# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0000794105-26-000038
**Filing Date:** 2026-2
**Character Count:** 38483
**Document Hash:** 82209e9e1fdd30a2edc664d706c9db81
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000794105-26-000038.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000794105-26-000038

**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 BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105

**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:** 811-04681
- **FILM NUMBER:** 26688277

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

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600 V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND INDEX FUND INC
- **DATE OF NAME CHANGE:** 19940111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND MARKET FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX BOND FUND
- **DATE OF NAME CHANGE:** 19870105

## Series and Classes Contracts Data

### Vanguard Inflation-Protected Securities Fund (Series ID: S000019554)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000054349 | Investor Shares      | VIPSX           |
| C000054350 | Admiral Shares       | VAIPX           |
| C000054351 | Institutional Shares | VIPIX           |

## 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 BOND INDEX FUNDS

- **b. Investment Company Act file number:** 811-04681

- **c. CIK number of Registrant:** 0000794105

- **d. LEI of Registrant:** 549300INE5BF80OGAZ51

- **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 INFLATION-PROTECTED SECURITIES FUND

- **b. EDGAR series identifier (if any):** S000019554

- **c. LEI of Series:** F8K6630RFYVJPTW32U17

**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:** $27651657089.12

**Total Liabilities:** $43854179.97

**Net Assets:** $27607802909.15

**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 C000054351 | 0.42%                | 0.21%                | -0.48%               |
| Class ID C000054349 | 0.33%                | 0.25%                | -0.55%               |
| Class ID C000054350 | 0.38%                | 0.21%                | -0.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-26536778.83            | $13310024.43                               |
| Month 2  | $-26833184.81            | $-24528834.90                              |
| Month 3  | $-9927265.61             | $-236975676.76                             |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Treasury Inflation Protected Securities Index

- **Index Identifier:** I00062

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                               | FWDP 10Y RTR 3.350000 16-OCT-2030  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  149500000 | NC      | $3522289.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.072000 10-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   72600000 | NC      | $-462936.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 30Y RTR 3.950000 09-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   24030000 | NC      | $150544.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  151000000 | PA      | $140533230.13  | 0.51%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92000000 | PA      | $93354843.52   | 0.34%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.409000 01-DEC-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   79000000 | NC      | $-12725.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50000000 | PA      | $50591797.00   | 0.18%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.282050 31-MAY-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  180000000 | NC      | $832634.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  632192100 | PA      | $758193695.01  | 2.75%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 30Y RTR 3.260000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   23300000 | NC      | $5835.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 1038750600 | PA      | $1091564114.38 | 3.95%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  296648600 | PA      | $253300866.43  | 0.92%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  795799300 | PA      | $855858960.95  | 3.10%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.226090 31-MAY-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  725000000 | NC      | $4912996.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.465000 22-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   66600000 | NC      | $643738.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  238848300 | PA      | $161315526.34  | 0.58%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  727150000 | PA      | $786259767.86  | 2.85%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.427700 31-MAY-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  180000000 | NC      | $-175005.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.478500 24-OCT-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   12710000 | NC      | $-63705.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  175752000 | PA      | $181947500.37  | 0.66%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  883456800 | PA      | $908585589.84  | 3.29%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75000000 | PA      | $78111327.75   | 0.28%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  503440000 | PA      | $645379440.96  | 2.34%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  219600000 | PA      | $213537078.92  | 0.77%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70000000 | PA      | $69811328.30   | 0.25%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 10Y RTR 3.608000 16-OCT-2035  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | -125700000 | NC      | $-5042774.42   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  877400000 | PA      | $917437982.92  | 3.32%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 4.100000 18-OCT-2040 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   59800000 | NC      | $1358378.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.502000 27-OCT-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   12699999 | NC      | $-90455.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | US LONG BOND(CBT) Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -52 | NC      | $64681.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  244803900 | PA      | $178392263.83  | 0.65%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 10yr Ultra Fut Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1694 | NC      | $-365610.94    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | US 5YR NOTE (CBT) Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      18901 | NC      | $-4318589.58   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  109115500 | PA      | $162649802.22  | 0.59%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  183670200 | PA      | $287599652.06  | 1.04%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  985500000 | PA      | $1027537175.27 | 3.72%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  735000000 | PA      | $814004831.29  | 2.95%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  198047400 | PA      | $322336465.37  | 1.17%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  842067000 | PA      | $880280357.27  | 3.19%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.349000 10-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   61400000 | NC      | $886261.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    1000000 | PA      | $1455418.89    | 0.01%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  779500000 | PA      | $836923389.96  | 3.03%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $20169531.20   | 0.07%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 5Y RTR 2.700000 26-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -90700000 | NC      | $-31423.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  341500000 | PA      | $344096489.71  | 1.25%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  146650000 | PA      | $152739412.48  | 0.55%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.480000 24-OCT-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   25420000 | NC      | $-130682.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  310210200 | PA      | $362745357.89  | 1.31%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $20350000.00   | 0.07%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  193775600 | PA      | $303428687.38  | 1.10%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  423830000 | PA      | $538292327.33  | 1.95%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   71028600 | PA      | $143913964.29  | 0.52%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 2YR NOTE (CBT) Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       2755 | NC      | $574103.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  546300000 | PA      | $718698899.27  | 2.60%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.505000 27-OCT-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   31750001 | NC      | $-234324.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  311211800 | PA      | $296872796.60  | 1.08%             | 2054-02-15      | Fixed         | 2.12%                 | 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        |     558890 | NS      | $55889048.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $61406250.00   | 0.22%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  109000000 | PA      | $108787108.83  | 0.39%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  864000000 | PA      | $909088089.75  | 3.29%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.128310 15-DEC-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  900000000 | NC      | $1782606.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  708551500 | PA      | $798175214.51  | 2.89%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  471138525 | PA      | $627272319.53  | 2.27%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 1104000000 | PA      | $1117346350.65 | 4.05%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  877771500 | PA      | $921253838.24  | 3.34%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  179241900 | PA      | $382610441.32  | 1.39%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  224255100 | PA      | $236235762.79  | 0.86%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  769000000 | PA      | $842129823.70  | 3.05%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 30Y RTR 3.810000 26-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -23300000 | NC      | $-103992.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 5Y RTR 3.250000 26-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   90700000 | NC      | $275064.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 4.358000 18-OCT-2045 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   66300000 | NC      | $-1386253.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  938150000 | PA      | $988844341.17  | 3.58%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.491500 24-OCT-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   12710000 | NC      | $-77889.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.471500 24-OCT-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   12710000 | NC      | $-56074.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.221000 22-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   79600000 | NC      | $-301870.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  312825500 | PA      | $193326415.74  | 0.70%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  552660000 | PA      | $716755613.77  | 2.60%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  507000000 | PA      | $622076600.68  | 2.25%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 30Y RTR 3.750000 09-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -48060000 | NC      | $-96121.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  162000000 | PA      | $156216166.14  | 0.57%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  575865600 | PA      | $691487860.03  | 2.50%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  661175300 | PA      | $771498737.82  | 2.79%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.803500 22-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   18200000 | NC      | $-318262.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | US 10YR NOTE (CBT)Mar26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1026 | NC      | $-1119288.22   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SWP: IFS 2.480000 24-OCT-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   31780000 | NC      | $-163378.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  698632500 | PA      | $791004269.85  | 2.87%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  750400000 | PA      | $744324800.62  | 2.70%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.733000 10-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   16800000 | NC      | $-380437.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  463976600 | PA      | $520213476.68  | 1.88%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.230150 15-DEC-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  170000000 | NC      | $52920.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  313117800 | PA      | $306639117.76  | 1.11%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  153575200 | PA      | $324456107.33  | 1.18%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.474500 30-OCT-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   19000000 | NC      | $-92306.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.545200 15-AUG-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   35340000 | NC      | $649658.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer