0001752724-24-166239.txt : 20240726 0001752724-24-166239.hdr.sgml : 20240726 20240726141602 ACCESSION NUMBER: 0001752724-24-166239 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240726 DATE AS OF CHANGE: 20240726 PERIOD START: 20240831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD WORLD FUND CENTRAL INDEX KEY: 0000052848 ORGANIZATION NAME: IRS NUMBER: 046035483 STATE OF INCORPORATION: DE FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-01027 FILM NUMBER: 241145741 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 WORLD FUNDS DATE OF NAME CHANGE: 20020402 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD WORLD FUND INC DATE OF NAME CHANGE: 19920703 FORMER 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Long EC CORP US N 1 N N N STERIS PLC N/A STERIS PLC G8473T100 51072.00000000 NS USD 11382927.36000000 0.057983013899 Long EC CORP US N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 ZILLOW GROUP I-A 98954M101 27621.00000000 NS USD 1108983.15000000 0.005649002525 Long EC CORP US N 1 N N N Palantir Technologies Inc 549300UVN46B3BBDHO85 PALANTIR TECHN-A 69608A108 991544.00000000 NS USD 21496673.92000000 0.109501001215 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA 060505104 3550761.00000000 NS USD 141994932.39000000 0.723302001144 Long EC CORP US N 1 N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 METTLER-TOLEDO 592688105 11020.00000000 NS USD 15473071.80000000 0.078817628266 Long EC CORP US N 1 N N N Bio-Techne Corp 54930073RLKQ51TILZ35 BIO-TECHNE CORP 09073M104 80109.00000000 NS USD 6183613.71000000 0.031498449243 Long EC CORP US N 1 N N N Workday Inc 549300J0DYC0N31V7G13 WORKDAY INC-A 98138H101 103389.00000000 NS USD 21861604.05000000 0.111359903423 Long EC CORP US N 1 N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 ARCHER-DANIELS 039483102 274999.00000000 NS USD 17170937.56000000 0.087466315097 Long EC CORP US N 1 N N N DocuSign Inc 549300Q7PVDWRZ39JG09 DOCUSIGN INC 256163106 104132.00000000 NS USD 5700185.68000000 0.029035935577 Long EC CORP US N 1 N N N First Solar Inc 549300NPYMLM4NHTOF27 FIRST SOLAR INC 336433107 54795.00000000 NS USD 14891089.20000000 0.075853091630 Long EC CORP US N 1 N N N Zillow Group Inc 2549002XEELQDIR6FU05 ZILLOW GRO-C 98954M200 79615.00000000 NS USD 3260234.25000000 0.016607169830 Long EC CORP US N 1 N N N Humana Inc 529900YLDW34GJAO4J06 HUMANA INC 444859102 62959.00000000 NS USD 22546877.08000000 0.114850586827 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 PEPSICO INC 713448108 709864.00000000 NS USD 122735485.60000000 0.625197116909 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 LENNAR CORP-A 526057104 124716.00000000 NS USD 19998210.60000000 0.101868042069 Long EC CORP US N 1 N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 JOHNSON CONTROLS G51502105 350322.00000000 NS USD 25191655.02000000 0.128322709701 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 GILEAD SCIENCES 375558103 644016.00000000 NS USD 41390908.32000000 0.210839403302 Long EC CORP US N 1 N N N NetApp Inc QTX3D84DZDD5JYOCYH15 NETAPP INC 64110D104 106057.00000000 NS USD 12772444.51000000 0.065061016742 Long EC CORP US N 1 N N N Zscaler Inc 529900MZ0RTK1BWRNF46 ZSCALER INC 98980G102 45567.00000000 NS USD 7744567.32000000 0.039449725044 Long EC CORP US N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 SOUTHWEST AIR 844741108 76898.00000000 NS USD 2063942.32000000 0.010513428790 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UNITEDHEALTH GRP 91324P102 478973.00000000 NS USD 237268855.01000000 1.208613819870 Long EC CORP US N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 SIMON PROPERTY 828806109 167114.00000000 NS USD 25286019.34000000 0.128803388133 Long EC CORP US N 1 N N N Kraft Heinz Co/The 9845007488EC87F5AF14 KRAFT HEINZ CO/T 500754106 413741.00000000 NS USD 14634019.17000000 0.074543613439 Long EC CORP US N 1 N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 MOSAIC CO/THE 61945C103 167685.00000000 NS USD 5186497.05000000 0.026419278716 Long EC CORP US N 1 N N N Coca-Cola Europacific Partners PLC 549300LTH67W4GWMRF57 COCA-COLA EUROPA G25839104 103980.00000000 NS USD 7664365.80000000 0.039041189902 Long EC CORP US N 1 N N N Apollo Global Management Inc N/A APOLLO GLOBAL MA 03769M106 268687.00000000 NS USD 31210681.92000000 0.158982777130 Long EC CORP US N 1 N N N Etsy Inc 54930089Q7XT501AEA40 ETSY INC 29786A106 61295.00000000 NS USD 3890393.65000000 0.019817112237 Long EC CORP US N 1 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 SBA COMM CORP 78410G104 55299.00000000 NS USD 10876207.32000000 0.055401854045 Long EC CORP US N 1 N N N Unity Software Inc 549300D1ESJMGNQNG432 UNITY SOFTWARE I 91332U101 149745.00000000 NS USD 2735841.15000000 0.013935985920 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 AMERICAN TOWER C 03027X100 239870.00000000 NS USD 46952153.80000000 0.239167597251 Long EC CORP US N 1 N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 ROSS STORES INC 778296103 170238.00000000 NS USD 23792462.88000000 0.121195423833 Long EC CORP US N 1 N N N Flex Ltd 549300EAQH74YHD07T53 FLEX LTD Y2573F102 223401.00000000 NS USD 7401275.13000000 0.037701043427 Long EC CORP US N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 CORTEVA INC 22052L104 363351.00000000 NS USD 20325854.94000000 0.103537015762 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 BROADCOM INC 11135F101 222148.00000000 NS USD 295134725.40000000 1.503374338056 Long EC CORP US N 1 N N N Jack Henry & Associates Inc 529900X1QS8C54W0JB21 JACK HENRY 426281101 37441.00000000 NS USD 6165783.88000000 0.031407626624 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 FIFTH THIRD BANC 316773100 349520.00000000 NS USD 13079038.40000000 0.066622762436 Long EC CORP US N 1 N N N Cencora Inc AI8GXW8LG5WK7E9UD086 CENCORA INC 03073E105 86588.00000000 NS USD 19618243.16000000 0.099932541941 Long EC CORP US N 1 N N N Insulet Corp 549300TZTYD2PYN92D43 INSULET CORP 45784P101 35684.00000000 NS USD 6322847.96000000 0.032207688721 Long EC CORP US N 1 N N N Invitation Homes Inc N/A INVITATION HOMES 46187W107 314707.00000000 NS USD 10948656.53000000 0.055770900022 Long EC CORP US N 1 N N N American Airlines Group Inc N/A AMERICAN AIRLINE 02376R102 84400.00000000 NS USD 970600.00000000 0.004944098430 Long EC CORP US N 1 N N N Regency Centers Corp 529900053A7X7FJ97S58 REGENCY CENTERS 758849103 93013.00000000 NS USD 5710998.20000000 0.029091013017 Long EC CORP US N 1 N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 HUNT (JB) TRANS 445658107 42379.00000000 NS USD 6812424.25000000 0.034701520749 Long EC CORP US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 LAMB WESTON 513272104 74832.00000000 NS USD 6606917.28000000 0.033654697457 Long EC CORP US N 1 N N N Bio-Rad Laboratories Inc 549300ZC1GPV35XYDK53 BIO-RAD LABS-A 090572207 10580.00000000 NS USD 3034978.80000000 0.015459750587 Long EC CORP US N 1 N N N BorgWarner Inc 549300DSFX2IE88NSX47 BORGWARNER INC 099724106 120082.00000000 NS USD 4282124.12000000 0.021812531567 Long EC CORP US N 1 N N N CarMax Inc N/A CARMAX INC 143130102 81318.00000000 NS USD 5713402.68000000 0.029103261096 Long EC CORP US N 1 N N N Tractor Supply Co 549300OJ9VZHZRO6I137 TRACTOR SUPPLY 892356106 55646.00000000 NS USD 15875247.34000000 0.080866253298 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 CISCO SYSTEMS 17275R102 2089442.00000000 NS USD 97159053.00000000 0.494914404911 Long EC CORP US N 1 N N N Lucid Group Inc N/A LUCID GROUP INC 549498103 385978.00000000 NS USD 1096177.52000000 0.005583772466 Long EC CORP US N 1 N N Arista Networks Inc 635400H1WKBLOQERUU95 ARISTA NETWORKS 040413106 129162.00000000 NS USD 38445069.30000000 0.195833718082 Long EC CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 ROCKWELL AUTOMAT 773903109 59176.00000000 NS USD 15239595.28000000 0.077628332061 Long EC CORP US N 1 N N N Moody's Corp 549300GCEDD8YCF5WU84 MOODY'S CORP 615369105 81751.00000000 NS USD 32454329.49000000 0.165317741068 Long EC CORP US N 1 N N N American Express Co R4PP93JZOLY261QX3811 AMERICAN EXPRESS 025816109 298899.00000000 NS USD 71735760.00000000 0.365411764267 Long EC CORP US N 1 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 AMERIPRISE FINAN 03076C106 51597.00000000 NS USD 22527766.17000000 0.114753238568 Long EC CORP US N 1 N N N SS&C Technologies Holdings Inc 529900POY8H7NPPNKK71 SS&C TECHNOLOGIE 78467J100 111886.00000000 NS USD 6942526.30000000 0.035364242098 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 COGNIZANT TECH-A 192446102 258511.00000000 NS USD 17100502.65000000 0.087107529678 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 PROLOGIS INC 74340W103 475356.00000000 NS USD 52522084.44000000 0.267540032171 Long EC CORP US N 1 N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 REPUBLIC SVCS 760759100 106373.00000000 NS USD 19699215.87000000 0.100345005416 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 AVALONBAY COMMUN 053484101 72981.00000000 NS USD 14061979.08000000 0.071629722536 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 ALPHABET INC-A 02079K305 3062064.00000000 NS USD 528206040.00000000 2.690606483754 Long EC CORP US N 1 N N N Newmont Corp 549300VSP3RIX7FGDZ51 NEWMONT CORP 651639106 594223.00000000 NS USD 24921712.62000000 0.126947661487 Long EC CORP US N 1 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 AKAMAI TECHNOLOG 00971T101 76899.00000000 NS USD 7093163.76000000 0.036131567906 Long EC CORP US N 1 N N N Labcorp Holdings Inc N/A LABCORP HOLDINGS 504922105 43654.00000000 NS USD 8508601.14000000 0.043341604717 Long EC CORP US N 1 N N N Kellanova LONOZNOJYIBXOHXWDB86 KELLANOVA 487836108 133781.00000000 NS USD 8072345.54000000 0.041119380704 Long EC CORP US N 1 N N N Liberty Global Ltd 213800HRMKKTYH7SKA24 LIBERTY GLOBAL-C G61188127 100705.00000000 NS USD 1719034.35000000 0.008756516619 Long EC CORP US N 1 N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 PNC FINANCIAL SE 693475105 205167.00000000 NS USD 32291234.13000000 0.164486956488 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 WALT DISNEY CO/T 254687106 942276.00000000 NS USD 97911899.16000000 0.498749296234 Long EC CORP US N 1 N N N Autoliv Inc A23RUXWKASG834LTMK28 AUTOLIV INC 052800109 37914.00000000 NS USD 4836688.98000000 0.024637406133 Long EC CORP US N 1 N N N 2024-07-26 VANGUARD WORLD FUND Ashley Grim Ashley Grim Treasurer XXXX NPORT-EX 2 vg_ftsesocialindex.htm
Vanguard® FTSE Social Index Fund
Schedule of Investments (unaudited)
As of May 31, 2024
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
    Shares Market
Value
($000)
Common Stocks (99.7%)
Basic Materials (1.5%)
  Linde plc   249,750    108,771
  Air Products and Chemicals Inc.   114,263     30,474
  Newmont Corp. (XNYS)   594,223     24,922
  Nucor Corp.   126,516     21,362
  Fastenal Co.   294,057     19,402
  LyondellBasell Industries NV Class A   133,234     13,246
  International Flavors & Fragrances Inc.   131,481     12,646
  Steel Dynamics Inc.    78,460     10,503
  Avery Dennison Corp.    41,571      9,461
  International Paper Co.   178,297      8,039
  CF Industries Holdings Inc.    99,107      7,902
  Albemarle Corp.    60,288      7,391
  Mosaic Co.   167,685      5,187
  FMC Corp.    64,251      3,916
  Westlake Corp.    16,632      2,670
               285,892
Consumer Discretionary (15.0%)
* Amazon.com Inc. 4,642,434    819,111
* Tesla Inc. 1,421,730    253,182
  Costco Wholesale Corp.   228,289    184,889
  Home Depot Inc.   515,353    172,576
* Netflix Inc.   219,963    141,133
  Walt Disney Co.   942,276     97,912
  McDonald's Corp.   375,791     97,289
  Booking Holdings Inc.    17,973     67,872
  Lowe's Cos. Inc.   297,575     65,850
* Uber Technologies Inc. 1,014,004     65,464
  TJX Cos. Inc.   587,348     60,556
  NIKE Inc. Class B   605,335     57,537
  Starbucks Corp.   572,681     45,941
* Chipotle Mexican Grill Inc.    14,151     44,286
* MercadoLibre Inc.    23,805     41,077
  Target Corp.   236,981     37,007
* Airbnb Inc. Class A   213,326     30,917
* O'Reilly Automotive Inc.    30,451     29,332
  Marriott International Inc. Class A   123,592     28,571
  Hilton Worldwide Holdings Inc.   128,307     25,738
* AutoZone Inc.     8,890     24,625
  Ford Motor Co. 2,021,322     24,519
  Ross Stores Inc.   170,238     23,792
* Copart Inc.   441,879     23,446
* Spotify Technology SA    72,191     21,425
* Trade Desk Inc. Class A   226,946     21,056
  Lennar Corp. Class A   124,716     19,998
  Yum! Brands Inc.   144,399     19,845
  Electronic Arts Inc.   139,385     18,522
* Lululemon Athletica Inc.    57,309     17,880
* Royal Caribbean Cruises Ltd.   120,515     17,798
  Tractor Supply Co.    55,646     15,875
  Dollar General Corp.   112,832     15,448
  Estee Lauder Cos. Inc. Class A   118,427     14,609
  eBay Inc.   267,242     14,490
* Take-Two Interactive Software Inc.    84,916     13,617
  Garmin Ltd.    79,113     12,963
  PulteGroup Inc.   110,306     12,941
* Coupang Inc.   564,171     12,829
* Dollar Tree Inc.   105,770     12,476
* Aptiv plc   139,388     11,605
* NVR Inc.     1,499     11,513
1

Vanguard® FTSE Social Index Fund
    Shares Market
Value
($000)
  Genuine Parts Co.    72,224     10,410
* Ulta Beauty Inc.    24,972      9,866
  Omnicom Group Inc.   101,592      9,444
* Warner Bros Discovery Inc. 1,134,684      9,350
  Domino's Pizza Inc.    17,983      9,146
  Best Buy Co. Inc.    99,095      8,405
* Roblox Corp. Class A   241,998      8,136
* Burlington Stores Inc.    33,262      7,985
* Expedia Group Inc.    68,472      7,728
* Carnival Corp.   511,744      7,717
* Live Nation Entertainment Inc.    80,565      7,552
* Liberty Media Corp.-Liberty Formula One Class C    98,919      7,334
  Pool Corp.    19,560      7,111
  Interpublic Group of Cos. Inc.   198,482      6,226
  Bath & Body Works Inc.   116,388      6,045
  Rollins Inc.   131,411      6,004
  LKQ Corp.   137,153      5,902
* CarMax Inc.    81,318      5,713
  News Corp. Class A   195,323      5,311
  Autoliv Inc.    37,914      4,837
  Fox Corp. Class A   126,523      4,356
  BorgWarner Inc. (XNYS)   120,082      4,282
  Delta Air Lines Inc.    82,873      4,228
* Etsy Inc.    61,295      3,890
* Rivian Automotive Inc. Class A   348,044      3,801
  Lear Corp.    29,815      3,737
  Vail Resorts Inc.    19,445      3,670
  Paramount Global Class B   296,876      3,536
* United Airlines Holdings Inc.    42,223      2,237
  Fox Corp. Class B    67,940      2,170
  Southwest Airlines Co.    76,898      2,064
* Liberty Media Corp.-Liberty SiriusXM Class C    86,084      1,951
  News Corp. Class B    60,582      1,689
* Liberty Media Corp.-Liberty SiriusXM Class A    54,142      1,231
*,1 Lucid Group Inc.   385,978      1,096
  Lennar Corp. Class B     6,718        983
* American Airlines Group Inc.    84,400        971
* Liberty Media Corp. -Liberty Formula One Class A    13,264        907
1 Sirius XM Holdings Inc.   138,757        391
             2,944,924
Consumer Staples (4.7%)
  Procter & Gamble Co. 1,213,093    199,602
  Coca-Cola Co. 2,006,852    126,291
  PepsiCo Inc.   709,864    122,736
  Mondelez International Inc. Class A   700,684     48,018
  CVS Health Corp.   659,788     39,323
  Colgate-Palmolive Co.   422,828     39,306
  McKesson Corp.    68,584     39,065
  Kimberly-Clark Corp.   173,540     23,133
  Corteva Inc.   363,351     20,326
  General Mills Inc.   292,558     20,113
* Monster Beverage Corp.   383,237     19,898
  Cencora Inc.    86,588     19,618
  Sysco Corp.   256,491     18,678
  Kroger Co.   336,052     17,599
  Archer-Daniels-Midland Co.   274,999     17,171
  Keurig Dr Pepper Inc.   490,925     16,814
  Hershey Co.    77,207     15,274
  Kraft Heinz Co.   413,741     14,634
  Church & Dwight Co. Inc.   125,787     13,460
  McCormick & Co. Inc.   129,395      9,345
  Clorox Co.    63,680      8,378
  Tyson Foods Inc. Class A   143,058      8,190
  Kellanova   133,781      8,072
  Bunge Global SA    74,496      8,015
  Coca-Cola Europacific Partners plc   103,980      7,664
  Conagra Brands Inc.   244,930      7,319
  Lamb Weston Holdings Inc.    74,832      6,607
  Walgreens Boots Alliance Inc.   368,890      5,983
2

Vanguard® FTSE Social Index Fund
    Shares Market
Value
($000)
  J M Smucker Co.    52,865      5,902
  Hormel Foods Corp.   149,018      4,617
  Campbell Soup Co.    98,462      4,370
               915,521
Energy (0.1%)
* First Solar Inc.    54,795     14,891
* Enphase Energy Inc.    68,522      8,764
                23,655
Financials (9.9%)
  JPMorgan Chase & Co. 1,487,416    301,395
  Bank of America Corp. 3,550,761    141,995
  Goldman Sachs Group Inc.   162,531     74,199
  S&P Global Inc.   163,236     69,785
  Progressive Corp.   301,124     63,591
  Citigroup Inc.   985,382     61,399
  BlackRock Inc.    76,592     59,131
  Morgan Stanley   602,685     58,967
  Chubb Ltd.   209,211     56,659
  Charles Schwab Corp.   763,668     55,962
  Marsh & McLennan Cos. Inc.   255,028     52,939
  Blackstone Inc.   367,152     44,242
  Intercontinental Exchange Inc.   291,643     39,051
  CME Group Inc.   184,986     37,548
  US Bancorp   802,478     32,540
  Moody's Corp.    81,751     32,454
  PNC Financial Services Group Inc.   205,167     32,291
  Apollo Global Management Inc.   268,687     31,211
  Aon plc Class A (XNYS)   102,107     28,757
  American International Group Inc.   361,599     28,501
  Arthur J Gallagher & Co.   110,384     27,964
  Aflac Inc.   298,957     26,867
  Truist Financial Corp.   683,236     25,792
  Travelers Cos. Inc.   117,419     25,327
  Bank of New York Mellon Corp.   391,612     23,344
  MetLife Inc.   321,133     23,240
  Allstate Corp.   135,080     22,629
  Ameriprise Financial Inc.    51,597     22,528
  Prudential Financial Inc.   186,995     22,505
* Coinbase Global Inc. Class A    88,199     19,926
  MSCI Inc.    39,548     19,583
* Arch Capital Group Ltd.   184,178     18,902
  Discover Financial Services   128,471     15,758
  Hartford Financial Services Group Inc.   152,038     15,728
* NU Holdings Ltd. Class A 1,203,721     14,300
  Willis Towers Watson plc    53,254     13,595
  T Rowe Price Group Inc.   113,585     13,384
  Fifth Third Bancorp   349,520     13,079
  M&T Bank Corp.    85,172     12,912
  Broadridge Financial Solutions Inc.    60,348     12,116
  Ares Management Corp. Class A    86,043     12,061
  Raymond James Financial Inc.    97,427     11,959
  State Street Corp.   155,256     11,736
  Nasdaq Inc.   189,776     11,202
  LPL Financial Holdings Inc.    38,800     11,105
* Markel Group Inc.     6,765     11,105
  Brown & Brown Inc.   122,073     10,927
  Huntington Bancshares Inc.   740,596     10,309
  Principal Financial Group Inc.   122,145     10,021
  First Citizens BancShares Inc. Class A     5,587      9,489
  Cboe Global Markets Inc.    54,150      9,367
  Cincinnati Financial Corp.    79,052      9,295
  Regions Financial Corp.   475,836      9,207
  Northern Trust Corp.   104,161      8,775
  Everest Group Ltd.    22,059      8,624
  Citizens Financial Group Inc.   239,501      8,452
  W R Berkley Corp.   102,928      8,340
  FactSet Research Systems Inc.    19,760      7,988
  Loews Corp.    94,252      7,239
  Equitable Holdings Inc.   173,475      7,197
3

Vanguard® FTSE Social Index Fund
    Shares Market
Value
($000)
  KeyCorp   479,650      6,893
  Fidelity National Financial Inc.   133,552      6,726
  RenaissanceRe Holdings Ltd.    26,614      6,064
  Credicorp Ltd.    35,063      5,797
  Ally Financial Inc.   139,279      5,428
  Annaly Capital Management Inc.   257,344      5,070
  MarketAxess Holdings Inc.    19,070      3,794
  Voya Financial Inc.    49,790      3,775
  Globe Life Inc.    44,518      3,684
  Franklin Resources Inc.   154,056      3,636
  SEI Investments Co.    51,673      3,499
  CNA Financial Corp.    13,294        611
             1,941,471
Health Care (12.8%)
  Eli Lilly & Co.   436,069    357,725
  UnitedHealth Group Inc.   478,973    237,269
  Merck & Co. Inc. 1,308,837    164,311
  AbbVie Inc.   909,291    146,614
  Thermo Fisher Scientific Inc.   198,787    112,907
  Abbott Laboratories   891,976     91,151
  Danaher Corp.   339,135     87,090
  Amgen Inc.   275,255     84,187
  Pfizer Inc. 2,911,494     83,443
* Intuitive Surgical Inc.   179,956     72,364
  Elevance Health Inc.   122,148     65,774
  Stryker Corp.   183,037     62,432
* Vertex Pharmaceuticals Inc.   132,739     60,441
* Boston Scientific Corp.   753,616     56,951
  Medtronic plc   684,401     55,690
* Regeneron Pharmaceuticals Inc.    52,813     51,765
  Cigna Group   148,197     51,072
  Bristol-Myers Squibb Co. 1,049,115     43,108
  Gilead Sciences Inc.   644,016     41,391
  Zoetis Inc.   238,485     40,438
  HCA Healthcare Inc.   102,460     34,811
  Becton Dickinson & Co.   149,210     34,612
* Edwards Lifesciences Corp.   310,165     26,950
* Moderna Inc.   171,213     24,406
* DexCom Inc.   199,192     23,658
  Humana Inc.    62,959     22,547
* IDEXX Laboratories Inc.    42,410     21,076
* IQVIA Holdings Inc.    93,706     20,530
* Centene Corp.   274,890     19,679
  Agilent Technologies Inc.   150,491     19,626
  GE Healthcare Inc.   214,752     16,751
* Biogen Inc.    74,199     16,690
  ResMed Inc.    74,766     15,426
* ICON plc    41,961     13,630
* Veeva Systems Inc. Class A    74,579     12,995
  West Pharmaceutical Services Inc.    38,108     12,629
  Cardinal Health Inc.   127,018     12,609
  Zimmer Biomet Holdings Inc.   108,143     12,453
  STERIS plc    51,072     11,383
* Align Technology Inc.    39,313     10,112
* Alnylam Pharmaceuticals Inc.    64,548      9,581
  Cooper Cos. Inc.   100,065      9,437
* Molina Healthcare Inc.    29,745      9,357
  Baxter International Inc.   260,319      8,874
* Hologic Inc.   119,103      8,787
  Labcorp Holdings Inc.    43,654      8,509
* Illumina Inc.    81,424      8,491
* Avantor Inc.   347,379      8,365
  Quest Diagnostics Inc.    57,661      8,186
* BioMarin Pharmaceutical Inc.    96,345      7,233
  Revvity Inc.    63,842      6,975
  Viatris Inc.   615,934      6,529
* Insulet Corp.    35,684      6,323
  Bio-Techne Corp.    80,109      6,184
  Universal Health Services Inc. Class B    30,306      5,752
4

Vanguard® FTSE Social Index Fund
    Shares Market
Value
($000)
* Incyte Corp.    94,900      5,484
* Charles River Laboratories International Inc.    26,127      5,446
  Royalty Pharma plc Class A   191,178      5,240
  Teleflex Inc.    24,187      5,057
* Catalent Inc.    92,578      4,980
* Henry Schein Inc.    67,092      4,652
* Exact Sciences Corp.    91,918      4,178
* DaVita Inc.    27,796      4,089
* Jazz Pharmaceuticals plc    31,407      3,306
* Bio-Rad Laboratories Inc. Class A    10,580      3,035
             2,512,746
Industrials (9.1%)
  Visa Inc. Class A   821,945    223,947
  Mastercard Inc. Class A   427,829    191,270
  Accenture plc Class A   325,582     91,909
  Caterpillar Inc.   262,905     88,999
  Union Pacific Corp.   314,083     73,125
  American Express Co.   298,899     71,736
  Automatic Data Processing Inc.   213,099     52,192
  United Parcel Service Inc. Class B (XNYS)   373,141     51,840
  Deere & Co.   132,771     49,757
* Fiserv Inc.   308,031     46,131
  Trane Technologies plc   117,276     38,403
  Illinois Tool Works Inc.   154,233     37,440
  Sherwin-Williams Co.   122,536     37,226
* PayPal Holdings Inc.   555,482     34,990
  CSX Corp. 1,016,632     34,311
  FedEx Corp.   119,470     30,341
  Cintas Corp.    44,624     30,254
  PACCAR Inc.   264,063     28,387
  Carrier Global Corp.   429,091     27,114
  Capital One Financial Corp.   195,251     26,872
  Johnson Controls International plc   350,322     25,192
  Fidelity National Information Services Inc.   304,889     23,135
  Otis Worldwide Corp.   212,902     21,120
  Paychex Inc.   165,957     19,941
  Ingersoll Rand Inc. (XYNS)   208,420     19,394
  Verisk Analytics Inc.    73,485     18,576
  DuPont de Nemours Inc.   221,541     18,202
* Block Inc. (XNYS)   284,037     18,201
  Martin Marietta Materials Inc.    31,789     18,186
  Old Dominion Freight Line Inc.   101,600     17,805
  Vulcan Materials Co.    68,220     17,449
* Fair Isaac Corp.    12,478     16,096
  Westinghouse Air Brake Technologies Corp.    91,809     15,537
* Mettler-Toledo International Inc.    11,020     15,473
  Rockwell Automation Inc.    59,176     15,240
  Equifax Inc.    62,750     14,520
  Global Payments Inc.   132,797     13,525
  Dover Corp.    71,827     13,203
* Keysight Technologies Inc.    89,789     12,434
  Veralto Corp.   113,046     11,144
  Ball Corp.   158,629     11,014
* Axon Enterprise Inc.    36,240     10,208
* Builders FirstSource Inc.    62,457     10,042
* Corpay Inc.    36,192      9,688
* Waters Corp.    30,151      9,314
  Synchrony Financial   208,582      9,136
  Expeditors International of Washington Inc.    74,528      9,010
  Packaging Corp. of America    45,552      8,358
* Zebra Technologies Corp. Class A    26,351      8,230
  IDEX Corp.    38,926      8,122
  Masco Corp.   115,764      8,094
  Snap-on Inc.    26,795      7,311
  TransUnion    99,424      7,151
* Trimble Inc.   126,857      7,063
  Westrock Co.   130,769      7,014
  Pentair plc    84,460      6,873
  Stanley Black & Decker Inc.    78,825      6,871
5

Vanguard® FTSE Social Index Fund
    Shares Market
Value
($000)
  JB Hunt Transport Services Inc.    42,379      6,812
  Jack Henry & Associates Inc.    37,441      6,166
  Allegion plc    45,174      5,503
  CNH Industrial NV   501,084      5,291
  CH Robinson Worldwide Inc.    59,179      5,111
  Fortune Brands Innovations Inc.    65,073      4,559
* Generac Holdings Inc.    30,817      4,537
  Robert Half Inc.    53,118      3,412
* Bill Holdings Inc.    52,741      2,745
             1,798,252
Real Estate (2.5%)
  Prologis Inc.   475,356     52,522
  American Tower Corp.   239,870     46,952
  Equinix Inc.    48,094     36,695
  Welltower Inc.   285,412     29,589
  Simon Property Group Inc.   167,114     25,286
  Digital Realty Trust Inc.   160,957     23,393
  Crown Castle Inc.   222,865     22,844
  Realty Income Corp.   428,362     22,729
  Public Storage    80,702     22,099
* CoStar Group Inc.   208,186     16,274
  Extra Space Storage Inc.   107,694     15,591
  AvalonBay Communities Inc.    72,981     14,062
* CBRE Group Inc. Class A   156,431     13,777
  Equity Residential   192,076     12,491
  Iron Mountain Inc.   149,105     12,031
  Invitation Homes Inc.   314,707     10,949
  SBA Communications Corp.    55,299     10,876
  Alexandria Real Estate Equities Inc.    89,314     10,628
  Ventas Inc.   205,724     10,340
  Essex Property Trust Inc.    32,869      8,539
  Mid-America Apartment Communities Inc.    59,781      7,993
  Sun Communities Inc.    63,271      7,465
  Healthpeak Properties Inc.   363,599      7,236
  Kimco Realty Corp.   337,782      6,539
  UDR Inc.   168,920      6,524
  Host Hotels & Resorts Inc.   359,883      6,456
  WP Carey Inc.   111,582      6,293
  Equity LifeStyle Properties Inc.    91,457      5,741
  Regency Centers Corp.    93,013      5,711
  Boston Properties Inc.    80,743      4,899
  Federal Realty Investment Trust    41,613      4,201
* Zillow Group Inc. Class C    79,615      3,260
* Zillow Group Inc. Class A    27,621      1,109
  NET Lease Office Properties     7,519        178
               491,272
Technology (41.3%)
  Microsoft Corp. 3,834,897  1,591,981
  Apple Inc. 7,514,900  1,444,740
  NVIDIA Corp. 1,224,381  1,342,326
  Meta Platforms Inc. Class A 1,139,746    532,068
* Alphabet Inc. Class A 3,062,064    528,206
* Alphabet Inc. Class C 2,586,384    449,927
  Broadcom Inc.   222,148    295,135
* Advanced Micro Devices Inc.   825,934    137,848
  QUALCOMM Inc.   574,851    117,298
  Salesforce Inc.   482,230    113,054
* Adobe Inc.   232,651    103,474
  Oracle Corp.   794,966     93,162
  Applied Materials Inc.   430,537     92,600
  Texas Instruments Inc.   467,740     91,214
  Intuit Inc.   140,763     81,141
  Micron Technology Inc.   563,114     70,389
* ServiceNow Inc.   104,907     68,917
  Intel Corp. 2,174,345     67,079
  Lam Research Corp.    67,810     63,229
  KLA Corp.    69,668     52,915
* Palo Alto Networks Inc.   160,084     47,210
* Synopsys Inc.    78,262     43,889
6

Vanguard® FTSE Social Index Fund
    Shares Market
Value
($000)
* Cadence Design Systems Inc.   139,267     39,874
  NXP Semiconductors NV   133,414     36,302
* Crowdstrike Holdings Inc. Class A   109,927     34,481
  Marvell Technology Inc.   440,157     30,287
  Microchip Technology Inc.   273,597     26,602
* Autodesk Inc.   110,692     22,315
* Snowflake Inc. Class A   161,938     22,053
* Workday Inc. Class A   103,389     21,862
* Palantir Technologies Inc. Class A   991,544     21,497
* Fortinet Inc.   331,322     19,654
* DoorDash Inc. Class A   159,660     17,580
  Monolithic Power Systems Inc.    23,663     17,407
  Cognizant Technology Solutions Corp. Class A   258,511     17,100
* Gartner Inc.    38,919     16,333
  HP Inc.   444,971     16,241
* ON Semiconductor Corp.   222,061     16,219
* Datadog Inc. Class A   143,430     15,803
  CDW Corp.    69,602     15,564
  Corning Inc.   391,682     14,594
* HubSpot Inc.    23,869     14,585
  NetApp Inc.   106,057     12,772
* Western Digital Corp.   166,967     12,571
* Atlassian Corp. Class A    79,833     12,523
* Pinterest Inc. Class A   301,357     12,503
  Hewlett Packard Enterprise Co.   668,145     11,793
  Teradyne Inc.    79,350     11,184
* PTC Inc.    58,985     10,396
* Tyler Technologies Inc.    21,430     10,294
* Cloudflare Inc. Class A   151,346     10,245
* GoDaddy Inc. Class A    72,499     10,123
  Seagate Technology Holdings plc   107,469     10,020
* MongoDB Inc.    34,855      8,228
* Zoom Video Communications Inc. Class A   132,762      8,144
* VeriSign Inc.    45,713      7,969
* Zscaler Inc.    45,567      7,745
  Skyworks Solutions Inc.    81,870      7,586
* Flex Ltd.   223,401      7,401
* Check Point Software Technologies Ltd.    48,264      7,264
* Akamai Technologies Inc.    76,899      7,093
  Gen Digital Inc. (XNGS)   285,192      7,081
* Okta Inc.    78,704      6,979
  SS&C Technologies Holdings Inc.   111,886      6,943
* DocuSign Inc.   104,132      5,700
* F5 Inc.    30,429      5,142
* EPAM Systems Inc.    28,626      5,093
* Twilio Inc. Class A    87,148      5,002
* Qorvo Inc.    50,396      4,958
  Amdocs Ltd.    59,250      4,681
* Match Group Inc.   139,652      4,278
  Paycom Software Inc.    26,593      3,864
* Dayforce Inc.    76,903      3,804
* Unity Software Inc.   149,745      2,736
* UiPath Inc. Class A   195,683      2,399
*,1 GLOBALFOUNDRIES Inc.    47,601      2,332
             8,121,001
Telecommunications (2.4%)
  Cisco Systems Inc. 2,089,442     97,159
  Verizon Communications Inc. 2,168,437     89,231
  Comcast Corp. Class A 2,029,839     81,254
  AT&T Inc. 3,689,022     67,214
  T-Mobile US Inc.   252,162     44,118
* Arista Networks Inc.   129,162     38,445
  Motorola Solutions Inc.    85,100     31,054
* Charter Communications Inc. Class A    51,877     14,895
  Juniper Networks Inc.   163,834      5,844
* Liberty Global Ltd. Class C   100,705      1,719
* Liberty Global Ltd. Class A    85,219      1,421
  Ubiquiti Inc.     2,165        310
               472,664
7

Vanguard® FTSE Social Index Fund
    Shares Market
Value
($000)
Utilities (0.4%)
  Waste Management Inc.   209,526     44,153
  Republic Services Inc.   106,373     19,699
  American Water Works Co. Inc.   100,343     13,122
                76,974
Total Common Stocks (Cost $10,369,260) 19,584,372
Temporary Cash Investments (0.2%)
Money Market Fund (0.2%)
2,3 Vanguard Market Liquidity Fund, 5.397% (Cost $34,302)   343,085           34,305
Total Investments (99.9%) (Cost $10,403,562) 19,618,677
Other Assets and Liabilities—Net (0.1%) 22,839
Net Assets (100%) 19,641,516
Cost is in $000.
* Non-income-producing security.
1 Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $3,594,000.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
3 Collateral of $3,763,000 was received for securities on loan.
  

Derivative Financial Instruments Outstanding as of Period End

Futures Contracts
      ($000)
  Expiration Number of
Long (Short)
Contracts
Notional
Amount
Value and
Unrealized
Appreciation
(Depreciation)
Long Futures Contracts        
E-mini S&P 500 Index June 2024 199 52,690 (27)
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.
B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
At May 31, 2024, 100% of the market value of the fund’s investments and derivatives was determined based on Level 1 inputs.
8