0000932471-12-003544.txt : 20120214 0000932471-12-003544.hdr.sgml : 20120214 20120214142633 ACCESSION NUMBER: 0000932471-12-003544 CONFORMED SUBMISSION TYPE: NSAR-A/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: NSAR-A/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-02652 FILM NUMBER: 12607815 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 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 0000036405 S000002839 Vanguard 500 Index Fund C000007773 Investor Shares VFINX C000007774 Admiral Shares VFIAX C000035202 Signal Shares VIFSX C000092055 ETF Shares VOO 0000036405 S000002840 Vanguard Value Index Fund C000007775 Investor Shares VIVAX C000007776 Admiral Shares VVIAX C000007777 Institutional Shares VIVIX C000007778 ETF Shares VTV C000035203 Signal Shares VVISX 0000036405 S000002841 Vanguard Extended Market Index Fund C000007779 Investor Shares VEXMX C000007780 Admiral Shares VEXAX C000007781 Institutional Shares VIEIX C000007782 ETF Shares VXF C000035204 Signal Shares VEMSX C000096110 Institutional Plus Shares VEMPX 0000036405 S000002842 Vanguard Growth Index Fund C000007783 Investor Shares VIGRX C000007784 Admiral Shares VIGAX C000007785 Institutional Shares VIGIX C000007786 ETF Shares VUG C000035205 Signal Shares VIGSX 0000036405 S000002843 Vanguard Large-Cap Index Fund C000007787 Investor Shares VLACX C000007788 Admiral Shares VLCAX C000007789 Institutional Shares VLISX C000007790 ETF Shares VV C000035206 Signal Shares VLCSX 0000036405 S000002844 Vanguard Mid-Cap Index Fund C000007791 Investor Shares VIMSX C000007792 Admiral Shares VIMAX C000007793 Institutional Shares VMCIX C000007794 ETF Shares VO C000035207 Signal Shares VMISX C000096111 Institutional Plus Shares VMCPX 0000036405 S000002845 Vanguard Small-Cap Index Fund C000007795 Investor Shares NAESX C000007796 Admiral Shares VSMAX C000007797 Institutional Shares VSCIX C000007798 ETF Shares VB C000035208 Signal Shares VSISX C000096112 Institutional Plus Shares VSCPX 0000036405 S000002846 Vanguard Small-Cap Growth Index Fund C000007799 Investor Shares VISGX C000007800 Institutional Shares VSGIX C000007801 ETF Shares VBK C000105304 Admiral Shares VSGAX 0000036405 S000002847 Vanguard Small-Cap Value Index Fund C000007802 Investor Shares VISVX C000007803 Institutional Shares VSIIX C000007804 ETF Shares VBR C000105305 Admiral 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N 055 A000900 N 055 B000900 N 055 A001000 N 055 B001000 N 055 A001100 Y 055 B001100 N 055 A001200 Y 055 B001200 N 056 000100 Y 056 000200 Y 056 000300 Y 056 000400 Y 056 000500 Y 056 000600 Y 056 000700 Y 056 000800 Y 056 000900 Y 056 001000 Y 056 001100 Y 056 001200 Y 057 000100 N 057 000200 N 057 000300 N 057 000400 N 057 000500 N 057 000600 N 057 000700 N 057 000800 N 057 000900 N 057 001000 N 057 001100 N 057 001200 N 058 A000100 N 058 A000200 N PAGE 17 058 A000300 N 058 A000400 N 058 A000500 N 058 A000600 N 058 A000700 N 058 A000800 N 058 A000900 N 058 A001000 N 058 A001100 N 058 A001200 N 059 000100 Y 059 000200 Y 059 000300 Y 059 000400 Y 059 000500 Y 059 000600 Y 059 000700 Y 059 000800 Y 059 000900 Y 059 001000 Y 059 001100 Y 059 001200 Y 060 A000100 Y 060 B000100 Y 060 A000200 Y 060 B000200 Y 060 A000300 Y 060 B000300 Y 060 A000400 Y 060 B000400 Y 060 A000500 Y 060 B000500 Y 060 A000600 Y 060 B000600 Y 060 A000700 Y 060 B000700 Y 060 A000800 Y 060 B000800 Y 060 A000900 Y 060 B000900 Y 060 A001000 Y 060 B001000 Y 060 A001100 Y 060 B001100 Y 060 A001200 Y 060 B001200 Y 061 000100 3000 061 000200 3000 061 000300 3000 061 000400 3000 061 000500 3000 PAGE 18 061 000600 3000 061 000700 3000 061 000800 3000 061 000900 3000 061 001000 3000 061 001100 3000 061 001200 3000 062 A00AA00 N 062 B00AA00 0.0 062 C00AA00 0.0 062 D00AA00 0.0 062 E00AA00 0.0 062 F00AA00 0.0 062 G00AA00 0.0 062 H00AA00 0.0 062 I00AA00 0.0 062 J00AA00 0.0 062 K00AA00 0.0 062 L00AA00 0.0 062 M00AA00 0.0 062 N00AA00 0.0 062 O00AA00 0.0 062 P00AA00 0.0 062 Q00AA00 0.0 062 R00AA00 0.0 063 A00AA00 0 063 B00AA00 0.0 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 N 066 E000100 Y 066 F000100 N 066 G000100 N 066 A000200 Y 066 B000200 N 066 C000200 N 066 D000200 Y 066 E000200 N 066 F000200 N 066 G000200 N 066 A000300 Y 066 B000300 N 066 C000300 N 066 D000300 N 066 E000300 Y 066 F000300 N 066 G000300 N 066 A000400 Y 066 B000400 N 066 C000400 N PAGE 19 066 D000400 N 066 E000400 Y 066 F000400 N 066 G000400 N 066 A000500 Y 066 B000500 N 066 C000500 N 066 D000500 Y 066 E000500 N 066 F000500 N 066 G000500 N 066 A000600 Y 066 B000600 N 066 C000600 Y 066 D000600 N 066 E000600 N 066 F000600 N 066 G000600 N 066 A000700 Y 066 B000700 N 066 C000700 N 066 D000700 Y 066 E000700 N 066 F000700 N 066 G000700 N 066 A000800 Y 066 B000800 N 066 C000800 Y 066 D000800 N 066 E000800 N 066 F000800 N 066 G000800 N 066 A000900 Y 066 B000900 N 066 C000900 Y 066 D000900 N 066 E000900 N 066 F000900 N 066 G000900 N 066 A001000 Y 066 B001000 N 066 C001000 N 066 D001000 N 066 E001000 Y 066 F001000 N 066 G001000 N 066 A001100 Y 066 B001100 N 066 C001100 N 066 D001100 Y 066 E001100 N PAGE 20 066 F001100 N 066 G001100 N 066 A001200 Y 066 B001200 N 066 C001200 N 066 D001200 Y 066 E001200 N 066 F001200 N 066 G001200 N 067 000100 N 067 000200 N 067 000300 N 067 000400 N 067 000500 N 067 000600 N 067 000700 N 067 000800 N 067 000900 N 067 001000 N 067 001100 N 067 001200 N 068 A000100 N 068 B000100 N 068 A000200 N 068 B000200 N 068 A000300 N 068 B000300 N 068 A000400 N 068 B000400 N 068 A000500 N 068 B000500 N 068 A000600 N 068 B000600 N 068 A000700 N 068 B000700 N 068 A000800 N 068 B000800 N 068 A000900 N 068 B000900 N 068 A001000 N 068 B001000 N 068 A001100 N 068 B001100 N 068 A001200 N 068 B001200 N 069 000100 Y 069 000200 Y 069 000300 Y 069 000400 Y 069 000500 Y 069 000600 Y PAGE 21 069 000700 Y 069 000800 Y 069 000900 Y 069 001000 Y 069 001100 Y 069 001200 Y 070 A010100 Y 070 A020100 N 070 B010100 Y 070 B020100 N 070 C010100 N 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 N 070 E020100 N 070 F010100 Y 070 F020100 Y 070 G010100 Y 070 G020100 N 070 H010100 Y 070 H020100 N 070 I010100 Y 070 I020100 N 070 J010100 Y 070 J020100 N 070 K010100 Y 070 K020100 Y 070 L010100 Y 070 L020100 N 070 M010100 Y 070 M020100 N 070 N010100 Y 070 N020100 Y 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 Y 070 Q010100 Y 070 Q020100 N 070 R010100 Y 070 R020100 N 070 A010200 Y 070 A020200 N 070 B010200 Y 070 B020200 N 070 C010200 N 070 C020200 N 070 D010200 Y 070 D020200 N 070 E010200 N PAGE 22 070 E020200 N 070 F010200 Y 070 F020200 Y 070 G010200 Y 070 G020200 N 070 H010200 Y 070 H020200 N 070 I010200 Y 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 Y 070 L010200 Y 070 L020200 N 070 M010200 Y 070 M020200 N 070 N010200 Y 070 N020200 Y 070 O010200 Y 070 O020200 N 070 P010200 Y 070 P020200 Y 070 Q010200 Y 070 Q020200 N 070 R010200 Y 070 R020200 N 070 A010300 Y 070 A020300 N 070 B010300 Y 070 B020300 N 070 C010300 N 070 C020300 N 070 D010300 Y 070 D020300 N 070 E010300 N 070 E020300 N 070 F010300 Y 070 F020300 Y 070 G010300 Y 070 G020300 N 070 H010300 Y 070 H020300 N 070 I010300 Y 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 Y 070 L010300 Y 070 L020300 N PAGE 23 070 M010300 Y 070 M020300 N 070 N010300 Y 070 N020300 Y 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 Y 070 Q010300 Y 070 Q020300 N 070 R010300 Y 070 R020300 N 070 A010400 Y 070 A020400 N 070 B010400 Y 070 B020400 N 070 C010400 N 070 C020400 N 070 D010400 Y 070 D020400 N 070 E010400 N 070 E020400 N 070 F010400 Y 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 Y 070 I020400 N 070 J010400 Y 070 J020400 N 070 K010400 Y 070 K020400 Y 070 L010400 Y 070 L020400 N 070 M010400 Y 070 M020400 N 070 N010400 Y 070 N020400 Y 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 Y 070 Q010400 Y 070 Q020400 N 070 R010400 Y 070 R020400 N 070 A010500 Y 070 A020500 N 070 B010500 Y PAGE 24 070 B020500 N 070 C010500 N 070 C020500 N 070 D010500 Y 070 D020500 N 070 E010500 N 070 E020500 N 070 F010500 Y 070 F020500 N 070 G010500 Y 070 G020500 N 070 H010500 Y 070 H020500 N 070 I010500 Y 070 I020500 N 070 J010500 Y 070 J020500 N 070 K010500 Y 070 K020500 Y 070 L010500 Y 070 L020500 N 070 M010500 Y 070 M020500 N 070 N010500 Y 070 N020500 Y 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 Y 070 Q010500 Y 070 Q020500 N 070 R010500 Y 070 R020500 N 070 A010600 Y 070 A020600 N 070 B010600 Y 070 B020600 N 070 C010600 N 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 N 070 E020600 N 070 F010600 Y 070 F020600 Y 070 G010600 Y 070 G020600 N 070 H010600 Y 070 H020600 N 070 I010600 Y 070 I020600 N PAGE 25 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 Y 070 L010600 Y 070 L020600 N 070 M010600 Y 070 M020600 N 070 N010600 Y 070 N020600 Y 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 Y 070 Q010600 Y 070 Q020600 N 070 R010600 Y 070 R020600 N 070 A010700 Y 070 A020700 N 070 B010700 Y 070 B020700 N 070 C010700 N 070 C020700 N 070 D010700 Y 070 D020700 N 070 E010700 N 070 E020700 N 070 F010700 Y 070 F020700 Y 070 G010700 Y 070 G020700 N 070 H010700 Y 070 H020700 N 070 I010700 Y 070 I020700 N 070 J010700 Y 070 J020700 N 070 K010700 Y 070 K020700 Y 070 L010700 Y 070 L020700 N 070 M010700 Y 070 M020700 N 070 N010700 Y 070 N020700 Y 070 O010700 Y 070 O020700 N 070 P010700 Y 070 P020700 Y 070 Q010700 Y PAGE 26 070 Q020700 N 070 R010700 Y 070 R020700 N 070 A010800 Y 070 A020800 N 070 B010800 Y 070 B020800 N 070 C010800 N 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 N 070 E020800 N 070 F010800 Y 070 F020800 N 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 Y 070 I020800 N 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 Y 070 L010800 Y 070 L020800 N 070 M010800 Y 070 M020800 N 070 N010800 Y 070 N020800 Y 070 O010800 Y 070 O020800 N 070 P010800 Y 070 P020800 Y 070 Q010800 Y 070 Q020800 N 070 R010800 Y 070 R020800 N 070 A010900 Y 070 A020900 N 070 B010900 Y 070 B020900 N 070 C010900 N 070 C020900 N 070 D010900 Y 070 D020900 N 070 E010900 N 070 E020900 N 070 F010900 Y 070 F020900 Y PAGE 27 070 G010900 Y 070 G020900 N 070 H010900 Y 070 H020900 N 070 I010900 Y 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 Y 070 L010900 Y 070 L020900 N 070 M010900 Y 070 M020900 N 070 N010900 Y 070 N020900 Y 070 O010900 Y 070 O020900 N 070 P010900 Y 070 P020900 Y 070 Q010900 Y 070 Q020900 N 070 R010900 Y 070 R020900 N 070 A011000 Y 070 A021000 N 070 B011000 Y 070 B021000 N 070 C011000 N 070 C021000 N 070 D011000 Y 070 D021000 N 070 E011000 N 070 E021000 N 070 F011000 Y 070 F021000 Y 070 G011000 Y 070 G021000 N 070 H011000 Y 070 H021000 N 070 I011000 Y 070 I021000 N 070 J011000 Y 070 J021000 N 070 K011000 Y 070 K021000 Y 070 L011000 Y 070 L021000 N 070 M011000 Y 070 M021000 N 070 N011000 Y PAGE 28 070 N021000 Y 070 O011000 Y 070 O021000 N 070 P011000 Y 070 P021000 Y 070 Q011000 Y 070 Q021000 N 070 R011000 Y 070 R021000 N 070 A011100 Y 070 A021100 N 070 B011100 Y 070 B021100 N 070 C011100 N 070 C021100 N 070 D011100 Y 070 D021100 N 070 E011100 N 070 E021100 N 070 F011100 Y 070 F021100 N 070 G011100 Y 070 G021100 N 070 H011100 Y 070 H021100 N 070 I011100 Y 070 I021100 N 070 J011100 Y 070 J021100 N 070 K011100 Y 070 K021100 Y 070 L011100 Y 070 L021100 N 070 M011100 Y 070 M021100 N 070 N011100 Y 070 N021100 Y 070 O011100 Y 070 O021100 N 070 P011100 Y 070 P021100 Y 070 Q011100 Y 070 Q021100 N 070 R011100 Y 070 R021100 N 070 A011200 Y 070 A021200 N 070 B011200 Y 070 B021200 N 070 C011200 N 070 C021200 N PAGE 29 070 D011200 Y 070 D021200 N 070 E011200 N 070 E021200 N 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 Y 070 I021200 N 070 J011200 Y 070 J021200 N 070 K011200 Y 070 K021200 Y 070 L011200 Y 070 L021200 N 070 M011200 Y 070 M021200 N 070 N011200 Y 070 N021200 Y 070 O011200 Y 070 O021200 N 070 P011200 Y 070 P021200 Y 070 Q011200 Y 070 Q021200 N 070 R011200 Y 070 R021200 N 071 A000100 3534653 071 B000100 3087965 071 C000100 108224238 071 D000100 3 071 A000200 3094129 071 B000200 1543221 071 C000200 19266703 071 D000200 8 071 A000300 14619367 071 B000300 4773561 071 C000300 162213689 071 D000300 3 071 A000400 2807674 071 B000400 2035842 071 C000400 15421743 071 D000400 13 071 A000500 3607242 071 B000500 2695614 071 C000500 20650089 071 D000500 13 071 A000600 5226389 PAGE 30 071 B000600 4831613 071 C000600 25946301 071 D000600 9 071 A000700 5634622 071 B000700 4201850 071 C000700 28666325 071 D000700 15 071 A000800 2151732 071 B000800 2142079 071 C000800 7457546 071 D000800 29 071 A000900 3690398 071 B000900 2810727 071 C000900 8900936 071 D000900 32 071 A001000 776472 071 B001000 224120 071 C001000 5045030 071 D001000 4 071 A001100 1124289 071 B001100 819594 071 C001100 2364351 071 D001100 35 071 A001200 590747 071 B001200 452457 071 C001200 1618562 071 D001200 28 072 A000100 6 072 B000100 350 072 C000100 1043746 072 D000100 0 072 E000100 4916 072 F000100 4113 072 G000100 30640 072 H000100 0 072 I000100 0 072 J000100 659 072 K000100 0 072 L000100 445 072 M000100 59 072 N000100 0 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 0 072 S000100 0 072 T000100 11841 072 U000100 0 072 V000100 0 072 W000100 0 072 X000100 47757 PAGE 31 072 Y000100 0 072 Z000100 1001255 072AA000100 927006 072BB000100 259359 072CC010100 4475046 072CC020100 0 072DD010100 0 072DD020100 0 072EE000100 0 072 A000200 6 072 B000200 120 072 C000200 83429 072 D000200 0 072 E000200 8100 072 F000200 714 072 G000200 7870 072 H000200 0 072 I000200 0 072 J000200 416 072 K000200 0 072 L000200 170 072 M000200 10 072 N000200 0 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 0 072 S000200 0 072 T000200 2385 072 U000200 0 072 V000200 0 072 W000200 0 072 X000200 11565 072 Y000200 0 072 Z000200 80084 072AA000200 758497 072BB000200 88758 072CC010200 573515 072CC020200 0 072DD010200 0 072DD020200 0 072EE000200 0 072 A000300 6 072 B000300 716 072 C000300 1423548 072 D000300 0 072 E000300 18157 072 F000300 5848 072 G000300 14021 072 H000300 0 072 I000300 36652 PAGE 32 072 J000300 821 072 K000300 0 072 L000300 256 072 M000300 82 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 0 072 S000300 0 072 T000300 20008 072 U000300 0 072 V000300 0 072 W000300 0 072 X000300 77688 072 Y000300 0 072 Z000300 1364733 072AA000300 1447106 072BB000300 1559887 072CC010300 8408871 072CC020300 0 072DD010300 0 072DD020300 0 072EE000300 0 072 A000400 6 072 B000400 5 072 C000400 191164 072 D000400 0 072 E000400 680 072 F000400 615 072 G000400 2484 072 H000400 0 072 I000400 3756 072 J000400 192 072 K000400 0 072 L000400 101 072 M000400 8 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 0 072 S000400 0 072 T000400 1965 072 U000400 0 072 V000400 0 072 W000400 0 072 X000400 9121 072 Y000400 0 072 Z000400 182728 072AA000400 655144 PAGE 33 072BB000400 18990 072CC010400 95979 072CC020400 0 072DD010400 0 072DD020400 0 072EE000400 0 072 A000500 6 072 B000500 27 072 C000500 127484 072 D000500 0 072 E000500 876 072 F000500 798 072 G000500 3850 072 H000500 0 072 I000500 5124 072 J000500 265 072 K000500 0 072 L000500 149 072 M000500 11 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 0 072 S000500 0 072 T000500 2545 072 U000500 0 072 V000500 0 072 W000500 0 072 X000500 12742 072 Y000500 0 072 Z000500 115645 072AA000500 833961 072BB000500 338113 072CC010500 550855 072CC020500 0 072DD010500 0 072DD020500 0 072EE000500 0 072 A000600 6 072 B000600 149 072 C000600 138775 072 D000600 0 072 E000600 12079 072 F000600 952 072 G000600 7889 072 H000600 0 072 I000600 3460 072 J000600 385 072 K000600 0 072 L000600 104 PAGE 34 072 M000600 13 072 N000600 0 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 0 072 S000600 0 072 T000600 3381 072 U000600 0 072 V000600 0 072 W000600 0 072 X000600 16184 072 Y000600 0 072 Z000600 134819 072AA000600 2301665 072BB000600 30900 072CC010600 0 072CC020600 531676 072DD010600 0 072DD020600 0 072EE000600 0 072 A000700 6 072 B000700 37 072 C000700 175762 072 D000700 0 072 E000700 2387 072 F000700 1050 072 G000700 8601 072 H000700 0 072 I000700 3502 072 J000700 343 072 K000700 0 072 L000700 257 072 M000700 14 072 N000700 0 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 0 072 S000700 0 072 T000700 3618 072 U000700 0 072 V000700 0 072 W000700 0 072 X000700 17385 072 Y000700 0 072 Z000700 160801 072AA000700 1689663 072BB000700 0 072CC010700 315347 072CC020700 0 PAGE 35 072DD010700 0 072DD020700 0 072EE000700 0 072 A000800 6 072 B000800 21 072 C000800 63766 072 D000800 0 072 E000800 1603 072 F000800 335 072 G000800 2285 072 H000800 0 072 I000800 3048 072 J000800 177 072 K000800 0 072 L000800 33 072 M000800 4 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 0 072 S000800 0 072 T000800 1010 072 U000800 0 072 V000800 0 072 W000800 0 072 X000800 6892 072 Y000800 0 072 Z000800 58498 072AA000800 839699 072BB000800 32459 072CC010800 0 072CC020800 500579 072DD010800 0 072DD020800 0 072EE000800 0 072 A000900 6 072 B000900 47 072 C000900 19434 072 D000900 0 072 E000900 6054 072 F000900 347 072 G000900 3034 072 H000900 0 072 I000900 2784 072 J000900 356 072 K000900 0 072 L000900 62 072 M000900 5 072 N000900 0 072 O000900 0 PAGE 36 072 P000900 0 072 Q000900 0 072 R000900 0 072 S000900 0 072 T000900 1175 072 U000900 0 072 V000900 0 072 W000900 0 072 X000900 7763 072 Y000900 0 072 Z000900 17772 072AA000900 1016571 072BB000900 41955 072CC010900 0 072CC020900 164690 072DD010900 0 072DD020900 0 072EE000900 0 072 A001000 6 072 B001000 10 072 C001000 46853 072 D001000 0 072 E001000 184 072 F001000 244 072 G001000 868 072 H001000 0 072 I001000 927 072 J001000 128 072 K001000 0 072 L001000 36 072 M001000 2 072 N001000 0 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 0 072 S001000 0 072 T001000 576 072 U001000 0 072 V001000 0 072 W001000 0 072 X001000 2781 072 Y001000 0 072 Z001000 44266 072AA001000 41529 072BB001000 0 072CC011000 207030 072CC021000 0 072DD011000 0 072DD021000 0 072EE001000 0 PAGE 37 072 A001100 6 072 B001100 4 072 C001100 6288 072 D001100 0 072 E001100 205 072 F001100 139 072 G001100 763 072 H001100 0 072 I001100 689 072 J001100 52 072 K001100 0 072 L001100 48 072 M001100 1 072 N001100 0 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 0 072 S001100 0 072 T001100 312 072 U001100 0 072 V001100 0 072 W001100 0 072 X001100 2004 072 Y001100 0 072 Z001100 4493 072AA001100 209555 072BB001100 1626 072CC011100 0 072CC021100 11582 072DD011100 87 072DD021100 93 072EE001100 0 072 A001200 6 072 B001200 1 072 C001200 16068 072 D001200 0 072 E001200 67 072 F001200 125 072 G001200 432 072 H001200 0 072 I001200 500 072 J001200 29 072 K001200 0 072 L001200 34 072 M001200 1 072 N001200 0 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 0 PAGE 38 072 S001200 0 072 T001200 237 072 U001200 0 072 V001200 0 072 W001200 0 072 X001200 1358 072 Y001200 0 072 Z001200 14778 072AA001200 114219 072BB001200 2934 072CC011200 0 072CC021200 22685 072DD011200 69 072DD021200 125 072EE001200 0 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 073 A010200 0.0000 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 073 A010600 0.0000 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 073 A010700 0.0000 073 A020700 0.0000 073 B000700 0.0000 073 C000700 0.0000 073 A010800 0.0000 073 A020800 0.0000 073 B000800 0.0000 073 C000800 0.0000 073 A010900 0.0000 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 PAGE 39 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 073 A011100 0.0020 073 A021100 0.0050 073 B001100 0.0000 073 C001100 0.0000 073 A011200 0.0020 073 A021200 0.0080 073 B001200 0.0000 073 C001200 0.0000 074 A000100 0 074 B000100 0 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 0 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 0 074 K000100 0 074 L000100 0 074 M000100 0 074 N000100 0 074 O000100 0 074 P000100 0 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 0 074 S000100 0 074 T000100 0 074 U010100 0 074 U020100 0 074 V010100 0.00 074 V020100 0.00 074 W000100 0.0000 074 X000100 2201375 074 Y000100 13297 074 A000200 3744 074 B000200 0 074 C000200 6499 074 D000200 0 074 E000200 0 074 F000200 20123282 074 G000200 0 074 H000200 0 074 I000200 227440 PAGE 40 074 J000200 1758 074 K000200 0 074 L000200 201051 074 M000200 0 074 N000200 20563774 074 O000200 33710 074 P000200 29250 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 350799 074 S000200 0 074 T000200 20150015 074 U010200 0 074 U020200 0 074 V010200 0.00 074 V020200 0.00 074 W000200 0.0000 074 X000200 412158 074 Y000200 3999 074 A000300 0 074 B000300 0 074 C000300 0 074 D000300 0 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 0 074 K000300 0 074 L000300 0 074 M000300 0 074 N000300 0 074 O000300 0 074 P000300 0 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 0 074 S000300 0 074 T000300 0 074 U010300 0 074 U020300 0 074 V010300 0.00 074 V020300 0.00 074 W000300 0.0000 074 X000300 1294954 074 Y000300 40491 PAGE 41 074 A000400 177 074 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C000000 N 077 D000000 N 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 N 077 P000000 N 077 Q010000 N 077 Q020000 N 077 Q030000 Y 078 000000 N 080 C00AA00 0 081 B00AA00 0 082 B00AA00 0 083 B00AA00 0 084 B00AA00 0 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 SIGNATURE WILLIAM GESSIG TITLE MANAGER EX-99 2 q773indextrust063011.txt SUPPLEMENTAL DATA SHEET EXHIBIT 77Q3 TO FORM N-SAR Registrant Name: Vanguard Index Funds File Number: 811-2652 Registrant CIK Number: 0000036405 Items 72, 73 and 74 Because the electronic format for filing Form N-SAR does not provide adequate space for responding to Items 72 through 74 completely, the Registrant has set forth in their entirety the complete responses to the indicated Items or Sub-Items below, in accordance with verbal instructions provided to the Registrant by the staff of the Commission on September 20, 2002, and September 23, 2002.
Series 1 SEC Identifier S000002839 500 Index Trust Class 1 SEC Identifier C000007773 Class 2 SEC Identifier C000007774 Class 3 SEC Identifier C000035202 Class 4 SEC Identifier C000092055 Items 74A-75B 74A-$32 74C-$28,493 74F-$107,878,973 74I-$349,331 74J-$12,629 74L-$214,063 74N-$108,483,520 74O-$2,242 74P-$156,290 74R4-$262,468 74T-$108,062,520 75B-$108,473,160 Item 72DD 1. Total Income dividends for which record date passed during the period $270,801 2. Dividends for a second class of open-end company shares $494,795 3. Dividends for a third class of open-end company shares $196,926 4. Dividends for a fourth class of open-end company shares $11,168 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $1.041 2. Dividends from a second class of open-end company shares $1.113 3. Dividends from a third class of open-end company shares $0.920 4. Dividends from a fourth class of open-end company shares $.553 Item 74 U) 1. Number of shares outstanding 250,411 2. Number of shares outstanding for a second class of shares of open-end company shares 445,434 3. Number of shares outstanding for a third class of shares of open-end company shares 219,667 4. Number of shares outstanding for a fourth class of shares of open-end company shares 22,226 V) 1. Net asset value per share (to the nearest cent) 121.65 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 121.65 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 100.48 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 60.36 Series 2 SEC Identifier S000002841 Extended Market Index Class 1 SEc Identifier C000007779 Class 2 SEC Identifier C000007780 Class 3 SEC Identifier C000007781 Class 4 SEC Identifier C000007782 Class 5 SEC Identifier C000035204 Class 6 SEC Identifier C000096110 Item 72DD 1. Total Income dividends for which record date passed during the period $739 2. Dividends for a second class of open-end company shares $1,271 3. Dividends for a third class of open-end company shares $1,500 4. Dividends for a fourth class of open-end company shares $344 5. Dividends for a fifth class of open-end company shares $558 6. Dividends for a sixth class of open-end company shares $109 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.009 2. Dividends from a second class of open-end company shares $.010 3. Dividends from a third class of open-end company shares $.011 4. Dividends for a fourth class of open-end company shares $.015 5. Dividends for a fifth class of open-end company shares $.009 6. Dividends for a sixth class of open-end company shares $.027 Item 74 U) 1. Number of shares outstanding 78,709 2. Number of shares outstanding for a second class of shares of open-end company shares 126,806 3. Number of shares outstanding for a third class of shares of open-end company shares 141,688 4. Number of shares outstanding for a fourth class of shares of open-end company shares 23,495 5. Number of shares outstanding for a fifth class of shares of open-end company shares 63,057 6. Number of shares outstanding for a sixth class of shares of open-end company shares 8,918 V) 1. Net asset value per share (to the nearest cent) 44.31 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 44.36 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 44.36 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 58.47 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 38.11 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) 109.49 Series 3 SEC Identifier S000002848 Total Stock Market Index Class 1 SEC Identifier C000007805 Class 2 SEC Identifier C000007806 Class 3 SEc Identifier C000007807 Class 4 SEC Identifier C000007808 Class 5 SEC Identifier C000035211 Items 74A-75B 74A- $0 74C- $40,491 74E- $0 74F- $167,910,260 74I- $1,032,671 74J- $104,638 74L- $324,891 74N- $169,412,951 74O- $23,959 74P- $184,824 74R4-$830,231 74T- $168,373,937 75B- $162,763,716 Item 72DD 1. Total Income dividends for which record date passed during the period $474,926 2. Dividends for a second class of open-end company shares $423,432 3. Dividends for a third class of open-end company shares $218,893 4. Dividends for a fourth class of open-end company shares $163,200 5. Dividends for a fifth class of open-end company shares $50,585 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $0.256 2. Dividends from a second class of open-end company shares $0.275 3. Dividends from a third class of open-end company shares $0.276 4. Dividends for a fourth class of open-end company shares $0.566 5. Dividends for a fifth class of open-end company shares $0.265 Item 74 U) 1. Number of shares outstanding 1,874,728 2. Number of shares outstanding for a second class of shares of open-end company shares 1,554,051 3. Number of shares outstanding for a third class of shares of open-end company shares 840,328 4. Number of shares outstanding for a fourth class of shares of open-end company shares 293,925 5. Number of shares outstanding for a fifth class of shares of open-end company shares 191,234 V) 1. Net asset value per share (to the nearest cent) 33.29 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 33.29 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 33.30 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 68.39 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 32.13 Series 4 SEC Identifier S000002840 Value Index Class 1 SEC Identifier C000007775 Class 2 SEC Identifier C000007776 Class 3 SEC Identifier C000007777 Class 4 SEC Identifier C000007778 Class 5 SEC Identifier C000035203 Item 72DD 1. Total Income dividends for which record date passed during the period $23,617 2. Dividends for a second class of open-end company shares $37,064 3. Dividends for a third class of open-end company shares $41,984 4. Dividends for a fourth class of open-end company shares $57,227 5. Dividends for a fifth class of open-end company shares $14,754 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $0.232 2. Dividends from a second class of open-end company shares $0.247 3. Dividends from a third class of open-end company shares $0.251 4. Dividends for a fourth class of open-end company shares $0.637 5. Dividends for a fifth class of open-end company shares $0.258 Item 74 U) 1. Number of shares outstanding 96,520 2. Number of shares outstanding for a second class of shares of open-end company shares 150,936 3. Number of shares outstanding for a third class of shares of open-end company shares 167,780 4. Number of shares outstanding for a fourth class of shares of open-end company shares 93,289 5. Number of shares outstanding for a fifth class of shares of open-end company shares 60,732 V) 1. Net asset value per share (to the nearest cent) 21.87 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 21.87 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 21.87 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 56.06 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 22.76 Series 5 SEC Identifier S000002842 Growth Index Class 1 SEC Identifier C000007783 Class 2 SEc Identifier C000007784 Class 3 SEc Identifier C000007785 Class 4 SEC Identifier C000007786 Class 5 SEC Identifier C000035205 Item 72DD 1. Total Income dividends for which record date passed during the period $17,773 2. Dividends for a second class of open-end company shares $28,052 3. Dividends for a third class of open-end company shares $25,913 4. Dividends for a fourth class of open-end company shares $32,461 5. Dividends for a fifth class of open-end company shares $11,754 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $0.161 2. Dividends from a second class of open-end company shares $0.188 3. Dividends from a third class of open-end company shares $0.192 4. Dividends for a fourth class of open-end company shares $0.365 5. Dividends for a fifth class of open-end company shares $0.173 Item 74 U) 1. Number of shares outstanding 105,471 2. Number of shares outstanding for a second class of shares of open-end company shares 149,080 3. Number of shares outstanding for a third class of shares of open-end company shares 139,761 4. Number of shares outstanding for a fourth class of shares of open-end company shares 91,680 5. Number of shares outstanding for a fifth class of shares of open-end company shares 69,903 V) 1. Net asset value per share (to the nearest cent) 33.30 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 33.29 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 33.29 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 64.68 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 30.83 Series 6 SEC Identifier S000002845 Small Cap Index Class 1 SEc Identifier C000007795 Class 2 SEc Identifier C000007796 Class 3 SEc Identifier C000007797 Class 4 SEc Identifier C000007798 Class 5 SEC Identifier C000035208 Class 6 SEC Identifier C000096112 Item 72DD 1. Total Income dividends for which record date passed during the period $293 2. Dividends for a second class of open-end company shares $490 3. Dividends for a third class of open-end company shares $477 4. Dividends for a fourth class of open-end company shares $367 5. Dividends for a fifth class of open-end company shares $247 6. Dividends for a sixth class of open-end company shares $121 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.002 2. Dividends from a second class of open-end company shares $.003 3. Dividends from a third class of open-end company shares $.003 4. Dividends for a fourth class of open-end company shares $.006 5. Dividends for a fifth class of open-end company shares $.003 6. Dividends for a sixth class of open-end company shares $.012 Item 74 U) 1. Number of shares outstanding 134,860 2. Number of shares outstanding for a second class of shares of open-end company shares 163,757 3. Number of shares outstanding for a third class of shares of open-end company shares 157,001 4. Number of shares outstanding for a fourth class of shares of open-end company shares 57,697 5. Number of shares outstanding for a fifth class of shares of open-end company shares 97,062 6. Number of shares outstanding for a sixth class of shares of open-end company shares 12,531 V) 1. Net asset value per share (to the nearest cent) 37.37 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 37.42 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 37.42 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 78.10 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 33.72 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) 108.03 Series 7 SEC Identifier S000002844 Mid Cap Index Class 1 SEC Identifier C000007791 Class 2 SEC Identifier C000007792 Class 3 SEC Identifier C000007793 Class 4 SEc Identifier C000007794 Class 5 SEC Identifier C000035207 Class 6 SEC Identifier C000096111 Item 72DD 1. Total Income dividends for which record date passed during the period $59,374 2. Dividends for a second class of open-end company shares $67,510 3. Dividends for a third class of open-end company shares $96,109 4. Dividends for a fourth class of open-end company shares $39,719 5. Dividends for a fifth class of open-end company shares $34,170 6. Dividends for a sixth class of open-end company shares $5,114 Item 7389 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.215 2. Dividends from a second class of open-end company shares $1.055 3. Dividends from a third class of open-end company shares $.249 4. Dividends for a fourth class of open-end company shares $.886 5. Dividends for a fifth class of open-end company shares $.343 6. Dividends for a sixth class of open-end company shares $1.207 Item 74 U) 1. Number of shares outstanding 275,865 2. Number of shares outstanding for a second class of shares of open-end company shares 65,485 3. Number of shares outstanding for a third class of shares of open-end company shares 382,892 4. Number of shares outstanding for a fourth class of shares of open-end company shares 45,098 5. Number of shares outstanding for a fifth class of shares of open-end company shares 97,333 6. Number of shares outstanding for a sixth class of shares of open-end company shares 4,379 V) 1. Net asset value per share (to the nearest cent) 20.31 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 92.17 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 20.36 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 74.42 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 29.09 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) 100.40 Series 8 SEC Identifier S000002847 Small Cap Value Index Class 1 SEC Identifier C000007802 Class 2 SEc Identifier C000007803 Class 3 SEc Identifier C000007804 Item 72DD 1. Total Income dividends for which record date passed during the period $544 2. Dividends for a second class of open-end company shares $109 3. Dividends for a third class of open-end company shares $235 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.002 2. Dividends from a second class of open-end company shares $.002 3. Dividends from a third class of open-end company shares $.008 Item 74 U) 1. Number of shares outstanding 266,399 2. Number of shares outstanding for a second class of shares of open-end company shares 49,150 3. Number of shares outstanding for a third class of shares of open-end company shares 28,970 V) 1. Net asset value per share (to the nearest cent) 16.79 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 16.84 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 70.12 Series 9 SEC Identifier S000002846 Small Cap Growth Index Class 1 SEC Identifier C000007799 Class 2 SEc Identifier C000007800 Class 3 SEC Identifier C000007801 Item 72DD 1. Total Income dividends for which record date passed during the period $412 2. Dividends for a second class of open-end company shares $153 3. Dividends for a third class of open-end company shares $159 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.002 2. Dividends from a second class of open-end company shares $.002 3. Dividends from a third class of open-end company shares $.006 Item 74 U) 1. Number of shares outstanding 212,567 2. Number of shares outstanding for a second class of shares of open-end company shares 76,100 3. Number of shares outstanding for a third class of shares of open-end company shares 26,761 V) 1. Net asset value per share (to the nearest cent) 24.13 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 24.19 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 85.91 Series 10 SEC Identifier S000002843 Large-Cap Index Class 1 SEC Identifier C000007787 Class 2 SEC Identifier C000007788 Class 3 SEC Identifier C000007789 Class 4 SEC Identifier C000007790 Class 5 SEC Identifier C000035206 Item 72DD 1. Total Income dividends for which record date passed during the period $2,413 2. Dividends for a second class of open-end company shares $6,728 3. Dividends for a third class of open-end company shares $3,104 4. Dividends for a fourth class of open-end company shares $26,301 5. Dividends for a fifth class of open-end company shares $4,053 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $0.187 2. Dividends from a second class of open-end company shares $0.256 3. Dividends from a third class of open-end company shares $1.067 4. Dividends from a fourth class of open-end company shares $0.505 5. Dividends from a fifth class of open-end company shares $0.223 Item 74 U) 1. Number of shares outstanding 13,873 2. Number of shares outstanding for a second class of shares of open-end company shares 26,420 3. Number of shares outstanding for a third class of shares of open-end company shares 3,879 4. Number of shares outstanding for a fourth class of shares of open-end company shares 52,372 5. Number of shares outstanding for a fifth class of shares of open-end company shares 19,061 V) 1. Net asset value per share (to the nearest cent) 24.48 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 30.61 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 125.99 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 60.61 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 26.70