VANGUARD TOTAL BOND MARKET II INDEX FUND

Asset mix

DBT: 74.9% · ABS-MBS: 19.7% · STIV: 5.0% · ABS-CBDO: 0.4% · DCR: 0.0%

Financial position

Total assets: $406B
Total liabilities: $21.5B
Net assets: $384B
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: $8.86B
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	$6.14B	$13.5B	$5.41B
Reinvestment	$1.26B	$1.23B	$1.3B
Redemptions	$3.33B	$3.81B	$3.54B
Net realized gain (non-derivative)	$-118M	$-373M	$-183M
Net unrealized appreciation (non-derivative)	$-579M	$199M	$-220M

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	$-309K	$-1.6K
1 year	$-9.67M	$-65.5K
5 years	$-29.8M	$-198K
10 years	$-44.8M	$-380K
30 years	$-21.1M	$-194K

Filing details

Registrant: Vanguard Bond Index Funds
Registrant CIK: 794105
Registrant LEI: 549300INE5BF80OGAZ51
Series: VANGUARD TOTAL BOND MARKET II INDEX FUND
Series ID: S000025158
Series LEI: E3F24BZCDA1UXGFMYX67
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: 000079410526000277

Holding	Value	% of net assets
Vanguard Cmt Funds-vanguard Market Liquidity Fund STIV	$20B	5.19%
United States Treasury Note/bond DBT	$5.95B	1.55%
United States Treasury Note/bond DBT	$5.45B	1.42%
United States Treasury Note/bond DBT	$2.62B	0.68%
United States Treasury Note/bond DBT	$2.44B	0.64%
United States Treasury Note/bond DBT	$2.21B	0.57%
United States Treasury Note/bond DBT	$1.47B	0.38%
United States Treasury Note/bond DBT	$1.42B	0.37%
United States Treasury Note/bond DBT	$1.42B	0.37%
United States Treasury Note/bond DBT	$1.42B	0.37%
United States Treasury Note/bond DBT	$1.38B	0.36%
United States Treasury Note/bond DBT	$1.34B	0.35%
United States Treasury Note/bond DBT	$1.33B	0.34%
United States Treasury Note/bond DBT	$1.32B	0.34%
United States Treasury Note/bond DBT	$1.27B	0.33%
United States Treasury Note/bond DBT	$1.27B	0.33%
United States Treasury Note/bond DBT	$1.26B	0.33%
United States Treasury Note/bond DBT	$1.25B	0.32%
United States Treasury Note/bond DBT	$1.19B	0.31%
United States Treasury Note/bond DBT	$1.15B	0.30%
United States Treasury Note/bond DBT	$1.13B	0.29%
United States Treasury Note/bond DBT	$1.12B	0.29%
United States Treasury Note/bond DBT	$1.12B	0.29%
United States Treasury Note/bond DBT	$1.12B	0.29%
United States Treasury Note/bond DBT	$1.12B	0.29%
United States Treasury Note/bond DBT	$1.12B	0.29%
United States Treasury Note/bond DBT	$1.11B	0.29%
United States Treasury Note/bond DBT	$1.09B	0.28%
United States Treasury Note/bond DBT	$1.08B	0.28%
United States Treasury Note/bond DBT	$1.06B	0.28%
United States Treasury Note/bond DBT	$1.02B	0.26%
United States Treasury Note/bond DBT	$1.01B	0.26%
United States Treasury Note/bond DBT	$993M	0.26%
United States Treasury Note/bond DBT	$988M	0.26%
United States Treasury Note/bond DBT	$977M	0.25%
United States Treasury Note/bond DBT	$973M	0.25%
United States Treasury Note/bond DBT	$970M	0.25%
United States Treasury Note/bond DBT	$952M	0.25%
United States Treasury Note/bond DBT	$934M	0.24%
United States Treasury Note/bond DBT	$919M	0.24%
United States Treasury Note/bond DBT	$917M	0.24%
United States Treasury Note/bond DBT	$913M	0.24%
United States Treasury Note/bond DBT	$907M	0.24%
United States Treasury Note/bond DBT	$902M	0.23%
United States Treasury Note/bond DBT	$900M	0.23%
United States Treasury Note/bond DBT	$900M	0.23%
United States Treasury Note/bond DBT	$899M	0.23%
United States Treasury Note/bond DBT	$897M	0.23%
Fannie Mae Or Freddie Mac ABS-MBS	$893M	0.23%
United States Treasury Note/bond DBT	$892M	0.23%
United States Treasury Note/bond DBT	$882M	0.23%
United States Treasury Note/bond DBT	$875M	0.23%
United States Treasury Note/bond DBT	$869M	0.23%
United States Treasury Note/bond DBT	$856M	0.22%
United States Treasury Note/bond DBT	$850M	0.22%
United States Treasury Note/bond DBT	$848M	0.22%
United States Treasury Note/bond DBT	$845M	0.22%
United States Treasury Note/bond DBT	$844M	0.22%
United States Treasury Note/bond DBT	$832M	0.22%
United States Treasury Note/bond DBT	$830M	0.22%

Showing top 60 of 15856 holdings.