0001752724-21-214179.txt : 20210929 0001752724-21-214179.hdr.sgml : 20210929 20210929143230 ACCESSION NUMBER: 0001752724-21-214179 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210731 FILED AS OF DATE: 20210929 PERIOD START: 20211031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD STAR FUNDS CENTRAL INDEX KEY: 0000736054 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-03919 FILM NUMBER: 211291085 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD STAR FUND DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD SPECIAL TAX ADVANTAGED RETIREMENT FUND DATE OF NAME CHANGE: 19850318 0000736054 S000002929 Vanguard LifeStrategy Income Fund C000008017 Investor Shares VASIX NPORT-P 1 primary_doc.xml NPORT-P false 0000736054 XXXXXXXX S000002929 C000008017 VANGUARD STAR FUNDS 811-03919 0000736054 5493005RYBM6XD8JKF03 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD LIFESTRATEGY INCOME FUND S000002929 27CMT8DW6FBMOBEGYV44 2021-10-31 2021-07-31 N 6072146031.66 0.00 6072146031.66 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1653492.43000000 N Vanguard Total Bond Market II Index Fund E3F24BZCDA1UXGFMYX67 VANG-TB II-INV 92203C105 298611250.51300000 NS USD 3368334905.79000000 55.47190216156 Long EC CORP US N 1 N N N Vanguard Total International Bond II Index Fund 549300ROYBGCYUJI4283 VANG-TTL INT-INV 92211J100 1614646.19300000 NS USD 16420951.78000000 0.270430778416 Long EC CORP US N 1 N N N Vanguard Total International Stock Index Fund BF5U5YXM0ZHVXS3F8G71 VANG-TO INT-INV 921909602 23222460.63500000 NS USD 483027181.21000000 7.954801789869 Long EC CORP US N 1 N N N Vanguard Total International Bond Index Fund 549300BXRBFWS9SORH32 VANG-TTL I/B-VAN 92203J100 124183050.02700000 NS USD 1436797888.81000000 23.66211025424 Long EC CORP US N 1 N N N N/A N/A S&P500 EMINI FUT Sep21 N/A 77.00000000 NC USD 588484.46000000 0.009691539975 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long S&P 500 Index SPX 2021-09-17 16311090.54000000 USD 588484.46000000 N N N Vanguard Total Stock Market Index Fund HJ2RZRUQEVF2A5SPRB21 VANG-T ST M-INV 922908306 6447987.08900000 NS USD 711277455.79000000 11.71377387963 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 Vanguard Market Liquidity Fund N/A 481080.38100000 NS USD 48108038.10000000 0.792274063389 Long STIV CORP US N 1 N N N N/A N/A US 10YR NOTE (CBT)Sep21 N/A 243.00000000 NC USD 557707.82000000 0.009184690504 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long N/A CBOT 10 Year US Treasury Note 2021-09-21 32114401.56000000 USD 557707.82000000 N N N 2021-09-27 VANGUARD STAR FUNDS Christine M. Buchanan Christine M. Buchanan Treasurer XXXX NPORT-EX 2 vglifestratincomefd.htm
Vanguard® LifeStrategy Income Fund
Schedule of Investments (unaudited)
As of July 31, 2021
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
          Shares Market
Value
($000)
Investment Companies (99.2%)
U.S. Stock Fund (11.7%)
  Vanguard Total Stock Market Index Fund Investor Shares   6,465,928   713,256
International Stock Fund (8.0%)
  Vanguard Total International Stock Index Fund Investor Shares  23,343,363   485,542
U.S. Bond Fund (55.5%)
1 Vanguard Total Bond Market II Index Fund Investor Shares 300,014,243 3,384,161
International Bond Funds (24.0%)
  Vanguard Total International Bond Index Fund Investor Shares 124,262,475 1,437,717
1 Vanguard Total International Bond II Index Fund Investor Shares   2,201,856    22,393
            1,460,110
Total Investment Companies (Cost $5,102,237) 6,043,069
Temporary Cash Investments (0.8%)
Money Market Fund (0.8%)
1 Vanguard Market Liquidity Fund, 0.064% (Cost $49,706) 497,063 49,706
Total Investments (100.0%) (Cost $5,151,943)   6,092,775
Other Assets and Liabilities—Net (0.0%)   904
Net Assets (100%)   6,093,679
Cost is in $000.
1 Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown for Vanguard Market Liquidity Fund is the 7-day yield.
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
      ($000)
  Expiration Number of
Long (Short)
Contracts 		Notional
Amount 		Value and
Unrealized
Appreciation
(Depreciation)
Long Futures Contracts
10-Year U.S. Treasury Note September 2021 243 32,672 558
E-mini S&P 500 Index September 2021 77 16,900 588
        1,146
A. Security Valuation: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date.
B. Futures Contracts: The fund uses stock and bond futures contracts to a limited extent, with the objectives of maintaining full exposure to the market and maintaining its target asset allocation. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of investments held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C.  Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
At July 31, 2021, 100% of the market value of the fund's investments and derivatives was determined based on Level 1 inputs.
D.  Transactions during the period in affiliated underlying Vanguard funds were as follows:
    Current Period Transactions  
  Oct. 31, 2020
Market Value
($000) 		Purchases
at Cost
($000) 		Proceeds
from
Securities
Sold
($000) 		Realized
Net Gain
(Loss)
($000) 		Change in
Unrealized
App. (Dep.)
($000) 		Income
($000) 		Capital Gain
Distributions
Received
($000) 		Jul. 31, 2021
Market Value
($000)
Vanguard Market Liquidity Fund 79,702 NA1 NA1 — — 35 — 49,706
Vanguard Total Bond Market II Index Fund 3,138,698 347,470 50,859 (1,034) (50,114) 43,910 29,966 3,384,161
Vanguard Total International Bond Index Fund 1,329,022 119,797 — — (11,102) 8,817 2,093 1,437,717
Vanguard Total International Bond II Index Fund — 22,191 — — 202 8 — 22,393
Vanguard Total International Stock Index Fund 434,079 30,522 93,342 16,750 97,533 9,419 — 485,542
Vanguard Total Stock Market Index Fund 617,040 54,894 171,669 57,991 155,000 6,739 — 713,256
Total 5,598,541 574,874 315,870 73,707 191,519 68,928 32,059 6,092,775
1 Not applicable—purchases and sales are for temporary cash investment purposes.