0001752724-21-191978.txt : 20210830 0001752724-21-191978.hdr.sgml : 20210830 20210830133718 ACCESSION NUMBER: 0001752724-21-191978 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210830 PERIOD START: 20210930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD CHESTER FUNDS CENTRAL INDEX KEY: 0000752177 IRS NUMBER: 232311358 FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04098 FILM NUMBER: 211222457 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: P.O. BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD PRIMECAP FUND/ DATE OF NAME CHANGE: 20011121 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD/PRIMECAP FUND INC DATE OF NAME CHANGE: 19940608 FORMER COMPANY: FORMER CONFORMED NAME: PRIMECAP FUND INC DATE OF NAME CHANGE: 19920703 0000752177 S000012760 Vanguard Target Retirement 2030 Fund C000034439 Investor Shares VTHRX NPORT-P 1 primary_doc.xml NPORT-P false 0000752177 XXXXXXXX S000012760 C000034439 VANGUARD CHESTER FUNDS 811-04098 0000752177 54930034NOOD3YDKBZ64 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD TARGET RETIREMENT 2030 FUND S000012760 WAMQ6MKVLP4GX1OJS418 2021-09-30 2021-06-30 N 40968894474.44 0.00 40968894474.44 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 28968058.44000000 N Vanguard Total Bond Market II Index Fund E3F24BZCDA1UXGFMYX67 VANG-TB II-INV 92203C105 853613538.27700000 NS USD 9526327087.17000000 23.25258518536 Long EC CORP US N 1 N N N Vanguard Total International Bond II Index Fund 549300ROYBGCYUJI4283 VANG-TTL INT-INV 92211J100 12006473.00700000 NS USD 120304859.53000000 0.293649269948 Long EC CORP US N 1 N N N Vanguard Total International Stock Index Fund BF5U5YXM0ZHVXS3F8G71 VANG-TO INT-INV 921909602 510247607.96500000 NS USD 10750917099.82000000 26.24165781804 Long EC CORP US N 1 N N N Vanguard Total International Bond Index Fund 549300BXRBFWS9SORH32 VANG-TTL I/B-VAN 92203J100 356137406.91600000 NS USD 4063527812.91000000 9.918568379835 Long EC CORP US N 1 N N N N/A N/A S&P500 EMINI FUT Sep21 N/A 803.00000000 NC USD 2085917.21000000 0.005091465700 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long S&P 500 Index SPX 2021-09-17 170101372.79000000 USD 2085917.21000000 N N N Vanguard Total Stock Market Index Fund HJ2RZRUQEVF2A5SPRB21 VANG-T ST M-INV 922908306 148190958.30200000 NS USD 16072791337.43000000 39.23169405378 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 Vanguard Market Liquidity Fund N/A 3792966.05800000 NS USD 379296605.80000000 0.925816062809 Long STIV CORP US N 1 N N N N/A N/A US 10YR NOTE (CBT)Sep21 N/A 1783.00000000 NC USD 841190.49000000 0.002053241857 N/A DIR N/A N 1 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long N/A US 10YR NOTE (CBT)Sep21 2021-09-21 235406309.51000000 USD 841190.49000000 N N N 2021-08-27 VANGUARD CHESTER FUNDS Christine M. Buchanan Christine M. Buchanan Treasurer XXXX NPORT-EX 2 vgtrf2030.htm
Vanguard® Target Retirement 2030 Fund
Schedule of Investments (unaudited)
As of June 30, 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 (99.1%)
U.S. Stock Fund (39.2%)
  Vanguard Total Stock Market Index Fund Investor Shares 147,691,742 16,018,646
International Stock Fund (26.3%)
  Vanguard Total International Stock Index Fund Investor Shares 510,247,608 10,750,917
U.S. Bond Fund (23.4%)
1 Vanguard Total Bond Market II Index Fund Investor Shares 854,177,864  9,532,625
International Bond Funds (10.2%)
  Vanguard Total International Bond Index Fund Investor Shares 355,478,150  4,056,006
1 Vanguard Total International Bond II Index Fund Investor Shares  12,009,109    120,331
            4,176,337
Total Investment Companies (Cost $24,732,438) 40,478,525
Temporary Cash Investments (1.0%)
Money Market Fund (1.0%)
1 Vanguard Market Liquidity Fund, 0.056% (Cost $408,269) 4,082,836 408,284
Total Investments (100.1%) (Cost $25,140,707)   40,886,809
Other Assets and Liabilities—Net (-0.1%)   (34,876)
Net Assets (100%)   40,851,933
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 1,783 236,248 841
E-mini S&P 500 Index September 2021 803 172,187 2,086
        2,927
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 June 30, 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  
  Sep. 30, 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) 		Jun. 30, 2021
Market Value
($000)
Vanguard Market Liquidity Fund 484,989 NA1 NA1 — — 303 — 408,284
Vanguard Total Bond Market II Index Fund 9,457,767 1,439,582 1,011,241 (36,955) (316,528) 135,608 93,834 9,532,625
Vanguard Total International Bond Index Fund 4,107,268 452,962 416,223 (9,884) (78,117) 27,340 6,543 4,056,006
Vanguard Total International Bond II Index Fund — 120,091 — — 240 91 — 120,331
Vanguard Total International Stock Index Fund 11,241,749 228,334 3,476,979 567,923 2,189,890 228,334 — 10,750,917
Vanguard Total Stock Market Index Fund 16,880,095 238,370 5,843,023 3,569,639 1,173,565 166,039 — 16,018,646
Total 42,171,868 2,479,339 10,747,466 4,090,723 2,969,050 557,715 100,377 40,886,809
1 Not applicable—purchases and sales are for temporary cash investment purposes.