X0201

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:
2018-12-31 
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 VARIABLE INSURANCE FUNDS 
b. Investment Company Act file number ( e.g., 811-)
811-05962 
c. CIK
0000857490 
d. LEI
549300N9FZ0B1IR95761 

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)
Bank of New York Mellon 
b. Street 1
240 Greenwich Street 
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
10286 
g. Telephone number (including country code if foreign)
212-495-1784 
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. 
Location books Record: 2
a. Name of person (e.g., a custodian of records)
State Street Bank and Trust 
b. Street 1
One Lincoln Street 
Street 2
 
c. City
Boston 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
20111 
g. Telephone number (including country code if foreign)
617-662-3839 
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. 
Location books Record: 3
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 checked Yes Radio button not 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
19 

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
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:
811-07043 
File Number Record: 2
File Number Record:
811-02368 
File Number Record: 3
File Number Record:
811-04098 
File Number Record: 4
File Number Record:
811-04681 
File Number Record: 5
File Number Record:
811-05445 
File Number Record: 6
File Number Record:
811-04474 
File Number Record: 7
File Number Record:
811-21478 
File Number Record: 8
File Number Record:
811-01530 
File Number Record: 9
File Number Record:
811-04627 
File Number Record: 10
File Number Record:
811-22619 
File Number Record: 11
File Number Record:
811-02687 
File Number Record: 12
File Number Record:
811-02652 
File Number Record: 13
File Number Record:
811-09005 
File Number Record: 14
File Number Record:
811-05628 
File Number Record: 15
File Number Record:
811-01685 
File Number Record: 16
File Number Record:
811-02554 
File Number Record: 17
File Number Record:
811-07239 
File Number Record: 18
File Number Record:
811-22114 
File Number Record: 19
File Number Record:
811-06093 
File Number Record: 20
File Number Record:
811-05972 
File Number Record: 21
File Number Record:
811-07175 
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:
811-03916 
File Number Record: 25
File Number Record:
811-04526 
File Number Record: 26
File Number Record:
811-04571 
File Number Record: 27
File Number Record:
811-02968-99 
File Number Record: 28
File Number Record:
811-07803 
File Number Record: 29
File Number Record:
811-03919 
File Number Record: 30
File Number Record:
811-04570 
File Number Record: 31
File Number Record:
811-07443 
File Number Record: 32
File Number Record:
811-01027 
File Number Record: 33
File Number Record:
811-00121 
File Number Record: 34
File Number Record:
811-58431 
File Number Record: 35
File Number Record:
811-00834 
File Number Record: 36
File Number Record:
811-01766 
Director Record: 2
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:
811-04627 
File Number Record: 2
File Number Record:
811-02368 
File Number Record: 3
File Number Record:
811-05445 
File Number Record: 4
File Number Record:
811-21478 
File Number Record: 5
File Number Record:
811-04681 
File Number Record: 6
File Number Record:
811-07043 
File Number Record: 7
File Number Record:
811-01530 
File Number Record: 8
File Number Record:
811-04474 
File Number Record: 9
File Number Record:
811-04098 
File Number Record: 10
File Number Record:
811-22619 
File Number Record: 11
File Number Record:
811-02652 
File Number Record: 12
File Number Record:
811-07239 
File Number Record: 13
File Number Record:
811-05972 
File Number Record: 14
File Number Record:
811-06093 
File Number Record: 15
File Number Record:
811-22114 
File Number Record: 16
File Number Record:
811-09005 
File Number Record: 17
File Number Record:
811-05628 
File Number Record: 18
File Number Record:
811-02554 
File Number Record: 19
File Number Record:
811-02687 
File Number Record: 20
File Number Record:
811-01685 
File Number Record: 21
File Number Record:
811-07175 
File Number Record: 22
File Number Record:
811-04526 
File Number Record: 23
File Number Record:
811-03916 
File Number Record: 24
File Number Record:
811-04570 
File Number Record: 25
File Number Record:
811-03919 
File Number Record: 26
File Number Record:
811-02968-99 
File Number Record: 27
File Number Record:
811-06083 
File Number Record: 28
File Number Record:
811-05340 
File Number Record: 29
File Number Record:
811-04571 
File Number Record: 30
File Number Record:
811-07803 
File Number Record: 31
File Number Record:
811-01766 
File Number Record: 32
File Number Record:
811-01027 
File Number Record: 33
File Number Record:
811-00121 
File Number Record: 34
File Number Record:
811-00834 
File Number Record: 35
File Number Record:
811-07443 
File Number Record: 36
File Number Record:
811-58431 
Director Record: 3
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:
811-04681 
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:
811-01530 
File Number Record: 5
File Number Record:
811-07043 
File Number Record: 6
File Number Record:
811-22619 
File Number Record: 7
File Number Record:
811-04627 
File Number Record: 8
File Number Record:
811-04098 
File Number Record: 9
File Number Record:
811-21478 
File Number Record: 10
File Number Record:
811-02368 
File Number Record: 11
File Number Record:
811-02652 
File Number Record: 12
File Number Record:
811-22114 
File Number Record: 13
File Number Record:
811-02687 
File Number Record: 14
File Number Record:
811-05972 
File Number Record: 15
File Number Record:
811-05628 
File Number Record: 16
File Number Record:
811-02554 
File Number Record: 17
File Number Record:
811-07239 
File Number Record: 18
File Number Record:
811-09005 
File Number Record: 19
File Number Record:
811-01685 
File Number Record: 20
File Number Record:
811-06093 
File Number Record: 21
File Number Record:
811-02968-99 
File Number Record: 22
File Number Record:
811-03916 
File Number Record: 23
File Number Record:
811-07803 
File Number Record: 24
File Number Record:
811-04571 
File Number Record: 25
File Number Record:
811-03919 
File Number Record: 26
File Number Record:
811-07175 
File Number Record: 27
File Number Record:
811-06083 
File Number Record: 28
File Number Record:
811-04570 
File Number Record: 29
File Number Record:
811-04526 
File Number Record: 30
File Number Record:
811-05340 
File Number Record: 31
File Number Record:
811-58431 
File Number Record: 32
File Number Record:
811-00834 
File Number Record: 33
File Number Record:
811-01766 
File Number Record: 34
File Number Record:
811-07443 
File Number Record: 35
File Number Record:
811-01027 
File Number Record: 36
File Number Record:
811-00121 
Director Record: 4
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:
811-07043 
File Number Record: 2
File Number Record:
811-01530 
File Number Record: 3
File Number Record:
811-05445 
File Number Record: 4
File Number Record:
811-02368 
File Number Record: 5
File Number Record:
811-21478 
File Number Record: 6
File Number Record:
811-04098 
File Number Record: 7
File Number Record:
811-22619 
File Number Record: 8
File Number Record:
811-04474 
File Number Record: 9
File Number Record:
811-04681 
File Number Record: 10
File Number Record:
811-04627 
File Number Record: 11
File Number Record:
811-02687 
File Number Record: 12
File Number Record:
811-01685 
File Number Record: 13
File Number Record:
811-02652 
File Number Record: 14
File Number Record:
811-05628 
File Number Record: 15
File Number Record:
811-09005 
File Number Record: 16
File Number Record:
811-06093 
File Number Record: 17
File Number Record:
811-05972 
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:
811-22114 
File Number Record: 21
File Number Record:
811-02968-99 
File Number Record: 22
File Number Record:
811-03919 
File Number Record: 23
File Number Record:
811-04570 
File Number Record: 24
File Number Record:
811-06083 
File Number Record: 25
File Number Record:
811-07175 
File Number Record: 26
File Number Record:
811-04526 
File Number Record: 27
File Number Record:
811-03916 
File Number Record: 28
File Number Record:
811-07803 
File Number Record: 29
File Number Record:
811-04571 
File Number Record: 30
File Number Record:
811-05340 
File Number Record: 31
File Number Record:
811-00121 
File Number Record: 32
File Number Record:
811-58431 
File Number Record: 33
File Number Record:
811-00834 
File Number Record: 34
File Number Record:
811-01766 
File Number Record: 35
File Number Record:
811-07443 
File Number Record: 36
File Number Record:
811-01027 
Director Record: 5
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:
811-04098 
File Number Record: 2
File Number Record:
811-04681 
File Number Record: 3
File Number Record:
811-07043 
File Number Record: 4
File Number Record:
811-05445 
File Number Record: 5
File Number Record:
811-04474 
File Number Record: 6
File Number Record:
811-01530 
File Number Record: 7
File Number Record:
811-04627 
File Number Record: 8
File Number Record:
811-02368 
File Number Record: 9
File Number Record:
811-21478 
File Number Record: 10
File Number Record:
811-22619 
File Number Record: 11
File Number Record:
811-09005 
File Number Record: 12
File Number Record:
811-07239 
File Number Record: 13
File Number Record:
811-05628 
File Number Record: 14
File Number Record:
811-02554 
File Number Record: 15
File Number Record:
811-02687 
File Number Record: 16
File Number Record:
811-06093 
File Number Record: 17
File Number Record:
811-05972 
File Number Record: 18
File Number Record:
811-22114 
File Number Record: 19
File Number Record:
811-02652 
File Number Record: 20
File Number Record:
811-01685 
File Number Record: 21
File Number Record:
811-04571 
File Number Record: 22
File Number Record:
811-04570 
File Number Record: 23
File Number Record:
811-07803 
File Number Record: 24
File Number Record:
811-03916 
File Number Record: 25
File Number Record:
811-05340 
File Number Record: 26
File Number Record:
811-07175 
File Number Record: 27
File Number Record:
811-03919 
File Number Record: 28
File Number Record:
811-04526 
File Number Record: 29
File Number Record:
811-06083 
File Number Record: 30
File Number Record:
811-02968-99 
File Number Record: 31
File Number Record:
811-01766 
File Number Record: 32
File Number Record:
811-07443 
File Number Record: 33
File Number Record:
811-00834 
File Number Record: 34
File Number Record:
811-00121 
File Number Record: 35
File Number Record:
811-58431 
File Number Record: 36
File Number Record:
811-01027 
Director Record: 6
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:
811-04681 
File Number Record: 2
File Number Record:
811-22619 
File Number Record: 3
File Number Record:
811-04627 
File Number Record: 4
File Number Record:
811-07043 
File Number Record: 5
File Number Record:
811-05445 
File Number Record: 6
File Number Record:
811-02368 
File Number Record: 7
File Number Record:
811-04474 
File Number Record: 8
File Number Record:
811-01530 
File Number Record: 9
File Number Record:
811-21478 
File Number Record: 10
File Number Record:
811-04098 
File Number Record: 11
File Number Record:
811-02554 
File Number Record: 12
File Number Record:
811-05972 
File Number Record: 13
File Number Record:
811-07239 
File Number Record: 14
File Number Record:
811-01685 
File Number Record: 15
File Number Record:
811-05628 
File Number Record: 16
File Number Record:
811-06093 
File Number Record: 17
File Number Record:
811-09005 
File Number Record: 18
File Number Record:
811-02687 
File Number Record: 19
File Number Record:
811-22114 
File Number Record: 20
File Number Record:
811-02652 
File Number Record: 21
File Number Record:
811-07803 
File Number Record: 22
File Number Record:
811-02968-99 
File Number Record: 23
File Number Record:
811-04571 
File Number Record: 24
File Number Record:
811-03916 
File Number Record: 25
File Number Record:
811-04570 
File Number Record: 26
File Number Record:
811-06083 
File Number Record: 27
File Number Record:
811-05340 
File Number Record: 28
File Number Record:
811-04526 
File Number Record: 29
File Number Record:
811-03919 
File Number Record: 30
File Number Record:
811-07175 
File Number Record: 31
File Number Record:
811-00121 
File Number Record: 32
File Number Record:
811-07443 
File Number Record: 33
File Number Record:
811-01027 
File Number Record: 34
File Number Record:
811-58431 
File Number Record: 35
File Number Record:
811-00834 
File Number Record: 36
File Number Record:
811-01766 
Director Record: 7
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:
811-21478 
File Number Record: 2
File Number Record:
811-01530 
File Number Record: 3
File Number Record:
811-04474 
File Number Record: 4
File Number Record:
811-04627 
File Number Record: 5
File Number Record:
811-22619 
File Number Record: 6
File Number Record:
811-04098 
File Number Record: 7
File Number Record:
811-05445 
File Number Record: 8
File Number Record:
811-02368 
File Number Record: 9
File Number Record:
811-04681 
File Number Record: 10
File Number Record:
811-07043 
File Number Record: 11
File Number Record:
811-02554 
File Number Record: 12
File Number Record:
811-07239 
File Number Record: 13
File Number Record:
811-22114 
File Number Record: 14
File Number Record:
811-01685 
File Number Record: 15
File Number Record:
811-02652 
File Number Record: 16
File Number Record:
811-05972 
File Number Record: 17
File Number Record:
811-05628 
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:
811-06093 
File Number Record: 21
File Number Record:
811-05340 
File Number Record: 22
File Number Record:
811-04526 
File Number Record: 23
File Number Record:
811-02968-99 
File Number Record: 24
File Number Record:
811-03916 
File Number Record: 25
File Number Record:
811-04571 
File Number Record: 26
File Number Record:
811-07803 
File Number Record: 27
File Number Record:
811-04570 
File Number Record: 28
File Number Record:
811-06083 
File Number Record: 29
File Number Record:
811-03919 
File Number Record: 30
File Number Record:
811-07175 
File Number Record: 31
File Number Record:
811-01766 
File Number Record: 32
File Number Record:
811-58431 
File Number Record: 33
File Number Record:
811-07443 
File Number Record: 34
File Number Record:
811-00121 
File Number Record: 35
File Number Record:
811-01027 
File Number Record: 36
File Number Record:
811-00834 
Director Record: 8
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:
811-07043 
File Number Record: 2
File Number Record:
811-22619 
File Number Record: 3
File Number Record:
811-04627 
File Number Record: 4
File Number Record:
811-05445 
File Number Record: 5
File Number Record:
811-04474 
File Number Record: 6
File Number Record:
811-21478 
File Number Record: 7
File Number Record:
811-04098 
File Number Record: 8
File Number Record:
811-01530 
File Number Record: 9
File Number Record:
811-04681 
File Number Record: 10
File Number Record:
811-02368 
File Number Record: 11
File Number Record:
811-02554 
File Number Record: 12
File Number Record:
811-05628 
File Number Record: 13
File Number Record:
811-01685 
File Number Record: 14
File Number Record:
811-02687 
File Number Record: 15
File Number Record:
811-05972 
File Number Record: 16
File Number Record:
811-06093 
File Number Record: 17
File Number Record:
811-07239 
File Number Record: 18
File Number Record:
811-09005 
File Number Record: 19
File Number Record:
811-22114 
File Number Record: 20
File Number Record:
811-02652 
File Number Record: 21
File Number Record:
811-03916 
File Number Record: 22
File Number Record:
811-02968-99 
File Number Record: 23
File Number Record:
811-05340 
File Number Record: 24
File Number Record:
811-06083 
File Number Record: 25
File Number Record:
811-04526 
File Number Record: 26
File Number Record:
811-07175 
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:
811-03919 
File Number Record: 30
File Number Record:
811-04571 
File Number Record: 31
File Number Record:
811-58431 
File Number Record: 32
File Number Record:
811-00121 
File Number Record: 33
File Number Record:
811-00834 
File Number Record: 34
File Number Record:
811-01766 
File Number Record: 35
File Number Record:
811-07443 
File Number Record: 36
File Number Record:
811-01027 
Director Record: 9
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:
811-04098 
File Number Record: 2
File Number Record:
811-04681 
File Number Record: 3
File Number Record:
811-01530 
File Number Record: 4
File Number Record:
811-22619 
File Number Record: 5
File Number Record:
811-04474 
File Number Record: 6
File Number Record:
811-04627 
File Number Record: 7
File Number Record:
811-02368 
File Number Record: 8
File Number Record:
811-07043 
File Number Record: 9
File Number Record:
811-21478 
File Number Record: 10
File Number Record:
811-05445 
File Number Record: 11
File Number Record:
811-02652 
File Number Record: 12
File Number Record:
811-22114 
File Number Record: 13
File Number Record:
811-07239 
File Number Record: 14
File Number Record:
811-05628 
File Number Record: 15
File Number Record:
811-09005 
File Number Record: 16
File Number Record:
811-05972 
File Number Record: 17
File Number Record:
811-02687 
File Number Record: 18
File Number Record:
811-02554 
File Number Record: 19
File Number Record:
811-06093 
File Number Record: 20
File Number Record:
811-01685 
File Number Record: 21
File Number Record:
811-07175 
File Number Record: 22
File Number Record:
811-05340 
File Number Record: 23
File Number Record:
811-04526 
File Number Record: 24
File Number Record:
811-07803 
File Number Record: 25
File Number Record:
811-03916 
File Number Record: 26
File Number Record:
811-03919 
File Number Record: 27
File Number Record:
811-04570 
File Number Record: 28
File Number Record:
811-02968-99 
File Number Record: 29
File Number Record:
811-04571 
File Number Record: 30
File Number Record:
811-06083 
File Number Record: 31
File Number Record:
811-07443 
File Number Record: 32
File Number Record:
811-00121 
File Number Record: 33
File Number Record:
811-58431 
File Number Record: 34
File Number Record:
811-01766 
File Number Record: 35
File Number Record:
811-00834 
File Number Record: 36
File Number Record:
811-01027 
Director Record: 10
a. Full Name
JoAnn Heffernan Heisen 
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:
811-02368 
File Number Record: 2
File Number Record:
811-07043 
File Number Record: 3
File Number Record:
811-04474 
File Number Record: 4
File Number Record:
811-22619 
File Number Record: 5
File Number Record:
811-21478 
File Number Record: 6
File Number Record:
811-05445 
File Number Record: 7
File Number Record:
811-04627 
File Number Record: 8
File Number Record:
811-01530 
File Number Record: 9
File Number Record:
811-04098 
File Number Record: 10
File Number Record:
811-04681 
File Number Record: 11
File Number Record:
811-07239 
File Number Record: 12
File Number Record:
811-02687 
File Number Record: 13
File Number Record:
811-05972 
File Number Record: 14
File Number Record:
811-09005 
File Number Record: 15
File Number Record:
811-02652 
File Number Record: 16
File Number Record:
811-22114 
File Number Record: 17
File Number Record:
811-06093 
File Number Record: 18
File Number Record:
811-02554 
File Number Record: 19
File Number Record:
811-05628 
File Number Record: 20
File Number Record:
811-01685 
File Number Record: 21
File Number Record:
811-04570 
File Number Record: 22
File Number Record:
811-04571 
File Number Record: 23
File Number Record:
811-02968-99 
File Number Record: 24
File Number Record:
811-03919 
File Number Record: 25
File Number Record:
811-06083 
File Number Record: 26
File Number Record:
811-03916 
File Number Record: 27
File Number Record:
811-05340 
File Number Record: 28
File Number Record:
811-07803 
File Number Record: 29
File Number Record:
811-04526 
File Number Record: 30
File Number Record:
811-07175 
File Number Record: 31
File Number Record:
811-07443 
File Number Record: 32
File Number Record:
811-01027 
File Number Record: 33
File Number Record:
811-00834 
File Number Record: 34
File Number Record:
811-00121 
File Number Record: 35
File Number Record:
811-58431 
File Number Record: 36
File Number Record:
811-01766 
Director Record: 11
a. Full Name
F. William McNabb III 
b. CRD number, if any
001567399 
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:
811-04681 
File Number Record: 2
File Number Record:
811-01530 
File Number Record: 3
File Number Record:
811-02368 
File Number Record: 4
File Number Record:
811-04474 
File Number Record: 5
File Number Record:
811-04627 
File Number Record: 6
File Number Record:
811-05445 
File Number Record: 7
File Number Record:
811-04098 
File Number Record: 8
File Number Record:
811-22619 
File Number Record: 9
File Number Record:
811-07043 
File Number Record: 10
File Number Record:
811-21478 
File Number Record: 11
File Number Record:
811-02687 
File Number Record: 12
File Number Record:
811-02554 
File Number Record: 13
File Number Record:
811-09005 
File Number Record: 14
File Number Record:
811-05628 
File Number Record: 15
File Number Record:
811-01685 
File Number Record: 16
File Number Record:
811-22114 
File Number Record: 17
File Number Record:
811-05972 
File Number Record: 18
File Number Record:
811-02652 
File Number Record: 19
File Number Record:
811-06093 
File Number Record: 20
File Number Record:
811-07239 
File Number Record: 21
File Number Record:
811-03919 
File Number Record: 22
File Number Record:
811-03916 
File Number Record: 23
File Number Record:
811-04571 
File Number Record: 24
File Number Record:
811-02968-99 
File Number Record: 25
File Number Record:
811-06083 
File Number Record: 26
File Number Record:
811-05340 
File Number Record: 27
File Number Record:
811-04570 
File Number Record: 28
File Number Record:
811-07803 
File Number Record: 29
File Number Record:
811-07175 
File Number Record: 30
File Number Record:
811-04526 
File Number Record: 31
File Number Record:
811-00121 
File Number Record: 32
File Number Record:
811-01766 
File Number Record: 33
File Number Record:
811-07443 
File Number Record: 34
File Number Record:
811-01027 
File Number Record: 35
File Number Record:
811-58431 
File Number Record: 36
File Number Record:
811-00834 
Director Record: 12
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:
811-04098 
File Number Record: 2
File Number Record:
811-05445 
File Number Record: 3
File Number Record:
811-07043 
File Number Record: 4
File Number Record:
811-21478 
File Number Record: 5
File Number Record:
811-22619 
File Number Record: 6
File Number Record:
811-04474 
File Number Record: 7
File Number Record:
811-04627 
File Number Record: 8
File Number Record:
811-04681 
File Number Record: 9
File Number Record:
811-01530 
File Number Record: 10
File Number Record:
811-02368 
File Number Record: 11
File Number Record:
811-05628 
File Number Record: 12
File Number Record:
811-07239 
File Number Record: 13
File Number Record:
811-01685 
File Number Record: 14
File Number Record:
811-09005 
File Number Record: 15
File Number Record:
811-05972 
File Number Record: 16
File Number Record:
811-02554 
File Number Record: 17
File Number Record:
811-22114 
File Number Record: 18
File Number Record:
811-02687 
File Number Record: 19
File Number Record:
811-06093 
File Number Record: 20
File Number Record:
811-02652 
File Number Record: 21
File Number Record:
811-03916 
File Number Record: 22
File Number Record:
811-04526 
File Number Record: 23
File Number Record:
811-02968-99 
File Number Record: 24
File Number Record:
811-04570 
File Number Record: 25
File Number Record:
811-07175 
File Number Record: 26
File Number Record:
811-06083 
File Number Record: 27
File Number Record:
811-04571 
File Number Record: 28
File Number Record:
811-03919 
File Number Record: 29
File Number Record:
811-05340 
File Number Record: 30
File Number Record:
811-07803 
File Number Record: 31
File Number Record:
811-00834 
File Number Record: 32
File Number Record:
811-00121 
File Number Record: 33
File Number Record:
811-07443 
File Number Record: 34
File Number Record:
811-58431 
File Number Record: 35
File Number Record:
811-01027 
File Number Record: 36
File Number Record:
811-01766 

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
BRIAN DVORAK 
b. CRD Number, if any
002651639 
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-9205 
Release number Record: 2
i. If yes, provide below the release number for each order
IC-9001 
Release number Record: 3
i. If yes, provide below the release number for each order
IC-21426 
Release number Record: 4
i. If yes, provide below the release number for each order
IC-28024 
Release number Record: 5
i. If yes, provide below the release number for each order
IC-9664 
Release number Record: 6
i. If yes, provide below the release number for each order
IC-11645 
Release number Record: 7
i. If yes, provide below the release number for each order
IC-18075 
Release number Record: 8
i. If yes, provide below the release number for each order
IC-8676 
Release number Record: 9
i. If yes, provide below the release number for each order
IC-26089 
Release number Record: 10
i. If yes, provide below the release number for each order
IC-18183 
Release number Record: 11
i. If yes, provide below the release number for each order
IC-19184 
Release number Record: 12
i. If yes, provide below the release number for each order
IC-26436 
Release number Record: 13
i. If yes, provide below the release number for each order
IC-21611 

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

MONEY MARKET PORTFOLIO 

b. Series identication number, if any

S000004391 

c. LEI

0NONMH8REY0TF2TI6Z60 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012147 

iii. Ticker symbol, if any

N/A 


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 checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox 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

N/A 


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 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
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
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: 4
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: 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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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
THE BANK OF NEW YORK, NEW YORK (VAULT) 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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
THE BANK OF NEW YORK MELLON, NEW YORK 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

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: 3
i. Full name
EUROCLEAR BANK, BRUSSELS 
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
Custodians Record: 4
i. Full name
DEUTSCHE BANK/THE DEPOSITORY AND CLEARING CENTRE 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 5
i. Full name
THE BANK OF NEW YORK, LONDON (CREST) 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 6
i. Full name
CLEARSTREAM BANKING, LUXEMBOURG 
ii. LEI, if any

549300OL514RA0SXJJ44 

iii. State, if applicable
 
iv. Foreign country, if applicable
LUXEMBOURG  
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
Custodians Record: 7
i. Full name
THE BANK OF NEW YORK, NEW YORK (UNCERTIFICATED STOCK) 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 8
i. Full name
THE BANK OF NEW YORK, LONDON - CREST GILTS 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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
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:

501,291,370.76999998 

Principal Transactions Record: 2
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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:

918,698,727.82000005 

Principal Transactions Record: 3
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:

1,127,285,582.28000000 

Principal Transactions Record: 4
i. Full name of dealer
Mizuho Securities USA Inc 
ii. SEC file number

008-37710 

iii. CRD number
000019647 
iv. LEI, if any

5493004GRDTUI7EMIZ82 

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:

299,418,113.50999999 

Principal Transactions Record: 5
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:

999,587,516.08000004 

Principal Transactions Record: 6
i. Full name of dealer
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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:

672,914,787.62000000 

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:

2,511,065,107.63999990 

Principal Transactions Record: 8
i. Full name of dealer
ICAP CORPORATES LLC 
ii. SEC file number

008-12726 

iii. CRD number
000002762 
iv. LEI, if any

78E0W5ARMBFSS8K1Y274 

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

305,273,717.41000003 

Principal Transactions Record: 9
i. Full name of dealer
Credit Agricole Securities (USA) Inc. 
ii. SEC file number

008-13753 

iii. CRD number
000000190 
iv. LEI, if any

549300WO2DKF0Q3YMV43 

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:

641,712,020.50999999 

Principal Transactions Record: 10
i. Full name of dealer
Cooperatieve Rabobank U.A. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

DG3RU1DBUFHT4ZF9WN62 

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

617,596,482.70000005 

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

11,159,086,930.83000400 


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

0.00000000 

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

1,057,677,712.14389 


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?

3,100,000,000.00000000 

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
Barclays Bank plc 
Line Institutions Record: 3
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 4
Name of institution
Bank of America, N.A. 
Line Institutions Record: 5
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 6
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 7
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 8
Name of institution
Citibank, N.A. 
Line Institutions Record: 9
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 10
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 11
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 12
Name of institution
PNC Bank, National Association 
Line Institutions Record: 13
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 14
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 15
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 16
Name of institution
Morgan Stanley Bank, N.A. 
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
Credit Suisse AG, New York Branch 
Line Institutions Record: 20
Name of institution
Royal Bank of Canada 
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 Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 2
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 5
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 10
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 11
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 22
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 23
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 24
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 25
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 26
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 27
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 28
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 29
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 30
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 31
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 32
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 38
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 39
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 40
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 55
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 56
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 59
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 61
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 62
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 63
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
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 Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
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 Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 71
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 76
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 77
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
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 California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 102
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 103
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 104
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 105
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 106
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 107
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 108
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 109
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 110
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 111
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 112
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
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 Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 115
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 116
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 117
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 118
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 119
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 120
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 121
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 122
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 124
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 125
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
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 Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 144
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: 145
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 146
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 148
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 149
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 150
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 156
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 161
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 162
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 163
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 164
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 165
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 166
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 167
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 168
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 169
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 170
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
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 Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 173
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 174
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 192
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 193
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 194
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 195
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 196
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 197
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 198
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 199
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 200
Name of fund
Vanguard Russell 3000 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

Management Investment Record: 2

Item C.1. Background information.

a. Full Name of the Fund

TOTAL INTERNATIONAL STOCK MARKET INDEX PORTFOLIO 

b. Series identication number, if any

S000058616 

c. LEI

549300CQX1WJSDBCM082 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000192543 

iii. Ticker symbol, if any

N/A 


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:
0.08875 
2. After Fund fees and expenses (i.e., net asset value):
-0.00522 
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:
0.648830907 
2. After Fund fees and expenses (i.e., net asset value):
0.648825628 

 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 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 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

N/A 


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 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
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
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
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 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: 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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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 PACIFIC STOCK INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

ED02VSDTO31027T3CH59 

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:

19,898,688.39000000 

Principal Transactions Record: 2
i. Full name of dealer
VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

4G186P9TJV7H6GBIH247 

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:

13,547,028.57000000 

Principal Transactions Record: 3
i. Full name of dealer
VANGUARD DEVELOPED MARKETS INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

3TVJ6OS71EDS4RAB2217 

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:

48,522,621.43000000 

Principal Transactions Record: 4
i. Full name of dealer
VANGUARD EMERGING MARKETS STOCK INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

YNHDFX2L9SSID3XIIE57 

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:

24,952,357.01000000 

Principal Transactions Record: 5
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:

298,293.84000000 

Principal Transactions Record: 6
i. Full name of dealer
The Bank of New York Mellon 
ii. SEC file number

N/A 

iii. CRD number
000112559 
iv. LEI, if any

HPFHU0OQ28E4N0NFVK49 

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:

84,491.74000000 

Principal Transactions Record: 7
i. Full name of dealer
VANGUARD EUROPEAN STOCK INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

361APDRO23LM07VQYX32 

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:

24,393,229.89000000 

Principal Transactions Record: 8
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:

56,824,386.29999999 

Principal Transactions Record: 9
i. Full name of dealer
VANGUARD FTSE ALL-WORLD EX-US INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

DHT9U5XH2TTB8CZQX861 

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:

46,596,079.71999999 

Principal Transactions Record: 10
i. Full name of dealer
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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:

197,603.96000000 

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

235,314,780.85000002 


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

154,002,609.81416669 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Deutsche Bank AG New York Branch 
Line Institutions Record: 3
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 4
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 5
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 6
Name of institution
Bank of America, N.A. 
Line Institutions Record: 7
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 8
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 9
Name of institution
Barclays Bank plc 
Line Institutions Record: 10
Name of institution
Citibank, N.A. 
Line Institutions Record: 11
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 12
Name of institution
PNC Bank, National Association 
Line Institutions Record: 13
Name of institution
Royal Bank of Canada 
Line Institutions Record: 14
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 15
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 16
Name of institution
Societe Generale 
Line Institutions Record: 17
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 18
Name of institution
BNP Paribas 
Line Institutions Record: 19
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 20
Name of institution
Bank of Montreal, Chicago 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 Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 2
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 3
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 7
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 10
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 11
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 22
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 23
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 24
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 25
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 26
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 27
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 28
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 29
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 30
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
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 Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 34
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 36
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 41
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 56
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 59
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 61
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 62
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 63
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 64
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 65
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 69
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 71
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 72
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 73
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2015 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 Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 77
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 102
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 103
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 104
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 105
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 106
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 107
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 108
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 109
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 110
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 111
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 112
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 113
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 114
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
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 Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 117
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 118
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 119
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 120
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
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 Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 124
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 125
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 128
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
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 International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 142
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 143
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 144
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 146
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 148
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 149
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
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: 151
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 153
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 161
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 162
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 163
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 164
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 165
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 166
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 167
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 168
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 169
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 170
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 171
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 173
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 178
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 192
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
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 Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 195
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 196
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 197
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 198
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 199
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 200
Name of fund
Vanguard Russell 3000 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: 3

Item C.1. Background information.

a. Full Name of the Fund

TOTAL STOCK MARKET INDEX PORTFOLIO 

b. Series identication number, if any

S000004396 

c. LEI

QIGYNF4GGYKYSEDPL239 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012152 

iii. Ticker symbol, if any

N/A 


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:
0.08120 
2. After Fund fees and expenses (i.e., net asset value):
-0.04195 
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:
0.014080116 
2. After Fund fees and expenses (i.e., net asset value):
0.014050428 

 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 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 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

N/A 


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 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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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: 3
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: 4
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: 5
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: 6
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: 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
BBH & CO 
ii. LEI, if any

5493006KMX1VFTPYPW14 

iii. State, if applicable
MASSACHUSETTS  
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
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: 3
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 checked Yes Radio button not 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
EQUITY INDEX PORTFOLIO 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

7JQ1DLD3O9GPKG81WF09 

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:

239,359,908.57999998 

Principal Transactions Record: 2
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:

128,297,709.34999999 

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

N/A 

iii. CRD number
N/A 
iv. LEI, if any

NKRB5RF4FYYMQPL0SY31 

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:

92,300,170.68000000 

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

459,957,788.61000001 


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

2,195,663,227.07416680 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Deutsche Bank AG New York Branch 
Line Institutions Record: 3
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 4
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 5
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 6
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 7
Name of institution
Barclays Bank plc 
Line Institutions Record: 8
Name of institution
Citibank, N.A. 
Line Institutions Record: 9
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 10
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 11
Name of institution
Bank of America, N.A. 
Line Institutions Record: 12
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 13
Name of institution
BNP Paribas 
Line Institutions Record: 14
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 15
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 16
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 17
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 18
Name of institution
PNC Bank, National Association 
Line Institutions Record: 19
Name of institution
Royal Bank of Canada 
Line Institutions Record: 20
Name of institution
Societe Generale 
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 Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 2
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 7
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 8
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 11
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
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 Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 22
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 23
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 24
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 25
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 26
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 27
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 28
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 29
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 30
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
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 Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 37
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 40
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 41
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 54
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 59
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 61
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 62
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 63
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
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 Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 67
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 69
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 70
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 71
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 78
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 101
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 102
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 103
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 104
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 105
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
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 Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 108
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 109
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 110
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 111
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 112
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 113
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 114
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 115
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 116
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 117
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 118
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 119
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 120
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 121
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 124
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 125
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Balanced 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 Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
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 FTSE All-World ex-US Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 144
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 146
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 148
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 149
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 154
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 160
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 161
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 162
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 163
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 164
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 165
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 166
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 167
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 168
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 169
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 170
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 171
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 173
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 177
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
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 High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 192
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 193
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 194
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 195
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 196
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 197
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 198
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 199
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 200
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
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: 4

Item C.1. Background information.

a. Full Name of the Fund

REAL ESTATE INDEX PORTFOLIO 

b. Series identication number, if any

S000004392 

c. LEI

NSYZG9R2JB2XHYUW8881 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012148 

iii. Ticker symbol, if any

N/A 


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:
0.11702 
2. After Fund fees and expenses (i.e., net asset value):
-0.12941 
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:
0.035860271 
2. After Fund fees and expenses (i.e., net asset value):
0.035887896 

 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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

36,489,652.28999999 

g. Provide the net income from securities lending activities

23,311.43000000 


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 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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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: 5
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: 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
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
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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 checked Yes Radio button not 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
Instinet, LLC 
ii. SEC file number

008-23669 

iii. CRD number
000007897 
iv. LEI, if any

549300MGMN3RKMU8FT57 

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

889.30000000 

Brokers Record: 2
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

769.29000000 

Brokers Record: 3
i. Full name of broker
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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

4,988.93000000 

Brokers Record: 4
i. Full name of broker
National Financial Services LLC 
ii. SEC file number

008-26740 

iii. CRD number
000013041 
iv. LEI, if any

549300JRHF1MHHWUAW04 

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

1,951.07000000 

Brokers Record: 5
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

4,188.41000000 

Brokers Record: 6
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

2,044.52000000 

Brokers Record: 7
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

620.49000000 

Brokers Record: 8
i. Full name of broker
Sanford C. Bernstein & Co., LLC 
ii. SEC file number

008-52942 

iii. CRD number
000104474 
iv. LEI, if any

549300I7JYZHT7D5CO04 

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

23,860.23000000 

Brokers Record: 9
i. Full name of broker
MD GLOBAL PARTNERS, LLC 
ii. SEC file number

008-67356 

iii. CRD number
000140988 
iv. LEI, if any

N/A 

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

1,783.56000000 

Brokers Record: 10
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

4,480.80000000 

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

47,037.44999999 


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:

237,297,662.97000000 

Principal Transactions Record: 2
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:

1,330,918.04000000 

Principal Transactions Record: 3
i. Full name of dealer
Forest City Realty Trust Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300Z8P6NKPATIC384 

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

5,571,220.20000000 

Principal Transactions Record: 4
i. Full name of dealer
Alexander & Baldwin Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

N/A 

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

680,344.22000000 

Principal Transactions Record: 5
i. Full name of dealer
Quality Care Properties Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300OV4BNKTNLL5B90 

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

1,866,400.25000000 

Principal Transactions Record: 6
i. Full name of dealer
Brookfield Property REIT Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300K1JD1LDRNBET48 

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

10,351,694.21999999 

Principal Transactions Record: 7
i. Full name of dealer
Industrial Logistics Properties Trust 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

5493004XH9PJW009HR47 

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

855,454.97000000 

Principal Transactions Record: 8
i. Full name of dealer
LaSalle Hotel Properties 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

5493004Q1NNH6JXCSI52 

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

1,578,011.17000000 

Principal Transactions Record: 9
i. Full name of dealer
VANGUARD REAL ESTATE INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

B1HNOZOSPCLXHIVBEI82 

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:

3,846,109.79000000 

Principal Transactions Record: 10
i. Full name of dealer
Education Realty Trust, Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300I3BHKKU4POGJ14 

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

3,077,059.00000000 

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

270,740,063.24999988 


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

1,012,743,030.11083300 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Deutsche Bank AG New York Branch 
Line Institutions Record: 3
Name of institution
Citibank, N.A. 
Line Institutions Record: 4
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 5
Name of institution
Bank of America, N.A. 
Line Institutions Record: 6
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 7
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 8
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 9
Name of institution
Barclays Bank plc 
Line Institutions Record: 10
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 11
Name of institution
HSBC Bank USA, 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
BNP Paribas 
Line Institutions Record: 14
Name of institution
PNC Bank, National Association 
Line Institutions Record: 15
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 16
Name of institution
Societe Generale 
Line Institutions Record: 17
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 18
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 19
Name of institution
Royal Bank of Canada 
Line Institutions Record: 20
Name of institution
Morgan Stanley 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 Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 2
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 5
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 8
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
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 Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 11
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 22
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 23
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 24
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 25
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 26
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 27
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 28
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 29
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 30
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 31
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 32
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 36
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 54
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 56
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 59
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 61
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 62
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 63
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 64
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 65
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 68
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
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 Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 76
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
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 Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
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 Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 101
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 102
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 103
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 104
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 105
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 106
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 107
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 108
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 109
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 110
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 111
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 112
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 113
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 114
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 115
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 116
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 117
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 118
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 119
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 120
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 121
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 122
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 123
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 124
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 126
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 130
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 142
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 143
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 144
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 146
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 148
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: 149
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 156
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 161
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 162
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 163
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 164
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 165
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 166
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 167
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 168
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 169
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 170
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 171
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 172
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 173
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 192
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 193
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 194
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 195
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 196
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 197
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 198
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 199
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 200
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
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: 5

Item C.1. Background information.

a. Full Name of the Fund

SMALL COMPANY GROWTH PORTFOLIO 

b. Series identication number, if any

S000004394 

c. LEI

8K5D5K4S6OHCGG6G6G91 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012150 

iii. Ticker symbol, if any

N/A 


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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

575,316,703.92999995 

g. Provide the net income from securities lending activities

813,965.56000000 


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 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
ArrowMark Asset Management, LLC 
ii. SEC file number ( e.g., 801- )

801-69868 

iii.CRD number
000149120 
iv. LEI, if any

IF16UMXNLJ3CKISVCS83 

v. State, if applicable
DELAWARE  
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
Investment Advisers Record: 2
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
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: 2
i. Full name
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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
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: 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
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
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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
Raymond James & Associates, Inc. 
ii. SEC file number

008-10999 

iii. CRD number
000000705 
iv. LEI, if any

U4ONQX15J3RO8XCKE979 

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

22,184.73000000 

Brokers Record: 2
i. Full name of broker
ALLEN & COMPANY LLC 
ii. SEC file number

008-12123 

iii. CRD number
000001042 
iv. LEI, if any

549300RO3RYDN328JY68 

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

38,119.32000000 

Brokers Record: 3
i. Full name of broker
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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

41,236.73000000 

Brokers Record: 4
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

24,192.78000000 

Brokers Record: 5
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

35,800.31000000 

Brokers Record: 6
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

27,919.35000000 

Brokers Record: 7
i. Full name of broker
Sanford C. Bernstein & Co., LLC 
ii. SEC file number

008-52942 

iii. CRD number
000104474 
iv. LEI, if any

549300I7JYZHT7D5CO04 

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

32,462.74000000 

Brokers Record: 8
i. Full name of broker
Jefferies LLC 
ii. SEC file number

008-15074 

iii. CRD number
000002347 
iv. LEI, if any

58PU97L1C0WSRCWADL48 

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

73,234.03999999 

Brokers Record: 9
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

86,462.74000000 

Brokers Record: 10
i. Full name of broker
STEPHENS, INC. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

213800LH6T9XDYZCA534 

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

24,426.45000000 

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

630,379.50000000 


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
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:

6,656,691.12999999 

Principal Transactions Record: 2
i. Full name of dealer
Callidus Software Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300U7FYZ79F8JYY46 

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

9,754,668.00000000 

Principal Transactions Record: 3
i. Full name of dealer
Juno Therapeutics Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

5493004CAOW3ZGG2CV25 

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

9,144,135.00000000 

Principal Transactions Record: 4
i. Full name of dealer
Barracuda Networks Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300CXGRZWNMPU8080 

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

7,317,032.04999999 

Principal Transactions Record: 5
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:

1,924,578,870.07000020 

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:

14,433,838.61999999 

Principal Transactions Record: 7
i. Full name of dealer
Financial Engines Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

N/A 

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

16,892,325.00000000 

Principal Transactions Record: 8
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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:

8,692,774.25000000 

Principal Transactions Record: 9
i. Full name of dealer
Bioverativ Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300461Z3XXZQSI879 

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

3,979,920.00000000 

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

N/A 

iii. CRD number
N/A 
iv. LEI, if any

HU38GZ7YQSV1LSOPIX38 

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:

5,371,015.83000000 

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

2,010,392,878.02000000 


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

1,993,918,754.66333320 

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

0.00000000 


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?

3,100,000,000.00000000 

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
State Street Bank and Trust Company 
Line Institutions Record: 3
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 4
Name of institution
Citibank, N.A. 
Line Institutions Record: 5
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 6
Name of institution
Bank of America, N.A. 
Line Institutions Record: 7
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 8
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 9
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 10
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 11
Name of institution
Barclays Bank plc 
Line Institutions Record: 12
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 13
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 14
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 15
Name of institution
BNP Paribas 
Line Institutions Record: 16
Name of institution
Royal Bank of Canada 
Line Institutions Record: 17
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 18
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 19
Name of institution
PNC Bank, National Association 
Line Institutions Record: 20
Name of institution
Societe Generale 
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 Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 2
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 3
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 6
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 7
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
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 Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 11
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 22
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 23
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 24
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 25
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 26
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 27
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 28
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 29
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 30
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 31
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 32
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 33
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 36
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 39
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 52
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 56
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 57
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 59
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 61
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 62
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 63
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 64
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 65
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 66
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 69
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 76
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Institutional Target Retirement 2045 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 Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 102
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 103
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 104
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 105
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 106
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 107
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 108
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 109
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 110
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 111
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 112
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 113
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 114
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 115
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 116
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 117
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 118
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 119
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 120
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 121
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 123
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
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 Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 127
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 129
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 130
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 142
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 143
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 144
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 146
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: 147
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 148
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 149
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 150
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 161
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 162
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 163
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 164
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 165
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 166
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 167
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 168
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 169
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 170
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
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 International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 173
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 181
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 192
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 193
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 194
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 195
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 196
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 197
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 198
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 199
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 200
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
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

SHORT-TERM INVESTMENT-GRADE PORTFOLIO 

b. Series identication number, if any

S000004393 

c. LEI

TH75LL6OWODFQ3T29L81 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012149 

iii. Ticker symbol, if any

N/A 


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 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

N/A 


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 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
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: 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
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
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: 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
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: 7
i. Full name
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
DEUTSCHE BANK/THE DEPOSITORY AND CLEARING CENTRE 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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
THE BANK OF NEW YORK, NEW YORK (UNCERTIFICATED STOCK) 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 3
i. Full name
CITIBANK 
ii. LEI, if any

6SHGI4ZSSLCXXQSBB395 

iii. State, if applicable
 
iv. Foreign country, if applicable
HUNGARY  
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 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: 4
i. Full name
THE BANK OF NEW YORK MELLON, NEW YORK 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

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: 5
i. Full name
CIBC MELLON TRUST COMPANY 
ii. LEI, if any

549300IYUUH221WBZ505 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 6
i. Full name
Citibanamex 
ii. LEI, if any

6SHGI4ZSSLCXXQSBB395 

iii. State, if applicable
 
iv. Foreign country, if applicable
MEXICO  
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 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: 7
i. Full name
MUFG Bank, Ltd. 
ii. LEI, if any

C3GTMMZIHMY46P4OIX74 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
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 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: 8
i. Full name
THE BANK OF NEW YORK, NEW YORK (VAULT) 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 9
i. Full name
EUROCLEAR BANK, BRUSSELS 
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
Custodians Record: 10
i. Full name
HSBC BANK AUSTRALIA LIMITED 
ii. LEI, if any

MLU0ZO3ML4LN2LL2TL39 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 11
i. Full name
THE BANK OF NEW YORK, LONDON (CREST) 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 12
i. Full name
THE BANK OF NEW YORK, LONDON - CREST GILTS 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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
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. Gross commissions paid by the Fund for the reporting period

37,264.98000000 

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

22,816.09000000 

Brokers Record: 3
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

3.98000000 

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

60,085.15000000 


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:

1,211,771,418.54000000 

Principal Transactions Record: 2
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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:

182,625,874.41000000 

Principal Transactions Record: 3
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:

231,682,569.29000002 

Principal Transactions Record: 4
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:

393,073,145.35000002 

Principal Transactions Record: 5
i. Full name of dealer
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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:

188,427,181.95999998 

Principal Transactions Record: 6
i. Full name of dealer
TD Securities (USA) LLC 
ii. SEC file number

008-36747 

iii. CRD number
000018476 
iv. LEI, if any

SUVUFHICNZMP2WKHG940 

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:

133,703,165.76999998 

Principal Transactions Record: 7
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:

143,180,767.91999999 

Principal Transactions Record: 8
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:

163,578,969.96000001 

Principal Transactions Record: 9
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:

116,041,830.36000000 

Principal Transactions Record: 10
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:

244,960,709.79000002 

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

3,749,712,500 


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

1,641,105,130.75666690 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Barclays Bank plc 
Line Institutions Record: 3
Name of institution
The Toronto-Dominion Bank New York Branch 
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
The Bank of New York Mellon 
Line Institutions Record: 7
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 8
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 9
Name of institution
Bank of America, N.A. 
Line Institutions Record: 10
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 11
Name of institution
Citibank, N.A. 
Line Institutions Record: 12
Name of institution
Royal Bank of Canada 
Line Institutions Record: 13
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 14
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 15
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 16
Name of institution
BNP Paribas 
Line Institutions Record: 17
Name of institution
PNC Bank, National Association 
Line Institutions Record: 18
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 19
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 20
Name of institution
Societe Generale 
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 Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 2
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 4
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 9
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
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 Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 22
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 23
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 24
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 25
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 26
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 27
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 28
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 29
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 30
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 31
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 32
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 34
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 37
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
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 Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 54
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 56
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 57
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 59
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 61
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 62
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 63
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 64
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
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 Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 70
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 71
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 76
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 102
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 103
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 104
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 105
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 106
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 107
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 108
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 109
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 110
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 111
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 112
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 113
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 114
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 115
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 116
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 117
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 118
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 119
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 120
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 121
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 123
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 124
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 125
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 127
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 129
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 142
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: 143
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 144
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 146
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
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 Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 150
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 153
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 161
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 162
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 163
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 164
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 165
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 166
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 167
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 168
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 169
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 170
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 171
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 173
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 175
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 181
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 193
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 194
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 195
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 196
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 197
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 198
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 199
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 200
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
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: 7

Item C.1. Background information.

a. Full Name of the Fund

EQUITY INCOME PORTFOLIO 

b. Series identication number, if any

S000004399 

c. LEI

96AP3GOUQTGE7FOIAH76 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012155 

iii. Ticker symbol, if any

N/A 


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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

113,111,958.20999999 

g. Provide the net income from securities lending activities

97,055.79000000 


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 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
Wellington Management Company LLP 
ii. SEC file number ( e.g., 801- )

801-15908 

iii.CRD number
000106595 
iv. LEI, if any

549300YHP12TEZNLCX41 

v. State, if applicable
MASSACHUSETTS  
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
Investment Advisers Record: 2
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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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: 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
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) - NEW ZEALAND BRANCH 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
NEW ZEALAND  
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 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
BNP PARIBAS SECURITIES SERVICES - FRANKFURT BRANCH 
ii. LEI, if any

549300WCGB70D06XZS54 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
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 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: 3
i. Full name
DEUTSCHE BANK AG, AMSTERDAM BRANCH 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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: 4
i. Full name
SOCIETE GENERALE SUCURSAL EN ESPANA 
ii. LEI, if any

O2RNE8IBXP4R0TD8PU41 

iii. State, if applicable
 
iv. Foreign country, if applicable
SPAIN  
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 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: 5
i. Full name
HSBC BANK PLC 
ii. LEI, if any

MP6I5ZYZBEU3UXPYFY54 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 6
i. Full name
The Hongkong and Shanghai Banking Corporation Ltd., Auckland 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
NEW ZEALAND  
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 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: 7
i. Full name
Credit Suisse AG, Zurich 
ii. LEI, if any

549300CWR0W0BCS9Q144 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWITZERLAND  
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 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: 8
i. Full name
RBC INVESTOR SERVICES TRUST FOR ROYAL BANK OF CANADA (RBC) 
ii. LEI, if any

5493002MUOV04NSPT571 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 9
i. Full name
CREDIT SUISSE (SWITZERLAND) LTD. 
ii. LEI, if any

549300CWR0W0BCS9Q144 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWITZERLAND  
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 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: 10
i. Full name
Standard Chartered Bank (Hong Kong) Limited, Kwun Tong, Hong Kong 
ii. LEI, if any

X5AV1MBDXGRPX5UGMX13 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
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 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: 11
i. Full name
The Hongkong and Shanghai Banking Corporation Limited, Sydney 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 12
i. Full name
State Street Bank International GMBH 
ii. LEI, if any

ZMHGNT7ZPKZ3UFZ8EO46 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
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 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: 13
i. Full name
MUFG BANK, LTD. 
ii. LEI, if any

C3GTMMZIHMY46P4OIX74 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
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 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: 14
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
Custodians Record: 15
i. Full name
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
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 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: 16
i. Full name
Deutsche Bank S.A.E., Madrid 
ii. LEI, if any

529900SICIK5OVMVY186 

iii. State, if applicable
 
iv. Foreign country, if applicable
SPAIN  
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 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: 17
i. Full name
Deutsche Bank AG, Amsterdam 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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: 18
i. Full name
State Street Bank and Trust Company, United Kingdom Branch 
ii. LEI, if any

213800YAZLPV26WFM449 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 19
i. Full name
Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Paris branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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 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: 20
i. Full name
Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Brussels branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

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 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: 21
i. Full name
State Street Trust Company Canada 
ii. LEI, if any

549300L71XG2CTQ2V827 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 22
i. Full name
CACEIS BANK 
ii. LEI, if any

96950023SCR9X9F3L662 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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 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: 23
i. Full name
Deutsche Bank S.p.A., Milan 
ii. LEI, if any

529900SS7ZWCX82U3W60 

iii. State, if applicable
 
iv. Foreign country, if applicable
ITALY  
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 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: 24
i. Full name
BNP PARIBAS SECURITIES SERVICES - MILAN BRANCH 
ii. LEI, if any

549300WCGB70D06XZS54 

iii. State, if applicable
 
iv. Foreign country, if applicable
ITALY  
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 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: 25
i. Full name
HSBC BANK AUSTRALIA LIMITED FOR THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED (HSBC) 
ii. LEI, if any

DY9DBNI4W8J63Z298033 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 26
i. Full name
BNP PARIBAS SECURITIES SERVICES 
ii. LEI, if any

549300WCGB70D06XZS54 

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 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: 27
i. Full name
The Hongkong and Shanghai Banking Corporation 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
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 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: 28
i. Full name
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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 checked Yes Radio button not 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

18,734.84999999 

Brokers Record: 2
i. Full name of broker
Deutsche Bank Securities Inc. 
ii. SEC file number

008-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

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

11,395.90000000 

Brokers Record: 3
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

11,408.05000000 

Brokers Record: 4
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

8,470.94000000 

Brokers Record: 5
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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

6,484.15000000 

Brokers Record: 6
i. Full name of broker
Credit Suisse Securities (Europe) Limited 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

DL6FFRRLF74S01HE2M14 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Gross commissions paid by the Fund for the reporting period

6,695.66000000 

Brokers Record: 7
i. Full name of broker
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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

16,040.58000000 

Brokers Record: 8
i. Full name of broker
Sanford C. Bernstein & Co., LLC 
ii. SEC file number

008-52942 

iii. CRD number
000104474 
iv. LEI, if any

549300I7JYZHT7D5CO04 

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

5,358.21000000 

Brokers Record: 9
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

4,236.54999999 

Brokers Record: 10
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

6,420.45000000 

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

148,119.40999999 


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
RBC CAPITAL MARKETS LLC 
ii. SEC file number

008-45411 

iii. CRD number
000031194 
iv. LEI, if any

549300LCO2FLSSVFFR64 

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:

10,358,681.75000000 

Principal Transactions Record: 2
i. Full name of dealer
VANGUARD EQUITY INCOME FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

UO460D1MXHYWCLZ3CQ48 

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:

10,957,437.69000000 

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:

16,835,792.12000000 

Principal Transactions Record: 4
i. Full name of dealer
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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:

10,638,784.85999999 

Principal Transactions Record: 5
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:

5,252,300,000.00000000 

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:

16,235,676.73999999 

Principal Transactions Record: 7
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:

14,246,565.41000000 

Principal Transactions Record: 8
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:

714,652,576.70000005 

Principal Transactions Record: 9
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:

19,219,914.12000000 

Principal Transactions Record: 10
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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:

11,528,092.26000000 

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

6,135,393,652.37000080 


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

1,418,064,246.99499960 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Deutsche Bank AG New York Branch 
Line Institutions Record: 3
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 4
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 5
Name of institution
Bank of America, N.A. 
Line Institutions Record: 6
Name of institution
Barclays Bank plc 
Line Institutions Record: 7
Name of institution
Citibank, N.A. 
Line Institutions Record: 8
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 9
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 10
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 11
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 12
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 13
Name of institution
BNP Paribas 
Line Institutions Record: 14
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 15
Name of institution
Royal Bank of Canada 
Line Institutions Record: 16
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 17
Name of institution
PNC Bank, National Association 
Line Institutions Record: 18
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 19
Name of institution
Societe Generale 
Line Institutions Record: 20
Name of institution
Brown Brothers Harriman & Co. 
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 Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 2
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 3
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 4
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 5
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 11
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 22
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 23
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 24
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 25
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 26
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 27
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 28
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 29
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
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 Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 32
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 38
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 40
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 56
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 57
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
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 High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 61
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 62
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 63
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 64
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 65
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 67
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 68
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 74
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 75
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2025 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 PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 102
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 103
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 104
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 105
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 106
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 107
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 108
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 109
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 110
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 111
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 112
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 113
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 114
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 115
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
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 Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 118
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 119
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 120
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 121
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 122
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 123
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 124
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 125
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 127
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 128
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 129
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 142
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 143
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 144
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 146
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 148
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: 149
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 154
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 160
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 161
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 162
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 163
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 164
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 165
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 166
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 167
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 168
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 169
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 170
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 171
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 173
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 178
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 192
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 193
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 194
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 195
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 196
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 197
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 198
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 199
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 200
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 checked No
Management Investment Record: 8

Item C.1. Background information.

a. Full Name of the Fund

BALANCED PORTFOLIO 

b. Series identication number, if any

S000004390 

c. LEI

QTPD0S14VORK5FC2PT42 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012146 

iii. Ticker symbol, if any

N/A 


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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

225,110,520.38000000 

g. Provide the net income from securities lending activities

152,846.18000000 


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 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
Wellington Management Company LLP 
ii. SEC file number ( e.g., 801- )

801-15908 

iii.CRD number
000106595 
iv. LEI, if any

549300YHP12TEZNLCX41 

v. State, if applicable
MASSACHUSETTS  
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
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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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 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
Deutsche Bank S.p.A., Milan 
ii. LEI, if any

529900SS7ZWCX82U3W60 

iii. State, if applicable
 
iv. Foreign country, if applicable
ITALY  
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 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
Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Oslo branch) 
ii. LEI, if any

F3JS33DEI6XQ4ZBPTN86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NORWAY  
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 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: 3
i. Full name
State Street Bank International GMBH 
ii. LEI, if any

ZMHGNT7ZPKZ3UFZ8EO46 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
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 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: 4
i. Full name
Deutsche Bank AG, Amsterdam 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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: 5
i. Full name
State Street Bank and Trust Company, United Kingdom Branch 
ii. LEI, if any

213800YAZLPV26WFM449 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 6
i. Full name
HSBC Bank Bermuda Limited, Hamilton 
ii. LEI, if any

0W1U67PTV5WY3WYWKD79 

iii. State, if applicable
 
iv. Foreign country, if applicable
BERMUDA  
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 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: 7
i. Full name
Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Helsinki branch) 
ii. LEI, if any

F3JS33DEI6XQ4ZBPTN86 

iii. State, if applicable
 
iv. Foreign country, if applicable
FINLAND  
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 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: 8
i. Full name
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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: 9
i. Full name
CLEARSTREAM 
ii. LEI, if any

549300OL514RA0SXJJ44 

iii. State, if applicable
 
iv. Foreign country, if applicable
LUXEMBOURG  
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
Custodians Record: 10
i. Full name
Skandinaviska Enskilda Banken AB (publ), Stockholm 
ii. LEI, if any

F3JS33DEI6XQ4ZBPTN86 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWEDEN  
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 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: 11
i. Full name
The Hongkong and Shanghai Banking Corporation 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
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 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: 12
i. Full name
Standard Chartered Bank (Thai) Public Company Limited, Bangkok 
ii. LEI, if any

549300O1LQYCQ7G1IM57 

iii. State, if applicable
 
iv. Foreign country, if applicable
THAILAND  
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 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: 13
i. Full name
Banco Nacional de Mexico S.A., Mexico City 
ii. LEI, if any

2SFFM4FUIE05S37WFU55 

iii. State, if applicable
 
iv. Foreign country, if applicable
MEXICO  
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 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: 14
i. Full name
Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Brussels branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

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 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: 15
i. Full name
The Hongkong and Shanghai Banking Corporation Limited, Sydney 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 16
i. Full name
Deutsche Bank AG, Manila Branch 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
PHILIPPINES  
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 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: 17
i. Full name
State Street Trust Company Canada 
ii. LEI, if any

549300L71XG2CTQ2V827 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 18
i. Full name
UniCredit Bank Austria AG, Vienna 
ii. LEI, if any

D1HEB8VEU6D9M8ZUXG17 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRIA  
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 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: 19
i. Full name
Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Paris branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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 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: 20
i. Full name
Credit Suisse AG, Zurich 
ii. LEI, if any

549300CWR0W0BCS9Q144 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWITZERLAND  
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 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: 21
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
Custodians Record: 22
i. Full name
Standard Chartered Bank (Hong Kong) Limited, Kwun Tong, Hong Kong 
ii. LEI, if any

X5AV1MBDXGRPX5UGMX13 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
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 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: 23
i. Full name
Citibank N.A. Singapore 
ii. LEI, if any

E57ODZWZ7FF32TWEFA76 

iii. State, if applicable
 
iv. Foreign country, if applicable
SINGAPORE  
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 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: 24
i. Full name
Deutsche Bank S.A.E., Madrid 
ii. LEI, if any

529900SICIK5OVMVY186 

iii. State, if applicable
 
iv. Foreign country, if applicable
SPAIN  
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 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
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. Gross commissions paid by the Fund for the reporting period

10,757.81000000 

Brokers Record: 2
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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

23,823.61000000 

Brokers Record: 3
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

35,644.44999999 

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

18,349.75000000 

Brokers Record: 5
i. Full name of broker
Sanford C. Bernstein & Co., LLC 
ii. SEC file number

008-52942 

iii. CRD number
000104474 
iv. LEI, if any

549300I7JYZHT7D5CO04 

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

17,568.75000000 

Brokers Record: 6
i. Full name of broker
ITG Inc. 
ii. SEC file number

008-44218 

iii. CRD number
000029299 
iv. LEI, if any

549300S41SMIODVIT266 

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

11,735.28000000 

Brokers Record: 7
i. Full name of broker
Deutsche Bank Securities Inc. 
ii. SEC file number

008-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

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

12,708.19000000 

Brokers Record: 8
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

30,207.79000000 

Brokers Record: 9
i. Full name of broker
UBS Limited 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

REYPIEJN7XZHSUI0N355 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Gross commissions paid by the Fund for the reporting period

11,921.81000000 

Brokers Record: 10
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

30,922.55000000 

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

327,026.89999999 


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
THE ROYAL BANK OF SCOTLAND GROUP PUBLIC LIMITED COMPANY 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

2138005O9XJIJN4JPN90 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

415,600,000.00000000 

Principal Transactions Record: 2
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:

83,826,627.67000000 

Principal Transactions Record: 3
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:

119,448,263.71000001 

Principal Transactions Record: 4
i. Full name of dealer
NATWEST MARKETS SECURITIES INC. 
ii. SEC file number

008-37135 

iii. CRD number
000011707 
iv. LEI, if any

ZE2ZWJ5BTIQJ8M0C6K34 

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

7,338,031,943.35999970 

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:

135,892,815.40000001 

Principal Transactions Record: 6
i. Full name of dealer
ABN AMRO Securities (USA) LLC 
ii. SEC file number

008-68398 

iii. CRD number
000151796 
iv. LEI, if any

549300FIFV1CB6HD9A14 

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:

10,223,500,000.00000000 

Principal Transactions Record: 7
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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:

154,386,857.56000000 

Principal Transactions Record: 8
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:

664,364,300.00000000 

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:

121,987,899.25999999 

Principal Transactions Record: 10
i. Full name of dealer
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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:

172,558,297.23000002 

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

19,898,295,991 


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

2,872,587,252.36833380 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Goldman Sachs Bank USA 
Line Institutions Record: 3
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 4
Name of institution
Bank of America, N.A. 
Line Institutions Record: 5
Name of institution
Barclays Bank plc 
Line Institutions Record: 6
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 7
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 8
Name of institution
Citibank, N.A. 
Line Institutions Record: 9
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 10
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 11
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 12
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 13
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 14
Name of institution
BNP Paribas 
Line Institutions Record: 15
Name of institution
Societe Generale 
Line Institutions Record: 16
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 17
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 18
Name of institution
PNC Bank, National Association 
Line Institutions Record: 19
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 20
Name of institution
Royal Bank of Canada 
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 Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 2
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 4
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 7
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 9
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 10
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 11
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 22
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 23
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 24
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 25
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 26
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 27
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 28
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 29
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
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 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 32
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 35
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 39
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 52
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 53
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 54
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 55
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 56
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 57
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 58
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 59
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 60
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 61
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 62
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 63
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 64
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 65
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 66
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 67
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 68
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 69
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 70
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 71
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 74
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 75
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 76
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 77
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard PRIMECAP 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 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 102
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 103
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 104
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 105
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
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 California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 108
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 109
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 110
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 111
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 112
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 113
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 114
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
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 Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 117
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 118
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 119
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 120
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
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 U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 123
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 124
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 129
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 142
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: 143
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 144
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 146
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 148
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 149
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 154
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 155
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 161
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 162
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 163
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 164
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 165
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 166
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 167
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 168
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 169
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 170
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 171
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 173
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 176
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 180
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 192
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 193
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 194
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 195
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 196
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 197
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 198
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 199
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 200
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
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: 9

Item C.1. Background information.

a. Full Name of the Fund

TOTAL BOND MARKET INDEX PORTFOLIO 

b. Series identication number, if any

S000004395 

c. LEI

5ZDDIRU2ZZ8157CR8U65 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012151 

iii. Ticker symbol, if any

N/A 


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:
0.00541 
2. After Fund fees and expenses (i.e., net asset value):
-0.13440 
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:
0.070380006 
2. After Fund fees and expenses (i.e., net asset value):
0.070417685 

 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 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

N/A 


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 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
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: 2
i. Full name
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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: 4
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: 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
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: 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
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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
MONTE TITOLI 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
ITALY  
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 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: 3
i. Full name
NATIONAL BANK OF BELGIUM 
ii. LEI, if any

CGYP50QBGGR6NCHTSN68 

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 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: 4
i. Full name
HSBC BANK AUSTRALIA LIMITED 
ii. LEI, if any

MLU0ZO3ML4LN2LL2TL39 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 5
i. Full name
THE BANK OF NEW YORK MELLON SA/NV 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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: 6
i. Full name
HSBC Limited 
ii. LEI, if any

213800GJYUJERRTNRE86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NEW ZEALAND  
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 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: 7
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: 8
i. Full name
The Hongkong and Shanghai Banking Corporation Limited 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
PHILIPPINES  
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 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: 9
i. Full name
JP Morgan Bank Luxembourg SA 
ii. LEI, if any

7W1GMC6J4KGLBBUSYP52 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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: 10
i. Full name
Nordea Bank Abp 
ii. LEI, if any

529900ODI3047E2LIV03 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWEDEN  
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 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: 11
i. Full name
JP Morgan Bank Luxembourg SA 
ii. LEI, if any

7W1GMC6J4KGLBBUSYP52 

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 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: 12
i. Full name
Skandinaviska Enskilda Banken AB (Publ) 
ii. LEI, if any

F3JS33DEI6XQ4ZBPTN86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NORWAY  
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 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: 13
i. Full name
Deutsche Bank AG 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
PHILIPPINES  
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 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: 14
i. Full name
Euroclear (ESES) France 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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
Custodians Record: 15
i. Full name
MUFG Bank, Ltd. 
ii. LEI, if any

C3GTMMZIHMY46P4OIX74 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
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 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: 16
i. Full name
EUROCLEAR BANK, BRUSSELS 
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
Custodians Record: 17
i. Full name
SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI 
ii. LEI, if any

F3JS33DEI6XQ4ZBPTN86 

iii. State, if applicable
 
iv. Foreign country, if applicable
FINLAND  
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 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: 18
i. Full name
Royal Bank of Canada 
ii. LEI, if any

ES7IP3U3RHIGC71XBU11 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 19
i. Full name
JP Morgan Bank Luxembourg SA 
ii. LEI, if any

7W1GMC6J4KGLBBUSYP52 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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 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: 20
i. Full name
Nordea Bank Abp 
ii. LEI, if any

529900ODI3047E2LIV03 

iii. State, if applicable
 
iv. Foreign country, if applicable
NORWAY  
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 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: 21
i. Full name
BELGIUM ESES 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
Custodians Record: 22
i. Full name
Skandinaviska Enskilda Banken (Publ) 
ii. LEI, if any

F3JS33DEI6XQ4ZBPTN86 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWEDEN  
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 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: 23
i. Full name
Nordea Bank Abp 
ii. LEI, if any

529900ODI3047E2LIV03 

iii. State, if applicable
 
iv. Foreign country, if applicable
FINLAND  
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 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: 24
i. Full name
UniCredit Bank Czech Republic and Slovakia as 
ii. LEI, if any

KR6LSKV3BTSJRD41IF75 

iii. State, if applicable
 
iv. Foreign country, if applicable
CZECHIA  
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 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: 25
i. Full name
CIBC MELLON TRUST COMPANY 
ii. LEI, if any

549300IYUUH221WBZ505 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 26
i. Full name
BNP Paribas Securities Services SCA 
ii. LEI, if any

549300WCGB70D06XZS54 

iii. State, if applicable
 
iv. Foreign country, if applicable
ITALY  
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 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: 27
i. Full name
THE BANK OF NEW YORK MELLON, NEW YORK 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

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: 28
i. Full name
Mizuho Bank Ltd 
ii. LEI, if any

RB0PEZSDGCO3JS6CEU02 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
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 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: 29
i. Full name
JPMorgan Chase Bank NA 
ii. LEI, if any

7H6GLXDRUGQFU57RNE97 

iii. State, if applicable
 
iv. Foreign country, if applicable
NEW ZEALAND  
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 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: 30
i. Full name
CITIBANK EUROPE PLC 
ii. LEI, if any

6SHGI4ZSSLCXXQSBB395 

iii. State, if applicable
 
iv. Foreign country, if applicable
CZECHIA  
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 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 checked Yes Radio button not 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
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. Gross commissions paid by the Fund for the reporting period

33.60000000 

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

33.60000000 


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
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. Total value of purchases and sales (excluding maturing securities) with Fund:

346,853,927.49000001 

Principal Transactions Record: 2
i. Full name of dealer
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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:

327,364,095.05000001 

Principal Transactions Record: 3
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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:

330,799,455.08999997 

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
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

238,327,782.68000001 

Principal Transactions Record: 5
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:

749,976,984.00000000 

Principal Transactions Record: 6
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:

676,263,167.27999997 

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:

198,244,074.44999999 

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:

216,437,230.28000003 

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:

216,651,284.26999998 

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:

1,200,326,378.30000000 

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

5,333,862,154 


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

3,454,262,253.02000050 

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

0.00000000 


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?

3,100,000,000.00000000 

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
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 3
Name of institution
Bank of America, N.A. 
Line Institutions Record: 4
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 5
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 6
Name of institution
Barclays Bank plc 
Line Institutions Record: 7
Name of institution
The Bank of New York Mellon 
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
Wells Fargo Bank, National Association 
Line Institutions Record: 11
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 12
Name of institution
BNP Paribas 
Line Institutions Record: 13
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 14
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 15
Name of institution
PNC Bank, National Association 
Line Institutions Record: 16
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 17
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 18
Name of institution
Royal Bank of Canada 
Line Institutions Record: 19
Name of institution
Societe Generale 
Line Institutions Record: 20
Name of institution
Bank of Montreal, Chicago 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 Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 2
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 4
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 8
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
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 FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 11
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 22
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 23
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 24
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 25
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 26
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 27
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 28
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 29
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 30
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 31
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 32
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 33
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 34
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 37
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 59
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 60
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 61
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 62
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 63
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 64
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 65
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 70
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 75
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 77
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 78
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 81
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2035 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 Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 102
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 103
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 104
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 105
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 106
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 107
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 108
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 109
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 110
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 111
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 112
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 113
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 114
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 115
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 116
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 117
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 118
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 119
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 120
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 121
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
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 Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 130
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 142
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 143
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: 144
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 146
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 147
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 148
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 149
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
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 Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 161
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 162
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 163
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 164
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 165
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 166
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 167
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 168
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 169
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 170
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 171
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 173
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 175
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 192
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 193
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 194
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 195
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 196
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 197
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 198
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 199
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 200
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
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: 10

Item C.1. Background information.

a. Full Name of the Fund

INTERNATIONAL PORTFOLIO 

b. Series identication number, if any

S000004403 

c. LEI

OT40UIT5RF6NRFJZGB59 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012159 

iii. Ticker symbol, if any

N/A 


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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
Brown Brothers Harriman & Co. 
ii. LEI, if any

5493006KMX1VFTPYPW14 

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 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 checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. LEI, if any, of person providing indemnification

N/A 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
Securities Lending Record: 2
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

2,517,800,357.00000000 

g. Provide the net income from securities lending activities

2,588,610.50999999 


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 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
Baillie Gifford Overseas Ltd 
ii. SEC file number ( e.g., 801- )

801-21051 

iii.CRD number
000110296 
iv. LEI, if any

549300OJXEENXLO4FW52 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
Investment Advisers Record: 2
i. Full name
Schroder Investment Management North America Inc. 
ii. SEC file number ( e.g., 801- )

801-15834 

iii.CRD number
000105820 
iv. LEI, if any

5493003P29LAPF3HFV10 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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
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: 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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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
Deutsche Bank (Malaysia) Berhad, Kuala Lumpur 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
MALAYSIA  
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 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
AS SEB Pank, Tallinn 
ii. LEI, if any

549300ND1MQ8SNNYMJ22 

iii. State, if applicable
 
iv. Foreign country, if applicable
ESTONIA  
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 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: 3
i. Full name
FirstRand Bank Limited, Johannesburg 
ii. LEI, if any

ZAYQDKTCATIXF9OQY690 

iii. State, if applicable
 
iv. Foreign country, if applicable
SOUTH AFRICA  
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 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: 4
i. Full name
Nordea Bank AB (publ)Sweden (operating through its subsidiary, Nordea Bank Danmark A/S) 
ii. LEI, if any

6SCPQ280AIY8EP3XFW53 

iii. State, if applicable
 
iv. Foreign country, if applicable
DENMARK  
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 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: 5
i. Full name
The Hongkong and Shanghai Banking Corporation 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
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 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: 6
i. Full name
Banco Nacional de Mexico S.A., Mexico City 
ii. LEI, if any

2SFFM4FUIE05S37WFU55 

iii. State, if applicable
 
iv. Foreign country, if applicable
MEXICO  
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 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: 7
i. Full name
Credit Suisse AG, Zurich 
ii. LEI, if any

549300CWR0W0BCS9Q144 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWITZERLAND  
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 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: 8
i. Full name
Deutsche Bank. A.S., Istanbul 
ii. LEI, if any

789000N5SE3LWDK7OI11 

iii. State, if applicable
 
iv. Foreign country, if applicable
TURKEY  
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 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: 9
i. Full name
Nordea Bank AB (publ) 
ii. LEI, if any

6SCPQ280AIY8EP3XFW53 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWEDEN  
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 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: 10
i. Full name
Deutsche Bank AG, Vienna 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRIA  
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 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: 11
i. Full name
Bank Hapoalim B.M., Tel Aviv 
ii. LEI, if any

B6ARUI4946ST4S7WOU88 

iii. State, if applicable
 
iv. Foreign country, if applicable
ISRAEL  
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 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: 12
i. Full name
Citibank Europe Plc Magyarorszagi Fioktelepe (Citibank) 
ii. LEI, if any

N1FBEDJ5J41VKZLO2475 

iii. State, if applicable
 
iv. Foreign country, if applicable
HUNGARY  
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 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: 13
i. Full name
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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 checked Yes Radio button not 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: 14
i. Full name
HSBC Bank (China) Company Limited, Shanghai (as delegate of The Hongkong and Shanghai Banking Corporation Limited) 
ii. LEI, if any

2CZOJRADNJXBLT55G526 

iii. State, if applicable
 
iv. Foreign country, if applicable
CHINA  
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 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: 15
i. Full name
The Hongkong and Shanghai Banking Corporation Ltd., Auckland 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
NEW ZEALAND  
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 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: 16
i. Full name
Deutsche Bank AG, Amsterdam 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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: 17
i. Full name
Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Paris branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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 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: 18
i. Full name
Bank Handlowy w Warszawie S.A., Warsaw 
ii. LEI, if any

XLEZHWWOI4HFQDGL4793 

iii. State, if applicable
 
iv. Foreign country, if applicable
POLAND  
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 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: 19
i. Full name
BNP Paribas Securities Services, S.C.A., Athens 
ii. LEI, if any

549300WCGB70D06XZS54 

iii. State, if applicable
 
iv. Foreign country, if applicable
GREECE  
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 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: 20
i. Full name
State Street Bank International GMBH 
ii. LEI, if any

ZMHGNT7ZPKZ3UFZ8EO46 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
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 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: 21
i. Full name
Deutsche Bank AG, Jakarta 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
INDONESIA  
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 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: 22
i. Full name
BBH & CO 
ii. LEI, if any

5493006KMX1VFTPYPW14 

iii. State, if applicable
MASSACHUSETTS  
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: 23
i. Full name
State Street Bank and Trust Company, United Kingdom Branch 
ii. LEI, if any

213800YAZLPV26WFM449 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 24
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
Custodians Record: 25
i. Full name
The Hongkong and Shanghai Banking Corp. Limited, Seoul 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
KOREA (THE REPUBLIC OF)  
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 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: 26
i. Full name
Citibank. N.A. 
ii. LEI, if any

579100KKDGKCFFKKF005 

iii. State, if applicable
 
iv. Foreign country, if applicable
ARGENTINA  
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 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: 27
i. Full name
Deutsche Bank AG, Mumbai 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
INDIA  
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 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: 28
i. Full name
Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Brussels branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

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 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: 29
i. Full name
Deutsche Bank S.p.A., Milan 
ii. LEI, if any

529900SS7ZWCX82U3W60 

iii. State, if applicable
 
iv. Foreign country, if applicable
ITALY  
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 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: 30
i. Full name
Deutsche Bank AG, Netherlands 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
PORTUGAL  
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 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: 31
i. Full name
Standard Chartered Bank (Hong Kong) Limited, Kwun Tong, Hong Kong 
ii. LEI, if any

X5AV1MBDXGRPX5UGMX13 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
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 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: 32
i. Full name
The Hongkong and Shanghai Banking Corporation Limited, Sydney 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 33
i. Full name
Citibank, N.A., Sao Paulo 
ii. LEI, if any

579100KKDGKCFFKKF005 

iii. State, if applicable
 
iv. Foreign country, if applicable
BRAZIL  
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 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: 34
i. Full name
Deutsche Bank S.A.E., Madrid 
ii. LEI, if any

529900SICIK5OVMVY186 

iii. State, if applicable
 
iv. Foreign country, if applicable
SPAIN  
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 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: 35
i. Full name
Citibank N.A. Singapore 
ii. LEI, if any

E57ODZWZ7FF32TWEFA76 

iii. State, if applicable
 
iv. Foreign country, if applicable
SINGAPORE  
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 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: 36
i. Full name
Nordea Bank AB (publ), Sweden (opearting through its subsidiary, Nordea Bank Norge ASA) 
ii. LEI, if any

6SCPQ280AIY8EP3XFW53 

iii. State, if applicable
 
iv. Foreign country, if applicable
NORWAY  
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 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: 37
i. Full name
Nordea Bank AB (publ), Sweden (operating through its subsidiary, Nordea Bank Finland Plc) 
ii. LEI, if any

6SCPQ280AIY8EP3XFW53 

iii. State, if applicable
 
iv. Foreign country, if applicable
FINLAND  
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 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: 38
i. Full name
AO Citibank, Moscow 
ii. LEI, if any

CHSQDSVI1UI96Y2SW097 

iii. State, if applicable
 
iv. Foreign country, if applicable
RUSSIAN FEDERATION  
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 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: 39
i. Full name
Deutsche Bank AG, Manila Branch 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
PHILIPPINES  
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 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: 40
i. Full name
Ceskoslovenska obchodni banka a.s., Prague 
ii. LEI, if any

Q5BP2UEQ48R75BOTCB92 

iii. State, if applicable
 
iv. Foreign country, if applicable
CZECHIA  
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 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: 41
i. Full name
State Street Trust Company Canada 
ii. LEI, if any

549300L71XG2CTQ2V827 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 42
i. Full name
Standard Chartered Bank (Taiwan) Limited 
ii. LEI, if any

549300QJEO1B92LSHZ06 

iii. State, if applicable
 
iv. Foreign country, if applicable
TAIWAN  
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 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: 43
i. Full name
Standard Chartered Bank (Thai) Public Company Limited, Bangkok 
ii. LEI, if any

549300O1LQYCQ7G1IM57 

iii. State, if applicable
 
iv. Foreign country, if applicable
THAILAND  
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 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 checked Yes Radio button not 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
J.P. Morgan Securities (Asia Pacific) Limited 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

871JPXVZ0Z8I863B6V34 

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

19,510.43999999 

Brokers Record: 2
i. Full name of broker
Credit Suisse Securities (Europe) Limited 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

DL6FFRRLF74S01HE2M14 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Gross commissions paid by the Fund for the reporting period

29,218.36000000 

Brokers Record: 3
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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

41,034.83000000 

Brokers Record: 4
i. Full name of broker
ITG Inc. 
ii. SEC file number

008-44218 

iii. CRD number
000029299 
iv. LEI, if any

549300S41SMIODVIT266 

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

42,482.09000000 

Brokers Record: 5
i. Full name of broker
Goldman Sachs International 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

W22LROWP2IHZNBB6K528 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Gross commissions paid by the Fund for the reporting period

66,838.83000000 

Brokers Record: 6
i. Full name of broker
Societe Generale 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

O2RNE8IBXP4R0TD8PU41 

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

31,266.19999999 

Brokers Record: 7
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

20,183.79000000 

Brokers Record: 8
i. Full name of broker
Merrill Lynch International 
ii. SEC file number

N/A 

iii. CRD number
000162416 
iv. LEI, if any

GGDZP1UYGU9STUHRDP48 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Gross commissions paid by the Fund for the reporting period

59,204.25000000 

Brokers Record: 9
i. Full name of broker
Morgan Stanley & Co. International PLC 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

4PQUHN3JPFGFNF3BB653 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Gross commissions paid by the Fund for the reporting period

100,960.59000000 

Brokers Record: 10
i. Full name of broker
UBS Limited 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

REYPIEJN7XZHSUI0N355 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Gross commissions paid by the Fund for the reporting period

22,518.21000000 

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

675,887.88999999 


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
Atlas Copco AB 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

213800T8PC8Q4FYJZR07 

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

873,830.04000000 

Principal Transactions Record: 2
i. Full name of dealer
Puma SE 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

529900GRZ2BQY5ZM9N49 

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

3,647,777.14000000 

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:

5,088,587,118.35000040 

Principal Transactions Record: 4
i. Full name of dealer
Modern Times Group MTG AB 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300E8NDODRSX29339 

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

1,675,300.03000000 

Principal Transactions Record: 5
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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:

7,961,730.12000000 

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:

16,702,048.29999999 

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:

593,480.00000000 

Principal Transactions Record: 8
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:

1,979,221.67000000 

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:

1,484,209.86000000 

Principal Transactions Record: 10
i. Full name of dealer
FLIPKART INDIA PRIVATE LIMITED 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

335800ILXPCOFAHC5V79 

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

7,941,865.15000000 

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

5,132,386,683.30999950 


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

3,509,623,823.03999950 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Wells Fargo Bank, National Association 
Line Institutions Record: 3
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 4
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 5
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 6
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 7
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 8
Name of institution
Barclays Bank plc 
Line Institutions Record: 9
Name of institution
Bank of America, N.A. 
Line Institutions Record: 10
Name of institution
Citibank, N.A. 
Line Institutions Record: 11
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 12
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 13
Name of institution
BNP Paribas 
Line Institutions Record: 14
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 15
Name of institution
PNC Bank, National Association 
Line Institutions Record: 16
Name of institution
Societe Generale 
Line Institutions Record: 17
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 18
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 19
Name of institution
Royal Bank of Canada 
Line Institutions Record: 20
Name of institution
Brown Brothers Harriman & Co. 
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 Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 2
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 8
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 10
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
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 Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 22
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 23
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 24
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 25
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 26
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 27
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 28
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 29
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 30
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 31
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 32
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 36
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 41
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 52
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 58
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 59
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 61
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 62
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 63
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
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 Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 68
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 71
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 72
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 73
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 102
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 103
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 104
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
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 Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 107
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 108
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 109
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 110
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 111
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 112
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 113
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 114
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 115
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 116
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 117
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 118
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 119
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 120
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 121
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 122
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 124
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 125
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 126
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 128
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 129
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 142
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 143
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 144
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: 145
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 146
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 147
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
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 Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
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 Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 162
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 163
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 164
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 165
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 166
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 167
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 168
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 169
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 170
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 171
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 173
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 180
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 193
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
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 Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 196
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 197
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 198
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 199
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 200
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
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: 11

Item C.1. Background information.

a. Full Name of the Fund

MID-CAP INDEX PORTFOLIO 

b. Series identication number, if any

S000004404 

c. LEI

FU4G3B84SVW07HHVW178 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012160 

iii. Ticker symbol, if any

N/A 


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:
0.04868 
2. After Fund fees and expenses (i.e., net asset value):
-0.10561 
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:
0.021495041 
2. After Fund fees and expenses (i.e., net asset value):
0.021508364 

 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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

91,242,786.95999999 

g. Provide the net income from securities lending activities

49,698.84000000 


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 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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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: 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 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: 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
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
Custodians Record: 2
i. Full name
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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 checked Yes Radio button not 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
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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

826.57999999 

Brokers Record: 2
i. Full name of broker
National Financial Services LLC 
ii. SEC file number

008-26740 

iii. CRD number
000013041 
iv. LEI, if any

549300JRHF1MHHWUAW04 

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

2,614.94000000 

Brokers Record: 3
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

2,639.25000000 

Brokers Record: 4
i. Full name of broker
MD GLOBAL PARTNERS, LLC 
ii. SEC file number

008-67356 

iii. CRD number
000140988 
iv. LEI, if any

N/A 

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

2,527.88000000 

Brokers Record: 5
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

4,479.28000000 

Brokers Record: 6
i. Full name of broker
Instinet, LLC 
ii. SEC file number

008-23669 

iii. CRD number
000007897 
iv. LEI, if any

549300MGMN3RKMU8FT57 

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

3,816.21000000 

Brokers Record: 7
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

702.45000000 

Brokers Record: 8
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

4,108.70000000 

Brokers Record: 9
i. Full name of broker
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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

5,965.96000000 

Brokers Record: 10
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

1,282.33000000 

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

33,030.03999999 


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 TOTAL STOCK MARKET INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

HJ2RZRUQEVF2A5SPRB21 

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:

8,789,180.12999999 

Principal Transactions Record: 2
i. Full name of dealer
VANGUARD MEGA CAP GROWTH INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

RM8BENNF3HWR72TA0009 

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:

10,178,333.27000000 

Principal Transactions Record: 3
i. Full name of dealer
VANGUARD SMALL-CAP INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

HZKQM2YGJWB4I8NIZL49 

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:

67,557,998.89000000 

Principal Transactions Record: 4
i. Full name of dealer
CA, Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

Y7ET3D9SDOFUZ515FE28 

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:

6,149,010.00000000 

Principal Transactions Record: 5
i. Full name of dealer
XL GROUP LTD 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

213800AJ4DD69YLNL348 

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

6,618,182.40000000 

Principal Transactions Record: 6
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:

514,352,768.09000003 

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

N/A 

iii. CRD number
N/A 
iv. LEI, if any

8DLNZLT9FCSJNCMHQC12 

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:

4,186,650.65000000 

Principal Transactions Record: 8
i. Full name of dealer
Scripps Networks Interactive Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300AI1MM5VBF43K58 

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

3,615,874.42000000 

Principal Transactions Record: 9
i. Full name of dealer
Dell Technologies Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300TJB5YBRUPOG437 

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

6,796,756.46000000 

Principal Transactions Record: 10
i. Full name of dealer
Vanguard Index Funds - Vanguard 500 Index Fund 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

12WZ1W76P8QD4VJ6OB47 

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:

9,807,468.65000000 

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

666,672,422.82999992 


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

1,820,501,060.19749950 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Goldman Sachs Bank USA 
Line Institutions Record: 3
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 4
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 5
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 6
Name of institution
Barclays Bank plc 
Line Institutions Record: 7
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 8
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 9
Name of institution
Bank of America, N.A. 
Line Institutions Record: 10
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 11
Name of institution
Citibank, N.A. 
Line Institutions Record: 12
Name of institution
BNP Paribas 
Line Institutions Record: 13
Name of institution
PNC Bank, National Association 
Line Institutions Record: 14
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 15
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 16
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 17
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 18
Name of institution
Societe Generale 
Line Institutions Record: 19
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 20
Name of institution
Royal Bank of Canada 
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 Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 2
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
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 FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 8
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 10
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
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 International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 22
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 23
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 24
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 25
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 26
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 27
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 28
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 29
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 30
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 31
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 32
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 36
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 39
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 40
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 53
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 59
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 61
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 62
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 63
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 64
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 65
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 66
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 67
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 75
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 76
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 77
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2020 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 Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 102
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 103
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 104
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 105
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 106
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 107
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
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 California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 110
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 111
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 112
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 113
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 114
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 115
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 116
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 117
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 118
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 119
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 120
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 121
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 124
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 142
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 143
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: 144
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 146
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 148
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 149
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
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 S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 156
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 157
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 161
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 162
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 163
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 164
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 165
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 166
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 167
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 168
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 169
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 170
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 171
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 173
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 174
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 178
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 192
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 193
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 194
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 195
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 196
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 197
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 198
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 199
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 200
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
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: 12

Item C.1. Background information.

a. Full Name of the Fund

CONSERVATIVE ALLOCATION PORTFOLIO 

b. Series identication number, if any

S000033473 

c. LEI

VLNHEQD6T0P0GC1HM259 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000102905 

iii. Ticker symbol, if any

N/A 


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 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 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

N/A 


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 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
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: 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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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
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
BBH & CO 
ii. LEI, if any

5493006KMX1VFTPYPW14 

iii. State, if applicable
MASSACHUSETTS  
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
Custodians Record: 3
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 checked Yes Radio button not 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
TOTAL BOND MARKET INDEX PORTFOLIO 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

5ZDDIRU2ZZ8157CR8U65 

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:

58,725,330.54999999 

Principal Transactions Record: 2
i. Full name of dealer
EQUITY INDEX PORTFOLIO 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

7JQ1DLD3O9GPKG81WF09 

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:

55,992,900.45000000 

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:

21,674,594.80000000 

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

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300BXRBFWS9SORH32 

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:

7,680,308.76999999 

Principal Transactions Record: 5
i. Full name of dealer
VANGUARD EXTENDED MARKET INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

NKRB5RF4FYYMQPL0SY31 

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:

2,778,336.55000000 

Principal Transactions Record: 6
i. Full name of dealer
VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

BF5U5YXM0ZHVXS3F8G71 

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:

21,947,713.92000000 

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

168,799,185.04000002 


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

318,976,865.17000002 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Barclays Bank plc 
Line Institutions Record: 3
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 4
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 5
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 6
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 7
Name of institution
Citibank, N.A. 
Line Institutions Record: 8
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 9
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 10
Name of institution
Bank of America, N.A. 
Line Institutions Record: 11
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 12
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 13
Name of institution
Societe Generale 
Line Institutions Record: 14
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 15
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 16
Name of institution
BNP Paribas 
Line Institutions Record: 17
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 18
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 19
Name of institution
Royal Bank of Canada 
Line Institutions Record: 20
Name of institution
PNC Bank, National Association 
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 Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 2
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 3
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 5
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 8
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 11
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 22
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 23
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 24
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 25
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 26
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 27
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 28
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 29
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 30
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
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 Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 36
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 37
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 38
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 55
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 56
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 59
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 61
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 62
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
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 LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 65
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 71
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2015 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 Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 102
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 103
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 104
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 105
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 106
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 107
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 108
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 109
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 110
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 111
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 112
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 113
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 114
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 115
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
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 Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 118
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 119
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 120
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 121
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
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: 123
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 124
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 125
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 126
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 127
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 128
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 129
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 130
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 132
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 133
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 134
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 135
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 136
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 137
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 138
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 139
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 140
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 141
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 142
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 143
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 144
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 145
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 146
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 147
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 148
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 149
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 150
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 151
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 152
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 153
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 154
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 155
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 156
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 157
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 158
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 159
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 160
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 161
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 162
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 163
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 164
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 165
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 166
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 167
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 170
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 171
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 172
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 173
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 174
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 175
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 176
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 177
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 178
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 179
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 180
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 181
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 182
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 183
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 184
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 185
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 186
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 187
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 188
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 189
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 190
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 191
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 192
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 193
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 194
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 195
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 196
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 197
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 198
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 199
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 200
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
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: 13

Item C.1. Background information.

a. Full Name of the Fund

DIVERSIFIED VALUE PORTFOLIO 

b. Series identication number, if any

S000004398 

c. LEI

147HBSXFO6HWZRQP8T25 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012154 

iii. Ticker symbol, if any

N/A 


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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

50,456,993.42000000 

g. Provide the net income from securities lending activities

12,074.82000000 


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 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
Barrow, Hanley, Mewhinney & Strauss, LLC 
ii. SEC file number ( e.g., 801- )

801-31237 

iii.CRD number
000105519 
iv. LEI, if any

213800XRVTFKWDGW6Y09 

v. State, if applicable
TEXAS  
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
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: 2
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: 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
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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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
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
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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
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

5,679.01000000 

Brokers Record: 2
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

27,096.17000000 

Brokers Record: 3
i. Full name of broker
Weeden & Co. L.P. 
ii. SEC file number

008-37267 

iii. CRD number
000016835 
iv. LEI, if any

549300OYBLKSN8M8EW67 

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

34,157.56000000 

Brokers Record: 4
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

10,315.67000000 

Brokers Record: 5
i. Full name of broker
LIQUIDNET, INC. 
ii. SEC file number

008-52461 

iii. CRD number
000103987 
iv. LEI, if any

213800HSKBBO1GCVRG79 

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

48,203.16000000 

Brokers Record: 6
i. Full name of broker
Abel/Noser Corp. 
ii. SEC file number

008-21897 

iii. CRD number
000007537 
iv. LEI, if any

5493001TUUB0GB6K8B25 

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

22,850.73000000 

Brokers Record: 7
i. Full name of broker
Instinet, LLC 
ii. SEC file number

008-23669 

iii. CRD number
000007897 
iv. LEI, if any

549300MGMN3RKMU8FT57 

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

8,568.56000000 

Brokers Record: 8
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

8,446.46999999 

Brokers Record: 9
i. Full name of broker
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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

7,564.01000000 

Brokers Record: 10
i. Full name of broker
Oppenheimer & Co. Inc. 
ii. SEC file number

008-04077 

iii. CRD number
000000249 
iv. LEI, if any

254900VH02JQR2L8XD64 

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

5,092.50000000 

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

219,999.16000000 


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
Express Scripts Holding Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

5493003UA6VMND084504 

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

19,482,255.00000000 

Principal Transactions Record: 2
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:

706,284,006.73000002 

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

725,766,261.73000002 


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

1,040,609,627.46083340 

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

0.00000000 


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?

3,100,000,000.00000000 

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
HSBC Bank USA, N.A. 
Line Institutions Record: 3
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 4
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 5
Name of institution
Barclays Bank plc 
Line Institutions Record: 6
Name of institution
Citibank, N.A. 
Line Institutions Record: 7
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 8
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 9
Name of institution
Bank of America, N.A. 
Line Institutions Record: 10
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 11
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 12
Name of institution
Royal Bank of Canada 
Line Institutions Record: 13
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 14
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 15
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 16
Name of institution
Societe Generale 
Line Institutions Record: 17
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 18
Name of institution
BNP Paribas 
Line Institutions Record: 19
Name of institution
PNC Bank, National Association 
Line Institutions Record: 20
Name of institution
Brown Brothers Harriman & Co. 
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 Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 2
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 5
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
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 Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 22
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 23
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 24
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 25
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 26
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 27
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 28
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 29
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 30
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 31
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 32
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 35
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
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 Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 57
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 59
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 60
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 61
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 62
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 63
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
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 LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 66
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 67
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 68
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 77
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 79
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 101
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 102
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 103
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 104
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 105
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 106
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 107
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 108
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 109
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 110
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 111
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 112
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 113
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 114
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 115
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 116
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 117
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 118
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 119
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 120
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 121
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 122
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 124
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 127
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 128
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 133
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 134
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 135
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 136
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 139
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: 140
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 141
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 142
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 143
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 144
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 145
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 146
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 147
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 148
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 149
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 150
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 151
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 152
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 153
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 154
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 158
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 159
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 160
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 161
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 162
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 163
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 164
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 165
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 166
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 167
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 168
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 169
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 170
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 171
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 172
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 173
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 174
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 175
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 176
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 177
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 178
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 179
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 180
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 181
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 182
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 184
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 186
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 187
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 188
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 190
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 191
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 192
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 193
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 194
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 195
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 196
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 197
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 198
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 199
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 200
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
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: 14

Item C.1. Background information.

a. Full Name of the Fund

EQUITY INDEX PORTFOLIO 

b. Series identication number, if any

S000004400 

c. LEI

7JQ1DLD3O9GPKG81WF09 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012156 

iii. Ticker symbol, if any

N/A 


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:
0.01163 
2. After Fund fees and expenses (i.e., net asset value):
-0.12216 
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:
0.009998581 
2. After Fund fees and expenses (i.e., net asset value):
0.009954478 

 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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

16,639,421.94999999 

g. Provide the net income from securities lending activities

23,965.43999999 


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 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
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: 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
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
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: 7
i. Full name
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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 checked Yes Radio button not 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
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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

2,041.13000000 

Brokers Record: 2
i. Full name of broker
MD GLOBAL PARTNERS, LLC 
ii. SEC file number

008-67356 

iii. CRD number
000140988 
iv. LEI, if any

N/A 

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

1,325.77000000 

Brokers Record: 3
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

1,026.78000000 

Brokers Record: 4
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

293.61000000 

Brokers Record: 5
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

1,913.08000000 

Brokers Record: 6
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

642.78000000 

Brokers Record: 7
i. Full name of broker
National Financial Services LLC 
ii. SEC file number

008-26740 

iii. CRD number
000013041 
iv. LEI, if any

549300JRHF1MHHWUAW04 

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

2,817.02000000 

Brokers Record: 8
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

5,990.10000000 

Brokers Record: 9
i. Full name of broker
Instinet, LLC 
ii. SEC file number

008-23669 

iii. CRD number
000007897 
iv. LEI, if any

549300MGMN3RKMU8FT57 

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

422.51000000 

Brokers Record: 10
i. Full name of broker
Sanford C. Bernstein & Co., LLC 
ii. SEC file number

008-52942 

iii. CRD number
000104474 
iv. LEI, if any

549300I7JYZHT7D5CO04 

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

436.41000000 

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

17,842.58000000 


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 EXTENDED MARKET INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

NKRB5RF4FYYMQPL0SY31 

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:

10,098,629.96000000 

Principal Transactions Record: 2
i. Full name of dealer
Rockwell Collins Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

XO75O7GICH1NPWLBRL05 

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

5,360,338.11000000 

Principal Transactions Record: 3
i. Full name of dealer
Time Warner Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

KNG3XRAA0RHN9H62OK76 

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:

9,537,991.22000000 

Principal Transactions Record: 4
i. Full name of dealer
XL GROUP LTD 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

213800AJ4DD69YLNL348 

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

3,423,916.80000000 

Principal Transactions Record: 5
i. Full name of dealer
Aetna Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300QKBENKLBXQ8968 

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:

16,151,100.74000000 

Principal Transactions Record: 6
i. Full name of dealer
VANGUARD HIGH DIVIDEND YIELD INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

TR5F4U3Y3DQVBW8TQD97 

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:

6,330,737.89000000 

Principal Transactions Record: 7
i. Full name of dealer
CVS Health Corp. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300EJG376EN5NQE29 

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

5,194,680.74000000 

Principal Transactions Record: 8
i. Full name of dealer
VANGUARD MID-CAP INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

F7RXEPKL33W3OZ8V3S02 

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:

5,647,445.15000000 

Principal Transactions Record: 9
i. Full name of dealer
Monsanto Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

NONUZEX43GHIPSVDD938 

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

12,842,240.00000000 

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:

746,871,652.42000008 

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

860,657,452.45000029 


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

5,342,516,651.99333290 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Bank of America, N.A. 
Line Institutions Record: 3
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 4
Name of institution
Barclays Bank plc 
Line Institutions Record: 5
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 6
Name of institution
Citibank, N.A. 
Line Institutions Record: 7
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 8
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 9
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 10
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 11
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 12
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 13
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 14
Name of institution
PNC Bank, National Association 
Line Institutions Record: 15
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 16
Name of institution
BNP Paribas 
Line Institutions Record: 17
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 18
Name of institution
Royal Bank of Canada 
Line Institutions Record: 19
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 20
Name of institution
Societe Generale 
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 Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 2
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 5
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 8
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 9
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 22
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 23
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 24
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 25
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 26
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 27
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 28
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 29
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 30
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
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 Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 36
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 37
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
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 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 40
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 53
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 59
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 61
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 62
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 63
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
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 Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
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 Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
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 LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2020 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 STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Target Retirement 2015 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 Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 102
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 103
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 104
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 105
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 106
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 107
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 108
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 109
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 110
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 111
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 112
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 113
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 114
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 115
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 116
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 117
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 118
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 119
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 120
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 121
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 123
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 124
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 128
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 130
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 142
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 143
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 144
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 146
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 148
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: 149
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 150
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 154
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 161
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 162
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 163
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 164
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 165
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 166
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 167
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 168
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 169
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 170
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 171
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 172
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 173
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 193
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 194
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 195
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 196
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 197
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 198
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 199
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 200
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
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: 15

Item C.1. Background information.

a. Full Name of the Fund

CAPITAL GROWTH PORTFOLIO 

b. Series identication number, if any

S000004397 

c. LEI

3D5C0XOO181FNTK2FP52 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012153 

iii. Ticker symbol, if any

N/A 


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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

52,482,569.14000000 

g. Provide the net income from securities lending activities

19,080.82000000 


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 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
PRIMECAP Management Company 
ii. SEC file number ( e.g., 801- )

801-19765 

iii.CRD number
000105516 
iv. LEI, if any

254900YBJPASOJ076244 

v. State, if applicable
CALIFORNIA  
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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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
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: 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
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
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
CIBC MELLON TRUST CO, ONTARIO 
ii. LEI, if any

549300IYUUH221WBZ505 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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
Credit Suisse (Switzerland) Ltd. 
ii. LEI, if any

549300CWR0W0BCS9Q144 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWITZERLAND  
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 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: 3
i. Full name
THE BANK OF NEW YORK MELLON SA/NV 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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: 4
i. Full name
THE BANK OF NEW YORK MELLON SA/NV, ASSET SERVICING, NIEDERLASSUNG FRANKFURT AM MAIN 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
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 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: 5
i. Full name
Deutsche Bank AG, Amsterdam 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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: 6
i. Full name
Credit Suisse AG, Zurich 
ii. LEI, if any

549300CWR0W0BCS9Q144 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWITZERLAND  
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 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: 7
i. Full name
Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Paris branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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 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: 8
i. Full name
THE BANK OF NEW YORK MELLON, NEW YORK 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

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: 9
i. Full name
EUROCLEAR BANK, BRUSSELS 
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
Custodians Record: 10
i. Full name
HSBC BANK AUSTRALIA LIMITED 
ii. LEI, if any

MLU0ZO3ML4LN2LL2TL39 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 11
i. Full name
Standard Chartered Bank (Hong Kong) Limited, Kwun Tong, Hong Kong 
ii. LEI, if any

X5AV1MBDXGRPX5UGMX13 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
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 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: 12
i. Full name
Euroclear (ESES) France 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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
Custodians Record: 13
i. Full name
State Street Bank International GMBH 
ii. LEI, if any

ZMHGNT7ZPKZ3UFZ8EO46 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
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 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: 14
i. Full name
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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: 15
i. Full name
State Street Trust Company Canada 
ii. LEI, if any

549300L71XG2CTQ2V827 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 16
i. Full name
The Hongkong and Shanghai Banking Corporation Limited, Sydney 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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 checked Yes Radio button not 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
Evercore Group L.L.C. 
ii. SEC file number

008-49830 

iii. CRD number
000042405 
iv. LEI, if any

5493008F0LRLS5N8LZ81 

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

15,899.04000000 

Brokers Record: 2
i. Full name of broker
Jefferies LLC 
ii. SEC file number

008-15074 

iii. CRD number
000002347 
iv. LEI, if any

58PU97L1C0WSRCWADL48 

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

21,491.27999999 

Brokers Record: 3
i. Full name of broker
Guggenheim Capital, LLC 
ii. SEC file number

008-49107 

iii. CRD number
000040638 
iv. LEI, if any

549300GOPVLTY8C8IN16 

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

6,708.00000000 

Brokers Record: 4
i. Full name of broker
Sanford C. Bernstein & Co., LLC 
ii. SEC file number

008-52942 

iii. CRD number
000104474 
iv. LEI, if any

549300I7JYZHT7D5CO04 

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

9,616.00000000 

Brokers Record: 5
i. Full name of broker
CLSA AMERICAS, LLC 
ii. SEC file number

008-69166 

iii. CRD number
000165533 
iv. LEI, if any

213800M2DXATWY7JMS07 

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

6,603.00000000 

Brokers Record: 6
i. Full name of broker
Sanford C. Bernstein Limited 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

54930049G8WQ5OOUSD19 

v. State, if applicable
 
vi. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
vii. Gross commissions paid by the Fund for the reporting period

6,564.90000000 

Brokers Record: 7
i. Full name of broker
KeyBanc Capital Markets Inc. 
ii. SEC file number

008-30177 

iii. CRD number
000000566 
iv. LEI, if any

2EQWV0180Z211YVAD813 

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

12,881.60000000 

Brokers Record: 8
i. Full name of broker
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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

6,958.64000000 

Brokers Record: 9
i. Full name of broker
Loop Capital Markets LLC 
ii. SEC file number

008-50140 

iii. CRD number
000043098 
iv. LEI, if any

254900FPPM2WN90D4786 

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

11,904.00000000 

Brokers Record: 10
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

19,144.23000000 

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

195,114.97000000 


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
Monsanto Company 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

NONUZEX43GHIPSVDD938 

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

17,843,200.00000000 

Principal Transactions Record: 2
i. Full name of dealer
Bioverativ Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300461Z3XXZQSI879 

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

8,200,500.00000000 

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:

794,268,205.37000000 

Principal Transactions Record: 4
i. Full name of dealer
Dell Technologies Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300TJB5YBRUPOG437 

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

2,191,543.72000000 

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

822,503,449.09000003 


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

1,636,459,840.40166660 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Goldman Sachs Bank USA 
Line Institutions Record: 3
Name of institution
Citibank, N.A. 
Line Institutions Record: 4
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 5
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 6
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 7
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 8
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 9
Name of institution
Barclays Bank plc 
Line Institutions Record: 10
Name of institution
Bank of America, N.A. 
Line Institutions Record: 11
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 12
Name of institution
Societe Generale 
Line Institutions Record: 13
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 14
Name of institution
BNP Paribas 
Line Institutions Record: 15
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 16
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 17
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 18
Name of institution
Royal Bank of Canada 
Line Institutions Record: 19
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 20
Name of institution
PNC Bank, National Association 
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 Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 2
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 5
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 6
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 7
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 8
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 9
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 10
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 11
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 22
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
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 Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 25
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 26
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 27
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 28
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 29
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
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 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 32
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 36
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 52
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 56
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
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 High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 61
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 62
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 63
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 64
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 65
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 66
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 67
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 73
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 75
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 77
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 102
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 103
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 104
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 105
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 106
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 107
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 108
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 109
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 110
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 111
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 112
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 113
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 114
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
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 Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 117
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 118
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 119
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 120
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 121
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 124
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 125
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 127
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 130
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 142
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 143
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 144
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 145
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: 146
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 147
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
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 European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 156
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 157
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 161
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 162
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 163
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 164
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 165
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 166
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 167
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 168
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 169
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 170
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
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 International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 173
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 180
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 181
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 192
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
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 Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 195
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 196
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 197
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 198
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 199
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 200
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 checked No
Management Investment Record: 16

Item C.1. Background information.

a. Full Name of the Fund

HIGH-YIELD BOND PORTFOLIO 

b. Series identication number, if any

S000004402 

c. LEI

4D0OP9VY0PK1J6L3W040 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012158 

iii. Ticker symbol, if any

N/A 


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 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

N/A 


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 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
Wellington Management Company LLP 
ii. SEC file number ( e.g., 801- )

801-15908 

iii.CRD number
000106595 
iv. LEI, if any

549300YHP12TEZNLCX41 

v. State, if applicable
MASSACHUSETTS  
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 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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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: 5
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: 6
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: 7
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
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
CLEARSTREAM 
ii. LEI, if any

549300OL514RA0SXJJ44 

iii. State, if applicable
 
iv. Foreign country, if applicable
LUXEMBOURG  
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
Custodians Record: 2
i. Full name
The Hongkong and Shanghai Banking Corporation Limited, Sydney 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 3
i. Full name
THE BANK OF NEW YORK MELLON, NEW YORK 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

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: 4
i. Full name
State Street Bank and Trust Company, United Kingdom Branch 
ii. LEI, if any

213800YAZLPV26WFM449 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 5
i. Full name
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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: 6
i. Full name
State Street Trust Company Canada 
ii. LEI, if any

549300L71XG2CTQ2V827 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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 checked Yes Radio button not 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
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. Total value of purchases and sales (excluding maturing securities) with Fund:

17,791,402.10000000 

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:

6,072,310.65000000 

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:

48,879,798.53000000 

Principal Transactions Record: 4
i. Full name of dealer
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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:

13,071,530,534.32000000 

Principal Transactions Record: 5
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

008-50727 

iii. CRD number
000044542 
iv. LEI, if any

GPSMMRI21JE7ZCVYF972 

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:

6,833,256.08000000 

Principal Transactions Record: 6
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:

40,440,298.50000000 

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:

19,224,274.93999999 

Principal Transactions Record: 8
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

008-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

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:

8,371,668.70000000 

Principal Transactions Record: 9
i. Full name of dealer
Citigroup Global Markets Inc. 
ii. SEC file number

008-08177 

iii. CRD number
000007059 
iv. LEI, if any

MBNUM2BPBDO7JBLYG310 

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:

21,268,055.68000000 

Principal Transactions Record: 10
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:

35,245,561.75000000 

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

13,362,524,256.49000000 


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

735,241,679.34833336 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Bank of America, N.A. 
Line Institutions Record: 3
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 4
Name of institution
Barclays Bank plc 
Line Institutions Record: 5
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 6
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 7
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 8
Name of institution
Citibank, N.A. 
Line Institutions Record: 9
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 10
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 11
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 12
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 13
Name of institution
BNP Paribas 
Line Institutions Record: 14
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 15
Name of institution
Societe Generale 
Line Institutions Record: 16
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 17
Name of institution
PNC Bank, National Association 
Line Institutions Record: 18
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 19
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 20
Name of institution
Royal Bank of Canada 
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 Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 2
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 4
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 7
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 10
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 11
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 22
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 23
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 24
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 25
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 26
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 27
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 28
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 29
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 30
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 31
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 32
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 38
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 40
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 54
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 57
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 59
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 60
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 61
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 62
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 63
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 64
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 65
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 68
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 76
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 78
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 79
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Target Retirement 2015 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 Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 102
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 103
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 104
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 105
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 106
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 107
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 108
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 109
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 110
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 111
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 112
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 113
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 114
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 115
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 116
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 117
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 118
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 119
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 120
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 121
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 122
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 123
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 124
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 131
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 132
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
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: 142
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 143
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 144
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 145
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 146
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 147
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 148
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 149
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 153
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 154
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 156
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 157
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 161
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 162
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 163
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 164
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 165
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 166
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 167
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 168
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 169
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 170
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 171
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 173
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 178
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 180
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 181
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 192
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 193
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 194
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 195
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 196
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 197
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 198
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 199
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 200
Name of fund
Vanguard Short-Term Corporate Bond 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: 17

Item C.1. Background information.

a. Full Name of the Fund

MODERATE ALLOCATION PORTFOLIO 

b. Series identication number, if any

S000033474 

c. LEI

LO8HTLND48FQ3OSHAQ70 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000102906 

iii. Ticker symbol, if any

N/A 


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 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 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

N/A 


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 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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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
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
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
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
BBH & CO 
ii. LEI, if any

5493006KMX1VFTPYPW14 

iii. State, if applicable
MASSACHUSETTS  
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
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: 3
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 checked Yes Radio button not 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 EXTENDED MARKET INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

NKRB5RF4FYYMQPL0SY31 

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:

2,814,978.08000000 

Principal Transactions Record: 2
i. Full name of dealer
VANGUARD TOTAL INTERNATIONAL BOND INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300BXRBFWS9SORH32 

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:

14,237,278.52000000 

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:

32,572,705.75000000 

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

N/A 

iii. CRD number
N/A 
iv. LEI, if any

5ZDDIRU2ZZ8157CR8U65 

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:

89,782,267.93000000 

Principal Transactions Record: 5
i. Full name of dealer
EQUITY INDEX PORTFOLIO 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

7JQ1DLD3O9GPKG81WF09 

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:

67,507,240.87000000 

Principal Transactions Record: 6
i. Full name of dealer
VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

BF5U5YXM0ZHVXS3F8G71 

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:

28,969,807.80999999 

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

235,884,278.96000001 


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

417,408,831.73583335 

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

0.00000000 


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?

3,100,000,000.00000000 

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
HSBC Bank USA, N.A. 
Line Institutions Record: 3
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 4
Name of institution
Bank of America, N.A. 
Line Institutions Record: 5
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 6
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 7
Name of institution
Citibank, N.A. 
Line Institutions Record: 8
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 9
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 10
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 11
Name of institution
Barclays Bank plc 
Line Institutions Record: 12
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 13
Name of institution
BNP Paribas 
Line Institutions Record: 14
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 15
Name of institution
Societe Generale 
Line Institutions Record: 16
Name of institution
Royal Bank of Canada 
Line Institutions Record: 17
Name of institution
PNC Bank, National Association 
Line Institutions Record: 18
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 19
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 20
Name of institution
Brown Brothers Harriman & Co. 
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 Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 2
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 3
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 10
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 11
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 22
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 23
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 24
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 25
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 26
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 27
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 28
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 29
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
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 Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 32
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 34
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 35
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 38
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 39
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 40
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 54
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 58
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 59
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 61
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 62
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 63
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
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 Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 68
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 69
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 76
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Institutional Target Retirement 2055 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 Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard PRIMECAP 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 Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 95
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 102
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 103
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 104
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 105
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 106
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 107
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 108
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 109
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 110
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 111
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 112
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 113
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 114
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 115
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 116
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 117
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 118
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
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 PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 121
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 123
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 124
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
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 International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 133
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 142
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 143
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: 144
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 145
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 146
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 147
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 148
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 149
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 153
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 154
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 156
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 157
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 161
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 162
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 163
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 164
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 165
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 166
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 167
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 168
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 169
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 170
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 171
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 173
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 180
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 181
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 183
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 186
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 192
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 193
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 194
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 195
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 196
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 197
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 198
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 199
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 200
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
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: 18

Item C.1. Background information.

a. Full Name of the Fund

GLOBAL BOND INDEX PORTFOLIO 

b. Series identication number, if any

S000058615 

c. LEI

5493000M7H01XFWLUI64 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000192542 

iii. Ticker symbol, if any

N/A 


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:
0.02260 
2. After Fund fees and expenses (i.e., net asset value):
-0.10851 
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:
0.057480996 
2. After Fund fees and expenses (i.e., net asset value):
0.057519699 

 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 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 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

N/A 


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 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
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: 4
i. Full name
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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 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: 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
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
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:

23,597,769.82999999 

Principal Transactions Record: 2
i. Full name of dealer
TOTAL BOND MARKET INDEX PORTFOLIO 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

5ZDDIRU2ZZ8157CR8U65 

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:

91,524,101.20999999 

Principal Transactions Record: 3
i. Full name of dealer
VANGUARD TOTAL INTERNATIONAL BOND INDEX FUND 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

549300BXRBFWS9SORH32 

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:

40,966,328.71999999 

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

156,088,199.75999999 


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

119,486,037.88000000 

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

0.00000000 


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?

3,100,000,000.00000000 

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
Barclays Bank plc 
Line Institutions Record: 3
Name of institution
Bank of America, N.A. 
Line Institutions Record: 4
Name of institution
Citibank, N.A. 
Line Institutions Record: 5
Name of institution
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 6
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 7
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 8
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 9
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 10
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 11
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 12
Name of institution
PNC Bank, National Association 
Line Institutions Record: 13
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 14
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 15
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 16
Name of institution
Bank of Montreal, Chicago Branch 
Line Institutions Record: 17
Name of institution
Royal Bank of Canada 
Line Institutions Record: 18
Name of institution
Societe Generale 
Line Institutions Record: 19
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 20
Name of institution
BNP Paribas 
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 U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 2
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 5
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 7
Name of fund
Vanguard Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 8
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 9
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 10
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 11
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 22
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
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 High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 25
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 26
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 27
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 28
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 29
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 30
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 31
Name of fund
Vanguard Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 32
Name of fund
Vanguard Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 34
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 35
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 36
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard 500 Index Fund 
SEC File number( e.g., 811- )
811-02652 
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 Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Real Estate II Index Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 53
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 54
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 58
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 59
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 60
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 61
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 62
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 63
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 64
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 65
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 66
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 69
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 70
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 71
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 72
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 73
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 76
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 77
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 78
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 79
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard Institutional Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 84
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Institutional Target Retirement 2060 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 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
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 Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 96
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 98
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 99
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 100
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 101
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 102
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 103
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 104
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 105
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
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 Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 108
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 109
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 110
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 111
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 112
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 113
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 114
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 115
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 116
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 117
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 118
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 119
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 120
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 121
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 122
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 123
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 124
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 126
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 127
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 128
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
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 Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 134
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 135
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 136
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 140
Name of fund
Vanguard Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 141
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
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 Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 144
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 145
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 146
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: 147
Name of fund
Vanguard Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 148
Name of fund
Vanguard Pacific Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 149
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 150
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 151
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 152
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 153
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 154
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 155
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
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 S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 158
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 160
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 161
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 162
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 163
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 164
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 165
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 166
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 167
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 168
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 169
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 170
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 171
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 172
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 173
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 174
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 175
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 176
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 177
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 178
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 179
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 180
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 181
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 182
Name of fund
Vanguard Intermediate-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 187
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 188
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 189
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 190
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 192
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 193
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 194
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 195
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 196
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 197
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 198
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 199
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 200
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
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: 19

Item C.1. Background information.

a. Full Name of the Fund

GROWTH PORTFOLIO 

b. Series identication number, if any

S000004401 

c. LEI

8GPO0HVVK2EH3X06HD40 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not 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?

1 

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

C000012157 

iii. Ticker symbol, if any

N/A 


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 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 checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button checked Yes Radio button not checked No
i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that:
1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? Radio button not checked Yes Radio button checked No
2. The Fund was otherwise adversely impacted? 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:
Securities Lending Record: 1
i. Full name of securities lending agent
The Vanguard Group, Inc. 
ii. LEI, if any

5493002789CX3L0CJP65 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button 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 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 checked  iii. Administrative fee 
Checkbox checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox not checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

9,879,471.53999999 

g. Provide the net income from securities lending activities

2,820.74000000 


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 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
Jackson Square Partners, LLC 
ii. SEC file number ( e.g., 801- )

801-79255 

iii.CRD number
000170064 
iv. LEI, if any

213800K1LUHS4VG7TG88 

v. State, if applicable
CALIFORNIA  
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
Investment Advisers Record: 2
i. Full name
Wellington Management Company LLP 
ii. SEC file number ( e.g., 801- )

801-15908 

iii.CRD number
000106595 
iv. LEI, if any

549300YHP12TEZNLCX41 

v. State, if applicable
MASSACHUSETTS  
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:
Investment Advisers Terminated Record: 1
i. Full name
William Blair Investment Management, LLC 
ii. SEC file number ( e.g., 801- )

801-80640 

iii. CRD number
000173961 
iv. LEI, if any

549300VQX7UKO60A7X27 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Termination date

2018-11-30 

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
Thomson Reuters Markets LLC 
ii. LEI, if any, or provide and describe other identifying number

20-4530702 

Description of other identifying number

TIN 

iii. State, if applicable
MASSACHUSETTS  
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
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
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
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
Standard Chartered Bank (Hong Kong) Limited, Kwun Tong, Hong Kong 
ii. LEI, if any

X5AV1MBDXGRPX5UGMX13 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
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 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
THE BANK OF NEW YORK, NEW YORK (VAULT) 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 3
i. Full name
Nordea Bank AB (publ)Sweden (operating through its subsidiary, Nordea Bank Danmark A/S) 
ii. LEI, if any

6SCPQ280AIY8EP3XFW53 

iii. State, if applicable
 
iv. Foreign country, if applicable
DENMARK  
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 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: 4
i. Full name
Deutsche Bank AG, Seoul 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
KOREA (THE REPUBLIC OF)  
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 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: 5
i. Full name
State Street Bank and Trust Company, United Kingdom Branch 
ii. LEI, if any

213800YAZLPV26WFM449 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 6
i. Full name
The Hongkong and Shanghai Banking Corporation Limited, Sydney 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 7
i. Full name
State Street Bank International GMBH 
ii. LEI, if any

ZMHGNT7ZPKZ3UFZ8EO46 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
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 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: 8
i. Full name
Credit Suisse AG, Zurich 
ii. LEI, if any

549300CWR0W0BCS9Q144 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWITZERLAND  
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 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: 9
i. Full name
Mizuho Bank, Ltd., Tokyo 
ii. LEI, if any

RB0PEZSDGCO3JS6CEU02 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
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 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: 10
i. Full name
State Street Trust Company Canada 
ii. LEI, if any

549300L71XG2CTQ2V827 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 11
i. Full name
HONGKONG AND SHANGHAI BANKING CORPORATION, HONG KONG 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
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 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: 12
i. Full name
THE BANK OF NEW YORK MELLON SA/NV 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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: 13
i. Full name
BANCO BIBLAO VIZCAYA ARGENTARIA S.A., MADRID 
ii. LEI, if any

K8MS7FD7N5Z2WQ51AZ71 

iii. State, if applicable
 
iv. Foreign country, if applicable
SPAIN  
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 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: 14
i. Full name
Deutsche Bank AG, Netherlands (operating through its Amsterdam branch with support from its Paris branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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 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: 15
i. Full name
EUROCLEAR BANK, BRUSSELS 
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
Custodians Record: 16
i. Full name
THE BANK OF NEW YORK, NEW YORK (UNCERTIFICATED STOCK) 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 17
i. Full name
Deutsche Bank S.A.E., Madrid 
ii. LEI, if any

529900SICIK5OVMVY186 

iii. State, if applicable
 
iv. Foreign country, if applicable
SPAIN  
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 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: 18
i. Full name
DEUTSCHE BANK/THE DEPOSITORY AND CLEARING CENTRE 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 19
i. Full name
CITIBANK N.A., SAO PAULO 
ii. LEI, if any

6SHGI4ZSSLCXXQSBB395 

iii. State, if applicable
 
iv. Foreign country, if applicable
BRAZIL  
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 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: 20
i. Full name
SKANDINAVISKA ENSKILDA BANKEN AB, HELSINKI 
ii. LEI, if any

F3JS33DEI6XQ4ZBPTN86 

iii. State, if applicable
 
iv. Foreign country, if applicable
FINLAND  
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 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: 21
i. Full name
THE BANK OF NEW YORK MELLON SA/NV, ASSET SERVICING, NIEDERLASSUNG FRANKFURT AM MAIN 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
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 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: 22
i. Full name
HSBC BANK AUSTRALIA LIMITED 
ii. LEI, if any

MLU0ZO3ML4LN2LL2TL39 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
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 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: 23
i. Full name
MUFG Bank, Ltd. 
ii. LEI, if any

C3GTMMZIHMY46P4OIX74 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
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 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: 24
i. Full name
CIBC MELLON TRUST CO, ONTARIO 
ii. LEI, if any

549300IYUUH221WBZ505 

iii. State, if applicable
 
iv. Foreign country, if applicable
CANADA (FEDERAL LEVEL)  
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 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: 25
i. Full name
State Street Bank and Trust Company, Boston 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. State, if applicable
MASSACHUSETTS  
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: 26
i. Full name
Citibank, N.A., Sao Paulo 
ii. LEI, if any

579100KKDGKCFFKKF005 

iii. State, if applicable
 
iv. Foreign country, if applicable
BRAZIL  
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 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: 27
i. Full name
THE BANK OF NEW YORK MELLON, NEW YORK 
ii. LEI, if any

HPFHU0OQ28E4N0NFVK49 

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: 28
i. Full name
THE BANK OF NEW YORK, LONDON (CREST) 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 29
i. Full name
Credit Suisse (Switzerland) Ltd. 
ii. LEI, if any

549300CWR0W0BCS9Q144 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWITZERLAND  
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 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: 30
i. Full name
Nordea Bank AB (publ), Sweden (operating through its subsidiary, Nordea Bank Finland Plc) 
ii. LEI, if any

6SCPQ280AIY8EP3XFW53 

iii. State, if applicable
 
iv. Foreign country, if applicable
FINLAND  
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 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: 31
i. Full name
SKANDINAVISKA ENSKILDA BANKEN AB, COPENHAGEN BRANCH 
ii. LEI, if any

F3JS33DEI6XQ4ZBPTN86 

iii. State, if applicable
 
iv. Foreign country, if applicable
DENMARK  
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 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: 32
i. Full name
THE BANK OF NEW YORK, LONDON - CREST GILTS 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND  
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 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: 33
i. Full name
DEUTSCHE BANK AG, SEOUL 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
KOREA (THE REPUBLIC OF)  
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 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: 34
i. Full name
Euroclear (ESES) France 
ii. LEI, if any

N/A 

iii. State, if applicable
 
iv. Foreign country, if applicable
FRANCE  
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
Custodians Record: 35
i. Full name
Deutsche Bank AG, Amsterdam 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
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 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 checked Yes Radio button not 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
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. Gross commissions paid by the Fund for the reporting period

10,389.01000000 

Brokers Record: 2
i. Full name of broker
Abel/Noser Corp. 
ii. SEC file number

008-21897 

iii. CRD number
000007537 
iv. LEI, if any

5493001TUUB0GB6K8B25 

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

24,619.50000000 

Brokers Record: 3
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

5,629.42000000 

Brokers Record: 4
i. Full name of broker
William Blair & Company, L.L.C. 
ii. SEC file number

008-02698 

iii. CRD number
000001252 
iv. LEI, if any

549300J0P7XYE8BMZ775 

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

6,161.35000000 

Brokers Record: 5
i. Full name of broker
Raymond James & Associates, Inc. 
ii. SEC file number

008-10999 

iii. CRD number
000000705 
iv. LEI, if any

U4ONQX15J3RO8XCKE979 

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

3,236.61000000 

Brokers Record: 6
i. Full name of broker
Sanford C. Bernstein & Co., LLC 
ii. SEC file number

008-52942 

iii. CRD number
000104474 
iv. LEI, if any

549300I7JYZHT7D5CO04 

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

9,285.54000000 

Brokers Record: 7
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

8,409.70999999 

Brokers Record: 8
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

12,173.98000000 

Brokers Record: 9
i. Full name of broker
Jefferies LLC 
ii. SEC file number

008-15074 

iii. CRD number
000002347 
iv. LEI, if any

58PU97L1C0WSRCWADL48 

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

4,576.14999999 

Brokers Record: 10
i. Full name of broker
LIQUIDNET, INC. 
ii. SEC file number

008-52461 

iii. CRD number
000103987 
iv. LEI, if any

213800HSKBBO1GCVRG79 

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

19,600.56000000 

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

137,589.76000000 


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
Sanford C. Bernstein & Co., LLC 
ii. SEC file number

008-52942 

iii. CRD number
000104474 
iv. LEI, if any

549300I7JYZHT7D5CO04 

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:

8,282,896.87999999 

Principal Transactions Record: 2
i. Full name of dealer
RBC CAPITAL MARKETS LLC 
ii. SEC file number

008-45411 

iii. CRD number
000031194 
iv. LEI, if any

549300LCO2FLSSVFFR64 

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:

8,127,444.27000000 

Principal Transactions Record: 3
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:

13,735,914.10999999 

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

N/A 

iii. CRD number
N/A 
iv. LEI, if any

TRQRWSHEFNPYIKN2PL47 

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:

40,273,949.64999999 

Principal Transactions Record: 5
i. Full name of dealer
Alphabet Inc. 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

5493006MHB84DD0ZWV18 

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

6,029,536.25999999 

Principal Transactions Record: 6
i. Full name of dealer
Microsoft Corporation 
ii. SEC file number

N/A 

iii. CRD number
N/A 
iv. LEI, if any

INR2EJN1ERAN0W5ZP974 

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

7,952,897.61999999 

Principal Transactions Record: 7
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:

6,099,328.67999999 

Principal Transactions Record: 8
i. Full name of dealer
Merrill Lynch, Pierce, Fenner & Smith Inc. 
ii. SEC file number

008-07221 

iii. CRD number
000007691 
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81 

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:

638,531,106.15999997 

Principal Transactions Record: 9
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:

421,208,192.69999999 

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:

11,910,298.58000000 

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

1,360,729,197.42999910 


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

637,953,322.93833327 

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

0.00000000 


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?

3,100,000,000.00000000 

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
The Toronto-Dominion Bank New York Branch 
Line Institutions Record: 3
Name of institution
Barclays Bank plc 
Line Institutions Record: 4
Name of institution
Wells Fargo Bank, National Association 
Line Institutions Record: 5
Name of institution
Bank of America, N.A. 
Line Institutions Record: 6
Name of institution
Deutsche Bank AG New York Branch 
Line Institutions Record: 7
Name of institution
The Bank of New York Mellon 
Line Institutions Record: 8
Name of institution
Citibank, N.A. 
Line Institutions Record: 9
Name of institution
HSBC Bank USA, N.A. 
Line Institutions Record: 10
Name of institution
Goldman Sachs Bank USA 
Line Institutions Record: 11
Name of institution
State Street Bank and Trust Company 
Line Institutions Record: 12
Name of institution
Morgan Stanley Bank, N.A. 
Line Institutions Record: 13
Name of institution
PNC Bank, National Association 
Line Institutions Record: 14
Name of institution
Royal Bank of Canada 
Line Institutions Record: 15
Name of institution
Brown Brothers Harriman & Co. 
Line Institutions Record: 16
Name of institution
Credit Suisse AG, New York Branch 
Line Institutions Record: 17
Name of institution
BNP Paribas 
Line Institutions Record: 18
Name of institution
Societe Generale 
Line Institutions Record: 19
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch 
Line Institutions Record: 20
Name of institution
Bank of Montreal, Chicago 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 Wellington Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 2
Name of fund
Vanguard Energy Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 3
Name of fund
Vanguard Financials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 4
Name of fund
Vanguard Consumer Discretionary Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 5
Name of fund
Vanguard FTSE Social Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 6
Name of fund
Vanguard Windsor Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 7
Name of fund
Vanguard Consumer Staples Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 8
Name of fund
Vanguard U.S. Multifactor Fund 
SEC File number( e.g., 811- )
811-00121 
Shared Credit Users Record: 9
Name of fund
Vanguard Extended Duration Treasury Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 10
Name of fund
Vanguard Windsor II Fund 
SEC File number( e.g., 811- )
811-00834 
Shared Credit Users Record: 11
Name of fund
Vanguard Health Care Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 12
Name of fund
Vanguard Information Technology Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 13
Name of fund
Vanguard Industrials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 14
Name of fund
Vanguard Mega Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 15
Name of fund
Vanguard Global Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 16
Name of fund
Vanguard Mega Cap Value Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 17
Name of fund
Vanguard Global Wellington Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 18
Name of fund
Vanguard Mega Cap Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 19
Name of fund
Vanguard International Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 20
Name of fund
Vanguard Materials Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 21
Name of fund
Vanguard Intermediate-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 22
Name of fund
Vanguard Morgan Growth Fund 
SEC File number( e.g., 811- )
811-01685 
Shared Credit Users Record: 23
Name of fund
Vanguard U.S. Growth Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 24
Name of fund
Vanguard Utilities Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 25
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 26
Name of fund
Vanguard Wellesley Income Fund 
SEC File number( e.g., 811- )
811-01766 
Shared Credit Users Record: 27
Name of fund
Vanguard GNMA Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 28
Name of fund
Vanguard Explorer Fund 
SEC File number( e.g., 811- )
811-01530 
Shared Credit Users Record: 29
Name of fund
Vanguard Communication Services Index Fund 
SEC File number( e.g., 811- )
811-01027 
Shared Credit Users Record: 30
Name of fund
Vanguard High-Yield Corporate Fund 
SEC File number( e.g., 811- )
811-02368 
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 Ultra-Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 33
Name of fund
Vanguard Federal Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 34
Name of fund
Vanguard Long-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 35
Name of fund
Vanguard Prime Money Market Fund 
SEC File number( e.g., 811- )
811-02554 
Shared Credit Users Record: 36
Name of fund
Vanguard Short-Term Treasury Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 37
Name of fund
Vanguard Short-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
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 Short-Term Federal Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 40
Name of fund
Vanguard Long-Term Investment-Grade Fund 
SEC File number( e.g., 811- )
811-02368 
Shared Credit Users Record: 41
Name of fund
Vanguard Small-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 43
Name of fund
Vanguard Small-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 44
Name of fund
Vanguard Extended Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 45
Name of fund
Vanguard Mid-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 46
Name of fund
Vanguard Large-Cap Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 47
Name of fund
Vanguard Mid-Cap Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 48
Name of fund
Vanguard Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 49
Name of fund
Vanguard Mid-Cap Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 50
Name of fund
Vanguard Growth Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 51
Name of fund
Vanguard Limited-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 52
Name of fund
Vanguard Short-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 53
Name of fund
Vanguard Diversified Equity Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 54
Name of fund
Vanguard High-Yield Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 55
Name of fund
Vanguard Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 56
Name of fund
Vanguard Tax-Exempt Bond Index Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 57
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 58
Name of fund
Vanguard Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-02687 
Shared Credit Users Record: 59
Name of fund
Vanguard Alternative Strategies Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 60
Name of fund
Vanguard Value Index Fund 
SEC File number( e.g., 811- )
811-02652 
Shared Credit Users Record: 61
Name of fund
Vanguard International Value Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 62
Name of fund
Vanguard Energy Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 63
Name of fund
Vanguard Global Capital Cycles Fund  
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 64
Name of fund
Vanguard LifeStrategy Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 65
Name of fund
Vanguard Health Care Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 66
Name of fund
Vanguard Real Estate Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 67
Name of fund
Vanguard Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 68
Name of fund
Vanguard Dividend Growth Fund 
SEC File number( e.g., 811- )
811-03916 
Shared Credit Users Record: 69
Name of fund
Vanguard LifeStrategy Conservative Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 70
Name of fund
Vanguard Emerging Markets Select Stock Fund 
SEC File number( e.g., 811- )
811-02968-99 
Shared Credit Users Record: 71
Name of fund
Vanguard LifeStrategy Income Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 72
Name of fund
Vanguard Institutional Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 73
Name of fund
Vanguard Institutional Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 75
Name of fund
Vanguard Total International Stock Index Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 76
Name of fund
Vanguard STAR Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 77
Name of fund
Vanguard LifeStrategy Moderate Growth Fund 
SEC File number( e.g., 811- )
811-03919 
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 79
Name of fund
Vanguard Institutional Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 81
Name of fund
Vanguard Target Retirement 2035 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 82
Name of fund
Vanguard Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 83
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 84
Name of fund
Vanguard Target Retirement 2030 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 85
Name of fund
Vanguard Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 86
Name of fund
Vanguard Target Retirement 2040 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 87
Name of fund
Vanguard Target Retirement 2065 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 88
Name of fund
Vanguard Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 89
Name of fund
Vanguard Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 91
Name of fund
Vanguard Convertible Securities Fund 
SEC File number( e.g., 811- )
811-04627 
Shared Credit Users Record: 92
Name of fund
Vanguard New York Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 93
Name of fund
Vanguard California Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 94
Name of fund
Vanguard Inflation-Protected Securities Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 95
Name of fund
Vanguard California Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04474 
Shared Credit Users Record: 96
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 97
Name of fund
Vanguard Growth and Income Fund 
SEC File number( e.g., 811- )
811-04526 
Shared Credit Users Record: 98
Name of fund
Vanguard Intermediate-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 99
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04570 
Shared Credit Users Record: 100
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-04571 
Shared Credit Users Record: 101
Name of fund
Vanguard Core Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 102
Name of fund
Vanguard New Jersey Municipal Money Market Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 103
Name of fund
Vanguard Capital Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 104
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-05340 
Shared Credit Users Record: 105
Name of fund
Vanguard Total Bond Market II Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 106
Name of fund
Vanguard Long-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 107
Name of fund
Vanguard Short-Term Bond Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 108
Name of fund
Vanguard PRIMECAP Core Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 109
Name of fund
Vanguard Equity Income Fund 
SEC File number( e.g., 811- )
811-05445 
Shared Credit Users Record: 110
Name of fund
Vanguard Total Bond Market Index Fund 
SEC File number( e.g., 811- )
811-04681 
Shared Credit Users Record: 111
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 112
Name of fund
Vanguard Equity Income Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 113
Name of fund
Vanguard Emerging Markets Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 114
Name of fund
Vanguard Diversified Value Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 115
Name of fund
Vanguard Conservative Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 116
Name of fund
Vanguard Capital Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 117
Name of fund
Vanguard U.S. Value Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 118
Name of fund
Vanguard Balanced Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 119
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 120
Name of fund
Vanguard Institutional Short-Term Bond Fund 
SEC File number( e.g., 811- )
811-05628 
Shared Credit Users Record: 121
Name of fund
Vanguard Moderate Allocation Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 122
Name of fund
Vanguard International Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 123
Name of fund
Vanguard Small Company Growth Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 124
Name of fund
Vanguard Real Estate Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 125
Name of fund
Vanguard High-Yield Bond Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 126
Name of fund
Vanguard Short-Term Investment-Grade Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 127
Name of fund
Vanguard Money Market Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 128
Name of fund
Vanguard Mid-Cap Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 129
Name of fund
Vanguard Equity Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 130
Name of fund
Vanguard Global Bond Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 131
Name of fund
Vanguard Total World Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 132
Name of fund
Vanguard Emerging Markets Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 133
Name of fund
Vanguard FTSE All-World ex-US Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 134
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: 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 Total Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 137
Name of fund
Vanguard Total International Stock Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 138
Name of fund
Vanguard Total Bond Market Index Portfolio 
SEC File number( e.g., 811- )
811-05962 
Shared Credit Users Record: 139
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 140
Name of fund
Vanguard European Stock Index Fund 
SEC File number( e.g., 811- )
811-05972 
Shared Credit Users Record: 141
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-06083 
Shared Credit Users Record: 142
Name of fund
Vanguard S&P 500 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 143
Name of fund
Vanguard Institutional Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 144
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 145
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 146
Name of fund
Vanguard S&P 500 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 147
Name of fund
Vanguard Institutional Total Stock Market Index Fund 
SEC File number( e.g., 811- )
811-06093 
Shared Credit Users Record: 148
Name of fund
Vanguard S&P Small-Cap 600 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 149
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 150
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 151
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 152
Name of fund
Vanguard Capital Opportunity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 153
Name of fund
Vanguard Global Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 154
Name of fund
Vanguard Treasury Money Market Fund 
SEC File number( e.g., 811- )
811-07043 
Shared Credit Users Record: 155
Name of fund
Vanguard Tax-Managed Balanced Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 156
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 157
Name of fund
Vanguard Tax-Managed Small-Cap Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 158
Name of fund
Vanguard Strategic Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 159
Name of fund
Vanguard Strategic Small-Cap Equity Fund 
SEC File number( e.g., 811- )
811-07239 
Shared Credit Users Record: 160
Name of fund
Vanguard Developed Markets Index Fund 
SEC File number( e.g., 811- )
811-07175 
Shared Credit Users Record: 161
Name of fund
Vanguard International Dividend Appreciation Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 162
Name of fund
Vanguard High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 163
Name of fund
Vanguard Selected Value Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 164
Name of fund
Vanguard International Explorer Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 165
Name of fund
Vanguard Global Minimum Volatility Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 166
Name of fund
Vanguard Emerging Markets Government Bond Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 167
Name of fund
Vanguard Explorer Value Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 168
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 169
Name of fund
Vanguard Mid-Cap Growth Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 170
Name of fund
Vanguard International High Dividend Yield Index Fund 
SEC File number( e.g., 811- )
811-07443 
Shared Credit Users Record: 171
Name of fund
Vanguard Russell 2000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 172
Name of fund
Vanguard Long-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 173
Name of fund
Vanguard Russell 2000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 174
Name of fund
Vanguard Russell 2000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 175
Name of fund
Vanguard Russell 1000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 176
Name of fund
Vanguard Russell 1000 Growth Index Fund 
SEC File number( e.g., 811- )
811-07803 
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 Mortgage-Backed Securities Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 179
Name of fund
Vanguard Long-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 180
Name of fund
Vanguard Russell 1000 Value Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 181
Name of fund
Vanguard Market Liquidity Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 182
Name of fund
Vanguard Balanced Index Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 183
Name of fund
Vanguard Short-Term Treasury Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 184
Name of fund
Vanguard Russell 3000 Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 185
Name of fund
Vanguard Managed Payout Fund 
SEC File number( e.g., 811- )
811-58431 
Shared Credit Users Record: 186
Name of fund
Vanguard Massachusetts Tax-Exempt Fund 
SEC File number( e.g., 811- )
811-09005 
Shared Credit Users Record: 187
Name of fund
Vanguard Municipal Cash Management Fund 
SEC File number( e.g., 811- )
811-21478 
Shared Credit Users Record: 188
Name of fund
Vanguard Total International Bond Index Fund 
SEC File number( e.g., 811- )
811-22619 
Shared Credit Users Record: 189
Name of fund
Vanguard Market Neutral Fund 
SEC File number( e.g., 811- )
811-22114 
Shared Credit Users Record: 190
Name of fund
Vanguard Short-Term Corporate Bond Index Fund 
SEC File number( e.g., 811- )
811-07803 
Shared Credit Users Record: 191
Name of fund
Vanguard Institutional Target Retirement 2050 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 192
Name of fund
Vanguard Institutional Target Retirement 2055 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 193
Name of fund
Vanguard Target Retirement 2020 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 194
Name of fund
Vanguard Target Retirement 2025 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 195
Name of fund
Vanguard Institutional Target Retirement Income Fund 
SEC File number( e.g., 811- )
811-04098 
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 PRIMECAP Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 198
Name of fund
Vanguard Institutional Target Retirement 2060 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 199
Name of fund
Vanguard Institutional Target Retirement 2045 Fund 
SEC File number( e.g., 811- )
811-04098 
Shared Credit Users Record: 200
Name of fund
Vanguard Target Retirement 2015 Fund 
SEC File number( e.g., 811- )
811-04098 
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

N-CEN:Part G: Attachments

Item G.1a. Attachments.

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below: Checkbox not checked   i. Legal proceedings  
Checkbox not checked  ii. Provision of financial support  
Checkbox checked  iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)  
Checkbox not checked  iv. Change in accounting principles and practices  
Checkbox not checked  v. Information required to be filed pursuant to exemptive orders  
Checkbox not checked  vi. Other information required to be included as an attachment pursuant to Commission rules and regulations 

Instructions.

1. Item G.1.a.i. Legal proceedings.

(a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding.
(b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination.

2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support.

(b) Person providing support.

(c) Brief description of relationship between the person providing support and the Registrant.

(d) Date support provided.

(e) Amount of support.

(f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI).
(g) Value of security supported on date support was initiated (if applicable).

(h) Brief description of reason for support.

(i) Term of support.

(j) Brief description of any contractual restrictions relating to support.

3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year.

The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued.

Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed.

The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant.

4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description.

5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant.

6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations.

N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant
VANGUARD VARIABLE INSURANCE FUNDS 
Date
2018-12-31 
Signature
Christine M. Buchanan 
Title
Treasurer