VANGUARD TOTAL BOND MARKET INDEX FUND

Asset mix

DBT: 78.1% · ABS-MBS: 20.6% · STIV: 0.9% · ABS-CBDO: 0.4%

Financial position

Total assets: $402B
Total liabilities: $5.13B
Net assets: $397B
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: $3.27B
Payables for standby commitments: $0
Liquidation preference of outstanding preferred stock: $0
Cash not reported in Parts C or D: $1.04B

Monthly flows and gains

	Month 1	Month 2	Month 3
Sales	$5.54B	$8.37B	$6.39B
Reinvestment	$758M	$737M	$763M
Redemptions	$3.49B	$4.05B	$3.5B
Net realized gain (non-derivative)	$-163M	$-102M	$-153M
Net unrealized appreciation (non-derivative)	$-517M	$-32.6M	$-230M

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	$-328K	$-1.89K
1 year	$-10.7M	$-83.2K
5 years	$-31.2M	$-237K
10 years	$-46.3M	$-391K
30 years	$-21.6M	$-191K

Filing details

Registrant: Vanguard Bond Index Funds
Registrant CIK: 794105
Registrant LEI: 549300INE5BF80OGAZ51
Series: VANGUARD TOTAL BOND MARKET INDEX FUND
Series ID: S000002564
Series LEI: CIJB0QNLPT2SSWMJ5W92
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: 000079410526000276

Holding	Value	% of net assets
Vanguard Cmt Funds-vanguard Market Liquidity Fund STIV	$3.57B	0.90%
United States Treasury Note/bond DBT	$1.87B	0.47%
United States Treasury Note/bond DBT	$1.64B	0.41%
United States Treasury Note/bond DBT	$1.63B	0.41%
United States Treasury Note/bond DBT	$1.63B	0.41%
United States Treasury Note/bond DBT	$1.63B	0.41%
United States Treasury Note/bond DBT	$1.62B	0.41%
United States Treasury Note/bond DBT	$1.61B	0.41%
United States Treasury Note/bond DBT	$1.6B	0.40%
United States Treasury Note/bond DBT	$1.55B	0.39%
United States Treasury Note/bond DBT	$1.54B	0.39%
United States Treasury Note/bond DBT	$1.43B	0.36%
United States Treasury Note/bond DBT	$1.42B	0.36%
United States Treasury Note/bond DBT	$1.39B	0.35%
United States Treasury Note/bond DBT	$1.38B	0.35%
United States Treasury Note/bond DBT	$1.35B	0.34%
United States Treasury Note/bond DBT	$1.35B	0.34%
United States Treasury Note/bond DBT	$1.35B	0.34%
United States Treasury Note/bond DBT	$1.29B	0.33%
United States Treasury Note/bond DBT	$1.27B	0.32%
United States Treasury Note/bond DBT	$1.27B	0.32%
United States Treasury Note/bond DBT	$1.27B	0.32%
United States Treasury Note/bond DBT	$1.27B	0.32%
United States Treasury Note/bond DBT	$1.26B	0.32%
United States Treasury Note/bond DBT	$1.23B	0.31%
United States Treasury Note/bond DBT	$1.23B	0.31%
United States Treasury Note/bond DBT	$1.18B	0.30%
United States Treasury Note/bond DBT	$1.16B	0.29%
United States Treasury Note/bond DBT	$1.12B	0.28%
United States Treasury Note/bond DBT	$1.06B	0.27%
United States Treasury Note/bond DBT	$1.06B	0.27%
United States Treasury Note/bond DBT	$1.01B	0.25%
United States Treasury Note/bond DBT	$1B	0.25%
United States Treasury Note/bond DBT	$995M	0.25%
United States Treasury Note/bond DBT	$992M	0.25%
United States Treasury Note/bond DBT	$959M	0.24%
United States Treasury Note/bond DBT	$947M	0.24%
United States Treasury Note/bond DBT	$931M	0.23%
United States Treasury Note/bond DBT	$929M	0.23%
United States Treasury Note/bond DBT	$928M	0.23%
United States Treasury Note/bond DBT	$926M	0.23%
United States Treasury Note/bond DBT	$926M	0.23%
United States Treasury Note/bond DBT	$922M	0.23%
United States Treasury Note/bond DBT	$913M	0.23%
United States Treasury Note/bond DBT	$908M	0.23%
United States Treasury Note/bond DBT	$908M	0.23%
United States Treasury Note/bond DBT	$907M	0.23%
United States Treasury Note/bond DBT	$902M	0.23%
United States Treasury Note/bond DBT	$900M	0.23%
United States Treasury Note/bond DBT	$887M	0.22%
United States Treasury Note/bond DBT	$880M	0.22%
United States Treasury Note/bond DBT	$875M	0.22%
United States Treasury Note/bond DBT	$874M	0.22%
United States Treasury Note/bond DBT	$873M	0.22%
United States Treasury Note/bond DBT	$873M	0.22%
United States Treasury Note/bond DBT	$869M	0.22%
United States Treasury Note/bond DBT	$864M	0.22%
United States Treasury Note/bond DBT	$861M	0.22%
United States Treasury Note/bond DBT	$856M	0.22%
United States Treasury Note/bond DBT	$856M	0.22%

Showing top 60 of 17409 holdings.