0001752724-22-200778.txt : 20220829
0001752724-22-200778.hdr.sgml : 20220829
20220829155138
ACCESSION NUMBER: 0001752724-22-200778
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220829
DATE AS OF CHANGE: 20220829
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD BOND INDEX FUNDS
CENTRAL INDEX KEY: 0000794105
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04681
FILM NUMBER: 221211157
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: P.O. BOX 2600 V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD BOND INDEX FUND INC
DATE OF NAME CHANGE: 19940111
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD BOND MARKET FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD INDEX BOND FUND
DATE OF NAME CHANGE: 19870105
0000794105
S000019554
Vanguard Inflation-Protected Securities Fund
C000054349
Investor Shares
VIPSX
C000054350
Admiral Shares
VAIPX
C000054351
Institutional Shares
VIPIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000794105
XXXXXXXX
S000019554
C000054351
C000054349
C000054350
VANGUARD BOND INDEX FUNDS
811-04681
0000794105
549300INE5BF80OGAZ51
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD INFLATION-PROTECTED SECURITIES FUND
S000019554
F8K6630RFYVJPTW32U17
2022-12-31
2022-06-30
N
36846680189.85
899566443.89
35947113745.96
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
N/A
N/A
US ULTRA BOND CBT Sep22
N/A
-2426.00000000
NC
USD
-5168087.75000000
-0.01437691990
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
Short
N/A
CME Ultra Long Term US Treasury Bond Future
2022-09-21
-369269849.75000000
USD
-5168087.75000000
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828ZJ2
802400000.00000000
PA
USD
897821591.05000000
2.497618021282
Long
SN
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810SG4
265000000.00000000
PA
USD
292332805.25000000
0.813230256303
Long
SN
UST
US
N
2
2049-02-15
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
91282CDC2
885000000.00000000
PA
USD
927121717.63000000
2.579127003580
Long
SN
UST
US
N
2
2026-10-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828ZZ6
952000000.00000000
PA
USD
1022494195.80000000
2.844440315920
Long
SN
UST
US
N
2
2030-07-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828N71
776522000.00000000
PA
USD
955446811.21000000
2.657923576179
Long
SN
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828B25
1053255900.00000000
PA
USD
1325835745.67000000
3.688295408192
Long
SN
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810FR4
480650700.00000000
PA
USD
780513483.17000000
2.171282759127
Long
SN
UST
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810SV1
516500000.00000000
PA
USD
440828964.65000000
1.226326452146
Long
SN
UST
US
N
2
2051-02-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828S50
631304000.00000000
PA
USD
754884817.26000000
2.099987282970
Long
SN
UST
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810RR1
308302000.00000000
PA
USD
355429232.09000000
0.988755966895
Long
SN
UST
US
N
2
2046-02-15
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Sep22
N/A
3947.00000000
NC
USD
-7425177.79000000
-0.02065583858
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Ultra 10-Year US Treasury Note Futures
2022-09-21
510174302.79000000
USD
-7425177.79000000
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828Y38
754000000.00000000
PA
USD
874796999.12000000
2.433566726113
Long
SN
UST
US
N
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810RW0
374600000.00000000
PA
USD
413806946.71000000
1.151154859425
Long
SN
UST
US
N
2
2047-02-15
Fixed
0.87500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828UH1
549330200.00000000
PA
USD
699442841.57000000
1.945755218382
Long
SN
UST
US
N
2
2023-01-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
9128286N5
688000000.00000000
PA
USD
798889270.41000000
2.222401709510
Long
SN
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810SM1
415000000.00000000
PA
USD
367288414.88000000
1.021746606627
Long
SN
UST
US
N
2
2050-02-15
Fixed
0.25000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810QF8
196655500.00000000
PA
USD
306654544.12000000
0.853071393400
Long
SN
UST
US
N
2
2040-02-15
Fixed
2.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810PZ5
278170200.00000000
PA
USD
416130131.97000000
1.157617646053
Long
SN
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810PS1
264047400.00000000
PA
USD
410894437.55000000
1.143052653556
Long
SN
UST
US
N
2
2027-01-15
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Sep22
N/A
17407.00000000
NC
USD
38823925.73000000
0.108002901162
N/A
DIR
N/A
N
1
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
Long
N/A
CBOT 5 Year US Treasury Note
2022-09-30
1915111824.27000000
USD
38823925.73000000
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810QP6
280258200.00000000
PA
USD
429077501.60000000
1.193635474136
Long
SN
UST
US
N
2
2041-02-15
Fixed
2.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
91282CDX6
947500000.00000000
PA
USD
936932502.89000000
2.606419278919
Long
SN
UST
US
N
2
2032-01-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810RL4
578400000.00000000
PA
USD
634452140.30000000
1.764959892979
Long
SN
UST
US
N
2
2045-02-15
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828H45
990300000.00000000
PA
USD
1214823885.93000000
3.379475455290
Long
SN
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810RF7
514735200.00000000
PA
USD
651499136.23000000
1.812382325975
Long
SN
UST
US
N
2
2044-02-15
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810PV4
298865600.00000000
PA
USD
437315823.29000000
1.216553368875
Long
SN
UST
US
N
2
2028-01-15
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
9128285W6
700000000.00000000
PA
USD
808241479.06000000
2.248418286852
Long
SN
UST
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
91282CCA7
487000000.00000000
PA
USD
531677529.14000000
1.479054849569
Long
SN
UST
US
N
2
2026-04-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810FQ6
106028600.00000000
PA
USD
215412860.41000000
0.599249391570
Long
SN
UST
US
N
2
2032-04-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
9128282L3
838000000.00000000
PA
USD
986546679.21000000
2.744439195263
Long
SN
UST
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
9128284H0
1230000000.00000000
PA
USD
1455332832.75000000
4.048538759008
Long
SN
UST
US
N
2
2023-04-15
Fixed
0.62500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828WU0
1034771400.00000000
PA
USD
1271138033.65000000
3.536133784295
Long
SN
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
618154.97800000
NS
USD
61796953.15000000
0.171910750851
Long
STIV
CORP
US
N
1
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
91282CCM1
1145700000.00000000
PA
USD
1174630855.72000000
3.267663890962
Long
SN
UST
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828V49
692138525.00000000
PA
USD
824891198.82000000
2.294735551370
Long
SN
UST
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Sep22
N/A
2950.00000000
NC
USD
7819946.64000000
0.021754032035
N/A
DIR
N/A
N
1
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
Long
N/A
CBOT 10 Year US Treasury Note
2022-09-21
341847240.86000000
USD
7819946.64000000
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810FH6
299241900.00000000
PA
USD
634470735.63000000
1.765011622668
Long
SN
UST
US
N
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810RA8
383755100.00000000
PA
USD
425561447.75000000
1.183854288712
Long
SN
UST
US
N
2
2043-02-15
Fixed
0.62500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
91282CAQ4
940500000.00000000
PA
USD
1047114669.49000000
2.912931137921
Long
SN
UST
US
N
2
2025-10-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810FS2
317727300.00000000
PA
USD
490073561.22000000
1.363318247699
Long
SN
UST
US
N
2
2026-01-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810TE8
420500000.00000000
PA
USD
338863141.83000000
0.942671348316
Long
SN
UST
US
N
2
2052-02-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
9128283R9
839000000.00000000
PA
USD
976298781.63000000
2.715930932673
Long
SN
UST
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828YL8
972000000.00000000
PA
USD
1100936006.46000000
3.062654805168
Long
SN
UST
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
9128287D6
804000000.00000000
PA
USD
880599652.80000000
2.449708922455
Long
SN
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810SB5
287000000.00000000
PA
USD
320180608.13000000
0.890699070842
Long
SN
UST
US
N
2
2048-02-15
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828Z37
850000000.00000000
PA
USD
910671060.94000000
2.533363505553
Long
SN
UST
US
N
2
2030-01-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828XL9
986844000.00000000
PA
USD
1213618173.07000000
3.376121325474
Long
SN
UST
US
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912828VM9
1312936100.00000000
PA
USD
1659107724.69000000
4.615412899113
Long
SN
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
91282CBF7
976000000.00000000
PA
USD
1029926905.83000000
2.865117108173
Long
SN
UST
US
N
2
2031-01-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
91282CEJ6
985000000.00000000
PA
USD
992201150.31000000
2.760169167744
Long
SN
UST
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810QV3
461144700.00000000
PA
USD
537840843.99000000
1.496200356420
Long
SN
UST
US
N
2
2042-02-15
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Sep22
N/A
-7914.00000000
NC
USD
-6046057.31000000
-0.01681931226
N/A
DIR
N/A
N
1
MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
Short
N/A
CBOT 2 Year US Treasury Note Future
2022-09-30
-1656017606.85000000
USD
-6046057.31000000
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
912810FD5
247575200.00000000
PA
USD
516248462.23000000
1.436133275896
Long
SN
UST
US
N
2
2028-04-15
Fixed
3.62500000
N
N
N
N
N
N
2022-08-26
VANGUARD BOND INDEX FUNDS
Ashley Grim
Ashley Grim
Treasurer