VANGUARD LONG-TERM BOND INDEX FUND

Asset mix

DBT: 99.9% · STIV: 0.1% · DCR: 0.0%

Financial position

Total assets: $8.68B
Total liabilities: $11.7M
Net assets: $8.66B
Assets attributable to miscellaneous securities: $0
Assets invested in controlled foreign corporations: $0
Borrowings payable within one year: $0
Payable to controlled companies within one year: $0
Payable to other affiliates within one year: $0
Other liabilities payable within one year: $0
Borrowings payable after one year: $0
Payable to controlled companies after one year: $0
Payable to other affiliates after one year: $0
Other liabilities payable after one year: $0
Payables for delayed-delivery investments: $0
Payables for standby commitments: $0
Liquidation preference of outstanding preferred stock: $0
Cash not reported in Parts C or D: $0

Monthly flows and gains

	Month 1	Month 2	Month 3
Sales	$67.5M	$53.5M	$209M
Reinvestment	$9.78M	$9.63M	$9.92M
Redemptions	$207M	$72.8M	$94.2M
Net realized gain (non-derivative)	$-31.1M	$-20.5M	$-10.1M
Net unrealized appreciation (non-derivative)	$-12.9M	$66.8M	$35.1M

The three months of the reporting period, as filed; month 3 ends June 30, 2026.

Credit spread risk (change in value per 1bp spread move)

Tenor	Investment grade	Non-investment grade
3 months	$-4.5K	$-80
1 year	$-89.9K	$-1.52K
5 years	$-368K	$-5.94K
10 years	$-2.3M	$-31.6K
30 years	$-1.99M	$-22.2K

Filing details

Registrant: Vanguard Bond Index Funds
Registrant CIK: 794105
Registrant LEI: 549300INE5BF80OGAZ51
Series: VANGUARD LONG-TERM BOND INDEX FUND
Series ID: S000002562
Series LEI: YR27VTYY4DXT8BLRVZ12
SEC file number: 811-04681
Address: 100 Vanguard Boulevard, Malvern, US-PA, 19355, US
Phone: 610-669-1000
Form: NPORT-P
Filed: August 28, 2026
Report period ends: December 31, 2026
Report month ends: June 30, 2026
Accession number: 000079410526000278

Holding	Value	% of net assets
United States Treasury Note/bond DBT	$102M	1.17%
United States Treasury Note/bond DBT	$99.7M	1.15%
United States Treasury Note/bond DBT	$98.6M	1.14%
United States Treasury Note/bond DBT	$97.7M	1.13%
United States Treasury Note/bond DBT	$97.5M	1.13%
United States Treasury Note/bond DBT	$94.9M	1.10%
United States Treasury Note/bond DBT	$93.7M	1.08%
United States Treasury Note/bond DBT	$93.4M	1.08%
United States Treasury Note/bond DBT	$91.7M	1.06%
United States Treasury Note/bond DBT	$83.7M	0.97%
United States Treasury Note/bond DBT	$83.4M	0.96%
United States Treasury Note/bond DBT	$74.1M	0.86%
United States Treasury Note/bond DBT	$73.6M	0.85%
United States Treasury Note/bond DBT	$72.4M	0.84%
United States Treasury Note/bond DBT	$69.2M	0.80%
United States Treasury Note/bond DBT	$68.2M	0.79%
United States Treasury Note/bond DBT	$66.8M	0.77%
United States Treasury Note/bond DBT	$65.1M	0.75%
United States Treasury Note/bond DBT	$64.9M	0.75%
United States Treasury Note/bond DBT	$64.5M	0.74%
United States Treasury Note/bond DBT	$63.7M	0.73%
United States Treasury Note/bond DBT	$63.3M	0.73%
United States Treasury Note/bond DBT	$62.4M	0.72%
United States Treasury Note/bond DBT	$62.1M	0.72%
United States Treasury Note/bond DBT	$60.9M	0.70%
United States Treasury Note/bond DBT	$60.5M	0.70%
United States Treasury Note/bond DBT	$60.2M	0.70%
United States Treasury Note/bond DBT	$59.8M	0.69%
United States Treasury Note/bond DBT	$59.4M	0.69%
United States Treasury Note/bond DBT	$58.9M	0.68%
United States Treasury Note/bond DBT	$58.7M	0.68%
United States Treasury Note/bond DBT	$57.2M	0.66%
United States Treasury Note/bond DBT	$57M	0.66%
United States Treasury Note/bond DBT	$55.5M	0.64%
United States Treasury Note/bond DBT	$54.9M	0.63%
United States Treasury Note/bond DBT	$54.2M	0.63%
United States Treasury Note/bond DBT	$53.6M	0.62%
United States Treasury Note/bond DBT	$52.8M	0.61%
United States Treasury Note/bond DBT	$52.6M	0.61%
United States Treasury Note/bond DBT	$52.3M	0.60%
United States Treasury Note/bond DBT	$52.2M	0.60%
United States Treasury Note/bond DBT	$51.7M	0.60%
United States Treasury Note/bond DBT	$50.1M	0.58%
United States Treasury Note/bond DBT	$50M	0.58%
United States Treasury Note/bond DBT	$49.7M	0.57%
United States Treasury Note/bond DBT	$48.6M	0.56%
United States Treasury Note/bond DBT	$47.9M	0.55%
United States Treasury Note/bond DBT	$47.8M	0.55%
United States Treasury Note/bond DBT	$46.9M	0.54%
United States Treasury Note/bond DBT	$46.2M	0.53%
United States Treasury Note/bond DBT	$46M	0.53%
United States Treasury Note/bond DBT	$45.6M	0.53%
United States Treasury Note/bond DBT	$42.9M	0.49%
United States Treasury Note/bond DBT	$42.6M	0.49%
United States Treasury Note/bond DBT	$42.1M	0.49%
United States Treasury Note/bond DBT	$40.6M	0.47%
United States Treasury Note/bond DBT	$39.5M	0.46%
United States Treasury Note/bond DBT	$38M	0.44%
United States Treasury Note/bond DBT	$37M	0.43%
United States Treasury Note/bond DBT	$34.8M	0.40%

Showing top 60 of 2985 holdings.