VANGUARD INFLATION-PROTECTED SECURITIES FUND

Asset mix

SN: 98.6% · DBT: 1.0% · STIV: 0.5% · DE: 0.0% · DIR: 0.0%

Financial position

Total assets: $28.2B
Total liabilities: $42.9M
Net assets: $28.2B
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: $1.56M

Monthly flows and gains

	Month 1	Month 2	Month 3
Sales	$484M	$507M	$450M
Reinvestment	$22M	$0	$32.5
Redemptions	$426M	$452M	$502M
Net realized gain (non-derivative)	$-5.18M	$-49.1M	$-25.5M
Net unrealized appreciation (non-derivative)	$120M	$-231M	$-375M

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	$0	$0
1 year	$0	$0
5 years	$0	$0
10 years	$0	$0
30 years	$0	$0

Filing details

Registrant: Vanguard Bond Index Funds
Registrant CIK: 794105
Registrant LEI: 549300INE5BF80OGAZ51
Series: VANGUARD INFLATION-PROTECTED SECURITIES FUND
Series ID: S000019554
Series LEI: F8K6630RFYVJPTW32U17
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: 000079410526000273

Holding	Value	% of net assets
United States Treasury Inflation Indexed Bonds SN	$1.35B	4.81%
United States Treasury Inflation Indexed Bonds SN	$1.12B	3.96%
United States Treasury Inflation Indexed Bonds SN	$1.11B	3.94%
United States Treasury Inflation Indexed Bonds SN	$1.1B	3.92%
United States Treasury Inflation Indexed Bonds SN	$1.09B	3.85%
United States Treasury Inflation Indexed Bonds SN	$1.03B	3.64%
United States Treasury Inflation Indexed Bonds SN	$992M	3.52%
United States Treasury Inflation Indexed Bonds SN	$958M	3.40%
United States Treasury Inflation Indexed Bonds SN	$926M	3.29%
United States Treasury Inflation Indexed Bonds SN	$920M	3.26%
United States Treasury Inflation Indexed Bonds SN	$906M	3.22%
United States Treasury Inflation Indexed Bonds SN	$901M	3.20%
United States Treasury Inflation Indexed Bonds SN	$900M	3.19%
United States Treasury Inflation Indexed Bonds SN	$890M	3.16%
United States Treasury Inflation Indexed Bonds SN	$869M	3.08%
United States Treasury Inflation Indexed Bonds SN	$830M	2.95%
United States Treasury Inflation Indexed Bonds SN	$822M	2.92%
United States Treasury Inflation Indexed Bonds SN	$817M	2.90%
United States Treasury Inflation Indexed Bonds SN	$805M	2.86%
United States Treasury Inflation Indexed Bonds SN	$731M	2.59%
United States Treasury Inflation Indexed Bonds SN	$727M	2.58%
United States Treasury Inflation Indexed Bonds SN	$713M	2.53%
United States Treasury Inflation Indexed Bonds SN	$648M	2.30%
United States Treasury Inflation Indexed Bonds SN	$563M	2.00%
United States Treasury Inflation Indexed Bonds SN	$486M	1.72%
United States Treasury Inflation Indexed Bonds SN	$381M	1.35%
United States Treasury Inflation Indexed Bonds SN	$364M	1.29%
United States Treasury Inflation Indexed Bonds SN	$336M	1.19%
United States Treasury Inflation Indexed Bonds SN	$324M	1.15%
United States Treasury Inflation Indexed Bonds SN	$311M	1.10%
United States Treasury Inflation Indexed Bonds SN	$310M	1.10%
United States Treasury Inflation Indexed Bonds SN	$306M	1.09%
United States Treasury Inflation Indexed Bonds SN	$301M	1.07%
United States Treasury Inflation Indexed Bonds SN	$294M	1.04%
United States Treasury Inflation Indexed Bonds SN	$257M	0.91%
United States Treasury Inflation Indexed Bonds SN	$244M	0.86%
United States Treasury Inflation Indexed Bonds SN	$238M	0.84%
United States Treasury Inflation Indexed Bonds SN	$219M	0.78%
United States Treasury Inflation Indexed Bonds SN	$193M	0.69%
United States Treasury Inflation Indexed Bonds SN	$184M	0.65%
United States Treasury Inflation Indexed Bonds SN	$179M	0.63%
United States Treasury Inflation Indexed Bonds SN	$165M	0.59%
United States Treasury Inflation Indexed Bonds SN	$162M	0.58%
United States Treasury Inflation Indexed Bonds SN	$160M	0.57%
United States Treasury Inflation Indexed Bonds SN	$159M	0.56%
United States Treasury Inflation Indexed Bonds SN	$144M	0.51%
United States Treasury Inflation Indexed Bonds SN	$143M	0.51%
Vanguard Cmt Funds-vanguard Market Liquidity Fund STIV	$135M	0.48%
United States Treasury Inflation Indexed Bonds SN	$73.9M	0.26%
United States Treasury Note/bond DBT	$26M	0.09%
United States Treasury Note/bond DBT	$25.7M	0.09%
United States Treasury Note/bond DBT	$25.7M	0.09%
United States Treasury Note/bond DBT	$25.4M	0.09%
United States Treasury Note/bond DBT	$25M	0.09%
United States Treasury Note/bond DBT	$24.8M	0.09%
United States Treasury Note/bond DBT	$22.9M	0.08%
United States Treasury Note/bond DBT	$21.4M	0.08%
United States Treasury Note/bond DBT	$20.2M	0.07%
United States Treasury Note/bond DBT	$20M	0.07%
United States Treasury Note/bond DBT	$15M	0.05%

Showing top 60 of 145 holdings.