schemaVersion:

N-CEN: Filer Information

Submission Contact Information

Name
 
Phone
 
E-Mail Address
 

Notification Information

Notify via Filing Website only? Checkbox not checked

N-CEN:Series/Class (Contract) Information

All? Checkbox checked

N-CEN:Part A: General Information

Item A.1. Reporting period covered.

a. Report for period ending:
2020-12-31 
b. Does this report cover a period of less than 12 months? Radio button not checked Yes Radio button checked No

N-CEN:Part B: Information About the Registrant


Item B.1. Background information.

a. Full name of Registrant
VANGUARD BOND INDEX FUNDS 
b. Investment Company Act file number ( e.g., 811-)
811-04681 
c. CIK
0000794105 
d. LEI
549300INE5BF80OGAZ51 

Item B.2. Address and telephone number of Registrant.

a. Street 1
100 Vanguard Boulevard 
Street 2
 
b. City
Malvern 
c. State, if applicable
PENNSYLVANIA  
d. Foreign country, if applicable
UNITED STATES OF AMERICA  
e. Zip code and zip code extension, or foreign postal code
19355 
f. Telephone number (including country code if foreign)
6106691000 
g. Public Website, if any
www.vanguard.com 

Item B.3. Location of books and records.

Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section.
Location books Record: 1
a. Name of person (e.g., a custodian of records)
JPMorgan Chase Bank 
b. Street 1
383 Madison Avenue 
Street 2
 
c. City
New York 
d. State, if applicable
NEW YORK  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
10179 
g. Telephone number (including country code if foreign)
212-648-0466 
h. Briefly describe the books and records kept at this location:
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. 

Item B.4. Initial of final filings.

Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form.
a. Is this the first filing on this form by the Registrant? Radio button not checked Yes Radio button checked No
b. Is this the last filing on this form by the Registrant? Radio button not checked Yes Radio button checked No

Item B.5. Family of investment companies.

Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically.
Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar.
a. Is the Registrant part of a family of investment companies? Radio button checked Yes Radio button not checked No
i. Full name of family of investment companies
The Vanguard Group, Inc. 

Item B.6. Organization.

Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act).
Indicate the classification of the Registrant by checking the applicable item below.
Checkbox checked  a. Open-end management investment company registered under the Act on Form N-1A 
Checkbox not checked  b. Closed-end management investment company registered under the Act on Form N-2  
Checkbox not checked  c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3 
Checkbox not checked  d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4 
Checkbox not checked  e. Small business investment company registered under the Act on Form N-5 
Checkbox not checked  f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6 
Checkbox not checked  g. Unit investment trust registered under the Act on Form N-8B-2 
i. Total number of Series of the Registrant
6 

Item B.7. Securities Act registration.

Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? Radio button checked Yes Radio button not checked No

Item B.8. Directors.

Provide the information requested below about each person serving as director of the Registrant (management investment companies only):
Director Record: 1
a. Full Name
Emerson U. Fullwood 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-02687 
File Number Record: 2
File Number Record:
811-05445 
File Number Record: 3
File Number Record:
811-04474 
File Number Record: 4
File Number Record:
811-02968-99 
File Number Record: 5
File Number Record:
811-07239 
File Number Record: 6
File Number Record:
811-22114 
File Number Record: 7
File Number Record:
811-07443 
File Number Record: 8
File Number Record:
811-01027 
File Number Record: 9
File Number Record:
811-07803 
File Number Record: 10
File Number Record:
811-00834 
File Number Record: 11
File Number Record:
811-05962 
File Number Record: 12
File Number Record:
811-06093 
File Number Record: 13
File Number Record:
811-01766 
File Number Record: 14
File Number Record:
811-02368 
File Number Record: 15
File Number Record:
811-58431 
File Number Record: 16
File Number Record:
811-07043 
File Number Record: 17
File Number Record:
811-07175 
File Number Record: 18
File Number Record:
811-03919 
File Number Record: 19
File Number Record:
811-04571 
File Number Record: 20
File Number Record:
811-05628 
File Number Record: 21
File Number Record:
811-04098 
File Number Record: 22
File Number Record:
811-06083 
File Number Record: 23
File Number Record:
811-05340 
File Number Record: 24
File Number Record:
811-05972 
File Number Record: 25
File Number Record:
811-22619 
File Number Record: 26
File Number Record:
811-03916 
File Number Record: 27
File Number Record:
811-02554 
File Number Record: 28
File Number Record:
811-04570 
File Number Record: 29
File Number Record:
811-21478 
File Number Record: 30
File Number Record:
811-04526 
File Number Record: 31
File Number Record:
811-02652 
File Number Record: 32
File Number Record:
811-09005 
File Number Record: 33
File Number Record:
811-00121 
File Number Record: 34
File Number Record:
811-01530 
Director Record: 2
a. Full Name
Andre F. Perold 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-00834 
File Number Record: 2
File Number Record:
811-05340 
File Number Record: 3
File Number Record:
811-07443 
File Number Record: 4
File Number Record:
811-04571 
File Number Record: 5
File Number Record:
811-03919 
File Number Record: 6
File Number Record:
811-07239 
File Number Record: 7
File Number Record:
811-06083 
File Number Record: 8
File Number Record:
811-05445 
File Number Record: 9
File Number Record:
811-01766 
File Number Record: 10
File Number Record:
811-03916 
File Number Record: 11
File Number Record:
811-05972 
File Number Record: 12
File Number Record:
811-01027 
File Number Record: 13
File Number Record:
811-07175 
File Number Record: 14
File Number Record:
811-21478 
File Number Record: 15
File Number Record:
811-07803 
File Number Record: 16
File Number Record:
811-07043 
File Number Record: 17
File Number Record:
811-00121 
File Number Record: 18
File Number Record:
811-02554 
File Number Record: 19
File Number Record:
811-04474 
File Number Record: 20
File Number Record:
811-01530 
File Number Record: 21
File Number Record:
811-02687 
File Number Record: 22
File Number Record:
811-22619 
File Number Record: 23
File Number Record:
811-09005 
File Number Record: 24
File Number Record:
811-22114 
File Number Record: 25
File Number Record:
811-04098 
File Number Record: 26
File Number Record:
811-04570 
File Number Record: 27
File Number Record:
811-06093 
File Number Record: 28
File Number Record:
811-04526 
File Number Record: 29
File Number Record:
811-02968-99 
File Number Record: 30
File Number Record:
811-05962 
File Number Record: 31
File Number Record:
811-02368 
File Number Record: 32
File Number Record:
811-02652 
File Number Record: 33
File Number Record:
811-58431 
File Number Record: 34
File Number Record:
811-05628 
Director Record: 3
a. Full Name
Scott C. Malpass 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-00834 
File Number Record: 2
File Number Record:
811-04474 
File Number Record: 3
File Number Record:
811-01027 
File Number Record: 4
File Number Record:
811-05628 
File Number Record: 5
File Number Record:
811-04571 
File Number Record: 6
File Number Record:
811-00121 
File Number Record: 7
File Number Record:
811-22619 
File Number Record: 8
File Number Record:
811-07175 
File Number Record: 9
File Number Record:
811-03916 
File Number Record: 10
File Number Record:
811-02554 
File Number Record: 11
File Number Record:
811-05972 
File Number Record: 12
File Number Record:
811-04526 
File Number Record: 13
File Number Record:
811-22114 
File Number Record: 14
File Number Record:
811-06083 
File Number Record: 15
File Number Record:
811-04098 
File Number Record: 16
File Number Record:
811-05445 
File Number Record: 17
File Number Record:
811-07443 
File Number Record: 18
File Number Record:
811-02687 
File Number Record: 19
File Number Record:
811-01530 
File Number Record: 20
File Number Record:
811-03919 
File Number Record: 21
File Number Record:
811-01766 
File Number Record: 22
File Number Record:
811-05340 
File Number Record: 23
File Number Record:
811-58431 
File Number Record: 24
File Number Record:
811-02368 
File Number Record: 25
File Number Record:
811-02652 
File Number Record: 26
File Number Record:
811-06093 
File Number Record: 27
File Number Record:
811-04570 
File Number Record: 28
File Number Record:
811-05962 
File Number Record: 29
File Number Record:
811-21478 
File Number Record: 30
File Number Record:
811-07043 
File Number Record: 31
File Number Record:
811-09005 
File Number Record: 32
File Number Record:
811-02968-99 
File Number Record: 33
File Number Record:
811-07239 
File Number Record: 34
File Number Record:
811-07803 
Director Record: 4
a. Full Name
Sarah Bloom Raskin 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-07175 
File Number Record: 2
File Number Record:
811-22114 
File Number Record: 3
File Number Record:
811-05628 
File Number Record: 4
File Number Record:
811-06083 
File Number Record: 5
File Number Record:
811-05962 
File Number Record: 6
File Number Record:
811-07803 
File Number Record: 7
File Number Record:
811-01027 
File Number Record: 8
File Number Record:
811-04571 
File Number Record: 9
File Number Record:
811-01530 
File Number Record: 10
File Number Record:
811-02554 
File Number Record: 11
File Number Record:
811-03916 
File Number Record: 12
File Number Record:
811-58431 
File Number Record: 13
File Number Record:
811-00834 
File Number Record: 14
File Number Record:
811-02652 
File Number Record: 15
File Number Record:
811-09005 
File Number Record: 16
File Number Record:
811-07239 
File Number Record: 17
File Number Record:
811-22619 
File Number Record: 18
File Number Record:
811-05340 
File Number Record: 19
File Number Record:
811-21478 
File Number Record: 20
File Number Record:
811-05445 
File Number Record: 21
File Number Record:
811-07443 
File Number Record: 22
File Number Record:
811-03919 
File Number Record: 23
File Number Record:
811-00121 
File Number Record: 24
File Number Record:
811-06093 
File Number Record: 25
File Number Record:
811-05972 
File Number Record: 26
File Number Record:
811-04526 
File Number Record: 27
File Number Record:
811-04570 
File Number Record: 28
File Number Record:
811-04098 
File Number Record: 29
File Number Record:
811-07043 
File Number Record: 30
File Number Record:
811-04474 
File Number Record: 31
File Number Record:
811-02968-99 
File Number Record: 32
File Number Record:
811-02687 
File Number Record: 33
File Number Record:
811-02368 
File Number Record: 34
File Number Record:
811-01766 
Director Record: 5
a. Full Name
Mortimer J. Buckley 
b. CRD number, if any
002167630 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button checked Yes Radio button not checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22114 
File Number Record: 2
File Number Record:
811-09005 
File Number Record: 3
File Number Record:
811-07175 
File Number Record: 4
File Number Record:
811-01027 
File Number Record: 5
File Number Record:
811-07239 
File Number Record: 6
File Number Record:
811-06093 
File Number Record: 7
File Number Record:
811-21478 
File Number Record: 8
File Number Record:
811-04571 
File Number Record: 9
File Number Record:
811-01766 
File Number Record: 10
File Number Record:
811-03916 
File Number Record: 11
File Number Record:
811-00121 
File Number Record: 12
File Number Record:
811-07043 
File Number Record: 13
File Number Record:
811-02368 
File Number Record: 14
File Number Record:
811-04098 
File Number Record: 15
File Number Record:
811-04570 
File Number Record: 16
File Number Record:
811-02652 
File Number Record: 17
File Number Record:
811-06083 
File Number Record: 18
File Number Record:
811-05972 
File Number Record: 19
File Number Record:
811-07803 
File Number Record: 20
File Number Record:
811-04474 
File Number Record: 21
File Number Record:
811-05628 
File Number Record: 22
File Number Record:
811-05340 
File Number Record: 23
File Number Record:
811-07443 
File Number Record: 24
File Number Record:
811-05962 
File Number Record: 25
File Number Record:
811-02687 
File Number Record: 26
File Number Record:
811-05445 
File Number Record: 27
File Number Record:
811-00834 
File Number Record: 28
File Number Record:
811-03919 
File Number Record: 29
File Number Record:
811-22619 
File Number Record: 30
File Number Record:
811-58431 
File Number Record: 31
File Number Record:
811-02554 
File Number Record: 32
File Number Record:
811-04526 
File Number Record: 33
File Number Record:
811-02968-99 
File Number Record: 34
File Number Record:
811-01530 
Director Record: 6
a. Full Name
F. Joseph Loughrey 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-03919 
File Number Record: 2
File Number Record:
811-04098 
File Number Record: 3
File Number Record:
811-05962 
File Number Record: 4
File Number Record:
811-21478 
File Number Record: 5
File Number Record:
811-01530 
File Number Record: 6
File Number Record:
811-06093 
File Number Record: 7
File Number Record:
811-02968-99 
File Number Record: 8
File Number Record:
811-00121 
File Number Record: 9
File Number Record:
811-02652 
File Number Record: 10
File Number Record:
811-03916 
File Number Record: 11
File Number Record:
811-07803 
File Number Record: 12
File Number Record:
811-04570 
File Number Record: 13
File Number Record:
811-07239 
File Number Record: 14
File Number Record:
811-09005 
File Number Record: 15
File Number Record:
811-04571 
File Number Record: 16
File Number Record:
811-07443 
File Number Record: 17
File Number Record:
811-02554 
File Number Record: 18
File Number Record:
811-05972 
File Number Record: 19
File Number Record:
811-02687 
File Number Record: 20
File Number Record:
811-05628 
File Number Record: 21
File Number Record:
811-07175 
File Number Record: 22
File Number Record:
811-07043 
File Number Record: 23
File Number Record:
811-06083 
File Number Record: 24
File Number Record:
811-02368 
File Number Record: 25
File Number Record:
811-22114 
File Number Record: 26
File Number Record:
811-05445 
File Number Record: 27
File Number Record:
811-00834 
File Number Record: 28
File Number Record:
811-05340 
File Number Record: 29
File Number Record:
811-04526 
File Number Record: 30
File Number Record:
811-01766 
File Number Record: 31
File Number Record:
811-22619 
File Number Record: 32
File Number Record:
811-04474 
File Number Record: 33
File Number Record:
811-58431 
File Number Record: 34
File Number Record:
811-01027 
Director Record: 7
a. Full Name
Peter F. Volanakis 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-03919 
File Number Record: 2
File Number Record:
811-05962 
File Number Record: 3
File Number Record:
811-09005 
File Number Record: 4
File Number Record:
811-58431 
File Number Record: 5
File Number Record:
811-04526 
File Number Record: 6
File Number Record:
811-01027 
File Number Record: 7
File Number Record:
811-01766 
File Number Record: 8
File Number Record:
811-22619 
File Number Record: 9
File Number Record:
811-01530 
File Number Record: 10
File Number Record:
811-00834 
File Number Record: 11
File Number Record:
811-03916 
File Number Record: 12
File Number Record:
811-04474 
File Number Record: 13
File Number Record:
811-06083 
File Number Record: 14
File Number Record:
811-05972 
File Number Record: 15
File Number Record:
811-04570 
File Number Record: 16
File Number Record:
811-07803 
File Number Record: 17
File Number Record:
811-07443 
File Number Record: 18
File Number Record:
811-02554 
File Number Record: 19
File Number Record:
811-22114 
File Number Record: 20
File Number Record:
811-02968-99 
File Number Record: 21
File Number Record:
811-06093 
File Number Record: 22
File Number Record:
811-02687 
File Number Record: 23
File Number Record:
811-07043 
File Number Record: 24
File Number Record:
811-07175 
File Number Record: 25
File Number Record:
811-02652 
File Number Record: 26
File Number Record:
811-21478 
File Number Record: 27
File Number Record:
811-00121 
File Number Record: 28
File Number Record:
811-05628 
File Number Record: 29
File Number Record:
811-04571 
File Number Record: 30
File Number Record:
811-07239 
File Number Record: 31
File Number Record:
811-02368 
File Number Record: 32
File Number Record:
811-04098 
File Number Record: 33
File Number Record:
811-05340 
File Number Record: 34
File Number Record:
811-05445 
Director Record: 8
a. Full Name
Amy Gutmann 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-02554 
File Number Record: 2
File Number Record:
811-05972 
File Number Record: 3
File Number Record:
811-02687 
File Number Record: 4
File Number Record:
811-07043 
File Number Record: 5
File Number Record:
811-02368 
File Number Record: 6
File Number Record:
811-07175 
File Number Record: 7
File Number Record:
811-03919 
File Number Record: 8
File Number Record:
811-05628 
File Number Record: 9
File Number Record:
811-09005 
File Number Record: 10
File Number Record:
811-01027 
File Number Record: 11
File Number Record:
811-05962 
File Number Record: 12
File Number Record:
811-07803 
File Number Record: 13
File Number Record:
811-04526 
File Number Record: 14
File Number Record:
811-01766 
File Number Record: 15
File Number Record:
811-22114 
File Number Record: 16
File Number Record:
811-07239 
File Number Record: 17
File Number Record:
811-05340 
File Number Record: 18
File Number Record:
811-07443 
File Number Record: 19
File Number Record:
811-02652 
File Number Record: 20
File Number Record:
811-22619 
File Number Record: 21
File Number Record:
811-05445 
File Number Record: 22
File Number Record:
811-00121 
File Number Record: 23
File Number Record:
811-03916 
File Number Record: 24
File Number Record:
811-00834 
File Number Record: 25
File Number Record:
811-06093 
File Number Record: 26
File Number Record:
811-04098 
File Number Record: 27
File Number Record:
811-01530 
File Number Record: 28
File Number Record:
811-04474 
File Number Record: 29
File Number Record:
811-04571 
File Number Record: 30
File Number Record:
811-02968-99 
File Number Record: 31
File Number Record:
811-04570 
File Number Record: 32
File Number Record:
811-58431 
File Number Record: 33
File Number Record:
811-06083 
File Number Record: 34
File Number Record:
811-21478 
Director Record: 9
a. Full Name
Deanna Mulligan 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-04474 
File Number Record: 2
File Number Record:
811-58431 
File Number Record: 3
File Number Record:
811-06093 
File Number Record: 4
File Number Record:
811-03919 
File Number Record: 5
File Number Record:
811-05962 
File Number Record: 6
File Number Record:
811-07239 
File Number Record: 7
File Number Record:
811-04570 
File Number Record: 8
File Number Record:
811-05340 
File Number Record: 9
File Number Record:
811-01530 
File Number Record: 10
File Number Record:
811-21478 
File Number Record: 11
File Number Record:
811-05628 
File Number Record: 12
File Number Record:
811-05445 
File Number Record: 13
File Number Record:
811-04571 
File Number Record: 14
File Number Record:
811-07175 
File Number Record: 15
File Number Record:
811-00121 
File Number Record: 16
File Number Record:
811-07443 
File Number Record: 17
File Number Record:
811-02652 
File Number Record: 18
File Number Record:
811-09005 
File Number Record: 19
File Number Record:
811-02687 
File Number Record: 20
File Number Record:
811-01766 
File Number Record: 21
File Number Record:
811-22619 
File Number Record: 22
File Number Record:
811-02554 
File Number Record: 23
File Number Record:
811-01027 
File Number Record: 24
File Number Record:
811-22114 
File Number Record: 25
File Number Record:
811-03916 
File Number Record: 26
File Number Record:
811-00834 
File Number Record: 27
File Number Record:
811-06083 
File Number Record: 28
File Number Record:
811-04526 
File Number Record: 29
File Number Record:
811-07043 
File Number Record: 30
File Number Record:
811-02968-99 
File Number Record: 31
File Number Record:
811-02368 
File Number Record: 32
File Number Record:
811-05972 
File Number Record: 33
File Number Record:
811-07803 
File Number Record: 34
File Number Record:
811-04098 
Director Record: 10
a. Full Name
Mark Loughridge 
b. CRD number, if any
N/A 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22619 
File Number Record: 2
File Number Record:
811-01027 
File Number Record: 3
File Number Record:
811-07443 
File Number Record: 4
File Number Record:
811-21478 
File Number Record: 5
File Number Record:
811-01530 
File Number Record: 6
File Number Record:
811-22114 
File Number Record: 7
File Number Record:
811-07175 
File Number Record: 8
File Number Record:
811-58431 
File Number Record: 9
File Number Record:
811-04571 
File Number Record: 10
File Number Record:
811-05962 
File Number Record: 11
File Number Record:
811-06093 
File Number Record: 12
File Number Record:
811-00834 
File Number Record: 13
File Number Record:
811-04098 
File Number Record: 14
File Number Record:
811-03919 
File Number Record: 15
File Number Record:
811-02368 
File Number Record: 16
File Number Record:
811-02968-99 
File Number Record: 17
File Number Record:
811-00121 
File Number Record: 18
File Number Record:
811-02554 
File Number Record: 19
File Number Record:
811-07239 
File Number Record: 20
File Number Record:
811-03916 
File Number Record: 21
File Number Record:
811-07043 
File Number Record: 22
File Number Record:
811-05445 
File Number Record: 23
File Number Record:
811-02687 
File Number Record: 24
File Number Record:
811-09005 
File Number Record: 25
File Number Record:
811-05340 
File Number Record: 26
File Number Record:
811-01766 
File Number Record: 27
File Number Record:
811-07803 
File Number Record: 28
File Number Record:
811-04570 
File Number Record: 29
File Number Record:
811-05972 
File Number Record: 30
File Number Record:
811-04526 
File Number Record: 31
File Number Record:
811-06083 
File Number Record: 32
File Number Record:
811-04474 
File Number Record: 33
File Number Record:
811-05628 
File Number Record: 34
File Number Record:
811-02652 

Item B.9. Chief compliance officer.

Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1):
Chief compliance officer Record: 1
a. Full Name
John E. Schadl 
b. CRD Number, if any
006931790 
c. Street Address 1
100 Vanguard Boulevard 
Street Address 2
 
d. City
Malvern 
e. State, if applicable
PENNSYLVANIA  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Zip code and zip code extension, or foreign postal code
19355 
h. Telephone number (including country code if foreign)
XXXXXX 
i. Has the chief compliance officer changed since the last filing? Radio button not checked Yes Radio button checked No
If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide:
CCO employer Record: 1
i. Name of the person
N/A 
ii. Person's IRS Employer Identification Number
N/A 

Item B.10. Matters for security holder vote.

Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters.
Were any matters submitted by the Registrant for its security holders' vote during the reporting period? Radio button not checked Yes Radio button checked No

Item B.11. Legal proceeding.

Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities.
a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period? Radio button not checked Yes Radio button checked No
b. Has any proceeding previously reported been terminated? Radio button not checked Yes Radio button checked No

Item B.12. Fidelity bond and insurance (management investment companies only).

a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period? Radio button not checked Yes Radio button checked No

Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).

a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? Radio button checked Yes Radio button not checked No
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? Radio button not checked Yes Radio button checked No

Item B.14. Provision of financial support.

Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio.
Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period? Radio button not checked Yes Radio button checked No

Item B.15. Exemptive orders.

a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? Radio button checked Yes Radio button not checked No
Release number Record: 1
i. If yes, provide below the release number for each order
IC-32852 
Release number Record: 2
i. If yes, provide below the release number for each order
IC-9664 
Release number Record: 3
i. If yes, provide below the release number for each order
IC-27386 
Release number Record: 4
i. If yes, provide below the release number for each order
IC-8676 
Release number Record: 5
i. If yes, provide below the release number for each order
IC-27773 
Release number Record: 6
i. If yes, provide below the release number for each order
IC-9001 
Release number Record: 7
i. If yes, provide below the release number for each order
IC-19184 
Release number Record: 8
i. If yes, provide below the release number for each order
IC-26436 
Release number Record: 9
i. If yes, provide below the release number for each order
IC-11645 
Release number Record: 10
i. If yes, provide below the release number for each order
IC-9205 

Item B.16. Principal underwriters.

a. Provide the information requested below about each principal underwriter:
Principal underwriter Record: 1
i. Full name
VANGUARD MARKETING CORP. 
ii. SEC file number (e.g., 8-)
8-21570 
iii. CRD number
000007452 
iv. LEI, if any
N/A 
v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? Radio button checked Yes Radio button not checked No
b. Have any principal underwriters been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item B.17. Independent public accountant.

Provide the following information about eachthe independent public accountant:
Public accountant Record: 1
a. Full Name
PRICEWATERHOUSECOOPERS LLP 
b. PCAOB Number
000000238 
c. LEI, if any
5493002GVO7EO8RNNS37 
d. State, if applicable
PENNSYLVANIA  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Has the independent public accountant changed since the last filing? Radio button not checked Yes Radio button checked No

Item B.18. Report on internal control (management investment companies only).

Instruction. Small business investment companies are not required to respond to this item.
For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? Radio button not checked Yes Radio button checked No

Item B.19. Audit opinion.

For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements? Radio button not checked Yes Radio button checked No

Item B.20. Change in valuation methods.

Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category.
Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period? Radio button not checked Yes Radio button checked No

Item B.21. Change in accounting principles and practices.

Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported? Radio button not checked Yes Radio button checked No

Item B.22. Net asset value error corrections (open-end management investment companies only).

a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)? Radio button not checked Yes Radio button checked No

Item B.23. Rule 19a-1 notice (management investment companies only).

During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)? Radio button not checked Yes Radio button checked No

N-CEN:Part C: Additional Questions for Management Investment Companies

General Instruction.

Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below.
Management Investment Record: 1

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD INFLATION-PROTECTED SECURITIES FUND 

b. Series identication number, if any

S000019554 

c. LEI

F8K6630RFYVJPTW32U17 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

3 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Institutional Shares 
ii. Class identification number, if any

C000054351 

iii. Ticker symbol, if any

VIPIX 

Shares Outstanding Record: 2
i. Full name of Class
Admiral Shares 
ii. Class identification number, if any

C000054350 

iii. Ticker symbol, if any

VAIPX 

Shares Outstanding Record: 3
i. Full name of Class
Investor Shares 
ii. Class identification number, if any

C000054349 

iii. Ticker symbol, if any

VIPSX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox not checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox not checked  Index Fund 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button not checked Yes Radio button checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button not checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. SEC file number ( e.g., 801- )

801-11953 

iii.CRD number
000105958 
iv. LEI, if any

5493002789CX3L0CJP65 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

084-00772 

iii. LEI, if any

5493002789CX3L0CJP65 

iv. State, if applicable
PENNSYLVANIA  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Markit North America INC 
ii. LEI, if any, or provide and describe other identifying number

13-4153988 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
JPMorgan Chase Bank 
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
OHIO  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Pricing and Refernce Data LLC 
ii. LEI, if any, or provide and describe other identifying number

13-36687789 

Description of other identifying number

TIN 

iii. State, if applicable
NEW JERSEY  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Bloomberg Finance LP 
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ITG Analytics Inc 
ii. LEI, if any, or provide and describe other identifying number

41-2190282 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
Markit Group Limited 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA 
ii. LEI, if any

7H6GLXDRUGQFU57RNE97 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

008-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1,549,582.66000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

1,549,582.66000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

008-00129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,064,751,204.53000120 

Principal Transactions Record: 2
i. Full name of dealer
DEUTCHE BANC FIXED INCOME 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

N/A 

v. State, if applicable
 
vi. Foreign country, if applicable
GERMANY  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,065,164,659.18000030 

Principal Transactions Record: 3
i. Full name of dealer
HSBC SECURITIES (USA) INC. 
ii. SEC file number

008-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,354,276,670.04000000 

Principal Transactions Record: 4
i. Full name of dealer
VANGUARD MARKET LIQUIDITY FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

18,539,759,904.50000000 

Principal Transactions Record: 5
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

008-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

81,084,696,144.36994900 

Principal Transactions Record: 6
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

008-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,253,216,325.79000000 

Principal Transactions Record: 7
i. Full name of dealer
BARCLAYS CAPITAL INC. 
ii. SEC file number

008-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,253,374,811.15000010 

Principal Transactions Record: 8
i. Full name of dealer
CITIGROUP GLOBAL MARKETS ASIA LIMITED 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

YN1R0VWIBDPXRJR4IY48 

v. State, if applicable
 
vi. Foreign country, if applicable
HONG KONG  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,366,610,856.55999990 

Principal Transactions Record: 9
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

008-22947 

iii. CRD number
000007665 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,114,730,603.65999980 

Principal Transactions Record: 10
i. Full name of dealer
UBS Securities LLC 
ii. SEC file number

008-22651 

iii. CRD number
000007654 
iv. LEI, if any

T6FIZBDPKLYJKFCRVK44 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,869,813,353.19999890 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

131,721,006,254.05992000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

31,093,987,264.42666200 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit? Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 2
Name of institution
Barclays Bank plc 
Line Institutions Record: 3
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 4
Name of institution
Citibank, N.A. 
Line Institutions Record: 5
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 6
Name of institution
The Toronto-Dominion Bank, New York Branch 
Line Institutions Record: 7
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 8
Name of institution
Royal Bank of Canada 
Line Institutions Record: 9
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 10
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 11
Name of institution
PNC Bank, National Association 
Line Institutions Record: 12
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 13
Name of institution
The Bank of Nova Scotia, Houston Branch 
Line Institutions Record: 14
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 15
Name of institution
Societe Generale 
Line Institutions Record: 16
Name of institution
BNP Paribas 
Line Institutions Record: 17
Name of institution
The Northern Trust Company 
Line Institutions Record: 18
Name of institution
Bank of America N.A. 
Line Institutions Record: 19
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 20
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 21
Name of institution
JPMorgan Chase Bank, N.A. 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 2
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 3
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 6
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 7
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 10
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 11
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 12
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 13
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 14
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 16
Name of fund
Vanguard International Core Stock Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 17
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 18
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 19
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 20
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 21
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 22
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 23
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 24
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 25
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 26
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 27
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 28
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 29
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 30
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 31
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 32
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 33
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 34
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 35
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 36
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 37
Name of fund
Vanguard Global Capital Cycles Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 38
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 40
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 41
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 42
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 43
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 44
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 45
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 46
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 47
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 48
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 49
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 50
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 51
Name of fund
Vanguard ESG International Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 52
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 53
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 54
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 55
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 56
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 57
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 58
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 59
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 60
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 61
Name of fund
Vanguard Total International Bond II Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 62
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 63
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 64
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 65
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 66
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 67
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 68
Name of fund
Vanguard ESG U.S. Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 69
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 70
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 71
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 72
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 73
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 74
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 75
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 76
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 77
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 78
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 79
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 80
Name of fund
Vanguard Commodity Strategy Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 81
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 82
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 83
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 84
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 85
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 86
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 87
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 88
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 90
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 91
Name of fund
Vanguard U.S. Value Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 92
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 93
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 94
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 95
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 96
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 97
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 98
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 99
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 101
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 102
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 103
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 104
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 105
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 106
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 107
Name of fund
Vanguard U.S. Momentum Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 108
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 109
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 110
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 111
Name of fund
Vanguard Total World Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 112
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 113
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 114
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 115
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 116
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 117
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 118
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 119
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 120
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 121
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 122
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 123
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 124
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 125
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 126
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 127
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 128
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 130
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 131
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 132
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 133
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 135
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 136
Name of fund
Vanguard U.S. Quality Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 137
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 138
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 139
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 140
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 141
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 142
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 143
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 144
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 145
Name of fund
Vanguard Global Credit Bond Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 146
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 147
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 148
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 149
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 150
Name of fund
Vanguard Managed Allocation Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 151
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 152
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 153
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 154
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 155
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 156
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 159
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 160
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 161
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 162
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 163
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 164
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 165
Name of fund
Vanguard Cash Reserves Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 166
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 167
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 168
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 169
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 170
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 171
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 172
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 173
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 174
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 175
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 176
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 177
Name of fund
Vanguard U.S. Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 178
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 179
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 180
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 181
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 182
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 183
Name of fund
Vanguard U.S. Liquidity Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 184
Name of fund
Vanguard Global ESG Select Stock Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 185
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 186
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 188
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 189
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 190
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 191
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 192
Name of fund
Vanguard U.S. Multifactor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 193
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 194
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 195
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 196
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 197
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 198
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 199
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 200
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 201
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 202
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 203
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 204
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 205
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 206
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 207
Name of fund
Vanguard Total Corporate Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 208
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 209
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 210
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
v. Did the Fund draw on the line of credit this period? Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button checked No
Management Investment Record: 2

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD LONG-TERM BOND INDEX FUND 

b. Series identication number, if any

S000002562 

c. LEI

YR27VTYY4DXT8BLRVZ12 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

4 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Admiral Shares 
ii. Class identification number, if any

C000209800 

iii. Ticker symbol, if any

VBLAX 

Shares Outstanding Record: 2
i. Full name of Class
Institutional Shares 
ii. Class identification number, if any

C000024522 

iii. Ticker symbol, if any

VBLLX 

Shares Outstanding Record: 3
i. Full name of Class
Institutional Plus Shares 
ii. Class identification number, if any

C000105309 

iii. Ticker symbol, if any

VBLIX 

Shares Outstanding Record: 4
i. Full name of Class
ETF Shares 
ii. Class identification number, if any

C000046842 

iii. Ticker symbol, if any

BLV 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund? Radio button not checked Yes Radio button checked No
2. Exclusively for the fund? Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.17621000 
2. After Fund fees and expenses (i.e., net asset value):
0.11807999 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
6.12341716 
2. After Fund fees and expenses (i.e., net asset value):
6.12363906 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button not checked Yes Radio button checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button not checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. SEC file number ( e.g., 801- )

801-11953 

iii.CRD number
000105958 
iv. LEI, if any

5493002789CX3L0CJP65 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

084-00772 

iii. LEI, if any

5493002789CX3L0CJP65 

iv. State, if applicable
PENNSYLVANIA  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Markit Group Limited 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
JPMorgan Chase Bank 
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
OHIO  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Bloomberg Finance LP 
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Markit North America INC 
ii. LEI, if any, or provide and describe other identifying number

13-4153988 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ITG Analytics Inc 
ii. LEI, if any, or provide and describe other identifying number

41-2190282 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
ICE Data Pricing and Refernce Data LLC 
ii. LEI, if any, or provide and describe other identifying number

13-36687789 

Description of other identifying number

TIN 

iii. State, if applicable
NEW JERSEY  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA 
ii. LEI, if any

7H6GLXDRUGQFU57RNE97 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Euroclear 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
JPMORGAN CHASE BANK, N.A. 
ii. LEI, if any, or other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
THE VANGUARD GROUP, INC 
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button checked Yes Radio button not checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

008-00129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

86.06000000 

Brokers Record: 2
i. Full name of broker
Morgan Stanley & Co. LLC 
ii. SEC file number

008-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

904.64000000 

Brokers Record: 3
i. Full name of broker
BOFA SECURITIES, INC. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15.60000000 

Brokers Record: 4
i. Full name of broker
Credit Suisse Securities (USA) LLC 
ii. SEC file number

008-00422 

iii. CRD number
000000816 
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

347.70000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

1,353.99999999 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
VANGUARD MARKET LIQUIDITY FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,942,373,848.09000020 

Principal Transactions Record: 2
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

008-22947 

iii. CRD number
000007665 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

448,940,501.14999986 

Principal Transactions Record: 3
i. Full name of dealer
HSBC SECURITIES (USA) INC. 
ii. SEC file number

008-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,380,098,795.70000100 

Principal Transactions Record: 4
i. Full name of dealer
VANGUARD TOTAL BOND MARKET II INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

E3F24BZCDA1UXGFMYX67 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

477,335,022.91000003 

Principal Transactions Record: 5
i. Full name of dealer
CITIGROUP GLOBAL MARKETS ASIA LIMITED 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

YN1R0VWIBDPXRJR4IY48 

v. State, if applicable
 
vi. Foreign country, if applicable
HONG KONG  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

739,909,563.64999986 

Principal Transactions Record: 6
i. Full name of dealer
MLV & CO. LLC 
ii. SEC file number

008-68331 

iii. CRD number
000150959 
iv. LEI, if any

N/A 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

968,447,166.91000044 

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

008-00129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,281,875,997.29000430 

Principal Transactions Record: 8
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

008-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

729,344,426.96999955 

Principal Transactions Record: 9
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

008-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

712,832,242.25000024 

Principal Transactions Record: 10
i. Full name of dealer
BARCLAYS CAPITAL INC. 
ii. SEC file number

008-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

422,793,936.42000002 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

15,807,230,854.25000600 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

12,373,830,641.17666400 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit? Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 2
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 3
Name of institution
Bank of America N.A. 
Line Institutions Record: 4
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 5
Name of institution
The Northern Trust Company 
Line Institutions Record: 6
Name of institution
PNC Bank, National Association 
Line Institutions Record: 7
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 8
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 9
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 10
Name of institution
Royal Bank of Canada 
Line Institutions Record: 11
Name of institution
The Bank of Nova Scotia, Houston Branch 
Line Institutions Record: 12
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 13
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 14
Name of institution
Societe Generale 
Line Institutions Record: 15
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 16
Name of institution
The Toronto-Dominion Bank, New York Branch 
Line Institutions Record: 17
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 18
Name of institution
BNP Paribas 
Line Institutions Record: 19
Name of institution
Citibank, N.A. 
Line Institutions Record: 20
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 21
Name of institution
Barclays Bank plc 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard Total Corporate Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 2
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 3
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 4
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 5
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 6
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 7
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 8
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 9
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 10
Name of fund
Vanguard U.S. Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 11
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 12
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 13
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 14
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 15
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 16
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 17
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 18
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 19
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 20
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 21
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 22
Name of fund
Vanguard U.S. Quality Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 23
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 24
Name of fund
Vanguard ESG International Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 25
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 26
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 27
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 28
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 29
Name of fund
Vanguard U.S. Value Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 30
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 31
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 32
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 33
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 34
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 36
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 37
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 38
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 39
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 40
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 41
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 42
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 43
Name of fund
Vanguard Managed Allocation Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 44
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 45
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 46
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 47
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 48
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 49
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 50
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 51
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 52
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 53
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 54
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 55
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 56
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 57
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 58
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 59
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 60
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 61
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 62
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 63
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 64
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 65
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 66
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 67
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 68
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 69
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 70
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 71
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 72
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 73
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 74
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 76
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 77
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 79
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 81
Name of fund
Vanguard International Core Stock Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 82
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 83
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 84
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 86
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 88
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 89
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 93
Name of fund
Vanguard ESG U.S. Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 96
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 98
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 99
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 100
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 101
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 102
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 103
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 104
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 105
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 106
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 107
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 108
Name of fund
Vanguard Global Capital Cycles Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 109
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 110
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 111
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 112
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 113
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 114
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 115
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 116
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 117
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 118
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 119
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 120
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 121
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 122
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 123
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 124
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 125
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 126
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 127
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 128
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 130
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 133
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 134
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 135
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 136
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 137
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 138
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 139
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 140
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 141
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 142
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 143
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 144
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 145
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 146
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 147
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 148
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 149
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 150
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 151
Name of fund
Vanguard U.S. Momentum Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 152
Name of fund
Vanguard U.S. Liquidity Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 153
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 154
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 155
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 156
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 157
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 158
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 160
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 161
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 162
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 163
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 164
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 165
Name of fund
Vanguard Total International Bond II Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 166
Name of fund
Vanguard U.S. Multifactor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 167
Name of fund
Vanguard Commodity Strategy Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 168
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 169
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 170
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 171
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 173
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 174
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 175
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 176
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 177
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 178
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 179
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 182
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 183
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 185
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 186
Name of fund
Vanguard Global ESG Select Stock Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 187
Name of fund
Vanguard Total World Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 189
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 190
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 191
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 192
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 193
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 194
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 195
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 196
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 197
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 198
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 199
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 200
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 201
Name of fund
Vanguard Global Credit Bond Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 202
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 203
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 204
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 205
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 206
Name of fund
Vanguard Cash Reserves Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 207
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 208
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 209
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 210
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
v. Did the Fund draw on the line of credit this period? Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 3

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD SHORT-TERM BOND INDEX FUND 

b. Series identication number, if any

S000002563 

c. LEI

8HCQSCIN7KY15DIET796 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

5 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Investor Shares 
ii. Class identification number, if any

C000007060 

iii. Ticker symbol, if any

VBISX 

Shares Outstanding Record: 2
i. Full name of Class
Admiral Shares 
ii. Class identification number, if any

C000007061 

iii. Ticker symbol, if any

VBIRX 

Shares Outstanding Record: 3
i. Full name of Class
Institutional Plus Shares 
ii. Class identification number, if any

C000105311 

iii. Ticker symbol, if any

VBIPX 

Shares Outstanding Record: 4
i. Full name of Class
ETF Shares 
ii. Class identification number, if any

C000046843 

iii. Ticker symbol, if any

BSV 

Shares Outstanding Record: 5
i. Full name of Class
Institutional Shares 
ii. Class identification number, if any

C000105310 

iii. Ticker symbol, if any

VBITX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund? Radio button not checked Yes Radio button checked No
2. Exclusively for the fund? Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.05724999 
2. After Fund fees and expenses (i.e., net asset value):
-0.09979000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.84889643 
2. After Fund fees and expenses (i.e., net asset value):
0.84865485 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button not checked Yes Radio button checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button not checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. SEC file number ( e.g., 801- )

801-11953 

iii.CRD number
000105958 
iv. LEI, if any

5493002789CX3L0CJP65 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

084-00772 

iii. LEI, if any

5493002789CX3L0CJP65 

iv. State, if applicable
PENNSYLVANIA  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ITG Analytics Inc 
ii. LEI, if any, or provide and describe other identifying number

41-2190282 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Markit Group Limited 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Markit North America INC 
ii. LEI, if any, or provide and describe other identifying number

13-4153988 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Pricing and Refernce Data LLC 
ii. LEI, if any, or provide and describe other identifying number

13-36687789 

Description of other identifying number

TIN 

iii. State, if applicable
NEW JERSEY  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg Finance LP 
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
JPMorgan Chase Bank 
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
OHIO  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA 
ii. LEI, if any

7H6GLXDRUGQFU57RNE97 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
JPMORGAN CHASE BANK, N.A. 
ii. LEI, if any, or other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
THE VANGUARD GROUP, INC 
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button checked Yes Radio button not checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
VANGUARD INTERMEDIATE-TERM BOND INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

88SDBTPMKCC30PH6VU70 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,985,539,418.19999980 

Principal Transactions Record: 2
i. Full name of dealer
MLV & CO. LLC 
ii. SEC file number

008-68331 

iii. CRD number
000150959 
iv. LEI, if any

N/A 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,741,347,295.57000110 

Principal Transactions Record: 3
i. Full name of dealer
VANGUARD MARKET LIQUIDITY FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

14,843,633,758.84000000 

Principal Transactions Record: 4
i. Full name of dealer
CITIGROUP GLOBAL MARKETS ASIA LIMITED 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

YN1R0VWIBDPXRJR4IY48 

v. State, if applicable
 
vi. Foreign country, if applicable
HONG KONG  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,558,240,567.15000010 

Principal Transactions Record: 5
i. Full name of dealer
Daiwa Capital Markets America Inc. 
ii. SEC file number

008-12242 

iii. CRD number
000001576 
iv. LEI, if any

M67H5PRC0NQKM73ZAS82 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,285,675,714.94999980 

Principal Transactions Record: 6
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

008-22947 

iii. CRD number
000007665 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,726,433,385.18000080 

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

008-00129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,680,928,042.28000070 

Principal Transactions Record: 8
i. Full name of dealer
BNP Paribas Securities Corp. 
ii. SEC file number

008-32682 

iii. CRD number
000015794 
iv. LEI, if any

RCNB6OTYUAMMP879YW96 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,436,178,076.30000020 

Principal Transactions Record: 9
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

008-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,846,694,033.29000190 

Principal Transactions Record: 10
i. Full name of dealer
HSBC SECURITIES (USA) INC. 
ii. SEC file number

008-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,504,632,157.88000010 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

69,913,832,389.27003500 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

55,202,847,753.46834600 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit? Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 2
Name of institution
The Bank of Nova Scotia, Houston Branch 
Line Institutions Record: 3
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 4
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 5
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 6
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 7
Name of institution
The Toronto-Dominion Bank, New York Branch 
Line Institutions Record: 8
Name of institution
Royal Bank of Canada 
Line Institutions Record: 9
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 10
Name of institution
PNC Bank, National Association 
Line Institutions Record: 11
Name of institution
Citibank, N.A. 
Line Institutions Record: 12
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 13
Name of institution
Barclays Bank plc 
Line Institutions Record: 14
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 15
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 16
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 17
Name of institution
Societe Generale 
Line Institutions Record: 18
Name of institution
BNP Paribas 
Line Institutions Record: 19
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 20
Name of institution
Bank of America N.A. 
Line Institutions Record: 21
Name of institution
The Northern Trust Company 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 2
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 3
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 5
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 6
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 7
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 9
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 10
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 11
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 12
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 13
Name of fund
Vanguard Total World Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 14
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 15
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 16
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 18
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Global Credit Bond Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 20
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 21
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 22
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 23
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 24
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 25
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 26
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 27
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 28
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 29
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 30
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 31
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 32
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 33
Name of fund
Vanguard U.S. Quality Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 34
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 35
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 36
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 37
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 38
Name of fund
Vanguard Commodity Strategy Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 39
Name of fund
Vanguard U.S. Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 40
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 41
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 42
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 43
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 44
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 45
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 46
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 47
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 48
Name of fund
Vanguard Global Capital Cycles Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 49
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 50
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 51
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 52
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 53
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 54
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 55
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 56
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 57
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 58
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 59
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 60
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 61
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 62
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 63
Name of fund
Vanguard U.S. Multifactor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 64
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 65
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 66
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 67
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 68
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 69
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 70
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 71
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 72
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 74
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 75
Name of fund
Vanguard International Core Stock Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 76
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 77
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 78
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 79
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 80
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 81
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 82
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 83
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 90
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 91
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 92
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 93
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 94
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 95
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 96
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 97
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 98
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 99
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 100
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 101
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 102
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 103
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 104
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 105
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 106
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 107
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 108
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 109
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 110
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 111
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 112
Name of fund
Vanguard Total Corporate Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 113
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 114
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 115
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 116
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 117
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 118
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 119
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 120
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 121
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 122
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard U.S. Momentum Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 124
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 125
Name of fund
Vanguard Total International Bond II Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 126
Name of fund
Vanguard ESG International Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 127
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 128
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 129
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 130
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 131
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 132
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 133
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 134
Name of fund
Vanguard Cash Reserves Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 135
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 137
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 138
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 139
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 140
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 141
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 142
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 143
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 144
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 145
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 146
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 147
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 148
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 149
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 150
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 151
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 152
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 153
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 154
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 155
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 156
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 157
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 158
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 159
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 160
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 161
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 162
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 163
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 164
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 165
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 166
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 167
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 168
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 169
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 170
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 171
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 172
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 173
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 175
Name of fund
Vanguard ESG U.S. Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 176
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 177
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 178
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 179
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 180
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 181
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 182
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 183
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 184
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 185
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 186
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 187
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 188
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 189
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 190
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 191
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 192
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 193
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 194
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 195
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 196
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 197
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 198
Name of fund
Vanguard Managed Allocation Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 199
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 200
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 201
Name of fund
Vanguard U.S. Liquidity Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 202
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 203
Name of fund
Vanguard U.S. Value Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 204
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 205
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 206
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 207
Name of fund
Vanguard Global ESG Select Stock Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 208
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 209
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 210
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
v. Did the Fund draw on the line of credit this period? Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 4

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD INTERMEDIATE-TERM BOND INDEX FUND 

b. Series identication number, if any

S000002561 

c. LEI

88SDBTPMKCC30PH6VU70 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

5 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
ETF Shares 
ii. Class identification number, if any

C000046841 

iii. Ticker symbol, if any

BIV 

Shares Outstanding Record: 2
i. Full name of Class
Investor Shares 
ii. Class identification number, if any

C000007057 

iii. Ticker symbol, if any

VBIIX 

Shares Outstanding Record: 3
i. Full name of Class
Institutional Shares 
ii. Class identification number, if any

C000024520 

iii. Ticker symbol, if any

VBIMX 

Shares Outstanding Record: 4
i. Full name of Class
Institutional Plus Shares 
ii. Class identification number, if any

C000105308 

iii. Ticker symbol, if any

VBIUX 

Shares Outstanding Record: 5
i. Full name of Class
Admiral Shares 
ii. Class identification number, if any

C000007058 

iii. Ticker symbol, if any

VBILX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund? Radio button not checked Yes Radio button checked No
2. Exclusively for the fund? Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.14048000 
2. After Fund fees and expenses (i.e., net asset value):
-0.02421000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
2.11417598 
2. After Fund fees and expenses (i.e., net asset value):
2.11443093 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button not checked Yes Radio button checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button not checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. SEC file number ( e.g., 801- )

801-11953 

iii.CRD number
000105958 
iv. LEI, if any

5493002789CX3L0CJP65 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

084-00772 

iii. LEI, if any

5493002789CX3L0CJP65 

iv. State, if applicable
PENNSYLVANIA  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ITG Analytics Inc 
ii. LEI, if any, or provide and describe other identifying number

41-2190282 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
JPMorgan Chase Bank 
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
OHIO  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Bloomberg Finance LP 
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Markit Group Limited 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Markit North America INC 
ii. LEI, if any, or provide and describe other identifying number

13-4153988 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
ICE Data Pricing and Refernce Data LLC 
ii. LEI, if any, or provide and describe other identifying number

13-36687789 

Description of other identifying number

TIN 

iii. State, if applicable
NEW JERSEY  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA 
ii. LEI, if any

7H6GLXDRUGQFU57RNE97 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
THE VANGUARD GROUP, INC 
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
JPMORGAN CHASE BANK, N.A. 
ii. LEI, if any, or other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button checked Yes Radio button not checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

GW69FWO1NUHCKLV98X51 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,111,844,299.67999910 

Principal Transactions Record: 2
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

008-00129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,017,609,463.60000510 

Principal Transactions Record: 3
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

008-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1,963,459,656.68000100 

Principal Transactions Record: 4
i. Full name of dealer
HSBC SECURITIES (USA) INC. 
ii. SEC file number

008-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,969,860,203.32999990 

Principal Transactions Record: 5
i. Full name of dealer
Credit Suisse AG 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

ANGGYXNX0JLX3X63JN86 

v. State, if applicable
 
vi. Foreign country, if applicable
SWITZERLAND  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

3,071,610,411.36000110 

Principal Transactions Record: 6
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

008-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,349,763,041.45000220 

Principal Transactions Record: 7
i. Full name of dealer
VANGUARD SHORT-TERM BOND INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

8HCQSCIN7KY15DIET796 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

5,985,537,149.97000120 

Principal Transactions Record: 8
i. Full name of dealer
MLV & CO. LLC 
ii. SEC file number

008-68331 

iii. CRD number
000150959 
iv. LEI, if any

N/A 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,282,703,794.53999900 

Principal Transactions Record: 9
i. Full name of dealer
CITIGROUP GLOBAL MARKETS ASIA LIMITED 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

YN1R0VWIBDPXRJR4IY48 

v. State, if applicable
 
vi. Foreign country, if applicable
HONG KONG  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2,059,613,735.74000190 

Principal Transactions Record: 10
i. Full name of dealer
VANGUARD MARKET LIQUIDITY FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

8,529,991,465.26000020 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

50,387,729,511.74002800 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

37,592,067,273.16250600 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit? Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
The Bank of Nova Scotia, Houston Branch 
Line Institutions Record: 2
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 3
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 4
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 5
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 6
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 7
Name of institution
Royal Bank of Canada 
Line Institutions Record: 8
Name of institution
Bank of America N.A. 
Line Institutions Record: 9
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 10
Name of institution
BNP Paribas 
Line Institutions Record: 11
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 12
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 13
Name of institution
The Toronto-Dominion Bank, New York Branch 
Line Institutions Record: 14
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 15
Name of institution
Citibank, N.A. 
Line Institutions Record: 16
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 17
Name of institution
The Northern Trust Company 
Line Institutions Record: 18
Name of institution
Societe Generale 
Line Institutions Record: 19
Name of institution
PNC Bank, National Association 
Line Institutions Record: 20
Name of institution
Barclays Bank plc 
Line Institutions Record: 21
Name of institution
JPMorgan Chase Bank, N.A. 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 2
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 5
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 6
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 7
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 8
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 10
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 11
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 13
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 14
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 15
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 16
Name of fund
Vanguard ESG U.S. Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 18
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 19
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 21
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 22
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 23
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 24
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 25
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 26
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 27
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 28
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 29
Name of fund
Vanguard U.S. Momentum Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 30
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 31
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 32
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 33
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 34
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 35
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 36
Name of fund
Vanguard Total Corporate Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 37
Name of fund
Vanguard Managed Allocation Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 38
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 39
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 40
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 41
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 42
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 43
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 44
Name of fund
Vanguard International Core Stock Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 45
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 46
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 47
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 48
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 49
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 50
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 51
Name of fund
Vanguard Cash Reserves Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 52
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 53
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 54
Name of fund
Vanguard U.S. Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 55
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 56
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 57
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 58
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 59
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 60
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 61
Name of fund
Vanguard U.S. Multifactor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 62
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 63
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 64
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 65
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 66
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 67
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 68
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 69
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 70
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 71
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 72
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 73
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 74
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard U.S. Liquidity Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 77
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 78
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 79
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 80
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 81
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 82
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 83
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 84
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 85
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 86
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 87
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 88
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 89
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 92
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 93
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 94
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 95
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 96
Name of fund
Vanguard Global Capital Cycles Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 97
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 98
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 99
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 100
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 101
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 102
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 103
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 104
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 105
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 106
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 107
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 108
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 109
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 110
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 111
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 112
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 113
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 114
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 115
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 116
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 117
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 118
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 119
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 120
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 121
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 122
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 123
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 124
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 125
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 126
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 127
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 128
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 130
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 131
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 132
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 133
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 134
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 135
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 136
Name of fund
Vanguard Global ESG Select Stock Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 137
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 138
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 139
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 140
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 141
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 142
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 143
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 144
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 145
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 146
Name of fund
Vanguard Global Credit Bond Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 147
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 148
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 149
Name of fund
Vanguard Total International Bond II Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 150
Name of fund
Vanguard U.S. Quality Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 151
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 154
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 155
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 156
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 157
Name of fund
Vanguard U.S. Value Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 158
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 159
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 160
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 161
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 162
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 163
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 164
Name of fund
Vanguard Total World Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 165
Name of fund
Vanguard ESG International Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 166
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 167
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 168
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 169
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 170
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 171
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 172
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 173
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 174
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 175
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 176
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 177
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 178
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 179
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 180
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 181
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 182
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 183
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 185
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 187
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 188
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 189
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 190
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 191
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 192
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 193
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 194
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 195
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 196
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 197
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 198
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 199
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 200
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 201
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 202
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 203
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 204
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 205
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 206
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 207
Name of fund
Vanguard Commodity Strategy Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 208
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 209
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 210
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
v. Did the Fund draw on the line of credit this period? Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button not checked No
Management Investment Record: 5

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD TOTAL BOND MARKET II INDEX FUND 

b. Series identication number, if any

S000025158 

c. LEI

E3F24BZCDA1UXGFMYX67 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

2 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Investor Shares 
ii. Class identification number, if any

C000075027 

iii. Ticker symbol, if any

VTBIX 

Shares Outstanding Record: 2
i. Full name of Class
Institutional Shares 
ii. Class identification number, if any

C000075028 

iii. Ticker symbol, if any

VTBNX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox not checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund? Radio button not checked Yes Radio button checked No
2. Exclusively for the fund? Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.33938000 
2. After Fund fees and expenses (i.e., net asset value):
-0.43600000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.92612594 
2. After Fund fees and expenses (i.e., net asset value):
1.92658705 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button not checked Yes Radio button checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button not checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. SEC file number ( e.g., 801- )

801-11953 

iii.CRD number
000105958 
iv. LEI, if any

5493002789CX3L0CJP65 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

084-00772 

iii. LEI, if any

5493002789CX3L0CJP65 

iv. State, if applicable
PENNSYLVANIA  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg Finance LP 
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Markit North America INC 
ii. LEI, if any, or provide and describe other identifying number

13-4153988 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Refinitiv US LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
JPMorgan Chase Bank 
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
OHIO  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
ICE Data Pricing and Refernce Data LLC 
ii. LEI, if any, or provide and describe other identifying number

13-36687789 

Description of other identifying number

TIN 

iii. State, if applicable
NEW JERSEY  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Markit Group Limited 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
ITG Analytics Inc 
ii. LEI, if any, or provide and describe other identifying number

41-2190282 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA 
ii. LEI, if any

7H6GLXDRUGQFU57RNE97 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
JPMORGAN CHASE BANK, N.A. 
ii. LEI, if any, or other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
THE VANGUARD GROUP, INC 
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button checked Yes Radio button not checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC 
ii. SEC file number

008-00129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

41,458.83000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

41,458.83000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

008-00129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

61,961,632,991.89915500 

Principal Transactions Record: 2
i. Full name of dealer
HSBC SECURITIES (USA) INC. 
ii. SEC file number

008-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

36,412,794,486.79003900 

Principal Transactions Record: 3
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

008-22947 

iii. CRD number
000007665 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

23,101,344,411.25021400 

Principal Transactions Record: 4
i. Full name of dealer
CITIGROUP GLOBAL MARKETS ASIA LIMITED 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

YN1R0VWIBDPXRJR4IY48 

v. State, if applicable
 
vi. Foreign country, if applicable
HONG KONG  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

38,968,315,758.05950200 

Principal Transactions Record: 5
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

008-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

59,495,112,747.15992000 

Principal Transactions Record: 6
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

008-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

35,111,998,919.12002600 

Principal Transactions Record: 7
i. Full name of dealer
VANGUARD MARKET LIQUIDITY FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

93,378,409,387.58000200 

Principal Transactions Record: 8
i. Full name of dealer
Credit Suisse AG 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

ANGGYXNX0JLX3X63JN86 

v. State, if applicable
 
vi. Foreign country, if applicable
SWITZERLAND  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

62,358,648,747.79981200 

Principal Transactions Record: 9
i. Full name of dealer
BARCLAYS CAPITAL INC. 
ii. SEC file number

008-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

23,419,034,816.99018900 

Principal Transactions Record: 10
i. Full name of dealer
MLV & CO. LLC 
ii. SEC file number

008-68331 

iii. CRD number
000150959 
iv. LEI, if any

N/A 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

32,803,483,451.23011000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

585,002,021,685.90906000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

198,667,409,394.07581000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit? Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 2
Name of institution
Barclays Bank plc 
Line Institutions Record: 3
Name of institution
Citibank, N.A. 
Line Institutions Record: 4
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 5
Name of institution
Societe Generale 
Line Institutions Record: 6
Name of institution
Bank of America N.A. 
Line Institutions Record: 7
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 8
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 9
Name of institution
The Northern Trust Company 
Line Institutions Record: 10
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 11
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 12
Name of institution
The Toronto-Dominion Bank, New York Branch 
Line Institutions Record: 13
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 14
Name of institution
The Bank of Nova Scotia, Houston Branch 
Line Institutions Record: 15
Name of institution
PNC Bank, National Association 
Line Institutions Record: 16
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 17
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 18
Name of institution
BNP Paribas 
Line Institutions Record: 19
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 20
Name of institution
Royal Bank of Canada 
Line Institutions Record: 21
Name of institution
The Bank of New York Mellon 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 2
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 3
Name of fund
Vanguard Total International Bond II Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 4
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 6
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 7
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 8
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 9
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 10
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 11
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 13
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 14
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 15
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 16
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 18
Name of fund
Vanguard ESG International Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 20
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 21
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 22
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 23
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 24
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 25
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 26
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 27
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 28
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 29
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 30
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 31
Name of fund
Vanguard Global ESG Select Stock Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 32
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 33
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 34
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 35
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 36
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 37
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 38
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 39
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 40
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 41
Name of fund
Vanguard U.S. Liquidity Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 42
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 43
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 44
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 45
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 46
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 47
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 48
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 49
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 50
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 51
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 52
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 53
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 54
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 55
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 56
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 57
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 58
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 59
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 60
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 61
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 62
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 63
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 64
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 65
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 66
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 67
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 68
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 69
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 70
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 71
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 74
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 77
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 78
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 79
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 80
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 81
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 82
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 83
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 84
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 85
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 86
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 87
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 89
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 90
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 91
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 92
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 93
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 94
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 95
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 96
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 97
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 99
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 100
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 101
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 102
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 103
Name of fund
Vanguard Global Credit Bond Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 104
Name of fund
Vanguard Cash Reserves Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 105
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 106
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 107
Name of fund
Vanguard Total Corporate Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 108
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 109
Name of fund
Vanguard Commodity Strategy Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 110
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 111
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 112
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 113
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 114
Name of fund
Vanguard ESG U.S. Stock ETF 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 115
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 116
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 117
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 118
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 119
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 120
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 121
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 123
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 124
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 126
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 127
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 128
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 130
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 132
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 134
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 135
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 136
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 137
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 138
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 139
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 140
Name of fund
Vanguard U.S. Value Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 141
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 142
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 143
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 144
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 145
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 146
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 147
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 148
Name of fund
Vanguard U.S. Multifactor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 149
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 150
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 151
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard Managed Allocation Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 154
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 155
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 158
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 159
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 160
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 161
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 162
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 163
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 164
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 165
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 166
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 167
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 168
Name of fund
Vanguard Global Capital Cycles Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 169
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 170
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 171
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 172
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 173
Name of fund
Vanguard U.S. Momentum Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 174
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 175
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 176
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 177
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 178
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 179
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 180
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 181
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 182
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 183
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 184
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 185
Name of fund
Vanguard U.S. Quality Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 186
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 187
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 188
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 189
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 190
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 191
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 192
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 193
Name of fund
Vanguard Total World Bond ETF 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 194
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 195
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 196
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 197
Name of fund
Vanguard U.S. Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 198
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 199
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 200
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 201
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 202
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 203
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 204
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 205
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 206
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 207
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 208
Name of fund
Vanguard International Core Stock Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 209
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 210
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
v. Did the Fund draw on the line of credit this period? Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button checked No
Management Investment Record: 6

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD TOTAL BOND MARKET INDEX FUND 

b. Series identication number, if any

S000002564 

c. LEI

CIJB0QNLPT2SSWMJ5W92 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

6 

b. How many new Classes of shares of the Fund were added during the reporting period?

0 

c. How many Classes of shares of the Fund were terminated during the reporting period?

0 

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
ETF Shares 
ii. Class identification number, if any

C000046844 

iii. Ticker symbol, if any

BND 

Shares Outstanding Record: 2
i. Full name of Class
Investor Shares 
ii. Class identification number, if any

C000007062 

iii. Ticker symbol, if any

VBMFX 

Shares Outstanding Record: 3
i. Full name of Class
Admiral Shares 
ii. Class identification number, if any

C000007063 

iii. Ticker symbol, if any

VBTLX 

Shares Outstanding Record: 4
i. Full name of Class
Institutional Plus Shares 
ii. Class identification number, if any

C000081425 

iii. Ticker symbol, if any

VBMPX 

Shares Outstanding Record: 5
i. Full name of Class
Institutional Select Shares 
ii. Class identification number, if any

C000170279 

iii. Ticker symbol, if any

VTBSX 

Shares Outstanding Record: 6
i. Full name of Class
Institutional Shares 
ii. Class identification number, if any

C000007064 

iii. Ticker symbol, if any

VBTIX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox checked  Index Fund 
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund? Radio button not checked Yes Radio button checked No
2. Exclusively for the fund? Radio button not checked Yes Radio button checked No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
0.02842999 
2. After Fund fees and expenses (i.e., net asset value):
-0.13312000 
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
2.02674256 
2. After Fund fees and expenses (i.e., net asset value):
2.02741867 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox not checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button not checked Yes Radio button checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button not checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox not checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button not checked Yes Radio button checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. SEC file number ( e.g., 801- )

801-11953 

iii.CRD number
000105958 
iv. LEI, if any

5493002789CX3L0CJP65 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

084-00772 

iii. LEI, if any

5493002789CX3L0CJP65 

iv. State, if applicable
PENNSYLVANIA  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Pricing and Refernce Data LLC 
ii. LEI, if any, or provide and describe other identifying number

13-36687789 

Description of other identifying number

TIN 

iii. State, if applicable
NEW JERSEY  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Markit Group Limited 
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726 

Description of other identifying number

 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
ITG Analytics Inc 
ii. LEI, if any, or provide and describe other identifying number

41-2190282 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
JPMorgan Chase Bank 
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97 

Description of other identifying number

 

iii. State, if applicable
OHIO  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Bloomberg Finance LP 
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12 

Description of other identifying number

 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
Markit North America INC 
ii. LEI, if any, or provide and describe other identifying number

13-4153988 

Description of other identifying number

TIN 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA 
ii. LEI, if any

7H6GLXDRUGQFU57RNE97 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
The Vanguard Group, Inc. 
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65 

Description of other identifying number

 

iii. State, if applicable
PENNSYLVANIA  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
VANGUARD MARKET LIQUIDITY FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78 

v. State, if applicable
PENNSYLVANIA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

86,801,093,103.52998400 

Principal Transactions Record: 2
i. Full name of dealer
Nomura Securities International, Inc. 
ii. SEC file number

008-15255 

iii. CRD number
000004297 
iv. LEI, if any

OXTKY6Q8X53C9ILVV871 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

20,138,038,210.23013700 

Principal Transactions Record: 3
i. Full name of dealer
CITIGROUP GLOBAL MARKETS ASIA LIMITED 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

YN1R0VWIBDPXRJR4IY48 

v. State, if applicable
 
vi. Foreign country, if applicable
HONG KONG  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

51,960,883,404.37003300 

Principal Transactions Record: 4
i. Full name of dealer
Morgan Stanley & Co. LLC 
ii. SEC file number

008-15869 

iii. CRD number
000008209 
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

67,489,857,865.52976200 

Principal Transactions Record: 5
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

008-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

34,888,110,365.51998900 

Principal Transactions Record: 6
i. Full name of dealer
BARCLAYS CAPITAL INC. 
ii. SEC file number

008-41342 

iii. CRD number
000019714 
iv. LEI, if any

AC28XWWI3WIBK2824319 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

28,260,740,992.16017900 

Principal Transactions Record: 7
i. Full name of dealer
Wells Fargo Securities, LLC 
ii. SEC file number

008-22947 

iii. CRD number
000007665 
iv. LEI, if any

VYVVCKR63DVZZN70PB21 

v. State, if applicable
NORTH CAROLINA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

26,707,590,834.80020900 

Principal Transactions Record: 8
i. Full name of dealer
MLV & CO. LLC 
ii. SEC file number

008-68331 

iii. CRD number
000150959 
iv. LEI, if any

N/A 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

46,955,772,044.58968400 

Principal Transactions Record: 9
i. Full name of dealer
Credit Suisse AG 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

ANGGYXNX0JLX3X63JN86 

v. State, if applicable
 
vi. Foreign country, if applicable
SWITZERLAND  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

41,142,675,953.27044700 

Principal Transactions Record: 10
i. Full name of dealer
Goldman Sachs & Co. LLC 
ii. SEC file number

008-00129 

iii. CRD number
000000361 
iv. LEI, if any

FOR8UP27PHTHYVLBNG30 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

65,839,700,838.24926800 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

571,910,072,681.10962000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

279,422,196,681.65668000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit? Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
BNP Paribas 
Line Institutions Record: 2
Name of institution
The Northern Trust Company 
Line Institutions Record: 3
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 4
Name of institution
Barclays Bank plc 
Line Institutions Record: 5
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 6
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 7
Name of institution
The Bank of Nova Scotia, Houston Branch 
Line Institutions Record: 8
Name of institution
Citibank, N.A. 
Line Institutions Record: 9
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 10
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 11
Name of institution
Societe Generale 
Line Institutions Record: 12
Name of institution
PNC Bank, National Association 
Line Institutions Record: 13
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 14
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 15
Name of institution
Bank of America N.A. 
Line Institutions Record: 16
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 17
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 18
Name of institution
Royal Bank of Canada 
Line Institutions Record: 19
Name of institution
JPMorgan Chase Bank, N.A. 
Line Institutions Record: 20
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 21
Name of institution
The Toronto-Dominion Bank, New York Branch 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 2
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 3
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 4
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 5
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 6
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 7
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 9
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 10
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 11
Name of fund
Vanguard Global ESG Select Stock Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 12
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 13
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 14
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 15
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 17
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 18
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 19
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 21
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 22
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 23
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 24
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 25
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 26
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 27
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 28
Name of fund
Vanguard Global Capital Cycles Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 29
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 30
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 31
Name of fund
Vanguard U.S. Multifactor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 32
Name of fund
Vanguard U.S. Value Factor ETF 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 34
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 35
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 36
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 37
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 38
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 39
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 40
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 41
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 42
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 43
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 44
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 45
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 46
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 47
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 48
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 49