# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0000794105-25-000139
**Filing Date:** 2025-11
**Character Count:** 90065
**Document Hash:** f5ce626f18f32d308f309d245a9004b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000794105-25-000139.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000794105-25-000139

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251518257

**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           |

## Nport-Ex

Vanguard<sup>®</sup> Inflation-Protected Securities Fund

Schedule of Investments (unaudited)

As of September 30, 2025

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund's Form N-PORT reports are available on the SEC's website at www.sec.gov.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (99.6%)** | **U.S. Government and Agency Obligations (99.6%)** | **U.S. Government and Agency Obligations (99.6%)** | **U.S. Government and Agency Obligations (99.6%)** | **U.S. Government and Agency Obligations (99.6%)** | **U.S. Government and Agency Obligations (99.6%)** |
| **U.S. Government Securities (99.6%)** | **U.S. Government Securities (99.6%)** | **U.S. Government Securities (99.6%)** | **U.S. Government Securities (99.6%)** | **U.S. Government Securities (99.6%)** | **U.S. Government Securities (99.6%)** |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;795587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791028 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;648766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;643630 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;323646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329326 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;813035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801573 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.375% | &nbsp;&nbsp;7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;721416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716438 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp;815679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828597 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.500% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;735544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726791 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;304958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309930 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.250% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;804912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807850 |
| <sup>1</sup> | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;310719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330399 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;638864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635654 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;828955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863125 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;552449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548249 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;282363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294997 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;844686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;871718 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;358103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391388 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.250% | &nbsp;&nbsp;7/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;650373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630739 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;878855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896064 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;923916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881877 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;910712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924703 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;822970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;782373 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;525127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493027 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;7/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;850969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794432 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;1/15/2032 | &nbsp;&nbsp;1059868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975584 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;4/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;132905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148694 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;962819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911192 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.125% | &nbsp;&nbsp;1/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;948104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918666 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;7/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;928974 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914575 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;981680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986107 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;7/15/2034 | &nbsp;&nbsp;1019175 | &nbsp;&nbsp;&nbsp;&nbsp;1033966 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/15/2035 | &nbsp;&nbsp;1071955 | &nbsp;&nbsp;&nbsp;&nbsp;1103540 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;7/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;741437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747498 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;167562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168730 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2945 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;2/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;661867 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524171 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;2/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;256074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194256 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;379376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324042 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;2/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;585754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435974 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;243696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187598 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;2/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;297883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219654 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2/15/2048 | &nbsp;&nbsp;&nbsp;&nbsp;216143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161694 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;2/15/2049 | &nbsp;&nbsp;&nbsp;&nbsp;196411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144714 |
| <sup>2</sup> | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.250% | &nbsp;&nbsp;2/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;306332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180781 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;2/15/2051 | &nbsp;&nbsp;&nbsp;&nbsp;301314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166814 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;0.125% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;278008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150458 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;329438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263511 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;2/15/2054 | &nbsp;&nbsp;&nbsp;&nbsp;334092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308371 |
|  | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;2/15/2055 | &nbsp;&nbsp;&nbsp;&nbsp;325558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;318007 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25205 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34213 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/28/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61350 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20323 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;5/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;146650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152648 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69672 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93247 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108727 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50572 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;102900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63802 |
| **Total U.S. Government and Agency Obligations (Cost $27,781,222)** | **Total U.S. Government and Agency Obligations (Cost $27,781,222)** | **Total U.S. Government and Agency Obligations (Cost $27,781,222)** | **Total U.S. Government and Agency Obligations (Cost $27,781,222)** | **Total U.S. Government and Agency Obligations (Cost $27,781,222)** | **27465209** |

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** | **Temporary Cash Investments (0.4%)** |
| **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** |
| Vanguard Market Liquidity Fund **(Cost $99,111)** | Vanguard Market Liquidity Fund **(Cost $99,111)** | &nbsp;&nbsp;4.180% |  | &nbsp;&nbsp;991148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**99115** |
|  | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Contracts | &nbsp;&nbsp;Exercise<br> Price | &nbsp;&nbsp;Notional<br> Amount<br> ($000) |  |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** |
| **Put Options** | **Put Options** | **Put Options** | **Put Options** | **Put Options** | **Put Options** |
| 2-Year Mid-Curve on 3-Month SOFR Futures Contracts | &nbsp;&nbsp;12/12/2025 | &nbsp;&nbsp;1396 | &nbsp;&nbsp;$96.69 | &nbsp;&nbsp;337439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
|  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) |  |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.250% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;3/26/2026 | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp;90700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |
| 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.515% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;9/3/2027 | &nbsp;&nbsp;3.515% | &nbsp;&nbsp;182300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3905 |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.500% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;10/1/2025 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;64300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.260% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;3/26/2026 | &nbsp;&nbsp;3.260% | &nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.800% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;3/25/2026 | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5081** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
| 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.515% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;9/3/2027 | &nbsp;&nbsp;3.515% | &nbsp;&nbsp;182300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3983 |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.900% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;10/1/2025 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;64300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3983** |
| **Total Options Purchased (Cost $10,182)** | **Total Options Purchased (Cost $10,182)** | **Total Options Purchased (Cost $10,182)** | **Total Options Purchased (Cost $10,182)** | **Total Options Purchased (Cost $10,182)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9404** |
| **Total Investments (100.0%) (Cost $27,890,515)** | **Total Investments (100.0%) (Cost $27,890,515)** | **Total Investments (100.0%) (Cost $27,890,515)** | **Total Investments (100.0%) (Cost $27,890,515)** |  | &nbsp;&nbsp;**27573728** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6882** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**27580610** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Securities with a value of $8,431 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $17,798 have been segregated as initial margin for open futures contracts. |
| 3 | Securities with a value of $1,516 have been segregated as collateral for open over-the-counter swaptions. |
| 4 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

BANA—Bank of America, N.A. <br> SOFR—Secured Overnight Financing Rate. <br> WFB—Wells Fargo Bank N.A.

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#### Derivative Financial Instruments Outstanding as of Period End

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Options Written

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Expiration<br> Date | &nbsp;&nbsp;&nbsp;Contracts | &nbsp;&nbsp;&nbsp;Exercise<br> Price | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Exchange-Traded Options | Exchange-Traded Options | Exchange-Traded Options | Exchange-Traded Options | Exchange-Traded Options | Exchange-Traded Options |
| Put Options | Put Options | Put Options | Put Options | Put Options | Put Options |
| 1-Year Mid-Curve on 3-Month SOFR Futures Contracts | 12/12/2025 | &nbsp;&nbsp;&nbsp;1396 | &nbsp;&nbsp;&nbsp;$96.75 | &nbsp;&nbsp;&nbsp;337658 | &nbsp;&nbsp;&nbsp;(296) |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions |
| Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.200% Annually | BANA | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2027 | &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;215500 | &nbsp;&nbsp;&nbsp;(1800) |
| 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 2.700% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;3/26/2026 | &nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp;90700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(197) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.920% Annually | BANA | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2027 | &nbsp;&nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;(2111) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.450% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;3/25/2026 | &nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(125) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.600% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;3/25/2026 | &nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(192) |
| 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.810% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;3/26/2026 | &nbsp;&nbsp;&nbsp;3.810% | &nbsp;&nbsp;&nbsp;&nbsp;23300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(685) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(5110) |
| Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.200% Annually | BANA | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2027 | &nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;215500 | &nbsp;&nbsp;&nbsp;(2183) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.920% Annually | BANA | &nbsp;&nbsp;&nbsp;&nbsp;9/3/2027 | &nbsp;&nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;&nbsp;50000 | &nbsp;&nbsp;&nbsp;(1785) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(3968) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(9078) |
| Total Options Written **(Premiums Received $9,115)** | Total Options Written **(Premiums Received $9,115)** | Total Options Written **(Premiums Received $9,115)** | Total Options Written **(Premiums Received $9,115)** | Total Options Written **(Premiums Received $9,115)** | (9374) |

---

BANA—Bank of America, N.A. <br> WFB—Wells Fargo Bank N.A.

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 10-Year U.S. Treasury Note | December 2025 | &nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;93262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| Ultra 10-Year U.S. Treasury Note | December 2025 | 2672 | 307489 | &nbsp;&nbsp;2644 |
|  |  |  |  | &nbsp;&nbsp;2729 |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 5-Year U.S. Treasury Note | December 2025 | &nbsp;&nbsp;&nbsp;(312) | &nbsp;&nbsp;(34069) | &nbsp;&nbsp;&nbsp;&nbsp;207 |
| Long U.S. Treasury Bond | December 2025 | &nbsp;&nbsp;&nbsp;(256) | &nbsp;&nbsp;(29848) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;214 |
|  |  |  |  | &nbsp;&nbsp;2943 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 9/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;24300<sup>2</sup> | &nbsp;&nbsp;&nbsp;3.105<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86) |
| 9/10/2029 | &nbsp;&nbsp;&nbsp;9/10/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;72600<sup>2</sup> | &nbsp;&nbsp;&nbsp;3.072<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(301) | &nbsp;&nbsp;&nbsp;&nbsp;(301) |
| 9/22/2029 | &nbsp;&nbsp;&nbsp;9/22/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;79600<sup>2</sup> | &nbsp;&nbsp;&nbsp;3.221<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(123) | &nbsp;&nbsp;&nbsp;&nbsp;(123) |
| 9/9/2032 | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;20500<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>4</sup> | &nbsp;&nbsp;&nbsp;(3.411)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| 9/10/2032 | &nbsp;&nbsp;&nbsp;9/10/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;61400<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>4</sup> | &nbsp;&nbsp;&nbsp;(3.349)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 |
| 9/22/2032 | &nbsp;&nbsp;&nbsp;9/22/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;66600<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>4</sup> | &nbsp;&nbsp;&nbsp;(3.465)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
| 5/15/2035 | 12/31/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;17700<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>4</sup> | &nbsp;&nbsp;&nbsp;(3.619)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| 5/15/2035 | 12/31/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;17000<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>4</sup> | &nbsp;&nbsp;&nbsp;(3.638)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25) |
| 7/16/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;79100<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.594<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| 7/18/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;79100<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.590<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 |
| 8/7/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;17480<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.525<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63) |
| 8/14/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;7900<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.549<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10) |
| 8/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;47400<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.569<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| 8/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;31680<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.595<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 8/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;7920<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.576<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| 8/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;7920<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.577<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| 8/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;7920<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.597<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| 8/27/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;7920<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.601<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| 8/28/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;31680<sup>2</sup> | &nbsp;&nbsp;&nbsp;2.601<sup>5</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| 9/9/2037 | &nbsp;&nbsp;&nbsp;&nbsp;9/9/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5600<sup>2</sup> | &nbsp;&nbsp;&nbsp;3.824<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| 9/10/2037 | &nbsp;&nbsp;&nbsp;9/10/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;16800<sup>2</sup> | &nbsp;&nbsp;&nbsp;3.733<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(137) | &nbsp;&nbsp;&nbsp;&nbsp;(137) |
| 9/22/2037 | &nbsp;&nbsp;&nbsp;9/22/2027<sup>1</sup> | &nbsp;&nbsp;&nbsp;18200<sup>2</sup> | &nbsp;&nbsp;&nbsp;3.804<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(54) |
| 11/15/2043 | 12/31/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;10750<sup>2</sup> | &nbsp;&nbsp;&nbsp;3.927<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| 11/15/2043 | 12/31/2025<sup>1</sup> | &nbsp;&nbsp;&nbsp;10000<sup>2</sup> | &nbsp;&nbsp;&nbsp;3.955<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| 2/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;63650<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.300)<sup>5</sup> | &nbsp;&nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;2035 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;2691 | &nbsp;&nbsp;&nbsp;2691 |

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| |
|:---|
| 1 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
| 2 Notional amount denominated in U.S. dollar. |
| 3 Interest payment received/paid annually. |
| 4 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid annually. |
| 5 Interest payment received/paid at maturity. |
| 6 Zero-coupon. Based on the return of US Consumer Price Index for All Urban Consumers (USCPIU). Interest payment received/paid at maturity. |

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------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

B. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving options on futures contracts is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.

Options contracts on futures are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. Fluctuations in the value of the options are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

C. Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange. The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.

The primary risk associated with purchasing swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling swaptions is that interest rates or the value of the underlying investments move in such a way that the exercise price of the swaption exceeds the value of the underlying investment, the counterparty exercises the swaption, and the resulting interest rate swap results in a negative cash flow to the fund in an amount greater than the premium received. A risk associated with all types of swaptions is the possibility that a counterparty may default on its obligations under the swaption contract.

Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. Fluctuations in the value of swaptions are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

D. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).

E. Swap Contracts: The fund enters into interest rate swap transactions to adjust the fund's sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. The fund enters into inflation swap transactions to transfer inflation risk from one party to another through an exchange of cash flows. Under the terms of the swap, one party pays a fixed rate applied to a notional amount. In return, the other party pays a floating rate linked to an inflation index.

The fund enters into centrally cleared interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing

------

brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.

F. Various inputs may be used to determine the value of the fund's investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

#### Level 1 —Quoted prices in active markets for identical securities.

#### Level 2 —Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
**Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.**

The following table summarizes the market value of the fund's investments and derivatives as of September 30, 2025, based on the inputs used to value them:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27465209 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27465209 |
| Temporary Cash Investments | 99115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99115 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9064 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9404 |
| Total | 99455 | &nbsp;&nbsp;&nbsp;27474273 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;27573728 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;2943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2943 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 |
| Total | &nbsp;&nbsp;&nbsp;2943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3514 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6457 |
| Liabilities |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;(296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9078) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9374) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(823) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(823) |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;(296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9901) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10197) |

---

1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.

## 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:** 2025-09-30

**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:** $27668651238.25

**Total Liabilities:** $318578304.83

**Net Assets:** $27350072933.42

**Cash Not Reported:** $9868055.81

**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 C000054349 | 0.08%                | 1.52%                | 0.47%                |
| Class ID C000054350 | 0.13%                | 1.55%                | 0.40%                |
| Class ID C000054351 | 0.11%                | 1.58%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-79582506.28            | $16298268.80                               |
| Month 2  | $-17017577.64            | $301874597.10                              |
| Month 3  | $-13602191.60            | $55344533.70                               |

**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                                               | SOFR 1yr MidCurve Dec25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      -1396 | NC      | $-296650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SOFR 2yr MidCurve Dec25P           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       1396 | NC      | $340275.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     876701 | NS      | $87670096.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | US 5YR NOTE (CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -312 | NC      | $206869.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | US 10YR NOTE (CBT)Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       5090 | NC      | $890829.88     | 0.00%             |  |  |  | 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        |  159575200 | PA      | $338893608.49  | 1.24%             | 2028-04-15      | Fixed         | 3.62%                 | 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        |  184241900 | PA      | $395683142.15  | 1.45%             | 2029-04-15      | Fixed         | 3.88%                 | 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        |   73028600 | PA      | $148694541.17  | 0.54%             | 2032-04-15      | Fixed         | 3.38%                 | 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        |  204047400 | PA      | $332585718.02  | 1.22%             | 2027-01-15      | Fixed         | 2.38%                 | 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        |  200775600 | PA      | $314630990.56  | 1.15%             | 2028-01-15      | Fixed         | 1.75%                 | 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        |  190670200 | PA      | $299712398.95  | 1.10%             | 2029-01-15      | Fixed         | 2.50%                 | 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        |  112115500 | PA      | $168729787.03  | 0.62%             | 2040-02-15      | Fixed         | 2.12%                 | 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        |    2000000 | PA      | $2944923.35    | 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: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  468976600 | PA      | $530963945.17  | 1.94%             | 2042-02-15      | Fixed         | 0.75%                 | 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        |  187255100 | PA      | $199584948.56  | 0.73%             | 2043-02-15      | Fixed         | 0.62%                 | 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        |  277710200 | PA      | $328777566.18  | 1.20%             | 2044-02-15      | Fixed         | 1.38%                 | 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        |  434000000 | PA      | $443121603.34  | 1.62%             | 2045-02-15      | Fixed         | 0.75%                 | 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        |  183752000 | PA      | $192846024.05  | 0.71%             | 2046-02-15      | Fixed         | 1.00%                 | 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        |  227600000 | PA      | $224587718.62  | 0.82%             | 2047-02-15      | Fixed         | 0.88%                 | 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        |  169000000 | PA      | $165613889.15  | 0.61%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41000000 | PA      | $30692343.75   | 0.11%             | 2049-02-15      | Fixed         | 3.00%                 | 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        |  132000000 | PA      | $124851184.77  | 0.46%             | 2049-02-15      | Fixed         | 1.00%                 | 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        |  249803900 | PA      | $185229580.05  | 0.68%             | 2050-02-15      | Fixed         | 0.25%                 | 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        |  246848300 | PA      | $169561247.81  | 0.62%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  102900000 | PA      | $63802019.27   | 0.23%             | 2052-02-15      | Fixed         | 2.25%                 | 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        |  246575500 | PA      | $154854131.41  | 0.57%             | 2052-02-15      | Fixed         | 0.12%                 | 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        |  308148600 | PA      | $267856997.18  | 0.98%             | 2053-02-15      | Fixed         | 1.50%                 | 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        |  324411800 | PA      | $315171548.29  | 1.15%             | 2054-02-15      | Fixed         | 2.12%                 | 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        |  318017800 | PA      | $318006852.42  | 1.16%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds    | TSY INFL IX N/B                    | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  559300000 | PA      | $733487025.89  | 2.68%             | 2027-07-15      | Fixed         | 0.38%                 | 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        |  570660000 | PA      | $738437157.95  | 2.70%             | 2028-01-15      | Fixed         | 0.50%                 | 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        |  436830000 | PA      | $554597039.83  | 2.03%             | 2029-01-15      | Fixed         | 0.88%                 | 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        |  521000000 | PA      | $638087662.74  | 2.33%             | 2029-07-15      | Fixed         | 0.25%                 | 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        |  493138525 | PA      | $654243425.30  | 2.39%             | 2027-01-15      | Fixed         | 0.38%                 | 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        |  502440000 | PA      | $643336561.05  | 2.35%             | 2028-07-15      | Fixed         | 0.75%                 | 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        |  747865600 | PA      | $896257751.97  | 3.28%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29000000 | PA      | $25205077.98   | 0.09%             | 2030-05-15      | Fixed         | 0.62%                 | 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        |  653192100 | PA      | $782372913.66  | 2.86%             | 2030-07-15      | 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        |  434175300 | PA      | $505843279.67  | 1.85%             | 2031-01-15      | Fixed         | 0.12%                 | 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        |  718051500 | PA      | $807934107.72  | 2.95%             | 2031-07-15      | Fixed         | 0.12%                 | 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        |  681000000 | PA      | $800430612.29  | 2.93%             | 2026-10-15      | Fixed         | 0.12%                 | 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        |  922500000 | PA      | $989528440.81  | 3.62%             | 2032-01-15      | 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        |  719632500 | PA      | $811724589.35  | 2.97%             | 2027-04-15      | Fixed         | 0.12%                 | 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        |  884000000 | PA      | $930130995.02  | 3.40%             | 2032-07-15      | Fixed         | 0.62%                 | 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        |  764000000 | PA      | $846321064.46  | 3.09%             | 2027-10-15      | Fixed         | 1.62%                 | 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        |  889271500 | PA      | $934427664.65  | 3.42%             | 2033-01-15      | Fixed         | 1.12%                 | 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        |  755400000 | PA      | $816497133.24  | 2.99%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34200000 | PA      | $34213359.20   | 0.13%             | 2030-06-30      | Fixed         | 3.75%                 | 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        |  888400000 | PA      | $930281925.32  | 3.40%             | 2033-07-15      | Fixed         | 1.38%                 | 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        |  795000000 | PA      | $873008557.17  | 3.19%             | 2028-10-15      | Fixed         | 2.38%                 | 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        |  950150000 | PA      | $1002997306.83 | 3.67%             | 2034-01-15      | Fixed         | 1.75%                 | 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      | $108727500.00  | 0.40%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                  | US TREASURY N/B                    | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $61350000.00   | 0.22%             | 2031-02-28      | Fixed         | 4.25%                 | 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      | $20323437.40   | 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: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  827799300 | PA      | $892195858.49  | 3.26%             | 2029-04-15      | Fixed         | 2.12%                 | 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      | $152647756.23  | 0.56%             | 2031-05-31      | Fixed         | 4.62%                 | 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        | 1007000000 | PA      | $1051720790.08 | 3.85%             | 2034-07-15      | Fixed         | 1.88%                 | 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      | $69671875.00   | 0.25%             | 2031-08-31      | Fixed         | 3.75%                 | 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        |  875067000 | PA      | $915952010.27  | 3.35%             | 2029-10-15      | Fixed         | 1.62%                 | 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      | $50572265.50   | 0.18%             | 2034-11-15      | Fixed         | 4.25%                 | 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        | 1064250600 | PA      | $1121453440.12 | 4.10%             | 2035-01-15      | Fixed         | 2.12%                 | 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      | $93247031.48   | 0.34%             | 2032-02-29      | Fixed         | 4.12%                 | 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        |  817456800 | PA      | $842274323.52  | 3.08%             | 2030-04-15      | Fixed         | 1.62%                 | 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        |  399000000 | PA      | $404683483.18  | 1.48%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                               | US LONG BOND(CBT) Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -256 | NC      | $6950.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | US 10yr Ultra Fut Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       2672 | NC      | $2644499.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | SWP: IFS 2.300000 15-FEB-2052 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   63650000 | NC      | $2035461.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.487000 15-FEB-2049 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   28600000 | NC      | $186.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.594000 16-JUL-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   79100000 | NC      | $200247.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.590000 18-JUL-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   79100000 | NC      | $169605.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.525000 07-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   15900000 | NC      | $-56857.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.525000 07-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1580000 | NC      | $-5649.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.549000 14-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    7900000 | NC      | $-9644.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.568500 15-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   15800000 | NC      | $8308.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.568500 15-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   15800000 | NC      | $8308.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.568500 15-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   15800000 | NC      | $8308.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.577000 27-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    7920000 | NC      | $13568.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.576000 27-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    7920000 | NC      | $12875.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.600500 27-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    7920000 | NC      | $29859.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.596500 27-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    7920000 | NC      | $27084.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.595000 27-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   31680000 | NC      | $104175.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | SWP: IFS 2.601000 28-AUG-2035 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   31680000 | NC      | $121914.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.410500 09-SEP-2032 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   20500000 | NC      | $100820.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.105000 09-SEP-2029 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   24300000 | NC      | $-86319.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.823500 09-SEP-2037 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5600200 | NC      | $-5823.17      | -0.00%            |  |  |  | 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      | $-301171.10    | -0.00%            |  |  |  | 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      | $465594.75     | 0.00%             |  |  |  | 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      | $-137254.98    | -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      | $-123372.61    | -0.00%            |  |  |  | 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      | $186971.93     | 0.00%             |  |  |  | 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      | $-54206.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.638350 15-MAY-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   17000000 | NC      | $-24623.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.955020 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10000000 | NC      | $19680.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.927023 15-NOV-2043 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10750000 | NC      | $-17720.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FSWP: OIS 3.619318 15-MAY-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   17700000 | NC      | $1050.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 10Y RTP 3.900000 01-OCT-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   64300000 | NC      | $6.43          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 10Y RTR 3.500000 01-OCT-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   64300000 | NC      | $70.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 2Y RTR 3.200000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | -215500000 | NC      | $-1800239.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 2Y RTP 3.200000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | -215500000 | NC      | $-2182450.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 10Y RTP 3.920000 03-SEP-2027  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -50000000 | NC      | $-1785087.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 5Y RTP 3.515000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  182300000 | NC      | $3982748.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 5Y RTR 3.515000 03-SEP-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  182300000 | NC      | $3905453.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 10Y RTR 3.920000 03-SEP-2027  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -50000000 | NC      | $-2111252.65   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 30Y RTR 3.800000 25-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   11700000 | NC      | $327171.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 30Y RTR 3.600000 25-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -11700000 | NC      | $-191820.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | FWDP 30Y RTR 3.450000 25-MAR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -11700000 | NC      | $-125162.71    | -0.00%            |  |  |  | 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      | $-684653.62    | -0.00%            |  |  |  | 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      | $-197148.82    | -0.00%            |  |  |  | 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      | $143938.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | US ULTRA BOND CBT Dec25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         53 | NC      | $13180.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer