X0201 N-CEN/A 0001752724-18-001927 LIVE 0001273878 XXXXXXXX 811-21478 true false false N-1A true VANGUARD CMT FUNDS 811-21478 0001273878 549300RWH3WKT24ASW12 100 VANGUARD BOULEVARD MALVERN 19355 US-PA US 6106691000 State Street Bank and Trust One Lincoln Street Boston 20111 617-662-3839 The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder. Bank of New York Mellon 240 Greenwich Street New York 10286 212-495-1784 The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder. Y N N-1A 2 Y F. William McNabb III 001567399 Y Scott C. Malpass N/A N Deanna Mulligan N/A N F. Joseph Loughrey N/A N JoAnn Heffernan Heisen N/A N Emerson U. Fullwood N/A N Mark Loughridge N/A N Sarah Bloom Raskin N/A N Mortimer J. Buckley 002167630 Y Andre F. Perold N/A N Amy Gutmann N/A N Peter F. Volanakis N/A N BRIAN DVORAK 002651639 100 VANGUARD BOULEVARD MALVERN 19355 XXXXXX N N N N N N VANGUARD MARKETING CORP. 8-21570 000007452 N/A Y N PRICEWATERHOUSECOOPERS LLP 238 5493002GVO7EO8RNNS37 N N N N N N N VANGUARD MARKET LIQUIDITY FUND S000002575 1I6HV0TLSTR3A4XQ6L78 Y 1 0 0 Money Market Fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit North America INC 13-4153988 TIN N Thomson Reuters Markets LLC 20-4530702 TIN N ITG Analytics Inc 41-2190282 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N N The Bank of New York Mellon N/A GB N N Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear Bank, Brussels 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) DEUTSCHE BANK AG (LDN) 7LTWFZYICNSX8D621K86 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 National Australia Bank Limited N/A N/A F8SB4JFBSYQFRQEH3Z21 AU 41917871624.47 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 80278962953.420 Credit Agricole Securities (USA) Inc. 008-13753 000000190 549300WO2DKF0Q3YMV43 227658561008.14 Natixis Securities Americas LLC 008-00719 000001101 549300L8G1E7ZHVEOG75 44447889299.47 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 61792955965.39 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 181493180131.48 ICAP CORPORATES LLC 008-12726 000002762 78E0W5ARMBFSS8K1Y274 114388159057.07 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 34547613284.03 FEDERAL RESERVE BANK OF NEW YORK N/A N/A 254900Y8NKGV541U8Q32 234208000000.00000000 Cooperatieve Rabobank U.A. N/A N/A DG3RU1DBUFHT4ZF9WN62 124045570500.79 1510831637977.02980000 N 0.00000000 59227986014.11431900 Committed 3100000000.00000000 N N N N VANGUARD MUNICIPAL CASH MANAGEMENT FUND S000002576 VVKMFR2VC8EHEF9DKR84 Y 1 0 0 Money Market Fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Thomson Reuters Markets LLC 20-4530702 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit Group Limited 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company, Boston 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 386695000.00000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 344575337.60000002 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 285715436.00000000 VANGUARD MUNICIPAL MONEY MARKET FUND N/A N/A RM0KS5LPMRVBRUN1Q110 692605000.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1122294485.45000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1553293994.45000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 423983748.00000000 US Bank National Association N/A N/A 6BYL5QZYBDK8S7L73M02 751630000.00000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 300360720.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 699079600.00000000 7447697528.84999940 N 0.00000000 2153000566.01000000 Committed 3100000000.00000000 N N N N false false true false false false