/1/22 | 5,670 | 5,788 | |||||||||||
Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 3,700 | 3,740 | |||||||||||
Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 5,525 | 5,626 | |||||||||||
Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 5,000 | 5,230 | |||||||||||
Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 5,215 | 5,557 | |||||||||||
Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 3,525 | 3,736 | |||||||||||
Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 3,500 | 3,613 | |||||||||||
Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 2,475 | 2,603 | |||||||||||
Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 4,200 | 4,210 | |||||||||||
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 7,123 | 7,511 | |||||||||||
Caterpillar Inc. | 3.900% | 5/27/21 | 5,620 | 5,769 | |||||||||||
Caterpillar Inc. | 2.600% | 6/26/22 | 5,286 | 5,365 | |||||||||||
Caterpillar Inc. | 3.400% | 5/15/24 | 2,646 | 2,796 | |||||||||||
CNH Industrial Capital LLC | 4.875% | 4/1/21 | 6,420 | 6,624 | |||||||||||
CNH Industrial Capital LLC | 3.875% | 10/15/21 | 2,295 | 2,356 | |||||||||||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 5,560 | 5,800 | |||||||||||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 3,650 | 3,864 | |||||||||||
CNH Industrial NV | 4.500% | 8/15/23 | 5,770 | 6,148 | |||||||||||
Crane Co. | 4.450% | 12/15/23 | 2,500 | 2,661 | |||||||||||
Deere & Co. | 2.600% | 6/8/22 | 8,558 | 8,696 | |||||||||||
Eaton Corp. | 2.750% | 11/2/22 | 6,902 | 7,041 | |||||||||||
4 | Embraer Overseas Ltd. | 5.696% | 9/16/23 | 1,400 | 1,534 | ||||||||||
Emerson Electric Co. | 2.625% | 12/1/21 | 5,980 | 6,080 | |||||||||||
Emerson Electric Co. | 2.625% | 2/15/23 | 1,525 | 1,559 | |||||||||||
Flowserve Corp. | 3.500% | 9/15/22 | 4,625 | 4,675 | |||||||||||
Fortive Corp. | 2.350% | 6/15/21 | 4,650 | 4,662 | |||||||||||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 3,700 | 3,908 | |||||||||||
General Dynamics Corp. | 3.000% | 5/11/21 | 9,705 | 9,860 | |||||||||||
General Dynamics Corp. | 3.875% | 7/15/21 | 3,955 | 4,067 | |||||||||||
General Dynamics Corp. | 2.250% | 11/15/22 | 1,273 | 1,286 | |||||||||||
General Dynamics Corp. | 3.375% | 5/15/23 | 8,459 | 8,831 | |||||||||||
General Dynamics Corp. | 1.875% | 8/15/23 | 5,856 | 5,861 | |||||||||||
General Dynamics Corp. | 2.375% | 11/15/24 | 5,000 | 5,083 | |||||||||||
General Electric Co. | 4.625% | 1/7/21 | 9,036 | 9,243 | |||||||||||
General Electric Co. | 5.300% | 2/11/21 | 8,587 | 8,861 | |||||||||||
General Electric Co. | 4.650% | 10/17/21 | 8,902 | 9,274 | |||||||||||
General Electric Co. | 2.700% | 10/9/22 | 9,166 | 9,290 | |||||||||||
General Electric Co. | 3.100% | 1/9/23 | 8,325 | 8,498 | |||||||||||
General Electric Co. | 3.375% | 3/11/24 | 12,855 | 13,302 | |||||||||||
General Electric Co. | 3.450% | 5/15/24 | 5,800 | 6,016 | |||||||||||
Honeywell International Inc. | 4.250% | 3/1/21 | 5,392 | 5,554 | |||||||||||
Honeywell International Inc. | 1.850% | 11/1/21 | 7,190 | 7,203 | |||||||||||
Honeywell International Inc. | 2.150% | 8/8/22 | 3,150 | 3,180 | |||||||||||
Honeywell International Inc. | 2.300% | 8/15/24 | 6,450 | 6,536 | |||||||||||
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 4,450 | 4,549 | |||||||||||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 8,565 | 9,065 | |||||||||||
Ingersoll-Rand Global Holding Co. Ltd. | 4.250% | 6/15/23 | 8,701 | 9,295 | |||||||||||
John Deere Capital Corp. | 2.550% | 1/8/21 | 2,250 | 2,262 | |||||||||||
John Deere Capital Corp. | 2.800% | 3/4/21 | 3,000 | 3,032 | |||||||||||
John Deere Capital Corp. | 2.875% | 3/12/21 | 3,825 | 3,867 | |||||||||||
John Deere Capital Corp. | 3.900% | 7/12/21 | 3,585 | 3,695 | |||||||||||
John Deere Capital Corp. | 3.125% | 9/10/21 | 1,345 | 1,374 | |||||||||||
John Deere Capital Corp. | 3.150% | 10/15/21 | 2,615 | 2,674 | |||||||||||
John Deere Capital Corp. | 2.650% | 1/6/22 | 4,702 | 4,778 | |||||||||||
John Deere Capital Corp. | 2.950% | 4/1/22 | 3,650 | 3,735 | |||||||||||
John Deere Capital Corp. | 1.950% | 6/13/22 | 2,900 | 2,902 | |||||||||||
John Deere Capital Corp. | 2.150% | 9/8/22 | 5,820 | 5,857 | |||||||||||
John Deere Capital Corp. | 2.700% | 1/6/23 | 6,950 | 7,101 | |||||||||||
John Deere Capital Corp. | 2.800% | 1/27/23 | 5,800 | 5,941 |
17
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
John Deere Capital Corp. | 2.800% | 3/6/23 | 6,873 | 7,049 | |||||||||||
John Deere Capital Corp. | 3.450% | 6/7/23 | 4,515 | 4,723 | |||||||||||
John Deere Capital Corp. | 3.650% | 10/12/23 | 3,700 | 3,920 | |||||||||||
John Deere Capital Corp. | 3.450% | 1/10/24 | 1,675 | 1,764 | |||||||||||
John Deere Capital Corp. | 2.600% | 3/7/24 | 3,200 | 3,269 | |||||||||||
John Deere Capital Corp. | 2.650% | 6/24/24 | 6,250 | 6,399 | |||||||||||
4 | L3Harris Technologies Inc. | 4.950% | 2/15/21 | 5,516 | 5,650 | ||||||||||
4 | L3Harris Technologies Inc. | 3.850% | 6/15/23 | 7,208 | 7,586 | ||||||||||
4 | L3Harris Technologies Inc. | 3.950% | 5/28/24 | 3,075 | 3,261 | ||||||||||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 1,007 | 1,053 | |||||||||||
Lennox International Inc. | 3.000% | 11/15/23 | 2,000 | 2,033 | |||||||||||
Lockheed Martin Corp. | 3.350% | 9/15/21 | 6,116 | 6,270 | |||||||||||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 3,019 | 3,120 | |||||||||||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,500 | 1,605 | |||||||||||
Masco Corp. | 3.500% | 4/1/21 | 3,040 | 3,079 | |||||||||||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 4,325 | 4,503 | |||||||||||
Northrop Grumman Corp. | 3.500% | 3/15/21 | 5,951 | 6,061 | |||||||||||
Northrop Grumman Corp. | 2.550% | 10/15/22 | 2,358 | 2,393 | |||||||||||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 7,383 | 7,674 | |||||||||||
Nvent Finance Sarl | 3.950% | 4/15/23 | 1,137 | 1,153 | |||||||||||
Owens Corning | 4.200% | 12/1/24 | 1,691 | 1,791 | |||||||||||
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 5,450 | 5,523 | |||||||||||
Parker-Hannifin Corp. | 3.300% | 11/21/24 | 5,481 | 5,729 | |||||||||||
Precision Castparts Corp. | 2.500% | 1/15/23 | 9,135 | 9,295 | |||||||||||
Raytheon Co. | 2.500% | 12/15/22 | 2,363 | 2,410 | |||||||||||
Republic Services Inc. | 5.250% | 11/15/21 | 2,729 | 2,894 | |||||||||||
Republic Services Inc. | 3.550% | 6/1/22 | 9,319 | 9,628 | |||||||||||
Republic Services Inc. | 4.750% | 5/15/23 | 2,513 | 2,706 | |||||||||||
Rockwell Collins Inc. | 2.800% | 3/15/22 | 8,112 | 8,251 | |||||||||||
Rockwell Collins Inc. | 3.700% | 12/15/23 | 2,210 | 2,327 | |||||||||||
Rockwell Collins Inc. | 3.200% | 3/15/24 | 7,475 | 7,779 | |||||||||||
Roper Technologies Inc. | 3.000% | 12/15/20 | 4,387 | 4,427 | |||||||||||
Roper Technologies Inc. | 2.800% | 12/15/21 | 4,651 | 4,717 | |||||||||||
Roper Technologies Inc. | 3.125% | 11/15/22 | 4,412 | 4,529 | |||||||||||
Roper Technologies Inc. | 2.350% | 9/15/24 | 5,825 | 5,856 | |||||||||||
Spirit AeroSystems Inc. | 3.950% | 6/15/23 | 7,945 | 8,177 | |||||||||||
Stanley Black & Decker Inc. | 3.400% | 12/1/21 | 4,000 | 4,086 | |||||||||||
Stanley Black & Decker Inc. | 2.900% | 11/1/22 | 4,130 | 4,229 | |||||||||||
Textron Inc. | 4.300% | 3/1/24 | 1,000 | 1,068 | |||||||||||
Timken Co. | 3.875% | 9/1/24 | 275 | 287 | |||||||||||
United Technologies Corp. | 3.350% | 8/16/21 | 7,314 | 7,484 | |||||||||||
United Technologies Corp. | 1.950% | 11/1/21 | 7,029 | 7,038 | |||||||||||
United Technologies Corp. | 2.300% | 5/4/22 | 1,200 | 1,209 | |||||||||||
United Technologies Corp. | 3.100% | 6/1/22 | 10,496 | 10,776 | |||||||||||
United Technologies Corp. | 3.650% | 8/16/23 | 19,435 | 20,473 | |||||||||||
United Technologies Corp. | 2.800% | 5/4/24 | 4,200 | 4,316 | |||||||||||
Wabtec Corp. | 4.400% | 3/15/24 | 4,875 | 5,167 | |||||||||||
Waste Management Inc. | 4.600% | 3/1/21 | 2,678 | 2,746 | |||||||||||
Waste Management Inc. | 2.900% | 9/15/22 | 5,787 | 5,918 | |||||||||||
Waste Management Inc. | 2.400% | 5/15/23 | 4,304 | 4,343 | |||||||||||
Waste Management Inc. | 2.950% | 6/15/24 | 4,725 | 4,873 | |||||||||||
Xylem Inc. | 4.875% | 10/1/21 | 5,384 | 5,640 | |||||||||||
Communication (1.4%) | |||||||||||||||
Activision Blizzard Inc. | 2.300% | 9/15/21 | 7,000 | 7,031 | |||||||||||
America Movil SAB de CV | 3.125% | 7/16/22 | 10,263 | 10,467 | |||||||||||
American Tower Corp. | 3.300% | 2/15/21 | 3,500 | 3,543 | |||||||||||
American Tower Corp. | 3.450% | 9/15/21 | 4,954 | 5,073 | |||||||||||
American Tower Corp. | 5.900% | 11/1/21 | 6,279 | 6,708 | |||||||||||
American Tower Corp. | 2.250% | 1/15/22 | 3,660 | 3,671 | |||||||||||
American Tower Corp. | 4.700% | 3/15/22 | 3,635 | 3,828 | |||||||||||
American Tower Corp. | 3.500% | 1/31/23 | 7,407 | 7,673 | |||||||||||
American Tower Corp. | 3.000% | 6/15/23 | 4,250 | 4,346 | |||||||||||
American Tower Corp. | 5.000% | 2/15/24 | 4,841 | 5,326 |
18
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
American Tower Corp. | 3.375% | 5/15/24 | 4,900 | 5,079 | |||||||||||
AT&T Inc. | 4.600% | 2/15/21 | 4,100 | 4,194 | |||||||||||
AT&T Inc. | 2.800% | 2/17/21 | 16,063 | 16,193 | |||||||||||
AT&T Inc. | 4.450% | 5/15/21 | 8,285 | 8,566 | |||||||||||
AT&T Inc. | 3.875% | 8/15/21 | 10,361 | 10,667 | |||||||||||
AT&T Inc. | 3.000% | 2/15/22 | 8,446 | 8,605 | |||||||||||
AT&T Inc. | 3.200% | 3/1/22 | 9,605 | 9,838 | |||||||||||
AT&T Inc. | 3.800% | 3/15/22 | 6,021 | 6,247 | |||||||||||
AT&T Inc. | 3.400% | 6/15/22 | 4,100 | 4,222 | |||||||||||
AT&T Inc. | 3.000% | 6/30/22 | 8,168 | 8,348 | |||||||||||
AT&T Inc. | 3.600% | 2/17/23 | 7,700 | 8,034 | |||||||||||
AT&T Inc. | 4.050% | 12/15/23 | 3,600 | 3,849 | |||||||||||
AT&T Inc. | 3.800% | 3/1/24 | 5,376 | 5,676 | |||||||||||
AT&T Inc. | 4.450% | 4/1/24 | 8,113 | 8,784 | |||||||||||
AT&T Inc. | 3.550% | 6/1/24 | 11,719 | 12,319 | |||||||||||
British Telecommunications plc | 4.500% | 12/4/23 | 4,700 | 5,061 | |||||||||||
CC Holdings GS V LLC / Crown Castle GS III Corp. | 3.849% | 4/15/23 | 12,635 | 13,226 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.464% | 7/23/22 | 6,929 | 7,283 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.500% | 2/1/24 | 9,049 | 9,734 | |||||||||||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 7,639 | 9,227 | |||||||||||
Comcast Corp. | 3.450% | 10/1/21 | 15,258 | 15,689 | |||||||||||
Comcast Corp. | 1.625% | 1/15/22 | 4,956 | 4,941 | |||||||||||
Comcast Corp. | 3.125% | 7/15/22 | 4,724 | 4,870 | |||||||||||
Comcast Corp. | 2.750% | 3/1/23 | 7,650 | 7,818 | |||||||||||
Comcast Corp. | 3.000% | 2/1/24 | 6,250 | 6,476 | |||||||||||
Comcast Corp. | 3.600% | 3/1/24 | 6,523 | 6,907 | |||||||||||
Comcast Corp. | 3.700% | 4/15/24 | 15,195 | 16,165 | |||||||||||
Crown Castle International Corp. | 3.400% | 2/15/21 | 5,960 | 6,048 | |||||||||||
Crown Castle International Corp. | 2.250% | 9/1/21 | 6,121 | 6,127 | |||||||||||
Crown Castle International Corp. | 4.875% | 4/15/22 | 6,091 | 6,441 | |||||||||||
Crown Castle International Corp. | 5.250% | 1/15/23 | 9,584 | 10,389 | |||||||||||
Crown Castle International Corp. | 3.200% | 9/1/24 | 7,050 | 7,258 | |||||||||||
Discovery Communications LLC | 4.375% | 6/15/21 | 2,753 | 2,835 | |||||||||||
Discovery Communications LLC | 3.300% | 5/15/22 | 4,628 | 4,747 | |||||||||||
Discovery Communications LLC | 3.500% | 6/15/22 | 6,807 | 6,983 | |||||||||||
Discovery Communications LLC | 2.950% | 3/20/23 | 10,000 | 10,185 | |||||||||||
Discovery Communications LLC | 3.250% | 4/1/23 | 1,950 | 2,004 | |||||||||||
Discovery Communications LLC | 3.800% | 3/13/24 | 1,100 | 1,158 | |||||||||||
Discovery Communications LLC | 3.900% | 11/15/24 | 3,000 | 3,182 | |||||||||||
Electronic Arts Inc. | 3.700% | 3/1/21 | 4,600 | 4,680 | |||||||||||
4 | Fox Corp. | 3.666% | 1/25/22 | 3,920 | 4,048 | ||||||||||
4 | Fox Corp. | 4.030% | 1/25/24 | 8,600 | 9,159 | ||||||||||
Interpublic Group of Cos. Inc. | 3.750% | 10/1/21 | 4,912 | 5,038 | |||||||||||
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 5,700 | 5,953 | |||||||||||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 7,025 | 7,546 | |||||||||||
Moody's Corp. | 3.250% | 6/7/21 | 4,320 | 4,392 | |||||||||||
Moody's Corp. | 2.750% | 12/15/21 | 3,991 | 4,048 | |||||||||||
Moody's Corp. | 2.625% | 1/15/23 | 2,473 | 2,509 | |||||||||||
Moody's Corp. | 4.875% | 2/15/24 | 225 | 247 | |||||||||||
NBCUniversal Media LLC | 4.375% | 4/1/21 | 12,858 | 13,258 | |||||||||||
NBCUniversal Media LLC | 2.875% | 1/15/23 | 8,679 | 8,907 | |||||||||||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.625% | 5/1/22 | 8,875 | 9,178 | |||||||||||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.650% | 11/1/24 | 8,563 | 9,006 | |||||||||||
Orange SA | 4.125% | 9/14/21 | 9,928 | 10,291 | |||||||||||
RELX Capital Inc. | 3.125% | 10/15/22 | 4,007 | 4,143 | |||||||||||
RELX Capital Inc. | 3.500% | 3/16/23 | 4,688 | 4,866 | |||||||||||
Rogers Communications Inc. | 3.000% | 3/15/23 | 650 | 666 | |||||||||||
Rogers Communications Inc. | 4.100% | 10/1/23 | 7,600 | 8,098 | |||||||||||
Telefonica Emisiones SAU | 5.462% | 2/16/21 | 11,029 | 11,443 | |||||||||||
Telefonica Emisiones SAU | 4.570% | 4/27/23 | 2,250 | 2,418 | |||||||||||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 4,200 | 4,506 | |||||||||||
Time Warner Cable LLC | 4.125% | 2/15/21 | 5,495 | 5,581 |
19
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Time Warner Cable LLC | 4.000% | 9/1/21 | 7,029 | 7,196 | |||||||||||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 4,051 | 4,785 | |||||||||||
Verizon Communications Inc. | 3.450% | 3/15/21 | 10,315 | 10,513 | |||||||||||
Verizon Communications Inc. | 4.600% | 4/1/21 | 8,857 | 9,154 | |||||||||||
Verizon Communications Inc. | 2.946% | 3/15/22 | 1,200 | 1,225 | |||||||||||
Verizon Communications Inc. | 3.125% | 3/16/22 | 12,953 | 13,277 | |||||||||||
Verizon Communications Inc. | 2.450% | 11/1/22 | 9,125 | 9,239 | |||||||||||
Verizon Communications Inc. | 5.150% | 9/15/23 | 23,577 | 26,137 | |||||||||||
Verizon Communications Inc. | 4.150% | 3/15/24 | 1,023 | 1,101 | |||||||||||
Verizon Communications Inc. | 3.500% | 11/1/24 | 6,786 | 7,182 | |||||||||||
ViacomCBS Inc. | 3.875% | 12/15/21 | 4,141 | 4,283 | |||||||||||
ViacomCBS Inc. | 3.375% | 3/1/22 | 2,620 | 2,680 | |||||||||||
ViacomCBS Inc. | 2.500% | 2/15/23 | 3,300 | 3,334 | |||||||||||
ViacomCBS Inc. | 2.900% | 6/1/23 | 2,725 | 2,773 | |||||||||||
ViacomCBS Inc. | 4.250% | 9/1/23 | 8,310 | 8,845 | |||||||||||
ViacomCBS Inc. | 3.875% | 4/1/24 | 4,259 | 4,505 | |||||||||||
ViacomCBS Inc. | 3.700% | 8/15/24 | 2,625 | 2,768 | |||||||||||
Vodafone Group plc | 3.750% | 1/16/24 | 12,156 | 12,820 | |||||||||||
Walt Disney Co. | 2.300% | 2/12/21 | 5,000 | 5,026 | |||||||||||
Walt Disney Co. | 4.500% | 2/15/21 | 7,810 | 8,036 | |||||||||||
Walt Disney Co. | 3.750% | 6/1/21 | 3,941 | 4,045 | |||||||||||
Walt Disney Co. | 2.750% | 8/16/21 | 5,725 | 5,806 | |||||||||||
Walt Disney Co. | 2.550% | 2/15/22 | 1,850 | 1,878 | |||||||||||
Walt Disney Co. | 2.450% | 3/4/22 | 4,330 | 4,395 | |||||||||||
Walt Disney Co. | 3.000% | 9/15/22 | 6,425 | 6,616 | |||||||||||
Walt Disney Co. | 1.750% | 8/30/24 | 5,000 | 4,944 | |||||||||||
Walt Disney Co. | 3.700% | 9/15/24 | 3,500 | 3,740 | |||||||||||
Weibo Corp. | 3.500% | 7/5/24 | 4,900 | 4,995 | |||||||||||
WPP Finance 2010 | 3.625% | 9/7/22 | 3,283 | 3,395 | |||||||||||
WPP Finance 2010 | 3.750% | 9/19/24 | 4,598 | 4,836 | |||||||||||
Consumer Cyclical (2.2%) | |||||||||||||||
Advance Auto Parts Inc. | 4.500% | 12/1/23 | 2,821 | 3,025 | |||||||||||
Alibaba Group Holding Ltd. | 3.125% | 11/28/21 | 9,200 | 9,379 | |||||||||||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 2,000 | 2,031 | |||||||||||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 15,000 | 15,756 | |||||||||||
Amazon.com Inc. | 3.300% | 12/5/21 | 8,330 | 8,564 | |||||||||||
Amazon.com Inc. | 2.500% | 11/29/22 | 6,346 | 6,467 | |||||||||||
Amazon.com Inc. | 2.400% | 2/22/23 | 5,285 | 5,362 | |||||||||||
Amazon.com Inc. | 2.800% | 8/22/24 | 12,100 | 12,522 | |||||||||||
Amazon.com Inc. | 3.800% | 12/5/24 | 4,440 | 4,798 | |||||||||||
American Honda Finance Corp. | 3.150% | 1/8/21 | 2,889 | 2,924 | |||||||||||
American Honda Finance Corp. | 2.650% | 2/12/21 | 4,978 | 5,024 | |||||||||||
American Honda Finance Corp. | 1.650% | 7/12/21 | 9,219 | 9,190 | |||||||||||
American Honda Finance Corp. | 1.700% | 9/9/21 | 7,153 | 7,134 | |||||||||||
American Honda Finance Corp. | 3.375% | 12/10/21 | 3,070 | 3,162 | |||||||||||
American Honda Finance Corp. | 1.950% | 5/20/22 | 1,500 | 1,505 | |||||||||||
American Honda Finance Corp. | 2.600% | 11/16/22 | 7,050 | 7,185 | |||||||||||
American Honda Finance Corp. | 2.050% | 1/10/23 | 4,349 | 4,362 | |||||||||||
American Honda Finance Corp. | 3.450% | 7/14/23 | 4,237 | 4,432 | |||||||||||
American Honda Finance Corp. | 3.625% | 10/10/23 | 2,520 | 2,658 | |||||||||||
American Honda Finance Corp. | 2.900% | 2/16/24 | 7,415 | 7,629 | |||||||||||
American Honda Finance Corp. | 2.400% | 6/27/24 | 4,440 | 4,492 | |||||||||||
American Honda Finance Corp. | 2.150% | 9/10/24 | 3,800 | 3,801 | |||||||||||
Aptiv Corp. | 4.150% | 3/15/24 | 2,392 | 2,530 | |||||||||||
AutoNation Inc. | 3.350% | 1/15/21 | 5,650 | 5,699 | |||||||||||
AutoNation Inc. | 3.500% | 11/15/24 | 1,372 | 1,413 | |||||||||||
AutoZone Inc. | 3.700% | 4/15/22 | 1,591 | 1,641 | |||||||||||
AutoZone Inc. | 2.875% | 1/15/23 | 6,600 | 6,716 | |||||||||||
AutoZone Inc. | 3.125% | 4/18/24 | 4,000 | 4,154 | |||||||||||
Best Buy Co. Inc. | 5.500% | 3/15/21 | 1,650 | 1,701 | |||||||||||
Block Financial LLC | 5.500% | 11/1/22 | 2,500 | 2,675 | |||||||||||
Booking Holdings Inc. | 2.750% | 3/15/23 | 8,678 | 8,855 | |||||||||||
Choice Hotels International Inc. | 5.750% | 7/1/22 | 2,750 | 2,966 |
20
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Costco Wholesale Corp. | 2.150% | 5/18/21 | 8,145 | 8,183 | |||||||||||
Costco Wholesale Corp. | 2.250% | 2/15/22 | 2,883 | 2,912 | |||||||||||
Costco Wholesale Corp. | 2.300% | 5/18/22 | 6,756 | 6,838 | |||||||||||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 3,852 | 3,972 | |||||||||||
Cummins Inc. | 3.650% | 10/1/23 | 3,391 | 3,586 | |||||||||||
Dollar General Corp. | 3.250% | 4/15/23 | 5,310 | 5,482 | |||||||||||
Dollar Tree Inc. | 3.700% | 5/15/23 | 8,087 | 8,416 | |||||||||||
DR Horton Inc. | 2.550% | 12/1/20 | 7,283 | 7,316 | |||||||||||
DR Horton Inc. | 4.375% | 9/15/22 | 1,119 | 1,173 | |||||||||||
DR Horton Inc. | 4.750% | 2/15/23 | 3,325 | 3,538 | |||||||||||
DR Horton Inc. | 2.500% | 10/15/24 | 3,150 | 3,150 | |||||||||||
eBay Inc. | 2.875% | 8/1/21 | 5,075 | 5,134 | |||||||||||
eBay Inc. | 3.800% | 3/9/22 | 5,502 | 5,686 | |||||||||||
eBay Inc. | 2.600% | 7/15/22 | 5,603 | 5,652 | |||||||||||
eBay Inc. | 2.750% | 1/30/23 | 4,634 | 4,699 | |||||||||||
eBay Inc. | 3.450% | 8/1/24 | 4,000 | 4,167 | |||||||||||
Expedia Group Inc. | 4.500% | 8/15/24 | 3,110 | 3,326 | |||||||||||
Ford Motor Credit Co. LLC | 2.343% | 11/2/20 | 10,100 | 10,079 | |||||||||||
Ford Motor Credit Co. LLC | 3.200% | 1/15/21 | 6,615 | 6,638 | |||||||||||
Ford Motor Credit Co. LLC | 5.750% | 2/1/21 | 9,525 | 9,819 | |||||||||||
Ford Motor Credit Co. LLC | 3.336% | 3/18/21 | 9,790 | 9,861 | |||||||||||
Ford Motor Credit Co. LLC | 5.875% | 8/2/21 | 9,950 | 10,404 | |||||||||||
Ford Motor Credit Co. LLC | 3.813% | 10/12/21 | 9,025 | 9,175 | |||||||||||
Ford Motor Credit Co. LLC | 5.596% | 1/7/22 | 9,202 | 9,683 | |||||||||||
Ford Motor Credit Co. LLC | 3.219% | 1/9/22 | 4,066 | 4,090 | |||||||||||
Ford Motor Credit Co. LLC | 3.339% | 3/28/22 | 9,650 | 9,732 | |||||||||||
Ford Motor Credit Co. LLC | 2.979% | 8/3/22 | 9,425 | 9,428 | |||||||||||
Ford Motor Credit Co. LLC | 4.250% | 9/20/22 | 9,985 | 10,313 | |||||||||||
Ford Motor Credit Co. LLC | 3.350% | 11/1/22 | 8,250 | 8,326 | |||||||||||
Ford Motor Credit Co. LLC | 3.096% | 5/4/23 | 2,135 | 2,127 | |||||||||||
Ford Motor Credit Co. LLC | 4.375% | 8/6/23 | 6,100 | 6,323 | |||||||||||
Ford Motor Credit Co. LLC | 3.810% | 1/9/24 | 4,650 | 4,716 | |||||||||||
Ford Motor Credit Co. LLC | 5.584% | 3/18/24 | 3,630 | 3,915 | |||||||||||
Ford Motor Credit Co. LLC | 3.664% | 9/8/24 | 2,455 | 2,457 | |||||||||||
Ford Motor Credit Co. LLC | 4.063% | 11/1/24 | 13,673 | 13,944 | |||||||||||
General Motors Co. | 4.875% | 10/2/23 | 4,704 | 5,049 | |||||||||||
General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 10,014 | 10,224 | |||||||||||
General Motors Financial Co. Inc. | 3.550% | 4/9/21 | 7,590 | 7,708 | |||||||||||
General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 12,724 | 12,878 | |||||||||||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 7,719 | 7,993 | |||||||||||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 5,200 | 5,377 | |||||||||||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 12,936 | 13,236 | |||||||||||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 13,567 | 13,876 | |||||||||||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 5,563 | 5,665 | |||||||||||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 7,000 | 7,202 | |||||||||||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 2,775 | 2,830 | |||||||||||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 8,215 | 8,469 | |||||||||||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 6,421 | 6,759 | |||||||||||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 21,575 | 22,677 | |||||||||||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 7,315 | 7,937 | |||||||||||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 5,235 | 5,387 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 4.375% | 4/15/21 | 2,150 | 2,189 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 3.350% | 9/1/24 | 1,560 | 1,593 | |||||||||||
Home Depot Inc. | 2.000% | 4/1/21 | 9,493 | 9,517 | |||||||||||
Home Depot Inc. | 4.400% | 4/1/21 | 9,033 | 9,263 | |||||||||||
Home Depot Inc. | 3.250% | 3/1/22 | 5,120 | 5,288 | |||||||||||
Home Depot Inc. | 2.625% | 6/1/22 | 9,735 | 9,927 | |||||||||||
Home Depot Inc. | 2.700% | 4/1/23 | 7,084 | 7,254 | |||||||||||
Home Depot Inc. | 3.750% | 2/15/24 | 2,746 | 2,934 | |||||||||||
IHS Markit Ltd. | 4.125% | 8/1/23 | 1,565 | 1,659 | |||||||||||
IHS Markit Ltd. | 3.625% | 5/1/24 | 2,000 | 2,075 | |||||||||||
JD.com Inc. | 3.125% | 4/29/21 | 3,700 | 3,718 | |||||||||||
Kohl's Corp. | 3.250% | 2/1/23 | 1,490 | 1,515 | |||||||||||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 10,500 | 10,832 |
21
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Lowe's Cos. Inc. | 3.750% | 4/15/21 | 2,908 | 2,958 | |||||||||||
Lowe's Cos. Inc. | 3.800% | 11/15/21 | 3,232 | 3,326 | |||||||||||
Lowe's Cos. Inc. | 3.120% | 4/15/22 | 2,803 | 2,869 | |||||||||||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 6,100 | 6,456 | |||||||||||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 3,641 | 3,781 | |||||||||||
Macy's Retail Holdings Inc. | 3.450% | 1/15/21 | 3,050 | 3,076 | |||||||||||
Macy's Retail Holdings Inc. | 3.875% | 1/15/22 | 460 | 469 | |||||||||||
Macy's Retail Holdings Inc. | 2.875% | 2/15/23 | 9,425 | 9,382 | |||||||||||
Magna International Inc. | 3.625% | 6/15/24 | 6,350 | 6,671 | |||||||||||
Marriott International Inc. | 2.875% | 3/1/21 | 1,625 | 1,641 | |||||||||||
Marriott International Inc. | 3.125% | 10/15/21 | 4,125 | 4,191 | |||||||||||
Marriott International Inc. | 2.300% | 1/15/22 | 4,763 | 4,782 | |||||||||||
Marriott International Inc. | 3.250% | 9/15/22 | 3,804 | 3,903 | |||||||||||
Marriott International Inc. | 2.125% | 10/3/22 | 2,100 | 2,099 | |||||||||||
Marriott International Inc. | 3.600% | 4/15/24 | 4,200 | 4,414 | |||||||||||
Mastercard Inc. | 2.000% | 11/21/21 | 7,725 | 7,762 | |||||||||||
Mastercard Inc. | 3.375% | 4/1/24 | 4,293 | 4,550 | |||||||||||
McDonald's Corp. | 2.750% | 12/9/20 | 5,125 | 5,157 | |||||||||||
McDonald's Corp. | 3.625% | 5/20/21 | 7,063 | 7,223 | |||||||||||
McDonald's Corp. | 2.625% | 1/15/22 | 9,592 | 9,722 | |||||||||||
McDonald's Corp. | 3.350% | 4/1/23 | 2,517 | 2,621 | |||||||||||
Nordstrom Inc. | 4.000% | 10/15/21 | 3,054 | 3,133 | |||||||||||
NVR Inc. | 3.950% | 9/15/22 | 3,907 | 4,072 | |||||||||||
O'Reilly Automotive Inc. | 4.875% | 1/14/21 | 3,510 | 3,587 | |||||||||||
O'Reilly Automotive Inc. | 4.625% | 9/15/21 | 2,285 | 2,367 | |||||||||||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 6,633 | 6,934 | |||||||||||
PACCAR Financial Corp. | 2.050% | 11/13/20 | 1,000 | 1,001 | |||||||||||
PACCAR Financial Corp. | 2.250% | 2/25/21 | 2,725 | 2,736 | |||||||||||
PACCAR Financial Corp. | 2.800% | 3/1/21 | 3,068 | 3,102 | |||||||||||
PACCAR Financial Corp. | 3.150% | 8/9/21 | 3,485 | 3,554 | |||||||||||
PACCAR Financial Corp. | 2.850% | 3/1/22 | 2,655 | 2,710 | |||||||||||
PACCAR Financial Corp. | 2.650% | 5/10/22 | 3,400 | 3,463 | |||||||||||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 825 | 829 | |||||||||||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 2,927 | 3,055 | |||||||||||
PACCAR Financial Corp. | 2.150% | 8/15/24 | 1,200 | 1,197 | |||||||||||
QVC Inc. | 4.375% | 3/15/23 | 7,844 | 8,082 | |||||||||||
QVC Inc. | 4.850% | 4/1/24 | 3,950 | 4,146 | |||||||||||
Royal Caribbean Cruises Ltd. | 5.250% | 11/15/22 | 4,750 | 5,124 | |||||||||||
Sands China Ltd. | 4.600% | 8/8/23 | 9,325 | 9,803 | |||||||||||
Starbucks Corp. | 2.100% | 2/4/21 | 5,220 | 5,227 | |||||||||||
Starbucks Corp. | 2.700% | 6/15/22 | 2,746 | 2,798 | |||||||||||
Starbucks Corp. | 3.100% | 3/1/23 | 8,325 | 8,589 | |||||||||||
Starbucks Corp. | 3.850% | 10/1/23 | 6,575 | 6,965 | |||||||||||
Tapestry Inc. | 3.000% | 7/15/22 | 2,800 | 2,835 | |||||||||||
Target Corp. | 2.900% | 1/15/22 | 7,803 | 7,983 | |||||||||||
Target Corp. | 3.500% | 7/1/24 | 550 | 589 | |||||||||||
TJX Cos. Inc. | 2.750% | 6/15/21 | 7,412 | 7,504 | |||||||||||
TJX Cos. Inc. | 2.500% | 5/15/23 | 4,680 | 4,768 | |||||||||||
Toyota Motor Corp. | 3.183% | 7/20/21 | 10,980 | 11,202 | |||||||||||
Toyota Motor Corp. | 2.157% | 7/2/22 | 3,900 | 3,930 | |||||||||||
Toyota Motor Corp. | 3.419% | 7/20/23 | 9,000 | 9,433 | |||||||||||
Toyota Motor Corp. | 2.358% | 7/2/24 | 3,310 | 3,363 | |||||||||||
Toyota Motor Credit Corp. | 4.250% | 1/11/21 | 3,135 | 3,210 | |||||||||||
Toyota Motor Credit Corp. | 1.900% | 4/8/21 | 8,245 | 8,251 | |||||||||||
Toyota Motor Credit Corp. | 2.950% | 4/13/21 | 8,280 | 8,398 | |||||||||||
Toyota Motor Credit Corp. | 2.750% | 5/17/21 | 5,010 | 5,069 | |||||||||||
Toyota Motor Credit Corp. | 3.400% | 9/15/21 | 9,015 | 9,240 | |||||||||||
Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 2,400 | 2,397 | |||||||||||
Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 10,165 | 10,317 | |||||||||||
Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 3,851 | 3,958 | |||||||||||
Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 5,375 | 5,463 | |||||||||||
Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 10,125 | 10,204 | |||||||||||
Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 1,676 | 1,708 | |||||||||||
Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 6,082 | 6,205 |
22
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 440 | 463 | |||||||||||
Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 3,982 | 4,013 | |||||||||||
Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 2,800 | 2,897 | |||||||||||
VF Corp. | 3.500% | 9/1/21 | 2,000 | 2,045 | |||||||||||
Visa Inc. | 2.200% | 12/14/20 | 16,056 | 16,114 | |||||||||||
Visa Inc. | 2.150% | 9/15/22 | 6,334 | 6,403 | |||||||||||
Visa Inc. | 2.800% | 12/14/22 | 15,452 | 15,877 | |||||||||||
Walgreen Co. | 3.100% | 9/15/22 | 1,311 | 1,337 | |||||||||||
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 15,114 | 15,396 | |||||||||||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 12,000 | 12,486 | |||||||||||
Walmart Inc. | 1.900% | 12/15/20 | 15,549 | 15,569 | |||||||||||
Walmart Inc. | 3.125% | 6/23/21 | 5,945 | 6,068 | |||||||||||
Walmart Inc. | 2.350% | 12/15/22 | 9,103 | 9,257 | |||||||||||
Walmart Inc. | 2.550% | 4/11/23 | 8,106 | 8,270 | |||||||||||
Walmart Inc. | 3.400% | 6/26/23 | 8,066 | 8,470 | |||||||||||
Walmart Inc. | 3.300% | 4/22/24 | 10,739 | 11,274 | |||||||||||
Walmart Inc. | 2.850% | 7/8/24 | 8,346 | 8,636 | |||||||||||
Walmart Inc. | 2.650% | 12/15/24 | 11,100 | 11,440 | |||||||||||
Western Union Co. | 3.600% | 3/15/22 | 3,850 | 3,972 | |||||||||||
Western Union Co. | 4.250% | 6/9/23 | 1,050 | 1,105 | |||||||||||
Consumer Noncyclical (3.4%) | |||||||||||||||
Abbott Laboratories | 2.550% | 3/15/22 | 6,061 | 6,159 | |||||||||||
Abbott Laboratories | 3.400% | 11/30/23 | 8,172 | 8,582 | |||||||||||
AbbVie Inc. | 2.300% | 5/14/21 | 10,660 | 10,691 | |||||||||||
AbbVie Inc. | 3.375% | 11/14/21 | 8,300 | 8,506 | |||||||||||
4 | AbbVie Inc. | 2.150% | 11/19/21 | 11,000 | 11,028 | ||||||||||
AbbVie Inc. | 2.900% | 11/6/22 | 14,604 | 14,893 | |||||||||||
AbbVie Inc. | 3.200% | 11/6/22 | 11,072 | 11,383 | |||||||||||
4 | AbbVie Inc. | 2.300% | 11/21/22 | 18,575 | 18,644 | ||||||||||
AbbVie Inc. | 2.850% | 5/14/23 | 8,443 | 8,605 | |||||||||||
AbbVie Inc. | 3.750% | 11/14/23 | 8,250 | 8,679 | |||||||||||
4 | AbbVie Inc. | 2.600% | 11/21/24 | 20,750 | 20,890 | ||||||||||
Actavis Inc. | 3.250% | 10/1/22 | 15,915 | 16,263 | |||||||||||
Agilent Technologies Inc. | 3.200% | 10/1/22 | 4,339 | 4,439 | |||||||||||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 1,820 | 1,908 | |||||||||||
Allergan Funding SCS | 3.450% | 3/15/22 | 10,861 | 11,110 | |||||||||||
Allergan Funding SCS | 3.850% | 6/15/24 | 7,247 | 7,592 | |||||||||||
Altria Group Inc. | 4.750% | 5/5/21 | 7,279 | 7,531 | |||||||||||
Altria Group Inc. | 3.490% | 2/14/22 | 7,225 | 7,433 | |||||||||||
Altria Group Inc. | 2.850% | 8/9/22 | 3,693 | 3,761 | |||||||||||
Altria Group Inc. | 4.000% | 1/31/24 | 8,745 | 9,263 | |||||||||||
Altria Group Inc. | 3.800% | 2/14/24 | 7,317 | 7,692 | |||||||||||
AmerisourceBergen Corp. | 3.500% | 11/15/21 | 5,245 | 5,372 | |||||||||||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 5,801 | 6,012 | |||||||||||
Amgen Inc. | 4.100% | 6/15/21 | 7,680 | 7,875 | |||||||||||
Amgen Inc. | 1.850% | 8/19/21 | 5,905 | 5,894 | |||||||||||
Amgen Inc. | 3.875% | 11/15/21 | 8,680 | 8,954 | |||||||||||
Amgen Inc. | 2.700% | 5/1/22 | 3,300 | 3,344 | |||||||||||
Amgen Inc. | 2.650% | 5/11/22 | 1,103 | 1,119 | |||||||||||
Amgen Inc. | 3.625% | 5/15/22 | 5,840 | 6,039 | |||||||||||
Amgen Inc. | 2.250% | 8/19/23 | 5,760 | 5,809 | |||||||||||
Amgen Inc. | 3.625% | 5/22/24 | 6,940 | 7,326 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 2.625% | 1/17/23 | 3,862 | 3,926 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 3.300% | 2/1/23 | 27,974 | 28,941 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 3.700% | 2/1/24 | 5,962 | 6,318 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 2/15/21 | 4,293 | 4,391 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 2.500% | 7/15/22 | 4,475 | 4,551 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 1/12/24 | 4,075 | 4,292 | |||||||||||
Archer-Daniels-Midland Co. | 4.479% | 3/1/21 | 3,229 | 3,323 | |||||||||||
Archer-Daniels-Midland Co. | 3.375% | 3/15/22 | 3,000 | 3,087 | |||||||||||
AstraZeneca plc | 2.375% | 11/16/20 | 7,082 | 7,107 | |||||||||||
AstraZeneca plc | 2.375% | 6/12/22 | 6,000 | 6,048 | |||||||||||
AstraZeneca plc | 3.500% | 8/17/23 | 4,350 | 4,546 |
23
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
BAT Capital Corp. | 2.764% | 8/15/22 | 757 | 767 | |||||||||||
BAT Capital Corp. | 3.222% | 8/15/24 | 15,649 | 15,986 | |||||||||||
BAT Capital Corp. | 2.789% | 9/6/24 | 11,475 | 11,537 | |||||||||||
Baxalta Inc. | 3.600% | 6/23/22 | 1,146 | 1,175 | |||||||||||
Baxter International Inc. | 1.700% | 8/15/21 | 2,805 | 2,800 | |||||||||||
Beam Suntory Inc. | 3.250% | 5/15/22 | 151 | 154 | |||||||||||
Becton Dickinson & Co. | 3.125% | 11/8/21 | 10,862 | 11,069 | |||||||||||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 12,000 | 12,192 | |||||||||||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 13,276 | 13,799 | |||||||||||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 3,674 | 3,893 | |||||||||||
Bio-Rad Laboratories Inc. | 4.875% | 12/15/20 | 3,075 | 3,148 | |||||||||||
Biogen Inc. | 3.625% | 9/15/22 | 7,588 | 7,894 | |||||||||||
Boston Scientific Corp. | 3.375% | 5/15/22 | 3,525 | 3,638 | |||||||||||
Boston Scientific Corp. | 3.450% | 3/1/24 | 7,983 | 8,344 | |||||||||||
4 | Bristol-Myers Squibb Co. | 2.875% | 2/19/21 | 2,705 | 2,733 | ||||||||||
4 | Bristol-Myers Squibb Co. | 2.550% | 5/14/21 | 7,000 | 7,068 | ||||||||||
4 | Bristol-Myers Squibb Co. | 2.250% | 8/15/21 | 2,590 | 2,605 | ||||||||||
4 | Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 9,500 | 9,651 | ||||||||||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 4,885 | 4,916 | |||||||||||
4 | Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 4,901 | 5,051 | ||||||||||
4 | Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 7,460 | 7,708 | ||||||||||
4 | Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 6,435 | 6,538 | ||||||||||
4 | Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 5,075 | 5,214 | ||||||||||
4 | Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 5,816 | 6,198 | ||||||||||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 1,425 | 1,489 | |||||||||||
4 | Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 5,805 | 6,109 | ||||||||||
4 | Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 20,530 | 21,157 | ||||||||||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 2,925 | 2,966 | |||||||||||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 3,750 | 3,938 | |||||||||||
Campbell Soup Co. | 3.300% | 3/15/21 | 8,006 | 8,116 | |||||||||||
Campbell Soup Co. | 3.650% | 3/15/23 | 8,026 | 8,359 | |||||||||||
Cardinal Health Inc. | 4.625% | 12/15/20 | 3,315 | 3,399 | |||||||||||
Cardinal Health Inc. | 2.616% | 6/15/22 | 4,686 | 4,732 | |||||||||||
Cardinal Health Inc. | 3.200% | 3/15/23 | 5,594 | 5,735 | |||||||||||
Cardinal Health Inc. | 3.079% | 6/15/24 | 6,076 | 6,244 | |||||||||||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 1,970 | 1,988 | |||||||||||
4 | Cigna Corp. | 3.300% | 2/25/21 | 3,900 | 3,949 | ||||||||||
Cigna Corp. | 3.400% | 9/17/21 | 8,485 | 8,676 | |||||||||||
4 | Cigna Corp. | 4.750% | 11/15/21 | 7,386 | 7,743 | ||||||||||
4 | Cigna Corp. | 3.900% | 2/15/22 | 9,710 | 10,022 | ||||||||||
4 | Cigna Corp. | 4.000% | 2/15/22 | 1,300 | 1,340 | ||||||||||
4 | Cigna Corp. | 3.050% | 11/30/22 | 5,400 | 5,494 | ||||||||||
4 | Cigna Corp. | 3.000% | 7/15/23 | 8,772 | 8,893 | ||||||||||
Cigna Corp. | 3.750% | 7/15/23 | 6,735 | 7,027 | |||||||||||
4 | Cigna Corp. | 3.500% | 6/15/24 | 7,706 | 8,021 | ||||||||||
Clorox Co. | 3.050% | 9/15/22 | 4,625 | 4,734 | |||||||||||
Clorox Co. | 3.500% | 12/15/24 | 3,052 | 3,226 | |||||||||||
Coca-Cola Co. | 1.550% | 9/1/21 | 6,540 | 6,529 | |||||||||||
Coca-Cola Co. | 3.300% | 9/1/21 | 7,331 | 7,507 | |||||||||||
Coca-Cola Co. | 2.200% | 5/25/22 | 3,775 | 3,811 | |||||||||||
Coca-Cola Co. | 2.500% | 4/1/23 | 5,051 | 5,154 | |||||||||||
Coca-Cola Co. | 3.200% | 11/1/23 | 8,059 | 8,459 | |||||||||||
Coca-Cola Co. | 1.750% | 9/6/24 | 4,500 | 4,485 | |||||||||||
Coca-Cola Femsa SAB de CV | 3.875% | 11/26/23 | 1,525 | 1,611 | |||||||||||
Colgate-Palmolive Co. | 2.450% | 11/15/21 | 2,265 | 2,294 | |||||||||||
Colgate-Palmolive Co. | 2.300% | 5/3/22 | 3,488 | 3,539 | |||||||||||
Colgate-Palmolive Co. | 2.250% | 11/15/22 | 7,254 | 7,352 | |||||||||||
Colgate-Palmolive Co. | 2.100% | 5/1/23 | 2,901 | 2,923 | |||||||||||
Colgate-Palmolive Co. | 3.250% | 3/15/24 | 3,500 | 3,700 | |||||||||||
CommonSpirit Health | 2.950% | 11/1/22 | 2,000 | 2,033 | |||||||||||
CommonSpirit Health | 2.760% | 10/1/24 | 2,127 | 2,140 | |||||||||||
Conagra Brands Inc. | 3.800% | 10/22/21 | 8,550 | 8,810 | |||||||||||
Conagra Brands Inc. | 3.250% | 9/15/22 | 4,000 | 4,090 | |||||||||||
Conagra Brands Inc. | 4.300% | 5/1/24 | 8,062 | 8,658 |
24
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Constellation Brands Inc. | 3.750% | 5/1/21 | 4,888 | 4,992 | |||||||||||
Constellation Brands Inc. | 2.650% | 11/7/22 | 1,323 | 1,341 | |||||||||||
Constellation Brands Inc. | 3.200% | 2/15/23 | 4,150 | 4,258 | |||||||||||
Constellation Brands Inc. | 4.250% | 5/1/23 | 6,696 | 7,093 | |||||||||||
Constellation Brands Inc. | 4.750% | 11/15/24 | 2,661 | 2,938 | |||||||||||
Covidien International Finance SA | 3.200% | 6/15/22 | 6,204 | 6,353 | |||||||||||
CVS Health Corp. | 3.350% | 3/9/21 | 14,981 | 15,202 | |||||||||||
CVS Health Corp. | 2.125% | 6/1/21 | 15,014 | 15,019 | |||||||||||
CVS Health Corp. | 3.500% | 7/20/22 | 6,026 | 6,220 | |||||||||||
CVS Health Corp. | 2.750% | 12/1/22 | 9,216 | 9,361 | |||||||||||
CVS Health Corp. | 4.750% | 12/1/22 | 2,620 | 2,788 | |||||||||||
CVS Health Corp. | 3.700% | 3/9/23 | 47,319 | 49,245 | |||||||||||
CVS Health Corp. | 3.375% | 8/12/24 | 4,990 | 5,195 | |||||||||||
CVS Health Corp. | 2.625% | 8/15/24 | 1,200 | 1,211 | |||||||||||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 5,500 | 5,494 | |||||||||||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 4,385 | 4,371 | |||||||||||
Diageo Capital plc | 2.625% | 4/29/23 | 9,453 | 9,610 | |||||||||||
Diageo Capital plc | 2.125% | 10/24/24 | 8,000 | 7,987 | |||||||||||
Diageo Investment Corp. | 2.875% | 5/11/22 | 844 | 860 | |||||||||||
Dignity Health | 3.125% | 11/1/22 | 320 | 326 | |||||||||||
Eli Lilly & Co. | 2.350% | 5/15/22 | 2,605 | 2,638 | |||||||||||
Estee Lauder Cos. Inc. | 1.700% | 5/10/21 | 3,475 | 3,467 | |||||||||||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 202 | 202 | |||||||||||
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 | 1,995 | |||||||||||
General Mills Inc. | 3.200% | 4/16/21 | 5,275 | 5,356 | |||||||||||
General Mills Inc. | 3.150% | 12/15/21 | 9,982 | 10,193 | |||||||||||
General Mills Inc. | 2.600% | 10/12/22 | 5,683 | 5,764 | |||||||||||
General Mills Inc. | 3.700% | 10/17/23 | 5,900 | 6,214 | |||||||||||
Gilead Sciences Inc. | 4.500% | 4/1/21 | 6,262 | 6,419 | |||||||||||
Gilead Sciences Inc. | 4.400% | 12/1/21 | 7,214 | 7,521 | |||||||||||
Gilead Sciences Inc. | 1.950% | 3/1/22 | 1,000 | 1,001 | |||||||||||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 8,649 | 8,935 | |||||||||||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 7,900 | 8,018 | |||||||||||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 13,090 | 13,896 | |||||||||||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 6,940 | 7,104 | |||||||||||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 10,400 | 10,830 | |||||||||||
GlaxoSmithKline Capital plc | 3.125% | 5/14/21 | 11,711 | 11,898 | |||||||||||
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 8,160 | 8,336 | |||||||||||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 8,600 | 8,783 | |||||||||||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 1,900 | 1,970 | |||||||||||
Hasbro Inc. | 3.150% | 5/15/21 | 2,040 | 2,061 | |||||||||||
HCA Inc. | 4.750% | 5/1/23 | 10,424 | 11,154 | |||||||||||
HCA Inc. | 5.000% | 3/15/24 | 9,155 | 9,990 | |||||||||||
Hershey Co. | 4.125% | 12/1/20 | 1,590 | 1,622 | |||||||||||
Hershey Co. | 3.100% | 5/15/21 | 2,570 | 2,611 | |||||||||||
Hershey Co. | 2.625% | 5/1/23 | 1,250 | 1,272 | |||||||||||
Hershey Co. | 3.375% | 5/15/23 | 3,367 | 3,529 | |||||||||||
Hershey Co. | 2.050% | 11/15/24 | 3,757 | 3,753 | |||||||||||
JM Smucker Co. | 3.000% | 3/15/22 | 3,280 | 3,343 | |||||||||||
Johnson & Johnson | 1.950% | 11/10/20 | 3,800 | 3,801 | |||||||||||
Johnson & Johnson | 1.650% | 3/1/21 | 9,060 | 9,039 | |||||||||||
Johnson & Johnson | 3.550% | 5/15/21 | 3,450 | 3,527 | |||||||||||
Johnson & Johnson | 2.450% | 12/5/21 | 1,245 | 1,261 | |||||||||||
Johnson & Johnson | 2.250% | 3/3/22 | 3,360 | 3,396 | |||||||||||
Johnson & Johnson | 2.050% | 3/1/23 | 3,830 | 3,852 | |||||||||||
Johnson & Johnson | 3.375% | 12/5/23 | 6,650 | 7,050 | |||||||||||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 1,905 | 1,968 | |||||||||||
Kellogg Co. | 4.000% | 12/15/20 | 594 | 604 | |||||||||||
Kellogg Co. | 3.125% | 5/17/22 | 200 | 204 | |||||||||||
Kellogg Co. | 2.650% | 12/1/23 | 884 | 900 | |||||||||||
Keurig Dr Pepper Inc. | 3.551% | 5/25/21 | 8,583 | 8,759 | |||||||||||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 10,519 | 11,088 | |||||||||||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 5,900 | 6,059 |
25
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Kimberly-Clark Corp. | 3.875% | 3/1/21 | 2,195 | 2,242 | |||||||||||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 1,675 | 1,708 | |||||||||||
Kraft Foods Group Inc. | 3.500% | 6/6/22 | 5,013 | 5,170 | |||||||||||
Kraft Heinz Foods Co. | 3.375% | 6/15/21 | 1,925 | 1,955 | |||||||||||
Kraft Heinz Foods Co. | 3.500% | 7/15/22 | 3,548 | 3,654 | |||||||||||
Kraft Heinz Foods Co. | 4.000% | 6/15/23 | 5,229 | 5,495 | |||||||||||
Kroger Co. | 3.300% | 1/15/21 | 4,213 | 4,258 | |||||||||||
Kroger Co. | 2.600% | 2/1/21 | 2,420 | 2,434 | |||||||||||
Kroger Co. | 2.950% | 11/1/21 | 1,600 | 1,624 | |||||||||||
Kroger Co. | 3.400% | 4/15/22 | 2,000 | 2,056 | |||||||||||
Kroger Co. | 2.800% | 8/1/22 | 3,975 | 4,049 | |||||||||||
Kroger Co. | 3.850% | 8/1/23 | 5,250 | 5,538 | |||||||||||
Kroger Co. | 4.000% | 2/1/24 | 2,400 | 2,548 | |||||||||||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 3,774 | 3,852 | |||||||||||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 6,587 | 6,829 | |||||||||||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,000 | 2,106 | |||||||||||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 3,218 | 3,341 | |||||||||||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 2,794 | 2,781 | |||||||||||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 3,156 | 3,205 | |||||||||||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 4,860 | 5,038 | |||||||||||
McKesson Corp. | 2.700% | 12/15/22 | 2,000 | 2,023 | |||||||||||
McKesson Corp. | 2.850% | 3/15/23 | 3,630 | 3,682 | |||||||||||
McKesson Corp. | 3.796% | 3/15/24 | 4,730 | 4,972 | |||||||||||
Mead Johnson Nutrition Co. | 3.000% | 11/15/20 | 7,688 | 7,756 | |||||||||||
Medtronic Inc. | 3.150% | 3/15/22 | 7,272 | 7,476 | |||||||||||
Medtronic Inc. | 2.750% | 4/1/23 | 3,650 | 3,731 | |||||||||||
Medtronic Inc. | 3.625% | 3/15/24 | 1,065 | 1,128 | |||||||||||
Merck & Co. Inc. | 2.350% | 2/10/22 | 8,688 | 8,795 | |||||||||||
Merck & Co. Inc. | 2.400% | 9/15/22 | 8,742 | 8,864 | |||||||||||
Merck & Co. Inc. | 2.800% | 5/18/23 | 8,135 | 8,382 | |||||||||||
Merck & Co. Inc. | 2.900% | 3/7/24 | 5,500 | 5,723 | |||||||||||
Molson Coors Beverage Co. | 2.100% | 7/15/21 | 5,925 | 5,924 | |||||||||||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 3,428 | 3,515 | |||||||||||
4 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 9,500 | 9,492 | ||||||||||
Mylan Inc. | 4.200% | 11/29/23 | 5,625 | 5,935 | |||||||||||
Mylan NV | 3.750% | 12/15/20 | 124 | 125 | |||||||||||
Mylan NV | 3.150% | 6/15/21 | 5,459 | 5,515 | |||||||||||
Novartis Capital Corp. | 2.400% | 5/17/22 | 5,982 | 6,062 | |||||||||||
Novartis Capital Corp. | 2.400% | 9/21/22 | 8,057 | 8,181 | |||||||||||
Novartis Capital Corp. | 3.400% | 5/6/24 | 12,808 | 13,553 | |||||||||||
PepsiCo Inc. | 2.000% | 4/15/21 | 8,270 | 8,286 | |||||||||||
PepsiCo Inc. | 3.000% | 8/25/21 | 6,050 | 6,164 | |||||||||||
PepsiCo Inc. | 1.700% | 10/6/21 | 7,973 | 7,964 | |||||||||||
PepsiCo Inc. | 2.750% | 3/5/22 | 6,800 | 6,937 | |||||||||||
PepsiCo Inc. | 2.250% | 5/2/22 | 6,091 | 6,151 | |||||||||||
PepsiCo Inc. | 3.100% | 7/17/22 | 3,215 | 3,311 | |||||||||||
PepsiCo Inc. | 2.750% | 3/1/23 | 7,500 | 7,701 | |||||||||||
PepsiCo Inc. | 3.600% | 3/1/24 | 125 | 133 | |||||||||||
Perrigo Finance Unlimited Co. | 3.500% | 3/15/21 | 1,896 | 1,894 | |||||||||||
Perrigo Finance Unlimited Co. | 3.500% | 12/15/21 | 2,144 | 2,169 | |||||||||||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 4,375 | 4,499 | |||||||||||
Pfizer Inc. | 1.950% | 6/3/21 | 2,780 | 2,787 | |||||||||||
Pfizer Inc. | 3.000% | 9/15/21 | 5,000 | 5,096 | |||||||||||
Pfizer Inc. | 2.200% | 12/15/21 | 8,949 | 9,017 | |||||||||||
Pfizer Inc. | 2.800% | 3/11/22 | 5,736 | 5,846 | |||||||||||
Pfizer Inc. | 3.000% | 6/15/23 | 8,697 | 9,029 | |||||||||||
Pfizer Inc. | 3.200% | 9/15/23 | 4,450 | 4,639 | |||||||||||
Pfizer Inc. | 2.950% | 3/15/24 | 5,000 | 5,189 | |||||||||||
Pfizer Inc. | 3.400% | 5/15/24 | 6,343 | 6,705 | |||||||||||
Philip Morris International Inc. | 1.875% | 2/25/21 | 7,397 | 7,389 | |||||||||||
Philip Morris International Inc. | 4.125% | 5/17/21 | 3,687 | 3,793 | |||||||||||
Philip Morris International Inc. | 2.900% | 11/15/21 | 5,194 | 5,293 | |||||||||||
Philip Morris International Inc. | 2.625% | 2/18/22 | 4,548 | 4,603 | |||||||||||
Philip Morris International Inc. | 2.375% | 8/17/22 | 6,229 | 6,281 |
26
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Philip Morris International Inc. | 2.500% | 8/22/22 | 6,199 | 6,257 | |||||||||||
Philip Morris International Inc. | 2.500% | 11/2/22 | 6,634 | 6,734 | |||||||||||
Philip Morris International Inc. | 2.125% | 5/10/23 | 2,050 | 2,049 | |||||||||||
Philip Morris International Inc. | 3.600% | 11/15/23 | 3,225 | 3,390 | |||||||||||
Philip Morris International Inc. | 2.875% | 5/1/24 | 3,575 | 3,673 | |||||||||||
3 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 1,716 | 1,798 | ||||||||||
Procter & Gamble Co. | 1.850% | 2/2/21 | 2,175 | 2,177 | |||||||||||
Procter & Gamble Co. | 1.700% | 11/3/21 | 7,610 | 7,632 | |||||||||||
Procter & Gamble Co. | 2.300% | 2/6/22 | 6,697 | 6,784 | |||||||||||
Procter & Gamble Co. | 2.150% | 8/11/22 | 500 | 506 | |||||||||||
Procter & Gamble Co. | 3.100% | 8/15/23 | 5,969 | 6,240 | |||||||||||
Reynolds American Inc. | 4.000% | 6/12/22 | 6,663 | 6,931 | |||||||||||
Reynolds American Inc. | 4.850% | 9/15/23 | 3,175 | 3,437 | |||||||||||
Sanofi | 4.000% | 3/29/21 | 7,945 | 8,150 | |||||||||||
Sanofi | 3.375% | 6/19/23 | 9,455 | 9,907 | |||||||||||
Shire Acquisitions Investments Ireland DAC | 2.400% | 9/23/21 | 20,634 | 20,737 | |||||||||||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 20,738 | 21,111 | |||||||||||
SSM Health Care Corp. | 3.688% | 6/1/23 | 3,800 | 3,953 | |||||||||||
Stryker Corp. | 2.625% | 3/15/21 | 5,455 | 5,491 | |||||||||||
Stryker Corp. | 3.375% | 5/15/24 | 4,500 | 4,715 | |||||||||||
Sysco Corp. | 2.500% | 7/15/21 | 4,315 | 4,349 | |||||||||||
Sysco Corp. | 2.600% | 6/12/22 | 3,525 | 3,577 | |||||||||||
Takeda Pharmaceutical Co. Ltd. | 4.000% | 11/26/21 | 8,540 | 8,821 | |||||||||||
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 10,955 | 11,747 | |||||||||||
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 8,879 | 9,126 | |||||||||||
Thermo Fisher Scientific Inc. | 4.150% | 2/1/24 | 2,850 | 3,054 | |||||||||||
Tyson Foods Inc. | 2.250% | 8/23/21 | 9,022 | 9,057 | |||||||||||
Tyson Foods Inc. | 4.500% | 6/15/22 | 6,335 | 6,665 | |||||||||||
Tyson Foods Inc. | 3.900% | 9/28/23 | 1,600 | 1,696 | |||||||||||
Tyson Foods Inc. | 3.950% | 8/15/24 | 14,014 | 14,977 | |||||||||||
Unilever Capital Corp. | 4.250% | 2/10/21 | 6,897 | 7,081 | |||||||||||
Unilever Capital Corp. | 2.750% | 3/22/21 | 1,695 | 1,713 | |||||||||||
Unilever Capital Corp. | 1.375% | 7/28/21 | 8,675 | 8,610 | |||||||||||
Unilever Capital Corp. | 3.000% | 3/7/22 | 5,550 | 5,680 | |||||||||||
Unilever Capital Corp. | 2.200% | 5/5/22 | 4,258 | 4,286 | |||||||||||
Unilever Capital Corp. | 3.125% | 3/22/23 | 3,215 | 3,325 | |||||||||||
Unilever Capital Corp. | 3.250% | 3/7/24 | 2,740 | 2,868 | |||||||||||
Unilever Capital Corp. | 2.600% | 5/5/24 | 3,750 | 3,833 | |||||||||||
Whirlpool Corp. | 4.850% | 6/15/21 | 1,190 | 1,235 | |||||||||||
Whirlpool Corp. | 4.700% | 6/1/22 | 2,248 | 2,378 | |||||||||||
Whirlpool Corp. | 4.000% | 3/1/24 | 2,175 | 2,300 | |||||||||||
Wyeth LLC | 7.250% | 3/1/23 | 1,000 | 1,155 | |||||||||||
Wyeth LLC | 6.450% | 2/1/24 | 3,364 | 3,920 | |||||||||||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 6,477 | 6,613 | |||||||||||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 3,390 | 3,530 | |||||||||||
Zoetis Inc. | 3.450% | 11/13/20 | 3,225 | 3,258 | |||||||||||
Zoetis Inc. | 3.250% | 8/20/21 | 2,050 | 2,083 | |||||||||||
Zoetis Inc. | 3.250% | 2/1/23 | 10,613 | 10,947 | |||||||||||
Energy (1.9%) | |||||||||||||||
Apache Corp. | 3.625% | 2/1/21 | 1,354 | 1,367 | |||||||||||
Apache Corp. | 3.250% | 4/15/22 | 3,759 | 3,815 | |||||||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 8,600 | 8,767 | |||||||||||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 3,178 | 3,237 | |||||||||||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 2,427 | 2,620 | |||||||||||
BP Capital Markets America Inc. | 4.742% | 3/11/21 | 7,250 | 7,493 | |||||||||||
BP Capital Markets America Inc. | 2.112% | 9/16/21 | 9,175 | 9,211 | |||||||||||
BP Capital Markets America Inc. | 3.245% | 5/6/22 | 13,847 | 14,292 | |||||||||||
BP Capital Markets America Inc. | 2.520% | 9/19/22 | 3,400 | 3,452 | |||||||||||
BP Capital Markets America Inc. | 2.750% | 5/10/23 | 9,824 | 10,041 | |||||||||||
BP Capital Markets America Inc. | 3.216% | 11/28/23 | 6,850 | 7,118 | |||||||||||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 1,000 | 1,063 | |||||||||||
BP Capital Markets America Inc. | 3.224% | 4/14/24 | 6,215 | 6,481 |
27
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market | ) | ||||||||||
BP Capital Markets plc | 3.062% | 3/17/22 | 13,105 | 13,438 | |||||||||||
BP Capital Markets plc | 2.500% | 11/6/22 | 14,750 | 15,011 | |||||||||||
BP Capital Markets plc | 3.994% | 9/26/23 | 1,100 | 1,173 | |||||||||||
BP Capital Markets plc | 3.535% | 11/4/24 | 9,414 | 10,018 | |||||||||||
Canadian Natural Resources Ltd. | 3.450% | 11/15/21 | 3,000 | 3,064 | |||||||||||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 8,596 | 8,755 | |||||||||||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 350 | 366 | |||||||||||
Cenovus Energy Inc. | 3.000% | 8/15/22 | 2,717 | 2,749 | |||||||||||
Cenovus Energy Inc. | 3.800% | 9/15/23 | 1,740 | 1,802 | |||||||||||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 8,100 | 9,335 | |||||||||||
Chevron Corp. | 2.100% | 5/16/21 | 8,341 | 8,378 | |||||||||||
Chevron Corp. | 2.498% | 3/3/22 | 3,485 | 3,543 | |||||||||||
Chevron Corp. | 2.355% | 12/5/22 | 12,910 | 13,081 | |||||||||||
Chevron Corp. | 2.566% | 5/16/23 | 5,467 | 5,576 | |||||||||||
Chevron Corp. | 3.191% | 6/24/23 | 9,764 | 10,155 | |||||||||||
Chevron Corp. | 2.895% | 3/3/24 | 12,834 | 13,275 | |||||||||||
Cimarex Energy Co. | 4.375% | 6/1/24 | 6,065 | 6,387 | |||||||||||
Continental Resources Inc. | 4.500% | 4/15/23 | 9,505 | 9,957 | |||||||||||
Continental Resources Inc. | 3.800% | 6/1/24 | 8,605 | 8,895 | |||||||||||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 6,000 | 6,056 | |||||||||||
Dominion Energy Gas Holdings LLC | 3.550% | 11/1/23 | 2,741 | 2,836 | |||||||||||
Dominion Energy Gas Holdings LLC | 2.500% | 11/15/24 | 3,000 | 3,012 | |||||||||||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 4,450 | 4,526 | |||||||||||
Enbridge Energy Partners LP | 4.200% | 9/15/21 | 4,320 | 4,451 | |||||||||||
Enbridge Inc. | 2.900% | 7/15/22 | 5,220 | 5,312 | |||||||||||
Enbridge Inc. | 4.000% | 10/1/23 | 2,267 | 2,393 | |||||||||||
Enbridge Inc. | 3.500% | 6/10/24 | 3,150 | 3,285 | |||||||||||
Encana Corp. | 3.900% | 11/15/21 | 4,606 | 4,710 | |||||||||||
Energy Transfer Operating LP | 4.650% | 6/1/21 | 3,045 | 3,123 | |||||||||||
Energy Transfer Operating LP | 5.200% | 2/1/22 | 6,975 | 7,310 | |||||||||||
Energy Transfer Operating LP | 3.600% | 2/1/23 | 8,728 | 8,938 | |||||||||||
Energy Transfer Operating LP | 4.250% | 3/15/23 | 1,575 | 1,645 | |||||||||||
Energy Transfer Operating LP | 5.875% | 1/15/24 | 7,500 | 8,299 | |||||||||||
Energy Transfer Operating LP | 4.900% | 2/1/24 | 2,890 | 3,086 | |||||||||||
Energy Transfer Operating LP | 4.500% | 4/15/24 | 4,020 | 4,267 | |||||||||||
Enterprise Products Operating LLC | 2.800% | 2/15/21 | 8,534 | 8,612 | |||||||||||
Enterprise Products Operating LLC | 2.850% | 4/15/21 | 8,585 | 8,669 | |||||||||||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 4,450 | 4,582 | |||||||||||
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 2,732 | 2,848 | |||||||||||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 7,960 | 8,226 | |||||||||||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 5,600 | 5,948 | |||||||||||
3 | Enterprise Products Operating LLC | 4.875% | 8/16/77 | 1,400 | 1,381 | ||||||||||
EOG Resources Inc. | 4.100% | 2/1/21 | 8,890 | 9,096 | |||||||||||
EOG Resources Inc. | 2.625% | 3/15/23 | 8,063 | 8,204 | |||||||||||
EQM Midstream Partners LP | 4.750% | 7/15/23 | 7,000 | 7,017 | |||||||||||
EQM Midstream Partners LP | 4.000% | 8/1/24 | 3,000 | 2,916 | |||||||||||
EQT Corp. | 4.875% | 11/15/21 | 7,175 | 7,369 | |||||||||||
EQT Corp. | 3.000% | 10/1/22 | 6,405 | 6,261 | |||||||||||
Exxon Mobil Corp. | 2.222% | 3/1/21 | 7,297 | 7,337 | |||||||||||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 6,054 | 6,132 | |||||||||||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 5,180 | 5,213 | |||||||||||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 13,125 | 13,435 | |||||||||||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 4,000 | 4,010 | |||||||||||
Halliburton Co. | 3.250% | 11/15/21 | 2,906 | 2,959 | |||||||||||
Halliburton Co. | 3.500% | 8/1/23 | 5,900 | 6,130 | |||||||||||
Hess Corp. | 3.500% | 7/15/24 | 2,000 | 2,051 | |||||||||||
Husky Energy Inc. | 3.950% | 4/15/22 | 3,600 | 3,722 | |||||||||||
Husky Energy Inc. | 4.000% | 4/15/24 | 4,870 | 5,121 | |||||||||||
Kinder Morgan Energy Partners LP | 3.500% | 3/1/21 | 8,760 | 8,880 | |||||||||||
Kinder Morgan Energy Partners LP | 5.800% | 3/1/21 | 2,575 | 2,682 | |||||||||||
Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 8,149 | 8,493 | |||||||||||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 7,432 | 7,652 | |||||||||||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 2,685 | 2,781 | |||||||||||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 4,825 | 5,133 |
28
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 7,376 | 7,881 | |||||||||||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 4,000 | 4,278 | |||||||||||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 3,489 | 3,567 | |||||||||||
Marathon Oil Corp. | 2.800% | 11/1/22 | 6,762 | 6,864 | |||||||||||
Marathon Petroleum Corp. | 3.400% | 12/15/20 | 8,269 | 8,358 | |||||||||||
Marathon Petroleum Corp. | 5.125% | 3/1/21 | 7,404 | 7,657 | |||||||||||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 6,675 | 7,244 | |||||||||||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 3,656 | 3,834 | |||||||||||
4 | MPLX LP | 3.500% | 12/1/22 | 3,875 | 3,991 | ||||||||||
MPLX LP | 3.375% | 3/15/23 | 5,103 | 5,237 | |||||||||||
MPLX LP | 4.500% | 7/15/23 | 7,966 | 8,455 | |||||||||||
MPLX LP | 4.875% | 12/1/24 | 6,500 | 7,049 | |||||||||||
National Fuel Gas Co. | 4.900% | 12/1/21 | 2,125 | 2,215 | |||||||||||
National Fuel Gas Co. | 3.750% | 3/1/23 | 3,066 | 3,149 | |||||||||||
National Oilwell Varco Inc. | 2.600% | 12/1/22 | 3,091 | 3,121 | |||||||||||
Newfield Exploration Co. | 5.750% | 1/30/22 | 5,285 | 5,615 | |||||||||||
Newfield Exploration Co. | 5.625% | 7/1/24 | 4,496 | 4,946 | |||||||||||
Noble Energy Inc. | 3.900% | 11/15/24 | 3,105 | 3,280 | |||||||||||
Occidental Petroleum Corp. | 4.100% | 2/1/21 | 7,978 | 8,101 | |||||||||||
Occidental Petroleum Corp. | 4.850% | 3/15/21 | 4,575 | 4,708 | |||||||||||
Occidental Petroleum Corp. | 2.600% | 8/13/21 | 9,375 | 9,431 | |||||||||||
Occidental Petroleum Corp. | 3.125% | 2/15/22 | 6,756 | 6,868 | |||||||||||
Occidental Petroleum Corp. | 2.600% | 4/15/22 | 2,983 | 3,003 | |||||||||||
Occidental Petroleum Corp. | 2.700% | 8/15/22 | 11,167 | 11,289 | |||||||||||
Occidental Petroleum Corp. | 2.700% | 2/15/23 | 4,175 | 4,207 | |||||||||||
Occidental Petroleum Corp. | 6.950% | 7/1/24 | 4,500 | 5,276 | |||||||||||
Occidental Petroleum Corp. | 2.900% | 8/15/24 | 18,450 | 18,740 | |||||||||||
ONEOK Inc. | 4.250% | 2/1/22 | 8,000 | 8,301 | |||||||||||
ONEOK Inc. | 7.500% | 9/1/23 | 1,615 | 1,879 | |||||||||||
ONEOK Inc. | 2.750% | 9/1/24 | 2,158 | 2,169 | |||||||||||
ONEOK Partners LP | 3.375% | 10/1/22 | 3,987 | 4,102 | |||||||||||
ONEOK Partners LP | 5.000% | 9/15/23 | 3,440 | 3,727 | |||||||||||
Phillips 66 | 4.300% | 4/1/22 | 9,635 | 10,106 | |||||||||||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 2,000 | 1,995 | |||||||||||
Pioneer Natural Resources Co. | 3.450% | 1/15/21 | 4,135 | 4,182 | |||||||||||
Pioneer Natural Resources Co. | 3.950% | 7/15/22 | 3,815 | 3,968 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 5.000% | 2/1/21 | 5,750 | 5,878 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 3.650% | 6/1/22 | 2,309 | 2,369 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 2.850% | 1/31/23 | 3,850 | 3,892 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 3.850% | 10/15/23 | 3,471 | 3,597 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 3.600% | 11/1/24 | 2,298 | 2,357 | |||||||||||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.875% | 3/1/22 | 9,169 | 9,738 | |||||||||||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 4,750 | 5,029 | |||||||||||
Regency Energy Partners LP / Regency Energy Finance Corp. | 4.500% | 11/1/23 | 5,500 | 5,816 | |||||||||||
Sabine Pass Liquefaction LLC | 5.625% | 2/1/21 | 2,320 | 2,385 | |||||||||||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 6,944 | 7,462 | |||||||||||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 9,965 | 10,837 | |||||||||||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 11,794 | 13,156 | |||||||||||
Schlumberger Investment SA | 3.650% | 12/1/23 | 10,450 | 11,003 | |||||||||||
Shell International Finance BV | 1.875% | 5/10/21 | 9,538 | 9,534 | |||||||||||
Shell International Finance BV | 1.750% | 9/12/21 | 8,100 | 8,090 | |||||||||||
Shell International Finance BV | 2.375% | 8/21/22 | 9,674 | 9,798 | |||||||||||
Shell International Finance BV | 2.250% | 1/6/23 | 3,135 | 3,160 | |||||||||||
Shell International Finance BV | 3.400% | 8/12/23 | 7,504 | 7,862 | |||||||||||
Shell International Finance BV | 2.000% | 11/7/24 | 12,900 | 12,879 | |||||||||||
Southern Natural Gas Co. LLC / Southern Natural Issuing Corp. | 4.400% | 6/15/21 | 2,100 | 2,154 | |||||||||||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 7,550 | 8,207 | |||||||||||
Suncor Energy Inc. | 3.600% | 12/1/24 | 4,243 | 4,494 | |||||||||||
Sunoco Logistics Partners Operations LP | 4.400% | 4/1/21 | 9,060 | 9,277 | |||||||||||
Sunoco Logistics Partners Operations LP | 3.450% | 1/15/23 | 1,194 | 1,218 |
29
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 1,470 | 1,542 | |||||||||||
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 11,453 | 11,720 | |||||||||||
Total Capital International SA | 2.750% | 6/19/21 | 3,150 | 3,191 | |||||||||||
Total Capital International SA | 2.218% | 7/12/21 | 2,000 | 2,009 | |||||||||||
Total Capital International SA | 2.875% | 2/17/22 | 6,785 | 6,922 | |||||||||||
Total Capital International SA | 2.700% | 1/25/23 | 6,625 | 6,768 | |||||||||||
Total Capital International SA | 3.700% | 1/15/24 | 6,427 | 6,820 | |||||||||||
Total Capital International SA | 3.750% | 4/10/24 | 6,034 | 6,442 | |||||||||||
Total Capital SA | 4.125% | 1/28/21 | 2,975 | 3,042 | |||||||||||
Total Capital SA | 4.250% | 12/15/21 | 6,930 | 7,242 | |||||||||||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 6,375 | 6,404 | |||||||||||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 9,307 | 9,754 | |||||||||||
Western Midstream Operating LP | 5.375% | 6/1/21 | 3,282 | 3,371 | |||||||||||
Western Midstream Operating LP | 4.000% | 7/1/22 | 4,722 | 4,821 | |||||||||||
Williams Cos. Inc. | 4.000% | 11/15/21 | 5,415 | 5,567 | |||||||||||
Williams Cos. Inc. | 3.600% | 3/15/22 | 6,355 | 6,530 | |||||||||||
Williams Cos. Inc. | 3.350% | 8/15/22 | 7,109 | 7,286 | |||||||||||
Williams Cos. Inc. | 3.700% | 1/15/23 | 3,278 | 3,383 | |||||||||||
Williams Cos. Inc. | 4.500% | 11/15/23 | 2,336 | 2,493 | |||||||||||
Williams Cos. Inc. | 4.300% | 3/4/24 | 7,239 | 7,690 | |||||||||||
Williams Cos. Inc. | 4.550% | 6/24/24 | 7,007 | 7,555 | |||||||||||
Other Industrial (0.0%) | |||||||||||||||
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 5,200 | 5,304 | |||||||||||
Fluor Corp. | 3.500% | 12/15/24 | 2,842 | 2,896 | |||||||||||
Technology (2.3%) | |||||||||||||||
Alphabet Inc. | 3.625% | 5/19/21 | 4,572 | 4,687 | |||||||||||
Alphabet Inc. | 3.375% | 2/25/24 | 5,000 | 5,315 | |||||||||||
Altera Corp. | 4.100% | 11/15/23 | 3,000 | 3,231 | |||||||||||
Amphenol Corp. | 3.200% | 4/1/24 | 3,030 | 3,136 | |||||||||||
Analog Devices Inc. | 2.500% | 12/5/21 | 3,350 | 3,376 | |||||||||||
Analog Devices Inc. | 2.875% | 6/1/23 | 3,750 | 3,823 | |||||||||||
Analog Devices Inc. | 3.125% | 12/5/23 | 4,717 | 4,866 | |||||||||||
Apple Inc. | 2.250% | 2/23/21 | 13,531 | 13,598 | |||||||||||
Apple Inc. | 2.850% | 5/6/21 | 10,661 | 10,824 | |||||||||||
Apple Inc. | 1.550% | 8/4/21 | 8,556 | 8,537 | |||||||||||
Apple Inc. | 2.150% | 2/9/22 | 14,592 | 14,715 | |||||||||||
Apple Inc. | 2.500% | 2/9/22 | 14,210 | 14,421 | |||||||||||
Apple Inc. | 2.300% | 5/11/22 | 18,298 | 18,524 | |||||||||||
Apple Inc. | 2.700% | 5/13/22 | 9,881 | 10,091 | |||||||||||
Apple Inc. | 2.850% | 2/23/23 | 9,846 | 10,110 | |||||||||||
Apple Inc. | 2.400% | 5/3/23 | 35,312 | 35,885 | |||||||||||
Apple Inc. | 3.000% | 2/9/24 | 9,221 | 9,544 | |||||||||||
Apple Inc. | 3.450% | 5/6/24 | 15,205 | 16,157 | |||||||||||
Apple Inc. | 2.850% | 5/11/24 | 8,330 | 8,608 | |||||||||||
Apple Inc. | 1.800% | 9/11/24 | 4,100 | 4,062 | |||||||||||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 2,575 | 2,635 | |||||||||||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 1,249 | 1,308 | |||||||||||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 3,759 | 3,857 | |||||||||||
Avnet Inc. | 3.750% | 12/1/21 | 4,300 | 4,393 | |||||||||||
Avnet Inc. | 4.875% | 12/1/22 | 2,825 | 2,993 | |||||||||||
Baidu Inc. | 2.875% | 7/6/22 | 4,675 | 4,718 | |||||||||||
Baidu Inc. | 3.500% | 11/28/22 | 5,780 | 5,941 | |||||||||||
Baidu Inc. | 3.875% | 9/29/23 | 4,900 | 5,110 | |||||||||||
Baidu Inc. | 4.375% | 5/14/24 | 5,000 | 5,327 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.200% | 1/15/21 | 8,460 | 8,449 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 1/15/22 | 8,410 | 8,542 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 1/15/23 | 5,933 | 5,962 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 1/15/24 | 13,025 | 13,485 | |||||||||||
4 | Broadcom Inc. | 3.125% | 4/15/21 | 10,000 | 10,118 | ||||||||||
4 | Broadcom Inc. | 3.125% | 10/15/22 | 25,000 | 25,434 | ||||||||||
4 | Broadcom Inc. | 3.625% | 10/15/24 | 15,410 | 15,970 | ||||||||||
CA Inc. | 3.600% | 8/15/22 | 3,075 | 3,145 | |||||||||||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 2,126 | 2,279 |
30
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Cisco Systems Inc. | 2.200% | 2/28/21 | 7,634 | 7,667 | |||||||||||
Cisco Systems Inc. | 2.900% | 3/4/21 | 4,265 | 4,317 | |||||||||||
Cisco Systems Inc. | 1.850% | 9/20/21 | 12,269 | 12,281 | |||||||||||
Cisco Systems Inc. | 3.000% | 6/15/22 | 6,524 | 6,712 | |||||||||||
Cisco Systems Inc. | 2.600% | 2/28/23 | 7,945 | 8,118 | |||||||||||
Cisco Systems Inc. | 3.625% | 3/4/24 | 6,000 | 6,411 | |||||||||||
Corning Inc. | 2.900% | 5/15/22 | 4,000 | 4,082 | |||||||||||
4 | Dell International LLC / EMC Corp. | 4.420% | 6/15/21 | 21,688 | 22,291 | ||||||||||
4 | Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 21,825 | 23,644 | ||||||||||
4 | Dell International LLC / EMC Corp. | 4.000% | 7/15/24 | 6,015 | 6,293 | ||||||||||
DXC Technology Co. | 4.250% | 4/15/24 | 3,030 | 3,206 | |||||||||||
Equifax Inc. | 3.600% | 8/15/21 | 2,500 | 2,554 | |||||||||||
Equifax Inc. | 3.300% | 12/15/22 | 3,480 | 3,581 | |||||||||||
Equifax Inc. | 2.600% | 12/1/24 | 750 | 753 | |||||||||||
Equinix Inc. | 2.625% | 11/18/24 | 7,000 | 7,027 | |||||||||||
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 7,962 | 8,287 | |||||||||||
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 2,000 | 2,123 | |||||||||||
Fiserv Inc. | 4.750% | 6/15/21 | 750 | 779 | |||||||||||
Fiserv Inc. | 3.500% | 10/1/22 | 8,363 | 8,663 | |||||||||||
Fiserv Inc. | 3.800% | 10/1/23 | 8,875 | 9,355 | |||||||||||
Fiserv Inc. | 2.750% | 7/1/24 | 12,500 | 12,715 | |||||||||||
Flex Ltd. | 5.000% | 2/15/23 | 3,613 | 3,854 | |||||||||||
FLIR Systems Inc. | 3.125% | 6/15/21 | 2,625 | 2,644 | |||||||||||
Hewlett Packard Enterprise Co. | 3.600% | 10/15/20 | 25,014 | 25,286 | |||||||||||
Hewlett Packard Enterprise Co. | 3.500% | 10/5/21 | 3,600 | 3,684 | |||||||||||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 7,556 | 7,975 | |||||||||||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 2,750 | 2,749 | |||||||||||
HP Inc. | 4.375% | 9/15/21 | 11,300 | 11,686 | |||||||||||
HP Inc. | 4.050% | 9/15/22 | 3,881 | 4,053 | |||||||||||
IBM Credit LLC | 3.450% | 11/30/20 | 4,975 | 5,051 | |||||||||||
IBM Credit LLC | 1.800% | 1/20/21 | 8,225 | 8,213 | |||||||||||
IBM Credit LLC | 2.650% | 2/5/21 | 7,024 | 7,077 | |||||||||||
IBM Credit LLC | 3.600% | 11/30/21 | 3,875 | 4,002 | |||||||||||
IBM Credit LLC | 2.200% | 9/8/22 | 6,100 | 6,142 | |||||||||||
IBM Credit LLC | 3.000% | 2/6/23 | 8,100 | 8,331 | |||||||||||
Intel Corp. | 1.700% | 5/19/21 | 6,050 | 6,039 | |||||||||||
Intel Corp. | 3.300% | 10/1/21 | 14,011 | 14,371 | |||||||||||
Intel Corp. | 2.350% | 5/11/22 | 7,050 | 7,132 | |||||||||||
Intel Corp. | 3.100% | 7/29/22 | 8,365 | 8,629 | |||||||||||
Intel Corp. | 2.700% | 12/15/22 | 8,306 | 8,508 | |||||||||||
Intel Corp. | 2.875% | 5/11/24 | 3,050 | 3,163 | |||||||||||
International Business Machines Corp. | 2.250% | 2/19/21 | 8,769 | 8,807 | |||||||||||
International Business Machines Corp. | 2.800% | 5/13/21 | 11,050 | 11,196 | |||||||||||
International Business Machines Corp. | 2.500% | 1/27/22 | 8,675 | 8,777 | |||||||||||
International Business Machines Corp. | 2.850% | 5/13/22 | 20,250 | 20,687 | |||||||||||
International Business Machines Corp. | 1.875% | 8/1/22 | 5,035 | 5,036 | |||||||||||
International Business Machines Corp. | 2.875% | 11/9/22 | 5,705 | 5,851 | |||||||||||
International Business Machines Corp. | 3.375% | 8/1/23 | 10,064 | 10,527 | |||||||||||
International Business Machines Corp. | 3.625% | 2/12/24 | 10,650 | 11,270 | |||||||||||
International Business Machines Corp. | 3.000% | 5/15/24 | 20,775 | 21,511 | |||||||||||
Jabil Inc. | 5.625% | 12/15/20 | 3,456 | 3,555 | |||||||||||
Juniper Networks Inc. | 4.500% | 3/15/24 | 2,970 | 3,211 | |||||||||||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 3,959 | 4,301 | |||||||||||
KLA Corp. | 4.125% | 11/1/21 | 3,375 | 3,489 | |||||||||||
KLA Corp. | 4.650% | 11/1/24 | 8,116 | 8,895 | |||||||||||
Lam Research Corp. | 2.800% | 6/15/21 | 5,735 | 5,798 | |||||||||||
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 4,000 | 4,200 | |||||||||||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 3,599 | 3,693 | |||||||||||
Microchip Technology Inc. | 3.922% | 6/1/21 | 4,800 | 4,904 | |||||||||||
Microchip Technology Inc. | 4.333% | 6/1/23 | 5,100 | 5,388 | |||||||||||
Micron Technology Inc. | 4.640% | 2/6/24 | 3,900 | 4,217 | |||||||||||
Microsoft Corp. | 1.550% | 8/8/21 | 17,671 | 17,636 | |||||||||||
Microsoft Corp. | 2.400% | 2/6/22 | 14,224 | 14,426 | |||||||||||
Microsoft Corp. | 2.375% | 2/12/22 | 11,359 | 11,513 |
31
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Microsoft Corp. | 2.650% | 11/3/22 | 13,014 | 13,319 | |||||||||||
Microsoft Corp. | 2.125% | 11/15/22 | 3,556 | 3,593 | |||||||||||
Microsoft Corp. | 2.375% | 5/1/23 | 10,009 | 10,179 | |||||||||||
Microsoft Corp. | 2.000% | 8/8/23 | 12,785 | 12,856 | |||||||||||
Microsoft Corp. | 3.625% | 12/15/23 | 500 | 532 | |||||||||||
Microsoft Corp. | 2.875% | 2/6/24 | 16,716 | 17,332 | |||||||||||
Motorola Solutions Inc. | 3.750% | 5/15/22 | 3,855 | 3,981 | |||||||||||
Motorola Solutions Inc. | 3.500% | 3/1/23 | 5,031 | 5,187 | |||||||||||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 1,244 | 1,316 | |||||||||||
NetApp Inc. | 3.375% | 6/15/21 | 2,300 | 2,335 | |||||||||||
NetApp Inc. | 3.300% | 9/29/24 | 2,500 | 2,585 | |||||||||||
NVIDIA Corp. | 2.200% | 9/16/21 | 7,020 | 7,048 | |||||||||||
4 | NXP BV / NXP Funding LLC | 4.875% | 3/1/24 | 6,600 | 7,169 | ||||||||||
Oracle Corp. | 1.900% | 9/15/21 | 22,591 | 22,619 | |||||||||||
Oracle Corp. | 2.500% | 5/15/22 | 21,139 | 21,440 | |||||||||||
Oracle Corp. | 2.500% | 10/15/22 | 19,381 | 19,703 | |||||||||||
Oracle Corp. | 3.625% | 7/15/23 | 2,071 | 2,188 | |||||||||||
Oracle Corp. | 2.400% | 9/15/23 | 16,868 | 17,139 | |||||||||||
Oracle Corp. | 3.400% | 7/8/24 | 13,175 | 13,899 | |||||||||||
Oracle Corp. | 2.950% | 11/15/24 | 12,579 | 13,041 | |||||||||||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 6,400 | 6,436 | |||||||||||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 7,526 | 7,599 | |||||||||||
QUALCOMM Inc. | 3.000% | 5/20/22 | 10,568 | 10,824 | |||||||||||
QUALCOMM Inc. | 2.600% | 1/30/23 | 12,325 | 12,540 | |||||||||||
QUALCOMM Inc. | 2.900% | 5/20/24 | 6,806 | 7,013 | |||||||||||
salesforce.com Inc. | 3.250% | 4/11/23 | 7,275 | 7,553 | |||||||||||
Seagate HDD Cayman | 4.250% | 3/1/22 | 1,606 | 1,658 | |||||||||||
Seagate HDD Cayman | 4.750% | 6/1/23 | 1,437 | 1,521 | |||||||||||
Seagate HDD Cayman | 4.875% | 3/1/24 | 3,335 | 3,548 | |||||||||||
Texas Instruments Inc. | 2.750% | 3/12/21 | 5,018 | 5,073 | |||||||||||
Texas Instruments Inc. | 1.850% | 5/15/22 | 4,110 | 4,115 | |||||||||||
Texas Instruments Inc. | 2.625% | 5/15/24 | 1,700 | 1,742 | |||||||||||
Total System Services Inc. | 3.800% | 4/1/21 | 4,825 | 4,915 | |||||||||||
Total System Services Inc. | 3.750% | 6/1/23 | 5,120 | 5,344 | |||||||||||
Total System Services Inc. | 4.000% | 6/1/23 | 5,450 | 5,736 | |||||||||||
Trimble Inc. | 4.150% | 6/15/23 | 1,950 | 2,057 | |||||||||||
Trimble Inc. | 4.750% | 12/1/24 | 1,682 | 1,822 | |||||||||||
Tyco Electronics Group SA | 4.875% | 1/15/21 | 5,727 | 5,886 | |||||||||||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 1,650 | 1,698 | |||||||||||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 2,000 | 2,085 | |||||||||||
Verisk Analytics Inc. | 5.800% | 5/1/21 | 3,365 | 3,523 | |||||||||||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 3,025 | 3,163 | |||||||||||
VMware Inc. | 2.950% | 8/21/22 | 10,420 | 10,613 | |||||||||||
Xilinx Inc. | 3.000% | 3/15/21 | 2,190 | 2,215 | |||||||||||
Xilinx Inc. | 2.950% | 6/1/24 | 5,000 | 5,132 | |||||||||||
Transportation (0.4%) | |||||||||||||||
3 | American Airlines 2013-2 Class A Pass Through Trust | 4.950% | 7/15/24 | 4,954 | 5,180 | ||||||||||
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 6,075 | 6,215 | |||||||||||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 3,925 | 4,011 | |||||||||||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 4,849 | 4,975 | |||||||||||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 8,637 | 8,875 | |||||||||||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 1,300 | 1,380 | |||||||||||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 3,275 | 3,496 | |||||||||||
Canadian National Railway Co. | 2.850% | 12/15/21 | 2,710 | 2,747 | |||||||||||
Canadian Pacific Railway Co. | 9.450% | 8/1/21 | 1,200 | 1,329 | |||||||||||
3 | Continental Airlines 2007-1 Class A Pass Through Trust | 5.983% | 10/19/23 | 1,634 | 1,720 | ||||||||||
3 | Continental Airlines 2010-1 Class A Pass Through Trust | 4.750% | 7/12/22 | 985 | 1,006 | ||||||||||
3 | Continental Airlines 2012-1 Class A Pass Through Trust | 4.150% | 10/11/25 | 3,927 | 4,107 | ||||||||||
CSX Corp. | 4.250% | 6/1/21 | 3,770 | 3,866 | |||||||||||
CSX Corp. | 3.700% | 11/1/23 | 1,816 | 1,919 |
32
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
CSX Corp. | 3.400% | 8/1/24 | 3,341 | 3,517 | |||||||||||
3 | Delta Air Lines 2007-1 Class A Pass Through Trust | 6.821% | 2/10/24 | 2,044 | 2,226 | ||||||||||
Delta Air Lines 2019-1 Class AA Pass Through Trust | 3.204% | 4/25/24 | 2,900 | 3,012 | |||||||||||
Delta Air Lines Inc. | 2.600% | 12/4/20 | 2,000 | 2,006 | |||||||||||
Delta Air Lines Inc. | 3.400% | 4/19/21 | 4,400 | 4,453 | |||||||||||
Delta Air Lines Inc. | 3.625% | 3/15/22 | 9,000 | 9,219 | |||||||||||
Delta Air Lines Inc. | 3.800% | 4/19/23 | 5,900 | 6,120 | |||||||||||
Delta Air Lines Inc. | 2.900% | 10/28/24 | 4,275 | 4,285 | |||||||||||
FedEx Corp. | 3.400% | 1/14/22 | 350 | 359 | |||||||||||
FedEx Corp. | 2.625% | 8/1/22 | 3,895 | 3,952 | |||||||||||
FedEx Corp. | 4.000% | 1/15/24 | 300 | 321 | |||||||||||
Kansas City Southern | 3.000% | 5/15/23 | 2,485 | 2,539 | |||||||||||
Norfolk Southern Corp. | 3.250% | 12/1/21 | 5,418 | 5,537 | |||||||||||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 5,842 | 5,970 | |||||||||||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 5,191 | 5,303 | |||||||||||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 1,936 | 2,051 | |||||||||||
Ryder System Inc. | 3.500% | 6/1/21 | 2,600 | 2,650 | |||||||||||
Ryder System Inc. | 2.250% | 9/1/21 | 1,910 | 1,912 | |||||||||||
Ryder System Inc. | 2.800% | 3/1/22 | 1,550 | 1,574 | |||||||||||
Ryder System Inc. | 3.400% | 3/1/23 | 9,682 | 9,979 | |||||||||||
Ryder System Inc. | 3.750% | 6/9/23 | 7,020 | 7,326 | |||||||||||
Ryder System Inc. | 3.650% | 3/18/24 | 675 | 709 | |||||||||||
Southwest Airlines Co. | 2.750% | 11/16/22 | 2,400 | 2,434 | |||||||||||
Union Pacific Corp. | 4.000% | 2/1/21 | 3,695 | 3,757 | |||||||||||
Union Pacific Corp. | 3.200% | 6/8/21 | 2,800 | 2,848 | |||||||||||
Union Pacific Corp. | 2.950% | 3/1/22 | 3,800 | 3,881 | |||||||||||
Union Pacific Corp. | 4.163% | 7/15/22 | 2,292 | 2,408 | |||||||||||
Union Pacific Corp. | 2.950% | 1/15/23 | 1,375 | 1,409 | |||||||||||
Union Pacific Corp. | 2.750% | 4/15/23 | 250 | 255 | |||||||||||
Union Pacific Corp. | 3.500% | 6/8/23 | 1,150 | 1,203 | |||||||||||
Union Pacific Corp. | 3.646% | 2/15/24 | 1,750 | 1,842 | |||||||||||
Union Pacific Corp. | 3.150% | 3/1/24 | 4,005 | 4,160 | |||||||||||
Union Pacific Corp. | 3.750% | 3/15/24 | 1,745 | 1,846 | |||||||||||
United Parcel Service Inc. | 3.125% | 1/15/21 | 7,354 | 7,448 | |||||||||||
United Parcel Service Inc. | 2.050% | 4/1/21 | 8,900 | 8,923 | |||||||||||
United Parcel Service Inc. | 2.350% | 5/16/22 | 6,947 | 7,024 | |||||||||||
United Parcel Service Inc. | 2.450% | 10/1/22 | 7,390 | 7,505 | |||||||||||
United Parcel Service Inc. | 2.500% | 4/1/23 | 1,991 | 2,022 | |||||||||||
United Parcel Service Inc. | 2.200% | 9/1/24 | 100 | 101 | |||||||||||
United Parcel Service Inc. | 2.800% | 11/15/24 | 1,050 | 1,083 | |||||||||||
6,748,098 | |||||||||||||||
Utilities (1.1%) | |||||||||||||||
Electric (1.0%) | |||||||||||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 2,300 | 2,316 | |||||||||||
Alabama Power Co. | 2.450% | 3/30/22 | 5,568 | 5,637 | |||||||||||
Alabama Power Co. | 3.550% | 12/1/23 | 2,200 | 2,318 | |||||||||||
Ameren Corp. | 2.500% | 9/15/24 | 625 | 630 | |||||||||||
American Electric Power Co. Inc. | 3.650% | 12/1/21 | 4,600 | 4,741 | |||||||||||
American Electric Power Co. Inc. | 2.950% | 12/15/22 | 1,985 | 2,027 | |||||||||||
Appalachian Power Co. | 4.600% | 3/30/21 | 3,117 | 3,199 | |||||||||||
Avangrid Inc. | 3.150% | 12/1/24 | 4,425 | 4,561 | |||||||||||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 2,400 | 2,464 | |||||||||||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 2,874 | 2,981 | |||||||||||
Berkshire Hathaway Energy Co. | 2.375% | 1/15/21 | 1,100 | 1,103 | |||||||||||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 3,026 | 3,086 | |||||||||||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 4,930 | 5,203 | |||||||||||
CenterPoint Energy Houston Electric LLC | 1.850% | 6/1/21 | 2,365 | 2,365 | |||||||||||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 1,131 | 1,137 | |||||||||||
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 2,075 | 2,124 | |||||||||||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 3,750 | 3,777 | |||||||||||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 5,375 | 5,643 | |||||||||||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 3,000 | 3,003 | |||||||||||
CMS Energy Corp. | 5.050% | 3/15/22 | 3,915 | 4,129 |
33
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Commonwealth Edison Co. | 3.400% | 9/1/21 | 2,200 | 2,251 | |||||||||||
Consolidated Edison Inc. | 2.000% | 5/15/21 | 4,281 | 4,279 | |||||||||||
Consumers Energy Co. | 2.850% | 5/15/22 | 1,400 | 1,430 | |||||||||||
Consumers Energy Co. | 3.375% | 8/15/23 | 2,425 | 2,530 | |||||||||||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 3,675 | 3,849 | |||||||||||
Dominion Energy Inc. | 2.715% | 8/15/21 | 5,136 | 5,174 | |||||||||||
Dominion Energy Inc. | 2.750% | 1/15/22 | 2,700 | 2,733 | |||||||||||
Dominion Energy Inc. | 2.750% | 9/15/22 | 6,328 | 6,401 | |||||||||||
DTE Electric Co. | 3.650% | 3/15/24 | 2,434 | 2,570 | |||||||||||
DTE Energy Co. | 2.600% | 6/15/22 | 1,500 | 1,507 | |||||||||||
DTE Energy Co. | 3.300% | 6/15/22 | 2,935 | 3,001 | |||||||||||
DTE Energy Co. | 2.250% | 11/1/22 | 1,500 | 1,500 | |||||||||||
DTE Energy Co. | 3.700% | 8/1/23 | 4,750 | 4,945 | |||||||||||
DTE Energy Co. | 3.850% | 12/1/23 | 3,000 | 3,147 | |||||||||||
DTE Energy Co. | 3.500% | 6/1/24 | 4,233 | 4,410 | |||||||||||
DTE Energy Co. | 2.529% | 10/1/24 | 1,029 | 1,031 | |||||||||||
Duke Energy Carolinas LLC | 3.900% | 6/15/21 | 3,112 | 3,189 | |||||||||||
Duke Energy Carolinas LLC | 3.350% | 5/15/22 | 3,200 | 3,299 | |||||||||||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 1,751 | 1,775 | |||||||||||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 5,175 | 5,328 | |||||||||||
Duke Energy Corp. | 1.800% | 9/1/21 | 4,905 | 4,892 | |||||||||||
Duke Energy Corp. | 3.550% | 9/15/21 | 2,350 | 2,403 | |||||||||||
Duke Energy Corp. | 2.400% | 8/15/22 | 2,700 | 2,720 | |||||||||||
Duke Energy Corp. | 3.050% | 8/15/22 | 3,446 | 3,523 | |||||||||||
Duke Energy Corp. | 3.950% | 10/15/23 | 3,612 | 3,818 | |||||||||||
Duke Energy Corp. | 3.750% | 4/15/24 | 5,127 | 5,433 | |||||||||||
Duke Energy Florida LLC | 3.100% | 8/15/21 | 4,993 | 5,073 | |||||||||||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 3,195 | 3,374 | |||||||||||
Duke Energy Progress LLC | 3.000% | 9/15/21 | 4,505 | 4,587 | |||||||||||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 3,026 | 3,082 | |||||||||||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,000 | 2,089 | |||||||||||
Edison International | 2.400% | 9/15/22 | 4,125 | 4,094 | |||||||||||
Edison International | 3.125% | 11/15/22 | 410 | 415 | |||||||||||
Edison International | 2.950% | 3/15/23 | 2,911 | 2,907 | |||||||||||
Edison International | 3.550% | 11/15/24 | 8,105 | 8,302 | |||||||||||
Emera US Finance LP | 2.700% | 6/15/21 | 7,716 | 7,775 | |||||||||||
Entergy Arkansas Inc. | 3.750% | 2/15/21 | 2,715 | 2,759 | |||||||||||
Entergy Arkansas Inc. | 3.700% | 6/1/24 | 3,275 | 3,470 | |||||||||||
Entergy Corp. | 4.000% | 7/15/22 | 5,807 | 6,045 | |||||||||||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,617 | 2,999 | |||||||||||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 2,300 | 2,446 | |||||||||||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 150 | 171 | |||||||||||
Evergy Inc. | 2.450% | 9/15/24 | 4,130 | 4,150 | |||||||||||
Eversource Energy | 2.500% | 3/15/21 | 4,100 | 4,123 | |||||||||||
Eversource Energy | 2.750% | 3/15/22 | 3,681 | 3,731 | |||||||||||
Eversource Energy | 3.800% | 12/1/23 | 6,112 | 6,394 | |||||||||||
Eversource Energy | 2.900% | 10/1/24 | 7,249 | 7,393 | |||||||||||
Exelon Corp. | 5.150% | 12/1/20 | 2,674 | 2,727 | |||||||||||
Exelon Corp. | 2.450% | 4/15/21 | 3,998 | 4,019 | |||||||||||
Exelon Corp. | 3.497% | 6/1/22 | 6,516 | 6,684 | |||||||||||
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 3,250 | 3,327 | |||||||||||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 5,186 | 5,420 | |||||||||||
FirstEnergy Corp. | 2.850% | 7/15/22 | 3,603 | 3,657 | |||||||||||
FirstEnergy Corp. | 4.250% | 3/15/23 | 6,334 | 6,677 | |||||||||||
Florida Power & Light Co. | 2.750% | 6/1/23 | 4,320 | 4,416 | |||||||||||
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,700 | 2,817 | |||||||||||
Georgia Power Co. | 2.400% | 4/1/21 | 6,450 | 6,474 | |||||||||||
Georgia Power Co. | 2.850% | 5/15/22 | 1,100 | 1,119 | |||||||||||
Georgia Power Co. | 2.200% | 9/15/24 | 4,465 | 4,387 | |||||||||||
Great Plains Energy Inc. | 4.850% | 6/1/21 | 3,175 | 3,274 | |||||||||||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 3,210 | 3,346 | |||||||||||
ITC Holdings Corp. | 2.700% | 11/15/22 | 6,767 | 6,849 | |||||||||||
Kansas City Power & Light Co. | 3.150% | 3/15/23 | 1,825 | 1,875 | |||||||||||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 5,857 | 6,213 |
34
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.900% | 3/15/21 | 4,750 | 4,804 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 8,139 | 8,307 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 471 | 476 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 2,608 | 2,658 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 2,372 | 2,494 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 5,780 | 5,961 | |||||||||||
NextEra Energy Capital Holdings Inc. | 4.500% | 6/1/21 | 3,440 | 3,533 | |||||||||||
NextEra Energy Capital Holdings Inc. | 2.403% | 9/1/21 | 8,000 | 8,039 | |||||||||||
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 5,604 | 5,696 | |||||||||||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 5,280 | 5,358 | |||||||||||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 5,850 | 6,032 | |||||||||||
Northern States Power Co. | 2.600% | 5/15/23 | 1,800 | 1,826 | |||||||||||
Ohio Power Co. | 5.375% | 10/1/21 | 100 | 106 | |||||||||||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 1,525 | 1,591 | |||||||||||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 4,850 | 4,928 | |||||||||||
PacifiCorp | 3.850% | 6/15/21 | 2,710 | 2,773 | |||||||||||
PacifiCorp | 2.950% | 2/1/22 | 4,619 | 4,707 | |||||||||||
PacifiCorp | 3.600% | 4/1/24 | 2,700 | 2,844 | |||||||||||
PECO Energy Co. | 1.700% | 9/15/21 | 3,160 | 3,154 | |||||||||||
Pinnacle West Capital Corp. | 2.250% | 11/30/20 | 2,800 | 2,807 | |||||||||||
PNM Resources Inc. | 3.250% | 3/9/21 | 2,200 | 2,226 | |||||||||||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 3,060 | 3,190 | |||||||||||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 7,114 | 7,308 | |||||||||||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 150 | 158 | |||||||||||
PPL Electric Utilities Corp. | 3.000% | 9/15/21 | 350 | 356 | |||||||||||
Progress Energy Inc. | 4.400% | 1/15/21 | 2,422 | 2,463 | |||||||||||
Progress Energy Inc. | 3.150% | 4/1/22 | 1,000 | 1,020 | |||||||||||
PSEG Power LLC | 3.000% | 6/15/21 | 2,500 | 2,529 | |||||||||||
PSEG Power LLC | 3.850% | 6/1/23 | 5,670 | 5,938 | |||||||||||
Public Service Electric & Gas Co. | 1.900% | 3/15/21 | 3,031 | 3,037 | |||||||||||
Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 4,000 | 4,044 | |||||||||||
Public Service Enterprise Group Inc. | 2.000% | 11/15/21 | 600 | 599 | |||||||||||
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 5,000 | 5,077 | |||||||||||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 4,550 | 4,634 | |||||||||||
Puget Energy Inc. | 6.500% | 12/15/20 | 4,075 | 4,242 | |||||||||||
Puget Energy Inc. | 6.000% | 9/1/21 | 3,609 | 3,825 | |||||||||||
Puget Energy Inc. | 5.625% | 7/15/22 | 3,315 | 3,555 | |||||||||||
San Diego Gas & Electric Co. | 3.000% | 8/15/21 | 3,247 | 3,292 | |||||||||||
San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 1,248 | 1,302 | |||||||||||
Southern California Edison Co. | 2.900% | 3/1/21 | 2,175 | 2,198 | |||||||||||
Southern California Edison Co. | 3.875% | 6/1/21 | 1,790 | 1,828 | |||||||||||
3 | Southern California Edison Co. | 1.845% | 2/1/22 | 1,448 | 1,430 | ||||||||||
Southern California Edison Co. | 2.400% | 2/1/22 | 1,200 | 1,206 | |||||||||||
Southern California Edison Co. | 3.400% | 6/1/23 | 2,500 | 2,577 | |||||||||||
Southern California Edison Co. | 3.500% | 10/1/23 | 2,659 | 2,766 | |||||||||||
Southern Co. | 2.350% | 7/1/21 | 4,559 | 4,575 | |||||||||||
Southern Co. | 2.950% | 7/1/23 | 2,600 | 2,647 | |||||||||||
3 | Southern Co. | 5.500% | 3/15/57 | 2,150 | 2,247 | ||||||||||
Southern Power Co. | 2.500% | 12/15/21 | 3,500 | 3,527 | |||||||||||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 3,078 | 3,198 | |||||||||||
Union Electric Co. | 3.500% | 4/15/24 | 2,600 | 2,731 | |||||||||||
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 6,395 | 6,498 | |||||||||||
Virginia Electric & Power Co. | 2.750% | 3/15/23 | 10,900 | 11,074 | |||||||||||
WEC Energy Group Inc. | 3.375% | 6/15/21 | 3,725 | 3,793 | |||||||||||
Wisconsin Electric Power Co. | 2.950% | 9/15/21 | 1,075 | 1,091 | |||||||||||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 700 | 699 | |||||||||||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 4,413 | 4,539 | |||||||||||
Xcel Energy Inc. | 2.400% | 3/15/21 | 5,450 | 5,476 | |||||||||||
Xcel Energy Inc. | 2.600% | 3/15/22 | 2,075 | 2,099 | |||||||||||
Natural Gas (0.1%) | |||||||||||||||
CenterPoint Energy Resources Corp. | 4.500% | 1/15/21 | 2,726 | 2,775 | |||||||||||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 2,775 | 2,868 | |||||||||||
NiSource Inc. | 2.650% | 11/17/22 | 2,775 | 2,809 |
35
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
NiSource Inc. | 3.650% | 6/15/23 | 2,750 | 2,867 | |||||||||||
ONE Gas Inc. | 3.610% | 2/1/24 | 1,895 | 1,985 | |||||||||||
Sempra Energy | 2.875% | 10/1/22 | 3,491 | 3,550 | |||||||||||
Sempra Energy | 2.900% | 2/1/23 | 4,125 | 4,185 | |||||||||||
Sempra Energy | 4.050% | 12/1/23 | 3,281 | 3,472 | |||||||||||
Southern Co. Gas Capital Corp. | 3.500% | 9/15/21 | 2,427 | 2,478 | |||||||||||
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 4,050 | 4,058 | |||||||||||
Other Utility (0.0%) | |||||||||||||||
American Water Capital Corp. | 3.850% | 3/1/24 | 3,525 | 3,722 | |||||||||||
546,099 | |||||||||||||||
Total Corporate Bonds (Cost $12,327,319) | 12,573,830 | ||||||||||||||
Sovereign Bonds (6.6%) | |||||||||||||||
African Development Bank | 2.625% | 3/22/21 | 18,715 | 18,912 | |||||||||||
African Development Bank | 1.250% | 7/26/21 | 9,984 | 9,918 | |||||||||||
African Development Bank | 2.375% | 9/23/21 | 12,035 | 12,175 | |||||||||||
African Development Bank | 1.625% | 9/16/22 | 12,200 | 12,180 | |||||||||||
African Development Bank | 2.125% | 11/16/22 | 19,525 | 19,757 | |||||||||||
African Development Bank | 3.000% | 9/20/23 | 8,850 | 9,256 | |||||||||||
Asian Development Bank | 2.250% | 1/20/21 | 8,700 | 8,746 | |||||||||||
Asian Development Bank | 1.625% | 3/16/21 | 24,097 | 24,067 | |||||||||||
Asian Development Bank | 1.750% | 6/8/21 | 21,705 | 21,720 | |||||||||||
Asian Development Bank | 2.125% | 11/24/21 | 7,400 | 7,460 | |||||||||||
Asian Development Bank | 2.000% | 2/16/22 | 26,305 | 26,496 | |||||||||||
Asian Development Bank | 1.875% | 2/18/22 | 25,720 | 25,846 | |||||||||||
Asian Development Bank | 1.875% | 7/19/22 | 19,671 | 19,757 | |||||||||||
Asian Development Bank | 1.875% | 8/10/22 | 11,535 | 11,572 | |||||||||||
Asian Development Bank | 1.750% | 9/13/22 | 31,137 | 31,187 | |||||||||||
Asian Development Bank | 2.750% | 3/17/23 | 15,810 | 16,321 | |||||||||||
Asian Development Bank | 2.625% | 1/30/24 | 9,300 | 9,617 | |||||||||||
Asian Development Bank | 1.500% | 10/18/24 | 11,315 | 11,183 | |||||||||||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 15,500 | 15,795 | |||||||||||
Canada | 2.625% | 1/25/22 | 14,700 | 14,981 | |||||||||||
Canada | 2.000% | 11/15/22 | 20,065 | 20,256 | |||||||||||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 22,156 | 22,577 | |||||||||||
CNOOC Finance 2015 USA LLC | 3.750% | 5/2/23 | 200 | 208 | |||||||||||
CNOOC Nexen Finance 2014 ULC | 4.250% | 4/30/24 | 12,365 | 13,207 | |||||||||||
Corp Andina de Fomento | 3.250% | 2/11/22 | 8,000 | 8,142 | |||||||||||
Corp Andina de Fomento | 3.750% | 11/23/23 | 7,015 | 7,338 | |||||||||||
Corp. Andina de Fomento | 2.125% | 9/27/21 | 6,610 | 6,593 | |||||||||||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 6,251 | 6,545 | |||||||||||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 7,750 | 7,817 | |||||||||||
Council Of Europe Development Bank | 1.625% | 3/16/21 | 4,750 | 4,741 | |||||||||||
Council Of Europe Development Bank | 1.750% | 9/26/22 | 6,180 | 6,188 | |||||||||||
Council Of Europe Development Bank | 2.625% | 2/13/23 | 9,762 | 10,032 | |||||||||||
Ecopetrol SA | 5.875% | 9/18/23 | 12,515 | 13,892 | |||||||||||
Equinor ASA | 2.750% | 11/10/21 | 3,000 | 3,049 | |||||||||||
Equinor ASA | 3.150% | 1/23/22 | 15,084 | 15,468 | |||||||||||
Equinor ASA | 2.450% | 1/17/23 | 7,965 | 8,086 | |||||||||||
Equinor ASA | 2.650% | 1/15/24 | 10,125 | 10,357 | |||||||||||
Equinor ASA | 3.700% | 3/1/24 | 3,048 | 3,246 | |||||||||||
Equinor ASA | 3.250% | 11/10/24 | 1,753 | 1,846 | |||||||||||
European Bank for Reconstruction & Development | 2.000% | 2/1/21 | 8,542 | 8,563 | |||||||||||
European Bank for Reconstruction & Development | 2.750% | 4/26/21 | 5,300 | 5,367 | |||||||||||
European Bank for Reconstruction & Development | 1.875% | 7/15/21 | 14,600 | 14,634 | |||||||||||
European Bank for Reconstruction & Development | 1.500% | 11/2/21 | 4,904 | 4,889 | |||||||||||
European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 9,561 | 9,602 | |||||||||||
European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 14,520 | 14,990 | |||||||||||
European Investment Bank | 4.000% | 2/16/21 | 14,595 | 14,954 | |||||||||||
European Investment Bank | 2.000% | 3/15/21 | 39,292 | 39,418 | |||||||||||
European Investment Bank | 2.500% | 4/15/21 | 22,115 | 22,327 | |||||||||||
European Investment Bank | 2.375% | 5/13/21 | 25,290 | 25,505 | |||||||||||
European Investment Bank | 1.625% | 6/15/21 | 33,259 | 33,205 |
36
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
European Investment Bank | 1.375% | 9/15/21 | 19,285 | 19,193 | |||||||||||
European Investment Bank | 2.125% | 10/15/21 | 20,610 | 20,774 | |||||||||||
European Investment Bank | 2.875% | 12/15/21 | 24,620 | 25,182 | |||||||||||
European Investment Bank | 2.250% | 3/15/22 | 29,150 | 29,520 | |||||||||||
European Investment Bank | 2.625% | 5/20/22 | 5,381 | 5,502 | |||||||||||
European Investment Bank | 2.375% | 6/15/22 | 17,110 | 17,390 | |||||||||||
European Investment Bank | 2.250% | 8/15/22 | 20,065 | 20,352 | |||||||||||
European Investment Bank | 1.375% | 9/6/22 | 18,700 | 18,552 | |||||||||||
European Investment Bank | 2.000% | 12/15/22 | 21,880 | 22,075 | |||||||||||
European Investment Bank | 2.500% | 3/15/23 | 36,794 | 37,720 | |||||||||||
European Investment Bank | 2.875% | 8/15/23 | 23,465 | 24,437 | |||||||||||
European Investment Bank | 3.125% | 12/14/23 | 22,303 | 23,495 | |||||||||||
European Investment Bank | 3.250% | 1/29/24 | 31,488 | 33,344 | |||||||||||
European Investment Bank | 2.625% | 3/15/24 | 18,465 | 19,121 | |||||||||||
European Investment Bank | 2.250% | 6/24/24 | 4,066 | 4,154 | |||||||||||
Export Development Canada | 1.500% | 5/26/21 | 6,650 | 6,625 | |||||||||||
Export Development Canada | 1.375% | 10/21/21 | 8,250 | 8,197 | |||||||||||
Export Development Canada | 1.750% | 7/18/22 | 6,200 | 6,223 | |||||||||||
Export Development Canada | 2.500% | 1/24/23 | 6,550 | 6,703 | |||||||||||
Export Development Canada | 2.750% | 3/15/23 | 9,000 | 9,290 | |||||||||||
Export Development Canada | 2.625% | 2/21/24 | 4,650 | 4,798 | |||||||||||
Export-Import Bank of Korea | 2.625% | 12/30/20 | 6,550 | 6,584 | |||||||||||
Export-Import Bank of Korea | 4.000% | 1/29/21 | 13,244 | 13,501 | |||||||||||
Export-Import Bank of Korea | 2.125% | 2/11/21 | 6,850 | 6,851 | |||||||||||
Export-Import Bank of Korea | 2.500% | 5/10/21 | 4,100 | 4,121 | |||||||||||
Export-Import Bank of Korea | 4.375% | 9/15/21 | 6,920 | 7,192 | |||||||||||
Export-Import Bank of Korea | 1.875% | 10/21/21 | 2,575 | 2,568 | |||||||||||
Export-Import Bank of Korea | 2.750% | 1/25/22 | 1,100 | 1,117 | |||||||||||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 7,550 | 8,043 | |||||||||||
Export-Import Bank of Korea | 3.000% | 11/1/22 | 7,885 | 8,089 | |||||||||||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 3,120 | 3,285 | |||||||||||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 5,100 | 5,451 | |||||||||||
FMS Wertmanagement AoeR | 2.750% | 3/6/23 | 10,450 | 10,781 | |||||||||||
FMS Wertmanagement AoeR | 1.375% | 6/8/21 | 4,040 | 4,021 | |||||||||||
FMS Wertmanagement AoeR | 2.000% | 8/1/22 | 20,235 | 20,388 | |||||||||||
Hydro-Quebec | 9.400% | 2/1/21 | 2,225 | 2,400 | |||||||||||
Hydro-Quebec | 8.400% | 1/15/22 | 5,825 | 6,542 | |||||||||||
Hydro-Quebec | 8.050% | 7/7/24 | 5,150 | 6,415 | |||||||||||
Industrial & Commercial Bank of China Ltd. | 2.635% | 5/26/21 | 5,850 | 5,870 | |||||||||||
Industrial & Commercial Bank of China Ltd. | 2.452% | 10/20/21 | 3,000 | 3,004 | |||||||||||
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 5,950 | 6,037 | |||||||||||
Inter-American Development Bank | 1.875% | 3/15/21 | 14,606 | 14,626 | |||||||||||
Inter-American Development Bank | 2.625% | 4/19/21 | 25,988 | 26,274 | |||||||||||
Inter-American Development Bank | 1.875% | 7/23/21 | 5,450 | 5,467 | |||||||||||
Inter-American Development Bank | 1.250% | 9/14/21 | 1,500 | 1,490 | |||||||||||
Inter-American Development Bank | 2.125% | 1/18/22 | 24,450 | 24,673 | |||||||||||
Inter-American Development Bank | 1.750% | 4/14/22 | 14,030 | 14,055 | |||||||||||
Inter-American Development Bank | 1.750% | 9/14/22 | 16,300 | 16,330 | |||||||||||
Inter-American Development Bank | 3.000% | 9/26/22 | 6,000 | 6,194 | |||||||||||
Inter-American Development Bank | 2.500% | 1/18/23 | 26,633 | 27,271 | |||||||||||
Inter-American Development Bank | 3.000% | 10/4/23 | 9,980 | 10,458 | |||||||||||
Inter-American Development Bank | 2.625% | 1/16/24 | 20,650 | 21,339 | |||||||||||
Inter-American Development Bank | 3.000% | 2/21/24 | 25,200 | 26,394 | |||||||||||
International Bank for Reconstruction & Development | 1.625% | 3/9/21 | 19,223 | 19,200 | |||||||||||
International Bank for Reconstruction & Development | 1.375% | 5/24/21 | 28,880 | 28,740 | |||||||||||
International Bank for Reconstruction & Development | 2.250% | 6/24/21 | 23,210 | 23,385 | |||||||||||
International Bank for Reconstruction & Development | 2.750% | 7/23/21 | 45,659 | 46,413 | |||||||||||
International Bank for Reconstruction & Development | 1.375% | 9/20/21 | 34,720 | 34,554 | |||||||||||
International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 8,065 | 8,129 | |||||||||||
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 30,340 | 30,543 | |||||||||||
International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 16,625 | 16,614 | |||||||||||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 33,650 | 34,015 | |||||||||||
International Bank for Reconstruction & Development | 1.875% | 10/7/22 | 3,894 | 3,913 | |||||||||||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 10,196 | 11,971 |
37
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 6,375 | 6,381 | |||||||||||
International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 38,375 | 38,563 | |||||||||||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 30,475 | 31,892 | |||||||||||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 16,800 | 17,313 | |||||||||||
International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 23,650 | 23,382 | |||||||||||
International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 26,803 | 27,711 | |||||||||||
International Finance Corp. | 2.250% | 1/25/21 | 19,025 | 19,125 | |||||||||||
International Finance Corp. | 1.125% | 7/20/21 | 5,540 | 5,495 | |||||||||||
International Finance Corp. | 2.875% | 7/31/23 | 10,500 | 10,922 | |||||||||||
International Finance Corp. | 1.375% | 10/16/24 | 17,000 | 16,674 | |||||||||||
5 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 6,820 | 6,956 | ||||||||||
5 | Japan Bank for International Cooperation | 1.500% | 7/21/21 | 7,300 | 7,266 | ||||||||||
5 | Japan Bank for International Cooperation | 2.000% | 11/4/21 | 13,475 | 13,509 | ||||||||||
5 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 6,305 | 6,392 | ||||||||||
5 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 9,500 | 9,607 | ||||||||||
5 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 1,750 | 1,734 | ||||||||||
5 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 11,410 | 11,551 | ||||||||||
5 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 19,125 | 19,861 | ||||||||||
5 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,475 | 1,547 | ||||||||||
5 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 10,000 | 10,519 | ||||||||||
5 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 11,700 | 11,913 | ||||||||||
5 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 10,865 | 11,282 | ||||||||||
5 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 2,500 | 2,461 | ||||||||||
6 | KFW | 1.625% | 3/15/21 | 27,275 | 27,251 | ||||||||||
6 | KFW | 2.375% | 3/24/21 | 25,600 | 25,787 | ||||||||||
6 | KFW | 2.625% | 4/12/21 | 35,000 | 35,411 | ||||||||||
6 | KFW | 1.500% | 6/15/21 | 30,700 | 30,648 | ||||||||||
6 | KFW | 2.375% | 8/25/21 | 19,500 | 19,725 | ||||||||||
6 | KFW | 1.750% | 9/15/21 | 19,600 | 19,630 | ||||||||||
6 | KFW | 2.000% | 11/30/21 | 26,115 | 26,281 | ||||||||||
6 | KFW | 3.125% | 12/15/21 | 38,480 | 39,550 | ||||||||||
6 | KFW | 2.625% | 1/25/22 | 13,055 | 13,309 | ||||||||||
6 | KFW | 2.500% | 2/15/22 | 21,090 | 21,435 | ||||||||||
6 | KFW | 2.125% | 3/7/22 | 33,410 | 33,713 | ||||||||||
6 | KFW | 2.125% | 6/15/22 | 12,901 | 13,036 | ||||||||||
6 | KFW | 1.750% | 8/22/22 | 5,200 | 5,210 | ||||||||||
6 | KFW | 2.000% | 10/4/22 | 30,140 | 30,391 | ||||||||||
6 | KFW | 2.375% | 12/29/22 | 15,046 | 15,355 | ||||||||||
6 | KFW | 2.125% | 1/17/23 | 29,580 | 30,014 | ||||||||||
6 | KFW | 2.625% | 2/28/24 | 18,000 | 18,618 | ||||||||||
6 | KFW | 1.375% | 8/5/24 | 24,235 | 23,779 | ||||||||||
6 | KFW | 2.500% | 11/20/24 | 31,550 | 32,586 | ||||||||||
Korea Development Bank | 2.500% | 1/13/21 | 9,940 | 9,974 | |||||||||||
Korea Development Bank | 4.625% | 11/16/21 | 8,155 | 8,521 | |||||||||||
Korea Development Bank | 2.625% | 2/27/22 | 3,008 | 3,048 | |||||||||||
Korea Development Bank | 3.000% | 3/19/22 | 3,350 | 3,437 | |||||||||||
Korea Development Bank | 3.000% | 9/14/22 | 3,060 | 3,134 | |||||||||||
Korea Development Bank | 3.375% | 3/12/23 | 2,000 | 2,075 | |||||||||||
Korea Development Bank | 2.750% | 3/19/23 | 4,700 | 4,781 | |||||||||||
Korea Development Bank | 3.750% | 1/22/24 | 4,750 | 5,035 | |||||||||||
Korea Development Bank | 3.250% | 2/19/24 | 1,500 | 1,560 | |||||||||||
Korea Development Bank | 2.125% | 10/1/24 | 3,000 | 2,988 | |||||||||||
6 | Landwirtschaftliche Rentenbank | 1.750% | 9/24/21 | 3,500 | 3,505 | ||||||||||
6 | Landwirtschaftliche Rentenbank | 2.250% | 10/1/21 | 6,690 | 6,751 | ||||||||||
6 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 12,730 | 12,800 | ||||||||||
6 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 7,430 | 7,823 | ||||||||||
Nordic Investment Bank | 2.250% | 2/1/21 | 10,014 | 10,061 | |||||||||||
Nordic Investment Bank | 1.250% | 8/2/21 | 7,850 | 7,798 | |||||||||||
Nordic Investment Bank | 2.250% | 9/30/21 | 3,550 | 3,582 | |||||||||||
Nordic Investment Bank | 2.125% | 2/1/22 | 9,380 | 9,463 | |||||||||||
Nordic Investment Bank | 1.375% | 10/17/22 | 5,000 | 4,956 | |||||||||||
Nordic Investment Bank | 2.875% | 7/19/23 | 5,500 | 5,717 | |||||||||||
Nordic Investment Bank | 2.250% | 5/21/24 | 667 | 679 | |||||||||||
North American Development Bank | 2.400% | 10/26/22 | 2,500 | 2,510 |
38
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
7 | Oesterreichische Kontrollbank AG | 1.875% | 1/20/21 | 8,725 | 8,738 | ||||||||||
7 | Oesterreichische Kontrollbank AG | 2.875% | 9/7/21 | 7,300 | 7,439 | ||||||||||
7 | Oesterreichische Kontrollbank AG | 2.375% | 10/1/21 | 1,800 | 1,819 | ||||||||||
7 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 6,925 | 7,048 | ||||||||||
7 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 2,315 | 2,309 | ||||||||||
7 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 9,865 | 10,213 | ||||||||||
7 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 5,250 | 5,514 | ||||||||||
3 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 3,900 | 4,348 | ||||||||||
3 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 4,051 | 4,380 | ||||||||||
Petroleos Mexicanos | 5.500% | 1/21/21 | 7,220 | 7,415 | |||||||||||
Petroleos Mexicanos | 6.375% | 2/4/21 | 5,180 | 5,273 | |||||||||||
Petroleos Mexicanos | 4.875% | 1/24/22 | 4,887 | 5,077 | |||||||||||
Petroleos Mexicanos | 5.375% | 3/13/22 | 3,200 | 3,352 | |||||||||||
Petroleos Mexicanos | 3.500% | 1/30/23 | 9,255 | 9,349 | |||||||||||
Petroleos Mexicanos | 4.625% | 9/21/23 | 4,600 | 4,797 | |||||||||||
Petroleos Mexicanos | 4.875% | 1/18/24 | 4,580 | 4,802 | |||||||||||
3 | Petroleos Mexicanos | 2.290% | 2/15/24 | 855 | 861 | ||||||||||
Province of Alberta | 2.200% | 7/26/22 | 10,710 | 10,800 | |||||||||||
Province of Alberta | 3.350% | 11/1/23 | 10,925 | 11,505 | |||||||||||
Province of Alberta | 2.950% | 1/23/24 | 11,500 | 11,937 | |||||||||||
Province of Alberta | 1.875% | 11/13/24 | 18,300 | 18,241 | |||||||||||
Province of British Columbia | 2.650% | 9/22/21 | 5,058 | 5,133 | |||||||||||
Province of British Columbia | 2.000% | 10/23/22 | 5,999 | 6,034 | |||||||||||
Province of British Columbia | 1.750% | 9/27/24 | 5,400 | 5,343 | |||||||||||
Province of Manitoba | 2.050% | 11/30/20 | 9,700 | 9,713 | |||||||||||
Province of Manitoba | 2.125% | 5/4/22 | 2,361 | 2,378 | |||||||||||
Province of Manitoba | 2.100% | 9/6/22 | 3,475 | 3,495 | |||||||||||
Province of Manitoba | 2.600% | 4/16/24 | 6,750 | 6,931 | |||||||||||
Province of Manitoba | 3.050% | 5/14/24 | 7,140 | 7,450 | |||||||||||
Province of New Brunswick | 2.500% | 12/12/22 | 4,000 | 4,064 | |||||||||||
Province of Ontario | 2.550% | 2/12/21 | 17,840 | 17,984 | |||||||||||
Province of Ontario | 2.500% | 9/10/21 | 17,735 | 17,932 | |||||||||||
Province of Ontario | 2.400% | 2/8/22 | 12,810 | 12,966 | |||||||||||
Province of Ontario | 2.550% | 4/25/22 | 11,000 | 11,182 | |||||||||||
Province of Ontario | 2.250% | 5/18/22 | 22,045 | 22,257 | |||||||||||
Province of Ontario | 2.450% | 6/29/22 | 14,350 | 14,561 | |||||||||||
Province of Ontario | 2.200% | 10/3/22 | 5,383 | 5,434 | |||||||||||
Province of Ontario | 3.400% | 10/17/23 | 20,000 | 21,114 | |||||||||||
Province of Ontario | 3.050% | 1/29/24 | 8,100 | 8,440 | |||||||||||
Province of Ontario | 3.200% | 5/16/24 | 9,000 | 9,459 | |||||||||||
Province of Quebec | 2.750% | 8/25/21 | 18,308 | 18,604 | |||||||||||
Province of Quebec | 2.375% | 1/31/22 | 20,960 | 21,188 | |||||||||||
Province of Quebec | 2.625% | 2/13/23 | 1,875 | 1,921 | |||||||||||
Province of Quebec | 2.500% | 4/9/24 | 10,700 | 10,960 | |||||||||||
Province of Saskatchewan | 8.500% | 7/15/22 | 1,848 | 2,136 | |||||||||||
Republic of Chile | 3.250% | 9/14/21 | 8,209 | 8,362 | |||||||||||
Republic of Chile | 2.250% | 10/30/22 | 2,460 | 2,467 | |||||||||||
Republic of Colombia | 4.375% | 7/12/21 | 20,666 | 21,329 | |||||||||||
Republic of Colombia | 4.000% | 2/26/24 | 18,870 | 19,879 | |||||||||||
Republic of Colombia | 8.125% | 5/21/24 | 6,140 | 7,534 | |||||||||||
Republic of Hungary | 6.375% | 3/29/21 | 23,121 | 24,393 | |||||||||||
Republic of Hungary | 5.375% | 2/21/23 | 11,655 | 12,776 | |||||||||||
Republic of Hungary | 5.750% | 11/22/23 | 9,075 | 10,231 | |||||||||||
Republic of Hungary | 5.375% | 3/25/24 | 14,516 | 16,357 | |||||||||||
Republic of Indonesia | 2.950% | 1/11/23 | 7,620 | 7,745 | |||||||||||
Republic of Indonesia | 4.450% | 2/11/24 | 1,800 | 1,939 | |||||||||||
Republic of Italy | 6.875% | 9/27/23 | 23,572 | 26,792 | |||||||||||
Republic of Italy | 2.375% | 10/17/24 | 14,750 | 14,429 | |||||||||||
Republic of Korea | 3.875% | 9/11/23 | 8,700 | 9,263 | |||||||||||
3 | Republic of Panama | 4.000% | 9/22/24 | 10,413 | 11,129 | ||||||||||
Republic of Poland | 5.125% | 4/21/21 | 13,515 | 14,071 | |||||||||||
Republic of Poland | 5.000% | 3/23/22 | 10,778 | 11,503 | |||||||||||
Republic of Poland | 3.000% | 3/17/23 | 13,714 | 14,121 | |||||||||||
Republic of Poland | 4.000% | 1/22/24 | 10,267 | 11,050 |
39
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Republic of the Philippines | 4.000% | 1/15/21 | 8,477 | 8,635 | |||||||||||
Republic of the Philippines | 4.200% | 1/21/24 | 7,380 | 7,948 | |||||||||||
Republic of the Philippines | 9.500% | 10/21/24 | 3,251 | 4,331 | |||||||||||
State of Israel | 4.000% | 6/30/22 | 9,575 | 10,065 | |||||||||||
State of Israel | 3.150% | 6/30/23 | 6,800 | 7,072 | |||||||||||
Svensk Exportkredit AB | 1.750% | 3/10/21 | 8,400 | 8,399 | |||||||||||
Svensk Exportkredit AB | 2.375% | 4/9/21 | 5,300 | 5,341 | |||||||||||
Svensk Exportkredit AB | 2.875% | 5/22/21 | 7,450 | 7,566 | |||||||||||
Svensk Exportkredit AB | 1.625% | 9/12/21 | 2,750 | 2,746 | |||||||||||
Svensk Exportkredit AB | 3.125% | 11/8/21 | 6,750 | 6,922 | |||||||||||
Svensk Exportkredit AB | 2.375% | 3/9/22 | 6,300 | 6,385 | |||||||||||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 6,900 | 6,946 | |||||||||||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 8,000 | 7,981 | |||||||||||
Svensk Exportkredit AB | 2.875% | 3/14/23 | 9,300 | 9,633 | |||||||||||
Syngenta Finance NV | 3.125% | 3/28/22 | 3,615 | 3,643 | |||||||||||
United Mexican States | 3.625% | 3/15/22 | 19,625 | 20,214 | |||||||||||
United Mexican States | 4.000% | 10/2/23 | 19,385 | 20,422 | |||||||||||
Total Sovereign Bonds (Cost $3,264,526) | 3,312,441 | ||||||||||||||
Taxable Municipal Bonds (0.1%) | |||||||||||||||
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 2,195 | 2,207 | |||||||||||
California GO | 2.800% | 4/1/21 | 3,150 | 3,191 | |||||||||||
California GO | 5.700% | 11/1/21 | 5,330 | 5,705 | |||||||||||
California GO | 2.367% | 4/1/22 | 1,080 | 1,095 | |||||||||||
Florida Board of Administration Finance Corp Revenue | 2.638% | 7/1/21 | 4,500 | 4,554 | |||||||||||
Illinois GO | 4.950% | 6/1/23 | 7,889 | 8,233 | |||||||||||
Massachusetts GO | 4.200% | 12/1/21 | 2,250 | 2,318 | |||||||||||
8 | New Jersey Economic Development Authority Lease Revenue | 0.000% | 2/15/22 | 5,000 | 4,770 | ||||||||||
New York State Urban Development Corp. Revenue | 2.100% | 3/15/22 | 970 | 972 | |||||||||||
Oregon GO | 5.762% | 6/1/23 | 1,319 | 1,417 | |||||||||||
Utah GO | 4.554% | 7/1/24 | 9,895 | 10,476 | |||||||||||
Total Taxable Municipal Bonds (Cost $44,429) | 44,938 |
Shares | |||||||||||||||
Temporary Cash Investment (1.3%) | |||||||||||||||
Money Market Fund (1.3%) | |||||||||||||||
9 | Vanguard Market Liquidity Fund (Cost $646,228) | 1.816% | 6,461,660 | 646,230 | |||||||||||
Total Investments (100.6%) (Cost $49,819,283) | 50,449,829 | ||||||||||||||
Other Assets and Liabilities—Net (-0.6%) | (305,389 | ) | |||||||||||||
Net Assets (100%) | 50,144,440 |
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 December 31, 2019, the aggregate value of these securities was $357,364,000, representing 0.7% of net assets. |
5 | Guaranteed by the Government of Japan. |
6 | Guaranteed by the Federal Republic of Germany. |
7 | Guaranteed by the Republic of Austria. |
8 | Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation). |
9 | 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. |
40
Vanguard®Short-Term Bond Index Fund
Schedule of Investments
December 31, 2019
REIT—Real Estate Investment Trust. |
41
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
U.S. Government and Agency Obligations (54.2%) | |||||||||||||||
U.S. Government Securities (53.9%) | |||||||||||||||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 64,605 | 64,625 | |||||||||||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 64,624 | 66,270 | |||||||||||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 362,230 | 369,362 | |||||||||||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 57,840 | 57,994 | |||||||||||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 161,315 | 165,524 | |||||||||||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 256,600 | 266,464 | |||||||||||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 554,796 | 562,596 | |||||||||||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 381,626 | 401,066 | |||||||||||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 182,031 | 190,252 | |||||||||||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 126,566 | 133,922 | |||||||||||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 567,500 | 578,674 | |||||||||||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 359,635 | 380,652 | |||||||||||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 87,750 | 92,371 | |||||||||||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 102,915 | 109,058 | |||||||||||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 486,122 | 492,349 | |||||||||||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 47,479 | 60,462 | |||||||||||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 204,830 | 215,776 | |||||||||||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 168,116 | 179,464 | |||||||||||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 126,522 | 135,122 | |||||||||||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 270,522 | 277,666 | |||||||||||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 201,505 | 213,910 | |||||||||||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 239,685 | 251,183 | |||||||||||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 201,235 | 210,918 | |||||||||||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 768,664 | 760,977 | |||||||||||
United States Treasury Note/Bond | 6.000% | 2/15/26 | 12,240 | 15,223 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 366,000 | 381,039 | |||||||||||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 219,650 | 225,554 | |||||||||||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 251,875 | 260,534 | |||||||||||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 652,268 | 645,034 | |||||||||||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 332,456 | 338,846 | |||||||||||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 177,205 | 177,898 | |||||||||||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 187,095 | 187,739 | |||||||||||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 771,261 | 755,597 | |||||||||||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 432,825 | 420,654 | |||||||||||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 178,950 | 176,684 | |||||||||||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 175,245 | 172,890 | |||||||||||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 555,297 | 561,194 | |||||||||||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 448,479 | 442,451 | |||||||||||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 149,065 | 148,227 | |||||||||||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 649,065 | 666,713 | |||||||||||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 603,742 | 625,724 | |||||||||||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 575,586 | 591,414 | |||||||||||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 550,965 | 566,288 | |||||||||||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 539,955 | 575,387 | |||||||||||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 553,253 | 595,439 | |||||||||||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 588,945 | 634,682 | |||||||||||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 9,960 | 12,813 | |||||||||||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 773,703 | 850,594 | |||||||||||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 10,000 | 12,727 | |||||||||||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 636,111 | 674,080 | |||||||||||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 15,235 | 19,477 | |||||||||||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 762,496 | 792,524 | |||||||||||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 649,430 | 632,584 | |||||||||||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 608,744 | 599,515 | |||||||||||
18,996,182 | |||||||||||||||
Agency Bonds and Notes (0.3%) | |||||||||||||||
1 | AID-Jordan | 3.000% | 6/30/25 | 4,675 | 4,863 | ||||||||||
Federal Home Loan Banks | 3.250% | 11/16/28 | 7,855 | 8,590 | |||||||||||
2 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 1,930 | 2,704 | ||||||||||
2 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 23,500 | 23,818 | ||||||||||
2 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 30,220 | 30,142 |
42
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
2 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 6,004 | 8,101 | ||||||||||
Private Export Funding Corp. | 3.250% | 6/15/25 | 1,675 | 1,779 | |||||||||||
Tennessee Valley Authority | 6.750% | 11/1/25 | 6,830 | 8,639 | |||||||||||
Tennessee Valley Authority | 2.875% | 2/1/27 | 12,000 | 12,579 | |||||||||||
101,215 | |||||||||||||||
Total U.S. Government and Agency Obligations (Cost $18,638,420) | 19,097,397 | ||||||||||||||
Corporate Bonds (40.4%) | |||||||||||||||
Finance (14.5%) | |||||||||||||||
Banking (9.9%) | |||||||||||||||
Ally Financial Inc. | 4.625% | 3/30/25 | 6,899 | 7,460 | |||||||||||
American Express Co. | 4.200% | 11/6/25 | 1,250 | 1,376 | |||||||||||
American Express Co. | 3.125% | 5/20/26 | 4,121 | 4,276 | |||||||||||
American Express Credit Corp. | 3.300% | 5/3/27 | 19,337 | 20,573 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 5,175 | 5,560 | |||||||||||
Banco Santander SA | 5.179% | 11/19/25 | 8,792 | 9,774 | |||||||||||
Banco Santander SA | 4.250% | 4/11/27 | 11,618 | 12,494 | |||||||||||
Banco Santander SA | 3.800% | 2/23/28 | 10,000 | 10,486 | |||||||||||
Banco Santander SA | 4.379% | 4/12/28 | 14,350 | 15,659 | |||||||||||
Banco Santander SA | 3.306% | 6/27/29 | 3,150 | 3,242 | |||||||||||
Bank of America Corp. | 4.000% | 1/22/25 | 21,966 | 23,351 | |||||||||||
Bank of America Corp. | 3.950% | 4/21/25 | 21,203 | 22,572 | |||||||||||
3 | Bank of America Corp. | 3.093% | 10/1/25 | 17,825 | 18,361 | ||||||||||
3 | Bank of America Corp. | 3.366% | 1/23/26 | 23,311 | 24,310 | ||||||||||
Bank of America Corp. | 4.450% | 3/3/26 | 22,115 | 24,226 | |||||||||||
Bank of America Corp. | 3.500% | 4/19/26 | 25,046 | 26,501 | |||||||||||
Bank of America Corp. | 4.250% | 10/22/26 | 20,677 | 22,465 | |||||||||||
3 | Bank of America Corp. | 3.559% | 4/23/27 | 15,400 | 16,234 | ||||||||||
Bank of America Corp. | 3.248% | 10/21/27 | 21,455 | 22,262 | |||||||||||
Bank of America Corp. | 4.183% | 11/25/27 | 20,258 | 21,923 | |||||||||||
3 | Bank of America Corp. | 3.824% | 1/20/28 | 25,375 | 27,201 | ||||||||||
3 | Bank of America Corp. | 3.705% | 4/24/28 | 11,191 | 11,943 | ||||||||||
3 | Bank of America Corp. | 3.593% | 7/21/28 | 23,742 | 25,213 | ||||||||||
3 | Bank of America Corp. | 3.419% | 12/20/28 | 72,016 | 75,425 | ||||||||||
3 | Bank of America Corp. | 3.970% | 3/5/29 | 22,375 | 24,328 | ||||||||||
3 | Bank of America Corp. | 4.271% | 7/23/29 | 32,800 | 36,325 | ||||||||||
3 | Bank of America Corp. | 3.974% | 2/7/30 | 13,700 | 14,911 | ||||||||||
3 | Bank of America Corp. | 2.884% | 10/22/30 | 8,000 | 8,079 | ||||||||||
3 | Bank of Montreal | 3.803% | 12/15/32 | 10,400 | 10,855 | ||||||||||
Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 8,878 | 9,225 | |||||||||||
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 6,540 | 6,709 | |||||||||||
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 9,730 | 9,760 | |||||||||||
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 9,510 | 9,989 | |||||||||||
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 10,175 | 10,812 | |||||||||||
3 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 7,200 | 7,603 | ||||||||||
Bank of Nova Scotia | 4.500% | 12/16/25 | 12,787 | 13,990 | |||||||||||
Bank of Nova Scotia | 2.700% | 8/3/26 | 7,480 | 7,600 | |||||||||||
Bank One Corp. | 7.750% | 7/15/25 | 1,750 | 2,162 | |||||||||||
Bank One Corp. | 8.000% | 4/29/27 | 6,910 | 9,131 | |||||||||||
BankUnited Inc. | 4.875% | 11/17/25 | 2,000 | 2,182 | |||||||||||
Barclays plc | 3.650% | 3/16/25 | 10,675 | 11,111 | |||||||||||
Barclays plc | 4.375% | 1/12/26 | 22,914 | 24,809 | |||||||||||
Barclays plc | 4.337% | 1/10/28 | 12,000 | 12,857 | |||||||||||
3 | Barclays plc | 4.972% | 5/16/29 | 12,345 | 13,872 | ||||||||||
BBVA USA | 3.875% | 4/10/25 | 3,650 | 3,818 | |||||||||||
BPCE SA | 3.375% | 12/2/26 | 3,450 | 3,616 | |||||||||||
Capital One Financial Corp. | 3.200% | 2/5/25 | 8,811 | 9,078 | |||||||||||
Capital One Financial Corp. | 4.250% | 4/30/25 | 6,315 | 6,870 | |||||||||||
Capital One Financial Corp. | 4.200% | 10/29/25 | 10,907 | 11,722 | |||||||||||
Capital One Financial Corp. | 3.750% | 7/28/26 | 15,327 | 16,067 | |||||||||||
Capital One Financial Corp. | 3.750% | 3/9/27 | 9,194 | 9,758 | |||||||||||
Capital One Financial Corp. | 3.800% | 1/31/28 | 10,880 | 11,687 | |||||||||||
Citigroup Inc. | 3.875% | 3/26/25 | 10,895 | 11,482 |
43
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Citigroup Inc. | 3.300% | 4/27/25 | 5,696 | 5,977 | |||||||||||
Citigroup Inc. | 4.400% | 6/10/25 | 21,751 | 23,626 | |||||||||||
Citigroup Inc. | 5.500% | 9/13/25 | 5,520 | 6,302 | |||||||||||
Citigroup Inc. | 3.700% | 1/12/26 | 25,298 | 26,913 | |||||||||||
Citigroup Inc. | 4.600% | 3/9/26 | 15,010 | 16,533 | |||||||||||
Citigroup Inc. | 3.400% | 5/1/26 | 5,872 | 6,134 | |||||||||||
Citigroup Inc. | 3.200% | 10/21/26 | 36,259 | 37,509 | |||||||||||
Citigroup Inc. | 4.300% | 11/20/26 | 9,400 | 10,215 | |||||||||||
Citigroup Inc. | 4.450% | 9/29/27 | 37,501 | 41,236 | |||||||||||
3 | Citigroup Inc. | 3.887% | 1/10/28 | 26,679 | 28,592 | ||||||||||
Citigroup Inc. | 6.625% | 1/15/28 | 2,875 | 3,600 | |||||||||||
3 | Citigroup Inc. | 3.668% | 7/24/28 | 31,867 | 33,840 | ||||||||||
Citigroup Inc. | 4.125% | 7/25/28 | 3,400 | 3,689 | |||||||||||
3 | Citigroup Inc. | 3.520% | 10/27/28 | 23,356 | 24,525 | ||||||||||
3 | Citigroup Inc. | 4.075% | 4/23/29 | 4,390 | 4,800 | ||||||||||
3 | Citigroup Inc. | 3.980% | 3/20/30 | 37,350 | 40,803 | ||||||||||
3 | Citigroup Inc. | 2.976% | 11/5/30 | 2,450 | 2,488 | ||||||||||
Citizens Bank NA | 3.750% | 2/18/26 | 6,000 | 6,408 | |||||||||||
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 7,469 | 8,017 | |||||||||||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 6,605 | 6,710 | |||||||||||
Comerica Bank | 4.000% | 7/27/25 | 1,925 | 2,059 | |||||||||||
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 9,320 | 9,848 | |||||||||||
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 12,357 | 13,366 | |||||||||||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 6,615 | 6,886 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.750% | 3/26/25 | 17,897 | 18,914 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 4.550% | 4/17/26 | 7,075 | 7,846 | |||||||||||
Deutsche Bank AG | 4.100% | 1/13/26 | 500 | 510 | |||||||||||
Deutsche Bank AG | 4.100% | 1/13/26 | 7,179 | 7,322 | |||||||||||
Discover Bank | 4.250% | 3/13/26 | 2,390 | 2,582 | |||||||||||
Discover Bank | 3.450% | 7/27/26 | 5,914 | 6,134 | |||||||||||
Discover Bank | 4.650% | 9/13/28 | 7,950 | 8,911 | |||||||||||
Discover Financial Services | 3.950% | 11/6/24 | 3 | 3 | |||||||||||
Discover Financial Services | 3.750% | 3/4/25 | 6,613 | 6,980 | |||||||||||
Discover Financial Services | 4.500% | 1/30/26 | 6,725 | 7,355 | |||||||||||
Discover Financial Services | 4.100% | 2/9/27 | 11,760 | 12,605 | |||||||||||
Fifth Third Bancorp | 2.375% | 1/28/25 | 6,150 | 6,146 | |||||||||||
Fifth Third Bancorp | 3.950% | 3/14/28 | 5,726 | 6,288 | |||||||||||
Fifth Third Bank | 3.950% | 7/28/25 | 7,125 | 7,726 | |||||||||||
Fifth Third Bank | 3.850% | 3/15/26 | 5,990 | 6,363 | |||||||||||
FirstMerit Bank NA | 4.270% | 11/25/26 | 1,225 | 1,312 | |||||||||||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 21,253 | 22,309 | |||||||||||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 9,510 | 10,065 | |||||||||||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 9,255 | 10,035 | |||||||||||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 23,103 | 24,473 | |||||||||||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 20,833 | 21,729 | |||||||||||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 5,700 | 6,803 | |||||||||||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 36,330 | 38,620 | |||||||||||
3 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 24,950 | 26,464 | ||||||||||
3 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 34,260 | 36,651 | ||||||||||
3 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 13,267 | 14,574 | ||||||||||
HSBC Holdings plc | 4.250% | 8/18/25 | 12,512 | 13,383 | |||||||||||
HSBC Holdings plc | 4.300% | 3/8/26 | 29,382 | 31,923 | |||||||||||
HSBC Holdings plc | 3.900% | 5/25/26 | 18,561 | 19,761 | |||||||||||
3 | HSBC Holdings plc | 4.292% | 9/12/26 | 20,250 | 21,748 | ||||||||||
HSBC Holdings plc | 4.375% | 11/23/26 | 15,175 | 16,409 | |||||||||||
3 | HSBC Holdings plc | 4.041% | 3/13/28 | 16,435 | 17,535 | ||||||||||
3 | HSBC Holdings plc | 4.583% | 6/19/29 | 19,925 | 22,229 | ||||||||||
3 | HSBC Holdings plc | 3.973% | 5/22/30 | 29,617 | 31,814 | ||||||||||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 2,500 | 2,692 | |||||||||||
ING Groep NV | 3.950% | 3/29/27 | 16,495 | 17,736 | |||||||||||
ING Groep NV | 4.550% | 10/2/28 | 9,115 | 10,334 | |||||||||||
ING Groep NV | 4.050% | 4/9/29 | 6,350 | 6,962 | |||||||||||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 24,146 | 25,187 | |||||||||||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 26,142 | 28,201 |
44
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 31,664 | 33,189 | |||||||||||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 19,995 | 20,815 | |||||||||||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 29,207 | 30,020 | |||||||||||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 24,854 | 27,193 | |||||||||||
3 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 8,407 | 9,097 | ||||||||||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 6,903 | 7,632 | |||||||||||
3 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 18,428 | 19,791 | ||||||||||
3 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 11,952 | 12,659 | ||||||||||
3 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 15,080 | 15,983 | ||||||||||
3 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 32,030 | 35,060 | ||||||||||
3 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 23,450 | 26,109 | ||||||||||
3 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 13,815 | 15,716 | ||||||||||
3 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 18,512 | 19,935 | ||||||||||
3 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 40,346 | 40,346 | ||||||||||
KeyBank NA | 3.300% | 6/1/25 | 3,000 | 3,159 | |||||||||||
KeyBank NA | 3.400% | 5/20/26 | 7,450 | 7,730 | |||||||||||
KeyCorp | 4.150% | 10/29/25 | 7,950 | 8,701 | |||||||||||
KeyCorp | 4.100% | 4/30/28 | 5,000 | 5,456 | |||||||||||
KeyCorp | 2.550% | 10/1/29 | 11,500 | 11,245 | |||||||||||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 1 | 1 | |||||||||||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 5,500 | 5,993 | |||||||||||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 23,939 | 25,834 | |||||||||||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 3,890 | 4,210 | |||||||||||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 7,335 | 7,695 | |||||||||||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 23,425 | 25,788 | |||||||||||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 6,000 | 6,700 | |||||||||||
3 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 16,320 | 16,973 | ||||||||||
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 6,250 | 6,422 | |||||||||||
Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 8,200 | 8,677 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 7,835 | 8,326 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 18,121 | 19,438 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 9,350 | 9,409 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 8,464 | 8,983 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 16,700 | 17,305 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 11,000 | 11,943 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 5,300 | 5,843 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 9,960 | 10,698 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 22,000 | 22,746 | |||||||||||
Mizuho Financial Group Inc. | 2.839% | 9/13/26 | 7,000 | 7,057 | |||||||||||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 2,750 | 2,908 | |||||||||||
Mizuho Financial Group Inc. | 3.170% | 9/11/27 | 11,000 | 11,280 | |||||||||||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 12,025 | 13,088 | |||||||||||
3 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 4,000 | 4,428 | ||||||||||
3 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 11,300 | 11,539 | ||||||||||
3 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 4,610 | 4,639 | ||||||||||
Morgan Stanley | 4.000% | 7/23/25 | 37,106 | 40,128 | |||||||||||
Morgan Stanley | 5.000% | 11/24/25 | 10,817 | 12,146 | |||||||||||
Morgan Stanley | 3.875% | 1/27/26 | 17,931 | 19,233 | |||||||||||
Morgan Stanley | 3.125% | 7/27/26 | 28,241 | 29,069 | |||||||||||
Morgan Stanley | 6.250% | 8/9/26 | 1,793 | 2,177 | |||||||||||
Morgan Stanley | 4.350% | 9/8/26 | 22,633 | 24,708 | |||||||||||
Morgan Stanley | 3.625% | 1/20/27 | 31,730 | 33,691 | |||||||||||
Morgan Stanley | 3.950% | 4/23/27 | 11,960 | 12,785 | |||||||||||
3 | Morgan Stanley | 3.591% | 7/22/28 | 30,439 | 32,247 | ||||||||||
3 | Morgan Stanley | 3.772% | 1/24/29 | 23,650 | 25,405 | ||||||||||
3 | Morgan Stanley | 4.431% | 1/23/30 | 18,055 | 20,375 | ||||||||||
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 4,165 | 4,231 | |||||||||||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 3,150 | 3,300 | |||||||||||
National Australia Bank Ltd. | 2.500% | 7/12/26 | 11,630 | 11,675 | |||||||||||
Northern Trust Corp. | 3.950% | 10/30/25 | 5,218 | 5,617 | |||||||||||
Northern Trust Corp. | 3.650% | 8/3/28 | 4,000 | 4,321 | |||||||||||
Northern Trust Corp. | 3.150% | 5/3/29 | 5,500 | 5,789 | |||||||||||
3 | Northern Trust Corp. | 3.375% | 5/8/32 | 3,050 | 3,091 | ||||||||||
PNC Bank NA | 2.950% | 2/23/25 | 4,541 | 4,644 |
45
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
PNC Bank NA | 3.250% | 6/1/25 | 8,890 | 9,311 | |||||||||||
PNC Bank NA | 4.200% | 11/1/25 | 4,700 | 5,108 | |||||||||||
PNC Bank NA | 3.100% | 10/25/27 | 10,850 | 11,317 | |||||||||||
PNC Bank NA | 3.250% | 1/22/28 | 3,650 | 3,832 | |||||||||||
PNC Bank NA | 4.050% | 7/26/28 | 11,750 | 12,898 | |||||||||||
PNC Bank NA | 2.700% | 10/22/29 | 8,500 | 8,449 | |||||||||||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 6,114 | 6,318 | |||||||||||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 13,800 | 14,664 | |||||||||||
Royal Bank of Canada | 4.650% | 1/27/26 | 18,074 | 20,061 | |||||||||||
Royal Bank of Scotland Group plc | 4.800% | 4/5/26 | 8,964 | 9,930 | |||||||||||
3 | Royal Bank of Scotland Group plc | 4.892% | 5/18/29 | 19,300 | 21,757 | ||||||||||
3 | Royal Bank of Scotland Group plc | 5.076% | 1/27/30 | 13,225 | 15,171 | ||||||||||
3 | Royal Bank of Scotland Group plc | 4.445% | 5/8/30 | 9,000 | 9,906 | ||||||||||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 15,130 | 16,268 | |||||||||||
4 | Santander Holdings USA Inc. | 3.244% | 10/5/26 | 3,200 | 3,215 | ||||||||||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 22,857 | 24,627 | |||||||||||
3 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 8,400 | 8,821 | ||||||||||
State Street Corp. | 3.550% | 8/18/25 | 10,313 | 11,083 | |||||||||||
State Street Corp. | 2.650% | 5/19/26 | 9,240 | 9,380 | |||||||||||
3 | State Street Corp. | 4.141% | 12/3/29 | 2,600 | 2,902 | ||||||||||
Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 1,400 | 1,489 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 9,330 | 9,936 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 16,707 | 16,731 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 14,311 | 14,576 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 18,025 | 18,860 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 11,296 | 11,763 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 7,775 | 8,207 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 6,775 | 7,385 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 1,505 | 1,678 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 20,025 | 20,390 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 6,200 | 6,259 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 8,750 | 8,650 | |||||||||||
SVB Financial Group | 3.500% | 1/29/25 | 4,000 | 4,178 | |||||||||||
Synchrony Financial | 4.500% | 7/23/25 | 7,713 | 8,332 | |||||||||||
Synchrony Financial | 3.700% | 8/4/26 | 4,944 | 5,095 | |||||||||||
Synchrony Financial | 3.950% | 12/1/27 | 2,506 | 2,631 | |||||||||||
Synchrony Financial | 5.150% | 3/19/29 | 7,000 | 7,949 | |||||||||||
3 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 9,500 | 9,927 | ||||||||||
Truist Bank | 3.625% | 9/16/25 | 20,468 | 21,771 | |||||||||||
Truist Bank | 4.050% | 11/3/25 | 1,750 | 1,915 | |||||||||||
Truist Financial Corp. | 4.000% | 5/1/25 | 7,020 | 7,594 | |||||||||||
Truist Financial Corp. | 3.700% | 6/5/25 | 8,600 | 9,263 | |||||||||||
Truist Financial Corp. | 3.875% | 3/19/29 | 3,100 | 3,337 | |||||||||||
US Bancorp | 3.950% | 11/17/25 | �� | 9,258 | 10,180 | ||||||||||
US Bancorp | 3.100% | 4/27/26 | 10,070 | 10,482 | |||||||||||
US Bancorp | 2.375% | 7/22/26 | 8,899 | 8,921 | |||||||||||
US Bancorp | 3.150% | 4/27/27 | 10,775 | 11,273 | |||||||||||
US Bancorp | 3.900% | 4/26/28 | 4,670 | 5,238 | |||||||||||
US Bancorp | 3.000% | 7/30/29 | 3,850 | 3,940 | |||||||||||
US Bank NA | 2.800% | 1/27/25 | 8,105 | 8,353 | |||||||||||
Webster Financial Corp. | 4.100% | 3/25/29 | 2,500 | 2,647 | |||||||||||
Wells Fargo & Co. | 3.000% | 2/19/25 | 19,839 | 20,460 | |||||||||||
Wells Fargo & Co. | 3.550% | 9/29/25 | 19,824 | 20,944 | |||||||||||
Wells Fargo & Co. | 3.000% | 4/22/26 | 38,999 | 40,112 | |||||||||||
Wells Fargo & Co. | 4.100% | 6/3/26 | 26,711 | 28,712 | |||||||||||
Wells Fargo & Co. | 3.000% | 10/23/26 | 25,342 | 25,902 | |||||||||||
3 | Wells Fargo & Co. | 3.196% | 6/17/27 | 12,715 | 13,161 | ||||||||||
Wells Fargo & Co. | 4.300% | 7/22/27 | 21,249 | 23,190 | |||||||||||
3 | Wells Fargo & Co. | 3.584% | 5/22/28 | 23,006 | 24,393 | ||||||||||
Wells Fargo & Co. | 4.150% | 1/24/29 | 21,000 | 23,333 | |||||||||||
3 | Wells Fargo & Co. | 2.879% | 10/30/30 | 54,500 | 54,823 | ||||||||||
Westpac Banking Corp. | 2.350% | 2/19/25 | 8,425 | 8,440 | |||||||||||
Westpac Banking Corp. | 2.850% | 5/13/26 | 11,500 | 11,741 | |||||||||||
Westpac Banking Corp. | 2.700% | 8/19/26 | 9,340 | 9,443 |
46
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Westpac Banking Corp. | 3.350% | 3/8/27 | 10,690 | 11,303 | |||||||||||
3 | Westpac Banking Corp. | 4.322% | 11/23/31 | 17,500 | 18,462 | ||||||||||
Westpac Banking Corp. | 4.110% | 7/24/34 | 5,500 | 5,727 | |||||||||||
Zions Bancorp NA | 3.250% | 10/29/29 | 3,280 | 3,218 | |||||||||||
Brokerage (0.6%) | |||||||||||||||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 3,125 | 3,263 | |||||||||||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 4,175 | 4,265 | |||||||||||
BGC Partners Inc. | 3.750% | 10/1/24 | 1 | 1 | |||||||||||
BlackRock Inc. | 3.200% | 3/15/27 | 2,117 | 2,237 | |||||||||||
BlackRock Inc. | 3.250% | 4/30/29 | 8,350 | 8,917 | |||||||||||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 5,910 | 6,339 | |||||||||||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,700 | 2,928 | |||||||||||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 5,800 | 6,226 | |||||||||||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 8,050 | 9,223 | |||||||||||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 6,023 | 6,459 | |||||||||||
Charles Schwab Corp. | 3.000% | 3/10/25 | 1,000 | 1,037 | |||||||||||
Charles Schwab Corp. | 3.850% | 5/21/25 | 4,635 | 5,013 | |||||||||||
Charles Schwab Corp. | 3.450% | 2/13/26 | 4,755 | 5,018 | |||||||||||
Charles Schwab Corp. | 3.200% | 3/2/27 | 5,625 | 5,903 | |||||||||||
Charles Schwab Corp. | 3.200% | 1/25/28 | 5,610 | 5,863 | |||||||||||
Charles Schwab Corp. | 4.000% | 2/1/29 | 8,215 | 9,092 | |||||||||||
Charles Schwab Corp. | 3.250% | 5/22/29 | 5,600 | 5,908 | |||||||||||
CME Group Inc. | 3.000% | 3/15/25 | 4,232 | 4,379 | |||||||||||
CME Group Inc. | 3.750% | 6/15/28 | 4,275 | 4,719 | |||||||||||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 5,625 | 5,870 | |||||||||||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 2,050 | 2,231 | |||||||||||
Eaton Vance Corp. | 3.500% | 4/6/27 | 3,620 | 3,822 | |||||||||||
Franklin Resources Inc. | 2.850% | 3/30/25 | 4,015 | 4,133 | |||||||||||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 6,005 | 6,463 | |||||||||||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 3,550 | 3,717 | |||||||||||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 1,825 | 1,991 | |||||||||||
Invesco Finance plc | 3.750% | 1/15/26 | 6,450 | 6,851 | |||||||||||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 2,660 | 2,860 | |||||||||||
Jefferies Group LLC | 4.850% | 1/15/27 | 11,419 | 12,638 | |||||||||||
Jefferies Group LLC | 6.450% | 6/8/27 | 100 | 116 | |||||||||||
Lazard Group LLC | 3.750% | 2/13/25 | 2,975 | 3,133 | |||||||||||
Lazard Group LLC | 3.625% | 3/1/27 | 3,995 | 4,085 | |||||||||||
Lazard Group LLC | 4.500% | 9/19/28 | 4,200 | 4,661 | |||||||||||
Lazard Group LLC | 4.375% | 3/11/29 | 4,000 | 4,375 | |||||||||||
Legg Mason Inc. | 4.750% | 3/15/26 | 5,145 | 5,635 | |||||||||||
Nasdaq Inc. | 3.850% | 6/30/26 | 5,560 | 5,949 | |||||||||||
Raymond James Financial Inc. | 3.625% | 9/15/26 | 4,226 | 4,463 | |||||||||||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 3,050 | 3,236 | |||||||||||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 7,767 | 8,112 | |||||||||||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 4,100 | 4,126 | |||||||||||
Finance Companies (0.3%) | |||||||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 1/15/25 | 7,200 | 7,413 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 3,425 | 3,682 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 4/3/26 | 3,550 | 3,803 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 8,192 | 8,397 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 6,900 | 7,142 | |||||||||||
Air Lease Corp. | 3.250% | 3/1/25 | 11,164 | 11,482 | |||||||||||
Air Lease Corp. | 3.750% | 6/1/26 | 300 | 313 | |||||||||||
Air Lease Corp. | 3.625% | 4/1/27 | 4,975 | 5,163 | |||||||||||
Air Lease Corp. | 3.625% | 12/1/27 | 5,700 | 5,894 | |||||||||||
Air Lease Corp. | 4.625% | 10/1/28 | 1,875 | 2,069 | |||||||||||
Air Lease Corp. | 3.250% | 10/1/29 | 5,200 | 5,170 | |||||||||||
Aircastle Ltd. | 4.250% | 6/15/26 | 4,700 | 4,957 |
47
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Ares Capital Corp. | 4.250% | 3/1/25 | 5,350 | 5,584 | |||||||||||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 2,500 | 2,533 | |||||||||||
GATX Corp. | 3.250% | 3/30/25 | 2,675 | 2,749 | |||||||||||
GATX Corp. | 3.250% | 9/15/26 | 2,050 | 2,077 | |||||||||||
GATX Corp. | 3.850% | 3/30/27 | 4,000 | 4,177 | |||||||||||
GATX Corp. | 3.500% | 3/15/28 | 7,328 | 7,461 | |||||||||||
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 15,886 | 16,472 | |||||||||||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 3,500 | 3,510 | |||||||||||
Insurance (1.6%) | |||||||||||||||
3 | Aegon NV | 5.500% | 4/11/48 | 8,045 | 8,739 | ||||||||||
Aflac Inc. | 3.250% | 3/17/25 | 4,465 | 4,686 | |||||||||||
Aflac Inc. | 2.875% | 10/15/26 | 2,975 | 3,061 | |||||||||||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 4,848 | 5,034 | |||||||||||
Allstate Corp. | 3.280% | 12/15/26 | 4,605 | 4,858 | |||||||||||
American Financial Group Inc. | 3.500% | 8/15/26 | 4,200 | 4,308 | |||||||||||
American International Group Inc. | 3.750% | 7/10/25 | 8,969 | 9,593 | |||||||||||
American International Group Inc. | 3.900% | 4/1/26 | 9,409 | 10,068 | |||||||||||
American International Group Inc. | 4.200% | 4/1/28 | 8,595 | 9,420 | |||||||||||
American International Group Inc. | 4.250% | 3/15/29 | 5,085 | 5,648 | |||||||||||
3 | American International Group Inc. | 5.750% | 4/1/48 | 4,765 | 5,160 | ||||||||||
Anthem Inc. | 2.375% | 1/15/25 | 3,500 | 3,498 | |||||||||||
Anthem Inc. | 3.650% | 12/1/27 | 13,625 | 14,369 | |||||||||||
Anthem Inc. | 4.101% | 3/1/28 | 11,158 | 12,089 | |||||||||||
Anthem Inc. | 2.875% | 9/15/29 | 10,850 | 10,785 | |||||||||||
Aon Corp. | 3.750% | 5/2/29 | 7,205 | 7,697 | |||||||||||
Aon plc | 3.875% | 12/15/25 | 11,040 | 11,841 | |||||||||||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 4,640 | 5,110 | |||||||||||
Assurant Inc. | 4.900% | 3/27/28 | 3,500 | 3,842 | |||||||||||
Athene Holding Ltd. | 4.125% | 1/12/28 | 8,575 | 8,857 | |||||||||||
AXA Equitable Holdings Inc. | 7.000% | 4/1/28 | 2,250 | 2,731 | |||||||||||
AXA Equitable Holdings Inc. | 4.350% | 4/20/28 | 18,450 | 20,014 | |||||||||||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 2,450 | 2,568 | |||||||||||
3 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,000 | 3,045 | ||||||||||
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 3,075 | 3,244 | |||||||||||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 28,417 | 29,978 | |||||||||||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 9,045 | 8,991 | |||||||||||
Brown & Brown Inc. | 4.500% | 3/15/29 | 2,800 | 3,055 | |||||||||||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 10,018 | 10,518 | |||||||||||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 12,021 | 12,760 | |||||||||||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 3,200 | 4,131 | |||||||||||
CNA Financial Corp. | 4.500% | 3/1/26 | 6,129 | 6,719 | |||||||||||
CNA Financial Corp. | 3.450% | 8/15/27 | 2,753 | 2,867 | |||||||||||
CNA Financial Corp. | 3.900% | 5/1/29 | 4,220 | 4,536 | |||||||||||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 4,050 | 4,526 | |||||||||||
Enstar Group Ltd. | 4.950% | 6/1/29 | 14,756 | 15,796 | |||||||||||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 5,500 | 5,988 | |||||||||||
First American Financial Corp. | 4.600% | 11/15/24 | 1 | 1 | |||||||||||
Globe Life Inc. | 4.550% | 9/15/28 | 4,225 | 4,685 | |||||||||||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 4,700 | 5,071 | |||||||||||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 4,000 | 4,046 | |||||||||||
Humana Inc. | 3.950% | 3/15/27 | 5,175 | 5,548 | |||||||||||
Humana Inc. | 3.125% | 8/15/29 | 5,200 | 5,280 | |||||||||||
Kemper Corp. | 4.350% | 2/15/25 | 2,500 | 2,655 | |||||||||||
Lincoln National Corp. | 3.350% | 3/9/25 | 2,197 | 2,284 | |||||||||||
Lincoln National Corp. | 3.625% | 12/12/26 | 6,808 | 7,177 | |||||||||||
Manulife Financial Corp. | 4.150% | 3/4/26 | 11,757 | 12,839 | |||||||||||
3 | Manulife Financial Corp. | 4.061% | 2/24/32 | 5,135 | 5,273 | ||||||||||
Markel Corp. | 3.500% | 11/1/27 | 2,500 | 2,554 | |||||||||||
Markel Corp. | 3.350% | 9/17/29 | 2,500 | 2,551 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 2,000 | 2,117 | |||||||||||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 3,700 | 3,892 | |||||||||||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 5,952 | 6,378 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 12,000 | 13,668 |
48
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Mercury General Corp. | 4.400% | 3/15/27 | 3,465 | 3,644 | |||||||||||
MetLife Inc. | 3.000% | 3/1/25 | 3,471 | 3,612 | |||||||||||
MetLife Inc. | 3.600% | 11/13/25 | 3,865 | 4,145 | |||||||||||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,625 | 4,895 | |||||||||||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 6,000 | 6,232 | |||||||||||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 5,266 | 5,511 | |||||||||||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 1,935 | 2,002 | |||||||||||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 4,596 | 4,998 | |||||||||||
Progressive Corp. | 2.450% | 1/15/27 | 5,590 | 5,621 | |||||||||||
Prudential Financial Inc. | 3.878% | 3/27/28 | 3,500 | 3,828 | |||||||||||
3 | Prudential Financial Inc. | 5.200% | 3/15/44 | 5,525 | 5,877 | ||||||||||
3 | Prudential Financial Inc. | 5.375% | 5/15/45 | 9,150 | 9,731 | ||||||||||
3 | Prudential Financial Inc. | 4.500% | 9/15/47 | 7,125 | 7,361 | ||||||||||
3 | Prudential Financial Inc. | 5.700% | 9/15/48 | 8,300 | 9,436 | ||||||||||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 2,200 | 2,332 | |||||||||||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 4,450 | 4,742 | |||||||||||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 3,000 | 3,119 | |||||||||||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 1,800 | 1,862 | |||||||||||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,250 | 1,311 | |||||||||||
Trinity Acquisition plc | 4.400% | 3/15/26 | 5,430 | 5,873 | |||||||||||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 18,456 | 19,924 | |||||||||||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 2,315 | 2,496 | |||||||||||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 10,917 | 11,387 | |||||||||||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 3,379 | 3,622 | |||||||||||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 7,115 | 7,559 | |||||||||||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 8,815 | 9,108 | |||||||||||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 8,215 | 8,996 | |||||||||||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 6,850 | 7,554 | |||||||||||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 7,040 | 7,201 | |||||||||||
Unum Group | 4.000% | 6/15/29 | 2,000 | 2,109 | |||||||||||
Voya Financial Inc. | 3.650% | 6/15/26 | 3,639 | 3,835 | |||||||||||
3 | Voya Financial Inc. | 4.700% | 1/23/48 | 2,000 | 1,988 | ||||||||||
Willis North America Inc. | 4.500% | 9/15/28 | 5,731 | 6,286 | |||||||||||
Willis North America Inc. | 2.950% | 9/15/29 | 9,665 | 9,593 | |||||||||||
XLIT Ltd. | 4.450% | 3/31/25 | 4,171 | 4,515 | |||||||||||
Other Finance (0.0%) | |||||||||||||||
ORIX Corp. | 3.700% | 7/18/27 | 4,000 | 4,224 | |||||||||||
Real Estate Investment Trusts (2.1%) | |||||||||||||||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 6,300 | 6,604 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 2,600 | 2,848 | |||||||||||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 4,620 | 4,938 | |||||||||||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 6,925 | 7,434 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 1,216 | 1,372 | |||||||||||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,043 | 1,028 | |||||||||||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 5,725 | 5,916 | |||||||||||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 2,375 | 2,519 | |||||||||||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 5,875 | 6,582 | |||||||||||
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 6,317 | 6,660 | |||||||||||
AvalonBay Communities Inc. | 3.500% | 11/15/25 | 4,700 | 4,985 | |||||||||||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 6,663 | 6,838 | |||||||||||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 4,635 | 4,880 | |||||||||||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 700 | 730 | |||||||||||
AvalonBay Communities Inc. | 3.300% | 6/1/29 | 2,000 | 2,111 | |||||||||||
Boston Properties Inc. | 3.400% | 6/21/29 | 2,900 | 3,020 | |||||||||||
Boston Properties LP | 3.200% | 1/15/25 | 6,958 | 7,208 | |||||||||||
Boston Properties LP | 3.650% | 2/1/26 | 7,985 | 8,450 | |||||||||||
Boston Properties LP | 2.750% | 10/1/26 | 8,464 | 8,538 | |||||||||||
Boston Properties LP | 4.500% | 12/1/28 | 7,750 | 8,724 | |||||||||||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 6,650 | 6,966 | |||||||||||
Brandywine Operating Partnership LP | 4.550% | 10/1/29 | 410 | 446 | |||||||||||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 6,933 | 7,267 |
49
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 6,450 | 6,846 | |||||||||||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 3,575 | 3,733 | |||||||||||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 8,450 | 9,049 | |||||||||||
Camden Property Trust | 4.100% | 10/15/28 | 2,000 | 2,221 | |||||||||||
Camden Property Trust | 3.150% | 7/1/29 | 11,140 | 11,591 | |||||||||||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 3,700 | 3,879 | |||||||||||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 6,575 | 6,699 | |||||||||||
CubeSmart LP | 3.125% | 9/1/26 | 4,600 | 4,670 | |||||||||||
CubeSmart LP | 4.375% | 2/15/29 | 1,378 | 1,509 | |||||||||||
CyrusOne LP / CyrusOne Finance Corp. | 3.450% | 11/15/29 | 5,085 | 5,088 | |||||||||||
Digital Realty Trust LP | 4.750% | 10/1/25 | 5,450 | 6,047 | |||||||||||
Digital Realty Trust LP | 3.700% | 8/15/27 | 8,737 | 9,184 | |||||||||||
Digital Realty Trust LP | 4.450% | 7/15/28 | 7,235 | 7,995 | |||||||||||
Digital Realty Trust LP | 3.600% | 7/1/29 | 4,950 | 5,167 | |||||||||||
Duke Realty LP | 3.250% | 6/30/26 | 1,750 | 1,805 | |||||||||||
Duke Realty LP | 3.375% | 12/15/27 | 6,405 | 6,698 | |||||||||||
Duke Realty LP | 4.000% | 9/15/28 | 1,725 | 1,861 | |||||||||||
Duke Realty LP | 2.875% | 11/15/29 | 2,000 | 1,996 | |||||||||||
EPR Properties | 4.500% | 4/1/25 | 3,486 | 3,694 | |||||||||||
EPR Properties | 4.750% | 12/15/26 | 3,800 | 4,112 | |||||||||||
EPR Properties | 4.500% | 6/1/27 | 3,900 | 4,179 | |||||||||||
EPR Properties | 4.950% | 4/15/28 | 3,635 | 3,955 | |||||||||||
EPR Properties | 3.750% | 8/15/29 | 5,000 | 5,040 | |||||||||||
ERP Operating LP | 3.375% | 6/1/25 | 2,300 | 2,417 | |||||||||||
ERP Operating LP | 2.850% | 11/1/26 | 4,125 | 4,213 | |||||||||||
ERP Operating LP | 3.250% | 8/1/27 | 2,150 | 2,252 | |||||||||||
ERP Operating LP | 3.500% | 3/1/28 | 7,450 | 7,928 | |||||||||||
ERP Operating LP | 3.000% | 7/1/29 | 7,630 | 7,869 | |||||||||||
Essex Portfolio LP | 3.500% | 4/1/25 | 6,900 | 7,242 | |||||||||||
Essex Portfolio LP | 3.375% | 4/15/26 | 4,250 | 4,415 | |||||||||||
Essex Portfolio LP | 3.625% | 5/1/27 | 375 | 397 | |||||||||||
Essex Portfolio LP | 4.000% | 3/1/29 | 4,020 | 4,385 | |||||||||||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 5,085 | 5,276 | |||||||||||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 4,750 | 4,896 | |||||||||||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 6,206 | 6,414 | |||||||||||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 5,700 | 5,944 | |||||||||||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 4,500 | 4,740 | |||||||||||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 6,669 | 6,934 | |||||||||||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 3,603 | 3,868 | |||||||||||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 5,000 | 5,173 | |||||||||||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 6,200 | 6,450 | |||||||||||
Highwoods Realty LP | 3.875% | 3/1/27 | 2,625 | 2,738 | |||||||||||
Highwoods Realty LP | 4.125% | 3/15/28 | 3,700 | 3,907 | |||||||||||
Highwoods Realty LP | 4.200% | 4/15/29 | 1,650 | 1,774 | |||||||||||
Host Hotels & Resorts LP | 4.000% | 6/15/25 | 5,160 | 5,513 | |||||||||||
Host Hotels & Resorts LP | 3.375% | 12/15/29 | 2,750 | 2,772 | |||||||||||
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 1,550 | 1,624 | |||||||||||
Kilroy Realty LP | 4.375% | 10/1/25 | 3,614 | 3,919 | |||||||||||
Kilroy Realty LP | 4.750% | 12/15/28 | 1,525 | 1,719 | |||||||||||
Kilroy Realty LP | 4.250% | 8/15/29 | 3,974 | 4,317 | |||||||||||
Kimco Realty Corp. | 3.300% | 2/1/25 | 6,710 | 6,975 | |||||||||||
Kimco Realty Corp. | 2.800% | 10/1/26 | 4,050 | 4,040 | |||||||||||
Kite Realty Group LP | 4.000% | 10/1/26 | 2,750 | 2,723 | |||||||||||
Liberty Property LP | 3.750% | 4/1/25 | 4,250 | 4,541 | |||||||||||
Liberty Property LP | 3.250% | 10/1/26 | 2,000 | 2,085 | |||||||||||
Liberty Property LP | 4.375% | 2/1/29 | 600 | 676 | |||||||||||
Life Storage LP | 3.500% | 7/1/26 | 4,075 | 4,183 | |||||||||||
Life Storage LP | 3.875% | 12/15/27 | 2,945 | 3,092 | |||||||||||
Life Storage LP | 4.000% | 6/15/29 | 3,250 | 3,461 | |||||||||||
Mid-America Apartments LP | 4.000% | 11/15/25 | 4,225 | 4,565 | |||||||||||
Mid-America Apartments LP | 3.600% | 6/1/27 | 5,820 | 6,178 | |||||||||||
Mid-America Apartments LP | 3.950% | 3/15/29 | 3,180 | 3,464 | |||||||||||
National Retail Properties Inc. | 4.000% | 11/15/25 | 1,300 | 1,389 | |||||||||||
National Retail Properties Inc. | 3.600% | 12/15/26 | 3,730 | 3,917 |
50
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
National Retail Properties Inc. | 4.300% | 10/15/28 | 3,025 | 3,334 | |||||||||||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 5,038 | 5,381 | |||||||||||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 7,106 | 7,909 | |||||||||||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 8,616 | 9,300 | |||||||||||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 3,405 | 3,704 | |||||||||||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 5,863 | 5,886 | |||||||||||
Physicians Realty LP | 4.300% | 3/15/27 | 3,800 | 4,014 | |||||||||||
Physicians Realty LP | 3.950% | 1/15/28 | 1,707 | 1,767 | |||||||||||
Prologis LP | 3.750% | 11/1/25 | 6,165 | 6,662 | |||||||||||
Prologis LP | 3.875% | 9/15/28 | 3,350 | 3,675 | |||||||||||
Public Storage | 3.094% | 9/15/27 | 4,650 | 4,836 | |||||||||||
Public Storage | 3.385% | 5/1/29 | 1,500 | 1,586 | |||||||||||
Realty Income Corp. | 3.875% | 4/15/25 | 3,872 | 4,165 | |||||||||||
Realty Income Corp. | 4.125% | 10/15/26 | 6,365 | 6,952 | |||||||||||
Realty Income Corp. | 3.000% | 1/15/27 | 4,690 | 4,831 | |||||||||||
Realty Income Corp. | 3.650% | 1/15/28 | 4,539 | 4,862 | |||||||||||
Realty Income Corp. | 3.250% | 6/15/29 | 15,350 | 16,261 | |||||||||||
Regency Centers LP | 3.600% | 2/1/27 | 3,925 | 4,102 | |||||||||||
Regency Centers LP | 4.125% | 3/15/28 | 2,800 | 3,032 | |||||||||||
Regency Centers LP | 2.950% | 9/15/29 | 3,000 | 2,995 | |||||||||||
Sabra Health Care LP | 5.125% | 8/15/26 | 3,725 | 4,028 | |||||||||||
Sabra Health Care LP | 3.900% | 10/15/29 | 3,130 | 3,126 | |||||||||||
Select Income REIT | 4.500% | 2/1/25 | 3,183 | 3,305 | |||||||||||
Service Properties Trust | 4.500% | 3/15/25 | 3,025 | 3,098 | |||||||||||
Service Properties Trust | 5.250% | 2/15/26 | 5,230 | 5,502 | |||||||||||
Service Properties Trust | 4.750% | 10/1/26 | 2,810 | 2,882 | |||||||||||
Service Properties Trust | 4.950% | 2/15/27 | 2,435 | 2,507 | |||||||||||
Service Properties Trust | 3.950% | 1/15/28 | 2,100 | 2,051 | |||||||||||
Service Properties Trust | 4.950% | 10/1/29 | 3,000 | 3,016 | |||||||||||
Service Properties Trust | 4.375% | 2/15/30 | 500 | 490 | |||||||||||
Simon Property Group LP | 3.500% | 9/1/25 | 7,000 | 7,434 | |||||||||||
Simon Property Group LP | 3.300% | 1/15/26 | 6,725 | 7,036 | |||||||||||
Simon Property Group LP | 3.250% | 11/30/26 | 6,180 | 6,472 | |||||||||||
Simon Property Group LP | 3.375% | 6/15/27 | 5,690 | 6,007 | |||||||||||
Simon Property Group LP | 3.375% | 12/1/27 | 6,180 | 6,534 | |||||||||||
Simon Property Group LP | 2.450% | 9/13/29 | 10,725 | 10,522 | |||||||||||
SITE Centers Corp. | 3.625% | 2/1/25 | 4,150 | 4,272 | |||||||||||
SITE Centers Corp. | 4.250% | 2/1/26 | 2,831 | 2,975 | |||||||||||
SITE Centers Corp. | 4.700% | 6/1/27 | 7,900 | 8,541 | |||||||||||
Spirit Realty LP | 3.200% | 1/15/27 | 3,310 | 3,309 | |||||||||||
Spirit Realty LP | 4.000% | 7/15/29 | 2,213 | 2,311 | |||||||||||
STORE Capital Corp. | 4.500% | 3/15/28 | 3,225 | 3,510 | |||||||||||
Tanger Properties LP | 3.750% | 12/1/24 | 1,550 | 1,585 | |||||||||||
Tanger Properties LP | 3.125% | 9/1/26 | 1,775 | 1,762 | |||||||||||
Tanger Properties LP | 3.875% | 7/15/27 | 1,975 | 2,017 | |||||||||||
UDR Inc. | 4.000% | 10/1/25 | 5,003 | 5,376 | |||||||||||
UDR Inc. | 2.950% | 9/1/26 | 5,425 | 5,494 | |||||||||||
UDR Inc. | 3.500% | 1/15/28 | 1,500 | 1,573 | |||||||||||
UDR Inc. | 3.200% | 1/15/30 | 2,000 | 2,040 | |||||||||||
Ventas Realty LP | 2.650% | 1/15/25 | 3,400 | 3,426 | |||||||||||
Ventas Realty LP | 3.500% | 2/1/25 | 5,690 | 5,936 | |||||||||||
Ventas Realty LP | 4.125% | 1/15/26 | 3,661 | 3,918 | |||||||||||
Ventas Realty LP | 3.250% | 10/15/26 | 7,095 | 7,246 | |||||||||||
Ventas Realty LP | 4.000% | 3/1/28 | 4,750 | 5,078 | |||||||||||
Ventas Realty LP | 4.400% | 1/15/29 | 3,363 | 3,698 | |||||||||||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 3,350 | 3,657 | |||||||||||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 5,033 | 5,538 | |||||||||||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 9,366 | 9,825 | |||||||||||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 2,000 | 1,964 | |||||||||||
Vornado Realty LP | 3.500% | 1/15/25 | 3,400 | 3,539 | |||||||||||
Welltower Inc. | 4.000% | 6/1/25 | 5,863 | 6,298 | |||||||||||
Welltower Inc. | 4.250% | 4/1/26 | 6,100 | 6,616 | |||||||||||
Welltower Inc. | 2.700% | 2/15/27 | 4,000 | 4,015 | |||||||||||
Welltower Inc. | 4.250% | 4/15/28 | 5,975 | 6,540 |
51
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Welltower Inc. | 4.125% | 3/15/29 | 8,055 | 8,760 | |||||||||||
WP Carey Inc. | 4.000% | 2/1/25 | 1,990 | 2,088 | |||||||||||
WP Carey Inc. | 4.250% | 10/1/26 | 1,175 | 1,257 | |||||||||||
WP Carey Inc. | 3.850% | 7/15/29 | 3,200 | 3,387 | |||||||||||
5,105,993 | |||||||||||||||
Industrial (23.8%) | |||||||||||||||
Basic Industry (1.2%) | |||||||||||||||
4 | Albemarle Wodgina Pty Ltd. | 3.450% | 11/15/29 | 1,500 | 1,498 | ||||||||||
ArcelorMittal | 6.125% | 6/1/25 | 7,770 | 8,939 | |||||||||||
ArcelorMittal | 4.550% | 3/11/26 | 7,120 | 7,551 | |||||||||||
ArcelorMittal | 4.250% | 7/16/29 | 4,425 | 4,619 | |||||||||||
Cabot Corp. | 4.000% | 7/1/29 | 2,900 | 3,039 | |||||||||||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 7,580 | 7,649 | |||||||||||
Dow Chemical Co. | 4.550% | 11/30/25 | 3,050 | 3,357 | |||||||||||
Dow Chemical Co. | 3.625% | 5/15/26 | 3,625 | 3,810 | |||||||||||
Dow Chemical Co. | 4.800% | 11/30/28 | 5,400 | 6,123 | |||||||||||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 19,675 | 21,627 | |||||||||||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 26,484 | 30,045 | |||||||||||
Eastman Chemical Co. | 3.800% | 3/15/25 | 10,274 | 10,834 | |||||||||||
Ecolab Inc. | 2.700% | 11/1/26 | 10,790 | 11,077 | |||||||||||
Ecolab Inc. | 3.250% | 12/1/27 | 1,660 | 1,747 | |||||||||||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 5,435 | 5,632 | |||||||||||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 5,925 | 6,503 | |||||||||||
FMC Corp. | 3.200% | 10/1/26 | 3,650 | 3,738 | |||||||||||
FMC Corp. | 3.450% | 10/1/29 | 7,250 | 7,488 | |||||||||||
Georgia-Pacific LLC | 7.375% | 12/1/25 | 1,679 | 2,109 | |||||||||||
Huntsman International LLC | 4.500% | 5/1/29 | 4,123 | 4,384 | |||||||||||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,000 | 2,185 | |||||||||||
International Paper Co. | 3.800% | 1/15/26 | 7,621 | 8,115 | |||||||||||
International Paper Co. | 3.000% | 2/15/27 | 2,015 | 2,061 | |||||||||||
Kinross Gold Corp. | 4.500% | 7/15/27 | 6,617 | 6,915 | |||||||||||
LYB International Finance II BV | 3.500% | 3/2/27 | 8,397 | 8,786 | |||||||||||
Mosaic Co. | 4.050% | 11/15/27 | 8,712 | 9,026 | |||||||||||
Newmont Corp. | 2.800% | 10/1/29 | 7,250 | 7,175 | |||||||||||
Nucor Corp. | 3.950% | 5/1/28 | 4,210 | 4,566 | |||||||||||
Nutrien Ltd. | 3.375% | 3/15/25 | 5,285 | 5,478 | |||||||||||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,111 | 4,184 | |||||||||||
Nutrien Ltd. | 4.000% | 12/15/26 | 6,655 | 7,081 | |||||||||||
Nutrien Ltd. | 4.200% | 4/1/29 | 3,575 | 3,930 | |||||||||||
Packaging Corp. of America | 3.400% | 12/15/27 | 3,295 | 3,430 | |||||||||||
Packaging Corp. of America | 3.000% | 12/15/29 | 140 | 140 | |||||||||||
PPG Industries Inc. | 2.800% | 8/15/29 | 200 | 201 | |||||||||||
Praxair Inc. | 2.650% | 2/5/25 | 2,216 | 2,273 | |||||||||||
Praxair Inc. | 3.200% | 1/30/26 | 5,762 | 6,038 | |||||||||||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 12,232 | 13,125 | |||||||||||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 1,000 | 1,332 | |||||||||||
Rohm & Haas Co. | 7.850% | 7/15/29 | 8,675 | 11,529 | |||||||||||
RPM International Inc. | 3.750% | 3/15/27 | 4,080 | 4,195 | |||||||||||
RPM International Inc. | 4.550% | 3/1/29 | 3,865 | 4,178 | |||||||||||
SASOL Financing USA LLC | 6.500% | 9/27/28 | 6,325 | 7,037 | |||||||||||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 4,300 | 4,513 | |||||||||||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 3,466 | 3,704 | |||||||||||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 16,000 | 16,868 | |||||||||||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 7,100 | 7,184 | |||||||||||
Southern Copper Corp. | 3.875% | 4/23/25 | 6,225 | 6,532 | |||||||||||
Steel Dynamics Inc. | 4.125% | 9/15/25 | 3,000 | 3,086 | |||||||||||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 1,500 | 1,517 | |||||||||||
Suzano Austria GmbH | 6.000% | 1/15/29 | 14,900 | 16,821 | |||||||||||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 14,150 | 16,591 | |||||||||||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 7,153 | 7,381 | |||||||||||
Weyerhaeuser Co. | 6.950% | 10/1/27 | 350 | 443 | |||||||||||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 2,500 | 2,710 | |||||||||||
WRKCo Inc. | 3.750% | 3/15/25 | 8,275 | 8,717 |
52
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
WRKCo Inc. | 4.650% | 3/15/26 | 8,001 | 8,845 | |||||||||||
WRKCo Inc. | 3.375% | 9/15/27 | 4,596 | 4,697 | |||||||||||
WRKCo Inc. | 4.000% | 3/15/28 | 5,975 | 6,357 | |||||||||||
WRKCo Inc. | 3.900% | 6/1/28 | 2,850 | 3,014 | |||||||||||
WRKCo Inc. | 4.900% | 3/15/29 | 15,225 | 17,311 | |||||||||||
Yamana Gold Inc. | 4.625% | 12/15/27 | 875 | 913 | |||||||||||
Capital Goods (2.0%) | |||||||||||||||
3M Co. | 2.000% | 2/14/25 | 6,400 | 6,344 | |||||||||||
3M Co. | 3.000% | 8/7/25 | 2,750 | 2,867 | |||||||||||
3M Co. | 2.250% | 9/19/26 | 5,150 | 5,137 | |||||||||||
3M Co. | 2.875% | 10/15/27 | 6,900 | 7,185 | |||||||||||
3M Co. | 3.625% | 9/14/28 | 4,630 | 5,039 | |||||||||||
3M Co. | 3.375% | 3/1/29 | 6,500 | 6,891 | |||||||||||
3M Co. | 2.375% | 8/26/29 | 9,200 | 9,032 | |||||||||||
ABB Finance USA Inc. | 3.800% | 4/3/28 | 6,160 | 6,725 | |||||||||||
Allegion plc | 3.500% | 10/1/29 | 3,350 | 3,416 | |||||||||||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,200 | 3,298 | |||||||||||
Avery Dennison Corp. | 4.875% | 12/6/28 | 4,000 | 4,541 | |||||||||||
4 | Bemis Co. Inc. | 3.100% | 9/15/26 | 2,700 | 2,639 | ||||||||||
Boeing Co. | 2.500% | 3/1/25 | 1,092 | 1,094 | |||||||||||
Boeing Co. | 2.600% | 10/30/25 | 2,200 | 2,216 | |||||||||||
Boeing Co. | 3.100% | 5/1/26 | 5,200 | 5,361 | |||||||||||
Boeing Co. | 2.250% | 6/15/26 | 4,395 | 4,329 | |||||||||||
Boeing Co. | 2.700% | 2/1/27 | 4,615 | 4,651 | |||||||||||
Boeing Co. | 2.800% | 3/1/27 | 3,472 | 3,517 | |||||||||||
Boeing Co. | 3.250% | 3/1/28 | 2,450 | 2,543 | |||||||||||
Boeing Co. | 3.450% | 11/1/28 | 4,436 | 4,671 | |||||||||||
Boeing Co. | 3.200% | 3/1/29 | 8,600 | 8,962 | |||||||||||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 4,825 | 5,045 | |||||||||||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 3,535 | 3,554 | |||||||||||
Caterpillar Inc. | 2.600% | 9/19/29 | 1,900 | 1,913 | |||||||||||
CNH Industrial NV | 3.850% | 11/15/27 | 4,475 | 4,659 | |||||||||||
Deere & Co. | 5.375% | 10/16/29 | 1,458 | 1,803 | |||||||||||
Dover Corp. | 3.150% | 11/15/25 | 4,014 | 4,157 | |||||||||||
Dover Corp. | 2.950% | 11/4/29 | 1,300 | 1,303 | |||||||||||
Eagle Materials Inc. | 4.500% | 8/1/26 | 2,300 | 2,384 | |||||||||||
Eaton Corp. | 3.103% | 9/15/27 | 6,200 | 6,429 | |||||||||||
Embraer Netherlands Finance BV | 5.050% | 6/15/25 | 4,123 | 4,533 | |||||||||||
Embraer Netherlands Finance BV | 5.400% | 2/1/27 | 8,388 | 9,430 | |||||||||||
Emerson Electric Co. | 3.150% | 6/1/25 | 3,300 | 3,452 | |||||||||||
Fortive Corp. | 3.150% | 6/15/26 | 7,806 | 7,987 | |||||||||||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 4,250 | 4,541 | |||||||||||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 5,725 | 5,781 | |||||||||||
General Dynamics Corp. | 2.375% | 11/15/24 | 2 | 2 | |||||||||||
General Dynamics Corp. | 3.500% | 5/15/25 | 7,860 | 8,414 | |||||||||||
General Dynamics Corp. | 2.125% | 8/15/26 | 7,209 | 7,129 | |||||||||||
General Dynamics Corp. | 2.625% | 11/15/27 | 6,235 | 6,377 | |||||||||||
General Dynamics Corp. | 3.750% | 5/15/28 | 6,580 | 7,247 | |||||||||||
General Electric Co. | 3.450% | 5/15/24 | 3,191 | 3,310 | |||||||||||
General Electric Co. | 5.550% | 1/5/26 | 575 | 653 | |||||||||||
Hexcel Corp. | 4.700% | 8/15/25 | 1,500 | 1,622 | |||||||||||
Hexcel Corp. | 3.950% | 2/15/27 | 3,995 | 4,165 | |||||||||||
Honeywell International Inc. | 2.500% | 11/1/26 | 9,018 | 9,160 | |||||||||||
Honeywell International Inc. | 2.700% | 8/15/29 | 7,230 | 7,417 | |||||||||||
Hubbell Inc. | 3.350% | 3/1/26 | 3,380 | 3,457 | |||||||||||
Hubbell Inc. | 3.150% | 8/15/27 | 2,700 | 2,692 | |||||||||||
Hubbell Inc. | 3.500% | 2/15/28 | 3,650 | 3,770 | |||||||||||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 6,620 | 6,901 | |||||||||||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 8,885 | 9,131 | |||||||||||
Ingersoll-Rand Luxembourg Finance SA | 3.550% | 11/1/24 | 1 | 1 | |||||||||||
Ingersoll-Rand Luxembourg Finance SA | 3.500% | 3/21/26 | 3,175 | 3,320 | |||||||||||
Ingersoll-Rand Luxembourg Finance SA | 3.800% | 3/21/29 | 7,450 | 7,977 | |||||||||||
John Deere Capital Corp. | 3.450% | 3/13/25 | 2,750 | 2,919 |
53
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
John Deere Capital Corp. | 3.400% | 9/11/25 | 2,300 | 2,436 | |||||||||||
John Deere Capital Corp. | 2.650% | 6/10/26 | 5,264 | 5,362 | |||||||||||
John Deere Capital Corp. | 2.250% | 9/14/26 | 5,000 | 4,998 | |||||||||||
John Deere Capital Corp. | 2.800% | 9/8/27 | 7,050 | 7,238 | |||||||||||
John Deere Capital Corp. | 3.050% | 1/6/28 | 7,185 | 7,483 | |||||||||||
John Deere Capital Corp. | 3.450% | 3/7/29 | 2,400 | 2,608 | |||||||||||
John Deere Capital Corp. | 2.800% | 7/18/29 | 4,600 | 4,709 | |||||||||||
Johnson Controls International plc | 3.900% | 2/14/26 | 3,161 | 3,356 | |||||||||||
Kennametal Inc. | 4.625% | 6/15/28 | 3,875 | 4,133 | |||||||||||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 7,284 | 7,749 | |||||||||||
4 | L3Harris Technologies Inc. | 3.850% | 12/15/26 | 6,503 | 6,987 | ||||||||||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 2,225 | 2,477 | |||||||||||
4 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 9,715 | 10,822 | ||||||||||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 1,939 | 1,963 | |||||||||||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 4,000 | 4,103 | |||||||||||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 4,000 | 4,370 | |||||||||||
Legrand France SA | 8.500% | 2/15/25 | 3,295 | 4,249 | |||||||||||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 10,541 | 10,952 | |||||||||||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 14,833 | 15,885 | |||||||||||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 3,975 | 4,106 | |||||||||||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 2,775 | 2,886 | |||||||||||
Masco Corp. | 4.450% | 4/1/25 | 4,234 | 4,610 | |||||||||||
Masco Corp. | 4.375% | 4/1/26 | 6,064 | 6,543 | |||||||||||
Masco Corp. | 3.500% | 11/15/27 | 3,500 | 3,620 | |||||||||||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 12,850 | 13,239 | |||||||||||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 3,600 | 3,744 | |||||||||||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 12,413 | 12,933 | |||||||||||
Nvent Finance Sarl | 4.550% | 4/15/28 | 3,685 | 3,819 | |||||||||||
Oshkosh Corp. | 4.600% | 5/15/28 | 3,100 | 3,317 | |||||||||||
Owens Corning | 3.400% | 8/15/26 | 6,260 | 6,340 | |||||||||||
Owens Corning | 3.950% | 8/15/29 | 1,000 | 1,037 | |||||||||||
Parker-Hannifin Corp. | 3.300% | 11/21/24 | 2 | 2 | |||||||||||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 8,927 | 9,259 | |||||||||||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 9,300 | 9,662 | |||||||||||
Precision Castparts Corp. | 3.250% | 6/15/25 | 7,993 | 8,421 | |||||||||||
Republic Services Inc. | 3.200% | 3/15/25 | 7,876 | 8,178 | |||||||||||
Republic Services Inc. | 2.900% | 7/1/26 | 4,108 | 4,185 | |||||||||||
Republic Services Inc. | 3.375% | 11/15/27 | 5,991 | 6,320 | |||||||||||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 4,525 | 4,863 | |||||||||||
Rockwell Collins Inc. | 3.500% | 3/15/27 | 11,406 | 12,132 | |||||||||||
Roper Technologies Inc. | 3.850% | 12/15/25 | 2,375 | 2,552 | |||||||||||
Roper Technologies Inc. | 3.800% | 12/15/26 | 8,178 | 8,789 | |||||||||||
Roper Technologies Inc. | 4.200% | 9/15/28 | 7,250 | 7,928 | |||||||||||
Roper Technologies Inc. | 2.950% | 9/15/29 | 3,250 | 3,267 | |||||||||||
Snap-on Inc. | 3.250% | 3/1/27 | 2,575 | 2,684 | |||||||||||
Spirit AeroSystems Inc. | 3.850% | 6/15/26 | 2,850 | 2,922 | |||||||||||
Spirit AeroSystems Inc. | 4.600% | 6/15/28 | 5,915 | 6,219 | |||||||||||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 3,210 | 3,385 | |||||||||||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 4,885 | 5,495 | |||||||||||
Textron Inc. | 3.875% | 3/1/25 | 2,320 | 2,457 | |||||||||||
Textron Inc. | 4.000% | 3/15/26 | 3,770 | 4,025 | |||||||||||
Textron Inc. | 3.650% | 3/15/27 | 4,518 | 4,724 | |||||||||||
Textron Inc. | 3.375% | 3/1/28 | 1,250 | 1,284 | |||||||||||
Textron Inc. | 3.900% | 9/17/29 | 2,100 | 2,240 | |||||||||||
Timken Co. | 4.500% | 12/15/28 | 3,000 | 3,230 | |||||||||||
United Technologies Corp. | 3.950% | 8/16/25 | 15,957 | 17,372 | |||||||||||
United Technologies Corp. | 2.650% | 11/1/26 | 10,075 | 10,308 | |||||||||||
United Technologies Corp. | 3.125% | 5/4/27 | 10,000 | 10,466 | |||||||||||
United Technologies Corp. | 4.125% | 11/16/28 | 30,730 | 34,551 | |||||||||||
United Technologies Corp. | 7.500% | 9/15/29 | 2,500 | 3,515 | |||||||||||
Vulcan Materials Co. | 4.500% | 4/1/25 | 4,004 | 4,332 | |||||||||||
Wabtec Corp. | 3.450% | 11/15/26 | 8,006 | 8,041 | |||||||||||
Wabtec Corp. | 4.950% | 9/15/28 | 8,800 | 9,673 | |||||||||||
Waste Connections Inc. | 3.500% | 5/1/29 | 8,650 | 9,115 |
54
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Waste Management Inc. | 3.125% | 3/1/25 | 7,556 | 7,895 | |||||||||||
Waste Management Inc. | 3.200% | 6/15/26 | 6,845 | 7,171 | |||||||||||
Waste Management Inc. | 3.150% | 11/15/27 | 9,519 | 9,946 | |||||||||||
Waste Management Inc. | 3.450% | 6/15/29 | 5,764 | 6,156 | |||||||||||
Xylem Inc. | 3.250% | 11/1/26 | 4,685 | 4,857 | |||||||||||
Communication (2.8%) | |||||||||||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 8,235 | 8,630 | |||||||||||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 3,099 | 3,228 | |||||||||||
America Movil SAB de CV | 3.625% | 4/22/29 | 6,750 | 7,156 | |||||||||||
American Tower Corp. | 2.950% | 1/15/25 | 1,050 | 1,076 | |||||||||||
American Tower Corp. | 4.000% | 6/1/25 | 5,669 | 6,056 | |||||||||||
American Tower Corp. | 4.400% | 2/15/26 | 2,550 | 2,789 | |||||||||||
American Tower Corp. | 3.375% | 10/15/26 | 12,550 | 13,035 | |||||||||||
American Tower Corp. | 3.125% | 1/15/27 | 8,252 | 8,412 | |||||||||||
American Tower Corp. | 3.550% | 7/15/27 | 6,275 | 6,560 | |||||||||||
American Tower Corp. | 3.600% | 1/15/28 | 5,000 | 5,235 | |||||||||||
American Tower Corp. | 3.950% | 3/15/29 | 5,800 | 6,240 | |||||||||||
American Tower Corp. | 3.800% | 8/15/29 | 16,798 | 17,945 | |||||||||||
AT&T Inc. | 3.950% | 1/15/25 | 10,000 | 10,712 | |||||||||||
AT&T Inc. | 3.400% | 5/15/25 | 39,774 | 41,681 | |||||||||||
AT&T Inc. | 3.600% | 7/15/25 | 12,193 | 12,867 | |||||||||||
AT&T Inc. | 3.875% | 1/15/26 | 9,725 | 10,414 | |||||||||||
AT&T Inc. | 4.125% | 2/17/26 | 20,712 | 22,444 | |||||||||||
AT&T Inc. | 2.950% | 7/15/26 | 2,475 | 2,512 | |||||||||||
AT&T Inc. | 3.800% | 2/15/27 | 12,102 | 12,902 | |||||||||||
AT&T Inc. | 4.250% | 3/1/27 | 10,320 | 11,312 | |||||||||||
AT&T Inc. | 4.100% | 2/15/28 | 16,900 | 18,345 | |||||||||||
AT&T Inc. | 4.350% | 3/1/29 | 29,425 | 32,633 | |||||||||||
British Telecommunications plc | 5.125% | 12/4/28 | 5,000 | 5,746 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 35,525 | 39,083 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 17,245 | 17,824 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.200% | 3/15/28 | 200 | 213 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 14,210 | 16,067 | |||||||||||
Comcast Corp. | 3.375% | 2/15/25 | 8,565 | 9,023 | |||||||||||
Comcast Corp. | 3.375% | 8/15/25 | 18,294 | 19,405 | |||||||||||
Comcast Corp. | 3.950% | 10/15/25 | 16,990 | 18,515 | |||||||||||
Comcast Corp. | 3.150% | 3/1/26 | 21,086 | 22,033 | |||||||||||
Comcast Corp. | 2.350% | 1/15/27 | 25,375 | 25,299 | |||||||||||
Comcast Corp. | 3.300% | 2/1/27 | 12,325 | 13,026 | |||||||||||
Comcast Corp. | 3.150% | 2/15/28 | 12,580 | 13,167 | |||||||||||
Comcast Corp. | 4.150% | 10/15/28 | 34,500 | 38,827 | |||||||||||
Crown Castle International Corp. | 4.450% | 2/15/26 | 7,713 | 8,417 | |||||||||||
Crown Castle International Corp. | 3.700% | 6/15/26 | 12,493 | 13,205 | |||||||||||
Crown Castle International Corp. | 4.000% | 3/1/27 | 4,085 | 4,396 | |||||||||||
Crown Castle International Corp. | 3.650% | 9/1/27 | 9,459 | 9,966 | |||||||||||
Crown Castle International Corp. | 3.800% | 2/15/28 | 10,700 | 11,369 | |||||||||||
Crown Castle International Corp. | 4.300% | 2/15/29 | 1,500 | 1,655 | |||||||||||
Crown Castle International Corp. | 3.100% | 11/15/29 | 5,000 | 5,030 | |||||||||||
Discovery Communications LLC | 3.450% | 3/15/25 | 3,046 | 3,152 | |||||||||||
Discovery Communications LLC | 3.950% | 6/15/25 | 6,120 | 6,492 | |||||||||||
Discovery Communications LLC | 4.900% | 3/11/26 | 6,284 | 7,018 | |||||||||||
Discovery Communications LLC | 3.950% | 3/20/28 | 15,684 | 16,730 | |||||||||||
Discovery Communications LLC | 4.125% | 5/15/29 | 7,255 | 7,789 | |||||||||||
Electronic Arts Inc. | 4.800% | 3/1/26 | 4,750 | 5,346 | |||||||||||
4 | Fox Corp. | 4.709% | 1/25/29 | 19,960 | 22,688 | ||||||||||
Grupo Televisa SAB | 6.625% | 3/18/25 | 3,860 | 4,528 | |||||||||||
Grupo Televisa SAB | 4.625% | 1/30/26 | 2,635 | 2,836 | |||||||||||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 6,190 | 6,954 | |||||||||||
Moody's Corp. | 4.250% | 2/1/29 | 1,100 | 1,242 |
55
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Omnicom Group Inc./ Omnicom Capital Inc. | 3.600% | 4/15/26 | 12,526 | 13,170 | |||||||||||
RELX Capital Inc. | 4.000% | 3/18/29 | 7,000 | 7,582 | |||||||||||
Rogers Communications Inc. | 3.625% | 12/15/25 | 5,551 | 5,876 | |||||||||||
Rogers Communications Inc. | 2.900% | 11/15/26 | 4,625 | 4,697 | |||||||||||
S&P Global Inc. | 4.000% | 6/15/25 | 7,272 | 7,872 | |||||||||||
S&P Global Inc. | 4.400% | 2/15/26 | 6,415 | 7,127 | |||||||||||
S&P Global Inc. | 2.950% | 1/22/27 | 4,265 | 4,403 | |||||||||||
S&P Global Inc. | 2.500% | 12/1/29 | 1,750 | 1,753 | |||||||||||
Telefonica Emisiones SAU | 4.103% | 3/8/27 | 13,100 | 14,150 | |||||||||||
TELUS Corp. | 2.800% | 2/16/27 | 5,600 | 5,604 | |||||||||||
TELUS Corp. | 3.700% | 9/15/27 | 1,355 | 1,424 | |||||||||||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 5,250 | 5,393 | |||||||||||
Verizon Communications Inc. | 3.376% | 2/15/25 | 23,102 | 24,422 | |||||||||||
Verizon Communications Inc. | 2.625% | 8/15/26 | 22,884 | 23,197 | |||||||||||
Verizon Communications Inc. | 4.125% | 3/16/27 | 29,436 | 32,546 | |||||||||||
Verizon Communications Inc. | 4.329% | 9/21/28 | 38,803 | 43,985 | |||||||||||
Verizon Communications Inc. | 4.016% | 12/3/29 | 16,820 | 18,724 | |||||||||||
ViacomCBS Inc. | 3.500% | 1/15/25 | 5,500 | 5,754 | |||||||||||
ViacomCBS Inc. | 4.000% | 1/15/26 | 5,603 | 5,999 | |||||||||||
ViacomCBS Inc. | 2.900% | 1/15/27 | 5,740 | 5,736 | |||||||||||
ViacomCBS Inc. | 3.375% | 2/15/28 | 4,800 | 4,943 | |||||||||||
ViacomCBS Inc. | 3.700% | 6/1/28 | 4,500 | 4,693 | |||||||||||
Vodafone Group plc | 4.125% | 5/30/25 | 14,961 | 16,165 | |||||||||||
Vodafone Group plc | 4.375% | 5/30/28 | 27,850 | 30,792 | |||||||||||
Walt Disney Co. | 3.150% | 9/17/25 | 8,000 | 8,499 | |||||||||||
Walt Disney Co. | 3.700% | 10/15/25 | 3,140 | 3,396 | |||||||||||
Walt Disney Co. | 3.000% | 2/13/26 | 8,785 | 9,241 | |||||||||||
Walt Disney Co. | 1.850% | 7/30/26 | 12,352 | 12,115 | |||||||||||
Walt Disney Co. | 3.375% | 11/15/26 | 5,450 | 5,830 | |||||||||||
Walt Disney Co. | 2.000% | 9/1/29 | 16,300 | 15,798 | |||||||||||
Consumer Cyclical (2.9%) | |||||||||||||||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 21,475 | 22,380 | |||||||||||
Amazon.com Inc. | 5.200% | 12/3/25 | 8,259 | 9,586 | |||||||||||
Amazon.com Inc. | 3.150% | 8/22/27 | 21,374 | 22,583 | |||||||||||
American Honda Finance Corp. | 2.300% | 9/9/26 | 2,890 | 2,881 | |||||||||||
American Honda Finance Corp. | 3.500% | 2/15/28 | 5,600 | 6,022 | |||||||||||
Aptiv plc | 4.250% | 1/15/26 | 5,400 | 5,815 | |||||||||||
Aptiv plc | 4.350% | 3/15/29 | 1,300 | 1,409 | |||||||||||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 9,717 | 10,314 | |||||||||||
AutoNation Inc. | 3.500% | 11/15/24 | 4 | 4 | |||||||||||
AutoNation Inc. | 4.500% | 10/1/25 | 5,040 | 5,415 | |||||||||||
AutoNation Inc. | 3.800% | 11/15/27 | 3,750 | 3,782 | |||||||||||
AutoZone Inc. | 3.250% | 4/15/25 | 4,470 | 4,653 | |||||||||||
AutoZone Inc. | 3.125% | 4/21/26 | 4,600 | 4,737 | |||||||||||
AutoZone Inc. | 3.750% | 6/1/27 | 6,647 | 7,087 | |||||||||||
AutoZone Inc. | 3.750% | 4/18/29 | 3,750 | 4,008 | |||||||||||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 2,685 | 2,938 | |||||||||||
Block Financial LLC | 5.250% | 10/1/25 | 3,025 | 3,310 | |||||||||||
Booking Holdings Inc. | 3.650% | 3/15/25 | 4,250 | 4,535 | |||||||||||
Booking Holdings Inc. | 3.600% | 6/1/26 | 14,430 | 15,415 | |||||||||||
Booking Holdings Inc. | 3.550% | 3/15/28 | 4,110 | 4,372 | |||||||||||
BorgWarner Inc. | 3.375% | 3/15/25 | 4,150 | 4,330 | |||||||||||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 8,518 | 8,988 | |||||||||||
Cummins Inc. | 7.125% | 3/1/28 | 775 | 1,030 | |||||||||||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,125 | 4,318 | |||||||||||
Dollar General Corp. | 4.150% | 11/1/25 | 6,312 | 6,857 | |||||||||||
Dollar General Corp. | 3.875% | 4/15/27 | 5,750 | 6,162 | |||||||||||
Dollar General Corp. | 4.125% | 5/1/28 | 2,825 | 3,091 | |||||||||||
Dollar Tree Inc. | 4.000% | 5/15/25 | 9,000 | 9,619 | |||||||||||
Dollar Tree Inc. | 4.200% | 5/15/28 | 9,450 | 10,123 | |||||||||||
eBay Inc. | 3.600% | 6/5/27 | 6,750 | 7,045 | |||||||||||
Expedia Group Inc. | 5.000% | 2/15/26 | 6,320 | 6,933 | |||||||||||
Expedia Group Inc. | 3.800% | 2/15/28 | 8,644 | 8,811 |
56
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Ford Motor Co. | 4.346% | 12/8/26 | 8,575 | 8,832 | |||||||||||
Ford Motor Co. | 6.625% | 10/1/28 | 5,614 | 6,187 | |||||||||||
Ford Motor Co. | 6.375% | 2/1/29 | 1,181 | 1,265 | |||||||||||
Ford Motor Credit Co. LLC | 4.687% | 6/9/25 | 7,700 | 7,980 | |||||||||||
Ford Motor Credit Co. LLC | 4.134% | 8/4/25 | 11,048 | 11,186 | |||||||||||
Ford Motor Credit Co. LLC | 4.389% | 1/8/26 | 11,939 | 12,129 | |||||||||||
Ford Motor Credit Co. LLC | 4.542% | 8/1/26 | 2,000 | 2,044 | |||||||||||
Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 7,550 | 7,292 | |||||||||||
Ford Motor Credit Co. LLC | 5.113% | 5/3/29 | 12,700 | 13,048 | |||||||||||
General Motors Co. | 4.000% | 4/1/25 | 2,283 | 2,377 | |||||||||||
General Motors Co. | 5.000% | 10/1/28 | 8,892 | 9,633 | |||||||||||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 1 | 1 | |||||||||||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 7,843 | 8,241 | |||||||||||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 6,925 | 7,410 | |||||||||||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 7,041 | 7,513 | |||||||||||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 9,200 | 10,200 | |||||||||||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 6,667 | 6,972 | |||||||||||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 9,792 | 10,309 | |||||||||||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 7,100 | 7,213 | |||||||||||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 7,750 | 8,792 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 7,500 | 8,176 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 8,075 | 8,826 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 5,275 | 5,960 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 6,000 | 6,685 | |||||||||||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 5,070 | 5,255 | |||||||||||
Harman International Industries Inc. | 4.150% | 5/15/25 | 3,200 | 3,403 | |||||||||||
Home Depot Inc. | 3.350% | 9/15/25 | 11,320 | 12,089 | |||||||||||
Home Depot Inc. | 3.000% | 4/1/26 | 13,677 | 14,279 | |||||||||||
Home Depot Inc. | 2.125% | 9/15/26 | 8,028 | 8,005 | |||||||||||
Home Depot Inc. | 2.800% | 9/14/27 | 8,452 | 8,760 | |||||||||||
Home Depot Inc. | 3.900% | 12/6/28 | 6,075 | 6,778 | |||||||||||
Home Depot Inc. | 2.950% | 6/15/29 | 7,400 | 7,685 | |||||||||||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 3,643 | 4,032 | |||||||||||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 4,000 | 4,341 | |||||||||||
IHS Markit Ltd. | 4.750% | 8/1/28 | 7,500 | 8,344 | |||||||||||
IHS Markit Ltd. | 4.250% | 5/1/29 | 6,235 | 6,718 | |||||||||||
JD.com Inc. | 3.875% | 4/29/26 | 4,825 | 5,001 | |||||||||||
Kohl's Corp. | 4.250% | 7/17/25 | 5,250 | 5,583 | |||||||||||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 4,000 | 4,040 | |||||||||||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 8,100 | 8,328 | |||||||||||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 6,198 | 6,466 | |||||||||||
Lear Corp. | 5.250% | 1/15/25 | 6,365 | 6,552 | |||||||||||
Lear Corp. | 3.800% | 9/15/27 | 6,549 | 6,621 | |||||||||||
Lear Corp. | 4.250% | 5/15/29 | 3,000 | 3,093 | |||||||||||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 6,283 | 6,603 | |||||||||||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 9,373 | 9,438 | |||||||||||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 19,456 | 20,083 | |||||||||||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 12,300 | 13,131 | |||||||||||
Magna International Inc. | 4.150% | 10/1/25 | 5,500 | 5,913 | |||||||||||
Marriott International Inc. | 3.750% | 3/15/25 | 2,500 | 2,640 | |||||||||||
Marriott International Inc. | 3.750% | 10/1/25 | 3,220 | 3,418 | |||||||||||
Marriott International Inc. | 3.125% | 6/15/26 | 7,655 | 7,921 | |||||||||||
Marriott International Inc. | 4.000% | 4/15/28 | 5,250 | 5,659 | |||||||||||
Mastercard Inc. | 2.000% | 3/3/25 | 6,725 | 6,688 | |||||||||||
Mastercard Inc. | 2.950% | 11/21/26 | 11,250 | 11,733 | |||||||||||
Mastercard Inc. | 3.500% | 2/26/28 | 5,130 | 5,550 | |||||||||||
Mastercard Inc. | 2.950% | 6/1/29 | 9,160 | 9,548 | |||||||||||
McDonald's Corp. | 3.375% | 5/26/25 | 11,176 | 11,795 | |||||||||||
McDonald's Corp. | 3.700% | 1/30/26 | 10,700 | 11,482 | |||||||||||
McDonald's Corp. | 3.500% | 3/1/27 | 12,050 | 12,839 | |||||||||||
McDonald's Corp. | 3.800% | 4/1/28 | 9,635 | 10,449 | |||||||||||
McDonald's Corp. | 2.625% | 9/1/29 | 7,500 | 7,482 | |||||||||||
NIKE Inc. | 2.375% | 11/1/26 | 12,150 | 12,348 | |||||||||||
Nordstrom Inc. | 4.000% | 3/15/27 | 3,125 | 3,239 |
57
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Nordstrom Inc. | 4.375% | 4/1/30 | 875 | 891 | |||||||||||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 4,112 | 4,328 | |||||||||||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 13,350 | 14,253 | |||||||||||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 3,720 | 4,042 | |||||||||||
QVC Inc. | 4.450% | 2/15/25 | 1,987 | 2,051 | |||||||||||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,250 | 3,492 | |||||||||||
Royal Caribbean Cruises Ltd. | 3.700% | 3/15/28 | 6,090 | 6,296 | |||||||||||
Sands China Ltd. | 5.125% | 8/8/25 | 14,400 | 15,858 | |||||||||||
Sands China Ltd. | 5.400% | 8/8/28 | 12,435 | 13,989 | |||||||||||
Starbucks Corp. | 3.800% | 8/15/25 | 18,198 | 19,599 | |||||||||||
Starbucks Corp. | 2.450% | 6/15/26 | 4,800 | 4,847 | |||||||||||
Starbucks Corp. | 3.500% | 3/1/28 | 4,300 | 4,592 | |||||||||||
Starbucks Corp. | 4.000% | 11/15/28 | 2,250 | 2,489 | |||||||||||
Starbucks Corp. | 3.550% | 8/15/29 | 7,225 | 7,831 | |||||||||||
Tapestry Inc. | 4.250% | 4/1/25 | 5,450 | 5,738 | |||||||||||
Tapestry Inc. | 4.125% | 7/15/27 | 4,850 | 4,938 | |||||||||||
Target Corp. | 2.500% | 4/15/26 | 7,912 | 8,094 | |||||||||||
Target Corp. | 3.375% | 4/15/29 | 6,000 | 6,510 | |||||||||||
TJX Cos. Inc. | 2.250% | 9/15/26 | 11,764 | 11,764 | |||||||||||
Toyota Motor Corp. | 3.669% | 7/20/28 | 1,678 | 1,843 | |||||||||||
Toyota Motor Corp. | 2.760% | 7/2/29 | 4,075 | 4,197 | |||||||||||
Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 5,810 | 6,179 | |||||||||||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 8,220 | 8,690 | |||||||||||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 5,450 | 5,716 | |||||||||||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 4,535 | 4,986 | |||||||||||
Visa Inc. | 3.150% | 12/14/25 | 32,186 | 33,983 | |||||||||||
Visa Inc. | 2.750% | 9/15/27 | 5,925 | 6,181 | |||||||||||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 16,010 | 16,248 | |||||||||||
Walmart Inc. | 3.550% | 6/26/25 | 20,320 | 21,742 | |||||||||||
Walmart Inc. | 3.050% | 7/8/26 | 10,100 | 10,606 | |||||||||||
Walmart Inc. | 5.875% | 4/5/27 | 100 | 123 | |||||||||||
Walmart Inc. | 3.700% | 6/26/28 | 19,815 | 21,814 | |||||||||||
Walmart Inc. | 3.250% | 7/8/29 | 10,750 | 11,526 | |||||||||||
Walmart Inc. | 2.375% | 9/24/29 | 9,050 | 9,059 | |||||||||||
Western Union Co. | 2.850% | 1/10/25 | 4,300 | 4,312 | |||||||||||
Consumer Noncyclical (6.6%) | |||||||||||||||
Abbott Laboratories | 2.950% | 3/15/25 | 6,395 | 6,632 | |||||||||||
Abbott Laboratories | 3.875% | 9/15/25 | 3,865 | 4,207 | |||||||||||
Abbott Laboratories | 3.750% | 11/30/26 | 13,867 | 15,132 | |||||||||||
AbbVie Inc. | 3.600% | 5/14/25 | 31,829 | 33,593 | |||||||||||
AbbVie Inc. | 3.200% | 5/14/26 | 16,045 | 16,595 | |||||||||||
4 | AbbVie Inc. | 2.950% | 11/21/26 | 32,600 | 33,054 | ||||||||||
AbbVie Inc. | 4.250% | 11/14/28 | 14,510 | 16,039 | |||||||||||
4 | AbbVie Inc. | 3.200% | 11/21/29 | 48,725 | 49,604 | ||||||||||
Adventist Health System | 2.952% | 3/1/29 | 3,000 | 2,960 | |||||||||||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,600 | 2,814 | |||||||||||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 3,650 | 3,721 | |||||||||||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 3,500 | 3,462 | |||||||||||
Allergan Funding SCS | 3.800% | 3/15/25 | 24,823 | 26,003 | |||||||||||
Altria Group Inc. | 4.400% | 2/14/26 | 9,850 | 10,697 | |||||||||||
Altria Group Inc. | 2.625% | 9/16/26 | 4,360 | 4,308 | |||||||||||
Altria Group Inc. | 4.800% | 2/14/29 | 26,475 | 29,399 | |||||||||||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 6,483 | 6,699 | |||||||||||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 8,225 | 8,529 | |||||||||||
Amgen Inc. | 3.125% | 5/1/25 | 7,166 | 7,481 | |||||||||||
Amgen Inc. | 2.600% | 8/19/26 | 10,560 | 10,671 | |||||||||||
Amgen Inc. | 3.200% | 11/2/27 | 7,090 | 7,431 | |||||||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 40,076 | 42,663 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 3.650% | 2/1/26 | 3,015 | 3,221 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 22,735 | 24,733 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 21,920 | 24,070 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 49,950 | 57,845 |
58
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 8,803 | 8,937 | |||||||||||
Ascension Health | 2.532% | 11/15/29 | 1,900 | 1,876 | |||||||||||
AstraZeneca plc | 3.375% | 11/16/25 | 17,391 | 18,427 | |||||||||||
AstraZeneca plc | 3.125% | 6/12/27 | 7,875 | 8,191 | |||||||||||
AstraZeneca plc | 4.000% | 1/17/29 | 7,915 | 8,776 | |||||||||||
BAT Capital Corp. | 3.215% | 9/6/26 | 8,600 | 8,642 | |||||||||||
BAT Capital Corp. | 3.557% | 8/15/27 | 26,270 | 26,745 | |||||||||||
BAT Capital Corp. | 3.462% | 9/6/29 | 6,575 | 6,662 | |||||||||||
Baxalta Inc. | 4.000% | 6/23/25 | 8,030 | 8,616 | |||||||||||
Baxter International Inc. | 2.600% | 8/15/26 | 6,167 | 6,208 | |||||||||||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 16,700 | 17,754 | |||||||||||
Biogen Inc. | 4.050% | 9/15/25 | 13,373 | 14,527 | |||||||||||
Boston Scientific Corp. | 3.850% | 5/15/25 | 3,662 | 3,927 | |||||||||||
Boston Scientific Corp. | 3.750% | 3/1/26 | 7,750 | 8,299 | |||||||||||
Boston Scientific Corp. | 4.000% | 3/1/29 | 10,245 | 11,309 | |||||||||||
4 | Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 23,775 | 25,675 | ||||||||||
4 | Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 20,100 | 21,057 | ||||||||||
4 | Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 7,347 | 7,813 | ||||||||||
4 | Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 15,775 | 17,194 | ||||||||||
4 | Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 35,435 | 37,854 | ||||||||||
Brown-Forman Corp. | 3.500% | 4/15/25 | 2,950 | 3,142 | |||||||||||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 5,562 | 5,540 | |||||||||||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 5,250 | 5,396 | |||||||||||
Campbell Soup Co. | 3.950% | 3/15/25 | 7,325 | 7,771 | |||||||||||
Campbell Soup Co. | 3.300% | 3/19/25 | 3,260 | 3,351 | |||||||||||
Campbell Soup Co. | 4.150% | 3/15/28 | 8,100 | 8,761 | |||||||||||
Cardinal Health Inc. | 3.079% | 6/15/24 | 1,528 | 1,570 | |||||||||||
Cardinal Health Inc. | 3.750% | 9/15/25 | 4,525 | 4,790 | |||||||||||
Cardinal Health Inc. | 3.410% | 6/15/27 | 11,905 | 12,168 | |||||||||||
CHRISTUS Health | 4.341% | 7/1/28 | 3,000 | 3,304 | |||||||||||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,375 | 3,508 | |||||||||||
4 | Cigna Corp. | 3.250% | 4/15/25 | 7,950 | 8,178 | ||||||||||
Cigna Corp. | 4.125% | 11/15/25 | 13,250 | 14,338 | |||||||||||
4 | Cigna Corp. | 4.500% | 2/25/26 | 14,796 | 16,012 | ||||||||||
4 | Cigna Corp. | 3.400% | 3/1/27 | 14,434 | 14,934 | ||||||||||
4 | Cigna Corp. | 3.050% | 10/15/27 | 3,885 | 3,901 | ||||||||||
Cigna Corp. | 4.375% | 10/15/28 | 32,250 | 35,695 | |||||||||||
Clorox Co. | 3.100% | 10/1/27 | 3,550 | 3,685 | |||||||||||
Clorox Co. | 3.900% | 5/15/28 | 4,225 | 4,635 | |||||||||||
Coca-Cola Co. | 2.875% | 10/27/25 | 12,510 | 13,033 | |||||||||||
Coca-Cola Co. | 2.550% | 6/1/26 | 2,325 | 2,379 | |||||||||||
Coca-Cola Co. | 2.250% | 9/1/26 | 13,590 | 13,674 | |||||||||||
Coca-Cola Co. | 2.900% | 5/25/27 | 2,500 | 2,616 | |||||||||||
Coca-Cola Co. | 2.125% | 9/6/29 | 5,500 | 5,347 | |||||||||||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 3,570 | 3,739 | |||||||||||
CommonSpirit Health | 3.347% | 10/1/29 | 6,725 | 6,765 | |||||||||||
Conagra Brands Inc. | 4.600% | 11/1/25 | 11,986 | 13,205 | |||||||||||
Conagra Brands Inc. | 4.850% | 11/1/28 | 12,950 | 14,780 | |||||||||||
Constellation Brands Inc. | 4.400% | 11/15/25 | 3,000 | 3,269 | |||||||||||
Constellation Brands Inc. | 4.750% | 12/1/25 | 3,417 | 3,801 | |||||||||||
Constellation Brands Inc. | 3.700% | 12/6/26 | 6,610 | 7,017 | |||||||||||
Constellation Brands Inc. | 3.500% | 5/9/27 | 4,250 | 4,426 | |||||||||||
Constellation Brands Inc. | 3.600% | 2/15/28 | 5,300 | 5,566 | |||||||||||
Constellation Brands Inc. | 4.650% | 11/15/28 | 3,775 | 4,235 | |||||||||||
Constellation Brands Inc. | 3.150% | 8/1/29 | 7,525 | 7,603 | |||||||||||
CVS Health Corp. | 4.100% | 3/25/25 | 41,151 | 44,105 | |||||||||||
CVS Health Corp. | 3.875% | 7/20/25 | 31,388 | 33,436 | |||||||||||
CVS Health Corp. | 2.875% | 6/1/26 | 20,247 | 20,528 | |||||||||||
CVS Health Corp. | 3.000% | 8/15/26 | 2,450 | 2,497 | |||||||||||
CVS Health Corp. | 6.250% | 6/1/27 | 150 | 181 | |||||||||||
CVS Health Corp. | 4.300% | 3/25/28 | 73,986 | 80,634 | |||||||||||
CVS Health Corp. | 3.250% | 8/15/29 | 20,850 | 21,164 | |||||||||||
Danaher Corp. | 3.350% | 9/15/25 | 4,825 | 5,120 | |||||||||||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 997 | 994 |
59
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 6,000 | 5,974 | |||||||||||
Diageo Capital plc | 3.875% | 5/18/28 | 3,978 | 4,339 | |||||||||||
Diageo Capital plc | 2.375% | 10/24/29 | 6,000 | 5,901 | |||||||||||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 5,110 | 5,664 | |||||||||||
Eli Lilly & Co. | 2.750% | 6/1/25 | 3,274 | 3,373 | |||||||||||
Eli Lilly & Co. | 3.375% | 3/15/29 | 9,507 | 10,231 | |||||||||||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 5,350 | 5,659 | |||||||||||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 3,840 | 3,835 | |||||||||||
Flowers Foods Inc. | 3.500% | 10/1/26 | 1,650 | 1,694 | |||||||||||
General Mills Inc. | 4.000% | 4/17/25 | 4,033 | 4,363 | |||||||||||
General Mills Inc. | 3.200% | 2/10/27 | 8,600 | 9,020 | |||||||||||
General Mills Inc. | 4.200% | 4/17/28 | 14,628 | 16,269 | |||||||||||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 18,579 | 19,708 | |||||||||||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 25,470 | 27,379 | |||||||||||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 10,667 | 11,063 | |||||||||||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 13,500 | 14,445 | |||||||||||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 14,800 | 16,297 | |||||||||||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 6,711 | 7,180 | |||||||||||
Hasbro Inc. | 3.550% | 11/19/26 | 2,900 | 2,918 | |||||||||||
Hasbro Inc. | 3.500% | 9/15/27 | 3,525 | 3,513 | |||||||||||
Hasbro Inc. | 3.900% | 11/19/29 | 7,500 | 7,546 | |||||||||||
HCA Inc. | 5.250% | 4/15/25 | 15,428 | 17,241 | |||||||||||
HCA Inc. | 5.250% | 6/15/26 | 13,680 | 15,322 | |||||||||||
HCA Inc. | 4.500% | 2/15/27 | 11,625 | 12,540 | |||||||||||
HCA Inc. | 4.125% | 6/15/29 | 11,550 | 12,243 | |||||||||||
Hershey Co. | 3.200% | 8/21/25 | 2,625 | 2,749 | |||||||||||
Hershey Co. | 2.300% | 8/15/26 | 4,483 | 4,521 | |||||||||||
Hershey Co. | 2.450% | 11/15/29 | 1,505 | 1,506 | |||||||||||
Ingredion Inc. | 3.200% | 10/1/26 | 3,830 | 3,883 | |||||||||||
JM Smucker Co. | 3.500% | 3/15/25 | 7,696 | 8,071 | |||||||||||
JM Smucker Co. | 3.375% | 12/15/27 | 3,300 | 3,442 | |||||||||||
Johnson & Johnson | 2.625% | 1/15/25 | 10,768 | 11,092 | |||||||||||
Johnson & Johnson | 2.450% | 3/1/26 | 10,235 | 10,393 | |||||||||||
Johnson & Johnson | 2.950% | 3/3/27 | 10,910 | 11,430 | |||||||||||
Johnson & Johnson | 2.900% | 1/15/28 | 15,115 | 15,763 | |||||||||||
Johnson & Johnson | 6.950% | 9/1/29 | 1,650 | 2,310 | |||||||||||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 4,425 | 4,610 | |||||||||||
Kellogg Co. | 3.250% | 4/1/26 | 4,875 | 5,060 | |||||||||||
Kellogg Co. | 3.400% | 11/15/27 | 5,295 | 5,537 | |||||||||||
Kellogg Co. | 4.300% | 5/15/28 | 4,430 | 4,938 | |||||||||||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 9,945 | 10,854 | |||||||||||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 1,950 | 2,023 | |||||||||||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 3,600 | 3,578 | |||||||||||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 3,425 | 3,576 | |||||||||||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 17,450 | 19,594 | |||||||||||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 2,650 | 2,781 | |||||||||||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 5,137 | 5,266 | |||||||||||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,987 | 4,443 | |||||||||||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 5,000 | 5,325 | |||||||||||
Kraft Heinz Foods Co. | 3.950% | 7/15/25 | 18,804 | 19,883 | |||||||||||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 16,101 | 16,091 | |||||||||||
Kraft Heinz Foods Co. | 4.625% | 1/30/29 | 8,025 | 8,775 | |||||||||||
Kroger Co. | 3.500% | 2/1/26 | 1,575 | 1,648 | |||||||||||
Kroger Co. | 2.650% | 10/15/26 | 7,822 | 7,831 | |||||||||||
Kroger Co. | 3.700% | 8/1/27 | 5,095 | 5,429 | |||||||||||
Kroger Co. | 4.500% | 1/15/29 | 4,775 | 5,358 | |||||||||||
Kroger Co. | 7.700% | 6/1/29 | 1,000 | 1,335 | |||||||||||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 7,572 | 7,964 | |||||||||||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 4,775 | 5,030 | |||||||||||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 5,475 | 5,484 | |||||||||||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 8,425 | 8,772 | |||||||||||
McKesson Corp. | 3.950% | 2/16/28 | 6,275 | 6,637 | |||||||||||
McKesson Corp. | 4.750% | 5/30/29 | 3,075 | 3,446 | |||||||||||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 7,367 | 8,059 |
60
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Medtronic Global Holdings SCA | 3.350% | 4/1/27 | 500 | 530 | |||||||||||
Medtronic Inc. | 3.500% | 3/15/25 | 15,786 | 16,907 | |||||||||||
Merck & Co. Inc. | 2.750% | 2/10/25 | 21,152 | 21,851 | |||||||||||
Merck & Co. Inc. | 3.400% | 3/7/29 | 15,475 | 16,712 | |||||||||||
Mercy Health | 4.302% | 7/1/28 | 2,290 | 2,531 | |||||||||||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 16,906 | 17,081 | |||||||||||
Mondelez International Inc. | 3.625% | 2/13/26 | 5,000 | 5,351 | |||||||||||
Mylan Inc. | 4.550% | 4/15/28 | 6,375 | 6,849 | |||||||||||
Mylan NV | 3.950% | 6/15/26 | 16,545 | 17,166 | |||||||||||
Novartis Capital Corp. | 3.000% | 11/20/25 | 16,366 | 17,149 | |||||||||||
Novartis Capital Corp. | 3.100% | 5/17/27 | 9,854 | 10,353 | |||||||||||
PepsiCo Inc. | 2.750% | 4/30/25 | 8,637 | 8,933 | |||||||||||
PepsiCo Inc. | 3.500% | 7/17/25 | 7,145 | 7,659 | |||||||||||
PepsiCo Inc. | 2.850% | 2/24/26 | 4,064 | 4,230 | |||||||||||
PepsiCo Inc. | 2.375% | 10/6/26 | 7,758 | 7,864 | |||||||||||
PepsiCo Inc. | 3.000% | 10/15/27 | 12,680 | 13,377 | |||||||||||
PepsiCo Inc. | 2.625% | 7/29/29 | 13,825 | 14,074 | |||||||||||
PerkinElmer Inc. | 3.300% | 9/15/29 | 7,100 | 7,225 | |||||||||||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 5,365 | 5,528 | |||||||||||
Pfizer Inc. | 2.750% | 6/3/26 | 16,841 | 17,371 | |||||||||||
Pfizer Inc. | 3.000% | 12/15/26 | 14,900 | 15,622 | |||||||||||
Pfizer Inc. | 3.600% | 9/15/28 | 7,800 | 8,518 | |||||||||||
Pfizer Inc. | 3.450% | 3/15/29 | 14,850 | 15,970 | |||||||||||
Pharmacia LLC | 6.600% | 12/1/28 | 1,850 | 2,430 | |||||||||||
Philip Morris International Inc. | 3.250% | 11/10/24 | 2 | 2 | |||||||||||
Philip Morris International Inc. | 3.375% | 8/11/25 | 6,820 | 7,166 | |||||||||||
Philip Morris International Inc. | 2.750% | 2/25/26 | 10,475 | 10,589 | |||||||||||
Philip Morris International Inc. | 3.125% | 8/17/27 | 2,665 | 2,754 | |||||||||||
Philip Morris International Inc. | 3.125% | 3/2/28 | 3,325 | 3,409 | |||||||||||
Philip Morris International Inc. | 3.375% | 8/15/29 | 6,900 | 7,223 | |||||||||||
Procter & Gamble Co. | 2.700% | 2/2/26 | 6,093 | 6,328 | |||||||||||
Procter & Gamble Co. | 2.450% | 11/3/26 | 12,875 | 13,243 | |||||||||||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 1,675 | 1,691 | |||||||||||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 3,941 | 3,858 | |||||||||||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 1,950 | 2,051 | |||||||||||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 9,207 | 9,661 | |||||||||||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 3,550 | 3,916 | |||||||||||
Reynolds American Inc. | 4.450% | 6/12/25 | 21,447 | 23,057 | |||||||||||
Sanofi | 3.625% | 6/19/28 | 9,000 | 9,985 | |||||||||||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 27,179 | 27,982 | |||||||||||
SSM Health Care Corp. | 3.823% | 6/1/27 | 2,900 | 3,066 | |||||||||||
Stryker Corp. | 3.375% | 11/1/25 | 6,658 | 7,005 | |||||||||||
Stryker Corp. | 3.500% | 3/15/26 | 6,780 | 7,203 | |||||||||||
Stryker Corp. | 3.650% | 3/7/28 | 5,575 | 5,986 | |||||||||||
Sutter Health | 3.695% | 8/15/28 | 3,000 | 3,214 | |||||||||||
Sysco Corp. | 3.750% | 10/1/25 | 4,800 | 5,151 | |||||||||||
Sysco Corp. | 3.300% | 7/15/26 | 9,755 | 10,279 | |||||||||||
Sysco Corp. | 3.250% | 7/15/27 | 9,550 | 9,986 | |||||||||||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 18,105 | 21,068 | |||||||||||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 3,900 | 4,166 | |||||||||||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 9,807 | 10,083 | |||||||||||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 6,500 | 6,790 | |||||||||||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 6,600 | 6,521 | |||||||||||
Tyson Foods Inc. | 4.000% | 3/1/26 | 2,300 | 2,490 | |||||||||||
Tyson Foods Inc. | 3.550% | 6/2/27 | 12,783 | 13,558 | |||||||||||
Tyson Foods Inc. | 4.350% | 3/1/29 | 13,500 | 15,274 | |||||||||||
Unilever Capital Corp. | 3.375% | 3/22/25 | 3,000 | 3,171 | |||||||||||
Unilever Capital Corp. | 3.100% | 7/30/25 | 4,175 | 4,364 | |||||||||||
Unilever Capital Corp. | 2.000% | 7/28/26 | 6,200 | 6,142 | |||||||||||
Unilever Capital Corp. | 2.900% | 5/5/27 | 7,320 | 7,646 | |||||||||||
Unilever Capital Corp. | 3.500% | 3/22/28 | 9,475 | 10,243 | |||||||||||
Unilever Capital Corp. | 2.125% | 9/6/29 | 11,840 | 11,470 | |||||||||||
Whirlpool Corp. | 3.700% | 5/1/25 | 1,525 | 1,603 | |||||||||||
Whirlpool Corp. | 4.750% | 2/26/29 | 6,490 | 7,218 |
61
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 14,642 | 15,392 | |||||||||||
Zoetis Inc. | 4.500% | 11/13/25 | 3,640 | 4,028 | |||||||||||
Zoetis Inc. | 3.000% | 9/12/27 | 9,541 | 9,755 | |||||||||||
Zoetis Inc. | 3.900% | 8/20/28 | 4,016 | 4,346 | |||||||||||
Energy (3.6%) | |||||||||||||||
Apache Corp. | 4.375% | 10/15/28 | 9,237 | 9,628 | |||||||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 11,558 | 12,040 | |||||||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 4,500 | 4,612 | |||||||||||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 7,590 | 8,490 | |||||||||||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 3,912 | 4,022 | |||||||||||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 2,800 | 2,980 | |||||||||||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 5,750 | 6,217 | |||||||||||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 4,000 | 4,247 | |||||||||||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 12,096 | 12,604 | |||||||||||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 9,143 | 9,452 | |||||||||||
BP Capital Markets America Inc. | 3.588% | 4/14/27 | 9,829 | 10,417 | |||||||||||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 7,950 | 8,770 | |||||||||||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 18,250 | 20,572 | |||||||||||
BP Capital Markets plc | 3.506% | 3/17/25 | 5,202 | 5,536 | |||||||||||
BP Capital Markets plc | 3.279% | 9/19/27 | 14,414 | 15,154 | |||||||||||
BP Capital Markets plc | 3.723% | 11/28/28 | 3,134 | 3,406 | |||||||||||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 2,570 | 2,707 | |||||||||||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 10,065 | 10,712 | |||||||||||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 11,510 | 12,140 | |||||||||||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 13,060 | 14,692 | |||||||||||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 17,650 | 19,547 | |||||||||||
4 | Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 10,100 | 10,327 | ||||||||||
Chevron Corp. | 3.326% | 11/17/25 | 7,969 | 8,488 | |||||||||||
Chevron Corp. | 2.954% | 5/16/26 | 18,180 | 18,990 | |||||||||||
Cimarex Energy Co. | 3.900% | 5/15/27 | 7,150 | 7,392 | |||||||||||
Cimarex Energy Co. | 4.375% | 3/15/29 | 5,300 | 5,594 | |||||||||||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 10,883 | 11,883 | |||||||||||
Concho Resources Inc. | 4.375% | 1/15/25 | 1,650 | 1,705 | |||||||||||
Concho Resources Inc. | 3.750% | 10/1/27 | 11,587 | 12,152 | |||||||||||
Concho Resources Inc. | 4.300% | 8/15/28 | 9,745 | 10,610 | |||||||||||
ConocoPhillips Co. | 3.350% | 11/15/24 | 4,373 | 4,605 | |||||||||||
ConocoPhillips Co. | 4.950% | 3/15/26 | 13,194 | 15,146 | |||||||||||
ConocoPhillips Holding Co. | 6.950% | 4/15/29 | 3,983 | 5,403 | |||||||||||
Continental Resources Inc. | 4.375% | 1/15/28 | 11,150 | 11,847 | |||||||||||
Devon Energy Corp. | 5.850% | 12/15/25 | 6,470 | 7,657 | |||||||||||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 5,425 | 5,485 | |||||||||||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 9,000 | 9,139 | |||||||||||
Dominion Energy Gas Holdings LLC | 3.000% | 11/15/29 | 5,000 | 4,963 | |||||||||||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 8,732 | 8,577 | |||||||||||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 8,700 | 8,789 | |||||||||||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 2,530 | 2,391 | |||||||||||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 6,025 | 7,018 | |||||||||||
Enbridge Inc. | 2.500% | 1/15/25 | 4,000 | 4,027 | |||||||||||
Enbridge Inc. | 4.250% | 12/1/26 | 5,600 | 6,151 | |||||||||||
Enbridge Inc. | 3.700% | 7/15/27 | 5,920 | 6,226 | |||||||||||
Enbridge Inc. | 3.125% | 11/15/29 | 5,400 | 5,449 | |||||||||||
Energy Transfer Operating LP | 4.050% | 3/15/25 | 7,650 | 8,021 | |||||||||||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 3,881 | 4,180 | |||||||||||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 4,000 | 4,184 | |||||||||||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 10,140 | 11,387 | |||||||||||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 10,000 | 11,210 | |||||||||||
Energy Transfer Partners LP | 4.950% | 6/15/28 | 14,150 | 15,472 | |||||||||||
4 | Eni SPA | 4.250% | 5/9/29 | 3,000 | 3,285 | ||||||||||
Eni USA Inc. | 7.300% | 11/15/27 | 300 | 382 | |||||||||||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 10,387 | 11,058 | |||||||||||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 8,567 | 9,129 |
62
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 7,750 | 8,543 | |||||||||||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 16,000 | 16,423 | |||||||||||
3 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 4,650 | 4,643 | ||||||||||
3 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 8,300 | 8,197 | ||||||||||
EOG Resources Inc. | 3.150% | 4/1/25 | 6,745 | 7,064 | |||||||||||
EOG Resources Inc. | 4.150% | 1/15/26 | 6,740 | 7,413 | |||||||||||
EQM Midstream Partners LP | 4.125% | 12/1/26 | 3,050 | 2,858 | |||||||||||
EQM Midstream Partners LP | 5.500% | 7/15/28 | 7,000 | 6,862 | |||||||||||
EQT Corp. | 3.900% | 10/1/27 | 10,398 | 9,665 | |||||||||||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 14,300 | 14,776 | |||||||||||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 16,530 | 17,341 | |||||||||||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 13,300 | 13,333 | |||||||||||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 7,008 | 7,042 | |||||||||||
Halliburton Co. | 3.800% | 11/15/25 | 11,604 | 12,381 | |||||||||||
Helmerich & Payne Inc. | 4.650% | 3/15/25 | 4,360 | 4,746 | |||||||||||
Hess Corp. | 4.300% | 4/1/27 | 11,614 | 12,370 | |||||||||||
HollyFrontier Corp. | 5.875% | 4/1/26 | 8,100 | 9,096 | |||||||||||
Husky Energy Inc. | 4.400% | 4/15/29 | 7,300 | 7,857 | |||||||||||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 12,970 | 14,053 | |||||||||||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 16,075 | 17,492 | |||||||||||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 5,000 | 5,634 | |||||||||||
Marathon Oil Corp. | 3.850% | 6/1/25 | 7,800 | 8,235 | |||||||||||
Marathon Oil Corp. | 4.400% | 7/15/27 | 8,505 | 9,230 | |||||||||||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 4,155 | 4,693 | |||||||||||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 5,500 | 5,749 | |||||||||||
4 | MPLX LP | 5.250% | 1/15/25 | 8,003 | 8,393 | ||||||||||
MPLX LP | 4.000% | 2/15/25 | 4,905 | 5,116 | |||||||||||
MPLX LP | 4.875% | 6/1/25 | 9,528 | 10,402 | |||||||||||
MPLX LP | 4.125% | 3/1/27 | 10,522 | 11,009 | |||||||||||
4 | MPLX LP | 4.250% | 12/1/27 | 8,310 | 8,718 | ||||||||||
MPLX LP | 4.000% | 3/15/28 | 8,695 | 9,007 | |||||||||||
MPLX LP | 4.800% | 2/15/29 | 7,125 | 7,798 | |||||||||||
National Fuel Gas Co. | 5.200% | 7/15/25 | 2,337 | 2,543 | |||||||||||
National Fuel Gas Co. | 3.950% | 9/15/27 | 2,250 | 2,276 | |||||||||||
National Fuel Gas Co. | 4.750% | 9/1/28 | 1,990 | 2,116 | |||||||||||
Newfield Exploration Co. | 5.375% | 1/1/26 | 12,100 | 13,113 | |||||||||||
Noble Energy Inc. | 3.850% | 1/15/28 | 4,200 | 4,417 | |||||||||||
Noble Energy Inc. | 3.250% | 10/15/29 | 5,000 | 5,038 | |||||||||||
Occidental Petroleum Corp. | 3.500% | 6/15/25 | 4,877 | 5,028 | |||||||||||
Occidental Petroleum Corp. | 5.550% | 3/15/26 | 9,300 | 10,537 | |||||||||||
Occidental Petroleum Corp. | 3.400% | 4/15/26 | 15,872 | 16,226 | |||||||||||
Occidental Petroleum Corp. | 3.200% | 8/15/26 | 6,900 | 6,975 | |||||||||||
Occidental Petroleum Corp. | 3.500% | 8/15/29 | 14,650 | 14,938 | |||||||||||
ONEOK Inc. | 4.000% | 7/13/27 | 4,900 | 5,173 | |||||||||||
ONEOK Inc. | 4.550% | 7/15/28 | 3,000 | 3,290 | |||||||||||
ONEOK Inc. | 4.350% | 3/15/29 | 1,980 | 2,139 | |||||||||||
ONEOK Inc. | 3.400% | 9/1/29 | 13,560 | 13,712 | |||||||||||
ONEOK Partners LP | 4.900% | 3/15/25 | 4,950 | 5,436 | |||||||||||
Patterson-UTI Energy Inc. | 3.950% | 2/1/28 | 4,704 | 4,540 | |||||||||||
Patterson-UTI Energy Inc. | 5.150% | 11/15/29 | 2,500 | 2,552 | |||||||||||
Phillips 66 | 3.900% | 3/15/28 | 3,329 | 3,618 | |||||||||||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 4,925 | 5,138 | |||||||||||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 5,500 | 5,752 | |||||||||||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 3,300 | 3,430 | |||||||||||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 3,400 | 3,376 | |||||||||||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 4,350 | 4,772 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.650% | 10/15/25 | 6,780 | 7,252 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 6,132 | 6,509 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 6,250 | 6,142 | |||||||||||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 17,011 | 19,116 | |||||||||||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 13,035 | 14,974 | |||||||||||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 10,875 | 11,976 | |||||||||||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 11,150 | 11,806 | |||||||||||
Shell International Finance BV | 3.250% | 5/11/25 | 16,661 | 17,605 |
63
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Shell International Finance BV | 2.875% | 5/10/26 | 16,847 | 17,467 | |||||||||||
Shell International Finance BV | 2.500% | 9/12/26 | 17,986 | 18,247 | |||||||||||
Shell International Finance BV | 3.875% | 11/13/28 | 7,200 | 7,976 | |||||||||||
Shell International Finance BV | 2.375% | 11/7/29 | 12,500 | 12,373 | |||||||||||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 3,955 | 4,131 | |||||||||||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 4,899 | 5,069 | |||||||||||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 5,700 | 6,545 | |||||||||||
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 5,660 | 5,862 | |||||||||||
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 4,375 | 4,508 | |||||||||||
TC PipeLines LP | 3.900% | 5/25/27 | 6,820 | 7,117 | |||||||||||
Total Capital International SA | 2.434% | 1/10/25 | 5,000 | 5,056 | |||||||||||
Total Capital International SA | 3.455% | 2/19/29 | 9,425 | 10,177 | |||||||||||
Total Capital International SA | 2.829% | 1/10/30 | 4,200 | 4,306 | |||||||||||
Total Capital SA | 3.883% | 10/11/28 | 9,172 | 10,227 | |||||||||||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 9,151 | 10,226 | |||||||||||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 10,275 | 11,366 | |||||||||||
3 | Transcanada Trust | 5.500% | 9/15/79 | 9,250 | 9,610 | ||||||||||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 1,635 | 2,083 | |||||||||||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 2,675 | 2,844 | |||||||||||
Valero Energy Corp. | 3.650% | 3/15/25 | 5,113 | 5,438 | |||||||||||
Valero Energy Corp. | 3.400% | 9/15/26 | 9,928 | 10,404 | |||||||||||
Valero Energy Corp. | 4.350% | 6/1/28 | 9,325 | 10,235 | |||||||||||
Valero Energy Corp. | 4.000% | 4/1/29 | 8,334 | 8,964 | |||||||||||
Valero Energy Partners LP | 4.375% | 12/15/26 | 5,450 | 5,934 | |||||||||||
Valero Energy Partners LP | 4.500% | 3/15/28 | 3,550 | 3,888 | |||||||||||
Western Midstream Operating LP | 3.950% | 6/1/25 | 7,125 | 7,127 | |||||||||||
Western Midstream Operating LP | 4.650% | 7/1/26 | 7,214 | 7,403 | |||||||||||
Western Midstream Operating LP | 4.750% | 8/15/28 | 1,900 | 1,884 | |||||||||||
Williams Cos. Inc. | 3.900% | 1/15/25 | 8,928 | 9,349 | |||||||||||
Williams Cos. Inc. | 4.000% | 9/15/25 | 11,861 | 12,555 | |||||||||||
Williams Cos. Inc. | 3.750% | 6/15/27 | 17,337 | 18,013 | |||||||||||
Other Industrial (0.1%) | |||||||||||||||
CBRE Services Inc. | 5.250% | 3/15/25 | 3,375 | 3,779 | |||||||||||
CBRE Services Inc. | 4.875% | 3/1/26 | 5,660 | 6,327 | |||||||||||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 8,075 | 8,745 | |||||||||||
Fluor Corp. | 4.250% | 9/15/28 | 5,875 | 5,928 | |||||||||||
Hillenbrand Inc. | 4.500% | 9/15/26 | 2,500 | 2,593 | |||||||||||
Steelcase Inc. | 5.125% | 1/18/29 | 3,950 | 4,454 | |||||||||||
Technology (3.7%) | |||||||||||||||
Adobe Inc. | 3.250% | 2/1/25 | 8,030 | 8,469 | |||||||||||
Alphabet Inc. | 1.998% | 8/15/26 | 10,835 | 10,779 | |||||||||||
Amphenol Corp. | 2.800% | 2/15/30 | 5,000 | 4,923 | |||||||||||
Analog Devices Inc. | 3.900% | 12/15/25 | 3,584 | 3,836 | |||||||||||
Analog Devices Inc. | 3.500% | 12/5/26 | 5,003 | 5,246 | |||||||||||
Apple Inc. | 2.750% | 1/13/25 | 13,508 | 13,942 | |||||||||||
Apple Inc. | 2.500% | 2/9/25 | 8,082 | 8,238 | |||||||||||
Apple Inc. | 3.200% | 5/13/25 | 18,362 | 19,382 | |||||||||||
Apple Inc. | 3.250% | 2/23/26 | 27,132 | 28,696 | |||||||||||
Apple Inc. | 2.450% | 8/4/26 | 21,062 | 21,352 | |||||||||||
Apple Inc. | 2.050% | 9/11/26 | 7,100 | 7,022 | |||||||||||
Apple Inc. | 3.350% | 2/9/27 | 21,245 | 22,606 | |||||||||||
Apple Inc. | 3.200% | 5/11/27 | 24,899 | 26,227 | |||||||||||
Apple Inc. | 3.000% | 6/20/27 | 1,445 | 1,511 | |||||||||||
Apple Inc. | 2.900% | 9/12/27 | 37,623 | 39,118 | |||||||||||
Apple Inc. | 3.000% | 11/13/27 | 1,000 | 1,049 | |||||||||||
Apple Inc. | 2.200% | 9/11/29 | 19,180 | 18,812 | |||||||||||
Applied Materials Inc. | 3.900% | 10/1/25 | 6,900 | 7,511 | |||||||||||
Applied Materials Inc. | 3.300% | 4/1/27 | 9,489 | 10,068 | |||||||||||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 3,184 | 3,297 | |||||||||||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 3,100 | 3,179 | |||||||||||
Autodesk Inc. | 4.375% | 6/15/25 | 2,025 | 2,204 | |||||||||||
Autodesk Inc. | 3.500% | 6/15/27 | 4,260 | 4,457 | |||||||||||
Avnet Inc. | 4.625% | 4/15/26 | 4,500 | 4,769 |
64
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Baidu Inc. | 4.125% | 6/30/25 | 4,000 | 4,257 | |||||||||||
Baidu Inc. | 3.625% | 7/6/27 | 3,725 | 3,840 | |||||||||||
Baidu Inc. | 4.375% | 3/29/28 | 4,500 | 4,877 | |||||||||||
Baidu Inc. | 4.875% | 11/14/28 | 3,750 | 4,217 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.125% | 1/15/25 | 8,600 | 8,702 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 50,017 | 51,878 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 10,300 | 10,401 | |||||||||||
4 | Broadcom Inc. | 4.250% | 4/15/26 | 23,200 | 24,628 | ||||||||||
4 | Broadcom Inc. | 4.750% | 4/15/29 | 27,200 | 29,695 | ||||||||||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 4,120 | 4,289 | |||||||||||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 3,350 | 3,343 | |||||||||||
CA Inc. | 4.700% | 3/15/27 | 3,225 | 3,450 | |||||||||||
Cisco Systems Inc. | 2.950% | 2/28/26 | 6,635 | 6,965 | |||||||||||
Cisco Systems Inc. | 2.500% | 9/20/26 | 13,353 | 13,613 | |||||||||||
Citrix Systems Inc. | 4.500% | 12/1/27 | 6,000 | 6,480 | |||||||||||
4 | Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 41,705 | 48,000 | ||||||||||
4 | Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 11,525 | 12,680 | ||||||||||
4 | Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 7,850 | 8,826 | ||||||||||
DXC Technology Co. | 4.750% | 4/15/27 | 2,600 | 2,801 | |||||||||||
Equinix Inc. | 5.875% | 1/15/26 | 10,000 | 10,625 | |||||||||||
Equinix Inc. | 2.900% | 11/18/26 | 5,000 | 5,006 | |||||||||||
Equinix Inc. | 5.375% | 5/15/27 | 13,000 | 14,089 | |||||||||||
Equinix Inc. | 3.200% | 11/18/29 | 10,000 | 10,030 | |||||||||||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 15,706 | 16,217 | |||||||||||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 8,500 | 9,279 | |||||||||||
Fiserv Inc. | 3.850% | 6/1/25 | 9,384 | 9,983 | |||||||||||
Fiserv Inc. | 3.200% | 7/1/26 | 15,750 | 16,306 | |||||||||||
Fiserv Inc. | 4.200% | 10/1/28 | 5,350 | 5,898 | |||||||||||
Fiserv Inc. | 3.500% | 7/1/29 | 25,986 | 27,319 | |||||||||||
Flex Ltd. | 4.750% | 6/15/25 | 4,500 | 4,876 | |||||||||||
Flex Ltd. | 4.875% | 6/15/29 | 6,186 | 6,715 | |||||||||||
Global Payments Inc. | 2.650% | 2/15/25 | 13,000 | 13,065 | |||||||||||
Global Payments Inc. | 3.200% | 8/15/29 | 10,350 | 10,535 | |||||||||||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 21,675 | 24,026 | |||||||||||
Intel Corp. | 3.700% | 7/29/25 | 28,954 | 31,281 | |||||||||||
Intel Corp. | 2.600% | 5/19/26 | 5,748 | 5,878 | |||||||||||
Intel Corp. | 3.150% | 5/11/27 | 1,800 | 1,904 | |||||||||||
Intel Corp. | 2.450% | 11/15/29 | 8,000 | 7,954 | |||||||||||
International Business Machines Corp. | 3.450% | 2/19/26 | 25,931 | 27,590 | |||||||||||
International Business Machines Corp. | 3.300% | 5/15/26 | 28,700 | 30,234 | |||||||||||
International Business Machines Corp. | 6.220% | 8/1/27 | 2,800 | 3,488 | |||||||||||
International Business Machines Corp. | 3.500% | 5/15/29 | 27,150 | 29,140 | |||||||||||
Jabil Inc. | 3.950% | 1/12/28 | 4,000 | 4,104 | |||||||||||
Juniper Networks Inc. | 4.350% | 6/15/25 | 2,450 | 2,607 | |||||||||||
Juniper Networks Inc. | 3.750% | 8/15/29 | 6,500 | 6,762 | |||||||||||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 6,025 | 6,678 | |||||||||||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 4,000 | 4,009 | |||||||||||
KLA Corp. | 4.100% | 3/15/29 | 7,750 | 8,485 | |||||||||||
Lam Research Corp. | 3.800% | 3/15/25 | 4,700 | 4,999 | |||||||||||
Lam Research Corp. | 3.750% | 3/15/26 | 6,564 | 7,030 | |||||||||||
Lam Research Corp. | 4.000% | 3/15/29 | 7,400 | 8,134 | |||||||||||
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 4,000 | 4,410 | |||||||||||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 4,000 | 4,121 | |||||||||||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,100 | 4,541 | |||||||||||
Micron Technology Inc. | 4.185% | 2/15/27 | 8,700 | 9,287 | |||||||||||
Micron Technology Inc. | 5.327% | 2/6/29 | 5,800 | 6,619 | |||||||||||
Microsoft Corp. | 2.700% | 2/12/25 | 20,863 | 21,563 | |||||||||||
Microsoft Corp. | 3.125% | 11/3/25 | 25,101 | 26,530 | |||||||||||
Microsoft Corp. | 2.400% | 8/8/26 | 34,495 | 34,841 | |||||||||||
Microsoft Corp. | 3.300% | 2/6/27 | 34,764 | 37,108 | |||||||||||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 9,300 | 10,060 | |||||||||||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 500 | 549 | |||||||||||
NVIDIA Corp. | 3.200% | 9/16/26 | 8,350 | 8,730 | |||||||||||
4 | NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 10,655 | 11,960 |
65
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 4,000 | 4,675 | ||||||||||
4 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.875% | 6/18/26 | 8,660 | 9,158 | ||||||||||
4 | NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 11,075 | 11,961 | ||||||||||
Oracle Corp. | 2.950% | 5/15/25 | 19,213 | 19,969 | |||||||||||
Oracle Corp. | 2.650% | 7/15/26 | 32,514 | 33,190 | |||||||||||
Oracle Corp. | 3.250% | 11/15/27 | 13,721 | 14,507 | |||||||||||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 10,000 | 10,132 | |||||||||||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 17,300 | 17,335 | |||||||||||
QUALCOMM Inc. | 3.450% | 5/20/25 | 20,814 | 21,941 | |||||||||||
QUALCOMM Inc. | 3.250% | 5/20/27 | 19,153 | 20,053 | |||||||||||
salesforce.com Inc. | 3.700% | 4/11/28 | 11,300 | 12,390 | |||||||||||
Seagate HDD Cayman | 4.750% | 1/1/25 | 4,208 | 4,466 | |||||||||||
Seagate HDD Cayman | 4.875% | 6/1/27 | 5,410 | 5,735 | |||||||||||
Tech Data Corp. | 4.950% | 2/15/27 | 1,100 | 1,132 | |||||||||||
Texas Instruments Inc. | 2.900% | 11/3/27 | 3,050 | 3,185 | |||||||||||
Texas Instruments Inc. | 2.250% | 9/4/29 | 6,630 | 6,528 | |||||||||||
Total System Services Inc. | 4.800% | 4/1/26 | 5,000 | 5,556 | |||||||||||
Total System Services Inc. | 4.450% | 6/1/28 | 3,850 | 4,193 | |||||||||||
Trimble Inc. | 4.900% | 6/15/28 | 2,500 | 2,726 | |||||||||||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 3,397 | 3,583 | |||||||||||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 5,000 | 5,126 | |||||||||||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 8,000 | 8,603 | |||||||||||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 6,575 | 7,174 | |||||||||||
VMware Inc. | 3.900% | 8/21/27 | 7,976 | 8,319 | |||||||||||
Transportation (0.9%) | |||||||||||||||
3 | American Airlines 2013-1 Class A Pass Through Trust | 4.000% | 1/15/27 | 2,283 | 2,401 | ||||||||||
3 | American Airlines 2014-1 Class A Pass Through Trust | 3.700% | 4/1/28 | 2,260 | 2,360 | ||||||||||
3 | American Airlines 2015-1 Class A Pass Through Trust | 3.375% | 11/1/28 | 6,677 | 6,847 | ||||||||||
3 | American Airlines 2015-1 Class B Pass Through Trust | 3.700% | 11/1/24 | 1,883 | 1,904 | ||||||||||
3 | American Airlines 2016-1 Class A Pass Through Trust | 4.100% | 1/15/28 | 1,242 | 1,312 | ||||||||||
3 | American Airlines 2016-1 Class AA Pass Through Trust | 3.575% | 1/15/28 | 1,752 | 1,837 | ||||||||||
3 | American Airlines 2016-2 Class AA Pass Through Trust | 3.200% | 12/15/29 | 4,273 | 4,402 | ||||||||||
American Airlines 2016-3 Class AA Pass Through Trust | 3.000% | 10/15/28 | 65 | 67 | |||||||||||
3 | American Airlines 2017-1 Class AA Pass Through Trust | 3.650% | 8/15/30 | 832 | 872 | ||||||||||
3 | American Airlines 2017-1B Class B Pass Through Trust | 4.950% | 2/15/25 | 1,849 | 1,945 | ||||||||||
3 | BNSF Funding Trust I | 6.613% | 12/15/55 | 100 | 110 | ||||||||||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 5,887 | 6,125 | |||||||||||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 5,775 | 6,206 | |||||||||||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 4,970 | 6,249 | |||||||||||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 4,576 | 4,888 | |||||||||||
Canadian National Railway Co. | 2.950% | 11/21/24 | 2 | 2 | |||||||||||
Canadian National Railway Co. | 2.750% | 3/1/26 | 2,595 | 2,648 | |||||||||||
Canadian National Railway Co. | 6.900% | 7/15/28 | 3,250 | 4,298 | |||||||||||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,683 | 5,821 | |||||||||||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 5,070 | 5,519 | |||||||||||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 6,000 | 6,551 | |||||||||||
3 | Continental Airlines 2012-2 Class A Pass Through Trust | 4.000% | 4/29/26 | 4,334 | 4,570 | ||||||||||
CSX Corp. | 3.400% | 8/1/24 | 4,462 | 4,697 | |||||||||||
CSX Corp. | 3.350% | 11/1/25 | 6,200 | 6,560 | |||||||||||
CSX Corp. | 2.600% | 11/1/26 | 4,900 | 4,972 | |||||||||||
CSX Corp. | 3.250% | 6/1/27 | 6,880 | 7,217 | |||||||||||
CSX Corp. | 3.800% | 3/1/28 | 11,406 | 12,407 | |||||||||||
CSX Corp. | 4.250% | 3/15/29 | 2,000 | 2,245 | |||||||||||
3 | Delta Air Lines 2015-1 Class AA Pass Through Trust | 3.625% | 7/30/27 | 951 | 1,004 | ||||||||||
Delta Air Lines Inc. | 4.375% | 4/19/28 | 4,600 | 4,824 | |||||||||||
Delta Air Lines Inc. | 3.750% | 10/28/29 | 2,800 | 2,788 | |||||||||||
FedEx Corp. | 3.200% | 2/1/25 | 3,700 | 3,834 | |||||||||||
FedEx Corp. | 3.250% | 4/1/26 | 6,500 | 6,737 | |||||||||||
FedEx Corp. | 3.300% | 3/15/27 | 4,950 | 5,086 | |||||||||||
FedEx Corp. | 3.400% | 2/15/28 | 7,173 | 7,288 | |||||||||||
FedEx Corp. | 4.200% | 10/17/28 | 2,000 | 2,154 | |||||||||||
FedEx Corp. | 3.100% | 8/5/29 | 6,000 | 5,950 | |||||||||||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 6,450 | 6,888 |
66
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Kansas City Southern | 2.875% | 11/15/29 | 3,700 | 3,685 | |||||||||||
Kirby Corp. | 4.200% | 3/1/28 | 5,070 | 5,344 | |||||||||||
3 | Latam Airlines 2015-1 Pass Through Trust A | 4.200% | 8/15/29 | 1,397 | 1,441 | ||||||||||
Norfolk Southern Corp. | 5.590% | 5/17/25 | 2,839 | 3,278 | |||||||||||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 2,100 | 2,239 | |||||||||||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 5,725 | 5,885 | |||||||||||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 3,985 | 4,151 | |||||||||||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 5,350 | 5,870 | |||||||||||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 3,500 | 3,475 | |||||||||||
Ryder System Inc. | 2.900% | 12/1/26 | 2,300 | 2,314 | |||||||||||
Southwest Airlines Co. | 3.000% | 11/15/26 | 5,570 | 5,690 | |||||||||||
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,800 | 2,931 | |||||||||||
3 | Spirit Airlines Class A Pass Through Certificates Series 2015-1 | 4.100% | 10/1/29 | 1,312 | 1,366 | ||||||||||
Union Pacific Corp. | 3.250% | 1/15/25 | 5,728 | 5,971 | |||||||||||
Union Pacific Corp. | 3.750% | 7/15/25 | 6,950 | 7,443 | |||||||||||
Union Pacific Corp. | 3.250% | 8/15/25 | 6,480 | 6,822 | |||||||||||
Union Pacific Corp. | 2.750% | 3/1/26 | 4,714 | 4,814 | |||||||||||
Union Pacific Corp. | 3.000% | 4/15/27 | 1,631 | 1,700 | |||||||||||
Union Pacific Corp. | 3.950% | 9/10/28 | 7,790 | 8,585 | |||||||||||
Union Pacific Corp. | 3.700% | 3/1/29 | 11,350 | 12,358 | |||||||||||
3 | United Airlines 2013-1 Class A Pass Through Trust | 4.300% | 2/15/27 | 4,019 | 4,307 | ||||||||||
3 | United Airlines 2014-1 Class A Pass Through Trust | 4.000% | 10/11/27 | 3,830 | 4,050 | ||||||||||
3 | United Airlines 2014-2 Class A Pass Through Trust | 3.750% | 3/3/28 | 5,616 | 5,899 | ||||||||||
3 | United Airlines 2015-1 Class AA Pass Through Trust | 3.450% | 12/1/27 | 1,662 | 1,713 | ||||||||||
3 | United Airlines 2016-1 Class A Pass Through Trust | 3.450% | 1/7/30 | 2,683 | 2,754 | ||||||||||
3 | United Airlines 2016-1 Class AA Pass Through Trust | 3.100% | 7/7/28 | 2,773 | 2,832 | ||||||||||
3 | United Airlines 2016-2 Class A Pass Through Trust | 3.100% | 10/7/28 | 738 | 746 | ||||||||||
3 | United Airlines 2016-2 Class AA Pass Through Trust | 2.875% | 10/7/28 | 5,902 | 5,977 | ||||||||||
United Parcel Service Inc. | 2.800% | 11/15/24 | 1 | 1 | |||||||||||
United Parcel Service Inc. | 2.400% | 11/15/26 | 4,875 | 4,916 | |||||||||||
United Parcel Service Inc. | 3.050% | 11/15/27 | 7,295 | 7,658 | |||||||||||
United Parcel Service Inc. | 3.400% | 3/15/29 | 5,650 | 6,049 | |||||||||||
United Parcel Service Inc. | 2.500% | 9/1/29 | 4,050 | 4,040 | |||||||||||
3 | US Airways 2012-1 Class A Pass Through Trust | 5.900% | 4/1/26 | 333 | 368 | ||||||||||
3 | US Airways 2012-2 Class A Pass Through Trust | 4.625% | 12/3/26 | 738 | 792 | ||||||||||
3 | US Airways 2013-1 Class A Pass Through Trust | 3.950% | 5/15/27 | 2,740 | 2,867 | ||||||||||
8,390,162 | |||||||||||||||
Utilities (2.1%) | |||||||||||||||
Electric (1.9%) | |||||||||||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 3,450 | 3,756 | |||||||||||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 3,370 | 3,474 | |||||||||||
Ameren Corp. | 3.650% | 2/15/26 | 2,892 | 3,024 | |||||||||||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,700 | 2,823 | |||||||||||
Ameren Illinois Co. | 3.800% | 5/15/28 | 3,400 | 3,705 | |||||||||||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 2,800 | 2,868 | |||||||||||
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 4,800 | 5,320 | |||||||||||
Appalachian Power Co. | 3.400% | 6/1/25 | 2,750 | 2,880 | |||||||||||
Arizona Public Service Co. | 3.150% | 5/15/25 | 2,335 | 2,421 | |||||||||||
Arizona Public Service Co. | 2.950% | 9/15/27 | 2,725 | 2,789 | |||||||||||
Arizona Public Service Co. | 2.600% | 8/15/29 | 2,000 | 1,979 | |||||||||||
Avangrid Inc. | 3.800% | 6/1/29 | 5,900 | 6,240 | |||||||||||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 3,500 | 3,511 | |||||||||||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 4,011 | 4,230 | |||||||||||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 5,900 | 6,156 | |||||||||||
Black Hills Corp. | 3.950% | 1/15/26 | 3,400 | 3,583 | |||||||||||
Black Hills Corp. | 3.150% | 1/15/27 | 3,700 | 3,731 | |||||||||||
Black Hills Corp. | 3.050% | 10/15/29 | 1,070 | 1,069 | |||||||||||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 1,700 | 1,675 | |||||||||||
CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 2,350 | 2,394 | |||||||||||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 3,770 | 4,057 | |||||||||||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 4,780 | 4,936 | |||||||||||
4 | Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 1,000 | 991 |
67
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
CMS Energy Corp. | 3.000% | 5/15/26 | 3,000 | 3,048 | |||||||||||
CMS Energy Corp. | 3.450% | 8/15/27 | 3,825 | 3,992 | |||||||||||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 6,650 | 6,702 | |||||||||||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,510 | 3,607 | |||||||||||
Commonwealth Edison Co. | 3.700% | 8/15/28 | 5,433 | 5,895 | |||||||||||
Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,100 | 5,350 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 5,425 | 5,634 | |||||||||||
Dominion Energy Inc. | 3.900% | 10/1/25 | 5,205 | 5,539 | |||||||||||
Dominion Energy Inc. | 2.850% | 8/15/26 | 3,850 | 3,880 | |||||||||||
Dominion Energy Inc. | 4.250% | 6/1/28 | 4,100 | 4,515 | |||||||||||
DTE Electric Co. | 3.375% | 3/1/25 | 1,825 | 1,920 | |||||||||||
DTE Energy Co. | 2.850% | 10/1/26 | 5,703 | 5,710 | |||||||||||
DTE Energy Co. | 3.800% | 3/15/27 | 6,675 | 7,036 | |||||||||||
DTE Energy Co. | 3.400% | 6/15/29 | 2,000 | 2,039 | |||||||||||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 3,550 | 3,658 | |||||||||||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 8,025 | 8,918 | |||||||||||
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 320 | 398 | |||||||||||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 6,500 | 6,444 | |||||||||||
Duke Energy Corp. | 2.650% | 9/1/26 | 5,604 | 5,603 | |||||||||||
Duke Energy Corp. | 3.150% | 8/15/27 | 6,200 | 6,363 | |||||||||||
Duke Energy Corp. | 3.400% | 6/15/29 | 8,455 | 8,828 | |||||||||||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 5,500 | 5,722 | |||||||||||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 2,830 | 3,079 | |||||||||||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 633 | 631 | |||||||||||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 4,950 | 5,371 | |||||||||||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 5,473 | 5,744 | |||||||||||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 5,300 | 5,782 | |||||||||||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 10,050 | 10,762 | |||||||||||
Edison International | 5.750% | 6/15/27 | 1,000 | 1,120 | |||||||||||
Edison International | 4.125% | 3/15/28 | 4,350 | 4,458 | |||||||||||
Emera US Finance LP | 3.550% | 6/15/26 | 7,090 | 7,351 | |||||||||||
Enel Americas SA | 4.000% | 10/25/26 | 3,000 | 3,101 | |||||||||||
Enel Chile SA | 4.875% | 6/12/28 | 8,300 | 9,199 | |||||||||||
Entergy Arkansas Inc. | 3.500% | 4/1/26 | 6,922 | 7,278 | |||||||||||
Entergy Corp. | 2.950% | 9/1/26 | 4,137 | 4,195 | |||||||||||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 4,705 | 4,670 | |||||||||||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 7,725 | 7,984 | |||||||||||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,000 | 4,179 | |||||||||||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 2,185 | 2,217 | |||||||||||
Evergy Inc. | 2.900% | 9/15/29 | 6,225 | 6,186 | |||||||||||
Eversource Energy | 3.150% | 1/15/25 | 2,335 | 2,404 | |||||||||||
Eversource Energy | 3.300% | 1/15/28 | 5,000 | 5,155 | |||||||||||
Eversource Energy | 4.250% | 4/1/29 | 5,000 | 5,522 | |||||||||||
Exelon Corp. | 3.950% | 6/15/25 | 6,783 | 7,293 | |||||||||||
Exelon Corp. | 3.400% | 4/15/26 | 7,461 | 7,779 | |||||||||||
FirstEnergy Corp. | 3.900% | 7/15/27 | 16,509 | 17,617 | |||||||||||
Florida Power & Light Co. | 3.125% | 12/1/25 | 4,850 | 5,081 | |||||||||||
Fortis Inc. | 3.055% | 10/4/26 | 8,251 | 8,410 | |||||||||||
Georgia Power Co. | 3.250% | 4/1/26 | 4,836 | 4,999 | |||||||||||
Georgia Power Co. | 3.250% | 3/30/27 | 3,039 | 3,125 | |||||||||||
Georgia Power Co. | 2.650% | 9/15/29 | 7,210 | 7,029 | |||||||||||
Gulf Power Co. | 3.300% | 5/30/27 | 3,075 | 3,211 | |||||||||||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 7,700 | 8,335 | |||||||||||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 5,450 | 5,951 | |||||||||||
ITC Holdings Corp. | 3.250% | 6/30/26 | 2,210 | 2,277 | |||||||||||
ITC Holdings Corp. | 3.350% | 11/15/27 | 8,150 | 8,476 | |||||||||||
Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 2,800 | 2,928 | |||||||||||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 2,800 | 3,053 | |||||||||||
Mississippi Power Co. | 3.950% | 3/30/28 | 3,000 | 3,243 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 3,150 | 3,241 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 4,865 | 5,124 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 5,010 | 5,184 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 9,004 | 9,559 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 2,500 | 2,721 |
68
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 5,785 | 6,310 | |||||||||||
3 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 3,575 | 3,787 | ||||||||||
Nevada Power Co. | 3.700% | 5/1/29 | 6,890 | 7,436 | |||||||||||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 5,124 | 5,329 | |||||||||||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 13,046 | 13,823 | |||||||||||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 4,425 | 4,679 | |||||||||||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 4,100 | 4,095 | |||||||||||
3 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 5,200 | 5,317 | ||||||||||
3 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,000 | 3,334 | ||||||||||
NSTAR Electric Co. | 3.200% | 5/15/27 | 3,491 | 3,645 | |||||||||||
NSTAR Electric Co. | 3.250% | 5/15/29 | 2,200 | 2,295 | |||||||||||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,475 | 3,752 | |||||||||||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 3,085 | 3,184 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 5,660 | 6,173 | |||||||||||
PacifiCorp | 3.500% | 6/15/29 | 6,375 | 6,866 | |||||||||||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 6,911 | 7,034 | |||||||||||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 3,125 | 3,392 | |||||||||||
Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 3,815 | 3,957 | |||||||||||
Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 4,700 | 4,637 | |||||||||||
Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 2,850 | 2,943 | |||||||||||
Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 5,060 | 5,488 | |||||||||||
Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 2,500 | 2,638 | |||||||||||
Puget Energy Inc. | 3.650% | 5/15/25 | 6,665 | 6,910 | |||||||||||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 1,800 | 1,782 | |||||||||||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 6,480 | 6,514 | |||||||||||
Southern California Edison Co. | 3.700% | 8/1/25 | 2,050 | 2,167 | |||||||||||
Southern California Edison Co. | 3.650% | 3/1/28 | 5,250 | 5,625 | |||||||||||
Southern California Edison Co. | 4.200% | 3/1/29 | 4,000 | 4,416 | |||||||||||
Southern California Edison Co. | 6.650% | 4/1/29 | 4,925 | 5,913 | |||||||||||
Southern California Edison Co. | 2.850% | 8/1/29 | 8,165 | 8,144 | |||||||||||
Southern Co. | 3.250% | 7/1/26 | 6,670 | 6,911 | |||||||||||
Southern Power Co. | 4.150% | 12/1/25 | 5,055 | 5,478 | |||||||||||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 6,850 | 6,809 | |||||||||||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 7,345 | 7,997 | |||||||||||
Union Electric Co. | 2.950% | 6/15/27 | 3,500 | 3,583 | |||||||||||
Union Electric Co. | 3.500% | 3/15/29 | 3,950 | 4,229 | |||||||||||
Virginia Electric & Power Co. | 3.100% | 5/15/25 | 3,550 | 3,681 | |||||||||||
Virginia Electric & Power Co. | 3.150% | 1/15/26 | 7,605 | 7,937 | |||||||||||
Virginia Electric & Power Co. | 2.950% | 11/15/26 | 6,492 | 6,663 | |||||||||||
Virginia Electric & Power Co. | 3.500% | 3/15/27 | 5,562 | 5,903 | |||||||||||
Virginia Electric & Power Co. | 3.800% | 4/1/28 | 5,350 | 5,781 | |||||||||||
Virginia Electric & Power Co. | 2.875% | 7/15/29 | 5,875 | 5,986 | |||||||||||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 4,182 | 4,420 | |||||||||||
Westar Energy Inc. | 2.550% | 7/1/26 | 3,835 | 3,844 | |||||||||||
Westar Energy Inc. | 3.100% | 4/1/27 | 4,187 | 4,323 | |||||||||||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,950 | 3,047 | |||||||||||
Wisconsin Power & Light Co. | 3.000% | 7/1/29 | 200 | 205 | |||||||||||
Xcel Energy Inc. | 3.300% | 6/1/25 | 2,800 | 2,918 | |||||||||||
Xcel Energy Inc. | 3.350% | 12/1/26 | 4,775 | 4,979 | |||||||||||
Xcel Energy Inc. | 4.000% | 6/15/28 | 5,250 | 5,730 | |||||||||||
Natural Gas (0.1%) | |||||||||||||||
Atmos Energy Corp. | 3.000% | 6/15/27 | 4,725 | 4,878 | |||||||||||
Atmos Energy Corp. | 2.625% | 9/15/29 | 3,000 | 3,012 | |||||||||||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 2,635 | 2,826 | |||||||||||
NiSource Finance Corp. | 3.490% | 5/15/27 | 6,900 | 7,240 | |||||||||||
NiSource Inc. | 2.950% | 9/1/29 | 2,300 | 2,288 | |||||||||||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 2,100 | 2,236 | |||||||||||
Sempra Energy | 3.750% | 11/15/25 | 7,011 | 7,390 | |||||||||||
Sempra Energy | 3.250% | 6/15/27 | 6,241 | 6,391 | |||||||||||
Sempra Energy | 3.400% | 2/1/28 | 9,580 | 9,889 | |||||||||||
Southern California Gas Co. | 2.600% | 6/15/26 | 11,000 | 10,988 | |||||||||||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 1,958 | 2,011 | |||||||||||
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,570 | 2,721 |
69
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Other Utility (0.1%) | |||||||||||||||
American Water Capital Corp. | 3.400% | 3/1/25 | 6,618 | 6,928 | |||||||||||
American Water Capital Corp. | 2.950% | 9/1/27 | 5,650 | 5,757 | |||||||||||
American Water Capital Corp. | 3.750% | 9/1/28 | 4,000 | 4,307 | |||||||||||
Aqua America Inc. | 3.566% | 5/1/29 | 1,300 | 1,370 | |||||||||||
751,678 | |||||||||||||||
Total Corporate Bonds (Cost $13,568,755) | 14,247,833 | ||||||||||||||
Sovereign Bonds (4.4%) | |||||||||||||||
Asian Development Bank | 2.000% | 1/22/25 | 10,730 | 10,847 | |||||||||||
Asian Development Bank | 2.125% | 3/19/25 | 3,325 | 3,378 | |||||||||||
Asian Development Bank | 2.000% | 4/24/26 | 18,425 | 18,527 | |||||||||||
Asian Development Bank | 1.750% | 8/14/26 | 8,800 | 8,693 | |||||||||||
Asian Development Bank | 2.625% | 1/12/27 | 12,750 | 13,324 | |||||||||||
Asian Development Bank | 2.375% | 8/10/27 | 2,800 | 2,882 | |||||||||||
Asian Development Bank | 2.500% | 11/2/27 | 22,145 | 23,032 | |||||||||||
Asian Development Bank | 2.750% | 1/19/28 | 8,042 | 8,521 | |||||||||||
Asian Development Bank | 5.820% | 6/16/28 | 4,080 | 5,183 | |||||||||||
Asian Development Bank | 3.125% | 9/26/28 | 8,500 | 9,277 | |||||||||||
Asian Development Bank | 1.750% | 9/19/29 | 12,650 | 12,362 | |||||||||||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 7,900 | 7,890 | |||||||||||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 11,775 | 12,310 | |||||||||||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 12,225 | 13,537 | |||||||||||
Ecopetrol SA | 4.125% | 1/16/25 | 10,698 | 11,246 | |||||||||||
Ecopetrol SA | 5.375% | 6/26/26 | 10,191 | 11,427 | |||||||||||
Equinor ASA | 3.250% | 11/10/24 | 6 | 6 | |||||||||||
Equinor ASA | 7.250% | 9/23/27 | 6,925 | 9,177 | |||||||||||
Equinor ASA | 3.625% | 9/10/28 | 4,600 | 5,072 | |||||||||||
European Investment Bank | 1.875% | 2/10/25 | 29,240 | 29,411 | |||||||||||
European Investment Bank | 2.125% | 4/13/26 | 9,575 | 9,715 | |||||||||||
European Investment Bank | 2.375% | 5/24/27 | 17,615 | 18,182 | |||||||||||
European Investment Bank | 1.625% | 10/9/29 | 3,800 | 3,678 | |||||||||||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 16,000 | 16,453 | |||||||||||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 8,375 | 8,796 | |||||||||||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 13,000 | 13,098 | |||||||||||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 5,550 | 5,799 | |||||||||||
Hydro-Quebec | 8.500% | 12/1/29 | 900 | 1,366 | |||||||||||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 4,900 | 5,062 | |||||||||||
Inter-American Development Bank | 2.125% | 1/15/25 | 24,250 | 24,623 | |||||||||||
Inter-American Development Bank | 7.000% | 6/15/25 | 4,365 | 5,442 | |||||||||||
Inter-American Development Bank | 2.000% | 6/2/26 | 6,815 | 6,853 | |||||||||||
Inter-American Development Bank | 2.000% | 7/23/26 | 8,975 | 9,027 | |||||||||||
Inter-American Development Bank | 2.375% | 7/7/27 | 27,153 | 28,021 | |||||||||||
Inter-American Development Bank | 3.125% | 9/18/28 | 18,875 | 20,597 | |||||||||||
Inter-American Development Bank | 2.250% | 6/18/29 | 20,500 | 20,905 | |||||||||||
International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 3,020 | 3,069 | |||||||||||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 26,835 | 27,835 | |||||||||||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 7,500 | 8,046 | |||||||||||
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,000 | 1,372 | |||||||||||
International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 15,550 | 15,530 | |||||||||||
International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 19,795 | 20,622 | |||||||||||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 26,500 | 25,868 | |||||||||||
International Finance Corp. | 2.125% | 4/7/26 | 8,505 | 8,635 | |||||||||||
5 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 19,575 | 19,613 | ||||||||||
5 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 5,350 | 5,460 | ||||||||||
5 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 13,000 | 13,421 | ||||||||||
5 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 6,250 | 6,312 | ||||||||||
5 | Japan Bank for International Cooperation | 1.875% | 7/21/26 | 750 | 735 | ||||||||||
5 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 14,325 | 14,365 | ||||||||||
5 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 16,360 | 17,104 | ||||||||||
5 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 8,900 | 9,293 | ||||||||||
5 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 7,740 | 8,045 | ||||||||||
5 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 10,650 | 11,466 |
70
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
5 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 11,325 | 12,434 | ||||||||||
5 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 5,300 | 5,166 | ||||||||||
5 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 7,460 | 7,697 | ||||||||||
5 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,700 | 5,105 | ||||||||||
6 | KFW | 2.000% | 5/2/25 | 17,675 | 17,859 | ||||||||||
6 | KFW | 2.875% | 4/3/28 | 14,565 | 15,599 | ||||||||||
6 | KFW | 1.750% | 9/14/29 | 20,250 | 19,821 | ||||||||||
Korea Development Bank | 3.000% | 1/13/26 | 10,000 | 10,267 | |||||||||||
Korea Development Bank | 2.000% | 9/12/26 | 8,750 | 8,474 | |||||||||||
6 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 12,255 | 12,370 | ||||||||||
6 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 12,800 | 13,163 | ||||||||||
6 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 14,925 | 14,788 | ||||||||||
6 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 11,640 | 12,150 | ||||||||||
3 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 11,490 | 12,682 | ||||||||||
Petroleos Mexicanos | 4.250% | 1/15/25 | 6,540 | 6,607 | |||||||||||
Petroleos Mexicanos | 4.500% | 1/23/26 | 10,050 | 9,978 | |||||||||||
Petroleos Mexicanos | 6.875% | 8/4/26 | 21,750 | 23,869 | |||||||||||
4 | Petroleos Mexicanos | 6.490% | 1/23/27 | 23,046 | 24,460 | ||||||||||
Petroleos Mexicanos | 6.500% | 3/13/27 | 44,040 | 46,602 | |||||||||||
Petroleos Mexicanos | 5.350% | 2/12/28 | 25,727 | 25,550 | |||||||||||
Petroleos Mexicanos | 6.500% | 1/23/29 | 16,500 | 17,302 | |||||||||||
Province of Alberta | 3.300% | 3/15/28 | 14,705 | 15,872 | |||||||||||
Province of British Columbia | 6.500% | 1/15/26 | 1,935 | 2,379 | |||||||||||
Province of British Columbia | 2.250% | 6/2/26 | 6,415 | 6,477 | |||||||||||
Province of Manitoba | 2.125% | 6/22/26 | 4,100 | 4,089 | |||||||||||
Province of New Brunswick | 3.625% | 2/24/28 | 4,700 | 5,135 | |||||||||||
Province of Ontario | 2.500% | 4/27/26 | 9,075 | 9,289 | |||||||||||
Province of Ontario | 2.300% | 6/15/26 | 24,200 | 24,496 | |||||||||||
Province of Ontario | 2.000% | 10/2/29 | 13,520 | 13,285 | |||||||||||
Province of Quebec | 2.875% | 10/16/24 | 11,445 | 11,921 | |||||||||||
Province of Quebec | 2.500% | 4/20/26 | 11,000 | 11,259 | |||||||||||
Province of Quebec | 2.750% | 4/12/27 | 16,500 | 17,153 | |||||||||||
Province of Quebec | 7.500% | 9/15/29 | 6,535 | 9,411 | |||||||||||
Republic of Chile | 3.125% | 3/27/25 | 3,050 | 3,178 | |||||||||||
Republic of Chile | 3.125% | 1/21/26 | 10,938 | 11,445 | |||||||||||
3 | Republic of Chile | 3.240% | 2/6/28 | 14,625 | 15,328 | ||||||||||
3 | Republic of Colombia | 4.500% | 1/28/26 | 16,161 | 17,576 | ||||||||||
3 | Republic of Colombia | 3.875% | 4/25/27 | 23,243 | 24,549 | ||||||||||
3 | Republic of Colombia | 4.500% | 3/15/29 | 18,950 | 20,963 | ||||||||||
Republic of Indonesia | 3.500% | 1/11/28 | 14,250 | 14,848 | |||||||||||
Republic of Indonesia | 4.100% | 4/24/28 | 10,550 | 11,461 | |||||||||||
Republic of Indonesia | 4.750% | 2/11/29 | 6,353 | 7,274 | |||||||||||
Republic of Indonesia | 3.400% | 9/18/29 | 2,250 | 2,337 | |||||||||||
Republic of Italy | 2.875% | 10/17/29 | 16,850 | 15,917 | |||||||||||
Republic of Korea | 5.625% | 11/3/25 | 1,875 | 2,219 | |||||||||||
Republic of Korea | 2.750% | 1/19/27 | 18,550 | 18,945 | |||||||||||
Republic of Korea | 2.500% | 6/19/29 | 1,890 | 1,898 | |||||||||||
3 | Republic of Panama | 3.750% | 3/16/25 | 12,895 | 13,685 | ||||||||||
Republic of Panama | 7.125% | 1/29/26 | 10,854 | 13,595 | |||||||||||
Republic of Panama | 8.875% | 9/30/27 | 8,920 | 12,722 | |||||||||||
3 | Republic of Panama | 3.875% | 3/17/28 | 5,700 | 6,199 | ||||||||||
Republic of Panama | 9.375% | 4/1/29 | 5,835 | 8,891 | |||||||||||
Republic of Peru | 7.350% | 7/21/25 | 14,315 | 18,087 | |||||||||||
Republic of Peru | 4.125% | 8/25/27 | 8,860 | 9,909 | |||||||||||
Republic of Poland | 3.250% | 4/6/26 | 11,539 | 12,216 | |||||||||||
Republic of the Philippines | 10.625% | 3/16/25 | 10,245 | 14,458 | |||||||||||
Republic of the Philippines | 5.500% | 3/30/26 | 20,075 | 23,814 | |||||||||||
Republic of the Philippines | 3.000% | 2/1/28 | 15,510 | 16,109 | |||||||||||
Republic of the Philippines | 3.750% | 1/14/29 | 9,350 | 10,314 | |||||||||||
State of Israel | 2.875% | 3/16/26 | 9,200 | 9,591 | |||||||||||
State of Israel | 3.250% | 1/17/28 | 9,500 | 10,183 | |||||||||||
United Mexican States | 3.600% | 1/30/25 | 22,680 | 23,697 | |||||||||||
United Mexican States | 4.125% | 1/21/26 | 21,360 | 22,737 | |||||||||||
United Mexican States | 4.150% | 3/28/27 | 24,475 | 26,156 |
71
Vanguard®Intermediate-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
United Mexican States | 3.750% | 1/11/28 | 21,630 | 22,420 | |||||||||||
United Mexican States | 4.500% | 4/22/29 | 25,800 | 28,272 | |||||||||||
Total Sovereign Bonds (Cost $1,499,724) | 1,554,212 | ||||||||||||||
Taxable Municipal Bonds (0.2%) | |||||||||||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 1,800 | 1,842 | |||||||||||
California GO | 6.650% | 3/1/22 | 3,500 | 3,774 | |||||||||||
California GO | 3.375% | 4/1/25 | 4,575 | 4,858 | |||||||||||
California GO | 3.500% | 4/1/28 | 3,600 | 3,876 | |||||||||||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 190 | 194 | |||||||||||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 1,165 | 1,413 | |||||||||||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Vanderbilt University Medical Center) | 4.053% | 7/1/26 | 1,095 | 1,189 | |||||||||||
7 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 17,750 | 22,254 | ||||||||||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 1,925 | 2,213 | |||||||||||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.104% | 12/15/28 | 1,660 | 1,725 | |||||||||||
Oregon GO | 5.892% | 6/1/27 | 13,900 | 16,474 | |||||||||||
8 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,500 | 1,769 | ||||||||||
7 | Oregon School Boards Association GO | 5.550% | 6/30/28 | 875 | 1,035 | ||||||||||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 1,260 | 1,622 | |||||||||||
Regents of the University of California Revenue | 3.063% | 7/1/25 | 9,500 | 9,948 | |||||||||||
Utah GO | 3.539% | 7/1/25 | 65 | 68 | |||||||||||
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,300 | 3,426 | |||||||||||
8 | Wisconsin GO | 5.700% | 5/1/26 | 2,990 | 3,357 | ||||||||||
Total Taxable Municipal Bonds (Cost $79,065) | 81,037 | ||||||||||||||
Shares | |||||||||||||||
Temporary Cash Investment (0.5%) | |||||||||||||||
Money Market Fund (0.5%) | |||||||||||||||
9 | Vanguard Market Liquidity Fund(Cost $192,687) | 1.816% | 1,926,694 | 192,689 | |||||||||||
Total Investments (99.7%) (Cost $33,978,651) | 35,173,168 | ||||||||||||||
Other Assets and Liabilities—Net (0.3%) | 101,932 | ||||||||||||||
Net Assets (100%) | 35,275,100 |
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 December 31, 2019, the aggregate value of these securities was $500,882,000, representing 1.4% of net assets. |
5 | Guaranteed by the Government of Japan. |
6 | Guaranteed by the Federal Republic of Germany. |
7 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
8 | Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation). |
9 | 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. |
72
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
U.S. Government and Agency Obligations (42.4%) | |||||||||||||||
U.S. Government Securities (41.0%) | |||||||||||||||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 4,300 | 4,235 | |||||||||||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 36,845 | 51,790 | |||||||||||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 27,060 | 36,303 | |||||||||||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 39,455 | 52,334 | |||||||||||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 4 | 6 | |||||||||||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 21,148 | 28,126 | |||||||||||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 18,060 | 24,404 | |||||||||||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 37,527 | 44,980 | |||||||||||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 36,392 | 47,889 | |||||||||||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 39,671 | 53,841 | |||||||||||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 41,100 | 54,997 | |||||||||||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 64,061 | 88,575 | |||||||||||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 54,098 | 72,635 | |||||||||||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 41,265 | 52,013 | |||||||||||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 50,200 | 66,460 | |||||||||||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 51,180 | 72,212 | |||||||||||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 42,045 | 56,688 | |||||||||||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 44,470 | 55,212 | |||||||||||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 44,477 | 50,461 | |||||||||||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 55,952 | 63,479 | |||||||||||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 47,225 | 52,552 | |||||||||||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 63,163 | 67,456 | |||||||||||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 86,703 | 92,555 | |||||||||||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 89,415 | 101,431 | |||||||||||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 124,375 | 135,569 | |||||||||||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 104,785 | 128,542 | |||||||||||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 105,915 | 132,509 | |||||||||||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 126,564 | 155,634 | |||||||||||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 118,037 | 139,745 | |||||||||||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 178,003 | 202,589 | |||||||||||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 109,496 | 122,122 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 116,042 | 118,489 | |||||||||||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 137,460 | 153,569 | |||||||||||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 128,362 | 140,356 | |||||||||||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 97,150 | 108,687 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 73,547 | 75,110 | |||||||||||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 106,406 | 108,650 | |||||||||||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 113,624 | 110,445 | |||||||||||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 136,964 | 150,254 | |||||||||||
United States Treasury Note/Bond | 3.000% | �� | 2/15/47 | 123,644 | 138,945 | ||||||||||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 104,486 | 117,384 | |||||||||||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 132,996 | 142,638 | |||||||||||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 123,746 | 132,697 | |||||||||||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 125,720 | 141,317 | |||||||||||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 113,086 | 130,191 | |||||||||||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 165,935 | 186,910 | |||||||||||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 151,671 | 182,977 | |||||||||||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 176,486 | 199,097 | |||||||||||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 149,270 | 164,594 | |||||||||||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 158,873 | 154,181 | |||||||||||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 127,325 | 126,947 | |||||||||||
5,090,782 | |||||||||||||||
Agency Bonds and Notes (1.4%) | |||||||||||||||
Federal Home Loan Banks | 5.625% | 3/14/36 | 1,000 | 1,393 | |||||||||||
Federal Home Loan Banks | 5.500% | 7/15/36 | 4,055 | 5,695 | |||||||||||
1 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 9,514 | 13,757 | ||||||||||
1 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 21,052 | 30,236 | ||||||||||
1 | Federal Home Loan Mortgage Corp. | 0.000% | 11/15/38 | 40 | 23 | ||||||||||
1 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 9,275 | 13,390 | ||||||||||
1 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 13,160 | 19,323 | ||||||||||
1 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 9,200 | 13,095 |
73
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
1 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 8,385 | 12,058 | ||||||||||
1 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 770 | 1,163 | ||||||||||
Tennessee Valley Authority | 7.125% | 5/1/30 | 3,970 | 5,723 | |||||||||||
Tennessee Valley Authority | 4.650% | 6/15/35 | 4,510 | 5,571 | |||||||||||
Tennessee Valley Authority | 5.880% | 4/1/36 | 4,535 | 6,378 | |||||||||||
Tennessee Valley Authority | 5.980% | 4/1/36 | 1,000 | 1,415 | |||||||||||
Tennessee Valley Authority | 6.150% | 1/15/38 | 2,450 | 3,611 | |||||||||||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,175 | 1,628 | |||||||||||
Tennessee Valley Authority | 5.250% | 9/15/39 | 18,865 | 25,831 | |||||||||||
Tennessee Valley Authority | 4.875% | 1/15/48 | 2,650 | 3,625 | |||||||||||
Tennessee Valley Authority | 5.375% | 4/1/56 | 1,950 | 2,958 | |||||||||||
Tennessee Valley Authority | 4.625% | 9/15/60 | 1,400 | 1,917 | |||||||||||
Tennessee Valley Authority | 4.250% | 9/15/65 | 3,500 | 4,533 | |||||||||||
173,323 | |||||||||||||||
Total U.S. Government and Agency Obligations (Cost $4,783,996) | 5,264,105 | ||||||||||||||
Corporate Bonds (49.2%) | |||||||||||||||
Finance (8.4%) | |||||||||||||||
Banking (4.3%) | |||||||||||||||
Ally Financial Inc. | 8.000% | 11/1/31 | 6,000 | 8,287 | |||||||||||
Ally Financial Inc. | 8.000% | 11/1/31 | 500 | 689 | |||||||||||
American Express Co. | 4.050% | 12/3/42 | 2,091 | 2,451 | |||||||||||
Bank of America Corp. | 6.110% | 1/29/37 | 6,100 | 8,219 | |||||||||||
2 | Bank of America Corp. | 4.244% | 4/24/38 | 8,530 | 9,786 | ||||||||||
Bank of America Corp. | 7.750% | 5/14/38 | 5,473 | 8,605 | |||||||||||
2 | Bank of America Corp. | 4.078% | 4/23/40 | 6,975 | 7,911 | ||||||||||
Bank of America Corp. | 5.875% | 2/7/42 | 3,465 | 4,915 | |||||||||||
Bank of America Corp. | 5.000% | 1/21/44 | 4,816 | 6,289 | |||||||||||
Bank of America Corp. | 4.875% | 4/1/44 | 1,218 | 1,556 | |||||||||||
Bank of America Corp. | 4.750% | 4/21/45 | 1,590 | 1,933 | |||||||||||
2 | Bank of America Corp. | 4.443% | 1/20/48 | 5,635 | 6,858 | ||||||||||
2 | Bank of America Corp. | 3.946% | 1/23/49 | 3,955 | 4,482 | ||||||||||
2 | Bank of America Corp. | 4.330% | 3/15/50 | 8,225 | 9,864 | ||||||||||
Bank of America NA | 6.000% | 10/15/36 | 5,549 | 7,641 | |||||||||||
Barclays plc | 5.250% | 8/17/45 | 4,375 | 5,271 | |||||||||||
Barclays plc | 4.950% | 1/10/47 | 3,205 | 3,750 | |||||||||||
Citigroup Inc. | 6.625% | 6/15/32 | 4,513 | 6,046 | |||||||||||
Citigroup Inc. | 5.875% | 2/22/33 | 1,675 | 2,052 | |||||||||||
Citigroup Inc. | 6.000% | 10/31/33 | 1,966 | 2,528 | |||||||||||
Citigroup Inc. | 6.125% | 8/25/36 | 2,108 | 2,727 | |||||||||||
2 | Citigroup Inc. | 3.878% | 1/24/39 | 3,925 | 4,294 | ||||||||||
Citigroup Inc. | 8.125% | 7/15/39 | 5,254 | 8,770 | |||||||||||
Citigroup Inc. | 5.875% | 1/30/42 | 3,350 | 4,724 | |||||||||||
Citigroup Inc. | 6.675% | 9/13/43 | 2,869 | 4,188 | |||||||||||
Citigroup Inc. | 5.300% | 5/6/44 | 2,825 | 3,581 | |||||||||||
Citigroup Inc. | 4.650% | 7/30/45 | 2,549 | 3,131 | |||||||||||
Citigroup Inc. | 4.750% | 5/18/46 | 5,325 | 6,375 | |||||||||||
2 | Citigroup Inc. | 4.281% | 4/24/48 | 3,250 | 3,819 | ||||||||||
Citigroup Inc. | 4.650% | 7/23/48 | 5,925 | 7,387 | |||||||||||
Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 2,950 | 4,015 | |||||||||||
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 2,505 | 3,296 | |||||||||||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 6,666 | 8,371 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 4.875% | 5/15/45 | 4,745 | 5,961 | |||||||||||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 3,100 | 4,545 | |||||||||||
Fifth Third Bancorp | 8.250% | 3/1/38 | 3,008 | 4,624 | |||||||||||
First Republic Bank | 4.375% | 8/1/46 | 1,350 | 1,462 | |||||||||||
First Republic Bank | 4.625% | 2/13/47 | 1,275 | 1,472 | |||||||||||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 3,975 | 5,162 | |||||||||||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 2,192 | 2,900 | |||||||||||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 17,772 | 24,634 | |||||||||||
2 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 9,270 | 10,025 | ||||||||||
2 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 5,225 | 5,929 | ||||||||||
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 8,318 | 11,610 |
74
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 5,250 | 6,354 | |||||||||||
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 6,525 | 7,987 | |||||||||||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 1,996 | 2,432 | |||||||||||
HSBC Bank USA NA | 7.000% | 1/15/39 | 2,425 | 3,535 | |||||||||||
HSBC Holdings plc | 7.625% | 5/17/32 | 2,049 | 2,832 | |||||||||||
HSBC Holdings plc | 6.500% | 5/2/36 | 6,353 | 8,637 | |||||||||||
HSBC Holdings plc | 6.500% | 9/15/37 | 8,045 | 10,972 | |||||||||||
HSBC Holdings plc | 6.800% | 6/1/38 | 4,665 | 6,634 | |||||||||||
HSBC Holdings plc | 6.100% | 1/14/42 | 2,120 | 3,007 | |||||||||||
HSBC Holdings plc | 5.250% | 3/14/44 | 3,602 | 4,559 | |||||||||||
JPMorgan Chase & Co. | 8.750% | 9/1/30 | 575 | 839 | |||||||||||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 8,149 | 11,750 | |||||||||||
2 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 7,270 | 8,039 | ||||||||||
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 5,650 | 7,553 | |||||||||||
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 4,800 | 6,571 | |||||||||||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 4,918 | 6,652 | |||||||||||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 4,700 | 6,303 | |||||||||||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 3,300 | 4,220 | |||||||||||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 5,714 | 7,197 | |||||||||||
2 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 5,020 | 5,883 | ||||||||||
2 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 5,455 | 6,178 | ||||||||||
2 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 9,137 | 10,245 | ||||||||||
2 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 5,450 | 6,096 | ||||||||||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 1,755 | 2,132 | |||||||||||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 5,890 | 6,363 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 2,500 | 2,876 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 2,295 | 2,590 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 4,150 | 4,546 | |||||||||||
Morgan Stanley | 7.250% | 4/1/32 | 2,711 | 3,891 | |||||||||||
2 | Morgan Stanley | 3.971% | 7/22/38 | 7,200 | 7,985 | ||||||||||
2 | Morgan Stanley | 4.457% | 4/22/39 | 2,122 | 2,497 | ||||||||||
Morgan Stanley | 6.375% | 7/24/42 | 5,910 | 8,701 | |||||||||||
Morgan Stanley | 4.300% | 1/27/45 | 9,075 | 10,657 | |||||||||||
Morgan Stanley | 4.375% | 1/22/47 | 4,520 | 5,400 | |||||||||||
Regions Bank | 6.450% | 6/26/37 | 1,650 | 2,119 | |||||||||||
Regions Financial Corp. | 7.375% | 12/10/37 | 1,000 | 1,413 | |||||||||||
2 | Royal Bank of Scotland Group plc | 3.754% | 11/1/29 | 800 | 816 | ||||||||||
Wachovia Corp. | 7.500% | 4/15/35 | 1,490 | 2,086 | |||||||||||
Wachovia Corp. | 5.500% | 8/1/35 | 2,369 | 2,999 | |||||||||||
Wells Fargo & Co. | 5.375% | 2/7/35 | 1,255 | 1,618 | |||||||||||
Wells Fargo & Co. | 5.375% | 11/2/43 | 5,560 | 7,004 | |||||||||||
Wells Fargo & Co. | 5.606% | 1/15/44 | 7,295 | 9,647 | |||||||||||
Wells Fargo & Co. | 4.650% | 11/4/44 | 6,428 | 7,529 | |||||||||||
Wells Fargo & Co. | 3.900% | 5/1/45 | 4,995 | 5,671 | |||||||||||
Wells Fargo & Co. | 4.900% | 11/17/45 | 5,791 | 7,068 | |||||||||||
Wells Fargo & Co. | 4.400% | 6/14/46 | 6,671 | 7,653 | |||||||||||
Wells Fargo & Co. | 4.750% | 12/7/46 | 6,300 | 7,504 | |||||||||||
Wells Fargo Bank NA | 5.950% | 8/26/36 | 1,055 | 1,398 | |||||||||||
Wells Fargo Bank NA | 5.850% | 2/1/37 | 2,236 | 2,966 | |||||||||||
Wells Fargo Bank NA | 6.600% | 1/15/38 | 3,439 | 4,946 | |||||||||||
2 | Wells Fargo Capital X | 5.950% | 12/1/86 | 3,225 | 3,959 | ||||||||||
Westpac Banking Corp. | 4.421% | 7/24/39 | 1,650 | 1,809 | |||||||||||
Brokerage (0.2%) | |||||||||||||||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 2,725 | 3,120 | |||||||||||
CME Group Inc. | 5.300% | 9/15/43 | 2,515 | 3,365 | |||||||||||
CME Group Inc. | 4.150% | 6/15/48 | 1,900 | 2,269 | |||||||||||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 3,325 | 3,927 | |||||||||||
Invesco Finance plc | 5.375% | 11/30/43 | 1,320 | 1,591 | |||||||||||
Jefferies Group LLC | 6.250% | 1/15/36 | 1,475 | 1,752 | |||||||||||
Jefferies Group LLC | 6.500% | 1/20/43 | 1,405 | 1,671 | |||||||||||
Jefferies Group LLC / Jefferies Group Capital Finance Inc. | 4.150% | 1/23/30 | 3,360 | 3,540 | |||||||||||
Legg Mason Inc. | 5.625% | 1/15/44 | 1,800 | 2,043 |
75
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 2,325 | 2,756 | |||||||||||
Finance Companies (0.3%) | |||||||||||||||
GATX Corp. | 5.200% | 3/15/44 | 865 | 1,007 | |||||||||||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 34,106 | 36,230 | |||||||||||
Insurance (3.0%) | |||||||||||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 1,175 | 1,762 | |||||||||||
Aetna Inc. | 6.625% | 6/15/36 | 2,364 | 3,160 | |||||||||||
Aetna Inc. | 6.750% | 12/15/37 | 1,760 | 2,363 | |||||||||||
Aetna Inc. | 4.500% | 5/15/42 | 1,725 | 1,841 | |||||||||||
Aetna Inc. | 4.125% | 11/15/42 | 1,800 | 1,842 | |||||||||||
Aetna Inc. | 4.750% | 3/15/44 | 1,115 | 1,205 | |||||||||||
Aetna Inc. | 3.875% | 8/15/47 | 1,675 | 1,693 | |||||||||||
Aflac Inc. | 4.000% | 10/15/46 | 1,325 | 1,440 | |||||||||||
Aflac Inc. | 4.750% | 1/15/49 | 1,595 | 1,899 | |||||||||||
Alleghany Corp. | 4.900% | 9/15/44 | 975 | 1,137 | |||||||||||
Allstate Corp. | 5.550% | 5/9/35 | 1,540 | 1,943 | |||||||||||
Allstate Corp. | 5.950% | 4/1/36 | 1,400 | 1,892 | |||||||||||
Allstate Corp. | 4.500% | 6/15/43 | 1,750 | 2,090 | |||||||||||
Allstate Corp. | 4.200% | 12/15/46 | 2,546 | 2,931 | |||||||||||
Allstate Corp. | 3.850% | 8/10/49 | 1,250 | 1,389 | |||||||||||
2 | Allstate Corp. | 6.500% | 5/15/67 | 1,730 | 2,137 | ||||||||||
American Financial Group Inc. | 4.500% | 6/15/47 | 1,970 | 2,126 | |||||||||||
American International Group Inc. | 3.875% | 1/15/35 | 3,011 | 3,196 | |||||||||||
American International Group Inc. | 4.700% | 7/10/35 | 2,100 | 2,424 | |||||||||||
American International Group Inc. | 6.250% | 5/1/36 | 3,341 | 4,461 | |||||||||||
American International Group Inc. | 4.500% | 7/16/44 | 5,564 | 6,377 | |||||||||||
American International Group Inc. | 4.800% | 7/10/45 | 1,488 | 1,781 | |||||||||||
American International Group Inc. | 4.750% | 4/1/48 | 1,135 | 1,358 | |||||||||||
American International Group Inc. | 4.375% | 1/15/55 | 4,000 | 4,370 | |||||||||||
2 | American International Group Inc. | 8.175% | 5/15/68 | 1,475 | 2,004 | ||||||||||
Anthem Inc. | 5.850% | 1/15/36 | 1,300 | 1,585 | |||||||||||
Anthem Inc. | 6.375% | 6/15/37 | 1,350 | 1,748 | |||||||||||
Anthem Inc. | 4.625% | 5/15/42 | 2,852 | 3,199 | |||||||||||
Anthem Inc. | 4.650% | 1/15/43 | 2,596 | 2,923 | |||||||||||
Anthem Inc. | 5.100% | 1/15/44 | 2,920 | 3,452 | |||||||||||
Anthem Inc. | 4.650% | 8/15/44 | 2,800 | 3,110 | |||||||||||
Anthem Inc. | 4.375% | 12/1/47 | 5,410 | 5,931 | |||||||||||
Anthem Inc. | 4.550% | 3/1/48 | 1,864 | 2,089 | |||||||||||
Anthem Inc. | 3.700% | 9/15/49 | 2,050 | 2,027 | |||||||||||
Anthem Inc. | 4.850% | 8/15/54 | 500 | 541 | |||||||||||
Aon Corp. | 6.250% | 9/30/40 | 1,230 | 1,680 | |||||||||||
Aon plc | 4.600% | 6/14/44 | 1,650 | 1,873 | |||||||||||
Aon plc | 4.750% | 5/15/45 | 1,729 | 2,021 | |||||||||||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 1,450 | 1,810 | |||||||||||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 975 | 1,377 | |||||||||||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 1,205 | 1,464 | |||||||||||
Assurant Inc. | 6.750% | 2/15/34 | 214 | 255 | |||||||||||
AXA Equitable Holdings Inc. | 5.000% | 4/20/48 | 5,225 | 5,583 | |||||||||||
AXA SA | 8.600% | 12/15/30 | 4,320 | 6,313 | |||||||||||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 2,483 | 3,408 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 3,955 | 4,671 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 1,705 | 1,951 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 8,500 | 9,950 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 6,235 | 7,365 | |||||||||||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 2,110 | 2,565 | |||||||||||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 3,225 | 2,985 | |||||||||||
Chubb Corp. | 6.000% | 5/11/37 | 2,623 | 3,598 | |||||||||||
Chubb Corp. | 6.500% | 5/15/38 | 1,745 | 2,552 | |||||||||||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 1,910 | 2,739 | |||||||||||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 1,452 | 1,685 | |||||||||||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 3,486 | 4,186 | |||||||||||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 1,350 | 1,790 | |||||||||||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 1,050 | 1,163 |
76
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 2,070 | 2,694 | |||||||||||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 1,462 | 1,997 | |||||||||||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 1,275 | 1,418 | |||||||||||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 2,175 | 2,233 | |||||||||||
Humana Inc. | 4.625% | 12/1/42 | 1,856 | 2,021 | |||||||||||
Humana Inc. | 4.950% | 10/1/44 | 3,082 | 3,642 | |||||||||||
Humana Inc. | 4.800% | 3/15/47 | 1,200 | 1,392 | |||||||||||
Humana Inc. | 3.950% | 8/15/49 | 150 | 157 | |||||||||||
Lincoln National Corp. | 3.050% | 1/15/30 | 1,575 | 1,565 | |||||||||||
Lincoln National Corp. | 6.300% | 10/9/37 | 730 | 949 | |||||||||||
Lincoln National Corp. | 7.000% | 6/15/40 | 2,105 | 2,987 | |||||||||||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,475 | 1,622 | |||||||||||
Loews Corp. | 6.000% | 2/1/35 | 1,125 | 1,449 | |||||||||||
Loews Corp. | 4.125% | 5/15/43 | 1,590 | 1,746 | |||||||||||
Manulife Financial Corp. | 5.375% | 3/4/46 | 2,446 | 3,212 | |||||||||||
Markel Corp. | 5.000% | 4/5/46 | 1,590 | 1,802 | |||||||||||
Markel Corp. | 4.300% | 11/1/47 | 515 | 537 | |||||||||||
Markel Corp. | 5.000% | 5/20/49 | 315 | 364 | |||||||||||
Markel Corp. | 4.150% | 9/17/50 | 1,250 | 1,286 | |||||||||||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 645 | 826 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 2,670 | 3,237 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 1,850 | 2,093 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 660 | 744 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 3,500 | 4,427 | |||||||||||
MetLife Inc. | 6.500% | 12/15/32 | 2,175 | 3,008 | |||||||||||
MetLife Inc. | 6.375% | 6/15/34 | 2,847 | 4,061 | |||||||||||
MetLife Inc. | 5.700% | 6/15/35 | 3,200 | 4,293 | |||||||||||
MetLife Inc. | 5.875% | 2/6/41 | 2,298 | 3,111 | |||||||||||
MetLife Inc. | 4.125% | 8/13/42 | 4,157 | 4,708 | |||||||||||
MetLife Inc. | 4.875% | 11/13/43 | 3,686 | 4,561 | |||||||||||
MetLife Inc. | 4.721% | 12/15/44 | 1,650 | 2,000 | |||||||||||
MetLife Inc. | 4.050% | 3/1/45 | 2,766 | 3,176 | |||||||||||
MetLife Inc. | 4.600% | 5/13/46 | 1,160 | 1,418 | |||||||||||
2 | MetLife Inc. | 6.400% | 12/15/66 | 3,345 | 4,077 | ||||||||||
2 | MetLife Inc. | 10.750% | 8/1/69 | 840 | 1,365 | ||||||||||
2 | Nationwide Financial Services Inc. | 6.750% | 5/15/87 | 875 | 1,015 | ||||||||||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 1,175 | 1,339 | |||||||||||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 2,245 | 2,534 | |||||||||||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 1,230 | 1,388 | |||||||||||
Progressive Corp. | 4.350% | 4/25/44 | 2,455 | 2,875 | |||||||||||
Progressive Corp. | 4.125% | 4/15/47 | 3,300 | 3,848 | |||||||||||
Progressive Corp. | 4.200% | 3/15/48 | 1,335 | 1,531 | |||||||||||
Prudential Financial Inc. | 5.750% | 7/15/33 | 350 | 446 | |||||||||||
Prudential Financial Inc. | 5.700% | 12/14/36 | 3,215 | 4,367 | |||||||||||
Prudential Financial Inc. | 6.625% | 12/1/37 | 818 | 1,130 | |||||||||||
Prudential Financial Inc. | 6.625% | 6/21/40 | 1,314 | 1,848 | |||||||||||
Prudential Financial Inc. | 6.200% | 11/15/40 | 960 | 1,282 | |||||||||||
Prudential Financial Inc. | 5.100% | 8/15/43 | 1,195 | 1,412 | |||||||||||
Prudential Financial Inc. | 4.600% | 5/15/44 | 1,453 | 1,713 | |||||||||||
Prudential Financial Inc. | 3.905% | 12/7/47 | 2,311 | 2,467 | |||||||||||
Prudential Financial Inc. | 3.935% | 12/7/49 | 3,218 | 3,507 | |||||||||||
Prudential Financial Inc. | 4.350% | 2/25/50 | 2,825 | 3,251 | |||||||||||
Prudential Financial Inc. | 3.700% | 3/13/51 | 4,600 | 4,818 | |||||||||||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 800 | 942 | |||||||||||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 1,045 | 1,533 | |||||||||||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,050 | 1,514 | |||||||||||
Travelers Cos. Inc. | 6.250% | 6/15/37 | 2,240 | 3,096 | |||||||||||
Travelers Cos. Inc. | 5.350% | 11/1/40 | 2,848 | 3,699 | |||||||||||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 1,850 | 2,239 | |||||||||||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 925 | 1,082 | |||||||||||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 1,480 | 1,593 | |||||||||||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 2,000 | 2,243 | |||||||||||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 1,250 | 1,390 | |||||||||||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,500 | 1,737 |
77
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 1,670 | 2,307 | |||||||||||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 3,636 | 4,397 | |||||||||||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 1,820 | 2,412 | |||||||||||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 1,315 | 1,866 | |||||||||||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 2,125 | 3,027 | |||||||||||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 2,716 | 4,027 | |||||||||||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 4,005 | 4,186 | |||||||||||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 1,075 | 1,460 | |||||||||||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 1,850 | 2,194 | |||||||||||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,885 | 2,167 | |||||||||||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 2,530 | 2,755 | |||||||||||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 2,658 | 3,021 | |||||||||||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 5,930 | 7,241 | |||||||||||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 2,329 | 2,669 | |||||||||||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 2,177 | 2,506 | |||||||||||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 2,840 | 3,027 | |||||||||||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 4,024 | 4,668 | |||||||||||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 3,350 | 3,983 | |||||||||||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 2,835 | 3,018 | |||||||||||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 4,670 | 5,012 | |||||||||||
Unum Group | 5.750% | 8/15/42 | 1,925 | 2,122 | |||||||||||
Unum Group | 4.500% | 12/15/49 | 750 | 731 | |||||||||||
Voya Financial Inc. | 5.700% | 7/15/43 | 1,400 | 1,773 | |||||||||||
Voya Financial Inc. | 4.800% | 6/15/46 | 1,300 | 1,483 | |||||||||||
Willis North America Inc. | 5.050% | 9/15/48 | 1,185 | 1,385 | |||||||||||
Willis North America Inc. | 3.875% | 9/15/49 | 1,950 | 1,944 | |||||||||||
WR Berkley Corp. | 4.750% | 8/1/44 | 1,205 | 1,346 | |||||||||||
XLIT Ltd. | 5.250% | 12/15/43 | 950 | 1,213 | |||||||||||
XLIT Ltd. | 5.500% | 3/31/45 | 1,500 | 1,891 | |||||||||||
Real Estate Investment Trusts (0.6%) | |||||||||||||||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 1,275 | 1,463 | |||||||||||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 2,015 | 2,097 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 800 | 970 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 1,750 | 1,917 | |||||||||||
AvalonBay Communities Inc. | 3.900% | 10/15/46 | 1,240 | 1,358 | |||||||||||
AvalonBay Communities Inc. | 4.150% | 7/1/47 | 775 | 875 | |||||||||||
AvalonBay Communities Inc. | 4.350% | 4/15/48 | 360 | 423 | |||||||||||
Boston Properties LP | 2.900% | 3/15/30 | 1,320 | 1,314 | |||||||||||
Camden Property Trust | 3.350% | 11/1/49 | 700 | 700 | |||||||||||
CubeSmart LP | 3.000% | 2/15/30 | 1,075 | 1,062 | |||||||||||
ERP Operating LP | 2.500% | 2/15/30 | 1,050 | 1,039 | |||||||||||
ERP Operating LP | 4.500% | 7/1/44 | 1,825 | 2,151 | |||||||||||
ERP Operating LP | 4.500% | 6/1/45 | 1,175 | 1,390 | |||||||||||
ERP Operating LP | 4.000% | 8/1/47 | 1,375 | 1,517 | |||||||||||
Essex Portfolio LP | 3.000% | 1/15/30 | 1,475 | 1,491 | |||||||||||
Essex Portfolio LP | 4.500% | 3/15/48 | 1,130 | 1,288 | |||||||||||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 1,935 | 2,213 | |||||||||||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 1,750 | 1,736 | |||||||||||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 2,115 | 2,112 | |||||||||||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,200 | 1,664 | |||||||||||
Highwoods Realty LP | 3.050% | 2/15/30 | 200 | 196 | |||||||||||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 1,135 | 1,120 | |||||||||||
Kilroy Realty LP | 3.050% | 2/15/30 | 2,050 | 2,023 | |||||||||||
Kimco Realty Corp. | 4.250% | 4/1/45 | 1,725 | 1,819 | |||||||||||
Kimco Realty Corp. | 4.125% | 12/1/46 | 1,300 | 1,351 | |||||||||||
Kimco Realty Corp. | 4.450% | 9/1/47 | 1,425 | 1,555 | |||||||||||
Kimco Realty Corp. | 3.700% | 10/1/49 | 75 | 73 | |||||||||||
Mid-America Apartments LP | 2.750% | 3/15/30 | 1,105 | 1,097 | |||||||||||
National Retail Properties Inc. | 4.800% | 10/15/48 | 1,000 | 1,203 | |||||||||||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 1 | 1 | |||||||||||
Prologis LP | 4.375% | 9/15/48 | 1,000 | 1,194 | |||||||||||
Realty Income Corp. | 4.650% | 3/15/47 | 2,231 | 2,685 | |||||||||||
Regency Centers LP | 4.400% | 2/1/47 | 1,450 | 1,631 |
78
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Regency Centers LP | 4.650% | 3/15/49 | 975 | 1,152 | |||||||||||
Service Properties Trust | 4.375% | 2/15/30 | 1,425 | 1,398 | |||||||||||
Simon Property Group LP | 6.750% | 2/1/40 | 1,385 | 2,025 | |||||||||||
Simon Property Group LP | 4.750% | 3/15/42 | 1,700 | 2,032 | |||||||||||
Simon Property Group LP | 4.250% | 10/1/44 | 1,545 | 1,742 | |||||||||||
Simon Property Group LP | 4.250% | 11/30/46 | 1,850 | 2,105 | |||||||||||
Simon Property Group LP | 3.250% | 9/13/49 | 4,030 | 3,892 | |||||||||||
Spirit Realty LP | 3.400% | 1/15/30 | 1,500 | 1,504 | |||||||||||
UDR Inc. | 3.000% | 8/15/31 | 1,300 | 1,301 | |||||||||||
UDR Inc. | 3.100% | 11/1/34 | 845 | 843 | |||||||||||
Ventas Realty LP | 3.000% | 1/15/30 | 1,000 | 991 | |||||||||||
Ventas Realty LP | 5.700% | 9/30/43 | 1,070 | 1,339 | |||||||||||
Ventas Realty LP | 4.375% | 2/1/45 | 1,175 | 1,262 | |||||||||||
Ventas Realty LP | 4.875% | 4/15/49 | 1,000 | 1,173 | |||||||||||
Welltower Inc. | 3.100% | 1/15/30 | 1,575 | 1,592 | |||||||||||
Welltower Inc. | 6.500% | 3/15/41 | 2,052 | 2,742 | |||||||||||
Welltower Inc. | 4.950% | 9/1/48 | 1,275 | 1,527 | |||||||||||
1,049,330 | |||||||||||||||
Industrial (34.8%) | |||||||||||||||
Basic Industry (2.0%) | |||||||||||||||
Albemarle Corp. | 5.450% | 12/1/44 | 1,125 | 1,282 | |||||||||||
ArcelorMittal | 7.000% | 10/15/39 | 2,300 | 2,798 | |||||||||||
ArcelorMittal | 6.750% | 3/1/41 | 1,350 | 1,609 | |||||||||||
Barrick Gold Corp. | 6.450% | 10/15/35 | 845 | 1,082 | |||||||||||
Barrick Gold Corp. | 5.250% | 4/1/42 | 1,604 | 1,908 | |||||||||||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 2,740 | 3,291 | |||||||||||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 3,216 | 4,107 | |||||||||||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 2,157 | 2,722 | |||||||||||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 2,350 | 2,658 | |||||||||||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 7,271 | 9,273 | |||||||||||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 1,500 | 1,553 | |||||||||||
Dow Chemical Co. | 4.250% | 10/1/34 | 2,115 | 2,324 | |||||||||||
Dow Chemical Co. | 9.400% | 5/15/39 | 2,516 | 4,124 | |||||||||||
Dow Chemical Co. | 5.250% | 11/15/41 | 2,439 | 2,826 | |||||||||||
Dow Chemical Co. | 4.375% | 11/15/42 | 3,049 | 3,252 | |||||||||||
Dow Chemical Co. | 4.625% | 10/1/44 | 1,000 | 1,100 | |||||||||||
Dow Chemical Co. | 5.550% | 11/30/48 | 2,600 | 3,237 | |||||||||||
Dow Chemical Co. | 4.800% | 5/15/49 | 2,500 | 2,884 | |||||||||||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 6,300 | 7,485 | |||||||||||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 6,744 | 8,304 | |||||||||||
Eastman Chemical Co. | 4.800% | 9/1/42 | 2,165 | 2,355 | |||||||||||
Eastman Chemical Co. | 4.650% | 10/15/44 | 2,920 | 3,165 | |||||||||||
Ecolab Inc. | 3.950% | 12/1/47 | 3,889 | 4,363 | |||||||||||
FMC Corp. | 4.500% | 10/1/49 | 1,100 | 1,207 | |||||||||||
Georgia-Pacific LLC | 7.750% | 11/15/29 | 1 | 1 | |||||||||||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 1,394 | 2,164 | |||||||||||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 1,555 | 1,593 | |||||||||||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 2,850 | 3,191 | |||||||||||
International Paper Co. | 5.000% | 9/15/35 | 2,159 | 2,532 | |||||||||||
International Paper Co. | 7.300% | 11/15/39 | 2,635 | 3,648 | |||||||||||
International Paper Co. | 6.000% | 11/15/41 | 1,545 | 1,919 | |||||||||||
International Paper Co. | 4.800% | 6/15/44 | 1,517 | 1,663 | |||||||||||
International Paper Co. | 5.150% | 5/15/46 | 2,150 | 2,472 | |||||||||||
International Paper Co. | 4.400% | 8/15/47 | 3,235 | 3,430 | |||||||||||
International Paper Co. | 4.350% | 8/15/48 | 3,440 | 3,654 | |||||||||||
Lubrizol Corp. | 6.500% | 10/1/34 | 675 | 941 | |||||||||||
LYB International Finance BV | 5.250% | 7/15/43 | 1,905 | 2,237 | |||||||||||
LYB International Finance BV | 4.875% | 3/15/44 | 3,542 | 3,985 | |||||||||||
LYB International Finance III LLC | 4.200% | 10/15/49 | 370 | 384 | |||||||||||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 3,175 | 3,350 | |||||||||||
Meadwestvaco Corp. | 7.950% | 2/15/31 | 916 | 1,236 | |||||||||||
Methanex Corp. | 5.650% | 12/1/44 | 1,740 | 1,668 | |||||||||||
Mosaic Co. | 5.450% | 11/15/33 | 1,330 | 1,509 |
79
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Mosaic Co. | 4.875% | 11/15/41 | 1,150 | 1,195 | |||||||||||
Mosaic Co. | 5.625% | 11/15/43 | 2,050 | 2,425 | |||||||||||
Newmont Goldcorp Corp. | 5.875% | 4/1/35 | 1,160 | 1,479 | |||||||||||
Newmont Goldcorp Corp. | 6.250% | 10/1/39 | 3,115 | 4,117 | |||||||||||
Newmont Goldcorp Corp. | 4.875% | 3/15/42 | 3,362 | 3,919 | |||||||||||
Newmont Goldcorp Corp. | 5.450% | 6/9/44 | 1,536 | 1,901 | |||||||||||
Nucor Corp. | 6.400% | 12/1/37 | 2,100 | 2,838 | |||||||||||
Nucor Corp. | 5.200% | 8/1/43 | 1,475 | 1,832 | |||||||||||
Nucor Corp. | 4.400% | 5/1/48 | 1,600 | 1,813 | |||||||||||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,400 | 1,461 | |||||||||||
Nutrien Ltd. | 5.875% | 12/1/36 | 1,090 | 1,307 | |||||||||||
Nutrien Ltd. | 5.625% | 12/1/40 | 1,505 | 1,760 | |||||||||||
Nutrien Ltd. | 6.125% | 1/15/41 | 1,185 | 1,476 | |||||||||||
Nutrien Ltd. | 4.900% | 6/1/43 | 1,675 | 1,873 | |||||||||||
Nutrien Ltd. | 5.250% | 1/15/45 | 1,390 | 1,637 | |||||||||||
Nutrien Ltd. | 5.000% | 4/1/49 | 2,150 | 2,538 | |||||||||||
Packaging Corp. of America | 4.050% | 12/15/49 | 1,205 | 1,250 | |||||||||||
Praxair Inc. | 3.550% | 11/7/42 | 1,868 | 1,948 | |||||||||||
Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | 1,292 | 1,799 | |||||||||||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 150 | 203 | |||||||||||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 2,650 | 3,323 | |||||||||||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 3,101 | 4,046 | |||||||||||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,550 | 1,891 | |||||||||||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 2,436 | 2,789 | |||||||||||
RPM International Inc. | 5.250% | 6/1/45 | 1,000 | 1,105 | |||||||||||
RPM International Inc. | 4.250% | 1/15/48 | 960 | 931 | |||||||||||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 500 | 513 | |||||||||||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 1,535 | 1,690 | |||||||||||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 4,166 | 4,730 | |||||||||||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 1,000 | 1,017 | |||||||||||
Southern Copper Corp. | 7.500% | 7/27/35 | 2,175 | 2,994 | |||||||||||
Southern Copper Corp. | 6.750% | 4/16/40 | 3,443 | 4,580 | |||||||||||
Southern Copper Corp. | 5.250% | 11/8/42 | 3,118 | 3,569 | |||||||||||
Southern Copper Corp. | 5.875% | 4/23/45 | 5,505 | 6,842 | |||||||||||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 1,000 | 1,011 | |||||||||||
Suzano Austria GmbH | 5.000% | 1/15/30 | 3,150 | 3,305 | |||||||||||
Teck Resources Ltd. | 6.125% | 10/1/35 | 2,775 | 3,232 | |||||||||||
Teck Resources Ltd. | 6.000% | 8/15/40 | 1,950 | 2,172 | |||||||||||
Teck Resources Ltd. | 6.250% | 7/15/41 | 2,920 | 3,335 | |||||||||||
Teck Resources Ltd. | 5.400% | 2/1/43 | 250 | 263 | |||||||||||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 1,908 | 2,674 | |||||||||||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 6,296 | 8,169 | |||||||||||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 3,100 | 4,022 | |||||||||||
Vale SA | 5.625% | 9/11/42 | 1,485 | 1,738 | |||||||||||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 2,408 | 2,554 | |||||||||||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 1,810 | 1,820 | |||||||||||
Westrock MWV LLC | 8.200% | 1/15/30 | 590 | 806 | |||||||||||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 3,273 | 4,536 | |||||||||||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 300 | 395 | |||||||||||
WRKCO Inc. | 4.200% | 6/1/32 | 3,250 | 3,553 | |||||||||||
Capital Goods (2.5%) | |||||||||||||||
3M Co. | 5.700% | 3/15/37 | 1,000 | 1,333 | |||||||||||
3M Co. | 3.875% | 6/15/44 | 520 | 551 | |||||||||||
3M Co. | 3.125% | 9/19/46 | 2,250 | 2,155 | |||||||||||
3M Co. | 3.625% | 10/15/47 | 3,040 | 3,129 | |||||||||||
3M Co. | 4.000% | 9/14/48 | 2,675 | 2,935 | |||||||||||
3M Co. | 3.250% | 8/26/49 | 2,250 | 2,189 | |||||||||||
ABB Finance USA Inc. | 4.375% | 5/8/42 | 2,451 | 2,941 | |||||||||||
Boeing Co. | 2.950% | 2/1/30 | 2,500 | 2,554 | |||||||||||
Boeing Co. | 6.125% | 2/15/33 | 1,170 | 1,527 | |||||||||||
Boeing Co. | 3.600% | 5/1/34 | 3,075 | 3,279 | |||||||||||
Boeing Co. | 3.250% | 2/1/35 | 2,350 | 2,394 | |||||||||||
Boeing Co. | 6.625% | 2/15/38 | 925 | 1,286 |
80
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Boeing Co. | 3.550% | 3/1/38 | 550 | 571 | |||||||||||
Boeing Co. | 3.500% | 3/1/39 | 1,275 | 1,309 | |||||||||||
Boeing Co. | 6.875% | 3/15/39 | 1,638 | 2,393 | |||||||||||
Boeing Co. | 5.875% | 2/15/40 | 1,865 | 2,468 | |||||||||||
Boeing Co. | 3.375% | 6/15/46 | 1,320 | 1,278 | |||||||||||
Boeing Co. | 3.650% | 3/1/47 | 1,400 | 1,419 | |||||||||||
Boeing Co. | 3.625% | 3/1/48 | 1,300 | 1,328 | |||||||||||
Boeing Co. | 3.850% | 11/1/48 | 1,220 | 1,280 | |||||||||||
Boeing Co. | 3.900% | 5/1/49 | 950 | 1,017 | |||||||||||
Boeing Co. | 3.750% | 2/1/50 | 2,150 | 2,265 | |||||||||||
Boeing Co. | 3.825% | 3/1/59 | 3,925 | 4,076 | |||||||||||
Boeing Co. | 3.950% | 8/1/59 | 550 | 587 | |||||||||||
Caterpillar Inc. | 5.300% | 9/15/35 | 1,100 | 1,362 | |||||||||||
Caterpillar Inc. | 6.050% | 8/15/36 | 1,915 | 2,606 | |||||||||||
Caterpillar Inc. | 5.200% | 5/27/41 | 2,362 | 3,048 | |||||||||||
Caterpillar Inc. | 3.803% | 8/15/42 | 4,683 | 5,236 | |||||||||||
Caterpillar Inc. | 3.250% | 9/19/49 | 3,500 | 3,492 | |||||||||||
Caterpillar Inc. | 4.750% | 5/15/64 | 1,900 | 2,376 | |||||||||||
Crane Co. | 4.200% | 3/15/48 | 1,150 | 1,151 | |||||||||||
Deere & Co. | 3.900% | 6/9/42 | 2,906 | 3,267 | |||||||||||
Deere & Co. | 2.875% | 9/7/49 | 2,900 | 2,719 | |||||||||||
Dover Corp. | 5.375% | 10/15/35 | 875 | 1,044 | |||||||||||
Dover Corp. | 5.375% | 3/1/41 | 900 | 1,094 | |||||||||||
Eaton Corp. | 4.000% | 11/2/32 | 2,140 | 2,423 | |||||||||||
Eaton Corp. | 4.150% | 11/2/42 | 2,881 | 3,197 | |||||||||||
Eaton Corp. | 3.915% | 9/15/47 | 1,175 | 1,251 | |||||||||||
Fortive Corp. | 4.300% | 6/15/46 | 1,231 | 1,267 | |||||||||||
General Dynamics Corp. | 3.600% | 11/15/42 | 1,955 | 2,212 | |||||||||||
General Electric Co. | 6.750% | 3/15/32 | 7,852 | 10,059 | |||||||||||
General Electric Co. | 6.150% | 8/7/37 | 3,714 | 4,585 | |||||||||||
General Electric Co. | 5.875% | 1/14/38 | 7,388 | 8,905 | |||||||||||
General Electric Co. | 6.875% | 1/10/39 | 6,095 | 8,123 | |||||||||||
General Electric Co. | 4.125% | 10/9/42 | 3,110 | 3,219 | |||||||||||
General Electric Co. | 4.500% | 3/11/44 | 3,051 | 3,326 | |||||||||||
Honeywell International Inc. | 5.700% | 3/15/36 | 1,335 | 1,778 | |||||||||||
Honeywell International Inc. | 5.700% | 3/15/37 | 1,165 | 1,579 | |||||||||||
Honeywell International Inc. | 5.375% | 3/1/41 | 1,345 | 1,811 | |||||||||||
Honeywell International Inc. | 3.812% | 11/21/47 | 1,300 | 1,469 | |||||||||||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 2,533 | 3,185 | |||||||||||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 3,378 | 3,893 | |||||||||||
Ingersoll-Rand Global Holding Co. Ltd. | 5.750% | 6/15/43 | 1,565 | 1,970 | |||||||||||
Ingersoll-Rand Global Holding Co. Ltd. | 4.300% | 2/21/48 | 700 | 758 | |||||||||||
Ingersoll-Rand Luxembourg Finance SA | 4.650% | 11/1/44 | 825 | 930 | |||||||||||
Ingersoll-Rand Luxembourg Finance SA | 4.500% | 3/21/49 | 700 | 782 | |||||||||||
Johnson Controls International plc | 6.000% | 1/15/36 | 859 | 1,054 | |||||||||||
Johnson Controls International plc | 4.625% | 7/2/44 | 2,800 | 3,053 | |||||||||||
Johnson Controls International plc | 5.125% | 9/14/45 | 303 | 352 | |||||||||||
Johnson Controls International plc | 4.500% | 2/15/47 | 1,425 | 1,533 | |||||||||||
Johnson Controls International plc | 4.950% | 7/2/64 | 1,415 | 1,465 | |||||||||||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 1,300 | 1,530 | |||||||||||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 1,045 | 1,418 | |||||||||||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 1,820 | 2,259 | |||||||||||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 1,175 | 1,287 | |||||||||||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 1,625 | 1,924 | |||||||||||
Lockheed Martin Corp. | 6.150% | 9/1/36 | 2,609 | 3,541 | |||||||||||
Lockheed Martin Corp. | 5.720% | 6/1/40 | 1,914 | 2,583 | |||||||||||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 3,730 | 4,268 | |||||||||||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 3,457 | 3,813 | |||||||||||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 3,855 | 4,867 | |||||||||||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 5,881 | 6,874 | |||||||||||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 2,150 | 2,251 | |||||||||||
Masco Corp. | 6.500% | 8/15/32 | 160 | 196 | |||||||||||
Masco Corp. | 4.500% | 5/15/47 | 1,049 | 1,068 | |||||||||||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 1,300 | 1,584 |
81
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 2,182 | 2,606 | |||||||||||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 2,466 | 2,639 | |||||||||||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 5,325 | 5,919 | |||||||||||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 965 | 1,384 | |||||||||||
Owens Corning | 7.000% | 12/1/36 | 505 | 617 | |||||||||||
Owens Corning | 4.300% | 7/15/47 | 2,375 | 2,253 | |||||||||||
Owens Corning | 4.400% | 1/30/48 | 1,100 | 1,063 | |||||||||||
Parker-Hannifin Corp. | 4.200% | 11/21/34 | 1,875 | 2,073 | |||||||||||
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 1,095 | 1,452 | |||||||||||
Parker-Hannifin Corp. | 4.450% | 11/21/44 | 1,555 | 1,728 | |||||||||||
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 2,472 | 2,676 | |||||||||||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 1,800 | 1,947 | |||||||||||
Precision Castparts Corp. | 3.900% | 1/15/43 | 600 | 649 | |||||||||||
Precision Castparts Corp. | 4.375% | 6/15/45 | 1,774 | 2,051 | |||||||||||
Raytheon Co. | 4.875% | 10/15/40 | 1,875 | 2,346 | |||||||||||
Raytheon Co. | 4.700% | 12/15/41 | 1,850 | 2,300 | |||||||||||
Republic Services Inc. | 6.200% | 3/1/40 | 1,060 | 1,443 | |||||||||||
Republic Services Inc. | 5.700% | 5/15/41 | 1,280 | 1,664 | |||||||||||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 1,850 | 2,151 | |||||||||||
Rockwell Collins Inc. | 4.800% | 12/15/43 | 1,075 | 1,314 | |||||||||||
Rockwell Collins Inc. | 4.350% | 4/15/47 | 3,230 | 3,776 | |||||||||||
Snap-on Inc. | 4.100% | 3/1/48 | 1,320 | 1,475 | |||||||||||
Sonoco Products Co. | 5.750% | 11/1/40 | 1,950 | 2,389 | |||||||||||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 1,300 | 1,611 | |||||||||||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 1,800 | 2,223 | |||||||||||
United Technologies Corp. | 6.050% | 6/1/36 | 2,150 | 2,895 | |||||||||||
United Technologies Corp. | 6.125% | 7/15/38 | 2,675 | 3,700 | |||||||||||
United Technologies Corp. | 4.450% | 11/16/38 | 3,170 | 3,722 | |||||||||||
United Technologies Corp. | 5.700% | 4/15/40 | 5,829 | 7,797 | |||||||||||
United Technologies Corp. | 4.500% | 6/1/42 | 10,470 | 12,538 | |||||||||||
United Technologies Corp. | 4.150% | 5/15/45 | 4,674 | 5,354 | |||||||||||
United Technologies Corp. | 3.750% | 11/1/46 | 1,700 | 1,852 | |||||||||||
United Technologies Corp. | 4.050% | 5/4/47 | 2,075 | 2,355 | |||||||||||
United Technologies Corp. | 4.625% | 11/16/48 | 4,800 | 5,974 | |||||||||||
Valmont Industries Inc. | 5.000% | 10/1/44 | 1,475 | 1,507 | |||||||||||
Valmont Industries Inc. | 5.250% | 10/1/54 | 1,050 | 1,065 | |||||||||||
Vulcan Materials Co. | 4.500% | 6/15/47 | 3,710 | 4,063 | |||||||||||
Waste Management Inc. | 3.900% | 3/1/35 | 1,840 | 2,035 | |||||||||||
Waste Management Inc. | 4.000% | 7/15/39 | 1,975 | 2,206 | |||||||||||
Waste Management Inc. | 4.100% | 3/1/45 | 1,845 | 2,070 | |||||||||||
Waste Management Inc. | 4.150% | 7/15/49 | 2,500 | 2,847 | |||||||||||
WW Grainger Inc. | 4.600% | 6/15/45 | 2,445 | 2,894 | |||||||||||
WW Grainger Inc. | 3.750% | 5/15/46 | 1,035 | 1,070 | |||||||||||
WW Grainger Inc. | 4.200% | 5/15/47 | 1,220 | 1,358 | |||||||||||
Xylem Inc. | 4.375% | 11/1/46 | 1,225 | 1,337 | |||||||||||
Communication (6.9%) | |||||||||||||||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 1,550 | 1,761 | |||||||||||
America Movil SAB de CV | 6.375% | 3/1/35 | 3,385 | 4,542 | |||||||||||
America Movil SAB de CV | 6.125% | 11/15/37 | 1,375 | 1,793 | |||||||||||
America Movil SAB de CV | 6.125% | 3/30/40 | 6,190 | 8,294 | |||||||||||
America Movil SAB de CV | 4.375% | 7/16/42 | 4,432 | 4,934 | |||||||||||
America Movil SAB de CV | 4.375% | 4/22/49 | 3,550 | 4,068 | |||||||||||
American Tower Corp. | 3.700% | 10/15/49 | 2,000 | 1,982 | |||||||||||
AT&T Inc. | 4.300% | 2/15/30 | 8,981 | 9,981 | |||||||||||
AT&T Inc. | 4.500% | 5/15/35 | 9,059 | 10,073 | |||||||||||
AT&T Inc. | 5.250% | 3/1/37 | 10,150 | 12,121 | |||||||||||
AT&T Inc. | 4.900% | 8/15/37 | 4,500 | 5,162 | |||||||||||
AT&T Inc. | 4.850% | 3/1/39 | 5,400 | 6,203 | |||||||||||
AT&T Inc. | 6.350% | 3/15/40 | 1,960 | 2,552 | |||||||||||
AT&T Inc. | 6.100% | 7/15/40 | 215 | 273 | |||||||||||
AT&T Inc. | 6.000% | 8/15/40 | 4,873 | 6,183 | |||||||||||
AT&T Inc. | 5.350% | 9/1/40 | 5,400 | 6,458 | |||||||||||
AT&T Inc. | 6.375% | 3/1/41 | 3,425 | 4,515 |
82
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
AT&T Inc. | 5.550% | 8/15/41 | 3,898 | 4,774 | |||||||||||
AT&T Inc. | 5.375% | 10/15/41 | 2,635 | 3,099 | |||||||||||
AT&T Inc. | 5.150% | 3/15/42 | 4,565 | 5,318 | |||||||||||
AT&T Inc. | 4.900% | 6/15/42 | 3,640 | 4,094 | |||||||||||
AT&T Inc. | 4.300% | 12/15/42 | 5,751 | 6,147 | |||||||||||
AT&T Inc. | 5.350% | 12/15/43 | 1,820 | 2,181 | |||||||||||
AT&T Inc. | 4.650% | 6/1/44 | 3,100 | 3,417 | |||||||||||
AT&T Inc. | 4.800% | 6/15/44 | 7,075 | 8,038 | |||||||||||
AT&T Inc. | 4.350% | 6/15/45 | 7,667 | 8,201 | |||||||||||
AT&T Inc. | 4.750% | 5/15/46 | 9,361 | 10,510 | |||||||||||
AT&T Inc. | 5.150% | 11/15/46 | 8,230 | 9,797 | |||||||||||
AT&T Inc. | 5.450% | 3/1/47 | 8,095 | 9,989 | |||||||||||
AT&T Inc. | 4.500% | 3/9/48 | 14,812 | 16,271 | |||||||||||
AT&T Inc. | 4.550% | 3/9/49 | 7,654 | 8,486 | |||||||||||
AT&T Inc. | 5.150% | 2/15/50 | 5,850 | 7,046 | |||||||||||
AT&T Inc. | 5.700% | 3/1/57 | 3,750 | 4,892 | |||||||||||
AT&T Inc. | 5.300% | 8/15/58 | 2,175 | 2,679 | |||||||||||
Bell Canada Inc. | 4.300% | 7/29/49 | 4,490 | 5,022 | |||||||||||
British Telecommunications plc | 9.625% | 12/15/30 | 7,640 | 11,758 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.384% | 10/23/35 | 6,134 | 7,712 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/38 | 2,400 | 2,720 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 10,222 | 12,740 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 7,023 | 7,872 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 7,450 | 8,693 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 4,450 | 4,829 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 7,964 | 8,337 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 1,860 | 2,342 | |||||||||||
Comcast Corp. | 2.650% | 2/1/30 | 4,500 | 4,504 | |||||||||||
Comcast Corp. | 4.250% | 10/15/30 | 4,661 | 5,299 | |||||||||||
Comcast Corp. | 4.250% | 1/15/33 | 4,638 | 5,316 | |||||||||||
Comcast Corp. | 7.050% | 3/15/33 | 1,555 | 2,223 | |||||||||||
Comcast Corp. | 4.200% | 8/15/34 | 2,503 | 2,855 | |||||||||||
Comcast Corp. | 5.650% | 6/15/35 | 1,950 | 2,559 | |||||||||||
Comcast Corp. | 4.400% | 8/15/35 | 1,500 | 1,755 | |||||||||||
Comcast Corp. | 6.500% | 11/15/35 | 4,145 | 5,839 | |||||||||||
Comcast Corp. | 3.200% | 7/15/36 | 3,010 | 3,063 | |||||||||||
Comcast Corp. | 6.450% | 3/15/37 | 3,025 | 4,222 | |||||||||||
Comcast Corp. | 6.950% | 8/15/37 | 2,450 | 3,587 | |||||||||||
Comcast Corp. | 3.900% | 3/1/38 | 3,750 | 4,138 | |||||||||||
Comcast Corp. | 6.400% | 5/15/38 | 1,831 | 2,543 | |||||||||||
Comcast Corp. | 4.600% | 10/15/38 | 9,400 | 11,153 | |||||||||||
Comcast Corp. | 3.250% | 11/1/39 | 4,000 | 4,023 | |||||||||||
Comcast Corp. | 6.400% | 3/1/40 | 1,406 | 1,970 | |||||||||||
Comcast Corp. | 4.650% | 7/15/42 | 3,780 | 4,493 | |||||||||||
Comcast Corp. | 4.500% | 1/15/43 | 1,570 | 1,832 | |||||||||||
Comcast Corp. | 4.750% | 3/1/44 | 3,251 | 3,945 | |||||||||||
Comcast Corp. | 4.600% | 8/15/45 | 6,000 | 7,156 | |||||||||||
Comcast Corp. | 3.400% | 7/15/46 | 4,635 | 4,654 | |||||||||||
Comcast Corp. | 4.000% | 8/15/47 | 3,075 | 3,365 | |||||||||||
Comcast Corp. | 3.969% | 11/1/47 | 9,060 | 9,886 | |||||||||||
Comcast Corp. | 4.000% | 3/1/48 | 300 | 330 | |||||||||||
Comcast Corp. | 4.700% | 10/15/48 | 10,875 | 13,385 | |||||||||||
Comcast Corp. | 3.999% | 11/1/49 | 7,647 | 8,449 | |||||||||||
Comcast Corp. | 3.450% | 2/1/50 | 5,500 | 5,608 | |||||||||||
Comcast Corp. | 4.049% | 11/1/52 | 3,560 | 4,013 | |||||||||||
Comcast Corp. | 4.950% | 10/15/58 | 7,680 | 9,986 |
83
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Crown Castle International Corp. | 4.750% | 5/15/47 | 1,725 | 1,987 | |||||||||||
Crown Castle International Corp. | 5.200% | 2/15/49 | 2,125 | 2,602 | |||||||||||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 12,440 | 18,253 | |||||||||||
Discovery Communications LLC | 5.000% | 9/20/37 | 3,602 | 4,065 | |||||||||||
Discovery Communications LLC | 6.350% | 6/1/40 | 2,740 | 3,456 | |||||||||||
Discovery Communications LLC | 4.950% | 5/15/42 | 1,308 | 1,431 | |||||||||||
Discovery Communications LLC | 4.875% | 4/1/43 | 3,240 | 3,514 | |||||||||||
Discovery Communications LLC | 5.200% | 9/20/47 | 3,355 | 3,885 | |||||||||||
Discovery Communications LLC | 5.300% | 5/15/49 | 2,289 | 2,708 | |||||||||||
3 | Fox Corp. | 5.476% | 1/25/39 | 4,425 | 5,380 | ||||||||||
3 | Fox Corp. | 5.576% | 1/25/49 | 4,900 | 6,167 | ||||||||||
Grupo Televisa SAB | 8.500% | 3/11/32 | 1,085 | 1,470 | |||||||||||
Grupo Televisa SAB | 6.625% | 1/15/40 | 1,328 | 1,668 | |||||||||||
Grupo Televisa SAB | 5.000% | 5/13/45 | 3,385 | 3,569 | |||||||||||
Grupo Televisa SAB | 6.125% | 1/31/46 | 2,650 | 3,214 | |||||||||||
Grupo Televisa SAB | 5.250% | 5/24/49 | 1,400 | 1,513 | |||||||||||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 2,070 | 2,534 | |||||||||||
Koninklijke KPN NV | 8.375% | 10/1/30 | 2,000 | 2,775 | |||||||||||
Moody's Corp. | 5.250% | 7/15/44 | 1,800 | 2,291 | |||||||||||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 2,220 | 3,103 | |||||||||||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 3,000 | 4,124 | |||||||||||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 3,450 | 4,001 | |||||||||||
Orange SA | 9.000% | 3/1/31 | 8,514 | 13,171 | |||||||||||
Orange SA | 5.375% | 1/13/42 | 2,800 | 3,587 | |||||||||||
Orange SA | 5.500% | 2/6/44 | 1,941 | 2,574 | |||||||||||
Rogers Communications Inc. | 7.500% | 8/15/38 | 1,250 | 1,821 | |||||||||||
Rogers Communications Inc. | 4.500% | 3/15/43 | 2,575 | 2,822 | |||||||||||
Rogers Communications Inc. | 5.000% | 3/15/44 | 4,124 | 4,992 | |||||||||||
Rogers Communications Inc. | 4.350% | 5/1/49 | 5,343 | 5,936 | |||||||||||
Rogers Communications Inc. | 3.700% | 11/15/49 | 2,300 | 2,313 | |||||||||||
S&P Global Inc. | 4.500% | 5/15/48 | 1,650 | 2,000 | |||||||||||
S&P Global Inc. | 3.250% | 12/1/49 | 3,000 | 3,063 | |||||||||||
Telefonica Emisiones SAU | 7.045% | 6/20/36 | 6,100 | 8,581 | |||||||||||
Telefonica Emisiones SAU | 4.665% | 3/6/38 | 2,831 | 3,194 | |||||||||||
Telefonica Emisiones SAU | 5.213% | 3/8/47 | 8,122 | 9,641 | |||||||||||
Telefonica Emisiones SAU | 4.895% | 3/6/48 | 4,035 | 4,620 | |||||||||||
Telefonica Emisiones SAU | 5.520% | 3/1/49 | 3,750 | 4,691 | |||||||||||
Telefonica Europe BV | 8.250% | 9/15/30 | 3,769 | 5,418 | |||||||||||
TELUS Corp. | 4.600% | 11/16/48 | 2,175 | 2,532 | |||||||||||
TELUS Corp. | 4.300% | 6/15/49 | 1,550 | 1,710 | |||||||||||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 1,790 | 2,001 | |||||||||||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 1,365 | 1,630 | |||||||||||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 600 | 707 | |||||||||||
Time Warner Cable LLC | 6.550% | 5/1/37 | 3,875 | 4,749 | |||||||||||
Time Warner Cable LLC | 7.300% | 7/1/38 | 4,298 | 5,623 | |||||||||||
Time Warner Cable LLC | 6.750% | 6/15/39 | 3,959 | 4,997 | |||||||||||
Time Warner Cable LLC | 5.875% | 11/15/40 | 3,738 | 4,282 | |||||||||||
Time Warner Cable LLC | 5.500% | 9/1/41 | 4,723 | 5,270 | |||||||||||
Time Warner Cable LLC | 4.500% | 9/15/42 | 4,775 | 4,838 | |||||||||||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 1,836 | 2,577 | |||||||||||
Verizon Communications Inc. | 4.500% | 8/10/33 | 9,923 | 11,519 | |||||||||||
Verizon Communications Inc. | 4.400% | 11/1/34 | 9,600 | 11,104 | |||||||||||
Verizon Communications Inc. | 4.272% | 1/15/36 | 8,800 | 9,916 | |||||||||||
Verizon Communications Inc. | 5.250% | 3/16/37 | 9,425 | 11,826 | |||||||||||
Verizon Communications Inc. | 4.812% | 3/15/39 | 4,875 | 5,895 | |||||||||||
Verizon Communications Inc. | 4.750% | 11/1/41 | 2,860 | 3,456 | |||||||||||
Verizon Communications Inc. | 3.850% | 11/1/42 | 3,110 | 3,329 | |||||||||||
Verizon Communications Inc. | 4.125% | 8/15/46 | 4,000 | 4,508 | |||||||||||
Verizon Communications Inc. | 4.862% | 8/21/46 | 15,400 | 19,066 | |||||||||||
Verizon Communications Inc. | 4.522% | 9/15/48 | 12,267 | 14,646 | |||||||||||
Verizon Communications Inc. | 5.012% | 4/15/49 | 7,910 | 10,115 | |||||||||||
Verizon Communications Inc. | 4.672% | 3/15/55 | 10,000 | 12,270 | |||||||||||
Viacom Inc. | 6.875% | 4/30/36 | 4,655 | 6,231 | |||||||||||
Viacom Inc. | 4.375% | 3/15/43 | 4,582 | 4,850 |
84
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Viacom Inc. | 5.850% | 9/1/43 | 3,314 | 4,152 | |||||||||||
ViacomCBS Inc. | 7.875% | 7/30/30 | 2,303 | 3,189 | |||||||||||
ViacomCBS Inc. | 5.500% | 5/15/33 | 1,000 | 1,193 | |||||||||||
ViacomCBS Inc. | 5.900% | 10/15/40 | 875 | 1,059 | |||||||||||
ViacomCBS Inc. | 4.850% | 7/1/42 | 1,486 | 1,641 | |||||||||||
ViacomCBS Inc. | 4.900% | 8/15/44 | 2,450 | 2,770 | |||||||||||
ViacomCBS Inc. | 4.600% | 1/15/45 | 800 | 882 | |||||||||||
Vodafone Group plc | 7.875% | 2/15/30 | 2,475 | 3,428 | |||||||||||
Vodafone Group plc | 6.250% | 11/30/32 | 1,750 | 2,215 | |||||||||||
Vodafone Group plc | 6.150% | 2/27/37 | 1,935 | 2,487 | |||||||||||
Vodafone Group plc | 5.000% | 5/30/38 | 6,440 | 7,503 | |||||||||||
Vodafone Group plc | 4.375% | 2/19/43 | 5,075 | 5,455 | |||||||||||
Vodafone Group plc | 5.250% | 5/30/48 | 8,960 | 10,825 | |||||||||||
Vodafone Group plc | 4.875% | 6/19/49 | 5,600 | 6,444 | |||||||||||
Vodafone Group plc | 4.250% | 9/17/50 | 4,225 | 4,389 | |||||||||||
Vodafone Group plc | 5.125% | 6/19/59 | 1,250 | 1,467 | |||||||||||
Walt Disney Co. | 7.000% | 3/1/32 | 2,140 | 3,100 | |||||||||||
Walt Disney Co. | 6.550% | 3/15/33 | 1,946 | 2,741 | |||||||||||
Walt Disney Co. | 6.200% | 12/15/34 | 4,115 | 5,739 | |||||||||||
Walt Disney Co. | 6.400% | 12/15/35 | 3,052 | 4,363 | |||||||||||
Walt Disney Co. | 6.150% | 3/1/37 | 7,073 | 9,842 | |||||||||||
Walt Disney Co. | 4.375% | 8/16/41 | 1,275 | 1,520 | |||||||||||
Walt Disney Co. | 4.125% | 12/1/41 | 1,805 | 2,081 | |||||||||||
Walt Disney Co. | 3.700% | 12/1/42 | 2,977 | 3,242 | |||||||||||
Walt Disney Co. | 5.400% | 10/1/43 | 3,785 | 5,128 | |||||||||||
Walt Disney Co. | 4.750% | 9/15/44 | 3,465 | 4,365 | |||||||||||
Walt Disney Co. | 2.750% | 9/1/49 | 6,000 | 5,638 | |||||||||||
Consumer Cyclical (3.0%) | |||||||||||||||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 1,500 | 1,698 | |||||||||||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 2,800 | 3,008 | |||||||||||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 4,825 | 5,351 | |||||||||||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 3,950 | 4,512 | |||||||||||
Amazon.com Inc. | 4.800% | 12/5/34 | 3,590 | 4,523 | |||||||||||
Amazon.com Inc. | 3.875% | 8/22/37 | 7,659 | 8,701 | |||||||||||
Amazon.com Inc. | 4.950% | 12/5/44 | 5,600 | 7,326 | |||||||||||
Amazon.com Inc. | 4.050% | 8/22/47 | 8,925 | 10,454 | |||||||||||
Amazon.com Inc. | 4.250% | 8/22/57 | 7,845 | 9,534 | |||||||||||
Aptiv plc | 4.400% | 10/1/46 | 275 | 263 | |||||||||||
Aptiv plc | 5.400% | 3/15/49 | 1,175 | 1,324 | |||||||||||
BorgWarner Inc. | 4.375% | 3/15/45 | 1,600 | 1,628 | |||||||||||
Cummins Inc. | 4.875% | 10/1/43 | 1,575 | 1,921 | |||||||||||
Daimler Finance North America LLC | 8.500% | 1/18/31 | 4,188 | 6,228 | |||||||||||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 1,000 | 1,013 | |||||||||||
eBay Inc. | 4.000% | 7/15/42 | 1,545 | 1,523 | |||||||||||
3 | Expedia Group Inc. | 3.250% | 2/15/30 | 3,750 | 3,605 | ||||||||||
Ford Holdings LLC | 9.300% | 3/1/30 | 1,030 | 1,297 | |||||||||||
Ford Motor Co. | 7.450% | 7/16/31 | 3,582 | 4,227 | |||||||||||
Ford Motor Co. | 4.750% | 1/15/43 | 4,405 | 3,903 | |||||||||||
Ford Motor Co. | 7.400% | 11/1/46 | 1,825 | 2,047 | |||||||||||
Ford Motor Co. | 5.291% | 12/8/46 | 4,366 | 4,128 | |||||||||||
General Motors Co. | 5.000% | 4/1/35 | 2,405 | 2,479 | |||||||||||
General Motors Co. | 6.600% | 4/1/36 | 3,456 | 4,068 | |||||||||||
General Motors Co. | 5.150% | 4/1/38 | 2,178 | 2,231 | |||||||||||
General Motors Co. | 6.250% | 10/2/43 | 4,741 | 5,300 | |||||||||||
General Motors Co. | 5.200% | 4/1/45 | 4,075 | 4,088 | |||||||||||
General Motors Co. | 6.750% | 4/1/46 | 3,041 | 3,562 | |||||||||||
General Motors Co. | 5.400% | 4/1/48 | 2,170 | 2,234 | |||||||||||
General Motors Co. | 5.950% | 4/1/49 | 2,767 | 3,062 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/30 | 1,450 | 1,476 | |||||||||||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 1,005 | 1,033 | |||||||||||
Home Depot Inc. | 5.875% | 12/16/36 | 9,375 | 12,905 | |||||||||||
Home Depot Inc. | 5.400% | 9/15/40 | 1,255 | 1,643 | |||||||||||
Home Depot Inc. | 5.950% | 4/1/41 | 3,936 | 5,532 |
85
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Home Depot Inc. | 4.200% | 4/1/43 | 3,630 | 4,216 | |||||||||||
Home Depot Inc. | 4.875% | 2/15/44 | 3,123 | 3,954 | |||||||||||
Home Depot Inc. | 4.400% | 3/15/45 | 3,157 | 3,758 | |||||||||||
Home Depot Inc. | 4.250% | 4/1/46 | 1,838 | 2,165 | |||||||||||
Home Depot Inc. | 3.900% | 6/15/47 | 3,903 | 4,399 | |||||||||||
Home Depot Inc. | 4.500% | 12/6/48 | 5,025 | 6,190 | |||||||||||
Home Depot Inc. | 3.500% | 9/15/56 | 4,308 | 4,511 | |||||||||||
Kohl's Corp. | 5.550% | 7/17/45 | 1,537 | 1,565 | |||||||||||
Lear Corp. | 5.250% | 5/15/49 | 1,100 | 1,143 | |||||||||||
Lowe's Cos. Inc. | 4.650% | 4/15/42 | 4,043 | 4,600 | |||||||||||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 1,077 | 1,161 | |||||||||||
Lowe's Cos. Inc. | 4.375% | 9/15/45 | 2,761 | 3,020 | |||||||||||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 2,329 | 2,367 | |||||||||||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 5,005 | 5,397 | |||||||||||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 4,000 | 4,667 | |||||||||||
Macy's Retail Holdings Inc. | 4.500% | 12/15/34 | 941 | 893 | |||||||||||
Mastercard Inc. | 3.800% | 11/21/46 | 2,250 | 2,519 | |||||||||||
Mastercard Inc. | 3.950% | 2/26/48 | 1,950 | 2,250 | |||||||||||
Mastercard Inc. | 3.650% | 6/1/49 | 3,500 | 3,857 | |||||||||||
McDonald's Corp. | 4.700% | 12/9/35 | 3,114 | 3,701 | |||||||||||
McDonald's Corp. | 6.300% | 10/15/37 | 2,032 | 2,759 | |||||||||||
McDonald's Corp. | 6.300% | 3/1/38 | 2,571 | 3,498 | |||||||||||
McDonald's Corp. | 5.700% | 2/1/39 | 1,600 | 2,033 | |||||||||||
McDonald's Corp. | 4.875% | 7/15/40 | 150 | 177 | |||||||||||
McDonald's Corp. | 3.700% | 2/15/42 | 2,419 | 2,466 | |||||||||||
McDonald's Corp. | 3.625% | 5/1/43 | 1,650 | 1,652 | |||||||||||
McDonald's Corp. | 4.600% | 5/26/45 | 2,590 | 2,970 | |||||||||||
McDonald's Corp. | 4.875% | 12/9/45 | 4,271 | 5,151 | |||||||||||
McDonald's Corp. | 4.450% | 3/1/47 | 3,084 | 3,534 | |||||||||||
McDonald's Corp. | 4.450% | 9/1/48 | 1,820 | 2,073 | |||||||||||
McDonald's Corp. | 3.625% | 9/1/49 | 2,250 | 2,284 | |||||||||||
NIKE Inc. | 3.625% | 5/1/43 | 1,700 | 1,853 | |||||||||||
NIKE Inc. | 3.875% | 11/1/45 | 3,316 | 3,773 | |||||||||||
NIKE Inc. | 3.375% | 11/1/46 | 2,200 | 2,320 | |||||||||||
Nordstrom Inc. | 4.375% | 4/1/30 | 1,400 | 1,426 | |||||||||||
Nordstrom Inc. | 5.000% | 1/15/44 | 2,924 | 2,837 | |||||||||||
QVC Inc. | 5.450% | 8/15/34 | 1,300 | 1,242 | |||||||||||
Starbucks Corp. | 4.300% | 6/15/45 | 1,585 | 1,753 | |||||||||||
Starbucks Corp. | 3.750% | 12/1/47 | 1,425 | 1,459 | |||||||||||
Starbucks Corp. | 4.500% | 11/15/48 | 3,350 | 3,846 | |||||||||||
Starbucks Corp. | 4.450% | 8/15/49 | 2,400 | 2,767 | |||||||||||
Target Corp. | 6.350% | 11/1/32 | 1,119 | 1,564 | |||||||||||
Target Corp. | 6.500% | 10/15/37 | 1,162 | 1,720 | |||||||||||
Target Corp. | 7.000% | 1/15/38 | 2,194 | 3,406 | |||||||||||
Target Corp. | 4.000% | 7/1/42 | 3,908 | 4,471 | |||||||||||
Target Corp. | 3.625% | 4/15/46 | 3,025 | 3,307 | |||||||||||
Target Corp. | 3.900% | 11/15/47 | 2,850 | 3,271 | |||||||||||
VF Corp. | 6.450% | 11/1/37 | 1,140 | 1,584 | |||||||||||
Visa Inc. | 4.150% | 12/14/35 | 4,768 | 5,620 | |||||||||||
Visa Inc. | 4.300% | 12/14/45 | 11,414 | 14,055 | |||||||||||
Visa Inc. | 3.650% | 9/15/47 | 2,423 | 2,717 | |||||||||||
Walgreen Co. | 4.400% | 9/15/42 | 1,639 | 1,627 | |||||||||||
Walgreens Boots Alliance Inc. | 4.500% | 11/18/34 | 1,750 | 1,801 | |||||||||||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 4,575 | 4,655 | |||||||||||
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 1,265 | 1,268 | |||||||||||
Walmart Inc. | 7.550% | 2/15/30 | 2,299 | 3,327 | |||||||||||
Walmart Inc. | 5.250% | 9/1/35 | 6,531 | 8,562 | |||||||||||
Walmart Inc. | 6.200% | 4/15/38 | 5,852 | 8,521 | |||||||||||
Walmart Inc. | 3.950% | 6/28/38 | 3,278 | 3,806 | |||||||||||
Walmart Inc. | 5.625% | 4/1/40 | 2,243 | 3,112 | |||||||||||
Walmart Inc. | 4.875% | 7/8/40 | 1,590 | 2,011 | |||||||||||
Walmart Inc. | 5.000% | 10/25/40 | 2,015 | 2,622 | |||||||||||
Walmart Inc. | 5.625% | 4/15/41 | 2,785 | 3,969 | |||||||||||
Walmart Inc. | 4.000% | 4/11/43 | 1,776 | 2,044 |
86
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Walmart Inc. | 4.300% | 4/22/44 | 1,769 | 2,114 | |||||||||||
Walmart Inc. | 3.625% | 12/15/47 | 3,280 | 3,630 | |||||||||||
Walmart Inc. | 4.050% | 6/29/48 | 9,740 | 11,469 | |||||||||||
Walmart Inc. | 2.950% | 9/24/49 | 1,800 | 1,762 | |||||||||||
Western Union Co. | 6.200% | 11/17/36 | 1,675 | 1,899 | |||||||||||
Consumer Noncyclical (9.6%) | |||||||||||||||
Abbott Laboratories | 4.750% | 11/30/36 | 7,070 | 8,810 | |||||||||||
Abbott Laboratories | 6.150% | 11/30/37 | 2,078 | 2,910 | |||||||||||
Abbott Laboratories | 6.000% | 4/1/39 | 1,845 | 2,624 | |||||||||||
Abbott Laboratories | 5.300% | 5/27/40 | 968 | 1,263 | |||||||||||
Abbott Laboratories | 4.750% | 4/15/43 | 1,925 | 2,418 | |||||||||||
Abbott Laboratories | 4.900% | 11/30/46 | 9,009 | 11,763 | |||||||||||
AbbVie Inc. | 4.500% | 5/14/35 | 7,235 | 8,133 | |||||||||||
AbbVie Inc. | 4.300% | 5/14/36 | 3,531 | 3,876 | |||||||||||
3 | AbbVie Inc. | 4.050% | 11/21/39 | 7,000 | 7,314 | ||||||||||
AbbVie Inc. | 4.400% | 11/6/42 | 9,503 | 10,245 | |||||||||||
AbbVie Inc. | 4.700% | 5/14/45 | 11,815 | 13,189 | |||||||||||
AbbVie Inc. | 4.450% | 5/14/46 | 6,710 | 7,223 | |||||||||||
AbbVie Inc. | 4.875% | 11/14/48 | 6,150 | 7,061 | |||||||||||
3 | AbbVie Inc. | 4.250% | 11/21/49 | 15,000 | 15,790 | ||||||||||
Adventist Health System | 3.630% | 3/1/49 | 925 | 900 | |||||||||||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 1,450 | 1,650 | |||||||||||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 1,100 | 1,096 | |||||||||||
AHS Hospital Corp. | 5.024% | 7/1/45 | 1,450 | 1,798 | |||||||||||
Allergan Finance LLC | 4.625% | 10/1/42 | 4,325 | 4,501 | |||||||||||
Allergan Funding SCS | 4.550% | 3/15/35 | 4,832 | 5,131 | |||||||||||
Allergan Funding SCS | 4.850% | 6/15/44 | 3,400 | 3,775 | |||||||||||
Allergan Funding SCS | 4.750% | 3/15/45 | 225 | 245 | |||||||||||
Allina Health System | 3.887% | 4/15/49 | 1,000 | 1,064 | |||||||||||
Altria Group Inc. | 5.800% | 2/14/39 | 5,575 | 6,519 | |||||||||||
Altria Group Inc. | 4.250% | 8/9/42 | 1,786 | 1,776 | |||||||||||
Altria Group Inc. | 4.500% | 5/2/43 | 2,807 | 2,849 | |||||||||||
Altria Group Inc. | 5.375% | 1/31/44 | 4,690 | 5,281 | |||||||||||
Altria Group Inc. | 3.875% | 9/16/46 | 5,431 | 5,044 | |||||||||||
Altria Group Inc. | 5.950% | 2/14/49 | 7,700 | 9,310 | |||||||||||
Altria Group Inc. | 6.200% | 2/14/59 | 1,635 | 1,932 | |||||||||||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,510 | 1,534 | |||||||||||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 1,620 | 1,661 | |||||||||||
Amgen Inc. | 6.400% | 2/1/39 | 1,575 | 2,091 | |||||||||||
Amgen Inc. | 4.950% | 10/1/41 | 2,645 | 3,141 | |||||||||||
Amgen Inc. | 5.150% | 11/15/41 | 4,760 | 5,757 | |||||||||||
Amgen Inc. | 4.400% | 5/1/45 | 8,511 | 9,540 | |||||||||||
Amgen Inc. | 4.563% | 6/15/48 | 3,927 | 4,530 | |||||||||||
Amgen Inc. | 4.663% | 6/15/51 | 10,003 | 11,762 | |||||||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev World wide Inc. | 4.900% | 2/1/46 | 29,444 | 34,866 | |||||||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 19,289 | 22,245 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 2,746 | 3,168 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 3,003 | 3,167 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 5,175 | 5,829 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 7,165 | 8,450 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 1,450 | 1,725 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 850 | 1,053 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 4,500 | 5,046 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 1,280 | 2,006 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 3,470 | 4,363 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 2,684 | 4,171 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 7,206 | 8,492 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 3,620 | 3,664 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 8,500 | 9,660 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 6,577 | 7,349 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 10,064 | 13,044 |
87
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 4,465 | 5,212 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 2,450 | 3,339 | |||||||||||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 1,265 | 1,655 | |||||||||||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 1,640 | 2,072 | |||||||||||
Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | 1,215 | 1,442 | |||||||||||
Archer-Daniels-Midland Co. | 4.016% | 4/16/43 | 2,110 | 2,337 | |||||||||||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 2,200 | 2,396 | |||||||||||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 1,625 | 1,982 | |||||||||||
Ascension Health | 2.532% | 11/15/29 | 13 | 13 | |||||||||||
Ascension Health | 3.106% | 11/15/39 | 900 | 885 | |||||||||||
Ascension Health | 3.945% | 11/15/46 | 3,790 | 4,189 | |||||||||||
2 | Ascension Health | 4.847% | 11/15/53 | 1,379 | 1,736 | ||||||||||
AstraZeneca plc | 6.450% | 9/15/37 | 7,982 | 11,174 | |||||||||||
AstraZeneca plc | 4.000% | 9/18/42 | 4,225 | 4,660 | |||||||||||
AstraZeneca plc | 4.375% | 11/16/45 | 2,152 | 2,520 | |||||||||||
AstraZeneca plc | 4.375% | 8/17/48 | 2,000 | 2,380 | |||||||||||
BAT Capital Corp. | 4.390% | 8/15/37 | 7,920 | 8,028 | |||||||||||
BAT Capital Corp. | 4.540% | 8/15/47 | 5,650 | 5,649 | |||||||||||
BAT Capital Corp. | 4.758% | 9/6/49 | 2,750 | 2,837 | |||||||||||
Baxalta Inc. | 5.250% | 6/23/45 | 1,550 | 1,975 | |||||||||||
Baxter International Inc. | 3.500% | 8/15/46 | 1,500 | 1,449 | |||||||||||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 1,545 | 1,725 | |||||||||||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,285 | 1,390 | |||||||||||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 3,212 | 3,727 | |||||||||||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 4,005 | 4,741 | |||||||||||
Biogen Inc. | 5.200% | 9/15/45 | 4,636 | 5,575 | |||||||||||
Boston Scientific Corp. | 7.000% | 11/15/35 | 1,405 | 1,961 | |||||||||||
Boston Scientific Corp. | 4.550% | 3/1/39 | 3,000 | 3,519 | |||||||||||
Boston Scientific Corp. | 7.375% | 1/15/40 | 605 | 922 | |||||||||||
Boston Scientific Corp. | 4.700% | 3/1/49 | 3,325 | 4,024 | |||||||||||
3 | Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 5,890 | 6,792 | ||||||||||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 415 | 417 | |||||||||||
3 | Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 3,875 | 4,937 | ||||||||||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 1,639 | 1,925 | |||||||||||
3 | Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 2,656 | 3,195 | ||||||||||
3 | Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 6,362 | 8,036 | ||||||||||
3 | Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 4,484 | 5,334 | ||||||||||
3 | Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 4,448 | 5,461 | ||||||||||
3 | Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 11,170 | 13,165 | ||||||||||
Brown-Forman Corp. | 4.500% | 7/15/45 | 1,750 | 2,151 | |||||||||||
Campbell Soup Co. | 3.800% | 8/2/42 | 1,000 | 979 | |||||||||||
Campbell Soup Co. | 4.800% | 3/15/48 | 1,350 | 1,560 | |||||||||||
Cardinal Health Inc. | 4.600% | 3/15/43 | 1,135 | 1,133 | |||||||||||
Cardinal Health Inc. | 4.500% | 11/15/44 | 1,950 | 1,918 | |||||||||||
Cardinal Health Inc. | 4.900% | 9/15/45 | 1,291 | 1,337 | |||||||||||
Cardinal Health Inc. | 4.368% | 6/15/47 | 857 | 848 | |||||||||||
Children's Hospital Corp. | 4.115% | 1/1/47 | 1,000 | 1,136 | |||||||||||
Children's Hospital Medical Center | 4.268% | 5/15/44 | 975 | 1,094 | |||||||||||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 1,325 | 1,443 | |||||||||||
Cigna Corp. | 4.800% | 8/15/38 | 8,050 | 9,264 | |||||||||||
3 | Cigna Corp. | 6.125% | 11/15/41 | 1,220 | 1,539 | ||||||||||
3 | Cigna Corp. | 4.800% | 7/15/46 | 6,590 | 7,583 | ||||||||||
3 | Cigna Corp. | 3.875% | 10/15/47 | 1,330 | 1,336 | ||||||||||
Cigna Corp. | 4.900% | 12/15/48 | 5,085 | 6,029 | |||||||||||
City of Hope | 5.623% | 11/15/43 | 1,125 | 1,488 | |||||||||||
City of Hope | 4.378% | 8/15/48 | 1,005 | 1,154 | |||||||||||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 1,315 | 1,634 | |||||||||||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 2,075 | 2,553 | |||||||||||
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 1,095 | 1,303 | |||||||||||
Colgate-Palmolive Co. | 3.700% | 8/1/47 | 1,760 | 2,024 | |||||||||||
2 | CommonSpirit Health | 4.350% | 11/1/42 | 2,525 | 2,593 | ||||||||||
CommonSpirit Health | 3.817% | 10/1/49 | 1,000 | 971 | |||||||||||
CommonSpirit Health | 4.187% | 10/1/49 | 2,350 | 2,343 | |||||||||||
Conagra Brands Inc. | 8.250% | 9/15/30 | 1,055 | 1,450 |
88
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Conagra Brands Inc. | 5.300% | 11/1/38 | 3,587 | 4,253 | |||||||||||
Conagra Brands Inc. | 5.400% | 11/1/48 | 3,000 | 3,652 | |||||||||||
Constellation Brands Inc. | 4.500% | 5/9/47 | 1,100 | 1,181 | |||||||||||
Constellation Brands Inc. | 4.100% | 2/15/48 | 1,850 | 1,932 | |||||||||||
Constellation Brands Inc. | 5.250% | 11/15/48 | 1,600 | 1,942 | |||||||||||
CVS Health Corp. | 4.875% | 7/20/35 | 1,400 | 1,595 | |||||||||||
CVS Health Corp. | 4.780% | 3/25/38 | 14,048 | 15,883 | |||||||||||
CVS Health Corp. | 6.125% | 9/15/39 | 2,925 | 3,752 | |||||||||||
CVS Health Corp. | 5.300% | 12/5/43 | 3,725 | 4,415 | |||||||||||
CVS Health Corp. | 5.125% | 7/20/45 | 12,525 | 14,748 | |||||||||||
CVS Health Corp. | 5.050% | 3/25/48 | 23,550 | 27,850 | |||||||||||
Danaher Corp. | 4.375% | 9/15/45 | 1,350 | 1,587 | |||||||||||
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 1,025 | 1,134 | |||||||||||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 2,500 | 2,520 | |||||||||||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 3,000 | 3,066 | |||||||||||
Diageo Capital plc | 5.875% | 9/30/36 | 1,925 | 2,619 | |||||||||||
Diageo Capital plc | 3.875% | 4/29/43 | 750 | 826 | |||||||||||
Diageo Investment Corp. | 7.450% | 4/15/35 | 1,350 | 2,020 | |||||||||||
Diageo Investment Corp. | 4.250% | 5/11/42 | 1,702 | 1,962 | |||||||||||
Dignity Health | 4.500% | 11/1/42 | 1,050 | 1,092 | |||||||||||
Dignity Health | 5.267% | 11/1/64 | 950 | 1,085 | |||||||||||
Duke University Health System Inc. | 3.920% | 6/1/47 | 1,995 | 2,222 | |||||||||||
Eli Lilly & Co. | 3.950% | 3/15/49 | 5,425 | 6,247 | |||||||||||
Eli Lilly & Co. | 4.150% | 3/15/59 | 3,055 | 3,583 | |||||||||||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,100 | 1,511 | |||||||||||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 1,550 | 1,838 | |||||||||||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 1,350 | 1,570 | |||||||||||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 2,000 | 1,994 | |||||||||||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 2,225 | 2,477 | |||||||||||
General Mills Inc. | 4.550% | 4/17/38 | 760 | 882 | |||||||||||
General Mills Inc. | 5.400% | 6/15/40 | 1,600 | 1,965 | |||||||||||
General Mills Inc. | 4.150% | 2/15/43 | 1,850 | 1,987 | |||||||||||
General Mills Inc. | 4.700% | 4/17/48 | 2,125 | 2,530 | |||||||||||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 3,689 | 4,411 | |||||||||||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 2,508 | 2,783 | |||||||||||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 3,170 | 4,161 | |||||||||||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 5,259 | 6,289 | |||||||||||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 6,555 | 7,566 | |||||||||||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 8,002 | 9,557 | |||||||||||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 3,823 | 4,229 | |||||||||||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 1,625 | 2,072 | |||||||||||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 8,452 | 12,085 | |||||||||||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 1,487 | 1,725 | |||||||||||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 1,070 | 1,201 | |||||||||||
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 1,000 | 1,176 | |||||||||||
Hasbro Inc. | 6.350% | 3/15/40 | 1,479 | 1,728 | |||||||||||
Hasbro Inc. | 5.100% | 5/15/44 | 925 | 920 | |||||||||||
HCA Inc. | 5.125% | 6/15/39 | 4,250 | 4,707 | |||||||||||
HCA Inc. | 5.500% | 6/15/47 | 5,725 | 6,612 | |||||||||||
HCA Inc. | 5.250% | 6/15/49 | 5,325 | 5,991 | |||||||||||
Hershey Co. | 3.125% | 11/15/49 | 1,550 | 1,528 | |||||||||||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 1,220 | 1,369 | |||||||||||
JM Smucker Co. | 4.250% | 3/15/35 | 1,525 | 1,654 | |||||||||||
JM Smucker Co. | 4.375% | 3/15/45 | 1,425 | 1,547 | |||||||||||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 1,225 | 1,339 | |||||||||||
Johnson & Johnson | 4.950% | 5/15/33 | 750 | 936 | |||||||||||
Johnson & Johnson | 4.375% | 12/5/33 | 2,602 | 3,093 | |||||||||||
Johnson & Johnson | 3.550% | 3/1/36 | 2,459 | 2,692 | |||||||||||
Johnson & Johnson | 3.625% | 3/3/37 | 4,379 | 4,829 | |||||||||||
Johnson & Johnson | 5.950% | 8/15/37 | 4,285 | 6,095 | |||||||||||
Johnson & Johnson | 3.400% | 1/15/38 | 3,008 | 3,218 | |||||||||||
Johnson & Johnson | 5.850% | 7/15/38 | 2,215 | 3,134 | |||||||||||
Johnson & Johnson | 4.500% | 9/1/40 | 1,404 | 1,706 | |||||||||||
Johnson & Johnson | 4.850% | 5/15/41 | 950 | 1,210 |
89
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Johnson & Johnson | 4.500% | 12/5/43 | 1,554 | 1,910 | |||||||||||
Johnson & Johnson | 3.700% | 3/1/46 | 6,001 | 6,770 | |||||||||||
Johnson & Johnson | 3.750% | 3/3/47 | 3,565 | 4,057 | |||||||||||
Johnson & Johnson | 3.500% | 1/15/48 | 2,491 | 2,689 | |||||||||||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 2,141 | 2,624 | |||||||||||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 4,262 | 4,859 | |||||||||||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 2,900 | 2,909 | |||||||||||
Kellogg Co. | 7.450% | 4/1/31 | 780 | 1,093 | |||||||||||
Kellogg Co. | 4.500% | 4/1/46 | 3,484 | 3,880 | |||||||||||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 1,775 | 2,092 | |||||||||||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 3,120 | 3,404 | |||||||||||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 1,175 | 1,268 | |||||||||||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 1,425 | 2,099 | |||||||||||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 1,619 | 2,128 | |||||||||||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 980 | 1,014 | |||||||||||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 2,175 | 2,193 | |||||||||||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 824 | 1,006 | |||||||||||
Koninklijke Philips NV | 6.875% | 3/11/38 | 2,325 | 3,258 | |||||||||||
Koninklijke Philips NV | 5.000% | 3/15/42 | 1,560 | 1,865 | |||||||||||
Kraft Foods Group Inc. | 6.875% | 1/26/39 | 3,636 | 4,546 | |||||||||||
Kraft Foods Group Inc. | 6.500% | 2/9/40 | 4,198 | 5,087 | |||||||||||
3 | Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 3,075 | 3,159 | ||||||||||
Kraft Heinz Foods Co. | 5.000% | 7/15/35 | 4,935 | 5,482 | |||||||||||
3 | Kraft Heinz Foods Co. | 4.625% | 10/1/39 | 1,525 | 1,582 | ||||||||||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 6,475 | 6,992 | |||||||||||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 9,480 | 9,333 | |||||||||||
3 | Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 5,100 | 5,310 | ||||||||||
Kroger Co. | 8.000% | 9/15/29 | 775 | 1,061 | |||||||||||
Kroger Co. | 7.500% | 4/1/31 | 670 | 921 | |||||||||||
Kroger Co. | 6.900% | 4/15/38 | 550 | 735 | |||||||||||
Kroger Co. | 5.400% | 7/15/40 | 1,130 | 1,306 | |||||||||||
Kroger Co. | 5.000% | 4/15/42 | 1,550 | 1,721 | |||||||||||
Kroger Co. | 5.150% | 8/1/43 | 1,250 | 1,404 | |||||||||||
Kroger Co. | 3.875% | 10/15/46 | 900 | 876 | |||||||||||
Kroger Co. | 4.450% | 2/1/47 | 2,275 | 2,409 | |||||||||||
Kroger Co. | 4.650% | 1/15/48 | 2,325 | 2,531 | |||||||||||
Kroger Co. | 5.400% | 1/15/49 | 1,075 | 1,305 | |||||||||||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 2,749 | 3,082 | |||||||||||
2 | Mayo Clinic | 3.774% | 11/15/43 | 900 | 968 | ||||||||||
2 | Mayo Clinic | 4.000% | 11/15/47 | 1,200 | 1,333 | ||||||||||
2 | Mayo Clinic | 4.128% | 11/15/52 | 1,000 | 1,123 | ||||||||||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 925 | 1,011 | |||||||||||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 1,580 | 2,117 | |||||||||||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 1,721 | 2,066 | |||||||||||
Medtronic Inc. | 4.375% | 3/15/35 | 6,958 | 8,211 | |||||||||||
Medtronic Inc. | 4.625% | 3/15/45 | 5,714 | 7,156 | |||||||||||
Memorial Health Services | 3.447% | 11/1/49 | 1,000 | 982 | |||||||||||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 850 | 1,071 | |||||||||||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 1,270 | 1,464 | |||||||||||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 2,025 | 2,350 | |||||||||||
Merck & Co. Inc. | 6.500% | 12/1/33 | 3,245 | 4,570 | |||||||||||
Merck & Co. Inc. | 6.550% | 9/15/37 | 1,100 | 1,591 | |||||||||||
Merck & Co. Inc. | 3.900% | 3/7/39 | 3,350 | 3,824 | |||||||||||
Merck & Co. Inc. | 3.600% | 9/15/42 | 2,329 | 2,512 | |||||||||||
Merck & Co. Inc. | 4.150% | 5/18/43 | 2,309 | 2,728 | |||||||||||
Merck & Co. Inc. | 3.700% | 2/10/45 | 6,055 | 6,691 | |||||||||||
Merck & Co. Inc. | 4.000% | 3/7/49 | 4,650 | 5,412 | |||||||||||
Molson Coors Brewing Co. | 5.000% | 5/1/42 | 3,318 | 3,612 | |||||||||||
Molson Coors Brewing Co. | 4.200% | 7/15/46 | 5,537 | 5,510 | |||||||||||
Mondelez International Inc. | 4.625% | 5/7/48 | 900 | 1,043 | |||||||||||
2 | Montefiore Obligated Group | 5.246% | 11/1/48 | 1,650 | 1,851 | ||||||||||
2 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 1,050 | 1,082 | ||||||||||
2 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 1,450 | 1,437 | ||||||||||
Mylan Inc. | 5.400% | 11/29/43 | 1,850 | 2,010 |
90
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Mylan Inc. | 5.200% | 4/15/48 | 1,675 | 1,854 | |||||||||||
Mylan NV | 5.250% | 6/15/46 | 3,165 | 3,530 | |||||||||||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 2,380 | 2,647 | |||||||||||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 1,075 | 1,162 | |||||||||||
New York & Presbyterian Hospital | 3.954% | 8/1/19 | 1,600 | 1,598 | |||||||||||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 1,750 | 1,782 | |||||||||||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 2,750 | 2,941 | |||||||||||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 1,025 | 1,029 | |||||||||||
Novartis Capital Corp. | 3.700% | 9/21/42 | 1,225 | 1,347 | |||||||||||
Novartis Capital Corp. | 4.400% | 5/6/44 | 4,133 | 5,016 | |||||||||||
Novartis Capital Corp. | 4.000% | 11/20/45 | 5,016 | 5,816 | |||||||||||
NYU Hospitals Center | 4.784% | 7/1/44 | 1,150 | 1,377 | |||||||||||
2 | NYU Hospitals Center | 4.368% | 7/1/47 | 1,200 | 1,340 | ||||||||||
Orlando Health Obligated Group | 4.089% | 10/1/48 | 1,050 | 1,147 | |||||||||||
Partners Healthcare System Inc. | 4.117% | 7/1/55 | 950 | 1,054 | |||||||||||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 1,150 | 1,407 | |||||||||||
PepsiCo Inc. | 4.000% | 3/5/42 | 3,528 | 4,014 | |||||||||||
PepsiCo Inc. | 3.600% | 8/13/42 | 1,625 | 1,738 | |||||||||||
PepsiCo Inc. | 4.250% | 10/22/44 | 2,708 | 3,184 | |||||||||||
PepsiCo Inc. | 4.600% | 7/17/45 | 2,924 | 3,613 | |||||||||||
PepsiCo Inc. | 4.450% | 4/14/46 | 4,680 | 5,751 | |||||||||||
PepsiCo Inc. | 3.450% | 10/6/46 | 2,675 | 2,824 | |||||||||||
PepsiCo Inc. | 4.000% | 5/2/47 | 3,220 | 3,717 | |||||||||||
PepsiCo Inc. | 3.375% | 7/29/49 | 2,795 | 2,926 | |||||||||||
PepsiCo Inc. | 2.875% | 10/15/49 | 2,950 | 2,823 | |||||||||||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 936 | 861 | |||||||||||
Pfizer Inc. | 4.000% | 12/15/36 | 4,567 | 5,202 | |||||||||||
Pfizer Inc. | 4.100% | 9/15/38 | 2,980 | 3,404 | |||||||||||
Pfizer Inc. | 3.900% | 3/15/39 | 3,900 | 4,390 | |||||||||||
Pfizer Inc. | 7.200% | 3/15/39 | 7,558 | 11,841 | |||||||||||
Pfizer Inc. | 4.300% | 6/15/43 | 1,882 | 2,214 | |||||||||||
Pfizer Inc. | 4.400% | 5/15/44 | 1,850 | 2,208 | |||||||||||
Pfizer Inc. | 4.125% | 12/15/46 | 3,575 | 4,124 | |||||||||||
Pfizer Inc. | 4.200% | 9/15/48 | 3,600 | 4,215 | |||||||||||
Pfizer Inc. | 4.000% | 3/15/49 | 3,625 | 4,192 | |||||||||||
Philip Morris International Inc. | 6.375% | 5/16/38 | 3,128 | 4,345 | |||||||||||
Philip Morris International Inc. | 4.375% | 11/15/41 | 3,118 | 3,452 | |||||||||||
Philip Morris International Inc. | 4.500% | 3/20/42 | 2,415 | 2,710 | |||||||||||
Philip Morris International Inc. | 3.875% | 8/21/42 | 2,490 | 2,585 | |||||||||||
Philip Morris International Inc. | 4.125% | 3/4/43 | 4,106 | 4,425 | |||||||||||
Philip Morris International Inc. | 4.875% | 11/15/43 | 1,823 | 2,146 | |||||||||||
Philip Morris International Inc. | 4.250% | 11/10/44 | 2,429 | 2,677 | |||||||||||
Procter & Gamble Co. | 5.500% | 2/1/34 | 950 | 1,273 | |||||||||||
Procter & Gamble Co. | 5.800% | 8/15/34 | 700 | 976 | |||||||||||
Procter & Gamble Co. | 3.500% | 10/25/47 | 3,172 | 3,562 | |||||||||||
2 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 1,395 | 1,455 | ||||||||||
2 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 1,000 | 1,070 | ||||||||||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 2,400 | 2,403 | |||||||||||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 1,180 | 1,308 | |||||||||||
Reynolds American Inc. | 5.700% | 8/15/35 | 2,452 | 2,828 | |||||||||||
Reynolds American Inc. | 7.250% | 6/15/37 | 3,025 | 3,881 | |||||||||||
Reynolds American Inc. | 6.150% | 9/15/43 | 2,000 | 2,328 | |||||||||||
Reynolds American Inc. | 5.850% | 8/15/45 | 6,975 | 7,986 | |||||||||||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 1,475 | 1,560 | |||||||||||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 650 | 640 | |||||||||||
Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 1,075 | 1,074 | |||||||||||
Stanford Health Care | 3.795% | 11/15/48 | 1,550 | 1,668 | |||||||||||
Stryker Corp. | 4.100% | 4/1/43 | 1,320 | 1,421 | |||||||||||
Stryker Corp. | 4.375% | 5/15/44 | 1,100 | 1,243 | |||||||||||
Stryker Corp. | 4.625% | 3/15/46 | 3,425 | 4,115 | |||||||||||
Sutter Health | 4.091% | 8/15/48 | 1,325 | 1,474 | |||||||||||
Sysco Corp. | 4.850% | 10/1/45 | 1,525 | 1,831 | |||||||||||
Sysco Corp. | 4.500% | 4/1/46 | 2,160 | 2,475 | |||||||||||
Sysco Corp. | 4.450% | 3/15/48 | 1,700 | 1,940 |
91
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
2 | Texas Health Resources | 4.330% | 11/15/55 | 1,000 | 1,170 | ||||||||||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 1,500 | 1,897 | |||||||||||
Toledo Hospital | 5.750% | 11/15/38 | 2,600 | 2,975 | |||||||||||
Trinity Health Corp. | 4.125% | 12/1/45 | 1,175 | 1,291 | |||||||||||
Tyson Foods Inc. | 4.875% | 8/15/34 | 2,400 | 2,807 | |||||||||||
Tyson Foods Inc. | 5.150% | 8/15/44 | 2,323 | 2,810 | |||||||||||
Tyson Foods Inc. | 4.550% | 6/2/47 | 2,283 | 2,588 | |||||||||||
Tyson Foods Inc. | 5.100% | 9/28/48 | 4,420 | 5,563 | |||||||||||
Unilever Capital Corp. | 5.900% | 11/15/32 | 2,658 | 3,602 | |||||||||||
Whirlpool Corp. | 4.500% | 6/1/46 | 800 | 827 | |||||||||||
2 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 925 | 1,104 | ||||||||||
Wyeth LLC | 6.500% | 2/1/34 | 2,616 | 3,653 | |||||||||||
Wyeth LLC | 6.000% | 2/15/36 | 790 | 1,051 | |||||||||||
Wyeth LLC | 5.950% | 4/1/37 | 5,480 | 7,462 | |||||||||||
Zimmer Biomet Holdings Inc. | 4.250% | 8/15/35 | 413 | 413 | |||||||||||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 870 | 1,032 | |||||||||||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 975 | 1,021 | |||||||||||
Zoetis Inc. | 4.700% | 2/1/43 | 3,866 | 4,586 | |||||||||||
Zoetis Inc. | 3.950% | 9/12/47 | 1,371 | 1,487 | |||||||||||
Zoetis Inc. | 4.450% | 8/20/48 | 950 | 1,109 | |||||||||||
Energy (5.2%) | |||||||||||||||
Apache Corp. | 7.750% | 12/15/29 | 450 | 573 | |||||||||||
Apache Corp. | 5.100% | 9/1/40 | 6,025 | 6,115 | |||||||||||
Apache Corp. | 5.250% | 2/1/42 | 3,290 | 3,414 | |||||||||||
Apache Corp. | 4.750% | 4/15/43 | 3,530 | 3,376 | |||||||||||
Apache Corp. | 4.250% | 1/15/44 | 2,610 | 2,408 | |||||||||||
Baker Hughes a GE Co. LLC | 5.125% | 9/15/40 | 3,071 | 3,618 | |||||||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 3,400 | 3,481 | |||||||||||
Burlington Resources Finance Co. | 7.200% | 8/15/31 | 2,110 | 2,974 | |||||||||||
Burlington Resources Finance Co. | 7.400% | 12/1/31 | 1,550 | 2,206 | |||||||||||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 1,250 | 1,692 | |||||||||||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 1,365 | 1,743 | |||||||||||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 700 | 861 | |||||||||||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 1,400 | 1,825 | |||||||||||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 3,300 | 4,271 | |||||||||||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 1,290 | 1,738 | |||||||||||
Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 2,250 | 2,729 | |||||||||||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 3,125 | 3,435 | |||||||||||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 3,950 | 5,025 | |||||||||||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 3,075 | 3,590 | |||||||||||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 1,700 | 2,154 | |||||||||||
Concho Resources Inc. | 4.875% | 10/1/47 | 3,265 | 3,804 | |||||||||||
Concho Resources Inc. | 4.850% | 8/15/48 | 2,350 | 2,720 | |||||||||||
Conoco Funding Co. | 7.250% | 10/15/31 | 1,830 | 2,569 | |||||||||||
ConocoPhillips | 5.900% | 10/15/32 | 1,770 | 2,312 | |||||||||||
ConocoPhillips | 5.900% | 5/15/38 | 2,600 | 3,530 | |||||||||||
ConocoPhillips | 6.500% | 2/1/39 | 8,085 | 11,715 | |||||||||||
ConocoPhillips Canada Funding Co. I | 5.950% | 10/15/36 | 1,695 | 2,272 | |||||||||||
ConocoPhillips Co. | 4.300% | 11/15/44 | 2,580 | 3,018 | |||||||||||
ConocoPhillips Co. | 5.950% | 3/15/46 | 1,275 | 1,816 | |||||||||||
Continental Resources Inc. | 4.900% | 6/1/44 | 2,375 | 2,532 | |||||||||||
Devon Energy Corp. | 7.950% | 4/15/32 | 1,100 | 1,557 | |||||||||||
Devon Energy Corp. | 5.600% | 7/15/41 | 3,429 | 4,164 | |||||||||||
Devon Energy Corp. | 4.750% | 5/15/42 | 3,552 | 3,975 | |||||||||||
Devon Energy Corp. | 5.000% | 6/15/45 | 2,092 | 2,411 | |||||||||||
Devon Financing Co. LLC | 7.875% | 9/30/31 | 2,041 | 2,806 | |||||||||||
Dominion Energy Gas Holdings LLC | 4.800% | 11/1/43 | 1,325 | 1,470 | |||||||||||
Dominion Energy Gas Holdings LLC | 4.600% | 12/15/44 | 1,150 | 1,248 | |||||||||||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 1,600 | 1,438 | |||||||||||
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 1,181 | 1,687 | |||||||||||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 1,675 | 1,978 | |||||||||||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 2,195 | 3,261 |
92
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Enbridge Inc. | 4.500% | 6/10/44 | 1,575 | 1,728 | |||||||||||
Enbridge Inc. | 4.000% | 11/15/49 | 1,000 | 1,041 | |||||||||||
Encana Corp. | 8.125% | 9/15/30 | 1,329 | 1,672 | |||||||||||
Encana Corp. | 7.375% | 11/1/31 | 2,440 | 2,981 | |||||||||||
Encana Corp. | 6.500% | 8/15/34 | 2,665 | 3,127 | |||||||||||
Encana Corp. | 6.625% | 8/15/37 | 1,400 | 1,657 | |||||||||||
Encana Corp. | 6.500% | 2/1/38 | 1,500 | 1,761 | |||||||||||
Energy Transfer Operating LP | 6.250% | 4/15/49 | 4,600 | 5,536 | |||||||||||
Energy Transfer Partners LP | 4.900% | 3/15/35 | 1,852 | 1,934 | |||||||||||
Energy Transfer Partners LP | 6.625% | 10/15/36 | 1,226 | 1,456 | |||||||||||
Energy Transfer Partners LP | 5.800% | 6/15/38 | 1,800 | 2,031 | |||||||||||
Energy Transfer Partners LP | 7.500% | 7/1/38 | 1,505 | 1,917 | |||||||||||
Energy Transfer Partners LP | 6.050% | 6/1/41 | 2,400 | 2,692 | |||||||||||
Energy Transfer Partners LP | 6.500% | 2/1/42 | 3,305 | 3,927 | |||||||||||
Energy Transfer Partners LP | 5.150% | 2/1/43 | 1,299 | 1,335 | |||||||||||
Energy Transfer Partners LP | 5.950% | 10/1/43 | 1,500 | 1,662 | |||||||||||
Energy Transfer Partners LP | 5.150% | 3/15/45 | 1,766 | 1,856 | |||||||||||
Energy Transfer Partners LP | 6.125% | 12/15/45 | 3,500 | 4,048 | |||||||||||
Energy Transfer Partners LP | 5.300% | 4/15/47 | 2,945 | 3,145 | |||||||||||
Energy Transfer Partners LP | 6.000% | 6/15/48 | 4,500 | 5,221 | |||||||||||
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,500 | 2,044 | |||||||||||
Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,245 | 1,689 | |||||||||||
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 1,175 | 1,690 | |||||||||||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 2,185 | 2,839 | |||||||||||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 2,953 | 3,801 | |||||||||||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 2,525 | 3,221 | |||||||||||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 2,380 | 2,742 | |||||||||||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 3,645 | 3,983 | |||||||||||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 3,063 | 3,545 | |||||||||||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 4,370 | 5,231 | |||||||||||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 2,400 | 2,812 | |||||||||||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 5,400 | 5,823 | |||||||||||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 2,640 | 3,096 | |||||||||||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 3,805 | 4,082 | |||||||||||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 1,867 | 2,160 | |||||||||||
EOG Resources Inc. | 3.900% | 4/1/35 | 2,487 | 2,761 | |||||||||||
EQM Midstream Partners LP | 6.500% | 7/15/48 | 1,660 | 1,560 | |||||||||||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 2,600 | 2,605 | |||||||||||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 3,200 | 3,424 | |||||||||||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 5,781 | 6,766 | |||||||||||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 6,075 | 6,024 | |||||||||||
Halliburton Co. | 4.850% | 11/15/35 | 3,200 | 3,610 | |||||||||||
Halliburton Co. | 6.700% | 9/15/38 | 4,449 | 5,868 | |||||||||||
Halliburton Co. | 4.500% | 11/15/41 | 1,575 | 1,682 | |||||||||||
Halliburton Co. | 4.750% | 8/1/43 | 3,395 | 3,731 | |||||||||||
Halliburton Co. | 5.000% | 11/15/45 | 6,115 | 6,961 | |||||||||||
Hess Corp. | 7.300% | 8/15/31 | 795 | 1,005 | |||||||||||
Hess Corp. | 7.125% | 3/15/33 | 1,850 | 2,343 | |||||||||||
Hess Corp. | 6.000% | 1/15/40 | 2,522 | 2,971 | |||||||||||
Hess Corp. | 5.600% | 2/15/41 | 3,975 | 4,643 | |||||||||||
Hess Corp. | 5.800% | 4/1/47 | 1,600 | 1,948 | |||||||||||
Husky Energy Inc. | 6.800% | 9/15/37 | 1,250 | 1,638 | |||||||||||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 475 | 621 | |||||||||||
Kinder Morgan Energy Partners LP | 7.750% | 3/15/32 | 500 | 681 | |||||||||||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 1,749 | 2,310 | |||||||||||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 1,500 | 1,776 | |||||||||||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 1,690 | 2,106 | |||||||||||
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 4,194 | 5,540 | |||||||||||
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,870 | 2,363 | |||||||||||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,300 | 1,650 | |||||||||||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 1,915 | 2,375 | |||||||||||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 1,400 | 1,615 | |||||||||||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 2,075 | 2,249 | |||||||||||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 1,750 | 1,850 |
93
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 1,425 | 1,558 | |||||||||||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 2,463 | 2,837 | |||||||||||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 1,945 | 2,214 | |||||||||||
Kinder Morgan Inc. | 7.800% | 8/1/31 | 1,875 | 2,564 | |||||||||||
Kinder Morgan Inc. | 7.750% | 1/15/32 | 2,725 | 3,734 | |||||||||||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 2,496 | 2,942 | |||||||||||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 3,680 | 4,403 | |||||||||||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 2,640 | 2,953 | |||||||||||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 2,785 | 3,209 | |||||||||||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 2,665 | 3,103 | |||||||||||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 1,675 | 1,773 | |||||||||||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 2,505 | 2,636 | |||||||||||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 1,000 | 1,026 | |||||||||||
Marathon Oil Corp. | 6.800% | 3/15/32 | 1,900 | 2,409 | |||||||||||
Marathon Oil Corp. | 6.600% | 10/1/37 | 2,690 | 3,420 | |||||||||||
Marathon Oil Corp. | 5.200% | 6/1/45 | 1,500 | 1,739 | |||||||||||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 3,063 | 3,965 | |||||||||||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 2,555 | 2,779 | |||||||||||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 2,100 | 2,214 | |||||||||||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 2,000 | 2,153 | |||||||||||
MPLX LP | 4.500% | 4/15/38 | 7,030 | 7,149 | |||||||||||
MPLX LP | 5.200% | 3/1/47 | 2,440 | 2,620 | |||||||||||
3 | MPLX LP | 5.200% | 12/1/47 | 1,725 | 1,811 | ||||||||||
MPLX LP | 4.700% | 4/15/48 | 3,885 | 3,917 | |||||||||||
MPLX LP | 5.500% | 2/15/49 | 4,500 | 5,098 | |||||||||||
MPLX LP | 4.900% | 4/15/58 | 2,025 | 2,060 | |||||||||||
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 3,375 | 3,168 | |||||||||||
Noble Energy Inc. | 6.000% | 3/1/41 | 2,575 | 3,080 | |||||||||||
Noble Energy Inc. | 5.250% | 11/15/43 | 2,905 | 3,273 | |||||||||||
Noble Energy Inc. | 5.050% | 11/15/44 | 3,316 | 3,655 | |||||||||||
Noble Energy Inc. | 4.950% | 8/15/47 | 1,725 | 1,915 | |||||||||||
Noble Energy Inc. | 4.200% | 10/15/49 | 125 | 126 | |||||||||||
Occidental Petroleum Corp. | 7.500% | 5/1/31 | 2,281 | 2,960 | |||||||||||
Occidental Petroleum Corp. | 7.875% | �� | 9/15/31 | 2,750 | 3,643 | ||||||||||
Occidental Petroleum Corp. | 6.450% | 9/15/36 | 3,540 | 4,311 | |||||||||||
Occidental Petroleum Corp. | 7.950% | 6/15/39 | 1,050 | 1,442 | |||||||||||
Occidental Petroleum Corp. | 4.300% | 8/15/39 | 500 | 507 | |||||||||||
Occidental Petroleum Corp. | 6.200% | 3/15/40 | 2,600 | 3,093 | |||||||||||
Occidental Petroleum Corp. | 4.500% | 7/15/44 | 1,250 | 1,249 | |||||||||||
Occidental Petroleum Corp. | 4.625% | 6/15/45 | 2,750 | 2,812 | |||||||||||
Occidental Petroleum Corp. | 6.600% | 3/15/46 | 3,617 | 4,690 | |||||||||||
Occidental Petroleum Corp. | 4.400% | 4/15/46 | 3,800 | 3,838 | |||||||||||
Occidental Petroleum Corp. | 4.100% | 2/15/47 | 3,122 | 3,025 | |||||||||||
Occidental Petroleum Corp. | 4.200% | 3/15/48 | 2,825 | 2,795 | |||||||||||
Occidental Petroleum Corp. | 4.400% | 8/15/49 | 1,950 | 2,007 | |||||||||||
ONEOK Inc. | 6.000% | 6/15/35 | 1,335 | 1,555 | |||||||||||
ONEOK Inc. | 4.950% | 7/13/47 | 2,100 | 2,298 | |||||||||||
ONEOK Inc. | 5.200% | 7/15/48 | 2,275 | 2,577 | |||||||||||
ONEOK Inc. | 4.450% | 9/1/49 | 2,050 | 2,105 | |||||||||||
ONEOK Partners LP | 6.650% | 10/1/36 | 2,550 | 3,218 | |||||||||||
ONEOK Partners LP | 6.850% | 10/15/37 | 950 | 1,219 | |||||||||||
ONEOK Partners LP | 6.125% | 2/1/41 | 2,100 | 2,520 | |||||||||||
ONEOK Partners LP | 6.200% | 9/15/43 | 1,325 | 1,597 | |||||||||||
Petro-Canada | 5.350% | 7/15/33 | 1,450 | 1,788 | |||||||||||
Petro-Canada | 5.950% | 5/15/35 | 2,000 | 2,597 | |||||||||||
Petro-Canada | 6.800% | 5/15/38 | 3,860 | 5,499 | |||||||||||
Phillips 66 | 4.650% | 11/15/34 | 3,031 | 3,536 | |||||||||||
Phillips 66 | 5.875% | 5/1/42 | 3,180 | 4,294 | |||||||||||
Phillips 66 | 4.875% | 11/15/44 | 4,850 | 5,842 | |||||||||||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 1,640 | 1,766 | |||||||||||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 2,000 | 2,235 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 2,300 | 2,706 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/42 | 1,111 | 1,112 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.300% | 1/31/43 | 1,055 | 962 |
94
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/44 | 2,400 | 2,331 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 1,677 | 1,663 | |||||||||||
Shell International Finance BV | 4.125% | 5/11/35 | 4,667 | 5,447 | |||||||||||
Shell International Finance BV | 6.375% | 12/15/38 | 8,704 | 12,700 | |||||||||||
Shell International Finance BV | 5.500% | 3/25/40 | 2,245 | 3,039 | |||||||||||
Shell International Finance BV | 3.625% | 8/21/42 | 2,257 | 2,411 | |||||||||||
Shell International Finance BV | 4.550% | 8/12/43 | 4,340 | 5,238 | |||||||||||
Shell International Finance BV | 4.375% | 5/11/45 | 8,177 | 9,737 | |||||||||||
Shell International Finance BV | 4.000% | 5/10/46 | 7,451 | 8,487 | |||||||||||
Shell International Finance BV | 3.750% | 9/12/46 | 3,014 | 3,296 | |||||||||||
Shell International Finance BV | 3.125% | 11/7/49 | 3,100 | 3,056 | |||||||||||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 1,357 | 1,688 | |||||||||||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 2,250 | 2,473 | |||||||||||
Suncor Energy Inc. | 7.150% | 2/1/32 | 880 | 1,229 | |||||||||||
Suncor Energy Inc. | 5.950% | 12/1/34 | 1,506 | 1,962 | |||||||||||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,255 | 3,131 | |||||||||||
Suncor Energy Inc. | 6.850% | 6/1/39 | 2,760 | 3,989 | |||||||||||
Suncor Energy Inc. | 4.000% | 11/15/47 | 1,500 | 1,629 | |||||||||||
Sunoco Logistics Partners Operations LP | 6.100% | 2/15/42 | 1,240 | 1,360 | |||||||||||
Sunoco Logistics Partners Operations LP | 4.950% | 1/15/43 | 1,050 | 1,042 | |||||||||||
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 2,717 | 2,863 | |||||||||||
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 2,495 | 2,659 | |||||||||||
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 2,782 | 3,004 | |||||||||||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,085 | 1,436 | |||||||||||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 1,425 | 1,910 | |||||||||||
Total Capital International SA | 2.829% | 1/10/30 | 3,775 | 3,870 | |||||||||||
Total Capital International SA | 3.461% | 7/12/49 | 3,190 | 3,354 | |||||||||||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 4,772 | 5,453 | |||||||||||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 700 | 847 | |||||||||||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 1,250 | 1,514 | |||||||||||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 2,313 | 2,998 | |||||||||||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 2,725 | 3,111 | |||||||||||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 2,905 | 4,314 | |||||||||||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 4,075 | 5,289 | |||||||||||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 2,222 | 2,576 | |||||||||||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 4,050 | 4,757 | |||||||||||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 2,925 | 3,540 | |||||||||||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 1,475 | 1,712 | |||||||||||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 1,245 | 1,307 | |||||||||||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 1,300 | 1,385 | |||||||||||
Valero Energy Corp. | 7.500% | 4/15/32 | 2,000 | 2,777 | |||||||||||
Valero Energy Corp. | 6.625% | 6/15/37 | 4,900 | 6,484 | |||||||||||
Valero Energy Corp. | 4.900% | 3/15/45 | 2,075 | 2,395 | |||||||||||
Western Midstream Operating LP | 5.450% | 4/1/44 | 2,750 | 2,394 | |||||||||||
Western Midstream Operating LP | 5.300% | 3/1/48 | 1,200 | 1,030 | |||||||||||
Western Midstream Operating LP | 5.500% | 8/15/48 | 1,040 | 927 | |||||||||||
Williams Cos. Inc. | 7.500% | 1/15/31 | 1,120 | 1,475 | |||||||||||
Williams Cos. Inc. | 6.300% | 4/15/40 | 4,565 | 5,658 | |||||||||||
Williams Cos. Inc. | 5.800% | 11/15/43 | 1,225 | 1,459 | |||||||||||
Williams Cos. Inc. | 5.400% | 3/4/44 | 1,654 | 1,855 | |||||||||||
Williams Cos. Inc. | 5.750% | 6/24/44 | 2,125 | 2,505 | |||||||||||
Williams Cos. Inc. | 4.900% | 1/15/45 | 1,950 | 2,103 | |||||||||||
Williams Cos. Inc. | 5.100% | 9/15/45 | 3,150 | 3,502 | |||||||||||
Williams Cos. Inc. | 4.850% | 3/1/48 | 1,230 | 1,349 | |||||||||||
Other Industrial (0.3%) | |||||||||||||||
2 | American University | 3.672% | 4/1/49 | 1,375 | 1,470 | ||||||||||
2 | Boston University | 4.061% | 10/1/48 | 875 | 1,003 | ||||||||||
California Institute of Technology | 4.321% | 8/1/45 | 1,100 | 1,312 | |||||||||||
California Institute of Technology | 4.700% | 11/1/11 | 1,355 | 1,645 | |||||||||||
California Institute of Technology | 3.650% | 9/1/19 | 1,350 | 1,305 | |||||||||||
2 | Johns Hopkins University | 4.083% | 7/1/53 | 1,225 | 1,415 | ||||||||||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,925 | 2,151 | |||||||||||
2 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 1,250 | 1,400 |
95
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 1,025 | 1,015 | |||||||||||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 3,000 | 4,581 | |||||||||||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 1,050 | 1,354 | |||||||||||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 1,160 | 1,263 | |||||||||||
2 | Northwestern University | 4.643% | 12/1/44 | 1,875 | 2,330 | ||||||||||
2 | Northwestern University | 3.662% | 12/1/57 | 570 | 629 | ||||||||||
President & Fellows of Harvard College | 3.619% | 10/1/37 | 900 | 957 | |||||||||||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 1,115 | 1,419 | |||||||||||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 2,550 | 2,587 | |||||||||||
2 | Trustees of Boston College | 3.129% | 7/1/52 | 1,200 | 1,165 | ||||||||||
2 | University of Chicago | 4.003% | 10/1/53 | 1,250 | 1,422 | ||||||||||
2 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 1,400 | 1,488 | ||||||||||
University of Notre Dame du Lac | 3.394% | 2/15/48 | 1,400 | 1,488 | |||||||||||
University of Pennsylvania | 4.674% | 9/1/12 | 1,050 | 1,374 | |||||||||||
University of Pennsylvania | 3.610% | 2/15/19 | 1,200 | 1,227 | |||||||||||
2 | University of Southern California | 3.028% | 10/1/39 | 2,995 | 3,007 | ||||||||||
2 | William Marsh Rice University | 3.574% | 5/15/45 | 2,540 | 2,709 | ||||||||||
Technology (3.5%) | |||||||||||||||
Amphenol Corp. | 2.800% | 2/15/30 | 2,350 | 2,314 | |||||||||||
Analog Devices Inc. | 5.300% | 12/15/45 | 1,040 | 1,266 | |||||||||||
Apple Inc. | 4.500% | 2/23/36 | 3,700 | 4,487 | |||||||||||
Apple Inc. | 3.850% | 5/4/43 | 8,831 | 9,865 | |||||||||||
Apple Inc. | 4.450% | 5/6/44 | 3,850 | 4,706 | |||||||||||
Apple Inc. | 3.450% | 2/9/45 | 6,050 | 6,352 | |||||||||||
Apple Inc. | 4.375% | 5/13/45 | 6,707 | 8,074 | |||||||||||
Apple Inc. | 4.650% | 2/23/46 | 10,944 | 13,668 | |||||||||||
Apple Inc. | 3.850% | 8/4/46 | 6,782 | 7,611 | |||||||||||
Apple Inc. | 4.250% | 2/9/47 | 3,695 | 4,382 | |||||||||||
Apple Inc. | 3.750% | 9/12/47 | 3,349 | 3,693 | |||||||||||
Apple Inc. | 3.750% | 11/13/47 | 2,828 | 3,134 | |||||||||||
Apple Inc. | 2.950% | 9/11/49 | 4,600 | 4,470 | |||||||||||
Applied Materials Inc. | 5.100% | 10/1/35 | 1,600 | 2,017 | |||||||||||
Applied Materials Inc. | 5.850% | 6/15/41 | 2,300 | 3,136 | |||||||||||
Applied Materials Inc. | 4.350% | 4/1/47 | 2,900 | 3,498 | |||||||||||
Cisco Systems Inc. | 5.900% | 2/15/39 | 6,024 | 8,445 | |||||||||||
Cisco Systems Inc. | 5.500% | 1/15/40 | 4,550 | 6,196 | |||||||||||
Corning Inc. | 4.700% | 3/15/37 | 1,700 | 1,872 | |||||||||||
Corning Inc. | 5.750% | 8/15/40 | 1,663 | 2,071 | |||||||||||
Corning Inc. | 5.350% | 11/15/48 | 2,200 | 2,742 | |||||||||||
Corning Inc. | 4.375% | 11/15/57 | 3,370 | 3,393 | |||||||||||
Corning Inc. | 5.450% | 11/15/79 | 3,100 | 3,398 | |||||||||||
3 | Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 4,125 | 5,410 | ||||||||||
3 | Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 6,400 | 8,771 | ||||||||||
Fiserv Inc. | 4.400% | 7/1/49 | 6,150 | 6,973 | |||||||||||
Global Payments Inc. | 4.150% | 8/15/49 | 500 | 534 | |||||||||||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 1,067 | 1,277 | |||||||||||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 6,405 | 7,718 | |||||||||||
HP Inc. | 6.000% | 9/15/41 | 3,825 | 4,217 | |||||||||||
Intel Corp. | 4.000% | 12/15/32 | 2,647 | 3,065 | |||||||||||
Intel Corp. | 4.800% | 10/1/41 | 3,000 | 3,712 | |||||||||||
Intel Corp. | 4.250% | 12/15/42 | 725 | 844 | |||||||||||
Intel Corp. | 4.900% | 7/29/45 | 1,400 | 1,790 | |||||||||||
Intel Corp. | 4.100% | 5/19/46 | 5,238 | 6,021 | |||||||||||
Intel Corp. | 4.100% | 5/11/47 | 4,775 | 5,470 | |||||||||||
Intel Corp. | 3.734% | 12/8/47 | 6,230 | 6,808 | |||||||||||
Intel Corp. | 3.250% | 11/15/49 | 3,000 | 3,004 | |||||||||||
International Business Machines Corp. | 5.875% | 11/29/32 | 2,150 | 2,838 | |||||||||||
International Business Machines Corp. | 4.150% | 5/15/39 | 7,905 | 8,878 | |||||||||||
International Business Machines Corp. | 5.600% | 11/30/39 | 2,300 | 2,996 | |||||||||||
International Business Machines Corp. | 4.000% | 6/20/42 | 5,152 | 5,679 | |||||||||||
International Business Machines Corp. | 4.250% | 5/15/49 | 10,908 | 12,405 | |||||||||||
Juniper Networks Inc. | 5.950% | 3/15/41 | 1,280 | 1,440 | |||||||||||
KLA Corp. | 5.000% | 3/15/49 | 575 | 703 |
96
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Lam Research Corp. | 4.875% | 3/15/49 | 3,155 | 3,935 | |||||||||||
Micron Technology Inc. | 4.663% | 2/15/30 | 2,300 | 2,530 | |||||||||||
Microsoft Corp. | 3.500% | 2/12/35 | 4,914 | 5,405 | |||||||||||
Microsoft Corp. | 4.200% | 11/3/35 | 4,009 | 4,729 | |||||||||||
Microsoft Corp. | 3.450% | 8/8/36 | 7,050 | 7,708 | |||||||||||
Microsoft Corp. | 4.100% | 2/6/37 | 7,599 | 8,952 | |||||||||||
Microsoft Corp. | 4.500% | 10/1/40 | 5,450 | 6,752 | |||||||||||
Microsoft Corp. | 3.500% | 11/15/42 | 4,975 | 5,402 | |||||||||||
Microsoft Corp. | 3.750% | 5/1/43 | 1,693 | 1,871 | |||||||||||
Microsoft Corp. | 4.875% | 12/15/43 | 1,575 | 2,055 | |||||||||||
Microsoft Corp. | 3.750% | 2/12/45 | 5,239 | 5,945 | |||||||||||
Microsoft Corp. | 4.450% | 11/3/45 | 9,074 | 11,303 | |||||||||||
Microsoft Corp. | 3.700% | 8/8/46 | 14,315 | 16,153 | |||||||||||
Microsoft Corp. | 4.250% | 2/6/47 | 6,919 | 8,444 | |||||||||||
Microsoft Corp. | 4.000% | 2/12/55 | 10,594 | 12,521 | |||||||||||
Microsoft Corp. | 4.750% | 11/3/55 | 775 | 1,037 | |||||||||||
Microsoft Corp. | 3.950% | 8/8/56 | 7,193 | 8,508 | |||||||||||
Microsoft Corp. | 4.500% | 2/6/57 | 5,725 | 7,410 | |||||||||||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 1,275 | 1,399 | |||||||||||
Oracle Corp. | 3.250% | 5/15/30 | 1,304 | 1,384 | |||||||||||
Oracle Corp. | 4.300% | 7/8/34 | 5,949 | 6,946 | |||||||||||
Oracle Corp. | 3.900% | 5/15/35 | 4,366 | 4,856 | |||||||||||
Oracle Corp. | 3.850% | 7/15/36 | 2,415 | 2,643 | |||||||||||
Oracle Corp. | 3.800% | 11/15/37 | 3,741 | 4,074 | |||||||||||
Oracle Corp. | 6.125% | 7/8/39 | 5,000 | 6,989 | |||||||||||
Oracle Corp. | 5.375% | 7/15/40 | 9,747 | 12,632 | |||||||||||
Oracle Corp. | 4.500% | 7/8/44 | 2,550 | 3,007 | |||||||||||
Oracle Corp. | 4.125% | 5/15/45 | 6,600 | 7,417 | |||||||||||
Oracle Corp. | 4.000% | 7/15/46 | 9,245 | 10,253 | |||||||||||
Oracle Corp. | 4.000% | 11/15/47 | 7,050 | 7,873 | |||||||||||
Oracle Corp. | 4.375% | 5/15/55 | 3,315 | 3,920 | |||||||||||
QUALCOMM Inc. | 4.650% | 5/20/35 | 3,645 | 4,313 | |||||||||||
QUALCOMM Inc. | 4.800% | 5/20/45 | 5,281 | 6,456 | |||||||||||
QUALCOMM Inc. | 4.300% | 5/20/47 | 3,750 | 4,302 | |||||||||||
Seagate HDD Cayman | 5.750% | 12/1/34 | 1,800 | 1,894 | |||||||||||
Texas Instruments Inc. | 3.875% | 3/15/39 | 3,100 | 3,485 | |||||||||||
Texas Instruments Inc. | 4.150% | 5/15/48 | 5,000 | 5,908 | |||||||||||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 1,500 | 2,204 | |||||||||||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 1,175 | 1,448 | |||||||||||
Transportation (1.8%) | |||||||||||||||
2 | American Airlines 2019-1 Class AA Pass Through Trust | 3.150% | 8/15/33 | 1,000 | 1,015 | ||||||||||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 1,090 | 1,507 | |||||||||||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 1,670 | 2,345 | |||||||||||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 2,257 | 3,048 | |||||||||||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 2,112 | 2,623 | |||||||||||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,307 | 1,684 | |||||||||||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 1,375 | 1,682 | |||||||||||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 3,085 | 3,564 | |||||||||||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 2,480 | 2,880 | |||||||||||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 3,166 | 3,685 | |||||||||||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 2,010 | 2,562 | |||||||||||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,575 | 1,949 | |||||||||||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 2,893 | 3,449 | |||||||||||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 3,630 | 4,172 | |||||||||||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 1,867 | 2,274 | |||||||||||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 2,936 | 3,213 | |||||||||||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 2,943 | 3,325 | |||||||||||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,000 | 1,127 | |||||||||||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 2,015 | 2,300 | |||||||||||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 1,975 | 2,048 | |||||||||||
Canadian National Railway Co. | 6.250% | 8/1/34 | 2,170 | 2,995 | |||||||||||
Canadian National Railway Co. | 6.200% | 6/1/36 | 1,332 | 1,839 | |||||||||||
Canadian National Railway Co. | 6.375% | 11/15/37 | 515 | 735 |
97
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Canadian National Railway Co. | 3.200% | 8/2/46 | 2,575 | 2,617 | |||||||||||
Canadian National Railway Co. | 3.650% | 2/3/48 | 2,500 | 2,727 | |||||||||||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 1,015 | 1,407 | |||||||||||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 1,075 | 1,347 | |||||||||||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 1,119 | 1,333 | |||||||||||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 250 | 331 | |||||||||||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 1,345 | 1,679 | |||||||||||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 2,875 | 4,188 | |||||||||||
CSX Corp. | 2.400% | 2/15/30 | 1,500 | 1,464 | |||||||||||
CSX Corp. | 6.000% | 10/1/36 | 1,370 | 1,780 | |||||||||||
CSX Corp. | 6.150% | 5/1/37 | 2,630 | 3,483 | |||||||||||
CSX Corp. | 6.220% | 4/30/40 | 2,230 | 3,025 | |||||||||||
CSX Corp. | 5.500% | 4/15/41 | 2,010 | 2,524 | |||||||||||
CSX Corp. | 4.750% | 5/30/42 | 1,867 | 2,186 | |||||||||||
CSX Corp. | 4.400% | 3/1/43 | 1,275 | 1,422 | |||||||||||
CSX Corp. | 4.100% | 3/15/44 | 2,600 | 2,822 | |||||||||||
CSX Corp. | 3.800% | 11/1/46 | 2,000 | 2,073 | |||||||||||
CSX Corp. | 4.300% | 3/1/48 | 2,925 | 3,288 | |||||||||||
CSX Corp. | 4.750% | 11/15/48 | 2,456 | 2,969 | |||||||||||
CSX Corp. | 4.500% | 3/15/49 | 600 | 695 | |||||||||||
CSX Corp. | 3.950% | 5/1/50 | 1,775 | 1,915 | |||||||||||
CSX Corp. | 4.500% | 8/1/54 | 1,700 | 1,949 | |||||||||||
CSX Corp. | 4.250% | 11/1/66 | 2,060 | 2,202 | |||||||||||
CSX Corp. | 4.650% | 3/1/68 | 1,155 | 1,317 | |||||||||||
FedEx Corp. | 4.900% | 1/15/34 | 2,125 | 2,403 | |||||||||||
FedEx Corp. | 3.900% | 2/1/35 | 1,495 | 1,510 | |||||||||||
FedEx Corp. | 3.875% | 8/1/42 | 1,430 | 1,375 | |||||||||||
FedEx Corp. | 4.100% | 4/15/43 | 2,200 | 2,150 | |||||||||||
FedEx Corp. | 5.100% | 1/15/44 | 1,598 | 1,749 | |||||||||||
FedEx Corp. | 4.100% | 2/1/45 | 1,745 | 1,678 | |||||||||||
FedEx Corp. | 4.750% | 11/15/45 | 3,983 | 4,193 | |||||||||||
FedEx Corp. | 4.550% | 4/1/46 | 2,628 | 2,686 | |||||||||||
FedEx Corp. | 4.400% | 1/15/47 | 2,184 | 2,195 | |||||||||||
FedEx Corp. | 4.050% | 2/15/48 | 3,825 | 3,671 | |||||||||||
FedEx Corp. | 4.950% | 10/17/48 | 2,850 | 3,097 | |||||||||||
2 | JetBlue 2019-1 Class AA Pass Through Trust | 2.750% | 5/15/32 | 2,000 | 2,015 | ||||||||||
Kansas City Southern | 4.300% | 5/15/43 | 1,615 | 1,756 | |||||||||||
Kansas City Southern | 4.950% | 8/15/45 | 2,060 | 2,415 | |||||||||||
Kansas City Southern | 4.700% | 5/1/48 | 1,545 | 1,786 | |||||||||||
Kansas City Southern | 4.200% | 11/15/69 | 650 | 663 | |||||||||||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 1 | 1 | |||||||||||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 345 | 483 | |||||||||||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 2,048 | 2,424 | |||||||||||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 1,635 | 1,732 | |||||||||||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 1,990 | 2,281 | |||||||||||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 1,910 | 2,249 | |||||||||||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 743 | 796 | |||||||||||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 2,545 | 2,871 | |||||||||||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 1,715 | 1,884 | |||||||||||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 1,000 | 989 | |||||||||||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 2,071 | 2,272 | |||||||||||
Norfolk Southern Corp. | 6.000% | 3/15/05 | 1,305 | 1,721 | |||||||||||
Norfolk Southern Corp. | 5.100% | 8/1/18 | 925 | 1,088 | |||||||||||
Union Pacific Corp. | 3.375% | 2/1/35 | 675 | 696 | |||||||||||
Union Pacific Corp. | 3.600% | 9/15/37 | 3,528 | 3,676 | |||||||||||
Union Pacific Corp. | 4.375% | 9/10/38 | 1,970 | 2,247 | |||||||||||
Union Pacific Corp. | 3.550% | 8/15/39 | 100 | 104 | |||||||||||
Union Pacific Corp. | 4.300% | 6/15/42 | 150 | 167 | |||||||||||
Union Pacific Corp. | 4.250% | 4/15/43 | 1,700 | 1,883 | |||||||||||
Union Pacific Corp. | 4.150% | 1/15/45 | 1,425 | 1,561 | |||||||||||
Union Pacific Corp. | 4.050% | 11/15/45 | 2,240 | 2,418 | |||||||||||
Union Pacific Corp. | 4.050% | 3/1/46 | 1,300 | 1,416 | |||||||||||
Union Pacific Corp. | 3.350% | 8/15/46 | 1,800 | 1,758 | |||||||||||
Union Pacific Corp. | 4.000% | 4/15/47 | 2,100 | 2,291 |
98
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Union Pacific Corp. | 4.300% | 3/1/49 | 2,900 | 3,318 | |||||||||||
Union Pacific Corp. | 3.799% | 10/1/51 | 3,471 | 3,681 | |||||||||||
Union Pacific Corp. | 3.875% | 2/1/55 | 1,685 | 1,763 | |||||||||||
Union Pacific Corp. | 4.800% | 9/10/58 | 100 | 117 | |||||||||||
3 | Union Pacific Corp. | 3.839% | 3/20/60 | 4,857 | 4,859 | ||||||||||
Union Pacific Corp. | 4.375% | 11/15/65 | 1,950 | 2,138 | |||||||||||
Union Pacific Corp. | 4.100% | 9/15/67 | 2,500 | 2,575 | |||||||||||
2 | Union Pacific Railroad Co. 2007-3 Pass Through Trust | 6.176% | 1/2/31 | 474 | 554 | ||||||||||
2 | United Airlines 2018-1 Class AA Pass Through Trust | 3.500% | 3/1/30 | 2,586 | 2,669 | ||||||||||
2 | United Airlines 2019-1 Class AA Pass Through Trust | 4.150% | 8/25/31 | 2,200 | 2,374 | ||||||||||
2 | United Airlines 2019-2 Class AA Pass Through Trust | 2.700% | 11/1/33 | 1,250 | 1,249 | ||||||||||
United Parcel Service Inc. | 6.200% | 1/15/38 | 1,097 | 1,539 | |||||||||||
United Parcel Service Inc. | 4.875% | 11/15/40 | 3,145 | 3,821 | |||||||||||
United Parcel Service Inc. | 3.625% | 10/1/42 | 2,972 | 3,072 | |||||||||||
United Parcel Service Inc. | 3.400% | 11/15/46 | 1,660 | 1,659 | |||||||||||
United Parcel Service Inc. | 3.750% | 11/15/47 | 2,794 | 2,996 | |||||||||||
United Parcel Service Inc. | 4.250% | 3/15/49 | 3,495 | 4,042 | |||||||||||
United Parcel Service Inc. | 3.400% | 9/1/49 | 1,625 | 1,646 | |||||||||||
United Parcel Service of America Inc. | 8.375% | 4/1/30 | 550 | 776 | |||||||||||
4,315,122 | |||||||||||||||
Utilities (6.0%) | |||||||||||||||
Electric (5.4%) | |||||||||||||||
AEP Texas Inc. | 3.800% | 10/1/47 | 1,000 | 1,046 | |||||||||||
AEP Texas Inc. | 4.150% | 5/1/49 | 500 | 554 | |||||||||||
AEP Texas Inc. | 3.450% | 1/15/50 | 1,365 | 1,364 | |||||||||||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 1,250 | 1,379 | |||||||||||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 1,595 | 1,709 | |||||||||||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 1,085 | 1,244 | |||||||||||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 1,000 | 1,070 | |||||||||||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 1,080 | 1,046 | |||||||||||
Alabama Power Co. | 6.125% | 5/15/38 | 1,710 | 2,306 | |||||||||||
Alabama Power Co. | 6.000% | 3/1/39 | 1,563 | 2,168 | |||||||||||
Alabama Power Co. | 3.850% | 12/1/42 | 1,344 | 1,429 | |||||||||||
Alabama Power Co. | 4.150% | 8/15/44 | 1,830 | 2,033 | |||||||||||
Alabama Power Co. | 3.750% | 3/1/45 | 1,742 | 1,827 | |||||||||||
Alabama Power Co. | 4.300% | 1/2/46 | 1,675 | 1,906 | |||||||||||
Alabama Power Co. | 3.700% | 12/1/47 | 1,845 | 1,933 | |||||||||||
Alabama Power Co. | 4.300% | 7/15/48 | 1,825 | 2,102 | |||||||||||
Ameren Illinois Co. | 4.150% | 3/15/46 | 1,752 | 1,993 | |||||||||||
Ameren Illinois Co. | 3.700% | 12/1/47 | 2,570 | 2,723 | |||||||||||
Ameren Illinois Co. | 4.500% | 3/15/49 | 880 | 1,081 | |||||||||||
Ameren Illinois Co. | 3.250% | 3/15/50 | 315 | 318 | |||||||||||
Appalachian Power Co. | 7.000% | 4/1/38 | 1,468 | 2,056 | |||||||||||
Appalachian Power Co. | 4.400% | 5/15/44 | 1,460 | 1,641 | |||||||||||
Appalachian Power Co. | 4.450% | 6/1/45 | 1,208 | 1,381 | |||||||||||
Appalachian Power Co. | 4.500% | 3/1/49 | 1,075 | 1,247 | |||||||||||
Arizona Public Service Co. | 5.050% | 9/1/41 | 1,380 | 1,679 | |||||||||||
Arizona Public Service Co. | 4.500% | 4/1/42 | 1,740 | 2,001 | |||||||||||
Arizona Public Service Co. | 4.350% | 11/15/45 | 875 | 992 | |||||||||||
Arizona Public Service Co. | 3.750% | 5/15/46 | 1,445 | 1,503 | |||||||||||
Arizona Public Service Co. | 4.200% | 8/15/48 | 1,350 | 1,500 | |||||||||||
Arizona Public Service Co. | 4.250% | 3/1/49 | 750 | 846 | |||||||||||
Avista Corp. | 4.350% | 6/1/48 | 1,300 | 1,470 | |||||||||||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 1,775 | 1,812 | |||||||||||
Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 2,475 | 2,639 | |||||||||||
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 1,175 | 1,360 | |||||||||||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 1,875 | 1,834 | |||||||||||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 5,335 | 7,343 | |||||||||||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 2,875 | 3,884 | |||||||||||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,315 | 1,652 | |||||||||||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 2,151 | 2,532 | |||||||||||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 1,975 | 2,093 | |||||||||||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 3,325 | 3,897 |
99
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Black Hills Corp. | 4.350% | 5/1/33 | 1,900 | 2,082 | |||||||||||
Black Hills Corp. | 4.200% | 9/15/46 | 1,045 | 1,087 | |||||||||||
CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 955 | 1,346 | |||||||||||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 1,825 | 1,882 | |||||||||||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 1,225 | 1,447 | |||||||||||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 2,125 | 2,357 | |||||||||||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 1,036 | 1,213 | |||||||||||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 1,350 | 1,327 | |||||||||||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 200 | 197 | |||||||||||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 1,175 | 1,302 | |||||||||||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 1,219 | 1,522 | |||||||||||
CMS Energy Corp. | 4.875% | 3/1/44 | 1,604 | 1,909 | |||||||||||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 1,970 | 2,609 | |||||||||||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 1,705 | 2,422 | |||||||||||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 1,550 | 1,662 | |||||||||||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 1,165 | 1,384 | |||||||||||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 1,450 | 1,749 | |||||||||||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 1,360 | 1,446 | |||||||||||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 2,345 | 2,722 | |||||||||||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 2,450 | 2,570 | |||||||||||
Commonwealth Edison Co. | 3.750% | 8/15/47 | 2,175 | 2,348 | |||||||||||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 3,300 | 3,673 | |||||||||||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 845 | 950 | |||||||||||
Commonwealth Edison Co. | 3.200% | 11/15/49 | 500 | 496 | |||||||||||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 2,600 | 3,052 | |||||||||||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 2,445 | 2,801 | |||||||||||
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 995 | 1,220 | |||||||||||
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 870 | 1,131 | |||||||||||
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,320 | 1,774 | |||||||||||
Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 1,805 | 2,483 | |||||||||||
Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 2,275 | 3,252 | |||||||||||
Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 1,550 | 2,008 | |||||||||||
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 1,080 | 1,414 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 1,135 | 1,259 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 2,000 | 2,161 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 3,649 | 4,201 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 2,000 | 2,333 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 2,725 | 2,923 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 1,750 | 1,888 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 1,505 | 1,829 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 285 | 322 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 2,151 | 2,571 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 1,900 | 2,137 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 1,275 | 1,345 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 2,275 | 2,631 | |||||||||||
Consumers Energy Co. | 3.950% | 5/15/43 | 1,405 | 1,556 | |||||||||||
Consumers Energy Co. | 3.250% | 8/15/46 | 1,850 | 1,837 | |||||||||||
Consumers Energy Co. | 3.950% | 7/15/47 | 1,135 | 1,275 | |||||||||||
Consumers Energy Co. | 4.050% | 5/15/48 | 1,314 | 1,504 | |||||||||||
Consumers Energy Co. | 4.350% | 4/15/49 | 2,225 | 2,686 | |||||||||||
Consumers Energy Co. | 3.750% | 2/15/50 | 50 | 55 | |||||||||||
Consumers Energy Co. | 3.100% | 8/15/50 | 800 | 802 | |||||||||||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 1,300 | 1,452 | |||||||||||
Dominion Energy Inc. | 6.300% | 3/15/33 | 1,000 | 1,300 | |||||||||||
Dominion Energy Inc. | 5.250% | 8/1/33 | 2,010 | 2,413 | |||||||||||
Dominion Energy Inc. | 5.950% | 6/15/35 | 1,240 | 1,564 | |||||||||||
Dominion Energy Inc. | 4.900% | 8/1/41 | 1,925 | 2,235 | |||||||||||
Dominion Energy Inc. | 4.050% | 9/15/42 | 820 | 859 | |||||||||||
Dominion Energy Inc. | 4.700% | 12/1/44 | 1,620 | 1,861 | |||||||||||
Dominion Energy Inc. | 4.600% | 3/15/49 | 1,605 | 1,863 | |||||||||||
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 1,000 | 1,348 | |||||||||||
Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | 1,000 | 1,241 | |||||||||||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 1,775 | 2,388 | |||||||||||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,065 | 1,373 |
100
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 1,330 | 1,568 | |||||||||||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 1,215 | 1,578 | |||||||||||
DTE Electric Co. | 4.000% | 4/1/43 | 1,510 | 1,681 | |||||||||||
DTE Electric Co. | 3.700% | 3/15/45 | 2,850 | 3,060 | |||||||||||
DTE Electric Co. | 3.700% | 6/1/46 | 2,050 | 2,202 | |||||||||||
DTE Electric Co. | 3.750% | 8/15/47 | 1,450 | 1,577 | |||||||||||
DTE Electric Co. | 4.050% | 5/15/48 | 2,400 | 2,752 | |||||||||||
DTE Electric Co. | 3.950% | 3/1/49 | 200 | 228 | |||||||||||
DTE Energy Co. | 2.950% | 3/1/30 | 920 | 910 | |||||||||||
DTE Energy Co. | 6.375% | 4/15/33 | 1,005 | 1,310 | |||||||||||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 1,078 | 1,471 | |||||||||||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 1,756 | 2,378 | |||||||||||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 1,205 | 1,653 | |||||||||||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 3,165 | 4,074 | |||||||||||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 2,020 | 2,300 | |||||||||||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 2,475 | 2,726 | |||||||||||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 1,700 | 1,814 | |||||||||||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 1,650 | 1,828 | |||||||||||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 1,950 | 2,087 | |||||||||||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 2,000 | 2,210 | |||||||||||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 800 | 789 | |||||||||||
Duke Energy Corp. | 4.800% | 12/15/45 | 1,875 | 2,214 | |||||||||||
Duke Energy Corp. | 3.750% | 9/1/46 | 5,599 | 5,719 | |||||||||||
Duke Energy Corp. | 4.200% | 6/15/49 | 2,000 | 2,186 | |||||||||||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 1,530 | 2,123 | |||||||||||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 829 | 1,179 | |||||||||||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 1,400 | 1,839 | |||||||||||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,805 | 1,941 | |||||||||||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 2,175 | 2,202 | |||||||||||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 1,600 | 1,840 | |||||||||||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,206 | 1,589 | |||||||||||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 1,915 | 2,690 | |||||||||||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 950 | 1,350 | |||||||||||
Duke Energy Indiana LLC | 4.900% | 7/15/43 | 1,680 | 2,077 | |||||||||||
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 1,900 | 2,023 | |||||||||||
Duke Energy Indiana LLC | 3.250% | 10/1/49 | 500 | 501 | |||||||||||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 1,275 | 1,344 | |||||||||||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,375 | 1,604 | |||||||||||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 1,055 | 1,456 | |||||||||||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 1,625 | 1,805 | |||||||||||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 1,245 | 1,386 | |||||||||||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 925 | 1,073 | |||||||||||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 1,914 | 2,144 | |||||||||||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 2,739 | 3,097 | |||||||||||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 1,681 | 1,770 | |||||||||||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 1,700 | 1,770 | |||||||||||
El Paso Electric Co. | 6.000% | 5/15/35 | 725 | 887 | |||||||||||
El Paso Electric Co. | 5.000% | 12/1/44 | 1,424 | 1,667 | |||||||||||
Emera US Finance LP | 4.750% | 6/15/46 | 2,943 | 3,397 | |||||||||||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 50 | 58 | |||||||||||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 1,105 | 1,130 | |||||||||||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 2,703 | 3,034 | |||||||||||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 1,491 | 1,606 | |||||||||||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 2,100 | 2,423 | |||||||||||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 645 | 749 | |||||||||||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 1,400 | 1,520 | |||||||||||
Entergy Texas Inc. | 4.500% | 3/30/39 | 500 | 571 | |||||||||||
Entergy Texas Inc. | 3.550% | 9/30/49 | 1,850 | 1,886 | |||||||||||
Exelon Corp. | 4.950% | 6/15/35 | 1,035 | 1,193 | |||||||||||
Exelon Corp. | 5.625% | 6/15/35 | 1,993 | 2,460 | |||||||||||
Exelon Corp. | 5.100% | 6/15/45 | 1,617 | 1,936 | |||||||||||
Exelon Corp. | 4.450% | 4/15/46 | 2,182 | 2,461 | |||||||||||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 306 | 370 | |||||||||||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 3,353 | 3,741 |
101
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
FirstEnergy Corp. | 7.375% | 11/15/31 | 4,786 | 6,731 | |||||||||||
FirstEnergy Corp. | 4.850% | 7/15/47 | 4,106 | 4,874 | |||||||||||
Florida Power & Light Co. | 5.625% | 4/1/34 | 1,779 | 2,332 | |||||||||||
Florida Power & Light Co. | 4.950% | 6/1/35 | 1,005 | 1,230 | |||||||||||
Florida Power & Light Co. | 5.650% | 2/1/37 | 1,343 | 1,793 | |||||||||||
Florida Power & Light Co. | 5.950% | 2/1/38 | 2,140 | 2,929 | |||||||||||
Florida Power & Light Co. | 5.960% | 4/1/39 | 1,830 | 2,575 | |||||||||||
Florida Power & Light Co. | 5.690% | 3/1/40 | 1,415 | 1,913 | |||||||||||
Florida Power & Light Co. | 5.250% | 2/1/41 | 1,650 | 2,129 | |||||||||||
Florida Power & Light Co. | 4.125% | 2/1/42 | 1,975 | 2,242 | |||||||||||
Florida Power & Light Co. | 4.050% | 6/1/42 | 2,067 | 2,327 | |||||||||||
Florida Power & Light Co. | 3.800% | 12/15/42 | 1,705 | 1,874 | |||||||||||
Florida Power & Light Co. | 4.050% | 10/1/44 | 1,582 | 1,811 | |||||||||||
Florida Power & Light Co. | 3.700% | 12/1/47 | 1,200 | 1,321 | |||||||||||
Florida Power & Light Co. | 3.950% | 3/1/48 | 2,235 | 2,527 | |||||||||||
Florida Power & Light Co. | 4.125% | 6/1/48 | 2,100 | 2,437 | |||||||||||
Florida Power & Light Co. | 3.990% | 3/1/49 | 1,000 | 1,140 | |||||||||||
Florida Power & Light Co. | 3.150% | 10/1/49 | 2,250 | 2,242 | |||||||||||
Georgia Power Co. | 4.750% | 9/1/40 | 2,570 | 2,910 | |||||||||||
Georgia Power Co. | 4.300% | 3/15/42 | 2,385 | 2,582 | |||||||||||
Georgia Power Co. | 4.300% | 3/15/43 | 1,210 | 1,305 | |||||||||||
Iberdrola International BV | 6.750% | 7/15/36 | 1,565 | 2,163 | |||||||||||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 1,590 | 2,089 | |||||||||||
Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,830 | 2,130 | |||||||||||
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 1,915 | 2,001 | |||||||||||
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 825 | 938 | |||||||||||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 1,764 | 2,319 | |||||||||||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 650 | 663 | |||||||||||
ITC Holdings Corp. | 5.300% | 7/1/43 | 1,425 | 1,738 | |||||||||||
2 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,520 | 2,931 | ||||||||||
Kansas City Power & Light Co. | 5.300% | 10/1/41 | 1,275 | 1,609 | |||||||||||
Kansas City Power & Light Co. | 4.200% | 6/15/47 | 810 | 929 | |||||||||||
Kansas City Power & Light Co. | 4.200% | 3/15/48 | 1,300 | 1,493 | |||||||||||
Kansas City Power & Light Co. | 4.125% | 4/1/49 | 1,175 | 1,347 | |||||||||||
Kentucky Utilities Co. | 5.125% | 11/1/40 | 2,565 | 3,191 | |||||||||||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 1,425 | 1,649 | |||||||||||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 2,455 | 2,798 | |||||||||||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 865 | 1,205 | |||||||||||
MidAmerican Energy Co. | 5.750% | 11/1/35 | 955 | 1,254 | |||||||||||
MidAmerican Energy Co. | 5.800% | 10/15/36 | 655 | 862 | |||||||||||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 1,415 | 1,729 | |||||||||||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 1,320 | 1,550 | |||||||||||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,569 | 1,853 | |||||||||||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 1,625 | 1,801 | |||||||||||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 2,274 | 2,452 | |||||||||||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 2,296 | 2,752 | |||||||||||
Mississippi Power Co. | 4.250% | 3/15/42 | 1,325 | 1,412 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,125 | 1,660 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 2,950 | 3,325 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 1,500 | 1,786 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 2,000 | 2,373 | |||||||||||
Nevada Power Co. | 6.650% | 4/1/36 | 775 | 1,062 | |||||||||||
Nevada Power Co. | 6.750% | 7/1/37 | 970 | 1,369 | |||||||||||
Northern States Power Co. | 6.250% | 6/1/36 | 900 | 1,235 | |||||||||||
Northern States Power Co. | 6.200% | 7/1/37 | 1,250 | 1,729 | |||||||||||
Northern States Power Co. | 5.350% | 11/1/39 | 1,150 | 1,497 | |||||||||||
Northern States Power Co. | 4.125% | 5/15/44 | 1,100 | 1,267 | |||||||||||
Northern States Power Co. | 4.000% | 8/15/45 | 1,910 | 2,119 | |||||||||||
Northern States Power Co. | 3.600% | 5/15/46 | 1,475 | 1,556 | |||||||||||
Northern States Power Co. | 2.900% | 3/1/50 | 2,050 | 1,955 | |||||||||||
NorthWestern Corp. | 4.176% | 11/15/44 | 1,480 | 1,627 | |||||||||||
NSTAR Electric Co. | 5.500% | 3/15/40 | 1,290 | 1,646 | |||||||||||
NSTAR Electric Co. | 4.400% | 3/1/44 | 810 | 933 | |||||||||||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 1,165 | 1,453 |
102
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 1,830 | 2,207 | |||||||||||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 440 | 527 | |||||||||||
Ohio Edison Co. | 6.875% | 7/15/36 | 1,360 | 1,898 | |||||||||||
Ohio Power Co. | 4.150% | 4/1/48 | 1,410 | 1,607 | |||||||||||
Ohio Power Co. | 4.000% | 6/1/49 | 1,525 | 1,713 | |||||||||||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 1,000 | 1,081 | |||||||||||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 1,220 | 1,265 | |||||||||||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 1,570 | 2,230 | |||||||||||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 1,140 | 1,657 | |||||||||||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 1,023 | 1,603 | |||||||||||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 1,440 | 1,837 | |||||||||||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 1,270 | 1,497 | |||||||||||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 1,665 | 2,159 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 1,870 | 2,033 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 1,080 | 1,188 | |||||||||||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 1,500 | 1,739 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,625 | 1,778 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 1,250 | 1,237 | |||||||||||
PacifiCorp | 7.700% | 11/15/31 | 1,000 | 1,470 | |||||||||||
PacifiCorp | 5.250% | 6/15/35 | 1,240 | 1,528 | |||||||||||
PacifiCorp | 6.100% | 8/1/36 | 670 | 900 | |||||||||||
PacifiCorp | 5.750% | 4/1/37 | 2,028 | 2,649 | |||||||||||
PacifiCorp | 6.250% | 10/15/37 | 1,649 | 2,309 | |||||||||||
PacifiCorp | 6.350% | 7/15/38 | 1,165 | 1,635 | |||||||||||
PacifiCorp | 6.000% | 1/15/39 | 2,400 | 3,270 | |||||||||||
PacifiCorp | 4.100% | 2/1/42 | 960 | 1,064 | |||||||||||
PacifiCorp | 4.125% | 1/15/49 | 2,115 | 2,410 | |||||||||||
PacifiCorp | 4.150% | 2/15/50 | 2,000 | 2,294 | |||||||||||
PECO Energy Co. | 5.950% | 10/1/36 | 1,140 | 1,539 | |||||||||||
PECO Energy Co. | 3.700% | 9/15/47 | 150 | 160 | |||||||||||
PECO Energy Co. | 3.900% | 3/1/48 | 1,400 | 1,551 | |||||||||||
PECO Energy Co. | 3.000% | 9/15/49 | 500 | 476 | |||||||||||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 2,120 | 2,995 | |||||||||||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 2,540 | 2,849 | |||||||||||
PPL Capital Funding Inc. | 4.700% | 6/1/43 | 1,281 | 1,419 | |||||||||||
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 1,049 | 1,204 | |||||||||||
PPL Capital Funding Inc. | 4.000% | 9/15/47 | 1,050 | 1,068 | |||||||||||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 565 | 789 | |||||||||||
PPL Electric Utilities Corp. | 4.750% | 7/15/43 | 150 | 180 | |||||||||||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 870 | 972 | |||||||||||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 1,525 | 1,715 | |||||||||||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 2,100 | 2,301 | |||||||||||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 1,800 | 2,057 | |||||||||||
Progress Energy Inc. | 7.750% | 3/1/31 | 2,315 | 3,236 | |||||||||||
Progress Energy Inc. | 7.000% | 10/30/31 | 125 | 169 | |||||||||||
Progress Energy Inc. | 6.000% | 12/1/39 | 1,725 | 2,238 | |||||||||||
PSEG Power LLC | 8.625% | 4/15/31 | 1,840 | 2,562 | |||||||||||
Public Service Co. of Colorado | 6.500% | 8/1/38 | 500 | 718 | |||||||||||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 1,980 | 2,080 | |||||||||||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 1,075 | 1,251 | |||||||||||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 2,150 | 2,363 | |||||||||||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 2,075 | 2,359 | |||||||||||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 1,880 | 2,142 | |||||||||||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 1,000 | 1,056 | |||||||||||
Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 1,648 | 2,178 | |||||||||||
Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 1,485 | 1,639 | |||||||||||
Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 1,870 | 1,977 | |||||||||||
Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 2,272 | 2,475 | |||||||||||
Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 1,235 | 1,324 | |||||||||||
Public Service Electric & Gas Co. | 4.050% | 5/1/48 | 1,000 | 1,155 | |||||||||||
Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 1,500 | 1,668 | |||||||||||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 995 | 1,343 | |||||||||||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 1,111 | 1,472 | |||||||||||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 800 | 1,067 |
103
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 1,015 | 1,314 | |||||||||||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 1,685 | 1,943 | |||||||||||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 2,025 | 2,297 | |||||||||||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 1,300 | 1,296 | |||||||||||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 560 | 717 | |||||||||||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 1,810 | 2,004 | |||||||||||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 1,910 | 1,949 | |||||||||||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 1,350 | 1,478 | |||||||||||
Southern California Edison Co. | 6.000% | 1/15/34 | 1,185 | 1,470 | |||||||||||
Southern California Edison Co. | 5.750% | 4/1/35 | 1,070 | 1,300 | |||||||||||
Southern California Edison Co. | 5.350% | 7/15/35 | 1,095 | 1,299 | |||||||||||
Southern California Edison Co. | 5.625% | 2/1/36 | 2,015 | 2,444 | |||||||||||
Southern California Edison Co. | 5.550% | 1/15/37 | 690 | 829 | |||||||||||
Southern California Edison Co. | 5.950% | 2/1/38 | 1,240 | 1,577 | |||||||||||
Southern California Edison Co. | 6.050% | 3/15/39 | 1,475 | 1,922 | |||||||||||
Southern California Edison Co. | 5.500% | 3/15/40 | 330 | 401 | |||||||||||
Southern California Edison Co. | 4.500% | 9/1/40 | 1,605 | 1,754 | |||||||||||
Southern California Edison Co. | 4.050% | 3/15/42 | 3,240 | 3,341 | |||||||||||
Southern California Edison Co. | 3.900% | 3/15/43 | 1,825 | 1,856 | |||||||||||
Southern California Edison Co. | 4.650% | 10/1/43 | 1,840 | 2,063 | |||||||||||
Southern California Edison Co. | 3.600% | 2/1/45 | 1,815 | 1,768 | |||||||||||
Southern California Edison Co. | 4.000% | 4/1/47 | 4,320 | 4,513 | |||||||||||
Southern California Edison Co. | 4.125% | 3/1/48 | 4,240 | 4,485 | |||||||||||
Southern California Edison Co. | 4.875% | 3/1/49 | 2,325 | 2,739 | |||||||||||
Southern Co. | 4.250% | 7/1/36 | 1,725 | 1,856 | |||||||||||
Southern Co. | 4.400% | 7/1/46 | 3,101 | 3,427 | |||||||||||
Southern Power Co. | 5.150% | 9/15/41 | 1,145 | 1,301 | |||||||||||
Southern Power Co. | 5.250% | 7/15/43 | 1,055 | 1,196 | |||||||||||
Southern Power Co. | 4.950% | 12/15/46 | 1,400 | 1,541 | |||||||||||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 810 | 1,069 | |||||||||||
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,290 | 1,332 | |||||||||||
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 1,355 | 1,393 | |||||||||||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 1,196 | 1,395 | |||||||||||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 2,400 | 2,392 | |||||||||||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 1,025 | 1,072 | |||||||||||
Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,650 | 1,925 | |||||||||||
Southwestern Public Service Co. | 3.750% | 6/15/49 | 825 | 879 | |||||||||||
Tampa Electric Co. | 4.100% | 6/15/42 | 1,325 | 1,442 | |||||||||||
Tampa Electric Co. | 4.350% | 5/15/44 | 685 | 775 | |||||||||||
Tampa Electric Co. | 4.300% | 6/15/48 | 1,500 | 1,737 | |||||||||||
Tampa Electric Co. | 4.450% | 6/15/49 | 575 | 681 | |||||||||||
Tampa Electric Co. | 3.625% | 6/15/50 | 900 | 953 | |||||||||||
Toledo Edison Co. | 6.150% | 5/15/37 | 685 | 925 | |||||||||||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 1,205 | 1,470 | |||||||||||
Union Electric Co. | 5.300% | 8/1/37 | 1,490 | 1,853 | |||||||||||
Union Electric Co. | 8.450% | 3/15/39 | 1,240 | 2,021 | |||||||||||
Union Electric Co. | 3.900% | 9/15/42 | 1,600 | 1,731 | |||||||||||
Union Electric Co. | 3.650% | 4/15/45 | 1,035 | 1,084 | |||||||||||
Union Electric Co. | 4.000% | 4/1/48 | 1,200 | 1,344 | |||||||||||
Virginia Electric & Power Co. | 6.000% | 1/15/36 | 1,635 | 2,136 | |||||||||||
Virginia Electric & Power Co. | 6.000% | 5/15/37 | 2,280 | 3,021 | |||||||||||
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 1,525 | 2,110 | |||||||||||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,845 | 3,109 | |||||||||||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 2,425 | 2,636 | |||||||||||
Virginia Electric & Power Co. | 4.650% | 8/15/43 | 1,510 | 1,812 | |||||||||||
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 2,051 | 2,376 | |||||||||||
Virginia Electric & Power Co. | 4.200% | 5/15/45 | 1,023 | 1,165 | |||||||||||
Virginia Electric & Power Co. | 4.000% | 11/15/46 | 1,849 | 2,030 | |||||||||||
Virginia Electric & Power Co. | 3.800% | 9/15/47 | 1,825 | 1,973 | |||||||||||
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 2,050 | 2,488 | |||||||||||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 1,665 | 1,678 | |||||||||||
Westar Energy Inc. | 4.125% | 3/1/42 | 1,305 | 1,454 | |||||||||||
Westar Energy Inc. | 4.100% | 4/1/43 | 1,865 | 2,076 | |||||||||||
Westar Energy Inc. | 4.250% | 12/1/45 | 1,530 | 1,742 |
104
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 605 | 773 | |||||||||||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 725 | 945 | |||||||||||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 1,050 | 1,211 | |||||||||||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 890 | 1,212 | |||||||||||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 1,415 | 1,478 | |||||||||||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 1,619 | 1,975 | |||||||||||
Xcel Energy Inc. | 6.500% | 7/1/36 | 500 | 682 | |||||||||||
Xcel Energy Inc. | 3.500% | 12/1/49 | 425 | 433 | |||||||||||
Natural Gas (0.5%) | |||||||||||||||
Atmos Energy Corp. | 5.500% | 6/15/41 | 1,425 | 1,832 | |||||||||||
Atmos Energy Corp. | 4.150% | 1/15/43 | 2,010 | 2,250 | |||||||||||
Atmos Energy Corp. | 4.125% | 10/15/44 | 4,255 | 4,770 | |||||||||||
Atmos Energy Corp. | 4.125% | 3/15/49 | 900 | 1,034 | |||||||||||
Atmos Energy Corp. | 3.375% | 9/15/49 | 500 | 505 | |||||||||||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 969 | 1,222 | |||||||||||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 1,100 | 1,151 | |||||||||||
KeySpan Corp. | 5.803% | 4/1/35 | 1,000 | 1,209 | |||||||||||
NiSource Finance Corp. | 5.950% | 6/15/41 | 1,535 | 1,961 | |||||||||||
NiSource Finance Corp. | 5.250% | 2/15/43 | 2,250 | 2,724 | |||||||||||
NiSource Finance Corp. | 4.800% | 2/15/44 | 2,175 | 2,494 | |||||||||||
NiSource Finance Corp. | 5.650% | 2/1/45 | 1,050 | 1,341 | |||||||||||
NiSource Finance Corp. | 4.375% | 5/15/47 | 3,555 | 3,966 | |||||||||||
NiSource Finance Corp. | 3.950% | 3/30/48 | 1,352 | 1,420 | |||||||||||
ONE Gas Inc. | 4.658% | 2/1/44 | 2,000 | 2,385 | |||||||||||
ONE Gas Inc. | 4.500% | 11/1/48 | 900 | 1,072 | |||||||||||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 850 | 959 | |||||||||||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 1,075 | 1,062 | |||||||||||
Sempra Energy | 3.800% | 2/1/38 | 3,055 | 3,180 | |||||||||||
Sempra Energy | 6.000% | 10/15/39 | 2,626 | 3,410 | |||||||||||
Sempra Energy | 4.000% | 2/1/48 | 3,135 | 3,255 | |||||||||||
Southern California Gas Co. | 5.125% | 11/15/40 | 225 | 271 | |||||||||||
Southern California Gas Co. | 3.750% | 9/15/42 | 1,550 | 1,618 | |||||||||||
Southern California Gas Co. | 4.125% | 6/1/48 | 1,450 | 1,601 | |||||||||||
Southern California Gas Co. | 4.300% | 1/15/49 | 600 | 679 | |||||||||||
Southern California Gas Co. | 3.950% | 2/15/50 | 1,100 | 1,232 | |||||||||||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 2,420 | 3,049 | |||||||||||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,580 | 1,714 | |||||||||||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | 996 | |||||||||||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 1,450 | 1,585 | |||||||||||
Southwest Gas Corp. | 3.800% | 9/29/46 | 1,000 | 1,024 | |||||||||||
Southwest Gas Corp. | 4.150% | 6/1/49 | 875 | 957 | |||||||||||
Washington Gas Light Co. | 3.796% | 9/15/46 | 1,000 | 1,041 | |||||||||||
Washington Gas Light Co. | 3.650% | 9/15/49 | 550 | 553 | |||||||||||
Other Utility (0.1%) | |||||||||||||||
American Water Capital Corp. | 6.593% | 10/15/37 | 1,953 | 2,772 | |||||||||||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,300 | 1,456 | |||||||||||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,150 | 1,306 | |||||||||||
American Water Capital Corp. | 4.000% | 12/1/46 | 425 | 460 | |||||||||||
American Water Capital Corp. | 3.750% | 9/1/47 | 2,176 | 2,288 | |||||||||||
American Water Capital Corp. | 4.200% | 9/1/48 | 2,850 | 3,213 | |||||||||||
American Water Capital Corp. | 4.150% | 6/1/49 | 1,730 | 1,938 | |||||||||||
Aqua America Inc. | 4.276% | 5/1/49 | 1,400 | 1,553 | |||||||||||
Veolia Environnement SA | 6.750% | 6/1/38 | 522 | 719 | |||||||||||
745,350 | |||||||||||||||
Total Corporate Bonds (Cost $5,415,623) | 6,109,802 | ||||||||||||||
Sovereign Bonds (4.2%) | |||||||||||||||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 2,575 | 2,855 | |||||||||||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 1,250 | 1,182 | |||||||||||
CNOOC Finance 2015 Australia Pty Ltd. | 4.200% | 5/5/45 | 500 | 556 | |||||||||||
CNOOC Nexen Finance 2014 ULC | 4.875% | 4/30/44 | 1,945 | 2,377 | |||||||||||
Ecopetrol SA | 7.375% | 9/18/43 | 2,525 | 3,409 |
105
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Ecopetrol SA | 5.875% | 5/28/45 | 6,799 | 7,989 | |||||||||||
Equinor ASA | 5.100% | 8/17/40 | 4,319 | 5,504 | |||||||||||
Equinor ASA | 4.250% | 11/23/41 | 2,275 | 2,633 | |||||||||||
Equinor ASA | 3.950% | 5/15/43 | 3,520 | 3,923 | |||||||||||
Equinor ASA | 4.800% | 11/8/43 | 2,940 | 3,705 | |||||||||||
Equinor ASA | 3.250% | 11/18/49 | 1,500 | 1,506 | |||||||||||
European Investment Bank | 4.875% | 2/15/36 | 3,390 | 4,549 | |||||||||||
Hydro-Quebec | 9.375% | 4/15/30 | 1,322 | 2,054 | |||||||||||
Inter-American Development Bank | 3.875% | 10/28/41 | 1,580 | 1,938 | |||||||||||
Inter-American Development Bank | 3.200% | 8/7/42 | 1,536 | 1,715 | |||||||||||
Inter-American Development Bank | 4.375% | 1/24/44 | 958 | 1,267 | |||||||||||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 1,225 | 1,597 | |||||||||||
4 | KFW | 0.000% | 4/18/36 | 4,595 | 3,136 | ||||||||||
4 | KFW | 0.000% | 6/29/37 | 3,690 | 2,457 | ||||||||||
Nexen Energy ULC | 7.875% | 3/15/32 | 1,550 | 2,235 | |||||||||||
Nexen Energy ULC | 5.875% | 3/10/35 | 2,069 | 2,629 | |||||||||||
Nexen Energy ULC | 6.400% | 5/15/37 | 1,630 | 2,242 | |||||||||||
Nexen Energy ULC | 7.500% | 7/30/39 | 3,039 | 4,724 | |||||||||||
2 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 1,950 | 2,182 | ||||||||||
2 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 3,690 | 5,461 | ||||||||||
2 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 2,750 | 2,953 | ||||||||||
2 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 11,770 | 14,153 | ||||||||||
2 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 7,540 | 8,878 | ||||||||||
3 | Petroleos Mexicanos | 6.840% | 1/23/30 | 12,461 | 13,343 | ||||||||||
Petroleos Mexicanos | 6.625% | 6/15/35 | 8,417 | 8,554 | |||||||||||
Petroleos Mexicanos | 6.625% | 6/15/38 | 2,450 | 2,397 | |||||||||||
Petroleos Mexicanos | 6.500% | 6/2/41 | 4,246 | 4,216 | |||||||||||
Petroleos Mexicanos | 5.500% | 6/27/44 | 2,725 | 2,433 | |||||||||||
Petroleos Mexicanos | 6.375% | 1/23/45 | 5,685 | 5,488 | |||||||||||
Petroleos Mexicanos | 5.625% | 1/23/46 | 5,931 | 5,336 | |||||||||||
Petroleos Mexicanos | 6.750% | 9/21/47 | 18,512 | 18,524 | |||||||||||
Petroleos Mexicanos | 6.350% | 2/12/48 | 9,405 | 9,073 | |||||||||||
3 | Petroleos Mexicanos | 7.690% | 1/23/50 | 22,753 | 24,837 | ||||||||||
Province of British Columbia | 7.250% | 9/1/36 | 990 | 1,551 | |||||||||||
Republic of Chile | 3.625% | 10/30/42 | 3,200 | 3,444 | |||||||||||
Republic of Chile | 3.860% | 6/21/47 | 3,145 | 3,490 | |||||||||||
2 | Republic of Chile | 3.500% | 1/25/50 | 3,150 | 3,264 | ||||||||||
Republic of Colombia | 10.375% | 1/28/33 | 2,000 | 3,215 | |||||||||||
Republic of Colombia | 7.375% | 9/18/37 | 4,602 | 6,549 | |||||||||||
Republic of Colombia | 6.125% | 1/18/41 | 8,625 | 11,098 | |||||||||||
2 | Republic of Colombia | 5.625% | 2/26/44 | 8,565 | 10,563 | ||||||||||
2 | Republic of Colombia | 5.000% | 6/15/45 | 14,085 | 16,259 | ||||||||||
Republic of Colombia | 5.200% | 5/15/49 | 3,050 | 3,639 | |||||||||||
Republic of Hungary | 7.625% | 3/29/41 | 3,928 | 6,433 | |||||||||||
Republic of Indonesia | 4.350% | 1/11/48 | 6,530 | 7,224 | |||||||||||
Republic of Indonesia | 5.350% | 2/11/49 | 3,450 | 4,447 | |||||||||||
Republic of Indonesia | 3.700% | 10/30/49 | 2,700 | 2,740 | |||||||||||
Republic of Italy | 5.375% | 6/15/33 | 4,003 | 4,585 | |||||||||||
Republic of Italy | 4.000% | 10/17/49 | 8,050 | 7,635 | |||||||||||
Republic of Korea | 4.125% | 6/10/44 | 4,138 | 5,030 | |||||||||||
Republic of Korea | 3.875% | 9/20/48 | 1,499 | 1,786 | |||||||||||
2 | Republic of Panama | 3.160% | 1/23/30 | 500 | 515 | ||||||||||
2 | Republic of Panama | 6.700% | 1/26/36 | 6,461 | 9,053 | ||||||||||
2 | Republic of Panama | 4.500% | 5/15/47 | 5,010 | 5,962 | ||||||||||
2 | Republic of Panama | 4.500% | 4/16/50 | 5,157 | 6,111 | ||||||||||
2 | Republic of Panama | 4.300% | 4/29/53 | 5,250 | 6,123 | ||||||||||
2 | Republic of Panama | 3.870% | 7/23/60 | 1,950 | 2,096 | ||||||||||
Republic of Peru | 2.844% | 6/20/30 | 1,925 | 1,991 | |||||||||||
Republic of Peru | 8.750% | 11/21/33 | 6,225 | 10,265 | |||||||||||
2 | Republic of Peru | 6.550% | 3/14/37 | 4,492 | 6,562 | ||||||||||
Republic of Peru | 5.625% | 11/18/50 | 7,516 | 10,904 | |||||||||||
Republic of the Philippines | 9.500% | 2/2/30 | 5,692 | 9,079 | |||||||||||
Republic of the Philippines | 7.750% | 1/14/31 | 5,875 | 8,680 | |||||||||||
Republic of the Philippines | 6.375% | 1/15/32 | 3,375 | 4,594 |
106
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Republic of the Philippines | 6.375% | 10/23/34 | 6,383 | 9,064 | |||||||||||
Republic of the Philippines | 5.000% | 1/13/37 | 3,875 | 4,945 | |||||||||||
Republic of the Philippines | 3.950% | 1/20/40 | 6,077 | 6,933 | |||||||||||
Republic of the Philippines | 3.700% | 3/1/41 | 4,722 | 5,348 | |||||||||||
Republic of the Philippines | 3.700% | 2/2/42 | 6,315 | 7,114 | |||||||||||
State of Israel | 4.500% | 1/30/43 | 5,520 | 6,574 | |||||||||||
State of Israel | 4.125% | 1/17/48 | 3,125 | 3,566 | |||||||||||
United Mexican States | 8.300% | 8/15/31 | 2,950 | 4,365 | |||||||||||
United Mexican States | 7.500% | 4/8/33 | 2,407 | 3,393 | |||||||||||
United Mexican States | 6.750% | 9/27/34 | 7,447 | 10,169 | |||||||||||
United Mexican States | 6.050% | 1/11/40 | 9,549 | 12,372 | |||||||||||
United Mexican States | 4.750% | 3/8/44 | 20,106 | 22,136 | |||||||||||
United Mexican States | 5.550% | 1/21/45 | 4,845 | 5,937 | |||||||||||
United Mexican States | 4.600% | 1/23/46 | 9,601 | 10,350 | |||||||||||
United Mexican States | 4.350% | 1/15/47 | 4,578 | 4,793 | |||||||||||
United Mexican States | 4.600% | 2/10/48 | 7,482 | 8,119 | |||||||||||
2 | United Mexican States | 4.500% | 1/31/50 | 3,600 | 3,894 | ||||||||||
United Mexican States | 5.750% | 10/12/10 | 5,570 | 6,551 | |||||||||||
Total Sovereign Bonds (Cost $467,009) | 514,520 | ||||||||||||||
Taxable Municipal Bonds (3.3%) | |||||||||||||||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 1,025 | 1,612 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 755 | 1,051 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.834% | 2/15/41 | 645 | 1,009 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.053% | 2/15/43 | 550 | 763 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 5.939% | 2/15/47 | 1,760 | 2,428 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.270% | 2/15/50 | 450 | 601 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 8.084% | 2/15/50 | 2,070 | 3,544 | |||||||||||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 1,095 | 1,603 | |||||||||||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 3,675 | 5,613 | |||||||||||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 2,790 | 4,529 | |||||||||||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 1,715 | 2,768 | |||||||||||
California GO | 7.700% | 11/1/30 | 1,260 | 1,320 | |||||||||||
California GO | 4.500% | 4/1/33 | 2,575 | 2,896 | |||||||||||
California GO | 7.500% | 4/1/34 | 7,080 | 10,661 | |||||||||||
California GO | 7.950% | 3/1/36 | 1,450 | 1,464 | |||||||||||
California GO | 4.600% | 4/1/38 | 1,925 | 2,133 | |||||||||||
California GO | 7.550% | 4/1/39 | 6,495 | 10,418 | |||||||||||
California GO | 7.300% | 10/1/39 | 5,405 | 8,254 | |||||||||||
California GO | 7.350% | 11/1/39 | 1,700 | 2,611 | |||||||||||
California GO | 7.625% | 3/1/40 | 4,165 | 6,669 | |||||||||||
California GO | 7.600% | 11/1/40 | 9,585 | 15,822 | |||||||||||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 1,000 | 1,094 | |||||||||||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 800 | 1,052 | |||||||||||
Chicago IL GO | 7.045% | 1/1/29 | 800 | 878 | |||||||||||
Chicago IL GO | 7.375% | 1/1/33 | 1,000 | 1,198 | |||||||||||
Chicago IL GO | 5.432% | 1/1/42 | 900 | 929 | |||||||||||
Chicago IL GO | 6.314% | 1/1/44 | 1,200 | 1,364 | |||||||||||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 2,045 | 2,676 | |||||||||||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 950 | 1,366 | |||||||||||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 300 | 362 |
107
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Chicago IL Transit Authority Sales Tax Receipts Revenue | 6.200% | 12/1/40 | 1,450 | 1,898 | |||||||||||
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 5,150 | 6,957 | |||||||||||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 1,450 | 2,285 | |||||||||||
Commonwealth Financing Authority Pennsylvania Revenue | 4.014% | 6/1/33 | 1,300 | 1,434 | |||||||||||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 1,000 | 1,073 | |||||||||||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 975 | 1,039 | |||||||||||
Connecticut GO | 5.632% | 12/1/29 | 1,500 | 1,821 | |||||||||||
Connecticut GO | 5.090% | 10/1/30 | 750 | 863 | |||||||||||
Connecticut GO | 5.850% | 3/15/32 | 2,550 | 3,284 | |||||||||||
Cook County IL GO | 6.229% | 11/15/34 | 1,050 | 1,374 | |||||||||||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 1,120 | |||||||||||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 1,445 | 2,059 | |||||||||||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 1,515 | 2,003 | |||||||||||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 1,665 | 2,311 | |||||||||||
Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,495 | 1,570 | |||||||||||
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 950 | 938 | |||||||||||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 1,375 | 1,361 | |||||||||||
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 1,000 | 1,239 | |||||||||||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 1,275 | 1,675 | |||||||||||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 1,325 | 1,818 | |||||||||||
George Washington University | 4.300% | 9/15/44 | 2,265 | 2,621 | |||||||||||
George Washington University | 4.868% | 9/15/45 | 200 | 250 | |||||||||||
George Washington University | 4.126% | 9/15/48 | 2,525 | 2,909 | |||||||||||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 3,855 | 5,191 | |||||||||||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 3,148 | 4,336 | |||||||||||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 845 | 1,142 | |||||||||||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 875 | 1,121 | |||||||||||
Houston TX GO | 6.290% | 3/1/32 | 2,570 | 3,099 | |||||||||||
Houston TX GO | 3.961% | 3/1/47 | 950 | 1,050 | |||||||||||
Illinois GO | 5.100% | 6/1/33 | 24,365 | 26,266 | |||||||||||
Illinois GO | 6.630% | 2/1/35 | 1,770 | 2,075 | |||||||||||
Illinois GO | 6.725% | 4/1/35 | 1,500 | 1,761 | |||||||||||
Illinois GO | 7.350% | 7/1/35 | 855 | 1,038 | |||||||||||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 1,670 | 2,217 | |||||||||||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 1,050 | 1,231 | |||||||||||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 1,075 | 1,270 | |||||||||||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 2,140 | 3,513 | |||||||||||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 1,025 | 1,379 | |||||||||||
Los Angeles CA Department of Water & Power Revenue | 6.166% | 7/1/40 | 625 | 638 | |||||||||||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 1,575 | 2,462 | |||||||||||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 1,625 | 2,608 | |||||||||||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 4,120 | 5,276 | |||||||||||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 3,065 | 4,225 | |||||||||||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 1,800 | 2,324 | |||||||||||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 700 | 1,085 | |||||||||||
Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | 6.250% | 5/15/43 | 895 | 1,293 |
108
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 850 | 1,134 | |||||||||||
Massachusetts GO | 4.500% | 8/1/31 | 1,200 | 1,391 | |||||||||||
Massachusetts GO | 5.456% | 12/1/39 | 3,035 | 3,939 | |||||||||||
Massachusetts GO | 2.813% | 9/1/43 | 1,320 | 1,256 | |||||||||||
Massachusetts GO | 2.900% | 9/1/49 | 1,250 | 1,180 | |||||||||||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 1,405 | 1,855 | |||||||||||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 950 | 950 | |||||||||||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 1,240 | 1,619 | |||||||||||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 1,000 | 1,429 | |||||||||||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 1,330 | 2,143 | |||||||||||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 1,605 | 1,718 | |||||||||||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 925 | 921 | |||||||||||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 1,650 | 1,646 | |||||||||||
Mississippi GO | 5.245% | 11/1/34 | 1,100 | 1,365 | |||||||||||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 1,400 | 1,471 | |||||||||||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 2,275 | 2,266 | |||||||||||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 1,450 | 1,438 | |||||||||||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 1,910 | 2,521 | |||||||||||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 2,464 | 3,865 | |||||||||||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 6,260 | 9,547 | |||||||||||
New York City NY GO | 5.206% | 10/1/31 | 1,070 | 1,268 | |||||||||||
New York City NY GO | 6.646% | 12/1/31 | 400 | 417 | |||||||||||
New York City NY GO | 6.246% | 6/1/35 | 1,075 | 1,092 | |||||||||||
New York City NY GO | 5.517% | 10/1/37 | 1,175 | 1,509 | |||||||||||
New York City NY GO | 6.271% | 12/1/37 | 1,450 | 2,012 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 975 | 1,366 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.790% | 6/15/41 | 170 | 173 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.790% | 6/15/41 | 680 | 691 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 1,030 | 1,452 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 800 | 1,154 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 1,480 | 2,145 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 1,460 | 2,007 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 1,645 | 2,396 | |||||||||||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.267% | 5/1/27 | 20 | 24 | |||||||||||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 1,525 | 1,895 | |||||||||||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 1,715 | 2,176 | |||||||||||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 1,150 | 1,452 | |||||||||||
New York Metropolitan Transportation Authority Revenue | 6.814% | 11/15/40 | 540 | 767 |
109
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 2,150 | 3,364 | |||||||||||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 700 | 901 | |||||||||||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 6.668% | 11/15/39 | 2,615 | 3,711 | |||||||||||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 350 | 347 | |||||||||||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.427% | 3/15/39 | 500 | 610 | |||||||||||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 1,830 | 2,251 | |||||||||||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 1,320 | 1,671 | |||||||||||
New York State Thruway Authority | 2.900% | 1/1/35 | 900 | 897 | |||||||||||
New York State Thruway Authority | 3.500% | 1/1/42 | 1,100 | 1,096 | |||||||||||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 1,275 | 1,370 | |||||||||||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 1,675 | 2,031 | |||||||||||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 2,835 | 4,448 | |||||||||||
NYU Langone Hospitals | 5.750% | 7/1/43 | 925 | 1,228 | |||||||||||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 2,175 | 2,772 | |||||||||||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 1,150 | 1,276 | |||||||||||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 1,782 | 2,259 | |||||||||||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,125 | 1,313 | |||||||||||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 1,180 | 1,572 | |||||||||||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 1,110 | 1,466 | |||||||||||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 1,695 | 2,263 | |||||||||||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 1,625 | 2,169 | |||||||||||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 2,375 | 3,068 | |||||||||||
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 | 762 | |||||||||||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 1,220 | 1,580 | |||||||||||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 7,095 | 8,696 | |||||||||||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 1,575 | 1,984 | |||||||||||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 1,635 | 1,555 | |||||||||||
Princeton University | 5.700% | 3/1/39 | 2,215 | 3,073 | |||||||||||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 1,010 | 1,465 | |||||||||||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 1,185 | 1,545 | |||||||||||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 700 | 689 | |||||||||||
Rutgers The State University of New Jersey | 3.270% | 5/1/43 | 400 | 396 | |||||||||||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 2,190 | 2,159 | |||||||||||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 1,050 | 1,058 | |||||||||||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 1,650 | 1,917 | |||||||||||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 1,520 | 1,891 | |||||||||||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 850 | 1,170 | |||||||||||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 1,450 | 1,994 | |||||||||||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 1,225 | 1,420 | |||||||||||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,015 | 1,465 | |||||||||||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 2,000 | 2,838 | |||||||||||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 1,440 | 2,189 | |||||||||||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 1,350 | 1,388 | |||||||||||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 1,500 | 1,834 | |||||||||||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 1,300 | 1,912 | |||||||||||
Texas GO | 5.517% | 4/1/39 | 3,290 | 4,441 | |||||||||||
Texas GO | 3.211% | 4/1/44 | 1,300 | 1,313 |
110
Vanguard®Long-Term Bond Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 3,800 | 4,575 | |||||||||||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 950 | 1,163 | |||||||||||
University of California Regents Medical Center Revenue | 6.548% | 5/15/48 | 1,350 | 1,949 | |||||||||||
University of California Regents Medical Center Revenue | 6.583% | 5/15/49 | 1,075 | 1,548 | |||||||||||
University of California Revenue | 4.601% | 5/15/31 | 1,000 | 1,143 | |||||||||||
University of California Revenue | 5.770% | 5/15/43 | 2,890 | 3,830 | |||||||||||
University of California Revenue | 4.131% | 5/15/45 | 1,500 | 1,649 | |||||||||||
University of California Revenue | 5.946% | 5/15/45 | 1,275 | 1,709 | |||||||||||
University of California Revenue | 4.858% | 5/15/12 | 2,675 | 3,298 | |||||||||||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 600 | 580 | |||||||||||
University of Pittsburgh-of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 1,475 | 1,430 | |||||||||||
University of Southern California | 5.250% | 10/1/11 | 1,000 | 1,408 | |||||||||||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 1,190 | 1,254 | |||||||||||
University of Texas Revenue | 3.354% | 8/15/47 | 1,000 | 1,042 | |||||||||||
University of Texas System Revenue Financing System Revenue | 4.794% | 8/15/46 | 1,075 | 1,333 | |||||||||||
University of Virginia Revenue | 4.179% | 9/1/17 | 1,025 | 1,211 | |||||||||||
Washington GO | 5.140% | 8/1/40 | 1,285 | 1,640 | |||||||||||
Wisconsin Annual Appropriation Revenue | 3.954% | 5/1/36 | 1,650 | 1,764 | |||||||||||
Total Taxable Municipal Bonds (Cost $339,452) | 413,152 | ||||||||||||||
Shares | |||||||||||||||
Temporary Cash Investment (0.2%) | |||||||||||||||
Money Market Fund (0.2%) | |||||||||||||||
5 | Vanguard Market Liquidity Fund (Cost $25,308) | 1.816% | 253,053 | 25,308 | |||||||||||
Total Investments (99.3%) (Cost $11,031,388) | 12,326,887 | ||||||||||||||
Other Assets and Liabilities—Net (0.7%) | 85,050 | ||||||||||||||
Net Assets (100%) | 12,411,937 |
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 December 31, 2019, the aggregate value of these securities was $164,716,000, representing 1.3% of net assets. |
4 | Guaranteed by the Federal Republic of Germany. |
5 | 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. |
111
© 2020 The Vanguard Group, Inc.
All rights reserved.
Vanguard Marketing Corporation, Distributor.
SNA3140 022020
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
U.S. Government and Agency Obligations (65.5%) | |||||||||||||||
U.S. Government Securities (42.0%) | |||||||||||||||
United States Treasury Note/Bond | 8.500% | 2/15/20 | 15,275 | 15,390 | |||||||||||
United States Treasury Note/Bond | 8.750% | 5/15/20 | 70 | 72 | |||||||||||
United States Treasury Note/Bond | 1.500% | 8/15/20 | 4 | 4 | |||||||||||
United States Treasury Note/Bond | 8.750% | 8/15/20 | 192,190 | 200,327 | |||||||||||
United States Treasury Note/Bond | 2.625% | 8/31/20 | 3 | 3 | |||||||||||
United States Treasury Note/Bond | 2.750% | 9/30/20 | 41 | 41 | |||||||||||
United States Treasury Note/Bond | 1.625% | 10/15/20 | 2 | 2 | |||||||||||
United States Treasury Note/Bond | 1.375% | 10/31/20 | 2 | 2 | |||||||||||
United States Treasury Note/Bond | 1.750% | 10/31/20 | 2 | 2 | |||||||||||
United States Treasury Note/Bond | 2.875% | 10/31/20 | 43 | 43 | |||||||||||
United States Treasury Note/Bond | 2.625% | 11/15/20 | 4 | 4 | |||||||||||
United States Treasury Note/Bond | 2.750% | 11/30/20 | 11 | 11 | |||||||||||
United States Treasury Note/Bond | 1.875% | 12/15/20 | 97,985 | 98,200 | |||||||||||
United States Treasury Note/Bond | 2.500% | 12/31/20 | 5 | 5 | |||||||||||
United States Treasury Note/Bond | 2.000% | 1/15/21 | 601,018 | 603,176 | |||||||||||
United States Treasury Note/Bond | 1.375% | 1/31/21 | 467,607 | 466,218 | |||||||||||
United States Treasury Note/Bond | 2.125% | 1/31/21 | 114,586 | 115,159 | |||||||||||
United States Treasury Note/Bond | 2.500% | 1/31/21 | 277,518 | 280,032 | |||||||||||
United States Treasury Note/Bond | 2.250% | 2/15/21 | 482,194 | 485,357 | |||||||||||
United States Treasury Note/Bond | 3.625% | 2/15/21 | 470,391 | 480,608 | |||||||||||
United States Treasury Note/Bond | 7.875% | 2/15/21 | 209,734 | 223,990 | |||||||||||
United States Treasury Note/Bond | 1.125% | 2/28/21 | 148,979 | 148,094 | |||||||||||
United States Treasury Note/Bond | 2.000% | 2/28/21 | 420,083 | 421,855 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/28/21 | 223,389 | 225,587 | |||||||||||
United States Treasury Note/Bond | 2.375% | 3/15/21 | 608,208 | 613,341 | |||||||||||
United States Treasury Note/Bond | 1.250% | 3/31/21 | 751,288 | 747,764 | |||||||||||
United States Treasury Note/Bond | 2.250% | 3/31/21 | 553,069 | 557,217 | |||||||||||
United States Treasury Note/Bond | 2.375% | 4/15/21 | 445,074 | 449,315 | |||||||||||
United States Treasury Note/Bond | 1.375% | 4/30/21 | 192,710 | 192,109 | |||||||||||
United States Treasury Note/Bond | 2.250% | 4/30/21 | 469,139 | 473,023 | |||||||||||
United States Treasury Note/Bond | 2.625% | 5/15/21 | 524,973 | 532,107 | |||||||||||
United States Treasury Note/Bond | 3.125% | 5/15/21 | 396,010 | 403,994 | |||||||||||
United States Treasury Note/Bond | 8.125% | 5/15/21 | 110 | 120 | |||||||||||
United States Treasury Note/Bond | 1.375% | 5/31/21 | 725,253 | 722,874 | |||||||||||
United States Treasury Note/Bond | 2.000% | 5/31/21 | 263,914 | 265,315 | |||||||||||
United States Treasury Note/Bond | 2.125% | 5/31/21 | 223,443 | 225,014 | |||||||||||
United States Treasury Note/Bond | 2.625% | 6/15/21 | 361,111 | 366,304 | |||||||||||
United States Treasury Note/Bond | 1.125% | 6/30/21 | 363,189 | 360,636 | |||||||||||
United States Treasury Note/Bond | 1.625% | 6/30/21 | 270,938 | 270,981 | |||||||||||
United States Treasury Note/Bond | 2.125% | 6/30/21 | 344,450 | 347,088 | |||||||||||
United States Treasury Note/Bond | 2.625% | 7/15/21 | 321,986 | 326,916 | |||||||||||
United States Treasury Note/Bond | 1.125% | 7/31/21 | 557,810 | 553,537 | |||||||||||
United States Treasury Note/Bond | 1.750% | 7/31/21 | 372,818 | 373,634 | |||||||||||
United States Treasury Note/Bond | 2.250% | 7/31/21 | 249,925 | 252,384 | |||||||||||
1 | United States Treasury Note/Bond | 2.125% | 8/15/21 | 113,948 | 114,873 | ||||||||||
United States Treasury Note/Bond | 2.750% | 8/15/21 | 741,294 | 754,615 | |||||||||||
United States Treasury Note/Bond | 8.125% | 8/15/21 | 35,690 | 39,376 | |||||||||||
United States Treasury Note/Bond | 1.125% | 8/31/21 | 227,781 | 225,965 | |||||||||||
United States Treasury Note/Bond | 1.500% | 8/31/21 | 97,350 | 97,183 | |||||||||||
United States Treasury Note/Bond | 2.000% | 8/31/21 | 408,715 | 411,335 | |||||||||||
United States Treasury Note/Bond | 2.750% | 9/15/21 | 524,387 | 534,382 | |||||||||||
United States Treasury Note/Bond | 1.125% | 9/30/21 | 627,836 | 622,638 | |||||||||||
United States Treasury Note/Bond | 1.500% | 9/30/21 | 174,676 | 174,376 | |||||||||||
United States Treasury Note/Bond | 2.125% | 9/30/21 | 365,066 | 368,260 | |||||||||||
United States Treasury Note/Bond | 2.875% | 10/15/21 | 284,148 | 290,453 | |||||||||||
United States Treasury Note/Bond | 1.250% | 10/31/21 | 607,894 | 604,095 | |||||||||||
United States Treasury Note/Bond | 1.500% | 10/31/21 | 505,672 | 504,883 | |||||||||||
United States Treasury Note/Bond | 2.000% | 10/31/21 | 278,940 | 280,946 | |||||||||||
United States Treasury Note/Bond | 2.000% | 11/15/21 | 331,482 | 334,021 | |||||||||||
United States Treasury Note/Bond | 2.875% | 11/15/21 | 771,193 | 789,270 | |||||||||||
United States Treasury Note/Bond | 1.500% | 11/30/21 | 66,686 | 66,582 |
1
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 132,807 | 133,180 | |||||||||||
United States Treasury Note/Bond | 1.875% | 11/30/21 | 207,760 | 208,896 | |||||||||||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 254,123 | 259,086 | |||||||||||
United States Treasury Note/Bond | 1.625% | 12/31/21 | 164,145 | 164,324 | |||||||||||
United States Treasury Note/Bond | 2.000% | 12/31/21 | 12,380 | 12,477 | |||||||||||
United States Treasury Note/Bond | 2.125% | 12/31/21 | 193,135 | 195,097 | |||||||||||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 553,972 | 563,755 | |||||||||||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 228,760 | 228,367 | |||||||||||
United States Treasury Note/Bond | 1.875% | 1/31/22 | 435,482 | 437,929 | |||||||||||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 273,916 | 276,099 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 626,278 | 638,021 | |||||||||||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 964,382 | 967,545 | |||||||||||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 531,386 | 534,543 | |||||||||||
United States Treasury Note/Bond | 2.375% | 3/15/22 | 878,400 | 893,227 | |||||||||||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 215,000 | 215,740 | |||||||||||
United States Treasury Note/Bond | 1.875% | 3/31/22 | 474,650 | 477,541 | |||||||||||
United States Treasury Note/Bond | 2.250% | 4/15/22 | 783,400 | 794,665 | |||||||||||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 240,880 | 241,709 | |||||||||||
United States Treasury Note/Bond | 1.875% | 4/30/22 | 372,882 | 375,213 | |||||||||||
United States Treasury Note/Bond | 1.750% | 5/15/22 | 25,000 | 25,082 | |||||||||||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 630,008 | 637,587 | |||||||||||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 982,325 | 985,852 | |||||||||||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 207,115 | 208,474 | |||||||||||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 668,810 | 671,211 | |||||||||||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 295,289 | 296,396 | |||||||||||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 227,735 | 230,652 | |||||||||||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 264,747 | 265,658 | |||||||||||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 507,257 | 510,585 | |||||||||||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 227,600 | 229,840 | |||||||||||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 755,098 | 753,090 | |||||||||||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 261,980 | 262,103 | |||||||||||
United States Treasury Note/Bond | 7.250% | 8/15/22 | 3,014 | 3,447 | |||||||||||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 416,750 | 416,879 | |||||||||||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 293,813 | 295,834 | |||||||||||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 206,742 | 206,161 | |||||||||||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 363,140 | 364,444 | |||||||||||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 459,345 | 462,648 | |||||||||||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 862,560 | 856,902 | |||||||||||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 354,240 | 356,677 | |||||||||||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 604,025 | 610,349 | |||||||||||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 808,480 | 808,731 | |||||||||||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 665,725 | 672,795 | |||||||||||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 689,585 | 689,909 | |||||||||||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 807,125 | 818,982 | |||||||||||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 302,602 | 303,737 | |||||||||||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 472,400 | 483,029 | |||||||||||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 70,831 | 71,617 | |||||||||||
United States Treasury Note/Bond | 7.125% | 2/15/23 | 163,535 | 190,953 | |||||||||||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 322,416 | 321,107 | |||||||||||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 319,461 | 329,195 | |||||||||||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 485,850 | 483,877 | |||||||||||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 485,701 | 498,907 | |||||||||||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 108,332 | 108,265 | |||||||||||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 234,973 | 243,380 | |||||||||||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 763,728 | 766,233 | |||||||||||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 367,450 | 367,277 | |||||||||||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 186,365 | 193,121 | |||||||||||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 275,345 | 272,850 | |||||||||||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 254,388 | 262,854 | |||||||||||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 165,261 | 162,937 | |||||||||||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 355,760 | 369,268 | |||||||||||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 511,760 | 526,872 | |||||||||||
United States Treasury Note/Bond | 6.250% | 8/15/23 | 208,228 | 241,707 | |||||||||||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 278,085 | 275,390 |
2
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 625,966 | 650,122 | |||||||||||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 327,230 | 323,856 | |||||||||||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 390,104 | 407,233 | |||||||||||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 202,790 | 202,474 | |||||||||||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 390,246 | 407,624 | |||||||||||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 275,962 | 287,045 | |||||||||||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 393,035 | 399,791 | |||||||||||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 261,591 | 273,444 | |||||||||||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 110,858 | 113,335 | |||||||||||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 132,471 | 137,335 | |||||||||||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 194,225 | 198,595 | |||||||||||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 778,645 | 803,951 | |||||||||||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 589,749 | 614,813 | |||||||||||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 583,624 | 594,018 | |||||||||||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 510,641 | 524,842 | |||||||||||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 962,029 | 979,461 | |||||||||||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 300,822 | 304,769 | |||||||||||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 666,576 | 682,201 | |||||||||||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 672,918 | 695,838 | |||||||||||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 1,092,454 | 1,106,787 | |||||||||||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 391,554 | 392,533 | |||||||||||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 419,533 | 425,037 | |||||||||||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 270,514 | 271,234 | |||||||||||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 254,475 | 259,246 | |||||||||||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 491,390 | 506,053 | |||||||||||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 478,544 | 469,121 | |||||||||||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 306,793 | 309,238 | |||||||||||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 208,503 | 206,679 | |||||||||||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 482,058 | 491,400 | |||||||||||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 575,721 | 570,683 | |||||||||||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 282,595 | 289,835 | |||||||||||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 606,889 | 622,346 | |||||||||||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 1,325 | 1,681 | |||||||||||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 980,256 | 971,836 | |||||||||||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 610,580 | 622,602 | |||||||||||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 450,730 | 451,929 | |||||||||||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 487,345 | 500,060 | |||||||||||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 212,880 | 221,063 | |||||||||||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 339,129 | 343,897 | |||||||||||
United States Treasury Note/Bond | 7.625% | 2/15/25 | 2,112 | 2,721 | |||||||||||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 278,661 | 292,856 | |||||||||||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 335,621 | 350,778 | |||||||||||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 208,494 | 220,611 | |||||||||||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 975,222 | 994,424 | |||||||||||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 255,590 | 270,527 | |||||||||||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 251,462 | 264,704 | |||||||||||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 293,610 | 311,136 | |||||||||||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 680,570 | 689,288 | |||||||||||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 48,414 | 61,652 | |||||||||||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 350,365 | 369,089 | |||||||||||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 359,032 | 383,267 | |||||||||||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 204,006 | 217,872 | |||||||||||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 742,427 | 762,034 | |||||||||||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 275,005 | 291,934 | |||||||||||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 360,095 | 377,369 | |||||||||||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 539,960 | 565,943 | |||||||||||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 776,005 | 768,245 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 351,250 | 365,683 | |||||||||||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 463,185 | 475,635 | |||||||||||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 354,170 | 366,346 | |||||||||||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 1,024,825 | 1,013,459 | |||||||||||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 322,175 | 328,367 | |||||||||||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 323,405 | 324,670 | |||||||||||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 302,795 | 303,837 |
3
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 637,414 | 624,468 | |||||||||||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 32,360 | 42,346 | |||||||||||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 465,567 | 452,475 | |||||||||||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 436,425 | 430,900 | |||||||||||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 215,019 | 212,129 | |||||||||||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 522,821 | 528,373 | |||||||||||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 50,779 | 66,148 | |||||||||||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 607,440 | 599,276 | |||||||||||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 206,585 | 205,424 | |||||||||||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 748,740 | 769,098 | |||||||||||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 452,574 | 469,052 | |||||||||||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 508,974 | 522,971 | |||||||||||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 33,585 | 44,395 | |||||||||||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 813,084 | 835,696 | |||||||||||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 667,601 | 711,409 | |||||||||||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 755,131 | 812,710 | |||||||||||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 940,238 | 1,013,257 | |||||||||||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 39,225 | 50,459 | |||||||||||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 866,900 | 953,053 | |||||||||||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 45,485 | 57,887 | |||||||||||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 697,211 | 738,828 | |||||||||||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 51,485 | 65,820 | |||||||||||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 787,767 | 818,789 | |||||||||||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 829,659 | 808,137 | |||||||||||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 75,855 | 103,921 | |||||||||||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 648,146 | 638,320 | |||||||||||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 131,653 | 185,054 | |||||||||||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 387,305 | 519,593 | |||||||||||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 219,911 | 291,692 | |||||||||||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 35,000 | 48,158 | |||||||||||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 59,400 | 84,079 | |||||||||||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 55,118 | 73,307 | |||||||||||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 5,613 | 7,585 | |||||||||||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 147,956 | 177,338 | |||||||||||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 109,385 | 143,943 | |||||||||||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 120,862 | 164,033 | |||||||||||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 186,056 | 248,965 | |||||||||||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 260,527 | 360,220 | |||||||||||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 209,735 | 281,603 | |||||||||||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 172,672 | 217,648 | |||||||||||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 319,132 | 422,502 | |||||||||||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 208,930 | 294,788 | |||||||||||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 183,418 | 247,299 | |||||||||||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 54,325 | 67,448 | |||||||||||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 78,330 | 88,868 | |||||||||||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 190,872 | 216,550 | |||||||||||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 183,799 | 204,533 | |||||||||||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 515,324 | 550,351 | |||||||||||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 648,150 | 691,900 | |||||||||||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 324,938 | 368,603 | |||||||||||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 512,230 | 558,331 | |||||||||||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 394,910 | 484,443 | |||||||||||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 388,181 | 485,649 | |||||||||||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 554,922 | 682,382 | |||||||||||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 384,981 | 455,783 | |||||||||||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 529,475 | 602,606 | |||||||||||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 375,027 | 418,271 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 450,359 | 459,857 | |||||||||||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 559,279 | 624,820 | |||||||||||
1 | United States Treasury Note/Bond | 2.875% | 8/15/45 | 403,828 | 441,562 | ||||||||||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 176,185 | 197,107 | |||||||||||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 429,975 | 439,112 | |||||||||||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 776,992 | 793,379 | |||||||||||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 445,311 | 432,855 |
4
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 656,620 | 720,332 | |||||||||||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 117,835 | 132,417 | |||||||||||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 192,429 | 216,182 | |||||||||||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 413,136 | 443,088 | |||||||||||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 460,604 | 493,924 | |||||||||||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 667,611 | 750,435 | |||||||||||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 558,044 | 642,448 | |||||||||||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 561,717 | 632,724 | |||||||||||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 368,844 | 444,977 | |||||||||||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 577,056 | 650,988 | |||||||||||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 710,393 | 783,322 | |||||||||||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 574,414 | 557,451 | |||||||||||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 576,400 | 574,688 | |||||||||||
104,398,374 | |||||||||||||||
Agency Bonds and Notes (1.1%) | |||||||||||||||
2 | AID-Iraq | 2.149% | 1/18/22 | 10,900 | 10,982 | ||||||||||
2 | AID-Israel | 5.500% | 9/18/23 | 542 | 614 | ||||||||||
2 | AID-Israel | 5.500% | 12/4/23 | 4,768 | 5,432 | ||||||||||
2 | AID-Israel | 5.500% | 4/26/24 | 20,405 | 23,493 | ||||||||||
2 | AID-Jordan | 2.578% | 6/30/22 | 3,400 | 3,460 | ||||||||||
2 | AID-Jordan | 3.000% | 6/30/25 | 5,200 | 5,409 | ||||||||||
2 | AID-Tunisia | 2.452% | 7/24/21 | 3,275 | 3,308 | ||||||||||
2 | AID-Tunisia | 1.416% | 8/5/21 | 3,860 | 3,841 | ||||||||||
2 | AID-Ukraine | 1.471% | 9/29/21 | 10,100 | 10,052 | ||||||||||
Federal Farm Credit Banks | 2.550% | 3/11/21 | 19,925 | 20,145 | |||||||||||
Federal Farm Credit Banks | 2.230% | 4/5/21 | 19,900 | 20,048 | |||||||||||
Federal Farm Credit Banks | 3.050% | 11/15/21 | 7,650 | 7,849 | |||||||||||
Federal Farm Credit Banks | 1.600% | 12/28/21 | 13,500 | 13,492 | |||||||||||
Federal Farm Credit Banks | 2.600% | 1/18/22 | 6,000 | 6,117 | |||||||||||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 8,000 | 8,031 | |||||||||||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,000 | 5,343 | |||||||||||
Federal Home Loan Banks | 1.375% | 2/18/21 | 24,475 | 24,414 | |||||||||||
Federal Home Loan Banks | 2.250% | 6/11/21 | 30,750 | 31,021 | |||||||||||
Federal Home Loan Banks | 5.625% | 6/11/21 | 19,450 | 20,553 | |||||||||||
Federal Home Loan Banks | 1.875% | 7/7/21 | 45,140 | 45,305 | |||||||||||
Federal Home Loan Banks | 1.125% | 7/14/21 | 61,790 | 61,320 | |||||||||||
Federal Home Loan Banks | 3.000% | 10/12/21 | 77,000 | 78,842 | |||||||||||
Federal Home Loan Banks | 1.625% | 11/19/21 | 38,030 | 38,027 | |||||||||||
Federal Home Loan Banks | 1.875% | 11/29/21 | 73,000 | 73,336 | |||||||||||
Federal Home Loan Banks | 1.625% | 12/20/21 | 50,200 | 50,196 | |||||||||||
Federal Home Loan Banks | 2.125% | 6/10/22 | 9,900 | 10,012 | |||||||||||
Federal Home Loan Banks | 2.000% | 9/9/22 | 12,975 | 13,094 | |||||||||||
Federal Home Loan Banks | 2.125% | 3/10/23 | 27,720 | 28,123 | |||||||||||
Federal Home Loan Banks | 2.500% | 2/13/24 | 57,095 | 58,846 | |||||||||||
Federal Home Loan Banks | 2.875% | 6/14/24 | 40,400 | 42,347 | |||||||||||
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,950 | 19,726 | |||||||||||
Federal Home Loan Banks | 5.375% | 8/15/24 | 24,750 | 28,709 | |||||||||||
Federal Home Loan Banks | 2.875% | 9/13/24 | 14,985 | 15,739 | |||||||||||
Federal Home Loan Banks | 3.250% | 11/16/28 | 83,325 | 91,119 | |||||||||||
Federal Home Loan Banks | 5.500% | 7/15/36 | 19,780 | 27,780 | |||||||||||
3 | Federal Home Loan Mortgage Corp. | 2.375% | 2/16/21 | 62,000 | 62,533 | ||||||||||
3 | Federal Home Loan Mortgage Corp. | 1.125% | 8/12/21 | 25,000 | 24,800 | ||||||||||
3 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 200,749 | 203,730 | ||||||||||
3 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 50,000 | 51,837 | ||||||||||
3 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 39,781 | 55,731 | ||||||||||
3 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 90,654 | 131,079 | ||||||||||
3 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 9,129 | 13,112 | ||||||||||
3 | Federal National Mortgage Assn. | 1.375% | 2/26/21 | 32,145 | 32,063 | ||||||||||
3 | Federal National Mortgage Assn. | 2.500% | 4/13/21 | 44,150 | 44,635 | ||||||||||
3 | Federal National Mortgage Assn. | 2.750% | 6/22/21 | 29,488 | 29,967 | ||||||||||
3 | Federal National Mortgage Assn. | 1.250% | 8/17/21 | 129,945 | 129,158 | ||||||||||
3 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 60,000 | 59,736 | ||||||||||
3 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 103,000 | 103,753 | ||||||||||
3 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 35,992 | 36,704 |
5
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 22,275 | 22,396 | ||||||||||
3 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 23,810 | 24,139 | ||||||||||
3 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 20,300 | 20,155 | ||||||||||
3 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 18,525 | 18,700 | ||||||||||
3 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 33,510 | 34,225 | ||||||||||
3 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 23,000 | 23,993 | ||||||||||
3 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 90,320 | 93,076 | ||||||||||
3 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 26,717 | 26,724 | ||||||||||
3 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 121,385 | 126,221 | ||||||||||
3 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 29,170 | 28,984 | ||||||||||
3 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 34,025 | 34,486 | ||||||||||
3 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 48,275 | 48,150 | ||||||||||
3 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 4,745 | 6,403 | ||||||||||
3 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 26,389 | 38,097 | ||||||||||
3 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 47,677 | 70,006 | ||||||||||
3 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 24,700 | 35,158 | ||||||||||
3 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 7,765 | 11,167 | ||||||||||
Private Export Funding Corp. | 4.300% | 12/15/21 | 10,975 | 11,524 | |||||||||||
Private Export Funding Corp. | 2.800% | 5/15/22 | 2,625 | 2,686 | |||||||||||
Private Export Funding Corp. | 2.050% | 11/15/22 | 8,335 | 8,376 | |||||||||||
Private Export Funding Corp. | 3.550% | 1/15/24 | 4,200 | 4,458 | |||||||||||
Private Export Funding Corp. | 2.450% | 7/15/24 | 8,300 | 8,470 | |||||||||||
Private Export Funding Corp. | 1.750% | 11/15/24 | 4,050 | 4,028 | |||||||||||
Private Export Funding Corp. | 3.250% | 6/15/25 | 2,475 | 2,629 | |||||||||||
Resolution Funding Corp. | 8.625% | 1/15/30 | 110 | 172 | |||||||||||
Tennessee Valley Authority | 3.875% | 2/15/21 | 12,915 | 13,211 | |||||||||||
Tennessee Valley Authority | 1.875% | 8/15/22 | 7,300 | 7,316 | |||||||||||
Tennessee Valley Authority | 2.875% | 9/15/24 | 9,637 | 10,069 | |||||||||||
Tennessee Valley Authority | 6.750% | 11/1/25 | 17,306 | 21,889 | |||||||||||
Tennessee Valley Authority | 2.875% | 2/1/27 | 30,250 | 31,711 | |||||||||||
Tennessee Valley Authority | 7.125% | 5/1/30 | 27,165 | 39,157 | |||||||||||
Tennessee Valley Authority | 4.700% | 7/15/33 | 7,950 | 9,959 | |||||||||||
Tennessee Valley Authority | 4.650% | 6/15/35 | 15,169 | 18,736 | |||||||||||
Tennessee Valley Authority | 5.880% | 4/1/36 | 10,200 | 14,345 | |||||||||||
Tennessee Valley Authority | 6.150% | 1/15/38 | 920 | 1,356 | |||||||||||
Tennessee Valley Authority | 5.500% | 6/15/38 | 2,550 | 3,533 | |||||||||||
Tennessee Valley Authority | 5.250% | 9/15/39 | 17,590 | 24,085 | |||||||||||
Tennessee Valley Authority | 4.875% | 1/15/48 | 6,951 | 9,509 | |||||||||||
Tennessee Valley Authority | 5.375% | 4/1/56 | 6,250 | 9,481 | |||||||||||
Tennessee Valley Authority | 4.625% | 9/15/60 | 7,468 | 10,223 | |||||||||||
Tennessee Valley Authority | 4.250% | 9/15/65 | 14,725 | 19,070 | |||||||||||
2,833,036 | |||||||||||||||
Conventional Mortgage-Backed Securities (22.3%) | |||||||||||||||
3,4 | Fannie Mae Pool | 2.000% | 11/1/27–11/1/34 | 109,135 | 108,817 | ||||||||||
3,4,5 | Fannie Mae Pool | 2.500% | 11/1/26–1/1/50 | 1,535,277 | 1,546,413 | ||||||||||
3,4,5 | Fannie Mae Pool | 3.000% | 9/1/20–12/1/49 | 5,457,491 | 5,591,192 | ||||||||||
3,4,5 | Fannie Mae Pool | 3.500% | 4/1/20–2/1/50 | 6,023,470 | 6,271,869 | ||||||||||
3,4 | Fannie Mae Pool | 4.000% | 1/1/20–11/1/49 | 5,002,997 | 5,262,663 | ||||||||||
3,4,5 | Fannie Mae Pool | 4.500% | 1/1/20–1/1/50 | 2,018,167 | 2,156,609 | ||||||||||
3,4,5 | Fannie Mae Pool | 5.000% | 1/1/20–1/1/50 | 602,733 | 659,000 | ||||||||||
3,4 | Fannie Mae Pool | 5.500% | 1/1/20–2/1/42 | 312,011 | 350,545 | ||||||||||
3,4 | Fannie Mae Pool | 6.000% | 1/1/20–5/1/41 | 201,704 | 229,928 | ||||||||||
3,4 | Fannie Mae Pool | 6.500% | 10/1/21–10/1/39 | 53,909 | 61,828 | ||||||||||
3,4 | Fannie Mae Pool | 7.000% | 10/1/22–11/1/38 | 15,438 | 17,525 | ||||||||||
3,4 | Fannie Mae Pool | 7.500% | 11/1/22–12/1/32 | 1,367 | 1,546 | ||||||||||
3,4 | Fannie Mae Pool | 8.000% | 3/1/22–9/1/31 | 475 | 528 | ||||||||||
3,4 | Fannie Mae Pool | 8.500% | 1/1/22–5/1/32 | 209 | 229 | ||||||||||
3,4 | Fannie Mae Pool | 9.000% | 12/1/20–8/1/30 | 42 | 44 | ||||||||||
3,4 | Fannie Mae Pool | 9.500% | 2/1/21–11/1/25 | 58 | 65 | ||||||||||
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28–12/1/31 | 51,656 | 51,541 | ||||||||||
3,4 | Freddie Mac Gold Pool | 2.500% | 6/1/22–3/1/43 | 787,637 | 798,307 | ||||||||||
3,4 | Freddie Mac Gold Pool | 3.000% | 3/1/21–12/1/47 | 2,761,822 | 2,839,224 | ||||||||||
3,4 | Freddie Mac Gold Pool | 3.500% | 9/1/20–7/1/48 | 3,381,257 | 3,529,014 | ||||||||||
3,4 | Freddie Mac Gold Pool | 4.000% | 1/1/20–2/1/49 | 2,516,131 | 2,654,982 |
6
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4 | Freddie Mac Gold Pool | 4.500% | 4/1/20–1/1/49 | 1,071,647 | 1,147,408 | ||||||||||
3,4 | Freddie Mac Gold Pool | 5.000% | 1/1/20–11/1/48 | 298,820 | 326,528 | ||||||||||
3,4 | Freddie Mac Gold Pool | 5.500% | 1/1/20–6/1/41 | 157,392 | 175,322 | ||||||||||
3,4 | Freddie Mac Gold Pool | 6.000% | 8/1/20–5/1/40 | 80,032 | 91,121 | ||||||||||
3,4 | Freddie Mac Gold Pool | 6.500% | 3/1/22–9/1/39 | 26,552 | 30,175 | ||||||||||
3,4 | Freddie Mac Gold Pool | 7.000% | 10/1/20–12/1/38 | 9,515 | 10,738 | ||||||||||
3,4 | Freddie Mac Gold Pool | 7.500% | 9/1/22–2/1/32 | 700 | 779 | ||||||||||
3,4 | Freddie Mac Gold Pool | 8.000% | 7/1/20–12/1/31 | 836 | 936 | ||||||||||
3,4 | Freddie Mac Gold Pool | 8.500% | 3/1/21–7/1/31 | 149 | 164 | ||||||||||
3,4 | Freddie Mac Gold Pool | 9.000% | 11/1/20–3/1/31 | 128 | 143 | ||||||||||
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 | ||||||||||
3,4 | Freddie Mac Pool | 4.000% | 1/1/49–5/1/49 | 59,925 | 62,796 | ||||||||||
3,4 | Freddie Mac Pool | 4.500% | 4/1/49 | 65,983 | 70,625 | ||||||||||
4 | Ginnie Mae I Pool | 3.000% | 1/15/26–3/15/45 | 152,141 | 156,504 | ||||||||||
4 | Ginnie Mae I Pool | 3.500% | 11/15/25–9/1/49 | 181,645 | 189,756 | ||||||||||
4 | Ginnie Mae I Pool | 4.000% | 6/15/24–7/1/49 | 223,959 | 236,888 | ||||||||||
4,5 | Ginnie Mae I Pool | 4.500% | 3/15/20–12/1/49 | 235,805 | 254,323 | ||||||||||
4 | Ginnie Mae I Pool | 4.750% | 8/15/33 | 11 | 13 | ||||||||||
4 | Ginnie Mae I Pool | 5.000% | 3/15/20–4/15/41 | 116,913 | 127,780 | ||||||||||
4 | Ginnie Mae I Pool | 5.500% | 10/15/20–2/15/41 | 66,265 | 73,706 | ||||||||||
4 | Ginnie Mae I Pool | 6.000% | 11/15/22–6/15/41 | 52,301 | 58,941 | ||||||||||
4 | Ginnie Mae I Pool | 6.500% | 9/15/23–1/15/39 | 12,161 | 13,407 | ||||||||||
4 | Ginnie Mae I Pool | 7.000% | 9/15/22–9/15/36 | 3,160 | 3,559 | ||||||||||
4 | Ginnie Mae I Pool | 7.500% | 9/15/22–6/15/32 | 1,410 | 1,554 | ||||||||||
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 | 902 | 1,006 | ||||||||||
4 | Ginnie Mae I Pool | 8.250% | 6/15/27 | 1 | 1 | ||||||||||
4 | Ginnie Mae I Pool | 8.500% | 5/15/21–3/15/31 | 182 | 195 | ||||||||||
4 | Ginnie Mae I Pool | 9.000% | 6/15/20–1/15/31 | 178 | 192 | ||||||||||
4 | Ginnie Mae I Pool | 9.500% | 5/15/20–9/15/25 | 13 | 13 | ||||||||||
4 | Ginnie Mae I Pool | 10.500% | 1/15/21–2/15/25 | 1 | 1 | ||||||||||
4,5 | Ginnie Mae II Pool | 2.500% | 6/20/27–1/1/50 | 510,057 | 512,095 | ||||||||||
4,5 | Ginnie Mae II Pool | 3.000% | 10/20/26–1/1/50 | 3,614,084 | 3,727,158 | ||||||||||
4,5 | Ginnie Mae II Pool | 3.500% | 9/20/25–9/20/49 | 5,340,298 | 5,556,719 | ||||||||||
4,5 | Ginnie Mae II Pool | 4.000% | 9/20/25–1/1/50 | 3,358,849 | 3,514,357 | ||||||||||
4 | Ginnie Mae II Pool | 4.500% | 12/20/20–1/1/50 | 1,654,947 | 1,758,716 | ||||||||||
4 | Ginnie Mae II Pool | 5.000% | 12/20/32–7/1/49 | 587,493 | 630,812 | ||||||||||
4 | Ginnie Mae II Pool | 5.500% | 8/20/23–1/20/49 | 101,744 | 112,506 | ||||||||||
4 | Ginnie Mae II Pool | 6.000% | 7/20/23–12/20/41 | 31,225 | 35,569 | ||||||||||
4 | Ginnie Mae II Pool | 6.500% | 3/20/31–9/20/40 | 13,342 | 15,443 | ||||||||||
4 | Ginnie Mae II Pool | 7.000% | 3/20/28–11/20/38 | 1,866 | 2,206 | ||||||||||
4 | Ginnie Mae II Pool | 7.500% | 8/20/30 | 3 | 3 | ||||||||||
4 | Ginnie Mae II Pool | 8.500% | 10/20/30 | 6 | 7 | ||||||||||
3,4 | UMBS Pool | 2.000% | 1/1/32 | 11,730 | 11,608 | ||||||||||
3,4 | UMBS Pool | 2.500% | 11/1/34–12/1/49 | 240,474 | 238,970 | ||||||||||
3,4,5 | UMBS Pool | 3.000% | 4/1/29–1/1/50 | 1,623,998 | 1,650,390 | ||||||||||
3,4,5 | UMBS Pool | 3.500% | 1/1/34–1/1/50 | 1,302,918 | 1,346,625 | ||||||||||
3,4,5 | UMBS Pool | 4.000% | 11/1/33–1/1/50 | 519,655 | 551,919 | ||||||||||
3,4 | UMBS Pool | 4.500% | 8/1/48–8/1/49 | 270,837 | 288,938 | ||||||||||
3,4 | UMBS Pool | 5.000% | 2/1/49–3/1/49 | 98,722 | 108,167 | ||||||||||
3,4 | UMBS TBA | 2.000% | 1/1/35 | 2,000 | 1,973 | ||||||||||
3,4,5 | UMBS TBA | 2.500% | 7/1/34–1/1/50 | 186,725 | 184,654 | ||||||||||
3,4,5 | UMBS TBA | 4.000% | 1/1/35–8/1/49 | 32,250 | 33,611 | ||||||||||
55,448,892 | |||||||||||||||
Nonconventional Mortgage-Backed Securities (0.1%) | |||||||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 4.034% | 12/1/41 | 1,046 | 1,078 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.592% | 9/1/37 | 1,331 | 1,368 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.353% | 4.441% | 1/1/35 | 71 | 74 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.392% | 3.811% | 10/1/37 | 575 | 592 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.460% | 4.572% | 2/1/37 | 2 | 2 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.509% | 4.082% | 7/1/36 | 288 | 300 |
7
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.553% | 2.443% | 9/1/43 | 600 | 600 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.555% | 3.564% | 10/1/34 | 5 | 5 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.560% | 2.272% | 7/1/43 | 6,104 | 6,119 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.607% | 3.607% | 11/1/33 | 125 | 133 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.609% | 3.642% | 12/1/33 | 233 | 246 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.615% | 4.643% | 4/1/37 | 50 | 53 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 4.748% | 2/1/36 | 500 | 509 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.625% | 4.135% | 8/1/35 | 648 | 688 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 4.752% | 3/1/38 | 109 | 112 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.633% | 4.633% | 1/1/35 | 1 | 1 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.510% | 11/1/36 | 68 | 71 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.643% | 4.476% | 1/1/37 | 217 | 231 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 4.283% | 7/1/35 | 390 | 410 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | 285 | 301 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 4.722% | 4/1/36 | 252 | 263 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 4.415% | 6/1/36 | 39 | 41 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.679% | 3.992% | 1/1/42 | 985 | 1,017 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.682% | 4.167% | 10/1/37 | 688 | 710 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 4.498% | 6/1/42 | 1,474 | 1,536 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.706% | 10/1/39 | 528 | 549 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.972% | 9/1/42 | 1,508 | 1,574 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 4.622% | 5/1/40 | 483 | 506 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 4.320% | 7/1/39 | 188 | 196 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 4.161% | 8/1/40 | 419 | 440 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 4.364% | 12/1/40 | 437 | 460 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 3.965% | 10/1/42 | 1,099 | 1,164 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.809% | 11/1/39 | 275 | 291 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.711% | 4.056% | 4/1/36 | 60 | 62 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.726% | 3.956% | 9/1/34 | 285 | 293 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.734% | 3.997% | 11/1/39 | 627 | 655 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.746% | 4.506% | 7/1/41 | 1,640 | 1,732 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 4.778% | 5/1/35 | 229 | 240 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.213% | 10/1/40 | 321 | 339 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.875% | 2/1/36 | 254 | 270 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.767% | 4.648% | 6/1/41 | 262 | 277 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.771% | 4.709% | 5/1/42 | 155 | 161 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.774% | 4.683% | 4/1/37 | 66 | 71 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 4.905% | 2/1/41 | 271 | 285 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.793% | 3.391% | 8/1/42 | 2,312 | 2,309 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 4.839% | 3/1/42 | 971 | 1,023 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.798% | 4.358% | 3/1/42 | 431 | 463 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.804% | 3.943% | 12/1/39 | 538 | 560 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 3.773% | 11/1/41 | 1,070 | 1,140 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.685% | 10/1/40 | 826 | 867 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.935% | 11/1/33–11/1/39 | 805 | 852 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 4.060% | 9/1/33 | 7 | 7 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 4.810% | 12/1/40 | 410 | 430 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.978% | 11/1/41 | 623 | 658 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 4.435% | 1/1/42 | 850 | 894 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.690% | 11/1/40 | 232 | 244 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.809% | 12/1/40 | 303 | 319 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.970% | 12/1/41 | 705 | 746 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 4.693% | 5/1/41 | 799 | 842 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 4.940% | 2/1/41 | 669 | 706 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.819% | 4.759% | 3/1/41 | 994 | 1,046 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 4.168% | 12/1/40 | 314 | 329 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.822% | 4.310% | 9/1/40 | 1,171 | 1,234 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.823% | 4.902% | 2/1/41 | 503 | 507 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 4.825% | 3/1/41 | 719 | 766 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 4.576% | 7/1/38 | 289 | 296 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 3.451% | 4/1/41 | 1,033 | 1,037 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.580% | 6/1/41 | 789 | 834 |
8
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 4.723% | 1/1/40 | 655 | 681 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.403% | 8/1/39 | 483 | 510 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.861% | 4.745% | 5/1/40 | 240 | 248 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 4.406% | 11/1/34 | 380 | 405 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.884% | 3.899% | 10/1/37 | 54 | 57 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.909% | 4.784% | 4/1/37 | 326 | 343 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 4.787% | 5/1/36 | 80 | 80 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 5.009% | 4/1/37 | 22 | 23 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.989% | 4.632% | 1/1/37 | 33 | 35 | ||||||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 4.667% | 10/1/36 | 222 | 238 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.155% | 4.780% | 12/1/37 | 637 | 658 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.185% | 4.721% | 5/1/36 | 45 | 48 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.189% | 3.939% | 12/1/35 | 3 | 4 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.190% | 4.450% | 12/1/36 | 10 | 10 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.238% | 4.613% | 7/1/38 | 223 | 236 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.268% | 4.268% | 9/1/33 | 3 | 3 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.268% | 4.415% | 12/1/35 | 208 | 220 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.268% | 4.893% | 5/1/33 | 3 | 3 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.275% | 4.025% | 11/1/32 | 8 | 9 | ||||||||||
3,4,6 | Fannie Mae Pool, 1Y CMT + 2.313% | 4.845% | 1/1/35 | 228 | 243 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.026% | 3.206% | 4/1/37 | 808 | 835 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.413% | 3.691% | 7/1/34 | 135 | 143 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.476% | 2.242% | 3/1/43 | 4,288 | 4,290 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.530% | 3.662% | 12/1/43 | 1,057 | 1,126 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.582% | 2.743% | 6/1/43 | 2,822 | 2,838 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.638% | 4.339% | 8/1/39 | 1,192 | 1,222 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.657% | 4.260% | 10/1/42 | 937 | 943 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.700% | 4.531% | 7/1/37 | 292 | 311 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.710% | 3.371% | 9/1/43 | 2,542 | 2,602 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.723% | 4.720% | 5/1/42 | 2,052 | 2,143 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.789% | 4.572% | 7/1/42 | 740 | 797 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 4.157% | 8/1/37 | 561 | 589 | ||||||||||
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.851% | 4.434% | 2/1/42 | 1,337 | 1,431 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 0.985% | 3.235% | 10/1/37 | 53 | 54 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.245% | 4.098% | 8/1/37 | 51 | 51 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550% | 4.675% | 4/1/37 | 1 | 1 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.564% | 4.420% | 3/1/37 | 79 | 81 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 4.695% | 3/1/37 | 31 | 32 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.588% | 3.921% | 9/1/37 | 290 | 296 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 4.625% | 1/1/38 | 80 | 85 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.807% | 11/1/43 | 536 | 553 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.830% | 12/1/36 | 294 | 311 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 4.515% | 5/1/42 | 183 | 184 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.711% | 10/1/37 | 535 | 557 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 4.767% | 2/1/37 | 190 | 202 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 4.738% | 1/1/35 | 60 | 64 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.865% | 12/1/36 | 427 | 439 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 4.713% | 12/1/40 | 1,109 | 1,151 |
9
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 4.625% | 5/1/38 | 65 | 68 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 4.750% | 4/1/33 | 2 | 2 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 4.799% | 3/1/36 | 11 | 11 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 3.730% | 12/1/36 | 151 | 161 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 4.765% | 4/1/35 | 1 | 2 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.770% | 3.925% | 12/1/34 | 7 | 7 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% | 3.977% | 3/1/36 | 4 | 4 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.796% | 3.871% | 12/1/34 | 300 | 305 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.798% | 4.529% | 6/1/37 | 609 | 650 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.798% | 4.761% | 5/1/33 | 16 | 16 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.833% | 4.190% | 3/1/42 | 796 | 840 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.834% | 4.220% | 12/1/35 | 369 | 389 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840% | 4.590% | 6/1/37 | 71 | 75 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.842% | 4.466% | 6/1/41 | 43 | 45 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.851% | 4.716% | 1/1/37 | 258 | 273 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.864% | 4.595% | 2/1/42 | 296 | 311 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.865% | 4.348% | 8/1/37 | 231 | 240 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.870% | 4.038% | 12/1/39 | 157 | 166 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.005% | 11/1/40 | 67 | 70 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.630% | 6/1/40 | 469 | 484 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.713% | 6/1/41 | 302 | 315 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.755% | 5/1/40 | 387 | 400 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.756% | 6/1/40 | 337 | 354 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.880% | 12/1/40 | 89 | 92 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.979% | 1/1/41 | 957 | 1,001 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 5.005% | 3/1/41 | 261 | 277 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.885% | 4.510% | 7/1/38 | 224 | 229 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 4.956% | 2/1/42 | 584 | 586 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.895% | 4.323% | 9/1/40 | 745 | 784 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.846% | 11/1/40 | 514 | 530 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 4.705% | 6/1/40 | 564 | 584 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 4.825% | 1/1/41 | 148 | 156 |
10
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 5.035% | 2/1/41 | 944 | 1,003 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.977% | 4.783% | 5/1/37 | 943 | 975 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 5.120% | 3/1/37 | 414 | 439 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.000% | 4.750% | 7/1/35 | 64 | 67 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 5.210% | 3/1/38 | 76 | 80 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.125% | 4.625% | 6/1/35 | 2 | 2 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.006% | 11/1/34 | 765 | 800 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.325% | 8/1/34 | 1 | 1 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.397% | 11/1/36 | 136 | 140 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.713% | 6/1/34 | 2 | 2 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.750% | 5/1/36 | 443 | 466 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.250% | 4.991% | 2/1/36 | 231 | 241 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.273% | 4.773% | 6/1/36 | 8 | 8 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.315% | 4.315% | 12/1/34 | 25 | 26 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.409% | 4.159% | 11/1/33 | 2 | 2 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.409% | 4.964% | 10/1/36 | 505 | 536 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 1Y CMT + 2.549% | 5.173% | 3/1/37 | 91 | 91 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 3.438% | 6/1/37 | 311 | 318 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 3.548% | 5/1/37 | 33 | 34 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 3.859% | 3/1/37 | 126 | 131 | ||||||||||
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 3.982% | 1/1/37 | 660 | 694 | ||||||||||
4,6 | Ginnie Mae II Pool, 1Y CMT + 1.500% | 3.250% | 7/20/38–8/20/41 | 1,883 | 1,941 | ||||||||||
4,6 | Ginnie Mae II Pool, 1Y CMT + 1.500% | 3.875% | 6/20/29–6/20/43 | 5,001 | 5,165 | ||||||||||
4,6 | Ginnie Mae II Pool, 1Y CMT + 1.500% | 4.000% | 1/20/41–1/20/44 | 8,990 | 9,234 | ||||||||||
4,6 | Ginnie Mae II Pool, 1Y CMT + 1.500% | 4.125% | 10/20/38–12/20/43 | 7,016 | 7,249 | ||||||||||
4,6 | Ginnie Mae II Pool, 1Y CMT + 2.000% | 4.375% | 5/20/41 | 511 | 525 | ||||||||||
4,6 | Ginnie Mae II Pool, 1Y CMT + 2.000% | 4.625% | 11/20/40 | 60 | 62 | ||||||||||
111,178 | |||||||||||||||
Total U.S. Government and Agency Obligations (Cost $158,880,382) | 162,791,480 | ||||||||||||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%) | |||||||||||||||
4 | Ally Auto Receivables Trust 2017-4 | 1.750% | 12/15/21 | 4,047 | 4,044 | ||||||||||
4 | Ally Auto Receivables Trust 2017-4 | 1.960% | 7/15/22 | 3,128 | 3,127 | ||||||||||
4 | Ally Auto Receivables Trust 2018-1 | 2.350% | 6/15/22 | 4,385 | 4,392 | ||||||||||
4 | Ally Auto Receivables Trust 2018-1 | 2.530% | 2/15/23 | 1,825 | 1,838 | ||||||||||
4 | Ally Auto Receivables Trust 2018-3 | 3.000% | 1/17/23 | 1,750 | 1,763 | ||||||||||
4 | Ally Auto Receivables Trust 2018-3 | 3.120% | 7/17/23 | 2,375 | 2,420 | ||||||||||
4 | Ally Auto Receivables Trust 2018-A4 | 3.090% | 6/15/23 | 2,230 | 2,264 | ||||||||||
4 | Ally Auto Receivables Trust 2019-2 | 2.230% | 1/16/24 | 15,900 | 15,952 | ||||||||||
4 | Ally Auto Receivables Trust 2019-2 | 2.260% | 8/15/24 | 1,875 | 1,889 | ||||||||||
4 | Ally Auto Receivables Trust 2019-4 | 1.840% | 6/17/24 | 13,355 | 13,342 | ||||||||||
4 | Ally Auto Receivables Trust 2019-4 | 1.920% | 1/15/25 | 1,600 | 1,595 | ||||||||||
4 | Ally Master Owner Trust Series 2018-1 | 2.700% | 1/17/23 | 23,500 | 23,664 | ||||||||||
4 | Ally Master Owner Trust Series 2018-2 | 3.290% | 5/15/23 | 6,275 | 6,381 | ||||||||||
4 | American Express Credit Account Master Trust 2017-1 | 1.930% | 9/15/22 | 14,900 | 14,897 | ||||||||||
4 | American Express Credit Account Master Trust 2017-3 | 1.770% | 11/15/22 | 8,500 | 8,497 | ||||||||||
4 | American Express Credit Account Master Trust 2017-6 | 2.040% | 5/15/23 | 21,800 | 21,831 | ||||||||||
4 | American Express Credit Account Master Trust 2017-7 | 2.350% | 5/15/25 | 13,300 | 13,470 | ||||||||||
4 | American Express Credit Account Master Trust 2018-1 | 2.670% | 10/17/22 | 15,725 | 15,749 | ||||||||||
4 | American Express Credit Account Master Trust 2018-2 | 3.010% | 10/15/25 | 14,150 | 14,629 | ||||||||||
4 | American Express Credit Account Master Trust 2018-4 | 2.990% | 12/15/23 | 18,000 | 18,269 | ||||||||||
4 | American Express Credit Account Master Trust 2018-8 | 3.180% | 4/15/24 | 2,200 | 2,249 | ||||||||||
4 | American Express Credit Account Master Trust 2019-1 | 2.870% | 10/15/24 | 845 | 863 | ||||||||||
4 | AmeriCredit Automobile Receivables Trust 2017-3 | 1.900% | 3/18/22 | 2,145 | 2,143 | ||||||||||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.070% | 12/19/22 | 5,250 | 5,282 | ||||||||||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.260% | 1/18/24 | 3,150 | 3,202 | ||||||||||
4 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.500% | 1/18/24 | 2,100 | 2,154 | ||||||||||
4 | AmeriCredit Automobile Receivables Trust 2019-1 | 2.970% | 11/20/23 | 5,025 | 5,084 |
11
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | BA Credit Card Trust 2017-A1 | 1.950% | 8/15/22 | 14,500 | 14,501 | ||||||||||
4 | BA Credit Card Trust 2018-A1 | 2.700% | 7/17/23 | 26,500 | 26,758 | ||||||||||
4 | BA Credit Card Trust 2019-A1 | 1.740% | 1/15/25 | 10,750 | 10,722 | ||||||||||
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.429% | 9/15/48 | 2,350 | 2,439 | ||||||||||
4 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.705% | 9/15/48 | 4,100 | 4,362 | ||||||||||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.574% | 2/15/50 | 9,108 | 9,731 | ||||||||||
4 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.748% | 2/15/50 | 3,542 | 3,712 | ||||||||||
4 | BANK 2017 - BNK5 | 3.390% | 6/15/60 | 9,750 | 10,314 | ||||||||||
4 | BANK 2017 - BNK5 | 3.624% | 6/15/60 | 4,450 | 4,653 | ||||||||||
4 | BANK 2017 - BNK6 | 3.518% | 7/15/60 | 3,388 | 3,612 | ||||||||||
4 | BANK 2017 - BNK6 | 3.741% | 7/15/60 | 3,388 | 3,616 | ||||||||||
4 | BANK 2017 - BNK7 | 3.175% | 9/15/60 | 5,925 | 6,143 | ||||||||||
4 | BANK 2017 - BNK7 | 3.435% | 9/15/60 | 3,675 | 3,897 | ||||||||||
4 | BANK 2017 - BNK7 | 3.748% | 9/15/60 | 4,100 | 4,342 | ||||||||||
4 | BANK 2017 - BNK8 | 3.488% | 11/15/50 | 8,000 | 8,512 | ||||||||||
4 | BANK 2017 - BNK8 | 3.731% | 11/15/50 | 1,325 | 1,399 | ||||||||||
4 | BANK 2017 - BNK9 | 3.279% | 11/15/54 | 8,000 | 8,377 | ||||||||||
4 | BANK 2017 - BNK9 | 3.538% | 11/15/54 | 8,000 | 8,537 | ||||||||||
4 | BANK 2018 - BN10 | 3.641% | 2/15/61 | 1,802 | 1,916 | ||||||||||
4 | BANK 2018 - BN10 | 3.688% | 2/15/61 | 13,650 | 14,721 | ||||||||||
4 | BANK 2018 - BN10 | 3.898% | 2/15/61 | 2,100 | 2,253 | ||||||||||
4 | BANK 2018 - BN11 | 4.046% | 3/15/61 | 5,550 | 6,126 | ||||||||||
4 | BANK 2018 - BN12 | 4.255% | 5/15/61 | 6,550 | 7,332 | ||||||||||
4 | BANK 2018 - BN12 | 4.359% | 5/15/61 | 2,100 | 2,367 | ||||||||||
4 | BANK 2018 - BN13 | 4.217% | 8/15/61 | 2,200 | 2,462 | ||||||||||
4 | BANK 2018 - BN14 | 4.128% | 9/15/60 | 3,425 | 3,636 | ||||||||||
4 | BANK 2018 - BN14 | 4.231% | 9/15/60 | 5,750 | 6,438 | ||||||||||
4 | BANK 2018 - BN14 | 4.481% | 9/15/60 | 1,550 | 1,722 | ||||||||||
4 | BANK 2018 - BN15 | 4.407% | 11/15/61 | 7,690 | 8,741 | ||||||||||
4 | BANK 2019 - BN16 | 4.005% | 2/15/52 | 6,625 | 7,328 | ||||||||||
4 | BANK 2019 - BN17 | 3.714% | 4/15/52 | 7,350 | 7,972 | ||||||||||
4 | BANK 2019 - BN17 | 3.976% | 4/15/52 | 1,750 | 1,875 | ||||||||||
4 | BANK 2019 - BN18 | 3.584% | 5/15/62 | 21,125 | 22,721 | ||||||||||
4 | BANK 2019 - BN18 | 3.826% | 5/15/62 | 2,575 | 2,747 | ||||||||||
4 | BANK 2019 - BN19 | 3.183% | 8/15/61 | 15,850 | 16,541 | ||||||||||
4 | BANK 2019 - BN20 | 3.011% | 9/15/61 | 10,250 | 10,550 | ||||||||||
4 | BANK 2019 - BN21 | 2.851% | 10/17/52 | 21,600 | 21,940 | ||||||||||
4 | BANK 2019 - BN21 | 3.093% | 10/17/52 | 4,325 | 4,342 | ||||||||||
4 | BANK 2019 - BN22 | 2.978% | 11/15/62 | 16,943 | 17,391 | ||||||||||
4 | BANK 2019 - BN23 | 2.920% | 12/15/52 | 10,705 | 10,935 | ||||||||||
4 | BANK 2019 - BN23 | 3.203% | 12/15/52 | 4,000 | 4,045 | ||||||||||
4 | BANK 2019 - BN24 | 2.960% | 11/15/62 | 8,050 | 8,250 | ||||||||||
4 | BANK 2019 - BN24 | 3.283% | 11/15/62 | 3,750 | 3,818 | ||||||||||
4 | Bank Of America Credit Card Trust 2018-A2 | 3.000% | 9/15/23 | 23,450 | 23,782 | ||||||||||
Bank of Nova Scotia | 1.875% | 4/26/21 | 8,800 | 8,798 | |||||||||||
4 | BBCMS Mortgage Trust 2017-C1 | 3.674% | 2/15/50 | 17,475 | 18,756 | ||||||||||
4 | BBCMS Mortgage Trust 2017-C1 | 3.898% | 2/15/50 | 4,675 | 4,982 | ||||||||||
4 | BBCMS Mortgage Trust 2018-C2 | 4.314% | 12/15/51 | 8,350 | 9,395 | ||||||||||
4 | BBCMS Mortgage Trust 2019-C3 | 3.583% | 5/15/52 | 21,595 | 22,945 | ||||||||||
4 | BBCMS Mortgage Trust 2019-C4 | 2.919% | 8/15/52 | 15,870 | 16,120 | ||||||||||
4 | BBCMS Mortgage Trust 2019-C4 | 3.171% | 8/15/52 | 1,325 | 1,338 | ||||||||||
4 | BBCMS Mortgage Trust 2019-C5 | 3.063% | 11/15/52 | 8,975 | 9,185 | ||||||||||
4 | BBCMS Mortgage Trust 2019-C5 | 3.366% | 11/15/52 | 5,375 | 5,492 | ||||||||||
4 | Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 | 5.450% | 1/12/45 | 937 | 939 | ||||||||||
4 | BENCHMARK 2018-B1 Mortgage Trust | 3.666% | 1/15/51 | 7,960 | 8,573 | ||||||||||
4 | BENCHMARK 2018-B1 Mortgage Trust | 3.878% | 1/15/51 | 2,600 | 2,772 | ||||||||||
4 | BENCHMARK 2018-B2 Mortgage Trust | 3.662% | 2/15/51 | 6,050 | 6,274 | ||||||||||
4 | BENCHMARK 2018-B2 Mortgage Trust | 3.882% | 2/15/51 | 17,575 | 19,066 | ||||||||||
4 | BENCHMARK 2018-B2 Mortgage Trust | 4.084% | 2/15/51 | 8,225 | 8,934 |
12
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | BENCHMARK 2018-B3 Mortgage Trust | 3.848% | 4/10/51 | 5,000 | 5,215 | ||||||||||
4 | BENCHMARK 2018-B3 Mortgage Trust | 4.025% | 4/10/51 | 13,150 | 14,505 | ||||||||||
4 | BENCHMARK 2018-B4 Mortgage Trust | 4.121% | 7/15/51 | 18,625 | 20,674 | ||||||||||
4 | BENCHMARK 2018-B4 Mortgage Trust | 4.311% | 7/15/51 | 3,250 | 3,570 | ||||||||||
4 | BENCHMARK 2018-B5 Mortgage Trust | 4.208% | 7/15/51 | 8,850 | 9,868 | ||||||||||
4 | BENCHMARK 2018-B5 Mortgage Trust | 4.419% | 7/15/51 | 1,750 | 1,928 | ||||||||||
4 | BENCHMARK 2018-B6 Mortgage Trust | 4.203% | 10/10/51 | 3,325 | 3,533 | ||||||||||
4 | BENCHMARK 2018-B6 Mortgage Trust | 4.261% | 10/10/51 | 4,025 | 4,509 | ||||||||||
4 | BENCHMARK 2018-B6 Mortgage Trust | 4.441% | 10/10/51 | 1,250 | 1,384 | ||||||||||
4 | BENCHMARK 2018-B7 Mortgage Trust | 4.510% | 5/15/53 | 12,400 | 14,178 | ||||||||||
4 | BENCHMARK 2018-B8 Mortgage Trust | 4.232% | 1/15/52 | 10,690 | 12,014 | ||||||||||
4 | BENCHMARK 2018-B8 Mortgage Trust | 4.532% | 1/15/52 | 3,400 | 3,803 | ||||||||||
4 | BENCHMARK 2019-B9 Mortgage Trust | 4.016% | 3/15/52 | 6,281 | 6,954 | ||||||||||
4 | BENCHMARK 2019-B10 Mortgage Trust | 3.717% | 3/15/62 | 6,100 | 6,636 | ||||||||||
4 | BENCHMARK 2019-B10 Mortgage Trust | 3.979% | 3/15/62 | 2,600 | 2,789 | ||||||||||
4 | BENCHMARK 2019-B11 Mortgage Trust | 3.542% | 5/15/52 | 15,840 | 17,005 | ||||||||||
4 | BENCHMARK 2019-B11 Mortgage Trust | 3.784% | 5/15/52 | 4,225 | 4,528 | ||||||||||
4 | BENCHMARK 2019-B13 Mortgage Trust | 2.952% | 8/15/57 | 16,175 | 16,513 | ||||||||||
4 | BENCHMARK 2019-B14 Mortgage Trust | 3.049% | 12/15/62 | 13,650 | 14,094 | ||||||||||
4 | BENCHMARK 2019-B15 Mortgage Trust | 2.928% | 12/15/72 | 13,355 | 13,513 | ||||||||||
4 | BMW Vehicle Lease Trust 2017-2 | 2.070% | 10/20/20 | 1,121 | 1,121 | ||||||||||
4 | BMW Vehicle Owner Trust 2018-A | 2.350% | 4/25/22 | 7,505 | 7,524 | ||||||||||
4 | BMW Vehicle Owner Trust 2018-A | 2.510% | 6/25/24 | 1,850 | 1,864 | ||||||||||
4 | Cantor Commercial Real Estate Lending 2019-CF1 | 3.786% | 5/15/52 | 4,025 | 4,342 | ||||||||||
4 | Cantor Commercial Real Estate Lending 2019-CF2 | 2.874% | 11/15/52 | 8,100 | 8,141 | ||||||||||
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.006% | 1/15/53 | 8,000 | 8,154 | ||||||||||
4 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.298% | 1/15/53 | 3,434 | 3,442 | ||||||||||
4 | Capital One Auto Receivables Trust 2019-1 | 2.510% | 11/15/23 | 6,330 | 6,381 | ||||||||||
4 | Capital One Auto Receivables Trust 2019-1 | 2.560% | 10/15/24 | 2,125 | 2,155 | ||||||||||
4 | Capital One Multi-Asset Execution Trust 2015-A2 | 2.080% | 3/15/23 | 12,000 | 12,008 | ||||||||||
4 | Capital One Multi-Asset Execution Trust 2015-A8 | 2.050% | 8/15/23 | 8,200 | 8,213 | ||||||||||
4 | Capital One Multi-Asset Execution Trust 2017-A1 | 2.000% | 1/17/23 | 9,475 | 9,476 | ||||||||||
4 | Capital One Multi-Asset Execution Trust 2017-A3 | 2.430% | 1/15/25 | 9,850 | 9,939 | ||||||||||
4 | Capital One Multi-Asset Execution Trust 2017-A4 | 1.990% | 7/17/23 | 15,200 | 15,217 | ||||||||||
4 | Capital One Multi-Asset Execution Trust 2017-A6 | 2.290% | 7/15/25 | 12,800 | 12,948 | ||||||||||
4 | Capital One Multi-Asset Execution Trust 2018-A1 | 3.010% | 2/15/24 | 6,775 | 6,868 | ||||||||||
4 | Capital One Multi-Asset Execution Trust 2019-A1 | 2.840% | 12/15/24 | 4,250 | 4,338 | ||||||||||
4 | CarMax Auto Owner Trust 2016-3 | 1.390% | 5/17/21 | 457 | 457 | ||||||||||
4 | CarMax Auto Owner Trust 2016-3 | 1.600% | 1/18/22 | 1,685 | 1,681 | ||||||||||
4 | CarMax Auto Owner Trust 2017-2 | 2.410% | 12/15/22 | 3,325 | 3,341 | ||||||||||
4 | CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/22 | 3,798 | 3,802 | ||||||||||
4 | CarMax Auto Owner Trust 2017-4 | 2.330% | 5/15/23 | 3,200 | 3,214 | ||||||||||
4 | CarMax Auto Owner Trust 2018-1 | 2.480% | 11/15/22 | 4,775 | 4,794 | ||||||||||
4 | CarMax Auto Owner Trust 2018-1 | 2.640% | 6/15/23 | 1,200 | 1,214 | ||||||||||
4 | CarMax Auto Owner Trust 2018-2 | 2.980% | 1/17/23 | 4,200 | 4,240 | ||||||||||
4 | CarMax Auto Owner Trust 2018-2 | 3.160% | 7/17/23 | 2,625 | 2,678 | ||||||||||
4 | CarMax Auto Owner Trust 2019-4 | 2.020% | 11/15/24 | 10,750 | 10,766 | ||||||||||
4 | CarMax Auto Owner Trust 2019-4 | 2.130% | 7/15/25 | 1,350 | 1,353 | ||||||||||
4 | CD 2016-CD1 Commercial Mortgage Trust | 2.724% | 8/10/49 | 9,075 | 9,167 | ||||||||||
4 | CD 2016-CD2 Commercial Mortgage Trust | 3.526% | 11/10/49 | 7,300 | 7,772 | ||||||||||
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.453% | 2/10/50 | 1,285 | 1,339 | ||||||||||
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.631% | 2/10/50 | 9,773 | 10,467 | ||||||||||
4 | CD 2017-CD3 Commercial Mortgage Trust | 3.833% | 2/10/50 | 2,542 | 2,684 | ||||||||||
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.514% | 5/10/50 | 5,133 | 5,442 | ||||||||||
4 | CD 2017-CD4 Commercial Mortgage Trust | 3.747% | 5/10/50 | 3,000 | 3,177 | ||||||||||
4 | CD 2017-CD5 Commercial Mortgage Trust | 3.431% | 8/15/50 | 3,500 | 3,687 | ||||||||||
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.332% | 11/13/50 | 3,300 | 3,454 | ||||||||||
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.456% | 11/13/50 | 6,575 | 6,924 | ||||||||||
4 | CD 2017-CD6 Commercial Mortgage Trust | 3.709% | 11/13/50 | 3,825 | 4,034 | ||||||||||
4 | CD 2018-CD7 Commercial Mortgage Trust | 4.279% | 8/15/51 | 7,375 | 8,287 | ||||||||||
4 | CD 2019-CD8 Commercial Mortgage Trust | 2.912% | 8/15/57 | 10,580 | 10,793 | ||||||||||
4 | CenterPoint Energy Transition Bond Co. IV LLC 2012-1 | 3.028% | 10/15/25 | 9,483 | 9,710 | ||||||||||
4 | CFCRE Commercial Mortgage Trust 2016-C3 | 3.865% | 1/10/48 | 5,800 | 6,180 | ||||||||||
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.283% | 5/10/58 | 8,250 | 8,547 |
13
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.691% | 5/10/58 | 5,900 | 6,140 | ||||||||||
4 | CFCRE Commercial Mortgage Trust 2016-C6 | 3.217% | 11/10/49 | 14,200 | 14,672 | ||||||||||
4 | CFCRE Commercial Mortgage Trust 2017-C8 | 3.572% | 6/15/50 | 3,650 | 3,876 | ||||||||||
4 | Chase Issuance Trust 2012-A7 | 2.160% | 9/15/24 | 20,440 | 20,574 | ||||||||||
4 | Chase Issuance Trust 2014-A2 | 2.770% | 3/15/23 | 11,150 | 11,273 | ||||||||||
4 | Chase Issuance Trust 2015-A4 | 1.840% | 4/15/22 | 8,400 | 8,396 | ||||||||||
4 | Chase Issuance Trust 2016-A4 | 1.490% | 7/15/22 | 9,850 | 9,829 | ||||||||||
4 | Citibank Credit Card Issuance Trust 2014-A1 | 2.880% | 1/23/23 | 10,460 | 10,565 | ||||||||||
4 | Citibank Credit Card Issuance Trust 2014-A5 | 2.680% | 6/7/23 | 14,767 | 14,949 | ||||||||||
4 | Citibank Credit Card Issuance Trust 2016-A2 | 2.190% | 11/20/23 | 11,325 | 11,390 | ||||||||||
4 | Citibank Credit Card Issuance Trust 2018-A1 | 2.490% | 1/20/23 | 27,800 | 27,982 | ||||||||||
4 | Citibank Credit Card Issuance Trust 2018-A3 | 3.290% | 5/23/25 | 26,125 | 27,251 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2012-GC8 | 3.024% | 9/10/45 | 5,211 | 5,314 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.093% | 4/10/46 | 3,165 | 3,243 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.422% | 4/10/46 | 2,000 | 2,061 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 3.942% | 9/10/46 | 913 | 942 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.371% | 9/10/46 | 1,975 | 2,110 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.649% | 9/10/46 | 2,875 | 3,077 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 3.675% | 11/10/46 | 694 | 712 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.131% | 11/10/46 | 3,150 | 3,347 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.544% | 11/10/46 | 1,150 | 1,239 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2013-GC17 | 5.095% | 11/10/46 | 1,150 | 1,248 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 3.552% | 3/10/47 | 990 | 1,019 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.023% | 3/10/47 | 1,700 | 1,807 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.345% | 3/10/47 | 1,425 | 1,521 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.477% | 5/10/47 | 554 | 569 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.855% | 5/10/47 | 3,025 | 3,199 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2014-GC21 | 4.328% | 5/10/47 | 2,450 | 2,581 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2014-GC23 | 3.622% | 7/10/47 | 3,875 | 4,095 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2014-GC25 | 3.635% | 10/10/47 | 8,525 | 8,979 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.137% | 2/10/48 | 11,450 | 11,849 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.571% | 2/10/48 | 4,550 | 4,721 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 2.674% | 4/10/48 | 1,961 | 1,963 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.192% | 4/10/48 | 9,075 | 9,422 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.758% | 4/10/48 | 4,365 | 4,499 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2015-GC31 | 3.762% | 6/10/48 | 4,625 | 4,923 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2015-GC33 | 3.778% | 9/10/58 | 5,725 | 6,107 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.003% | 5/10/49 | 3,400 | 3,490 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.209% | 5/10/49 | 6,500 | 6,755 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2016-C2 | 2.832% | 8/10/49 | 3,500 | 3,556 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2016-GC36 | 3.616% | 2/10/49 | 11,425 | 12,125 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2016-P4 | 2.902% | 7/10/49 | 3,825 | 3,906 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.458% | 8/15/50 | 13,430 | 14,166 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.711% | 8/15/50 | 2,675 | 2,808 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.471% | 10/12/50 | 8,000 | 8,513 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.764% | 10/12/50 | 2,125 | 2,258 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2018-B2 | 3.788% | 3/10/51 | 2,950 | 3,080 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2018-B2 | 4.009% | 3/10/51 | 15,825 | 17,296 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2019-GC41 | 2.869% | 8/10/56 | 13,210 | 13,400 | ||||||||||
4 | Citigroup Commercial Mortgage Trust 2019-GC43 | 3.038% | 11/10/52 | 16,100 | 16,533 | ||||||||||
4 | COMM 2012-CCRE2 Mortgage Trust | 3.147% | 8/15/45 | 2,580 | 2,634 | ||||||||||
4 | COMM 2012-CCRE2 Mortgage Trust | 3.791% | 8/15/45 | 2,950 | 3,026 | ||||||||||
4 | COMM 2012-CCRE3 Mortgage Trust | 2.822% | 10/15/45 | 4,889 | 4,942 | ||||||||||
4,7 | COMM 2012-CCRE3 Mortgage Trust | 3.416% | 10/15/45 | 3,548 | 3,609 | ||||||||||
4 | COMM 2012-CCRE4 Mortgage Trust | 2.853% | 10/15/45 | 5,119 | 5,180 | ||||||||||
4 | COMM 2012-CCRE5 Mortgage Trust | 2.771% | 12/10/45 | 1,500 | 1,521 | ||||||||||
4 | COMM 2013-CCRE10 Mortgage Trust | 4.210% | 8/10/46 | 1,120 | 1,191 | ||||||||||
4 | COMM 2013-CCRE11 Mortgage Trust | 3.660% | 8/10/50 | 1,159 | 1,189 | ||||||||||
4 | COMM 2013-CCRE11 Mortgage Trust | 3.983% | 8/10/50 | 1,909 | 2,013 | ||||||||||
4 | COMM 2013-CCRE11 Mortgage Trust | 4.258% | 8/10/50 | 6,600 | 7,057 | ||||||||||
4 | COMM 2013-CCRE11 Mortgage Trust | 4.715% | 8/10/50 | 1,430 | 1,540 | ||||||||||
4 | COMM 2013-CCRE12 Mortgage Trust | 2.904% | 10/10/46 | 72 | 72 | ||||||||||
4 | COMM 2013-CCRE12 Mortgage Trust | 3.623% | 10/10/46 | 1,340 | 1,378 | ||||||||||
4 | COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/46 | 2,275 | 2,340 |
14
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | COMM 2013-CCRE12 Mortgage Trust | 4.046% | 10/10/46 | 1,700 | 1,801 | ||||||||||
4 | COMM 2013-CCRE12 Mortgage Trust | 4.300% | 10/10/46 | 1,150 | 1,219 | ||||||||||
4 | COMM 2013-CCRE12 Mortgage Trust | 4.762% | 10/10/46 | 575 | 597 | ||||||||||
4 | COMM 2013-CCRE13 Mortgage Trust | 3.706% | 11/10/46 | 470 | 484 | ||||||||||
4 | COMM 2013-CCRE13 Mortgage Trust | 4.194% | 11/10/46 | 5,850 | 6,239 | ||||||||||
4 | COMM 2013-CCRE13 Mortgage Trust | 4.449% | 11/10/46 | 1,750 | 1,871 | ||||||||||
4 | COMM 2013-CCRE6 Mortgage Trust | 3.101% | 3/10/46 | 2,908 | 2,964 | ||||||||||
4 | COMM 2013-CCRE7 Mortgage Trust | 3.213% | 3/10/46 | 1,706 | 1,750 | ||||||||||
4 | COMM 2013-CCRE8 Mortgage Trust | 3.612% | 6/10/46 | 3,262 | 3,391 | ||||||||||
4 | COMM 2013-CCRE9 Mortgage Trust | 4.222% | 7/10/45 | 4,060 | 4,301 | ||||||||||
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 | 5,246 | 5,343 | ||||||||||
4 | COMM 2013-LC6 Mortgage Trust | 3.282% | 1/10/46 | 2,547 | 2,605 | ||||||||||
4 | COMM 2014-CCRE14 Mortgage Trust | 3.147% | 2/10/47 | 800 | 800 | ||||||||||
4 | COMM 2014-CCRE14 Mortgage Trust | 4.236% | 2/10/47 | 1,775 | 1,895 | ||||||||||
4 | COMM 2014-CCRE14 Mortgage Trust | 4.526% | 2/10/47 | 1,950 | 2,091 | ||||||||||
4 | COMM 2014-CCRE14 Mortgage Trust | 4.638% | 2/10/47 | 1,175 | 1,275 | ||||||||||
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 | 1,206 | 1,239 | ||||||||||
4 | COMM 2014-CCRE15 Mortgage Trust | 4.074% | 2/10/47 | 2,641 | 2,818 | ||||||||||
4 | COMM 2014-CCRE15 Mortgage Trust | 4.697% | 2/10/47 | 1,320 | 1,429 | ||||||||||
4 | COMM 2014-CCRE16 Mortgage Trust | 3.653% | 4/10/47 | 1,931 | 1,986 | ||||||||||
4 | COMM 2014-CCRE16 Mortgage Trust | 4.278% | 4/10/47 | 2,950 | 3,119 | ||||||||||
4 | COMM 2014-CCRE17 Mortgage Trust | 3.598% | 5/10/47 | 1,238 | 1,274 | ||||||||||
4 | COMM 2014-CCRE17 Mortgage Trust | 3.977% | 5/10/47 | 2,225 | 2,364 | ||||||||||
4 | COMM 2014-CCRE17 Mortgage Trust | 4.377% | 5/10/47 | 1,375 | 1,441 | ||||||||||
4 | COMM 2014-CCRE18 Mortgage Trust | 3.452% | 7/15/47 | 3,734 | 3,818 | ||||||||||
4 | COMM 2014-CCRE18 Mortgage Trust | 3.828% | 7/15/47 | 1,400 | 1,480 | ||||||||||
4 | COMM 2014-CCRE18 Mortgage Trust | 4.103% | 7/15/47 | 1,845 | 1,957 | ||||||||||
4 | COMM 2014-CCRE19 Mortgage Trust | 3.796% | 8/10/47 | 8,400 | 8,914 | ||||||||||
4 | COMM 2014-CCRE19 Mortgage Trust | 4.080% | 8/10/47 | 2,250 | 2,386 | ||||||||||
4 | COMM 2014-CCRE20 Mortgage Trust | 3.590% | 11/10/47 | 2,375 | 2,507 | ||||||||||
4 | COMM 2014-CCRE21 Mortgage Trust | 3.528% | 12/10/47 | 8,012 | 8,393 | ||||||||||
4 | COMM 2014-LC15 Mortgage Trust | 4.006% | 4/10/47 | 8,215 | 8,735 | ||||||||||
4 | COMM 2014-LC17 Mortgage Trust | 3.164% | 10/10/47 | 561 | 562 | ||||||||||
4 | COMM 2014-LC17 Mortgage Trust | 3.917% | 10/10/47 | 2,225 | 2,376 | ||||||||||
4 | COMM 2014-UBS2 Mortgage Trust | 2.820% | 3/10/47 | 225 | 225 | ||||||||||
4 | COMM 2014-UBS2 Mortgage Trust | 3.472% | 3/10/47 | 824 | 846 | ||||||||||
4 | COMM 2014-UBS2 Mortgage Trust | 3.961% | 3/10/47 | 2,533 | 2,679 | ||||||||||
4 | COMM 2014-UBS2 Mortgage Trust | 4.199% | 3/10/47 | 709 | 751 | ||||||||||
4 | COMM 2014-UBS2 Mortgage Trust | 4.701% | 3/10/47 | 449 | 478 | ||||||||||
4 | COMM 2014-UBS3 Mortgage Trust | 3.819% | 6/10/47 | 4,475 | 4,732 | ||||||||||
4 | COMM 2014-UBS4 Mortgage Trust | 3.694% | 8/10/47 | 5,575 | 5,865 | ||||||||||
4 | COMM 2014-UBS4 Mortgage Trust | 3.968% | 8/10/47 | 2,144 | 2,247 | ||||||||||
4 | COMM 2014-UBS5 Mortgage Trust | 3.838% | 9/10/47 | 6,650 | 7,045 | ||||||||||
4 | COMM 2014-UBS6 Mortgage Trust | 2.935% | 12/10/47 | 1,066 | 1,066 | ||||||||||
4 | COMM 2014-UBS6 Mortgage Trust | 3.387% | 12/10/47 | 5,600 | 5,746 | ||||||||||
4 | COMM 2014-UBS6 Mortgage Trust | 3.644% | 12/10/47 | 10,725 | 11,265 | ||||||||||
4 | COMM 2014-UBS6 Mortgage Trust | 4.048% | 12/10/47 | 2,800 | 2,959 | ||||||||||
4 | COMM 2015-CCRE22 Mortgage Trust | 2.856% | 3/10/48 | 1,105 | 1,105 | ||||||||||
4 | COMM 2015-CCRE22 Mortgage Trust | 3.309% | 3/10/48 | 7,950 | 8,298 | ||||||||||
4 | COMM 2015-CCRE22 Mortgage Trust | 3.603% | 3/10/48 | 2,850 | 2,964 | ||||||||||
4 | COMM 2015-CCRE23 Mortgage Trust | 3.257% | 5/10/48 | 3,475 | 3,570 | ||||||||||
4 | COMM 2015-CCRE23 Mortgage Trust | 3.497% | 5/10/48 | 5,219 | 5,490 | ||||||||||
4 | COMM 2015-CCRE23 Mortgage Trust | 3.801% | 5/10/48 | 2,325 | 2,450 | ||||||||||
4 | COMM 2015-CCRE25 Mortgage Trust | 3.759% | 8/10/48 | 5,725 | 6,110 | ||||||||||
4 | COMM 2015-CCRE26 Mortgage Trust | 3.630% | 10/10/48 | 11,600 | 12,272 | ||||||||||
4 | COMM 2015-CCRE27 Mortgage Trust | 3.404% | 10/10/48 | 5,900 | 6,096 | ||||||||||
4 | COMM 2015-CCRE27 Mortgage Trust | 3.612% | 10/10/48 | 5,900 | 6,243 | ||||||||||
4 | COMM 2015-LC19 Mortgage Trust | 3.040% | 2/10/48 | 1,150 | 1,173 | ||||||||||
4 | COMM 2015-LC19 Mortgage Trust | 3.183% | 2/10/48 | 5,894 | 6,114 | ||||||||||
4 | COMM 2015-LC19 Mortgage Trust | 3.527% | 2/10/48 | 2,687 | 2,798 | ||||||||||
4 | COMM 2016-CCRE28 Mortgage Trust | 3.762% | 2/10/49 | 8,575 | 9,149 | ||||||||||
4 | COMM 2016-DC2 Mortgage Trust | 3.550% | 2/10/49 | 7,000 | 7,282 |
15
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | COMM Mortgage Trust 2019-G44 | 2.950% | 8/15/57 | 6,400 | 6,526 | ||||||||||
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.505% | 4/15/50 | 5,550 | 5,837 | ||||||||||
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.791% | 4/15/50 | 2,825 | 2,971 | ||||||||||
4 | CSAIL 2015-C1 Commercial Mortgage Trust | 4.044% | 4/15/50 | 2,250 | 2,354 | ||||||||||
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.504% | 6/15/57 | 7,400 | 7,742 | ||||||||||
4 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.849% | 6/15/57 | 2,900 | 3,032 | ||||||||||
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.448% | 8/15/48 | 4,443 | 4,583 | ||||||||||
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.718% | 8/15/48 | 5,700 | 6,021 | ||||||||||
4 | CSAIL 2015-C3 Commercial Mortgage Trust | 4.104% | 8/15/48 | 2,625 | 2,734 | ||||||||||
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.617% | 11/15/48 | 3,550 | 3,682 | ||||||||||
4 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.808% | 11/15/48 | 4,600 | 4,920 | ||||||||||
4 | CSAIL 2016-C7 Commercial Mortgage Trust | 3.502% | 11/15/49 | 11,675 | 12,251 | ||||||||||
4 | CSAIL 2017-C8 Commercial Mortgage Trust | 3.392% | 6/15/50 | 10,250 | 10,830 | ||||||||||
4 | CSAIL 2017-CX10 Commercial Mortgage Trust | 3.458% | 11/15/50 | 8,000 | 8,422 | ||||||||||
4 | CSAIL 2017-CX9 Commercial Mortgage Trust | 3.446% | 9/15/50 | 3,275 | 3,435 | ||||||||||
4 | CSAIL 2018-CX11 Commercial Mortgage Trust | 4.033% | 4/15/51 | 15,825 | 17,363 | ||||||||||
4 | CSAIL 2018-CX12 Commercial Mortgage Trust | 4.224% | 8/15/51 | 2,975 | 3,265 | ||||||||||
4 | CSAIL 2019-C15 Commercial Mortgage Trust | 4.053% | 3/15/52 | 13,200 | 14,512 | ||||||||||
4 | CSAIL 2019-C16 Commercial Mortgage Trust | 3.329% | 6/15/52 | 15,960 | 16,736 | ||||||||||
4 | DBJPM 16-C1 Mortgage Trust | 3.276% | 5/10/49 | 4,275 | 4,464 | ||||||||||
4 | DBJPM 16-C3 Mortgage Trust | 2.890% | 8/10/49 | 5,000 | 5,112 | ||||||||||
4 | DBJPM 17-C6 Mortgage Trust | 3.328% | 6/10/50 | 7,900 | 8,258 | ||||||||||
4 | DBJPM 17-C6 Mortgage Trust | 3.561% | 6/10/50 | 2,174 | 2,268 | ||||||||||
4 | Discover Card Execution Note Trust 2015-A2 | 1.900% | 10/17/22 | 14,494 | 14,495 | ||||||||||
4 | Discover Card Execution Note Trust 2015-A4 | 2.190% | 4/17/23 | 11,500 | 11,531 | ||||||||||
4 | Discover Card Execution Note Trust 2017-A2 | 2.390% | 7/15/24 | 6,250 | 6,314 | ||||||||||
4 | Discover Card Execution Note Trust 2018-A1 | 3.030% | 8/15/25 | 13,150 | 13,504 | ||||||||||
4 | Discover Card Execution Note Trust 2019-A3 | 1.890% | 10/15/24 | 15,740 | 15,723 | ||||||||||
4 | Drive Auto Receivables Trust 2018-2 | 3.630% | 8/15/24 | 5,982 | 6,013 | ||||||||||
3,4 | Fannie Mae-Aces 2011-M2 | 3.764% | 4/25/21 | 5,635 | 5,728 | ||||||||||
3,4 | Fannie Mae-Aces 2011-M4 | 3.726% | 6/25/21 | 9,380 | 9,542 | ||||||||||
3,4 | Fannie Mae-Aces 2012-M5 | 2.715% | 2/25/22 | 4,920 | 4,961 | ||||||||||
3,4 | Fannie Mae-Aces 2013-M12 | 2.406% | 3/25/23 | 9,153 | 9,237 | ||||||||||
3,4 | Fannie Mae-Aces 2013-M14 | 2.651% | 4/25/23 | 4,271 | 4,315 | ||||||||||
3,4 | Fannie Mae-Aces 2013-M14 | 3.329% | 10/25/23 | 15,132 | 15,770 | ||||||||||
3,4 | Fannie Mae-Aces 2013-M4 | 2.608% | 3/25/22 | 108 | 108 | ||||||||||
3,4 | Fannie Mae-Aces 2013-M7 | 2.280% | 12/27/22 | 3,699 | 3,725 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M1 | 3.188% | 7/25/23 | 17,420 | 18,028 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M12 | 2.614% | 10/25/21 | 12,937 | 13,036 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M13 | 2.566% | 8/25/24 | 487 | 488 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M13 | 3.021% | 8/25/24 | 10,418 | 10,704 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M2 | 3.513% | 12/25/23 | 14,391 | 15,089 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M3 | 3.480% | 1/25/24 | 6,059 | 6,318 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M4 | 3.346% | 3/25/24 | 8,175 | 8,522 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M6 | 2.679% | 5/25/21 | 11,087 | 11,175 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M7 | 3.275% | 6/25/24 | 12,537 | 13,178 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M8 | 2.346% | 6/25/24 | 1,011 | 1,015 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M8 | 3.056% | 6/25/24 | 8,325 | 8,622 | ||||||||||
3,4 | Fannie Mae-Aces 2014-M9 | 3.103% | 7/25/24 | 10,459 | 10,844 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M1 | 2.532% | 9/25/24 | 15,000 | 15,153 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M10 | 3.092% | 4/25/27 | 4,600 | 4,812 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M11 | 2.829% | 4/25/25 | 3,000 | 3,100 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M12 | 2.796% | 5/25/25 | 11,600 | 11,891 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M15 | 2.923% | 10/25/25 | 14,400 | 14,885 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M2 | 2.620% | 12/25/24 | 9,739 | 9,980 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M3 | 2.723% | 10/25/24 | 5,650 | 5,769 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M4 | 2.509% | 7/25/22 | 5,123 | 5,156 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M7 | 2.590% | 12/25/24 | 10,028 | 10,196 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M8 | 2.344% | 1/25/25 | 3,706 | 3,733 | ||||||||||
3,4 | Fannie Mae-Aces 2015-M8 | 2.900% | 1/25/25 | 5,700 | 5,855 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M11 | 2.369% | 7/25/26 | 17,000 | 17,099 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M12 | 2.308% | 10/25/23 | 1,000 | 1,005 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M12 | 2.444% | 9/25/26 | 17,200 | 17,441 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M13 | 2.483% | 9/25/26 | 2,000 | 2,009 |
16
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4 | Fannie Mae-Aces 2016-M2 | 2.152% | 1/25/23 | 9,362 | 9,370 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M3 | 2.702% | 2/25/26 | 5,800 | 5,941 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M4 | 2.576% | 3/25/26 | 5,775 | 5,866 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M5 | 2.469% | 4/25/26 | 12,400 | 12,436 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M6 | 2.488% | 5/25/26 | 10,500 | 10,653 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M7 | 2.157% | 10/25/23 | 2,746 | 2,748 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M7 | 2.499% | 9/25/26 | 5,625 | 5,648 | ||||||||||
3,4 | Fannie Mae-Aces 2016-M9 | 2.292% | 6/25/26 | 18,939 | 18,787 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M1 | 2.417% | 10/25/26 | 12,988 | 13,121 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M10 | 2.561% | 7/25/24 | 5,910 | 6,022 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M11 | 2.980% | 8/25/29 | 4,000 | 4,164 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M12 | 3.079% | 6/25/27 | 19,650 | 20,403 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M13 | 2.939% | 9/25/27 | 1,500 | 1,547 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M15 | 3.136% | 11/25/27 | 15,725 | 16,363 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M2 | 2.801% | 2/25/27 | 7,600 | 7,853 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M3 | 2.483% | 12/25/26 | 10,730 | 10,901 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M4 | 2.586% | 12/25/26 | 16,000 | 16,156 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M7 | 2.961% | 2/25/27 | 12,125 | 12,578 | ||||||||||
3,4 | Fannie Mae-Aces 2017-M8 | 3.061% | 5/25/27 | 15,200 | 15,913 | ||||||||||
3,4 | Fannie Mae-Aces 2018-M1 | 2.985% | 12/25/27 | 2,000 | 2,088 | ||||||||||
3,4 | Fannie Mae-Aces 2018-M12 | 3.640% | 8/25/30 | 2,530 | 2,771 | ||||||||||
3,4 | Fannie Mae-Aces 2018-M14 | 3.578% | 8/25/28 | 6,200 | 6,711 | ||||||||||
3,4 | Fannie Mae-Aces 2018-M18 | 2.469% | 8/25/29 | 14,145 | 14,147 | ||||||||||
3,4 | Fannie Mae-Aces 2018-M2 | 2.902% | 1/25/28 | 26,525 | 27,326 | ||||||||||
3,4 | Fannie Mae-Aces 2018-M4 | 3.045% | 3/25/28 | 12,018 | 12,481 | ||||||||||
3,4 | Fannie Mae-Aces 2018-M7 | 3.052% | 3/25/28 | 7,275 | 7,600 | ||||||||||
3,4 | Fannie Mae-Aces 2018-M8 | 3.325% | 6/25/28 | 5,663 | 6,021 | ||||||||||
3,4 | Fannie Mae-Aces 2018-M8 | 3.610% | 2/25/31 | 17,675 | 19,142 | ||||||||||
3,4 | Fannie Mae-Aces 2019-M1 | 3.555% | 9/25/28 | 7,925 | 8,584 | ||||||||||
3,4 | Fannie Mae-Aces 2019-M2 | 3.631% | 11/25/28 | 11,675 | 12,724 | ||||||||||
3,4 | Fannie Mae-Aces 2019-M22 | 2.522% | 8/25/29 | 21,180 | 21,237 | ||||||||||
3,4 | Fannie Mae-Aces 2019-M5 | 3.273% | 1/25/29 | 10,525 | 11,159 | ||||||||||
3,4 | Fannie Mae-Aces 2019-M7 | 3.143% | 4/25/29 | 13,200 | 13,860 | ||||||||||
3,4 | Fannie Mae-Aces 2019-M9 | 2.937% | 4/25/29 | 18,875 | 19,557 | ||||||||||
3,4 | Federal Housing Administration | 7.430% | 10/1/20 | 1 | — | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K011 | 4.084% | 11/25/20 | 13,006 | 13,190 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K012 | 4.185% | 12/25/20 | 1,025 | 1,041 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K014 | 3.871% | 4/25/21 | 6,575 | 6,696 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K017 | 2.873% | 12/25/21 | 17,392 | 17,635 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K018 | 2.789% | 1/25/22 | 9,974 | 10,078 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K019 | 2.272% | 3/25/22 | 7,808 | 7,845 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K020 | 2.373% | 5/25/22 | 20,750 | 20,914 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K021 | 2.396% | 6/25/22 | 11,840 | 11,917 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K022 | 2.355% | 7/25/22 | 870 | 876 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K023 | 2.307% | 8/25/22 | 10,000 | 10,068 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K026 | 2.510% | 11/25/22 | 16,600 | 16,813 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K027 | 2.637% | 1/25/23 | 16,625 | 16,897 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K028 | 3.111% | 2/25/23 | 26,300 | 27,102 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K029 | 2.839% | 10/25/22 | 4,010 | 4,049 |
17
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K029 | 3.320% | 2/25/23 | 16,425 | 17,026 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 2.779% | 9/25/22 | 6,551 | 6,608 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K030 | 3.250% | 4/25/23 | 17,675 | 18,283 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K031 | 3.300% | 4/25/23 | 16,452 | 17,091 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.016% | 2/25/23 | 7,079 | 7,198 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.310% | 5/25/23 | 17,660 | 18,332 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 2.871% | 2/25/23 | 8,420 | 8,531 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K033 | 3.060% | 7/25/23 | 19,075 | 19,710 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K034 | 3.531% | 7/25/23 | 15,354 | 16,097 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K035 | 3.458% | 8/25/23 | 19,775 | 20,707 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K036 | 3.527% | 10/25/23 | 17,403 | 18,245 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K037 | 3.490% | 1/25/24 | 6,475 | 6,806 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 2.604% | 10/25/23 | 2,213 | 2,226 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K038 | 3.389% | 3/25/24 | 19,450 | 20,337 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 2.683% | 12/25/23 | 1,971 | 1,994 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K039 | 3.303% | 7/25/24 | 10,850 | 11,397 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 2.768% | 4/25/24 | 4,146 | 4,210 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K040 | 3.241% | 9/25/24 | 14,400 | 15,113 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K041 | 3.171% | 10/25/24 | 14,025 | 14,661 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.267% | 6/25/24 | 2,032 | 2,037 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.670% | 12/25/24 | 6,450 | 6,602 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 2.532% | 10/25/23 | 2,031 | 2,048 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K043 | 3.062% | 12/25/24 | 10,900 | 11,369 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K044 | 2.811% | 1/25/25 | 3,000 | 3,085 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 2.493% | 11/25/24 | 4,491 | 4,529 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K045 | 3.023% | 1/25/25 | 9,050 | 9,398 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K046 | 3.205% | 3/25/25 | 9,175 | 9,623 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 2.827% | 12/25/24 | 2,171 | 2,209 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K047 | 3.329% | 5/25/25 | 6,850 | 7,235 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K048 | 3.284% | 6/25/25 | 11,600 | 12,246 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K049 | 3.010% | 7/25/25 | 9,350 | 9,736 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K050 | 3.334% | 8/25/25 | 10,325 | 10,913 |
18
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K052 | 3.151% | 11/25/25 | 7,025 | 7,371 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K053 | 2.995% | 12/25/25 | 4,050 | 4,218 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K054 | 2.745% | 1/25/26 | 15,825 | 16,279 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K055 | 2.263% | 4/25/25 | 335 | 336 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K055 | 2.673% | 3/25/26 | 14,200 | 14,534 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K056 | 2.525% | 5/25/26 | 11,625 | 11,817 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K057 | 2.570% | 7/25/26 | 18,025 | 18,331 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K058 | 2.653% | 8/25/26 | 10,475 | 10,729 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K059 | 3.120% | 9/25/26 | 6,500 | 6,827 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K060 | 3.300% | 10/25/26 | 4,321 | 4,585 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K061 | 3.347% | 11/25/26 | 12,800 | 13,624 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K062 | 3.413% | 12/25/26 | 12,850 | 13,759 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K063 | 3.430% | 1/25/27 | 28,950 | 31,024 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K064 | 3.224% | 3/25/27 | 14,200 | 15,026 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K065 | 3.243% | 4/25/27 | 3,000 | 3,176 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K066 | 3.117% | 6/25/27 | 10,060 | 10,593 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K067 | 3.194% | 7/25/27 | 3,000 | 3,174 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K068 | 3.244% | 8/25/27 | 7,675 | 8,138 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K069 | 3.187% | 9/25/27 | 14,000 | 14,706 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K070 | 3.303% | 11/25/27 | 4,875 | 5,179 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K071 | 3.286% | 11/25/27 | 6,325 | 6,704 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K072 | 3.444% | 12/25/27 | 7,300 | 7,837 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K075 | 3.650% | 2/25/28 | 10,950 | 11,900 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K076 | 3.900% | 4/25/28 | 24,000 | 26,523 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K081 | 3.900% | 8/25/28 | 6,700 | 7,396 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K082 | 3.920% | 9/25/28 | 3,725 | 4,128 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K084 | 3.780% | 10/25/28 | 16,500 | 18,013 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K085 | 4.060% | 10/25/28 | 8,275 | 9,264 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K087 | 3.591% | 10/25/27 | 1,752 | 1,857 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K088 | 3.690% | 1/25/29 | 16,080 | 17,599 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K089 | 3.563% | 1/25/29 | 9,000 | 9,754 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K092 | 3.298% | 4/25/29 | 13,215 | 14,108 |
19
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K094 | 2.903% | 6/25/29 | 15,725 | 16,309 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K095 | 2.785% | 6/25/29 | 15,850 | 16,296 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K096 | 2.519% | 7/25/29 | 13,750 | 13,889 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K098 | 2.425% | 8/25/29 | 26,450 | 26,437 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K099 | 2.595% | 9/25/29 | 12,180 | 12,254 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K103 | 2.651% | 12/25/51 | 16,700 | 16,978 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.470% | 3/25/31 | 5,225 | 5,655 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.542% | 3/25/34 | 13,170 | 14,261 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K1513 | 2.797% | 8/25/34 | 11,900 | 12,009 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K152 | 3.080% | 1/25/31 | 5,800 | 5,975 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.294% | 3/25/29 | 10,000 | 10,699 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.117% | 10/25/31 | 8,700 | 8,998 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 11/25/32 | 5,202 | 5,715 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 4/25/33 | 11,212 | 12,391 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 5/25/33 | 3,600 | 4,026 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 8/25/33 | 4,625 | 5,234 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K504 | 2.566% | 9/25/20 | 2,179 | 2,181 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K713 | 2.313% | 3/25/20 | 11,365 | 11,352 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K714 | 3.034% | 10/25/20 | 22,788 | 22,873 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K716 | 2.413% | 1/25/21 | 164 | 164 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K716 | 3.130% | 6/25/21 | 18,645 | 18,850 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K717 | 2.991% | 9/25/21 | 11,179 | 11,306 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.375% | 9/25/21 | 4,584 | 4,600 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.791% | 1/25/22 | 10,825 | 10,975 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K722 | 2.183% | 5/25/22 | 2,999 | 3,001 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K722 | 2.406% | 3/25/23 | 2,000 | 2,019 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K731 | 3.600% | 2/25/25 | 13,200 | 13,986 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates K734 | 3.208% | 2/25/26 | 21,100 | 22,162 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates KS03 | 3.161% | 5/25/25 | 7,100 | 7,393 | ||||||||||
3,4 | FHLMC Multifamily Structured Pass Through Certificates KW01 | 2.853% | 1/25/26 | 11,600 | 11,971 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K073 | 3.350% | 1/25/28 | 8,675 | 9,258 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K074 | 3.600% | 1/25/28 | 16,150 | 17,520 |
20
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K077 | 3.850% | 5/25/28 | 1,000 | 1,098 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K078 | 3.854% | 6/25/28 | 6,500 | 7,153 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K079 | 3.926% | 6/25/28 | 2,457 | 2,722 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.736% | 4/25/28 | 973 | 1,045 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.926% | 7/25/28 | 6,775 | 7,510 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K087 | 3.771% | 12/25/28 | 12,150 | 13,317 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K087 | 2.537% | 10/25/29 | 19,195 | 19,428 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K090 | 3.422% | 2/25/29 | 12,175 | 13,061 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K101 | 2.524% | 10/25/29 | 21,365 | 21,525 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K15-14 | 2.859% | 10/25/34 | 13,375 | 13,528 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.424% | 4/25/32 | 2,100 | 2,253 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.459% | 11/25/32 | 2,475 | 2,668 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.718% | 1/25/31 | 4,175 | 4,593 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.794% | 1/25/34 | 6,775 | 7,514 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K715 | 2.856% | 1/25/21 | 6,033 | 6,064 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K720 | 2.716% | 6/25/22 | 7,525 | 7,624 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K723 | 2.454% | 8/25/23 | 10,425 | 10,553 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K724 | 3.062% | 11/25/23 | 9,500 | 9,816 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K725 | 3.002% | 1/25/24 | 26,090 | 26,895 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K725 | 2.946% | 7/25/24 | 12,500 | 12,888 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K726 | 2.905% | 4/25/24 | 13,000 | 13,299 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K728 | 3.064% | 8/25/24 | 16,000 | 16,592 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.452% | 9/25/24 | 1,196 | 1,230 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.590% | 1/25/25 | 15,975 | 16,910 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K732 | 3.700% | 5/25/25 | 13,200 | 14,020 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates K735 | 2.862% | 5/25/26 | 20,000 | 20,632 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.370% | 7/25/25 | 10,225 | 10,661 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.505% | 3/25/29 | 20,400 | 22,042 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 2.982% | 5/25/29 | 23,400 | 24,377 | ||||||||||
3,4 | FHLMC Multifamily Structures Pass Through Certificates KS02 | 2.720% | 7/25/26 | 10,806 | 11,088 | ||||||||||
4 | Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/23 | 7,400 | 7,457 | ||||||||||
4 | Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/26 | 2,375 | 2,410 | ||||||||||
4 | Ford Credit Auto Lease Trust 2018-A | 2.930% | 6/15/21 | 7,350 | 7,367 | ||||||||||
4 | Ford Credit Auto Lease Trust 2018-A | 3.050% | 8/15/21 | 775 | 780 |
21
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | Ford Credit Auto Lease Trust 2019-A | 2.900% | 5/15/22 | 3,450 | 3,482 | ||||||||||
4 | Ford Credit Auto Lease Trust 2019-A | 2.980% | 6/15/22 | 1,600 | 1,620 | ||||||||||
4 | Ford Credit Auto Owner Trust 2017-A | 1.670% | 6/15/21 | 1,472 | 1,471 | ||||||||||
4 | Ford Credit Auto Owner Trust 2017-A | 1.920% | 4/15/22 | 3,975 | 3,974 | ||||||||||
4 | Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/21 | 3,834 | 3,830 | ||||||||||
4 | Ford Credit Auto Owner Trust 2017-B | 1.870% | 9/15/22 | 1,065 | 1,065 | ||||||||||
4 | Ford Credit Auto Owner Trust 2017-C | 2.010% | 3/15/22 | 14,212 | 14,220 | ||||||||||
4 | Ford Credit Auto Owner Trust 2019-A | 2.780% | 9/15/23 | 9,225 | 9,350 | ||||||||||
4 | Ford Credit Auto Owner Trust 2019-A | 2.850% | 8/15/24 | 3,700 | 3,776 | ||||||||||
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-2 | 2.160% | 9/15/22 | 9,470 | 9,481 | ||||||||||
4 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 9,800 | 9,888 | ||||||||||
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-1 | 2.950% | 5/15/23 | 13,125 | 13,277 | ||||||||||
4 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 11,925 | 12,261 | ||||||||||
4 | GM Financial Automobile Leasing Trust 2018-1 | 2.610% | 1/20/21 | 3,751 | 3,755 | ||||||||||
4 | GM Financial Automobile Leasing Trust 2018-1 | 2.680% | 12/20/21 | 1,575 | 1,579 | ||||||||||
4 | GM Financial Automobile Leasing Trust 2018-2 | 3.060% | 6/21/21 | 2,369 | 2,376 | ||||||||||
4 | GM Financial Automobile Leasing Trust 2018-2 | 3.160% | 4/20/22 | 1,050 | 1,058 | ||||||||||
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 3/21/22 | 3,700 | 3,726 | ||||||||||
4 | GM Financial Automobile Leasing Trust 2019-2 | 2.720% | 3/20/23 | 1,725 | 1,739 | ||||||||||
4 | GM Financial Consumer Automobile 2018-2 | 2.810% | 12/16/22 | 6,300 | 6,349 | ||||||||||
4 | GM Financial Consumer Automobile 2018-2 | 3.020% | 12/18/23 | 5,250 | 5,347 | ||||||||||
4 | GS Mortgage Securities Corporation II 2013-GC10 | 2.943% | 2/10/46 | 4,077 | 4,147 | ||||||||||
4 | GS Mortgage Securities Trust 2011-GC5 | 3.707% | 8/10/44 | 3,220 | 3,275 | ||||||||||
4 | GS Mortgage Securities Trust 2012-GC6 | 3.482% | 1/10/45 | 12,627 | 12,860 | ||||||||||
4 | GS Mortgage Securities Trust 2012-GCJ7 | 3.377% | 5/10/45 | 5,977 | 6,065 | ||||||||||
4 | GS Mortgage Securities Trust 2012-GCJ9 | 2.773% | 11/10/45 | 5,462 | 5,533 | ||||||||||
4 | GS Mortgage Securities Trust 2013-GC10 | 3.279% | 2/10/46 | 1,529 | 1,564 | ||||||||||
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.135% | 6/10/46 | 5,682 | 5,824 | ||||||||||
4 | GS Mortgage Securities Trust 2013-GCJ12 | 3.375% | 6/10/46 | 1,792 | 1,839 | ||||||||||
4 | GS Mortgage Securities Trust 2013-GCJ14 | 3.817% | 8/10/46 | 1,066 | 1,096 | ||||||||||
4 | GS Mortgage Securities Trust 2013-GCJ14 | 4.243% | 8/10/46 | 7,350 | 7,821 | ||||||||||
4 | GS Mortgage Securities Trust 2013-GCJ16 | 3.813% | 11/10/46 | 894 | 922 | ||||||||||
4 | GS Mortgage Securities Trust 2013-GCJ16 | 4.271% | 11/10/46 | 1,525 | 1,627 | ||||||||||
4 | GS Mortgage Securities Trust 2014-GC18 | 4.074% | 1/10/47 | 10,725 | 11,404 | ||||||||||
4 | GS Mortgage Securities Trust 2014-GC18 | 4.383% | 1/10/47 | 1,975 | 2,088 | ||||||||||
4 | GS Mortgage Securities Trust 2014-GC22 | 3.467% | 6/10/47 | 1,982 | 2,029 | ||||||||||
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 | 2,070 | ||||||||||
4 | GS Mortgage Securities Trust 2014-GC24 | 3.931% | 9/10/47 | 7,125 | 7,602 | ||||||||||
4 | GS Mortgage Securities Trust 2014-GC24 | 4.511% | 9/10/47 | 1,675 | 1,746 | ||||||||||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.365% | 11/10/47 | 3,290 | 3,380 | ||||||||||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.629% | 11/10/47 | 11,450 | 12,101 | ||||||||||
4 | GS Mortgage Securities Trust 2014-GC26 | 3.964% | 11/10/47 | 2,000 | 2,118 | ||||||||||
4 | GS Mortgage Securities Trust 2014-GC26 | 4.215% | 11/10/47 | 1,700 | 1,780 | ||||||||||
4 | GS Mortgage Securities Trust 2015-GC28 | 3.396% | 2/10/48 | 6,200 | 6,489 | ||||||||||
4 | GS Mortgage Securities Trust 2015-GC30 | 2.726% | 5/10/50 | 3,476 | 3,477 | ||||||||||
4 | GS Mortgage Securities Trust 2015-GC30 | 3.382% | 5/10/50 | 5,700 | 5,971 | ||||||||||
4 | GS Mortgage Securities Trust 2015-GC32 | 3.513% | 7/10/48 | 5,775 | 5,987 | ||||||||||
4 | GS Mortgage Securities Trust 2015-GC32 | 3.764% | 7/10/48 | 2,275 | 2,428 | ||||||||||
4 | GS Mortgage Securities Trust 2015-GC34 | 3.278% | 10/10/48 | 5,900 | 6,084 | ||||||||||
4 | GS Mortgage Securities Trust 2015-GC34 | 3.506% | 10/10/48 | 5,600 | 5,891 | ||||||||||
4 | GS Mortgage Securities Trust 2016-GS2 | 3.050% | 5/10/49 | 4,425 | 4,572 | ||||||||||
4 | GS Mortgage Securities Trust 2016-GS3 | 2.850% | 10/10/49 | 11,450 | 11,703 | ||||||||||
4 | GS Mortgage Securities Trust 2016-GS4 | 3.442% | 11/10/49 | 3,950 | 4,173 | ||||||||||
4 | GS Mortgage Securities Trust 2016-GS4 | 3.645% | 11/10/49 | 2,925 | 3,055 | ||||||||||
4 | GS Mortgage Securities Trust 2017-GS5 | 3.674% | 3/10/50 | 8,350 | 8,950 | ||||||||||
4 | GS Mortgage Securities Trust 2017-GS5 | 3.826% | 3/10/50 | 3,350 | 3,550 | ||||||||||
4 | GS Mortgage Securities Trust 2017-GS6 | 3.433% | 5/10/50 | 8,250 | 8,722 | ||||||||||
4 | GS Mortgage Securities Trust 2017-GS7 | 3.430% | 8/10/50 | 13,194 | 13,847 | ||||||||||
4 | GS Mortgage Securities Trust 2017-GS7 | 3.663% | 8/10/50 | 3,519 | 3,713 |
22
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | GS Mortgage Securities Trust 2019-GC39 | 3.567% | 5/10/52 | 5,275 | 5,644 | ||||||||||
4 | GS Mortgage Securities Trust 2019-GC4 | 3.212% | 9/1/52 | 3,775 | 3,845 | ||||||||||
4 | GS Mortgage Securities Trust 2019-GC40 | 3.160% | 7/10/52 | 7,970 | 8,285 | ||||||||||
4 | GS Mortgage Securities Trust 2019-GS4 | 3.001% | 9/1/52 | 16,200 | 16,584 | ||||||||||
4 | GS Mortgage Securities Trust 2019-GSA1 | 3.048% | 11/10/52 | 7,164 | 7,332 | ||||||||||
4 | Honda Auto Receivables 2017-2 Owner Trust | 1.680% | 8/16/21 | 3,420 | 3,417 | ||||||||||
4 | Honda Auto Receivables 2017-2 Owner Trust | 1.870% | 9/15/23 | 1,864 | 1,863 | ||||||||||
4 | Honda Auto Receivables 2017-4 Owner Trust | 2.050% | 11/22/21 | 3,255 | 3,257 | ||||||||||
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.640% | 2/15/22 | 10,974 | 11,020 | ||||||||||
4 | Honda Auto Receivables 2018-1 Owner Trust | 2.830% | 5/15/24 | 3,575 | 3,618 | ||||||||||
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.010% | 5/18/22 | 3,650 | 3,683 | ||||||||||
4 | Honda Auto Receivables 2018-2 Owner Trust | 3.160% | 8/19/24 | 2,600 | 2,651 | ||||||||||
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.520% | 6/21/23 | 8,975 | 9,057 | ||||||||||
4 | Honda Auto Receivables 2018-4 Owner Trust | 2.540% | 3/21/25 | 1,720 | 1,745 | ||||||||||
4 | Hyundai Auto Receivables Trust 2016-B | 1.290% | 4/15/21 | 521 | 521 | ||||||||||
4 | Hyundai Auto Receivables Trust 2016-B | 1.450% | 11/15/22 | 3,625 | 3,614 | ||||||||||
4 | Hyundai Auto Receivables Trust 2018-A | 2.790% | 7/15/22 | 3,425 | 3,449 | ||||||||||
4 | Hyundai Auto Receivables Trust 2018-A | 2.940% | 6/17/24 | 4,200 | 4,266 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 | 3.507% | 5/15/45 | 6,623 | 6,808 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 | 2.829% | 10/15/45 | 5,147 | 5,222 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX | 3.483% | 6/15/45 | 7,223 | 7,367 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 | 2.840% | 12/15/47 | 2,982 | 3,026 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.143% | 12/15/47 | 2,278 | 2,338 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.372% | 12/15/47 | 1,735 | 1,781 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.674% | 12/15/46 | 1,200 | 1,232 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.881% | 12/15/46 | 2,300 | 2,428 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.166% | 12/15/46 | 9,174 | 9,803 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.517% | 12/15/46 | 1,600 | 1,718 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.962% | 12/15/46 | 1,600 | 1,732 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | 2.960% | 4/15/46 | 11,478 | 11,740 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | 3.805% | 7/15/47 | 850 | 899 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | 3.914% | 1/15/49 | 4,600 | 4,946 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 2.870% | 8/15/49 | 14,325 | 14,601 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.648% | 12/15/49 | 5,800 | 6,174 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.870% | 12/15/49 | 4,650 | 4,934 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.050% | 7/15/50 | 2,026 | 2,041 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.490% | 7/15/50 | 3,000 | 3,167 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.744% | 7/15/50 | 4,500 | 4,746 | ||||||||||
4 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR4 | 4.029% | 3/10/52 | 13,000 | 14,374 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 3.664% | 7/15/45 | 1,776 | 1,858 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 4.039% | 7/15/45 | 1,184 | 1,241 |
23
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 3.761% | 8/15/46 | 1,211 | 1,246 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.133% | 8/15/46 | 4,470 | 4,736 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.409% | 8/15/46 | 1,260 | 1,331 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 3.659% | 11/15/45 | 314 | 322 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.131% | 11/15/45 | 2,940 | 3,135 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.420% | 11/15/45 | 1,680 | 1,787 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 3.705% | 1/15/47 | 1,329 | 1,371 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.199% | 1/15/47 | 5,500 | 5,892 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.458% | 1/15/47 | 1,100 | 1,175 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.892% | 1/15/47 | 1,650 | 1,781 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.079% | 2/15/47 | 6,590 | 7,033 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.439% | 2/15/47 | 1,173 | 1,250 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.810% | 2/15/47 | 1,422 | 1,515 | ||||||||||
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 | 2,845 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.997% | 4/15/47 | 2,800 | 2,982 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 4.243% | 4/15/47 | 2,225 | 2,372 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.428% | 8/15/47 | 1,246 | 1,280 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.775% | 8/15/47 | 1,375 | 1,457 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.997% | 8/15/47 | 1,670 | 1,757 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 3.801% | 9/15/47 | 8,325 | 8,850 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 4.110% | 9/15/47 | 2,225 | 2,355 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 3.934% | 9/15/47 | 4,175 | 4,452 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 4.202% | 9/15/47 | 2,462 | 2,632 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 2.940% | 11/15/47 | 709 | 709 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.639% | 11/15/47 | 2,275 | 2,402 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.914% | 11/15/47 | 4,125 | 4,330 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 3.672% | 11/15/47 | 9,975 | 10,531 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 4.065% | 11/15/47 | 2,775 | 2,934 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.019% | 1/15/48 | 379 | 379 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.494% | 1/15/48 | 17,150 | 17,976 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.800% | 1/15/48 | 2,875 | 3,018 |
24
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.951% | 1/15/48 | 2,875 | 2,999 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 2.734% | 2/15/48 | 591 | 591 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.017% | 2/15/48 | 5,715 | 5,822 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.179% | 2/15/48 | 3,048 | 3,152 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 2.773% | 10/15/48 | 2,225 | 2,226 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.227% | 10/15/48 | 6,775 | 7,031 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.532% | 10/15/48 | 1,725 | 1,783 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 2.921% | 5/15/48 | 3,383 | 3,387 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.304% | 5/15/48 | 2,963 | 3,047 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.611% | 5/15/48 | 4,650 | 4,921 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.559% | 7/15/48 | 5,775 | 5,961 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.822% | 7/15/48 | 5,675 | 6,053 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.226% | 7/15/48 | 2,900 | 3,103 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.540% | 8/15/48 | 2,772 | 2,874 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.801% | 8/15/48 | 2,960 | 3,155 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.358% | 11/15/48 | 5,875 | 6,058 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.598% | 11/15/48 | 5,875 | 6,210 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2015-C33 | 3.770% | 12/15/48 | 4,230 | 4,525 | ||||||||||
4 | JPMBB Commercial Mortgage Securities Trust 2016-C1 | 3.316% | 3/15/49 | 4,675 | 4,825 | ||||||||||
4 | JPMCC Commercial Mortgage Securities Trust 2017-JP5 | 3.723% | 3/15/50 | 17,175 | 18,451 | ||||||||||
4 | JPMCC Commercial Mortgage Securities Trust 2017-JP5 | 3.876% | 3/15/50 | 3,200 | 3,401 | ||||||||||
4 | JPMCC Commercial Mortgage Securities Trust 2019-COR5 | 3.386% | 6/13/52 | 11,975 | 12,543 | ||||||||||
4 | JPMCC Commercial Mortgage Securities Trust 2019-COR5 | 3.669% | 6/13/52 | 1,075 | 1,130 | ||||||||||
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.144% | 6/15/49 | 4,400 | 4,547 | ||||||||||
4 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.484% | 6/15/49 | 2,050 | 2,121 | ||||||||||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.694% | 3/15/50 | 14,250 | 15,279 | ||||||||||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.858% | 3/15/50 | 5,600 | 5,927 | ||||||||||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.409% | 10/15/50 | 3,850 | 4,068 | ||||||||||
4 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.713% | 10/15/50 | 2,400 | 2,529 | ||||||||||
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.211% | 6/15/51 | 13,125 | 14,516 | ||||||||||
4 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.421% | 6/15/51 | 1,575 | 1,734 | ||||||||||
4 | JPMDB Commercial Mortgage Securities Trust 2019-COR6 | 3.057% | 11/13/52 | 10,695 | 10,878 |
25
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | Mercedes-Benz Auto Lease Trust 2018-A | 2.410% | 2/16/21 | 2,494 | 2,496 | ||||||||||
4 | Mercedes-Benz Auto Lease Trust 2018-A | 2.510% | 10/16/23 | 800 | 801 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 | 3.176% | 8/15/45 | 3,025 | 3,088 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 | 2.858% | 11/15/45 | 2,506 | 2,541 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 | 4.081% | 7/15/46 | 8,000 | 8,459 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.153% | 8/15/46 | 1,680 | 1,780 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.353% | 8/15/46 | 840 | 886 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 | 4.259% | 10/15/46 | 3,915 | 4,165 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 2.936% | 11/15/46 | 17 | 17 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.039% | 11/15/46 | 3,500 | 3,702 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.755% | 11/15/46 | 1,750 | 1,866 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 2.918% | 2/15/46 | 3,011 | 3,060 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 3.214% | 2/15/46 | 599 | 609 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.134% | 12/15/48 | 3,475 | 3,556 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.376% | 12/15/48 | 1,800 | 1,842 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.102% | 5/15/46 | 3,475 | 3,559 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.456% | 5/15/46 | 2,150 | 2,216 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 3.669% | 2/15/47 | 3,239 | 3,272 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.064% | 2/15/47 | 4,475 | 4,758 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.745% | 2/15/47 | 1,600 | 1,719 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.477% | 6/15/47 | 1,010 | 1,035 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.892% | 6/15/47 | 4,200 | 4,443 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 4.337% | 6/15/47 | 1,675 | 1,772 | ||||||||||
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 | 1,487 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 4.478% | 10/15/47 | 1,675 | 1,777 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.326% | 12/15/47 | 3,924 | 4,024 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.526% | 12/15/47 | 5,050 | 5,290 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.069% | 2/15/48 | 2,875 | 2,936 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.249% | 2/15/48 | 10,125 | 10,484 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 | 3.338% | 3/15/48 | 2,500 | 2,596 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.040% | 4/15/48 | 5,725 | 5,843 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.306% | 4/15/48 | 4,500 | 4,686 |
26
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.883% | 4/15/48 | 2,875 | 2,975 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 2.982% | 7/15/50 | 2,859 | 2,862 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.398% | 7/15/50 | 1,750 | 1,798 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.719% | 7/15/50 | 5,775 | 6,124 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.383% | 10/15/48 | 6,550 | 6,775 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.635% | 10/15/48 | 3,475 | 3,676 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.323% | 10/15/48 | 3,825 | 3,943 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.531% | 10/15/48 | 4,325 | 4,546 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.557% | 12/15/47 | 2,950 | 3,049 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.753% | 12/15/47 | 3,500 | 3,727 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.288% | 1/15/49 | 4,175 | 4,311 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.544% | 1/15/49 | 11,975 | 12,681 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.140% | 5/15/49 | 2,200 | 2,263 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 | 3.325% | 5/15/49 | 1,250 | 1,300 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 2.860% | 9/15/49 | 11,700 | 11,875 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 | 3.102% | 11/15/49 | 14,200 | 14,653 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.720% | 12/15/49 | 11,600 | 12,371 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.994% | 12/15/49 | 4,625 | 4,931 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.599% | 5/15/50 | 8,150 | 8,678 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.852% | 5/15/50 | 5,200 | 5,520 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.276% | 11/15/52 | 5,725 | 5,948 | ||||||||||
4 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.536% | 11/15/52 | 8,325 | 8,835 | ||||||||||
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.244% | 3/15/45 | 7,000 | 7,112 | ||||||||||
4 | Morgan Stanley Capital I Trust 2012-C4 | 3.773% | 3/15/45 | 2,900 | 2,974 | ||||||||||
4 | Morgan Stanley Capital I Trust 2015-UBS8 | 3.809% | 12/15/48 | 4,100 | 4,387 | ||||||||||
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.049% | 11/15/49 | 5,850 | 6,059 | ||||||||||
4 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.282% | 11/15/49 | 4,707 | 4,858 | ||||||||||
4 | Morgan Stanley Capital I Trust 2016-UB11 | 2.782% | 8/15/49 | 11,700 | 11,827 | ||||||||||
4 | Morgan Stanley Capital I Trust 2016-UB12 | 3.778% | 12/15/49 | 5,000 | 5,299 | ||||||||||
4 | Morgan Stanley Capital I Trust 2016-UBS12 | 3.596% | 12/15/49 | 11,625 | 12,397 | ||||||||||
4 | Morgan Stanley Capital I Trust 2017-H1 | 3.530% | 6/15/50 | 7,500 | 7,925 | ||||||||||
4 | Morgan Stanley Capital I Trust 2018-H4 | 4.310% | 12/15/51 | 10,000 | 11,184 | ||||||||||
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.417% | 6/15/52 | 14,885 | 15,704 | ||||||||||
4 | Morgan Stanley Capital I Trust 2019-H6 | 3.700% | 6/15/52 | 1,875 | 1,964 | ||||||||||
4 | Morgan Stanley Capital I Trust 2019-L2 | 4.071% | 3/15/52 | 8,435 | 9,371 | ||||||||||
4 | Morgan Stanley Capital I Trust 2019-L3 | 3.127% | 11/15/29 | 10,950 | 11,304 | ||||||||||
7 | National Australia Bank Ltd. | 2.250% | 3/16/21 | 16,000 | 16,068 | ||||||||||
4 | Nissan Auto Lease Trust 2017-B | 2.050% | 9/15/20 | 432 | 432 | ||||||||||
4 | Nissan Auto Lease Trust 2017-B | 2.170% | 12/15/21 | 1,000 | 1,000 | ||||||||||
4 | Nissan Auto Receivables 2015-B Owner Trust | 1.790% | 1/17/22 | 190 | 190 | ||||||||||
4 | Nissan Auto Receivables 2015-C Owner Trust | 1.670% | 2/15/22 | 826 | 825 | ||||||||||
4 | Nissan Auto Receivables 2016-B Owner Trust | 1.540% | 10/17/22 | 2,500 | 2,496 |
27
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | Nissan Auto Receivables 2016-C Owner Trust | 1.180% | 1/15/21 | 324 | 324 | ||||||||||
4 | Nissan Auto Receivables 2016-C Owner Trust | 1.380% | 1/17/23 | 4,250 | 4,240 | ||||||||||
4 | Nissan Auto Receivables 2017-B Owner Trust | 1.750% | 10/15/21 | 4,496 | 4,493 | ||||||||||
4 | Nissan Auto Receivables 2017-B Owner Trust | 1.950% | 10/16/23 | 3,469 | 3,468 | ||||||||||
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.650% | 5/16/22 | 6,901 | 6,928 | ||||||||||
4 | Nissan Auto Receivables 2018-A Owner Trust | 2.890% | 6/17/24 | 5,300 | 5,386 | ||||||||||
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.500% | 11/15/23 | 7,400 | 7,476 | ||||||||||
4 | Nissan Auto Receivables 2019-B Owner Trust | 2.540% | 12/15/25 | 1,850 | 1,877 | ||||||||||
4 | Nissan Auto Receivables 2019-C | 1.930% | 7/15/24 | 9,130 | 9,133 | ||||||||||
4 | Nissan Auto Receivables 2019-C | 1.950% | 5/15/26 | 2,150 | 2,141 | ||||||||||
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.094% | 2/1/26 | 1,887 | 1,923 | ||||||||||
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.506% | 8/1/28 | 1,175 | 1,240 | ||||||||||
4 | Public Service New Hampshire Funding LLC 2018-1 | 3.814% | 2/1/35 | 2,825 | 3,073 | ||||||||||
Royal Bank of Canada | 2.100% | 10/14/20 | 57,900 | 57,927 | |||||||||||
Royal Bank of Canada | 2.300% | 3/22/21 | 8,900 | 8,945 | |||||||||||
4 | Santander Drive Auto Receivables Trust 2018-2 | 3.030% | 9/15/22 | 2,445 | 2,449 | ||||||||||
4 | Santander Drive Auto Receivables Trust 2018-2 | 3.350% | 7/17/23 | 3,150 | 3,180 | ||||||||||
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.030% | 2/15/22 | 26 | 26 | ||||||||||
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/22 | 1,850 | 1,853 | ||||||||||
4 | Santander Drive Auto Receivables Trust 2018-3 | 3.510% | 8/15/23 | 3,450 | 3,487 | ||||||||||
4 | SG Commercial Mortgage Securities Trust 2016-C5 | 3.055% | 10/10/48 | 9,000 | 9,243 | ||||||||||
4 | Synchrony Card Issuance Trust 2018-A1 | 3.380% | 9/15/24 | 15,275 | 15,624 | ||||||||||
4 | Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 5/15/24 | 21,306 | 21,391 | ||||||||||
4 | Synchrony Credit Card Master Note Trust 2017-2 | 2.620% | 10/15/25 | 9,050 | 9,187 | ||||||||||
4 | Synchrony Credit Card Master Note Trust 2018-1 | 2.970% | 3/15/24 | 15,750 | 15,933 | ||||||||||
4 | Synchrony Credit Card Master Note Trust 2018-2 | 3.470% | 5/15/26 | 15,675 | 16,368 | ||||||||||
4 | TIAA Seasoned Commercial Mortgage Trust 2007-C4 | 5.503% | 8/15/39 | 2 | 2 | ||||||||||
7 | Toronto-Dominion Bank | 2.250% | 3/15/21 | 13,400 | 13,443 | ||||||||||
7 | Toronto-Dominion Bank | 2.500% | 1/18/22 | 15,000 | 15,186 | ||||||||||
4 | Toyota Auto Receivables 2016-B Owner Trust | 1.520% | 8/16/21 | 1,325 | 1,325 | ||||||||||
4 | Toyota Auto Receivables 2016-C Owner Trust | 1.320% | 11/15/21 | 1,901 | 1,898 | ||||||||||
4 | Toyota Auto Receivables 2017-D Owner Trust | 1.930% | 1/18/22 | 10,117 | 10,116 | ||||||||||
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.350% | 5/16/22 | 6,916 | 6,934 | ||||||||||
4 | Toyota Auto Receivables 2018-A Owner Trust | 2.520% | 5/15/23 | 2,350 | 2,369 | ||||||||||
4 | Toyota Auto Receivables 2018-B Owner Trust | 2.960% | 9/15/22 | 6,500 | 6,564 | ||||||||||
4 | Toyota Auto Receivables 2018-B Owner Trust | 3.110% | 11/15/23 | 1,175 | 1,199 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.460% | 6/15/50 | 10,100 | 10,714 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C1 | 3.724% | 6/15/50 | 4,800 | 5,037 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.487% | 8/15/50 | 8,050 | 8,488 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C2 | 3.740% | 8/15/50 | 2,150 | 2,242 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.426% | 8/15/50 | 9,700 | 10,210 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C3 | 3.739% | 8/15/50 | 4,050 | 4,263 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.301% | 10/15/50 | 6,450 | 6,770 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.563% | 10/15/50 | 8,050 | 8,592 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C4 | 3.836% | 10/15/50 | 3,562 | 3,756 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C5 | 3.474% | 11/15/50 | 5,325 | 5,652 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C7 | 3.679% | 12/15/50 | 8,225 | 8,814 | ||||||||||
4 | UBS Commercial Mortgage Trust 2017-C7 | 4.061% | 12/15/50 | 4,375 | 4,689 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C11 | 4.241% | 6/15/51 | 7,375 | 8,180 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.296% | 8/15/51 | 5,975 | 6,726 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C12 | 4.587% | 8/15/51 | 4,000 | 4,462 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.208% | 10/15/51 | 1,700 | 1,799 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.334% | 10/15/51 | 5,825 | 6,578 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C13 | 4.585% | 10/15/51 | 1,075 | 1,200 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C14 | 4.448% | 12/15/51 | 12,950 | 14,754 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C15 | 4.341% | 12/15/51 | 8,975 | 10,041 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.720% | 2/15/51 | 7,900 | 8,525 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C8 | 3.983% | 2/15/51 | 15,850 | 17,393 | ||||||||||
4 | UBS Commercial Mortgage Trust 2018-C8 | 4.215% | 2/15/51 | 4,225 | 4,534 | ||||||||||
4 | UBS Commercial Mortgage Trust 2019-C16 | 3.605% | 4/15/52 | 5,250 | 5,590 | ||||||||||
4 | UBS Commercial Mortgage Trust 2019-C17 | 2.921% | 10/15/52 | 6,475 | 6,560 | ||||||||||
4 | UBS Commercial Mortgage Trust 2019-C18 | 3.378% | 12/15/52 | 2,300 | 2,341 | ||||||||||
4 | UBS-Barclays Commercial Mortgage Trust 2013-C5 | 3.185% | 3/10/46 | 4,636 | 4,757 | ||||||||||
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.244% | 4/10/46 | 7,716 | 7,922 |
28
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.469% | 4/10/46 | 1,150 | 1,186 | ||||||||||
4 | UBS-Barclays Commercial Mortgage Trust 2018-C10 | 4.313% | 5/15/51 | 10,475 | 11,670 | ||||||||||
4 | UBS-Barclays Commercial Mortgage Trust 2018-C9 | 4.117% | 3/15/51 | 15,800 | 17,517 | ||||||||||
4 | UBS-Barclays Commercial Mortgage Trust 2019-C16 | 3.887% | 4/15/52 | 1,575 | 1,683 | ||||||||||
4 | UBS-Barclays Commercial Mortgage Trust 2019-C18 | 3.035% | 12/15/52 | 3,800 | 3,891 | ||||||||||
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.020% | 11/21/22 | 2,900 | 2,934 | ||||||||||
4 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.150% | 7/22/24 | 1,050 | 1,073 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2012-LC5 | 2.918% | 10/15/45 | 9,139 | 9,294 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 2.819% | 8/15/50 | 31 | 31 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.477% | 8/15/50 | 1,002 | 1,029 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.817% | 8/15/50 | 9,925 | 10,518 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 4.020% | 8/15/50 | 550 | 578 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 2.954% | 12/15/47 | 1,393 | 1,392 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.244% | 12/15/47 | 1,961 | 2,008 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.271% | 12/15/47 | 4,000 | 4,037 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.405% | 12/15/47 | 5,650 | 5,918 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.808% | 12/15/47 | 2,850 | 2,975 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 2/15/48 | 5,725 | 5,835 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.166% | 2/15/48 | 3,150 | 3,266 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.580% | 2/15/48 | 2,275 | 2,369 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-C27 | 3.190% | 2/15/48 | 12,569 | 12,953 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.540% | 5/15/48 | 8,500 | 8,979 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.872% | 5/15/48 | 1,619 | 1,692 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-C29 | 3.400% | 6/15/48 | 5,800 | 5,983 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-C29 | 3.637% | 6/15/48 | 8,500 | 9,027 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 2.978% | 4/15/50 | 1,536 | 1,566 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.184% | 4/15/50 | 14,401 | 14,954 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.719% | 4/15/50 | 2,850 | 2,929 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.571% | 9/15/58 | 2,350 | 2,441 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.839% | 9/15/58 | 3,425 | 3,676 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 4.207% | 9/15/58 | 2,925 | 3,133 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.632% | 5/15/48 | 944 | 944 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.934% | 5/15/48 | 4,200 | 4,266 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 3.148% | 5/15/48 | 2,275 | 2,360 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.656% | 12/15/48 | 4,700 | 4,912 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.809% | 12/15/48 | 2,950 | 3,165 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2015-SG1 | 3.789% | 9/15/48 | 10,375 | 11,068 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 2.652% | 8/15/49 | 7,850 | 7,912 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 2.814% | 8/15/49 | 1,800 | 1,787 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.324% | 1/15/59 | 3,084 | 3,190 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.560% | 1/15/59 | 6,700 | 7,097 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2016-C33 | 3.426% | 3/15/59 | 2,350 | 2,474 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2016-C34 | 3.096% | 6/15/49 | 4,700 | 4,836 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2016-C37 | 3.794% | 12/15/49 | 4,675 | 5,050 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.825% | 10/15/49 | 5,275 | 5,376 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.942% | 10/15/49 | 9,053 | 9,293 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.453% | 7/15/50 | 11,445 | 12,135 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.665% | 7/15/50 | 3,243 | 3,400 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.418% | 9/15/50 | 9,675 | 10,223 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.702% | 9/15/50 | 5,375 | 5,653 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.317% | 10/15/50 | 5,350 | 5,572 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.581% | 10/15/50 | 8,025 | 8,569 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.854% | 10/15/50 | 2,150 | 2,271 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.472% | 11/15/50 | 13,300 | 14,100 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-RB1 | 3.635% | 3/15/50 | 8,600 | 9,203 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2017-RC1 | 3.631% | 1/15/60 | 8,500 | 9,089 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.012% | 3/15/51 | 15,825 | 17,364 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.152% | 3/15/51 | 2,742 | 2,961 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.212% | 5/15/51 | 10,550 | 11,741 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2018-C45 | 4.184% | 6/15/51 | 10,125 | 11,260 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2018-C46 | 4.152% | 8/15/51 | 6,100 | 6,771 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2018-C47 | 4.442% | 9/15/61 | 10,600 | 12,017 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2019-C49 | 4.023% | 3/15/52 | 13,225 | 14,605 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2019-C50 | 3.729% | 5/15/52 | 7,650 | 8,289 |
29
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2019-C51 | 3.311% | 6/15/52 | 11,175 | 11,733 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 2.892% | 8/15/52 | 15,875 | 16,128 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 3.143% | 8/15/52 | 4,750 | 4,766 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2019-C53 | 3.040% | 10/15/52 | 10,700 | 11,003 | ||||||||||
4 | Wells Fargo Commercial Mortgage Trust 2019-C54 | 3.146% | 12/15/52 | 6,405 | 6,639 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/45 | 10,900 | 11,080 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2012-C6 | 3.440% | 4/15/45 | 7,425 | 7,551 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 3.431% | 6/15/45 | 4,975 | 5,102 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2012-C7 | 4.090% | 6/15/45 | 4,400 | 4,548 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2012-C8 | 3.001% | 8/15/45 | 3,100 | 3,154 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/45 | 5,346 | 5,431 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C11 | 3.071% | 3/15/45 | 4,148 | 4,243 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.198% | 3/15/48 | 1,733 | 1,781 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.560% | 3/15/48 | 820 | 844 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.001% | 5/15/45 | 3,436 | 3,513 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.345% | 5/15/45 | 673 | 692 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.337% | 6/15/46 | 6,000 | 6,200 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.488% | 6/15/46 | 3,000 | 3,092 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 3.720% | 8/15/46 | 869 | 891 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.153% | 8/15/46 | 4,470 | 4,735 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.358% | 8/15/46 | 1,120 | 1,183 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 3.963% | 9/15/46 | 957 | 990 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.415% | 9/15/46 | 1,250 | 1,339 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.668% | 9/15/46 | 2,100 | 2,244 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 3.558% | 12/15/46 | 912 | 937 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.023% | 12/15/46 | 1,450 | 1,538 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.255% | 12/15/46 | 1,150 | 1,227 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.788% | 12/15/46 | 1,150 | 1,236 | ||||||||||
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 | 2,312 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.162% | 12/15/46 | 5,010 | 5,353 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.387% | 12/15/46 | 575 | 615 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.692% | 12/15/46 | 862 | 932 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 2.927% | 3/15/46 | 27 | 28 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 3.591% | 3/15/46 | 1,750 | 1,768 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.079% | 3/15/46 | 2,350 | 2,495 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.739% | 3/15/46 | 575 | 623 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.618% | 3/15/47 | 814 | 837 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.660% | 3/15/47 | 1,064 | 1,077 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.101% | 3/15/47 | 2,825 | 3,020 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.723% | 3/15/47 | 950 | 1,011 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.638% | 5/15/47 | 974 | 1,002 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.723% | 5/15/47 | 3,500 | 3,657 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.995% | 5/15/47 | 1,675 | 1,785 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C20 | 4.176% | 5/15/47 | 1,675 | 1,772 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C21 | 3.678% | 8/15/47 | 4,000 | 4,223 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 3.752% | 9/15/57 | 8,200 | 8,681 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C22 | 4.371% | 9/15/57 | 1,675 | 1,769 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.636% | 10/15/57 | 3,043 | 3,141 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.917% | 10/15/57 | 1,675 | 1,788 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C23 | 4.210% | 10/15/57 | 1,125 | 1,205 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.428% | 11/15/47 | 1,705 | 1,738 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-C24 | 3.607% | 11/15/47 | 2,860 | 3,017 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 2.862% | 3/15/47 | 28 | 28 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 3.522% | 3/15/47 | 2,335 | 2,392 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.045% | 3/15/47 | 6,720 | 7,153 | ||||||||||
4 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.351% | 3/15/47 | 2,800 | 2,964 | ||||||||||
4 | World Financial Network Credit Card Master Note Trust Series 2017-C | 2.310% | 8/15/24 | 8,600 | 8,614 | ||||||||||
4 | World Financial Network Credit Card Master Note Trust Series 2018-A | 3.070% | 12/16/24 | 10,625 | 10,739 | ||||||||||
4 | World Omni Auto Receivables Trust 2019-C | 1.960% | 12/16/24 | 6,850 | 6,848 |
30
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | World Omni Auto Receivables Trust 2019-C | 2.030% | 12/15/25 | 1,705 | 1,703 | ||||||||||
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $6,341,423) | 6,498,454 | ||||||||||||||
Corporate Bonds (26.6%) | |||||||||||||||
Finance (8.3%) | |||||||||||||||
Banking (6.0%) | |||||||||||||||
Ally Financial Inc. | 4.125% | 2/13/22 | 7,435 | 7,667 | |||||||||||
Ally Financial Inc. | 3.875% | 5/21/24 | 4,000 | 4,180 | |||||||||||
Ally Financial Inc. | 5.125% | 9/30/24 | 7,850 | 8,645 | |||||||||||
Ally Financial Inc. | 8.000% | 11/1/31 | 19,995 | 27,618 | |||||||||||
American Express Co. | 3.000% | 2/22/21 | 9,600 | 9,698 | |||||||||||
American Express Co. | 3.375% | 5/17/21 | 5,263 | 5,359 | |||||||||||
American Express Co. | 3.700% | 11/5/21 | 10,875 | 11,200 | |||||||||||
American Express Co. | 2.750% | 5/20/22 | 6,320 | 6,424 | |||||||||||
American Express Co. | 2.500% | 8/1/22 | 8,811 | 8,909 | |||||||||||
American Express Co. | 2.650% | 12/2/22 | 11,315 | 11,527 | |||||||||||
American Express Co. | 3.400% | 2/27/23 | 16,485 | 17,078 | |||||||||||
American Express Co. | 3.700% | 8/3/23 | 16,575 | 17,444 | |||||||||||
American Express Co. | 3.400% | 2/22/24 | 13,065 | 13,647 | |||||||||||
American Express Co. | 2.500% | 7/30/24 | 5,820 | 5,880 | |||||||||||
American Express Co. | 3.000% | 10/30/24 | 47,552 | 49,076 | |||||||||||
American Express Co. | 3.625% | 12/5/24 | 17,765 | 18,729 | |||||||||||
American Express Co. | 4.200% | 11/6/25 | 5,000 | 5,503 | |||||||||||
American Express Co. | 3.125% | 5/20/26 | 4,645 | 4,819 | |||||||||||
American Express Co. | 4.050% | 12/3/42 | 3,399 | 3,984 | |||||||||||
American Express Credit Corp. | 2.250% | 5/5/21 | 25,164 | 25,280 | |||||||||||
American Express Credit Corp. | 2.700% | 3/3/22 | 38,765 | 39,378 | |||||||||||
American Express Credit Corp. | 3.300% | 5/3/27 | 23,874 | 25,400 | |||||||||||
Associated Bank NA | 3.500% | 8/13/21 | 3,350 | 3,409 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 2.300% | 6/1/21 | 6,660 | 6,683 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 2.550% | 11/23/21 | 8,000 | 8,084 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 10,540 | 10,691 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 15,800 | 16,083 | |||||||||||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 12,350 | 13,268 | |||||||||||
Banco Santander SA | 3.500% | 4/11/22 | 650 | 666 | |||||||||||
Banco Santander SA | 3.125% | 2/23/23 | 11,000 | 11,223 | |||||||||||
Banco Santander SA | 3.848% | 4/12/23 | 9,050 | 9,413 | |||||||||||
Banco Santander SA | 2.706% | 6/27/24 | 7,000 | 7,091 | |||||||||||
Banco Santander SA | 5.179% | 11/19/25 | 24,258 | 26,966 | |||||||||||
Banco Santander SA | 4.250% | 4/11/27 | 6,250 | 6,721 | |||||||||||
Banco Santander SA | 3.800% | 2/23/28 | 5,006 | 5,249 | |||||||||||
Banco Santander SA | 3.306% | 6/27/29 | 10,100 | 10,395 | |||||||||||
Bancolombia SA | 5.950% | 6/3/21 | 9,724 | 10,210 | |||||||||||
Bank of America Corp. | 5.875% | 1/5/21 | 350 | 363 | |||||||||||
Bank of America Corp. | 2.625% | 4/19/21 | 13,810 | 13,931 | |||||||||||
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 | 22,843 | ||||||||||
4 | Bank of America Corp. | 2.328% | 10/1/21 | 34,250 | 34,292 | ||||||||||
4 | Bank of America Corp. | 2.738% | 1/23/22 | 24,493 | 24,669 | ||||||||||
Bank of America Corp. | 5.700% | 1/24/22 | 575 | 617 | |||||||||||
4 | Bank of America Corp. | 3.499% | 5/17/22 | 15,630 | 15,922 | ||||||||||
Bank of America Corp. | 2.503% | 10/21/22 | 23,933 | 24,134 | |||||||||||
Bank of America Corp. | 3.300% | 1/11/23 | 52,043 | 53,821 | |||||||||||
4 | Bank of America Corp. | 3.124% | 1/20/23 | 8,828 | 8,982 | ||||||||||
4 | Bank of America Corp. | 2.881% | 4/24/23 | 34,025 | 34,496 | ||||||||||
4 | Bank of America Corp. | 2.816% | 7/21/23 | 46,403 | 47,041 | ||||||||||
Bank of America Corp. | 4.100% | 7/24/23 | 13,677 | 14,564 | |||||||||||
Bank of America Corp. | 3.004% | 12/20/23 | 146,881 | 150,089 | |||||||||||
Bank of America Corp. | 4.125% | 1/22/24 | 33,483 | 36,016 | |||||||||||
4 | Bank of America Corp. | 3.550% | 3/5/24 | 16,220 | 16,778 | ||||||||||
Bank of America Corp. | 4.000% | 4/1/24 | 11,986 | 12,829 | |||||||||||
4 | Bank of America Corp. | 3.864% | 7/23/24 | 14,810 | 15,582 | ||||||||||
Bank of America Corp. | 4.200% | 8/26/24 | 60,322 | 64,712 |
31
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Bank of America Corp. | 4.000% | 1/22/25 | 50,103 | 53,261 | |||||||||||
4 | Bank of America Corp. | 3.458% | 3/15/25 | 27,035 | 28,141 | ||||||||||
Bank of America Corp. | 3.950% | 4/21/25 | 43,164 | 45,951 | |||||||||||
Bank of America Corp. | 3.875% | 8/1/25 | 1,000 | 1,072 | |||||||||||
4 | Bank of America Corp. | 3.093% | 10/1/25 | 43,588 | 44,898 | ||||||||||
4 | Bank of America Corp. | 2.456% | 10/22/25 | 15,000 | 15,049 | ||||||||||
4 | Bank of America Corp. | 3.366% | 1/23/26 | 15,970 | 16,655 | ||||||||||
Bank of America Corp. | 4.450% | 3/3/26 | 27,457 | 30,078 | |||||||||||
Bank of America Corp. | 3.500% | 4/19/26 | 20,320 | 21,500 | |||||||||||
Bank of America Corp. | 4.250% | 10/22/26 | 22,068 | 23,976 | |||||||||||
4 | Bank of America Corp. | 3.559% | 4/23/27 | 31,300 | 32,995 | ||||||||||
Bank of America Corp. | 3.248% | 10/21/27 | 31,554 | 32,741 | |||||||||||
Bank of America Corp. | 4.183% | 11/25/27 | 19,600 | 21,211 | |||||||||||
4 | Bank of America Corp. | 3.824% | 1/20/28 | 28,315 | 30,353 | ||||||||||
4 | Bank of America Corp. | 3.705% | 4/24/28 | 17,577 | 18,757 | ||||||||||
4 | Bank of America Corp. | 3.593% | 7/21/28 | 48,003 | 50,977 | ||||||||||
4 | Bank of America Corp. | 3.419% | 12/20/28 | 98,236 | 102,886 | ||||||||||
4 | Bank of America Corp. | 3.970% | 3/5/29 | 20,307 | 22,080 | ||||||||||
4 | Bank of America Corp. | 4.271% | 7/23/29 | 58,225 | 64,482 | ||||||||||
4 | Bank of America Corp. | 3.974% | 2/7/30 | 5,700 | 6,204 | ||||||||||
4 | Bank of America Corp. | 3.194% | 7/23/30 | 10,000 | 10,342 | ||||||||||
4 | Bank of America Corp. | 2.884% | 10/22/30 | 11,740 | 11,856 | ||||||||||
Bank of America Corp. | 6.110% | 1/29/37 | 15,014 | 20,231 | |||||||||||
4 | Bank of America Corp. | 4.244% | 4/24/38 | 26,883 | 30,841 | ||||||||||
Bank of America Corp. | 7.750% | 5/14/38 | 20,866 | 32,809 | |||||||||||
4 | Bank of America Corp. | 4.078% | 4/23/40 | 29,340 | 33,277 | ||||||||||
Bank of America Corp. | 5.875% | 2/7/42 | 21,433 | 30,403 | |||||||||||
Bank of America Corp. | 5.000% | 1/21/44 | 21,501 | 28,078 | |||||||||||
Bank of America Corp. | 4.875% | 4/1/44 | 11,351 | 14,502 | |||||||||||
Bank of America Corp. | 4.750% | 4/21/45 | 2,350 | 2,857 | |||||||||||
4 | Bank of America Corp. | 4.443% | 1/20/48 | 5,475 | 6,664 | ||||||||||
4 | Bank of America Corp. | 3.946% | 1/23/49 | 14,750 | 16,715 | ||||||||||
4 | Bank of America Corp. | 4.330% | 3/15/50 | 26,110 | 31,313 | ||||||||||
Bank of America NA | 6.000% | 10/15/36 | 8,555 | 11,780 | |||||||||||
Bank of Montreal | 3.100% | 4/13/21 | 18,205 | 18,468 | |||||||||||
Bank of Montreal | 1.900% | 8/27/21 | 15,525 | 15,544 | |||||||||||
Bank of Montreal | 2.900% | 3/26/22 | 29,600 | 30,139 | |||||||||||
Bank of Montreal | 2.350% | 9/11/22 | 10,086 | 10,176 | |||||||||||
Bank of Montreal | 2.050% | 11/1/22 | 1,500 | 1,501 | |||||||||||
Bank of Montreal | 2.550% | 11/6/22 | 12,561 | 12,763 | |||||||||||
Bank of Montreal | 3.300% | 2/5/24 | 16,000 | 16,658 | |||||||||||
Bank of Montreal | 2.500% | 6/28/24 | 11,225 | 11,319 | |||||||||||
4 | Bank of Montreal | 4.338% | 10/5/28 | 5,000 | 5,275 | ||||||||||
4 | Bank of Montreal | 3.803% | 12/15/32 | 24,340 | 25,405 | ||||||||||
Bank of New York Mellon Corp. | 2.500% | 4/15/21 | 14,614 | 14,697 | |||||||||||
Bank of New York Mellon Corp. | 2.050% | 5/3/21 | 26,668 | 26,736 | |||||||||||
Bank of New York Mellon Corp. | 3.550% | 9/23/21 | 2,611 | 2,682 | |||||||||||
Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 10,146 | 10,288 | |||||||||||
Bank of New York Mellon Corp. | 1.950% | 8/23/22 | 16,200 | 16,222 | |||||||||||
Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 9,775 | 10,033 | |||||||||||
Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 5,233 | 5,485 | |||||||||||
4 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 14,585 | 14,798 | ||||||||||
Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 4,325 | 4,531 | |||||||||||
Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 10,549 | 10,667 | |||||||||||
Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 8,385 | 8,883 | |||||||||||
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 1,245 | 1,311 | |||||||||||
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 16,540 | 17,354 | |||||||||||
Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 11,775 | 11,766 | |||||||||||
Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 6,253 | 6,498 | |||||||||||
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 9,171 | 9,407 | |||||||||||
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 7,381 | 7,404 | |||||||||||
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 24,448 | 25,680 | |||||||||||
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 4,495 | 4,776 | |||||||||||
4 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 12,925 | 13,649 |
32
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 5,190 | 5,331 | |||||||||||
Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 4,550 | 4,743 | |||||||||||
Bank of Nova Scotia | 4.375% | 1/13/21 | 2,031 | 2,080 | |||||||||||
Bank of Nova Scotia | 3.125% | 4/20/21 | 50 | 51 | |||||||||||
Bank of Nova Scotia | 2.800% | 7/21/21 | 38,235 | 38,768 | |||||||||||
Bank of Nova Scotia | 2.700% | 3/7/22 | 13,415 | 13,634 | |||||||||||
Bank of Nova Scotia | 2.450% | 9/19/22 | 1,905 | 1,929 | |||||||||||
Bank of Nova Scotia | 2.000% | 11/15/22 | 7,150 | 7,158 | |||||||||||
Bank of Nova Scotia | 2.375% | 1/18/23 | 10,500 | 10,610 | |||||||||||
Bank of Nova Scotia | 3.400% | 2/11/24 | 8,500 | 8,882 | |||||||||||
Bank of Nova Scotia | 4.500% | 12/16/25 | 33,155 | 36,274 | |||||||||||
Bank of Nova Scotia | 2.700% | 8/3/26 | 15,225 | 15,470 | |||||||||||
Bank One Corp. | 7.625% | 10/15/26 | 4,910 | 6,304 | |||||||||||
Bank One Corp. | 8.000% | 4/29/27 | 1,500 | 1,982 | |||||||||||
Barclays Bank plc | 2.650% | 1/11/21 | 7,674 | 7,717 | |||||||||||
Barclays plc | 3.250% | 1/12/21 | 21,565 | 21,715 | |||||||||||
Barclays plc | 3.200% | 8/10/21 | 6,000 | 6,071 | |||||||||||
Barclays plc | 3.684% | 1/10/23 | 16,770 | 17,171 | |||||||||||
4 | Barclays plc | 4.610% | 2/15/23 | 14,059 | 14,656 | ||||||||||
4 | Barclays plc | 4.338% | 5/16/24 | 19,000 | 19,928 | ||||||||||
Barclays plc | 3.650% | 3/16/25 | 32,290 | 33,610 | |||||||||||
4 | Barclays plc | 3.932% | 5/7/25 | 9,600 | 10,084 | ||||||||||
Barclays plc | 4.375% | 1/12/26 | 25,386 | 27,485 | |||||||||||
Barclays plc | 4.337% | 1/10/28 | 11,612 | 12,441 | |||||||||||
4 | Barclays plc | 4.972% | 5/16/29 | 13,600 | 15,282 | ||||||||||
Barclays plc | 5.250% | 8/17/45 | 12,980 | 15,638 | |||||||||||
Barclays plc | 4.950% | 1/10/47 | 9,113 | 10,662 | |||||||||||
BBVA USA | 3.500% | 6/11/21 | 10,150 | 10,314 | |||||||||||
BBVA USA | 2.875% | 6/29/22 | 20,185 | 20,456 | |||||||||||
BBVA USA | 2.500% | 8/27/24 | 1,220 | 1,210 | |||||||||||
BNP Paribas SA | 5.000% | 1/15/21 | 36,021 | 37,076 | |||||||||||
BNP Paribas SA | 3.250% | 3/3/23 | 21,210 | 21,978 | |||||||||||
BNP Paribas SA | 4.250% | 10/15/24 | 2,500 | 2,663 | |||||||||||
BPCE SA | 2.650% | 2/3/21 | 8,057 | 8,105 | |||||||||||
BPCE SA | 2.750% | 12/2/21 | 9,148 | 9,280 | |||||||||||
7 | BPCE SA | 3.000% | 5/22/22 | 5,500 | 5,593 | ||||||||||
BPCE SA | 4.000% | 4/15/24 | 21,067 | 22,542 | |||||||||||
BPCE SA | 3.375% | 12/2/26 | 4,750 | 4,979 | |||||||||||
Canadian Imperial Bank of Commerce | 2.700% | 2/2/21 | 9,500 | 9,570 | |||||||||||
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 20,132 | 20,374 | |||||||||||
Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 12,350 | 12,963 | |||||||||||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 11,200 | 11,532 | |||||||||||
Capital One Bank USA NA | 3.375% | 2/15/23 | 27,653 | 28,486 | |||||||||||
Capital One Financial Corp. | 3.450% | 4/30/21 | 16,450 | 16,737 | |||||||||||
Capital One Financial Corp. | 4.750% | 7/15/21 | 5,064 | 5,264 | |||||||||||
Capital One Financial Corp. | 3.050% | 3/9/22 | 2,085 | 2,127 | |||||||||||
Capital One Financial Corp. | 3.200% | 1/30/23 | 15,395 | 15,829 | |||||||||||
Capital One Financial Corp. | 3.500% | 6/15/23 | 4,728 | 4,907 | |||||||||||
Capital One Financial Corp. | 3.900% | 1/29/24 | 6,400 | 6,789 | |||||||||||
Capital One Financial Corp. | 3.750% | 4/24/24 | 8,784 | 9,217 | |||||||||||
Capital One Financial Corp. | 3.300% | 10/30/24 | 10,100 | 10,420 | |||||||||||
Capital One Financial Corp. | 3.200% | 2/5/25 | 4,435 | 4,569 | |||||||||||
Capital One Financial Corp. | 4.250% | 4/30/25 | 6,850 | 7,452 | |||||||||||
Capital One Financial Corp. | 4.200% | 10/29/25 | 13,435 | 14,439 | |||||||||||
Capital One Financial Corp. | 3.750% | 7/28/26 | 18,200 | 19,079 | |||||||||||
Capital One Financial Corp. | 3.750% | 3/9/27 | 8,493 | 9,014 | |||||||||||
Capital One Financial Corp. | 3.800% | 1/31/28 | 16,811 | 18,058 | |||||||||||
Capital One NA | 2.950% | 7/23/21 | 10,781 | 10,932 | |||||||||||
Capital One NA | 2.250% | 9/13/21 | 17,700 | 17,755 | |||||||||||
Capital One NA | 2.650% | 8/8/22 | 15,050 | 15,272 | |||||||||||
Capital One NA | 2.150% | 9/6/22 | 16,875 | 16,893 | |||||||||||
Citibank NA | 2.850% | 2/12/21 | 13,640 | 13,750 | |||||||||||
Citibank NA | 3.400% | 7/23/21 | 17,100 | 17,443 | |||||||||||
4 | Citibank NA | 3.165% | 2/19/22 | 22,400 | 22,677 |
33
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | Citibank NA | 2.844% | 5/20/22 | 30,200 | 30,570 | ||||||||||
Citigroup Inc. | 2.700% | 3/30/21 | 42,460 | 42,767 | |||||||||||
Citigroup Inc. | 2.350% | 8/2/21 | 8,877 | 8,921 | |||||||||||
Citigroup Inc. | 2.900% | 12/8/21 | 54,553 | 55,364 | |||||||||||
Citigroup Inc. | 4.500% | 1/14/22 | 36,033 | 37,743 | |||||||||||
Citigroup Inc. | 2.750% | 4/25/22 | 4,483 | 4,555 | |||||||||||
Citigroup Inc. | 4.050% | 7/30/22 | 10,570 | 11,042 | |||||||||||
Citigroup Inc. | 2.700% | 10/27/22 | 10,570 | 10,739 | |||||||||||
4 | Citigroup Inc. | 2.312% | 11/4/22 | 8,850 | 8,873 | ||||||||||
4 | Citigroup Inc. | 3.142% | 1/24/23 | 23,300 | 23,693 | ||||||||||
Citigroup Inc. | 3.375% | 3/1/23 | 6,300 | 6,517 | |||||||||||
Citigroup Inc. | 3.500% | 5/15/23 | 15,073 | 15,623 | |||||||||||
4 | Citigroup Inc. | 2.876% | 7/24/23 | 16,645 | 16,927 | ||||||||||
Citigroup Inc. | 3.875% | 10/25/23 | 14,485 | 15,381 | |||||||||||
4 | Citigroup Inc. | 4.044% | 6/1/24 | 15,963 | 16,895 | ||||||||||
Citigroup Inc. | 3.750% | 6/16/24 | 20,932 | 22,226 | |||||||||||
Citigroup Inc. | 4.000% | 8/5/24 | 16,899 | 18,023 | |||||||||||
Citigroup Inc. | 3.875% | 3/26/25 | 11,188 | 11,791 | |||||||||||
4 | Citigroup Inc. | 3.352% | 4/24/25 | 21,225 | 22,075 | ||||||||||
Citigroup Inc. | 3.300% | 4/27/25 | 3,207 | 3,365 | |||||||||||
Citigroup Inc. | 4.400% | 6/10/25 | 55,869 | 60,685 | |||||||||||
Citigroup Inc. | 5.500% | 9/13/25 | 11,968 | 13,663 | |||||||||||
Citigroup Inc. | 3.700% | 1/12/26 | 21,610 | 22,989 | |||||||||||
Citigroup Inc. | 4.600% | 3/9/26 | 23,267 | 25,628 | |||||||||||
Citigroup Inc. | 3.400% | 5/1/26 | 13,289 | 13,882 | |||||||||||
Citigroup Inc. | 3.200% | 10/21/26 | 44,897 | 46,445 | |||||||||||
Citigroup Inc. | 4.450% | 9/29/27 | 51,523 | 56,655 | |||||||||||
4 | Citigroup Inc. | 3.887% | 1/10/28 | 15,806 | 16,939 | ||||||||||
4 | Citigroup Inc. | 3.668% | 7/24/28 | 41,104 | 43,649 | ||||||||||
Citigroup Inc. | 4.125% | 7/25/28 | 5,700 | 6,185 | |||||||||||
4 | Citigroup Inc. | 3.520% | 10/27/28 | 43,950 | 46,149 | ||||||||||
4 | Citigroup Inc. | 4.075% | 4/23/29 | 15,440 | 16,883 | ||||||||||
4 | Citigroup Inc. | 3.980% | 3/20/30 | 16,100 | 17,588 | ||||||||||
4 | Citigroup Inc. | 2.976% | 11/5/30 | 10,000 | 10,155 | ||||||||||
Citigroup Inc. | 6.625% | 6/15/32 | 4,670 | 6,256 | |||||||||||
Citigroup Inc. | 5.875% | 2/22/33 | 2,175 | 2,665 | |||||||||||
Citigroup Inc. | 6.000% | 10/31/33 | 10,556 | 13,573 | |||||||||||
Citigroup Inc. | 6.125% | 8/25/36 | 13,964 | 18,063 | |||||||||||
4 | Citigroup Inc. | 3.878% | 1/24/39 | 24,650 | 26,969 | ||||||||||
Citigroup Inc. | 8.125% | 7/15/39 | 26,330 | 43,948 | |||||||||||
Citigroup Inc. | 5.875% | 1/30/42 | 14,718 | 20,753 | |||||||||||
Citigroup Inc. | 6.675% | 9/13/43 | 6,619 | 9,662 | |||||||||||
Citigroup Inc. | 4.950% | 11/7/43 | 5,019 | 5,511 | |||||||||||
Citigroup Inc. | 5.300% | 5/6/44 | 10,969 | 13,906 | |||||||||||
Citigroup Inc. | 4.650% | 7/30/45 | 13,978 | 17,170 | |||||||||||
Citigroup Inc. | 4.750% | 5/18/46 | 26,337 | 31,533 | |||||||||||
4 | Citigroup Inc. | 4.281% | 4/24/48 | 12,708 | 14,932 | ||||||||||
Citigroup Inc. | 4.650% | 7/23/48 | 21,725 | 27,084 | |||||||||||
Citizens Bank NA | 2.550% | 5/13/21 | 7,355 | 7,401 | |||||||||||
Citizens Bank NA | 2.650% | 5/26/22 | 9,175 | 9,302 | |||||||||||
Citizens Bank NA | 3.700% | 3/29/23 | 5,065 | 5,292 | |||||||||||
Citizens Financial Group Inc. | 2.375% | 7/28/21 | 1,750 | 1,754 | |||||||||||
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 6,003 | 6,443 | |||||||||||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 25,950 | 26,362 | |||||||||||
Comerica Bank | 2.500% | 7/23/24 | 1,000 | 1,011 | |||||||||||
Comerica Bank | 4.000% | 7/27/25 | 50 | 53 | |||||||||||
Comerica Inc. | 3.700% | 7/31/23 | 12,135 | 12,737 | |||||||||||
Commonwealth Bank of Australia | 2.550% | 3/15/21 | 10,795 | 10,860 | |||||||||||
7 | Commonwealth Bank of Australia | 2.750% | 3/10/22 | 15,000 | 15,253 | ||||||||||
7 | Commonwealth Bank of Australia | 3.350% | 6/4/24 | 45,950 | 48,025 | ||||||||||
7 | Commonwealth Bank of Australia | 3.900% | 7/12/47 | 50 | 54 | ||||||||||
Cooperatieve Rabobank UA | 4.500% | 1/11/21 | 150 | 154 | |||||||||||
Cooperatieve Rabobank UA | 2.500% | 1/19/21 | 48,950 | 49,177 | |||||||||||
Cooperatieve Rabobank UA | 3.125% | 4/26/21 | 530 | 538 |
34
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 12,823 | 13,005 | |||||||||||
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 41,863 | 43,592 | |||||||||||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 40,748 | 42,506 | |||||||||||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 17,740 | 19,232 | |||||||||||
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 19,409 | 20,508 | |||||||||||
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 15,053 | 16,282 | |||||||||||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 12,005 | 12,497 | |||||||||||
Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 10,848 | 14,764 | |||||||||||
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 11,625 | 15,294 | |||||||||||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 11,920 | 14,969 | |||||||||||
Credit Suisse AG | 3.000% | 10/29/21 | 30,094 | 30,651 | |||||||||||
Credit Suisse AG | 2.100% | 11/12/21 | 5,725 | 5,738 | |||||||||||
Credit Suisse AG | 3.625% | 9/9/24 | 29,329 | 31,137 | |||||||||||
7 | Credit Suisse Group AG | 3.574% | 1/9/23 | 7,525 | 7,722 | ||||||||||
7 | Credit Suisse Group AG | 4.282% | 1/9/28 | 25,500 | 27,614 | ||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.125% | 12/10/20 | 12,900 | 13,014 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.450% | 4/16/21 | 37,145 | 37,698 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 19,750 | 20,527 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 6/9/23 | 13,460 | 14,081 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 3.750% | 3/26/25 | 32,493 | 34,339 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 4.550% | 4/17/26 | 1,250 | 1,386 | |||||||||||
Credit Suisse Group Funding Guernsey Ltd. | 4.875% | 5/15/45 | 19,258 | 24,192 | |||||||||||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 11,179 | 16,391 | |||||||||||
Deutsche Bank AG | 3.125% | 1/13/21 | 11,907 | 11,933 | |||||||||||
Deutsche Bank AG | 3.150% | 1/22/21 | 12,390 | 12,440 | |||||||||||
Deutsche Bank AG | 4.250% | 2/4/21 | 3,975 | 4,028 | |||||||||||
Deutsche Bank AG | 3.375% | 5/12/21 | 10,979 | 11,048 | |||||||||||
Deutsche Bank AG | 4.250% | 10/14/21 | 23,226 | 23,876 | |||||||||||
Deutsche Bank AG | 5.000% | 2/14/22 | 4,850 | 5,063 | |||||||||||
Deutsche Bank AG | 3.300% | 11/16/22 | 27,156 | 27,421 | |||||||||||
Deutsche Bank AG | 3.950% | 2/27/23 | 25,000 | 25,559 | |||||||||||
Deutsche Bank AG | 3.700% | 5/30/24 | 40,960 | 41,807 | |||||||||||
Deutsche Bank AG | 4.100% | 1/13/26 | 8,410 | 8,578 | |||||||||||
Discover Bank | 3.200% | 8/9/21 | 4,701 | 4,776 | |||||||||||
Discover Bank | 3.350% | 2/6/23 | 10,365 | 10,671 | |||||||||||
Discover Bank | 4.200% | 8/8/23 | 19,274 | 20,474 | |||||||||||
Discover Bank | 2.450% | 9/12/24 | 8,040 | 7,997 | |||||||||||
Discover Bank | 4.250% | 3/13/26 | 2,675 | 2,889 | |||||||||||
Discover Bank | 3.450% | 7/27/26 | 9,740 | 10,102 | |||||||||||
4 | Discover Bank | 4.682% | 8/9/28 | 4,450 | 4,643 | ||||||||||
Discover Bank | 4.650% | 9/13/28 | 10,075 | 11,293 | |||||||||||
Discover Financial Services | 5.200% | 4/27/22 | 3,817 | 4,068 | |||||||||||
Discover Financial Services | 3.850% | 11/21/22 | 10,640 | 11,114 | |||||||||||
Discover Financial Services | 3.950% | 11/6/24 | 6,950 | 7,365 | |||||||||||
Discover Financial Services | 3.750% | 3/4/25 | 7,320 | 7,726 | |||||||||||
Discover Financial Services | 4.500% | 1/30/26 | 6,800 | 7,437 | |||||||||||
Discover Financial Services | 4.100% | 2/9/27 | 9,300 | 9,969 | |||||||||||
Fifth Third Bancorp | 3.500% | 3/15/22 | 5,403 | 5,566 | |||||||||||
Fifth Third Bancorp | 4.300% | 1/16/24 | 11,774 | 12,630 | |||||||||||
Fifth Third Bancorp | 3.650% | 1/25/24 | 14,940 | 15,716 | |||||||||||
Fifth Third Bancorp | 2.375% | 1/28/25 | 5,225 | 5,221 | |||||||||||
Fifth Third Bancorp | 3.950% | 3/14/28 | 8,110 | 8,907 | |||||||||||
Fifth Third Bancorp | 8.250% | 3/1/38 | 11,167 | 17,167 | |||||||||||
Fifth Third Bank | 2.250% | 6/14/21 | 25,729 | 25,830 | |||||||||||
Fifth Third Bank | 3.350% | 7/26/21 | 6,550 | 6,686 | |||||||||||
Fifth Third Bank | 2.875% | 10/1/21 | 7,604 | 7,716 | |||||||||||
Fifth Third Bank | 3.950% | 7/28/25 | 9,450 | 10,248 | |||||||||||
Fifth Third Bank | 3.850% | 3/15/26 | 9,932 | 10,551 | |||||||||||
First Horizon National Corp. | 3.500% | 12/15/20 | 5,513 | 5,570 | |||||||||||
First Republic Bank | 2.500% | 6/6/22 | 11,850 | 11,958 | |||||||||||
First Republic Bank | 4.375% | 8/1/46 | 2,425 | 2,626 | |||||||||||
First Republic Bank | 4.625% | 2/13/47 | 2,975 | 3,435 | |||||||||||
FirstMerit Bank NA | 4.270% | 11/25/26 | 5,750 | 6,159 | |||||||||||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 13,025 | 16,916 |
35
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Goldman Sachs Group Inc. | 2.600% | 12/27/20 | 1,850 | 1,853 | |||||||||||
Goldman Sachs Group Inc. | 2.875% | 2/25/21 | 17,207 | 17,369 | |||||||||||
Goldman Sachs Group Inc. | 2.625% | 4/25/21 | 22,662 | 22,819 | |||||||||||
Goldman Sachs Group Inc. | 5.250% | 7/27/21 | 25,019 | 26,228 | |||||||||||
Goldman Sachs Group Inc. | 2.350% | 11/15/21 | 23,550 | 23,631 | |||||||||||
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 60,973 | 65,250 | |||||||||||
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 36,919 | 37,404 | |||||||||||
4 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 80,615 | 81,587 | ||||||||||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 31,359 | 32,555 | |||||||||||
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 16,955 | 17,432 | |||||||||||
4 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 25,891 | 26,294 | ||||||||||
4 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 30,807 | 31,284 | ||||||||||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 16,700 | 17,528 | |||||||||||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 61,846 | 65,671 | |||||||||||
Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 14,607 | 15,403 | |||||||||||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 36,819 | 38,649 | |||||||||||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 2,648 | 2,803 | |||||||||||
4 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 59,303 | 61,202 | ||||||||||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 14,020 | 15,201 | |||||||||||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 32,209 | 34,119 | |||||||||||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 40,295 | 42,027 | |||||||||||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 9,878 | 11,790 | |||||||||||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 36,623 | 38,931 | |||||||||||
4 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 30,665 | 32,526 | ||||||||||
4 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 57,860 | 61,899 | ||||||||||
4 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 16,820 | 18,477 | ||||||||||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 300 | 405 | |||||||||||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 19,324 | 25,564 | |||||||||||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 42,962 | 59,550 | |||||||||||
4 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 28,584 | 30,912 | ||||||||||
4 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 35,355 | 40,122 | ||||||||||
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 31,437 | 43,879 | |||||||||||
Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 31,328 | 37,917 | |||||||||||
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 29,619 | 36,255 | |||||||||||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 179 | 218 | |||||||||||
HSBC Bank USA NA | 7.000% | 1/15/39 | 8,759 | 12,768 | |||||||||||
HSBC Holdings plc | 3.400% | 3/8/21 | 51,785 | 52,554 | |||||||||||
HSBC Holdings plc | 5.100% | 4/5/21 | 29,395 | 30,453 | |||||||||||
HSBC Holdings plc | 2.950% | 5/25/21 | 51,596 | 52,219 | |||||||||||
HSBC Holdings plc | 2.650% | 1/5/22 | 34,588 | 34,965 | |||||||||||
HSBC Holdings plc | 4.875% | 1/14/22 | 3,760 | 3,963 | |||||||||||
HSBC Holdings plc | 4.000% | 3/30/22 | 7,301 | 7,597 | |||||||||||
4 | HSBC Holdings plc | 3.262% | 3/13/23 | 28,357 | 28,974 | ||||||||||
HSBC Holdings plc | 3.600% | 5/25/23 | 25,575 | 26,597 | |||||||||||
4 | HSBC Holdings plc | 3.033% | 11/22/23 | 6,939 | 7,081 | ||||||||||
HSBC Holdings plc | 4.250% | 3/14/24 | 32,413 | 34,398 | |||||||||||
4 | HSBC Holdings plc | 3.950% | 5/18/24 | 23,250 | 24,381 | ||||||||||
4 | HSBC Holdings plc | 3.803% | 3/11/25 | 30,816 | 32,340 | ||||||||||
HSBC Holdings plc | 4.250% | 8/18/25 | 5,607 | 5,997 | |||||||||||
4 | HSBC Holdings plc | 2.633% | 11/7/25 | 9,175 | 9,153 | ||||||||||
HSBC Holdings plc | 4.300% | 3/8/26 | 39,815 | 43,258 | |||||||||||
HSBC Holdings plc | 3.900% | 5/25/26 | 46,460 | 49,464 | |||||||||||
4 | HSBC Holdings plc | 4.292% | 9/12/26 | 50,727 | 54,479 | ||||||||||
HSBC Holdings plc | 4.375% | 11/23/26 | 17,141 | 18,535 | |||||||||||
4 | HSBC Holdings plc | 4.041% | 3/13/28 | 32,403 | 34,571 | ||||||||||
4 | HSBC Holdings plc | 4.583% | 6/19/29 | 20,500 | 22,870 | ||||||||||
4 | HSBC Holdings plc | 3.973% | 5/22/30 | 15,300 | 16,435 | ||||||||||
HSBC Holdings plc | 7.625% | 5/17/32 | 5,320 | 7,352 | |||||||||||
HSBC Holdings plc | 7.350% | 11/27/32 | 2,040 | 2,830 | |||||||||||
HSBC Holdings plc | 6.500% | 5/2/36 | 16,629 | 22,608 | |||||||||||
HSBC Holdings plc | 6.500% | 9/15/37 | 42,595 | 58,094 | |||||||||||
HSBC Holdings plc | 6.800% | 6/1/38 | 6,219 | 8,844 | |||||||||||
HSBC Holdings plc | 6.100% | 1/14/42 | 3,198 | 4,536 | |||||||||||
HSBC Holdings plc | 5.250% | 3/14/44 | 26,403 | 33,420 |
36
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
HSBC USA Inc. | 3.500% | 6/23/24 | 12,402 | 13,122 | |||||||||||
Huntington Bancshares Inc. | 7.000% | 12/15/20 | 4,200 | 4,386 | |||||||||||
Huntington Bancshares Inc. | 3.150% | 3/14/21 | 4,275 | 4,320 | |||||||||||
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 10,218 | 10,256 | |||||||||||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 2,250 | 2,281 | |||||||||||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 6,132 | 6,604 | |||||||||||
Huntington National Bank | 3.250% | 5/14/21 | 9,500 | 9,654 | |||||||||||
Huntington National Bank | 3.125% | 4/1/22 | 5,350 | 5,455 | |||||||||||
Huntington National Bank | 2.500% | 8/7/22 | 13,900 | 14,056 | |||||||||||
Huntington National Bank | 3.550% | 10/6/23 | 6,470 | 6,773 | |||||||||||
ING Groep NV | 3.150% | 3/29/22 | 7,607 | 7,764 | |||||||||||
ING Groep NV | 4.100% | 10/2/23 | 15,950 | 16,909 | |||||||||||
ING Groep NV | 3.550% | 4/9/24 | 16,610 | 17,388 | |||||||||||
ING Groep NV | 3.950% | 3/29/27 | 14,067 | 15,126 | |||||||||||
ING Groep NV | 4.550% | 10/2/28 | 12,425 | 14,087 | |||||||||||
ING Groep NV | 4.050% | 4/9/29 | 11,570 | 12,685 | |||||||||||
7 | Intesa Sanpaolo SPA | 6.500% | 2/24/21 | 100 | 104 | ||||||||||
JPMorgan Chase & Co. | 2.550% | 3/1/21 | 22,303 | 22,428 | |||||||||||
JPMorgan Chase & Co. | 4.625% | 5/10/21 | 7,736 | 8,011 | |||||||||||
JPMorgan Chase & Co. | 2.400% | 6/7/21 | 13,520 | 13,604 | |||||||||||
JPMorgan Chase & Co. | 2.295% | 8/15/21 | 58,480 | 58,583 | |||||||||||
JPMorgan Chase & Co. | 4.350% | 8/15/21 | 26,088 | 27,057 | |||||||||||
JPMorgan Chase & Co. | 4.500% | 1/24/22 | 39,768 | 41,704 | |||||||||||
4 | JPMorgan Chase & Co. | 3.514% | 6/18/22 | 16,625 | 16,977 | ||||||||||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 22,197 | 22,941 | |||||||||||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 48,046 | 48,983 | |||||||||||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 50,978 | 52,581 | |||||||||||
4 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 17,605 | 17,988 | ||||||||||
4 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 21,615 | 21,871 | ||||||||||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 31,599 | 32,804 | |||||||||||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 5,016 | 5,108 | |||||||||||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 20,752 | 22,196 | |||||||||||
4 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 31,603 | 32,937 | ||||||||||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 43,367 | 45,834 | |||||||||||
4 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 14,750 | 15,541 | ||||||||||
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 34,622 | 37,028 | |||||||||||
4 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 22,250 | 23,706 | ||||||||||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 29,012 | 30,263 | |||||||||||
4 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 31,236 | 32,267 | ||||||||||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 33,618 | 36,266 | |||||||||||
4 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 24,065 | 24,035 | ||||||||||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 60,462 | 63,373 | |||||||||||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 30,580 | 31,834 | |||||||||||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 33,607 | 34,543 | |||||||||||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 23,505 | 25,717 | |||||||||||
4 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 28,320 | 30,645 | ||||||||||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 12,337 | 13,640 | |||||||||||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 11,318 | 11,884 | |||||||||||
4 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 42,266 | 45,392 | ||||||||||
4 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 34,391 | 36,427 | ||||||||||
4 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 39,125 | 41,467 | ||||||||||
4 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 13,095 | 14,334 | ||||||||||
4 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 10,913 | 12,151 | ||||||||||
4 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 3,375 | 3,839 | ||||||||||
4 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 16,200 | 17,445 | ||||||||||
JPMorgan Chase & Co. | 8.750% | 9/1/30 | 1,100 | 1,605 | |||||||||||
4 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 44,150 | 44,150 | ||||||||||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 18,237 | 26,297 | |||||||||||
4 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 31,978 | 35,361 | ||||||||||
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 37,850 | 50,598 | |||||||||||
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 6,810 | 9,322 | |||||||||||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 10,131 | 13,702 | |||||||||||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 8,097 | 10,859 | |||||||||||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 3,964 | 5,069 |
37
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 10,788 | 13,587 | |||||||||||
4 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 22,558 | 26,437 | ||||||||||
4 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 25,002 | 28,315 | ||||||||||
4 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 78,711 | 88,256 | ||||||||||
4 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 30,300 | 33,890 | ||||||||||
KeyBank NA | 3.350% | 6/15/21 | 5,560 | 5,675 | |||||||||||
KeyBank NA | 2.500% | 11/22/21 | 3,619 | 3,659 | |||||||||||
KeyBank NA | 2.400% | 6/9/22 | 3,145 | 3,179 | |||||||||||
KeyBank NA | 2.300% | 9/14/22 | 10,100 | 10,198 | |||||||||||
KeyBank NA | 3.375% | 3/7/23 | 7,425 | 7,717 | |||||||||||
KeyBank NA | 3.300% | 6/1/25 | 7,726 | 8,137 | |||||||||||
KeyBank NA | 3.400% | 5/20/26 | 12,750 | 13,230 | |||||||||||
4 | KeyBank NA | 3.180% | 10/15/27 | 4,525 | 4,616 | ||||||||||
KeyBank NA | 6.950% | 2/1/28 | 1,740 | 2,196 | |||||||||||
KeyCorp | 5.100% | 3/24/21 | 10,297 | 10,679 | |||||||||||
KeyCorp | 4.150% | 10/29/25 | 7,000 | 7,661 | |||||||||||
KeyCorp | 4.100% | 4/30/28 | 15,050 | 16,421 | |||||||||||
KeyCorp | 2.550% | 10/1/29 | 14,125 | 13,811 | |||||||||||
Lloyds Bank plc | 6.375% | 1/21/21 | 11,075 | 11,522 | |||||||||||
Lloyds Bank plc | 3.300% | 5/7/21 | 5,600 | 5,689 | |||||||||||
Lloyds Bank plc | 3.500% | 5/14/25 | 1,100 | 1,155 | |||||||||||
Lloyds Banking Group plc | 3.100% | 7/6/21 | 210 | 213 | |||||||||||
Lloyds Banking Group plc | 3.000% | 1/11/22 | 4,456 | 4,524 | |||||||||||
4 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 14,275 | 14,411 | ||||||||||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 34,900 | 36,826 | |||||||||||
4 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 21,230 | 21,537 | ||||||||||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 11,050 | 11,643 | |||||||||||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 15,361 | 16,378 | |||||||||||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 7,000 | 7,628 | |||||||||||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 38,255 | 41,283 | |||||||||||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 12,532 | 13,563 | |||||||||||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 9,032 | 9,476 | |||||||||||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 34,195 | 37,645 | |||||||||||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 16,275 | 18,174 | |||||||||||
4 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 20,800 | 21,633 | ||||||||||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 5,919 | 7,190 | |||||||||||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 17,835 | 19,268 | |||||||||||
M&T Bank Corp. | 3.550% | 7/26/23 | 7,250 | 7,618 | |||||||||||
Manufacturers & Traders Trust Co. | 2.625% | 1/25/21 | 3,925 | 3,942 | |||||||||||
Manufacturers & Traders Trust Co. | 2.500% | 5/18/22 | 2,145 | 2,169 | |||||||||||
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 9,151 | 9,403 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.950% | 3/1/21 | 21,903 | 22,118 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.535% | 7/26/21 | 7,950 | 8,128 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.190% | 9/13/21 | 31,790 | 31,836 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 13,800 | 14,122 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 13,300 | 13,471 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 25,475 | 25,839 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 12,500 | 12,952 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 24,065 | 25,278 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,350 | 3,372 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 25,720 | 26,817 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 12,575 | 12,805 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 14,000 | 14,877 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 34,185 | 36,670 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 9,525 | 9,585 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 52,881 | 56,124 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 26,011 | 26,954 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 15,350 | 16,665 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 5,150 | 5,678 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 16,590 | 17,818 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 20,000 | 20,678 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 3,000 | 3,451 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 1,550 | 1,749 | |||||||||||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 12,000 | 13,145 |
38
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Mizuho Financial Group Inc. | 2.273% | 9/13/21 | 550 | 551 | |||||||||||
Mizuho Financial Group Inc. | 2.953% | 2/28/22 | 500 | 509 | |||||||||||
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 500 | 506 | |||||||||||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 13,200 | 13,744 | |||||||||||
4 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 25,900 | 26,149 | ||||||||||
4 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 11,060 | 11,596 | ||||||||||
4 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 26,800 | 27,028 | ||||||||||
4 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 15,525 | 15,484 | ||||||||||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 2,100 | 2,221 | |||||||||||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 20,525 | 22,339 | |||||||||||
4 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 15,000 | 16,605 | ||||||||||
4 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 30,205 | 30,844 | ||||||||||
4 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 9,435 | 9,495 | ||||||||||
Morgan Stanley | 5.750% | 1/25/21 | 23,535 | 24,399 | |||||||||||
Morgan Stanley | 2.500% | 4/21/21 | 5,924 | 5,950 | |||||||||||
Morgan Stanley | 5.500% | 7/28/21 | 13,616 | 14,333 | |||||||||||
Morgan Stanley | 2.625% | 11/17/21 | 35,817 | 36,219 | |||||||||||
Morgan Stanley | 2.750% | 5/19/22 | 33,941 | 34,533 | |||||||||||
Morgan Stanley | 4.875% | 11/1/22 | 22,638 | 24,241 | |||||||||||
Morgan Stanley | 3.125% | 1/23/23 | 13,885 | 14,261 | |||||||||||
Morgan Stanley | 3.750% | 2/25/23 | 66,535 | 69,489 | |||||||||||
Morgan Stanley | 4.100% | 5/22/23 | 22,036 | 23,190 | |||||||||||
4 | Morgan Stanley | 3.737% | 4/24/24 | 22,100 | 23,013 | ||||||||||
Morgan Stanley | 3.875% | 4/29/24 | 38,463 | 40,801 | |||||||||||
Morgan Stanley | 3.700% | 10/23/24 | 49,444 | 52,375 | |||||||||||
Morgan Stanley | 4.000% | 7/23/25 | 52,943 | 57,255 | |||||||||||
Morgan Stanley | 5.000% | 11/24/25 | 22,714 | 25,505 | |||||||||||
Morgan Stanley | 3.875% | 1/27/26 | 41,091 | 44,075 | |||||||||||
Morgan Stanley | 3.125% | 7/27/26 | 34,300 | 35,305 | |||||||||||
Morgan Stanley | 6.250% | 8/9/26 | 12,332 | 14,972 | |||||||||||
Morgan Stanley | 4.350% | 9/8/26 | 28,900 | 31,549 | |||||||||||
Morgan Stanley | 3.625% | 1/20/27 | 23,560 | 25,016 | |||||||||||
Morgan Stanley | 3.950% | 4/23/27 | 14,404 | 15,398 | |||||||||||
4 | Morgan Stanley | 3.591% | 7/22/28 | 46,005 | 48,737 | ||||||||||
4 | Morgan Stanley | 3.772% | 1/24/29 | 10,920 | 11,730 | ||||||||||
4 | Morgan Stanley | 4.431% | 1/23/30 | 13,175 | 14,868 | ||||||||||
Morgan Stanley | 7.250% | 4/1/32 | 8,587 | 12,326 | |||||||||||
4 | Morgan Stanley | 3.971% | 7/22/38 | 21,907 | 24,295 | ||||||||||
4 | Morgan Stanley | 4.457% | 4/22/39 | 22,750 | 26,775 | ||||||||||
Morgan Stanley | 6.375% | 7/24/42 | 35,237 | 51,878 | |||||||||||
Morgan Stanley | 4.300% | 1/27/45 | 42,196 | 49,551 | |||||||||||
Morgan Stanley | 4.375% | 1/22/47 | 3,785 | 4,522 | |||||||||||
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 16,668 | 17,249 | |||||||||||
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 7,100 | 7,212 | |||||||||||
MUFG Union Bank NA | 3.150% | 4/1/22 | 39,471 | 40,356 | |||||||||||
MUFG Union Bank NA | 2.100% | 12/9/22 | 13,900 | 13,928 | |||||||||||
National Australia Bank Ltd. | 2.625% | 1/14/21 | 8,647 | 8,697 | |||||||||||
National Australia Bank Ltd. | 1.875% | 7/12/21 | 9,684 | 9,671 | |||||||||||
National Australia Bank Ltd. | 3.375% | 9/20/21 | 20,000 | 20,481 | |||||||||||
National Australia Bank Ltd. | 3.700% | 11/4/21 | 11,030 | 11,380 | |||||||||||
National Australia Bank Ltd. | 2.800% | 1/10/22 | 6,004 | 6,099 | |||||||||||
National Australia Bank Ltd. | 2.500% | 5/22/22 | 8,774 | 8,879 | |||||||||||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 1,050 | 1,075 | |||||||||||
National Australia Bank Ltd. | 2.875% | 4/12/23 | 1,750 | 1,788 | |||||||||||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 12,000 | 12,555 | |||||||||||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 6,752 | 7,074 | |||||||||||
National Australia Bank Ltd. | 2.500% | 7/12/26 | 20,034 | 20,112 | |||||||||||
Northern Trust Corp. | 3.375% | 8/23/21 | 1,993 | 2,040 | |||||||||||
Northern Trust Corp. | 2.375% | 8/2/22 | 5,710 | 5,759 | |||||||||||
Northern Trust Corp. | 3.950% | 10/30/25 | 8,975 | 9,661 | |||||||||||
Northern Trust Corp. | 3.650% | 8/3/28 | 5,500 | 5,941 | |||||||||||
Northern Trust Corp. | 3.150% | 5/3/29 | 8,950 | 9,421 | |||||||||||
4 | Northern Trust Corp. | 3.375% | 5/8/32 | 3,850 | 3,901 | ||||||||||
People's United Bank NA | 4.000% | 7/15/24 | 3,850 | 4,007 |
39
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
People's United Financial Inc. | 3.650% | 12/6/22 | 6,175 | 6,413 | |||||||||||
PNC Bank NA | 2.150% | 4/29/21 | 31,086 | 31,149 | |||||||||||
PNC Bank NA | 2.550% | 12/9/21 | 6,050 | 6,100 | |||||||||||
PNC Bank NA | 2.625% | 2/17/22 | 19,500 | 19,702 | |||||||||||
4 | PNC Bank NA | 2.232% | 7/22/22 | 5,000 | 5,010 | ||||||||||
PNC Bank NA | 2.450% | 7/28/22 | 2,500 | 2,523 | |||||||||||
PNC Bank NA | 2.700% | 11/1/22 | 9,584 | 9,676 | |||||||||||
4 | PNC Bank NA | 2.028% | 12/9/22 | 3,285 | 3,288 | ||||||||||
PNC Bank NA | 2.950% | 1/30/23 | 10,277 | 10,484 | |||||||||||
PNC Bank NA | 3.800% | 7/25/23 | 16,478 | 17,253 | |||||||||||
PNC Bank NA | 3.300% | 10/30/24 | 6,303 | 6,555 | |||||||||||
PNC Bank NA | 2.950% | 2/23/25 | 9,710 | 9,929 | |||||||||||
PNC Bank NA | 3.250% | 6/1/25 | 17,751 | 18,591 | |||||||||||
PNC Bank NA | 3.100% | 10/25/27 | 10,265 | 10,707 | |||||||||||
PNC Bank NA | 3.250% | 1/22/28 | 5,050 | 5,302 | |||||||||||
PNC Bank NA | 4.050% | 7/26/28 | 8,250 | 9,056 | |||||||||||
PNC Bank NA | 2.700% | 10/22/29 | 3,300 | 3,280 | |||||||||||
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 16,055 | 16,335 | |||||||||||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 23,445 | 24,607 | |||||||||||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 21,232 | 22,313 | |||||||||||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 10,409 | 10,756 | |||||||||||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 28,765 | 30,566 | |||||||||||
PNC Funding Corp. | 3.300% | 3/8/22 | 8,184 | 8,406 | |||||||||||
Regions Bank | 2.750% | 4/1/21 | 5,054 | 5,089 | |||||||||||
4 | Regions Bank | 3.374% | 8/13/21 | 5,500 | 5,541 | ||||||||||
Regions Bank | 6.450% | 6/26/37 | 4,491 | 5,767 | |||||||||||
Regions Financial Corp. | 2.750% | 8/14/22 | 5,479 | 5,573 | |||||||||||
Regions Financial Corp. | 3.800% | 8/14/23 | 11,075 | 11,676 | |||||||||||
Regions Financial Corp. | 7.375% | 12/10/37 | 3,950 | 5,581 | |||||||||||
Royal Bank of Canada | 2.500% | 1/19/21 | 13,542 | 13,601 | |||||||||||
Royal Bank of Canada | 3.200% | 4/30/21 | 21,950 | 22,339 | |||||||||||
Royal Bank of Canada | 2.750% | 2/1/22 | 13,991 | 14,223 | |||||||||||
Royal Bank of Canada | 2.800% | 4/29/22 | 19,620 | 19,991 | |||||||||||
Royal Bank of Canada | 3.700% | 10/5/23 | 8,520 | 8,984 | |||||||||||
Royal Bank of Canada | 2.550% | 7/16/24 | 9,165 | 9,301 | |||||||||||
Royal Bank of Canada | 2.250% | 11/1/24 | 33,700 | 33,856 | |||||||||||
Royal Bank of Canada | 4.650% | 1/27/26 | 11,818 | 13,117 | |||||||||||
Royal Bank of Scotland Group plc | 6.125% | 12/15/22 | 5,642 | 6,172 | |||||||||||
4 | Royal Bank of Scotland Group plc | 3.498% | 5/15/23 | 13,990 | 14,286 | ||||||||||
Royal Bank of Scotland Group plc | 6.100% | 6/10/23 | 10,000 | 10,988 | |||||||||||
Royal Bank of Scotland Group plc | 3.875% | 9/12/23 | 44,254 | 46,259 | |||||||||||
Royal Bank of Scotland Group plc | 6.000% | 12/19/23 | 8,125 | 9,031 | |||||||||||
Royal Bank of Scotland Group plc | 5.125% | 5/28/24 | 29,803 | 32,269 | |||||||||||
4 | Royal Bank of Scotland Group plc | 4.519% | 6/25/24 | 21,820 | 23,126 | ||||||||||
4 | Royal Bank of Scotland Group plc | 4.269% | 3/22/25 | 4,050 | 4,296 | ||||||||||
Royal Bank of Scotland Group plc | 4.800% | 4/5/26 | 4,731 | 5,241 | |||||||||||
4 | Royal Bank of Scotland Group plc | 4.892% | 5/18/29 | 35,600 | 40,133 | ||||||||||
4 | Royal Bank of Scotland Group plc | 3.754% | 11/1/29 | 2,750 | 2,805 | ||||||||||
4 | Royal Bank of Scotland Group plc | 5.076% | 1/27/30 | 40,500 | 46,460 | ||||||||||
4 | Royal Bank of Scotland Group plc | 4.445% | 5/8/30 | 10,050 | 11,061 | ||||||||||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 12,900 | 13,222 | |||||||||||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 5,000 | 5,139 | |||||||||||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 9,475 | 10,188 | |||||||||||
7 | Santander Holdings USA Inc. | 3.244% | 10/5/26 | 42,500 | 42,696 | ||||||||||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 16,844 | 18,149 | |||||||||||
Santander UK Group Holdings plc | 3.125% | 1/8/21 | 18,025 | 18,173 | |||||||||||
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 11,549 | 11,661 | |||||||||||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 8,361 | 8,551 | |||||||||||
4 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 9,550 | 10,297 | ||||||||||
4 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 7,273 | 7,637 | ||||||||||
Santander UK plc | 3.400% | 6/1/21 | 15,700 | 16,014 | |||||||||||
Santander UK plc | 3.750% | 11/15/21 | 6,525 | 6,723 | |||||||||||
Santander UK plc | 4.000% | 3/13/24 | 23,128 | 24,633 | |||||||||||
Santander UK plc | 2.875% | 6/18/24 | 13,800 | 14,084 |
40
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 13,140 | 13,226 | |||||||||||
Skandinaviska Enskilda Banken AB | 1.875% | 9/13/21 | 31,400 | 31,289 | |||||||||||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 8,650 | 8,776 | |||||||||||
State Street Corp. | 4.375% | 3/7/21 | 2,255 | 2,320 | |||||||||||
State Street Corp. | 1.950% | 5/19/21 | 10,145 | 10,152 | |||||||||||
4 | State Street Corp. | 2.653% | 5/15/23 | 9,320 | 9,463 | ||||||||||
State Street Corp. | 3.100% | 5/15/23 | 9,503 | 9,758 | |||||||||||
State Street Corp. | 3.700% | 11/20/23 | 8,158 | 8,671 | |||||||||||
4 | State Street Corp. | 3.776% | 12/3/24 | 10,800 | 11,384 | ||||||||||
State Street Corp. | 3.300% | 12/16/24 | 15,300 | 16,133 | |||||||||||
State Street Corp. | 3.550% | 8/18/25 | 19,466 | 20,919 | |||||||||||
4 | State Street Corp. | 2.354% | 11/1/25 | 8,225 | 8,235 | ||||||||||
State Street Corp. | 2.650% | 5/19/26 | 9,965 | 10,116 | |||||||||||
4 | State Street Corp. | 4.141% | 12/3/29 | 4,055 | 4,527 | ||||||||||
4 | State Street Corp. | 3.031% | 11/1/34 | 17,400 | 17,355 | ||||||||||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 5,837 | 5,996 | |||||||||||
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 550 | 560 | |||||||||||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 9,998 | 10,562 | |||||||||||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 9,850 | 10,422 | |||||||||||
Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 7,050 | 7,361 | |||||||||||
Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 3,100 | 3,296 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.934% | 3/9/21 | 7,338 | 7,423 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.058% | 7/14/21 | 5,325 | 5,331 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 10,729 | 10,801 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 10,244 | 10,392 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 19,458 | 19,787 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 9,804 | 9,954 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 15,385 | 15,735 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 9,850 | 10,321 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 13,500 | 14,278 | |||||||||||
7 | Sumitomo Mitsui Financial Group Inc. | 4.436% | 4/2/24 | 50 | 53 | ||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 26,900 | 27,263 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 40,000 | 40,061 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 21,118 | 22,489 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 13,394 | 13,413 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 11,600 | 11,815 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 11,105 | 11,619 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 16,308 | 16,983 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 15,350 | 16,204 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 29,850 | 32,537 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 6,210 | 6,926 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 17,800 | 18,124 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 12,550 | 12,669 | |||||||||||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 13,200 | 13,049 | |||||||||||
SVB Financial Group | 3.500% | 1/29/25 | 4,475 | 4,674 | |||||||||||
Svenska Handelsbanken AB | 2.450% | 3/30/21 | 19,351 | 19,462 | |||||||||||
Svenska Handelsbanken AB | 3.350% | 5/24/21 | 21,675 | 22,076 | |||||||||||
Svenska Handelsbanken AB | 1.875% | 9/7/21 | 9,013 | 8,993 | |||||||||||
Synchrony Bank | 3.650% | 5/24/21 | 8,370 | 8,535 | |||||||||||
Synchrony Bank | 3.000% | 6/15/22 | 5,197 | 5,293 | |||||||||||
Synchrony Financial | 3.750% | 8/15/21 | 6,438 | 6,582 | |||||||||||
Synchrony Financial | 2.850% | 7/25/22 | 4,175 | 4,230 | |||||||||||
Synchrony Financial | 4.375% | 3/19/24 | 1,000 | 1,063 | |||||||||||
Synchrony Financial | 4.250% | 8/15/24 | 7,351 | 7,843 | |||||||||||
Synchrony Financial | 4.500% | 7/23/25 | 17,744 | 19,168 | |||||||||||
Synchrony Financial | 3.700% | 8/4/26 | 9,725 | 10,022 | |||||||||||
Synchrony Financial | 3.950% | 12/1/27 | 11,725 | 12,308 | |||||||||||
Synchrony Financial | 5.150% | 3/19/29 | 1,750 | 1,987 | |||||||||||
Synovus Financial Corp. | 3.125% | 11/1/22 | 3,257 | 3,298 | |||||||||||
Toronto-Dominion Bank | 2.500% | 12/14/20 | 11,941 | 12,007 | |||||||||||
Toronto-Dominion Bank | 2.550% | 1/25/21 | 30,700 | 30,873 | |||||||||||
Toronto-Dominion Bank | 2.125% | 4/7/21 | 22,937 | 23,019 | |||||||||||
Toronto-Dominion Bank | 3.250% | 6/11/21 | 6,000 | 6,124 | |||||||||||
Toronto-Dominion Bank | 1.800% | 7/13/21 | 16,632 | 16,626 |
41
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Toronto-Dominion Bank | 1.900% | 12/1/22 | 18,075 | 18,076 | |||||||||||
Toronto-Dominion Bank | 3.500% | 7/19/23 | 5,200 | 5,475 | |||||||||||
Toronto-Dominion Bank | 3.250% | 3/11/24 | 53,200 | 55,508 | |||||||||||
Toronto-Dominion Bank | 2.650% | 6/12/24 | 8,365 | 8,527 | |||||||||||
4 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 6,415 | 6,704 | ||||||||||
Truist Bank | 2.850% | 4/1/21 | 385 | 389 | |||||||||||
4 | Truist Bank | 3.525% | 10/26/21 | 2,750 | 2,781 | ||||||||||
Truist Bank | 2.625% | 1/15/22 | 15,250 | 15,439 | |||||||||||
Truist Bank | 2.800% | 5/17/22 | 22,255 | 22,647 | |||||||||||
4 | Truist Bank | 3.502% | 8/2/22 | 9,810 | 10,018 | ||||||||||
Truist Bank | 3.000% | 2/2/23 | 6,166 | 6,313 | |||||||||||
Truist Bank | 2.750% | 5/1/23 | 6,225 | 6,315 | |||||||||||
Truist Bank | 3.200% | 4/1/24 | 35,100 | 36,438 | |||||||||||
4 | Truist Bank | 3.689% | 8/2/24 | 20,239 | 21,201 | ||||||||||
Truist Bank | 2.150% | 12/6/24 | 5,000 | 4,990 | |||||||||||
Truist Bank | 3.625% | 9/16/25 | 23,853 | 25,371 | |||||||||||
Truist Bank | 3.300% | 5/15/26 | 7,025 | 7,303 | |||||||||||
Truist Bank | 3.800% | 10/30/26 | 3,355 | 3,596 | |||||||||||
Truist Financial Corp | 2.900% | 3/3/21 | 7,007 | 7,066 | |||||||||||
Truist Financial Corp. | 2.150% | 2/1/21 | 9,675 | 9,693 | |||||||||||
Truist Financial Corp. | 2.050% | 5/10/21 | 13,011 | 13,020 | |||||||||||
Truist Financial Corp. | 3.200% | 9/3/21 | 9,225 | 9,410 | |||||||||||
Truist Financial Corp. | 2.700% | 1/27/22 | 14,119 | 14,312 | |||||||||||
Truist Financial Corp. | 2.750% | 4/1/22 | 6,730 | 6,848 | |||||||||||
Truist Financial Corp. | 3.050% | 6/20/22 | 35,190 | 35,896 | |||||||||||
Truist Financial Corp. | 3.750% | 12/6/23 | 10,100 | 10,674 | |||||||||||
Truist Financial Corp. | 2.850% | 10/26/24 | 8,732 | 9,023 | |||||||||||
Truist Financial Corp. | 4.000% | 5/1/25 | 6,548 | 7,083 | |||||||||||
Truist Financial Corp. | 3.700% | 6/5/25 | 10,450 | 11,255 | |||||||||||
Truist Financial Corp. | 3.875% | 3/19/29 | 15,150 | 16,310 | |||||||||||
7 | UBS AG | 2.450% | 12/1/20 | 22,580 | 22,652 | ||||||||||
US Bancorp | 2.350% | 1/29/21 | 10,834 | 10,881 | |||||||||||
US Bancorp | 4.125% | 5/24/21 | 9,157 | 9,420 | |||||||||||
US Bancorp | 2.625% | 1/24/22 | 13,239 | 13,437 | |||||||||||
US Bancorp | 3.000% | 3/15/22 | 3,864 | 3,952 | |||||||||||
US Bancorp | 2.950% | 7/15/22 | 17,278 | 17,715 | |||||||||||
US Bancorp | 3.700% | 1/30/24 | 3,380 | 3,592 | |||||||||||
US Bancorp | 3.375% | 2/5/24 | 32,000 | 33,492 | |||||||||||
US Bancorp | 2.400% | 7/30/24 | 11,650 | 11,792 | |||||||||||
US Bancorp | 3.600% | 9/11/24 | 2,605 | 2,763 | |||||||||||
US Bancorp | 3.950% | 11/17/25 | 1,612 | 1,772 | |||||||||||
US Bancorp | 3.100% | 4/27/26 | 6,795 | 7,073 | |||||||||||
US Bancorp | 2.375% | 7/22/26 | 11,800 | 11,829 | |||||||||||
US Bancorp | 3.150% | 4/27/27 | 30,750 | 32,172 | |||||||||||
US Bancorp | 3.900% | 4/26/28 | 2,975 | 3,337 | |||||||||||
US Bancorp | 3.000% | 7/30/29 | 4,000 | 4,094 | |||||||||||
US Bank NA | 3.000% | 2/4/21 | 2,700 | 2,729 | |||||||||||
US Bank NA | 3.150% | 4/26/21 | 1,650 | 1,674 | |||||||||||
US Bank NA | 3.450% | 11/16/21 | 4,560 | 4,690 | |||||||||||
US Bank NA | 2.650% | 5/23/22 | 15,850 | 16,124 | |||||||||||
US Bank NA | 1.950% | 1/9/23 | 17,260 | 17,276 | |||||||||||
US Bank NA | 2.850% | 1/23/23 | 8,555 | 8,779 | |||||||||||
US Bank NA | 3.400% | 7/24/23 | 7,475 | 7,818 | |||||||||||
US Bank NA | 2.800% | 1/27/25 | 25,464 | 26,243 | |||||||||||
Wachovia Corp. | 6.605% | 10/1/25 | 3,175 | 3,748 | |||||||||||
Wachovia Corp. | 5.500% | 8/1/35 | 14,027 | 17,755 | |||||||||||
Wachovia Corp. | 6.550% | 10/15/35 | 7,625 | 9,751 | |||||||||||
Wells Fargo & Co. | 2.550% | 12/7/20 | 14,741 | 14,806 | |||||||||||
Wells Fargo & Co. | 3.000% | 1/22/21 | 18,027 | 18,231 | |||||||||||
Wells Fargo & Co. | 2.500% | 3/4/21 | 38,688 | 38,956 | |||||||||||
Wells Fargo & Co. | 4.600% | 4/1/21 | 22,927 | 23,628 | |||||||||||
Wells Fargo & Co. | 2.100% | 7/26/21 | 54,966 | 55,056 | |||||||||||
Wells Fargo & Co. | 3.500% | 3/8/22 | 26,465 | 27,277 | |||||||||||
Wells Fargo & Co. | 2.625% | 7/22/22 | 44,100 | 44,692 |
42
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Wells Fargo & Co. | 3.069% | 1/24/23 | 86,292 | 87,771 | |||||||||||
Wells Fargo & Co. | 3.450% | 2/13/23 | 20,948 | 21,668 | |||||||||||
Wells Fargo & Co. | 4.125% | 8/15/23 | 17,134 | 18,166 | |||||||||||
Wells Fargo & Co. | 4.480% | 1/16/24 | 11,285 | 12,155 | |||||||||||
Wells Fargo & Co. | 3.300% | 9/9/24 | 28,831 | 30,178 | |||||||||||
Wells Fargo & Co. | 3.000% | 2/19/25 | 29,449 | 30,371 | |||||||||||
Wells Fargo & Co. | 3.550% | 9/29/25 | 27,470 | 29,022 | |||||||||||
4 | Wells Fargo & Co. | 2.406% | 10/30/25 | 50,000 | 49,875 | ||||||||||
Wells Fargo & Co. | 3.000% | 4/22/26 | 39,112 | 40,229 | |||||||||||
Wells Fargo & Co. | 4.100% | 6/3/26 | 44,473 | 47,805 | |||||||||||
Wells Fargo & Co. | 3.000% | 10/23/26 | 37,500 | 38,329 | |||||||||||
4 | Wells Fargo & Co. | 3.196% | 6/17/27 | 16,400 | 16,976 | ||||||||||
Wells Fargo & Co. | 4.300% | 7/22/27 | 25,005 | 27,289 | |||||||||||
4 | Wells Fargo & Co. | 3.584% | 5/22/28 | 32,130 | 34,066 | ||||||||||
4 | Wells Fargo & Co. | 2.879% | 10/30/30 | 45,240 | 45,508 | ||||||||||
Wells Fargo & Co. | 5.375% | 2/7/35 | 10,269 | 13,240 | |||||||||||
Wells Fargo & Co. | 5.375% | 11/2/43 | 34,188 | 43,070 | |||||||||||
Wells Fargo & Co. | 5.606% | 1/15/44 | 17,899 | 23,669 | |||||||||||
Wells Fargo & Co. | 4.650% | 11/4/44 | 26,385 | 30,903 | |||||||||||
Wells Fargo & Co. | 3.900% | 5/1/45 | 22,850 | 25,944 | |||||||||||
Wells Fargo & Co. | 4.900% | 11/17/45 | 22,332 | 27,256 | |||||||||||
Wells Fargo & Co. | 4.400% | 6/14/46 | 17,852 | 20,479 | |||||||||||
Wells Fargo & Co. | 4.750% | 12/7/46 | 9,200 | 10,958 | |||||||||||
Wells Fargo Bank NA | 2.600% | 1/15/21 | 15,150 | 15,235 | |||||||||||
4 | Wells Fargo Bank NA | 3.325% | 7/23/21 | 18,175 | 18,294 | ||||||||||
Wells Fargo Bank NA | 3.625% | 10/22/21 | 35,910 | 36,943 | |||||||||||
4 | Wells Fargo Bank NA | 2.897% | 5/27/22 | 12,200 | 12,332 | ||||||||||
4 | Wells Fargo Bank NA | 2.082% | 9/9/22 | 43,250 | 43,250 | ||||||||||
Wells Fargo Bank NA | 3.550% | 8/14/23 | 14,245 | 14,881 | |||||||||||
Wells Fargo Bank NA | 5.950% | 8/26/36 | 6,753 | 8,950 | |||||||||||
Wells Fargo Bank NA | 5.850% | 2/1/37 | 15,144 | 20,087 | |||||||||||
Wells Fargo Bank NA | 6.600% | 1/15/38 | 10,894 | 15,667 | |||||||||||
4 | Wells Fargo Capital X | 5.950% | 12/1/86 | 5,067 | 6,220 | ||||||||||
Westpac Banking Corp. | 2.650% | 1/25/21 | 2,816 | 2,834 | |||||||||||
Westpac Banking Corp. | 2.100% | 5/13/21 | 40,650 | 40,690 | |||||||||||
Westpac Banking Corp. | 2.000% | 8/19/21 | 17,600 | 17,602 | |||||||||||
Westpac Banking Corp. | 2.800% | 1/11/22 | 15,400 | 15,655 | |||||||||||
Westpac Banking Corp. | 2.500% | 6/28/22 | 25,400 | 25,669 | |||||||||||
Westpac Banking Corp. | 2.750% | 1/11/23 | 7,750 | 7,878 | |||||||||||
Westpac Banking Corp. | 3.650% | 5/15/23 | 5,450 | 5,713 | |||||||||||
Westpac Banking Corp. | 3.300% | 2/26/24 | 13,590 | 14,136 | |||||||||||
Westpac Banking Corp. | 2.350% | 2/19/25 | 20,875 | 20,913 | |||||||||||
Westpac Banking Corp. | 2.850% | 5/13/26 | 23,225 | 23,712 | |||||||||||
Westpac Banking Corp. | 2.700% | 8/19/26 | 18,925 | 19,134 | |||||||||||
Westpac Banking Corp. | 3.350% | 3/8/27 | 16,125 | 17,049 | |||||||||||
4 | Westpac Banking Corp. | 4.322% | 11/23/31 | 29,000 | 30,595 | ||||||||||
Westpac Banking Corp. | 4.110% | 7/24/34 | 2,050 | 2,135 | |||||||||||
Westpac Banking Corp. | 4.421% | 7/24/39 | 5,010 | 5,492 | |||||||||||
Zions Bancorp NA | 3.500% | 8/27/21 | 12,725 | 12,964 | |||||||||||
Zions Bancorp NA | 3.250% | 10/29/29 | 4,440 | 4,356 | |||||||||||
Brokerage (0.2%) | |||||||||||||||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 8,525 | 9,077 | |||||||||||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 11,145 | 11,637 | |||||||||||
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 2,650 | 2,709 | |||||||||||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 14,166 | 15,113 | |||||||||||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 11,830 | 12,631 | |||||||||||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 200 | 204 | |||||||||||
7 | Apollo Management Holdings LP | 4.400% | 5/27/26 | 150 | 160 | ||||||||||
BGC Partners Inc. | 5.125% | 5/27/21 | 2,625 | 2,707 | |||||||||||
BGC Partners Inc. | 3.750% | 10/1/24 | 6,335 | 6,322 | |||||||||||
BlackRock Inc. | 4.250% | 5/24/21 | 7,855 | 8,114 | |||||||||||
BlackRock Inc. | 3.375% | 6/1/22 | 12,035 | 12,461 | |||||||||||
BlackRock Inc. | 3.500% | 3/18/24 | 17,325 | 18,391 |
43
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
BlackRock Inc. | 3.200% | 3/15/27 | 1,350 | 1,427 | |||||||||||
BlackRock Inc. | 3.250% | 4/30/29 | 6,750 | 7,208 | |||||||||||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 5,745 | 6,162 | |||||||||||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,350 | 2,549 | |||||||||||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 6,400 | 6,870 | |||||||||||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 10,100 | 11,572 | |||||||||||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 9,750 | 11,162 | |||||||||||
Brookfield Finance LLC | 4.000% | 4/1/24 | 11,750 | 12,600 | |||||||||||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 6,836 | 7,331 | |||||||||||
Charles Schwab Corp. | 3.250% | 5/21/21 | 7,850 | 7,993 | |||||||||||
Charles Schwab Corp. | 3.225% | 9/1/22 | 3,955 | 4,079 | |||||||||||
Charles Schwab Corp. | 2.650% | 1/25/23 | 5,529 | 5,643 | |||||||||||
Charles Schwab Corp. | 3.550% | 2/1/24 | 8,775 | 9,252 | |||||||||||
Charles Schwab Corp. | 3.000% | 3/10/25 | 280 | 290 | |||||||||||
Charles Schwab Corp. | 3.850% | 5/21/25 | 3,000 | 3,245 | |||||||||||
Charles Schwab Corp. | 3.450% | 2/13/26 | 3,445 | 3,636 | |||||||||||
Charles Schwab Corp. | 3.200% | 3/2/27 | 12,950 | 13,591 | |||||||||||
Charles Schwab Corp. | 3.200% | 1/25/28 | 5,875 | 6,140 | |||||||||||
Charles Schwab Corp. | 4.000% | 2/1/29 | 7,990 | 8,843 | |||||||||||
Charles Schwab Corp. | 3.250% | 5/22/29 | 6,750 | 7,122 | |||||||||||
CME Group Inc. | 3.000% | 9/15/22 | 8,187 | 8,419 | |||||||||||
CME Group Inc. | 3.000% | 3/15/25 | 6,129 | 6,341 | |||||||||||
CME Group Inc. | 5.300% | 9/15/43 | 8,479 | 11,346 | |||||||||||
CME Group Inc. | 4.150% | 6/15/48 | 7,525 | 8,987 | |||||||||||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 1,119 | 1,136 | |||||||||||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 6,250 | 6,522 | |||||||||||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 2,910 | 3,166 | |||||||||||
Eaton Vance Corp. | 3.625% | 6/15/23 | 3,350 | 3,504 | |||||||||||
Eaton Vance Corp. | 3.500% | 4/6/27 | 4,530 | 4,783 | |||||||||||
Franklin Resources Inc. | 2.800% | 9/15/22 | 10,700 | 10,977 | |||||||||||
Franklin Resources Inc. | 2.850% | 3/30/25 | 5,410 | 5,569 | |||||||||||
Intercontinental Exchange Inc. | 2.750% | 12/1/20 | 11,900 | 11,975 | |||||||||||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 4,500 | 4,711 | |||||||||||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 13,771 | 14,687 | |||||||||||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 13,010 | 14,003 | |||||||||||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 2,246 | 2,352 | |||||||||||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 4,850 | 5,292 | |||||||||||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 8,950 | 10,572 | |||||||||||
Invesco Finance plc | 3.125% | 11/30/22 | 7,392 | 7,596 | |||||||||||
Invesco Finance plc | 4.000% | 1/30/24 | 14,599 | 15,463 | |||||||||||
Invesco Finance plc | 3.750% | 1/15/26 | 2,279 | 2,421 | |||||||||||
Invesco Finance plc | 5.375% | 11/30/43 | 11,762 | 14,177 | |||||||||||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 3,950 | 4,246 | |||||||||||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 8,650 | 9,413 | |||||||||||
Jefferies Group LLC | 6.875% | 4/15/21 | 12,942 | 13,670 | |||||||||||
Jefferies Group LLC | 5.125% | 1/20/23 | 1,630 | 1,756 | |||||||||||
Jefferies Group LLC | 4.850% | 1/15/27 | 15,177 | 16,797 | |||||||||||
Jefferies Group LLC | 6.450% | 6/8/27 | 675 | 785 | |||||||||||
Jefferies Group LLC | 6.250% | 1/15/36 | 3,825 | 4,543 | |||||||||||
Jefferies Group LLC | 6.500% | 1/20/43 | 5,140 | 6,111 | |||||||||||
Jefferies Group LLC / Jefferies Group Capital Finance Inc. | 4.150% | 1/23/30 | 16,210 | 17,077 | |||||||||||
Lazard Group LLC | 3.750% | 2/13/25 | 1,215 | 1,280 | |||||||||||
Lazard Group LLC | 3.625% | 3/1/27 | 8,770 | 8,968 | |||||||||||
Lazard Group LLC | 4.500% | 9/19/28 | 5,775 | 6,408 | |||||||||||
Lazard Group LLC | 4.375% | 3/11/29 | 50 | 55 | |||||||||||
Legg Mason Inc. | 4.750% | 3/15/26 | 4,960 | 5,433 | |||||||||||
Legg Mason Inc. | 5.625% | 1/15/44 | 7,295 | 8,281 | |||||||||||
Nasdaq Inc. | 4.250% | 6/1/24 | 4,218 | 4,543 | |||||||||||
Nasdaq Inc. | 3.850% | 6/30/26 | 6,064 | 6,488 | |||||||||||
Raymond James Financial Inc. | 3.625% | 9/15/26 | 2,601 | 2,747 | |||||||||||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 14,395 | 17,062 | |||||||||||
Stifel Financial Corp. | 3.500% | 12/1/20 | 250 | 253 | |||||||||||
Stifel Financial Corp. | 4.250% | 7/18/24 | 10,125 | 10,665 |
44
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 17,920 | 18,304 | |||||||||||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 6,225 | 6,605 | |||||||||||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 9,727 | 10,158 | |||||||||||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 5,400 | 5,434 | |||||||||||
Finance Companies (0.2%) | |||||||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.500% | 5/15/21 | 11,138 | 11,486 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.000% | 10/1/21 | 17,405 | 18,232 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 12/16/21 | 1,840 | 1,914 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.950% | 2/1/22 | 14,227 | 14,689 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 5/26/22 | 2,900 | 2,976 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 7/1/22 | 6,739 | 7,118 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/23/23 | 6,395 | 6,547 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.875% | 1/16/24 | 1,020 | 1,105 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.875% | 8/14/24 | 200 | 202 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 1/15/25 | 630 | 649 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 7,200 | 7,740 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 11,156 | 11,435 | |||||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 11,900 | 12,317 | |||||||||||
Air Lease Corp. | 2.500% | 3/1/21 | 6,997 | 7,024 | |||||||||||
Air Lease Corp. | 3.875% | 4/1/21 | 6,285 | 6,409 | |||||||||||
Air Lease Corp. | 3.375% | 6/1/21 | 830 | 842 | |||||||||||
Air Lease Corp. | 3.500% | 1/15/22 | 3,850 | 3,947 | |||||||||||
Air Lease Corp. | 3.750% | 2/1/22 | 4,675 | 4,810 | |||||||||||
Air Lease Corp. | 2.625% | 7/1/22 | 6,869 | 6,930 | |||||||||||
Air Lease Corp. | 2.250% | 1/15/23 | 5,430 | 5,428 | |||||||||||
Air Lease Corp. | 2.750% | 1/15/23 | 5,475 | 5,544 | |||||||||||
Air Lease Corp. | 3.875% | 7/3/23 | 23,125 | 24,292 | |||||||||||
Air Lease Corp. | 3.000% | 9/15/23 | 4,253 | 4,352 | |||||||||||
Air Lease Corp. | 4.250% | 2/1/24 | 7,600 | 8,139 | |||||||||||
Air Lease Corp. | 4.250% | 9/15/24 | 2,952 | 3,162 | |||||||||||
Air Lease Corp. | 3.250% | 3/1/25 | 11,580 | 11,910 | |||||||||||
Air Lease Corp. | 3.625% | 4/1/27 | 4,575 | 4,748 | |||||||||||
Air Lease Corp. | 3.625% | 12/1/27 | 4,700 | 4,860 | |||||||||||
Air Lease Corp. | 4.625% | 10/1/28 | 6,000 | 6,620 | |||||||||||
Air Lease Corp. | 3.250% | 10/1/29 | 11,250 | 11,186 | |||||||||||
Aircastle Ltd. | 4.400% | 9/25/23 | 10,125 | 10,729 | |||||||||||
Aircastle Ltd. | 4.125% | 5/1/24 | 650 | 682 | |||||||||||
Aircastle Ltd. | 4.250% | 6/15/26 | 7,180 | 7,573 | |||||||||||
Ares Capital Corp. | 3.500% | 2/10/23 | 17,235 | 17,516 | |||||||||||
Ares Capital Corp. | 4.200% | 6/10/24 | 8,367 | 8,787 | |||||||||||
Ares Capital Corp. | 4.250% | 3/1/25 | 6,780 | 7,076 | |||||||||||
FS KKR Capital Corp. | 4.750% | 5/15/22 | 4,399 | 4,515 | |||||||||||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 3,200 | 3,317 | |||||||||||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 3,000 | 3,040 | |||||||||||
GATX Corp. | 4.850% | 6/1/21 | 100 | 104 | |||||||||||
GATX Corp. | 3.250% | 3/30/25 | 4,970 | 5,108 | |||||||||||
GATX Corp. | 3.250% | 9/15/26 | 3,100 | 3,140 | |||||||||||
GATX Corp. | 3.850% | 3/30/27 | 8,850 | 9,241 | |||||||||||
GATX Corp. | 3.500% | 3/15/28 | 5,575 | 5,676 | |||||||||||
GATX Corp. | 4.550% | 11/7/28 | 9,000 | 9,829 |
45
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
GATX Corp. | 4.700% | 4/1/29 | 3,725 | 4,151 | |||||||||||
GATX Corp. | 5.200% | 3/15/44 | 1,255 | 1,461 | |||||||||||
GATX Corp. | 4.500% | 3/30/45 | 1,952 | 2,018 | |||||||||||
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 22,190 | 23,009 | |||||||||||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 127,543 | 135,485 | |||||||||||
International Lease Finance Corp. | 8.250% | 12/15/20 | 13,998 | 14,774 | |||||||||||
International Lease Finance Corp. | 4.625% | 4/15/21 | 5,795 | 5,966 | |||||||||||
International Lease Finance Corp. | 8.625% | 1/15/22 | 13,210 | 14,853 | |||||||||||
International Lease Finance Corp. | 5.875% | 8/15/22 | 10,234 | 11,150 | |||||||||||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 1,500 | 1,586 | |||||||||||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 3,540 | 3,550 | |||||||||||
Prospect Capital Corp. | 5.875% | 3/15/23 | 1,610 | 1,704 | |||||||||||
TPG Specialty Lending Inc. | 3.875% | 11/1/24 | 3,435 | 3,455 | |||||||||||
Insurance (1.2%) | |||||||||||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 1,529 | 2,294 | |||||||||||
AEGON Funding Co. LLC | 5.750% | 12/15/20 | 9,425 | 9,741 | |||||||||||
4 | AEGON NV | 5.500% | 4/11/48 | 7,800 | 8,473 | ||||||||||
Aetna Inc. | 2.750% | 11/15/22 | 9,750 | 9,901 | |||||||||||
Aetna Inc. | 2.800% | 6/15/23 | 13,025 | 13,229 | |||||||||||
Aetna Inc. | 3.500% | 11/15/24 | 11,303 | 11,803 | |||||||||||
Aetna Inc. | 6.625% | 6/15/36 | 8,456 | 11,303 | |||||||||||
Aetna Inc. | 6.750% | 12/15/37 | 3,877 | 5,206 | |||||||||||
Aetna Inc. | 4.500% | 5/15/42 | 5,167 | 5,515 | |||||||||||
Aetna Inc. | 4.125% | 11/15/42 | 2,503 | 2,561 | |||||||||||
Aetna Inc. | 4.750% | 3/15/44 | 3,575 | 3,864 | |||||||||||
Aetna Inc. | 3.875% | 8/15/47 | 12,600 | 12,732 | |||||||||||
Aflac Inc. | 4.000% | 2/15/22 | 1,250 | 1,304 | |||||||||||
Aflac Inc. | 3.625% | 6/15/23 | 8,610 | 9,052 | |||||||||||
Aflac Inc. | 3.625% | 11/15/24 | 8,265 | 8,834 | |||||||||||
Aflac Inc. | 3.250% | 3/17/25 | 6,047 | 6,346 | |||||||||||
Aflac Inc. | 2.875% | 10/15/26 | 1,090 | 1,122 | |||||||||||
Aflac Inc. | 4.000% | 10/15/46 | 4,650 | 5,053 | |||||||||||
Aflac Inc. | 4.750% | 1/15/49 | 7,390 | 8,800 | |||||||||||
Alleghany Corp. | 4.950% | 6/27/22 | 2,295 | 2,438 | |||||||||||
Alleghany Corp. | 4.900% | 9/15/44 | 8,027 | 9,364 | |||||||||||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 10,461 | 10,862 | |||||||||||
Allstate Corp. | 3.150% | 6/15/23 | 10,500 | 10,896 | |||||||||||
Allstate Corp. | 3.280% | 12/15/26 | 5,250 | 5,539 | |||||||||||
Allstate Corp. | 5.350% | 6/1/33 | 1,679 | 2,097 | |||||||||||
Allstate Corp. | 5.550% | 5/9/35 | 2,906 | 3,667 | |||||||||||
Allstate Corp. | 5.950% | 4/1/36 | 413 | 558 | |||||||||||
Allstate Corp. | 4.500% | 6/15/43 | 7,687 | 9,180 | |||||||||||
Allstate Corp. | 4.200% | 12/15/46 | 7,895 | 9,088 | |||||||||||
Allstate Corp. | 3.850% | 8/10/49 | 5,410 | 6,010 | |||||||||||
4 | Allstate Corp. | 5.750% | 8/15/53 | 7,865 | 8,435 | ||||||||||
4 | Allstate Corp. | 6.500% | 5/15/67 | 4,240 | 5,236 | ||||||||||
American Financial Group Inc. | 3.500% | 8/15/26 | 4,210 | 4,318 | |||||||||||
American Financial Group Inc. | 4.500% | 6/15/47 | 7,015 | 7,569 | |||||||||||
American International Group Inc. | 6.400% | 12/15/20 | 28,138 | 29,283 | |||||||||||
American International Group Inc. | 3.300% | 3/1/21 | 2,675 | 2,710 | |||||||||||
American International Group Inc. | 4.875% | 6/1/22 | 17,533 | 18,714 | |||||||||||
American International Group Inc. | 4.125% | 2/15/24 | 7,551 | 8,086 | |||||||||||
American International Group Inc. | 3.750% | 7/10/25 | 4,140 | 4,428 | |||||||||||
American International Group Inc. | 3.900% | 4/1/26 | 10,340 | 11,064 | |||||||||||
American International Group Inc. | 4.200% | 4/1/28 | 10,672 | 11,697 | |||||||||||
American International Group Inc. | 4.250% | 3/15/29 | 3,625 | 4,027 | |||||||||||
American International Group Inc. | 3.875% | 1/15/35 | 11,398 | 12,099 | |||||||||||
American International Group Inc. | 4.700% | 7/10/35 | 6,305 | 7,279 | |||||||||||
American International Group Inc. | 6.250% | 5/1/36 | 12,713 | 16,976 | |||||||||||
American International Group Inc. | 4.500% | 7/16/44 | 31,138 | 35,685 | |||||||||||
American International Group Inc. | 4.800% | 7/10/45 | 10,980 | 13,143 | |||||||||||
American International Group Inc. | 4.750% | 4/1/48 | 10,850 | 12,979 | |||||||||||
4 | American International Group Inc. | 5.750% | 4/1/48 | 8,472 | 9,174 |
46
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
American International Group Inc. | 4.375% | 1/15/55 | 11,430 | 12,488 | |||||||||||
4 | American International Group Inc. | 8.175% | 5/15/68 | 4,725 | 6,420 | ||||||||||
Anthem Inc. | 3.700% | 8/15/21 | 6,874 | 7,027 | |||||||||||
Anthem Inc. | 3.125% | 5/15/22 | 12,040 | 12,339 | |||||||||||
Anthem Inc. | 2.950% | 12/1/22 | 8,625 | 8,835 | |||||||||||
Anthem Inc. | 3.300% | 1/15/23 | 13,347 | 13,804 | |||||||||||
Anthem Inc. | 3.500% | 8/15/24 | 9,894 | 10,361 | |||||||||||
Anthem Inc. | 3.350% | 12/1/24 | 19,009 | 19,834 | |||||||||||
Anthem Inc. | 2.375% | 1/15/25 | 6,990 | 6,986 | |||||||||||
Anthem Inc. | 3.650% | 12/1/27 | 23,345 | 24,619 | |||||||||||
Anthem Inc. | 4.101% | 3/1/28 | 30,526 | 33,073 | |||||||||||
Anthem Inc. | 2.875% | 9/15/29 | 2,000 | 1,988 | |||||||||||
Anthem Inc. | 5.950% | 12/15/34 | 401 | 514 | |||||||||||
Anthem Inc. | 5.850% | 1/15/36 | 3,708 | 4,522 | |||||||||||
Anthem Inc. | 6.375% | 6/15/37 | 4,250 | 5,503 | |||||||||||
Anthem Inc. | 4.625% | 5/15/42 | 15,912 | 17,847 | |||||||||||
Anthem Inc. | 4.650% | 1/15/43 | 10,121 | 11,394 | |||||||||||
Anthem Inc. | 5.100% | 1/15/44 | 13,835 | 16,357 | |||||||||||
Anthem Inc. | 4.650% | 8/15/44 | 8,365 | 9,292 | |||||||||||
Anthem Inc. | 4.375% | 12/1/47 | 15,726 | 17,241 | |||||||||||
Anthem Inc. | 4.550% | 3/1/48 | 2,795 | 3,133 | |||||||||||
Anthem Inc. | 3.700% | 9/15/49 | 7,490 | 7,406 | |||||||||||
Anthem Inc. | 4.850% | 8/15/54 | 4,325 | 4,682 | |||||||||||
Aon Corp. | 8.205% | 1/1/27 | 619 | 786 | |||||||||||
Aon Corp. | 4.500% | 12/15/28 | 8,250 | 9,246 | |||||||||||
Aon Corp. | 3.750% | 5/2/29 | 6,365 | 6,800 | |||||||||||
Aon Corp. | 6.250% | 9/30/40 | 4,680 | 6,393 | |||||||||||
Aon plc | 2.800% | 3/15/21 | 14,115 | 14,243 | |||||||||||
Aon plc | 4.000% | 11/27/23 | 625 | 663 | |||||||||||
Aon plc | 3.500% | 6/14/24 | 9,065 | 9,463 | |||||||||||
Aon plc | 3.875% | 12/15/25 | 13,775 | 14,775 | |||||||||||
Aon plc | 4.600% | 6/14/44 | 9,042 | 10,262 | |||||||||||
Aon plc | 4.750% | 5/15/45 | 1,802 | 2,106 | |||||||||||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 10,220 | 11,255 | |||||||||||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 7,707 | 9,622 | |||||||||||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 4,510 | 6,372 | |||||||||||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 940 | 1,142 | |||||||||||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 10,990 | 11,766 | |||||||||||
Assurant Inc. | 4.000% | 3/15/23 | 8,175 | 8,525 | |||||||||||
Assurant Inc. | 4.200% | 9/27/23 | 2,120 | 2,219 | |||||||||||
Assurant Inc. | 4.900% | 3/27/28 | 6,400 | 7,025 | |||||||||||
Assurant Inc. | 3.700% | 2/22/30 | 4,800 | 4,860 | |||||||||||
Assurant Inc. | 6.750% | 2/15/34 | 1,103 | 1,317 | |||||||||||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 5,548 | 6,169 | |||||||||||
Athene Holding Ltd. | 4.125% | 1/12/28 | 11,850 | 12,239 | |||||||||||
AXA Equitable Holdings Inc. | 3.900% | 4/20/23 | 3,985 | 4,173 | |||||||||||
AXA Equitable Holdings Inc. | 7.000% | 4/1/28 | 4,150 | 5,036 | |||||||||||
AXA Equitable Holdings Inc. | 4.350% | 4/20/28 | 50,851 | 55,163 | |||||||||||
AXA Equitable Holdings Inc. | 5.000% | 4/20/48 | 22,085 | 23,598 | |||||||||||
AXA SA | 8.600% | 12/15/30 | 13,416 | 19,604 | |||||||||||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 3,000 | 3,144 | |||||||||||
4 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,210 | 3,258 | ||||||||||
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 15,014 | 15,839 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/21 | 3,732 | 3,822 | |||||||||||
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 22,225 | 22,841 | |||||||||||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 4,540 | 6,231 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 10,665 | 12,595 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 10,250 | 11,730 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 35,460 | 41,509 | |||||||||||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 34,600 | 40,873 | |||||||||||
Berkshire Hathaway Inc. | 2.200% | 3/15/21 | 6,186 | 6,215 | |||||||||||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 3,452 | 3,558 | |||||||||||
Berkshire Hathaway Inc. | 3.400% | 1/31/22 | 2,555 | 2,645 | |||||||||||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 2,306 | 2,386 |
47
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 11,414 | 11,720 | |||||||||||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 39,001 | 41,143 | |||||||||||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 11,479 | 13,953 | |||||||||||
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 15,435 | 15,343 | |||||||||||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 11,100 | 10,275 | |||||||||||
Brown & Brown Inc. | 4.200% | 9/15/24 | 5,390 | 5,694 | |||||||||||
Brown & Brown Inc. | 4.500% | 3/15/29 | 3,800 | 4,146 | |||||||||||
Chubb Corp. | 6.000% | 5/11/37 | 5,045 | 6,920 | |||||||||||
Chubb Corp. | 6.500% | 5/15/38 | 2,141 | 3,131 | |||||||||||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 21,373 | 21,919 | |||||||||||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 12,433 | 12,709 | |||||||||||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 5,499 | 5,779 | |||||||||||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 9,106 | 9,561 | |||||||||||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 18,560 | 19,701 | |||||||||||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 1,155 | 1,657 | |||||||||||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 4,908 | 5,695 | |||||||||||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 20,960 | 25,170 | |||||||||||
Cigna Holding Co. | 4.375% | 12/15/20 | 8,571 | 8,711 | |||||||||||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 4,256 | 5,495 | |||||||||||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 2,070 | 2,745 | |||||||||||
CNA Financial Corp. | 5.750% | 8/15/21 | 4,168 | 4,404 | |||||||||||
CNA Financial Corp. | 3.950% | 5/15/24 | 4,990 | 5,327 | |||||||||||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,070 | 2,269 | |||||||||||
CNA Financial Corp. | 3.450% | 8/15/27 | 6,685 | 6,963 | |||||||||||
CNA Financial Corp. | 3.900% | 5/1/29 | 11,260 | 12,103 | |||||||||||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 3,010 | 3,364 | |||||||||||
Enstar Group Ltd. | 4.500% | 3/10/22 | 2,382 | 2,462 | |||||||||||
Enstar Group Ltd. | 4.950% | 6/1/29 | 9,800 | 10,491 | |||||||||||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 4,500 | 4,984 | |||||||||||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 5,575 | 6,069 | |||||||||||
Fidelity National Financial Inc. | 5.500% | 9/1/22 | 4,300 | 4,620 | |||||||||||
First American Financial Corp. | 4.600% | 11/15/24 | 5,110 | 5,424 | |||||||||||
Globe Life Inc. | 3.800% | 9/15/22 | 110 | 113 | |||||||||||
Globe Life Inc. | 4.550% | 9/15/28 | 4,947 | 5,486 | |||||||||||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 5,000 | 5,394 | |||||||||||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 5,520 | 5,584 | |||||||||||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 3,745 | 4,873 | |||||||||||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 5,601 | 7,650 | |||||||||||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 6,715 | 7,469 | |||||||||||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 12,305 | 12,633 | |||||||||||
Humana Inc. | 3.150% | 12/1/22 | 6,360 | 6,522 | |||||||||||
Humana Inc. | 2.900% | 12/15/22 | 7,470 | 7,612 | |||||||||||
Humana Inc. | 3.850% | 10/1/24 | 10,427 | 11,072 | |||||||||||
Humana Inc. | 3.950% | 3/15/27 | 9,035 | 9,687 | |||||||||||
Humana Inc. | 4.625% | 12/1/42 | 7,178 | 7,818 | |||||||||||
Humana Inc. | 4.950% | 10/1/44 | 8,053 | 9,517 | |||||||||||
Humana Inc. | 4.800% | 3/15/47 | 4,890 | 5,674 | |||||||||||
Humana Inc. | 3.950% | 8/15/49 | 900 | 945 | |||||||||||
Kemper Corp. | 4.350% | 2/15/25 | 1,950 | 2,071 | |||||||||||
Lincoln National Corp. | 4.200% | 3/15/22 | 6,315 | 6,582 | |||||||||||
Lincoln National Corp. | 4.000% | 9/1/23 | 6,905 | 7,314 | |||||||||||
Lincoln National Corp. | 3.350% | 3/9/25 | 3,297 | 3,428 | |||||||||||
Lincoln National Corp. | 3.625% | 12/12/26 | 6,555 | 6,910 | |||||||||||
Lincoln National Corp. | 3.800% | 3/1/28 | 11,025 | 11,720 | |||||||||||
Lincoln National Corp. | 3.050% | 1/15/30 | 6,613 | 6,569 | |||||||||||
Lincoln National Corp. | 6.300% | 10/9/37 | 4,563 | 5,930 | |||||||||||
Lincoln National Corp. | 7.000% | 6/15/40 | 6,080 | 8,627 | |||||||||||
Lincoln National Corp. | 4.350% | 3/1/48 | 746 | 820 | |||||||||||
Loews Corp. | 2.625% | 5/15/23 | 11,705 | 11,929 | |||||||||||
Loews Corp. | 3.750% | 4/1/26 | 110 | 118 | |||||||||||
Loews Corp. | 6.000% | 2/1/35 | 2,143 | 2,761 | |||||||||||
Loews Corp. | 4.125% | 5/15/43 | 7,262 | 7,974 | |||||||||||
Manulife Financial Corp. | 4.150% | 3/4/26 | 8,716 | 9,518 | |||||||||||
4 | Manulife Financial Corp. | 4.061% | 2/24/32 | 10,262 | 10,537 |
48
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Manulife Financial Corp. | 5.375% | 3/4/46 | 8,867 | 11,642 | |||||||||||
Markel Corp. | 4.900% | 7/1/22 | 1,000 | 1,065 | |||||||||||
Markel Corp. | 3.500% | 11/1/27 | 4,945 | 5,053 | |||||||||||
Markel Corp. | 3.350% | 9/17/29 | 3,500 | 3,571 | |||||||||||
Markel Corp. | 5.000% | 4/5/46 | 5,653 | 6,408 | |||||||||||
Markel Corp. | 4.300% | 11/1/47 | 4,000 | 4,171 | |||||||||||
Markel Corp. | 5.000% | 5/20/49 | 3,185 | 3,681 | |||||||||||
Markel Corp. | 4.150% | 9/17/50 | 6,345 | 6,527 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.800% | 7/15/21 | 2,849 | 2,954 | |||||||||||
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 7,390 | 7,507 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 6,068 | 6,424 | |||||||||||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 23,800 | 25,319 | |||||||||||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 4,697 | 4,924 | |||||||||||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 11,818 | 12,430 | |||||||||||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 6,580 | 7,051 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 11,920 | 13,577 | |||||||||||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 2,789 | 3,571 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 3,705 | 4,492 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 5,551 | 6,281 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 4,905 | 5,528 | |||||||||||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 12,755 | 16,132 | |||||||||||
Mercury General Corp. | 4.400% | 3/15/27 | 4,185 | 4,401 | |||||||||||
MetLife Inc. | 3.048% | 12/15/22 | 6,500 | 6,726 | |||||||||||
MetLife Inc. | 4.368% | 9/15/23 | 8,864 | 9,588 | |||||||||||
MetLife Inc. | 3.600% | 4/10/24 | 14,220 | 15,146 | |||||||||||
MetLife Inc. | 3.000% | 3/1/25 | 14,675 | 15,272 | |||||||||||
MetLife Inc. | 3.600% | 11/13/25 | 7,900 | 8,471 | |||||||||||
MetLife Inc. | 6.500% | 12/15/32 | 2,905 | 4,018 | |||||||||||
MetLife Inc. | 6.375% | 6/15/34 | 3,323 | 4,740 | |||||||||||
MetLife Inc. | 5.700% | 6/15/35 | 5,393 | 7,234 | |||||||||||
MetLife Inc. | 5.875% | 2/6/41 | 20,083 | 27,185 | |||||||||||
MetLife Inc. | 4.125% | 8/13/42 | 12,534 | 14,195 | |||||||||||
MetLife Inc. | 4.875% | 11/13/43 | 5,832 | 7,216 | |||||||||||
MetLife Inc. | 4.721% | 12/15/44 | 6,405 | 7,764 | |||||||||||
MetLife Inc. | 4.050% | 3/1/45 | 9,171 | 10,531 | |||||||||||
MetLife Inc. | 4.600% | 5/13/46 | 3,620 | 4,426 | |||||||||||
4 | MetLife Inc. | 6.400% | 12/15/66 | 19,610 | 23,900 | ||||||||||
4 | MetLife Inc. | 10.750% | 8/1/69 | 685 | 1,113 | ||||||||||
Munich Re America Corp. | 7.450% | 12/15/26 | 2,350 | 2,971 | |||||||||||
4 | Nationwide Financial Services Inc. | 6.750% | 5/15/87 | 396 | 459 | ||||||||||
Old Republic International Corp. | 4.875% | 10/1/24 | 6,830 | 7,472 | |||||||||||
Old Republic International Corp. | 3.875% | 8/26/26 | 5,893 | 6,237 | |||||||||||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 7,500 | 7,790 | |||||||||||
Primerica Inc. | 4.750% | 7/15/22 | 2,000 | 2,109 | |||||||||||
Principal Financial Group Inc. | 3.300% | 9/15/22 | 2,875 | 2,961 | |||||||||||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 3,661 | 3,759 | |||||||||||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 6,553 | 6,858 | |||||||||||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 5,502 | 5,693 | |||||||||||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 2,033 | 2,316 | |||||||||||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 3,043 | 3,434 | |||||||||||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 5,540 | 6,253 | |||||||||||
Progressive Corp. | 3.750% | 8/23/21 | 10,283 | 10,592 | |||||||||||
Progressive Corp. | 2.450% | 1/15/27 | 5,360 | 5,390 | |||||||||||
Progressive Corp. | 4.000% | 3/1/29 | 7,805 | 8,724 | |||||||||||
Progressive Corp. | 6.625% | 3/1/29 | 4,820 | 6,258 | |||||||||||
Progressive Corp. | 6.250% | 12/1/32 | 325 | 444 | |||||||||||
Progressive Corp. | 4.350% | 4/25/44 | 3,660 | 4,286 | |||||||||||
Progressive Corp. | 4.125% | 4/15/47 | 19,035 | 22,199 | |||||||||||
Progressive Corp. | 4.200% | 3/15/48 | 4,750 | 5,447 | |||||||||||
Prudential Financial Inc. | 4.500% | 11/16/21 | 5,020 | 5,279 | |||||||||||
Prudential Financial Inc. | 3.500% | 5/15/24 | 10,182 | 10,822 | |||||||||||
Prudential Financial Inc. | 3.878% | 3/27/28 | 2,500 | 2,735 | |||||||||||
Prudential Financial Inc. | 5.750% | 7/15/33 | 620 | 790 | |||||||||||
Prudential Financial Inc. | 5.700% | 12/14/36 | 12,463 | 16,929 |
49
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Prudential Financial Inc. | 6.625% | 12/1/37 | 4,352 | 6,009 | |||||||||||
Prudential Financial Inc. | 6.625% | 6/21/40 | 4,325 | 6,082 | |||||||||||
Prudential Financial Inc. | 6.200% | 11/15/40 | 3,325 | 4,440 | |||||||||||
4 | Prudential Financial Inc. | 5.875% | 9/15/42 | 12,320 | 13,259 | ||||||||||
4 | Prudential Financial Inc. | 5.625% | 6/15/43 | 11,514 | 12,378 | ||||||||||
Prudential Financial Inc. | 5.100% | 8/15/43 | 3,450 | 4,078 | |||||||||||
4 | Prudential Financial Inc. | 5.200% | 3/15/44 | 2,945 | 3,133 | ||||||||||
Prudential Financial Inc. | 4.600% | 5/15/44 | 5,440 | 6,414 | |||||||||||
4 | Prudential Financial Inc. | 5.375% | 5/15/45 | 14,430 | 15,347 | ||||||||||
4 | Prudential Financial Inc. | 4.500% | 9/15/47 | 7,747 | 8,004 | ||||||||||
Prudential Financial Inc. | 3.905% | 12/7/47 | 13,698 | 14,622 | |||||||||||
4 | Prudential Financial Inc. | 5.700% | 9/15/48 | 14,001 | 15,918 | ||||||||||
Prudential Financial Inc. | 3.935% | 12/7/49 | 9,828 | 10,709 | |||||||||||
Prudential Financial Inc. | 4.350% | 2/25/50 | 14,400 | 16,571 | |||||||||||
Prudential Financial Inc. | 3.700% | 3/13/51 | 17,291 | 18,109 | |||||||||||
Reinsurance Group of America Inc. | 5.000% | 6/1/21 | 1,290 | 1,339 | |||||||||||
Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,475 | 3,769 | |||||||||||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 4,589 | 4,864 | |||||||||||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 4,060 | 4,327 | |||||||||||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 3,300 | 3,431 | |||||||||||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 4,200 | 4,344 | |||||||||||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,700 | 1,783 | |||||||||||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 2,900 | 3,414 | |||||||||||
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 3,250 | 3,449 | |||||||||||
Swiss Re Solutions Holding Corp. | 7.000% | 2/15/26 | 1,309 | 1,631 | |||||||||||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,488 | 6,582 | |||||||||||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 85 | 123 | |||||||||||
Travelers Cos. Inc. | 6.250% | 6/15/37 | 7,452 | 10,300 | |||||||||||
Travelers Cos. Inc. | 5.350% | 11/1/40 | 3,300 | 4,286 | |||||||||||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 15,160 | 18,348 | |||||||||||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 5,320 | 5,727 | |||||||||||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 10,110 | 11,337 | |||||||||||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 5,100 | 5,905 | |||||||||||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 715 | 988 | |||||||||||
Trinity Acquisition plc | 4.400% | 3/15/26 | 6,125 | 6,625 | |||||||||||
UnitedHealth Group Inc. | 4.700% | 2/15/21 | 4,925 | 5,042 | |||||||||||
UnitedHealth Group Inc. | 2.125% | 3/15/21 | 7,555 | 7,566 | |||||||||||
UnitedHealth Group Inc. | 3.150% | 6/15/21 | 6,100 | 6,206 | |||||||||||
UnitedHealth Group Inc. | 3.375% | 11/15/21 | 2,550 | 2,610 | |||||||||||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 11,731 | 11,958 | |||||||||||
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 4,046 | 4,122 | |||||||||||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 19,483 | 20,125 | |||||||||||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 8,400 | 8,496 | |||||||||||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 10,080 | 10,267 | |||||||||||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 3,736 | 3,822 | |||||||||||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 8,250 | 8,633 | |||||||||||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 5,805 | 6,112 | |||||||||||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 4,500 | 4,559 | |||||||||||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 12,119 | 13,083 | |||||||||||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 2,550 | 2,750 | |||||||||||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 9,205 | 9,601 | |||||||||||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 4,871 | 5,221 | |||||||||||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 27,310 | 29,013 | |||||||||||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 11,838 | 12,232 | |||||||||||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 9,350 | 10,239 | |||||||||||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 7,225 | 7,968 | |||||||||||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 13,672 | 13,985 | |||||||||||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 11,501 | 13,908 | |||||||||||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 4,769 | 6,319 | |||||||||||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 1,805 | 2,561 | |||||||||||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 9,625 | 13,710 | |||||||||||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 19,121 | 28,352 | |||||||||||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 21,000 | 21,949 | |||||||||||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 675 | 896 |
50
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 5,380 | 7,305 | |||||||||||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 9,916 | 11,760 | |||||||||||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 491 | 565 | |||||||||||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 16,001 | 17,421 | |||||||||||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 6,781 | 7,708 | |||||||||||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 17,312 | 21,141 | |||||||||||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 9,654 | 11,062 | |||||||||||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 14,720 | 16,943 | |||||||||||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 8,910 | 9,497 | |||||||||||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 15,800 | 18,329 | |||||||||||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 6,000 | 7,134 | |||||||||||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 15,285 | 16,269 | |||||||||||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 11,610 | 12,461 | |||||||||||
Unum Group | 4.000% | 3/15/24 | 3,145 | 3,320 | |||||||||||
Unum Group | 3.875% | 11/5/25 | 175 | 183 | |||||||||||
Unum Group | 4.000% | 6/15/29 | 3,000 | 3,163 | |||||||||||
Unum Group | 5.750% | 8/15/42 | 4,573 | 5,041 | |||||||||||
Unum Group | 4.500% | 12/15/49 | 7,050 | 6,872 | |||||||||||
Voya Financial Inc. | 3.125% | 7/15/24 | 7,235 | 7,431 | |||||||||||
Voya Financial Inc. | 3.650% | 6/15/26 | 2,440 | 2,571 | |||||||||||
Voya Financial Inc. | 5.700% | 7/15/43 | 9,730 | 12,323 | |||||||||||
Voya Financial Inc. | 4.800% | 6/15/46 | 2,285 | 2,607 | |||||||||||
4 | Voya Financial Inc. | 4.700% | 1/23/48 | 2,307 | 2,294 | ||||||||||
Willis North America Inc. | 3.600% | 5/15/24 | 7,100 | 7,411 | |||||||||||
Willis North America Inc. | 4.500% | 9/15/28 | 6,650 | 7,294 | |||||||||||
Willis North America Inc. | 2.950% | 9/15/29 | 8,125 | 8,064 | |||||||||||
Willis North America Inc. | 5.050% | 9/15/48 | 3,350 | 3,915 | |||||||||||
Willis North America Inc. | 3.875% | 9/15/49 | 18,520 | 18,461 | |||||||||||
Willis Towers Watson plc | 5.750% | 3/15/21 | 9,351 | 9,736 | |||||||||||
WR Berkley Corp. | 4.625% | 3/15/22 | 3,700 | 3,899 | |||||||||||
WR Berkley Corp. | 4.750% | 8/1/44 | 4,088 | 4,566 | |||||||||||
XLIT Ltd. | 4.450% | 3/31/25 | 2,650 | 2,868 | |||||||||||
XLIT Ltd. | 5.250% | 12/15/43 | 7,000 | 8,937 | |||||||||||
XLIT Ltd. | 5.500% | 3/31/45 | 5,529 | 6,972 | |||||||||||
Other Finance (0.0%) | |||||||||||||||
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 2,050 | 2,136 | |||||||||||
ORIX Corp. | 2.900% | 7/18/22 | 2,850 | 2,897 | |||||||||||
ORIX Corp. | 3.250% | 12/4/24 | 3,725 | 3,865 | |||||||||||
ORIX Corp. | 3.700% | 7/18/27 | 9,650 | 10,190 | |||||||||||
Real Estate Investment Trusts (0.7%) | |||||||||||||||
Alexandria Real Estate Equities Inc. | 3.900% | 6/15/23 | 969 | 1,017 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 5,240 | 5,572 | |||||||||||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 9,535 | 9,995 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 500 | 548 | |||||||||||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 10,304 | 11,013 | |||||||||||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 4,077 | 4,358 | |||||||||||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 5,175 | 5,556 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 3,530 | 3,984 | |||||||||||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 5,475 | 5,394 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 6,325 | 7,257 | |||||||||||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 9,400 | 9,782 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 3,420 | 4,148 | |||||||||||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 6,950 | 7,614 | |||||||||||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 1,530 | 1,593 | |||||||||||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 4,683 | 4,991 | |||||||||||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 4,550 | 4,702 | |||||||||||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 4,375 | 4,550 | |||||||||||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 1,745 | 1,851 | |||||||||||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 4,730 | 5,299 |
51
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
AvalonBay Communities Inc. | 2.850% | 3/15/23 | 6,264 | 6,396 | |||||||||||
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 1,355 | 1,455 | |||||||||||
AvalonBay Communities Inc. | 3.500% | 11/15/24 | 3,325 | 3,502 | |||||||||||
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 6,395 | 6,742 | |||||||||||
AvalonBay Communities Inc. | 3.500% | 11/15/25 | 2,650 | 2,811 | |||||||||||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 10,420 | 10,694 | |||||||||||
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 1,625 | 1,665 | |||||||||||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 7,441 | 7,834 | |||||||||||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 6,290 | 6,558 | |||||||||||
AvalonBay Communities Inc. | 3.300% | 6/1/29 | 2,970 | 3,135 | |||||||||||
AvalonBay Communities Inc. | 4.150% | 7/1/47 | 150 | 169 | |||||||||||
AvalonBay Communities Inc. | 4.350% | 4/15/48 | 3,475 | 4,086 | |||||||||||
Boston Properties LP | 4.125% | 5/15/21 | 4,395 | 4,497 | |||||||||||
Boston Properties LP | 3.850% | 2/1/23 | 7,848 | 8,218 | |||||||||||
Boston Properties LP | 3.125% | 9/1/23 | 4,540 | 4,676 | |||||||||||
Boston Properties LP | 3.800% | 2/1/24 | 4,525 | 4,778 | |||||||||||
Boston Properties LP | 3.200% | 1/15/25 | 7,325 | 7,588 | |||||||||||
Boston Properties LP | 3.650% | 2/1/26 | 6,275 | 6,640 | |||||||||||
Boston Properties LP | 2.750% | 10/1/26 | 7,574 | 7,640 | |||||||||||
Boston Properties LP | 3.400% | 6/21/29 | 3,500 | 3,645 | |||||||||||
Boston Properties LP | 2.900% | 3/15/30 | 6,085 | 6,057 | |||||||||||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 5,430 | 5,639 | |||||||||||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 23,150 | 24,251 | |||||||||||
Brixmor Operating Partnership LP | 3.875% | 8/15/22 | 6,285 | 6,543 | |||||||||||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 4,425 | 4,557 | |||||||||||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 2,225 | 2,314 | |||||||||||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 15,660 | 16,415 | |||||||||||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 5,765 | 6,119 | |||||||||||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 2,675 | 2,793 | |||||||||||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 6,753 | 7,232 | |||||||||||
Camden Property Trust | 2.950% | 12/15/22 | 4,900 | 4,995 | |||||||||||
Camden Property Trust | 4.100% | 10/15/28 | 4,400 | 4,887 | |||||||||||
Camden Property Trust | 3.150% | 7/1/29 | 6,450 | 6,711 | |||||||||||
Camden Property Trust | 3.350% | 11/1/49 | 2,025 | 2,026 | |||||||||||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 3,125 | 3,276 | |||||||||||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 13,175 | 13,423 | |||||||||||
Corporate Office Properties LP | 3.700% | 6/15/21 | 3,725 | 3,767 | |||||||||||
Corporate Office Properties LP | 3.600% | 5/15/23 | 7,931 | 8,137 | |||||||||||
CubeSmart LP | 4.375% | 12/15/23 | 7,400 | 7,869 | |||||||||||
CubeSmart LP | 4.000% | 11/15/25 | 2,265 | 2,406 | |||||||||||
CubeSmart LP | 3.125% | 9/1/26 | 2,575 | 2,614 | |||||||||||
CubeSmart LP | 4.375% | 2/15/29 | 2,750 | 3,011 | |||||||||||
CubeSmart LP | 3.000% | 2/15/30 | 4,400 | 4,347 | |||||||||||
CyrusOne LP / CyrusOne Finance Corp. | 2.900% | 11/15/24 | 6,000 | 6,024 | |||||||||||
CyrusOne LP / CyrusOne Finance Corp. | 3.450% | 11/15/29 | 11,500 | 11,506 | |||||||||||
Digital Realty Trust LP | 3.950% | 7/1/22 | 12,000 | 12,493 | |||||||||||
Digital Realty Trust LP | 3.625% | 10/1/22 | 415 | 429 | |||||||||||
Digital Realty Trust LP | 2.750% | 2/1/23 | 2,750 | 2,777 | |||||||||||
Digital Realty Trust LP | 4.750% | 10/1/25 | 5,625 | 6,241 | |||||||||||
Digital Realty Trust LP | 3.700% | 8/15/27 | 8,635 | 9,077 | |||||||||||
Digital Realty Trust LP | 4.450% | 7/15/28 | 12,250 | 13,537 | |||||||||||
Digital Realty Trust LP | 3.600% | 7/1/29 | 21,850 | 22,807 | |||||||||||
Duke Realty LP | 4.375% | 6/15/22 | 255 | 267 | |||||||||||
Duke Realty LP | 3.875% | 10/15/22 | 1,223 | 1,273 | |||||||||||
Duke Realty LP | 3.625% | 4/15/23 | 748 | 777 | |||||||||||
Duke Realty LP | 3.750% | 12/1/24 | 3,405 | 3,603 | |||||||||||
Duke Realty LP | 3.250% | 6/30/26 | 6,184 | 6,378 | |||||||||||
Duke Realty LP | 3.375% | 12/15/27 | 5,964 | 6,236 | |||||||||||
Duke Realty LP | 4.000% | 9/15/28 | 2,500 | 2,697 | |||||||||||
Duke Realty LP | 2.875% | 11/15/29 | 1,390 | 1,387 | |||||||||||
EPR Properties | 5.250% | 7/15/23 | 1,575 | 1,689 | |||||||||||
EPR Properties | 4.500% | 4/1/25 | 7,025 | 7,443 | |||||||||||
EPR Properties | 4.750% | 12/15/26 | 4,000 | 4,328 | |||||||||||
EPR Properties | 4.500% | 6/1/27 | 150 | 161 |
52
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
EPR Properties | 4.950% | 4/15/28 | 8,600 | 9,358 | |||||||||||
EPR Properties | 3.750% | 8/15/29 | 8,000 | 8,064 | |||||||||||
ERP Operating LP | 4.625% | 12/15/21 | 6,936 | 7,239 | |||||||||||
ERP Operating LP | 3.000% | 4/15/23 | 2,603 | 2,677 | |||||||||||
ERP Operating LP | 3.375% | 6/1/25 | 1,120 | 1,177 | |||||||||||
ERP Operating LP | 2.850% | 11/1/26 | 5,575 | 5,693 | |||||||||||
ERP Operating LP | 3.250% | 8/1/27 | 3,450 | 3,613 | |||||||||||
ERP Operating LP | 3.500% | 3/1/28 | 12,306 | 13,096 | |||||||||||
ERP Operating LP | 4.150% | 12/1/28 | 2,380 | 2,664 | |||||||||||
ERP Operating LP | 3.000% | 7/1/29 | 5,350 | 5,518 | |||||||||||
ERP Operating LP | 2.500% | 2/15/30 | 7,000 | 6,927 | |||||||||||
ERP Operating LP | 4.500% | 7/1/44 | 7,595 | 8,950 | |||||||||||
ERP Operating LP | 4.500% | 6/1/45 | 1,375 | 1,626 | |||||||||||
ERP Operating LP | 4.000% | 8/1/47 | 4,001 | 4,414 | |||||||||||
Essex Portfolio LP | 5.200% | 3/15/21 | 5,525 | 5,689 | |||||||||||
Essex Portfolio LP | 3.250% | 5/1/23 | 3,505 | 3,601 | |||||||||||
Essex Portfolio LP | 3.500% | 4/1/25 | 10,937 | 11,480 | |||||||||||
Essex Portfolio LP | 3.375% | 4/15/26 | 6,450 | 6,700 | |||||||||||
Essex Portfolio LP | 4.000% | 3/1/29 | 5,470 | 5,966 | |||||||||||
Essex Portfolio LP | 3.000% | 1/15/30 | 8,635 | 8,730 | |||||||||||
Essex Portfolio LP | 4.500% | 3/15/48 | 7,090 | 8,079 | |||||||||||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 5,237 | 5,320 | |||||||||||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 9,100 | 9,441 | |||||||||||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 6,035 | 6,220 | |||||||||||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 13,140 | 15,030 | |||||||||||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 4,067 | 4,203 | |||||||||||
Healthcare Trust of America Holdings LP | 3.700% | 4/15/23 | 1,500 | 1,550 | |||||||||||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 8,150 | 8,499 | |||||||||||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 5,500 | 5,794 | |||||||||||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 3,775 | 3,745 | |||||||||||
Healthpeak Properties Inc. | 3.150% | 8/1/22 | 6,915 | 7,037 | |||||||||||
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 7,213 | 7,696 | |||||||||||
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 3,950 | 4,213 | |||||||||||
Healthpeak Properties Inc. | 3.875% | 8/15/24 | 5,276 | 5,605 | |||||||||||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 2,980 | 3,098 | |||||||||||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 1,093 | 1,173 | |||||||||||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 3,366 | 3,482 | |||||||||||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 10,098 | 10,506 | |||||||||||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 11,850 | 11,834 | |||||||||||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,320 | 1,831 | |||||||||||
Highwoods Realty LP | 3.200% | 6/15/21 | 13,850 | 14,021 | |||||||||||
Highwoods Realty LP | 3.625% | 1/15/23 | 100 | 103 | |||||||||||
Highwoods Realty LP | 3.875% | 3/1/27 | 6,629 | 6,913 | |||||||||||
Highwoods Realty LP | 4.125% | 3/15/28 | 2,943 | 3,108 | |||||||||||
Highwoods Realty LP | 4.200% | 4/15/29 | 4,181 | 4,494 | |||||||||||
Host Hotels & Resorts LP | 4.750% | 3/1/23 | 1,427 | 1,521 | |||||||||||
Host Hotels & Resorts LP | 3.750% | 10/15/23 | 6,350 | 6,613 | |||||||||||
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 4,850 | 5,114 | |||||||||||
Host Hotels & Resorts LP | 4.000% | 6/15/25 | 1,450 | 1,549 | |||||||||||
Host Hotels & Resorts LP | 3.375% | 12/15/29 | 6,915 | 6,970 | |||||||||||
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 3,400 | 3,563 | |||||||||||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 2,360 | 2,590 | |||||||||||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 3,560 | 3,514 | |||||||||||
Kilroy Realty LP | 3.800% | 1/15/23 | 3,450 | 3,583 | |||||||||||
Kilroy Realty LP | 3.450% | 12/15/24 | 5,915 | 6,143 | |||||||||||
Kilroy Realty LP | 4.375% | 10/1/25 | 5,025 | 5,449 | |||||||||||
Kilroy Realty LP | 4.750% | 12/15/28 | 6,500 | 7,328 | |||||||||||
Kilroy Realty LP | 4.250% | 8/15/29 | 1,208 | 1,312 | |||||||||||
Kilroy Realty LP | 3.050% | 2/15/30 | 20,590 | 20,323 | |||||||||||
Kimco Realty Corp. | 3.200% | 5/1/21 | 3,790 | 3,842 | |||||||||||
Kimco Realty Corp. | 3.400% | 11/1/22 | 4,334 | 4,473 | |||||||||||
Kimco Realty Corp. | 3.125% | 6/1/23 | 3,300 | 3,373 | |||||||||||
Kimco Realty Corp. | 2.700% | 3/1/24 | 150 | 151 | |||||||||||
Kimco Realty Corp. | 3.300% | 2/1/25 | 2,160 | 2,245 |
53
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Kimco Realty Corp. | 2.800% | 10/1/26 | 4,565 | 4,554 | |||||||||||
Kimco Realty Corp. | 3.800% | 4/1/27 | 5,100 | 5,393 | |||||||||||
Kimco Realty Corp. | 4.125% | 12/1/46 | 635 | 660 | |||||||||||
Kimco Realty Corp. | 4.450% | 9/1/47 | 5,120 | 5,586 | |||||||||||
Kimco Realty Corp. | 3.700% | 10/1/49 | 350 | 341 | |||||||||||
Kite Realty Group LP | 4.000% | 10/1/26 | 10,700 | 10,594 | |||||||||||
Liberty Property LP | 3.375% | 6/15/23 | 1,250 | 1,298 | |||||||||||
Liberty Property LP | 4.400% | 2/15/24 | 10,780 | 11,639 | |||||||||||
Liberty Property LP | 3.750% | 4/1/25 | 6,400 | 6,837 | |||||||||||
Liberty Property LP | 3.250% | 10/1/26 | 1,875 | 1,955 | |||||||||||
Liberty Property LP | 4.375% | 2/1/29 | 900 | 1,015 | |||||||||||
Life Storage LP | 3.500% | 7/1/26 | 18,900 | 19,399 | |||||||||||
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 1,050 | |||||||||||
Life Storage LP | 4.000% | 6/15/29 | 2,000 | 2,130 | |||||||||||
Mid-America Apartments LP | 4.300% | 10/15/23 | 8,424 | 8,979 | |||||||||||
Mid-America Apartments LP | 3.750% | 6/15/24 | 4,505 | 4,750 | |||||||||||
Mid-America Apartments LP | 3.600% | 6/1/27 | 8,500 | 9,023 | |||||||||||
Mid-America Apartments LP | 3.950% | 3/15/29 | 330 | 359 | |||||||||||
Mid-America Apartments LP | 2.750% | 3/15/30 | 12,505 | 12,409 | |||||||||||
National Retail Properties Inc. | 3.800% | 10/15/22 | 3,400 | 3,531 | |||||||||||
National Retail Properties Inc. | 3.300% | 4/15/23 | 2,999 | 3,080 | |||||||||||
National Retail Properties Inc. | 3.900% | 6/15/24 | 3,875 | 4,091 | |||||||||||
National Retail Properties Inc. | 3.600% | 12/15/26 | 2,425 | 2,547 | |||||||||||
National Retail Properties Inc. | 3.500% | 10/15/27 | 13,000 | 13,568 | |||||||||||
National Retail Properties Inc. | 4.300% | 10/15/28 | 2,950 | 3,251 | |||||||||||
National Retail Properties Inc. | 4.800% | 10/15/48 | 2,550 | 3,067 | |||||||||||
Office Properties Income Trust | 4.000% | 7/15/22 | 5,000 | 5,113 | |||||||||||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 22,415 | 23,812 | |||||||||||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,300 | 4,703 | |||||||||||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 3,400 | 3,632 | |||||||||||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 8,654 | 9,631 | |||||||||||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 17,350 | 18,728 | |||||||||||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 5,825 | 6,336 | |||||||||||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 6,963 | 6,991 | |||||||||||
Physicians Realty LP | 4.300% | 3/15/27 | 5,885 | 6,217 | |||||||||||
Physicians Realty LP | 3.950% | 1/15/28 | 5,750 | 5,950 | |||||||||||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 4,507 | 4,607 | |||||||||||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 7,025 | 7,461 | |||||||||||
Prologis LP | 4.250% | 8/15/23 | 5,660 | 6,046 | |||||||||||
Prologis LP | 3.875% | 9/15/28 | 3,925 | 4,306 | |||||||||||
Prologis LP | 4.375% | 9/15/48 | 4,425 | 5,285 | |||||||||||
Public Storage | 2.370% | 9/15/22 | 5,398 | 5,452 | |||||||||||
Public Storage | 3.094% | 9/15/27 | 4,650 | 4,836 | |||||||||||
Public Storage | 3.385% | 5/1/29 | 7,700 | 8,143 | |||||||||||
Realty Income Corp. | 3.250% | 10/15/22 | 6,795 | 6,998 | |||||||||||
Realty Income Corp. | 3.875% | 7/15/24 | 3,800 | 4,045 | |||||||||||
Realty Income Corp. | 3.875% | 4/15/25 | 8,505 | 9,148 | |||||||||||
Realty Income Corp. | 4.125% | 10/15/26 | 15,293 | 16,703 | |||||||||||
Realty Income Corp. | 3.000% | 1/15/27 | 5,011 | 5,162 | |||||||||||
Realty Income Corp. | 3.650% | 1/15/28 | 6,578 | 7,047 | |||||||||||
Realty Income Corp. | 3.250% | 6/15/29 | 12,140 | 12,861 | |||||||||||
Realty Income Corp. | 4.650% | 3/15/47 | 11,400 | 13,719 | |||||||||||
Regency Centers Corp. | 3.750% | 11/15/22 | 1,850 | 1,919 | |||||||||||
Regency Centers LP | 3.600% | 2/1/27 | 3,950 | 4,128 | |||||||||||
Regency Centers LP | 4.125% | 3/15/28 | 3,450 | 3,736 | |||||||||||
Regency Centers LP | 2.950% | 9/15/29 | 8,940 | 8,925 | |||||||||||
Regency Centers LP | 4.400% | 2/1/47 | 5,750 | 6,468 | |||||||||||
Regency Centers LP | 4.650% | 3/15/49 | 4,310 | 5,094 | |||||||||||
Sabra Health Care LP | 5.125% | 8/15/26 | 1,138 | 1,231 | |||||||||||
Sabra Health Care LP | 3.900% | 10/15/29 | 9,280 | 9,268 | |||||||||||
Sabra Health Care LP / Sabra Capital Corp. | 4.800% | 6/1/24 | 1,300 | 1,383 | |||||||||||
Select Income REIT | 4.150% | 2/1/22 | 4,050 | 4,147 | |||||||||||
Select Income REIT | 4.250% | 5/15/24 | 375 | 389 | |||||||||||
Select Income REIT | 4.500% | 2/1/25 | 9,900 | 10,280 |
54
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Service Properties Trust | 5.000% | 8/15/22 | 2,430 | 2,540 | |||||||||||
Service Properties Trust | 4.500% | 6/15/23 | 5,422 | 5,612 | |||||||||||
Service Properties Trust | 4.650% | 3/15/24 | 3,441 | 3,572 | |||||||||||
Service Properties Trust | 4.350% | 10/1/24 | 12,000 | 12,307 | |||||||||||
Service Properties Trust | 4.500% | 3/15/25 | 753 | 771 | |||||||||||
Service Properties Trust | 5.250% | 2/15/26 | 2,740 | 2,882 | |||||||||||
Service Properties Trust | 4.750% | 10/1/26 | 3,500 | 3,589 | |||||||||||
Service Properties Trust | 4.950% | 2/15/27 | 3,625 | 3,732 | |||||||||||
Service Properties Trust | 3.950% | 1/15/28 | 4,900 | 4,785 | |||||||||||
Service Properties Trust | 4.950% | 10/1/29 | 12,085 | 12,150 | |||||||||||
Service Properties Trust | 4.375% | 2/15/30 | 13,565 | 13,303 | |||||||||||
Simon Property Group LP | 2.500% | 7/15/21 | 6,915 | 6,965 | |||||||||||
Simon Property Group LP | 2.350% | 1/30/22 | 6,450 | 6,497 | |||||||||||
Simon Property Group LP | 2.625% | 6/15/22 | 8,080 | 8,201 | |||||||||||
Simon Property Group LP | 2.750% | 2/1/23 | 6,790 | 6,923 | |||||||||||
Simon Property Group LP | 2.750% | 6/1/23 | 9,560 | 9,759 | |||||||||||
Simon Property Group LP | 3.750% | 2/1/24 | 6,214 | 6,584 | |||||||||||
Simon Property Group LP | 2.000% | 9/13/24 | 8,460 | 8,340 | |||||||||||
Simon Property Group LP | 3.375% | 10/1/24 | 1,301 | 1,366 | |||||||||||
Simon Property Group LP | 3.500% | 9/1/25 | 3,740 | 3,972 | |||||||||||
Simon Property Group LP | 3.300% | 1/15/26 | 10,324 | 10,802 | |||||||||||
Simon Property Group LP | 3.250% | 11/30/26 | 4,975 | 5,210 | |||||||||||
Simon Property Group LP | 3.375% | 6/15/27 | 14,363 | 15,163 | |||||||||||
Simon Property Group LP | 3.375% | 12/1/27 | 9,175 | 9,701 | |||||||||||
Simon Property Group LP | 2.450% | 9/13/29 | 13,510 | 13,255 | |||||||||||
Simon Property Group LP | 6.750% | 2/1/40 | 11,793 | 17,246 | |||||||||||
Simon Property Group LP | 4.750% | 3/15/42 | 2,221 | 2,655 | |||||||||||
Simon Property Group LP | 4.250% | 10/1/44 | 760 | 857 | |||||||||||
Simon Property Group LP | 4.250% | 11/30/46 | 6,250 | 7,111 | |||||||||||
Simon Property Group LP | 3.250% | 9/13/49 | 6,850 | 6,615 | |||||||||||
SITE Centers Corp. | 4.625% | 7/15/22 | 2,977 | 3,107 | |||||||||||
SITE Centers Corp. | 3.900% | 8/15/24 | 1,000 | 1,034 | |||||||||||
SITE Centers Corp. | 3.625% | 2/1/25 | 7,367 | 7,584 | |||||||||||
SITE Centers Corp. | 4.250% | 2/1/26 | 2,940 | 3,089 | |||||||||||
SITE Centers Corp. | 4.700% | 6/1/27 | 14,840 | 16,044 | |||||||||||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 4,400 | 4,498 | |||||||||||
SL Green Realty Corp. | 4.500% | 12/1/22 | 375 | 395 | |||||||||||
Spirit Realty LP | 4.450% | 9/15/26 | 220 | 236 | |||||||||||
Spirit Realty LP | 3.200% | 1/15/27 | 2,825 | 2,824 | |||||||||||
Spirit Realty LP | 4.000% | 7/15/29 | 3,400 | 3,551 | |||||||||||
Spirit Realty LP | 3.400% | 1/15/30 | 4,470 | 4,482 | |||||||||||
STORE Capital Corp. | 4.500% | 3/15/28 | 4,800 | 5,225 | |||||||||||
STORE Capital Corp. | 4.625% | 3/15/29 | 3,850 | 4,249 | |||||||||||
Tanger Properties LP | 3.750% | 12/1/24 | 1,325 | 1,355 | |||||||||||
Tanger Properties LP | 3.125% | 9/1/26 | 6,100 | 6,055 | |||||||||||
Tanger Properties LP | 3.875% | 7/15/27 | 3,300 | 3,370 | |||||||||||
UDR Inc. | 2.950% | 9/1/26 | 8,830 | 8,942 | |||||||||||
UDR Inc. | 3.500% | 7/1/27 | 3,150 | 3,296 | |||||||||||
UDR Inc. | 3.500% | 1/15/28 | 6,670 | 6,994 | |||||||||||
UDR Inc. | 3.200% | 1/15/30 | 2,500 | 2,550 | |||||||||||
UDR Inc. | 3.000% | 8/15/31 | 3,600 | 3,603 | |||||||||||
UDR Inc. | 3.100% | 11/1/34 | 4,505 | 4,495 | |||||||||||
Ventas Realty LP | 3.100% | 1/15/23 | 8,064 | 8,254 | |||||||||||
Ventas Realty LP | 3.125% | 6/15/23 | 7,655 | 7,834 | |||||||||||
Ventas Realty LP | 3.500% | 4/15/24 | 3,225 | 3,365 | |||||||||||
Ventas Realty LP | 3.750% | 5/1/24 | 2,300 | 2,415 | |||||||||||
Ventas Realty LP | 2.650% | 1/15/25 | 4,500 | 4,534 | |||||||||||
Ventas Realty LP | 3.500% | 2/1/25 | 3,225 | 3,365 | |||||||||||
Ventas Realty LP | 4.125% | 1/15/26 | 1,015 | 1,086 | |||||||||||
Ventas Realty LP | 3.250% | 10/15/26 | 1,050 | 1,072 | |||||||||||
Ventas Realty LP | 3.850% | 4/1/27 | 4,075 | 4,310 | |||||||||||
Ventas Realty LP | 4.000% | 3/1/28 | 13,705 | 14,650 | |||||||||||
Ventas Realty LP | 4.400% | 1/15/29 | 5,775 | 6,350 | |||||||||||
Ventas Realty LP | 3.000% | 1/15/30 | 5,350 | 5,300 |
55
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Ventas Realty LP | 5.700% | 9/30/43 | 3,600 | 4,504 | |||||||||||
Ventas Realty LP | 4.375% | 2/1/45 | 6,030 | 6,477 | |||||||||||
Ventas Realty LP | 4.875% | 4/15/49 | 2,375 | 2,786 | |||||||||||
Ventas Realty LP / Ventas Capital Corp. | 3.250% | 8/15/22 | 10,703 | 10,957 | |||||||||||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 6,060 | 6,526 | |||||||||||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 5,000 | 5,458 | |||||||||||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 4,720 | 5,194 | |||||||||||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 19,578 | 20,537 | |||||||||||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 6,250 | 6,136 | |||||||||||
Vornado Realty LP | 3.500% | 1/15/25 | 5,050 | 5,257 | |||||||||||
Washington REIT | 3.950% | 10/15/22 | 2,200 | 2,274 | |||||||||||
Weingarten Realty Investors | 3.375% | 10/15/22 | 1,275 | 1,303 | |||||||||||
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 | 624 | |||||||||||
Welltower Inc. | 3.750% | 3/15/23 | 7,440 | 7,744 | |||||||||||
Welltower Inc. | 3.950% | 9/1/23 | 5,925 | 6,250 | |||||||||||
Welltower Inc. | 4.500% | 1/15/24 | 125 | 134 | |||||||||||
Welltower Inc. | 3.625% | 3/15/24 | 8,400 | 8,795 | |||||||||||
Welltower Inc. | 4.000% | 6/1/25 | 10,697 | 11,491 | |||||||||||
Welltower Inc. | 4.250% | 4/1/26 | 7,224 | 7,836 | |||||||||||
Welltower Inc. | 2.700% | 2/15/27 | 5,900 | 5,922 | |||||||||||
Welltower Inc. | 4.250% | 4/15/28 | 2,075 | 2,271 | |||||||||||
Welltower Inc. | 4.125% | 3/15/29 | 14,200 | 15,442 | |||||||||||
Welltower Inc. | 3.100% | 1/15/30 | 10,105 | 10,216 | |||||||||||
Welltower Inc. | 6.500% | 3/15/41 | 5,257 | 7,025 | |||||||||||
Welltower Inc. | 5.125% | 3/15/43 | 1,260 | 1,438 | |||||||||||
Welltower Inc. | 4.950% | 9/1/48 | 5,640 | 6,756 | |||||||||||
WP Carey Inc. | 4.600% | 4/1/24 | 8,701 | 9,318 | |||||||||||
WP Carey Inc. | 4.000% | 2/1/25 | 1,800 | 1,889 | |||||||||||
WP Carey Inc. | 4.250% | 10/1/26 | 3,500 | 3,743 | |||||||||||
WP Carey Inc. | 3.850% | 7/15/29 | 3,195 | 3,382 | |||||||||||
20,753,336 | |||||||||||||||
Industrial (16.3%) | |||||||||||||||
Basic Industry (0.8%) | |||||||||||||||
Air Products & Chemicals Inc. | 3.000% | 11/3/21 | 4,525 | 4,617 | |||||||||||
Air Products & Chemicals Inc. | 2.750% | 2/3/23 | 7,144 | 7,299 | |||||||||||
Air Products & Chemicals Inc. | 3.350% | 7/31/24 | 9,900 | 10,419 | |||||||||||
Airgas Inc. | 3.650% | 7/15/24 | 9,125 | 9,677 | |||||||||||
Albemarle Corp. | 4.150% | 12/1/24 | 5,965 | 6,364 | |||||||||||
Albemarle Corp. | 5.450% | 12/1/44 | 7,410 | 8,443 | |||||||||||
7 | Albemarle Wodgina Pty Ltd. | 3.450% | 11/15/29 | 2,200 | 2,198 | ||||||||||
ArcelorMittal | 3.600% | 7/16/24 | 6,075 | 6,220 | |||||||||||
ArcelorMittal | 6.125% | 6/1/25 | 5,205 | 5,988 | |||||||||||
ArcelorMittal | 4.550% | 3/11/26 | 30,315 | 32,150 | |||||||||||
ArcelorMittal | 4.250% | 7/16/29 | 4,627 | 4,830 | |||||||||||
ArcelorMittal | 7.000% | 10/15/39 | 7,180 | 8,735 | |||||||||||
ArcelorMittal | 6.750% | 3/1/41 | 2,300 | 2,741 | |||||||||||
Barrick Gold Corp. | 6.450% | 10/15/35 | 2,275 | 2,913 | |||||||||||
Barrick Gold Corp. | 5.250% | 4/1/42 | 8,997 | 10,702 | |||||||||||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 14,177 | 17,027 | |||||||||||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 10,244 | 13,082 | |||||||||||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 18,123 | 22,866 | |||||||||||
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 12,208 | 12,427 | |||||||||||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 2,396 | 2,549 | |||||||||||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 11,841 | 13,392 | |||||||||||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 26,868 | 34,267 | |||||||||||
Braskem Finance Ltd. | 6.450% | 2/3/24 | 1,110 | 1,236 | |||||||||||
Cabot Corp. | 3.700% | 7/15/22 | 1,765 | 1,817 | |||||||||||
Cabot Corp. | 4.000% | 7/1/29 | 3,735 | 3,914 | |||||||||||
Celanese US Holdings LLC | 4.625% | 11/15/22 | 490 | 518 | |||||||||||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 2,750 | 2,841 | |||||||||||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 1,775 | 1,868 |
56
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 11,800 | 11,907 | |||||||||||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 11,600 | 12,006 | |||||||||||
Dow Chemical Co. | 3.000% | 11/15/22 | 30,384 | 31,093 | |||||||||||
Dow Chemical Co. | 3.150% | 5/15/24 | 7,020 | 7,242 | |||||||||||
Dow Chemical Co. | 3.500% | 10/1/24 | 5,466 | 5,724 | |||||||||||
Dow Chemical Co. | 4.550% | 11/30/25 | 12,625 | 13,896 | |||||||||||
Dow Chemical Co. | 3.625% | 5/15/26 | 4,250 | 4,467 | |||||||||||
Dow Chemical Co. | 4.800% | 11/30/28 | 3,350 | 3,798 | |||||||||||
Dow Chemical Co. | 7.375% | 11/1/29 | 4,424 | 5,826 | |||||||||||
Dow Chemical Co. | 4.250% | 10/1/34 | 10,471 | 11,504 | |||||||||||
Dow Chemical Co. | 9.400% | 5/15/39 | 14,114 | 23,135 | |||||||||||
Dow Chemical Co. | 5.250% | 11/15/41 | 10,038 | 11,630 | |||||||||||
Dow Chemical Co. | 4.375% | 11/15/42 | 10,439 | 11,134 | |||||||||||
Dow Chemical Co. | 4.625% | 10/1/44 | 2,115 | 2,326 | |||||||||||
Dow Chemical Co. | 5.550% | 11/30/48 | 12,130 | 15,103 | |||||||||||
Dow Chemical Co. | 4.800% | 5/15/49 | 7,459 | 8,604 | |||||||||||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 32,179 | 34,398 | |||||||||||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 23,835 | 26,199 | |||||||||||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 24,275 | 27,539 | |||||||||||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 19,620 | 23,311 | |||||||||||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 28,930 | 35,620 | |||||||||||
Eastman Chemical Co. | 3.500% | 12/1/21 | 7,550 | 7,745 | |||||||||||
Eastman Chemical Co. | 3.600% | 8/15/22 | 7,763 | 8,031 | |||||||||||
Eastman Chemical Co. | 3.800% | 3/15/25 | 3,574 | 3,769 | |||||||||||
Eastman Chemical Co. | 4.800% | 9/1/42 | 7,539 | 8,199 | |||||||||||
Eastman Chemical Co. | 4.650% | 10/15/44 | 5,400 | 5,852 | |||||||||||
Ecolab Inc. | 4.350% | 12/8/21 | 4,891 | 5,117 | |||||||||||
Ecolab Inc. | 2.375% | 8/10/22 | 11,795 | 11,903 | |||||||||||
Ecolab Inc. | 3.250% | 1/14/23 | 5,615 | 5,798 | |||||||||||
Ecolab Inc. | 2.700% | 11/1/26 | 8,076 | 8,291 | |||||||||||
Ecolab Inc. | 3.250% | 12/1/27 | 7,750 | 8,158 | |||||||||||
Ecolab Inc. | 5.500% | 12/8/41 | 1,833 | 2,391 | |||||||||||
Ecolab Inc. | 3.950% | 12/1/47 | 12,175 | 13,659 | |||||||||||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 9,440 | 10,219 | |||||||||||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 5,995 | 6,212 | |||||||||||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 7,350 | 8,067 | |||||||||||
FMC Corp. | 3.950% | 2/1/22 | 1,795 | 1,849 | |||||||||||
FMC Corp. | 4.100% | 2/1/24 | 11,210 | 11,802 | |||||||||||
FMC Corp. | 3.200% | 10/1/26 | 2,000 | 2,048 | |||||||||||
FMC Corp. | 3.450% | 10/1/29 | 4,000 | 4,131 | |||||||||||
FMC Corp. | 4.500% | 10/1/49 | 4,000 | 4,387 | |||||||||||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 6,204 | 7,530 | |||||||||||
Georgia-Pacific LLC | 7.375% | 12/1/25 | 5,750 | 7,221 | |||||||||||
Georgia-Pacific LLC | 7.750% | 11/15/29 | 3,818 | 5,408 | |||||||||||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 4,665 | 7,242 | |||||||||||
Huntsman International LLC | 5.125% | 11/15/22 | 1,000 | 1,065 | |||||||||||
Huntsman International LLC | 4.500% | 5/1/29 | 5,500 | 5,848 | |||||||||||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 2,160 | 2,186 | |||||||||||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,500 | 2,732 | |||||||||||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 4,850 | 4,969 | |||||||||||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 5,100 | 5,710 | |||||||||||
International Paper Co. | 7.500% | 8/15/21 | 9,915 | 10,753 | |||||||||||
International Paper Co. | 3.650% | 6/15/24 | 10,098 | 10,619 | |||||||||||
International Paper Co. | 3.800% | 1/15/26 | 1,940 | 2,066 | |||||||||||
International Paper Co. | 3.000% | 2/15/27 | 16,064 | 16,433 | |||||||||||
International Paper Co. | 5.000% | 9/15/35 | 4,610 | 5,407 | |||||||||||
International Paper Co. | 7.300% | 11/15/39 | 5,385 | 7,456 | |||||||||||
International Paper Co. | 6.000% | 11/15/41 | 2,110 | 2,621 | |||||||||||
International Paper Co. | 4.800% | 6/15/44 | 17,621 | 19,322 | |||||||||||
International Paper Co. | 5.150% | 5/15/46 | 13,597 | 15,633 | |||||||||||
International Paper Co. | 4.400% | 8/15/47 | 13,184 | 13,978 | |||||||||||
International Paper Co. | 4.350% | 8/15/48 | 11,140 | 11,833 | |||||||||||
Kinross Gold Corp. | 5.125% | 9/1/21 | 515 | 536 | |||||||||||
Kinross Gold Corp. | 5.950% | 3/15/24 | 4,157 | 4,625 |
57
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Lubrizol Corp. | 6.500% | 10/1/34 | 5,350 | 7,460 | |||||||||||
LYB International Finance BV | 4.000% | 7/15/23 | 3,949 | 4,210 | |||||||||||
LYB International Finance BV | 5.250% | 7/15/43 | 2,337 | 2,745 | |||||||||||
LYB International Finance BV | 4.875% | 3/15/44 | 14,705 | 16,543 | |||||||||||
LYB International Finance II BV | 3.500% | 3/2/27 | 11,285 | 11,808 | |||||||||||
LYB International Finance III LLC | 4.200% | 10/15/49 | 6,220 | 6,458 | |||||||||||
LyondellBasell Industries NV | 6.000% | 11/15/21 | 19,200 | 20,405 | |||||||||||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 7,980 | 8,987 | |||||||||||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 12,762 | 13,464 | |||||||||||
Meadwestvaco Corp. | 7.950% | 2/15/31 | 5,758 | 7,772 | |||||||||||
Methanex Corp. | 4.250% | 12/1/24 | 2,314 | 2,378 | |||||||||||
Methanex Corp. | 5.650% | 12/1/44 | 7,155 | 6,859 | |||||||||||
Mosaic Co. | 3.750% | 11/15/21 | 6,485 | 6,638 | |||||||||||
Mosaic Co. | 3.250% | 11/15/22 | 10,190 | 10,448 | |||||||||||
Mosaic Co. | 4.250% | 11/15/23 | 17,332 | 18,470 | |||||||||||
Mosaic Co. | 4.050% | 11/15/27 | 11,600 | 12,019 | |||||||||||
Mosaic Co. | 5.450% | 11/15/33 | 6,117 | 6,942 | |||||||||||
Mosaic Co. | 4.875% | 11/15/41 | 2,743 | 2,850 | |||||||||||
Mosaic Co. | 5.625% | 11/15/43 | 1,261 | 1,492 | |||||||||||
Newmont Corp. | 3.625% | 6/9/21 | 2,465 | 2,514 | |||||||||||
Newmont Corp. | 3.500% | 3/15/22 | 716 | 735 | |||||||||||
Newmont Corp. | 3.700% | 3/15/23 | 10,810 | 11,302 | |||||||||||
Newmont Corp. | 2.800% | 10/1/29 | 6,615 | 6,547 | |||||||||||
Newmont Corp. | 5.875% | 4/1/35 | 2,505 | 3,194 | |||||||||||
Newmont Corp. | 6.250% | 10/1/39 | 12,738 | 16,835 | |||||||||||
Newmont Corp. | 4.875% | 3/15/42 | 9,308 | 10,850 | |||||||||||
Newmont Corp. | 5.450% | 6/9/44 | 11,715 | 14,497 | |||||||||||
Nucor Corp. | 4.125% | 9/15/22 | 1,092 | 1,145 | |||||||||||
Nucor Corp. | 4.000% | 8/1/23 | 11,695 | 12,373 | |||||||||||
Nucor Corp. | 3.950% | 5/1/28 | 200 | 217 | |||||||||||
Nucor Corp. | 6.400% | 12/1/37 | 10,458 | 14,135 | |||||||||||
Nucor Corp. | 5.200% | 8/1/43 | 14,800 | 18,378 | |||||||||||
Nucor Corp. | 4.400% | 5/1/48 | 6,950 | 7,873 | |||||||||||
Nutrien Ltd. | 3.150% | 10/1/22 | 3,571 | 3,643 | |||||||||||
Nutrien Ltd. | 3.500% | 6/1/23 | 15,735 | 16,232 | |||||||||||
Nutrien Ltd. | 3.625% | 3/15/24 | 5,525 | 5,762 | |||||||||||
Nutrien Ltd. | 3.375% | 3/15/25 | 7,365 | 7,634 | |||||||||||
Nutrien Ltd. | 3.000% | 4/1/25 | 9,096 | 9,259 | |||||||||||
Nutrien Ltd. | 4.000% | 12/15/26 | 5,100 | 5,427 | |||||||||||
Nutrien Ltd. | 4.200% | 4/1/29 | 3,625 | 3,985 | |||||||||||
Nutrien Ltd. | 4.125% | 3/15/35 | 6,550 | 6,837 | |||||||||||
Nutrien Ltd. | 5.875% | 12/1/36 | 825 | 989 | |||||||||||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,663 | 5,453 | |||||||||||
Nutrien Ltd. | 6.125% | 1/15/41 | 7,281 | 9,072 | |||||||||||
Nutrien Ltd. | 4.900% | 6/1/43 | 5,075 | 5,676 | |||||||||||
Nutrien Ltd. | 5.250% | 1/15/45 | 22,021 | 25,940 | |||||||||||
Nutrien Ltd. | 5.000% | 4/1/49 | 6,870 | 8,108 | |||||||||||
Packaging Corp. of America | 4.500% | 11/1/23 | 18,907 | 20,341 | |||||||||||
Packaging Corp. of America | 3.650% | 9/15/24 | 4,882 | 5,114 | |||||||||||
Packaging Corp. of America | 3.400% | 12/15/27 | 4,250 | 4,424 | |||||||||||
Packaging Corp. of America | 3.000% | 12/15/29 | 3,800 | 3,814 | |||||||||||
Packaging Corp. of America | 4.050% | 12/15/49 | 2,595 | 2,693 | |||||||||||
PPG Industries Inc. | 3.200% | 3/15/23 | 667 | 688 | |||||||||||
PPG Industries Inc. | 2.400% | 8/15/24 | 14,600 | 14,707 | |||||||||||
Praxair Inc. | 3.000% | 9/1/21 | 5,795 | 5,901 | |||||||||||
Praxair Inc. | 2.450% | 2/15/22 | 20,965 | 21,211 | |||||||||||
Praxair Inc. | 2.200% | 8/15/22 | 5,769 | 5,809 | |||||||||||
Praxair Inc. | 2.700% | 2/21/23 | 3,200 | 3,265 | |||||||||||
Praxair Inc. | 2.650% | 2/5/25 | 6,850 | 7,026 | |||||||||||
Praxair Inc. | 3.200% | 1/30/26 | 5,900 | 6,183 | |||||||||||
Praxair Inc. | 3.550% | 11/7/42 | 2,250 | 2,346 | |||||||||||
Rayonier Inc. | 3.750% | 4/1/22 | 2,875 | 2,906 | |||||||||||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 5,370 | 5,652 | |||||||||||
Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | 475 | 661 |
58
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 9,224 | 11,567 | |||||||||||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 13,765 | 14,769 | |||||||||||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 7,409 | 9,872 | |||||||||||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 13,216 | 17,243 | |||||||||||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 7,893 | 9,629 | |||||||||||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 9,425 | 10,790 | |||||||||||
Rohm & Haas Co. | 7.850% | 7/15/29 | 5,265 | 6,997 | |||||||||||
RPM International Inc. | 3.450% | 11/15/22 | 4,560 | 4,675 | |||||||||||
RPM International Inc. | 3.750% | 3/15/27 | 5,601 | 5,758 | |||||||||||
RPM International Inc. | 4.550% | 3/1/29 | 3,100 | 3,351 | |||||||||||
RPM International Inc. | 5.250% | 6/1/45 | 3,942 | 4,357 | |||||||||||
RPM International Inc. | 4.250% | 1/15/48 | 8,200 | 7,952 | |||||||||||
Sasol Financing International Ltd. | 4.500% | 11/14/22 | 11,200 | 11,568 | |||||||||||
SASOL Financing USA LLC | 5.875% | 3/27/24 | 16,375 | 17,746 | |||||||||||
SASOL Financing USA LLC | 6.500% | 9/27/28 | 8,200 | 9,122 | |||||||||||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 1,775 | 1,841 | |||||||||||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 6,512 | 6,622 | |||||||||||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 8,004 | 8,264 | |||||||||||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 9,664 | 10,143 | |||||||||||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 8,650 | 9,245 | |||||||||||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 17,035 | 17,959 | |||||||||||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 12,100 | 12,244 | |||||||||||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 2,100 | 2,156 | |||||||||||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 3,134 | 3,450 | |||||||||||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 3,900 | 4,428 | |||||||||||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 10,000 | 10,173 | |||||||||||
Southern Copper Corp. | 3.500% | 11/8/22 | 8,080 | 8,342 | |||||||||||
Southern Copper Corp. | 3.875% | 4/23/25 | 1,233 | 1,294 | |||||||||||
Southern Copper Corp. | 7.500% | 7/27/35 | 5,269 | 7,253 | |||||||||||
Southern Copper Corp. | 6.750% | 4/16/40 | 2,612 | 3,475 | |||||||||||
Southern Copper Corp. | 5.250% | 11/8/42 | 16,380 | 18,748 | |||||||||||
Southern Copper Corp. | 5.875% | 4/23/45 | 32,540 | 40,443 | |||||||||||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 2,250 | 2,267 | |||||||||||
Steel Dynamics Inc. | 4.125% | 9/15/25 | 555 | 571 | |||||||||||
Steel Dynamics Inc. | 5.000% | 12/15/26 | 250 | 266 | |||||||||||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 6,500 | 6,573 | |||||||||||
Suzano Austria GmbH | 6.000% | 1/15/29 | 25,200 | 28,448 | |||||||||||
Suzano Austria GmbH | 5.000% | 1/15/30 | 8,400 | 8,813 | |||||||||||
Teck Resources Ltd. | 6.125% | 10/1/35 | 7,200 | 8,385 | |||||||||||
Teck Resources Ltd. | 6.000% | 8/15/40 | 6,120 | 6,818 | |||||||||||
Teck Resources Ltd. | 6.250% | 7/15/41 | 14,010 | 16,003 | |||||||||||
Vale Canada Ltd. | 7.200% | 9/15/32 | 1,475 | 1,814 | |||||||||||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 13,550 | 15,887 | |||||||||||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 2,712 | 3,800 | |||||||||||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 25,871 | 33,568 | |||||||||||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 15,594 | 20,233 | |||||||||||
Vale SA | 5.625% | 9/11/42 | 8,278 | 9,685 | |||||||||||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 21,295 | 21,974 | |||||||||||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 15,728 | 16,683 | |||||||||||
Westrock MWV LLC | 8.200% | 1/15/30 | 5,703 | 7,792 | |||||||||||
WestRock RKT Co. | 4.900% | 3/1/22 | 3,690 | 3,889 | |||||||||||
Weyerhaeuser Co. | 4.700% | 3/15/21 | 3,605 | 3,697 | |||||||||||
Weyerhaeuser Co. | 3.250% | 3/15/23 | 150 | 154 | |||||||||||
Weyerhaeuser Co. | 4.625% | 9/15/23 | 5,815 | 6,265 | |||||||||||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 2,400 | 3,032 | |||||||||||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 10,100 | 10,947 | |||||||||||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 9,455 | 13,103 | |||||||||||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 3,275 | 4,312 | |||||||||||
WRKCo Inc. | 3.000% | 9/15/24 | 4,500 | 4,592 | |||||||||||
WRKCo Inc. | 3.750% | 3/15/25 | 8,715 | 9,180 | |||||||||||
WRKCo Inc. | 4.650% | 3/15/26 | 3,400 | 3,759 | |||||||||||
WRKCo Inc. | 3.375% | 9/15/27 | 4,575 | 4,675 | |||||||||||
WRKCo Inc. | 4.000% | 3/15/28 | 8,700 | 9,257 | |||||||||||
WRKCo Inc. | 3.900% | 6/1/28 | 3,250 | 3,437 |
59
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
WRKCo Inc. | 4.900% | 3/15/29 | 11,285 | 12,831 | |||||||||||
WRKCo Inc. | 4.200% | 6/1/32 | 3,000 | 3,279 | |||||||||||
Yamana Gold Inc. | 4.625% | 12/15/27 | 3,800 | 3,966 | |||||||||||
Capital Goods (1.4%) | |||||||||||||||
3M Co. | 1.625% | 9/19/21 | 2,650 | 2,642 | |||||||||||
3M Co. | 2.750% | 3/1/22 | 7,335 | 7,471 | |||||||||||
3M Co. | 2.000% | 6/26/22 | 1,600 | 1,609 | |||||||||||
3M Co. | 1.750% | 2/14/23 | 8,000 | 7,954 | |||||||||||
3M Co. | 2.250% | 3/15/23 | 5,442 | 5,489 | |||||||||||
3M Co. | 3.250% | 2/14/24 | 4,675 | 4,888 | |||||||||||
3M Co. | 2.000% | 2/14/25 | 9,450 | 9,367 | |||||||||||
3M Co. | 3.000% | 8/7/25 | 7,880 | 8,214 | |||||||||||
3M Co. | 2.250% | 9/19/26 | 10,545 | 10,518 | |||||||||||
3M Co. | 2.875% | 10/15/27 | 12,110 | 12,610 | |||||||||||
3M Co. | 3.625% | 9/14/28 | 1,000 | 1,088 | |||||||||||
3M Co. | 3.375% | 3/1/29 | 11,400 | 12,086 | |||||||||||
3M Co. | 2.375% | 8/26/29 | 11,200 | 10,995 | |||||||||||
3M Co. | 3.875% | 6/15/44 | 1,351 | 1,432 | |||||||||||
3M Co. | 3.125% | 9/19/46 | 6,030 | 5,776 | |||||||||||
3M Co. | 3.625% | 10/15/47 | 8,175 | 8,414 | |||||||||||
3M Co. | 4.000% | 9/14/48 | 13,950 | 15,304 | |||||||||||
3M Co. | 3.250% | 8/26/49 | 5,725 | 5,570 | |||||||||||
ABB Finance USA Inc. | 2.875% | 5/8/22 | 3,668 | 3,743 | |||||||||||
ABB Finance USA Inc. | 3.375% | 4/3/23 | 780 | 811 | |||||||||||
ABB Finance USA Inc. | 3.800% | 4/3/28 | 10,685 | 11,666 | |||||||||||
ABB Finance USA Inc. | 4.375% | 5/8/42 | 8,858 | 10,628 | |||||||||||
Allegion plc | 3.500% | 10/1/29 | 4,475 | 4,562 | |||||||||||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 1,550 | 1,591 | |||||||||||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 5,119 | 5,275 | |||||||||||
Avery Dennison Corp. | 4.875% | 12/6/28 | 2,950 | 3,349 | |||||||||||
7 | Bemis Co. Inc. | 3.100% | 9/15/26 | 3,803 | 3,717 | ||||||||||
Boeing Co. | 2.300% | 8/1/21 | 5,120 | 5,146 | |||||||||||
Boeing Co. | 8.750% | 8/15/21 | 1,285 | 1,421 | |||||||||||
Boeing Co. | 2.350% | 10/30/21 | 9,945 | 10,021 | |||||||||||
Boeing Co. | 2.125% | 3/1/22 | 4,012 | 4,019 | |||||||||||
Boeing Co. | 2.700% | 5/1/22 | 5,450 | 5,526 | |||||||||||
Boeing Co. | 2.800% | 3/1/23 | 7,820 | 7,964 | |||||||||||
Boeing Co. | 1.875% | 6/15/23 | 6,030 | 5,986 | |||||||||||
Boeing Co. | 2.800% | 3/1/24 | 1,800 | 1,837 | |||||||||||
Boeing Co. | 2.850% | 10/30/24 | 6,983 | 7,149 | |||||||||||
Boeing Co. | 2.500% | 3/1/25 | 2,831 | 2,835 | |||||||||||
Boeing Co. | 7.250% | 6/15/25 | 675 | 834 | |||||||||||
Boeing Co. | 2.600% | 10/30/25 | 3,050 | 3,073 | |||||||||||
Boeing Co. | 3.100% | 5/1/26 | 7,500 | 7,732 | |||||||||||
Boeing Co. | 2.250% | 6/15/26 | 1,854 | 1,826 | |||||||||||
Boeing Co. | 2.700% | 2/1/27 | 8,290 | 8,355 | |||||||||||
Boeing Co. | 2.800% | 3/1/27 | 4,250 | 4,305 | |||||||||||
Boeing Co. | 3.250% | 3/1/28 | 4,780 | 4,961 | |||||||||||
Boeing Co. | 3.450% | 11/1/28 | 3,925 | 4,133 | |||||||||||
Boeing Co. | 3.200% | 3/1/29 | 10,375 | 10,811 | |||||||||||
Boeing Co. | 2.950% | 2/1/30 | 8,565 | 8,750 | |||||||||||
Boeing Co. | 6.125% | 2/15/33 | 5,175 | 6,755 | |||||||||||
Boeing Co. | 3.600% | 5/1/34 | 10,400 | 11,091 | |||||||||||
Boeing Co. | 3.250% | 2/1/35 | 8,950 | 9,119 | |||||||||||
Boeing Co. | 6.625% | 2/15/38 | 2,905 | 4,038 | |||||||||||
Boeing Co. | 3.550% | 3/1/38 | 3,715 | 3,855 | |||||||||||
Boeing Co. | 3.500% | 3/1/39 | 4,400 | 4,519 | |||||||||||
Boeing Co. | 6.875% | 3/15/39 | 9,458 | 13,818 | |||||||||||
Boeing Co. | 5.875% | 2/15/40 | 4,262 | 5,640 | |||||||||||
Boeing Co. | 3.375% | 6/15/46 | 9,064 | 8,777 | |||||||||||
Boeing Co. | 3.650% | 3/1/47 | 5,685 | 5,761 | |||||||||||
Boeing Co. | 3.625% | 3/1/48 | 4,275 | 4,367 | |||||||||||
Boeing Co. | 3.850% | 11/1/48 | 3,466 | 3,636 |
60
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Boeing Co. | 3.900% | 5/1/49 | 8,650 | 9,259 | |||||||||||
Boeing Co. | 3.750% | 2/1/50 | 5,500 | 5,795 | |||||||||||
Boeing Co. | 3.825% | 3/1/59 | 10,300 | 10,696 | |||||||||||
Boeing Co. | 3.950% | 8/1/59 | 5,000 | 5,339 | |||||||||||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 3,380 | 3,486 | |||||||||||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,042 | 3,157 | |||||||||||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 4,025 | 4,208 | |||||||||||
Caterpillar Financial Services Corp. | 1.850% | 9/4/20 | 16,070 | 16,058 | |||||||||||
Caterpillar Financial Services Corp. | 2.900% | 3/15/21 | 6,670 | 6,752 | |||||||||||
Caterpillar Financial Services Corp. | 2.650% | 5/17/21 | 4,815 | 4,864 | |||||||||||
Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 22,996 | 22,918 | |||||||||||
Caterpillar Financial Services Corp. | 2.750% | 8/20/21 | 3,400 | 3,443 | |||||||||||
Caterpillar Financial Services Corp. | 3.150% | 9/7/21 | 13,401 | 13,672 | |||||||||||
Caterpillar Financial Services Corp. | 1.931% | 10/1/21 | 3,937 | 3,942 | |||||||||||
Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 9,095 | 9,293 | |||||||||||
Caterpillar Financial Services Corp. | 2.850% | 6/1/22 | 1,659 | 1,693 | |||||||||||
Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 8,350 | 8,441 | |||||||||||
Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 8,885 | 9,047 | |||||||||||
Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 2,000 | 2,040 | |||||||||||
Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 6,260 | 6,548 | |||||||||||
Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 9,350 | 9,963 | |||||||||||
Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 4,182 | 4,432 | |||||||||||
Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 6,080 | 6,277 | |||||||||||
Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 5,975 | 6,283 | |||||||||||
Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 3,750 | 3,759 | |||||||||||
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 13,387 | 14,117 | |||||||||||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 5,565 | 5,595 | |||||||||||
Caterpillar Inc. | 3.900% | 5/27/21 | 15,566 | 15,978 | |||||||||||
Caterpillar Inc. | 2.600% | 6/26/22 | 10,300 | 10,453 | |||||||||||
Caterpillar Inc. | 3.400% | 5/15/24 | 13,141 | 13,887 | |||||||||||
Caterpillar Inc. | 2.600% | 9/19/29 | 5,000 | 5,034 | |||||||||||
Caterpillar Inc. | 5.300% | 9/15/35 | 3,000 | 3,714 | |||||||||||
Caterpillar Inc. | 6.050% | 8/15/36 | 9,427 | 12,829 | |||||||||||
Caterpillar Inc. | 5.200% | 5/27/41 | 8,410 | 10,853 | |||||||||||
Caterpillar Inc. | 3.803% | 8/15/42 | 23,538 | 26,317 | |||||||||||
Caterpillar Inc. | 4.300% | 5/15/44 | 3,535 | 4,092 | |||||||||||
Caterpillar Inc. | 3.250% | 9/19/49 | 10,930 | 10,906 | |||||||||||
Caterpillar Inc. | 4.750% | 5/15/64 | 4,175 | 5,222 | |||||||||||
CNH Industrial Capital LLC | 4.875% | 4/1/21 | 750 | 774 | |||||||||||
CNH Industrial Capital LLC | 3.875% | 10/15/21 | 2,450 | 2,515 | |||||||||||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 5,250 | 5,476 | |||||||||||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 26,190 | 27,724 | |||||||||||
CNH Industrial NV | 4.500% | 8/15/23 | 1,565 | 1,667 | |||||||||||
CNH Industrial NV | 3.850% | 11/15/27 | 7,840 | 8,162 | |||||||||||
Crane Co. | 4.450% | 12/15/23 | 6,450 | 6,865 | |||||||||||
Crane Co. | 4.200% | 3/15/48 | 7,000 | 7,006 | |||||||||||
CRH America Inc. | 5.750% | 1/15/21 | 2,975 | 3,080 | |||||||||||
Deere & Co. | 2.600% | 6/8/22 | 34,398 | 34,953 | |||||||||||
Deere & Co. | 5.375% | 10/16/29 | 9,962 | 12,318 | |||||||||||
Deere & Co. | 7.125% | 3/3/31 | 405 | 572 | |||||||||||
Deere & Co. | 3.900% | 6/9/42 | 6,710 | 7,544 | |||||||||||
Dover Corp. | 3.150% | 11/15/25 | 8,640 | 8,949 | |||||||||||
Dover Corp. | 2.950% | 11/4/29 | 3,315 | 3,324 | |||||||||||
Dover Corp. | 5.375% | 10/15/35 | 2,350 | 2,805 | |||||||||||
Dover Corp. | 6.600% | 3/15/38 | 3,115 | 4,152 | |||||||||||
Dover Corp. | 5.375% | 3/1/41 | 4,109 | 4,996 | |||||||||||
Eagle Materials Inc. | 4.500% | 8/1/26 | 3,880 | 4,022 | |||||||||||
Eaton Corp. | 2.750% | 11/2/22 | 15,254 | 15,560 | |||||||||||
Eaton Corp. | 3.103% | 9/15/27 | 14,295 | 14,823 | |||||||||||
Eaton Corp. | 4.000% | 11/2/32 | 8,304 | 9,403 | |||||||||||
Eaton Corp. | 4.150% | 11/2/42 | 2,087 | 2,316 | |||||||||||
Eaton Corp. | 3.915% | 9/15/47 | 5,715 | 6,083 | |||||||||||
Embraer Netherlands Finance BV | 5.050% | 6/15/25 | 9,055 | 9,956 | |||||||||||
Embraer Netherlands Finance BV | 5.400% | 2/1/27 | 11,295 | 12,698 |
61
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
7 | Embraer Overseas Ltd. | 5.696% | 9/16/23 | 9,130 | 10,005 | ||||||||||
Embraer SA | 5.150% | 6/15/22 | 1,200 | 1,266 | |||||||||||
Emerson Electric Co. | 2.625% | 12/1/21 | 18,650 | 18,961 | |||||||||||
Emerson Electric Co. | 2.625% | 2/15/23 | 4,200 | 4,293 | |||||||||||
Emerson Electric Co. | 3.150% | 6/1/25 | 6,150 | 6,433 | |||||||||||
Flowserve Corp. | 3.500% | 9/15/22 | 16,830 | 17,011 | |||||||||||
Flowserve Corp. | 4.000% | 11/15/23 | 4,225 | 4,323 | |||||||||||
Fortive Corp. | 2.350% | 6/15/21 | 10,395 | 10,423 | |||||||||||
Fortive Corp. | 3.150% | 6/15/26 | 6,329 | 6,476 | |||||||||||
Fortive Corp. | 4.300% | 6/15/46 | 7,500 | 7,717 | |||||||||||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 12,373 | 13,068 | |||||||||||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 8,825 | 9,429 | |||||||||||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 700 | 707 | |||||||||||
General Dynamics Corp. | 3.000% | 5/11/21 | 7,525 | 7,646 | |||||||||||
General Dynamics Corp. | 3.875% | 7/15/21 | 4,919 | 5,058 | |||||||||||
General Dynamics Corp. | 2.250% | 11/15/22 | 9,415 | 9,513 | |||||||||||
General Dynamics Corp. | 3.375% | 5/15/23 | 20,455 | 21,354 | |||||||||||
General Dynamics Corp. | 1.875% | 8/15/23 | 23,790 | 23,811 | |||||||||||
General Dynamics Corp. | 2.375% | 11/15/24 | 9,650 | 9,811 | |||||||||||
General Dynamics Corp. | 3.500% | 5/15/25 | 13,585 | 14,543 | |||||||||||
General Dynamics Corp. | 2.125% | 8/15/26 | 5,800 | 5,736 | |||||||||||
General Dynamics Corp. | 2.625% | 11/15/27 | 13,629 | 13,940 | |||||||||||
General Dynamics Corp. | 3.750% | 5/15/28 | 17,940 | 19,757 | |||||||||||
General Dynamics Corp. | 3.600% | 11/15/42 | 3,968 | 4,490 | |||||||||||
General Electric Co. | 4.625% | 1/7/21 | 15,664 | 16,023 | |||||||||||
General Electric Co. | 5.300% | 2/11/21 | 18,728 | 19,326 | |||||||||||
General Electric Co. | 4.650% | 10/17/21 | 15,410 | 16,054 | |||||||||||
General Electric Co. | 3.150% | 9/7/22 | 4,694 | 4,795 | |||||||||||
General Electric Co. | 2.700% | 10/9/22 | 14,078 | 14,268 | |||||||||||
General Electric Co. | 3.100% | 1/9/23 | 11,432 | 11,670 | |||||||||||
General Electric Co. | 3.375% | 3/11/24 | 23,296 | 24,106 | |||||||||||
General Electric Co. | 3.450% | 5/15/24 | 5,675 | 5,887 | |||||||||||
General Electric Co. | 6.750% | 3/15/32 | 30,702 | 39,330 | |||||||||||
General Electric Co. | 7.500% | 8/21/35 | 100 | 130 | |||||||||||
General Electric Co. | 6.150% | 8/7/37 | 10,048 | 12,405 | |||||||||||
General Electric Co. | 5.875% | 1/14/38 | 33,653 | 40,564 | |||||||||||
General Electric Co. | 6.875% | 1/10/39 | 22,999 | 30,653 | |||||||||||
General Electric Co. | 4.125% | 10/9/42 | 12,530 | 12,967 | |||||||||||
General Electric Co. | 4.500% | 3/11/44 | 12,061 | 13,148 | |||||||||||
Hexcel Corp. | 4.700% | 8/15/25 | 1,400 | 1,514 | |||||||||||
Honeywell International Inc. | 4.250% | 3/1/21 | 8,075 | 8,318 | |||||||||||
Honeywell International Inc. | 1.850% | 11/1/21 | 20,900 | 20,937 | |||||||||||
Honeywell International Inc. | 2.150% | 8/8/22 | 5,350 | 5,401 | |||||||||||
Honeywell International Inc. | 3.350% | 12/1/23 | 5,160 | 5,422 | |||||||||||
Honeywell International Inc. | 2.300% | 8/15/24 | 11,800 | 11,958 | |||||||||||
Honeywell International Inc. | 2.500% | 11/1/26 | 13,485 | 13,697 | |||||||||||
Honeywell International Inc. | 2.700% | 8/15/29 | 5,975 | 6,129 | |||||||||||
Honeywell International Inc. | 5.700% | 3/15/36 | 5,449 | 7,259 | |||||||||||
Honeywell International Inc. | 5.700% | 3/15/37 | 8,596 | 11,652 | |||||||||||
Honeywell International Inc. | 5.375% | 3/1/41 | 6,675 | 8,988 | |||||||||||
Honeywell International Inc. | 3.812% | 11/21/47 | 735 | 831 | |||||||||||
Hubbell Inc. | 3.350% | 3/1/26 | 4,851 | 4,962 | |||||||||||
Hubbell Inc. | 3.150% | 8/15/27 | 3,200 | 3,191 | |||||||||||
Hubbell Inc. | 3.500% | 2/15/28 | 12,120 | 12,517 | |||||||||||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 12,811 | 13,355 | |||||||||||
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 765 | 782 | |||||||||||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 2,802 | 2,966 | |||||||||||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 12,565 | 12,913 | |||||||||||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 4,670 | 5,871 | |||||||||||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 16,959 | 19,544 | |||||||||||
Ingersoll-Rand Global Holding Co. Ltd. | 2.900% | 2/21/21 | 2,519 | 2,543 | |||||||||||
Ingersoll-Rand Global Holding Co. Ltd. | 4.250% | 6/15/23 | 9,300 | 9,935 | |||||||||||
Ingersoll-Rand Global Holding Co. Ltd. | 5.750% | 6/15/43 | 4,840 | 6,093 | |||||||||||
Ingersoll-Rand Global Holding Co. Ltd. | 4.300% | 2/21/48 | 1,300 | 1,407 |
62
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Ingersoll-Rand Luxembourg Finance SA | 3.550% | 11/1/24 | 7,960 | 8,342 | |||||||||||
Ingersoll-Rand Luxembourg Finance SA | 3.500% | 3/21/26 | 4,325 | 4,522 | |||||||||||
Ingersoll-Rand Luxembourg Finance SA | 3.800% | 3/21/29 | 10,450 | 11,189 | |||||||||||
Ingersoll-Rand Luxembourg Finance SA | 4.650% | 11/1/44 | 3,245 | 3,659 | |||||||||||
Ingersoll-Rand Luxembourg Finance SA | 4.500% | 3/21/49 | 3,700 | 4,134 | |||||||||||
John Deere Capital Corp. | 1.700% | 1/15/20 | 1,000 | 1,000 | |||||||||||
John Deere Capital Corp. | 2.350% | 1/8/21 | 2,100 | 2,108 | |||||||||||
John Deere Capital Corp. | 2.550% | 1/8/21 | 300 | 302 | |||||||||||
John Deere Capital Corp. | 2.800% | 3/4/21 | 6,800 | 6,872 | |||||||||||
John Deere Capital Corp. | 2.875% | 3/12/21 | 5,545 | 5,607 | |||||||||||
John Deere Capital Corp. | 3.900% | 7/12/21 | 5,953 | 6,136 | |||||||||||
John Deere Capital Corp. | 3.125% | 9/10/21 | 8,571 | 8,756 | |||||||||||
John Deere Capital Corp. | 3.150% | 10/15/21 | 7,974 | 8,153 | |||||||||||
John Deere Capital Corp. | 2.650% | 1/6/22 | 4,300 | 4,370 | |||||||||||
John Deere Capital Corp. | 2.750% | 3/15/22 | 2,445 | 2,490 | |||||||||||
John Deere Capital Corp. | 1.950% | 6/13/22 | 3,240 | 3,242 | |||||||||||
John Deere Capital Corp. | 2.150% | 9/8/22 | 14,650 | 14,742 | |||||||||||
John Deere Capital Corp. | 2.700% | 1/6/23 | 1,150 | 1,175 | |||||||||||
John Deere Capital Corp. | 2.800% | 1/27/23 | 2,510 | 2,571 | |||||||||||
John Deere Capital Corp. | 2.800% | 3/6/23 | 13,198 | 13,536 | |||||||||||
John Deere Capital Corp. | 3.450% | 6/7/23 | 5,500 | 5,753 | |||||||||||
John Deere Capital Corp. | 3.650% | 10/12/23 | 3,180 | 3,369 | |||||||||||
John Deere Capital Corp. | 2.600% | 3/7/24 | 4,250 | 4,342 | |||||||||||
John Deere Capital Corp. | 3.350% | 6/12/24 | 20,630 | 21,727 | |||||||||||
John Deere Capital Corp. | 2.650% | 6/24/24 | 3,300 | 3,378 | |||||||||||
John Deere Capital Corp. | 3.450% | 3/13/25 | 16,515 | 17,531 | |||||||||||
John Deere Capital Corp. | 3.400% | 9/11/25 | 3,710 | 3,929 | |||||||||||
John Deere Capital Corp. | 2.650% | 6/10/26 | 3,294 | 3,355 | |||||||||||
John Deere Capital Corp. | 2.250% | 9/14/26 | 3,150 | 3,149 | |||||||||||
John Deere Capital Corp. | 2.800% | 9/8/27 | 8,650 | 8,881 | |||||||||||
John Deere Capital Corp. | 3.050% | 1/6/28 | 12,900 | 13,435 | |||||||||||
John Deere Capital Corp. | 3.450% | 3/7/29 | 5,670 | 6,162 | |||||||||||
John Deere Capital Corp. | 2.800% | 7/18/29 | 6,650 | 6,808 | |||||||||||
Johnson Controls International plc | 3.625% | 7/2/24 | 2,300 | 2,386 | |||||||||||
Johnson Controls International plc | 3.900% | 2/14/26 | 5,764 | 6,120 | |||||||||||
Johnson Controls International plc | 6.000% | 1/15/36 | 1,046 | 1,283 | |||||||||||
Johnson Controls International plc | 4.625% | 7/2/44 | 10,902 | 11,888 | |||||||||||
Johnson Controls International plc | 5.125% | 9/14/45 | 1,163 | 1,351 | |||||||||||
Johnson Controls International plc | 4.500% | 2/15/47 | 12,573 | 13,522 | |||||||||||
Johnson Controls International plc | 4.950% | 7/2/64 | 4,487 | 4,644 | |||||||||||
Kennametal Inc. | 3.875% | 2/15/22 | 2,575 | 2,648 | |||||||||||
Kennametal Inc. | 4.625% | 6/15/28 | 8,800 | 9,386 | |||||||||||
7 | L3Harris Technologies Inc. | 4.950% | 2/15/21 | 14,579 | 14,934 | ||||||||||
7 | L3Harris Technologies Inc. | 3.850% | 6/15/23 | 5,175 | 5,447 | ||||||||||
7 | L3Harris Technologies Inc. | 3.950% | 5/28/24 | 4,767 | 5,055 | ||||||||||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 9,780 | 10,404 | |||||||||||
7 | L3Harris Technologies Inc. | 3.850% | 12/15/26 | 5,410 | 5,813 | ||||||||||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 500 | 556 | |||||||||||
7 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 6,960 | 7,753 | ||||||||||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 6,034 | 6,109 | |||||||||||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 2,725 | 3,207 | |||||||||||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 6,103 | 8,281 | |||||||||||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 2,056 | 2,552 | |||||||||||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 4,600 | 4,810 | |||||||||||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 15,075 | 15,464 | |||||||||||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 5,400 | 5,900 | |||||||||||
Legrand France SA | 8.500% | 2/15/25 | 4,645 | 5,990 | |||||||||||
Lennox International Inc. | 3.000% | 11/15/23 | 1,075 | 1,093 | |||||||||||
Lockheed Martin Corp. | 3.350% | 9/15/21 | 26,978 | 27,657 | |||||||||||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 11,215 | 11,592 | |||||||||||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 5,252 | 5,457 | |||||||||||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 4,158 | 4,453 | |||||||||||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 7,990 | 8,749 | |||||||||||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 5,680 | 6,725 |
63
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Lockheed Martin Corp. | 6.150% | 9/1/36 | 14,489 | 19,665 | |||||||||||
Lockheed Martin Corp. | 5.720% | 6/1/40 | 5,260 | 7,097 | |||||||||||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 19,270 | 22,050 | |||||||||||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 3,607 | 3,979 | |||||||||||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 14,410 | 18,193 | |||||||||||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 14,321 | 16,739 | |||||||||||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,000 | 2,140 | |||||||||||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 6,400 | 6,610 | |||||||||||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 7,800 | 8,111 | |||||||||||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 10,110 | 10,585 | |||||||||||
Masco Corp. | 4.450% | 4/1/25 | 7,432 | 8,092 | |||||||||||
Masco Corp. | 4.375% | 4/1/26 | 2,923 | 3,154 | |||||||||||
Masco Corp. | 3.500% | 11/15/27 | 7,960 | 8,233 | |||||||||||
Masco Corp. | 6.500% | 8/15/32 | 27 | 33 | |||||||||||
Masco Corp. | 4.500% | 5/15/47 | 8,150 | 8,295 | |||||||||||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 12,690 | 13,213 | |||||||||||
Northrop Grumman Corp. | 3.500% | 3/15/21 | 9,153 | 9,323 | |||||||||||
Northrop Grumman Corp. | 2.550% | 10/15/22 | 4,955 | 5,028 | |||||||||||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 2,208 | 2,295 | |||||||||||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 7,225 | 7,444 | |||||||||||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 6,275 | 6,525 | |||||||||||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 31,370 | 32,683 | |||||||||||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 5,825 | 7,098 | |||||||||||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 8,279 | 9,889 | |||||||||||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 2,004 | 2,145 | |||||||||||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 5,330 | 5,924 | |||||||||||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 5,216 | 7,481 | |||||||||||
Nvent Finance Sarl | 3.950% | 4/15/23 | 2,280 | 2,311 | |||||||||||
Nvent Finance Sarl | 4.550% | 4/15/28 | 6,870 | 7,119 | |||||||||||
Oshkosh Corp. | 4.600% | 5/15/28 | 9,000 | 9,630 | |||||||||||
Owens Corning | 4.200% | 12/1/24 | 10,215 | 10,817 | |||||||||||
Owens Corning | 3.400% | 8/15/26 | 5,350 | 5,418 | |||||||||||
Owens Corning | 3.950% | 8/15/29 | 4,850 | 5,028 | |||||||||||
Owens Corning | 7.000% | 12/1/36 | 409 | 500 | |||||||||||
Owens Corning | 4.300% | 7/15/47 | 7,825 | 7,423 | |||||||||||
Owens Corning | 4.400% | 1/30/48 | 4,250 | 4,108 | |||||||||||
Parker-Hannifin Corp. | 3.500% | 9/15/22 | 1,850 | 1,914 | |||||||||||
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 6,950 | 7,043 | |||||||||||
Parker-Hannifin Corp. | 3.300% | 11/21/24 | 12,721 | 13,296 | |||||||||||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 20,521 | 21,284 | |||||||||||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 4,875 | 5,065 | |||||||||||
Parker-Hannifin Corp. | 4.200% | 11/21/34 | 5,828 | 6,444 | |||||||||||
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 5,632 | 7,467 | |||||||||||
Parker-Hannifin Corp. | 4.450% | 11/21/44 | 5,590 | 6,213 | |||||||||||
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 6,355 | 6,879 | |||||||||||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 7,800 | 8,436 | |||||||||||
Pentair Finance Sarl | 4.500% | 7/1/29 | 3,000 | 3,164 | |||||||||||
Precision Castparts Corp. | 2.500% | 1/15/23 | 18,264 | 18,584 | |||||||||||
Precision Castparts Corp. | 3.250% | 6/15/25 | 12,717 | 13,398 | |||||||||||
Precision Castparts Corp. | 3.900% | 1/15/43 | 6,950 | 7,520 | |||||||||||
Precision Castparts Corp. | 4.375% | 6/15/45 | 6,867 | 7,938 | |||||||||||
Raytheon Co. | 2.500% | 12/15/22 | 13,078 | 13,337 | |||||||||||
Raytheon Co. | 3.150% | 12/15/24 | 6,300 | 6,618 | |||||||||||
Raytheon Co. | 7.200% | 8/15/27 | 2,810 | 3,674 | |||||||||||
Raytheon Co. | 4.875% | 10/15/40 | 1,710 | 2,139 | |||||||||||
Raytheon Co. | 4.700% | 12/15/41 | 8,700 | 10,816 | |||||||||||
Raytheon Co. | 4.200% | 12/15/44 | 2,600 | 3,048 | |||||||||||
Republic Services Inc. | 5.250% | 11/15/21 | 11,497 | 12,193 | |||||||||||
Republic Services Inc. | 3.550% | 6/1/22 | 9,348 | 9,658 | |||||||||||
Republic Services Inc. | 4.750% | 5/15/23 | 4,375 | 4,711 | |||||||||||
Republic Services Inc. | 2.500% | 8/15/24 | 5,100 | 5,167 | |||||||||||
Republic Services Inc. | 3.200% | 3/15/25 | 3,820 | 3,967 | |||||||||||
Republic Services Inc. | 2.900% | 7/1/26 | 1,579 | 1,609 | |||||||||||
Republic Services Inc. | 3.375% | 11/15/27 | 285 | 301 |
64
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Republic Services Inc. | 6.200% | 3/1/40 | 6,078 | 8,276 | |||||||||||
Republic Services Inc. | 5.700% | 5/15/41 | 13,998 | 18,192 | |||||||||||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 9,050 | 9,726 | |||||||||||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 6,075 | 7,062 | |||||||||||
Rockwell Collins Inc. | 3.100% | 11/15/21 | 2,350 | 2,390 | |||||||||||
Rockwell Collins Inc. | 2.800% | 3/15/22 | 4,800 | 4,882 | |||||||||||
Rockwell Collins Inc. | 3.700% | 12/15/23 | 1,000 | 1,053 | |||||||||||
Rockwell Collins Inc. | 3.200% | 3/15/24 | 16,875 | 17,560 | |||||||||||
Rockwell Collins Inc. | 3.500% | 3/15/27 | 10,350 | 11,009 | |||||||||||
Rockwell Collins Inc. | 4.800% | 12/15/43 | 4,916 | 6,008 | |||||||||||
Rockwell Collins Inc. | 4.350% | 4/15/47 | 13,200 | 15,430 | |||||||||||
Roper Technologies Inc. | 3.000% | 12/15/20 | 5,550 | 5,601 | |||||||||||
Roper Technologies Inc. | 2.800% | 12/15/21 | 14,821 | 15,032 | |||||||||||
Roper Technologies Inc. | 3.125% | 11/15/22 | 4,193 | 4,304 | |||||||||||
Roper Technologies Inc. | 2.350% | 9/15/24 | 2,000 | 2,010 | |||||||||||
Roper Technologies Inc. | 3.850% | 12/15/25 | 2,275 | 2,444 | |||||||||||
Roper Technologies Inc. | 3.800% | 12/15/26 | 16,610 | 17,851 | |||||||||||
Roper Technologies Inc. | 4.200% | 9/15/28 | 8,997 | 9,838 | |||||||||||
Roper Technologies Inc. | 2.950% | 9/15/29 | 5,000 | 5,026 | |||||||||||
Snap-on Inc. | 6.125% | 9/1/21 | 3,700 | 3,954 | |||||||||||
Snap-on Inc. | 3.250% | 3/1/27 | 1,200 | 1,251 | |||||||||||
Snap-on Inc. | 4.100% | 3/1/48 | 3,700 | 4,134 | |||||||||||
Sonoco Products Co. | 5.750% | 11/1/40 | 6,100 | 7,474 | |||||||||||
Spirit AeroSystems Inc. | 3.950% | 6/15/23 | 15,285 | 15,732 | |||||||||||
Spirit AeroSystems Inc. | 3.850% | 6/15/26 | 5,525 | 5,665 | |||||||||||
Spirit AeroSystems Inc. | 4.600% | 6/15/28 | 8,920 | 9,379 | |||||||||||
Stanley Black & Decker Inc. | 3.400% | 12/1/21 | 3,125 | 3,192 | |||||||||||
Stanley Black & Decker Inc. | 2.900% | 11/1/22 | 5,231 | 5,357 | |||||||||||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 5,616 | 5,922 | |||||||||||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 6,283 | 7,784 | |||||||||||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 5,575 | 6,886 | |||||||||||
Textron Inc. | 4.300% | 3/1/24 | 3,725 | 3,978 | |||||||||||
Textron Inc. | 3.875% | 3/1/25 | 13,545 | 14,342 | |||||||||||
Textron Inc. | 4.000% | 3/15/26 | 11,700 | 12,490 | |||||||||||
Textron Inc. | 3.650% | 3/15/27 | 28,640 | 29,944 | |||||||||||
Textron Inc. | 3.375% | 3/1/28 | 4,629 | 4,756 | |||||||||||
Textron Inc. | 3.900% | 9/17/29 | 7,150 | 7,628 | |||||||||||
Timken Co. | 3.875% | 9/1/24 | 1,000 | 1,043 | |||||||||||
Timken Co. | 4.500% | 12/15/28 | 10,000 | 10,768 | |||||||||||
United Technologies Corp. | 3.350% | 8/16/21 | 2,570 | 2,630 | |||||||||||
United Technologies Corp. | 1.950% | 11/1/21 | 4,000 | 4,005 | |||||||||||
United Technologies Corp. | 2.300% | 5/4/22 | 1,000 | 1,008 | |||||||||||
United Technologies Corp. | 3.100% | 6/1/22 | 24,697 | 25,356 | |||||||||||
United Technologies Corp. | 3.650% | 8/16/23 | 32,988 | 34,751 | |||||||||||
United Technologies Corp. | 2.800% | 5/4/24 | 19,105 | 19,631 | |||||||||||
United Technologies Corp. | 3.950% | 8/16/25 | 21,622 | 23,540 | |||||||||||
United Technologies Corp. | 2.650% | 11/1/26 | 4,600 | 4,707 | |||||||||||
United Technologies Corp. | 3.125% | 5/4/27 | 3,351 | 3,507 | |||||||||||
United Technologies Corp. | 6.700% | 8/1/28 | 2,397 | 3,106 | |||||||||||
United Technologies Corp. | 4.125% | 11/16/28 | 45,310 | 50,944 | |||||||||||
United Technologies Corp. | 7.500% | 9/15/29 | 8,296 | 11,666 | |||||||||||
United Technologies Corp. | 5.400% | 5/1/35 | 5,612 | 7,179 | |||||||||||
United Technologies Corp. | 6.050% | 6/1/36 | 8,512 | 11,460 | |||||||||||
United Technologies Corp. | 6.125% | 7/15/38 | 6,186 | 8,556 | |||||||||||
United Technologies Corp. | 4.450% | 11/16/38 | 10,698 | 12,560 | |||||||||||
United Technologies Corp. | 5.700% | 4/15/40 | 11,965 | 16,005 | |||||||||||
United Technologies Corp. | 4.500% | 6/1/42 | 35,334 | 42,313 | |||||||||||
United Technologies Corp. | 4.150% | 5/15/45 | 15,926 | 18,242 | |||||||||||
United Technologies Corp. | 3.750% | 11/1/46 | 14,295 | 15,574 | |||||||||||
United Technologies Corp. | 4.050% | 5/4/47 | 7,525 | 8,540 | |||||||||||
United Technologies Corp. | 4.625% | 11/16/48 | 19,475 | 24,240 | |||||||||||
Valmont Industries Inc. | 5.000% | 10/1/44 | 9,050 | 9,245 | |||||||||||
Valmont Industries Inc. | 5.250% | 10/1/54 | 4,600 | 4,667 | |||||||||||
Vulcan Materials Co. | 4.500% | 4/1/25 | 3,910 | 4,230 |
65
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Vulcan Materials Co. | 3.900% | 4/1/27 | 550 | 582 | |||||||||||
Vulcan Materials Co. | 4.500% | 6/15/47 | 10,525 | 11,526 | |||||||||||
Wabtec Corp. | 4.400% | 3/15/24 | 10,840 | 11,489 | |||||||||||
Wabtec Corp. | 3.450% | 11/15/26 | 9,767 | 9,810 | |||||||||||
Wabtec Corp. | 4.950% | 9/15/28 | 10,900 | 11,981 | |||||||||||
Waste Connections Inc. | 3.500% | 5/1/29 | 11,850 | 12,487 | |||||||||||
Waste Management Inc. | 4.600% | 3/1/21 | 9,560 | 9,801 | |||||||||||
Waste Management Inc. | 2.900% | 9/15/22 | 1,130 | 1,156 | |||||||||||
Waste Management Inc. | 2.400% | 5/15/23 | 12,800 | 12,916 | |||||||||||
Waste Management Inc. | 3.500% | 5/15/24 | 4,134 | 4,340 | |||||||||||
Waste Management Inc. | 2.950% | 6/15/24 | 8,265 | 8,524 | |||||||||||
Waste Management Inc. | 3.125% | 3/1/25 | 7,645 | 7,988 | |||||||||||
Waste Management Inc. | 3.200% | 6/15/26 | 8,469 | 8,872 | |||||||||||
Waste Management Inc. | 3.150% | 11/15/27 | 13,883 | 14,506 | |||||||||||
Waste Management Inc. | 3.450% | 6/15/29 | 11,275 | 12,042 | |||||||||||
Waste Management Inc. | 3.900% | 3/1/35 | 4,000 | 4,424 | |||||||||||
Waste Management Inc. | 4.000% | 7/15/39 | 6,250 | 6,980 | |||||||||||
Waste Management Inc. | 4.100% | 3/1/45 | 7,789 | 8,739 | |||||||||||
Waste Management Inc. | 4.150% | 7/15/49 | 11,275 | 12,841 | |||||||||||
WW Grainger Inc. | 4.600% | 6/15/45 | 13,443 | 15,913 | |||||||||||
WW Grainger Inc. | 3.750% | 5/15/46 | 5,362 | 5,541 | |||||||||||
WW Grainger Inc. | 4.200% | 5/15/47 | 1,950 | 2,171 | |||||||||||
Xylem Inc. | 4.875% | 10/1/21 | 110 | 115 | |||||||||||
Xylem Inc. | 3.250% | 11/1/26 | 3,461 | 3,588 | |||||||||||
Xylem Inc. | 4.375% | 11/1/46 | 6,310 | 6,889 | |||||||||||
Communication (2.4%) | |||||||||||||||
Activision Blizzard Inc. | 2.300% | 9/15/21 | 17,549 | 17,626 | |||||||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 12,563 | 13,165 | |||||||||||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 3,257 | 3,392 | |||||||||||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 4,220 | 4,794 | |||||||||||
America Movil SAB de CV | 3.125% | 7/16/22 | 36,650 | 37,380 | |||||||||||
America Movil SAB de CV | 3.625% | 4/22/29 | 5,500 | 5,831 | |||||||||||
America Movil SAB de CV | 6.375% | 3/1/35 | 15,818 | 21,222 | |||||||||||
America Movil SAB de CV | 6.125% | 11/15/37 | 4,283 | 5,586 | |||||||||||
America Movil SAB de CV | 6.125% | 3/30/40 | 14,500 | 19,428 | |||||||||||
America Movil SAB de CV | 4.375% | 7/16/42 | 12,590 | 14,015 | |||||||||||
America Movil SAB de CV | 4.375% | 4/22/49 | 14,500 | 16,614 | |||||||||||
American Tower Corp. | 3.300% | 2/15/21 | 13,364 | 13,528 | |||||||||||
American Tower Corp. | 3.450% | 9/15/21 | 14,400 | 14,746 | |||||||||||
American Tower Corp. | 5.900% | 11/1/21 | 8,029 | 8,578 | |||||||||||
American Tower Corp. | 2.250% | 1/15/22 | 8,465 | 8,491 | |||||||||||
American Tower Corp. | 3.500% | 1/31/23 | 17,414 | 18,040 | |||||||||||
American Tower Corp. | 5.000% | 2/15/24 | 11,946 | 13,143 | |||||||||||
American Tower Corp. | 3.375% | 5/15/24 | 9,000 | 9,329 | |||||||||||
American Tower Corp. | 2.950% | 1/15/25 | 3,650 | 3,739 | |||||||||||
American Tower Corp. | 4.000% | 6/1/25 | 6,840 | 7,307 | |||||||||||
American Tower Corp. | 4.400% | 2/15/26 | 2,215 | 2,423 | |||||||||||
American Tower Corp. | 3.375% | 10/15/26 | 17,576 | 18,255 | |||||||||||
American Tower Corp. | 3.125% | 1/15/27 | 6,795 | 6,927 | |||||||||||
American Tower Corp. | 3.550% | 7/15/27 | 10,723 | 11,210 | |||||||||||
American Tower Corp. | 3.950% | 3/15/29 | 6,800 | 7,316 | |||||||||||
American Tower Corp. | 3.800% | 8/15/29 | 28,649 | 30,605 | |||||||||||
American Tower Corp. | 3.700% | 10/15/49 | 6,565 | 6,507 | |||||||||||
AT&T Inc. | 4.600% | 2/15/21 | 14,677 | 15,014 | |||||||||||
AT&T Inc. | 2.800% | 2/17/21 | 4,677 | 4,715 | |||||||||||
AT&T Inc. | 4.450% | 5/15/21 | 6,973 | 7,210 | |||||||||||
AT&T Inc. | 3.875% | 8/15/21 | 2,000 | 2,059 | |||||||||||
AT&T Inc. | 4.000% | 1/15/22 | 3,600 | 3,734 | |||||||||||
AT&T Inc. | 3.000% | 2/15/22 | 3,265 | 3,327 | |||||||||||
AT&T Inc. | 3.200% | 3/1/22 | 8,269 | 8,470 | |||||||||||
AT&T Inc. | 3.800% | 3/15/22 | 7,760 | 8,051 | |||||||||||
AT&T Inc. | 3.400% | 6/15/22 | 7,995 | 8,232 | |||||||||||
AT&T Inc. | 3.000% | 6/30/22 | 35,067 | 35,838 |
66
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
AT&T Inc. | 2.625% | 12/1/22 | 1,000 | 1,015 | |||||||||||
AT&T Inc. | 3.600% | 2/17/23 | 20,465 | 21,352 | |||||||||||
AT&T Inc. | 4.050% | 12/15/23 | 6,400 | 6,842 | |||||||||||
AT&T Inc. | 3.800% | 3/1/24 | 6,425 | 6,783 | |||||||||||
AT&T Inc. | 3.900% | 3/11/24 | 5,350 | 5,670 | |||||||||||
AT&T Inc. | 4.450% | 4/1/24 | 20,228 | 21,900 | |||||||||||
AT&T Inc. | 3.550% | 6/1/24 | 7,750 | 8,147 | |||||||||||
AT&T Inc. | 3.950% | 1/15/25 | 10,000 | 10,713 | |||||||||||
AT&T Inc. | 3.400% | 5/15/25 | 57,781 | 60,552 | |||||||||||
AT&T Inc. | 3.600% | 7/15/25 | 24,718 | 26,085 | |||||||||||
AT&T Inc. | 3.875% | 1/15/26 | 24,980 | 26,751 | |||||||||||
AT&T Inc. | 4.125% | 2/17/26 | 18,800 | 20,372 | |||||||||||
AT&T Inc. | 3.800% | 2/15/27 | 15,794 | 16,838 | |||||||||||
AT&T Inc. | 4.250% | 3/1/27 | 10,000 | 10,961 | |||||||||||
AT&T Inc. | 4.100% | 2/15/28 | 28,547 | 30,988 | |||||||||||
AT&T Inc. | 4.350% | 3/1/29 | 37,980 | 42,121 | |||||||||||
AT&T Inc. | 4.300% | 2/15/30 | 49,831 | 55,377 | |||||||||||
AT&T Inc. | 4.500% | 5/15/35 | 21,296 | 23,680 | |||||||||||
AT&T Inc. | 5.250% | 3/1/37 | 25,496 | 30,448 | |||||||||||
AT&T Inc. | 4.900% | 8/15/37 | 16,010 | 18,365 | |||||||||||
AT&T Inc. | 4.850% | 3/1/39 | 21,119 | 24,259 | |||||||||||
AT&T Inc. | 6.200% | 3/15/40 | 3,800 | 4,751 | |||||||||||
AT&T Inc. | 6.350% | 3/15/40 | 11,000 | 14,325 | |||||||||||
AT&T Inc. | 6.100% | 7/15/40 | 4,490 | 5,707 | |||||||||||
AT&T Inc. | 6.000% | 8/15/40 | 11,887 | 15,083 | |||||||||||
AT&T Inc. | 5.350% | 9/1/40 | 35,350 | 42,277 | |||||||||||
AT&T Inc. | 6.375% | 3/1/41 | 11,368 | 14,986 | |||||||||||
AT&T Inc. | 5.550% | 8/15/41 | 11,089 | 13,580 | |||||||||||
AT&T Inc. | 5.375% | 10/15/41 | 9,224 | 10,850 | |||||||||||
AT&T Inc. | 5.150% | 3/15/42 | 14,044 | 16,362 | |||||||||||
AT&T Inc. | 4.900% | 6/15/42 | 8,094 | 9,103 | |||||||||||
AT&T Inc. | 4.300% | 12/15/42 | 19,775 | 21,137 | |||||||||||
AT&T Inc. | 5.350% | 12/15/43 | 15,714 | 18,830 | |||||||||||
AT&T Inc. | 4.650% | 6/1/44 | 17,555 | 19,349 | |||||||||||
AT&T Inc. | 4.800% | 6/15/44 | 34,540 | 39,240 | |||||||||||
AT&T Inc. | 4.350% | 6/15/45 | 29,500 | 31,555 | |||||||||||
AT&T Inc. | 4.850% | 7/15/45 | 200 | 226 | |||||||||||
AT&T Inc. | 4.750% | 5/15/46 | 37,210 | 41,778 | |||||||||||
AT&T Inc. | 5.150% | 11/15/46 | 71,298 | 84,872 | |||||||||||
AT&T Inc. | 5.650% | 2/15/47 | 6,350 | 8,081 | |||||||||||
AT&T Inc. | 5.450% | 3/1/47 | 6,100 | 7,527 | |||||||||||
AT&T Inc. | 4.500% | 3/9/48 | 28,239 | 31,020 | |||||||||||
AT&T Inc. | 4.550% | 3/9/49 | 29,167 | 32,339 | |||||||||||
AT&T Inc. | 5.150% | 2/15/50 | 19,699 | 23,726 | |||||||||||
AT&T Inc. | 5.700% | 3/1/57 | 3,380 | 4,409 | |||||||||||
AT&T Inc. | 5.300% | 8/15/58 | 9,987 | 12,302 | |||||||||||
Bell Canada Inc. | 4.300% | 7/29/49 | 6,600 | 7,382 | |||||||||||
British Telecommunications plc | 4.500% | 12/4/23 | 7,450 | 8,022 | |||||||||||
British Telecommunications plc | 5.125% | 12/4/28 | 8,000 | 9,194 | |||||||||||
British Telecommunications plc | 9.625% | 12/15/30 | 28,703 | 44,172 | |||||||||||
CC Holdings GS V LLC / Crown Castle GS III Corp. | 3.849% | 4/15/23 | 11,452 | 11,987 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.464% | 7/23/22 | 47,309 | 49,723 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.500% | 2/1/24 | 10,164 | 10,933 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 53,149 | 58,473 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 26,165 | 27,043 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.200% | 3/15/28 | 5,125 | 5,449 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 23,875 | 26,995 |
67
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.384% | 10/23/35 | 30,935 | 38,891 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/38 | 8,680 | 9,838 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 32,250 | 40,193 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 29,084 | 32,601 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 34,155 | 39,854 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 11,200 | 12,153 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 14,423 | 15,099 | |||||||||||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 6,174 | 7,775 | |||||||||||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 7,560 | 9,131 | |||||||||||
Comcast Corp. | 3.450% | 10/1/21 | 19,925 | 20,488 | |||||||||||
Comcast Corp. | 3.125% | 7/15/22 | 16,182 | 16,680 | |||||||||||
Comcast Corp. | 2.750% | 3/1/23 | 19,264 | 19,688 | |||||||||||
Comcast Corp. | 3.000% | 2/1/24 | 46,159 | 47,825 | |||||||||||
Comcast Corp. | 3.600% | 3/1/24 | 5,126 | 5,428 | |||||||||||
Comcast Corp. | 3.700% | 4/15/24 | 15,250 | 16,223 | |||||||||||
Comcast Corp. | 3.375% | 2/15/25 | 12,719 | 13,399 | |||||||||||
Comcast Corp. | 3.375% | 8/15/25 | 28,769 | 30,517 | |||||||||||
Comcast Corp. | 3.950% | 10/15/25 | 24,562 | 26,766 | |||||||||||
Comcast Corp. | 3.150% | 3/1/26 | 27,325 | 28,552 | |||||||||||
Comcast Corp. | 2.350% | 1/15/27 | 27,347 | 27,266 | |||||||||||
Comcast Corp. | 3.300% | 2/1/27 | 21,599 | 22,828 | |||||||||||
Comcast Corp. | 3.150% | 2/15/28 | 18,180 | 19,029 | |||||||||||
Comcast Corp. | 3.550% | 5/1/28 | 1,250 | 1,345 | |||||||||||
Comcast Corp. | 4.150% | 10/15/28 | 65,173 | 73,347 | |||||||||||
Comcast Corp. | 2.650% | 2/1/30 | 19,000 | 19,015 | |||||||||||
Comcast Corp. | 4.250% | 10/15/30 | 10,000 | 11,369 | |||||||||||
Comcast Corp. | 4.250% | 1/15/33 | 18,769 | 21,514 | |||||||||||
Comcast Corp. | 7.050% | 3/15/33 | 4,217 | 6,028 | |||||||||||
Comcast Corp. | 4.200% | 8/15/34 | 15,389 | 17,553 | |||||||||||
Comcast Corp. | 5.650% | 6/15/35 | 4,446 | 5,834 | |||||||||||
Comcast Corp. | 4.400% | 8/15/35 | 13,991 | 16,370 | |||||||||||
Comcast Corp. | 6.500% | 11/15/35 | 17,665 | 24,886 | |||||||||||
Comcast Corp. | 3.200% | 7/15/36 | 10,845 | 11,037 | |||||||||||
Comcast Corp. | 6.450% | 3/15/37 | 12,029 | 16,789 | |||||||||||
Comcast Corp. | 6.950% | 8/15/37 | 14,839 | 21,724 | |||||||||||
Comcast Corp. | 3.900% | 3/1/38 | 5,700 | 6,290 | |||||||||||
Comcast Corp. | 6.400% | 5/15/38 | 9,747 | 13,536 | |||||||||||
Comcast Corp. | 4.600% | 10/15/38 | 33,953 | 40,286 | |||||||||||
Comcast Corp. | 3.250% | 11/1/39 | 15,525 | 15,615 | |||||||||||
Comcast Corp. | 6.400% | 3/1/40 | 970 | 1,359 | |||||||||||
Comcast Corp. | 4.650% | 7/15/42 | 18,697 | 22,225 | |||||||||||
Comcast Corp. | 4.500% | 1/15/43 | 7,076 | 8,256 | |||||||||||
Comcast Corp. | 4.600% | 8/15/45 | 24,005 | 28,628 | |||||||||||
Comcast Corp. | 3.400% | 7/15/46 | 30,064 | 30,186 | |||||||||||
Comcast Corp. | 4.000% | 8/15/47 | 9,363 | 10,247 | |||||||||||
Comcast Corp. | 3.969% | 11/1/47 | 29,650 | 32,354 | |||||||||||
Comcast Corp. | 4.000% | 3/1/48 | 6,396 | 7,031 | |||||||||||
Comcast Corp. | 4.700% | 10/15/48 | 30,640 | 37,712 | |||||||||||
Comcast Corp. | 3.999% | 11/1/49 | 27,070 | 29,910 | |||||||||||
Comcast Corp. | 3.450% | 2/1/50 | 26,000 | 26,511 | |||||||||||
Comcast Corp. | 4.049% | 11/1/52 | 17,300 | 19,503 | |||||||||||
Comcast Corp. | 4.950% | 10/15/58 | 29,702 | 38,619 | |||||||||||
Crown Castle International Corp. | 3.400% | 2/15/21 | 14,805 | 15,023 | |||||||||||
Crown Castle International Corp. | 2.250% | 9/1/21 | 8,230 | 8,238 | |||||||||||
Crown Castle International Corp. | 4.875% | 4/15/22 | 8,513 | 9,002 | |||||||||||
Crown Castle International Corp. | 5.250% | 1/15/23 | 12,829 | 13,907 |
68
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Crown Castle International Corp. | 3.150% | 7/15/23 | 6,920 | 7,098 | |||||||||||
Crown Castle International Corp. | 3.200% | 9/1/24 | 8,075 | 8,313 | |||||||||||
Crown Castle International Corp. | 4.450% | 2/15/26 | 22,715 | 24,789 | |||||||||||
Crown Castle International Corp. | 3.700% | 6/15/26 | 17,075 | 18,048 | |||||||||||
Crown Castle International Corp. | 4.000% | 3/1/27 | 3,730 | 4,014 | |||||||||||
Crown Castle International Corp. | 3.650% | 9/1/27 | 19,953 | 21,022 | |||||||||||
Crown Castle International Corp. | 3.800% | 2/15/28 | 29,231 | 31,059 | |||||||||||
Crown Castle International Corp. | 4.750% | 5/15/47 | 4,325 | 4,981 | |||||||||||
Crown Castle International Corp. | 5.200% | 2/15/49 | 5,699 | 6,979 | |||||||||||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 43,808 | 64,279 | |||||||||||
Discovery Communications LLC | 4.375% | 6/15/21 | 4,875 | 5,021 | |||||||||||
Discovery Communications LLC | 3.300% | 5/15/22 | 2,588 | 2,654 | |||||||||||
Discovery Communications LLC | 3.500% | 6/15/22 | 8,030 | 8,237 | |||||||||||
Discovery Communications LLC | 2.950% | 3/20/23 | 12,157 | 12,382 | |||||||||||
Discovery Communications LLC | 3.250% | 4/1/23 | 3,000 | 3,083 | |||||||||||
Discovery Communications LLC | 3.800% | 3/13/24 | 5,319 | 5,598 | |||||||||||
Discovery Communications LLC | 3.900% | 11/15/24 | 12,667 | 13,438 | |||||||||||
Discovery Communications LLC | 3.450% | 3/15/25 | 7,192 | 7,441 | |||||||||||
Discovery Communications LLC | 3.950% | 6/15/25 | 6,250 | 6,630 | |||||||||||
Discovery Communications LLC | 4.900% | 3/11/26 | 5,625 | 6,282 | |||||||||||
Discovery Communications LLC | 3.950% | 3/20/28 | 23,195 | 24,742 | |||||||||||
Discovery Communications LLC | 4.125% | 5/15/29 | 5,450 | 5,852 | |||||||||||
Discovery Communications LLC | 5.000% | 9/20/37 | 16,910 | 19,085 | |||||||||||
Discovery Communications LLC | 6.350% | 6/1/40 | 10,651 | 13,434 | |||||||||||
Discovery Communications LLC | 4.950% | 5/15/42 | 8,507 | 9,304 | |||||||||||
Discovery Communications LLC | 4.875% | 4/1/43 | 12,062 | 13,083 | |||||||||||
Discovery Communications LLC | 5.200% | 9/20/47 | 14,310 | 16,571 | |||||||||||
Discovery Communications LLC | 5.300% | 5/15/49 | 3,145 | 3,721 | |||||||||||
Electronic Arts Inc. | 3.700% | 3/1/21 | 10,090 | 10,266 | |||||||||||
Electronic Arts Inc. | 4.800% | 3/1/26 | 5,040 | 5,672 | |||||||||||
7 | Fox Corp. | 3.666% | 1/25/22 | 3,475 | 3,589 | ||||||||||
7 | Fox Corp. | 4.030% | 1/25/24 | 14,590 | 15,538 | ||||||||||
7 | Fox Corp. | 4.709% | 1/25/29 | 26,150 | 29,724 | ||||||||||
7 | Fox Corp. | 5.476% | 1/25/39 | 12,400 | 15,076 | ||||||||||
7 | Fox Corp. | 5.576% | 1/25/49 | 29,000 | 36,496 | ||||||||||
Grupo Televisa SAB | 6.625% | 3/18/25 | 4,064 | 4,767 | |||||||||||
Grupo Televisa SAB | 4.625% | 1/30/26 | 2,825 | 3,041 | |||||||||||
Grupo Televisa SAB | 8.500% | 3/11/32 | 460 | 623 | |||||||||||
Grupo Televisa SAB | 6.625% | 1/15/40 | 6,543 | 8,217 | |||||||||||
Grupo Televisa SAB | 5.000% | 5/13/45 | 20,316 | 21,420 | |||||||||||
Grupo Televisa SAB | 6.125% | 1/31/46 | 8,328 | 10,100 | |||||||||||
Grupo Televisa SAB | 5.250% | 5/24/49 | 2,950 | 3,188 | |||||||||||
Interpublic Group of Cos. Inc. | 3.750% | 10/1/21 | 4,268 | 4,378 | |||||||||||
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 9,525 | 9,948 | |||||||||||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 7,155 | 7,685 | |||||||||||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 6,120 | 6,875 | |||||||||||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 11,885 | 14,552 | |||||||||||
Koninklijke KPN NV | 8.375% | 10/1/30 | 5,000 | 6,938 | |||||||||||
Moody's Corp. | 3.250% | 6/7/21 | 3,000 | 3,050 | |||||||||||
Moody's Corp. | 2.750% | 12/15/21 | 5,915 | 6,000 | |||||||||||
Moody's Corp. | 4.500% | 9/1/22 | 11,260 | 11,906 | |||||||||||
Moody's Corp. | 4.875% | 2/15/24 | 7,160 | 7,876 | |||||||||||
Moody's Corp. | 4.250% | 2/1/29 | 1,500 | 1,694 | |||||||||||
Moody's Corp. | 5.250% | 7/15/44 | 7,325 | 9,323 | |||||||||||
NBCUniversal Media LLC | 4.375% | 4/1/21 | 17,565 | 18,111 | |||||||||||
NBCUniversal Media LLC | 2.875% | 1/15/23 | 17,369 | 17,825 | |||||||||||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 10,415 | 14,557 | |||||||||||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 5,480 | 7,532 | |||||||||||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 11,222 | 13,014 | |||||||||||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.625% | 5/1/22 | 13,418 | 13,877 | |||||||||||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.650% | 11/1/24 | 10,006 | 10,524 | |||||||||||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 15,226 | 16,008 | |||||||||||
Orange SA | 4.125% | 9/14/21 | 25,616 | 26,552 | |||||||||||
Orange SA | 9.000% | 3/1/31 | 23,435 | 36,252 |
69
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Orange SA | 5.375% | 1/13/42 | 17,000 | 21,778 | |||||||||||
Orange SA | 5.500% | 2/6/44 | 881 | 1,168 | |||||||||||
RELX Capital Inc. | 3.125% | 10/15/22 | 13,043 | 13,486 | |||||||||||
RELX Capital Inc. | 3.500% | 3/16/23 | 6,592 | 6,842 | |||||||||||
RELX Capital Inc. | 4.000% | 3/18/29 | 5,050 | 5,470 | |||||||||||
Rogers Communications Inc. | 3.000% | 3/15/23 | 5,269 | 5,398 | |||||||||||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,060 | 6,457 | |||||||||||
Rogers Communications Inc. | 3.625% | 12/15/25 | 5,540 | 5,864 | |||||||||||
Rogers Communications Inc. | 2.900% | 11/15/26 | 7,055 | 7,165 | |||||||||||
Rogers Communications Inc. | 7.500% | 8/15/38 | 1,698 | 2,473 | |||||||||||
Rogers Communications Inc. | 4.500% | 3/15/43 | 8,038 | 8,810 | |||||||||||
Rogers Communications Inc. | 5.000% | 3/15/44 | 5,000 | 6,052 | |||||||||||
Rogers Communications Inc. | 4.300% | 2/15/48 | 6,000 | 6,561 | |||||||||||
Rogers Communications Inc. | 4.350% | 5/1/49 | 25,136 | 27,927 | |||||||||||
Rogers Communications Inc. | 3.700% | 11/15/49 | 8,200 | 8,247 | |||||||||||
S&P Global Inc. | 4.000% | 6/15/25 | 9,389 | 10,163 | |||||||||||
S&P Global Inc. | 4.400% | 2/15/26 | 10,030 | 11,143 | |||||||||||
S&P Global Inc. | 2.950% | 1/22/27 | 1,000 | 1,032 | |||||||||||
S&P Global Inc. | 2.500% | 12/1/29 | 5,500 | 5,511 | |||||||||||
S&P Global Inc. | 4.500% | 5/15/48 | 5,635 | 6,831 | |||||||||||
S&P Global Inc. | 3.250% | 12/1/49 | 8,800 | 8,983 | |||||||||||
TCI Communications Inc. | 7.875% | 2/15/26 | 5,443 | 7,062 | |||||||||||
TCI Communications Inc. | 7.125% | 2/15/28 | 2,972 | 3,930 | |||||||||||
Telefonica Emisiones SAU | 5.462% | 2/16/21 | 27,749 | 28,791 | |||||||||||
Telefonica Emisiones SAU | 4.570% | 4/27/23 | 8,757 | 9,410 | |||||||||||
Telefonica Emisiones SAU | 4.103% | 3/8/27 | 19,185 | 20,723 | |||||||||||
Telefonica Emisiones SAU | 7.045% | 6/20/36 | 20,222 | 28,448 | |||||||||||
Telefonica Emisiones SAU | 4.665% | 3/6/38 | 14,422 | 16,274 | |||||||||||
Telefonica Emisiones SAU | 5.213% | 3/8/47 | 34,110 | 40,490 | |||||||||||
Telefonica Emisiones SAU | 4.895% | 3/6/48 | 13,150 | 15,057 | |||||||||||
Telefonica Emisiones SAU | 5.520% | 3/1/49 | 13,725 | 17,168 | |||||||||||
Telefonica Europe BV | 8.250% | 9/15/30 | 7,027 | 10,102 | |||||||||||
TELUS Corp. | 2.800% | 2/16/27 | 9,635 | 9,641 | |||||||||||
TELUS Corp. | 3.700% | 9/15/27 | 805 | 846 | |||||||||||
TELUS Corp. | 4.300% | 6/15/49 | 11,840 | 13,062 | |||||||||||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 9,483 | 10,175 | |||||||||||
Thomson Reuters Corp. | 3.350% | 5/15/26 | �� | 5,200 | 5,341 | ||||||||||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 8,250 | 9,223 | |||||||||||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 3,795 | 4,533 | |||||||||||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 4,525 | 5,332 | |||||||||||
Time Warner Cable LLC | 4.125% | 2/15/21 | 3,117 | 3,166 | |||||||||||
Time Warner Cable LLC | 4.000% | 9/1/21 | 15,622 | 15,993 | |||||||||||
Time Warner Cable LLC | 6.550% | 5/1/37 | 14,323 | 17,552 | |||||||||||
Time Warner Cable LLC | 7.300% | 7/1/38 | 16,748 | 21,912 | |||||||||||
Time Warner Cable LLC | 6.750% | 6/15/39 | 23,167 | 29,238 | |||||||||||
Time Warner Cable LLC | 5.875% | 11/15/40 | 18,908 | 21,661 | |||||||||||
Time Warner Cable LLC | 5.500% | 9/1/41 | 14,963 | 16,695 | |||||||||||
Time Warner Cable LLC | 4.500% | 9/15/42 | 24,545 | 24,870 | |||||||||||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 1,000 | 1,181 | |||||||||||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 7,193 | 10,097 | |||||||||||
Verizon Communications Inc. | 3.450% | 3/15/21 | 10,845 | 11,053 | |||||||||||
Verizon Communications Inc. | 4.600% | 4/1/21 | 10,950 | 11,317 | |||||||||||
Verizon Communications Inc. | 2.946% | 3/15/22 | 10,500 | 10,715 | |||||||||||
Verizon Communications Inc. | 3.125% | 3/16/22 | 13,953 | 14,302 | |||||||||||
Verizon Communications Inc. | 2.450% | 11/1/22 | 13,925 | 14,099 | |||||||||||
Verizon Communications Inc. | 5.150% | 9/15/23 | 44,283 | 49,092 | |||||||||||
Verizon Communications Inc. | 4.150% | 3/15/24 | 7,845 | 8,444 | |||||||||||
Verizon Communications Inc. | 3.500% | 11/1/24 | 21,930 | 23,211 | |||||||||||
Verizon Communications Inc. | 3.376% | 2/15/25 | 40,089 | 42,379 | |||||||||||
Verizon Communications Inc. | 2.625% | 8/15/26 | 33,430 | 33,888 | |||||||||||
Verizon Communications Inc. | 4.125% | 3/16/27 | 34,602 | 38,257 | |||||||||||
Verizon Communications Inc. | 4.329% | 9/21/28 | 56,949 | 64,555 | |||||||||||
Verizon Communications Inc. | 3.875% | 2/8/29 | 1,100 | 1,211 | |||||||||||
Verizon Communications Inc. | 4.016% | 12/3/29 | 49,965 | 55,622 |
70
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Verizon Communications Inc. | 4.500% | 8/10/33 | 44,934 | 52,159 | |||||||||||
Verizon Communications Inc. | 4.400% | 11/1/34 | 32,909 | 38,066 | |||||||||||
Verizon Communications Inc. | 4.272% | 1/15/36 | 39,004 | 43,949 | |||||||||||
Verizon Communications Inc. | 5.250% | 3/16/37 | 39,722 | 49,841 | |||||||||||
Verizon Communications Inc. | 4.812% | 3/15/39 | 18,910 | 22,866 | |||||||||||
Verizon Communications Inc. | 4.750% | 11/1/41 | 14,140 | 17,088 | |||||||||||
Verizon Communications Inc. | 3.850% | 11/1/42 | 9,617 | 10,294 | |||||||||||
Verizon Communications Inc. | 4.125% | 8/15/46 | 19,807 | 22,321 | |||||||||||
Verizon Communications Inc. | 4.862% | 8/21/46 | 70,458 | 87,231 | |||||||||||
Verizon Communications Inc. | 4.522% | 9/15/48 | 33,890 | 40,463 | |||||||||||
Verizon Communications Inc. | 5.012% | 4/15/49 | 29,414 | 37,613 | |||||||||||
Verizon Communications Inc. | 4.672% | 3/15/55 | 35,000 | 42,945 | |||||||||||
ViacomCBS Inc. | 4.300% | 2/15/21 | 5,630 | 5,733 | |||||||||||
ViacomCBS Inc. | 3.875% | 12/15/21 | 9,908 | 10,249 | |||||||||||
ViacomCBS Inc. | 3.375% | 3/1/22 | 7,037 | 7,199 | |||||||||||
ViacomCBS Inc. | 2.500% | 2/15/23 | 11,025 | 11,139 | |||||||||||
ViacomCBS Inc. | 2.900% | 6/1/23 | 4,475 | 4,553 | |||||||||||
ViacomCBS Inc. | 4.250% | 9/1/23 | 13,768 | 14,655 | |||||||||||
ViacomCBS Inc. | 3.875% | 4/1/24 | 10,430 | 11,033 | |||||||||||
ViacomCBS Inc. | 3.700% | 8/15/24 | 6,775 | 7,144 | |||||||||||
ViacomCBS Inc. | 3.500% | 1/15/25 | 3,853 | 4,031 | |||||||||||
ViacomCBS Inc. | 4.000% | 1/15/26 | 8,574 | 9,180 | |||||||||||
ViacomCBS Inc. | 2.900% | 1/15/27 | 11,770 | 11,762 | |||||||||||
ViacomCBS Inc. | 3.375% | 2/15/28 | 5,525 | 5,690 | |||||||||||
ViacomCBS Inc. | 3.700% | 6/1/28 | 9,285 | 9,683 | |||||||||||
ViacomCBS Inc. | 7.875% | 7/30/30 | 2,339 | 3,239 | |||||||||||
ViacomCBS Inc. | 5.500% | 5/15/33 | 3,065 | 3,657 | |||||||||||
ViacomCBS Inc. | 6.875% | 4/30/36 | 10,012 | 13,402 | |||||||||||
ViacomCBS Inc. | 5.900% | 10/15/40 | 3,150 | 3,811 | |||||||||||
ViacomCBS Inc. | 4.850% | 7/1/42 | 8,636 | 9,535 | |||||||||||
ViacomCBS Inc. | 4.375% | 3/15/43 | 26,403 | 27,950 | |||||||||||
ViacomCBS Inc. | 5.850% | 9/1/43 | 11,315 | 14,177 | |||||||||||
ViacomCBS Inc. | 4.900% | 8/15/44 | 10,454 | 11,818 | |||||||||||
ViacomCBS Inc. | 4.600% | 1/15/45 | 6,340 | 6,992 | |||||||||||
Vodafone Group plc | 3.750% | 1/16/24 | 41,050 | 43,293 | |||||||||||
Vodafone Group plc | 4.125% | 5/30/25 | 18,446 | 19,930 | |||||||||||
Vodafone Group plc | 4.375% | 5/30/28 | 42,615 | 47,117 | |||||||||||
Vodafone Group plc | 7.875% | 2/15/30 | 2,878 | 3,986 | |||||||||||
Vodafone Group plc | 6.250% | 11/30/32 | 8,100 | 10,253 | |||||||||||
Vodafone Group plc | 6.150% | 2/27/37 | 4,118 | 5,293 | |||||||||||
Vodafone Group plc | 5.000% | 5/30/38 | 24,024 | 27,991 | |||||||||||
Vodafone Group plc | 4.375% | 2/19/43 | 15,624 | 16,794 | |||||||||||
Vodafone Group plc | 5.250% | 5/30/48 | 42,757 | 51,659 | |||||||||||
Vodafone Group plc | 4.875% | 6/19/49 | 16,900 | 19,447 | |||||||||||
Vodafone Group plc | 4.250% | 9/17/50 | 20,950 | 21,761 | |||||||||||
Walt Disney Co. | 2.300% | 2/12/21 | 10,000 | 10,052 | |||||||||||
Walt Disney Co. | 4.500% | 2/15/21 | 14,410 | 14,826 | |||||||||||
Walt Disney Co. | 3.750% | 6/1/21 | 2,000 | 2,053 | |||||||||||
Walt Disney Co. | 2.750% | 8/16/21 | 5,000 | 5,071 | |||||||||||
Walt Disney Co. | 2.550% | 2/15/22 | 4,081 | 4,143 | |||||||||||
Walt Disney Co. | 2.450% | 3/4/22 | 3,375 | 3,426 | |||||||||||
Walt Disney Co. | 1.650% | 9/1/22 | 5,000 | 4,983 | |||||||||||
Walt Disney Co. | 3.000% | 9/15/22 | 16,810 | 17,310 | |||||||||||
Walt Disney Co. | 2.350% | 12/1/22 | 4,386 | 4,449 | |||||||||||
Walt Disney Co. | 1.750% | 8/30/24 | 8,000 | 7,910 | |||||||||||
Walt Disney Co. | 3.700% | 9/15/24 | 4,785 | 5,113 | |||||||||||
Walt Disney Co. | 3.150% | 9/17/25 | 8,280 | 8,796 | |||||||||||
Walt Disney Co. | 3.700% | 10/15/25 | 6,890 | 7,451 | |||||||||||
Walt Disney Co. | 3.000% | 2/13/26 | 9,875 | 10,388 | |||||||||||
Walt Disney Co. | 1.850% | 7/30/26 | 27,930 | 27,395 | |||||||||||
Walt Disney Co. | 3.375% | 11/15/26 | 7,880 | 8,429 | |||||||||||
Walt Disney Co. | 2.000% | 9/1/29 | 22,200 | 21,516 | |||||||||||
Walt Disney Co. | 7.000% | 3/1/32 | 2,843 | 4,118 | |||||||||||
Walt Disney Co. | 6.550% | 3/15/33 | 13,190 | 18,580 |
71
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Walt Disney Co. | 6.200% | 12/15/34 | 15,716 | 21,918 | |||||||||||
Walt Disney Co. | 6.400% | 12/15/35 | 15,745 | 22,511 | |||||||||||
Walt Disney Co. | 6.150% | 3/1/37 | 12,250 | 17,046 | |||||||||||
Walt Disney Co. | 6.650% | 11/15/37 | 4,000 | 5,943 | |||||||||||
Walt Disney Co. | 4.375% | 8/16/41 | 8,350 | 9,952 | |||||||||||
Walt Disney Co. | 4.125% | 12/1/41 | 11,524 | 13,288 | |||||||||||
Walt Disney Co. | 3.700% | 12/1/42 | 9,067 | 9,874 | |||||||||||
Walt Disney Co. | 5.400% | 10/1/43 | 10,480 | 14,198 | |||||||||||
Walt Disney Co. | 4.750% | 9/15/44 | 12,400 | 15,621 | |||||||||||
Walt Disney Co. | 3.000% | 7/30/46 | 2,195 | 2,154 | |||||||||||
Walt Disney Co. | 2.750% | 9/1/49 | 16,750 | 15,739 | |||||||||||
Weibo Corp. | 3.500% | 7/5/24 | 8,900 | 9,073 | |||||||||||
WPP Finance 2010 | 3.625% | 9/7/22 | 9,506 | 9,829 | |||||||||||
WPP Finance 2010 | 3.750% | 9/19/24 | 5,115 | 5,380 | |||||||||||
Consumer Cyclical (1.9%) | |||||||||||||||
Advance Auto Parts Inc. | 4.500% | 1/15/22 | 2,730 | 2,834 | |||||||||||
Advance Auto Parts Inc. | 4.500% | 12/1/23 | 5,176 | 5,550 | |||||||||||
Alibaba Group Holding Ltd. | 3.125% | 11/28/21 | 16,440 | 16,760 | |||||||||||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 8,200 | 8,327 | |||||||||||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 19,819 | 20,818 | |||||||||||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 28,190 | 29,378 | |||||||||||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 7,010 | 7,934 | |||||||||||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 10,725 | 11,521 | |||||||||||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 18,750 | 20,794 | |||||||||||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 11,550 | 13,194 | |||||||||||
Amazon.com Inc. | 3.300% | 12/5/21 | 23,674 | 24,338 | |||||||||||
Amazon.com Inc. | 2.500% | 11/29/22 | 7,143 | 7,280 | |||||||||||
Amazon.com Inc. | 2.400% | 2/22/23 | 15,730 | 15,959 | |||||||||||
Amazon.com Inc. | 2.800% | 8/22/24 | 28,410 | 29,401 | |||||||||||
Amazon.com Inc. | 3.800% | 12/5/24 | 7,241 | 7,826 | |||||||||||
Amazon.com Inc. | 5.200% | 12/3/25 | 17,230 | 19,999 | |||||||||||
Amazon.com Inc. | 3.150% | 8/22/27 | 16,655 | 17,597 | |||||||||||
Amazon.com Inc. | 4.800% | 12/5/34 | 19,729 | 24,854 | |||||||||||
Amazon.com Inc. | 3.875% | 8/22/37 | 30,310 | 34,435 | |||||||||||
Amazon.com Inc. | 4.950% | 12/5/44 | 17,536 | 22,941 | |||||||||||
Amazon.com Inc. | 4.050% | 8/22/47 | 22,192 | 25,993 | |||||||||||
Amazon.com Inc. | 4.250% | 8/22/57 | 32,745 | 39,794 | |||||||||||
American Honda Finance Corp. | 3.150% | 1/8/21 | 9,675 | 9,793 | |||||||||||
American Honda Finance Corp. | 2.650% | 2/12/21 | 12,280 | 12,393 | |||||||||||
American Honda Finance Corp. | 1.650% | 7/12/21 | 11,005 | 10,970 | |||||||||||
American Honda Finance Corp. | 1.700% | 9/9/21 | 25,950 | 25,883 | |||||||||||
American Honda Finance Corp. | 3.375% | 12/10/21 | 3,250 | 3,348 | |||||||||||
American Honda Finance Corp. | 2.200% | 6/27/22 | 8,135 | 8,191 | |||||||||||
American Honda Finance Corp. | 2.600% | 11/16/22 | 6,100 | 6,216 | |||||||||||
American Honda Finance Corp. | 2.050% | 1/10/23 | 6,495 | 6,514 | |||||||||||
American Honda Finance Corp. | 3.450% | 7/14/23 | 5,150 | 5,388 | |||||||||||
American Honda Finance Corp. | 3.625% | 10/10/23 | 1,100 | 1,160 | |||||||||||
American Honda Finance Corp. | 2.900% | 2/16/24 | 12,325 | 12,681 | |||||||||||
American Honda Finance Corp. | 2.400% | 6/27/24 | 7,150 | 7,233 | |||||||||||
American Honda Finance Corp. | 2.150% | 9/10/24 | 18,895 | 18,899 | |||||||||||
American Honda Finance Corp. | 2.300% | 9/9/26 | 5,850 | 5,831 | |||||||||||
American Honda Finance Corp. | 3.500% | 2/15/28 | 5,550 | 5,969 | |||||||||||
Aptiv Corp. | 4.150% | 3/15/24 | 7,520 | 7,952 | |||||||||||
Aptiv plc | 4.250% | 1/15/26 | 9,325 | 10,042 | |||||||||||
Aptiv plc | 4.350% | 3/15/29 | 1,900 | 2,060 | |||||||||||
Aptiv plc | 4.400% | 10/1/46 | 4,220 | 4,038 | |||||||||||
Aptiv plc | 5.400% | 3/15/49 | 4,200 | 4,733 | |||||||||||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 11,430 | 12,133 | |||||||||||
AutoNation Inc. | 3.350% | 1/15/21 | 5,255 | 5,301 | |||||||||||
AutoNation Inc. | 3.500% | 11/15/24 | 5,163 | 5,318 | |||||||||||
AutoNation Inc. | 4.500% | 10/1/25 | 10,875 | 11,685 | |||||||||||
AutoNation Inc. | 3.800% | 11/15/27 | 6,865 | 6,924 | |||||||||||
AutoZone Inc. | 2.500% | 4/15/21 | 3,605 | 3,622 |
72
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
AutoZone Inc. | 3.700% | 4/15/22 | 9,361 | 9,658 | |||||||||||
AutoZone Inc. | 2.875% | 1/15/23 | 5,891 | 5,994 | |||||||||||
AutoZone Inc. | 3.125% | 7/15/23 | 660 | 678 | |||||||||||
AutoZone Inc. | 3.125% | 4/18/24 | 2,400 | 2,493 | |||||||||||
AutoZone Inc. | 3.250% | 4/15/25 | 10,625 | 11,059 | |||||||||||
AutoZone Inc. | 3.125% | 4/21/26 | 8,980 | 9,248 | |||||||||||
AutoZone Inc. | 3.750% | 6/1/27 | 5,425 | 5,784 | |||||||||||
AutoZone Inc. | 3.750% | 4/18/29 | 7,225 | 7,722 | |||||||||||
Best Buy Co. Inc. | 5.500% | 3/15/21 | 2,911 | 3,000 | |||||||||||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 10,000 | 10,942 | |||||||||||
Block Financial LLC | 5.500% | 11/1/22 | 2,865 | 3,065 | |||||||||||
Block Financial LLC | 5.250% | 10/1/25 | 12,310 | 13,469 | |||||||||||
Booking Holdings Inc. | 2.750% | 3/15/23 | 6,427 | 6,558 | |||||||||||
Booking Holdings Inc. | 3.650% | 3/15/25 | 4,325 | 4,615 | |||||||||||
Booking Holdings Inc. | 3.600% | 6/1/26 | 23,685 | 25,302 | |||||||||||
Booking Holdings Inc. | 3.550% | 3/15/28 | 7,510 | 7,988 | |||||||||||
BorgWarner Inc. | 3.375% | 3/15/25 | 1,720 | 1,794 | |||||||||||
BorgWarner Inc. | 4.375% | 3/15/45 | 6,815 | 6,934 | |||||||||||
Choice Hotels International Inc. | 5.750% | 7/1/22 | 1,050 | 1,133 | |||||||||||
Costco Wholesale Corp. | 2.150% | 5/18/21 | 7,135 | 7,168 | |||||||||||
Costco Wholesale Corp. | 2.250% | 2/15/22 | 4,298 | 4,341 | |||||||||||
Costco Wholesale Corp. | 2.300% | 5/18/22 | 11,626 | 11,767 | |||||||||||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 15,509 | 15,993 | |||||||||||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 12,363 | 13,046 | |||||||||||
Cummins Inc. | 3.650% | 10/1/23 | 2,200 | 2,327 | |||||||||||
Cummins Inc. | 7.125% | 3/1/28 | 1,750 | 2,326 | |||||||||||
Cummins Inc. | 4.875% | 10/1/43 | 8,520 | 10,390 | |||||||||||
Daimler Finance North America LLC | 8.500% | 1/18/31 | 12,712 | 18,902 | |||||||||||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 5,550 | 5,810 | |||||||||||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 5,270 | 5,339 | |||||||||||
Dollar General Corp. | 3.250% | 4/15/23 | 12,970 | 13,389 | |||||||||||
Dollar General Corp. | 4.150% | 11/1/25 | 7,248 | 7,873 | |||||||||||
Dollar General Corp. | 3.875% | 4/15/27 | 5,042 | 5,403 | |||||||||||
Dollar General Corp. | 4.125% | 5/1/28 | 8,074 | 8,835 | |||||||||||
Dollar Tree Inc. | 3.700% | 5/15/23 | 7,300 | 7,597 | |||||||||||
Dollar Tree Inc. | 4.000% | 5/15/25 | 17,380 | 18,576 | |||||||||||
Dollar Tree Inc. | 4.200% | 5/15/28 | 13,075 | 14,006 | |||||||||||
DR Horton Inc. | 2.550% | 12/1/20 | 2,730 | 2,742 | |||||||||||
DR Horton Inc. | 4.375% | 9/15/22 | 6,030 | 6,321 | |||||||||||
DR Horton Inc. | 4.750% | 2/15/23 | 3,193 | 3,397 | |||||||||||
DR Horton Inc. | 5.750% | 8/15/23 | 6,845 | 7,566 | |||||||||||
DR Horton Inc. | 2.500% | 10/15/24 | 8,000 | 8,001 | |||||||||||
eBay Inc. | 2.875% | 8/1/21 | 7,685 | 7,774 | |||||||||||
eBay Inc. | 3.800% | 3/9/22 | 6,032 | 6,234 | |||||||||||
eBay Inc. | 2.600% | 7/15/22 | 8,305 | 8,377 | |||||||||||
eBay Inc. | 2.750% | 1/30/23 | 8,315 | 8,431 | |||||||||||
eBay Inc. | 3.450% | 8/1/24 | 8,596 | 8,955 | |||||||||||
eBay Inc. | 3.600% | 6/5/27 | 8,725 | 9,106 | |||||||||||
eBay Inc. | 4.000% | 7/15/42 | 10,284 | 10,136 | |||||||||||
Expedia Group Inc. | 4.500% | 8/15/24 | 11,255 | 12,038 | |||||||||||
Expedia Group Inc. | 5.000% | 2/15/26 | 9,123 | 10,008 | |||||||||||
Expedia Group Inc. | 3.800% | 2/15/28 | 11,985 | 12,217 | |||||||||||
7 | Expedia Group Inc. | 3.250% | 2/15/30 | 10,175 | 9,782 | ||||||||||
Ford Holdings LLC | 9.300% | 3/1/30 | 4,325 | 5,448 | |||||||||||
Ford Motor Co. | 4.346% | 12/8/26 | 15,858 | 16,333 | |||||||||||
Ford Motor Co. | 6.625% | 10/1/28 | 8,571 | 9,445 | |||||||||||
Ford Motor Co. | 6.375% | 2/1/29 | 6,944 | 7,435 | |||||||||||
Ford Motor Co. | 7.450% | 7/16/31 | 14,306 | 16,882 | |||||||||||
Ford Motor Co. | 4.750% | 1/15/43 | 9,583 | 8,492 | |||||||||||
Ford Motor Co. | 7.400% | 11/1/46 | 7,710 | 8,650 | |||||||||||
Ford Motor Co. | 5.291% | 12/8/46 | 15,070 | 14,248 | |||||||||||
Ford Motor Credit Co. LLC | 2.343% | 11/2/20 | 16,582 | 16,548 | |||||||||||
Ford Motor Credit Co. LLC | 3.200% | 1/15/21 | 14,578 | 14,629 | |||||||||||
Ford Motor Credit Co. LLC | 5.750% | 2/1/21 | 17,200 | 17,731 |
73
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Ford Motor Credit Co. LLC | 3.336% | 3/18/21 | 15,921 | 16,036 | |||||||||||
Ford Motor Credit Co. LLC | 3.470% | 4/5/21 | 310 | 313 | |||||||||||
Ford Motor Credit Co. LLC | 5.875% | 8/2/21 | 26,941 | 28,170 | |||||||||||
Ford Motor Credit Co. LLC | 3.813% | 10/12/21 | 12,000 | 12,200 | |||||||||||
Ford Motor Credit Co. LLC | 5.596% | 1/7/22 | 5,991 | 6,304 | |||||||||||
Ford Motor Credit Co. LLC | 3.219% | 1/9/22 | 12,067 | 12,139 | |||||||||||
Ford Motor Credit Co. LLC | 3.339% | 3/28/22 | 11,742 | 11,842 | |||||||||||
Ford Motor Credit Co. LLC | 2.979% | 8/3/22 | 23,850 | 23,858 | |||||||||||
Ford Motor Credit Co. LLC | 4.250% | 9/20/22 | 7,990 | 8,252 | |||||||||||
Ford Motor Credit Co. LLC | 3.350% | 11/1/22 | 18,000 | 18,166 | |||||||||||
Ford Motor Credit Co. LLC | 3.096% | 5/4/23 | 4,150 | 4,135 | |||||||||||
Ford Motor Credit Co. LLC | 4.375% | 8/6/23 | 13,410 | 13,901 | |||||||||||
Ford Motor Credit Co. LLC | 3.810% | 1/9/24 | 10,071 | 10,213 | |||||||||||
Ford Motor Credit Co. LLC | 5.584% | 3/18/24 | 13,422 | 14,476 | |||||||||||
Ford Motor Credit Co. LLC | 3.664% | 9/8/24 | 5,795 | 5,799 | |||||||||||
Ford Motor Credit Co. LLC | 4.063% | 11/1/24 | 10,000 | 10,198 | |||||||||||
Ford Motor Credit Co. LLC | 4.687% | 6/9/25 | 7,130 | 7,389 | |||||||||||
Ford Motor Credit Co. LLC | 4.134% | 8/4/25 | 17,913 | 18,137 | |||||||||||
Ford Motor Credit Co. LLC | 4.389% | 1/8/26 | 14,952 | 15,190 | |||||||||||
Ford Motor Credit Co. LLC | 4.542% | 8/1/26 | 8,500 | 8,688 | |||||||||||
Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 7,133 | 6,889 | |||||||||||
Ford Motor Credit Co. LLC | 5.113% | 5/3/29 | 12,350 | 12,688 | |||||||||||
General Motors Co. | 4.875% | 10/2/23 | 18,778 | 20,155 | |||||||||||
General Motors Co. | 4.000% | 4/1/25 | 5,381 | 5,602 | |||||||||||
General Motors Co. | 4.200% | 10/1/27 | 1,288 | 1,317 | |||||||||||
General Motors Co. | 5.000% | 10/1/28 | 8,433 | 9,136 | |||||||||||
General Motors Co. | 5.000% | 4/1/35 | 15,169 | 15,637 | |||||||||||
General Motors Co. | 6.600% | 4/1/36 | 12,842 | 15,114 | |||||||||||
General Motors Co. | 5.150% | 4/1/38 | 7,783 | 7,971 | |||||||||||
General Motors Co. | 6.250% | 10/2/43 | 17,143 | 19,164 | |||||||||||
General Motors Co. | 5.200% | 4/1/45 | 17,012 | 17,067 | |||||||||||
General Motors Co. | 6.750% | 4/1/46 | 13,368 | 15,659 | |||||||||||
General Motors Co. | 5.400% | 4/1/48 | 15,246 | 15,692 | |||||||||||
General Motors Co. | 5.950% | 4/1/49 | 8,629 | 9,548 | |||||||||||
General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 15,688 | 16,017 | |||||||||||
General Motors Financial Co. Inc. | 3.550% | 4/9/21 | 7,760 | 7,881 | |||||||||||
General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 11,731 | 11,873 | |||||||||||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 6,900 | 7,145 | |||||||||||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 4,800 | 4,963 | |||||||||||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 6,389 | 6,537 | |||||||||||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 15,710 | 16,068 | |||||||||||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 8,815 | 8,977 | |||||||||||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 6,350 | 6,533 | |||||||||||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 3,895 | 3,972 | |||||||||||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 13,060 | 13,464 | |||||||||||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 13,292 | 13,992 | |||||||||||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 8,700 | 9,144 | |||||||||||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 16,650 | 18,067 | |||||||||||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 14,911 | 15,585 | |||||||||||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 18,702 | 19,244 | |||||||||||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 11,201 | 11,770 | |||||||||||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 10,565 | 11,304 | |||||||||||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 10,334 | 11,026 | |||||||||||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 9,925 | 11,004 | |||||||||||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 10,971 | 11,472 | |||||||||||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 19,380 | 20,403 | |||||||||||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 7,550 | 7,671 | |||||||||||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 8,225 | 9,331 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 4.375% | 4/15/21 | 1,000 | 1,018 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 11/1/23 | 5,700 | 6,195 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 10,275 | 11,202 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 10,020 | 10,952 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 1,050 | 1,186 | |||||||||||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 3,975 | 4,428 |
74
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/30 | 7,800 | 7,941 | |||||||||||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 9,360 | 9,702 | |||||||||||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 7,540 | 7,751 | |||||||||||
Harman International Industries Inc. | 4.150% | 5/15/25 | 4,325 | 4,599 | |||||||||||
Home Depot Inc. | 2.000% | 4/1/21 | 12,534 | 12,565 | |||||||||||
Home Depot Inc. | 4.400% | 4/1/21 | 35,273 | 36,170 | |||||||||||
Home Depot Inc. | 3.250% | 3/1/22 | 5,565 | 5,747 | |||||||||||
Home Depot Inc. | 2.625% | 6/1/22 | 18,610 | 18,977 | |||||||||||
Home Depot Inc. | 2.700% | 4/1/23 | 5,130 | 5,253 | |||||||||||
Home Depot Inc. | 3.750% | 2/15/24 | 12,323 | 13,168 | |||||||||||
Home Depot Inc. | 3.350% | 9/15/25 | 5,665 | 6,050 | |||||||||||
Home Depot Inc. | 3.000% | 4/1/26 | 15,275 | 15,948 | |||||||||||
Home Depot Inc. | 2.125% | 9/15/26 | 12,675 | 12,639 | |||||||||||
Home Depot Inc. | 2.800% | 9/14/27 | 14,600 | 15,132 | |||||||||||
Home Depot Inc. | 3.900% | 12/6/28 | 6,500 | 7,252 | |||||||||||
Home Depot Inc. | 2.950% | 6/15/29 | 13,800 | 14,331 | |||||||||||
Home Depot Inc. | 5.875% | 12/16/36 | 33,228 | 45,739 | |||||||||||
Home Depot Inc. | 5.400% | 9/15/40 | 7,373 | 9,653 | |||||||||||
Home Depot Inc. | 5.950% | 4/1/41 | 12,878 | 18,100 | |||||||||||
Home Depot Inc. | 4.200% | 4/1/43 | 19,227 | 22,333 | |||||||||||
Home Depot Inc. | 4.875% | 2/15/44 | 10,693 | 13,537 | |||||||||||
Home Depot Inc. | 4.400% | 3/15/45 | 9,911 | 11,798 | |||||||||||
Home Depot Inc. | 4.250% | 4/1/46 | 13,943 | 16,425 | |||||||||||
Home Depot Inc. | 3.900% | 6/15/47 | 10,100 | 11,382 | |||||||||||
Home Depot Inc. | 4.500% | 12/6/48 | 10,930 | 13,463 | |||||||||||
Home Depot Inc. | 3.500% | 9/15/56 | 12,931 | 13,541 | |||||||||||
Hyatt Hotels Corp. | 5.375% | 8/15/21 | 1,347 | 1,405 | |||||||||||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 3,601 | 3,699 | |||||||||||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 1,275 | 1,411 | |||||||||||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 7,005 | 7,603 | |||||||||||
IHS Markit Ltd. | 3.625% | 5/1/24 | 5,170 | 5,364 | |||||||||||
IHS Markit Ltd. | 4.750% | 8/1/28 | 8,735 | 9,718 | |||||||||||
IHS Markit Ltd. | 4.250% | 5/1/29 | 7,395 | 7,968 | |||||||||||
JD.com Inc. | 3.875% | 4/29/26 | 5,420 | 5,617 | |||||||||||
Kohl's Corp. | 3.250% | 2/1/23 | 1,108 | 1,127 | |||||||||||
Kohl's Corp. | 4.750% | 12/15/23 | 584 | 622 | |||||||||||
Kohl's Corp. | 4.250% | 7/17/25 | 6,240 | 6,636 | |||||||||||
Kohl's Corp. | 5.550% | 7/17/45 | 5,465 | 5,566 | |||||||||||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 6,250 | 6,447 | |||||||||||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 7,500 | 7,575 | |||||||||||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 5,400 | 5,552 | |||||||||||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 4,050 | 4,225 | |||||||||||
Lear Corp. | 5.250% | 1/15/25 | 7,062 | 7,269 | |||||||||||
Lear Corp. | 3.800% | 9/15/27 | 4,825 | 4,878 | |||||||||||
Lear Corp. | 4.250% | 5/15/29 | 7,950 | 8,195 | |||||||||||
Lear Corp. | 5.250% | 5/15/49 | 8,030 | 8,344 | |||||||||||
Lowe's Cos. Inc. | 3.750% | 4/15/21 | 2,097 | 2,133 | |||||||||||
Lowe's Cos. Inc. | 3.800% | 11/15/21 | 2,300 | 2,367 | |||||||||||
Lowe's Cos. Inc. | 3.120% | 4/15/22 | 8,893 | 9,102 | |||||||||||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 14,594 | 15,445 | |||||||||||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 15,508 | 16,106 | |||||||||||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 15,075 | 15,842 | |||||||||||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 18,062 | 18,187 | |||||||||||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 18,303 | 18,893 | |||||||||||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 1,214 | 1,540 | |||||||||||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 15,200 | 16,227 | |||||||||||
Lowe's Cos. Inc. | 4.650% | 4/15/42 | 9,174 | 10,438 | |||||||||||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 3,855 | 4,156 | |||||||||||
Lowe's Cos. Inc. | 4.375% | 9/15/45 | 10,795 | 11,809 | |||||||||||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 16,236 | 16,502 | |||||||||||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 18,150 | 19,571 | |||||||||||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 12,000 | 14,002 | |||||||||||
Macy's Retail Holdings Inc. | 3.450% | 1/15/21 | 2,535 | 2,557 | |||||||||||
Macy's Retail Holdings Inc. | 3.875% | 1/15/22 | 623 | 635 |
75
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Macy's Retail Holdings Inc. | 2.875% | 2/15/23 | 13,725 | 13,663 | |||||||||||
Macy's Retail Holdings Inc. | 3.625% | 6/1/24 | 5,475 | 5,523 | |||||||||||
Macy's Retail Holdings Inc. | 4.500% | 12/15/34 | 4,559 | 4,327 | |||||||||||
Magna International Inc. | 3.625% | 6/15/24 | 13,927 | 14,631 | |||||||||||
Magna International Inc. | 4.150% | 10/1/25 | 1,708 | 1,836 | |||||||||||
Marriott International Inc. | 2.875% | 3/1/21 | 5,125 | 5,175 | |||||||||||
Marriott International Inc. | 3.125% | 10/15/21 | 4,202 | 4,269 | |||||||||||
Marriott International Inc. | 2.300% | 1/15/22 | 4,850 | 4,869 | |||||||||||
Marriott International Inc. | 3.250% | 9/15/22 | 4,500 | 4,618 | |||||||||||
Marriott International Inc. | 2.125% | 10/3/22 | 5,800 | 5,798 | |||||||||||
Marriott International Inc. | 3.600% | 4/15/24 | 2,900 | 3,047 | |||||||||||
Marriott International Inc. | 3.750% | 3/15/25 | 5,005 | 5,284 | |||||||||||
Marriott International Inc. | 3.750% | 10/1/25 | 4,510 | 4,788 | |||||||||||
Marriott International Inc. | 3.125% | 6/15/26 | 7,639 | 7,904 | |||||||||||
Marriott International Inc. | 4.000% | 4/15/28 | 8,642 | 9,315 | |||||||||||
Mastercard Inc. | 2.000% | 11/21/21 | 6,200 | 6,230 | |||||||||||
Mastercard Inc. | 3.375% | 4/1/24 | 10,137 | 10,744 | |||||||||||
Mastercard Inc. | 2.000% | 3/3/25 | 16,080 | 15,991 | |||||||||||
Mastercard Inc. | 2.950% | 11/21/26 | 12,190 | 12,713 | |||||||||||
Mastercard Inc. | 3.500% | 2/26/28 | 5,545 | 5,999 | |||||||||||
Mastercard Inc. | 2.950% | 6/1/29 | 12,000 | 12,509 | |||||||||||
Mastercard Inc. | 3.800% | 11/21/46 | 5,988 | 6,704 | |||||||||||
Mastercard Inc. | 3.950% | 2/26/48 | 6,840 | 7,890 | |||||||||||
Mastercard Inc. | 3.650% | 6/1/49 | 14,900 | 16,421 | |||||||||||
McDonald's Corp. | 2.750% | 12/9/20 | 10,406 | 10,472 | |||||||||||
McDonald's Corp. | 3.625% | 5/20/21 | 3,332 | 3,407 | |||||||||||
McDonald's Corp. | 2.625% | 1/15/22 | 16,462 | 16,684 | |||||||||||
McDonald's Corp. | 3.350% | 4/1/23 | 13,835 | 14,405 | |||||||||||
McDonald's Corp. | 3.250% | 6/10/24 | 2,735 | 2,864 | |||||||||||
McDonald's Corp. | 3.375% | 5/26/25 | 14,540 | 15,346 | |||||||||||
McDonald's Corp. | 3.700% | 1/30/26 | 18,474 | 19,824 | |||||||||||
McDonald's Corp. | 3.500% | 3/1/27 | 12,414 | 13,226 | |||||||||||
McDonald's Corp. | 3.800% | 4/1/28 | 22,200 | 24,077 | |||||||||||
McDonald's Corp. | 2.625% | 9/1/29 | 11,350 | 11,322 | |||||||||||
McDonald's Corp. | 4.700% | 12/9/35 | 11,607 | 13,794 | |||||||||||
McDonald's Corp. | 6.300% | 10/15/37 | 4,413 | 5,991 | |||||||||||
McDonald's Corp. | 6.300% | 3/1/38 | 11,731 | 15,962 | |||||||||||
McDonald's Corp. | 5.700% | 2/1/39 | 11,152 | 14,170 | |||||||||||
McDonald's Corp. | 3.700% | 2/15/42 | 7,379 | 7,523 | |||||||||||
McDonald's Corp. | 3.625% | 5/1/43 | 5,608 | 5,616 | |||||||||||
McDonald's Corp. | 4.600% | 5/26/45 | 7,296 | 8,366 | |||||||||||
McDonald's Corp. | 4.875% | 12/9/45 | 20,405 | 24,609 | |||||||||||
McDonald's Corp. | 4.450% | 3/1/47 | 9,117 | 10,447 | |||||||||||
McDonald's Corp. | 4.450% | 9/1/48 | 8,570 | 9,761 | |||||||||||
McDonald's Corp. | 3.625% | 9/1/49 | 11,655 | 11,829 | |||||||||||
NIKE Inc. | 2.250% | 5/1/23 | 2,240 | 2,277 | |||||||||||
NIKE Inc. | 2.375% | 11/1/26 | 18,230 | 18,527 | |||||||||||
NIKE Inc. | 3.625% | 5/1/43 | 8,079 | 8,807 | |||||||||||
NIKE Inc. | 3.875% | 11/1/45 | 14,504 | 16,502 | |||||||||||
NIKE Inc. | 3.375% | 11/1/46 | 8,120 | 8,562 | |||||||||||
Nordstrom Inc. | 4.000% | 10/15/21 | 9,606 | 9,855 | |||||||||||
Nordstrom Inc. | 4.000% | 3/15/27 | 4,290 | 4,446 | |||||||||||
Nordstrom Inc. | 6.950% | 3/15/28 | 760 | 918 | |||||||||||
Nordstrom Inc. | 4.375% | 4/1/30 | 4,500 | 4,584 | |||||||||||
Nordstrom Inc. | 5.000% | 1/15/44 | 10,622 | 10,305 | |||||||||||
NVR Inc. | 3.950% | 9/15/22 | 8,836 | 9,209 | |||||||||||
O'Reilly Automotive Inc. | 4.875% | 1/14/21 | 950 | 971 | |||||||||||
O'Reilly Automotive Inc. | 4.625% | 9/15/21 | 2,068 | 2,142 | |||||||||||
O'Reilly Automotive Inc. | 3.800% | 9/1/22 | 3,941 | 4,090 | |||||||||||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 7,425 | 7,761 | |||||||||||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 3,398 | 3,576 | |||||||||||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 17,644 | 18,838 | |||||||||||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 2,000 | 2,227 | |||||||||||
PACCAR Financial Corp. | 2.050% | 11/13/20 | 5,420 | 5,426 |
76
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
PACCAR Financial Corp. | 2.250% | 2/25/21 | 3,000 | 3,012 | |||||||||||
PACCAR Financial Corp. | 2.800% | 3/1/21 | 4,050 | 4,094 | |||||||||||
PACCAR Financial Corp. | 3.150% | 8/9/21 | 1,745 | 1,780 | |||||||||||
PACCAR Financial Corp. | 2.850% | 3/1/22 | 3,140 | 3,205 | |||||||||||
PACCAR Financial Corp. | 2.650% | 5/10/22 | 6,050 | 6,162 | |||||||||||
PACCAR Financial Corp. | 2.300% | 8/10/22 | 4,825 | 4,876 | |||||||||||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,735 | 1,744 | |||||||||||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 6,345 | 6,622 | |||||||||||
PACCAR Financial Corp. | 2.150% | 8/15/24 | 4,680 | 4,667 | |||||||||||
QVC Inc. | 5.125% | 7/2/22 | 4,306 | 4,535 | |||||||||||
QVC Inc. | 4.375% | 3/15/23 | 5,103 | 5,258 | |||||||||||
QVC Inc. | 4.850% | 4/1/24 | 7,558 | 7,934 | |||||||||||
QVC Inc. | 4.450% | 2/15/25 | 2,702 | 2,789 | |||||||||||
QVC Inc. | 5.450% | 8/15/34 | 7,309 | 6,982 | |||||||||||
QVC Inc. | 5.950% | 3/15/43 | 4,423 | 4,199 | |||||||||||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 4,700 | 5,050 | |||||||||||
Royal Caribbean Cruises Ltd. | 5.250% | 11/15/22 | 4,650 | 5,016 | |||||||||||
Royal Caribbean Cruises Ltd. | 3.700% | 3/15/28 | 8,513 | 8,800 | |||||||||||
Sands China Ltd. | 4.600% | 8/8/23 | 19,445 | 20,442 | |||||||||||
Sands China Ltd. | 5.125% | 8/8/25 | 19,175 | 21,116 | |||||||||||
Sands China Ltd. | 5.400% | 8/8/28 | 20,375 | 22,922 | |||||||||||
Starbucks Corp. | 2.100% | 2/4/21 | 8,203 | 8,214 | |||||||||||
Starbucks Corp. | 2.700% | 6/15/22 | 4,075 | 4,152 | |||||||||||
Starbucks Corp. | 3.100% | 3/1/23 | 14,710 | 15,177 | |||||||||||
Starbucks Corp. | 3.850% | 10/1/23 | 7,520 | 7,966 | |||||||||||
Starbucks Corp. | 3.800% | 8/15/25 | 24,425 | 26,305 | |||||||||||
Starbucks Corp. | 2.450% | 6/15/26 | 11,586 | 11,698 | |||||||||||
Starbucks Corp. | 3.500% | 3/1/28 | 7,185 | 7,672 | |||||||||||
Starbucks Corp. | 4.000% | 11/15/28 | 7,725 | 8,547 | |||||||||||
Starbucks Corp. | 3.550% | 8/15/29 | 150 | 163 | |||||||||||
Starbucks Corp. | 4.300% | 6/15/45 | 4,131 | 4,568 | |||||||||||
Starbucks Corp. | 3.750% | 12/1/47 | 8,325 | 8,526 | |||||||||||
Starbucks Corp. | 4.500% | 11/15/48 | 10,727 | 12,315 | |||||||||||
Starbucks Corp. | 4.450% | 8/15/49 | 500 | 576 | |||||||||||
Tapestry Inc. | 3.000% | 7/15/22 | 3,764 | 3,811 | |||||||||||
Tapestry Inc. | 4.250% | 4/1/25 | 5,554 | 5,848 | |||||||||||
Tapestry Inc. | 4.125% | 7/15/27 | 8,540 | 8,695 | |||||||||||
Target Corp. | 2.900% | 1/15/22 | 13,417 | 13,726 | |||||||||||
Target Corp. | 3.500% | 7/1/24 | 15,242 | 16,322 | |||||||||||
Target Corp. | 2.500% | 4/15/26 | 10,568 | 10,811 | |||||||||||
Target Corp. | 3.375% | 4/15/29 | 11,525 | 12,505 | |||||||||||
Target Corp. | 6.350% | 11/1/32 | 5,291 | 7,395 | |||||||||||
Target Corp. | 6.500% | 10/15/37 | 5,137 | 7,601 | |||||||||||
Target Corp. | 7.000% | 1/15/38 | 5,545 | 8,609 | |||||||||||
Target Corp. | 4.000% | 7/1/42 | 21,677 | 24,802 | |||||||||||
Target Corp. | 3.625% | 4/15/46 | 11,175 | 12,216 | |||||||||||
Target Corp. | 3.900% | 11/15/47 | 5,625 | 6,455 | |||||||||||
TJX Cos. Inc. | 2.750% | 6/15/21 | 12,850 | 13,009 | |||||||||||
TJX Cos. Inc. | 2.500% | 5/15/23 | 10,068 | 10,258 | |||||||||||
TJX Cos. Inc. | 2.250% | 9/15/26 | 19,685 | 19,684 | |||||||||||
Toyota Motor Corp. | 3.183% | 7/20/21 | 11,105 | 11,330 | |||||||||||
Toyota Motor Corp. | 2.157% | 7/2/22 | 6,825 | 6,878 | |||||||||||
Toyota Motor Corp. | 3.419% | 7/20/23 | 13,875 | 14,543 | |||||||||||
Toyota Motor Corp. | 2.358% | 7/2/24 | 8,250 | 8,382 | |||||||||||
Toyota Motor Corp. | 3.669% | 7/20/28 | 5,900 | 6,481 | |||||||||||
Toyota Motor Corp. | 2.760% | 7/2/29 | 10,000 | 10,298 | |||||||||||
Toyota Motor Credit Corp. | 3.050% | 1/8/21 | 1,075 | 1,087 | |||||||||||
Toyota Motor Credit Corp. | 4.250% | 1/11/21 | 2,685 | 2,749 | |||||||||||
Toyota Motor Credit Corp. | 1.900% | 4/8/21 | 12,465 | 12,475 | |||||||||||
Toyota Motor Credit Corp. | 2.950% | 4/13/21 | 18,030 | 18,288 | |||||||||||
Toyota Motor Credit Corp. | 2.750% | 5/17/21 | 9,366 | 9,475 | |||||||||||
Toyota Motor Credit Corp. | 3.400% | 9/15/21 | 16,096 | 16,498 | |||||||||||
Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 3,000 | 2,997 | |||||||||||
Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 12,250 | 12,433 |
77
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 17,136 | 17,612 | |||||||||||
Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 15,100 | 15,346 | |||||||||||
Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 3,883 | 3,970 | |||||||||||
Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 16,385 | 16,512 | |||||||||||
Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 9,305 | 9,485 | |||||||||||
Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 8,290 | 8,458 | |||||||||||
Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 5,803 | 5,849 | |||||||||||
Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 11,700 | 12,104 | |||||||||||
Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 12,715 | 13,523 | |||||||||||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 9,105 | 9,625 | |||||||||||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 11,951 | 12,535 | |||||||||||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 4,870 | 5,354 | |||||||||||
VF Corp. | 3.500% | 9/1/21 | 5,550 | 5,675 | |||||||||||
VF Corp. | 6.450% | 11/1/37 | 5,194 | 7,217 | |||||||||||
Visa Inc. | 2.200% | 12/14/20 | 30,685 | 30,796 | |||||||||||
Visa Inc. | 2.150% | 9/15/22 | 6,009 | 6,074 | |||||||||||
Visa Inc. | 2.800% | 12/14/22 | 32,242 | 33,128 | |||||||||||
Visa Inc. | 3.150% | 12/14/25 | 65,357 | 69,005 | |||||||||||
Visa Inc. | 2.750% | 9/15/27 | 14,268 | 14,885 | |||||||||||
Visa Inc. | 4.150% | 12/14/35 | 20,427 | 24,078 | |||||||||||
Visa Inc. | 4.300% | 12/14/45 | 37,085 | 45,666 | |||||||||||
Visa Inc. | 3.650% | 9/15/47 | 7,700 | 8,634 | |||||||||||
Wal-Mart Stores Inc. | 4.750% | 10/2/43 | 11,932 | 15,151 | |||||||||||
Walgreen Co. | 3.100% | 9/15/22 | 12,647 | 12,898 | |||||||||||
Walgreen Co. | 4.400% | 9/15/42 | 8,399 | 8,338 | |||||||||||
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 12,535 | 12,769 | |||||||||||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 20,266 | 21,086 | |||||||||||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 20,555 | 20,860 | |||||||||||
Walgreens Boots Alliance Inc. | 4.500% | 11/18/34 | 3,370 | 3,469 | |||||||||||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 15,574 | 15,847 | |||||||||||
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 6,681 | 6,696 | |||||||||||
Walmart Inc. | 1.900% | 12/15/20 | 33,107 | 33,150 | |||||||||||
Walmart Inc. | 3.125% | 6/23/21 | 12,150 | 12,400 | |||||||||||
Walmart Inc. | 2.350% | 12/15/22 | 27,712 | 28,181 | |||||||||||
Walmart Inc. | 2.550% | 4/11/23 | 24,210 | 24,700 | |||||||||||
Walmart Inc. | 3.400% | 6/26/23 | 12,750 | 13,388 | |||||||||||
Walmart Inc. | 3.300% | 4/22/24 | 22,273 | 23,383 | |||||||||||
Walmart Inc. | 2.850% | 7/8/24 | 8,450 | 8,743 | |||||||||||
Walmart Inc. | 2.650% | 12/15/24 | 18,905 | 19,483 | |||||||||||
Walmart Inc. | 3.550% | 6/26/25 | 23,175 | 24,797 | |||||||||||
Walmart Inc. | 3.050% | 7/8/26 | 14,500 | 15,227 | |||||||||||
Walmart Inc. | 5.875% | 4/5/27 | 13,915 | 17,135 | |||||||||||
Walmart Inc. | 3.700% | 6/26/28 | 25,155 | 27,693 | |||||||||||
Walmart Inc. | 3.250% | 7/8/29 | 11,500 | 12,330 | |||||||||||
Walmart Inc. | 2.375% | 9/24/29 | 6,550 | 6,557 | |||||||||||
Walmart Inc. | 7.550% | 2/15/30 | 6,755 | 9,777 | |||||||||||
Walmart Inc. | 5.250% | 9/1/35 | 20,867 | 27,357 | |||||||||||
Walmart Inc. | 6.200% | 4/15/38 | 9,629 | 14,020 | |||||||||||
Walmart Inc. | 3.950% | 6/28/38 | 10,548 | 12,248 | |||||||||||
Walmart Inc. | 5.625% | 4/1/40 | 7,070 | 9,810 | |||||||||||
Walmart Inc. | 4.875% | 7/8/40 | 6,215 | 7,861 | |||||||||||
Walmart Inc. | 5.000% | 10/25/40 | 3,315 | 4,314 | |||||||||||
Walmart Inc. | 5.625% | 4/15/41 | 6,542 | 9,324 | |||||||||||
Walmart Inc. | 4.000% | 4/11/43 | 12,897 | 14,843 | |||||||||||
Walmart Inc. | 4.300% | 4/22/44 | 7,303 | 8,727 | |||||||||||
Walmart Inc. | 3.625% | 12/15/47 | 7,065 | 7,820 | |||||||||||
Walmart Inc. | 4.050% | 6/29/48 | 28,075 | 33,059 | |||||||||||
Walmart Inc. | 2.950% | 9/24/49 | 7,645 | 7,484 | |||||||||||
Western Union Co. | 3.600% | 3/15/22 | 12,100 | 12,485 | |||||||||||
Western Union Co. | 2.850% | 1/10/25 | 5,700 | 5,716 | |||||||||||
Western Union Co. | 6.200% | 11/17/36 | 5,508 | 6,246 | |||||||||||
Western Union Co. | 6.200% | 6/21/40 | 3,400 | 3,748 |
78
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Consumer Noncyclical (4.4%) | |||||||||||||||
Abbott Laboratories | 2.550% | 3/15/22 | 8,950 | 9,095 | |||||||||||
Abbott Laboratories | 3.400% | 11/30/23 | 22,043 | 23,150 | |||||||||||
Abbott Laboratories | 2.950% | 3/15/25 | 7,835 | 8,125 | |||||||||||
Abbott Laboratories | 3.875% | 9/15/25 | 6,245 | 6,798 | |||||||||||
Abbott Laboratories | 3.750% | 11/30/26 | 22,152 | 24,173 | |||||||||||
Abbott Laboratories | 4.750% | 11/30/36 | 27,975 | 34,859 | |||||||||||
Abbott Laboratories | 6.150% | 11/30/37 | 6,141 | 8,601 | |||||||||||
Abbott Laboratories | 6.000% | 4/1/39 | 2,050 | 2,916 | |||||||||||
Abbott Laboratories | 5.300% | 5/27/40 | 3,564 | 4,651 | |||||||||||
Abbott Laboratories | 4.750% | 4/15/43 | 8,775 | 11,022 | |||||||||||
Abbott Laboratories | 4.900% | 11/30/46 | 37,410 | 48,846 | |||||||||||
AbbVie Inc. | 2.300% | 5/14/21 | 22,736 | 22,803 | |||||||||||
AbbVie Inc. | 3.375% | 11/14/21 | 10,000 | 10,248 | |||||||||||
7 | AbbVie Inc. | 2.150% | 11/19/21 | 10,000 | 10,026 | ||||||||||
AbbVie Inc. | 2.900% | 11/6/22 | 33,000 | 33,654 | |||||||||||
AbbVie Inc. | 3.200% | 11/6/22 | 22,892 | 23,534 | |||||||||||
7 | AbbVie Inc. | 2.300% | 11/21/22 | 33,475 | 33,600 | ||||||||||
AbbVie Inc. | 2.850% | 5/14/23 | 15,825 | 16,128 | |||||||||||
AbbVie Inc. | 3.750% | 11/14/23 | 14,000 | 14,727 | |||||||||||
7 | AbbVie Inc. | 2.600% | 11/21/24 | 39,915 | 40,185 | ||||||||||
AbbVie Inc. | 3.600% | 5/14/25 | 42,918 | 45,297 | |||||||||||
AbbVie Inc. | 3.200% | 5/14/26 | 22,242 | 23,005 | |||||||||||
7 | AbbVie Inc. | 2.950% | 11/21/26 | 43,280 | 43,882 | ||||||||||
AbbVie Inc. | 4.250% | 11/14/28 | 18,725 | 20,698 | |||||||||||
7 | AbbVie Inc. | 3.200% | 11/21/29 | 63,790 | 64,941 | ||||||||||
AbbVie Inc. | 4.500% | 5/14/35 | 29,418 | 33,068 | |||||||||||
AbbVie Inc. | 4.300% | 5/14/36 | 14,206 | 15,592 | |||||||||||
7 | AbbVie Inc. | 4.050% | 11/21/39 | 43,600 | 45,555 | ||||||||||
AbbVie Inc. | 4.400% | 11/6/42 | 29,816 | 32,145 | |||||||||||
AbbVie Inc. | 4.700% | 5/14/45 | 33,942 | 37,889 | |||||||||||
AbbVie Inc. | 4.450% | 5/14/46 | 26,422 | 28,443 | |||||||||||
AbbVie Inc. | 4.875% | 11/14/48 | 19,725 | 22,647 | |||||||||||
7 | AbbVie Inc. | 4.250% | 11/21/49 | 60,470 | 63,656 | ||||||||||
Actavis Inc. | 3.250% | 10/1/22 | 22,592 | 23,086 | |||||||||||
Adventist Health System | 2.952% | 3/1/29 | 6,875 | 6,784 | |||||||||||
Adventist Health System | 3.630% | 3/1/49 | 4,750 | 4,624 | |||||||||||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,725 | 2,949 | |||||||||||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 4,925 | 5,603 | |||||||||||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 4,715 | 4,699 | |||||||||||
Agilent Technologies Inc. | 3.200% | 10/1/22 | 6,175 | 6,317 | |||||||||||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 7,106 | 7,448 | |||||||||||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 5,775 | 5,888 | |||||||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 1,005 | 1,305 | |||||||||||
AHS Hospital Corp. | 5.024% | 7/1/45 | 4,650 | 5,764 | |||||||||||
Allergan Finance LLC | 4.625% | 10/1/42 | 9,274 | 9,651 | |||||||||||
Allergan Funding SCS | 3.450% | 3/15/22 | 27,059 | 27,679 | |||||||||||
Allergan Funding SCS | 3.850% | 6/15/24 | 13,471 | 14,113 | |||||||||||
Allergan Funding SCS | 3.800% | 3/15/25 | 33,969 | 35,584 | |||||||||||
Allergan Funding SCS | 4.550% | 3/15/35 | 17,490 | 18,573 | |||||||||||
Allergan Funding SCS | 4.850% | 6/15/44 | 14,989 | 16,643 | |||||||||||
Allergan Funding SCS | 4.750% | 3/15/45 | 5,365 | 5,831 | |||||||||||
Allergan Inc. | 2.800% | 3/15/23 | 9,290 | 9,357 | |||||||||||
Allina Health System | 3.887% | 4/15/49 | 4,725 | 5,028 | |||||||||||
Altria Group Inc. | 4.750% | 5/5/21 | 10,697 | 11,067 | |||||||||||
Altria Group Inc. | 3.490% | 2/14/22 | 12,150 | 12,500 | |||||||||||
Altria Group Inc. | 2.850% | 8/9/22 | 15,220 | 15,499 | |||||||||||
Altria Group Inc. | 2.950% | 5/2/23 | 12,540 | 12,680 | |||||||||||
Altria Group Inc. | 4.000% | 1/31/24 | 14,955 | 15,841 | |||||||||||
Altria Group Inc. | 3.800% | 2/14/24 | 9,407 | 9,889 | |||||||||||
Altria Group Inc. | 4.400% | 2/14/26 | 17,305 | 18,793 | |||||||||||
Altria Group Inc. | 2.625% | 9/16/26 | 4,285 | 4,234 | |||||||||||
Altria Group Inc. | 4.800% | 2/14/29 | 30,095 | 33,418 |
79
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Altria Group Inc. | 5.800% | 2/14/39 | 30,400 | 35,548 | |||||||||||
Altria Group Inc. | 4.250% | 8/9/42 | 9,799 | 9,745 | |||||||||||
Altria Group Inc. | 4.500% | 5/2/43 | 11,067 | 11,234 | |||||||||||
Altria Group Inc. | 5.375% | 1/31/44 | 20,057 | 22,586 | |||||||||||
Altria Group Inc. | 3.875% | 9/16/46 | 10,320 | 9,584 | |||||||||||
Altria Group Inc. | 5.950% | 2/14/49 | 26,950 | 32,584 | |||||||||||
Altria Group Inc. | 6.200% | 2/14/59 | 6,183 | 7,308 | |||||||||||
AmerisourceBergen Corp. | 3.500% | 11/15/21 | 8,597 | 8,804 | |||||||||||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 6,762 | 7,008 | |||||||||||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 5,205 | 5,379 | |||||||||||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 9,350 | 9,695 | |||||||||||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,485 | 1,508 | |||||||||||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 12,940 | 13,266 | |||||||||||
Amgen Inc. | 4.100% | 6/15/21 | 13,330 | 13,669 | |||||||||||
Amgen Inc. | 1.850% | 8/19/21 | 8,341 | 8,325 | |||||||||||
Amgen Inc. | 3.875% | 11/15/21 | 8,830 | 9,108 | |||||||||||
Amgen Inc. | 2.700% | 5/1/22 | 6,522 | 6,608 | |||||||||||
Amgen Inc. | 2.650% | 5/11/22 | 16,011 | 16,241 | |||||||||||
Amgen Inc. | 3.625% | 5/15/22 | 17,254 | 17,843 | |||||||||||
Amgen Inc. | 2.250% | 8/19/23 | 15,000 | 15,128 | |||||||||||
Amgen Inc. | 3.625% | 5/22/24 | 20,855 | 22,014 | |||||||||||
Amgen Inc. | 3.125% | 5/1/25 | 11,672 | 12,184 | |||||||||||
Amgen Inc. | 2.600% | 8/19/26 | 24,312 | 24,568 | |||||||||||
Amgen Inc. | 3.200% | 11/2/27 | 9,290 | 9,737 | |||||||||||
Amgen Inc. | 4.950% | 10/1/41 | 11,363 | 13,494 | |||||||||||
Amgen Inc. | 5.150% | 11/15/41 | 7,290 | 8,817 | |||||||||||
Amgen Inc. | 4.400% | 5/1/45 | 30,237 | 33,892 | |||||||||||
Amgen Inc. | 4.563% | 6/15/48 | 19,991 | 23,062 | |||||||||||
Amgen Inc. | 4.663% | 6/15/51 | 42,483 | 49,953 | |||||||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev World wide Inc. | 4.900% | 2/1/46 | 151,334 | 179,201 | |||||||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 47,434 | 50,496 | |||||||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 76,328 | 88,024 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 2.625% | 1/17/23 | 11,685 | 11,880 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 3.300% | 2/1/23 | 31,750 | 32,847 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 3.700% | 2/1/24 | 9,936 | 10,529 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 3.650% | 2/1/26 | 9,405 | 10,046 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 3,450 | 3,980 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 16,219 | 17,107 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 10,916 | 12,295 | |||||||||||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 8,410 | 9,918 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 2/15/21 | 2,847 | 2,912 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 2.500% | 7/15/22 | 5,165 | 5,253 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 1/12/24 | 8,125 | 8,558 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 27,035 | 29,411 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 33,354 | 36,625 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 56,145 | 65,019 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 21,635 | 25,745 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 18,135 | 20,335 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 3,518 | 5,512 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 5,425 | 6,821 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 20,286 | 23,908 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 20,992 | 21,249 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 25,530 | 29,013 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 24,891 | 27,813 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 43,983 | 57,009 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 17,300 | 20,195 | |||||||||||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 12,075 | 16,457 | |||||||||||
Archer-Daniels-Midland Co. | 4.479% | 3/1/21 | 5,758 | 5,925 | |||||||||||
Archer-Daniels-Midland Co. | 3.375% | 3/15/22 | 7,000 | 7,203 | |||||||||||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 12,567 | 12,758 | |||||||||||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 3,305 | 4,324 |
80
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 1,863 | 2,354 | |||||||||||
Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | 11,000 | 13,051 | |||||||||||
Archer-Daniels-Midland Co. | 4.016% | 4/16/43 | 7,769 | 8,604 | |||||||||||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 6,375 | 6,942 | |||||||||||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 6,725 | 8,204 | |||||||||||
Ascension Health | 2.532% | 11/15/29 | 6,544 | 6,460 | |||||||||||
Ascension Health | 3.106% | 11/15/39 | 5,000 | 4,917 | |||||||||||
Ascension Health | 3.945% | 11/15/46 | 5,285 | 5,842 | |||||||||||
4 | Ascension Health | 4.847% | 11/15/53 | 7,500 | 9,443 | ||||||||||
AstraZeneca plc | 2.375% | 6/12/22 | 10,125 | 10,206 | |||||||||||
AstraZeneca plc | 3.500% | 8/17/23 | 11,425 | 11,939 | |||||||||||
AstraZeneca plc | 3.375% | 11/16/25 | 24,935 | 26,421 | |||||||||||
AstraZeneca plc | 3.125% | 6/12/27 | 8,705 | 9,055 | |||||||||||
AstraZeneca plc | 4.000% | 1/17/29 | 12,250 | 13,582 | |||||||||||
AstraZeneca plc | 6.450% | 9/15/37 | 25,694 | 35,971 | |||||||||||
AstraZeneca plc | 4.000% | 9/18/42 | 14,086 | 15,536 | |||||||||||
AstraZeneca plc | 4.375% | 11/16/45 | 13,134 | 15,378 | |||||||||||
AstraZeneca plc | 4.375% | 8/17/48 | 8,555 | 10,180 | |||||||||||
BAT Capital Corp. | 2.764% | 8/15/22 | 19,575 | 19,844 | |||||||||||
BAT Capital Corp. | 3.222% | 8/15/24 | 28,700 | 29,317 | |||||||||||
BAT Capital Corp. | 2.789% | 9/6/24 | 11,875 | 11,939 | |||||||||||
BAT Capital Corp. | 3.215% | 9/6/26 | 12,650 | 12,712 | |||||||||||
BAT Capital Corp. | 3.557% | 8/15/27 | 39,365 | 40,077 | |||||||||||
BAT Capital Corp. | 3.462% | 9/6/29 | 6,150 | 6,231 | |||||||||||
BAT Capital Corp. | 4.390% | 8/15/37 | 29,695 | 30,101 | |||||||||||
BAT Capital Corp. | 4.540% | 8/15/47 | 18,200 | 18,196 | |||||||||||
BAT Capital Corp. | 4.758% | 9/6/49 | 12,165 | 12,549 | |||||||||||
Baxalta Inc. | 3.600% | 6/23/22 | 1,627 | 1,669 | |||||||||||
Baxalta Inc. | 4.000% | 6/23/25 | 8,830 | 9,474 | |||||||||||
Baxalta Inc. | 5.250% | 6/23/45 | 3,411 | 4,347 | |||||||||||
Baxter International Inc. | 1.700% | 8/15/21 | 7,800 | 7,786 | |||||||||||
Baxter International Inc. | 2.600% | 8/15/26 | 5,125 | 5,159 | |||||||||||
Baxter International Inc. | 3.500% | 8/15/46 | 5,350 | 5,168 | |||||||||||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 6,860 | 7,659 | |||||||||||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 795 | 860 | |||||||||||
Beam Suntory Inc. | 3.250% | 5/15/22 | 2,300 | 2,344 | |||||||||||
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,050 | 1,067 | |||||||||||
Becton Dickinson & Co. | 3.125% | 11/8/21 | 12,608 | 12,848 | |||||||||||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 19,255 | 19,563 | |||||||||||
Becton Dickinson & Co. | 3.300% | 3/1/23 | 4,700 | 4,786 | |||||||||||
Becton Dickinson & Co. | 3.875% | 5/15/24 | 100 | 105 | |||||||||||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 19,815 | 20,595 | |||||||||||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 14,946 | 15,835 | |||||||||||
Becton Dickinson & Co. | 6.700% | 12/1/26 | 3,450 | 4,122 | |||||||||||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 24,256 | 25,788 | |||||||||||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 1,428 | 1,642 | |||||||||||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 11,607 | 13,466 | |||||||||||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 17,000 | 20,122 | |||||||||||
Bestfoods | 7.250% | 12/15/26 | 250 | 324 | |||||||||||
Bio-Rad Laboratories Inc. | 4.875% | 12/15/20 | 3,450 | 3,532 | |||||||||||
Biogen Inc. | 3.625% | 9/15/22 | 12,379 | 12,879 | |||||||||||
Biogen Inc. | 4.050% | 9/15/25 | 22,510 | 24,453 | |||||||||||
Biogen Inc. | 5.200% | 9/15/45 | 20,275 | 24,383 | |||||||||||
Boston Scientific Corp. | 3.375% | 5/15/22 | 4,047 | 4,177 | |||||||||||
Boston Scientific Corp. | 3.450% | 3/1/24 | 5,600 | 5,854 | |||||||||||
Boston Scientific Corp. | 3.850% | 5/15/25 | 6,471 | 6,938 | |||||||||||
Boston Scientific Corp. | 3.750% | 3/1/26 | 6,505 | 6,966 | |||||||||||
Boston Scientific Corp. | 4.000% | 3/1/29 | 9,708 | 10,716 | |||||||||||
Boston Scientific Corp. | 7.000% | 11/15/35 | 6,095 | 8,508 | |||||||||||
Boston Scientific Corp. | 4.550% | 3/1/39 | 8,945 | 10,493 | |||||||||||
Boston Scientific Corp. | 7.375% | 1/15/40 | 1,415 | 2,156 | |||||||||||
Boston Scientific Corp. | 4.700% | 3/1/49 | 12,320 | 14,910 | |||||||||||
7 | Bristol-Myers Squibb Co. | 2.875% | 2/19/21 | 2,375 | 2,399 | ||||||||||
7 | Bristol-Myers Squibb Co. | 2.550% | 5/14/21 | 14,100 | 14,238 |
81
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
7 | Bristol-Myers Squibb Co. | 2.250% | 8/15/21 | 4,355 | 4,380 | ||||||||||
7 | Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 16,450 | 16,711 | ||||||||||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 10,515 | 10,582 | |||||||||||
7 | Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 13,300 | 13,708 | ||||||||||
7 | Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 6,555 | 6,773 | ||||||||||
7 | Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 7,550 | 7,670 | ||||||||||
7 | Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 7,355 | 7,557 | ||||||||||
Bristol-Myers Squibb Co. | 7.150% | 6/15/23 | 400 | 466 | |||||||||||
7 | Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 5,395 | 5,749 | ||||||||||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 5,200 | 5,432 | |||||||||||
7 | Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 17,418 | 18,331 | ||||||||||
7 | Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 46,150 | 47,560 | ||||||||||
7 | Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 31,693 | 34,226 | ||||||||||
7 | Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 25,780 | 27,008 | ||||||||||
7 | Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 8,687 | 9,238 | ||||||||||
7 | Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 16,326 | 17,795 | ||||||||||
7 | Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 48,830 | 52,163 | ||||||||||
7 | Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 23,316 | 26,886 | ||||||||||
7 | Bristol-Myers Squibb Co. | 5.700% | 10/15/40 | 4,725 | 6,284 | ||||||||||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 7,021 | 7,063 | |||||||||||
7 | Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 5,745 | 7,320 | ||||||||||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 5,925 | 6,958 | |||||||||||
7 | Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 9,939 | 11,957 | ||||||||||
7 | Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 25,472 | 32,173 | ||||||||||
7 | Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 17,133 | 20,381 | ||||||||||
7 | Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 9,250 | 11,356 | ||||||||||
7 | Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 42,685 | 50,308 | ||||||||||
Brown-Forman Corp. | 3.500% | 4/15/25 | 4,310 | 4,591 | |||||||||||
Brown-Forman Corp. | 4.500% | 7/15/45 | 5,778 | 7,103 | |||||||||||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 10,250 | 10,394 | |||||||||||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 7,000 | 7,351 | |||||||||||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 6,315 | 6,290 | |||||||||||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 7,000 | 7,194 | |||||||||||
Campbell Soup Co. | 3.300% | 3/15/21 | 9,750 | 9,884 | |||||||||||
Campbell Soup Co. | 4.250% | 4/15/21 | 1,641 | 1,693 | |||||||||||
Campbell Soup Co. | 2.500% | 8/2/22 | 2,814 | 2,829 | |||||||||||
Campbell Soup Co. | 3.650% | 3/15/23 | 12,990 | 13,529 | |||||||||||
Campbell Soup Co. | 3.950% | 3/15/25 | 12,166 | 12,907 | |||||||||||
Campbell Soup Co. | 3.300% | 3/19/25 | 7,225 | 7,427 | |||||||||||
Campbell Soup Co. | 4.150% | 3/15/28 | 11,490 | 12,427 | |||||||||||
Campbell Soup Co. | 3.800% | 8/2/42 | 3,628 | 3,551 | |||||||||||
Campbell Soup Co. | 4.800% | 3/15/48 | 8,010 | 9,256 | |||||||||||
Cardinal Health Inc. | 4.625% | 12/15/20 | 6,615 | 6,783 | |||||||||||
Cardinal Health Inc. | 2.616% | 6/15/22 | 10,980 | 11,088 | |||||||||||
Cardinal Health Inc. | 3.200% | 6/15/22 | 3,350 | 3,425 | |||||||||||
Cardinal Health Inc. | 3.200% | 3/15/23 | 5,875 | 6,023 | |||||||||||
Cardinal Health Inc. | 3.079% | 6/15/24 | 12,380 | 12,723 | |||||||||||
Cardinal Health Inc. | 3.500% | 11/15/24 | 3,460 | 3,615 | |||||||||||
Cardinal Health Inc. | 3.750% | 9/15/25 | 6,037 | 6,391 | |||||||||||
Cardinal Health Inc. | 3.410% | 6/15/27 | 13,674 | 13,976 | |||||||||||
Cardinal Health Inc. | 4.600% | 3/15/43 | 5,190 | 5,181 | |||||||||||
Cardinal Health Inc. | 4.500% | 11/15/44 | 5,130 | 5,045 | |||||||||||
Cardinal Health Inc. | 4.900% | 9/15/45 | 4,120 | 4,266 | |||||||||||
Cardinal Health Inc. | 4.368% | 6/15/47 | 6,450 | 6,385 | |||||||||||
Celgene Corp. | 3.450% | 11/15/27 | 275 | 293 | |||||||||||
Children's Hospital Corp. | 4.115% | 1/1/47 | 2,300 | 2,612 | |||||||||||
Children's Hospital Medical Center | 4.268% | 5/15/44 | 2,100 | 2,356 | |||||||||||
CHRISTUS Health | 4.341% | 7/1/28 | 6,750 | 7,433 | |||||||||||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 2,080 | 2,099 | |||||||||||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 5,450 | 5,665 | |||||||||||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 4,125 | 4,494 | |||||||||||
7 | Cigna Corp. | 3.300% | 2/25/21 | 21,600 | 21,870 | ||||||||||
Cigna Corp. | 3.400% | 9/17/21 | 15,090 | 15,429 | |||||||||||
7 | Cigna Corp. | 4.750% | 11/15/21 | 18,173 | 19,050 |
82
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
7 | Cigna Corp. | 3.900% | 2/15/22 | 18,968 | 19,578 | ||||||||||
7 | Cigna Corp. | 4.000% | 2/15/22 | 7,915 | 8,158 | ||||||||||
7 | Cigna Corp. | 3.050% | 11/30/22 | 9,990 | 10,164 | ||||||||||
7 | Cigna Corp. | 3.000% | 7/15/23 | 23,667 | 23,995 | ||||||||||
Cigna Corp. | 3.750% | 7/15/23 | 12,370 | 12,906 | |||||||||||
7 | Cigna Corp. | 3.500% | 6/15/24 | 10,587 | 11,020 | ||||||||||
7 | Cigna Corp. | 3.250% | 4/15/25 | 14,795 | 15,219 | ||||||||||
Cigna Corp. | 4.125% | 11/15/25 | 15,032 | 16,266 | |||||||||||
7 | Cigna Corp. | 4.500% | 2/25/26 | 22,734 | 24,602 | ||||||||||
7 | Cigna Corp. | 3.400% | 3/1/27 | 21,740 | 22,494 | ||||||||||
7 | Cigna Corp. | 7.875% | 5/15/27 | 985 | 1,277 | ||||||||||
7 | Cigna Corp. | 3.050% | 10/15/27 | 16,670 | 16,740 | ||||||||||
Cigna Corp. | 4.375% | 10/15/28 | 34,300 | 37,964 | |||||||||||
Cigna Corp. | 4.800% | 8/15/38 | 17,730 | 20,403 | |||||||||||
7 | Cigna Corp. | 6.125% | 11/15/41 | 5,175 | 6,526 | ||||||||||
7 | Cigna Corp. | 5.375% | 2/15/42 | 633 | 724 | ||||||||||
7 | Cigna Corp. | 4.800% | 7/15/46 | 19,955 | 22,963 | ||||||||||
7 | Cigna Corp. | 3.875% | 10/15/47 | 9,650 | 9,691 | ||||||||||
Cigna Corp. | 4.900% | 12/15/48 | 33,855 | 40,143 | |||||||||||
City of Hope | 5.623% | 11/15/43 | 2,040 | 2,698 | |||||||||||
City of Hope | 4.378% | 8/15/48 | 9,600 | 11,025 | |||||||||||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 4,285 | 5,326 | |||||||||||
Clorox Co. | 3.800% | 11/15/21 | 1,780 | 1,838 | |||||||||||
Clorox Co. | 3.050% | 9/15/22 | 6,422 | 6,573 | |||||||||||
Clorox Co. | 3.500% | 12/15/24 | 6,250 | 6,605 | |||||||||||
Clorox Co. | 3.100% | 10/1/27 | 6,097 | 6,330 | |||||||||||
Clorox Co. | 3.900% | 5/15/28 | 6,400 | 7,021 | |||||||||||
Coca-Cola Co. | 1.875% | 10/27/20 | 20,175 | 20,171 | |||||||||||
Coca-Cola Co. | 1.550% | 9/1/21 | 10,575 | 10,558 | |||||||||||
Coca-Cola Co. | 3.300% | 9/1/21 | 7,827 | 8,014 | |||||||||||
Coca-Cola Co. | 2.200% | 5/25/22 | 5,347 | 5,398 | |||||||||||
Coca-Cola Co. | 2.500% | 4/1/23 | 3,524 | 3,596 | |||||||||||
Coca-Cola Co. | 3.200% | 11/1/23 | 15,959 | 16,751 | |||||||||||
Coca-Cola Co. | 1.750% | 9/6/24 | 9,500 | 9,467 | |||||||||||
Coca-Cola Co. | 2.875% | 10/27/25 | 15,265 | 15,904 | |||||||||||
Coca-Cola Co. | 2.550% | 6/1/26 | 9,400 | 9,617 | |||||||||||
Coca-Cola Co. | 2.250% | 9/1/26 | 21,030 | 21,160 | |||||||||||
Coca-Cola Co. | 2.900% | 5/25/27 | 3,000 | 3,140 | |||||||||||
Coca-Cola Co. | 2.125% | 9/6/29 | 7,000 | 6,805 | |||||||||||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,300 | 8,692 | |||||||||||
Coca-Cola European Partners plc | 3.250% | 8/19/21 | 1,575 | 1,595 | |||||||||||
Coca-Cola Femsa SAB de CV | 3.875% | 11/26/23 | 9,600 | 10,144 | |||||||||||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 12,325 | 15,161 | |||||||||||
Colgate-Palmolive Co. | 2.450% | 11/15/21 | 3,020 | 3,059 | |||||||||||
Colgate-Palmolive Co. | 2.300% | 5/3/22 | 7,535 | 7,645 | |||||||||||
Colgate-Palmolive Co. | 2.250% | 11/15/22 | 13,775 | 13,961 | |||||||||||
Colgate-Palmolive Co. | 1.950% | 2/1/23 | 5,075 | 5,095 | |||||||||||
Colgate-Palmolive Co. | 2.100% | 5/1/23 | 7,008 | 7,061 | |||||||||||
Colgate-Palmolive Co. | 3.250% | 3/15/24 | 6,400 | 6,766 | |||||||||||
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 6,142 | 7,310 | |||||||||||
Colgate-Palmolive Co. | 3.700% | 8/1/47 | 6,650 | 7,648 | |||||||||||
CommonSpirit Health | 2.950% | 11/1/22 | 4,987 | 5,069 | |||||||||||
CommonSpirit Health | 2.760% | 10/1/24 | 6,930 | 6,971 | |||||||||||
CommonSpirit Health | 3.347% | 10/1/29 | 11,800 | 11,870 | |||||||||||
4 | CommonSpirit Health | 4.350% | 11/1/42 | 10,750 | 11,040 | ||||||||||
CommonSpirit Health | 3.817% | 10/1/49 | 3,000 | 2,914 | |||||||||||
CommonSpirit Health | 4.187% | 10/1/49 | 11,560 | 11,528 | |||||||||||
Conagra Brands Inc. | 3.800% | 10/22/21 | 11,950 | 12,313 | |||||||||||
Conagra Brands Inc. | 3.250% | 9/15/22 | 9,012 | 9,216 | |||||||||||
Conagra Brands Inc. | 3.200% | 1/25/23 | 8,728 | 8,991 | |||||||||||
Conagra Brands Inc. | 4.300% | 5/1/24 | 13,125 | 14,096 | |||||||||||
Conagra Brands Inc. | 4.600% | 11/1/25 | 8,340 | 9,188 | |||||||||||
Conagra Brands Inc. | 7.000% | 10/1/28 | 1,070 | 1,324 | |||||||||||
Conagra Brands Inc. | 4.850% | 11/1/28 | 16,195 | 18,484 |
83
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Conagra Brands Inc. | 8.250% | 9/15/30 | 5,707 | 7,845 | |||||||||||
Conagra Brands Inc. | 5.300% | 11/1/38 | 12,275 | 14,554 | |||||||||||
Conagra Brands Inc. | 5.400% | 11/1/48 | 11,310 | 13,768 | |||||||||||
Constellation Brands Inc. | 3.750% | 5/1/21 | 5,380 | 5,494 | |||||||||||
Constellation Brands Inc. | 2.700% | 5/9/22 | 8,350 | 8,453 | |||||||||||
Constellation Brands Inc. | 2.650% | 11/7/22 | 10,100 | 10,235 | |||||||||||
Constellation Brands Inc. | 3.200% | 2/15/23 | 8,250 | 8,465 | |||||||||||
Constellation Brands Inc. | 4.250% | 5/1/23 | 18,540 | 19,639 | |||||||||||
Constellation Brands Inc. | 4.750% | 11/15/24 | 8,143 | 8,991 | |||||||||||
Constellation Brands Inc. | 4.400% | 11/15/25 | 5,720 | 6,233 | |||||||||||
Constellation Brands Inc. | 4.750% | 12/1/25 | 4,030 | 4,483 | |||||||||||
Constellation Brands Inc. | 3.700% | 12/6/26 | 7,840 | 8,323 | |||||||||||
Constellation Brands Inc. | 3.500% | 5/9/27 | 5,400 | 5,624 | |||||||||||
Constellation Brands Inc. | 3.600% | 2/15/28 | 11,000 | 11,553 | |||||||||||
Constellation Brands Inc. | 3.150% | 8/1/29 | 10,500 | 10,608 | |||||||||||
Constellation Brands Inc. | 4.500% | 5/9/47 | 5,250 | 5,638 | |||||||||||
Constellation Brands Inc. | 4.100% | 2/15/48 | 6,280 | 6,557 | |||||||||||
Constellation Brands Inc. | 5.250% | 11/15/48 | 5,525 | 6,706 | |||||||||||
Covidien International Finance SA | 3.200% | 6/15/22 | 18,070 | 18,504 | |||||||||||
Covidien International Finance SA | 2.950% | 6/15/23 | 2,000 | 2,048 | |||||||||||
CVS Health Corp. | 3.350% | 3/9/21 | 22,348 | 22,678 | |||||||||||
CVS Health Corp. | 2.125% | 6/1/21 | 20,075 | 20,081 | |||||||||||
CVS Health Corp. | 3.500% | 7/20/22 | 12,500 | 12,902 | |||||||||||
CVS Health Corp. | 2.750% | 12/1/22 | 16,430 | 16,688 | |||||||||||
CVS Health Corp. | 4.750% | 12/1/22 | 5,000 | 5,321 | |||||||||||
CVS Health Corp. | 3.700% | 3/9/23 | 66,817 | 69,536 | |||||||||||
CVS Health Corp. | 4.000% | 12/5/23 | 13,511 | 14,291 | |||||||||||
CVS Health Corp. | 3.375% | 8/12/24 | 15,450 | 16,083 | |||||||||||
CVS Health Corp. | 2.625% | 8/15/24 | 1,000 | 1,009 | |||||||||||
CVS Health Corp. | 4.100% | 3/25/25 | 54,910 | 58,852 | |||||||||||
CVS Health Corp. | 3.875% | 7/20/25 | 42,433 | 45,202 | |||||||||||
CVS Health Corp. | 2.875% | 6/1/26 | 24,725 | 25,069 | |||||||||||
CVS Health Corp. | 3.000% | 8/15/26 | 2,550 | 2,599 | |||||||||||
CVS Health Corp. | 6.250% | 6/1/27 | 1,000 | 1,204 | |||||||||||
CVS Health Corp. | 4.300% | 3/25/28 | 101,915 | 111,073 | |||||||||||
CVS Health Corp. | 3.250% | 8/15/29 | 24,215 | 24,579 | |||||||||||
CVS Health Corp. | 4.875% | 7/20/35 | 2,525 | 2,877 | |||||||||||
CVS Health Corp. | 4.780% | 3/25/38 | 58,792 | 66,470 | |||||||||||
CVS Health Corp. | 6.125% | 9/15/39 | 4,857 | 6,230 | |||||||||||
CVS Health Corp. | 5.300% | 12/5/43 | 14,770 | 17,507 | |||||||||||
CVS Health Corp. | 5.125% | 7/20/45 | 45,745 | 53,864 | |||||||||||
CVS Health Corp. | 5.050% | 3/25/48 | 91,151 | 107,795 | |||||||||||
Danaher Corp. | 3.350% | 9/15/25 | 6,050 | 6,420 | |||||||||||
Danaher Corp. | 4.375% | 9/15/45 | 4,198 | 4,934 | |||||||||||
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 4,600 | 5,088 | |||||||||||
Delhaize America LLC | 9.000% | 4/15/31 | 3,805 | 5,597 | |||||||||||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 11,000 | 10,988 | |||||||||||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 8,500 | 8,473 | |||||||||||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 9,045 | 9,006 | |||||||||||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 10,500 | 10,583 | |||||||||||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 10,275 | 10,501 | |||||||||||
Diageo Capital plc | 2.625% | 4/29/23 | 12,301 | 12,505 | |||||||||||
Diageo Capital plc | 3.500% | 9/18/23 | 270 | 283 | |||||||||||
Diageo Capital plc | 2.125% | 10/24/24 | 13,450 | 13,429 | |||||||||||
Diageo Capital plc | 3.875% | 5/18/28 | 3,500 | 3,818 | |||||||||||
Diageo Capital plc | 2.375% | 10/24/29 | 7,750 | 7,622 | |||||||||||
Diageo Capital plc | 5.875% | 9/30/36 | 2,872 | 3,907 | |||||||||||
Diageo Capital plc | 3.875% | 4/29/43 | 5,916 | 6,518 | |||||||||||
Diageo Investment Corp. | 2.875% | 5/11/22 | 16,825 | 17,143 | |||||||||||
Diageo Investment Corp. | 7.450% | 4/15/35 | 1,450 | 2,170 | |||||||||||
Diageo Investment Corp. | 4.250% | 5/11/42 | 4,747 | 5,473 | |||||||||||
Dignity Health | 3.125% | 11/1/22 | 2,000 | 2,038 | |||||||||||
Dignity Health | 3.812% | 11/1/24 | 4,675 | 4,899 | |||||||||||
Dignity Health | 4.500% | 11/1/42 | 6,025 | 6,266 |
84
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Dignity Health | 5.267% | 11/1/64 | 2,075 | 2,370 | |||||||||||
Duke University Health System Inc. | 3.920% | 6/1/47 | 6,005 | 6,689 | |||||||||||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 5,025 | 5,569 | |||||||||||
Eli Lilly & Co. | 2.350% | 5/15/22 | 1,800 | 1,823 | |||||||||||
Eli Lilly & Co. | 2.750% | 6/1/25 | 6,901 | 7,110 | |||||||||||
Eli Lilly & Co. | 3.375% | 3/15/29 | 14,355 | 15,447 | |||||||||||
Eli Lilly & Co. | 3.950% | 3/15/49 | 21,650 | 24,930 | |||||||||||
Eli Lilly & Co. | 4.150% | 3/15/59 | 21,775 | 25,539 | |||||||||||
Estee Lauder Cos. Inc. | 1.700% | 5/10/21 | 6,195 | 6,181 | |||||||||||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 7,525 | 7,959 | |||||||||||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 3,212 | 4,411 | |||||||||||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 5,443 | 6,453 | |||||||||||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 7,625 | 8,868 | |||||||||||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 7,450 | 7,428 | |||||||||||
Flowers Foods Inc. | 4.375% | 4/1/22 | 3,637 | 3,788 | |||||||||||
Flowers Foods Inc. | 3.500% | 10/1/26 | 4,275 | 4,388 | |||||||||||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 1,160 | 1,175 | |||||||||||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 4,065 | 4,526 | |||||||||||
General Mills Inc. | 3.150% | 12/15/21 | 17,453 | 17,823 | |||||||||||
General Mills Inc. | 2.600% | 10/12/22 | 6,505 | 6,598 | |||||||||||
General Mills Inc. | 3.700% | 10/17/23 | 17,700 | 18,641 | |||||||||||
General Mills Inc. | 3.650% | 2/15/24 | 5,250 | 5,516 | |||||||||||
General Mills Inc. | 4.000% | 4/17/25 | 700 | 757 | |||||||||||
General Mills Inc. | 3.200% | 2/10/27 | 10,655 | 11,176 | |||||||||||
General Mills Inc. | 4.200% | 4/17/28 | 19,566 | 21,760 | |||||||||||
General Mills Inc. | 4.550% | 4/17/38 | 7,500 | 8,705 | |||||||||||
General Mills Inc. | 5.400% | 6/15/40 | 4,625 | 5,680 | |||||||||||
General Mills Inc. | 4.150% | 2/15/43 | 5,577 | 5,989 | |||||||||||
General Mills Inc. | 4.700% | 4/17/48 | 5,475 | 6,518 | |||||||||||
Gilead Sciences Inc. | 4.500% | 4/1/21 | 11,061 | 11,338 | |||||||||||
Gilead Sciences Inc. | 4.400% | 12/1/21 | 22,305 | 23,255 | |||||||||||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 8,375 | 8,652 | |||||||||||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 15,367 | 15,597 | |||||||||||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 31,165 | 33,084 | |||||||||||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 19,929 | 21,140 | |||||||||||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 32,125 | 34,533 | |||||||||||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 14,119 | 14,643 | |||||||||||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 11,179 | 13,366 | |||||||||||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 8,162 | 9,056 | |||||||||||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 11,328 | 14,869 | |||||||||||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 19,309 | 23,091 | |||||||||||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 19,374 | 22,362 | |||||||||||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 26,195 | 31,287 | |||||||||||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 21,402 | 23,674 | |||||||||||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 10,745 | 10,998 | |||||||||||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 15,600 | 16,246 | |||||||||||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 18,725 | 20,035 | |||||||||||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 25,225 | 27,777 | |||||||||||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 4,861 | 6,197 | |||||||||||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 32,408 | 46,337 | |||||||||||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 3,330 | 3,863 | |||||||||||
GlaxoSmithKline Capital plc | 3.125% | 5/14/21 | 23,000 | 23,367 | |||||||||||
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 11,931 | 12,188 | |||||||||||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 21,100 | 21,550 | |||||||||||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 11,780 | 12,211 | |||||||||||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 11,250 | 12,037 | |||||||||||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 6,225 | 6,989 | |||||||||||
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 3,050 | 3,587 | |||||||||||
Hasbro Inc. | 3.150% | 5/15/21 | 1,660 | 1,677 | |||||||||||
Hasbro Inc. | 3.500% | 9/15/27 | 4,300 | 4,286 | |||||||||||
Hasbro Inc. | 3.900% | 11/19/29 | 4,350 | 4,377 | |||||||||||
Hasbro Inc. | 6.350% | 3/15/40 | 4,626 | 5,404 | |||||||||||
Hasbro Inc. | 5.100% | 5/15/44 | 7,002 | 6,964 | |||||||||||
HCA Inc. | 4.750% | 5/1/23 | 15,190 | 16,253 |
85
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
HCA Inc. | 5.000% | 3/15/24 | 24,539 | 26,778 | |||||||||||
HCA Inc. | 5.250% | 4/15/25 | 25,885 | 28,926 | |||||||||||
HCA Inc. | 5.250% | 6/15/26 | 17,285 | 19,359 | |||||||||||
HCA Inc. | 4.500% | 2/15/27 | 2,435 | 2,627 | |||||||||||
HCA Inc. | 4.125% | 6/15/29 | 25,082 | 26,587 | |||||||||||
HCA Inc. | 5.125% | 6/15/39 | 14,840 | 16,435 | |||||||||||
HCA Inc. | 5.500% | 6/15/47 | 17,760 | 20,513 | |||||||||||
HCA Inc. | 5.250% | 6/15/49 | 21,125 | 23,766 | |||||||||||
Hershey Co. | 4.125% | 12/1/20 | 6,295 | 6,421 | |||||||||||
Hershey Co. | 3.100% | 5/15/21 | 7,275 | 7,392 | |||||||||||
Hershey Co. | 2.625% | 5/1/23 | 7,400 | 7,530 | |||||||||||
Hershey Co. | 3.375% | 5/15/23 | 9,830 | 10,304 | |||||||||||
Hershey Co. | 2.050% | 11/15/24 | 1,150 | 1,149 | |||||||||||
Hershey Co. | 3.200% | 8/21/25 | 4,870 | 5,100 | |||||||||||
Hershey Co. | 2.300% | 8/15/26 | 8,575 | 8,647 | |||||||||||
Hershey Co. | 2.450% | 11/15/29 | 3,500 | 3,503 | |||||||||||
Hershey Co. | 3.125% | 11/15/49 | 9,000 | 8,871 | |||||||||||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 6,775 | 7,603 | |||||||||||
Ingredion Inc. | 3.200% | 10/1/26 | 5,485 | 5,561 | |||||||||||
JM Smucker Co. | 3.500% | 10/15/21 | 7,425 | 7,613 | |||||||||||
JM Smucker Co. | 3.000% | 3/15/22 | 3,870 | 3,944 | |||||||||||
JM Smucker Co. | 3.500% | 3/15/25 | 10,375 | 10,881 | |||||||||||
JM Smucker Co. | 3.375% | 12/15/27 | 12,600 | 13,142 | |||||||||||
JM Smucker Co. | 4.250% | 3/15/35 | 5,800 | 6,291 | |||||||||||
JM Smucker Co. | 4.375% | 3/15/45 | 7,025 | 7,625 | |||||||||||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 4,875 | 5,327 | |||||||||||
Johnson & Johnson | 1.950% | 11/10/20 | 3,150 | 3,151 | |||||||||||
Johnson & Johnson | 1.650% | 3/1/21 | 18,757 | 18,714 | |||||||||||
Johnson & Johnson | 2.450% | 12/5/21 | 8,050 | 8,153 | |||||||||||
Johnson & Johnson | 2.250% | 3/3/22 | 12,593 | 12,726 | |||||||||||
Johnson & Johnson | 2.050% | 3/1/23 | 6,500 | 6,537 | |||||||||||
Johnson & Johnson | 3.375% | 12/5/23 | 8,400 | 8,906 | |||||||||||
Johnson & Johnson | 2.625% | 1/15/25 | 11,480 | 11,826 | |||||||||||
Johnson & Johnson | 2.450% | 3/1/26 | 24,401 | 24,777 | |||||||||||
Johnson & Johnson | 2.950% | 3/3/27 | 12,350 | 12,938 | |||||||||||
Johnson & Johnson | 2.900% | 1/15/28 | 16,718 | 17,434 | |||||||||||
Johnson & Johnson | 6.950% | 9/1/29 | 3,195 | 4,474 | |||||||||||
Johnson & Johnson | 4.950% | 5/15/33 | 7,655 | 9,557 | |||||||||||
Johnson & Johnson | 4.375% | 12/5/33 | 13,574 | 16,136 | |||||||||||
Johnson & Johnson | 3.550% | 3/1/36 | 11,865 | 12,989 | |||||||||||
Johnson & Johnson | 3.625% | 3/3/37 | 17,785 | 19,613 | |||||||||||
Johnson & Johnson | 5.950% | 8/15/37 | 10,800 | 15,362 | |||||||||||
Johnson & Johnson | 3.400% | 1/15/38 | 11,297 | 12,086 | |||||||||||
Johnson & Johnson | 5.850% | 7/15/38 | 4,692 | 6,638 | |||||||||||
Johnson & Johnson | 4.500% | 9/1/40 | 6,371 | 7,743 | |||||||||||
Johnson & Johnson | 4.850% | 5/15/41 | 1,315 | 1,674 | |||||||||||
Johnson & Johnson | 4.500% | 12/5/43 | 8,423 | 10,350 | |||||||||||
Johnson & Johnson | 3.700% | 3/1/46 | 18,268 | 20,610 | |||||||||||
Johnson & Johnson | 3.750% | 3/3/47 | 19,445 | 22,127 | |||||||||||
Johnson & Johnson | 3.500% | 1/15/48 | 12,078 | 13,041 | |||||||||||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 3,490 | 3,605 | |||||||||||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 6,352 | 6,618 | |||||||||||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 8,325 | 10,202 | |||||||||||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 14,191 | 16,179 | |||||||||||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 9,410 | 9,440 | |||||||||||
Kellogg Co. | 4.000% | 12/15/20 | 2,029 | 2,064 | |||||||||||
Kellogg Co. | 2.650% | 12/1/23 | 10,583 | 10,776 | |||||||||||
Kellogg Co. | 3.250% | 4/1/26 | 9,675 | 10,041 | |||||||||||
Kellogg Co. | 3.400% | 11/15/27 | 11,100 | 11,607 | |||||||||||
Kellogg Co. | 4.300% | 5/15/28 | 3,600 | 4,013 | |||||||||||
Kellogg Co. | 7.450% | 4/1/31 | 750 | 1,051 | |||||||||||
Kellogg Co. | 4.500% | 4/1/46 | 12,550 | 13,976 | |||||||||||
Keurig Dr Pepper Inc. | 3.551% | 5/25/21 | 12,200 | 12,450 | |||||||||||
Keurig Dr Pepper Inc. | 2.700% | 11/15/22 | 4,072 | 4,108 |
86
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 16,125 | 16,997 | |||||||||||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 5,450 | 5,596 | |||||||||||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 9,925 | 10,832 | |||||||||||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 7,400 | 7,676 | |||||||||||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,624 | 5,590 | |||||||||||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 7,250 | 7,569 | |||||||||||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 22,030 | 24,737 | |||||||||||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 678 | 927 | |||||||||||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 5,275 | 6,218 | |||||||||||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 16,636 | 18,152 | |||||||||||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 1,885 | 2,034 | |||||||||||
Kimberly-Clark Corp. | 3.875% | 3/1/21 | 575 | 587 | |||||||||||
Kimberly-Clark Corp. | 2.400% | 3/1/22 | 5,925 | 5,987 | |||||||||||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 5,643 | 5,756 | |||||||||||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 4,530 | 4,754 | |||||||||||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 7,135 | 7,315 | |||||||||||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,700 | 4,123 | |||||||||||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 4,330 | 4,612 | |||||||||||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 2,253 | 3,319 | |||||||||||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 8,543 | 11,231 | |||||||||||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 3,129 | 3,239 | |||||||||||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 6,890 | 6,948 | |||||||||||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 3,705 | 4,140 | |||||||||||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,419 | 2,953 | |||||||||||
Koninklijke Philips NV | 6.875% | 3/11/38 | 4,980 | 6,978 | |||||||||||
Koninklijke Philips NV | 5.000% | 3/15/42 | 10,699 | 12,794 | |||||||||||
Kraft Foods Group Inc. | 6.875% | 1/26/39 | 10,604 | 13,258 | |||||||||||
Kraft Foods Group Inc. | 6.500% | 2/9/40 | 7,185 | 8,707 | |||||||||||
Kraft Foods Group Inc. | 5.000% | 6/4/42 | 20,579 | 22,022 | |||||||||||
Kraft Heinz Foods Co. | 3.375% | 6/15/21 | 4,000 | 4,061 | |||||||||||
Kraft Heinz Foods Co. | 3.500% | 7/15/22 | 11,560 | 11,906 | |||||||||||
Kraft Heinz Foods Co. | 4.000% | 6/15/23 | 18,679 | 19,630 | |||||||||||
Kraft Heinz Foods Co. | 3.950% | 7/15/25 | 23,670 | 25,028 | |||||||||||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 25,075 | 25,059 | |||||||||||
Kraft Heinz Foods Co. | 4.625% | 1/30/29 | 12,650 | 13,832 | |||||||||||
7 | Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 11,150 | 11,456 | ||||||||||
Kraft Heinz Foods Co. | 5.000% | 7/15/35 | 11,150 | 12,385 | |||||||||||
7 | Kraft Heinz Foods Co. | 4.625% | 10/1/39 | 5,525 | 5,732 | ||||||||||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 24,342 | 26,284 | |||||||||||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 34,317 | 33,783 | |||||||||||
7 | Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 16,515 | 17,196 | ||||||||||
Kroger Co. | 3.300% | 1/15/21 | 4,607 | 4,656 | |||||||||||
Kroger Co. | 2.600% | 2/1/21 | 4,693 | 4,720 | |||||||||||
Kroger Co. | 2.950% | 11/1/21 | 7,384 | 7,494 | |||||||||||
Kroger Co. | 3.400% | 4/15/22 | 3,683 | 3,787 | |||||||||||
Kroger Co. | 2.800% | 8/1/22 | 2,375 | 2,419 | |||||||||||
Kroger Co. | 3.850% | 8/1/23 | 7,090 | 7,480 | |||||||||||
Kroger Co. | 4.000% | 2/1/24 | 5,186 | 5,505 | |||||||||||
Kroger Co. | 3.500% | 2/1/26 | 4,800 | 5,024 | |||||||||||
Kroger Co. | 2.650% | 10/15/26 | 12,900 | 12,915 | |||||||||||
Kroger Co. | 3.700% | 8/1/27 | 5,200 | 5,541 | |||||||||||
Kroger Co. | 4.500% | 1/15/29 | 1,275 | 1,431 | |||||||||||
Kroger Co. | 7.700% | 6/1/29 | 5,250 | 7,010 | |||||||||||
Kroger Co. | 8.000% | 9/15/29 | 4,085 | 5,595 | |||||||||||
Kroger Co. | 7.500% | 4/1/31 | 4,820 | 6,627 | |||||||||||
Kroger Co. | 6.900% | 4/15/38 | 5,519 | 7,374 | |||||||||||
Kroger Co. | 5.400% | 7/15/40 | 3,937 | 4,550 | |||||||||||
Kroger Co. | 5.000% | 4/15/42 | 5,075 | 5,634 | |||||||||||
Kroger Co. | 5.150% | 8/1/43 | 2,255 | 2,533 | |||||||||||
Kroger Co. | 3.875% | 10/15/46 | 5,965 | 5,809 | |||||||||||
Kroger Co. | 4.450% | 2/1/47 | 11,289 | 11,953 | |||||||||||
Kroger Co. | 4.650% | 1/15/48 | 9,015 | 9,815 | |||||||||||
Kroger Co. | 5.400% | 1/15/49 | 225 | 273 | |||||||||||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 7,330 | 7,482 |
87
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 1,585 | 1,643 | |||||||||||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,800 | 2,949 | |||||||||||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 9,315 | 9,671 | |||||||||||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 5,650 | 5,623 | |||||||||||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 12,557 | 13,208 | |||||||||||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 6,600 | 6,952 | |||||||||||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 7,425 | 7,437 | |||||||||||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 11,945 | 13,390 | |||||||||||
4 | Mayo Clinic | 3.774% | 11/15/43 | 6,102 | 6,560 | ||||||||||
4 | Mayo Clinic | 4.000% | 11/15/47 | 3,275 | 3,639 | ||||||||||
4 | Mayo Clinic | 4.128% | 11/15/52 | 1,975 | 2,218 | ||||||||||
McCormick & Co. Inc. | 3.900% | 7/15/21 | 3,025 | 3,097 | |||||||||||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 1,330 | 1,351 | |||||||||||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 10,483 | 10,867 | |||||||||||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 9,869 | 10,275 | |||||||||||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 3,467 | 3,790 | |||||||||||
McKesson Corp. | 2.700% | 12/15/22 | 5,800 | 5,867 | |||||||||||
McKesson Corp. | 2.850% | 3/15/23 | 250 | 254 | |||||||||||
McKesson Corp. | 3.796% | 3/15/24 | 12,080 | 12,698 | |||||||||||
McKesson Corp. | 3.950% | 2/16/28 | 7,607 | 8,046 | |||||||||||
McKesson Corp. | 4.750% | 5/30/29 | 2,300 | 2,578 | |||||||||||
Mead Johnson Nutrition Co. | 3.000% | 11/15/20 | 5,794 | 5,845 | |||||||||||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 11,407 | 12,478 | |||||||||||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 6,850 | 9,179 | |||||||||||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 12,790 | 15,355 | |||||||||||
Medtronic Inc. | 3.150% | 3/15/22 | 18,873 | 19,403 | |||||||||||
Medtronic Inc. | 2.750% | 4/1/23 | 950 | 971 | |||||||||||
Medtronic Inc. | 3.625% | 3/15/24 | 1,000 | 1,059 | |||||||||||
Medtronic Inc. | 3.500% | 3/15/25 | 19,726 | 21,126 | |||||||||||
Medtronic Inc. | 4.375% | 3/15/35 | 28,127 | 33,191 | |||||||||||
Medtronic Inc. | 4.625% | 3/15/45 | 22,390 | 28,039 | |||||||||||
Memorial Health Services | 3.447% | 11/1/49 | 7,300 | 7,165 | |||||||||||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 1,325 | 1,670 | |||||||||||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 8,805 | 10,152 | |||||||||||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,225 | 1,421 | |||||||||||
Merck & Co. Inc. | 3.875% | 1/15/21 | 12,657 | 12,873 | |||||||||||
Merck & Co. Inc. | 2.350% | 2/10/22 | 15,943 | 16,140 | |||||||||||
Merck & Co. Inc. | 2.400% | 9/15/22 | 10,804 | 10,954 | |||||||||||
Merck & Co. Inc. | 2.800% | 5/18/23 | 23,774 | 24,497 | |||||||||||
Merck & Co. Inc. | 2.900% | 3/7/24 | 4,895 | 5,094 | |||||||||||
Merck & Co. Inc. | 2.750% | 2/10/25 | 30,265 | 31,265 | |||||||||||
Merck & Co. Inc. | 3.400% | 3/7/29 | 18,950 | 20,464 | |||||||||||
Merck & Co. Inc. | 6.500% | 12/1/33 | 7,400 | 10,421 | |||||||||||
Merck & Co. Inc. | 3.900% | 3/7/39 | 11,050 | 12,612 | |||||||||||
Merck & Co. Inc. | 3.600% | 9/15/42 | 9,972 | 10,754 | |||||||||||
Merck & Co. Inc. | 4.150% | 5/18/43 | 13,797 | 16,299 | |||||||||||
Merck & Co. Inc. | 3.700% | 2/10/45 | 25,631 | 28,323 | |||||||||||
Merck & Co. Inc. | 4.000% | 3/7/49 | 22,125 | 25,753 | |||||||||||
Mercy Health | 4.302% | 7/1/28 | 2,580 | 2,852 | |||||||||||
Molson Coors Beverage Co. | 2.100% | 7/15/21 | 10,950 | 10,948 | |||||||||||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 1,800 | 1,846 | |||||||||||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 22,428 | 22,660 | |||||||||||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 14,708 | 16,011 | |||||||||||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 20,407 | 20,308 | |||||||||||
7 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 5,000 | 4,996 | ||||||||||
Mondelez International Inc. | 4.000% | 2/1/24 | 1,125 | 1,196 | |||||||||||
Mondelez International Inc. | 3.625% | 2/13/26 | 4,500 | 4,816 | |||||||||||
Mondelez International Inc. | 4.125% | 5/7/28 | 3,000 | 3,323 | |||||||||||
Mondelez International Inc. | 4.625% | 5/7/48 | 100 | 116 | |||||||||||
4 | Montefiore Obligated Group | 5.246% | 11/1/48 | 8,900 | 9,985 | ||||||||||
4 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 2,775 | 2,860 | ||||||||||
4 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 6,500 | 6,444 | ||||||||||
Mylan Inc. | 4.200% | 11/29/23 | 13,670 | 14,424 | |||||||||||
Mylan Inc. | 4.550% | 4/15/28 | 7,175 | 7,709 |
88
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Mylan Inc. | 5.400% | 11/29/43 | 7,424 | 8,064 | |||||||||||
Mylan Inc. | 5.200% | 4/15/48 | 7,875 | 8,716 | |||||||||||
Mylan NV | 3.150% | 6/15/21 | 13,010 | 13,144 | |||||||||||
Mylan NV | 3.950% | 6/15/26 | 18,785 | 19,490 | |||||||||||
Mylan NV | 5.250% | 6/15/46 | 11,125 | 12,410 | |||||||||||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 7,346 | 8,172 | |||||||||||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 4,675 | 5,054 | |||||||||||
New York & Presbyterian Hospital | 3.954% | 8/1/19 | 6,600 | 6,592 | |||||||||||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 9,625 | 9,800 | |||||||||||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 10,000 | 10,696 | |||||||||||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 4,000 | 4,016 | |||||||||||
Novartis Capital Corp. | 2.400% | 5/17/22 | 22,180 | 22,475 | |||||||||||
Novartis Capital Corp. | 2.400% | 9/21/22 | 9,694 | 9,843 | |||||||||||
Novartis Capital Corp. | 3.400% | 5/6/24 | 17,545 | 18,566 | |||||||||||
Novartis Capital Corp. | 3.000% | 11/20/25 | 22,377 | 23,447 | |||||||||||
Novartis Capital Corp. | 3.100% | 5/17/27 | 13,755 | 14,451 | |||||||||||
Novartis Capital Corp. | 3.700% | 9/21/42 | 7,513 | 8,263 | |||||||||||
Novartis Capital Corp. | 4.400% | 5/6/44 | 22,125 | 26,852 | |||||||||||
Novartis Capital Corp. | 4.000% | 11/20/45 | 14,493 | 16,804 | |||||||||||
NYU Hospitals Center | 4.784% | 7/1/44 | 3,900 | 4,668 | |||||||||||
4 | NYU Hospitals Center | 4.368% | 7/1/47 | 5,790 | 6,463 | ||||||||||
Orlando Health Obligated Group | 4.089% | 10/1/48 | 3,350 | 3,659 | |||||||||||
Partners Healthcare System Inc. | 3.765% | 7/1/48 | 875 | 918 | |||||||||||
Partners Healthcare System Inc. | 4.117% | 7/1/55 | 3,125 | 3,468 | |||||||||||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 4,175 | 5,107 | |||||||||||
PepsiCo Inc. | 2.000% | 4/15/21 | 12,813 | 12,838 | |||||||||||
PepsiCo Inc. | 3.000% | 8/25/21 | 13,962 | 14,225 | |||||||||||
PepsiCo Inc. | 1.700% | 10/6/21 | 10,275 | 10,264 | |||||||||||
PepsiCo Inc. | 2.750% | 3/5/22 | 13,520 | 13,793 | |||||||||||
PepsiCo Inc. | 2.250% | 5/2/22 | 3,925 | 3,964 | |||||||||||
PepsiCo Inc. | 3.100% | 7/17/22 | 6,125 | 6,309 | |||||||||||
PepsiCo Inc. | 2.750% | 3/1/23 | 5,691 | 5,844 | |||||||||||
PepsiCo Inc. | 3.600% | 3/1/24 | 8,213 | 8,735 | |||||||||||
PepsiCo Inc. | 2.750% | 4/30/25 | 17,463 | 18,061 | |||||||||||
PepsiCo Inc. | 3.500% | 7/17/25 | 11,170 | 11,974 | |||||||||||
PepsiCo Inc. | 2.850% | 2/24/26 | 5,148 | 5,358 | |||||||||||
PepsiCo Inc. | 2.375% | 10/6/26 | 15,440 | 15,651 | |||||||||||
PepsiCo Inc. | 3.000% | 10/15/27 | 20,835 | 21,980 | |||||||||||
PepsiCo Inc. | 2.625% | 7/29/29 | 19,559 | 19,912 | |||||||||||
PepsiCo Inc. | 4.000% | 3/5/42 | 11,750 | 13,369 | |||||||||||
PepsiCo Inc. | 3.600% | 8/13/42 | 7,403 | 7,918 | |||||||||||
PepsiCo Inc. | 4.250% | 10/22/44 | 10,660 | 12,533 | |||||||||||
PepsiCo Inc. | 4.600% | 7/17/45 | 6,470 | 7,994 | |||||||||||
PepsiCo Inc. | 4.450% | 4/14/46 | 16,001 | 19,664 | |||||||||||
PepsiCo Inc. | 3.450% | 10/6/46 | 16,725 | 17,655 | |||||||||||
PepsiCo Inc. | 4.000% | 5/2/47 | 4,400 | 5,080 | |||||||||||
PepsiCo Inc. | 3.375% | 7/29/49 | 11,295 | 11,824 | |||||||||||
PepsiCo Inc. | 2.875% | 10/15/49 | 15,925 | 15,240 | |||||||||||
PerkinElmer Inc. | 3.300% | 9/15/29 | 10,115 | 10,293 | |||||||||||
Perrigo Finance Unlimited Co. | 3.500% | 3/15/21 | 4,626 | 4,622 | |||||||||||
Perrigo Finance Unlimited Co. | 3.500% | 12/15/21 | 2,167 | 2,193 | |||||||||||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 10,300 | 10,592 | |||||||||||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 8,986 | 9,259 | |||||||||||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 3,787 | 3,484 | |||||||||||
Pfizer Inc. | 1.950% | 6/3/21 | 20,025 | 20,072 | |||||||||||
Pfizer Inc. | 3.000% | 9/15/21 | 8,285 | 8,444 | |||||||||||
Pfizer Inc. | 2.200% | 12/15/21 | 6,404 | 6,453 | |||||||||||
Pfizer Inc. | 2.800% | 3/11/22 | 9,705 | 9,892 | |||||||||||
Pfizer Inc. | 3.000% | 6/15/23 | 10,910 | 11,326 | |||||||||||
Pfizer Inc. | 3.200% | 9/15/23 | 7,150 | 7,454 | |||||||||||
Pfizer Inc. | 2.950% | 3/15/24 | 9,000 | 9,340 | |||||||||||
Pfizer Inc. | 3.400% | 5/15/24 | 7,009 | 7,409 | |||||||||||
Pfizer Inc. | 2.750% | 6/3/26 | 17,160 | 17,700 | |||||||||||
Pfizer Inc. | 3.000% | 12/15/26 | 21,198 | 22,225 |
89
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Pfizer Inc. | 3.600% | 9/15/28 | 15,600 | 17,037 | |||||||||||
Pfizer Inc. | 3.450% | 3/15/29 | 22,085 | 23,750 | |||||||||||
Pfizer Inc. | 4.000% | 12/15/36 | 12,450 | 14,181 | |||||||||||
Pfizer Inc. | 4.100% | 9/15/38 | 9,800 | 11,194 | |||||||||||
Pfizer Inc. | 3.900% | 3/15/39 | 16,150 | 18,177 | |||||||||||
Pfizer Inc. | 7.200% | 3/15/39 | 14,664 | 22,974 | |||||||||||
Pfizer Inc. | 5.600% | 9/15/40 | 1,600 | 2,112 | |||||||||||
Pfizer Inc. | 4.300% | 6/15/43 | 11,146 | 13,110 | |||||||||||
Pfizer Inc. | 4.400% | 5/15/44 | 14,825 | 17,696 | |||||||||||
Pfizer Inc. | 4.125% | 12/15/46 | 10,829 | 12,491 | |||||||||||
Pfizer Inc. | 4.200% | 9/15/48 | 13,955 | 16,340 | |||||||||||
Pfizer Inc. | 4.000% | 3/15/49 | 17,235 | 19,931 | |||||||||||
Pharmacia LLC | 6.600% | 12/1/28 | 6,640 | 8,720 | |||||||||||
Philip Morris International Inc. | 1.875% | 2/25/21 | 5,631 | 5,625 | |||||||||||
Philip Morris International Inc. | 4.125% | 5/17/21 | 3,527 | 3,628 | |||||||||||
Philip Morris International Inc. | 2.900% | 11/15/21 | 3,940 | 4,015 | |||||||||||
Philip Morris International Inc. | 2.625% | 2/18/22 | 2,000 | 2,024 | |||||||||||
Philip Morris International Inc. | 2.375% | 8/17/22 | 8,660 | 8,732 | |||||||||||
Philip Morris International Inc. | 2.500% | 8/22/22 | 2,020 | 2,039 | |||||||||||
Philip Morris International Inc. | 2.500% | 11/2/22 | 8,325 | 8,450 | |||||||||||
Philip Morris International Inc. | 2.625% | 3/6/23 | 6,340 | 6,443 | |||||||||||
Philip Morris International Inc. | 2.125% | 5/10/23 | 7,750 | 7,746 | |||||||||||
Philip Morris International Inc. | 3.600% | 11/15/23 | 11,859 | 12,466 | |||||||||||
Philip Morris International Inc. | 2.875% | 5/1/24 | 17,605 | 18,090 | |||||||||||
Philip Morris International Inc. | 3.250% | 11/10/24 | 13,170 | 13,785 | |||||||||||
Philip Morris International Inc. | 3.375% | 8/11/25 | 7,624 | 8,011 | |||||||||||
Philip Morris International Inc. | 2.750% | 2/25/26 | 15,266 | 15,432 | |||||||||||
Philip Morris International Inc. | 3.125% | 8/17/27 | 1,885 | 1,948 | |||||||||||
Philip Morris International Inc. | 3.125% | 3/2/28 | 6,100 | 6,254 | |||||||||||
Philip Morris International Inc. | 3.375% | 8/15/29 | 8,425 | 8,820 | |||||||||||
Philip Morris International Inc. | 6.375% | 5/16/38 | 13,842 | 19,226 | |||||||||||
Philip Morris International Inc. | 4.375% | 11/15/41 | 11,912 | 13,190 | |||||||||||
Philip Morris International Inc. | 4.500% | 3/20/42 | 8,336 | 9,354 | |||||||||||
Philip Morris International Inc. | 3.875% | 8/21/42 | 7,140 | 7,414 | |||||||||||
Philip Morris International Inc. | 4.125% | 3/4/43 | 10,635 | 11,461 | |||||||||||
Philip Morris International Inc. | 4.875% | 11/15/43 | 9,823 | 11,562 | |||||||||||
Philip Morris International Inc. | 4.250% | 11/10/44 | 13,955 | 15,382 | |||||||||||
4 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 1,080 | 1,132 | ||||||||||
Procter & Gamble Co. | 1.900% | 10/23/20 | 5,000 | 5,003 | |||||||||||
Procter & Gamble Co. | 1.850% | 2/2/21 | 7,419 | 7,426 | |||||||||||
Procter & Gamble Co. | 1.700% | 11/3/21 | 11,581 | 11,615 | |||||||||||
Procter & Gamble Co. | 2.300% | 2/6/22 | 9,985 | 10,115 | |||||||||||
Procter & Gamble Co. | 2.150% | 8/11/22 | 2,640 | 2,670 | |||||||||||
Procter & Gamble Co. | 3.100% | 8/15/23 | 14,392 | 15,044 | |||||||||||
Procter & Gamble Co. | 2.700% | 2/2/26 | 8,514 | 8,842 | |||||||||||
Procter & Gamble Co. | 2.450% | 11/3/26 | 12,350 | 12,703 | |||||||||||
Procter & Gamble Co. | 2.850% | 8/11/27 | 4,085 | 4,319 | |||||||||||
Procter & Gamble Co. | 5.500% | 2/1/34 | 1,400 | 1,875 | |||||||||||
Procter & Gamble Co. | 5.800% | 8/15/34 | 2,000 | 2,790 | |||||||||||
Procter & Gamble Co. | 3.500% | 10/25/47 | 9,865 | 11,077 | |||||||||||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 2,075 | 2,095 | |||||||||||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 8,645 | 8,463 | |||||||||||
4 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 4,868 | 5,077 | ||||||||||
4 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 3,775 | 4,040 | ||||||||||
Quest Diagnostics Inc. | 4.700% | 4/1/21 | 2,800 | 2,889 | |||||||||||
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 4,565 | 4,895 | |||||||||||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 6,420 | 6,752 | |||||||||||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 7,129 | 7,481 | |||||||||||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 3,475 | 3,833 | |||||||||||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 10,070 | 10,082 | |||||||||||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 1,368 | 1,512 | |||||||||||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 1,882 | 2,087 | |||||||||||
Reynolds American Inc. | 4.000% | 6/12/22 | 8,780 | 9,133 | |||||||||||
Reynolds American Inc. | 4.850% | 9/15/23 | 3,425 | 3,707 |
90
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Reynolds American Inc. | 4.450% | 6/12/25 | 37,522 | 40,340 | |||||||||||
Reynolds American Inc. | 5.700% | 8/15/35 | 13,703 | 15,803 | |||||||||||
Reynolds American Inc. | 7.250% | 6/15/37 | 8,044 | 10,319 | |||||||||||
Reynolds American Inc. | 8.125% | 5/1/40 | 2,569 | 3,336 | |||||||||||
Reynolds American Inc. | 7.000% | 8/4/41 | 3,375 | 4,175 | |||||||||||
Reynolds American Inc. | 6.150% | 9/15/43 | 5,220 | 6,077 | |||||||||||
Reynolds American Inc. | 5.850% | 8/15/45 | 23,734 | 27,173 | |||||||||||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 5,220 | 5,521 | |||||||||||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 1,750 | 1,724 | |||||||||||
Sanofi | 4.000% | 3/29/21 | 14,644 | 15,021 | |||||||||||
Sanofi | 3.375% | 6/19/23 | 15,300 | 16,032 | |||||||||||
Sanofi | 3.625% | 6/19/28 | 17,345 | 19,243 | |||||||||||
Shire Acquisitions Investments Ireland DAC | 2.400% | 9/23/21 | 39,818 | 40,017 | |||||||||||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 44,670 | 45,475 | |||||||||||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 34,492 | 35,511 | |||||||||||
Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 3,500 | 3,495 | |||||||||||
SSM Health Care Corp. | 3.688% | 6/1/23 | 8,575 | 8,921 | |||||||||||
SSM Health Care Corp. | 3.823% | 6/1/27 | 5,200 | 5,497 | |||||||||||
Stanford Health Care | 3.795% | 11/15/48 | 6,350 | 6,834 | |||||||||||
Stryker Corp. | 2.625% | 3/15/21 | 18,605 | 18,729 | |||||||||||
Stryker Corp. | 3.375% | 5/15/24 | 12,870 | 13,484 | |||||||||||
Stryker Corp. | 3.375% | 11/1/25 | 9,375 | 9,863 | |||||||||||
Stryker Corp. | 3.500% | 3/15/26 | 10,015 | 10,639 | |||||||||||
Stryker Corp. | 3.650% | 3/7/28 | 7,295 | 7,832 | |||||||||||
Stryker Corp. | 4.100% | 4/1/43 | 4,175 | 4,495 | |||||||||||
Stryker Corp. | 4.375% | 5/15/44 | 3,875 | 4,380 | |||||||||||
Stryker Corp. | 4.625% | 3/15/46 | 7,235 | 8,693 | |||||||||||
Sutter Health | 3.695% | 8/15/28 | 3,700 | 3,964 | |||||||||||
Sutter Health | 4.091% | 8/15/48 | 4,950 | 5,507 | |||||||||||
Sysco Corp. | 2.500% | 7/15/21 | 5,050 | 5,090 | |||||||||||
Sysco Corp. | 2.600% | 6/12/22 | 2,650 | 2,689 | |||||||||||
Sysco Corp. | 3.550% | 3/15/25 | 5,190 | 5,522 | |||||||||||
Sysco Corp. | 3.750% | 10/1/25 | 7,290 | 7,823 | |||||||||||
Sysco Corp. | 3.300% | 7/15/26 | 9,910 | 10,442 | |||||||||||
Sysco Corp. | 3.250% | 7/15/27 | 20,876 | 21,828 | |||||||||||
Sysco Corp. | 4.850% | 10/1/45 | 4,635 | 5,566 | |||||||||||
Sysco Corp. | 4.500% | 4/1/46 | 5,765 | 6,605 | |||||||||||
Sysco Corp. | 4.450% | 3/15/48 | 6,475 | 7,390 | |||||||||||
Takeda Pharmaceutical Co. Ltd. | 4.000% | 11/26/21 | 13,400 | 13,841 | |||||||||||
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 14,725 | 15,789 | |||||||||||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 18,850 | 21,935 | |||||||||||
4 | Texas Health Resources | 4.330% | 11/15/55 | 2,625 | 3,070 | ||||||||||
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 12,300 | 12,642 | |||||||||||
Thermo Fisher Scientific Inc. | 4.150% | 2/1/24 | 7,039 | 7,542 | |||||||||||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 9,725 | 10,389 | |||||||||||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 15,695 | 16,136 | |||||||||||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 12,305 | 12,854 | |||||||||||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 4,100 | 4,051 | |||||||||||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 6,101 | 7,715 | |||||||||||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 5,600 | 6,276 | |||||||||||
Toledo Hospital | 5.325% | 11/15/28 | 3,425 | 3,676 | |||||||||||
Toledo Hospital | 5.750% | 11/15/38 | 2,050 | 2,346 | |||||||||||
Trinity Health Corp. | 4.125% | 12/1/45 | 6,615 | 7,269 | |||||||||||
Tyson Foods Inc. | 2.250% | 8/23/21 | 2,250 | 2,259 | |||||||||||
Tyson Foods Inc. | 4.500% | 6/15/22 | 16,533 | 17,395 | |||||||||||
Tyson Foods Inc. | 3.900% | 9/28/23 | 2,950 | 3,128 | |||||||||||
Tyson Foods Inc. | 3.950% | 8/15/24 | 19,141 | 20,456 | |||||||||||
Tyson Foods Inc. | 4.000% | 3/1/26 | 2,125 | 2,301 | |||||||||||
Tyson Foods Inc. | 3.550% | 6/2/27 | 15,240 | 16,164 | |||||||||||
Tyson Foods Inc. | 4.350% | 3/1/29 | 17,143 | 19,395 | |||||||||||
Tyson Foods Inc. | 4.875% | 8/15/34 | 8,254 | 9,652 | |||||||||||
Tyson Foods Inc. | 5.150% | 8/15/44 | 5,675 | 6,865 | |||||||||||
Tyson Foods Inc. | 4.550% | 6/2/47 | 9,425 | 10,684 | |||||||||||
Tyson Foods Inc. | 5.100% | 9/28/48 | 16,505 | 20,772 |
91
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Unilever Capital Corp. | 4.250% | 2/10/21 | 14,435 | 14,819 | |||||||||||
Unilever Capital Corp. | 2.750% | 3/22/21 | 4,006 | 4,049 | |||||||||||
Unilever Capital Corp. | 1.375% | 7/28/21 | 10,405 | 10,327 | |||||||||||
Unilever Capital Corp. | 3.000% | 3/7/22 | 6,000 | 6,140 | |||||||||||
Unilever Capital Corp. | 2.200% | 5/5/22 | 800 | 805 | |||||||||||
Unilever Capital Corp. | 3.250% | 3/7/24 | 13,600 | 14,236 | |||||||||||
Unilever Capital Corp. | 2.600% | 5/5/24 | 24,225 | 24,759 | |||||||||||
Unilever Capital Corp. | 3.100% | 7/30/25 | 8,700 | 9,093 | |||||||||||
Unilever Capital Corp. | 2.000% | 7/28/26 | 10,625 | 10,526 | |||||||||||
Unilever Capital Corp. | 2.900% | 5/5/27 | 4,050 | 4,230 | |||||||||||
Unilever Capital Corp. | 3.500% | 3/22/28 | 12,875 | 13,919 | |||||||||||
Unilever Capital Corp. | 2.125% | 9/6/29 | 9,525 | 9,227 | |||||||||||
Unilever Capital Corp. | 5.900% | 11/15/32 | 7,250 | 9,824 | |||||||||||
Whirlpool Corp. | 4.850% | 6/15/21 | 2,763 | 2,867 | |||||||||||
Whirlpool Corp. | 4.700% | 6/1/22 | 4,380 | 4,633 | |||||||||||
Whirlpool Corp. | 4.000% | 3/1/24 | 3,429 | 3,626 | |||||||||||
Whirlpool Corp. | 3.700% | 5/1/25 | 2,705 | 2,843 | |||||||||||
Whirlpool Corp. | 4.750% | 2/26/29 | 8,215 | 9,136 | |||||||||||
Whirlpool Corp. | 4.500% | 6/1/46 | 6,407 | 6,626 | |||||||||||
4 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 3,250 | 3,880 | ||||||||||
Wyeth LLC | 7.250% | 3/1/23 | 2,400 | 2,772 | |||||||||||
Wyeth LLC | 6.450% | 2/1/24 | 9,325 | 10,866 | |||||||||||
Wyeth LLC | 6.500% | 2/1/34 | 8,300 | 11,589 | |||||||||||
Wyeth LLC | 6.000% | 2/15/36 | 5,465 | 7,270 | |||||||||||
Wyeth LLC | 5.950% | 4/1/37 | 23,213 | 31,609 | |||||||||||
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 4,275 | 4,960 | |||||||||||
Zimmer Biomet Holdings Inc. | 3.375% | 11/30/21 | 6,005 | 6,121 | |||||||||||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 8,925 | 9,112 | |||||||||||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 2,550 | 2,655 | |||||||||||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 21,280 | 22,370 | |||||||||||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 1,650 | 1,956 | |||||||||||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 9,970 | 10,445 | |||||||||||
Zoetis Inc. | 3.450% | 11/13/20 | 5,000 | 5,051 | |||||||||||
Zoetis Inc. | 3.250% | 8/20/21 | 3,300 | 3,353 | |||||||||||
Zoetis Inc. | 3.250% | 2/1/23 | 14,745 | 15,209 | |||||||||||
Zoetis Inc. | 4.500% | 11/13/25 | 4,200 | 4,648 | |||||||||||
Zoetis Inc. | 3.000% | 9/12/27 | 10,004 | 10,229 | |||||||||||
Zoetis Inc. | 3.900% | 8/20/28 | 5,700 | 6,168 | |||||||||||
Zoetis Inc. | 4.700% | 2/1/43 | 13,403 | 15,898 | |||||||||||
Zoetis Inc. | 3.950% | 9/12/47 | 6,400 | 6,940 | |||||||||||
Zoetis Inc. | 4.450% | 8/20/48 | 4,025 | 4,698 | |||||||||||
Energy (2.4%) | |||||||||||||||
Anadarko Petroleum Corp. | 6.600% | 3/15/46 | 100 | 124 | |||||||||||
Apache Corp. | 3.625% | 2/1/21 | 1,545 | 1,559 | |||||||||||
Apache Corp. | 3.250% | 4/15/22 | 3,020 | 3,065 | |||||||||||
Apache Corp. | 4.375% | 10/15/28 | 9,680 | 10,090 | |||||||||||
Apache Corp. | 7.750% | 12/15/29 | 1,070 | 1,362 | |||||||||||
Apache Corp. | 6.000% | 1/15/37 | 100 | 110 | |||||||||||
Apache Corp. | 5.100% | 9/1/40 | 17,786 | 18,052 | |||||||||||
Apache Corp. | 5.250% | 2/1/42 | 7,984 | 8,286 | |||||||||||
Apache Corp. | 4.750% | 4/15/43 | 15,390 | 14,720 | |||||||||||
Apache Corp. | 4.250% | 1/15/44 | 14,191 | 13,091 | |||||||||||
Apache Corp. | 5.350% | 7/1/49 | 2,500 | 2,610 | |||||||||||
Baker Hughes a GE Co. LLC | 5.125% | 9/15/40 | 13,482 | 15,883 | |||||||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 14,440 | 14,721 | |||||||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 17,645 | 18,381 | |||||||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 6,000 | 6,150 | |||||||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 15,240 | 15,602 | |||||||||||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 3,425 | 3,488 |
92
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 8,000 | 8,635 | |||||||||||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 12,440 | 13,915 | |||||||||||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 9,112 | 9,369 | |||||||||||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 3,100 | 3,299 | |||||||||||
BP Capital Markets America Inc. | 4.742% | 3/11/21 | 17,685 | 18,277 | |||||||||||
BP Capital Markets America Inc. | 2.112% | 9/16/21 | 10,001 | 10,040 | |||||||||||
BP Capital Markets America Inc. | 3.245% | 5/6/22 | 21,321 | 22,007 | |||||||||||
BP Capital Markets America Inc. | 2.520% | 9/19/22 | 8,150 | 8,274 | |||||||||||
BP Capital Markets America Inc. | 2.750% | 5/10/23 | 24,150 | 24,684 | |||||||||||
BP Capital Markets America Inc. | 3.216% | 11/28/23 | 18,249 | 18,963 | |||||||||||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 3,460 | 3,679 | |||||||||||
BP Capital Markets America Inc. | 3.224% | 4/14/24 | 707 | 737 | |||||||||||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 10,335 | 11,174 | |||||||||||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 5,450 | 5,787 | |||||||||||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 15,198 | 15,836 | |||||||||||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 6,725 | 6,952 | |||||||||||
BP Capital Markets America Inc. | 3.588% | 4/14/27 | 5,000 | 5,299 | |||||||||||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 12,650 | 13,955 | |||||||||||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 12,900 | 14,542 | |||||||||||
BP Capital Markets plc | 3.561% | 11/1/21 | 15,470 | 15,939 | |||||||||||
BP Capital Markets plc | 3.062% | 3/17/22 | 4,350 | 4,460 | |||||||||||
BP Capital Markets plc | 2.500% | 11/6/22 | 14,587 | 14,845 | |||||||||||
BP Capital Markets plc | 3.994% | 9/26/23 | 7,105 | 7,579 | |||||||||||
BP Capital Markets plc | 3.814% | 2/10/24 | 6,831 | 7,289 | |||||||||||
BP Capital Markets plc | 3.535% | 11/4/24 | 24,366 | 25,929 | |||||||||||
BP Capital Markets plc | 3.506% | 3/17/25 | 14,471 | 15,400 | |||||||||||
BP Capital Markets plc | 3.279% | 9/19/27 | 22,925 | 24,103 | |||||||||||
BP Capital Markets plc | 3.723% | 11/28/28 | 8,634 | 9,385 | |||||||||||
Burlington Resources Finance Co. | 7.200% | 8/15/31 | 3,425 | 4,827 | |||||||||||
Burlington Resources Finance Co. | 7.400% | 12/1/31 | 5,765 | 8,204 | |||||||||||
Canadian Natural Resources Ltd. | 3.450% | 11/15/21 | 5,563 | 5,682 | |||||||||||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 14,445 | 14,713 | |||||||||||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 5,923 | 6,191 | |||||||||||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 140 | 147 | |||||||||||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 16,628 | 17,697 | |||||||||||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 5,018 | 6,793 | |||||||||||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 6,815 | 8,704 | |||||||||||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 3,725 | 4,580 | |||||||||||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 7,022 | 9,152 | |||||||||||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 11,249 | 14,558 | |||||||||||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 4,829 | 6,507 | |||||||||||
Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 7,650 | 9,280 | |||||||||||
Cenovus Energy Inc. | 3.000% | 8/15/22 | 6,975 | 7,058 | |||||||||||
Cenovus Energy Inc. | 3.800% | 9/15/23 | 17,500 | 18,126 | |||||||||||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 13,485 | 14,223 | |||||||||||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 17,177 | 18,878 | |||||||||||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 13,087 | 16,647 | |||||||||||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 10,390 | 12,130 | |||||||||||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 9,264 | 10,677 | |||||||||||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 10,600 | 11,925 | |||||||||||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 21,925 | 24,282 | |||||||||||
7 | Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 17,584 | 17,980 | ||||||||||
Chevron Corp. | 2.100% | 5/16/21 | 18,900 | 18,984 | |||||||||||
Chevron Corp. | 2.411% | 3/3/22 | 4,935 | 5,001 | |||||||||||
Chevron Corp. | 2.498% | 3/3/22 | 8,190 | 8,325 | |||||||||||
Chevron Corp. | 2.355% | 12/5/22 | 21,477 | 21,761 | |||||||||||
Chevron Corp. | 2.566% | 5/16/23 | 4,350 | 4,437 | |||||||||||
Chevron Corp. | 3.191% | 6/24/23 | 21,340 | 22,194 | |||||||||||
Chevron Corp. | 2.895% | 3/3/24 | 15,320 | 15,847 | |||||||||||
Chevron Corp. | 3.326% | 11/17/25 | 3,933 | 4,189 | |||||||||||
Chevron Corp. | 2.954% | 5/16/26 | 22,215 | 23,205 | |||||||||||
Cimarex Energy Co. | 4.375% | 6/1/24 | 9,950 | 10,478 | |||||||||||
Cimarex Energy Co. | 3.900% | 5/15/27 | 18,976 | 19,619 | |||||||||||
Cimarex Energy Co. | 4.375% | 3/15/29 | 6,450 | 6,807 |
93
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 19,475 | 21,265 | |||||||||||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 5,450 | 6,907 | |||||||||||
Concho Resources Inc. | 3.750% | 10/1/27 | 27,986 | 29,350 | |||||||||||
Concho Resources Inc. | 4.300% | 8/15/28 | 5,475 | 5,961 | |||||||||||
Concho Resources Inc. | 4.875% | 10/1/47 | 12,480 | 14,539 | |||||||||||
Concho Resources Inc. | 4.850% | 8/15/48 | 7,770 | 8,994 | |||||||||||
ConocoPhillips | 5.900% | 10/15/32 | 13,376 | 17,473 | |||||||||||
ConocoPhillips | 5.900% | 5/15/38 | 7,112 | 9,657 | |||||||||||
ConocoPhillips | 6.500% | 2/1/39 | 19,922 | 28,867 | |||||||||||
ConocoPhillips Canada Funding Co. I | 5.950% | 10/15/36 | 7,500 | 10,055 | |||||||||||
ConocoPhillips Co. | 3.350% | 11/15/24 | 500 | 527 | |||||||||||
ConocoPhillips Co. | 4.950% | 3/15/26 | 26,079 | 29,937 | |||||||||||
ConocoPhillips Co. | 4.300% | 11/15/44 | 6,337 | 7,414 | |||||||||||
ConocoPhillips Co. | 5.950% | 3/15/46 | 10,299 | 14,671 | |||||||||||
ConocoPhillips Holding Co. | 6.950% | 4/15/29 | 11,359 | 15,408 | |||||||||||
Continental Resources Inc. | 4.500% | 4/15/23 | 4,092 | 4,286 | |||||||||||
Continental Resources Inc. | 4.375% | 1/15/28 | 18,885 | 20,065 | |||||||||||
Continental Resources Inc. | 4.900% | 6/1/44 | 10,250 | 10,929 | |||||||||||
Devon Energy Corp. | 5.850% | 12/15/25 | 6,651 | 7,871 | |||||||||||
Devon Energy Corp. | 7.950% | 4/15/32 | 5,300 | 7,503 | |||||||||||
Devon Energy Corp. | 5.600% | 7/15/41 | 11,043 | 13,409 | |||||||||||
Devon Energy Corp. | 4.750% | 5/15/42 | 8,169 | 9,143 | |||||||||||
Devon Energy Corp. | 5.000% | 6/15/45 | 9,163 | 10,561 | |||||||||||
Devon Financing Co. LLC | 7.875% | 9/30/31 | 12,287 | 16,891 | |||||||||||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 12,000 | 12,112 | |||||||||||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 9,400 | 9,504 | |||||||||||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 14,000 | 14,215 | |||||||||||
Dominion Energy Gas Holdings LLC | 3.550% | 11/1/23 | 13,725 | 14,199 | |||||||||||
Dominion Energy Gas Holdings LLC | 2.500% | 11/15/24 | 5,500 | 5,523 | |||||||||||
Dominion Energy Gas Holdings LLC | 3.600% | 12/15/24 | 7,750 | 8,132 | |||||||||||
Dominion Energy Gas Holdings LLC | 3.000% | 11/15/29 | 4,000 | 3,970 | |||||||||||
Dominion Energy Gas Holdings LLC | 4.800% | 11/1/43 | 5,675 | 6,295 | |||||||||||
Dominion Energy Gas Holdings LLC | 4.600% | 12/15/44 | 5,035 | 5,464 | |||||||||||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 10,644 | 10,826 | |||||||||||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 12,490 | 12,269 | |||||||||||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 15,785 | 15,946 | |||||||||||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 5,300 | 5,010 | |||||||||||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 925 | 831 | |||||||||||
Enbridge Energy Partners LP | 4.200% | 9/15/21 | 593 | 611 | |||||||||||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 4,585 | 5,341 | |||||||||||
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 9,310 | 13,295 | |||||||||||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 2,645 | 3,124 | |||||||||||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 9,366 | 13,915 | |||||||||||
Enbridge Inc. | 2.900% | 7/15/22 | 7,305 | 7,434 | |||||||||||
Enbridge Inc. | 4.000% | 10/1/23 | 1,000 | 1,055 | |||||||||||
Enbridge Inc. | 2.500% | 1/15/25 | 5,500 | 5,537 | |||||||||||
Enbridge Inc. | 4.250% | 12/1/26 | 7,332 | 8,054 | |||||||||||
Enbridge Inc. | 3.700% | 7/15/27 | 25,850 | 27,188 | |||||||||||
Enbridge Inc. | 3.125% | 11/15/29 | 11,900 | 12,007 | |||||||||||
Enbridge Inc. | 4.500% | 6/10/44 | 7,295 | 8,003 | |||||||||||
Enbridge Inc. | 4.000% | 11/15/49 | 5,500 | 5,726 | |||||||||||
Encana Corp. | 3.900% | 11/15/21 | 6,447 | 6,593 | |||||||||||
Encana Corp. | 8.125% | 9/15/30 | 3,550 | 4,467 | |||||||||||
Encana Corp. | 7.200% | 11/1/31 | 435 | 531 | |||||||||||
Encana Corp. | 7.375% | 11/1/31 | 4,600 | 5,621 | |||||||||||
Encana Corp. | 6.500% | 8/15/34 | 10,160 | 11,923 | |||||||||||
Encana Corp. | 6.625% | 8/15/37 | 2,158 | 2,554 | |||||||||||
Encana Corp. | 6.500% | 2/1/38 | 10,850 | 12,740 | |||||||||||
Energy Transfer Operating LP | 4.650% | 6/1/21 | 7,990 | 8,196 | |||||||||||
Energy Transfer Operating LP | 5.200% | 2/1/22 | 8,754 | 9,175 | |||||||||||
Energy Transfer Operating LP | 3.600% | 2/1/23 | 21,086 | 21,594 | |||||||||||
Energy Transfer Operating LP | 4.250% | 3/15/23 | 22,090 | 23,069 | |||||||||||
Energy Transfer Operating LP | 4.200% | 9/15/23 | 3,690 | 3,869 | |||||||||||
Energy Transfer Operating LP | 4.900% | 2/1/24 | 2,029 | 2,167 |
94
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Energy Transfer Operating LP | 4.500% | 4/15/24 | 1,250 | 1,327 | |||||||||||
Energy Transfer Operating LP | 4.050% | 3/15/25 | 13,125 | 13,761 | |||||||||||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 14,600 | 15,726 | |||||||||||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 9,520 | 9,957 | |||||||||||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 19,550 | 21,955 | |||||||||||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 8,040 | 9,013 | |||||||||||
Energy Transfer Operating LP | 6.250% | 4/15/49 | 14,750 | 17,751 | |||||||||||
Energy Transfer Partners LP | 4.950% | 6/15/28 | 16,150 | 17,659 | |||||||||||
Energy Transfer Partners LP | 4.900% | 3/15/35 | 4,648 | 4,854 | |||||||||||
Energy Transfer Partners LP | 6.625% | 10/15/36 | 3,980 | 4,728 | |||||||||||
Energy Transfer Partners LP | 5.800% | 6/15/38 | 8,125 | 9,169 | |||||||||||
Energy Transfer Partners LP | 7.500% | 7/1/38 | 5,882 | 7,492 | |||||||||||
Energy Transfer Partners LP | 6.050% | 6/1/41 | 8,120 | 9,107 | |||||||||||
Energy Transfer Partners LP | 6.500% | 2/1/42 | 10,008 | 11,893 | |||||||||||
Energy Transfer Partners LP | 5.150% | 2/1/43 | 1,774 | 1,824 | |||||||||||
Energy Transfer Partners LP | 5.950% | 10/1/43 | 4,772 | 5,288 | |||||||||||
Energy Transfer Partners LP | 5.150% | 3/15/45 | 4,078 | 4,286 | |||||||||||
Energy Transfer Partners LP | 6.125% | 12/15/45 | 17,770 | 20,552 | |||||||||||
Energy Transfer Partners LP | 5.300% | 4/15/47 | 8,730 | 9,323 | |||||||||||
Energy Transfer Partners LP | 6.000% | 6/15/48 | 14,485 | 16,806 | |||||||||||
Enterprise Products Operating LLC | 2.800% | 2/15/21 | 10,270 | 10,364 | |||||||||||
Enterprise Products Operating LLC | 2.850% | 4/15/21 | 1,985 | 2,004 | |||||||||||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 8,075 | 8,315 | |||||||||||
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 475 | 495 | |||||||||||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 20,288 | 20,967 | |||||||||||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 14,040 | 14,913 | |||||||||||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 17,160 | 18,269 | |||||||||||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 8,452 | 9,006 | |||||||||||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 1,247 | 1,347 | |||||||||||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 5,000 | 5,511 | |||||||||||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 20,825 | 21,376 | |||||||||||
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 5,643 | 7,690 | |||||||||||
Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,660 | 2,251 | |||||||||||
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 3,344 | 4,809 | |||||||||||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 13,086 | 17,005 | |||||||||||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 8,216 | 10,576 | |||||||||||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 6,395 | 8,158 | |||||||||||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 8,390 | 9,665 | |||||||||||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 15,433 | 16,865 | |||||||||||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 24,885 | 28,797 | |||||||||||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 4,407 | 5,275 | |||||||||||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 20,533 | 24,058 | |||||||||||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 23,540 | 25,385 | |||||||||||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 8,350 | 9,792 | |||||||||||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 14,000 | 15,019 | |||||||||||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 5,530 | 6,398 | |||||||||||
4 | Enterprise Products Operating LLC | 4.875% | 8/16/77 | 600 | 592 | ||||||||||
4 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 3,975 | 3,969 | ||||||||||
4 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 5,780 | 5,708 | ||||||||||
EOG Resources Inc. | 4.100% | 2/1/21 | 9,540 | 9,761 | |||||||||||
EOG Resources Inc. | 2.625% | 3/15/23 | 17,608 | 17,915 | |||||||||||
EOG Resources Inc. | 3.150% | 4/1/25 | 8,281 | 8,673 | |||||||||||
EOG Resources Inc. | 4.150% | 1/15/26 | 11,410 | 12,549 | |||||||||||
EOG Resources Inc. | 3.900% | 4/1/35 | 5,026 | 5,579 | |||||||||||
EQM Midstream Partners LP | 4.750% | 7/15/23 | 6,850 | 6,867 | |||||||||||
EQM Midstream Partners LP | 4.000% | 8/1/24 | 10,549 | 10,252 | |||||||||||
EQM Midstream Partners LP | 4.125% | 12/1/26 | 4,900 | 4,592 | |||||||||||
EQM Midstream Partners LP | 5.500% | 7/15/28 | 8,500 | 8,333 | |||||||||||
EQM Midstream Partners LP | 6.500% | 7/15/48 | 9,275 | 8,719 | |||||||||||
EQT Corp. | 4.875% | 11/15/21 | 7,155 | 7,348 | |||||||||||
EQT Corp. | 3.000% | 10/1/22 | 8,500 | 8,309 | |||||||||||
EQT Corp. | 3.900% | 10/1/27 | 14,411 | 13,396 | |||||||||||
Exxon Mobil Corp. | 2.222% | 3/1/21 | 16,870 | 16,961 | |||||||||||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 29,063 | 29,436 |
95
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 4,380 | 4,408 | |||||||||||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 33,332 | 34,118 | |||||||||||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 3,000 | 3,142 | |||||||||||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 5,100 | 5,113 | |||||||||||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 21,645 | 22,365 | |||||||||||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 15,916 | 16,697 | |||||||||||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 7,500 | 7,518 | |||||||||||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 14,350 | 14,420 | |||||||||||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 10,300 | 10,319 | |||||||||||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 16,550 | 17,708 | |||||||||||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 16,550 | 19,369 | |||||||||||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 20,000 | 19,830 | |||||||||||
Halliburton Co. | 3.500% | 8/1/23 | 4,549 | 4,727 | |||||||||||
Halliburton Co. | 3.800% | 11/15/25 | 44,975 | 47,987 | |||||||||||
Halliburton Co. | 4.850% | 11/15/35 | 14,928 | 16,839 | |||||||||||
Halliburton Co. | 6.700% | 9/15/38 | 15,645 | 20,635 | |||||||||||
Halliburton Co. | 4.500% | 11/15/41 | 2,000 | 2,135 | |||||||||||
Halliburton Co. | 4.750% | 8/1/43 | 10,730 | 11,792 | |||||||||||
Halliburton Co. | 5.000% | 11/15/45 | 21,267 | 24,208 | |||||||||||
Helmerich & Payne Inc. | 4.650% | 3/15/25 | 5,000 | 5,442 | |||||||||||
Hess Corp. | 3.500% | 7/15/24 | 3,100 | 3,179 | |||||||||||
Hess Corp. | 4.300% | 4/1/27 | 7,240 | 7,711 | |||||||||||
Hess Corp. | 7.875% | 10/1/29 | 7,343 | 9,554 | |||||||||||
Hess Corp. | 7.300% | 8/15/31 | 4,873 | 6,162 | |||||||||||
Hess Corp. | 7.125% | 3/15/33 | 4,642 | 5,878 | |||||||||||
Hess Corp. | 6.000% | 1/15/40 | 16,010 | 18,858 | |||||||||||
Hess Corp. | 5.600% | 2/15/41 | 14,718 | 17,189 | |||||||||||
Hess Corp. | 5.800% | 4/1/47 | 2,953 | 3,594 | |||||||||||
HollyFrontier Corp. | 5.875% | 4/1/26 | 2,520 | 2,830 | |||||||||||
Husky Energy Inc. | 3.950% | 4/15/22 | 12,571 | 12,997 | |||||||||||
Husky Energy Inc. | 4.000% | 4/15/24 | 15,898 | 16,719 | |||||||||||
Husky Energy Inc. | 4.400% | 4/15/29 | 16,800 | 18,082 | |||||||||||
Husky Energy Inc. | 6.800% | 9/15/37 | 2,966 | 3,885 | |||||||||||
Kinder Morgan Energy Partners LP | 3.500% | 3/1/21 | 1,271 | 1,288 | |||||||||||
Kinder Morgan Energy Partners LP | 5.800% | 3/1/21 | 6,435 | 6,704 | |||||||||||
Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 12,715 | 13,252 | |||||||||||
Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 6,214 | 6,463 | |||||||||||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 8,250 | 8,593 | |||||||||||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 10,394 | 10,702 | |||||||||||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 13,449 | 13,932 | |||||||||||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 450 | 479 | |||||||||||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 21,611 | 23,092 | |||||||||||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 2,328 | 2,490 | |||||||||||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 285 | 373 | |||||||||||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 3,490 | 4,609 | |||||||||||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 5,549 | 6,570 | |||||||||||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 22,586 | 28,149 | |||||||||||
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 4,871 | 6,434 | |||||||||||
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 6,945 | 8,777 | |||||||||||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 7,200 | 9,135 | |||||||||||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 6,575 | 8,921 | |||||||||||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 2,315 | 2,871 | |||||||||||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 12,027 | 13,870 | |||||||||||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 4,631 | 5,020 | |||||||||||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 12,174 | 12,870 | |||||||||||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 3,791 | 4,144 | |||||||||||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 15,427 | 17,772 | |||||||||||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 2,729 | 3,106 | |||||||||||
7 | Kinder Morgan Inc. | 5.000% | 2/15/21 | 6,475 | 6,665 | ||||||||||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 10,749 | 10,989 | |||||||||||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 7,500 | 8,126 | |||||||||||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 14,394 | 15,663 | |||||||||||
Kinder Morgan Inc. | 7.800% | 8/1/31 | 4,850 | 6,632 | |||||||||||
Kinder Morgan Inc. | 7.750% | 1/15/32 | 10,653 | 14,599 |
96
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 15,127 | 17,828 | |||||||||||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 21,396 | 25,601 | |||||||||||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 9,675 | 10,821 | |||||||||||
Magellan Midstream Partners LP | 4.250% | 2/1/21 | 3,795 | 3,879 | |||||||||||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 8,250 | 9,296 | |||||||||||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 176 | 205 | |||||||||||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 4,152 | 4,395 | |||||||||||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 8,540 | 8,988 | |||||||||||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 6,375 | 7,342 | |||||||||||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 3,000 | 3,076 | |||||||||||
Marathon Oil Corp. | 2.800% | 11/1/22 | 12,793 | 12,987 | |||||||||||
Marathon Oil Corp. | 3.850% | 6/1/25 | 12,175 | 12,854 | |||||||||||
Marathon Oil Corp. | 4.400% | 7/15/27 | 11,552 | 12,536 | |||||||||||
Marathon Oil Corp. | 6.800% | 3/15/32 | 6,093 | 7,724 | |||||||||||
Marathon Oil Corp. | 6.600% | 10/1/37 | 8,280 | 10,526 | |||||||||||
Marathon Oil Corp. | 5.200% | 6/1/45 | 5,675 | 6,577 | |||||||||||
Marathon Petroleum Corp. | 3.400% | 12/15/20 | 5,725 | 5,787 | |||||||||||
Marathon Petroleum Corp. | 5.125% | 3/1/21 | 13,487 | 13,947 | |||||||||||
Marathon Petroleum Corp. | 5.375% | 10/1/22 | 2,125 | 2,149 | |||||||||||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 25,445 | 27,616 | |||||||||||
Marathon Petroleum Corp. | 5.125% | 4/1/24 | 1,000 | 1,028 | |||||||||||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 7,380 | 7,738 | |||||||||||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 24,760 | 27,967 | |||||||||||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 6,240 | 6,522 | |||||||||||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 13,115 | 16,979 | |||||||||||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 5,647 | 6,142 | |||||||||||
Marathon Petroleum Corp. | 5.850% | 12/15/45 | 1,459 | 1,663 | |||||||||||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 5,270 | 5,556 | |||||||||||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 4,568 | 4,917 | |||||||||||
7 | MPLX LP | 3.500% | 12/1/22 | 1,850 | 1,905 | ||||||||||
MPLX LP | 3.375% | 3/15/23 | 4,865 | 4,992 | |||||||||||
MPLX LP | 4.500% | 7/15/23 | 18,525 | 19,661 | |||||||||||
MPLX LP | 4.875% | 12/1/24 | 32,426 | 35,165 | |||||||||||
7 | MPLX LP | 5.250% | 1/15/25 | 750 | 787 | ||||||||||
MPLX LP | 4.000% | 2/15/25 | 4,208 | 4,389 | |||||||||||
MPLX LP | 4.875% | 6/1/25 | 4,363 | 4,763 | |||||||||||
MPLX LP | 4.125% | 3/1/27 | 14,091 | 14,743 | |||||||||||
7 | MPLX LP | 4.250% | 12/1/27 | 17,660 | 18,527 | ||||||||||
MPLX LP | 4.000% | 3/15/28 | 13,325 | 13,803 | |||||||||||
MPLX LP | 4.500% | 4/15/38 | 18,700 | 19,017 | |||||||||||
MPLX LP | 5.200% | 3/1/47 | 17,745 | 19,054 | |||||||||||
7 | MPLX LP | 5.200% | 12/1/47 | 10,200 | 10,705 | ||||||||||
MPLX LP | 4.700% | 4/15/48 | 14,700 | 14,819 | |||||||||||
MPLX LP | 5.500% | 2/15/49 | 17,775 | 20,136 | |||||||||||
MPLX LP | 4.900% | 4/15/58 | 6,650 | 6,766 | |||||||||||
National Fuel Gas Co. | 4.900% | 12/1/21 | 912 | 951 | |||||||||||
National Fuel Gas Co. | 3.750% | 3/1/23 | 3,660 | 3,759 | |||||||||||
National Fuel Gas Co. | 5.200% | 7/15/25 | 2,200 | 2,394 | |||||||||||
National Fuel Gas Co. | 3.950% | 9/15/27 | 3,190 | 3,227 | |||||||||||
National Fuel Gas Co. | 4.750% | 9/1/28 | 10,055 | 10,693 | |||||||||||
National Oilwell Varco Inc. | 2.600% | 12/1/22 | 7,460 | 7,532 | |||||||||||
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 6,000 | 6,005 | |||||||||||
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 8,338 | 7,828 | |||||||||||
Newfield Exploration Co. | 5.750% | 1/30/22 | 13,275 | 14,105 | |||||||||||
Newfield Exploration Co. | 5.625% | 7/1/24 | 3,300 | 3,630 | |||||||||||
Newfield Exploration Co. | 5.375% | 1/1/26 | 35,700 | 38,690 | |||||||||||
Noble Energy Inc. | 3.900% | 11/15/24 | 5,475 | 5,784 | |||||||||||
Noble Energy Inc. | 3.850% | 1/15/28 | 9,225 | 9,701 | |||||||||||
Noble Energy Inc. | 3.250% | 10/15/29 | 4,050 | 4,081 | |||||||||||
Noble Energy Inc. | 6.000% | 3/1/41 | 13,023 | 15,578 | |||||||||||
Noble Energy Inc. | 5.250% | 11/15/43 | 10,987 | 12,379 | |||||||||||
Noble Energy Inc. | 5.050% | 11/15/44 | 7,400 | 8,156 | |||||||||||
Noble Energy Inc. | 4.950% | 8/15/47 | 6,055 | 6,723 | |||||||||||
Noble Energy Inc. | 4.200% | 10/15/49 | 5,000 | 5,026 |
97
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Occidental Petroleum Corp. | 4.100% | 2/1/21 | 19,016 | 19,309 | |||||||||||
Occidental Petroleum Corp. | 4.850% | 3/15/21 | 3,377 | 3,475 | |||||||||||
Occidental Petroleum Corp. | 2.600% | 8/13/21 | 18,000 | 18,108 | |||||||||||
Occidental Petroleum Corp. | 3.125% | 2/15/22 | 9,215 | 9,367 | |||||||||||
Occidental Petroleum Corp. | 2.600% | 4/15/22 | 4,991 | 5,025 | |||||||||||
Occidental Petroleum Corp. | 2.700% | 8/15/22 | 20,000 | 20,218 | |||||||||||
Occidental Petroleum Corp. | 2.700% | 2/15/23 | 11,731 | 11,820 | |||||||||||
Occidental Petroleum Corp. | 6.950% | 7/1/24 | 9,687 | 11,358 | |||||||||||
Occidental Petroleum Corp. | 2.900% | 8/15/24 | 27,300 | 27,729 | |||||||||||
Occidental Petroleum Corp. | 3.500% | 6/15/25 | 5,652 | 5,827 | |||||||||||
Occidental Petroleum Corp. | 5.550% | 3/15/26 | 19,463 | 22,052 | |||||||||||
Occidental Petroleum Corp. | 3.400% | 4/15/26 | 15,384 | 15,727 | |||||||||||
Occidental Petroleum Corp. | 3.200% | 8/15/26 | 11,020 | 11,139 | |||||||||||
Occidental Petroleum Corp. | 3.500% | 8/15/29 | 17,400 | 17,742 | |||||||||||
Occidental Petroleum Corp. | 7.500% | 5/1/31 | 8,861 | 11,500 | |||||||||||
Occidental Petroleum Corp. | 7.875% | 9/15/31 | 4,029 | 5,338 | |||||||||||
Occidental Petroleum Corp. | 6.450% | 9/15/36 | 19,985 | 24,340 | |||||||||||
Occidental Petroleum Corp. | 7.950% | 6/15/39 | 3,480 | 4,780 | |||||||||||
Occidental Petroleum Corp. | 4.300% | 8/15/39 | 8,020 | 8,131 | |||||||||||
Occidental Petroleum Corp. | 6.200% | 3/15/40 | 16,118 | 19,173 | |||||||||||
Occidental Petroleum Corp. | 4.500% | 7/15/44 | 9,390 | 9,385 | |||||||||||
Occidental Petroleum Corp. | 4.625% | 6/15/45 | 10,331 | 10,565 | |||||||||||
Occidental Petroleum Corp. | 6.600% | 3/15/46 | 9,625 | 12,480 | |||||||||||
Occidental Petroleum Corp. | 4.400% | 4/15/46 | 22,978 | 23,207 | |||||||||||
Occidental Petroleum Corp. | 4.100% | 2/15/47 | 8,460 | 8,198 | |||||||||||
Occidental Petroleum Corp. | 4.200% | 3/15/48 | 5,275 | 5,220 | |||||||||||
Occidental Petroleum Corp. | 4.400% | 8/15/49 | 6,355 | 6,542 | |||||||||||
ONEOK Inc. | 4.250% | 2/1/22 | 12,375 | 12,841 | |||||||||||
ONEOK Inc. | 7.500% | 9/1/23 | 8,650 | 10,062 | |||||||||||
ONEOK Inc. | 2.750% | 9/1/24 | 5,300 | 5,327 | |||||||||||
ONEOK Inc. | 4.000% | 7/13/27 | 3,175 | 3,352 | |||||||||||
ONEOK Inc. | 3.400% | 9/1/29 | 20,485 | 20,714 | |||||||||||
ONEOK Inc. | 6.000% | 6/15/35 | 1,000 | 1,165 | |||||||||||
ONEOK Inc. | 4.950% | 7/13/47 | 11,675 | 12,775 | |||||||||||
ONEOK Inc. | 5.200% | 7/15/48 | 4,250 | 4,813 | |||||||||||
ONEOK Inc. | 4.450% | 9/1/49 | 8,300 | 8,521 | |||||||||||
ONEOK Partners LP | 3.375% | 10/1/22 | 13,532 | 13,921 | |||||||||||
ONEOK Partners LP | 4.900% | 3/15/25 | 7,219 | 7,928 | |||||||||||
ONEOK Partners LP | 6.650% | 10/1/36 | 14,814 | 18,695 | |||||||||||
ONEOK Partners LP | 6.850% | 10/15/37 | 7,155 | 9,182 | |||||||||||
ONEOK Partners LP | 6.125% | 2/1/41 | 5,045 | 6,054 | |||||||||||
Patterson-UTI Energy Inc. | 3.950% | 2/1/28 | 6,505 | 6,279 | |||||||||||
Patterson-UTI Energy Inc. | 5.150% | 11/15/29 | 4,000 | 4,084 | |||||||||||
Petro-Canada | 5.350% | 7/15/33 | 3,730 | 4,598 | |||||||||||
Petro-Canada | 5.950% | 5/15/35 | 7,830 | 10,168 | |||||||||||
Petro-Canada | 6.800% | 5/15/38 | 10,263 | 14,622 | |||||||||||
Phillips 66 | 4.300% | 4/1/22 | 14,360 | 15,062 | |||||||||||
Phillips 66 | 3.900% | 3/15/28 | 8,760 | 9,521 | |||||||||||
Phillips 66 | 4.650% | 11/15/34 | 5,668 | 6,612 | |||||||||||
Phillips 66 | 5.875% | 5/1/42 | 13,206 | 17,833 | |||||||||||
Phillips 66 | 4.875% | 11/15/44 | 24,171 | 29,114 | |||||||||||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 3,000 | 2,992 | |||||||||||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 8,183 | 8,537 | |||||||||||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 2,500 | 2,614 | |||||||||||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 3,575 | 3,716 | |||||||||||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 6,500 | 6,454 | |||||||||||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 6,900 | 7,429 | |||||||||||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 5,376 | 6,009 | |||||||||||
Pioneer Natural Resources Co. | 3.450% | 1/15/21 | 3,680 | 3,722 | |||||||||||
Pioneer Natural Resources Co. | 3.950% | 7/15/22 | 21,210 | 22,062 | |||||||||||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 9,495 | 10,415 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 5.000% | 2/1/21 | 6,112 | 6,248 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 3.650% | 6/1/22 | 4,134 | 4,242 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 2.850% | 1/31/23 | 14,938 | 15,099 |
98
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 3.850% | 10/15/23 | 4,009 | 4,154 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 3.600% | 11/1/24 | 24,515 | 25,148 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.650% | 10/15/25 | 7,908 | 8,458 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 10,854 | 11,521 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 10,000 | 9,827 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 3,181 | 3,742 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/42 | 6,925 | 6,930 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.300% | 1/31/43 | 10,897 | 9,931 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/44 | 5,535 | 5,377 | |||||||||||
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 300 | 298 | |||||||||||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.875% | 3/1/22 | 10,610 | 11,268 | |||||||||||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 21,120 | 22,361 | |||||||||||
Regency Energy Partners LP / Regency Energy Finance Corp. | 4.500% | 11/1/23 | 14,200 | 15,016 | |||||||||||
Sabine Pass Liquefaction LLC | 5.625% | 2/1/21 | 32,487 | 33,397 | |||||||||||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 14,525 | 15,609 | |||||||||||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 16,008 | 17,409 | |||||||||||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 22,950 | 25,601 | |||||||||||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 26,050 | 29,274 | |||||||||||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 25,067 | 28,796 | |||||||||||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 9,717 | 10,701 | |||||||||||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 15,290 | 16,189 | |||||||||||
Schlumberger Investment SA | 3.650% | 12/1/23 | 18,205 | 19,169 | |||||||||||
Shell International Finance BV | 1.875% | 5/10/21 | 23,850 | 23,840 | |||||||||||
Shell International Finance BV | 1.750% | 9/12/21 | 13,475 | 13,458 | |||||||||||
Shell International Finance BV | 2.375% | 8/21/22 | 11,531 | 11,679 | |||||||||||
Shell International Finance BV | 2.250% | 1/6/23 | 12,378 | 12,477 | |||||||||||
Shell International Finance BV | 3.400% | 8/12/23 | 9,345 | 9,791 | |||||||||||
Shell International Finance BV | 3.500% | 11/13/23 | 7,500 | 7,885 | |||||||||||
Shell International Finance BV | 2.000% | 11/7/24 | 10,000 | 9,983 | |||||||||||
Shell International Finance BV | 3.250% | 5/11/25 | 26,415 | 27,911 | |||||||||||
Shell International Finance BV | 2.875% | 5/10/26 | 31,120 | 32,265 | |||||||||||
Shell International Finance BV | 2.500% | 9/12/26 | 19,685 | 19,970 | |||||||||||
Shell International Finance BV | 3.875% | 11/13/28 | 16,585 | 18,373 | |||||||||||
Shell International Finance BV | 2.375% | 11/7/29 | 17,250 | 17,075 | |||||||||||
Shell International Finance BV | 4.125% | 5/11/35 | 16,555 | 19,322 | |||||||||||
Shell International Finance BV | 6.375% | 12/15/38 | 26,932 | 39,296 | |||||||||||
Shell International Finance BV | 5.500% | 3/25/40 | 6,603 | 8,938 | |||||||||||
Shell International Finance BV | 3.625% | 8/21/42 | 8,944 | 9,554 | |||||||||||
Shell International Finance BV | 4.550% | 8/12/43 | 13,487 | 16,276 | |||||||||||
Shell International Finance BV | 4.375% | 5/11/45 | 30,524 | 36,347 | |||||||||||
Shell International Finance BV | 4.000% | 5/10/46 | 29,986 | 34,157 | |||||||||||
Shell International Finance BV | 3.750% | 9/12/46 | 6,680 | 7,305 | |||||||||||
Shell International Finance BV | 3.125% | 11/7/49 | 18,645 | 18,383 | |||||||||||
Southern Natural Gas Co. LLC / Southern Natural Issuing Corp. | 4.400% | 6/15/21 | 6,418 | 6,584 | |||||||||||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 6,460 | 7,022 | |||||||||||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 13,980 | 14,602 | |||||||||||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 6,098 | 6,310 | |||||||||||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 951 | 1,183 | |||||||||||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 13,775 | 15,142 | |||||||||||
Suncor Energy Inc. | 3.600% | 12/1/24 | 3,540 | 3,749 | |||||||||||
Suncor Energy Inc. | 7.150% | 2/1/32 | 5,003 | 6,987 | |||||||||||
Suncor Energy Inc. | 5.950% | 12/1/34 | 2,135 | 2,782 | |||||||||||
Suncor Energy Inc. | 6.500% | 6/15/38 | 19,738 | 27,403 | |||||||||||
Suncor Energy Inc. | 6.850% | 6/1/39 | 2,954 | 4,269 | |||||||||||
Suncor Energy Inc. | 4.000% | 11/15/47 | 9,550 | 10,374 | |||||||||||
Sunoco Logistics Partners Operations LP | 4.400% | 4/1/21 | 23,900 | 24,472 | |||||||||||
Sunoco Logistics Partners Operations LP | 3.450% | 1/15/23 | 1,789 | 1,825 | |||||||||||
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 7,593 | 7,967 | |||||||||||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 4,275 | 4,909 | |||||||||||
Sunoco Logistics Partners Operations LP | 3.900% | 7/15/26 | 6,085 | 6,302 |
99
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Sunoco Logistics Partners Operations LP | 4.000% | 10/1/27 | 9,940 | 10,242 | |||||||||||
Sunoco Logistics Partners Operations LP | 6.100% | 2/15/42 | 9,115 | 9,998 | |||||||||||
Sunoco Logistics Partners Operations LP | 4.950% | 1/15/43 | 1,075 | 1,066 | |||||||||||
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 12,878 | 13,571 | |||||||||||
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 15,427 | 16,444 | |||||||||||
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 9,945 | 10,740 | |||||||||||
TC PipeLines LP | 3.900% | 5/25/27 | 6,500 | 6,783 | |||||||||||
TechnipFMC plc | 3.450% | 10/1/22 | 5,322 | 5,415 | |||||||||||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 1,580 | 1,947 | |||||||||||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 2,520 | 3,211 | |||||||||||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,792 | 2,371 | |||||||||||
7 | Texas Eastern Transmission LP | 2.800% | 10/15/22 | 165 | 167 | ||||||||||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 5,860 | 7,856 | |||||||||||
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 24,340 | 24,907 | |||||||||||
Total Capital International SA | 2.750% | 6/19/21 | 27,828 | 28,188 | |||||||||||
Total Capital International SA | 2.218% | 7/12/21 | 9,000 | 9,042 | |||||||||||
Total Capital International SA | 2.875% | 2/17/22 | 6,765 | 6,902 | |||||||||||
Total Capital International SA | 2.700% | 1/25/23 | 11,050 | 11,288 | |||||||||||
Total Capital International SA | 3.700% | 1/15/24 | 24,850 | 26,371 | |||||||||||
Total Capital International SA | 3.750% | 4/10/24 | 290 | 310 | |||||||||||
Total Capital International SA | 2.434% | 1/10/25 | 10,000 | 10,112 | |||||||||||
Total Capital International SA | 3.455% | 2/19/29 | 13,700 | 14,794 | |||||||||||
Total Capital International SA | 2.829% | 1/10/30 | 15,700 | 16,095 | |||||||||||
Total Capital International SA | 3.461% | 7/12/49 | 9,200 | 9,673 | |||||||||||
Total Capital SA | 4.125% | 1/28/21 | 8,556 | 8,749 | |||||||||||
Total Capital SA | 3.883% | 10/11/28 | 8,400 | 9,366 | |||||||||||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 15,487 | 15,558 | |||||||||||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 4,607 | 4,828 | |||||||||||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 19,432 | 21,714 | |||||||||||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 12,350 | 13,662 | |||||||||||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 15,225 | 17,397 | |||||||||||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 2,755 | 3,334 | |||||||||||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 14,615 | 17,700 | |||||||||||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 19,565 | 25,359 | |||||||||||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 9,895 | 11,298 | |||||||||||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 10,260 | 13,316 | |||||||||||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 20,825 | 24,145 | |||||||||||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 14,450 | 16,974 | |||||||||||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 10,800 | 13,070 | |||||||||||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 7,523 | 9,584 | |||||||||||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 5,500 | 5,848 | |||||||||||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 618 | 717 | |||||||||||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 1,050 | 1,102 | |||||||||||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 4,000 | 4,263 | |||||||||||
Valero Energy Corp. | 3.400% | 9/15/26 | 16,129 | 16,902 | |||||||||||
Valero Energy Corp. | 4.350% | 6/1/28 | 16,185 | 17,764 | |||||||||||
Valero Energy Corp. | 4.000% | 4/1/29 | 8,945 | 9,621 | |||||||||||
Valero Energy Corp. | 7.500% | 4/15/32 | 8,816 | 12,240 | |||||||||||
Valero Energy Corp. | 6.625% | 6/15/37 | 10,913 | 14,441 | |||||||||||
Valero Energy Corp. | 4.900% | 3/15/45 | 11,200 | 12,928 | |||||||||||
Valero Energy Partners LP | 4.375% | 12/15/26 | 5,692 | 6,198 | |||||||||||
Valero Energy Partners LP | 4.500% | 3/15/28 | 5,800 | 6,352 | |||||||||||
Western Midstream Operating LP | 5.375% | 6/1/21 | 4,957 | 5,091 | |||||||||||
Western Midstream Operating LP | 4.000% | 7/1/22 | 4,045 | 4,130 | |||||||||||
Western Midstream Operating LP | 3.950% | 6/1/25 | 3,700 | 3,701 | |||||||||||
Western Midstream Operating LP | 4.650% | 7/1/26 | 6,441 | 6,610 | |||||||||||
Western Midstream Operating LP | 4.500% | 3/1/28 | 2,480 | 2,378 | |||||||||||
Western Midstream Operating LP | 4.750% | 8/15/28 | 1,595 | 1,582 | |||||||||||
Western Midstream Operating LP | 5.450% | 4/1/44 | 10,773 | 9,378 | |||||||||||
Western Midstream Operating LP | 5.300% | 3/1/48 | 9,950 | 8,542 | |||||||||||
Williams Cos. Inc. | 4.000% | 11/15/21 | 7,494 | 7,705 | |||||||||||
Williams Cos. Inc. | 3.600% | 3/15/22 | 14,570 | 14,971 | |||||||||||
Williams Cos. Inc. | 3.350% | 8/15/22 | 10,525 | 10,786 | |||||||||||
Williams Cos. Inc. | 3.700% | 1/15/23 | 14,125 | 14,579 |
100
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Williams Cos. Inc. | 4.500% | 11/15/23 | 5,800 | 6,190 | |||||||||||
Williams Cos. Inc. | 4.300% | 3/4/24 | 15,533 | 16,500 | |||||||||||
Williams Cos. Inc. | 4.550% | 6/24/24 | 26,513 | 28,588 | |||||||||||
Williams Cos. Inc. | 3.900% | 1/15/25 | 16,476 | 17,253 | |||||||||||
Williams Cos. Inc. | 4.000% | 9/15/25 | 8,525 | 9,024 | |||||||||||
Williams Cos. Inc. | 3.750% | 6/15/27 | 20,694 | 21,501 | |||||||||||
Williams Cos. Inc. | 7.500% | 1/15/31 | 250 | 329 | |||||||||||
Williams Cos. Inc. | 6.300% | 4/15/40 | 4,380 | 5,429 | |||||||||||
Williams Cos. Inc. | 5.800% | 11/15/43 | 14,705 | 17,512 | |||||||||||
Williams Cos. Inc. | 5.400% | 3/4/44 | 5,450 | 6,112 | |||||||||||
Williams Cos. Inc. | 5.750% | 6/24/44 | 6,251 | 7,370 | |||||||||||
Williams Cos. Inc. | 4.900% | 1/15/45 | 2,020 | 2,179 | |||||||||||
Williams Cos. Inc. | 5.100% | 9/15/45 | 15,075 | 16,761 | |||||||||||
Williams Cos. Inc. | 4.850% | 3/1/48 | 9,525 | 10,446 | |||||||||||
Other Industrial (0.1%) | |||||||||||||||
4 | American University | 3.672% | 4/1/49 | 4,500 | 4,812 | ||||||||||
4 | Boston University | 4.061% | 10/1/48 | 3,055 | 3,503 | ||||||||||
California Institute of Technology | 4.321% | 8/1/45 | 475 | 567 | |||||||||||
California Institute of Technology | 4.700% | 11/1/11 | 10,860 | 13,189 | |||||||||||
California Institute of Technology | 3.650% | 9/1/19 | 2,900 | 2,803 | |||||||||||
CBRE Services Inc. | 5.250% | 3/15/25 | 5,043 | 5,646 | |||||||||||
CBRE Services Inc. | 4.875% | 3/1/26 | 14,015 | 15,667 | |||||||||||
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 4,675 | 4,768 | |||||||||||
Cintas Corp. No. 2 | 3.250% | 6/1/22 | 4,915 | 5,057 | |||||||||||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 11,705 | 12,676 | |||||||||||
Fluor Corp. | 3.500% | 12/15/24 | 15,079 | 15,366 | |||||||||||
Fluor Corp. | 4.250% | 9/15/28 | 7,060 | 7,123 | |||||||||||
Georgetown University | 4.315% | 4/1/49 | 3,900 | 4,676 | |||||||||||
Georgetown University | 5.215% | 10/1/18 | 3,412 | 4,386 | |||||||||||
Hillenbrand Inc. | 4.500% | 9/15/26 | 4,125 | 4,279 | |||||||||||
4 | Johns Hopkins University | 4.083% | 7/1/53 | 3,900 | 4,504 | ||||||||||
Leland Stanford Junior University | 3.647% | 5/1/48 | 6,574 | 7,347 | |||||||||||
4 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 7,775 | 8,707 | ||||||||||
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 4,000 | 3,960 | |||||||||||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 9,921 | 15,148 | |||||||||||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 5,680 | 7,325 | |||||||||||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 8,060 | 8,774 | |||||||||||
4 | Northwestern University | 4.643% | 12/1/44 | 6,125 | 7,611 | ||||||||||
4 | Northwestern University | 3.662% | 12/1/57 | 4,294 | 4,736 | ||||||||||
President & Fellows of Harvard College | 3.619% | 10/1/37 | 2,500 | 2,659 | |||||||||||
7 | President & Fellows of Harvard College | 6.500% | 1/15/39 | 100 | 148 | ||||||||||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 6,100 | 7,762 | |||||||||||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 5,337 | 5,414 | |||||||||||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 2,660 | 2,735 | |||||||||||
Steelcase Inc. | 5.125% | 1/18/29 | 4,730 | 5,333 | |||||||||||
4 | Trustees of Boston College | 3.129% | 7/1/52 | 4,560 | 4,429 | ||||||||||
4 | University of Chicago | 4.003% | 10/1/53 | 6,610 | 7,522 | ||||||||||
4 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 7,000 | 7,442 | ||||||||||
University of Notre Dame du Lac | 3.394% | 2/15/48 | 4,275 | 4,544 | |||||||||||
University of Pennsylvania | 4.674% | 9/1/12 | 10,175 | 13,312 | |||||||||||
University of Pennsylvania | 3.610% | 2/15/19 | 4,985 | 5,096 | |||||||||||
4 | University of Southern California | 3.028% | 10/1/39 | 9,125 | 9,161 | ||||||||||
4 | University of Southern California | 3.841% | 10/1/47 | 13,625 | 15,137 | ||||||||||
4 | William Marsh Rice University | 3.574% | 5/15/45 | 14,660 | 15,636 | ||||||||||
Technology (2.2%) | |||||||||||||||
Adobe Inc. | 3.250% | 2/1/25 | 13,407 | 14,140 | |||||||||||
Alphabet Inc. | 3.625% | 5/19/21 | 13,553 | 13,893 | |||||||||||
Alphabet Inc. | 3.375% | 2/25/24 | 2,000 | 2,126 | |||||||||||
Alphabet Inc. | 1.998% | 8/15/26 | 1,394 | 1,387 | |||||||||||
Altera Corp. | 4.100% | 11/15/23 | 7,030 | 7,571 | |||||||||||
Amphenol Corp. | 3.200% | 4/1/24 | 3,650 | 3,778 | |||||||||||
Amphenol Corp. | 2.800% | 2/15/30 | 15,350 | 15,114 | |||||||||||
Analog Devices Inc. | 2.950% | 1/12/21 | 325 | 328 |
101
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Analog Devices Inc. | 2.500% | 12/5/21 | 5,475 | 5,518 | |||||||||||
Analog Devices Inc. | 2.875% | 6/1/23 | 14,050 | 14,323 | |||||||||||
Analog Devices Inc. | 3.125% | 12/5/23 | 10,124 | 10,444 | |||||||||||
Analog Devices Inc. | 3.900% | 12/15/25 | 164 | 176 | |||||||||||
Analog Devices Inc. | 3.500% | 12/5/26 | 10,915 | 11,444 | |||||||||||
Analog Devices Inc. | 5.300% | 12/15/45 | 850 | 1,035 | |||||||||||
Apple Inc. | 2.000% | 11/13/20 | 13,400 | 13,434 | |||||||||||
Apple Inc. | 2.250% | 2/23/21 | 35,506 | 35,682 | |||||||||||
Apple Inc. | 2.850% | 5/6/21 | 35,110 | 35,647 | |||||||||||
Apple Inc. | 1.550% | 8/4/21 | 20,941 | 20,895 | |||||||||||
Apple Inc. | 2.150% | 2/9/22 | 29,524 | 29,773 | |||||||||||
Apple Inc. | 2.500% | 2/9/22 | 17,325 | 17,583 | |||||||||||
Apple Inc. | 2.300% | 5/11/22 | 15,795 | 15,990 | |||||||||||
Apple Inc. | 2.700% | 5/13/22 | 20,159 | 20,588 | |||||||||||
Apple Inc. | 2.100% | 9/12/22 | 5,130 | 5,171 | |||||||||||
Apple Inc. | 2.400% | 1/13/23 | 16,217 | 16,454 | |||||||||||
Apple Inc. | 2.850% | 2/23/23 | 20,095 | 20,634 | |||||||||||
Apple Inc. | 2.400% | 5/3/23 | 39,713 | 40,358 | |||||||||||
Apple Inc. | 3.000% | 2/9/24 | 14,841 | 15,360 | |||||||||||
Apple Inc. | 3.450% | 5/6/24 | 18,207 | 19,347 | |||||||||||
Apple Inc. | 2.850% | 5/11/24 | 23,032 | 23,802 | |||||||||||
Apple Inc. | 1.800% | 9/11/24 | 5,150 | 5,103 | |||||||||||
Apple Inc. | 2.750% | 1/13/25 | 19,363 | 19,985 | |||||||||||
Apple Inc. | 2.500% | 2/9/25 | 17,374 | 17,710 | |||||||||||
Apple Inc. | 3.200% | 5/13/25 | 14,960 | 15,791 | |||||||||||
Apple Inc. | 3.250% | 2/23/26 | 54,668 | 57,819 | |||||||||||
Apple Inc. | 2.450% | 8/4/26 | 30,008 | 30,421 | |||||||||||
Apple Inc. | 2.050% | 9/11/26 | 11,050 | 10,929 | |||||||||||
Apple Inc. | 3.350% | 2/9/27 | 20,027 | 21,310 | |||||||||||
Apple Inc. | 3.200% | 5/11/27 | 30,239 | 31,851 | |||||||||||
Apple Inc. | 2.900% | 9/12/27 | 38,473 | 40,002 | |||||||||||
Apple Inc. | 3.000% | 11/13/27 | 5,282 | 5,541 | |||||||||||
Apple Inc. | 2.200% | 9/11/29 | 24,000 | 23,540 | |||||||||||
Apple Inc. | 4.500% | 2/23/36 | 14,560 | 17,655 | |||||||||||
Apple Inc. | 3.850% | 5/4/43 | 29,994 | 33,505 | |||||||||||
Apple Inc. | 4.450% | 5/6/44 | 5,072 | 6,199 | |||||||||||
Apple Inc. | 3.450% | 2/9/45 | 16,266 | 17,079 | |||||||||||
Apple Inc. | 4.375% | 5/13/45 | 22,175 | 26,693 | |||||||||||
Apple Inc. | 4.650% | 2/23/46 | 50,326 | 62,850 | |||||||||||
Apple Inc. | 3.850% | 8/4/46 | 28,205 | 31,655 | |||||||||||
Apple Inc. | 4.250% | 2/9/47 | 11,275 | 13,373 | |||||||||||
Apple Inc. | 3.750% | 9/12/47 | 14,494 | 15,982 | |||||||||||
Apple Inc. | 3.750% | 11/13/47 | 10,000 | 11,084 | |||||||||||
Apple Inc. | 2.950% | 9/11/49 | 29,973 | 29,127 | |||||||||||
Applied Materials Inc. | 4.300% | 6/15/21 | 5,050 | 5,221 | |||||||||||
Applied Materials Inc. | 3.900% | 10/1/25 | 7,900 | 8,600 | |||||||||||
Applied Materials Inc. | 3.300% | 4/1/27 | 13,350 | 14,164 | |||||||||||
Applied Materials Inc. | 5.100% | 10/1/35 | 5,278 | 6,652 | |||||||||||
Applied Materials Inc. | 5.850% | 6/15/41 | 7,366 | 10,045 | |||||||||||
Applied Materials Inc. | 4.350% | 4/1/47 | 11,225 | 13,541 | |||||||||||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 4,350 | 4,451 | |||||||||||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 2,154 | 2,256 | |||||||||||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 9,054 | 9,290 | |||||||||||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 3,785 | 3,919 | |||||||||||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 6,300 | 6,460 | |||||||||||
Autodesk Inc. | 3.600% | 12/15/22 | 1,725 | 1,782 | |||||||||||
Autodesk Inc. | 4.375% | 6/15/25 | 3,363 | 3,661 | |||||||||||
Autodesk Inc. | 3.500% | 6/15/27 | 5,110 | 5,346 | |||||||||||
Avnet Inc. | 3.750% | 12/1/21 | 1,950 | 1,992 | |||||||||||
Avnet Inc. | 4.875% | 12/1/22 | 6,870 | 7,278 | |||||||||||
Avnet Inc. | 4.625% | 4/15/26 | 5,855 | 6,204 | |||||||||||
Baidu Inc. | 2.875% | 7/6/22 | 10,200 | 10,293 | |||||||||||
Baidu Inc. | 3.500% | 11/28/22 | 8,525 | 8,763 | |||||||||||
Baidu Inc. | 3.875% | 9/29/23 | 10,550 | 11,001 |
102
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Baidu Inc. | 4.375% | 5/14/24 | 9,100 | 9,696 | |||||||||||
Baidu Inc. | 3.625% | 7/6/27 | 8,950 | 9,227 | |||||||||||
Baidu Inc. | 4.375% | 3/29/28 | 5,000 | 5,419 | |||||||||||
Baidu Inc. | 4.875% | 11/14/28 | 7,400 | 8,321 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.200% | 1/15/21 | 9,375 | 9,363 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.000% | 1/15/22 | 37,715 | 38,309 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 1/15/23 | 14,500 | 14,571 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 1/15/24 | 27,140 | 28,099 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.125% | 1/15/25 | 15,750 | 15,936 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 72,243 | 74,931 | |||||||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 6,865 | 6,932 | |||||||||||
7 | Broadcom Inc. | 3.125% | 4/15/21 | 16,200 | 16,392 | ||||||||||
7 | Broadcom Inc. | 3.125% | 10/15/22 | 16,000 | 16,278 | ||||||||||
7 | Broadcom Inc. | 3.625% | 10/15/24 | 36,716 | 38,050 | ||||||||||
7 | Broadcom Inc. | 4.250% | 4/15/26 | 28,150 | 29,882 | ||||||||||
7 | Broadcom Inc. | 4.750% | 4/15/29 | 34,500 | 37,664 | ||||||||||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 4,400 | 4,581 | |||||||||||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 5,000 | 4,990 | |||||||||||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 3,992 | 4,279 | |||||||||||
Cisco Systems Inc. | 2.200% | 2/28/21 | 54,600 | 54,834 | |||||||||||
Cisco Systems Inc. | 2.900% | 3/4/21 | 1,500 | 1,518 | |||||||||||
Cisco Systems Inc. | 1.850% | 9/20/21 | 8,675 | 8,683 | |||||||||||
Cisco Systems Inc. | 3.000% | 6/15/22 | 357 | 367 | |||||||||||
Cisco Systems Inc. | 2.600% | 2/28/23 | 2,650 | 2,708 | |||||||||||
Cisco Systems Inc. | 2.200% | 9/20/23 | 9,600 | 9,685 | |||||||||||
Cisco Systems Inc. | 3.625% | 3/4/24 | 11,595 | 12,389 | |||||||||||
Cisco Systems Inc. | 3.500% | 6/15/25 | 1,000 | 1,074 | |||||||||||
Cisco Systems Inc. | 2.950% | 2/28/26 | 3,655 | 3,837 | |||||||||||
Cisco Systems Inc. | 2.500% | 9/20/26 | 5,525 | 5,633 | |||||||||||
Cisco Systems Inc. | 5.900% | 2/15/39 | 13,808 | 19,356 | |||||||||||
Cisco Systems Inc. | 5.500% | 1/15/40 | 28,878 | 39,325 | |||||||||||
Citrix Systems Inc. | 4.500% | 12/1/27 | 8,000 | 8,640 | |||||||||||
Corning Inc. | 2.900% | 5/15/22 | 4,775 | 4,872 | |||||||||||
Corning Inc. | 4.700% | 3/15/37 | 5,511 | 6,069 | |||||||||||
Corning Inc. | 5.750% | 8/15/40 | 10,031 | 12,493 | |||||||||||
Corning Inc. | 4.750% | 3/15/42 | 4,600 | 5,189 | |||||||||||
Corning Inc. | 5.350% | 11/15/48 | 1,150 | 1,433 | |||||||||||
Corning Inc. | 4.375% | 11/15/57 | 8,950 | 9,011 | |||||||||||
Corning Inc. | 5.850% | 11/15/68 | 1,445 | 1,685 | |||||||||||
7 | Dell International LLC / EMC Corp. | 4.420% | 6/15/21 | 47,824 | 49,154 | ||||||||||
7 | Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 40,075 | 43,415 | ||||||||||
7 | Dell International LLC / EMC Corp. | 4.000% | 7/15/24 | 11,950 | 12,503 | ||||||||||
7 | Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 69,480 | 79,967 | ||||||||||
7 | Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 10,000 | 11,002 | ||||||||||
7 | Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 14,175 | 15,938 | ||||||||||
7 | Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 17,125 | 22,459 | ||||||||||
7 | Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 23,500 | 32,207 | ||||||||||
DXC Technology Co. | 4.250% | 4/15/24 | 17,301 | 18,307 | |||||||||||
DXC Technology Co. | 4.750% | 4/15/27 | 2,500 | 2,693 | |||||||||||
Equifax Inc. | 2.300% | 6/1/21 | 10,450 | 10,481 | |||||||||||
Equifax Inc. | 3.600% | 8/15/21 | 1,550 | 1,583 | |||||||||||
Equifax Inc. | 3.300% | 12/15/22 | 2,200 | 2,264 | |||||||||||
Equifax Inc. | 3.950% | 6/15/23 | 2,930 | 3,080 | |||||||||||
Equifax Inc. | 2.600% | 12/1/24 | 2,725 | 2,738 | |||||||||||
Equinix Inc. | 2.625% | 11/18/24 | 11,000 | 11,042 | |||||||||||
Equinix Inc. | 2.900% | 11/18/26 | 6,000 | 6,007 | |||||||||||
Equinix Inc. | 3.200% | 11/18/29 | 11,188 | 11,221 | |||||||||||
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 8,411 | 8,754 | |||||||||||
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 2,043 | 2,168 | |||||||||||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 26,160 | 27,011 | |||||||||||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 8,348 | 9,113 | |||||||||||
Fiserv Inc. | 4.750% | 6/15/21 | 550 | 571 | |||||||||||
Fiserv Inc. | 3.500% | 10/1/22 | 7,367 | 7,631 | |||||||||||
Fiserv Inc. | 3.800% | 10/1/23 | 14,302 | 15,076 |
103
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Fiserv Inc. | 2.750% | 7/1/24 | 25,200 | 25,634 | |||||||||||
Fiserv Inc. | 3.850% | 6/1/25 | 14,794 | 15,738 | |||||||||||
Fiserv Inc. | 3.200% | 7/1/26 | 17,000 | 17,600 | |||||||||||
Fiserv Inc. | 4.200% | 10/1/28 | 5,285 | 5,826 | |||||||||||
Fiserv Inc. | 3.500% | 7/1/29 | 44,045 | 46,305 | |||||||||||
Fiserv Inc. | 4.400% | 7/1/49 | 25,275 | 28,656 | |||||||||||
Flex Ltd. | 5.000% | 2/15/23 | 8,320 | 8,874 | |||||||||||
Flex Ltd. | 4.875% | 6/15/29 | 7,600 | 8,250 | |||||||||||
FLIR Systems Inc. | 3.125% | 6/15/21 | 1,590 | 1,602 | |||||||||||
Global Payments Inc. | 2.650% | 2/15/25 | 19,981 | 20,081 | |||||||||||
Global Payments Inc. | 3.200% | 8/15/29 | 13,811 | 14,057 | |||||||||||
Global Payments Inc. | 4.150% | 8/15/49 | 8,500 | 9,073 | |||||||||||
Hewlett Packard Enterprise Co. | 3.600% | 10/15/20 | 44,503 | 44,987 | |||||||||||
Hewlett Packard Enterprise Co. | 3.500% | 10/5/21 | 3,220 | 3,295 | |||||||||||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 23,155 | 24,439 | |||||||||||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 4,900 | 4,898 | |||||||||||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 29,125 | 32,284 | |||||||||||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 8,718 | 10,436 | |||||||||||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 17,450 | 21,028 | |||||||||||
HP Inc. | 3.750% | 12/1/20 | 1,389 | 1,411 | |||||||||||
HP Inc. | 4.300% | 6/1/21 | 8,000 | 8,230 | |||||||||||
HP Inc. | 4.050% | 9/15/22 | 1,875 | 1,958 | |||||||||||
HP Inc. | 6.000% | 9/15/41 | 10,304 | 11,359 | |||||||||||
IBM Credit LLC | 3.450% | 11/30/20 | 5,625 | 5,711 | |||||||||||
IBM Credit LLC | 1.800% | 1/20/21 | 7,620 | 7,609 | |||||||||||
IBM Credit LLC | 2.650% | 2/5/21 | 20,100 | 20,252 | |||||||||||
IBM Credit LLC | 3.600% | 11/30/21 | 9,965 | 10,292 | |||||||||||
IBM Credit LLC | 2.200% | 9/8/22 | 8,450 | 8,508 | |||||||||||
IBM Credit LLC | 3.000% | 2/6/23 | 10,460 | 10,759 | |||||||||||
Intel Corp. | 1.700% | 5/19/21 | 10,575 | 10,555 | |||||||||||
Intel Corp. | 3.300% | 10/1/21 | 17,717 | 18,173 | |||||||||||
Intel Corp. | 3.100% | 7/29/22 | 14,871 | 15,340 | |||||||||||
Intel Corp. | 2.700% | 12/15/22 | 23,852 | 24,432 | |||||||||||
Intel Corp. | 2.875% | 5/11/24 | 14,690 | 15,236 | |||||||||||
Intel Corp. | 3.700% | 7/29/25 | 44,721 | 48,315 | |||||||||||
Intel Corp. | 2.600% | 5/19/26 | 8,863 | 9,064 | |||||||||||
Intel Corp. | 2.450% | 11/15/29 | 16,000 | 15,908 | |||||||||||
Intel Corp. | 4.000% | 12/15/32 | 6,275 | 7,267 | |||||||||||
Intel Corp. | 4.800% | 10/1/41 | 9,681 | 11,979 | |||||||||||
Intel Corp. | 4.900% | 7/29/45 | 1,143 | 1,461 | |||||||||||
Intel Corp. | 4.100% | 5/19/46 | 14,025 | 16,123 | |||||||||||
Intel Corp. | 4.100% | 5/11/47 | 13,061 | 14,962 | |||||||||||
Intel Corp. | 3.734% | 12/8/47 | 38,909 | 42,518 | |||||||||||
Intel Corp. | 3.250% | 11/15/49 | 15,450 | 15,471 | |||||||||||
International Business Machines Corp. | 2.250% | 2/19/21 | 16,325 | 16,395 | |||||||||||
International Business Machines Corp. | 2.800% | 5/13/21 | 16,950 | 17,173 | |||||||||||
International Business Machines Corp. | 2.900% | 11/1/21 | 3,960 | 4,033 | |||||||||||
International Business Machines Corp. | 2.500% | 1/27/22 | 11,060 | 11,191 | |||||||||||
International Business Machines Corp. | 2.850% | 5/13/22 | 30,450 | 31,107 | |||||||||||
International Business Machines Corp. | 1.875% | 8/1/22 | 3,953 | 3,954 | |||||||||||
International Business Machines Corp. | 2.875% | 11/9/22 | 22,685 | 23,265 | |||||||||||
International Business Machines Corp. | 3.375% | 8/1/23 | 19,255 | 20,140 | |||||||||||
International Business Machines Corp. | 3.625% | 2/12/24 | 22,975 | 24,312 | |||||||||||
International Business Machines Corp. | 3.000% | 5/15/24 | 38,250 | 39,606 | |||||||||||
International Business Machines Corp. | 7.000% | 10/30/25 | 5,815 | 7,255 | |||||||||||
International Business Machines Corp. | 3.450% | 2/19/26 | 12,567 | 13,371 | |||||||||||
International Business Machines Corp. | 3.300% | 5/15/26 | 45,000 | 47,406 | |||||||||||
International Business Machines Corp. | 3.300% | 1/27/27 | 1,500 | 1,588 | |||||||||||
International Business Machines Corp. | 6.220% | 8/1/27 | 5,550 | 6,913 | |||||||||||
International Business Machines Corp. | 6.500% | 1/15/28 | 1,520 | 1,923 | |||||||||||
International Business Machines Corp. | 3.500% | 5/15/29 | 40,100 | 43,039 | |||||||||||
International Business Machines Corp. | 5.875% | 11/29/32 | 6,026 | 7,953 | |||||||||||
International Business Machines Corp. | 4.150% | 5/15/39 | 25,250 | 28,359 | |||||||||||
International Business Machines Corp. | 5.600% | 11/30/39 | 9,685 | 12,614 |
104
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
International Business Machines Corp. | 4.000% | 6/20/42 | 22,765 | 25,095 | |||||||||||
International Business Machines Corp. | 4.250% | 5/15/49 | 42,165 | 47,952 | |||||||||||
Jabil Inc. | 5.625% | 12/15/20 | 2,300 | 2,366 | |||||||||||
Jabil Inc. | 4.700% | 9/15/22 | 500 | 529 | |||||||||||
Jabil Inc. | 3.950% | 1/12/28 | 5,190 | 5,325 | |||||||||||
Juniper Networks Inc. | 4.350% | 6/15/25 | 10,000 | 10,641 | |||||||||||
Juniper Networks Inc. | 3.750% | 8/15/29 | 8,575 | 8,920 | |||||||||||
Juniper Networks Inc. | 5.950% | 3/15/41 | 5,051 | 5,682 | |||||||||||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 12,352 | 13,419 | |||||||||||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 7,300 | 8,092 | |||||||||||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 1,500 | 1,503 | |||||||||||
KLA Corp. | 4.125% | 11/1/21 | 10,535 | 10,889 | |||||||||||
KLA Corp. | 4.650% | 11/1/24 | 17,405 | 19,076 | |||||||||||
KLA Corp. | 4.100% | 3/15/29 | 18,510 | 20,265 | |||||||||||
KLA Corp. | 5.000% | 3/15/49 | 5,310 | 6,495 | |||||||||||
Lam Research Corp. | 2.800% | 6/15/21 | 8,350 | 8,442 | |||||||||||
Lam Research Corp. | 3.800% | 3/15/25 | 5,500 | 5,850 | |||||||||||
Lam Research Corp. | 3.750% | 3/15/26 | 12,925 | 13,843 | |||||||||||
Lam Research Corp. | 4.000% | 3/15/29 | 11,150 | 12,256 | |||||||||||
Lam Research Corp. | 4.875% | 3/15/49 | 14,175 | 17,681 | |||||||||||
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 5,750 | 6,038 | |||||||||||
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 5,525 | 6,091 | |||||||||||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 5,200 | 5,335 | |||||||||||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 5,400 | 5,564 | |||||||||||
Microchip Technology Inc. | 3.922% | 6/1/21 | 6,000 | 6,130 | |||||||||||
Microchip Technology Inc. | 4.333% | 6/1/23 | 5,000 | 5,283 | |||||||||||
Micron Technology Inc. | 4.640% | 2/6/24 | 4,800 | 5,190 | |||||||||||
Micron Technology Inc. | 4.975% | 2/6/26 | 6,650 | 7,365 | |||||||||||
Micron Technology Inc. | 4.185% | 2/15/27 | 10,930 | 11,668 | |||||||||||
Micron Technology Inc. | 5.327% | 2/6/29 | 9,425 | 10,756 | |||||||||||
Micron Technology Inc. | 4.663% | 2/15/30 | 4,300 | 4,730 | |||||||||||
Microsoft Corp. | 2.000% | 11/3/20 | 52,013 | 52,118 | |||||||||||
Microsoft Corp. | 4.000% | 2/8/21 | 6,025 | 6,178 | |||||||||||
Microsoft Corp. | 1.550% | 8/8/21 | 30,395 | 30,335 | |||||||||||
Microsoft Corp. | 2.400% | 2/6/22 | 31,721 | 32,172 | |||||||||||
Microsoft Corp. | 2.375% | 2/12/22 | 19,292 | 19,554 | |||||||||||
Microsoft Corp. | 2.650% | 11/3/22 | 11,530 | 11,800 | |||||||||||
Microsoft Corp. | 2.375% | 5/1/23 | 12,848 | 13,067 | |||||||||||
Microsoft Corp. | 2.000% | 8/8/23 | 23,472 | 23,602 | |||||||||||
Microsoft Corp. | 3.625% | 12/15/23 | 2,000 | 2,128 | |||||||||||
Microsoft Corp. | 2.875% | 2/6/24 | 26,200 | 27,165 | |||||||||||
Microsoft Corp. | 2.700% | 2/12/25 | 13,916 | 14,383 | |||||||||||
Microsoft Corp. | 3.125% | 11/3/25 | 32,217 | 34,052 | |||||||||||
Microsoft Corp. | 2.400% | 8/8/26 | 48,869 | 49,360 | |||||||||||
Microsoft Corp. | 3.300% | 2/6/27 | 24,515 | 26,168 | |||||||||||
Microsoft Corp. | 3.500% | 2/12/35 | 19,543 | 21,497 | |||||||||||
Microsoft Corp. | 4.200% | 11/3/35 | 15,985 | 18,855 | |||||||||||
Microsoft Corp. | 3.450% | 8/8/36 | 36,676 | 40,097 | |||||||||||
Microsoft Corp. | 4.100% | 2/6/37 | 26,625 | 31,365 | |||||||||||
Microsoft Corp. | 4.500% | 10/1/40 | 15,397 | 19,075 | |||||||||||
Microsoft Corp. | 3.500% | 11/15/42 | 29,340 | 31,858 | |||||||||||
Microsoft Corp. | 3.750% | 5/1/43 | 7,006 | 7,742 | |||||||||||
Microsoft Corp. | 4.875% | 12/15/43 | 13,757 | 17,946 | |||||||||||
Microsoft Corp. | 3.750% | 2/12/45 | 29,275 | 33,222 | |||||||||||
Microsoft Corp. | 4.450% | 11/3/45 | 47,045 | 58,602 | |||||||||||
Microsoft Corp. | 3.700% | 8/8/46 | 52,862 | 59,649 | |||||||||||
Microsoft Corp. | 4.250% | 2/6/47 | 35,300 | 43,081 | |||||||||||
Microsoft Corp. | 4.000% | 2/12/55 | 33,008 | 39,012 | |||||||||||
Microsoft Corp. | 4.750% | 11/3/55 | 775 | 1,037 | |||||||||||
Microsoft Corp. | 3.950% | 8/8/56 | 15,375 | 18,186 | |||||||||||
Microsoft Corp. | 4.500% | 2/6/57 | 20,899 | 27,051 | |||||||||||
Motorola Solutions Inc. | 3.750% | 5/15/22 | 4,698 | 4,852 | |||||||||||
Motorola Solutions Inc. | 3.500% | 3/1/23 | 11,265 | 11,614 | |||||||||||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 11,035 | 11,672 |
105
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 8,550 | 9,248 | |||||||||||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 4,550 | 4,994 | |||||||||||
NetApp Inc. | 3.300% | 9/29/24 | 4,450 | 4,601 | |||||||||||
NVIDIA Corp. | 2.200% | 9/16/21 | 11,850 | 11,898 | |||||||||||
NVIDIA Corp. | 3.200% | 9/16/26 | 10,790 | 11,281 | |||||||||||
7 | NXP BV / NXP Funding LLC | 4.875% | 3/1/24 | 11,400 | 12,383 | ||||||||||
7 | NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 12,941 | 14,526 | ||||||||||
7 | NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 10,550 | 12,330 | ||||||||||
7 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.875% | 6/18/26 | 2,900 | 3,067 | ||||||||||
7 | NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 22,800 | 24,624 | ||||||||||
Oracle Corp. | 2.800% | 7/8/21 | 11,643 | 11,810 | |||||||||||
Oracle Corp. | 1.900% | 9/15/21 | 62,638 | 62,717 | |||||||||||
Oracle Corp. | 2.500% | 5/15/22 | 19,453 | 19,730 | |||||||||||
Oracle Corp. | 2.500% | 10/15/22 | 13,669 | 13,896 | |||||||||||
Oracle Corp. | 2.625% | 2/15/23 | 12,661 | 12,906 | |||||||||||
Oracle Corp. | 2.400% | 9/15/23 | 28,266 | 28,720 | |||||||||||
Oracle Corp. | 3.400% | 7/8/24 | 37,835 | 39,914 | |||||||||||
Oracle Corp. | 2.950% | 11/15/24 | 24,920 | 25,835 | |||||||||||
Oracle Corp. | 2.950% | 5/15/25 | 33,437 | 34,753 | |||||||||||
Oracle Corp. | 2.650% | 7/15/26 | 62,448 | 63,746 | |||||||||||
Oracle Corp. | 3.250% | 11/15/27 | 5,000 | 5,286 | |||||||||||
Oracle Corp. | 3.250% | 5/15/30 | 5,170 | 5,486 | |||||||||||
Oracle Corp. | 4.300% | 7/8/34 | 20,495 | 23,929 | |||||||||||
Oracle Corp. | 3.900% | 5/15/35 | 6,647 | 7,393 | |||||||||||
Oracle Corp. | 3.850% | 7/15/36 | 23,705 | 25,947 | |||||||||||
Oracle Corp. | 3.800% | 11/15/37 | 18,974 | 20,662 | |||||||||||
Oracle Corp. | 6.125% | 7/8/39 | 5,000 | 6,989 | |||||||||||
Oracle Corp. | 5.375% | 7/15/40 | 37,455 | 48,540 | |||||||||||
Oracle Corp. | 4.500% | 7/8/44 | 20,538 | 24,221 | |||||||||||
Oracle Corp. | 4.125% | 5/15/45 | 24,825 | 27,898 | |||||||||||
Oracle Corp. | 4.000% | 7/15/46 | 27,710 | 30,732 | |||||||||||
Oracle Corp. | 4.000% | 11/15/47 | 25,050 | 27,975 | |||||||||||
Oracle Corp. | 4.375% | 5/15/55 | 13,477 | 15,935 | |||||||||||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 11,150 | 11,213 | |||||||||||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 14,000 | 14,136 | |||||||||||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 14,350 | 14,539 | |||||||||||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 18,540 | 18,578 | |||||||||||
QUALCOMM Inc. | 3.000% | 5/20/22 | 22,225 | 22,763 | |||||||||||
QUALCOMM Inc. | 2.600% | 1/30/23 | 22,075 | 22,461 | |||||||||||
QUALCOMM Inc. | 2.900% | 5/20/24 | 17,320 | 17,847 | |||||||||||
QUALCOMM Inc. | 3.450% | 5/20/25 | 26,800 | 28,251 | |||||||||||
QUALCOMM Inc. | 3.250% | 5/20/27 | 19,400 | 20,312 | |||||||||||
QUALCOMM Inc. | 4.650% | 5/20/35 | 9,826 | 11,626 | |||||||||||
QUALCOMM Inc. | 4.800% | 5/20/45 | 15,637 | 19,116 | |||||||||||
QUALCOMM Inc. | 4.300% | 5/20/47 | 17,365 | 19,920 | |||||||||||
salesforce.com Inc. | 3.250% | 4/11/23 | 13,250 | 13,756 | |||||||||||
salesforce.com Inc. | 3.700% | 4/11/28 | 16,000 | 17,543 | |||||||||||
Seagate HDD Cayman | 4.250% | 3/1/22 | 1,133 | 1,170 | |||||||||||
Seagate HDD Cayman | 4.750% | 6/1/23 | 2,503 | 2,650 | |||||||||||
Seagate HDD Cayman | 4.875% | 3/1/24 | 9,125 | 9,707 | |||||||||||
Seagate HDD Cayman | 4.750% | 1/1/25 | 6,348 | 6,737 | |||||||||||
Seagate HDD Cayman | 4.875% | 6/1/27 | 7,045 | 7,468 | |||||||||||
Seagate HDD Cayman | 5.750% | 12/1/34 | 7,105 | 7,478 | |||||||||||
Tech Data Corp. | 3.700% | 2/15/22 | 7,735 | 7,893 | |||||||||||
Tech Data Corp. | 4.950% | 2/15/27 | 5,000 | 5,148 | |||||||||||
Texas Instruments Inc. | 2.750% | 3/12/21 | 8,025 | 8,112 | |||||||||||
Texas Instruments Inc. | 1.850% | 5/15/22 | 5,700 | 5,706 | |||||||||||
Texas Instruments Inc. | 2.625% | 5/15/24 | 3,550 | 3,638 | |||||||||||
Texas Instruments Inc. | 2.900% | 11/3/27 | 7,125 | 7,440 | |||||||||||
Texas Instruments Inc. | 2.250% | 9/4/29 | 9,500 | 9,355 | |||||||||||
Texas Instruments Inc. | 3.875% | 3/15/39 | 8,850 | 9,948 | |||||||||||
Texas Instruments Inc. | 4.150% | 5/15/48 | 15,650 | 18,493 | |||||||||||
Total System Services Inc. | 3.800% | 4/1/21 | 9,645 | 9,824 | |||||||||||
Total System Services Inc. | 3.750% | 6/1/23 | 4,448 | 4,642 |
106
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Total System Services Inc. | 4.000% | 6/1/23 | 7,638 | 8,039 | |||||||||||
Total System Services Inc. | 4.800% | 4/1/26 | 8,098 | 8,999 | |||||||||||
Total System Services Inc. | 4.450% | 6/1/28 | 3,000 | 3,267 | |||||||||||
Trimble Inc. | 4.150% | 6/15/23 | 1,400 | 1,477 | |||||||||||
Trimble Inc. | 4.750% | 12/1/24 | 5,796 | 6,279 | |||||||||||
Trimble Inc. | 4.900% | 6/15/28 | 4,000 | 4,361 | |||||||||||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 2,200 | 2,264 | |||||||||||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 5,050 | 5,264 | |||||||||||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 1,000 | 1,055 | |||||||||||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 12,120 | 12,426 | |||||||||||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 7,700 | 11,315 | |||||||||||
Verisk Analytics Inc. | 5.800% | 5/1/21 | 4,650 | 4,869 | |||||||||||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 6,015 | 6,288 | |||||||||||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 10,327 | 11,106 | |||||||||||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 7,960 | 8,686 | |||||||||||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 9,650 | 11,889 | |||||||||||
VMware Inc. | 2.300% | 8/21/20 | 13,025 | 13,042 | |||||||||||
VMware Inc. | 2.950% | 8/21/22 | 25,865 | 26,344 | |||||||||||
VMware Inc. | 3.900% | 8/21/27 | 13,249 | 13,820 | |||||||||||
Xilinx Inc. | 3.000% | 3/15/21 | 10,700 | 10,823 | |||||||||||
Xilinx Inc. | 2.950% | 6/1/24 | 8,225 | 8,441 | |||||||||||
Transportation (0.7%) | |||||||||||||||
4 | American Airlines 2011-1 Class A Pass Through Trust | 5.250% | 7/31/22 | 559 | 573 | ||||||||||
4 | American Airlines 2013-1 Class A Pass Through Trust | 4.000% | 1/15/27 | 708 | 744 | ||||||||||
4 | American Airlines 2013-2 Class A Pass Through Trust | 4.950% | 7/15/24 | 4,941 | 5,167 | ||||||||||
4 | American Airlines 2014-1 Class A Pass Through Trust | 3.700% | 4/1/28 | 2,652 | 2,770 | ||||||||||
4 | American Airlines 2015-1 Class A Pass Through Trust | 3.375% | 11/1/28 | 2,274 | 2,332 | ||||||||||
4 | American Airlines 2015-1 Class B Pass Through Trust | 3.700% | 11/1/24 | 1,554 | 1,572 | ||||||||||
4 | American Airlines 2015-2 Class AA Pass Through Trust | 3.600% | 9/22/27 | 893 | 937 | ||||||||||
4 | American Airlines 2016-1 Class A Pass Through Trust | 4.100% | 1/15/28 | 2,892 | 3,054 | ||||||||||
4 | American Airlines 2016-1 Class AA Pass Through Trust | 3.575% | 1/15/28 | 3,063 | 3,211 | ||||||||||
4 | American Airlines 2016-2 Class A Pass Through Trust | 3.650% | 6/15/28 | 5,725 | 5,907 | ||||||||||
4 | American Airlines 2016-2 Class AA Pass Through Trust | 3.200% | 12/15/29 | 8,887 | 9,157 | ||||||||||
4 | American Airlines 2016-3 Class A Pass Through Trust | 3.250% | 4/15/30 | 2,005 | 2,056 | ||||||||||
4 | American Airlines 2016-3 Class AA Pass Through Trust | 3.000% | 10/15/28 | 5,231 | 5,321 | ||||||||||
4 | American Airlines 2017-1 Class AA Pass Through Trust | 3.650% | 8/15/30 | 2,234 | 2,341 | ||||||||||
4 | American Airlines 2017-1B Class B Pass Through Trust | 4.950% | 2/15/25 | 1,180 | 1,241 | ||||||||||
4 | American Airlines 2017-2 Class AA Pass Through Trust | 3.350% | 10/15/29 | 1,838 | 1,873 | ||||||||||
4 | American Airlines 2019-1 Class AA Pass Through Trust | 3.150% | 8/15/33 | 5,250 | 5,329 | ||||||||||
Burlington Northern Santa Fe LLC | 4.100% | 6/1/21 | 700 | 719 | |||||||||||
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 9,950 | 10,178 | |||||||||||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 5,445 | 5,565 | |||||||||||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 7,041 | 7,224 | |||||||||||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 9,306 | 9,562 | |||||||||||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 7,701 | 8,177 | |||||||||||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 9,442 | 10,080 | |||||||||||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 10,903 | 11,525 | |||||||||||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 11,585 | 12,054 | |||||||||||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 6,403 | 6,880 | |||||||||||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 1,131 | 1,422 | |||||||||||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 8,755 | 9,352 | |||||||||||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 3,300 | 4,563 | |||||||||||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 3,211 | 4,509 | |||||||||||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 9,310 | 12,573 | |||||||||||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 7,300 | 9,067 | |||||||||||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 10,805 | 13,925 | |||||||||||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 4,350 | 5,321 | |||||||||||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 6,956 | 8,035 | |||||||||||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 11,196 | 13,002 | |||||||||||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 14,960 | 17,412 | |||||||||||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 4,650 | 5,927 | |||||||||||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 8,131 | 10,062 | |||||||||||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 10,702 | 12,758 |
107
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 9,484 | 10,899 | |||||||||||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 7,540 | 9,184 | |||||||||||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 12,208 | 13,361 | |||||||||||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 12,940 | 14,620 | |||||||||||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 6,975 | 7,860 | |||||||||||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 8,225 | 9,388 | |||||||||||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 12,075 | 12,521 | |||||||||||
Canadian National Railway Co. | 2.850% | 12/15/21 | 2,410 | 2,443 | |||||||||||
Canadian National Railway Co. | 2.950% | 11/21/24 | 9,219 | 9,456 | |||||||||||
Canadian National Railway Co. | 2.750% | 3/1/26 | 6,967 | 7,110 | |||||||||||
Canadian National Railway Co. | 6.900% | 7/15/28 | 2,050 | 2,711 | |||||||||||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,420 | 1,960 | |||||||||||
Canadian National Railway Co. | 6.200% | 6/1/36 | 4,418 | 6,101 | |||||||||||
Canadian National Railway Co. | 6.375% | 11/15/37 | 2,568 | 3,663 | |||||||||||
Canadian National Railway Co. | 3.200% | 8/2/46 | 2,300 | 2,338 | |||||||||||
Canadian National Railway Co. | 3.650% | 2/3/48 | 11,685 | 12,748 | |||||||||||
Canadian National Railway Co. | 4.450% | 1/20/49 | 100 | 123 | |||||||||||
Canadian Pacific Railway Co. | 9.450% | 8/1/21 | 1,000 | 1,108 | |||||||||||
Canadian Pacific Railway Co. | 4.500% | 1/15/22 | 5,500 | 5,760 | |||||||||||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 6,303 | 6,686 | |||||||||||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 7,022 | 7,192 | |||||||||||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 2,910 | 4,034 | |||||||||||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 375 | 470 | |||||||||||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 2,464 | 2,934 | |||||||||||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 14,454 | 19,147 | |||||||||||
Canadian Pacific Railway Co. | 5.750% | 1/15/42 | 13,745 | 18,262 | |||||||||||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 500 | 624 | |||||||||||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 3,350 | 4,880 | |||||||||||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 4,192 | 4,577 | |||||||||||
4 | Continental Airlines 2007-1 Class A Pass Through Trust | 5.983% | 10/19/23 | 2,485 | 2,615 | ||||||||||
4 | Continental Airlines 2010-1 Class A Pass Through Trust | 4.750% | 7/12/22 | 2,754 | 2,813 | ||||||||||
4 | Continental Airlines 2012-1 Class A Pass Through Trust | 4.150% | 10/11/25 | 5,366 | 5,612 | ||||||||||
4 | Continental Airlines 2012-2 Class A Pass Through Trust | 4.000% | 4/29/26 | 943 | 994 | ||||||||||
CSX Corp. | 4.250% | 6/1/21 | 4,465 | 4,579 | |||||||||||
CSX Corp. | 3.700% | 11/1/23 | 5,600 | 5,919 | |||||||||||
CSX Corp. | 3.400% | 8/1/24 | 3,500 | 3,684 | |||||||||||
CSX Corp. | 3.350% | 11/1/25 | 10,090 | 10,675 | |||||||||||
CSX Corp. | 2.600% | 11/1/26 | 6,490 | 6,585 | |||||||||||
CSX Corp. | 3.250% | 6/1/27 | 9,589 | 10,058 | |||||||||||
CSX Corp. | 3.800% | 3/1/28 | 10,585 | 11,514 | |||||||||||
CSX Corp. | 4.250% | 3/15/29 | 16,808 | 18,871 | |||||||||||
CSX Corp. | 2.400% | 2/15/30 | 4,500 | 4,393 | |||||||||||
CSX Corp. | 6.000% | 10/1/36 | 6,794 | 8,829 | |||||||||||
CSX Corp. | 6.150% | 5/1/37 | 3,867 | 5,121 | |||||||||||
CSX Corp. | 6.220% | 4/30/40 | 7,850 | 10,649 | |||||||||||
CSX Corp. | 5.500% | 4/15/41 | 8,687 | 10,907 | |||||||||||
CSX Corp. | 4.750% | 5/30/42 | 6,755 | 7,907 | |||||||||||
CSX Corp. | 4.400% | 3/1/43 | 313 | 349 | |||||||||||
CSX Corp. | 4.100% | 3/15/44 | 7,150 | 7,761 | |||||||||||
CSX Corp. | 3.800% | 11/1/46 | 4,800 | 4,975 | |||||||||||
CSX Corp. | 4.300% | 3/1/48 | 8,850 | 9,947 | |||||||||||
CSX Corp. | 4.750% | 11/15/48 | 5,175 | 6,255 | |||||||||||
CSX Corp. | 4.500% | 3/15/49 | 11,550 | 13,383 | |||||||||||
CSX Corp. | 3.350% | 9/15/49 | 7,150 | 7,035 | |||||||||||
CSX Corp. | 3.950% | 5/1/50 | 6,160 | 6,646 | |||||||||||
CSX Corp. | 4.500% | 8/1/54 | 275 | 315 | |||||||||||
CSX Corp. | 4.250% | 11/1/66 | 8,695 | 9,292 | |||||||||||
CSX Corp. | 4.650% | 3/1/68 | 9,075 | 10,346 | |||||||||||
4 | Delta Air Lines 2007-1 Class A Pass Through Trust | 6.821% | 2/10/24 | 3,461 | 3,770 | ||||||||||
4 | Delta Air Lines 2015-1 Class AA Pass Through Trust | 3.625% | 7/30/27 | 3,266 | 3,447 | ||||||||||
4 | Delta Air Lines 2019-1 Class AA Pass Through Trust | 3.204% | 4/25/24 | 6,000 | 6,232 | ||||||||||
Delta Air Lines Inc. | 2.600% | 12/4/20 | 6,775 | 6,795 | |||||||||||
Delta Air Lines Inc. | 3.400% | 4/19/21 | 6,450 | 6,527 | |||||||||||
Delta Air Lines Inc. | 3.625% | 3/15/22 | 9,975 | 10,217 |
108
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Delta Air Lines Inc. | 3.800% | 4/19/23 | 7,725 | 8,013 | |||||||||||
Delta Air Lines Inc. | 2.900% | 10/28/24 | 7,000 | 7,017 | |||||||||||
Delta Air Lines Inc. | 4.375% | 4/19/28 | 6,975 | 7,315 | |||||||||||
Delta Air Lines Inc. | 3.750% | 10/28/29 | 5,000 | 4,978 | |||||||||||
FedEx Corp. | 3.400% | 1/14/22 | 1,000 | 1,027 | |||||||||||
FedEx Corp. | 2.625% | 8/1/22 | 5,865 | 5,950 | |||||||||||
FedEx Corp. | 4.000% | 1/15/24 | 6,126 | 6,548 | |||||||||||
FedEx Corp. | 3.200% | 2/1/25 | 7,364 | 7,631 | |||||||||||
FedEx Corp. | 3.250% | 4/1/26 | 7,585 | 7,862 | |||||||||||
FedEx Corp. | 3.300% | 3/15/27 | 5,950 | 6,113 | |||||||||||
FedEx Corp. | 3.400% | 2/15/28 | 7,590 | 7,712 | |||||||||||
FedEx Corp. | 4.900% | 1/15/34 | 1,762 | 1,992 | |||||||||||
FedEx Corp. | 3.900% | 2/1/35 | 8,016 | 8,095 | |||||||||||
FedEx Corp. | 3.875% | 8/1/42 | 3,420 | 3,287 | |||||||||||
FedEx Corp. | 4.100% | 4/15/43 | 5,870 | 5,738 | |||||||||||
FedEx Corp. | 5.100% | 1/15/44 | 6,795 | 7,437 | |||||||||||
FedEx Corp. | 4.100% | 2/1/45 | 1,700 | 1,635 | |||||||||||
FedEx Corp. | 4.750% | 11/15/45 | 18,965 | 19,962 | |||||||||||
FedEx Corp. | 4.550% | 4/1/46 | 10,930 | 11,170 | |||||||||||
FedEx Corp. | 4.400% | 1/15/47 | 8,830 | 8,874 | |||||||||||
FedEx Corp. | 4.050% | 2/15/48 | 21,410 | 20,548 | |||||||||||
FedEx Corp. | 4.950% | 10/17/48 | 8,250 | 8,965 | |||||||||||
FedEx Corp. | 4.500% | 2/1/65 | 1,124 | 1,012 | |||||||||||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 4,100 | 4,218 | |||||||||||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 3,875 | 4,138 | |||||||||||
4 | JetBlue 2019-1 Class AA Pass Through Trust | 2.750% | 5/15/32 | 10,260 | 10,339 | ||||||||||
Kansas City Southern | 3.000% | 5/15/23 | 7,866 | 8,037 | |||||||||||
Kansas City Southern | 2.875% | 11/15/29 | 5,735 | 5,712 | |||||||||||
Kansas City Southern | 4.300% | 5/15/43 | 5,390 | 5,862 | |||||||||||
Kansas City Southern | 4.950% | 8/15/45 | 9,025 | 10,582 | |||||||||||
Kansas City Southern | 4.700% | 5/1/48 | 12,600 | 14,569 | |||||||||||
Kirby Corp. | 4.200% | 3/1/28 | 22,676 | 23,903 | |||||||||||
4 | Latam Airlines 2015-1 Pass Through Trust A | 4.200% | 8/15/29 | 2,326 | 2,399 | ||||||||||
Norfolk Southern Corp. | 3.250% | 12/1/21 | 5,400 | 5,519 | |||||||||||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 10,073 | 10,293 | |||||||||||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 6,903 | 7,052 | |||||||||||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 3,575 | 3,788 | |||||||||||
Norfolk Southern Corp. | 5.590% | 5/17/25 | 2,302 | 2,658 | |||||||||||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 1,775 | 1,893 | |||||||||||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 2,405 | 2,472 | |||||||||||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 2,800 | 3,677 | |||||||||||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 6,070 | 6,322 | |||||||||||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 8,290 | 9,096 | |||||||||||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 9,200 | 9,134 | |||||||||||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 2,000 | 2,797 | |||||||||||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 20,661 | 24,456 | |||||||||||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 478 | 506 | |||||||||||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 5,515 | 6,321 | |||||||||||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 6,910 | 8,137 | |||||||||||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 2,050 | 2,196 | |||||||||||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 2,810 | 3,170 | |||||||||||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 4,550 | 4,999 | |||||||||||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 2,955 | 2,921 | |||||||||||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 19,253 | 21,124 | |||||||||||
Norfolk Southern Corp. | 6.000% | 3/15/05 | 972 | 1,282 | |||||||||||
Norfolk Southern Corp. | 5.100% | 8/1/18 | 6,893 | 8,110 | |||||||||||
Ryder System Inc. | 3.500% | 6/1/21 | 6,640 | 6,768 | |||||||||||
Ryder System Inc. | 2.875% | 6/1/22 | 3,000 | 3,053 | |||||||||||
Ryder System Inc. | 2.500% | 9/1/22 | 400 | 402 | |||||||||||
Ryder System Inc. | 3.400% | 3/1/23 | 4,505 | 4,643 | |||||||||||
Ryder System Inc. | 3.750% | 6/9/23 | 13,715 | 14,313 | |||||||||||
Ryder System Inc. | 3.650% | 3/18/24 | 12,000 | 12,597 | |||||||||||
Ryder System Inc. | 2.500% | 9/1/24 | 5,000 | 5,021 | |||||||||||
Ryder System Inc. | 2.900% | 12/1/26 | 2,000 | 2,012 |
109
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Southwest Airlines Co. | 2.750% | 11/16/22 | 950 | 963 | |||||||||||
Southwest Airlines Co. | 3.000% | 11/15/26 | 5,350 | 5,465 | |||||||||||
Southwest Airlines Co. | 3.450% | 11/16/27 | 3,460 | 3,621 | |||||||||||
4 | Southwest Airlines Co. 2007-1 Pass Through Trust | 6.150% | 2/1/24 | 743 | 782 | ||||||||||
4 | Spirit Airlines Class A Pass Through Certificates Series 2015-1 | 4.100% | 10/1/29 | 1,530 | 1,594 | ||||||||||
Union Pacific Corp. | 4.000% | 2/1/21 | 6,303 | 6,409 | |||||||||||
Union Pacific Corp. | 3.200% | 6/8/21 | 14,025 | 14,265 | |||||||||||
Union Pacific Corp. | 2.950% | 3/1/22 | 5,750 | 5,873 | |||||||||||
Union Pacific Corp. | 4.163% | 7/15/22 | 13,508 | 14,193 | |||||||||||
Union Pacific Corp. | 2.750% | 4/15/23 | 1,930 | 1,965 | |||||||||||
Union Pacific Corp. | 3.500% | 6/8/23 | 13,100 | 13,708 | |||||||||||
Union Pacific Corp. | 3.646% | 2/15/24 | 6,620 | 6,968 | |||||||||||
Union Pacific Corp. | 3.150% | 3/1/24 | 2,300 | 2,389 | |||||||||||
Union Pacific Corp. | 3.750% | 3/15/24 | 2,538 | 2,684 | |||||||||||
Union Pacific Corp. | 3.250% | 1/15/25 | 3,129 | 3,261 | |||||||||||
Union Pacific Corp. | 3.750% | 7/15/25 | 9,900 | 10,602 | |||||||||||
Union Pacific Corp. | 3.250% | 8/15/25 | 12,580 | 13,243 | |||||||||||
Union Pacific Corp. | 2.750% | 3/1/26 | 15,085 | 15,404 | |||||||||||
Union Pacific Corp. | 3.000% | 4/15/27 | 1,000 | 1,042 | |||||||||||
Union Pacific Corp. | 3.950% | 9/10/28 | 19,505 | 21,495 | |||||||||||
Union Pacific Corp. | 3.700% | 3/1/29 | 7,700 | 8,384 | |||||||||||
Union Pacific Corp. | 3.375% | 2/1/35 | 7,200 | 7,423 | |||||||||||
Union Pacific Corp. | 3.600% | 9/15/37 | 14,300 | 14,900 | |||||||||||
Union Pacific Corp. | 4.375% | 9/10/38 | 7,205 | 8,219 | |||||||||||
Union Pacific Corp. | 4.250% | 4/15/43 | 1,831 | 2,028 | |||||||||||
Union Pacific Corp. | 4.150% | 1/15/45 | 1,550 | 1,698 | |||||||||||
Union Pacific Corp. | 4.050% | 11/15/45 | 5,182 | 5,593 | |||||||||||
Union Pacific Corp. | 4.050% | 3/1/46 | 2,900 | 3,158 | |||||||||||
Union Pacific Corp. | 3.350% | 8/15/46 | 6,015 | 5,875 | |||||||||||
Union Pacific Corp. | 4.300% | 3/1/49 | 9,150 | 10,467 | |||||||||||
Union Pacific Corp. | 3.799% | 10/1/51 | 18,667 | 19,798 | |||||||||||
Union Pacific Corp. | 3.875% | 2/1/55 | 9,700 | 10,150 | |||||||||||
Union Pacific Corp. | 3.950% | 8/15/59 | 2,250 | 2,356 | |||||||||||
7 | Union Pacific Corp. | 3.839% | 3/20/60 | 15,414 | 15,421 | ||||||||||
Union Pacific Corp. | 4.375% | 11/15/65 | 10,616 | 11,640 | |||||||||||
Union Pacific Corp. | 4.100% | 9/15/67 | 6,915 | 7,123 | |||||||||||
4 | Union Pacific Railroad Co. 2007-3 Pass Through Trust | 6.176% | 1/2/31 | 682 | 798 | ||||||||||
4 | United Airlines 2013-1 Class A Pass Through Trust | 4.300% | 2/15/27 | 2,070 | 2,218 | ||||||||||
4 | United Airlines 2014-1 Class A Pass Through Trust | 4.000% | 10/11/27 | 3,159 | 3,340 | ||||||||||
4 | United Airlines 2014-2 Class A Pass Through Trust | 3.750% | 3/3/28 | 1,141 | 1,199 | ||||||||||
4 | United Airlines 2015-1 Class A Pass Through Trust | 3.700% | 6/1/24 | 2,940 | 3,008 | ||||||||||
4 | United Airlines 2015-1 Class AA Pass Through Trust | 3.450% | 12/1/27 | 3,842 | 3,962 | ||||||||||
4 | United Airlines 2016-1 Class A Pass Through Trust | 3.450% | 1/7/30 | 3,095 | 3,177 | ||||||||||
4 | United Airlines 2016-1 Class AA Pass Through Trust | 3.100% | 7/7/28 | 27,250 | 27,833 | ||||||||||
4 | United Airlines 2016-2 Class A Pass Through Trust | 3.100% | 10/7/28 | 2,526 | 2,556 | ||||||||||
4 | United Airlines 2016-2 Class AA Pass Through Trust | 2.875% | 10/7/28 | 4,494 | 4,551 | ||||||||||
4 | United Airlines 2019-1 Class AA Pass Through Trust | 4.150% | 8/25/31 | 9,325 | 10,064 | ||||||||||
4 | United Airlines 2019-2 Class AA Pass Through Trust | 2.700% | 11/1/33 | 6,200 | 6,195 | ||||||||||
United Parcel Service Inc. | 3.125% | 1/15/21 | 9,599 | 9,723 | |||||||||||
United Parcel Service Inc. | 2.050% | 4/1/21 | 8,175 | 8,196 | |||||||||||
United Parcel Service Inc. | 2.350% | 5/16/22 | 5,672 | 5,735 | |||||||||||
United Parcel Service Inc. | 2.450% | 10/1/22 | 9,408 | 9,555 | |||||||||||
United Parcel Service Inc. | 2.500% | 4/1/23 | 8,354 | 8,485 | |||||||||||
United Parcel Service Inc. | 2.800% | 11/15/24 | 9,955 | 10,266 | |||||||||||
United Parcel Service Inc. | 2.400% | 11/15/26 | 7,475 | 7,537 | |||||||||||
United Parcel Service Inc. | 3.050% | 11/15/27 | 20,025 | 21,023 | |||||||||||
United Parcel Service Inc. | 3.400% | 3/15/29 | 5,300 | 5,674 | |||||||||||
United Parcel Service Inc. | 2.500% | 9/1/29 | 5,000 | 4,988 | |||||||||||
United Parcel Service Inc. | 6.200% | 1/15/38 | 16,821 | 23,603 | |||||||||||
United Parcel Service Inc. | 4.875% | 11/15/40 | 5,267 | 6,399 | |||||||||||
United Parcel Service Inc. | 3.625% | 10/1/42 | 4,555 | 4,708 | |||||||||||
United Parcel Service Inc. | 3.400% | 11/15/46 | 4,240 | 4,237 | |||||||||||
United Parcel Service Inc. | 3.750% | 11/15/47 | 12,950 | 13,886 |
110
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
United Parcel Service Inc. | 4.250% | 3/15/49 | 7,450 | 8,616 | |||||||||||
United Parcel Service Inc. | 3.400% | 9/1/49 | 8,050 | 8,154 | |||||||||||
United Parcel Service of America Inc. | 8.375% | 4/1/30 | 1,563 | 2,204 | |||||||||||
4 | US Airways 2012-1 Class A Pass Through Trust | 5.900% | 4/1/26 | 878 | 969 | ||||||||||
4 | US Airways 2012-2 Class A Pass Through Trust | 4.625% | 12/3/26 | 531 | 570 | ||||||||||
4 | US Airways 2013-1 Class A Pass Through Trust | 3.950% | 5/15/27 | 538 | 563 | ||||||||||
40,658,989 | |||||||||||||||
Utilities (2.0%) | |||||||||||||||
Electric (1.8%) | |||||||||||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 4,060 | 4,089 | |||||||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 10,450 | 11,378 | |||||||||||
AEP Texas Inc. | 3.800% | 10/1/47 | 4,450 | 4,654 | |||||||||||
AEP Texas Inc. | 3.450% | 1/15/50 | 5,000 | 4,995 | |||||||||||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 3,265 | 3,365 | |||||||||||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 5,490 | 6,058 | |||||||||||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 6,500 | 6,965 | |||||||||||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 3,575 | 4,099 | |||||||||||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 5,000 | 5,352 | |||||||||||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 4,690 | 4,543 | |||||||||||
Alabama Power Co. | 2.450% | 3/30/22 | 7,950 | 8,049 | |||||||||||
Alabama Power Co. | 3.550% | 12/1/23 | 9,021 | 9,503 | |||||||||||
Alabama Power Co. | 6.125% | 5/15/38 | 775 | 1,045 | |||||||||||
Alabama Power Co. | 6.000% | 3/1/39 | 658 | 913 | |||||||||||
Alabama Power Co. | 3.850% | 12/1/42 | 2,795 | 2,972 | |||||||||||
Alabama Power Co. | 4.150% | 8/15/44 | 4,750 | 5,277 | |||||||||||
Alabama Power Co. | 3.750% | 3/1/45 | 3,970 | 4,163 | |||||||||||
Alabama Power Co. | 4.300% | 1/2/46 | 14,654 | 16,677 | |||||||||||
Alabama Power Co. | 3.700% | 12/1/47 | 6,200 | 6,496 | |||||||||||
Alabama Power Co. | 4.300% | 7/15/48 | 6,975 | 8,035 | |||||||||||
Alabama Power Co. | 3.450% | 10/1/49 | 7,450 | 7,623 | |||||||||||
Ameren Corp. | 3.650% | 2/15/26 | 4,140 | 4,328 | |||||||||||
Ameren Illinois Co. | 2.700% | 9/1/22 | 13,076 | 13,303 | |||||||||||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,335 | 2,442 | |||||||||||
Ameren Illinois Co. | 3.800% | 5/15/28 | 6,020 | 6,560 | |||||||||||
Ameren Illinois Co. | 4.150% | 3/15/46 | 2,875 | 3,270 | |||||||||||
Ameren Illinois Co. | 3.700% | 12/1/47 | 7,165 | 7,592 | |||||||||||
Ameren Illinois Co. | 4.500% | 3/15/49 | 5,950 | 7,307 | |||||||||||
American Electric Power Co. Inc. | 3.650% | 12/1/21 | 4,675 | 4,818 | |||||||||||
American Electric Power Co. Inc. | 2.950% | 12/15/22 | 5,431 | 5,545 | |||||||||||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 250 | 256 | |||||||||||
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 6,250 | 6,927 | |||||||||||
Appalachian Power Co. | 4.600% | 3/30/21 | 5,822 | 5,975 | |||||||||||
Appalachian Power Co. | 3.400% | 6/1/25 | 3,350 | 3,508 | |||||||||||
Appalachian Power Co. | 3.300% | 6/1/27 | 5,325 | 5,517 | |||||||||||
Appalachian Power Co. | 7.000% | 4/1/38 | 585 | 819 | |||||||||||
Appalachian Power Co. | 4.400% | 5/15/44 | 1,625 | 1,826 | |||||||||||
Appalachian Power Co. | 4.450% | 6/1/45 | 6,025 | 6,890 | |||||||||||
Appalachian Power Co. | 4.500% | 3/1/49 | 12,670 | 14,694 | |||||||||||
Arizona Public Service Co. | 3.150% | 5/15/25 | 5,050 | 5,236 | |||||||||||
Arizona Public Service Co. | 2.950% | 9/15/27 | 1,000 | 1,024 | |||||||||||
Arizona Public Service Co. | 5.050% | 9/1/41 | 85 | 103 | |||||||||||
Arizona Public Service Co. | 4.500% | 4/1/42 | 8,888 | 10,224 | |||||||||||
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,150 | 1,304 | |||||||||||
Arizona Public Service Co. | 3.750% | 5/15/46 | 10,550 | 10,970 | |||||||||||
Arizona Public Service Co. | 4.200% | 8/15/48 | 500 | 556 | |||||||||||
Arizona Public Service Co. | 4.250% | 3/1/49 | 5,800 | 6,546 | |||||||||||
Arizona Public Service Co. | 3.500% | 12/1/49 | 3,430 | 3,437 | |||||||||||
Avangrid Inc. | 3.150% | 12/1/24 | 8,658 | 8,925 | |||||||||||
Avangrid Inc. | 3.800% | 6/1/29 | 10,115 | 10,698 | |||||||||||
Avista Corp. | 4.350% | 6/1/48 | 4,195 | 4,744 | |||||||||||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 2,738 | 2,811 | |||||||||||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 7,030 | 7,292 | |||||||||||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 3,790 | 3,802 |
111
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 683 | 941 | |||||||||||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 7,765 | 7,929 | |||||||||||
Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 5,500 | 5,864 | |||||||||||
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 3,350 | 3,878 | |||||||||||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 6,645 | 6,501 | |||||||||||
Berkshire Hathaway Energy Co. | 2.375% | 1/15/21 | 6,100 | 6,120 | |||||||||||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 5,575 | 5,685 | |||||||||||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 8,169 | 8,622 | |||||||||||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,161 | 7,553 | |||||||||||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 4,075 | 4,251 | |||||||||||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 11,726 | 16,139 | |||||||||||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 11,500 | 15,536 | |||||||||||
Berkshire Hathaway Energy Co. | 6.500% | 9/15/37 | 4,969 | 6,884 | |||||||||||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 8,347 | 10,488 | |||||||||||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 7,875 | 9,269 | |||||||||||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 5,330 | 5,649 | |||||||||||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 12,045 | 14,117 | |||||||||||
Black Hills Corp. | 4.250% | 11/30/23 | 4,000 | 4,243 | |||||||||||
Black Hills Corp. | 3.950% | 1/15/26 | 2,700 | 2,845 | |||||||||||
Black Hills Corp. | 3.150% | 1/15/27 | 4,850 | 4,890 | |||||||||||
Black Hills Corp. | 3.050% | 10/15/29 | 3,915 | 3,912 | |||||||||||
Black Hills Corp. | 4.350% | 5/1/33 | 5,260 | 5,763 | |||||||||||
Black Hills Corp. | 4.200% | 9/15/46 | 3,780 | 3,932 | |||||||||||
Black Hills Corp. | 3.875% | 10/15/49 | 3,910 | 3,907 | |||||||||||
CenterPoint Energy Houston Electric LLC | 1.850% | 6/1/21 | 2,575 | 2,575 | |||||||||||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 8,300 | 8,341 | |||||||||||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 2,000 | 1,971 | |||||||||||
CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 1,650 | 1,681 | |||||||||||
CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 100 | 141 | |||||||||||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 11,272 | 11,624 | |||||||||||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 1,275 | 1,506 | |||||||||||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 5,600 | 6,210 | |||||||||||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 6,250 | 7,319 | |||||||||||
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 3,000 | 3,071 | |||||||||||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 6,675 | 6,723 | |||||||||||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 9,325 | 9,789 | |||||||||||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 2,000 | 2,002 | |||||||||||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 4,775 | 5,139 | |||||||||||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 6,000 | 5,900 | |||||||||||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 6,000 | 5,910 | |||||||||||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,126 | 6,326 | |||||||||||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 5,450 | 6,037 | |||||||||||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 5,515 | 6,292 | |||||||||||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 5,960 | 7,440 | |||||||||||
CMS Energy Corp. | 5.050% | 3/15/22 | 1,280 | 1,350 | |||||||||||
CMS Energy Corp. | 3.000% | 5/15/26 | 6,275 | 6,376 | |||||||||||
CMS Energy Corp. | 3.450% | 8/15/27 | 1,675 | 1,748 | |||||||||||
CMS Energy Corp. | 4.875% | 3/1/44 | 5,750 | 6,844 | |||||||||||
Commonwealth Edison Co. | 3.400% | 9/1/21 | 4,660 | 4,767 | |||||||||||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 10,800 | 10,885 | |||||||||||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 4,700 | 4,830 | |||||||||||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 3,144 | 4,164 | |||||||||||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 8,098 | 11,504 | |||||||||||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 3,549 | 3,807 | |||||||||||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 3,990 | 4,740 | |||||||||||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 5,527 | 6,665 | |||||||||||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 8,850 | 9,406 | |||||||||||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 6,625 | 7,691 | |||||||||||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 11,792 | 12,369 | |||||||||||
Commonwealth Edison Co. | 3.750% | 8/15/47 | 6,695 | 7,227 | |||||||||||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 9,890 | 11,007 | |||||||||||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 7,550 | 8,491 | |||||||||||
Commonwealth Edison Co. | 3.200% | 11/15/49 | 3,000 | 2,978 | |||||||||||
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 8,110 | 8,209 |
112
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Connecticut Light & Power Co. | 3.200% | 3/15/27 | 6,835 | 7,170 | |||||||||||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 5,500 | 6,456 | |||||||||||
Connecticut Light & Power Co. | 4.150% | 6/1/45 | 4,500 | 5,198 | |||||||||||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 10,050 | 11,515 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 1,675 | 1,739 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.800% | 5/15/28 | 1,000 | 1,086 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.000% | 12/1/28 | 1,350 | 1,495 | |||||||||||
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 6,475 | 7,941 | |||||||||||
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 4,744 | 6,169 | |||||||||||
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 3,095 | 4,159 | |||||||||||
Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 500 | 688 | |||||||||||
Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 1,850 | 2,644 | |||||||||||
Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 5,987 | 7,755 | |||||||||||
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 7,800 | 10,213 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 2,795 | 3,021 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 21,389 | 24,626 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 10,750 | 12,539 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 9,985 | 10,712 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 7,750 | 8,362 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 16,952 | 19,164 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 4,782 | 5,715 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 3,355 | 3,774 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 3,675 | 3,876 | |||||||||||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 7,410 | 8,571 | |||||||||||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 5,753 | 5,925 | |||||||||||
Consolidated Edison Inc. | 2.000% | 5/15/21 | 5,300 | 5,298 | |||||||||||
Consumers Energy Co. | 2.850% | 5/15/22 | 11,725 | 11,975 | |||||||||||
Consumers Energy Co. | 3.375% | 8/15/23 | 7,210 | 7,522 | |||||||||||
Consumers Energy Co. | 3.800% | 11/15/28 | 6,935 | 7,648 | |||||||||||
Consumers Energy Co. | 3.950% | 5/15/43 | 4,343 | 4,809 | |||||||||||
Consumers Energy Co. | 3.250% | 8/15/46 | 4,900 | 4,867 | |||||||||||
Consumers Energy Co. | 3.950% | 7/15/47 | 3,975 | 4,464 | |||||||||||
Consumers Energy Co. | 4.050% | 5/15/48 | 6,000 | 6,868 | |||||||||||
Consumers Energy Co. | 4.350% | 4/15/49 | 6,775 | 8,180 | |||||||||||
Consumers Energy Co. | 3.100% | 8/15/50 | 4,585 | 4,595 | |||||||||||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 4,525 | 4,739 | |||||||||||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 7,400 | 8,266 | |||||||||||
Dominion Energy Inc. | 2.715% | 8/15/21 | 2,000 | 2,015 | |||||||||||
Dominion Energy Inc. | 2.750% | 1/15/22 | 5,825 | 5,897 | |||||||||||
Dominion Energy Inc. | 2.750% | 9/15/22 | 600 | 607 | |||||||||||
Dominion Energy Inc. | 3.071% | 8/15/24 | 3,160 | 3,213 | |||||||||||
Dominion Energy Inc. | 3.900% | 10/1/25 | 8,915 | 9,487 | |||||||||||
Dominion Energy Inc. | 2.850% | 8/15/26 | 3,204 | 3,229 | |||||||||||
Dominion Energy Inc. | 4.250% | 6/1/28 | 4,095 | 4,509 | |||||||||||
Dominion Energy Inc. | 6.300% | 3/15/33 | 6,200 | 8,061 | |||||||||||
Dominion Energy Inc. | 5.250% | 8/1/33 | 1,134 | 1,361 | |||||||||||
Dominion Energy Inc. | 5.950% | 6/15/35 | 9,169 | 11,567 | |||||||||||
Dominion Energy Inc. | 7.000% | 6/15/38 | 4,752 | 6,568 | |||||||||||
Dominion Energy Inc. | 4.900% | 8/1/41 | 8,360 | 9,707 | |||||||||||
Dominion Energy Inc. | 4.050% | 9/15/42 | 7,881 | 8,251 | |||||||||||
Dominion Energy Inc. | 4.700% | 12/1/44 | 3,226 | 3,706 | |||||||||||
Dominion Energy Inc. | 4.600% | 3/15/49 | 5,900 | 6,850 | |||||||||||
4 | Dominion Energy Inc. | 5.750% | 10/1/54 | 4,381 | 4,717 | ||||||||||
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 5,529 | 7,454 | |||||||||||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 5,710 | 7,681 | |||||||||||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 3,345 | 4,312 | |||||||||||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 4,610 | 5,434 | |||||||||||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 4,775 | 6,203 | |||||||||||
DTE Electric Co. | 3.650% | 3/15/24 | 9,250 | 9,766 | |||||||||||
DTE Electric Co. | 3.375% | 3/1/25 | 7,750 | 8,152 | |||||||||||
DTE Electric Co. | 4.000% | 4/1/43 | 6,425 | 7,152 | |||||||||||
DTE Electric Co. | 3.700% | 3/15/45 | 5,739 | 6,161 | |||||||||||
DTE Electric Co. | 3.700% | 6/1/46 | 2,225 | 2,390 | |||||||||||
DTE Electric Co. | 3.750% | 8/15/47 | 6,070 | 6,602 |
113
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
DTE Electric Co. | 4.050% | 5/15/48 | 3,075 | 3,526 | |||||||||||
DTE Electric Co. | 3.950% | 3/1/49 | 5,000 | 5,711 | |||||||||||
DTE Energy Co. | 2.600% | 6/15/22 | 3,000 | 3,015 | |||||||||||
DTE Energy Co. | 2.250% | 11/1/22 | 2,500 | 2,500 | |||||||||||
DTE Energy Co. | 3.700% | 8/1/23 | 6,250 | 6,506 | |||||||||||
DTE Energy Co. | 3.850% | 12/1/23 | 950 | 996 | |||||||||||
DTE Energy Co. | 3.500% | 6/1/24 | 7,006 | 7,298 | |||||||||||
DTE Energy Co. | 2.529% | 10/1/24 | 3,250 | 3,255 | |||||||||||
DTE Energy Co. | 2.850% | 10/1/26 | 26,200 | 26,234 | |||||||||||
DTE Energy Co. | 3.800% | 3/15/27 | 26,125 | 27,539 | |||||||||||
DTE Energy Co. | 3.400% | 6/15/29 | 3,500 | 3,569 | |||||||||||
DTE Energy Co. | 2.950% | 3/1/30 | 3,210 | 3,175 | |||||||||||
DTE Energy Co. | 6.375% | 4/15/33 | 4,945 | 6,445 | |||||||||||
Duke Energy Carolinas LLC | 3.900% | 6/15/21 | 1,195 | 1,224 | |||||||||||
Duke Energy Carolinas LLC | 3.350% | 5/15/22 | 1,800 | 1,856 | |||||||||||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 8,800 | 8,919 | |||||||||||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 9,125 | 9,395 | |||||||||||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 7,165 | 7,383 | |||||||||||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 8,350 | 9,279 | |||||||||||
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 5,690 | 7,082 | |||||||||||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 4,050 | 4,015 | |||||||||||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 4,390 | 5,988 | |||||||||||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 10,276 | 13,917 | |||||||||||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 5,820 | 7,811 | |||||||||||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 4,361 | 5,983 | |||||||||||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 8,951 | 11,523 | |||||||||||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 5,690 | 6,480 | |||||||||||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 7,529 | 8,292 | |||||||||||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 5,550 | 5,924 | |||||||||||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 10,300 | 11,412 | |||||||||||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 6,425 | 6,875 | |||||||||||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 1,500 | 1,658 | |||||||||||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 5,060 | 4,990 | |||||||||||
Duke Energy Corp. | 1.800% | 9/1/21 | 280 | 279 | |||||||||||
Duke Energy Corp. | 3.550% | 9/15/21 | 7,314 | 7,478 | |||||||||||
Duke Energy Corp. | 2.400% | 8/15/22 | 10,855 | 10,935 | |||||||||||
Duke Energy Corp. | 3.050% | 8/15/22 | 13,015 | 13,306 | |||||||||||
Duke Energy Corp. | 3.950% | 10/15/23 | 4,500 | 4,757 | |||||||||||
Duke Energy Corp. | 2.650% | 9/1/26 | 11,449 | 11,447 | |||||||||||
Duke Energy Corp. | 3.150% | 8/15/27 | 19,279 | 19,786 | |||||||||||
Duke Energy Corp. | 4.800% | 12/15/45 | 7,470 | 8,821 | |||||||||||
Duke Energy Corp. | 3.750% | 9/1/46 | 18,282 | 18,674 | |||||||||||
Duke Energy Corp. | 4.200% | 6/15/49 | 3,300 | 3,607 | |||||||||||
Duke Energy Florida LLC | 3.100% | 8/15/21 | 970 | 986 | |||||||||||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 3,300 | 3,433 | |||||||||||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 5,575 | 6,066 | |||||||||||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 13,150 | 13,115 | |||||||||||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 9,715 | 13,482 | |||||||||||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 9,221 | 13,117 | |||||||||||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 350 | 460 | |||||||||||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 125 | 134 | |||||||||||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 7,285 | 7,376 | |||||||||||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 3,600 | 4,139 | |||||||||||
4 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 2,950 | 2,932 | ||||||||||
4 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 4,000 | 3,976 | ||||||||||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 5,798 | 7,637 | |||||||||||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 8,504 | 11,945 | |||||||||||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 500 | 711 | |||||||||||
Duke Energy Indiana LLC | 4.900% | 7/15/43 | 2,200 | 2,720 | |||||||||||
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 18,845 | 20,066 | |||||||||||
Duke Energy Indiana LLC | 3.250% | 10/1/49 | 6,980 | 6,998 | |||||||||||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 1,200 | 1,267 | |||||||||||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 13,100 | 14,213 | |||||||||||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 5,700 | 6,008 |
114
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,100 | 1,283 | |||||||||||
Duke Energy Progress LLC | 3.000% | 9/15/21 | 8,417 | 8,571 | |||||||||||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 3,145 | 3,203 | |||||||||||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,284 | 2,385 | |||||||||||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 7,800 | 8,186 | |||||||||||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 7,805 | 8,515 | |||||||||||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 9,911 | 10,613 | |||||||||||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 6,919 | 9,550 | |||||||||||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 871 | 968 | |||||||||||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 1,550 | 1,726 | |||||||||||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 9,365 | 10,866 | |||||||||||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 6,684 | 7,487 | |||||||||||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 5,827 | 6,589 | |||||||||||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 6,625 | 6,977 | |||||||||||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 6,500 | 6,769 | |||||||||||
Edison International | 2.400% | 9/15/22 | 5,145 | 5,107 | |||||||||||
Edison International | 2.950% | 3/15/23 | 950 | 949 | |||||||||||
Edison International | 5.750% | 6/15/27 | 1,000 | 1,120 | |||||||||||
Edison International | 4.125% | 3/15/28 | 3,425 | 3,510 | |||||||||||
El Paso Electric Co. | 6.000% | 5/15/35 | 2,875 | 3,519 | |||||||||||
El Paso Electric Co. | 5.000% | 12/1/44 | 4,500 | 5,269 | |||||||||||
Emera US Finance LP | 2.700% | 6/15/21 | 8,020 | 8,081 | |||||||||||
Emera US Finance LP | 3.550% | 6/15/26 | 9,083 | 9,417 | |||||||||||
Emera US Finance LP | 4.750% | 6/15/46 | 17,269 | 19,932 | |||||||||||
Enel Americas SA | 4.000% | 10/25/26 | 4,000 | 4,134 | |||||||||||
Enel Chile SA | 4.875% | 6/12/28 | 10,670 | 11,825 | |||||||||||
Entergy Arkansas Inc. | 3.750% | 2/15/21 | 8,625 | 8,766 | |||||||||||
Entergy Arkansas Inc. | 3.500% | 4/1/26 | 5,903 | 6,207 | |||||||||||
Entergy Corp. | 4.000% | 7/15/22 | 7,441 | 7,747 | |||||||||||
Entergy Corp. | 2.950% | 9/1/26 | 8,321 | 8,437 | |||||||||||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 4,146 | 4,751 | |||||||||||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 6,525 | 6,938 | |||||||||||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 3,325 | 3,797 | |||||||||||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 5,347 | 5,308 | |||||||||||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 6,000 | 6,201 | |||||||||||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,625 | 4,832 | |||||||||||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 17,239 | 17,625 | |||||||||||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 12,300 | 13,807 | |||||||||||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 10,760 | 11,590 | |||||||||||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 6,520 | 7,522 | |||||||||||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 5,000 | 5,805 | |||||||||||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 11,959 | 12,132 | |||||||||||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 3,550 | 3,854 | |||||||||||
Entergy Texas Inc. | 4.500% | 3/30/39 | 400 | 457 | |||||||||||
Entergy Texas Inc. | 3.550% | 9/30/49 | 3,870 | 3,944 | |||||||||||
Evergy Inc. | 2.900% | 9/15/29 | 5,405 | 5,371 | |||||||||||
Eversource Energy | 2.500% | 3/15/21 | 6,650 | 6,687 | |||||||||||
Eversource Energy | 2.750% | 3/15/22 | 4,425 | 4,485 | |||||||||||
Eversource Energy | 3.800% | 12/1/23 | 6,150 | 6,433 | |||||||||||
Eversource Energy | 2.900% | 10/1/24 | 3,825 | 3,901 | |||||||||||
Eversource Energy | 3.150% | 1/15/25 | 5,547 | 5,710 | |||||||||||
Eversource Energy | 3.300% | 1/15/28 | 6,700 | 6,907 | |||||||||||
Eversource Energy | 4.250% | 4/1/29 | 8,500 | 9,387 | |||||||||||
Exelon Corp. | 5.150% | 12/1/20 | 9,053 | 9,234 | |||||||||||
Exelon Corp. | 2.450% | 4/15/21 | 3,115 | 3,131 | |||||||||||
Exelon Corp. | 3.497% | 6/1/22 | 2,150 | 2,206 | |||||||||||
Exelon Corp. | 3.950% | 6/15/25 | 20,995 | 22,574 | |||||||||||
Exelon Corp. | 3.400% | 4/15/26 | 10,830 | 11,292 | |||||||||||
Exelon Corp. | 4.950% | 6/15/35 | 7,380 | 8,506 | |||||||||||
Exelon Corp. | 5.625% | 6/15/35 | 5,875 | 7,251 | |||||||||||
Exelon Corp. | 5.100% | 6/15/45 | 4,337 | 5,192 | |||||||||||
Exelon Corp. | 4.450% | 4/15/46 | 11,893 | 13,416 | |||||||||||
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 13,835 | 14,163 | |||||||||||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 7,020 | 7,337 |
115
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 10,992 | 13,275 | |||||||||||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 3,593 | 4,134 | |||||||||||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 11,628 | 12,975 | |||||||||||
FirstEnergy Corp. | 2.850% | 7/15/22 | 7,300 | 7,409 | |||||||||||
FirstEnergy Corp. | 4.250% | 3/15/23 | 6,299 | 6,640 | |||||||||||
FirstEnergy Corp. | 3.900% | 7/15/27 | 19,107 | 20,389 | |||||||||||
FirstEnergy Corp. | 7.375% | 11/15/31 | 17,330 | 24,371 | |||||||||||
FirstEnergy Corp. | 4.850% | 7/15/47 | 15,638 | 18,563 | |||||||||||
Florida Power & Light Co. | 2.750% | 6/1/23 | 11,475 | 11,729 | |||||||||||
Florida Power & Light Co. | 3.250% | 6/1/24 | 11,015 | 11,494 | |||||||||||
Florida Power & Light Co. | 3.125% | 12/1/25 | 15,355 | 16,087 | |||||||||||
Florida Power & Light Co. | 5.625% | 4/1/34 | 3,125 | 4,096 | |||||||||||
Florida Power & Light Co. | 4.950% | 6/1/35 | 645 | 790 | |||||||||||
Florida Power & Light Co. | 5.650% | 2/1/37 | 3,396 | 4,534 | |||||||||||
Florida Power & Light Co. | 5.950% | 2/1/38 | 8,235 | 11,272 | |||||||||||
Florida Power & Light Co. | 5.960% | 4/1/39 | 600 | 844 | |||||||||||
Florida Power & Light Co. | 5.690% | 3/1/40 | 100 | 135 | |||||||||||
Florida Power & Light Co. | 5.250% | 2/1/41 | 500 | 645 | |||||||||||
Florida Power & Light Co. | 4.125% | 2/1/42 | 16,098 | 18,273 | |||||||||||
Florida Power & Light Co. | 4.050% | 6/1/42 | 6,140 | 6,913 | |||||||||||
Florida Power & Light Co. | 3.800% | 12/15/42 | 5,095 | 5,599 | |||||||||||
Florida Power & Light Co. | 4.050% | 10/1/44 | 4,300 | 4,922 | |||||||||||
Florida Power & Light Co. | 3.700% | 12/1/47 | 7,525 | 8,285 | |||||||||||
Florida Power & Light Co. | 3.950% | 3/1/48 | 10,860 | 12,279 | |||||||||||
Florida Power & Light Co. | 4.125% | 6/1/48 | 6,272 | 7,279 | |||||||||||
Florida Power & Light Co. | 3.990% | 3/1/49 | 5,450 | 6,215 | |||||||||||
Florida Power & Light Co. | 3.150% | 10/1/49 | 5,005 | 4,987 | |||||||||||
Fortis Inc. | 3.055% | 10/4/26 | 26,910 | 27,430 | |||||||||||
Georgia Power Co. | 2.400% | 4/1/21 | 7,845 | 7,874 | |||||||||||
Georgia Power Co. | 2.850% | 5/15/22 | 9,375 | 9,537 | |||||||||||
Georgia Power Co. | 3.250% | 4/1/26 | 6,800 | 7,030 | |||||||||||
Georgia Power Co. | 3.250% | 3/30/27 | 7,375 | 7,585 | |||||||||||
Georgia Power Co. | 2.650% | 9/15/29 | 1,200 | 1,170 | |||||||||||
Georgia Power Co. | 4.750% | 9/1/40 | 8,442 | 9,558 | |||||||||||
Georgia Power Co. | 4.300% | 3/15/42 | 9,375 | 10,148 | |||||||||||
Georgia Power Co. | 4.300% | 3/15/43 | 5,190 | 5,597 | |||||||||||
Great Plains Energy Inc. | 4.850% | 6/1/21 | 1,983 | 2,045 | |||||||||||
Gulf Power Co. | 3.300% | 5/30/27 | 3,400 | 3,550 | |||||||||||
Iberdrola International BV | 6.750% | 7/15/36 | 3,450 | 4,769 | |||||||||||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 11,120 | 12,038 | |||||||||||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 7,350 | 9,656 | |||||||||||
Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,780 | 2,072 | |||||||||||
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 9,005 | 9,412 | |||||||||||
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 5,375 | 6,111 | |||||||||||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 12,625 | 13,158 | |||||||||||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 5,600 | 6,115 | |||||||||||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 5,200 | 5,524 | |||||||||||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 3,345 | 4,397 | |||||||||||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 2,650 | 2,702 | |||||||||||
Interstate Power & Light Co. | 3.500% | 9/30/49 | 250 | 245 | |||||||||||
IPALCO Enterprises Inc. | 3.700% | 9/1/24 | 200 | 206 | |||||||||||
ITC Holdings Corp. | 2.700% | 11/15/22 | 5,275 | 5,339 | |||||||||||
ITC Holdings Corp. | 3.650% | 6/15/24 | 3,740 | 3,907 | |||||||||||
ITC Holdings Corp. | 3.250% | 6/30/26 | 4,230 | 4,358 | |||||||||||
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,743 | 7,013 | |||||||||||
ITC Holdings Corp. | 5.300% | 7/1/43 | 12,615 | 15,385 | |||||||||||
4 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,414 | 2,807 | ||||||||||
Kansas City Power & Light Co. | 3.150% | 3/15/23 | 2,500 | 2,568 | |||||||||||
Kansas City Power & Light Co. | 5.300% | 10/1/41 | 7,110 | 8,973 | |||||||||||
Kansas City Power & Light Co. | 4.200% | 6/15/47 | 3,425 | 3,930 | |||||||||||
Kansas City Power & Light Co. | 4.200% | 3/15/48 | 5,550 | 6,373 | |||||||||||
Kentucky Utilities Co. | 5.125% | 11/1/40 | 3,656 | 4,548 | |||||||||||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 6,000 | 6,942 | |||||||||||
Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 4,250 | 4,444 |
116
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 11,000 | 12,537 | |||||||||||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,128 | 10,744 | |||||||||||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 4,625 | 4,804 | |||||||||||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 7,000 | 7,631 | |||||||||||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 9,264 | 12,901 | |||||||||||
MidAmerican Energy Co. | 5.750% | 11/1/35 | 2,100 | 2,758 | |||||||||||
MidAmerican Energy Co. | 5.800% | 10/15/36 | 2,980 | 3,921 | |||||||||||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 2,769 | 3,384 | |||||||||||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,405 | 1,659 | |||||||||||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 3,400 | 3,768 | |||||||||||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 7,905 | 8,523 | |||||||||||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 5,150 | 6,174 | |||||||||||
Mississippi Power Co. | 3.950% | 3/30/28 | 1,750 | 1,892 | |||||||||||
Mississippi Power Co. | 4.250% | 3/15/42 | 7,775 | 8,285 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.900% | 3/15/21 | 3,300 | 3,337 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 2,412 | 2,462 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 6,175 | 6,240 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 12,435 | 12,675 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 5,575 | 5,861 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 11,000 | 11,345 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 7,320 | 7,532 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 1,345 | 1,417 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 5,285 | 5,469 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 5,440 | 5,920 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 6,166 | 6,726 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 600 | 886 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 11,712 | 13,200 | |||||||||||
4 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 2,897 | 3,013 | ||||||||||
4 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 5,415 | 5,736 | ||||||||||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 6,900 | 8,215 | |||||||||||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 7,045 | 8,358 | |||||||||||
Nevada Power Co. | 3.700% | 5/1/29 | 11,000 | 11,872 | |||||||||||
Nevada Power Co. | 6.650% | 4/1/36 | 5,650 | 7,739 | |||||||||||
Nevada Power Co. | 6.750% | 7/1/37 | 7,597 | 10,722 | |||||||||||
NextEra Energy Capital Holdings Inc. | 2.403% | 9/1/21 | 10,000 | 10,049 | |||||||||||
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 9,140 | 9,289 | |||||||||||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 6,005 | 6,094 | |||||||||||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 6,000 | 6,187 | |||||||||||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 2,750 | 2,860 | |||||||||||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 15,352 | 16,267 | |||||||||||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 9,000 | 9,516 | |||||||||||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 2,000 | 1,997 | |||||||||||
4 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 8,000 | 8,180 | ||||||||||
4 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 4,000 | 4,445 | ||||||||||
Northern States Power Co. | 2.600% | 5/15/23 | 2,000 | 2,029 | |||||||||||
Northern States Power Co. | 6.250% | 6/1/36 | 3,670 | 5,037 | |||||||||||
Northern States Power Co. | 6.200% | 7/1/37 | 4,643 | 6,423 | |||||||||||
Northern States Power Co. | 5.350% | 11/1/39 | 8,146 | 10,605 | |||||||||||
Northern States Power Co. | 3.400% | 8/15/42 | 4,083 | 4,241 | |||||||||||
Northern States Power Co. | 4.000% | 8/15/45 | 3,120 | 3,462 | |||||||||||
Northern States Power Co. | 3.600% | 9/15/47 | 110 | 116 | |||||||||||
Northern States Power Co. | 2.900% | 3/1/50 | 3,930 | 3,748 | |||||||||||
NorthWestern Corp. | 4.176% | 11/15/44 | 4,475 | 4,920 | |||||||||||
NSTAR Electric Co. | 2.375% | 10/15/22 | 8,975 | 9,063 | |||||||||||
NSTAR Electric Co. | 3.200% | 5/15/27 | 9,100 | 9,501 | |||||||||||
NSTAR Electric Co. | 3.250% | 5/15/29 | 4,300 | 4,486 | |||||||||||
NSTAR Electric Co. | 5.500% | 3/15/40 | 4,996 | 6,376 | |||||||||||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 1,450 | 1,809 | |||||||||||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 8,050 | 9,708 | |||||||||||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 568 | 680 | |||||||||||
Ohio Edison Co. | 6.875% | 7/15/36 | 1,870 | 2,609 | |||||||||||
Ohio Power Co. | 5.375% | 10/1/21 | 6,266 | 6,638 | |||||||||||
Ohio Power Co. | 4.150% | 4/1/48 | 4,295 | 4,895 | |||||||||||
Ohio Power Co. | 4.000% | 6/1/49 | 4,780 | 5,370 |
117
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 5,725 | 6,182 | |||||||||||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 2,975 | 3,216 | |||||||||||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 3,750 | 3,887 | |||||||||||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 350 | 365 | |||||||||||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 6,000 | 6,096 | |||||||||||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 6,500 | 6,709 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 2,100 | 2,290 | |||||||||||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 1,600 | 1,997 | |||||||||||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 5,440 | 7,726 | |||||||||||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 2,930 | 4,260 | |||||||||||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 1,771 | 2,775 | |||||||||||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 5,780 | 7,373 | |||||||||||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 4,494 | 5,296 | |||||||||||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 4,975 | 6,450 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 10,394 | 11,302 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 3,865 | 4,252 | |||||||||||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 2,700 | 3,130 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 8,000 | 8,751 | |||||||||||
Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 14,025 | 13,877 | |||||||||||
PacifiCorp | 2.950% | 2/1/22 | 9,975 | 10,164 | |||||||||||
PacifiCorp | 2.950% | 6/1/23 | 5,215 | 5,343 | |||||||||||
PacifiCorp | 3.600% | 4/1/24 | 7,214 | 7,599 | |||||||||||
PacifiCorp | 3.500% | 6/15/29 | 11,450 | 12,331 | |||||||||||
PacifiCorp | 7.700% | 11/15/31 | 1,349 | 1,983 | |||||||||||
PacifiCorp | 5.250% | 6/15/35 | 1,510 | 1,860 | |||||||||||
PacifiCorp | 6.100% | 8/1/36 | 4,598 | 6,176 | |||||||||||
PacifiCorp | 5.750% | 4/1/37 | 9,001 | 11,759 | |||||||||||
PacifiCorp | 6.250% | 10/15/37 | 8,731 | 12,225 | |||||||||||
PacifiCorp | 6.350% | 7/15/38 | 3,350 | 4,701 | |||||||||||
PacifiCorp | 6.000% | 1/15/39 | 4,271 | 5,819 | |||||||||||
PacifiCorp | 4.100% | 2/1/42 | 4,965 | 5,504 | |||||||||||
PacifiCorp | 4.125% | 1/15/49 | 10,562 | 12,034 | |||||||||||
PacifiCorp | 4.150% | 2/15/50 | 25,000 | 28,676 | |||||||||||
PECO Energy Co. | 2.375% | 9/15/22 | 3,135 | 3,170 | |||||||||||
PECO Energy Co. | 3.150% | 10/15/25 | 2,350 | 2,456 | |||||||||||
PECO Energy Co. | 3.900% | 3/1/48 | 3,600 | 3,988 | |||||||||||
PECO Energy Co. | 3.000% | 9/15/49 | 3,000 | 2,855 | |||||||||||
Pinnacle West Capital Corp. | 2.250% | 11/30/20 | 3,400 | 3,409 | |||||||||||
PNM Resources Inc. | 3.250% | 3/9/21 | 3,000 | 3,036 | |||||||||||
Potomac Electric Power Co. | 3.600% | 3/15/24 | 3,537 | 3,721 | |||||||||||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 7,732 | 10,923 | |||||||||||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 4,675 | 5,243 | |||||||||||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 2,565 | 2,674 | |||||||||||
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 1,745 | 1,801 | |||||||||||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 3,870 | 3,976 | |||||||||||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 815 | 857 | |||||||||||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 8,776 | 8,933 | |||||||||||
PPL Capital Funding Inc. | 4.700% | 6/1/43 | 6,830 | 7,566 | |||||||||||
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 12,156 | 13,947 | |||||||||||
PPL Capital Funding Inc. | 4.000% | 9/15/47 | 4,625 | 4,704 | |||||||||||
PPL Electric Utilities Corp. | 3.000% | 9/15/21 | 5,495 | 5,588 | |||||||||||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 5,467 | 7,633 | |||||||||||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 3,100 | 3,465 | |||||||||||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 4,405 | 4,953 | |||||||||||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 5,275 | 5,781 | |||||||||||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 3,400 | 3,886 | |||||||||||
Progress Energy Inc. | 4.400% | 1/15/21 | 6,847 | 6,963 | |||||||||||
Progress Energy Inc. | 3.150% | 4/1/22 | 17,265 | 17,611 | |||||||||||
Progress Energy Inc. | 7.750% | 3/1/31 | 2,960 | 4,137 | |||||||||||
Progress Energy Inc. | 7.000% | 10/30/31 | 3,025 | 4,078 | |||||||||||
Progress Energy Inc. | 6.000% | 12/1/39 | 7,724 | 10,020 | |||||||||||
PSEG Power LLC | 3.000% | 6/15/21 | 4,210 | 4,260 | |||||||||||
PSEG Power LLC | 3.850% | 6/1/23 | 7,925 | 8,300 | |||||||||||
PSEG Power LLC | 8.625% | 4/15/31 | 1,638 | 2,280 |
118
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Public Service Co. of Colorado | 2.250% | 9/15/22 | 5,600 | 5,641 | |||||||||||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 4,850 | 5,264 | |||||||||||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 10,575 | 11,107 | |||||||||||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 295 | 343 | |||||||||||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 750 | 824 | |||||||||||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 4,375 | 4,975 | |||||||||||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 5,305 | 6,045 | |||||||||||
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 4,054 | 4,250 | |||||||||||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 3,370 | 3,560 | |||||||||||
Public Service Electric & Gas Co. | 1.900% | 3/15/21 | 3,150 | 3,156 | |||||||||||
Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 5,225 | 5,283 | |||||||||||
Public Service Electric & Gas Co. | 3.250% | 9/1/23 | 25 | 26 | |||||||||||
Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 5,510 | 5,715 | |||||||||||
Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 2,100 | 2,072 | |||||||||||
Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 6,050 | 6,246 | |||||||||||
Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 1,000 | 1,085 | |||||||||||
Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 3,600 | 3,799 | |||||||||||
Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 1,766 | 2,334 | |||||||||||
Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 14,730 | 16,262 | |||||||||||
Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 800 | 846 | |||||||||||
Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 16,730 | 18,222 | |||||||||||
Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 3,900 | 4,180 | |||||||||||
Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 5,805 | 6,455 | |||||||||||
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 7,660 | 7,778 | |||||||||||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 4,645 | 4,731 | |||||||||||
Puget Energy Inc. | 6.500% | 12/15/20 | 16,100 | 16,760 | |||||||||||
Puget Energy Inc. | 6.000% | 9/1/21 | 5,494 | 5,823 | |||||||||||
Puget Energy Inc. | 5.625% | 7/15/22 | 2,050 | 2,198 | |||||||||||
Puget Energy Inc. | 3.650% | 5/15/25 | 7,630 | 7,910 | |||||||||||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,525 | 4,759 | |||||||||||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 6,910 | 9,156 | |||||||||||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,824 | 2,433 | |||||||||||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 3,068 | 3,971 | |||||||||||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 8,150 | 9,400 | |||||||||||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 6,220 | 7,056 | |||||||||||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 5,425 | 5,409 | |||||||||||
San Diego Gas & Electric Co. | 3.000% | 8/15/21 | 4,925 | 4,993 | |||||||||||
San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 7,335 | 7,652 | |||||||||||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 1,075 | 1,064 | |||||||||||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 1,929 | 2,471 | |||||||||||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 5,645 | 6,250 | |||||||||||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 4,350 | 4,439 | |||||||||||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 7,070 | 7,739 | |||||||||||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 13,550 | 13,621 | |||||||||||
Southern California Edison Co. | 2.900% | 3/1/21 | 6,000 | 6,063 | |||||||||||
Southern California Edison Co. | 3.875% | 6/1/21 | 18,875 | 19,272 | |||||||||||
4 | Southern California Edison Co. | 1.845% | 2/1/22 | 1,946 | 1,922 | ||||||||||
Southern California Edison Co. | 2.400% | 2/1/22 | 7,400 | 7,436 | |||||||||||
Southern California Edison Co. | 3.400% | 6/1/23 | 8,345 | 8,603 | |||||||||||
Southern California Edison Co. | 3.500% | 10/1/23 | 2,025 | 2,106 | |||||||||||
Southern California Edison Co. | 3.700% | 8/1/25 | 2,425 | 2,563 | |||||||||||
Southern California Edison Co. | 3.650% | 3/1/28 | 9,725 | 10,420 | |||||||||||
Southern California Edison Co. | 4.200% | 3/1/29 | 5,005 | 5,526 | |||||||||||
Southern California Edison Co. | 6.650% | 4/1/29 | 2,106 | 2,528 | |||||||||||
Southern California Edison Co. | 2.850% | 8/1/29 | 4,500 | 4,488 | |||||||||||
Southern California Edison Co. | 6.000% | 1/15/34 | 5,535 | 6,866 | |||||||||||
Southern California Edison Co. | 5.750% | 4/1/35 | 2,913 | 3,539 | |||||||||||
Southern California Edison Co. | 5.350% | 7/15/35 | 8,928 | 10,588 | |||||||||||
Southern California Edison Co. | 5.550% | 1/15/36 | 1,280 | 1,529 | |||||||||||
Southern California Edison Co. | 5.625% | 2/1/36 | 5,650 | 6,852 | |||||||||||
Southern California Edison Co. | 5.550% | 1/15/37 | 6,025 | 7,238 | |||||||||||
Southern California Edison Co. | 5.950% | 2/1/38 | 5,713 | 7,266 | |||||||||||
Southern California Edison Co. | 6.050% | 3/15/39 | 1,085 | 1,414 | |||||||||||
Southern California Edison Co. | 5.500% | 3/15/40 | 5,148 | 6,258 |
119
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Southern California Edison Co. | 4.500% | 9/1/40 | 4,650 | 5,083 | |||||||||||
Southern California Edison Co. | 4.050% | 3/15/42 | 12,662 | 13,058 | |||||||||||
Southern California Edison Co. | 3.900% | 3/15/43 | 5,340 | 5,431 | |||||||||||
Southern California Edison Co. | 4.650% | 10/1/43 | 2,992 | 3,355 | |||||||||||
Southern California Edison Co. | 3.600% | 2/1/45 | 7,845 | 7,644 | |||||||||||
Southern California Edison Co. | 4.000% | 4/1/47 | 21,925 | 22,903 | |||||||||||
Southern California Edison Co. | 4.125% | 3/1/48 | 8,680 | 9,182 | |||||||||||
Southern California Edison Co. | 4.875% | 3/1/49 | 6,810 | 8,023 | |||||||||||
Southern Co. | 2.350% | 7/1/21 | 16,275 | 16,331 | |||||||||||
Southern Co. | 2.950% | 7/1/23 | 7,825 | 7,968 | |||||||||||
Southern Co. | 3.250% | 7/1/26 | 20,515 | 21,257 | |||||||||||
Southern Co. | 4.250% | 7/1/36 | 6,400 | 6,885 | |||||||||||
Southern Co. | 4.400% | 7/1/46 | 7,530 | 8,321 | |||||||||||
Southern Power Co. | 2.500% | 12/15/21 | 9,800 | 9,875 | |||||||||||
Southern Power Co. | 4.150% | 12/1/25 | 5,850 | 6,339 | |||||||||||
Southern Power Co. | 5.150% | 9/15/41 | 11,181 | 12,705 | |||||||||||
Southern Power Co. | 5.250% | 7/15/43 | 475 | 538 | |||||||||||
Southern Power Co. | 4.950% | 12/15/46 | 4,380 | 4,821 | |||||||||||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 4,800 | 4,771 | |||||||||||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 11,945 | 13,006 | |||||||||||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 4,890 | 6,453 | |||||||||||
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 14,817 | 15,299 | |||||||||||
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 6,150 | 6,322 | |||||||||||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 2,990 | 3,107 | |||||||||||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 6,248 | 7,288 | |||||||||||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 21,590 | 21,519 | |||||||||||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 6,195 | 6,482 | |||||||||||
Southwestern Public Service Co. | 4.400% | 11/15/48 | 10,670 | 12,451 | |||||||||||
Southwestern Public Service Co. | 3.750% | 6/15/49 | 3,450 | 3,674 | |||||||||||
Tampa Electric Co. | 4.100% | 6/15/42 | 602 | 655 | |||||||||||
Tampa Electric Co. | 4.350% | 5/15/44 | 5,935 | 6,716 | |||||||||||
Tampa Electric Co. | 4.300% | 6/15/48 | 4,420 | 5,119 | |||||||||||
Tampa Electric Co. | 4.450% | 6/15/49 | 6,800 | 8,054 | |||||||||||
Tampa Electric Co. | 3.625% | 6/15/50 | 4,020 | 4,255 | |||||||||||
Toledo Edison Co. | 6.150% | 5/15/37 | 3,530 | 4,768 | |||||||||||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 2,484 | 2,561 | |||||||||||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 185 | 226 | |||||||||||
Union Electric Co. | 3.500% | 4/15/24 | 8,630 | 9,066 | |||||||||||
Union Electric Co. | 2.950% | 6/15/27 | 6,275 | 6,423 | |||||||||||
Union Electric Co. | 3.500% | 3/15/29 | 4,000 | 4,283 | |||||||||||
Union Electric Co. | 5.300% | 8/1/37 | 3,570 | 4,441 | |||||||||||
Union Electric Co. | 8.450% | 3/15/39 | 1,775 | 2,893 | |||||||||||
Union Electric Co. | 3.900% | 9/15/42 | 2,840 | 3,073 | |||||||||||
Union Electric Co. | 3.650% | 4/15/45 | 4,900 | 5,131 | |||||||||||
Union Electric Co. | 4.000% | 4/1/48 | 5,000 | 5,599 | |||||||||||
Union Electric Co. | 3.250% | 10/1/49 | 3,750 | 3,731 | |||||||||||
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 4,070 | 4,135 | |||||||||||
Virginia Electric & Power Co. | 3.450% | 9/1/22 | 5,490 | 5,676 | |||||||||||
Virginia Electric & Power Co. | 2.750% | 3/15/23 | 6,400 | 6,502 | |||||||||||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 6,320 | 6,595 | |||||||||||
Virginia Electric & Power Co. | 3.100% | 5/15/25 | 5,205 | 5,398 | |||||||||||
Virginia Electric & Power Co. | 3.150% | 1/15/26 | 9,290 | 9,696 | |||||||||||
Virginia Electric & Power Co. | 2.950% | 11/15/26 | 4,720 | 4,844 | |||||||||||
Virginia Electric & Power Co. | 3.500% | 3/15/27 | 30,203 | 32,054 | |||||||||||
Virginia Electric & Power Co. | 3.800% | 4/1/28 | 8,935 | 9,655 | |||||||||||
Virginia Electric & Power Co. | 2.875% | 7/15/29 | 2,000 | 2,038 | |||||||||||
Virginia Electric & Power Co. | 6.000% | 1/15/36 | 6,250 | 8,165 | |||||||||||
Virginia Electric & Power Co. | 6.000% | 5/15/37 | 4,925 | 6,525 | |||||||||||
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 5,030 | 6,959 | |||||||||||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 8,823 | 9,592 | |||||||||||
Virginia Electric & Power Co. | 4.650% | 8/15/43 | 8,230 | 9,877 | |||||||||||
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 10,930 | 12,662 | |||||||||||
Virginia Electric & Power Co. | 4.200% | 5/15/45 | 6,425 | 7,319 | |||||||||||
Virginia Electric & Power Co. | 4.000% | 11/15/46 | 5,734 | 6,296 |
120
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Virginia Electric & Power Co. | 3.800% | 9/15/47 | 5,874 | 6,351 | |||||||||||
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 18,645 | 22,627 | |||||||||||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 6,550 | 6,600 | |||||||||||
WEC Energy Group Inc. | 3.375% | 6/15/21 | 5,125 | 5,219 | |||||||||||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 4,160 | 4,397 | |||||||||||
Westar Energy Inc. | 2.550% | 7/1/26 | 7,875 | 7,894 | |||||||||||
Westar Energy Inc. | 3.100% | 4/1/27 | 13,010 | 13,434 | |||||||||||
Westar Energy Inc. | 4.125% | 3/1/42 | 8,362 | 9,317 | |||||||||||
Westar Energy Inc. | 4.100% | 4/1/43 | 5,225 | 5,815 | |||||||||||
Westar Energy Inc. | 4.250% | 12/1/45 | 2,465 | 2,806 | |||||||||||
Westar Energy Inc. | 3.250% | 9/1/49 | 4,050 | 3,956 | |||||||||||
Wisconsin Electric Power Co. | 2.950% | 9/15/21 | 2,515 | 2,552 | |||||||||||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 1,550 | 1,548 | |||||||||||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 775 | 990 | |||||||||||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 1,050 | 1,368 | |||||||||||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 3,475 | 4,006 | |||||||||||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,200 | 2,273 | |||||||||||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 4,225 | 5,752 | |||||||||||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 5,505 | 5,662 | |||||||||||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 3,375 | 3,526 | |||||||||||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 5,000 | 6,098 | |||||||||||
Xcel Energy Inc. | 2.400% | 3/15/21 | 4,390 | 4,411 | |||||||||||
Xcel Energy Inc. | 2.600% | 3/15/22 | 5,225 | 5,284 | |||||||||||
Xcel Energy Inc. | 3.300% | 6/1/25 | 5,050 | 5,262 | |||||||||||
Xcel Energy Inc. | 3.350% | 12/1/26 | 3,825 | 3,988 | |||||||||||
Xcel Energy Inc. | 4.000% | 6/15/28 | 5,306 | 5,791 | |||||||||||
Xcel Energy Inc. | 2.600% | 12/1/29 | 5,200 | 5,142 | |||||||||||
Xcel Energy Inc. | 6.500% | 7/1/36 | 7,956 | 10,844 | |||||||||||
Xcel Energy Inc. | 3.500% | 12/1/49 | 4,340 | 4,417 | |||||||||||
Natural Gas (0.2%) | |||||||||||||||
Atmos Energy Corp. | 3.000% | 6/15/27 | 7,000 | 7,227 | |||||||||||
Atmos Energy Corp. | 2.625% | 9/15/29 | 1,005 | 1,009 | |||||||||||
Atmos Energy Corp. | 5.500% | 6/15/41 | 10,110 | 13,001 | |||||||||||
Atmos Energy Corp. | 4.150% | 1/15/43 | 5,550 | 6,212 | |||||||||||
Atmos Energy Corp. | 4.125% | 10/15/44 | 2,800 | 3,139 | |||||||||||
Atmos Energy Corp. | 3.375% | 9/15/49 | 4,460 | 4,502 | |||||||||||
CenterPoint Energy Resources Corp. | 4.500% | 1/15/21 | 16,567 | 16,862 | |||||||||||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 3,000 | 3,100 | |||||||||||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 3,350 | 3,593 | |||||||||||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 6,750 | 8,516 | |||||||||||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 3,200 | 3,347 | |||||||||||
KeySpan Corp. | 5.803% | 4/1/35 | 2,715 | 3,284 | |||||||||||
NiSource Finance Corp. | 3.490% | 5/15/27 | 10,951 | 11,490 | |||||||||||
NiSource Finance Corp. | 5.950% | 6/15/41 | 9,065 | 11,581 | |||||||||||
NiSource Finance Corp. | 5.250% | 2/15/43 | 1,200 | 1,453 | |||||||||||
NiSource Finance Corp. | 4.800% | 2/15/44 | 2,242 | 2,571 | |||||||||||
NiSource Finance Corp. | 5.650% | 2/1/45 | 2,500 | 3,193 | |||||||||||
NiSource Finance Corp. | 4.375% | 5/15/47 | 19,832 | 22,122 | |||||||||||
NiSource Finance Corp. | 3.950% | 3/30/48 | 275 | 289 | |||||||||||
NiSource Inc. | 2.650% | 11/17/22 | 4,005 | 4,054 | |||||||||||
NiSource Inc. | 3.650% | 6/15/23 | 3,950 | 4,118 | |||||||||||
NiSource Inc. | 2.950% | 9/1/29 | 4,700 | 4,675 | |||||||||||
ONE Gas Inc. | 4.658% | 2/1/44 | 4,325 | 5,157 | |||||||||||
ONE Gas Inc. | 4.500% | 11/1/48 | 7,575 | 9,022 | |||||||||||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 5,750 | 6,122 | |||||||||||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 2,450 | 2,764 | |||||||||||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 4,215 | 4,166 | |||||||||||
Sempra Energy | 2.875% | 10/1/22 | 6,125 | 6,228 | |||||||||||
Sempra Energy | 2.900% | 2/1/23 | 6,325 | 6,417 | |||||||||||
Sempra Energy | 4.050% | 12/1/23 | 11,435 | 12,103 | |||||||||||
Sempra Energy | 3.550% | 6/15/24 | 1,250 | 1,309 | |||||||||||
Sempra Energy | 3.750% | 11/15/25 | 5,450 | 5,744 | |||||||||||
Sempra Energy | 3.250% | 6/15/27 | 9,605 | 9,835 |
121
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Sempra Energy | 3.400% | 2/1/28 | 10,880 | 11,232 | |||||||||||
Sempra Energy | 3.800% | 2/1/38 | 12,540 | 13,054 | |||||||||||
Sempra Energy | 6.000% | 10/15/39 | 22,478 | 29,191 | |||||||||||
Sempra Energy | 4.000% | 2/1/48 | 9,754 | 10,128 | |||||||||||
Southern California Gas Co. | 3.150% | 9/15/24 | 4,045 | 4,208 | |||||||||||
Southern California Gas Co. | 3.200% | 6/15/25 | 1,520 | 1,573 | |||||||||||
Southern California Gas Co. | 2.600% | 6/15/26 | 13,950 | 13,935 | |||||||||||
Southern California Gas Co. | 3.750% | 9/15/42 | 3,770 | 3,934 | |||||||||||
Southern California Gas Co. | 4.125% | 6/1/48 | 5,075 | 5,605 | |||||||||||
Southern California Gas Co. | 4.300% | 1/15/49 | 500 | 566 | |||||||||||
Southern California Gas Co. | 3.950% | 2/15/50 | 3,925 | 4,394 | |||||||||||
Southern Co. Gas Capital Corp. | 3.500% | 9/15/21 | 2,975 | 3,037 | |||||||||||
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 1,101 | 1,103 | |||||||||||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 5,105 | 5,243 | |||||||||||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 4,295 | 5,411 | |||||||||||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 4,626 | 5,017 | |||||||||||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 5,950 | 6,080 | |||||||||||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 18,560 | 20,282 | |||||||||||
Southwest Gas Corp. | 3.700% | 4/1/28 | 7,425 | 7,862 | |||||||||||
Southwest Gas Corp. | 3.800% | 9/29/46 | 885 | 906 | |||||||||||
Southwest Gas Corp. | 4.150% | 6/1/49 | 3,475 | 3,801 | |||||||||||
Washington Gas Light Co. | 3.796% | 9/15/46 | 4,675 | 4,865 | |||||||||||
Washington Gas Light Co. | 3.650% | 9/15/49 | 6,000 | 6,034 | |||||||||||
Other Utility (0.0%) | |||||||||||||||
American Water Capital Corp. | 3.850% | 3/1/24 | 4,450 | 4,698 | |||||||||||
American Water Capital Corp. | 3.400% | 3/1/25 | 5,860 | 6,135 | |||||||||||
American Water Capital Corp. | 2.950% | 9/1/27 | 7,450 | 7,591 | |||||||||||
American Water Capital Corp. | 3.750% | 9/1/28 | 6,500 | 6,999 | |||||||||||
American Water Capital Corp. | 3.450% | 6/1/29 | 7,175 | 7,556 | |||||||||||
American Water Capital Corp. | 6.593% | 10/15/37 | 8,141 | 11,555 | |||||||||||
American Water Capital Corp. | 4.300% | 12/1/42 | 60 | 67 | |||||||||||
American Water Capital Corp. | 4.300% | 9/1/45 | 5,472 | 6,213 | |||||||||||
American Water Capital Corp. | 4.000% | 12/1/46 | 1,265 | 1,370 | |||||||||||
American Water Capital Corp. | 3.750% | 9/1/47 | 11,775 | 12,381 | |||||||||||
American Water Capital Corp. | 4.200% | 9/1/48 | 7,500 | 8,454 | |||||||||||
American Water Capital Corp. | 4.150% | 6/1/49 | 6,890 | 7,718 | |||||||||||
Aqua America Inc. | 3.566% | 5/1/29 | 3,655 | 3,852 | |||||||||||
Aqua America Inc. | 4.276% | 5/1/49 | 4,820 | 5,347 | |||||||||||
United Utilities plc | 6.875% | 8/15/28 | 960 | 1,171 | |||||||||||
Veolia Environnement SA | 6.750% | 6/1/38 | 1,690 | 2,329 | |||||||||||
4,881,932 | |||||||||||||||
Total Corporate Bonds (Cost $62,029,801) | 66,294,257 | ||||||||||||||
Sovereign Bonds (4.0%) | |||||||||||||||
African Development Bank | 2.625% | 3/22/21 | 14,122 | 14,270 | |||||||||||
African Development Bank | 1.250% | 7/26/21 | 7,670 | 7,619 | |||||||||||
African Development Bank | 2.375% | 9/23/21 | 28,100 | 28,426 | |||||||||||
African Development Bank | 1.625% | 9/16/22 | 30,730 | 30,678 | |||||||||||
African Development Bank | 2.125% | 11/16/22 | 46,810 | 47,367 | |||||||||||
African Development Bank | 3.000% | 9/20/23 | 15,560 | 16,274 | |||||||||||
Asian Development Bank | 2.250% | 1/20/21 | 17,000 | 17,090 | |||||||||||
Asian Development Bank | 1.625% | 3/16/21 | 44,000 | 43,945 | |||||||||||
Asian Development Bank | 1.750% | 6/8/21 | 37,720 | 37,747 | |||||||||||
Asian Development Bank | 2.125% | 11/24/21 | 13,000 | 13,105 | |||||||||||
Asian Development Bank | 2.000% | 2/16/22 | 90,676 | 91,335 | |||||||||||
Asian Development Bank | 1.875% | 2/18/22 | 29,550 | 29,695 | |||||||||||
Asian Development Bank | 1.875% | 7/19/22 | 52,000 | 52,227 | |||||||||||
Asian Development Bank | 1.875% | 8/10/22 | 1,000 | 1,003 | |||||||||||
Asian Development Bank | 1.750% | 9/13/22 | 17,205 | 17,233 | |||||||||||
Asian Development Bank | 2.750% | 3/17/23 | 40,486 | 41,795 | |||||||||||
Asian Development Bank | 2.625% | 1/30/24 | 1,200 | 1,241 | |||||||||||
Asian Development Bank | 1.500% | 10/18/24 | 39,830 | 39,366 | |||||||||||
Asian Development Bank | 2.000% | 1/22/25 | 16,465 | 16,644 |
122
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Asian Development Bank | 2.000% | 4/24/26 | 11,350 | 11,413 | |||||||||||
Asian Development Bank | 1.750% | 8/14/26 | 125 | 123 | |||||||||||
Asian Development Bank | 2.625% | 1/12/27 | 21,100 | 22,050 | |||||||||||
Asian Development Bank | 6.220% | 8/15/27 | 475 | 603 | |||||||||||
Asian Development Bank | 2.500% | 11/2/27 | 41,947 | 43,627 | |||||||||||
Asian Development Bank | 2.750% | 1/19/28 | 23,142 | 24,521 | |||||||||||
Asian Development Bank | 5.820% | 6/16/28 | 2,240 | 2,845 | |||||||||||
Asian Development Bank | 3.125% | 9/26/28 | 6,000 | 6,549 | |||||||||||
Asian Development Bank | 1.750% | 9/19/29 | 21,900 | 21,401 | |||||||||||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 16,010 | 16,315 | |||||||||||
Canada | 2.625% | 1/25/22 | 17,455 | 17,788 | |||||||||||
Canada | 2.000% | 11/15/22 | 34,410 | 34,737 | |||||||||||
CNOOC Curtis Funding No 1 Pty Ltd. | 4.500% | 10/3/23 | 5,000 | 5,358 | |||||||||||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 10,760 | 10,965 | |||||||||||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 11,850 | 11,835 | |||||||||||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 800 | 887 | |||||||||||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 9,350 | 8,842 | |||||||||||
CNOOC Finance 2015 Australia Pty Ltd. | 4.200% | 5/5/45 | 4,500 | 5,000 | |||||||||||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 31,660 | 33,097 | |||||||||||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 13,000 | 14,395 | |||||||||||
CNOOC Nexen Finance 2014 ULC | 4.250% | 4/30/24 | 37,190 | 39,721 | |||||||||||
CNOOC Nexen Finance 2014 ULC | 4.875% | 4/30/44 | 6,385 | 7,804 | |||||||||||
Corp. Andina de Fomento | 3.250% | 2/11/22 | 1,647 | 1,676 | |||||||||||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 17,910 | 18,751 | |||||||||||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 21,879 | 22,069 | |||||||||||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 13,343 | 13,957 | |||||||||||
Council Of Europe Development Bank | 1.625% | 3/16/21 | 8,700 | 8,683 | |||||||||||
Council Of Europe Development Bank | 1.750% | 9/26/22 | 9,300 | 9,313 | |||||||||||
Council Of Europe Development Bank | 2.625% | 2/13/23 | 23,255 | 23,898 | |||||||||||
Council Of Europe Development Bank | 2.500% | 2/27/24 | 2,800 | 2,880 | |||||||||||
Ecopetrol SA | 5.875% | 9/18/23 | 11,765 | 13,059 | |||||||||||
Ecopetrol SA | 4.125% | 1/16/25 | 22,815 | 23,984 | |||||||||||
Ecopetrol SA | 5.375% | 6/26/26 | 20,829 | 23,354 | |||||||||||
Ecopetrol SA | 7.375% | 9/18/43 | 6,283 | 8,482 | |||||||||||
Ecopetrol SA | 5.875% | 5/28/45 | 22,961 | 26,979 | |||||||||||
Equinor ASA | 2.750% | 11/10/21 | 18,460 | 18,764 | |||||||||||
Equinor ASA | 3.150% | 1/23/22 | 11,117 | 11,400 | |||||||||||
Equinor ASA | 2.450% | 1/17/23 | 20,974 | 21,292 | |||||||||||
Equinor ASA | 7.750% | 6/15/23 | 25 | 30 | |||||||||||
Equinor ASA | 2.650% | 1/15/24 | 23,021 | 23,549 | |||||||||||
Equinor ASA | 3.700% | 3/1/24 | 12,737 | 13,566 | |||||||||||
Equinor ASA | 3.250% | 11/10/24 | 13,180 | 13,876 | |||||||||||
Equinor ASA | 7.250% | 9/23/27 | 7,375 | 9,774 | |||||||||||
Equinor ASA | 3.625% | 9/10/28 | 6,075 | 6,698 | |||||||||||
7 | Equinor ASA | 6.500% | 12/1/28 | 975 | 1,274 | ||||||||||
Equinor ASA | 5.100% | 8/17/40 | 4,761 | 6,067 | |||||||||||
Equinor ASA | 4.250% | 11/23/41 | 8,784 | 10,164 | |||||||||||
Equinor ASA | 3.950% | 5/15/43 | 10,562 | 11,772 | |||||||||||
Equinor ASA | 4.800% | 11/8/43 | 10,252 | 12,919 | |||||||||||
Equinor ASA | 3.250% | 11/18/49 | 7,425 | 7,455 | |||||||||||
European Bank for Reconstruction & Development | 2.000% | 2/1/21 | 53,350 | 53,481 | |||||||||||
European Bank for Reconstruction & Development | 1.875% | 7/15/21 | 6,375 | 6,390 | |||||||||||
European Bank for Reconstruction & Development | 1.500% | 11/2/21 | 12,300 | 12,263 | |||||||||||
European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 14,800 | 14,864 | |||||||||||
European Bank for Reconstruction & Development | 2.125% | 3/7/22 | 1,040 | 1,050 | |||||||||||
European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 24,094 | 24,874 | |||||||||||
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 6,590 | 6,540 | |||||||||||
European Investment Bank | 4.000% | 2/16/21 | 51,916 | 53,194 | |||||||||||
European Investment Bank | 2.000% | 3/15/21 | 34,881 | 34,993 | |||||||||||
European Investment Bank | 2.500% | 4/15/21 | 41,260 | 41,656 | |||||||||||
European Investment Bank | 2.375% | 5/13/21 | 102,350 | 103,221 | |||||||||||
European Investment Bank | 1.625% | 6/15/21 | 14,050 | 14,027 | |||||||||||
European Investment Bank | 1.375% | 9/15/21 | 6,200 | 6,171 | |||||||||||
European Investment Bank | 2.125% | 10/15/21 | 20,690 | 20,855 |
123
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
European Investment Bank | 2.875% | 12/15/21 | 64,182 | 65,648 | |||||||||||
European Investment Bank | 2.250% | 3/15/22 | 57,460 | 58,190 | |||||||||||
European Investment Bank | 2.625% | 5/20/22 | 11,300 | 11,554 | |||||||||||
European Investment Bank | 2.375% | 6/15/22 | 69,580 | 70,720 | |||||||||||
European Investment Bank | 2.250% | 8/15/22 | 24,615 | 24,967 | |||||||||||
European Investment Bank | 1.375% | 9/6/22 | 24,240 | 24,048 | |||||||||||
European Investment Bank | 2.000% | 12/15/22 | 6,575 | 6,634 | |||||||||||
European Investment Bank | 2.500% | 3/15/23 | 28,403 | 29,118 | |||||||||||
European Investment Bank | 2.875% | 8/15/23 | 45,204 | 47,077 | |||||||||||
European Investment Bank | 3.125% | 12/14/23 | 37,500 | 39,504 | |||||||||||
European Investment Bank | 3.250% | 1/29/24 | 47,240 | 50,024 | |||||||||||
European Investment Bank | 2.625% | 3/15/24 | 31,606 | 32,728 | |||||||||||
European Investment Bank | 2.250% | 6/24/24 | 40,365 | 41,240 | |||||||||||
European Investment Bank | 2.500% | 10/15/24 | 24,860 | 25,707 | |||||||||||
European Investment Bank | 1.875% | 2/10/25 | 50,760 | 51,057 | |||||||||||
European Investment Bank | 2.125% | 4/13/26 | 51,845 | 52,606 | |||||||||||
European Investment Bank | 2.375% | 5/24/27 | 11,460 | 11,829 | |||||||||||
European Investment Bank | 1.625% | 10/9/29 | 5,250 | 5,081 | |||||||||||
European Investment Bank | 4.875% | 2/15/36 | 14,815 | 19,882 | |||||||||||
Export Development Canada | 1.500% | 5/26/21 | 26,750 | 26,648 | |||||||||||
Export Development Canada | 1.375% | 10/21/21 | 14,300 | 14,208 | |||||||||||
Export Development Canada | 2.000% | 5/17/22 | 1,500 | 1,511 | |||||||||||
Export Development Canada | 1.750% | 7/18/22 | 11,200 | 11,242 | |||||||||||
Export Development Canada | 2.500% | 1/24/23 | 11,895 | 12,172 | |||||||||||
Export Development Canada | 2.750% | 3/15/23 | 8,990 | 9,279 | |||||||||||
Export Development Canada | 2.625% | 2/21/24 | 10,625 | 10,962 | |||||||||||
Export-Import Bank of Korea | 2.625% | 12/30/20 | 2,450 | 2,463 | |||||||||||
Export-Import Bank of Korea | 4.000% | 1/29/21 | 8,374 | 8,537 | |||||||||||
Export-Import Bank of Korea | 2.125% | 2/11/21 | 1,950 | 1,950 | |||||||||||
Export-Import Bank of Korea | 2.500% | 5/10/21 | 6,050 | 6,081 | |||||||||||
Export-Import Bank of Korea | 4.375% | 9/15/21 | 4,745 | 4,931 | |||||||||||
Export-Import Bank of Korea | 1.875% | 10/21/21 | 12,325 | 12,293 | |||||||||||
Export-Import Bank of Korea | 3.500% | 11/27/21 | 8,900 | 9,143 | |||||||||||
Export-Import Bank of Korea | 2.750% | 1/25/22 | 22,960 | 23,314 | |||||||||||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 5,600 | 5,966 | |||||||||||
Export-Import Bank of Korea | 3.000% | 11/1/22 | 8,464 | 8,683 | |||||||||||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 13,664 | 14,385 | |||||||||||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 48,500 | 51,841 | |||||||||||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 6,480 | 6,806 | |||||||||||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 12,975 | 13,073 | |||||||||||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 725 | 758 | |||||||||||
FMS Wertmanagement AoeR | 2.000% | 8/1/22 | 54,160 | 54,570 | |||||||||||
Hydro-Quebec | 8.400% | 1/15/22 | 8,195 | 9,204 | |||||||||||
Hydro-Quebec | 8.050% | 7/7/24 | 9,060 | 11,286 | |||||||||||
Hydro-Quebec | 8.500% | 12/1/29 | 1,396 | 2,119 | |||||||||||
Industrial & Commercial Bank of China Ltd. | 2.635% | 5/26/21 | 10,750 | 10,786 | |||||||||||
Industrial & Commercial Bank of China Ltd. | 2.452% | 10/20/21 | 1,000 | 1,001 | |||||||||||
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 7,810 | 7,924 | |||||||||||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 8,350 | 8,626 | |||||||||||
Inter-American Development Bank | 1.875% | 3/15/21 | 18,290 | 18,315 | |||||||||||
Inter-American Development Bank | 2.625% | 4/19/21 | 28,164 | 28,474 | |||||||||||
Inter-American Development Bank | 1.875% | 7/23/21 | 12,495 | 12,534 | |||||||||||
Inter-American Development Bank | 2.125% | 1/18/22 | 74,400 | 75,078 | |||||||||||
Inter-American Development Bank | 1.750% | 4/14/22 | 30,140 | 30,194 | |||||||||||
Inter-American Development Bank | 1.750% | 9/14/22 | 19,078 | 19,114 | |||||||||||
Inter-American Development Bank | 3.000% | 9/26/22 | 27,796 | 28,697 | |||||||||||
Inter-American Development Bank | 2.500% | 1/18/23 | 58,970 | 60,382 | |||||||||||
Inter-American Development Bank | 3.000% | 10/4/23 | 8,225 | 8,619 | |||||||||||
Inter-American Development Bank | 2.625% | 1/16/24 | 15,545 | 16,064 | |||||||||||
Inter-American Development Bank | 3.000% | 2/21/24 | 28,257 | 29,596 | |||||||||||
Inter-American Development Bank | 2.125% | 1/15/25 | 29,620 | 30,075 | |||||||||||
Inter-American Development Bank | 7.000% | 6/15/25 | 2,950 | 3,678 | |||||||||||
Inter-American Development Bank | 2.000% | 6/2/26 | 32,570 | 32,754 | |||||||||||
Inter-American Development Bank | 2.000% | 7/23/26 | 23,765 | 23,902 |
124
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Inter-American Development Bank | 2.375% | 7/7/27 | 47,050 | 48,554 | |||||||||||
Inter-American Development Bank | 3.125% | 9/18/28 | 34,842 | 38,020 | |||||||||||
Inter-American Development Bank | 2.250% | 6/18/29 | 17,300 | 17,642 | |||||||||||
Inter-American Development Bank | 3.875% | 10/28/41 | 1,345 | 1,650 | |||||||||||
Inter-American Development Bank | 3.200% | 8/7/42 | 7,052 | 7,876 | |||||||||||
Inter-American Development Bank | 4.375% | 1/24/44 | 8,725 | 11,540 | |||||||||||
International Bank for Reconstruction & Development | 1.625% | 3/9/21 | 25,935 | 25,904 | |||||||||||
International Bank for Reconstruction & Development | 1.375% | 5/24/21 | 66,505 | 66,183 | |||||||||||
International Bank for Reconstruction & Development | 2.250% | 6/24/21 | 23,390 | 23,567 | |||||||||||
International Bank for Reconstruction & Development | 2.750% | 7/23/21 | 78,546 | 79,844 | |||||||||||
International Bank for Reconstruction & Development | 1.375% | 9/20/21 | 62,570 | 62,272 | |||||||||||
International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 14,155 | 14,267 | |||||||||||
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 57,905 | 58,292 | |||||||||||
International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 61,735 | 61,692 | |||||||||||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 44,922 | 45,410 | |||||||||||
International Bank for Reconstruction & Development | 1.875% | 10/7/22 | 3,900 | 3,919 | |||||||||||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 14,100 | 16,555 | |||||||||||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 10,215 | 10,225 | |||||||||||
International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 83,000 | 83,407 | |||||||||||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 64,300 | 67,290 | |||||||||||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 41,850 | 43,128 | |||||||||||
International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 49,995 | 49,429 | |||||||||||
International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 72,238 | 74,685 | |||||||||||
International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 1,770 | 1,799 | |||||||||||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 41,450 | 42,994 | |||||||||||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 25,280 | 27,120 | |||||||||||
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,050 | 1,440 | |||||||||||
International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 6,650 | 6,641 | |||||||||||
International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 13,780 | 14,356 | |||||||||||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 13,500 | 13,178 | |||||||||||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 9,708 | 12,659 | |||||||||||
International Finance Corp. | 2.250% | 1/25/21 | 39,803 | 40,012 | |||||||||||
International Finance Corp. | 1.125% | 7/20/21 | 3,150 | 3,124 | |||||||||||
International Finance Corp. | 2.875% | 7/31/23 | 16,500 | 17,164 | |||||||||||
International Finance Corp. | 1.375% | 10/16/24 | 18,815 | 18,454 | |||||||||||
International Finance Corp. | 2.125% | 4/7/26 | 23,800 | 24,165 | |||||||||||
8 | Japan Bank for International Cooperation | 1.875% | 4/20/21 | 9,300 | 9,298 | ||||||||||
8 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 8,375 | 8,542 | ||||||||||
8 | Japan Bank for International Cooperation | 1.500% | 7/21/21 | 24,125 | 24,011 | ||||||||||
8 | Japan Bank for International Cooperation | 2.000% | 11/4/21 | 6,480 | 6,496 | ||||||||||
8 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 9,200 | 9,327 | ||||||||||
8 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 11,000 | 11,124 | ||||||||||
8 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 11,000 | 10,898 | ||||||||||
8 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 34,280 | 34,703 | ||||||||||
8 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 4,565 | 4,741 | ||||||||||
8 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,400 | 1,469 | ||||||||||
8 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 24,400 | 25,667 | ||||||||||
8 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 4,000 | 4,073 | ||||||||||
8 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 19,690 | 20,445 | ||||||||||
8 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 13,000 | 12,797 | ||||||||||
8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 19,240 | 19,278 | ||||||||||
8 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 5,720 | 5,905 | ||||||||||
8 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 2,110 | 2,131 | ||||||||||
8 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 30,750 | 30,835 | ||||||||||
8 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 40,695 | 42,546 | ||||||||||
8 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 9,250 | 9,658 | ||||||||||
8 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 25,720 | 26,734 | ||||||||||
8 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 14,935 | 16,079 | ||||||||||
8 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 20,625 | 22,644 | ||||||||||
8 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 12,000 | 11,697 | ||||||||||
8 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 11,600 | 11,968 | ||||||||||
8 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 5,250 | 5,702 | ||||||||||
9 | KFW | 1.625% | 3/15/21 | 48,900 | 48,857 | ||||||||||
9 | KFW | 2.375% | 3/24/21 | 51,700 | 52,077 |
125
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
9 | KFW | 2.625% | 4/12/21 | 53,134 | 53,758 | ||||||||||
9 | KFW | 1.500% | 6/15/21 | 84,685 | 84,541 | ||||||||||
9 | KFW | 2.375% | 8/25/21 | 14,075 | 14,238 | ||||||||||
9 | KFW | 1.750% | 9/15/21 | 65,700 | 65,799 | ||||||||||
9 | KFW | 2.000% | 11/30/21 | 21,990 | 22,130 | ||||||||||
9 | KFW | 3.125% | 12/15/21 | 63,435 | 65,199 | ||||||||||
9 | KFW | 2.625% | 1/25/22 | 20,690 | 21,093 | ||||||||||
9 | KFW | 2.500% | 2/15/22 | 53,050 | 53,918 | ||||||||||
9 | KFW | 2.125% | 3/7/22 | 56,050 | 56,558 | ||||||||||
9 | KFW | 2.125% | 6/15/22 | 64,090 | 64,758 | ||||||||||
9 | KFW | 1.750% | 8/22/22 | 39,655 | 39,728 | ||||||||||
9 | KFW | 2.000% | 9/29/22 | 7,190 | 7,252 | ||||||||||
9 | KFW | 2.000% | 10/4/22 | 25,300 | 25,511 | ||||||||||
9 | KFW | 2.375% | 12/29/22 | 55,900 | 57,046 | ||||||||||
9 | KFW | 2.125% | 1/17/23 | 41,585 | 42,195 | ||||||||||
9 | KFW | 2.625% | 2/28/24 | 20,100 | 20,790 | ||||||||||
9 | KFW | 1.375% | 8/5/24 | 31,405 | 30,814 | ||||||||||
9 | KFW | 2.500% | 11/20/24 | 52,896 | 54,633 | ||||||||||
9 | KFW | 2.000% | 5/2/25 | 10,690 | 10,801 | ||||||||||
9 | KFW | 2.875% | 4/3/28 | 2,575 | 2,758 | ||||||||||
9 | KFW | 1.750% | 9/14/29 | 15,540 | 15,211 | ||||||||||
9 | KFW | 0.000% | 4/18/36 | 16,942 | 11,562 | ||||||||||
9 | KFW | 0.000% | 6/29/37 | 29,675 | 19,758 | ||||||||||
Korea Development Bank | 2.250% | 5/18/20 | 100 | 100 | |||||||||||
Korea Development Bank | 2.500% | 1/13/21 | 1,590 | 1,595 | |||||||||||
Korea Development Bank | 4.625% | 11/16/21 | 6,975 | 7,288 | |||||||||||
Korea Development Bank | 2.625% | 2/27/22 | 20,000 | 20,263 | |||||||||||
Korea Development Bank | 3.000% | 3/19/22 | 2,000 | 2,052 | |||||||||||
Korea Development Bank | 3.000% | 9/14/22 | 17,400 | 17,818 | |||||||||||
Korea Development Bank | 3.375% | 3/12/23 | 37,000 | 38,380 | |||||||||||
Korea Development Bank | 2.750% | 3/19/23 | 9,600 | 9,766 | |||||||||||
Korea Development Bank | 3.750% | 1/22/24 | 23,490 | 24,899 | |||||||||||
Korea Development Bank | 3.250% | 2/19/24 | 3,000 | 3,120 | |||||||||||
Korea Development Bank | 2.125% | 10/1/24 | 5,700 | 5,677 | |||||||||||
Korea Development Bank | 2.000% | 9/12/26 | 1,500 | 1,453 | |||||||||||
Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | 1,580 | 1,819 | |||||||||||
9 | Landwirtschaftliche Rentenbank | 1.750% | 9/24/21 | 11,160 | 11,177 | ||||||||||
9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 12,350 | 13,003 | ||||||||||
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 43,150 | 43,554 | ||||||||||
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 24,600 | 25,298 | ||||||||||
9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 17,675 | 17,513 | ||||||||||
9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 19,024 | 19,858 | ||||||||||
Nexen Energy ULC | 7.875% | 3/15/32 | 12,815 | 18,479 | |||||||||||
Nexen Energy ULC | 5.875% | 3/10/35 | 5,024 | 6,383 | |||||||||||
Nexen Energy ULC | 6.400% | 5/15/37 | 12,469 | 17,154 | |||||||||||
Nexen Energy ULC | 7.500% | 7/30/39 | 7,748 | 12,043 | |||||||||||
Nordic Investment Bank | 2.250% | 2/1/21 | 17,930 | 18,014 | |||||||||||
Nordic Investment Bank | 1.250% | 8/2/21 | 7,450 | 7,400 | |||||||||||
Nordic Investment Bank | 2.125% | 2/1/22 | 3,815 | 3,849 | |||||||||||
Nordic Investment Bank | 1.375% | 10/17/22 | 11,800 | 11,696 | |||||||||||
Nordic Investment Bank | 2.875% | 7/19/23 | 13,500 | 14,032 | |||||||||||
Nordic Investment Bank | 2.250% | 5/21/24 | 12,000 | 12,209 | |||||||||||
North American Development Bank | 2.400% | 10/26/22 | 5,915 | 5,939 | |||||||||||
10 | Oesterreichische Kontrollbank AG | 1.875% | 1/20/21 | 8,050 | 8,062 | ||||||||||
10 | Oesterreichische Kontrollbank AG | 2.875% | 9/7/21 | 2,000 | 2,038 | ||||||||||
10 | Oesterreichische Kontrollbank AG | 2.375% | 10/1/21 | 10,450 | 10,558 | ||||||||||
10 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 6,635 | 6,753 | ||||||||||
10 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 5,300 | 5,287 | ||||||||||
10 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 12,595 | 13,039 | ||||||||||
10 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 11,471 | 12,048 | ||||||||||
4 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 3,900 | 4,348 | ||||||||||
4 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 17,345 | 18,752 | ||||||||||
4 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 27,244 | 30,071 | ||||||||||
4 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 20,884 | 23,364 |
126
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 5,006 | 7,409 | ||||||||||
4 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 12,825 | 13,771 | ||||||||||
4 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 34,316 | 41,265 | ||||||||||
4 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 27,436 | 32,306 | ||||||||||
Petroleos Mexicanos | 5.500% | 1/21/21 | 14,584 | 14,977 | |||||||||||
Petroleos Mexicanos | 6.375% | 2/4/21 | 6,130 | 6,240 | |||||||||||
Petroleos Mexicanos | 4.875% | 1/24/22 | 7,170 | 7,449 | |||||||||||
Petroleos Mexicanos | 5.375% | 3/13/22 | 6,875 | 7,201 | |||||||||||
Petroleos Mexicanos | 3.500% | 1/30/23 | 7,386 | 7,461 | |||||||||||
Petroleos Mexicanos | 4.625% | 9/21/23 | 12,642 | 13,183 | |||||||||||
Petroleos Mexicanos | 4.875% | 1/18/24 | 7,948 | 8,334 | |||||||||||
4 | Petroleos Mexicanos | 2.290% | 2/15/24 | 1,069 | 1,076 | ||||||||||
Petroleos Mexicanos | 4.250% | 1/15/25 | 4,390 | 4,435 | |||||||||||
Petroleos Mexicanos | 2.378% | 4/15/25 | 1,554 | 1,569 | |||||||||||
Petroleos Mexicanos | 4.500% | 1/23/26 | 6,985 | 6,935 | |||||||||||
Petroleos Mexicanos | 6.875% | 8/4/26 | 33,401 | 36,655 | |||||||||||
7 | Petroleos Mexicanos | 6.490% | 1/23/27 | 30,759 | 32,647 | ||||||||||
Petroleos Mexicanos | 6.500% | 3/13/27 | 68,570 | 72,559 | |||||||||||
Petroleos Mexicanos | 5.350% | 2/12/28 | 37,955 | 37,693 | |||||||||||
Petroleos Mexicanos | 6.500% | 1/23/29 | 21,315 | 22,351 | |||||||||||
7 | Petroleos Mexicanos | 6.840% | 1/23/30 | 45,016 | 48,202 | ||||||||||
Petroleos Mexicanos | 6.625% | 6/15/35 | 33,024 | 33,562 | |||||||||||
Petroleos Mexicanos | 6.625% | 6/15/38 | 6,819 | 6,673 | |||||||||||
Petroleos Mexicanos | 6.500% | 6/2/41 | 14,781 | 14,678 | |||||||||||
Petroleos Mexicanos | 5.500% | 6/27/44 | 7,527 | 6,722 | |||||||||||
Petroleos Mexicanos | 6.375% | 1/23/45 | 18,174 | 17,544 | |||||||||||
Petroleos Mexicanos | 5.625% | 1/23/46 | 13,399 | 12,054 | |||||||||||
Petroleos Mexicanos | 6.750% | 9/21/47 | 76,602 | 76,653 | |||||||||||
Petroleos Mexicanos | 6.350% | 2/12/48 | 37,712 | 36,382 | |||||||||||
7 | Petroleos Mexicanos | 7.690% | 1/23/50 | 94,862 | 103,551 | ||||||||||
Province of Alberta | 2.200% | 7/26/22 | 24,870 | 25,078 | |||||||||||
Province of Alberta | 3.350% | 11/1/23 | 24,515 | 25,817 | |||||||||||
Province of Alberta | 2.950% | 1/23/24 | 14,235 | 14,776 | |||||||||||
Province of Alberta | 1.875% | 11/13/24 | 24,635 | 24,556 | |||||||||||
Province of Alberta | 3.300% | 3/15/28 | 13,990 | 15,101 | |||||||||||
Province of British Columbia | 2.650% | 9/22/21 | 19,010 | 19,292 | |||||||||||
Province of British Columbia | 2.000% | 10/23/22 | 9,031 | 9,084 | |||||||||||
Province of British Columbia | 1.750% | 9/27/24 | 7,775 | 7,692 | |||||||||||
Province of British Columbia | 6.500% | 1/15/26 | 266 | 327 | |||||||||||
Province of British Columbia | 2.250% | 6/2/26 | 8,075 | 8,153 | |||||||||||
Province of Manitoba | 2.050% | 11/30/20 | 1,750 | 1,752 | |||||||||||
Province of Manitoba | 2.125% | 5/4/22 | 750 | 755 | |||||||||||
Province of Manitoba | 2.100% | 9/6/22 | 11,570 | 11,638 | |||||||||||
Province of Manitoba | 2.600% | 4/16/24 | 18,500 | 18,996 | |||||||||||
Province of Manitoba | 3.050% | 5/14/24 | 1,900 | 1,982 | |||||||||||
Province of Manitoba | 2.125% | 6/22/26 | 5,675 | 5,660 | |||||||||||
Province of New Brunswick | 2.500% | 12/12/22 | 1,675 | 1,702 | |||||||||||
Province of New Brunswick | 3.625% | 2/24/28 | 8,500 | 9,286 | |||||||||||
Province of Ontario | 2.550% | 2/12/21 | 32,035 | 32,294 | |||||||||||
Province of Ontario | 2.500% | 9/10/21 | 33,820 | 34,195 | |||||||||||
Province of Ontario | 2.400% | 2/8/22 | 17,707 | 17,923 | |||||||||||
Province of Ontario | 2.550% | 4/25/22 | 34,760 | 35,335 | |||||||||||
Province of Ontario | 2.250% | 5/18/22 | 38,825 | 39,198 | |||||||||||
Province of Ontario | 2.450% | 6/29/22 | 11,808 | 11,981 | |||||||||||
Province of Ontario | 2.200% | 10/3/22 | 2,500 | 2,524 | |||||||||||
Province of Ontario | 3.400% | 10/17/23 | 51,220 | 54,073 | |||||||||||
Province of Ontario | 3.050% | 1/29/24 | 16,915 | 17,626 | |||||||||||
Province of Ontario | 3.200% | 5/16/24 | 4,550 | 4,782 | |||||||||||
Province of Ontario | 2.500% | 4/27/26 | 16,500 | 16,889 | |||||||||||
Province of Ontario | 2.300% | 6/15/26 | 42,375 | 42,894 | |||||||||||
Province of Ontario | 2.000% | 10/2/29 | 30,310 | 29,782 | |||||||||||
Province of Quebec | 2.750% | 8/25/21 | 17,555 | 17,838 | |||||||||||
Province of Quebec | 2.375% | 1/31/22 | 17,350 | 17,539 | |||||||||||
Province of Quebec | 2.625% | 2/13/23 | 26,460 | 27,106 |
127
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Province of Quebec | 7.500% | 7/15/23 | 300 | 355 | |||||||||||
Province of Quebec | 7.125% | 2/9/24 | 11,172 | 13,358 | |||||||||||
Province of Quebec | 2.875% | 10/16/24 | 16,375 | 17,057 | |||||||||||
Province of Quebec | 2.500% | 4/20/26 | 18,800 | 19,242 | |||||||||||
Province of Quebec | 2.750% | 4/12/27 | 45,500 | 47,300 | |||||||||||
Province of Quebec | 7.500% | 9/15/29 | 17,395 | 25,051 | |||||||||||
Province of Saskatchewan | 8.500% | 7/15/22 | 3,374 | 3,899 | |||||||||||
Republic of Chile | 3.250% | 9/14/21 | 5,743 | 5,850 | |||||||||||
Republic of Chile | 2.250% | 10/30/22 | 2,385 | 2,392 | |||||||||||
Republic of Chile | 3.125% | 3/27/25 | 6,870 | 7,158 | |||||||||||
Republic of Chile | 3.125% | 1/21/26 | 11,468 | 12,000 | |||||||||||
4 | Republic of Chile | 3.240% | 2/6/28 | 33,514 | 35,125 | ||||||||||
Republic of Chile | 3.625% | 10/30/42 | 300 | 323 | |||||||||||
Republic of Chile | 3.860% | 6/21/47 | 11,497 | 12,759 | |||||||||||
4 | Republic of Chile | 3.500% | 1/25/50 | 13,756 | 14,254 | ||||||||||
Republic of Colombia | 4.375% | 7/12/21 | 14,430 | 14,893 | |||||||||||
4 | Republic of Colombia | 2.625% | 3/15/23 | 20,485 | 20,616 | ||||||||||
Republic of Colombia | 4.000% | 2/26/24 | 26,225 | 27,627 | |||||||||||
Republic of Colombia | 8.125% | 5/21/24 | 6,362 | 7,806 | |||||||||||
4 | Republic of Colombia | 4.500% | 1/28/26 | 24,763 | 26,931 | ||||||||||
4 | Republic of Colombia | 3.875% | 4/25/27 | 37,235 | 39,328 | ||||||||||
4 | Republic of Colombia | 4.500% | 3/15/29 | 20,125 | 22,263 | ||||||||||
Republic of Colombia | 10.375% | 1/28/33 | 5,750 | 9,243 | |||||||||||
Republic of Colombia | 7.375% | 9/18/37 | 20,452 | 29,105 | |||||||||||
Republic of Colombia | 6.125% | 1/18/41 | 22,750 | 29,272 | |||||||||||
4 | Republic of Colombia | 5.625% | 2/26/44 | 20,332 | 25,075 | ||||||||||
4 | Republic of Colombia | 5.000% | 6/15/45 | 70,289 | 81,137 | ||||||||||
Republic of Colombia | 5.200% | 5/15/49 | 16,800 | 20,044 | |||||||||||
Republic of Finland | 6.950% | 2/15/26 | 1,905 | 2,326 | |||||||||||
Republic of Hungary | 6.375% | 3/29/21 | 71,811 | 75,762 | |||||||||||
Republic of Hungary | 5.375% | 2/21/23 | 23,077 | 25,296 | |||||||||||
Republic of Hungary | 5.750% | 11/22/23 | 4,691 | 5,289 | |||||||||||
Republic of Hungary | 5.375% | 3/25/24 | 20,168 | 22,726 | |||||||||||
Republic of Hungary | 7.625% | 3/29/41 | 16,965 | 27,783 | |||||||||||
Republic of Indonesia | 2.950% | 1/11/23 | 3,150 | 3,202 | |||||||||||
Republic of Indonesia | 4.450% | 2/11/24 | 3,300 | 3,556 | |||||||||||
Republic of Indonesia | 3.500% | 1/11/28 | 15,800 | 16,463 | |||||||||||
Republic of Indonesia | 4.100% | 4/24/28 | 13,780 | 14,969 | |||||||||||
Republic of Indonesia | 4.750% | 2/11/29 | 18,615 | 21,315 | |||||||||||
Republic of Indonesia | 3.400% | 9/18/29 | 3,650 | 3,791 | |||||||||||
7 | Republic of Indonesia | 4.750% | 7/18/47 | 6,315 | 7,278 | ||||||||||
Republic of Indonesia | 4.350% | 1/11/48 | 24,445 | 27,043 | |||||||||||
Republic of Indonesia | 5.350% | 2/11/49 | 12,200 | 15,724 | |||||||||||
Republic of Indonesia | 3.700% | 10/30/49 | 4,500 | 4,566 | |||||||||||
Republic of Italy | 6.875% | 9/27/23 | 32,550 | 36,997 | |||||||||||
Republic of Italy | 2.375% | 10/17/24 | 28,200 | 27,586 | |||||||||||
Republic of Italy | 2.875% | 10/17/29 | 13,600 | 12,847 | |||||||||||
Republic of Italy | 5.375% | 6/15/33 | 28,320 | 32,437 | |||||||||||
Republic of Italy | 4.000% | 10/17/49 | 28,100 | 26,650 | |||||||||||
Republic of Korea | 5.625% | 11/3/25 | 525 | 621 | |||||||||||
Republic of Korea | 2.750% | 1/19/27 | 46,040 | 47,021 | |||||||||||
Republic of Korea | 4.125% | 6/10/44 | 4,937 | 6,001 | |||||||||||
Republic of Korea | 3.875% | 9/20/48 | 6,513 | 7,760 | |||||||||||
4 | Republic of Panama | 4.000% | 9/22/24 | 13,514 | 14,443 | ||||||||||
4 | Republic of Panama | 3.750% | 3/16/25 | 17,075 | 18,121 | ||||||||||
Republic of Panama | 7.125% | 1/29/26 | 9,968 | 12,485 | |||||||||||
Republic of Panama | 8.875% | 9/30/27 | 7,179 | 10,239 | |||||||||||
4 | Republic of Panama | 3.875% | 3/17/28 | 14,960 | 16,269 | ||||||||||
Republic of Panama | 9.375% | 4/1/29 | 10,920 | 16,639 | |||||||||||
4 | Republic of Panama | 3.160% | 1/23/30 | 2,200 | 2,266 | ||||||||||
4 | Republic of Panama | 6.700% | 1/26/36 | 23,254 | 32,585 | ||||||||||
4 | Republic of Panama | 4.500% | 5/15/47 | 7,420 | 8,830 | ||||||||||
4 | Republic of Panama | 4.500% | 4/16/50 | 30,978 | 36,709 | ||||||||||
4 | Republic of Panama | 4.300% | 4/29/53 | 16,450 | 19,185 |
128
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
4 | Republic of Panama | 3.870% | 7/23/60 | 4,600 | 4,945 | ||||||||||
Republic of Peru | 7.350% | 7/21/25 | 7,040 | 8,895 | |||||||||||
Republic of Peru | 4.125% | 8/25/27 | 1,468 | 1,642 | |||||||||||
Republic of Peru | 2.844% | 6/20/30 | 4,000 | 4,137 | |||||||||||
Republic of Peru | 8.750% | 11/21/33 | 34,914 | 57,575 | |||||||||||
4 | Republic of Peru | 6.550% | 3/14/37 | 14,941 | 21,826 | ||||||||||
Republic of Peru | 5.625% | 11/18/50 | 33,183 | 48,143 | |||||||||||
Republic of Poland | 5.125% | 4/21/21 | 22,985 | 23,931 | |||||||||||
Republic of Poland | 5.000% | 3/23/22 | 23,876 | 25,481 | |||||||||||
Republic of Poland | 3.000% | 3/17/23 | 23,036 | 23,719 | |||||||||||
Republic of Poland | 4.000% | 1/22/24 | 15,114 | 16,266 | |||||||||||
Republic of Poland | 3.250% | 4/6/26 | 24,835 | 26,293 | |||||||||||
Republic of the Philippines | 4.000% | 1/15/21 | 22,110 | 22,521 | |||||||||||
Republic of the Philippines | 4.200% | 1/21/24 | 1,000 | 1,077 | |||||||||||
Republic of the Philippines | 9.500% | 10/21/24 | 1,150 | 1,532 | |||||||||||
Republic of the Philippines | 10.625% | 3/16/25 | 19,600 | 27,660 | |||||||||||
Republic of the Philippines | 5.500% | 3/30/26 | 23,675 | 28,084 | |||||||||||
Republic of the Philippines | 3.000% | 2/1/28 | 19,300 | 20,046 | |||||||||||
Republic of the Philippines | 3.750% | 1/14/29 | 19,100 | 21,069 | |||||||||||
Republic of the Philippines | 9.500% | 2/2/30 | 21,428 | 34,178 | |||||||||||
Republic of the Philippines | 7.750% | 1/14/31 | 24,220 | 35,785 | |||||||||||
Republic of the Philippines | 6.375% | 1/15/32 | 7,900 | 10,754 | |||||||||||
Republic of the Philippines | 6.375% | 10/23/34 | 38,315 | 54,407 | |||||||||||
Republic of the Philippines | 5.000% | 1/13/37 | 1,645 | 2,099 | |||||||||||
Republic of the Philippines | 3.950% | 1/20/40 | 37,050 | 42,270 | |||||||||||
Republic of the Philippines | 3.700% | 3/1/41 | 14,075 | 15,940 | |||||||||||
Republic of the Philippines | 3.700% | 2/2/42 | 22,320 | 25,143 | |||||||||||
State of Israel | 4.000% | 6/30/22 | 16,130 | 16,955 | |||||||||||
State of Israel | 3.150% | 6/30/23 | 11,100 | 11,543 | |||||||||||
State of Israel | 2.875% | 3/16/26 | 25,400 | 26,479 | |||||||||||
State of Israel | 3.250% | 1/17/28 | 5,000 | 5,360 | |||||||||||
State of Israel | 4.500% | 1/30/43 | 14,100 | 16,791 | |||||||||||
State of Israel | 4.125% | 1/17/48 | 12,100 | 13,806 | |||||||||||
Svensk Exportkredit AB | 1.750% | 3/10/21 | 17,950 | 17,948 | |||||||||||
Svensk Exportkredit AB | 2.375% | 4/9/21 | 6,900 | 6,954 | |||||||||||
Svensk Exportkredit AB | 2.875% | 5/22/21 | 9,125 | 9,268 | |||||||||||
Svensk Exportkredit AB | 1.625% | 9/12/21 | 17,700 | 17,675 | |||||||||||
Svensk Exportkredit AB | 3.125% | 11/8/21 | 12,000 | 12,305 | |||||||||||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 16,500 | 16,610 | |||||||||||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 14,000 | 13,967 | |||||||||||
Svensk Exportkredit AB | 2.875% | 3/14/23 | 12,700 | 13,155 | |||||||||||
Syngenta Finance NV | 3.125% | 3/28/22 | 6,535 | 6,586 | |||||||||||
United Mexican States | 3.625% | 3/15/22 | 44,240 | 45,569 | |||||||||||
United Mexican States | 4.000% | 10/2/23 | 22,606 | 23,816 | |||||||||||
United Mexican States | 3.600% | 1/30/25 | 30,467 | 31,833 | |||||||||||
United Mexican States | 4.125% | 1/21/26 | 32,285 | 34,367 | |||||||||||
United Mexican States | 4.150% | 3/28/27 | 45,290 | 48,400 | |||||||||||
United Mexican States | 3.750% | 1/11/28 | 22,440 | 23,259 | |||||||||||
United Mexican States | 4.500% | 4/22/29 | 29,850 | 32,711 | |||||||||||
United Mexican States | 8.300% | 8/15/31 | 3,680 | 5,446 | |||||||||||
United Mexican States | 7.500% | 4/8/33 | 14,715 | 20,745 | |||||||||||
United Mexican States | 6.750% | 9/27/34 | 10,838 | 14,799 | |||||||||||
United Mexican States | 6.050% | 1/11/40 | 34,244 | 44,367 | |||||||||||
United Mexican States | 4.750% | 3/8/44 | 62,749 | 69,084 | |||||||||||
United Mexican States | 5.550% | 1/21/45 | 12,795 | 15,678 | |||||||||||
United Mexican States | 4.600% | 1/23/46 | 30,379 | 32,749 | |||||||||||
United Mexican States | 4.350% | 1/15/47 | 33,740 | 35,323 | |||||||||||
United Mexican States | 4.600% | 2/10/48 | 21,112 | 22,909 | |||||||||||
4 | United Mexican States | 4.500% | 1/31/50 | 15,900 | 17,197 | ||||||||||
United Mexican States | 5.750% | 10/12/10 | 43,460 | 51,118 | |||||||||||
Total Sovereign Bonds (Cost $9,621,564) | 10,031,009 |
129
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Taxable Municipal Bonds (0.7%) | |||||||||||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 3,520 | 3,602 | |||||||||||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,050 | 3,224 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 50 | 70 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.834% | 2/15/41 | 2,300 | 3,599 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.053% | 2/15/43 | 1,000 | 1,388 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 5.939% | 2/15/47 | 8,475 | 11,693 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.270% | 2/15/50 | 2,175 | 2,906 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.499% | 2/15/50 | 1,550 | 2,394 | |||||||||||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 8.084% | 2/15/50 | 8,225 | 14,082 | |||||||||||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 4,075 | 5,967 | |||||||||||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 16,845 | 25,730 | |||||||||||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 2,900 | 4,708 | |||||||||||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 10,230 | 16,510 | |||||||||||
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 12,550 | 12,618 | |||||||||||
California GO | 2.800% | 4/1/21 | 10,000 | 10,130 | |||||||||||
California GO | 5.700% | 11/1/21 | 24,125 | 25,823 | |||||||||||
California GO | 2.367% | 4/1/22 | 2,000 | 2,028 | |||||||||||
California GO | 3.375% | 4/1/25 | 5,450 | 5,787 | |||||||||||
California GO | 2.650% | 4/1/26 | 5,000 | 5,115 | |||||||||||
California GO | 3.500% | 4/1/28 | 7,635 | 8,221 | |||||||||||
California GO | 4.500% | 4/1/33 | 11,590 | 13,037 | |||||||||||
California GO | 7.500% | 4/1/34 | 35,650 | 53,683 | |||||||||||
California GO | 7.950% | 3/1/36 | 550 | 555 | |||||||||||
California GO | 4.600% | 4/1/38 | 17,500 | 19,390 | |||||||||||
California GO | 7.550% | 4/1/39 | 35,035 | 56,197 | |||||||||||
California GO | 7.300% | 10/1/39 | 6,571 | 10,034 | |||||||||||
California GO | 7.350% | 11/1/39 | 27,395 | 42,082 | |||||||||||
California GO | 7.625% | 3/1/40 | 15,125 | 24,219 | |||||||||||
California GO | 7.600% | 11/1/40 | 15,670 | 25,867 | |||||||||||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 3,220 | 3,523 | |||||||||||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 1,410 | 1,855 | |||||||||||
Chicago IL GO | 7.045% | 1/1/29 | 3,000 | 3,293 | |||||||||||
Chicago IL GO | 7.375% | 1/1/33 | 1,850 | 2,216 | |||||||||||
Chicago IL GO | 5.432% | 1/1/42 | 2,500 | 2,581 | |||||||||||
Chicago IL GO | 6.314% | 1/1/44 | 5,700 | 6,479 | |||||||||||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 7,450 | 9,747 | |||||||||||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 1,745 | 2,509 | |||||||||||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 4,375 | 5,279 | |||||||||||
Chicago IL Transit Authority Sales Tax Receipts Revenue | 6.200% | 12/1/40 | 2,525 | 3,305 | |||||||||||
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 7,135 | 9,639 | |||||||||||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,745 | 5,901 | |||||||||||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 3,150 | 3,356 |
130
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 7,000 | 7,510 | |||||||||||
Connecticut GO | 5.090% | 10/1/30 | 8,770 | 10,086 | |||||||||||
Connecticut GO | 5.850% | 3/15/32 | 6,410 | 8,254 | |||||||||||
Cook County IL GO | 6.229% | 11/15/34 | 4,625 | 6,053 | |||||||||||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 2,100 | 2,768 | |||||||||||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 2,065 | 2,942 | |||||||||||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 4,000 | 5,289 | |||||||||||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 9,740 | 13,518 | |||||||||||
Dallas TX Independent School District GO | 6.450% | 2/15/35 | 3,750 | 3,937 | |||||||||||
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 3,150 | 3,109 | |||||||||||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 4,500 | 4,454 | |||||||||||
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 1,175 | 1,455 | |||||||||||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 11,500 | 15,109 | |||||||||||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 4,280 | 5,874 | |||||||||||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 95 | 97 | |||||||||||
Florida Board of Administration Finance Corp Revenue | 2.638% | 7/1/21 | 7,330 | 7,418 | |||||||||||
George Washington University DC | 4.300% | 9/15/44 | 5,500 | 6,364 | |||||||||||
George Washington University DC | 4.868% | 9/15/45 | 200 | 250 | |||||||||||
George Washington University DC | 4.126% | 9/15/48 | 7,586 | 8,740 | |||||||||||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 13,122 | 17,669 | |||||||||||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,673 | 9,191 | |||||||||||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 3,680 | 4,975 | |||||||||||
Houston TX GO | 6.290% | 3/1/32 | 14,465 | 17,441 | |||||||||||
Illinois GO | 4.950% | 6/1/23 | 13,025 | 13,593 | |||||||||||
Illinois GO | 5.100% | 6/1/33 | 61,604 | 66,411 | |||||||||||
Illinois GO | 6.630% | 2/1/35 | 8,155 | 9,562 | |||||||||||
Illinois GO | 6.725% | 4/1/35 | 5,990 | 7,030 | |||||||||||
Illinois GO | 7.350% | 7/1/35 | 8,700 | 10,560 | |||||||||||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,980 | 6,611 | |||||||||||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 6,300 | 6,841 | |||||||||||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 4,100 | 4,805 | |||||||||||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 1,900 | 2,245 | |||||||||||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 400 | 500 | |||||||||||
11 | Kansas Development Finance Authority Revenue (Public Employees Retirement System) | 5.501% | 5/1/34 | 4,300 | 5,343 | ||||||||||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 3,025 | 4,966 | |||||||||||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 3,840 | 5,166 | |||||||||||
Los Angeles CA Department of Water & Power Revenue | 6.166% | 7/1/40 | 1,550 | 1,583 | |||||||||||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 2,700 | 4,221 | |||||||||||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 5,060 | 8,121 | |||||||||||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 350 | 424 | |||||||||||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 10,200 | 13,062 | |||||||||||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 14,910 | 20,555 | |||||||||||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 8,110 | 10,471 | |||||||||||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 2,200 | 3,409 | |||||||||||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 2,330 | 3,110 | |||||||||||
Massachusetts GO | 4.200% | 12/1/21 | 4,520 | 4,657 | |||||||||||
Massachusetts GO | 4.500% | 8/1/31 | 400 | 464 | |||||||||||
Massachusetts GO | 5.456% | 12/1/39 | 5,350 | 6,944 |
131
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
Massachusetts GO | 2.813% | 9/1/43 | 10,415 | 9,914 | |||||||||||
Massachusetts GO | 2.900% | 9/1/49 | 4,745 | 4,479 | |||||||||||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 3,100 | 4,092 | |||||||||||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 5,695 | 5,693 | |||||||||||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 4,275 | 5,582 | |||||||||||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 2,260 | 3,229 | |||||||||||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 6,325 | 10,192 | |||||||||||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,205 | 6,643 | |||||||||||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 4,490 | 4,473 | |||||||||||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 8,740 | 8,720 | |||||||||||
Michigan State University Revenue | 4.496% | 8/15/48 | 2,600 | 2,854 | |||||||||||
Mississippi GO | 5.245% | 11/1/34 | 1,375 | 1,707 | |||||||||||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 5,750 | 6,042 | |||||||||||
12 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 15,525 | 19,464 | ||||||||||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 3,165 | 3,152 | |||||||||||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 5,410 | 5,366 | |||||||||||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 12,050 | 13,853 | |||||||||||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.104% | 12/15/28 | 7,805 | 8,109 | |||||||||||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 8,105 | 10,698 | |||||||||||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 16,050 | 25,177 | |||||||||||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 15,750 | 24,019 | |||||||||||
New York City NY GO | 6.246% | 6/1/35 | 2,150 | 2,185 | |||||||||||
New York City NY GO | 5.517% | 10/1/37 | 7,150 | 9,185 | |||||||||||
New York City NY GO | 6.271% | 12/1/37 | 2,175 | 3,018 | |||||||||||
New York City NY Housing Development Corp. Multi-Family Mortgage Revenue (8 Spruce Street) | 3.709% | 2/15/48 | 150 | 158 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 1,435 | 2,010 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 395 | 557 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 2,900 | 4,182 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 1,050 | 1,522 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 4,400 | 6,048 | |||||||||||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 19,200 | 27,961 | |||||||||||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 4,675 | 5,808 | |||||||||||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 8,550 | 10,847 | |||||||||||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 20,105 | 31,455 | |||||||||||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 1,950 | 2,510 | |||||||||||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 6.668% | 11/15/39 | 200 | 284 | |||||||||||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 3,700 | 3,668 |
132
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 2,650 | 2,651 | |||||||||||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 2,170 | 2,669 | |||||||||||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 865 | 1,095 | |||||||||||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 2,650 | 2,660 | |||||||||||
New York State Thruway Authority | 2.900% | 1/1/35 | 2,675 | 2,666 | |||||||||||
New York State Thruway Authority | 3.500% | 1/1/42 | 2,000 | 1,992 | |||||||||||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 4,000 | 4,298 | |||||||||||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 5,775 | 7,004 | |||||||||||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 8,855 | 13,893 | |||||||||||
NYU Langone Hospitals | 5.750% | 7/1/43 | 4,780 | 6,346 | |||||||||||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 9,260 | 11,801 | |||||||||||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 2,860 | 3,174 | |||||||||||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 3,250 | 4,120 | |||||||||||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 2,550 | 2,976 | |||||||||||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 6,040 | 8,048 | |||||||||||
Oregon GO | 5.892% | 6/1/27 | 5,230 | 6,198 | |||||||||||
11 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,200 | 1,415 | ||||||||||
12 | Oregon School Boards Association GO | 5.680% | 6/30/28 | 1,575 | 1,888 | ||||||||||
Pennsylvania Public School Building Authority Lease Revenue (School District of Philadelphia) | 5.000% | 9/15/27 | 2,617 | 3,020 | |||||||||||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 2,195 | 2,899 | |||||||||||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,560 | 3,296 | |||||||||||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 12,025 | 16,052 | |||||||||||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 6,355 | 8,483 | |||||||||||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 6,300 | 8,137 | |||||||||||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 4,625 | 5,121 | |||||||||||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 2,205 | 2,490 | |||||||||||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 5,800 | 7,514 | |||||||||||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 21,900 | 26,841 | |||||||||||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 5,400 | 6,802 | |||||||||||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 5,400 | 5,135 | |||||||||||
Princeton University | 5.700% | 3/1/39 | 9,115 | 12,646 | |||||||||||
Regents of the University of California Revenue | 3.063% | 7/1/25 | 10,500 | 10,995 | |||||||||||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 3,200 | 4,641 | |||||||||||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 3,275 | 4,271 | |||||||||||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 3,900 | 3,838 | |||||||||||
Rutgers The State University of New Jersey | 3.270% | 5/1/43 | 1,325 | 1,311 | |||||||||||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,700 | 8,577 | |||||||||||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,525 | 3,550 | |||||||||||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 1,625 | 1,888 | |||||||||||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,880 | 4,826 | |||||||||||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 4,085 | 5,622 | |||||||||||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 6,750 | 9,283 | |||||||||||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 5,150 | 5,970 | |||||||||||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 2,225 | 3,212 | |||||||||||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 11,670 | 16,560 | |||||||||||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 4,950 | 7,526 | |||||||||||
San Jose CA Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 5,940 | 6,106 | |||||||||||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 8,775 | 10,732 | |||||||||||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,300 | 2,305 |
133
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||||||||||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 8,650 | 12,721 | |||||||||||
Texas A&M University System Revenue Financing System Revenue | 3.100% | 7/1/49 | 3,650 | 3,555 | |||||||||||
Texas GO | 5.517% | 4/1/39 | 8,265 | 11,157 | |||||||||||
Texas GO | 3.211% | 4/1/44 | 6,000 | 6,060 | |||||||||||
Texas Private Activity Surface Transportation Corp. Revenue | 3.922% | 12/31/49 | 7,720 | 7,760 | |||||||||||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 5,035 | 6,061 | |||||||||||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 2,850 | 3,489 | |||||||||||
University of California Regents Medical Center Revenue | 6.548% | 5/15/48 | 3,950 | 5,704 | |||||||||||
University of California Regents Medical Center Revenue | 6.583% | 5/15/49 | 2,575 | 3,708 | |||||||||||
University of California Revenue | 4.601% | 5/15/31 | 4,500 | 5,142 | |||||||||||
University of California Revenue | 5.770% | 5/15/43 | 1,120 | 1,484 | |||||||||||
University of California Revenue | 5.946% | 5/15/45 | 13,025 | 17,460 | |||||||||||
University of California Revenue | 4.858% | 5/15/12 | 16,990 | 20,946 | |||||||||||
University of California Revenue | 4.767% | 5/15/15 | 6,825 | 8,244 | |||||||||||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 2,250 | 2,174 | |||||||||||
University of Pittsburgh PA-of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 14,580 | 14,137 | |||||||||||
University of Southern California | 5.250% | 10/1/11 | 3,325 | 4,683 | |||||||||||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 5,800 | 6,111 | |||||||||||
University of Texas Revenue | 3.354% | 8/15/47 | 3,200 | 3,333 | |||||||||||
University of Texas System Revenue Financing System Revenue | 4.794% | 8/15/46 | 1,710 | 2,121 | |||||||||||
University of Virginia Revenue | 4.179% | 9/1/17 | 3,425 | 4,045 | |||||||||||
University of Virginia Revenue | 3.227% | 9/1/19 | 935 | 867 | |||||||||||
Utah GO | 4.554% | 7/1/24 | 2,425 | 2,567 | |||||||||||
Utah GO | 3.539% | 7/1/25 | 8,410 | 8,832 | |||||||||||
Washington GO | 5.140% | 8/1/40 | 4,410 | 5,630 | |||||||||||
Wisconsin Annual Appropriation Revenue | 3.954% | 5/1/36 | 17,970 | 19,212 | |||||||||||
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,100 | 3,218 | |||||||||||
11 | Wisconsin GO | 5.700% | 5/1/26 | 1,265 | 1,420 | ||||||||||
Total Taxable Municipal Bonds (Cost $1,408,682) | 1,644,739 | ||||||||||||||
Shares | |||||||||||||||
Temporary Cash Investment (2.0%) | |||||||||||||||
Money Market Fund (2.0%) | |||||||||||||||
13 | Vanguard Market Liquidity Fund (Cost $4,826,526) | 1.816% | 48,263,387 | 4,826,822 | |||||||||||
Total Investments (101.4%) (Cost $243,108,378) | 252,086,761 | ||||||||||||||
Other Assets and Liabilities—Net (-1.4%) | (3,429,542 | ) | |||||||||||||
Net Assets (100%) | 248,657,219 |
1 | Securities with a value of $374,000 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 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2019. |
6 | 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. |
7 | 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 December 31, 2019, the aggregate value of these securities was $2,147,924,000, representing 0.9% of net assets. |
134
Vanguard®Total Bond Market Index Fund
Schedule of Investments
December 31, 2019
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. | |
TBA—To Be Announced. | |
UMBS—Uniform Mortgage-Backed Securities. |
135
© 2020 The Vanguard Group, Inc. | |
All rights reserved. | |
Vanguard Marketing Corporation, Distributor. | |
SNA840 022020 |
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund and Vanguard Long-Term Bond Index Fund
Opinions on the Financial Statements
We have audited the accompanying statements of net assets—investments summary of Vanguard Short-Term Bond Index Fund, Vanguard Intermediate-Term Bond Index Fund and Vanguard Long-Term Bond Index Fund (three of the funds constituting Vanguard Bond Index Funds, hereafter collectively referred to as the "Funds") as of December 31, 2019, the related statements of operations for the year ended December 31, 2019, the statements of changes in net assets for each of the two years in the period ended December 31, 2019, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of December 31, 2019, the results of each of their operations for the year then ended, the changes in each of their net assets for each of the two years in the period ended December 31, 2019 and each of the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinions
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2019 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
February 13, 2020
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, F: (267) 330 3300, www.pwc.com/us |
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Vanguard Bond Index Funds and Shareholders of Vanguard Total Bond Market Index Fund
Opinion on the Financial Statements
We have audited the accompanying statement of net assets—investments summary of Vanguard Total Bond Market Index Fund (one of the funds constituting Vanguard Bond Index Funds, referred to hereafter as the "Fund”) as of December 31, 2019, the related statement of operations for the year ended December 31, 2019, the statement of changes in net assets for each of the two years in the period ended December 31, 2019, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of December 31, 2019, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2019 and the financial highlights for each of the periods indicated therein in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (“PCAOB”) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2019 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.
February 13, 2020
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
PricewaterhouseCoopers LLP, Two Commerce Square, Suite 1800, 2001 Market Street, Philadelphia, PA 19103-7042 T: (267) 330 3000, F: (267) 330 3300, www.pwc.com/us |
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 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) | Code of Ethics. |
(b) | 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: February 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: February 19, 2020
VANGUARD BOND INDEX FUNDS
BY: | /s/ JOHN BENDL* | |
___________________________ | ||
JOHN BENDL | ||
CHIEF FINANCIAL OFFICER |
Date: February 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.