VANGUARD LONG-TERM TREASURY FUND

Asset mix

DBT: 89.8% · ABS-MBS: 9.8% · STIV: 0.5% · DE: 0.0% · DIR: -0.1%

Financial position

Total assets: $2.8B
Total liabilities: $99.7M
Net assets: $2.7B
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: $53.5M
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	$114M	$25.3M	$41.2M
Reinvestment	$9.49M	$9.99M	$10M
Redemptions	$75.8M	$50.9M	$45.2M
Net realized gain (non-derivative)	$-43.3M	$-18.5M	$-19.8M
Net unrealized appreciation (non-derivative)	$41.9M	$34.5M	$-103M

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	$-288	$0
1 year	$-5.49K	$0
5 years	$-23.6K	$0
10 years	$-134K	$0
30 years	$-32.6K	$0

Filing details

Registrant: Vanguard Fixed Income Securities Funds
Registrant CIK: 106444
Registrant LEI: 549300F3N7VQKU6I4K64
Series: VANGUARD LONG-TERM TREASURY FUND
Series ID: S000002589
Series LEI: CX72FM3M58T4MKTZA209
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: 000010644426000496

Holding	Value	% of net assets
United States Treasury Note/bond DBT	$71.3M	2.64%
United States Treasury Note/bond DBT	$66.8M	2.47%
United States Treasury Note/bond DBT	$65.9M	2.44%
United States Treasury Note/bond DBT	$64.8M	2.40%
United States Treasury Note/bond DBT	$59.7M	2.21%
United States Treasury Note/bond DBT	$59.2M	2.19%
United States Treasury Note/bond DBT	$59M	2.18%
United States Treasury Note/bond DBT	$58.2M	2.16%
United States Treasury Note/bond DBT	$58.2M	2.16%
United States Treasury Note/bond DBT	$57.9M	2.14%
United States Treasury Note/bond DBT	$56.4M	2.09%
United States Treasury Note/bond DBT	$56.2M	2.08%
United States Treasury Note/bond DBT	$55.7M	2.06%
United States Treasury Note/bond DBT	$54.8M	2.03%
United States Treasury Note/bond DBT	$53.4M	1.98%
United States Treasury Note/bond DBT	$52.5M	1.94%
United States Treasury Note/bond DBT	$52.4M	1.94%
United States Treasury Note/bond DBT	$50M	1.85%
United States Treasury Note/bond DBT	$49.5M	1.83%
United States Treasury Note/bond DBT	$47.3M	1.75%
United States Treasury Note/bond DBT	$44.4M	1.64%
United States Treasury Note/bond DBT	$43.3M	1.60%
United States Treasury Note/bond DBT	$42.8M	1.58%
United States Treasury Note/bond DBT	$42.5M	1.57%
United States Treasury Note/bond DBT	$42M	1.56%
United States Treasury Note/bond DBT	$41.6M	1.54%
United States Treasury Note/bond DBT	$35.6M	1.32%
United States Treasury Note/bond DBT	$34.5M	1.28%
United States Treasury Note/bond DBT	$32.3M	1.20%
United States Treasury Note/bond DBT	$32.1M	1.19%
United States Treasury Note/bond DBT	$30.9M	1.15%
United States Treasury Note/bond DBT	$30.4M	1.13%
United States Treasury Note/bond DBT	$30.2M	1.12%
United States Treasury Note/bond DBT	$28.9M	1.07%
United States Treasury Note/bond DBT	$28.9M	1.07%
United States Treasury Note/bond DBT	$28.7M	1.06%
United States Treasury Note/bond DBT	$28.6M	1.06%
United States Treasury Note/bond DBT	$27.6M	1.02%
Fannie Mae Or Freddie Mac ABS-MBS	$27.2M	1.01%
Fannie Mae Principal Strip DBT	$26.9M	1.00%
United States Treasury Note/bond DBT	$26.4M	0.98%
United States Treasury Note/bond DBT	$26.2M	0.97%
United States Treasury Note/bond DBT	$25.9M	0.96%
Government National Mortgage Association ABS-MBS	$25.9M	0.96%
United States Treasury Note/bond DBT	$24.5M	0.91%
United States Treasury Note/bond DBT	$24.4M	0.90%
United States Treasury Note/bond DBT	$23.9M	0.89%
United States Treasury Note/bond DBT	$23.8M	0.88%
United States Treasury Note/bond DBT	$22.3M	0.83%
Government National Mortgage Association ABS-MBS	$21.4M	0.79%
United States Treasury Note/bond DBT	$20.4M	0.75%
United States Treasury Note/bond DBT	$19.8M	0.73%
United States Treasury Note/bond DBT	$19.3M	0.71%
United States Treasury Note/bond DBT	$19.1M	0.71%
United States Treasury Note/bond DBT	$18.2M	0.67%
United States Treasury Note/bond DBT	$17.8M	0.66%
United States Treasury Note/bond DBT	$17.8M	0.66%
United States Treasury Note/bond DBT	$17.6M	0.65%
Freddie Mac Remics ABS-MBS	$17.2M	0.64%
United States Treasury Note/bond DBT	$16.5M	0.61%

Showing top 60 of 236 holdings.