# EDGAR Filing Document

**Accession Number:** 0000862084
**File Stem:** 0000862084-26-000026
**Filing Date:** 2026-2
**Character Count:** 39407
**Document Hash:** 4382feb5c7cdc25184b14fa44457552d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000862084-26-000026.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000862084-26-000026

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD INSTITUTIONAL INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000862084

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06093
- **FILM NUMBER:** 26688418

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INSTITUTIONAL INDEX FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INSTITUTIONAL EQUITY INDEX FUND INC
- **DATE OF NAME CHANGE:** 19900701

## Series and Classes Contracts Data

### Vanguard Ultra-Short Treasury ETF (Series ID: S000090173)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000257084 | ETF Shares   | VGUS            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** VANGUARD INSTITUTIONAL INDEX FUNDS

- **b. Investment Company Act file number:** 811-06093

- **c. CIK number of Registrant:** 0000862084

- **d. LEI of Registrant:** 549300HU31ENFT74XN04

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** VANGUARD ULTRA-SHORT TREASURY ETF

- **b. EDGAR series identifier (if any):** S000090173

- **c. LEI of Series:** 529900IZR0IZYR5N4F48

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $530098584.28

**Total Liabilities:** $16177.59

**Net Assets:** $530082406.69

**Cash Not Reported:** $165261.23

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257084 | 0.35%                | 0.31%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10432.40                | $8724.79                                   |
| Month 2  | $12385.32                | $17388.77                                  |
| Month 3  | $6032.59                 | $106706.84                                 |

### Schedule of Portfolio Investments

| Name                                              | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5929000 | PA      | $5888714.94   | 1.11%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5925000 | PA      | $5876915.31   | 1.11%             | 2026-03-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5356000 | PA      | $5321460.50   | 1.00%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5910000 | PA      | $5873917.83   | 1.11%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5418000 | PA      | $5450804.31   | 1.03%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12861000 | PA      | $12826854.11  | 2.42%             | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4632000 | PA      | $4547140.32   | 0.86%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12732000 | PA      | $12679943.80  | 2.39%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1474000 | PA      | $1452926.40   | 0.27%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1913000 | PA      | $1901342.66   | 0.36%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5981000 | PA      | $5907795.08   | 1.11%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5364000 | PA      | $5321456.79   | 1.00%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $3983107.20   | 0.75%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3480000 | PA      | $3505148.43   | 0.66%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4771000 | PA      | $4771559.11   | 0.90%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18875000 | PA      | $18863973.79  | 3.56%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1929000 | PA      | $1913477.57   | 0.36%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3893000 | PA      | $3832528.70   | 0.72%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2057000 | PA      | $2050089.76   | 0.39%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4135000 | PA      | $4106733.39   | 0.77%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4885000 | PA      | $4891297.06   | 0.92%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1841000 | PA      | $1814967.10   | 0.34%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16409000 | PA      | $16331111.92  | 3.08%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12698000 | PA      | $12628258.01  | 2.38%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12302000 | PA      | $12297243.19  | 2.32%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2088000 | PA      | $2083677.19   | 0.39%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11853000 | PA      | $11823820.13  | 2.23%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2014000 | PA      | $2011718.52   | 0.38%             | 2026-01-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $3962241.91   | 0.75%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3223000 | PA      | $3224510.78   | 0.61%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4064000 | PA      | $3980484.80   | 0.75%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4199000 | PA      | $4143888.13   | 0.78%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1668000 | PA      | $1639331.25   | 0.31%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5010000 | PA      | $5020567.94   | 0.95%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6072000 | PA      | $6014246.83   | 1.13%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5574000 | PA      | $5596862.10   | 1.06%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12732000 | PA      | $12689252.39  | 2.39%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12704000 | PA      | $12681418.68  | 2.39%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5169000 | PA      | $5192623.93   | 0.98%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5506000 | PA      | $5511807.12   | 1.04%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4611000 | PA      | $4519860.68   | 0.85%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5995000 | PA      | $5913637.00   | 1.12%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4122000 | PA      | $4016266.11   | 0.76%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4528000 | PA      | $4486434.36   | 0.85%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12353000 | PA      | $12337119.54  | 2.33%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9777000 | PA      | $9704139.64   | 1.83%             | 2026-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    702095 | NS      | $702094.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4144000 | PA      | $4026759.28   | 0.76%             | 2026-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10114000 | PA      | $10010859.66  | 1.89%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4145000 | PA      | $4095616.22   | 0.77%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5589000 | PA      | $5585070.21   | 1.05%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3899000 | PA      | $3778918.37   | 0.71%             | 2026-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4346000 | PA      | $4290486.63   | 0.81%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12304000 | PA      | $12290728.82  | 2.32%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5570000 | PA      | $5598720.31   | 1.06%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5909000 | PA      | $5856483.78   | 1.10%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5560000 | PA      | $5538647.24   | 1.04%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5999000 | PA      | $5913482.56   | 1.12%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3838000 | PA      | $3871882.32   | 0.73%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3616000 | PA      | $3644815.00   | 0.69%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    459000 | PA      | $459537.89    | 0.09%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3322000 | PA      | $3337571.88   | 0.63%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4287000 | PA      | $4214991.78   | 0.80%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CGE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3221000 | PA      | $3220622.53   | 0.61%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3268000 | PA      | $3276680.63   | 0.62%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3125000 | PA      | $3140991.22   | 0.59%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1807000 | PA      | $1789635.85   | 0.34%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5562000 | PA      | $5533012.71   | 1.04%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5360000 | PA      | $5321437.81   | 1.00%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18906000 | PA      | $18904195.93  | 3.57%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3042000 | PA      | $3047703.75   | 0.57%             | 2026-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4023000 | PA      | $3969726.67   | 0.75%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4703000 | PA      | $4689405.37   | 0.88%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1820515.63   | 0.34%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6232000 | PA      | $6159790.18   | 1.16%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $279619.14    | 0.05%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9876000 | PA      | $9748533.74   | 1.84%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5558000 | PA      | $5532859.33   | 1.04%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2868000 | PA      | $2868784.23   | 0.54%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5410000 | PA      | $5392976.53   | 1.02%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5365000 | PA      | $5318902.76   | 1.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5450000 | PA      | $5477888.69   | 1.03%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16730000 | PA      | $16696725.99  | 3.15%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1556000 | PA      | $1550104.22   | 0.29%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4362000 | PA      | $4339167.63   | 0.82%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5563000 | PA      | $5529992.87   | 1.04%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3882000 | PA      | $3871385.14   | 0.73%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4550000 | PA      | $4458644.51   | 0.84%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4626000 | PA      | $4530769.44   | 0.85%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5484000 | PA      | $5506921.42   | 1.04%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3881000 | PA      | $3853863.31   | 0.73%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                       | TREASURY BILL                  | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6231000 | PA      | $6162988.66   | 1.16%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2875000 | PA      | $2875112.30   | 0.54%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** VANGUARD INSTITUTIONAL INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer