# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0001752724-23-050235
**Filing Date:** 2023-3
**Character Count:** 27478
**Document Hash:** cb69c0f16b1b9c37211b0d258de85ab8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050235.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050235

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105
- **IRS NUMBER:** 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:** 23693801

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $32184946343.43

**Total Liabilities:** $33432455.94

**Net Assets:** $32151513887.49

**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 | 1.26%                | 1.87%                | -1.31%               |
| Class ID C000054349 | 1.26%                | 1.83%                | -1.23%               |
| Class ID C000054350 | 1.20%                | 1.86%                | -1.23%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-300106461.95           | $696038136.09                              |
| Month 2  | $-124746741.64           | $649517579.86                              |
| Month 3  | $-72024777.65            | $-481122058.86                             |

### 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 Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125000000 | PA      | $115156250.00  | 0.36%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $84968750.00   | 0.26%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 10yr Ultra Fut Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       6327 | NC      | $-9053154.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $51525000.00   | 0.16%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  662400000 | PA      | $727960818.60  | 2.26%             | 2025-04-15      | Fixed         | 0.12%                 | 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        |  226000000 | PA      | $221746532.71  | 0.69%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $86312500.00   | 0.27%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $51853128.00   | 0.16%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  885000000 | PA      | $904581993.84  | 2.81%             | 2026-10-15      | Fixed         | 0.12%                 | 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        |  912000000 | PA      | $947624139.30  | 2.95%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  736522000 | PA      | $886249930.10  | 2.76%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828B25<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  503255900 | PA      | $629221845.70  | 1.96%             | 2024-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810FR4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  390650700 | PA      | $618212181.72  | 1.92%             | 2025-01-15      | Fixed         | 2.38%                 | 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        |  358500000 | PA      | $261888850.77  | 0.81%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  686304000 | PA      | $803288870.54  | 2.50%             | 2026-07-15      | Fixed         | 0.12%                 | 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        |  254302000 | PA      | $268983955.60  | 0.84%             | 2046-02-15      | Fixed         | 1.00%                 | 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        |  724000000 | PA      | $818078193.53  | 2.54%             | 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        |  321600000 | PA      | $322049882.22  | 1.00%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $54571872.00   | 0.17%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  568000000 | PA      | $652824583.95  | 2.03%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  357000000 | PA      | $276510034.16  | 0.86%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  163655500 | PA      | $236899682.68  | 0.74%             | 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        |  264170200 | PA      | $381468380.65  | 1.19%             | 2029-01-15      | Fixed         | 2.50%                 | 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        |  281000000 | PA      | $282257620.41  | 0.88%             | 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        |  239047400 | PA      | $359831940.57  | 1.12%             | 2027-01-15      | Fixed         | 2.38%                 | 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        |  243258200 | PA      | $347230982.81  | 1.08%             | 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        | 1122500000 | PA      | $1054651613.51 | 3.28%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $85421880.00   | 0.27%             | 2028-08-31      | Fixed         | 1.12%                 | 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        |  495900000 | PA      | $502197647.96  | 1.56%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  830300000 | PA      | $1001960548.98 | 3.12%             | 2025-01-15      | Fixed         | 0.25%                 | 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        |  447735200 | PA      | $525663539.60  | 1.63%             | 2044-02-15      | Fixed         | 1.38%                 | 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        |  298865600 | PA      | $424753432.05  | 1.32%             | 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        |  600000000 | PA      | $673751925.00  | 2.10%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  487000000 | PA      | $519792954.64  | 1.62%             | 2026-04-15      | Fixed         | 0.12%                 | 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        |  106028600 | PA      | $202744389.98  | 0.63%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 10YR NOTE (CBT)Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       3265 | NC      | $-2326027.00   | -0.01%            |  |  |  | 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        |  773000000 | PA      | $887310008.01  | 2.76%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  869771400 | PA      | $1056523258.77 | 3.29%             | 2024-07-15      | Fixed         | 0.12%                 | 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        |   13593912 | NS      | $1359255246.48 | 4.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 1258000000 | PA      | $1180278318.34 | 3.67%             | 2032-07-15      | Fixed         | 0.62%                 | 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        |  985700000 | PA      | $965719552.97  | 3.00%             | 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        |  677138525 | PA      | $787249002.40  | 2.45%             | 2027-01-15      | Fixed         | 0.38%                 | 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        |  274241900 | PA      | $557117804.87  | 1.73%             | 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        |  326755100 | PA      | $338260784.24  | 1.05%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  240000000 | PA      | $238162512.00  | 0.74%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  863500000 | PA      | $942053026.75  | 2.93%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  305727300 | PA      | $458342966.01  | 1.43%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US ULTRA BOND CBT Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2931 | NC      | $15877067.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  481000000 | PA      | $328787936.49  | 1.02%             | 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        |  809000000 | PA      | $918788329.89  | 2.86%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  853000000 | PA      | $954289615.40  | 2.97%             | 2024-10-15      | Fixed         | 0.12%                 | 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        |  754000000 | PA      | $803127199.88  | 2.50%             | 2029-07-15      | Fixed         | 0.25%                 | 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        |  242000000 | PA      | $243118370.99  | 0.76%             | 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        |  825000000 | PA      | $856791274.53  | 2.66%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  871844000 | PA      | $1052003813.98 | 3.27%             | 2025-07-15      | Fixed         | 0.38%                 | 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        |  926000000 | PA      | $939219695.55  | 2.92%             | 2031-01-15      | Fixed         | 0.12%                 | 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        |  955000000 | PA      | $938568926.56  | 2.92%             | 2027-04-15      | Fixed         | 0.12%                 | 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        |  402144700 | PA      | $439907210.70  | 1.37%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US 5YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1812 | NC      | $-2529900.34   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | US 2YR NOTE (CBT) Mar23        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -5032 | NC      | $2547012.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  233575200 | PA      | $468775046.90  | 1.46%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer