0001752724-24-194900.txt : 20240827 0001752724-24-194900.hdr.sgml : 20240827 20240827150544 ACCESSION NUMBER: 0001752724-24-194900 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240630 FILED AS OF DATE: 20240827 DATE AS OF CHANGE: 20240827 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD CHESTER FUNDS CENTRAL INDEX KEY: 0000752177 ORGANIZATION NAME: IRS NUMBER: 232311358 FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04098 FILM NUMBER: 241248114 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 S000012761 Vanguard Target Retirement 2040 Fund C000034440 Investor Shares VFORX NPORT-P 1 primary_doc.xml NPORT-P false 0000752177 XXXXXXXX S000012761 C000034440 VANGUARD CHESTER FUNDS 811-04098 0000752177 54930034NOOD3YDKBZ64 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD TARGET RETIREMENT 2040 FUND S000012761 SR4MBA5TKXX2H6WDUH78 2024-09-30 2024-06-30 N 87200141572.57 0.00 87200141572.57 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 5513729.81000000 N Vanguard Total Bond Market II Index Fund E3F24BZCDA1UXGFMYX67 VANG-TB II-INV 92203C105 1466255572.60900000 NS USD 13724152159.62000000 15.73868105271 Long EC CORP US N 1 N N N N/A N/A S&P500 EMINI FUT Sep24 N/A 1373.00000000 NC USD 1250077.16000000 0.001433572397 N/A DE N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 Long S&P 500 Index SPX 2024-09-20 377800897.84000000 USD 1250077.16000000 N N N Vanguard Total International Stock Index Fund BF5U5YXM0ZHVXS3F8G71 VANG-TO INT-INV 921909602 1332308173.35300000 NS USD 25766840072.65000000 29.54908054960 Long EC CORP US N 1 N N N Vanguard Total International Bond II Index Fund 549300ROYBGCYUJI4283 VANG-TTL INT-INS 92211J308 228613643.82000000 NS USD 5975960649.45000000 6.853154756035 Long EC CORP US N 1 N N N Vanguard Total Stock Market Index Fund HJ2RZRUQEVF2A5SPRB21 VANG-T ST M-INS+ 922908355 166730694.39300000 NS USD 40738977867.99000000 46.71893546650 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 Vanguard Market Liquidity Fund N/A 7689151.19400000 NS USD 768838227.89000000 0.881693784006 Long STIV CORP US N 1 N N N N/A N/A US 10YR NOTE (CBT)Sep24 N/A 3763.00000000 NC USD 2971011.13000000 0.003407117323 N/A DIR N/A N 1 MORGAN STANLEY & CO LLC 9R7GPTSO7KV3UQJZQ078 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Long N/A CBOT 10 Year US Treasury Note 2024-09-19 410900192.00000000 USD 2971011.13000000 N N N 2024-08-27 VANGUARD CHESTER FUNDS Ashley Grim Ashley Grim Treasurer XXXX NPORT-EX 2 vg_targetretirement2040.htm
Vanguard® Target Retirement 2040 Fund
Schedule of Investments (unaudited)
As of June 30, 2024
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 (46.9%)
  Vanguard Total Stock Market Index Fund Institutional Plus Shares 167,323,948 40,885,607
International Stock Fund (29.5%)
  Vanguard Total International Stock Index Fund Investor Shares 1,332,308,174 25,766,840
U.S. Bond Fund (15.8%)
1 Vanguard Total Bond Market II Index Fund Investor Shares 1,474,242,494 13,798,909
International Bond Fund (6.9%)
1 Vanguard Total International Bond II Index Fund Institutional Shares 229,054,429 5,987,483
Total Investment Companies (Cost $61,257,840) 86,438,839
Temporary Cash Investments (0.9%)
Money Market Fund (0.9%)
1 Vanguard Market Liquidity Fund, 5.380% (Cost $777,575) 7,777,886 777,711
Total Investments (100.0%) (Cost $62,035,415)   87,216,550
Other Assets and Liabilities—Net (0.0%)   37,741
Net Assets (100%)   87,254,291
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 2024 3,763 413,871 2,971
E-mini S&P 500 Index September 2024 1,373 379,051 1,250
        4,221
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, 2024, 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, 2023
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, 2024
Market Value
($000)
Vanguard Market Liquidity Fund 742,525 NA1 NA1 16 (5) 28,095 4 777,711
Vanguard Total Bond Market II Index Fund 11,174,009 2,389,968 120,553 3,501 351,984 330,618 — 13,798,909
Vanguard Total International Bond II Index Fund 4,726,925 1,240,162 51,516 1,040 70,872 213,672 — 5,987,483
Vanguard Total International Stock Index Fund 21,635,460 1,539,562 230,648 61,186 2,761,280 630,269 — 25,766,840
Vanguard Total Stock Market Index Fund 33,874,355 441,814 2,026,117 408,931 8,186,624 441,814 — 40,885,607
Total 72,153,274 5,611,506 2,428,834 474,674 11,370,755 1,644,468 4 87,216,550
1 Not applicable—purchases and sales are for temporary cash investment purposes.