NPORT-EX 2 vgspmidcap400growthindexfund.htm
Vanguard® S&P Mid-Cap 400 Growth Index Fund
Schedule of Investments (unaudited)
As of May 31, 2021
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 (100.0%)
Communication Services (2.3%)
  Cable One Inc.   5,442     9,880
  New York Times Co. Class A 145,266     6,220
* Iridium Communications Inc.  72,216     2,759
  TEGNA Inc.  88,036     1,707
* TripAdvisor Inc.  35,733     1,553
  World Wrestling Entertainment Inc. Class A  27,139     1,516
* Yelp Inc. Class A  35,937     1,442
            25,077
Consumer Discretionary (15.9%)
  Williams-Sonoma Inc.  76,733    13,009
  Lithia Motors Inc. Class A  29,795    10,488
* RH  16,352    10,482
* Five Below Inc. 55,978 10,307
* Deckers Outdoor Corp. 28,225 9,468
* Mattel Inc. 348,834 7,399
  Tempur Sealy International Inc. 191,336 7,366
  Churchill Downs Inc. 34,694 6,922
  Texas Roadhouse Inc. Class A 65,565 6,603
* YETI Holdings Inc. 75,113 6,580
* TopBuild Corp. 33,082 6,552
* Fox Factory Holding Corp. 41,881 6,512
* Grubhub Inc. 93,432 5,616
  Service Corp. International 101,848 5,400
* Helen of Troy Ltd. 24,442 5,145
  Gentex Corp. 141,603 5,027
* Ollie's Bargain Outlet Holdings Inc. 57,022 4,929
  Brunswick Corp. 42,858 4,381
  Wingstop Inc. 29,744 4,244
  Wendy's Co. 179,410 4,166
  Wyndham Hotels & Resorts Inc. 50,408 3,784
  Polaris Inc. 27,431 3,600
  Toll Brothers Inc. 49,394 3,222
  Papa John's International Inc. 32,990 3,099
* Boyd Gaming Corp. 43,575 2,806
  Jack in the Box Inc. 22,870 2,598
* Scientific Games Corp. 32,703 2,372
  Travel + Leisure Co. 33,575 2,187
* Choice Hotels International Inc. 15,334 1,854
* Visteon Corp. 13,426 1,644
* Grand Canyon Education Inc. 17,376 1,580
  Columbia Sportswear Co. 12,826 1,318

          Shares Market
Value
($000)
* Six Flags Entertainment Corp.  28,910     1,313
* WW International Inc.  18,588       731
            172,704
Consumer Staples (3.2%)
* Darling Ingredients Inc. 162,906    11,153
* Boston Beer Co. Inc. Class A   9,222     9,758
  Casey's General Stores Inc.  14,066     3,106
  Lancaster Colony Corp.  11,366     2,122
* Hain Celestial Group Inc.  50,886     2,074
  Flowers Foods Inc.  76,925     1,853
* Grocery Outlet Holding Corp.  53,837     1,834
  Nu Skin Enterprises Inc. Class A  28,017     1,686
  Energizer Holdings Inc.  27,412     1,262
  Tootsie Roll Industries Inc.   7,351       230
            35,078
Energy (1.4%)
  Cimarex Energy Co. 49,441 3,350
* CNX Resources Corp. 220,129 2,998
  Antero Midstream Corp. 286,697 2,752
* EQT Corp. 106,169 2,217
* ChampionX Corp. 76,588 2,030
  Equitrans Midstream Corp. 183,792 1,514
            14,861
Financials (8.9%)
  FactSet Research Systems Inc. 38,051 12,723
  Brown & Brown Inc. 234,580 12,320
  SLM Corp. 335,781 6,799
  Primerica Inc. 39,419 6,394
  Interactive Brokers Group Inc. Class A 80,949 5,445
  Signature Bank 20,012 4,998
  First Financial Bankshares Inc. 91,214 4,593
  RenaissanceRe Holdings Ltd. 28,963 4,464
* Brighthouse Financial Inc. 87,544 4,260
  Commerce Bancshares Inc. 50,679 3,947
  Evercore Inc. Class A 26,525 3,869
  SEI Investments Co. 60,869 3,861
  Kinsale Capital Group Inc. 21,447 3,570
  Stifel Financial Corp. 44,173 3,060
  Glacier Bancorp Inc. 47,807 2,785
  Essent Group Ltd. 56,531 2,704
  RLI Corp. 23,486 2,477
* LendingTree Inc. 10,917 2,241
  Umpqua Holdings Corp. 94,982 1,812
  PROG Holdings Inc. 31,215 1,646
  PacWest Bancorp 32,734 1,479
  Federated Hermes Inc. Class B 38,657 1,229
            96,676
Health Care (18.0%)
  Bio-Techne Corp. 38,872 16,086
* PRA Health Sciences Inc. 64,666 11,053
* Masimo Corp. 50,942 10,983
* Jazz Pharmaceuticals plc 60,210 10,725
* Repligen Corp. 51,033 9,319
* Neurocrine Biosciences Inc. 94,120 9,056
* Amedisys Inc. 32,911 8,503
* Penumbra Inc. 33,961 8,460
  Chemed Corp. 16,063 7,892

          Shares Market
Value
($000)
* Molina Healthcare Inc.  31,380     7,888
* Syneos Health Inc.  89,710     7,886
* Arrowhead Pharmaceuticals Inc. 103,985     7,549
* Exelixis Inc. 312,573     7,049
* HealthEquity Inc.  83,074     6,905
* STAAR Surgical Co.  46,652     6,813
* LHC Group Inc.  31,653     6,231
* Globus Medical Inc. Class A  77,431     5,580
* Halozyme Therapeutics Inc. 127,397     5,276
  Encompass Health Corp.  55,694     4,778
* Medpace Holdings Inc.  27,567     4,605
* Quidel Corp.  38,583     4,557
* United Therapeutics Corp.  18,742     3,484
* R1 RCM Inc. 138,037     3,196
  Hill-Rom Holdings Inc. 27,924 3,107
* Neogen Corp. 32,006 2,954
* Emergent BioSolutions Inc. 45,389 2,753
* Integra LifeSciences Holdings Corp. 35,502 2,451
* Acadia Healthcare Co. Inc. 33,898 2,182
* ICU Medical Inc. 10,045 2,090
* Haemonetics Corp. 28,004 1,581
* Cantel Medical Corp. 18,088 1,471
* Nektar Therapeutics 69,484 1,256
* Progyny Inc. 18,369 1,176
* Ligand Pharmaceuticals Inc. 8,664 1,020
            195,915
Industrials (19.7%)
  Graco Inc. 169,087 12,803
  Toro Co. 107,824 11,978
* Trex Co. Inc. 116,020 11,302
* Axon Enterprise Inc. 63,904 8,984
* XPO Logistics Inc. 53,247 7,824
  Lincoln Electric Holdings Inc. 59,774 7,686
* IAA Inc. 134,810 7,680
  Nordson Corp. 34,111 7,562
* Sunrun Inc. 160,343 7,171
  Lennox International Inc. 20,299 7,103
  Tetra Tech Inc. 54,332 6,491
  Hubbell Inc. Class B 32,639 6,222
  MSA Safety Inc. 36,422 6,121
  Timken Co. 68,267 6,038
  Carlisle Cos. Inc. 30,968 5,956
  Watsco Inc. 20,417 5,950
  Knight-Swift Transportation Holdings Inc. Class A 122,813 5,862
  CoreLogic Inc. 73,291 5,827
* Middleby Corp. 34,003 5,586
* ASGN Inc. 53,102 5,474
  Simpson Manufacturing Co. Inc. 43,419 4,877
* FTI Consulting Inc. 34,306 4,719
* Builders FirstSource Inc. 101,345 4,514
  Landstar System Inc. 24,230 4,131
  Donaldson Co. Inc. 63,182 3,891
  Woodward Inc. 30,546 3,885
* Mercury Systems Inc. 56,248 3,681
  ITT Inc. 38,997 3,662
  AGCO Corp. 25,954 3,591
  Insperity Inc. 35,609 3,283
  Regal Beloit Corp. 20,346 2,894

          Shares Market
Value
($000)
* Stericycle Inc.  35,798     2,812
* CACI International Inc. Class A  10,871     2,772
  MSC Industrial Direct Co. Inc. Class A  23,403     2,209
  Valmont Industries Inc.   8,715     2,161
  Science Applications International Corp.  22,751     2,044
  EnerSys  20,956     1,975
  Curtiss-Wright Corp.  15,177     1,902
* Clean Harbors Inc.  19,702     1,834
  Brink's Co.  18,833     1,420
  Terex Corp.  26,467     1,386
  Werner Enterprises Inc.  26,330     1,264
            214,527
Information Technology (19.2%)
* Fair Isaac Corp.  29,292    14,824
  Cognex Corp. 176,361 14,001
* SolarEdge Technologies Inc. 51,680 13,334
* Cree Inc. 115,456 11,547
  MKS Instruments Inc. 55,327 10,414
  Universal Display Corp. 42,950 9,271
* Manhattan Associates Inc. 63,924 8,692
  Brooks Automation Inc. 74,360 7,591
* Lattice Semiconductor Corp. 136,791 7,260
* II-VI Inc. 104,961 7,071
* Ceridian HCM Holding Inc. 77,404 6,925
* First Solar Inc. 84,945 6,465
  Littelfuse Inc. 24,583 6,422
* Aspen Technology Inc. 46,892 6,399
* Paylocity Holding Corp. 37,588 6,384
* Lumentum Holdings Inc. 75,844 6,171
* WEX Inc. 25,680 5,031
  Genpact Ltd. 106,937 4,891
  CMC Materials Inc. 29,222 4,510
* Sailpoint Technologies Holdings Inc. 91,601 4,262
* Semtech Corp. 65,128 4,103
* Silicon Laboratories Inc. 25,966 3,546
  Maximus Inc. 38,176 3,538
* J2 Global Inc. 26,801 3,338
* Qualys Inc. 33,782 3,266
  CDK Global Inc. 60,996 3,193
* Concentrix Corp. 19,997 3,054
* Ciena Corp. 57,518 3,041
* ACI Worldwide Inc. 63,381 2,425
  National Instruments Corp. 59,337 2,421
* Coherent Inc. 8,328 2,187
* Synaptics Inc. 16,797 2,122
* Cirrus Logic Inc. 25,007 1,952
* Teradata Corp. 40,406 1,934
* LiveRamp Holdings Inc. 35,534 1,785
* CommVault Systems Inc. 23,073 1,758
* Sabre Corp. 114,418 1,585
* Blackbaud Inc. 21,810 1,542
  Amkor Technology Inc. 32,190 679
            208,934
Materials (5.6%)
* Cleveland-Cliffs Inc. 459,843 9,252
  Scotts Miracle-Gro Co. 40,741 8,856
  RPM International Inc. 80,820 7,559

          Shares Market
Value
($000)
  AptarGroup Inc.  39,828     5,867
  Royal Gold Inc.  38,126     4,719
  Louisiana-Pacific Corp.  58,693     3,945
* Eagle Materials Inc.  26,053     3,823
  Valvoline Inc. 109,061     3,599
  Chemours Co.  74,469     2,676
  Ashland Global Holdings Inc.  19,695     1,868
  Sensient Technologies Corp.  20,402     1,770
* Ingevity Corp.  19,899     1,638
  Silgan Holdings Inc.  34,416     1,450
  Worthington Industries Inc.  20,010     1,328
  Compass Minerals International Inc.  16,340     1,142
  NewMarket Corp.   2,782       955
            60,447
Real Estate (5.2%)
  CyrusOne Inc. 120,692 8,901
  Camden Property Trust 45,944 5,760
  Medical Properties Trust Inc. 226,653 4,798
  Lamar Advertising Co. Class A 43,330 4,542
  Rexford Industrial Realty Inc. 77,696 4,291
  Life Storage Inc. 39,317 3,910
  EastGroup Properties Inc. 23,048 3,643
  First Industrial Realty Trust Inc. 65,988 3,341
  CoreSite Realty Corp. 27,425 3,325
  STORE Capital Corp. 88,931 3,059
  American Campus Communities Inc. 53,788 2,537
  Rayonier Inc. 55,241 2,110
  National Storage Affiliates Trust 39,191 1,807
  Healthcare Realty Trust Inc. 56,021 1,700
  PotlatchDeltic Corp. 25,463 1,533
  PS Business Parks Inc. 9,240 1,432
            56,689
Utilities (0.6%)
  Essential Utilities Inc. 111,871 5,348
  PNM Resources Inc. 33,537 1,647
            6,995
Total Common Stocks (Cost $844,290) 1,087,903
      Coupon      
Temporary Cash Investments (0.0%)
Money Market Fund (0.0%)
1 Vanguard Market Liquidity Fund
(Cost $350)
0.055%   3,507 350
Total Investments (100.0%) (Cost $844,640)   1,088,253
Other Assets and Liabilities—Net (0.0%)   235
Net Assets (100%)   1,088,488
Cost is in $000.
* Non-income-producing security.
1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.


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 Mid-Cap 400 Index June 2021 3 818 7

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 materially 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 board of trustees to represent fair value. 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, 2021, 100% of the market value of the fund's investments and derivatives was determined based on Level 1 inputs.