To check wether your Vanguard fund owns any Lehman bonds, go the the fund's webpage on VG's website. Click on the "portfolio and management" tab, scroll to the bottom of the page and click on "portfolio holdings". Click on "bond holdings" at the top of the page and scroll down the list (alphabetical order) until you find what you need.
A few examples:
VG Wellington: $200M
VG intermediate term investment grade fund: $57M
VG Wellesley: $32M
42 y/o, married, retirement portfolio = 43 x annual expenses