0001752724-23-122732.txt : 20230526 0001752724-23-122732.hdr.sgml : 20230526 20230526152731 ACCESSION NUMBER: 0001752724-23-122732 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230526 DATE AS OF CHANGE: 20230526 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD VALLEY FORGE FUNDS CENTRAL INDEX KEY: 0000889519 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-58431 FILM NUMBER: 23967972 BUSINESS ADDRESS: STREET 1: P O BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: P.O. BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD BALANCED INDEX FUNDS DATE OF NAME CHANGE: 20070223 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD BALANCED INDEX FUND DATE OF NAME CHANGE: 20011121 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD BALANCED INDEX FUND INC DATE OF NAME CHANGE: 19920715 0000889519 S000019761 Vanguard Managed Allocation Fund C000055412 Investor Shares VPGDX NPORT-P 1 primary_doc.xml NPORT-P false 0000889519 XXXXXXXX S000019761 C000055412 VANGUARD VALLEY FORGE FUNDS 811-58431 0000889519 549300FUTH8HHBEZCJ03 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD MANAGED ALLOCATION FUND S000019761 CSNEM2FEXSDKD0NCZE87 2023-12-31 2023-03-31 N 1131600469.37 0.00 1131600469.37 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3161127.15000000 N Vanguard Commodity Strategy Fund 5493001YCD27JTQEBR52 VANG-COM STR-ADM 921939708 916174.04700000 NS USD 24214480.06000000 2.139843585738 Long EC CORP US N 1 N N N Vanguard Total Bond Market II Index Fund E3F24BZCDA1UXGFMYX67 VANG-TB II-INV 92203C105 18712150.77500000 NS USD 179636647.44000000 15.87456459257 Long EC CORP US N 1 N N N Vanguard Total International Stock Index Fund BF5U5YXM0ZHVXS3F8G71 VANG-TO INT-INV 921909602 13892330.17600000 NS USD 246311014.02000000 21.76660585490 Long EC CORP US N 1 N N N Vanguard Emerging Markets Stock Index Fund/United States YNHDFX2L9SSID3XIIE57 VANG-EM MKT-INV 922042304 761374.21900000 NS USD 19475952.52000000 1.721097953489 Long EC CORP US N 1 N N N Vanguard Alternative Strategies Fund 5493007EHSL6JWO6OR38 VANG-ALT STR-INV 921939609 4285537.23000000 NS USD 70668508.92000000 6.245005267569 Long EC CORP US N 1 N N N Vanguard Total International Bond Index Fund 549300BXRBFWS9SORH32 VANG-TTL I/B-VAN 92203J100 3074389.15500000 NS USD 30067525.94000000 2.657079663172 Long EC CORP US N 1 N N N Vanguard Dividend Appreciation Index Fund NZNUF7ICG82673HU4842 VANGUARD-DVD-ADM 921908828 961794.93700000 NS USD 40203028.37000000 3.552758191447 Long EC CORP US N 1 N N N Vanguard Total Stock Market Index Fund HJ2RZRUQEVF2A5SPRB21 VANG-T ST M-INV 922908306 2107872.81600000 NS USD 209417164.27000000 18.50628114237 Long EC CORP US N 1 N N N Vanguard Value Index Fund HH8Q33B0J5YWPPIGZP55 VANG-VAL IDX-INV 922908405 1151763.76100000 NS USD 62091584.36000000 5.487058908217 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 Vanguard Market Liquidity Fund N/A 297652.62700000 NS USD 29762286.17000000 2.630105498857 Long STIV CORP US N 1 N N N Vanguard Emerging Markets Bond Fund 5493006QRHGOC6VL4381 VANG-EM BOND-INV 922020821 3348288.81400000 NS USD 31875709.51000000 2.816869590708 Long EC CORP US N 1 N N N Vanguard Global Minimum Volatility Fund/USA 549300TB4QCT8P76XG31 VANG-GL MI V-INV 921946877 462046.86000000 NS USD 6306939.64000000 0.557346856131 Long EC CORP US N 1 N N N Vanguard Small-Cap Value Index Fund IYAYRN9IGNRICDXDWU21 VANG-S/C VAL-ADM 921937686 542639.93900000 NS USD 37051455.03000000 3.274252356101 Long EC CORP US N 1 N N N Vanguard Ultra-Short-Term Bond Fund 549300W8Q3A1OLMSCN32 VANG-UL S/T-INV 922031729 10224954.75000000 NS USD 101227052.03000000 8.945476320485 Long EC CORP US N 1 N N N Vanguard High Dividend Yield Index Fund TR5F4U3Y3DQVBW8TQD97 VANG-HI D/Y-ADM 921946786 1030263.89300000 NS USD 32782997.08000000 2.897046967314 Long EC CORP US N 1 N N N Vanguard Market Neutral Fund QX57RZTNJSJ8LE9TYK31 VANG-MKT NEU-INV 92205G104 517186.89500000 NS USD 6325195.73000000 0.558960154330 Long EC CORP US N 1 N N N 2023-05-25 VANGUARD VALLEY FORGE FUNDS Ashley Grim Ashley Grim Treasurer XXXX NPORT-EX 2 vg_managedallocationfund.htm
Vanguard® Managed Allocation Fund
Schedule of Investments (unaudited)
As of March 31, 2023
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
          Shares Market
Value
($000)
Investment Companies (96.9%)
U.S. Stock Funds (33.8%)
  Vanguard Total Stock Market Index Fund Investor Shares  2,158,200   214,417
  Vanguard Value Index Fund Investor Shares  1,151,764    62,092
  Vanguard Dividend Appreciation Index Fund Admiral Shares    961,795    40,203
  Vanguard High Dividend Yield Index Fund Admiral Shares  1,030,264    32,783
  Vanguard Small-Cap Value Index Fund Admiral Shares    469,412    32,051
            381,546
Global Stock Fund (0.6%)
  Vanguard Global Minimum Volatility Fund Investor Shares    462,047     6,307
International Stock Funds (23.1%)
  Vanguard Total International Stock Index Fund Investor Shares 13,610,322   241,311
  Vanguard Emerging Markets Stock Index Fund Investor Shares    761,374    19,476
            260,787
U.S. Bond Funds (24.9%)
1 Vanguard Total Bond Market II Index Fund Investor Shares 18,756,848 180,066
  Vanguard Ultra-Short-Term Bond Fund Investor Shares 10,254,597 101,520
            281,586
International Bond Funds (5.5%)
  Vanguard Emerging Markets Bond Fund Investor Shares 3,366,684 32,051
  Vanguard Total International Bond Index Fund Investor Shares 3,078,727 30,110
            62,161
Alternative Funds (9.0%)
  Vanguard Alternative Strategies Fund Investor Shares 4,285,537 70,669
  Vanguard Commodity Strategy Fund Admiral Shares 916,174 24,214
  Vanguard Market Neutral Fund Investor Shares 517,187 6,325
            101,208
Total Investment Companies (Cost $913,054) 1,093,595
Temporary Cash Investments (2.9%)
Money Market Fund (2.9%)
1 Vanguard Market Liquidity Fund, 4.839% (Cost $33,009) 330,124 33,009
Total Investments (99.8%) (Cost $946,063)   1,126,604
Other Assets and Liabilities—Net (0.2%)   2,504
Net Assets (100%)   1,129,108
Cost is in $000.
1 Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown for Vanguard Market Liquidity Fund is the 7-day yield.
A. Security Valuation: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date.
B.  Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.
At March 31, 2023, 100% of the market value of the fund's investments was determined based on Level 1 inputs.
C.  Transactions during the period in affiliated underlying Vanguard funds were as follows:
    Current Period Transactions  
  Dec. 31, 2022
Market Value
($000) 		Purchases
at Cost
($000) 		Proceeds
from
Securities
Sold
($000) 		Realized
Net Gain
(Loss)
($000) 		Change in
Unrealized
App. (Dep.)
($000) 		Income
($000) 		Capital Gain
Distributions
Received
($000) 		Mar. 31, 2023
Market Value
($000)
Vanguard Alternative Strategies Fund 71,140 — — — (471) — — 70,669
Vanguard Commodity Strategy Fund 70,458 1,346 44,675 1,395 (4,310) — — 24,214
Vanguard Dividend Appreciation Index Fund 41,373 192 2,000 455 183 192 — 40,203
Vanguard Emerging Markets Bond Fund 35,027 708 4,000 (564) 880 531 — 32,051
Vanguard Emerging Markets Stock Index Fund 27,214 345 9,000 1,005 (88) 4 — 19,476
Vanguard Global Minimum Volatility Fund 30,308 — 24,112 6,117 (6,006) — — 6,307
Vanguard High Dividend Yield Index Fund 35,356 220 2,000 520 (1,313) 220 — 32,783
Vanguard Market Liquidity Fund 437 NA1 NA1 1 — 95 — 33,009
Vanguard Market Neutral Fund 58,016 — 52,000 12,283 (11,974) — — 6,325
Vanguard Small-Cap Value Index Fund 53,053 207 22,494 7,862 (6,577) 207 — 32,051
Vanguard Total Bond Market II Index Fund 138,261 39,070 1,500 (17) 4,252 1,071 — 180,066
Vanguard Total International Bond Index Fund 28,716 450 — — 944 114 — 30,110
Vanguard Total International Stock Index Fund 252,471 495 27,745 5,655 10,435 495 — 241,311
Vanguard Total Stock Market Index Fund 198,007 15,748 13,142 (1,097) 14,901 748 — 214,417
Vanguard Ultra-Short-Term Bond Fund 70,211 30,890 — — 419 701 — 101,520
Vanguard Value Index Fund 65,285 347 2,625 865 (1,780) 346 — 62,092
Total 1,175,333 90,018 205,293 34,480 (505) 4,724 — 1,126,604
1 Not applicable—purchases and sales are for temporary cash investment purposes.