0000932471-18-005270.txt : 20180227 0000932471-18-005270.hdr.sgml : 20180227 20180227161527 ACCESSION NUMBER: 0000932471-18-005270 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 6 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180227 DATE AS OF CHANGE: 20180227 EFFECTIVENESS DATE: 20180227 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-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-02652 FILM NUMBER: 18645268 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

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C000007773 Investor Shares VFINX

C000007774 Admiral Shares VFIAX

C000092055 ETF Shares VOO

C000170274 Institutional Select Shares VFFSX

C000179712 Institutional Shares

C000179713 Institutional Plus Shares

0000036405 S000002840 Vanguard Value Index Fund

C000007775 Investor Shares VIVAX

C000007776 Admiral Shares VVIAX

C000007777 Institutional Shares VIVIX

C000007778 ETF Shares VTV

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C000007779 Investor Shares VEXMX

C000007780 Admiral Shares VEXAX

C000007781 Institutional Shares VIEIX

C000007782 ETF Shares VXF

C000096110 Institutional Plus Shares VEMPX

C000170275 Institutional Select Shares VSEMX

0000036405 S000002842 Vanguard Growth Index Fund

C000007783 Investor Shares VIGRX

C000007784 Admiral Shares VIGAX

C000007785 Institutional Shares VIGIX

C000007786 ETF Shares VUG

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C000007787 Investor Shares VLACX

C000007788 Admiral Shares VLCAX

C000007789 Institutional Shares VLISX

C000007790 ETF Shares VV

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C000007791 Investor Shares VIMSX

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C000007794 ETF Shares VO

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C000007795 Investor Shares NAESX

C000007796 Admiral Shares VSMAX

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C000007798 ETF Shares VB

C000096112 Institutional Plus Shares VSCPX

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C000007799 Investor Shares VISGX

C000007800 Institutional Shares VSGIX

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C000105304 Admiral Shares VSGAX

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C000007802 Investor Shares VISVX

C000007803 Institutional Shares VSIIX

C000007804 ETF Shares VBR

C000105305 Admiral Shares VSIAX

0000036405 S000002848 Vanguard Total Stock Market Index Fund

C000007805 Investor Shares VTSMX

C000007806 Admiral Shares VTSAX

C000007807 Institutional Shares VITSX

C000007808 ETF Shares VTI

C000155407 Institutional Plus Shares VSMPX

C000170276 Institutional Select Shares VSTSX

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C000034427 Investor Shares VMGIX

C000034428 ETF Shares VOT

C000105306 Admiral Shares VMGMX

0000036405 S000012757 Vanguard Mid-Cap Value Index Fund

C000034429 Investor Shares VMVIX

C000034430 ETF Shares VOE

C000105307 Admiral Shares VMVAX

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000600 0 038 000700 0 038 000800 0 038 000900 0 038 001000 0 038 001100 0 038 001200 0 039 000100 Y 039 000200 Y 039 000300 Y 039 000400 Y 039 000500 Y 039 000600 Y 039 000700 Y 039 000800 Y 039 000900 Y 039 001000 Y 039 001100 Y 039 001200 Y 040 000100 N 040 000200 N 040 000300 N 040 000400 N 040 000500 N 040 000600 N 040 000700 N 040 000800 N 040 000900 N 040 001000 N 040 001100 N 040 001200 N 042 A00AA00 0 042 B00AA00 0 042 C00AA00 0 042 D00AA00 0 042 E00AA00 0 042 F00AA00 0 042 G00AA00 0 042 H00AA00 0 043 00AA00 0 044 00AA00 0 045 00AA00 N 048 00AA00 0.000 048 A01AA00 0 048 A02AA00 0.000 048 B01AA00 0 PAGE 16 048 B02AA00 0.000 048 C01AA00 0 048 C02AA00 0.000 048 D01AA00 0 048 D02AA00 0.000 048 E01AA00 0 048 E02AA00 0.000 048 F01AA00 0 048 F02AA00 0.000 048 G01AA00 0 048 G02AA00 0.000 048 H01AA00 0 048 H02AA00 0.000 048 I01AA00 0 048 I02AA00 0.000 048 J01AA00 0 048 J02AA00 0.000 048 K01AA00 0 048 K02AA00 0.000 055 A000100 N 055 B000100 N 055 A000200 N 055 B000200 N 055 A000300 N 055 B000300 N 055 A000400 N 055 B000400 N 055 A000500 N 055 B000500 N 055 A000600 N 055 B000600 N 055 A000700 N 055 B000700 N 055 A000800 N 055 B000800 N 055 A000900 N 055 B000900 N 055 A001000 N 055 B001000 N 055 A001100 N 055 B001100 N 055 A001200 N 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 PAGE 17 056 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 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 PAGE 18 060 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 0 061 000200 0 061 000300 0 061 000400 0 061 000500 0 061 000600 0 061 000700 0 061 000800 0 061 000900 0 061 001000 0 061 001100 0 061 001200 0 062 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 PAGE 19 066 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 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 PAGE 20 066 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 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 PAGE 21 068 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 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 Y 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 Y 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 PAGE 22 070 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 Y 070 C020200 N 070 D010200 Y 070 D020200 N 070 E010200 Y 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 Y 070 C020300 N PAGE 23 070 D010300 Y 070 D020300 N 070 E010300 Y 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 Y 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 Y 070 C020400 N 070 D010400 Y 070 D020400 N 070 E010400 Y 070 E020400 N 070 F010400 Y 070 F020400 Y 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 PAGE 24 070 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 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 Y 070 D020500 N 070 E010500 Y 070 E020500 N 070 F010500 Y 070 F020500 Y 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 PAGE 25 070 A010600 Y 070 A020600 N 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 Y 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 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 Y 070 C020700 N 070 D010700 Y 070 D020700 N 070 E010700 Y 070 E020700 N 070 F010700 Y 070 F020700 Y 070 G010700 Y 070 G020700 N 070 H010700 Y PAGE 26 070 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 070 Q020700 N 070 R010700 Y 070 R020700 N 070 A010800 Y 070 A020800 N 070 B010800 Y 070 B020800 N 070 C010800 Y 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 Y 070 E020800 N 070 F010800 Y 070 F020800 Y 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 PAGE 27 070 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 Y 070 C020900 N 070 D010900 Y 070 D020900 N 070 E010900 Y 070 E020900 N 070 F010900 Y 070 F020900 Y 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 Y 070 C021000 N 070 D011000 Y 070 D021000 N 070 E011000 Y PAGE 28 070 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 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 Y 070 C021100 N 070 D011100 Y 070 D021100 N 070 E011100 Y 070 E021100 N 070 F011100 Y 070 F021100 Y 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 PAGE 29 070 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 Y 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 Y 070 F021200 Y 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 69295386 071 B000100 20128588 071 C000100 9999999 PAGE 30 071 D000100 6 071 A000200 13797239 071 B000200 11247337 071 C000200 56911077 071 D000200 20 071 A000300 91249809 071 B000300 26635458 071 C000300 9999999 071 D000300 5 071 A000400 15700572 071 B000400 9347867 071 C000400 57499891 071 D000400 16 071 A000500 14679629 071 B000500 10498708 071 C000500 64371528 071 D000500 16 071 A000600 22438481 071 B000600 17931291 071 C000600 76549713 071 D000600 23 071 A000700 21643915 071 B000700 17259800 071 C000700 86195461 071 D000700 20 071 A000800 9965325 071 B000800 7600033 071 C000800 27097466 071 D000800 28 071 A000900 7056960 071 B000900 6247493 071 C000900 19125058 071 D000900 33 071 A001000 2637502 071 B001000 840557 071 C001000 15989482 071 D001000 5 071 A001100 4552216 071 B001100 3043236 071 C001100 9798190 071 D001100 31 071 A001200 5989913 071 B001200 3914903 071 C001200 15157817 071 D001200 26 072 A000100 12 072 B000100 14692 072 C000100 6675777 072 D000100 0 072 E000100 4231 072 F000100 11985 PAGE 31 072 G000100 30525 072 H000100 0 072 I000100 74527 072 J000100 2277 072 K000100 0 072 L000100 9937 072 M000100 256 072 N000100 0 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 50 072 S000100 0 072 T000100 21664 072 U000100 0 072 V000100 0 072 W000100 0 072 X000100 151221 072 Y000100 0 072 Z000100 6543479 072AA000100 8162113 072BB000100 1855732 072CC010100 52957229 072CC020100 0 072DD010100 0 072DD020100 0 072EE000100 0 072 A000200 12 072 B000200 5167 072 C000200 765790 072 D000200 0 072 E000200 56247 072 F000200 3916 072 G000200 14264 072 H000200 0 072 I000200 13682 072 J000200 1333 072 K000200 0 072 L000200 1636 072 M000200 44 072 N000200 0 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 57 072 S000200 0 072 T000200 2288 072 U000200 0 072 V000200 0 072 W000200 0 072 X000200 37220 PAGE 32 072 Y000200 0 072 Z000200 789984 072AA000200 3759603 072BB000200 1824460 072CC010200 6862244 072CC020200 0 072DD010200 0 072DD020200 0 072EE000200 0 072 A000300 12 072 B000300 32311 072 C000300 11052585 072 D000300 0 072 E000300 109770 072 F000300 19506 072 G000300 130398 072 H000300 0 072 I000300 119363 072 J000300 4951 072 K000300 0 072 L000300 11934 072 M000300 424 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 439 072 S000300 0 072 T000300 33574 072 U000300 0 072 V000300 0 072 W000300 0 072 X000300 320589 072 Y000300 0 072 Z000300 10874077 072AA000300 9712713 072BB000300 5164427 072CC010300 97128679 072CC020300 0 072DD010300 0 072DD020300 0 072EE000300 0 072 A000400 12 072 B000400 1050 072 C000400 1481711 072 D000400 0 072 E000400 244 072 F000400 3927 072 G000400 7275 072 H000400 0 072 I000400 11404 PAGE 33 072 J000400 567 072 K000400 0 072 L000400 3080 072 M000400 42 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 40 072 S000400 0 072 T000400 3368 072 U000400 0 072 V000400 0 072 W000400 0 072 X000400 29703 072 Y000400 0 072 Z000400 1453302 072AA000400 2038480 072BB000400 444879 072CC010400 6244701 072CC020400 0 072DD010400 0 072DD020400 0 072EE000400 0 072 A000500 12 072 B000500 1877 072 C000500 844568 072 D000500 0 072 E000500 5761 072 F000500 4101 072 G000500 8330 072 H000500 0 072 I000500 14950 072 J000500 498 072 K000500 0 072 L000500 3339 072 M000500 49 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 38 072 S000500 0 072 T000500 3631 072 U000500 0 072 V000500 0 072 W000500 0 072 X000500 34936 072 Y000500 0 072 Z000500 817270 072AA000500 3395314 PAGE 34 072BB000500 716775 072CC010500 11974496 072CC020500 0 072DD010500 0 072DD020500 0 072EE000500 0 072 A000600 12 072 B000600 6342 072 C000600 1129913 072 D000600 0 072 E000600 40717 072 F000600 4514 072 G000600 3473 072 H000600 0 072 I000600 19458 072 J000600 1675 072 K000600 0 072 L000600 6598 072 M000600 59 072 N000600 0 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 44 072 S000600 0 072 T000600 4721 072 U000600 0 072 V000600 0 072 W000600 0 072 X000600 40542 072 Y000600 0 072 Z000600 1136430 072AA000600 5563144 072BB000600 1446889 072CC010600 6445844 072CC020600 0 072DD010600 0 072DD020600 0 072EE000600 0 072 A000700 12 072 B000700 2839 072 C000700 1302761 072 D000700 0 072 E000700 4560 072 F000700 4792 072 G000700 9360 072 H000700 0 072 I000700 20275 072 J000700 646 072 K000700 0 072 L000700 3753 PAGE 35 072 M000700 65 072 N000700 0 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 42 072 S000700 0 072 T000700 4961 072 U000700 0 072 V000700 0 072 W000700 0 072 X000700 43894 072 Y000700 0 072 Z000700 1266266 072AA000700 3807648 072BB000700 1531652 072CC010700 11581925 072CC020700 0 072DD010700 0 072DD020700 0 072EE000700 0 072 A000800 12 072 B000800 906 072 C000800 534576 072 D000800 0 072 E000800 10157 072 F000800 3025 072 G000800 4714 072 H000800 0 072 I000800 8535 072 J000800 673 072 K000800 0 072 L000800 2283 072 M000800 22 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 45 072 S000800 0 072 T000800 2064 072 U000800 0 072 V000800 0 072 W000800 0 072 X000800 21361 072 Y000800 0 072 Z000800 524278 072AA000800 1749792 072BB000800 562298 072CC010800 1377080 072CC020800 0 PAGE 36 072DD010800 0 072DD020800 0 072EE000800 0 072 A000900 12 072 B000900 564 072 C000900 172172 072 D000900 0 072 E000900 13173 072 F000900 2773 072 G000900 2814 072 H000900 0 072 I000900 6396 072 J000900 365 072 K000900 0 072 L000900 1565 072 M000900 16 072 N000900 0 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 44 072 S000900 0 072 T000900 1307 072 U000900 0 072 V000900 0 072 W000900 0 072 X000900 15280 072 Y000900 0 072 Z000900 170629 072AA000900 1755911 072BB000900 651258 072CC010900 2519238 072CC020900 0 072DD010900 0 072DD020900 0 072EE000900 0 072 A001000 12 072 B001000 611 072 C001000 315903 072 D001000 0 072 E001000 624 072 F001000 2675 072 G001000 621 072 H001000 0 072 I001000 3173 072 J001000 250 072 K001000 0 072 L001000 800 072 M001000 11 072 N001000 0 072 O001000 0 PAGE 37 072 P001000 0 072 Q001000 0 072 R001000 40 072 S001000 0 072 T001000 895 072 U001000 0 072 V001000 0 072 W001000 0 072 X001000 8465 072 Y001000 0 072 Z001000 308673 072AA001000 278568 072BB001000 60595 072CC011000 2670826 072CC021000 0 072DD011000 0 072DD021000 0 072EE001000 0 072 A001100 12 072 B001100 366 072 C001100 83280 072 D001100 0 072 E001100 764 072 F001100 2369 072 G001100 439 072 H001100 0 072 I001100 3025 072 J001100 63 072 K001100 0 072 L001100 830 072 M001100 8 072 N001100 0 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 38 072 S001100 0 072 T001100 718 072 U001100 0 072 V001100 0 072 W001100 0 072 X001100 7490 072 Y001100 0 072 Z001100 76920 072AA001100 501876 072BB001100 304877 072CC011100 1618425 072CC021100 0 072DD011100 0 072DD021100 0 072EE001100 0 PAGE 38 072 A001200 12 072 B001200 376 072 C001200 319634 072 D001200 0 072 E001200 249 072 F001200 2661 072 G001200 2161 072 H001200 0 072 I001200 3856 072 J001200 122 072 K001200 0 072 L001200 1390 072 M001200 12 072 N001200 0 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 40 072 S001200 0 072 T001200 1181 072 U001200 0 072 V001200 0 072 W001200 0 072 X001200 11423 072 Y001200 0 072 Z001200 308836 072AA001200 612764 072BB001200 275841 072CC011200 1761535 072CC021200 0 072DD011200 0 072DD021200 0 072EE001200 0 073 A010100 0.0000 073 A020100 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A000500 0 075 B000500 64514964 075 A000600 0 075 B000600 77060804 075 A000700 0 075 B000700 86439160 075 A000800 0 075 B000800 27174269 075 A000900 0 075 B000900 19164311 PAGE 47 075 A001000 0 075 B001000 16043154 075 A001100 0 075 B001100 9826789 075 A001200 0 075 B001200 15193319 076 000100 0.00 076 000200 0.00 076 000300 0.00 076 000400 0.00 076 000500 0.00 076 000600 0.00 076 000700 0.00 076 000800 0.00 076 000900 0.00 076 001000 0.00 076 001100 0.00 076 001200 0.00 077 A000000 Y 077 B000000 Y 077 C000000 Y 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 A00AA00 ICI Mutual Insurance Company 080 B00AA00 N/A 080 C00AA00 400000 081 A00AA00 Y 081 B00AA00 203 082 A00AA00 N 082 B00AA00 0 083 A00AA00 N 083 B00AA00 0 084 A00AA00 N 084 B00AA00 0 085 A00AA00 Y 085 B00AA00 N PAGE 48 086 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 DARYL VANSYCKLE TITLE MANAGER EX-99.77B ACCT LTTR 2 b77indexfunds123117.txt PWC LETTER Report of Independent Registered Public Accounting Firm To the Board of Trustees of Vanguard Index Funds and Shareholders of Vanguard Growth Index Fund Vanguard Value Index Fund Vanguard Large-Cap Index Fund Vanguard Total Stock Market Index Fund Vanguard 500 Index Fund Vanguard Extended Market Index Fund Vanguard Mid-Cap Index Fund Vanguard Mid-Cap Growth Index Fund and Vanguard Mid-Cap Value Index Fund In planning and performing our audits of the financial statements of Vanguard Growth Index Fund, Vanguard Value Index Fund, Vanguard Large-Cap Index Fund, Vanguard Total Stock Market Index Fund, Vanguard 500 Index Fund, Vanguard Extended Market Index Fund, Vanguard Mid-Cap Index Fund, Vanguard Mid-Cap Growth Index Fund and Vanguard Mid-Cap Value Index Fund (nine of the funds constituting Vanguard Index Funds, hereafter collectively referred to as the "Funds") as of and for the year ended December 31, 2017, in accordance with the standards of the Public Company Accounting Oversight Board (United States), 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-SAR, 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 trustees 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 Funds' 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 Public Company Accounting Oversight Board (United States). 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 material weaknesses as defined above as of December 31, 2017. This report is intended solely for the information and use of management and the Board of Trustees of Vanguard Index 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 February 14, 2018 2 EX-99.77D POLICIES 3 vanguardfunds.txt SUPPLEMENTAL TO PROSPECTUS Vanguard Funds Supplement to the Prospectus At a special meeting held on November 15, 2017, shareholders of the Vanguard funds voted on several proposed changes to the funds. As a result, the following change is applicable to each Fund listed on the cover of the prospectus. Prospectus Text Change The following is added to (or, for certain Funds, replaces similar text within) the Investment Advisor(s) section: Under the terms of an SEC exemption, the Fund's board of trustees may, without prior approval from shareholders, change the terms of an advisory agreement with a third-party investment advisor or hire a new third-party investment advisor-either as a replacement for an existing advisor or as an additional advisor. Any significant change in the Fund's advisory arrangements will be communicated to shareholders in writing. As the Fund's sponsor and overall manager, Vanguard may provide additional investment advisory services to the Fund, on an at cost basis, at any time. Vanguard may also recommend to the board of trustees that an advisor be hired, terminated, or replaced or that the terms of an existing advisory agreement be revised. The Fund has filed an application seeking a similar SEC exemption with respect to investment advisors that are wholly-owned subsidiaries of Vanguard. If granted, the Fund may rely on the new SEC relief. (C) 2017 The Vanguard Group, Inc. All rights reserved. Vanguard Marketing Corporation, Distributor. PS MMS 112017 EX-99 4 q773indextrust123117.txt SUPPLEMENTAL DATA 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.

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�H! end EX-99.77B ACCT LTTR 6 b77indexfunds2123117.txt PWC LETTER Report of Independent Registered Public Accounting Firm To the Board of Trustees of Vanguard Index Funds and Shareholders of Vanguard Small-Cap Index Fund Vanguard Small-Cap Growth Index Fund and Vanguard Small-Cap Value Index Fund In planning and performing our audits of the financial statements of Vanguard Small-Cap Index Fund, Vanguard Small-Cap Growth Index Fund and Vanguard Small-Cap Value Index Fund (three of the funds constituting Vanguard Index Funds, hereafter collectively referred to as the "Funds") as of and for the year ended December 31, 2017 , in accordance with the standards of the Public Company Accounting Oversight Board (United States), 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-SAR, 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 trustees 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 Funds' 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 Public Company Accounting Oversight Board (United States). 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 material weaknesses as defined above as of December 31, 2017. This report is intended solely for the information and use of management and the Board of Trustees of Vanguard Index 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 February 15, 2018 2