0001752724-24-053444.txt : 20240313
0001752724-24-053444.hdr.sgml : 20240313
20240313141231
ACCESSION NUMBER: 0001752724-24-053444
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240313
DATE AS OF CHANGE: 20240313
EFFECTIVENESS DATE: 20240313
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD INSTITUTIONAL INDEX FUNDS
CENTRAL INDEX KEY: 0000862084
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06093
FILM NUMBER: 24745499
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 INSTITUTIONAL INDEX FUND
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD INSTITUTIONAL EQUITY INDEX FUND INC
DATE OF NAME CHANGE: 19900701
0000862084
S000002853
Vanguard Institutional Index Fund
C000007825
Institutional Shares
VINIX
C000007826
Institutional Plus Shares
VIIIX
0000862084
S000002855
Vanguard Institutional Total Stock Market Index Fund
C000007828
Institutional Shares
VITNX
C000007829
Institutional Plus Shares
VITPX
0000862084
S000082147
Vanguard Extended Market Index Fund
C000245426
ETF Shares
VXF
C000245427
Institutional Select Shares
VSEMX
C000245428
Investor Shares
VEXMX
C000245429
Institutional Shares
VIEIX
C000245430
Admiral Shares
VEXAX
C000245431
Institutional Plus Shares
VEMPX
N-CEN
1
primary_doc.xml
X0404
N-CEN
LIVE
0000862084
XXXXXXXX
811-06093
true
false
false
N-1A
true
VANGUARD INSTITUTIONAL INDEX FUNDS
811-06093
0000862084
549300HU31ENFT74XN04
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.
State Street Bank and Trust
One Congress Street, Suite 1
Boston
20114
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
2
Y
Deanna Mulligan
N/A
N
Scott C. Malpass
N/A
N
Sarah Bloom Raskin
N/A
N
F. Joseph Loughrey
N/A
N
Grant Reid
N/A
N
Tara Bunch
N/A
N
Andre F. Perold
N/A
N
David Thomas
N/A
N
Emerson U. Fullwood
N/A
N
Mortimer J. Buckley
002167630
Y
Peter F. Volanakis
N/A
N
Mark Loughridge
N/A
N
Jacqueline Angell
005606776
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 INSTITUTIONAL TOTAL STOCK MARKET INDEX FUND
S000002855
OI9CNOE85L24I2YWT109
N
2
0
0
N
N
0.10893000
0.07110000
0.10671302
0.10668477
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
73266653.87999999
5963411.26999999
Rule 17a-7 (17 CFR 270.17a-7)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
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 North America INC
13-4153988
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ITG Analytics Inc
41-2190282
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
ICE Data Pricing and Reference Data LLC
13-36687789
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
N
Mizuho Bank, Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB, Oslo Branch
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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)
The Hongkong and Shanghai Banking Corporation Limited Australia Branch
2HI3YI5320L3RW6NJ957
AU
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
DE
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 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
NL
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 SA/NV
MMYX0N4ZEZ13Z4XCG897
IT
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
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 Company
571474TGEMMWANRLN572
N
Y
N
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
36453.28999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
5832.38999999
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
34918.40999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
42582.56999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
42977.01000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
11597.07000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
139144.83999999
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
8472.60000000
CITIGROUP INC.
N/A
N/A
6SHGI4ZSSLCXXQSBB395
73153.43999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
26539.57999999
437284.66999991
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
853868.36000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
5223439.34999999
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
4049962.72000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
236028.20000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
5079191.73000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
4277543.36000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
6540346591.64000030
JEFFERIES FINANCIAL GROUP INC.
N/A
000162264
549300HOF34RGOJ5YL07
1197778.11000000
CITIGROUP INC.
N/A
N/A
6SHGI4ZSSLCXXQSBB395
2074305.40000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
754402.02999999
6564600200.80000028
N
28410555462.06750000
Committed
4300000000.00000000
N
N
N
N
VANGUARD INSTITUTIONAL INDEX FUND
S000002853
22FEKWGAFY38KJJVTQ65
N
2
0
0
N
N
0.00129000
-0.04290999
0.04755950
0.04769255
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
21684834.03999999
171120.33000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 12d1-4 (17 CFR 270.12d1-4)
Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))
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 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
ICE Data Pricing and Reference Data LLC
13-36687789
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
N
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
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)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
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)
State Street Bank and Trust Company, United Kingdom branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas S.A., France (operating through its Paris branch with support from its Amsterdam branch)
R0MUWSFPU8MPRO8K5P83
NL
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)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
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)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP Paribas S.A., France (operating through its Paris branch with support from its Brussels branch)
R0MUWSFPU8MPRO8K5P83
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas S.A., France
R0MUWSFPU8MPRO8K5P83
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)
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
102608.91999999
Barclays Capital Inc.
008-41342
000019714
AC28XWWI3WIBK2824319
116523.59000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
193038.55000000
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
75941.07999999
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
34113.24000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
127772.64000000
SAMUEL A. RAMIREZ & COMPANY, INC.
008-19014
000006963
254900CBKVW7O2ENQA21
6858.38999999
Virtu Americas LLC
008-68193
000149823
549300RA02N3BNSWBV74
37050.72000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
149751.86999999
CITIGROUP INC.
N/A
N/A
6SHGI4ZSSLCXXQSBB395
342214.07999998
1208396.13999992
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
5380705.00000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
25692850601.99000200
Nomura Securities International, Inc.
008-15255
000004297
OXTKY6Q8X53C9ILVV871
16967.04000000
BofA Securities, Inc.
008-69787
000283942
549300HN4UKV1E2R3U73
12004120.80000000
CITIGROUP INC.
N/A
N/A
6SHGI4ZSSLCXXQSBB395
4576680.00000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
16630762.09000000
25731459836.92000200
N
246545804397.32166666
Committed
4300000000.00000000
N
N
N
N
true
INTERNAL CONTROL RPT
2
institutionalindexfund2.15.txt
Report of Independent Registered
Public Accounting Firm
To the Board of Trustees of
Vanguard Institutional Index Funds
and Shareholders of
Vanguard Institutional Index Fund
and
Vanguard Institutional Total Stock
Market Index Fund
In planning and performing our
audits of the financial statements of
Vanguard Institutional Index Fund
and Vanguard Institutional Total
Stock Market Index Fund
(constituting Vanguard Institutional
Index Funds, hereafter collectively
referred to as the "Funds") as of and
for the year ended December 31,
2023, 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, 2023.
This report is intended solely for the
information and use of the Board of
Trustees of Vanguard Institutional
Index Funds and the Securities and
Exchange Commission and is not
intended to be and should not be
used by anyone other than these
specified parties.
/s/ PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
February 15, 2024