-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, BIuoMzQmRBtxEgWvxrrkOHFqsnhBR6sbdL+1EYmGQOa2FelxscTn+HcjyEgBONyw TAhC3h9mTfgs21ifXS5orw== 0000932471-04-001307.txt : 20041122 0000932471-04-001307.hdr.sgml : 20041122 20041122102212 ACCESSION NUMBER: 0000932471-04-001307 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041122 DATE AS OF CHANGE: 20041122 EFFECTIVENESS DATE: 20041122 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD INDEX FUNDS CENTRAL INDEX KEY: 0000036405 IRS NUMBER: 231999755 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-02652 FILM NUMBER: 041159506 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106696295 MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX FUNDS/ DATE OF NAME CHANGE: 20011121 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: FIRST INDEX INVESTMENT TRUST DATE OF NAME CHANGE: 19800904 N-Q 1 indexfund40.htm VANGUARD INDEX FUND 40

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY


Investment Company Act file number: 811-2652

Name of Registrant: Vanguard Index Funds

Address of Registrant: P.O. Box 2600
Valley Forge, PA 19482

Name and address of agent for service: R. Gregory Barton, Esquire
P.O. Box 876
Valley Forge, PA 19482

Registrant’s telephone number, including area code: (610) 669-1000


Date of fiscal year end: December 31

Date of reporting period: September 30, 2004

Item 1: Schedule of Investments



September 30, 2004
Vanguard 500 Index Fund
Shares
Market
Value
(000)

COMMON STOCKS (99.7%)

        Auto &Transportation (2.6%)    
        United Parcel Service, Inc. 10,521,705  $798,808 
        FedEx Corp. 2,811,756  240,939 
        Ford Motor Co. 17,126,612  240,629 
        General Motors Corp. 5,285,972  224,548 
        Harley-Davidson, Inc. 2,761,993  164,173 
        Union Pacific Corp. 2,426,300  142,181 
        Burlington Northern Santa Fe Corp. 3,484,725  133,500 
        PACCAR, Inc. 1,624,940  112,316 
        Norfolk Southern Corp. 3,685,942  109,620 
        Southwest Airlines Co. 7,396,069  100,734 
        CSX Corp. 2,010,686  66,755 
        Genuine Parts Co. 1,638,005  62,867 
        Delphi Corp. 5,252,696  48,798 
        Dana Corp. 1,393,365  24,649 
      * Navistar International Corp. 652,341  24,261 
      * The Goodyear Tire & Rubber Co. 1,639,517  17,608 
        Cooper Tire & Rubber Co. 696,977  14,058 
        Visteon Corp. 1,208,909  9,659 
      * Delta Air Lines, Inc. 1,160,550  3,818 

    2,539,921

        Consumer Discretionary (13.8%)
        Wal-Mart Stores, Inc. 39,700,843  2,112,085 
        Home Depot, Inc. 20,544,718  805,353 
      * Time Warner, Inc. 42,788,418  690,605 
      * eBay Inc. 6,185,673  568,711 
        Viacom Inc. Class B 16,091,296  540,024 
        The Walt Disney Co. 19,226,514  433,558 
      * Yahoo! Inc. 12,732,086  431,745 
        Lowe's Cos., Inc. 7,295,637  396,518 
        Gillette Co. 9,375,128  391,318 
        Target Corp. 8,453,279  382,511 
        McDonald's Corp. 11,755,752  329,514 
        Kimberly-Clark Corp. 4,627,481  298,889 
        Carnival Corp. 5,924,103  280,151 
        Cendant Corp. 9,881,200  213,434 
        Gannett Co., Inc. 2,490,860  208,635 
        NIKE, Inc. Class B 2,463,805  194,148 
        Avon Products, Inc. 4,424,966  193,283 
        Costco Wholesale Corp. 4,315,502  179,352 
        Clear Channel Communications, Inc. 5,523,279  172,161 
      * Starbucks Corp. 3,719,366  169,082 
        Best Buy Co., Inc. 3,041,231  164,956 
        The Gap, Inc. 8,459,409  158,191 
      * Kohl's Corp. 3,197,336  154,080 
        Waste Management, Inc. 5,426,497  148,360 
        The McGraw-Hill Cos., Inc. 1,777,421  141,643 
        Staples, Inc. 4,657,302  138,881 
      * Apollo Group, Inc. Class A 1,804,849  132,422 
      * Electronic Arts Inc. 2,841,741  130,692 
        Omnicom Group Inc. 1,753,072  128,079 
        Tribune Co. 2,978,365  122,560 
        International Game Technology 3,226,585  115,996 
        Marriott International, Inc. Class A 2,143,045  111,353 
        Yum! Brands, Inc. 2,720,533  110,617 
      * Bed Bath & Beyond, Inc. 2,810,615  104,302 
        TJX Cos., Inc. 4,575,238  100,838 
        Limited Brands, Inc. 4,424,574  98,624 
      * Univision Communications Inc. 3,017,612  95,387 
        J.C. Penney Co., Inc. (Holding Co.) 2,698,291  95,196 
        Starwood Hotels & Resorts Worldwide, Inc. 1,949,060  90,475 
        Eastman Kodak Co. 2,679,619  86,337 
        Sears, Roebuck & Co. 1,983,437  79,040 
        Federated Department Stores, Inc. 1,681,094  76,372 
      * Coach, Inc. 1,759,419  74,635 
        Mattel, Inc. 3,877,024  70,290 
        May Department Stores Co. 2,727,791  69,913 
        Hilton Hotels Corp. 3,604,115  67,902 
        Cintas Corp. 1,600,503  67,285 
        R.R. Donnelley & Sons Co. 2,051,363  64,249 
      * Fisher Scientific International Inc. 1,076,091  62,768 
        Dollar General Corp. 3,072,290  61,907 
      * AutoZone Inc. 777,370  60,052 
        Black & Decker Corp. 750,401  58,111 
        Harrah's Entertainment, Inc. 1,047,111  55,476 
        New York Times Co. Class A 1,373,519  53,705 
        Newell Rubbermaid, Inc. 2,569,272  51,488 
        VF Corp. 1,032,036  51,034 
        Leggett & Platt, Inc. 1,794,848  50,435 
        Nordstrom, Inc. 1,314,778  50,277 
        Knight Ridder 724,878  47,443 
      * Office Depot, Inc. 2,932,315  44,073 
        RadioShack Corp. 1,493,643  42,778 
        Family Dollar Stores, Inc. 1,575,474  42,695 
      * AutoNation, Inc. 2,494,827  42,612 
        Tiffany & Co. 1,368,747  42,075 
      * Interpublic Group of Cos., Inc. 3,952,257  41,854 
        Jones Apparel Group, Inc. 1,166,655  41,766 
        Robert Half International, Inc. 1,612,794  41,562 
        Liz Claiborne, Inc. 1,008,532  38,042 
        Whirlpool Corp. 621,479  37,345 
        Alberto-Culver Co. Class B 848,987  36,914 
        Wendy's International, Inc. 1,062,722  35,707 
      * Toys R Us, Inc. 2,000,372  35,487 
        Darden Restaurants Inc. 1,476,189  34,425 
        International Flavors & Fragrances, Inc. 881,669  33,680 
        The Stanley Works 766,687  32,607 
        Sabre Holdings Corp. 1,283,991  31,496 
        Hasbro, Inc. 1,655,331  31,120 
        Circuit City Stores, Inc. 1,858,741  28,513 
      * Monster Worldwide Inc. 1,110,506  27,363 
      * Allied Waste Industries, Inc. 2,978,341  26,358 
        Meredith Corp. 469,405  24,118 
        Reebok International Ltd. 553,273  20,316 
      * Convergys Corp. 1,333,888  17,914 
        Dillard's Inc. 780,920  15,415 
        Snap-On Inc. 540,926  14,908 
        Maytag Corp. 736,995  13,539 
      * Big Lots Inc. 1,075,689  13,156 
        Viacom Inc. Class A 143,386  4,875 

    13,485,161

        Consumer Staples (7.2%)
        The Procter & Gamble Co. 23,789,594  1,287,493 
        The Coca-Cola Co. 22,704,876  909,330 
        Altria Group, Inc. 19,200,323  903,183 
        PepsiCo, Inc. 15,852,392  771,219 
        Anheuser-Busch Cos., Inc. 7,495,585  374,404 
        Walgreen Co. 9,587,396  343,516 
        Colgate-Palmolive Co. 4,970,672  224,575 
        Sysco Corp. 5,984,955  179,070 
        Sara Lee Corp. 7,423,216  169,695 
        Kellogg Co. 3,868,577  165,034 
        General Mills, Inc. 3,559,208  159,808 
        CVS Corp. 3,737,511  157,461 
        Wm. Wrigley Jr. Co. 2,103,736  133,188 
        ConAgra Foods, Inc. 4,945,907  127,159 
        H.J. Heinz Co. 3,271,658  117,845 
        Hershey Foods Corp. 2,305,186  107,675 
      * The Kroger Co. 6,914,562  107,314 
        The Clorox Co. 1,994,641  106,314 
        Campbell Soup Co. 3,841,289  100,987 
        Reynolds American Inc. 1,385,628  94,278 
        Coca-Cola Enterprises, Inc. 4,390,737  82,985 
        Albertson's, Inc. 3,438,642  82,287 
      * Safeway, Inc. 4,181,693  80,748 
        The Pepsi Bottling Group, Inc. 2,381,283  64,652 
        UST, Inc. 1,547,455  62,301 
        Brown-Forman Corp. Class B 1,135,520  52,007 
        McCormick & Co., Inc. 1,283,382  44,071 
        SuperValu Inc. 1,273,035  35,072 
        Adolph Coors Co. Class B 348,814  23,691 
        Winn-Dixie Stores, Inc. 1,324,353  4,092 

    7,071,454

        Financial Services (21.8%)
        Citigroup, Inc. 48,476,137  2,138,767 
        American International Group, Inc. 24,380,904  1,657,658 
        Bank of America Corp. 38,064,190  1,649,321 
        JPMorgan Chase & Co. 33,332,939  1,324,318 
        Wells Fargo & Co. 15,802,189  942,285 
        American Express Co. 11,863,866  610,515 
        Wachovia Corp. 12,253,063  575,281 
        Fannie Mae 9,057,462  574,243 
        U.S. Bancorp 17,586,083  508,238 
        Morgan Stanley 10,278,936  506,752 
        Merrill Lynch & Co., Inc. 8,791,311  437,104 
        The Goldman Sachs Group, Inc. 4,547,469  424,006 
        Freddie Mac 6,428,790  419,414 
        First Data Corp. 8,024,003  349,044 
        Washington Mutual, Inc. 8,165,208  319,096 
        Allstate Corp. 6,484,817  311,206 
        MBNA Corp. 11,956,273  301,298 
        Metropolitan Life Insurance Co. 7,019,679  271,311 
        Fifth Third Bancorp 5,334,550  262,567 
        National City Corp. 6,203,208  239,568 
        Prudential Financial, Inc. 4,857,914  228,516 
        Automatic Data Processing, Inc. 5,467,641  225,923 
        Marsh & McLennan Cos., Inc. 4,873,002  222,989 
        SunTrust Banks, Inc. 3,157,002  222,285 
        The Bank of New York Co., Inc. 7,282,273  212,424 
        Countrywide Financial Corp. 5,269,334  207,559 
        St. Paul Travelers Cos., Inc. 6,256,595  206,843 
        BB&T Corp. 5,188,273  205,923 
        Lehman Brothers Holdings, Inc. 2,539,704  202,465 
        AFLAC Inc. 4,744,499  186,032 
        SLM Corp. 4,079,685  181,954 
        Progressive Corp. of Ohio 2,031,308  172,153 
        The Hartford Financial Services Group Inc. 2,743,564  169,909 
        Capital One Financial Corp. 2,259,994  167,014 
        Golden West Financial Corp. 1,429,606  158,615 
        Regions Financial Corp. 4,324,089  142,954 
        PNC Financial Services Group 2,642,250  142,946 
        State Street Corp. 3,146,626  134,392 
        Franklin Resources Corp. 2,333,042  130,090 
        SouthTrust Corp. 3,114,718  129,759 
        The Chubb Corp. 1,787,260  125,609 
        KeyCorp 3,808,143  120,337 
        Charles Schwab Corp. 12,793,909  117,576 
        Mellon Financial Corp. 3,967,724  109,866 
        Paychex, Inc. 3,538,905  106,698 
        ACE Ltd. 2,659,218  106,528 
        The Principal Financial Group, Inc. 2,934,235  105,544 
        M & T Bank Corp. 1,096,100  104,897 
        Simon Property Group, Inc. REIT 1,948,252  104,485 
        Equity Office Properties Trust REIT 3,772,337  102,796 
        Loews Corp. 1,736,206  101,568 
        Moody's Corp. 1,385,603  101,495 
        North Fork Bancorp, Inc. 2,169,943  96,454 
        XL Capital Ltd. Class A 1,295,683  95,868 
        Comerica, Inc. 1,604,605  95,233 
        Bear Stearns Co., Inc. 964,761  92,781 
        CIGNA Corp. 1,287,315  89,636 
        Aon Corp. 2,956,255  84,963 
        Marshall & Ilsley Corp. 2,086,420  84,083 
        Northern Trust Corp. 2,057,001  83,926 
        Equity Residential REIT 2,627,170  81,442 
        Ambac Financial Group, Inc. 1,015,163  81,162 
        AmSouth Bancorp 3,311,949  80,812 
        MBIA, Inc. 1,340,100  78,007 
        Lincoln National Corp. 1,647,617  77,438 
        H & R Block, Inc. 1,543,357  76,273 
        Synovus Financial Corp. 2,894,470  75,690 
        Sovereign Bancorp, Inc. 3,212,929  70,106 
        Cincinnati Financial Corp. 1,573,129  64,844 
      * SunGard Data Systems, Inc. 2,698,034  64,132 
      * Fiserv, Inc. 1,825,225  63,627 
        Jefferson-Pilot Corp. 1,277,331  63,432 
        MGIC Investment Corp. 921,899  61,352 
        T. Rowe Price Group Inc. 1,191,513  60,696 
        Plum Creek Timber Co. Inc. REIT 1,715,947  60,110 
        ProLogis REIT 1,701,760  59,970 
        Torchmark Corp. 1,026,687  54,599 
        SAFECO Corp. 1,178,574  53,802 
        Huntington Bancshares Inc. 2,149,918  53,554 
        Zions Bancorp 837,087  51,096 
        First Horizon National Corp. 1,155,622  50,108 
        UnumProvident Corp. 2,770,177  43,464 
      * Providian Financial Corp. 2,739,700  42,575 
      * E*Trade Financial Corp. 3,493,853  39,900 
        Green Point Financial Corp. 736,423  34,177 
        Equifax, Inc. 1,274,769  33,603 
        Dow Jones & Co., Inc. 764,688  31,054 
        Apartment Investment & Management Co. Class A REIT 883,261  30,720 
        Janus Capital Group Inc. 2,237,936  30,458 
        Federated Investors, Inc. 1,014,741  28,859 
        Ryder System, Inc. 602,315  28,333 
        Deluxe Corp. 465,907  19,112 

    21,247,587

        Health Care (12.8%)
        Pfizer Inc. 70,659,224  2,162,172 
        Johnson & Johnson 27,775,169  1,564,575 
        Merck & Co., Inc. 20,762,353  685,158 
      * Amgen, Inc. 11,847,222  671,501 
        Eli Lilly & Co. 10,580,832  635,379 
        Abbott Laboratories 14,609,091  618,841 
        Medtronic, Inc. 11,317,530  587,380 
        Wyeth 12,481,590  466,812 
        UnitedHealth Group Inc. 6,220,163  458,675 
        Bristol-Myers Squibb Co. 18,202,680  430,857 
      * Boston Scientific Corp. 7,880,904  313,108 
        Schering-Plough Corp. 13,781,335  262,672 
        Guidant Corp. 2,943,730  194,404 
      * Biogen Idec Inc. 3,166,556  193,698 
        Baxter International, Inc. 5,753,089  185,019 
      * Zimmer Holdings, Inc. 2,293,058  181,243 
        Stryker Corp. 3,754,863  180,534 
        Cardinal Health, Inc. 4,028,468  176,326 
        HCA Inc. 4,516,686  172,312 
      * Forest Laboratories, Inc. 3,464,971  155,854 
      * WellPoint Health Networks Inc. Class A 1,469,726  154,454 
      * Gilead Sciences, Inc. 4,029,154  150,610 
        Aetna Inc. 1,437,036  143,603 
      * Caremark Rx, Inc. 4,360,657  139,846 
      * St. Jude Medical, Inc. 1,656,288  124,669 
        Becton, Dickinson & Co. 2,345,745  121,275 
      * Genzyme Corp.-General Division 2,133,988  116,110 
      * Anthem, Inc. 1,307,131  114,047 
        Biomet, Inc. 2,378,021  111,482 
        Allergan, Inc. 1,233,263  89,473 
        Quest Diagnostics, Inc. 953,067  84,080 
      * Medco Health Solutions, Inc. 2,547,694  78,724 
      * Chiron Corp. 1,757,199  77,668 
        McKesson Corp. 2,748,058  70,488 
        AmerisourceBergen Corp. 1,052,430  56,526 
        C.R. Bard, Inc. 981,491  55,582 
      * MedImmune Inc. 2,329,403  55,207 
        IMS Health, Inc. 2,187,794  52,332 
      * Express Scripts Inc. 725,849  47,427 
      * Tenet Healthcare Corp. 4,363,045  47,077 
        Health Management Associates Class A 2,278,319  46,546 
        Mylan Laboratories, Inc. 2,515,319  45,276 
      * Hospira, Inc. 1,458,249  44,622 
        Bausch & Lomb, Inc. 496,523  32,994 
      * Watson Pharmaceuticals, Inc. 1,021,343  30,089 
      * Humana Inc. 1,491,053  29,791 
      * King Pharmaceuticals, Inc. 2,255,818  26,934 
        Manor Care, Inc. 818,057  24,509 
      * Millipore Corp. 464,073  22,206 

    12,490,167

        Integrated Oils (5.2%)
        ExxonMobil Corp. 60,877,703  2,942,219 
        ChevronTexaco Corp. 19,933,656  1,069,241 
        ConocoPhillips Co. 6,445,207  533,985 
        Occidental Petroleum Corp. 3,665,452  205,009 
        Marathon Oil Corp. 3,238,361  133,680 
        Unocal Corp. 2,478,762  106,587 
        Amerada Hess Corp. 853,417  75,954 

    5,066,675

        Other Energy (2.1%)
        Schlumberger Ltd. 5,526,440  371,985 
        Devon Energy Corp. 2,262,159  160,636 
        Anadarko Petroleum Corp. 2,341,447  155,378 
        Apache Corp. 3,050,676  152,869 
        Burlington Resources, Inc. 3,695,284  150,768 
        Halliburton Co. 4,131,716  139,198 
        Baker Hughes, Inc. 3,123,110  136,542 
      * Transocean Inc. 3,003,062  107,450 
        Valero Energy Corp. 1,196,693  95,987 
        Kerr-McGee Corp. 1,413,725  80,936 
        BJ Services Co. 1,512,142  79,251 
        EOG Resources, Inc. 1,103,104  72,639 
      * Nabors Industries, Inc. 1,390,391  65,835 
        Williams Cos., Inc. 4,890,760  59,178 
      * Noble Corp. 1,252,591  56,304 
        El Paso Corp. 5,993,271  55,078 
        Sunoco, Inc. 705,518  52,194 
      * Rowan Cos., Inc. 999,747  26,393 
      * Dynegy, Inc. 3,543,491  17,682 
      * Calpine Corp. 4,145,416  12,022 

    2,048,325

        Materials & Processing (3.6%)
        E.I. du Pont de Nemours & Co. 9,338,184  399,674 
        Dow Chemical Co. 8,791,028  397,179 
        Alcoa Inc. 8,141,559  273,475 
        Newmont Mining Corp. (Holding Co.) 4,148,936  188,901 
        International Paper Co. 4,550,456  183,884 
        Weyerhaeuser Co. 2,240,703  148,962 
        Masco Corp. 4,055,971  140,053 
        Praxair, Inc. 3,041,349  129,987 
        Air Products & Chemicals, Inc. 2,127,460  115,691 
        Archer-Daniels-Midland Co. 6,094,475  103,484 
        PPG Industries, Inc. 1,607,748  98,523 
        Monsanto Co. 2,497,001  90,941 
        Rohm & Haas Co. 2,099,936  90,234 
        Georgia Pacific Group 2,417,273  86,901 
        Phelps Dodge Corp. 880,130  80,998 
      * American Standard Cos., Inc. 2,001,185  77,866 
        Ecolab, Inc. 2,409,698  75,761 
        Avery Dennison Corp. 1,032,754  67,935 
        Nucor Corp. 742,204  67,815 
        Freeport-McMoRan Copper & Gold, Inc. Class B 1,655,270  67,038 
        MeadWestvaco Corp. 1,888,958  60,258 
        Sherwin-Williams Co. 1,331,856  58,548 
        Vulcan Materials Co. 957,070  48,763 
        United States Steel Corp. 1,058,782  39,831 
        Ball Corp. 1,051,496  39,357 
        Sigma-Aldrich Corp. 646,439  37,493 
        Ashland, Inc. 665,459  37,319 
      * Sealed Air Corp. 785,804  36,422 
        Temple-Inland Inc. 521,631  35,028 
        Fluor Corp. 780,972  34,769 
        Eastman Chemical Co. 728,686  34,649 
        Engelhard Corp. 1,161,865  32,939 
      * Pactiv Corp. 1,405,940  32,688 
        Boise Cascade Corp. 824,083  27,425 
        Bemis Co., Inc. 999,719  26,573 
        Louisiana-Pacific Corp. 1,022,921  26,545 
        Worthington Industries, Inc. 813,902  17,377 
        Allegheny Technologies Inc. 892,112  16,281 
      * Hercules, Inc. 1,046,182  14,908 
        Great Lakes Chemical Corp. 474,573  12,149 

    3,554,624

        Producer Durables (4.1%)
        United Technologies Corp. 4,787,686  447,074 
        The Boeing Co. 7,855,242  405,488 
        Illinois Tool Works, Inc. 2,829,132  263,590 
      * Applied Materials, Inc. 15,895,239  262,112 
        Caterpillar, Inc. 3,207,935  258,078 
        Emerson Electric Co. 3,932,526  243,384 
        Lockheed Martin Corp. 4,164,134  232,275 
        Northrop Grumman Corp. 3,353,986  178,868 
        Deere & Co. 2,321,545  149,856 
        Danaher Corp. 2,884,690  147,927 
      * Xerox Corp. 7,856,236  110,616 
        Ingersoll-Rand Co. 1,622,246  110,264 
      * Lexmark International, Inc. 1,211,658  101,791 
      * Agilent Technologies, Inc. 4,546,542  98,069 
        Pitney Bowes, Inc. 2,163,408  95,406 
      * KLA-Tencor Corp. 1,837,873  76,235 
        Dover Corp. 1,903,162  73,976 
        Pulte Homes, Inc. 1,186,450  72,812 
        Parker Hannifin Corp. 1,117,839  65,796 
        Rockwell Collins, Inc. 1,657,903  61,575 
        Centex Corp. 1,154,918  58,277 
        Molex, Inc. 1,768,870  52,748 
        Cooper Industries, Inc. Class A 886,552  52,307 
        W.W. Grainger, Inc. 851,888  49,111 
      * Waters Corp. 1,106,695  48,805 
      * Thermo Electron Corp. 1,527,488  41,273 
        KB HOME 433,195  36,601 
      * Novellus Systems, Inc. 1,336,710  35,543 
        Goodrich Corp. 1,111,745  34,864 
        American Power Conversion Corp. 1,871,557  32,546 
        Cummins Inc. 414,776  30,648 
        Pall Corp. 1,168,829  28,613 
        Tektronix, Inc. 858,728  28,553 
      * Teradyne, Inc. 1,813,785  24,305 
      * Andrew Corp. 1,500,500  18,366 
        Crane Co. 552,017  15,964 
      * Power-One, Inc. 781,822  5,066 
        Molex, Inc. Class A 4,051  107 

    4,048,889

        Technology (13.9%)
        Microsoft Corp. 101,745,463  2,813,262 
        International Business Machines Corp. 15,676,221  1,344,079 
        Intel Corp. 60,030,703  1,204,216 
      * Cisco Systems, Inc. 63,273,125  1,145,244 
      * Dell Inc. 23,362,969  831,722 
        QUALCOMM Inc. 15,232,378  594,672 
      * Oracle Corp. 48,387,465  545,811 
        Hewlett-Packard Co. 28,259,803  529,871 
        Motorola, Inc. 22,108,327  398,834 
        Texas Instruments, Inc. 16,199,152  344,718 
      * EMC Corp. 22,507,453  259,736 
        General Dynamics Corp. 1,870,737  191,002 
      * Symantec Corp. 2,949,132  161,848 
        Raytheon Co. 4,222,146  160,357 
      * Corning, Inc. 13,044,243  144,530 
        Computer Associates International, Inc. 5,477,583  144,060 
      * Apple Computer, Inc. 3,630,136  140,668 
        Analog Devices, Inc. 3,540,804  137,312 
        Maxim Integrated Products, Inc. 3,038,815  128,511 
      * Lucent Technologies, Inc. 40,327,584  127,838 
      * Sun Microsystems, Inc. 31,131,571  125,772 
        Adobe Systems, Inc. 2,243,753  110,998 
        Linear Technology Corp. 2,878,524  104,318 
        Electronic Data Systems Corp. 4,795,616  92,987 
        Xilinx, Inc. 3,245,160  87,619 
      * Computer Sciences Corp. 1,766,921  83,222 
      * Broadcom Corp. 3,015,602  82,296 
      * Intuit, Inc. 1,790,915  81,308 
      * Network Appliance, Inc. 3,347,219  76,986 
      * Veritas Software Corp. 4,051,271  72,113 
      * Micron Technology, Inc. 5,715,755  68,761 
      * PeopleSoft, Inc. 3,434,968  68,184 
      * Altera Corp. 3,479,900  68,102 
        Rockwell Automation, Inc. 1,725,499  66,777 
      * Affiliated Computer Services, Inc. Class A 1,197,164  66,646 
      * Avaya Inc. 4,237,913  59,077 
      * National Semiconductor Corp. 3,354,473  51,961 
        Autodesk, Inc. 1,061,206  51,606 
      * JDS Uniphase Corp. 13,464,228  45,374 
      * Solectron Corp. 8,984,531  44,473 
      * NCR Corp. 881,423  43,710 
      * Jabil Circuit, Inc. 1,876,674  43,164 
      * Advanced Micro Devices, Inc. 3,314,562  43,089 
        Scientific-Atlanta, Inc. 1,431,467  37,104 
      * Tellabs, Inc. 3,887,301  35,724 
      * Siebel Systems, Inc. 4,731,352  35,674 
        Applera Corp.-Applied Biosystems Group 1,887,023  35,608 
      * Comverse Technology, Inc. 1,829,015  34,440 
      * Sanmina-SCI Corp. 4,870,255  34,335 
      * BMC Software, Inc. 2,083,124  32,934 
      * Unisys Corp. 3,125,368  32,254 
      * Mercury Interactive Corp. 872,172  30,421 
        Symbol Technologies, Inc. 2,240,970  28,326 
      * Citrix Systems, Inc. 1,582,801  27,731 
      * QLogic Corp. 864,055  25,585 
      * Novell, Inc. 3,615,160  22,812 
      * NVIDIA Corp. 1,558,802  22,634 
        PerkinElmer, Inc. 1,193,299  20,549 
      * Compuware Corp. 3,609,862  18,591 
      * Gateway, Inc. 3,481,616  17,234 
      * LSI Logic Corp. 3,602,655  15,527 
      * PMC Sierra Inc. 1,649,791  14,535 
      * ADC Telecommunications, Inc. 7,563,490  13,690 
      * Parametric Technology Corp. 2,504,186  13,222 
      * CIENA Corp. 5,309,331  10,512 
      * Applied Micro Circuits Corp. 2,908,814  9,105 

    13,555,381

        Utilities (7.2%)
        Verizon Communications Inc. 25,906,960  1,020,216 
        SBC Communications Inc. 31,008,578  804,673 
      * Comcast Corp. Class A 19,101,205  539,418 
        BellSouth Corp. 17,131,721  464,612 
      * AT&T Wireless Services Inc. 25,542,836  377,523 
        Sprint Corp. 13,596,070  273,689 
      * Nextel Communications, Inc. 10,422,700  248,477 
        Exelon Corp. 6,178,596  226,693 
        Southern Co. 6,907,792  207,096 
        Dominion Resources, Inc. 3,090,196  201,635 
        Duke Energy Corp. 8,775,562  200,873 
        ALLTEL Corp. 2,885,213  158,427 
        TXU Corp. 2,776,670  133,058 
        Entergy Corp. 2,123,292  128,693 
        FirstEnergy Corp. 3,087,234  126,824 
        FPL Group, Inc. 1,733,539  118,435 
        American Electric Power Co., Inc. 3,703,340  118,359 
      * PG&E Corp. 3,753,517  114,107 
        AT&T Corp. 7,440,674  106,550 
        Progress Energy, Inc. 2,309,956  97,804 
        Consolidated Edison Inc. 2,260,637  95,037 
        Public Service Enterprise Group, Inc. 2,221,103  94,619 
        Ameren Corp. 1,818,441  83,921 
        PPL Corp. 1,743,246  82,246 
        Edison International 3,046,088  80,752 
        Sempra Energy 2,170,267  78,542 
        Kinder Morgan, Inc. 1,155,722  72,602 
        DTE Energy Co. 1,623,901  68,512 
        Cinergy Corp. 1,690,734  66,953 
        Constellation Energy Group, Inc. 1,642,804  65,449 
        Xcel Energy, Inc. 3,742,341  64,817 
      * AES Corp. 6,052,192  60,461 
        KeySpan Corp. 1,496,995  58,682 
      * Qwest Communications International Inc. 16,988,927  56,573 
        NiSource, Inc. 2,462,809  51,744 
      * Comcast Corp. Special Class A 1,814,271  50,654 
        CenturyTel, Inc. 1,263,929  43,277 
        Citizens Communications Co. 3,096,655  41,464 
        Pinnacle West Capital Corp. 854,216  35,450 
        CenterPoint Energy Inc. 2,872,346  29,758 
        TECO Energy, Inc. 1,855,237  25,101 
      * Allegheny Energy, Inc. 1,186,086  18,930 
        NICOR Inc. 411,934  15,118 
        Peoples Energy Corp. 350,644  14,615 
      * CMS Energy Corp. 1,508,767  14,363 

    7,036,802

        Other (5.4%)
        General Electric Co. 98,802,809  3,317,798 
        3M Co. 7,324,357  585,729 
        Tyco International Ltd. 18,797,929  576,345 
        Honeywell International Inc. 8,043,758  288,449 
        Johnson Controls, Inc. 1,780,787  101,167 
        Fortune Brands, Inc. 1,348,533  99,913 
        Eaton Corp. 1,418,528  89,949 
        Textron, Inc. 1,297,706  83,404 
        ITT Industries, Inc. 863,255  69,052 
        Brunswick Corp. 894,950  40,953 

    5,252,759


        TOTAL COMMON STOCKS
         (Cost $76,359,407)   97,397,745 

        TEMPORARY CASH INVESTMENTS (0.9%)

        Money Market Fund (0.9%)
        Vanguard Market Liquidity Fund, 1.74%** 886,989,672  886,990 
 

Face 
  Amount 
  (000)

        U.S. Agency Obligation
        Federal National Mortgage Assn. (1)
     (2)1.46%, 10/6/2004 $25,000  24,994 

        TOTAL TEMPORARY CASH INVESTMENTS
         (Cost $911,984)   911,984 

        TOTAL INVESTMENTS (100.6%)
         (Cost $77,271,391)   98,309,729 

        OTHER ASSETS AND LIABILITIES-NET (-0.6%)   (597,774)

        NET ASSETS (100%)   $97,711,955 

 *Non-income-producing security.
**Money Market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
(1)The issuer operates under a congressional charter; its securities are neither issued nor guaranteed by the U.S. government. If needed, access to additional funding from the U.S. Treasury (beyond the issuer’s line-of-credit) would require congressional action.
(2)Security segregated as initial margin for open futures contracts.
REIT — Real Estate Investment Trust

Investment Securities: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4:00 p.m. Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund’s net asset value. Temporary cash investments acquired over 60 days to maturity are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Other temporary cash investments are valued at amortized cost, which approximates market value.

At September 30, 2004, the cost of investment securities for tax purposes was $77,271,391,000. Net unrealized appreciation of investment securities for tax purposes was $21,038,338,000, consisting of unrealized gains of $30,181,078,000 on securities that had risen in value since their purchase and $9,142,740,000 in unrealized losses on securities that had fallen in value since their purchase.

Futures Contracts: The fund invests a portion of its cash reserves in equity markets through the use of index futures contracts. After giving effect to futures investments, the fund’s effective common stock and temporary cash investment positions represent 100.0% and 0.6%, respectively, of net assets. Futures contracts are valued at their quoted daily settlement prices.

At September 30, 2004, the aggregate settlement value of open futures contracts expiring in December 2004, and the related unrealized appreciation (depreciation) were:


(000)
Futures Contracts Number
of
Long Contracts
Aggregate
Settlement
Value
Unrealized
Appreciation
(Depreciation)

S&P 500 Index 1,029  $286,808  ($1,208)
E-mini S&P 500 Index 539  30,047  (8)

Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.


Item 2: Controls and Procedures.

(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

(b) Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrant’s internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3:

Exhibits.
(a) Certifications.

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

Vanguard Index Funds

BY: (signature)
(HEIDI STAM)
JOHN J. BRENNAN*
CHIEF EXECUTIVE OFFICER

Date: November 15, 2004

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

Vanguard Index Funds

BY: (signature)
(HEIDI STAM)
JOHN J. BRENNAN*
CHIEF EXECUTIVE OFFICER

Date: November 15, 2004

Vanguard Index Funds

BY: (signature)
(HEIDI STAM)
THOMAS J. HIGGINS*
TREASURER

Date: November 15, 2004

*By Power of Attorney. See File Number 2-57689, filed on December 26, 2002. Incorporated by Reference.

EX-99.CERT 2 certification.htm CERTIFICATION

CERTIFICATIONS

I, John J. Brennan, certify that:

1.     I have reviewed this report on Form N-Q of Vanguard Index Funds;

2.     Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.     Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;

4.     The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a)     Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b)     Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, 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;

(c)     Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

(d)     Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5.     The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a)     All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

(b)     Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: November 15, 2004

/s/ John J. Brennan
Chief Executive Officer


CERTIFICATIONS

I, Thomas J. Higgins, certify that:

1.     I have reviewed this report on Form N-Q of Vanguard Index Funds;

2.     Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3.     Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;

4.     The registrant’s other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a)     Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b)     Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, 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;

(c)     Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and

(d)     Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5.     The registrant’s other certifying officer(s) and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

(a)     All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize, and report financial information; and

(b)     Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: November 15, 2004

/s/ Thomas J. Higgins
Treasurer
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