VANGUARD INTERMEDIATE-TERM TREASURY FUND

Asset mix

DBT: 81.8% · ABS-MBS: 17.9% · STIV: 0.4% · DE: 0.0% · DIR: -0.1%

Financial position

Total assets: $7.13B
Total liabilities: $39.9M
Net assets: $7.09B
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: $11.5M

Monthly flows and gains

	Month 1	Month 2	Month 3
Sales	$157M	$157M	$122M
Reinvestment	$20.2M	$21.1M	$20.8M
Redemptions	$148M	$132M	$134M
Net realized gain (non-derivative)	$-25M	$-18.5M	$-8.49M
Net unrealized appreciation (non-derivative)	$-10.6M	$5.56M	$-73.3M

The three months of the reporting period, as filed; month 3 ends July 31, 2026.

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

Tenor	Investment grade	Non-investment grade
3 months	$-3.61K	$0
1 year	$-66K	$0
5 years	$-170K	$0
10 years	$-190K	$0
30 years	$-29K	$0

Filing details

Registrant: Vanguard Fixed Income Securities Funds
Registrant CIK: 106444
Registrant LEI: 549300F3N7VQKU6I4K64
Series: VANGUARD INTERMEDIATE-TERM TREASURY FUND
Series ID: S000002587
Series LEI: 3QUM61IDVNZ8AIZ46G55
SEC file number: 811-02368
Address: 100 Vanguard Boulevard, Malvern, US-PA, 19355, US
Phone: 610-669-1000
Form: NPORT-P
Filed: September 28, 2026
Report period ends: January 31, 2027
Report month ends: July 31, 2026
Accession number: 000010644426000506

Holding	Value	% of net assets
United States Treasury Note/bond DBT	$234M	3.29%
United States Treasury Note/bond DBT	$231M	3.25%
United States Treasury Note/bond DBT	$208M	2.94%
United States Treasury Note/bond DBT	$207M	2.92%
United States Treasury Note/bond DBT	$204M	2.87%
United States Treasury Note/bond DBT	$177M	2.50%
United States Treasury Note/bond DBT	$168M	2.37%
United States Treasury Note/bond DBT	$168M	2.37%
United States Treasury Note/bond DBT	$168M	2.36%
United States Treasury Note/bond DBT	$162M	2.28%
United States Treasury Note/bond DBT	$154M	2.18%
United States Treasury Note/bond DBT	$154M	2.17%
United States Treasury Note/bond DBT	$150M	2.12%
United States Treasury Note/bond DBT	$149M	2.10%
United States Treasury Note/bond DBT	$144M	2.04%
United States Treasury Note/bond DBT	$141M	1.98%
United States Treasury Note/bond DBT	$141M	1.98%
United States Treasury Note/bond DBT	$139M	1.96%
United States Treasury Note/bond DBT	$132M	1.86%
United States Treasury Note/bond DBT	$132M	1.86%
United States Treasury Note/bond DBT	$130M	1.83%
United States Treasury Note/bond DBT	$125M	1.76%
United States Treasury Note/bond DBT	$124M	1.75%
United States Treasury Note/bond DBT	$116M	1.64%
United States Treasury Note/bond DBT	$112M	1.57%
United States Treasury Note/bond DBT	$110M	1.55%
United States Treasury Note/bond DBT	$109M	1.53%
United States Treasury Note/bond DBT	$105M	1.48%
United States Treasury Note/bond DBT	$103M	1.45%
United States Treasury Note/bond DBT	$97.8M	1.38%
United States Treasury Note/bond DBT	$97M	1.37%
United States Treasury Note/bond DBT	$95.2M	1.34%
United States Treasury Note/bond DBT	$94.4M	1.33%
United States Treasury Note/bond DBT	$91.7M	1.29%
United States Treasury Note/bond DBT	$86.9M	1.23%
United States Treasury Note/bond DBT	$85.3M	1.20%
United States Treasury Note/bond DBT	$83M	1.17%
United States Treasury Note/bond DBT	$80.9M	1.14%
United States Treasury Note/bond DBT	$69.7M	0.98%
United States Treasury Note/bond DBT	$59.9M	0.84%
United States Treasury Note/bond DBT	$55.9M	0.79%
United States Treasury Note/bond DBT	$55.4M	0.78%
Fannie Mae Remics ABS-MBS	$50.4M	0.71%
United States Treasury Note/bond DBT	$42.1M	0.59%
United States Treasury Note/bond DBT	$41.7M	0.59%
United States Treasury Note/bond DBT	$41.3M	0.58%
Government National Mortgage Association ABS-MBS	$39.7M	0.56%
United States Treasury Note/bond DBT	$36.7M	0.52%
Government National Mortgage Association ABS-MBS	$35.2M	0.50%
Fannie Mae Pool ABS-MBS	$34.5M	0.49%
United States Treasury Note/bond DBT	$29.8M	0.42%
United States Treasury Note/bond DBT	$29.4M	0.41%
United States Treasury Note/bond DBT	$29M	0.41%
Vanguard Cmt Funds-vanguard Market Liquidity Fund STIV	$28.4M	0.40%
Government National Mortgage Association ABS-MBS	$27.9M	0.39%
Federal Home Loan Banks DBT	$26.7M	0.38%
Fannie Mae Remics ABS-MBS	$26.4M	0.37%
Government National Mortgage Association ABS-MBS	$25.8M	0.36%
Fannie Mae Pool ABS-MBS	$25.7M	0.36%
Ginnie Mae Ii Pool ABS-MBS	$22M	0.31%

Showing top 60 of 377 holdings.