0001752724-24-001346.txt : 20240111
0001752724-24-001346.hdr.sgml : 20240111
20240111114840
ACCESSION NUMBER: 0001752724-24-001346
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20240111
DATE AS OF CHANGE: 20240111
EFFECTIVENESS DATE: 20240111
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD WINDSOR FUNDS
CENTRAL INDEX KEY: 0000107606
ORGANIZATION NAME:
IRS NUMBER: 510082711
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00834
FILM NUMBER: 24528530
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD WINDSOR FUNDS/
DATE OF NAME CHANGE: 20011121
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD/WINDSOR FUNDS INC
DATE OF NAME CHANGE: 19931203
FORMER COMPANY:
FORMER CONFORMED NAME: WINDSOR FUNDS INC
DATE OF NAME CHANGE: 19920703
0000107606
S000004417
Vanguard Windsor Fund
C000012178
Investor Shares
VWNDX
C000012179
Admiral Shares
VWNEX
0000107606
S000004418
Vanguard Windsor II Fund
C000012180
Investor Shares
VWNFX
C000012181
Admiral Shares
VWNAX
N-CEN
1
primary_doc.xml
X0404
N-CEN
LIVE
0000107606
XXXXXXXX
811-00834
true
false
false
N-1A
true
VANGUARD WINDSOR FUNDS
811-00834
0000107606
5493006MMNJGHJDZOD60
100 VANGUARD BOULEVARD
MALVERN
19355
US-PA
US
6106691000
State Street Bank and Trust
One Congress Street, Suite 1
Boston
20114
617-662-3839
The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.
N
N
N-1A
2
Y
Deanna Mulligan
N/A
N
Mortimer J. Buckley
002167630
Y
F. Joseph Loughrey
N/A
N
Scott C. Malpass
N/A
N
Emerson U. Fullwood
N/A
N
David Thomas
N/A
N
Tara Bunch
N/A
N
Sarah Bloom Raskin
N/A
N
Mark Loughridge
N/A
N
Andre F. Perold
N/A
N
Peter F. Volanakis
N/A
N
Grant Reid
N/A
N
Jacqueline Angell
005606776
100 Vanguard Boulevard
Malvern
19355
XXXXXX
Y
N
N
N
N
N
VANGUARD MARKETING CORP.
8-21570
000007452
N/A
Y
N
PRICEWATERHOUSECOOPERS LLP
000000238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
N
VANGUARD WINDSOR FUND
S000004417
L08WJCIQZ7NZJX1TTO71
N
2
0
0
N/A
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
38788822.78000000
889434.40000000
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
N
N
N
N
Pzena Investment Management, LLC
801-50838
000106847
6735QA45DYBXWQO11N07
N
Wellington Management Company LLP
801-15908
000106595
549300YHP12TEZNLCX41
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
ITG Analytics Inc
41-2190282
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit North America INC
13-4153988
TIN
N
ICE Data Pricing and Reference Data LLC
13-36687789
TIN
N
N
BNP Paribas S.A. (operating through its Paris branch with support from its Brussels branch)
R0MUWSFPU8MPRO8K5P83
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank N.A.
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Oslo branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Helsinki branch)
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas S.A. (operating through its Paris branch with support from its Amsterdam branch)
R0MUWSFPU8MPRO8K5P83
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P83
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Dublin, Ireland
N1FBEDJ5J41VKZLO2475
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank S.A./N.V.
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Malaysia Berhad
549300JTJBG2QBI8KD48
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ), Sweden
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico, S.A.
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
N
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
654963.87999999
BMO Capital Markets Corp.
N/A
000016686
RUC0QBLBRPRCU4W1NE59
480411.13999999
CITIGROUP INC.
N/A
N/A
6SHGI4ZSSLCXXQSBB395
411137.72000000
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
307819.62000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
745838.37000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
627809.66999999
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
290152.71000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
557778.69999999
Sanford C. Bernstein & Co., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
429738.46999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
297176.23999999
6681535.86999985
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
47632700000.00000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
8466910173.30999950
CITIGROUP INC.
N/A
N/A
6SHGI4ZSSLCXXQSBB395
170893885.50000000
RBC Dominion Securities Inc.
008-01672
000006579
549300QJJX6CVVUXLE15
CA
125295677.98999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
131108654.88000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1926904447.20999998
58453812838.88999947
Y
22684646167.48833333
Committed
4300000000.00000000
N
N
N
N
VANGUARD WINDSOR II FUND
S000004418
EPRUJCUS7VDM55UDW365
N
2
0
0
N/A
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
116772665.98999999
594943.87000000
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
Sanders Capital, LLC, a NY Limited Liability Company
801-70661
000151480
N/A
N
Hotchkis and Wiley Capital Management, LLC
801-60512
000114649
M35WBEXQYIYXS60OGD30
N
Lazard Asset Management LLC
801-61701
000122836
P1IBQ1I6K7EXV2Q96E20
N
Aristotle Capital Management, LLC
801-60014
000109876
2549004DENUUZY85ZB69
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
ITG Analytics Inc
41-2190282
TIN
N
ICE Data Pricing and Reference Data LLC
13-36687789
TIN
N
N
State Street Bank and Trust Company, United Kingdom branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas S.A. (operating through its Paris branch with support from its Amsterdam branch)
R0MUWSFPU8MPRO8K5P83
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, N.A.
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank S.A./N.V.
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas S.A. (operating through its Paris branch with support from its Brussels branch)
R0MUWSFPU8MPRO8K5P83
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Dublin, Ireland
N1FBEDJ5J41VKZLO2475
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP Paribas S.A.
R0MUWSFPU8MPRO8K5P83
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Taiwan) Limited
549300QJEO1B92LSHZ06
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
554574.11999999
CITIGROUP INC.
N/A
N/A
6SHGI4ZSSLCXXQSBB395
618319.58999998
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
326622.90999999
BMO Capital Markets Corp.
N/A
000016686
RUC0QBLBRPRCU4W1NE59
314030.85000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
1790385.35000000
Sanford C. Bernstein & Co., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
408459.39000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
560207.72000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
213592.46000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
431434.12000000
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
214100.82999999
7189087.90999990
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
89753092.79999999
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
29359969753.84000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
28703642.00000000
29478426488.63999999
Y
52310573868.03583333
Committed
4300000000.00000000
N
N
N
N
true
INTERNAL CONTROL RPT
2
windsorfunds12.19.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees of Vanguard
Windsor Funds and Shareholders of
Vanguard Windsor Fund and
Vanguard Windsor II Fund
In planning and performing our audits of the
financial statements of Vanguard Windsor
Fund and
Vanguard Windsor II Fund (constituting
Vanguard Windsor Funds, hereafter
collectively referred to as the "Funds") as of
and for the year ended October 31, 2023, in
accordance with the standards of the Public
Company Accounting Oversight Board
(United States) (PCAOB), we considered the
Funds' internal control over financial
reporting, including controls over
safeguarding securities, as a basis for
designing our auditing procedures for the
purpose of expressing our opinion on the
financial statements and to comply with the
requirements of Form N-CEN, but not for the
purpose of expressing an opinion on the
effectiveness of the Funds' internal control
over financial reporting. Accordingly, we do
not express an opinion on the effectiveness
of the Funds' internal control over financial
reporting.
The management of the Funds is responsible
for establishing and maintaining effective
internal control over financial reporting. In
fulfilling this responsibility, estimates and
judgments by management are required to
assess the expected benefits and related
costs of controls. A company's internal
control over financial reporting is a process
designed to provide reasonable assurance
regarding the reliability of financial reporting
and the preparation of financial statements
for external purposes in accordance with
generally accepted accounting principles. A
company's internal control over financial
reporting includes those policies and
procedures that (1) pertain to the
maintenance of records that, in reasonable
detail, accurately and fairly reflect the
transactions and dispositions of the assets of
the company; (2) provide reasonable
assurance that transactions are recorded as
necessary to permit preparation of financial
statements in accordance with generally
accepted accounting principles, and that
receipts and expenditures of the company
are being made only in accordance with
authorizations of management and directors
of the company; and (3) provide reasonable
assurance regarding prevention or timely
detection of unauthorized acquisition, use or
disposition of a company's assets that could
have a material effect on the financial
statements.
Because of its inherent limitations, internal
control over financial reporting may not
prevent or detect misstatements. Also,
projections of any evaluation of effectiveness
to future periods are subject to the risk that
controls may become inadequate because of
changes in conditions, or that the degree of
compliance with the policies or procedures
may deteriorate.
A deficiency in internal control over financial
reporting exists when the design or operation
of a control does not allow management or
employees, in the normal course of
performing their assigned functions, to
prevent or detect misstatements on a timely
basis. A material weakness is a deficiency,
or a combination of deficiencies, in internal
control over financial reporting, such that
there is a reasonable possibility that a
material misstatement of the company's
annual or interim financial statements will not
be prevented or detected on a timely basis.
Our consideration of the Funds' internal
control over financial reporting was for the
limited purpose described in the first
paragraph and would not necessarily
disclose all deficiencies in internal control
over financial reporting that might be material
weaknesses under standards established by
the PCAOB. However, we noted no
deficiencies in the Funds' internal control
over financial reporting and its operation,
including controls over safeguarding
securities, that we consider to be a material
weakness as defined above as of October
31, 2023.
This report is intended solely for the
information and use of the Board of Trustees
of Vanguard Windsor Funds and the
Securities and Exchange Commission and is
not intended to be and should not be used by
anyone other than these specified parties.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
December 19, 2023