0001752724-22-062560.txt : 20220315
0001752724-22-062560.hdr.sgml : 20220315
20220315172713
ACCESSION NUMBER: 0001752724-22-062560
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 3
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220315
DATE AS OF CHANGE: 20220315
EFFECTIVENESS DATE: 20220315
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-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02652
FILM NUMBER: 22742383
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
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
0000036405
S000002841
Vanguard Extended Market Index Fund
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
0000036405
S000002843
Vanguard Large-Cap Index Fund
C000007787
Investor Shares
VLACX
C000007788
Admiral Shares
VLCAX
C000007789
Institutional Shares
VLISX
C000007790
ETF Shares
VV
0000036405
S000002844
Vanguard Mid-Cap Index Fund
C000007791
Investor Shares
VIMSX
C000007792
Admiral Shares
VIMAX
C000007793
Institutional Shares
VMCIX
C000007794
ETF Shares
VO
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
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 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
0000036405
S000012756
Vanguard Mid-Cap Growth Index Fund
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
N-CEN
1
primary_doc.xml
X0404
N-CEN
LIVE
0000036405
XXXXXXXX
811-02652
true
false
false
N-1A
true
VANGUARD INDEX FUNDS
811-02652
0000036405
549300G6KNDK44WUN559
100 Vanguard Boulevard
Malvern
19355
US-PA
US
6106691000
Bank of New York Mellon
240 Greenwich Street
New York
10286
212-495-1784
The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.
JPMorgan Chase Bank
383 Madison Avenue
New York
10179
212-648-0466
The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.
State Street Bank and Trust
One Lincoln Street
Boston
20111
617-662-3839
The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.
N
N
N-1A
12
Y
Peter F. Volanakis
N/A
N
Scott C. Malpass
N/A
N
Deanna Mulligan
N/A
N
Tara Bunch
N/A
N
F. Joseph Loughrey
N/A
N
Mark Loughridge
N/A
N
Amy Gutmann
N/A
N
Mortimer J. Buckley
002167630
Y
Andre F. Perold
N/A
N
Sarah Bloom Raskin
N/A
N
Emerson U. Fullwood
N/A
N
David Thomas
N/A
N
John E. Schadl
006931790
100 Vanguard Boulevard
Malvern
19355
XXXXXX
N
N
N
N
N
N
VANGUARD MARKETING CORP.
8-21570
000007452
N/A
Y
N
PRICEWATERHOUSECOOPERS LLP
000000238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
N
VANGUARD LARGE-CAP INDEX FUND
S000002843
E6X2OQ8OM0Z814YUKF70
N
4
0
0
Exchange-Traded Fund
N
N
0.01691999
-0.19894999
0.08751760
0.08741544
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
34702483.88000000
889054.62000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Refinitiv US LLC
20-4530702
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit North America INC
13-4153988
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
N
MIZUHO BANK, LTD
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE BANK OF NEW YORK MELLON SA/NV
MMYX0N4ZEZ13Z4XCG897
IT
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SKANDINAVISKA ENSKILDA BANKEN, STOCKHOLM
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK, BRUSSELS
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
THE BANK OF NEW YORK MELLON SA/NV
MMYX0N4ZEZ13Z4XCG897
NL
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CIBC MELLON TRUST COMPANY
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon SA/NV
MMYX0N4ZEZ13Z4XCG897
FR
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
THE BANK OF NEW YORK MELLON SA/NV
MMYX0N4ZEZ13Z4XCG897
BE
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Hongkong and Shanghai Banking Corporation Limited, Sydney Branch
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
GB
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CREDIT SUISSE(SWITZERLAND)LTD
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
MMYX0N4ZEZ13Z4XCG897
DE
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
STATE STREET BANK AND TRUST
571474TGEMMWANRLN572
N
Y
Y
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
10485.01000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
3762.03000000
Cowen and Company, LLC
008-22522
000007616
549300WR155U7DVMIW58
4413.64000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
6822.81000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
30551.41999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
4956.00000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
31672.25000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
14171.75000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
50371.13000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
38689.79999999
207533.91999996
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
7639696.77000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
3164018537.35999990
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
185304604.61999997
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
13378111.80000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
436322642.73000002
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
18452837.49000000
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
39241170.94000002
Vanguard Growth Index Fund
N/A
N/A
8DLNZLT9FCSJNCMHQC12
9082588.67000000
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
31670868.60000002
Vanguard Small-Cap Growth Index Fund
N/A
N/A
UWJDRZIFJ6DZX3P2T284
36170482.77000002
3990643999.77999983
N
37787655387.57583333
Committed
4300000000.00000000
N
N
N
VANGUARD MID-CAP VALUE INDEX FUND
S000012757
Q4QUKKUM8YYJ562GIO45
N
3
0
0
Exchange-Traded Fund
N
N
0.00638999
-0.23819000
0.12750611
0.12729714
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
98140133.98000000
1713884.35000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Refinitiv US LLC
20-4530702
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Markit North America INC
13-4153988
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
THE VANGUARD GROUP, INC
5493002789CX3L0CJP65
Y
N
N
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
13804.25000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
144440.90999997
Cowen and Company, LLC
008-22522
000007616
549300WR155U7DVMIW58
25831.50000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
70004.68999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
38135.76999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
24398.25999998
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
52639.47999998
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
39655.94999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
78496.76000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
152286.93999998
680738.75999984
Vanguard Mid-Cap Growth Index Fund
N/A
N/A
M6JWDO0S7R5FNUM8T614
727272338.96000028
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
212174776.22999984
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
86163903.32000000
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
48540158.87999999
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
2752681776.67999980
Vanguard Growth Index Fund
N/A
N/A
8DLNZLT9FCSJNCMHQC12
431280194.51999986
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
182943756.42999998
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
63117722.13000001
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
292060374.34999996
Vanguard Small-Cap Value Index Fund
N/A
N/A
IYAYRN9IGNRICDXDWU21
90372882.99000001
5082697632.13000258
N
26261783094.77250000
Committed
4300000000.00000000
N
N
N
VANGUARD MID-CAP GROWTH INDEX FUND
S000012756
M6JWDO0S7R5FNUM8T614
N
3
0
0
Exchange-Traded Fund
N
N
0.03920000
-0.18965000
0.07711279
0.07738629
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
56449210.32000000
998478.92000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit North America INC
13-4153988
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
THE VANGUARD GROUP, INC
5493002789CX3L0CJP65
Y
N
N
National Financial Services LLC
008-26740
000013041
549300JRHF1MHHWUAW04
11047.93999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
134549.28000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
67943.38999999
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
61372.44999999
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
17794.69999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
84334.89999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
63047.59999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
14545.48999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
10679.37999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
10665.63000000
515613.71999989
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
52516424.98000000
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
454872174.66999996
Vanguard Mid-Cap Value Index Fund
N/A
N/A
Q4QUKKUM8YYJ562GIO45
727272338.96000028
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
76795958.09999999
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
276296751.16999996
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
980840958.37999964
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
1818191183.75000000
Vanguard Mega Cap Growth Index Fund
N/A
N/A
RM8BENNF3HWR72TA0009
74888025.75999999
Vanguard Small-Cap Growth Index Fund
N/A
N/A
UWJDRZIFJ6DZX3P2T284
262127966.35999990
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
39857858.26999999
5014924663.22000028
N
23255295017.39333333
Committed
4300000000.00000000
N
N
N
VANGUARD 500 INDEX FUND
S000002839
12WZ1W76P8QD4VJ6OB47
N
4
0
0
Exchange-Traded Fund
N
N
0.00744999
-0.17263000
0.03771531
0.03735840
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
95285204.28000000
3503212.90000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
ITG Analytics Inc
41-2190282
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
N
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank S.A./N.V.
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
STATE STREET BANK AND TRUST
571474TGEMMWANRLN572
N
Y
Y
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
29583.49999999
National Financial Services LLC
008-26740
000013041
549300JRHF1MHHWUAW04
42262.52000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
217449.99000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
78893.06999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
93668.97999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
49287.76000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
187100.07000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
108375.73000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
163306.26999998
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
533025.49999998
1534175.05999991
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
360316896.34000014
Vanguard S&P 500 Growth Index Fund
N/A
N/A
1FG5HINME12QVYED4303
198692888.44000000
Vanguard Dividend Appreciation Index Fund
N/A
N/A
NZNUF7ICG82673HU4842
236719088.14000005
Vanguard High Dividend Yield Index Fund
N/A
N/A
TR5F4U3Y3DQVBW8TQD97
254572965.38000011
Vanguard Growth Index Fund
N/A
N/A
8DLNZLT9FCSJNCMHQC12
278528242.91999998
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
3974517651.49999980
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
741992893.77000010
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
35672032682.62000100
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
516369481.76000043
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
638892732.07999998
44509470558.56000146
N
756214186013.00833333
Committed
4300000000.00000000
N
N
N
VANGUARD VALUE INDEX FUND
S000002840
HH8Q33B0J5YWPPIGZP55
N
4
0
0
Exchange-Traded Fund
N
N
0.00975000
-0.20517000
0.12999432
0.12981139
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
56485219.28000000
3070506.91000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
N
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SKANDINAVISKA ENSKILDA BANKEN, STOCKHOLM
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
GB
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon SA/NV
MMYX0N4ZEZ13Z4XCG897
FR
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
THE BANK OF NEW YORK MELLON SA/NV
MMYX0N4ZEZ13Z4XCG897
BE
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CREDIT SUISSE(SWITZERLAND)LTD
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CIBC MELLON TRUST COMPANY
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK, BRUSSELS
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Hongkong and Shanghai Banking Corporation Limited, Sydney Branch
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
MMYX0N4ZEZ13Z4XCG897
DE
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
MIZUHO BANK, LTD
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE BANK OF NEW YORK MELLON SA/NV
MMYX0N4ZEZ13Z4XCG897
IT
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
THE BANK OF NEW YORK MELLON SA/NV
MMYX0N4ZEZ13Z4XCG897
NL
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
STATE STREET BANK AND TRUST
571474TGEMMWANRLN572
N
Y
Y
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
189677.40999999
National Financial Services LLC
008-26740
000013041
549300JRHF1MHHWUAW04
38678.73000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
226840.85000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
28377.65999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
32734.36000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
52131.78999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
49642.00000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
254548.80999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
310779.59999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
63557.74999999
1300965.83999992
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
10134478930.09999990
Vanguard Growth Index Fund
N/A
N/A
8DLNZLT9FCSJNCMHQC12
2494969908.64999790
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
993814235.26999972
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1015818528.77000000
Vanguard Mid-Cap Growth Index Fund
N/A
N/A
M6JWDO0S7R5FNUM8T614
454872174.66999996
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
291538649.76999991
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
360316896.34000014
Vanguard Institutional Index Fund
N/A
N/A
22FEKWGAFY38KJJVTQ65
114384522.62000006
Vanguard Mega Cap Growth Index Fund
N/A
N/A
RM8BENNF3HWR72TA0009
269925331.27999992
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
436315347.98000023
17286328292.29999759
N
123325516786.37833333
Committed
4300000000.00000000
N
N
N
VANGUARD SMALL-CAP GROWTH INDEX FUND
S000002846
UWJDRZIFJ6DZX3P2T284
N
4
0
0
Exchange-Traded Fund
N
N
0.07237000
-0.12843999
0.09019601
0.09005925
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
496328806.10000002
13714534.77000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Refinitiv US LLC
20-4530702
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
ITG Analytics Inc
41-2190282
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit North America INC
13-4153988
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
N
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC
5493002789CX3L0CJP65
Y
N
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
N
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
46766.46000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
348178.65999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
97745.32999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
391261.27999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
214935.29999998
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
50083.67000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
59053.33000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
344956.68999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
289011.81999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
71533.73999999
2149334.54999985
Vanguard Mid-Cap Growth Index Fund
N/A
N/A
M6JWDO0S7R5FNUM8T614
262127966.35999990
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
4448943314.73999980
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
163169026.71999994
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
287486099.03000009
Vanguard Growth Index Fund
N/A
N/A
8DLNZLT9FCSJNCMHQC12
587740357.25999999
Vanguard Small-Cap Value Index Fund
N/A
N/A
IYAYRN9IGNRICDXDWU21
2687750779.07999850
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
233084327.80000001
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
195111803.64999999
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
1577749320.92000060
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
152572328.19000003
11248554607.68999006
N
36982347859.85083333
Committed
4300000000.00000000
N
N
N
VANGUARD SMALL-CAP VALUE INDEX FUND
S000002847
IYAYRN9IGNRICDXDWU21
N
4
0
0
Exchange-Traded Fund
N
N
0.05300000
-0.19036999
0.17121987
0.17200825
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
342488819.24000001
13204625.32000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Refinitiv US LLC
20-4530702
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Markit North America INC
13-4153988
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC
5493002789CX3L0CJP65
Y
N
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
N
Cowen and Company, LLC
008-22522
000007616
549300WR155U7DVMIW58
38282.76999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
353517.95999998
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
62660.82999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
131668.29999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
66573.98999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
323930.77999998
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
285578.60000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
306294.28999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
288121.96999999
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
43450.90999998
2083701.56999983
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
4952784152.28000070
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
260415892.85000023
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
99516367.91000001
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
226198292.63000000
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
285841116.20999956
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
104821905.63999999
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
905678056.69999945
Vanguard Growth Index Fund
N/A
N/A
8DLNZLT9FCSJNCMHQC12
205817283.81000000
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
234879303.34999993
Vanguard Small-Cap Growth Index Fund
N/A
N/A
UWJDRZIFJ6DZX3P2T284
2687750779.07999850
10584509715.35999215
N
46628922441.38500000
Committed
4300000000.00000000
N
N
N
VANGUARD TOTAL STOCK MARKET INDEX FUND
S000002848
HJ2RZRUQEVF2A5SPRB21
N
6
0
0
Exchange-Traded Fund
N
N
0.03984999
-0.13611000
0.06118805
0.06074752
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
4549531832.50000000
154799240.43000001
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Refinitiv US LLC
20-4530702
TIN
N
Markit North America INC
13-4153988
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
ITG Analytics Inc
41-2190282
TIN
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC
5493002789CX3L0CJP65
Y
N
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
N
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1688776.16999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2280833.71999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
2659547.19000000
Merrill Lynch, Pierce, Fenner & Smith Inc.
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
421556.71000000
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
486199.64000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
749831.89999999
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
2177088.77000000
JonesTrading Institutional Services LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
497431.33000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1161397.42999999
Piper Sandler & Co.
008-15204
000000665
549300GRQCWQ3XGH0H10
436477.31000000
15708927.90999988
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
767212724.54999999
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
516369481.76000041
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
597427734.67000031
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
602396799.20000002
Vanguard Institutional Index Fund
N/A
N/A
22FEKWGAFY38KJJVTQ65
336252990.16999996
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
615856157.99000009
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
4492183300.46999980
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
469327060.13000017
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
70912338404.94000200
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
993814235.27000010
83701707234.46999448
N
1244597062285.60333333
Committed
4300000000.00000000
N
N
VANGUARD MID-CAP INDEX FUND
S000002844
F7RXEPKL33W3OZ8V3S02
N
5
0
0
Exchange-Traded Fund
N
N
0.04945999
-0.16215000
0.10903039
0.10944578
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
557132302.08000004
8809033.49000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
ITG Analytics Inc
41-2190282
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Markit North America INC
13-4153988
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC
5493002789CX3L0CJP65
Y
N
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
N
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
340221.83999999
Cowen and Company, LLC
008-22522
000007616
549300WR155U7DVMIW58
103814.35000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
82915.37000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
441965.58999999
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
412790.93999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
109855.75999998
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
134524.58000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
651637.49999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
891644.82999997
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
127287.40999999
3517513.90999987
Vanguard Small-Cap Value Index Fund
N/A
N/A
IYAYRN9IGNRICDXDWU21
905678056.69999945
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
13212060459.98000000
Vanguard Small-Cap Growth Index Fund
N/A
N/A
UWJDRZIFJ6DZX3P2T284
1577749320.92000060
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
195407678.59000009
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
338049679.58000001
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
2515279391.40000150
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
436315347.98000026
Vanguard Mid-Cap Value Index Fund
N/A
N/A
Q4QUKKUM8YYJ562GIO45
212174776.22999984
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
597427734.67000031
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
184026660.16999999
21456860547.89000086
N
153067855710.66583333
Committed
4300000000.00000000
N
N
N
VANGUARD EXTENDED MARKET INDEX FUND
S000002841
NKRB5RF4FYYMQPL0SY31
N
6
0
0
Exchange-Traded Fund
N
N
0.17633999
-0.03728000
0.06521412
0.06437845
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
1781448831.30999990
79005950.87000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Refinitiv US LLC
20-4530702
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
ITG Analytics Inc
41-2190282
TIN
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC
5493002789CX3L0CJP65
Y
N
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
N
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
285832.40000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
690515.66999998
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
395444.22000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
871142.54000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
526547.55999999
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
541161.64000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
278755.33999998
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
223067.83999998
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
283300.15999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
332722.16999999
5298082.68999980
Vanguard Institutional Index Fund
N/A
N/A
22FEKWGAFY38KJJVTQ65
372738696.95000005
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
665522907.09000000
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
469327060.13000017
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
195407678.59000009
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
638892732.08000004
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
248070231.81999981
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
213658356.02000001
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
212210452.82999999
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
13936994179.36000100
Vanguard Small-Cap Value Index Fund
N/A
N/A
IYAYRN9IGNRICDXDWU21
234879303.34999993
18992460600.58999829
N
109848801259.30166666
Committed
4300000000.00000000
N
N
N
VANGUARD SMALL-CAP INDEX FUND
S000002845
HZKQM2YGJWB4I8NIZL49
N
5
0
0
Exchange-Traded Fund
N
N
0.07908000
-0.12100999
0.06646451
0.06695590
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
1549458878.42000010
44822535.21999999
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ITG Analytics Inc
41-2190282
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Markit North America INC
13-4153988
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
THE VANGUARD GROUP, INC
5493002789CX3L0CJP65
Y
N
N
Cowen and Company, LLC
008-22522
000007616
549300WR155U7DVMIW58
128788.89000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
683548.60999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
1259740.39000000
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
136015.52000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1176997.00000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
1130038.36000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
205227.93000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1086250.21000001
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
364398.62999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
141973.02000000
6918899.63999993
Vanguard Growth Index Fund
N/A
N/A
8DLNZLT9FCSJNCMHQC12
602312391.27999985
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1212226289.41000000
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
2515279391.40000150
Vanguard Mid-Cap Growth Index Fund
N/A
N/A
M6JWDO0S7R5FNUM8T614
980840958.37999964
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
14918212229.98000000
Vanguard Mid-Cap Value Index Fund
N/A
N/A
Q4QUKKUM8YYJ562GIO45
292060374.34999996
Vanguard Small-Cap Value Index Fund
N/A
N/A
IYAYRN9IGNRICDXDWU21
285841116.20999956
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
311414342.18999970
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
291538649.76999992
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
470746108.21999999
24085896816.54999682
N
134174330576.58250000
Committed
4300000000.00000000
N
N
N
VANGUARD GROWTH INDEX FUND
S000002842
8DLNZLT9FCSJNCMHQC12
N
4
0
0
Exchange-Traded Fund
N
N
0.01745000
-0.19881999
0.04704137
0.04664167
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
216665873.06999999
3048684.46000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
The Vanguard Group, Inc.
084-00772
5493002789CX3L0CJP65
Y
N
N
Refinitiv US LLC
20-4530702
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit North America INC
13-4153988
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
N
SKANDINAVISKA ENSKILDA BANKEN, STOCKHOLM
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
EUROCLEAR BANK, BRUSSELS
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
SKANDINAVISKA ENSKILDA BANKEN, HELSINKI BRANCE
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited, Sydney Branch
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Plc
N1FBEDJ5J41VKZLO2475
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE BANK OF NEW YORK MELLON SA/NV
MMYX0N4ZEZ13Z4XCG897
IT
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
SKANDINAVISKA ENSKILDA BANKEN AB, OSLO BRANCH
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
MMYX0N4ZEZ13Z4XCG897
DE
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CITBANK EUROPE PLC
N1FBEDJ5J41VKZLO2475
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DEUTSCHE BANK (DB) MANILA
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
MIZUHO BANK, LTD
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC NEW ZEALAND
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
THE BANK OF NEW YORK MELLON SA/NV
MMYX0N4ZEZ13Z4XCG897
BE
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon SA/NV
MMYX0N4ZEZ13Z4XCG897
FR
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
THE BANK OF NEW YORK MELLON SA/NV
MMYX0N4ZEZ13Z4XCG897
NL
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CIBC MELLON TRUST COMPANY
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
STATE STREET BANK AND TRUST
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
75152.80000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
36938.29000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
24458.06000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
114983.95999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
167129.95000000
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
21274.57000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
178768.28000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
192653.39999999
National Financial Services LLC
008-26740
000013041
549300JRHF1MHHWUAW04
15725.18000000
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
16884.68999999
892193.84999997
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
600370728.24999979
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
511718218.13999999
Vanguard Small-Cap Growth Index Fund
N/A
N/A
UWJDRZIFJ6DZX3P2T284
587031245.36999995
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
10598770233.90000010
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
2494372423.03999870
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
243700547.96999994
Vanguard Mid-Cap Value Index Fund
N/A
N/A
Q4QUKKUM8YYJ562GIO45
430582742.31999984
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
143926818.89999992
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
275674555.63000007
Vanguard Small-Cap Value Index Fund
N/A
N/A
IYAYRN9IGNRICDXDWU21
205817283.81000000
16659612460.74999823
N
165770184586.40500000
Committed
4300000000.00000000
N
N
N
VANGUARD LARGE-CAP INDEX FUND
S000002843
N
25000.00000000
0.04624019
0.20924034
0.95375980
0.20924034
0.01614409
0.03732775
0.98385590
0.03732775
477.04081632
0.00000000
0.00000000
304.34782608
0.00000000
0.00000000
339.62264150
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
N
VANGUARD MID-CAP VALUE INDEX FUND
S000012757
N
25000.00000000
0.04347018
0.20327644
0.95652981
0.20327644
0.00351761
0.01838978
0.99648238
0.01838978
334.87654320
0.00000000
0.00000000
92.10526315
0.00000000
0.00000000
246.29629629
0.00000000
0.00000000
350.00000000
0.00000000
0.00000000
N
VANGUARD MID-CAP GROWTH INDEX FUND
S000012756
N
25000.00000000
0.08561650
0.27953560
0.91438349
0.27953560
0.00600388
0.01301351
0.99399611
0.01301351
228.63247863
0.00000000
0.00000000
57.69230769
0.00000000
0.00000000
181.25000000
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
N
VANGUARD 500 INDEX FUND
S000002839
N
25000.00000000
0.21275826
0.40844418
0.78724173
0.40844418
0.00167172
0.00503296
0.99832827
0.00503296
393.95734597
0.00000000
0.00000000
184.85915492
0.00000000
0.00000000
489.03508771
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
N
VANGUARD VALUE INDEX FUND
S000002840
N
25000.00000000
0.08137766
0.27216644
0.91862233
0.27216644
0.00250362
0.00933937
0.99749637
0.00933937
459.65417867
0.00000000
0.00000000
274.19354838
0.00000000
0.00000000
388.88888888
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
N
VANGUARD SMALL-CAP GROWTH INDEX FUND
S000002846
N
25000.00000000
0.21841709
0.41115575
0.78158290
0.41115575
0.00410144
0.01304293
0.99589855
0.01304293
391.62561576
0.00000000
0.00000000
381.08108108
0.00000000
0.00000000
407.40740740
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
N
VANGUARD SMALL-CAP VALUE INDEX FUND
S000002847
N
25000.00000000
0.14189011
0.34801022
0.85810988
0.34801022
-0.00812920
0.04668786
1.00812920
0.04668786
429.37853107
0.00000000
0.00000000
429.37853107
0.00000000
0.00000000
387.75510204
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
N
VANGUARD TOTAL STOCK MARKET INDEX FUND
S000002848
N
100000.00000000
0.30394608
0.45967760
0.69605391
0.45967760
0.01067307
0.03547447
0.98932692
0.03547447
696.31512071
0.00000000
0.00000000
288.69047619
0.00000000
0.00000000
739.72602739
0.00000000
0.00000000
1000.00000000
0.00000000
0.00000000
N
VANGUARD MID-CAP INDEX FUND
S000002844
N
25000.00000000
0.08600177
0.27985516
0.91399822
0.27985516
0.00606211
0.01405687
0.99393788
0.01405687
458.44155844
0.00000000
0.00000000
192.30769230
0.00000000
0.00000000
387.25490196
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
N
VANGUARD EXTENDED MARKET INDEX FUND
S000002841
N
50000.00000000
0.01542041
0.11907105
0.98457958
0.11907105
0.00781657
0.03370602
0.99218342
0.03370602
492.79538904
0.00000000
0.00000000
490.31007751
0.00000000
0.00000000
350.64935064
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
N
VANGUARD SMALL-CAP INDEX FUND
S000002845
N
25000.00000000
0.26908705
0.44312278
0.73091293
0.44312278
-0.00300891
0.03483258
1.00300891
0.03483258
731.23486682
0.00000000
0.00000000
556.00000000
0.00000000
0.00000000
694.11764705
0.00000000
0.00000000
1000.00000000
0.00000000
0.00000000
N
VANGUARD GROWTH INDEX FUND
S000002842
N
25000.00000000
0.10280235
0.30351493
0.89719764
0.30351493
-0.00125546
0.00985824
1.00125546
0.00985824
314.05867970
0.00000000
0.00000000
82.72727272
0.00000000
0.00000000
310.10362694
0.00000000
0.00000000
350.00000000
0.00000000
0.00000000
N
true
INTERNAL CONTROL RPT
2
vgindexfunds021722.txt
Report of Independent Registered Public Accounting
Firm
To the Board of Trustees of Vanguard Index Funds and
Shareholders of
Vanguard Total Stock Market Index Fund
Vanguard Extended Market Index Fund
Vanguard Mid-Cap Growth Index Fund
Vanguard Mid-Cap Value Index Fund
Vanguard Mid-Cap Index Fund
Vanguard Small-Cap Value Index Fund
Vanguard Small-Cap Growth Index Fund and
Vanguard Small-Cap Index Fund
In planning and performing our audits of the financial
statements of Vanguard Total Stock Market Index Fund,
Vanguard Extended Market Index Fund, Vanguard Mid-Cap
Growth Index Fund, Vanguard Mid-Cap Value Index Fund,
Vanguard Mid-Cap Index Fund, Vanguard Small-Cap Value
Index Fund, Vanguard Small-Cap Growth Index Fund and
Vanguard Small-Cap Index Fund (eight of the funds
constituting Vanguard Index Funds, hereafter collectively
referred to as the "Funds") as of and for the year ended
December 31, 2021, in accordance with the standards of
the Public Company Accounting Oversight Board (United
States) (PCAOB), we considered the Funds' internal control
over financial reporting, including controls over
safeguarding securities, as a basis for designing our
auditing procedures for the purpose of expressing our
opinion on the financial statements and to comply with the
requirements of Form N-CEN, but not for the purpose of
expressing an opinion on the effectiveness of the Funds'
internal control over financial reporting. Accordingly, we do
not express an opinion on the effectiveness of the Funds'
internal control over financial reporting.
The management of the Funds is responsible for
establishing and maintaining effective internal control over
financial reporting. In fulfilling this responsibility, estimates
and judgments by management are required to assess the
expected benefits and related costs of controls. A
company's internal control over financial reporting is a
process designed to provide reasonable assurance
regarding the reliability of financial reporting and the
preparation of financial statements for external purposes in
accordance with generally accepted accounting principles.
A company's internal control over financial reporting
includes those policies and procedures that (1) pertain to
the maintenance of records that, in reasonable detail,
accurately and fairly reflect the transactions and
dispositions of the assets of the company; (2) provide
reasonable assurance that transactions are recorded as
necessary to permit preparation of financial statements in
accordance with generally accepted accounting principles,
and that receipts and expenditures of the company are
being made only in accordance with authorizations of
management and directors of the company; and (3) provide
reasonable assurance regarding prevention or timely
detection of unauthorized acquisition, use or disposition of a
company's assets that could have a material effect on the
financial statements.
Because of its inherent limitations, internal control over
financial reporting may not prevent or detect misstatements.
Also, projections of any evaluation of effectiveness to future
periods are subject to the risk that controls may become
inadequate because of changes in conditions, or that the
degree of compliance with the policies or procedures may
deteriorate.
A deficiency in internal control over financial reporting exists
when the design or operation of a control does not allow
management or employees, in the normal course of
performing their assigned functions, to prevent or detect
misstatements on a timely basis. A material weakness is a
deficiency, or a combination of deficiencies, in internal
control over financial reporting, such that there is a
reasonable possibility that a material misstatement of the
company's annual or interim financial statements will not be
prevented or detected on a timely basis.
Our consideration of the Funds' internal control over
financial reporting was for the limited purpose described in
the first paragraph and would not necessarily disclose all
deficiencies in internal control over financial reporting that
might be material weaknesses under standards established
by the PCAOB. However, we noted no deficiencies in the
Funds' internal control over financial reporting and its
operation, including controls over safeguarding securities,
that we consider to be a material weakness as defined
above as of December 31, 2021.
This report is intended solely for the information and use of
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 17, 2022
INTERNAL CONTROL RPT
3
vgindexfunds021622.txt
Report of Independent Registered Public Accounting
Firm
To the Board of Trustees of Vanguard Index Funds and
Shareholders of
Vanguard Value Index Fund
Vanguard Growth Index Fund
Vanguard 500 Index Fund and
Vanguard Large-Cap Index Fund
In planning and performing our audits of the financial
statements of Vanguard Value Index Fund, Vanguard Growth
Index Fund, Vanguard 500 Index Fund and Vanguard Large-
Cap Index Fund (four of the funds constituting Vanguard
Index Funds, hereafter collectively referred to as the "Funds")
as of and for the year ended December 31, 2021, in
accordance with the standards of the Public Company
Accounting Oversight Board (United States) (PCAOB), we
considered the Funds' internal control over financial reporting,
including controls over safeguarding securities, as a basis for
designing our auditing procedures for the purpose of
expressing our opinion on the financial statements and to
comply with the requirements of Form N-CEN, but not for the
purpose of expressing an opinion on the effectiveness of the
Funds' internal control over financial reporting. Accordingly,
we do not express an opinion on the effectiveness of the
Funds' internal control over financial reporting.
The management of the Funds is responsible for
establishing and maintaining effective internal control over
financial reporting. In fulfilling this responsibility, estimates
and judgments by management are required to assess the
expected benefits and related costs of controls. A company's
internal control over financial reporting is a process designed
to provide reasonable assurance regarding the reliability of
financial reporting and the preparation of financial statements
for external purposes in accordance with generally accepted
accounting principles. A company's internal control over
financial reporting includes those policies and procedures that
(1) pertain to the maintenance of records that, in reasonable
detail, accurately and fairly reflect the transactions and
dispositions of the assets of the company; (2) provide
reasonable assurance that transactions are recorded as
necessary to permit preparation of financial statements in
accordance with generally accepted accounting principles,
and that receipts and expenditures of the company are being
made only in accordance with authorizations of management
and directors of the company; and (3) provide reasonable
assurance regarding prevention or timely detection of
unauthorized acquisition, use or disposition of a company's
assets that could have a material effect on the financial
statements.
Because of its inherent limitations, internal control over
financial reporting may not prevent or detect misstatements.
Also, projections of any evaluation of effectiveness to future
periods are subject to the risk that controls may become
inadequate because of changes in conditions, or that the
degree of compliance with the policies or procedures may
deteriorate.
A deficiency in internal control over financial reporting exists
when the design or operation of a control does not allow
management or employees, in the normal course of
performing their assigned functions, to prevent or detect
misstatements on a timely basis. A material weakness is a
deficiency, or a combination of deficiencies, in internal control
over financial reporting, such that there is a reasonable
possibility that a material misstatement of the company's
annual or interim financial statements will not be prevented or
detected on a timely basis.
Our consideration of the Funds' internal control over financial
reporting was for the limited purpose described in the first
paragraph and would not necessarily disclose all deficiencies
in internal control over financial
reporting that might be material weaknesses under standards
established by the PCAOB. However, we noted no
deficiencies in the Funds' internal control over financial
reporting and its operation, including controls over
safeguarding securities, that we consider to be a material
weakness as defined above as of December 31, 2021.
This report is intended solely for the information and use of
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 16, 2022