0001752724-22-020356.txt : 20220131 0001752724-22-020356.hdr.sgml : 20220131 20220131161952 ACCESSION NUMBER: 0001752724-22-020356 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211130 FILED AS OF DATE: 20220131 PERIOD START: 20220831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD ADMIRAL FUNDS CENTRAL INDEX KEY: 0000891190 IRS NUMBER: 232696041 STATE OF INCORPORATION: DE FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07043 FILM NUMBER: 22574245 BUSINESS ADDRESS: STREET 1: P.O. BOX 2600, V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: P.O. 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1 N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 SYNOVUS FINL 87161C501 102900.00000000 NS USD 4660341.00000000 0.523561710246 Long EC CORP US N 1 N N N Targa Resources Corp 5493003QENHHS261UR94 TARGA RESOURCES 87612G101 123684.00000000 NS USD 6385804.92000000 0.717407362512 Long EC CORP US N 1 N N N Louisiana-Pacific Corp 549300C7E2UAO5BVRR75 LOUISIANA-PACIFI 546347105 30179.00000000 NS USD 1972197.65000000 0.221564725538 Long EC CORP US N 1 N N N Belden Inc 68BKYO1JC791TTJHUE82 BELDEN INC 077454106 31441.00000000 NS USD 1938966.47000000 0.217831399278 Long EC CORP US N 1 N N N Owens Corning JO5M6676RDJIZ2U8X907 OWENS CORNING 690742101 72454.00000000 NS USD 6146997.36000000 0.690578747496 Long EC CORP US N 1 N N N Pilgrim's Pride Corp 549300ZSLGV64ZL3HD75 PILGRIM'S PRIDE 72147K108 34196.00000000 NS USD 960223.68000000 0.107875443475 Long EC CORP US N 1 N N N Sterling Bancorp/DE 549300LQK6SKH5ZXO648 STERLING BANCORP 85917A100 135317.00000000 NS USD 3357214.77000000 0.377163196136 Long EC CORP US N 1 N N N Webster Financial Corp KMRURHT0VWKYS6Z5KU67 WEBSTER FINL 947890109 63630.00000000 NS USD 3429020.70000000 0.385230167098 Long EC CORP US N 1 N N N GXO Logistics Inc 5493007CNWMXN78JRN66 GXO LOGISTIC 36262G101 33247.00000000 NS USD 3193374.35000000 0.358756695302 Long EC CORP US N 1 N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 BRUNSWICK CORP 117043109 24510.00000000 NS USD 2301734.10000000 0.258586193999 Long EC CORP US N 1 N N N XPO Logistics Inc 54930096DB9LCLPN7H13 XPO LOGISTICS IN 983793100 33251.00000000 NS USD 2408702.44000000 0.270603453473 Long EC CORP US N 1 N N N Greif Inc 54930070FVGKR0Z1FI24 GREIF INC-CL A 397624107 18651.00000000 NS USD 1131742.68000000 0.127144587295 Long EC CORP US N 1 N N N Donaldson Co Inc OZE6KXY9QQPR8EJ8WL20 DONALDSON CO INC 257651109 44130.00000000 NS USD 2490255.90000000 0.279765501699 Long EC CORP US N 1 N N N Stericycle Inc B8PTJH2P0AXSWSMP2136 STERICYCLE INC 858912108 39375.00000000 NS USD 2224687.50000000 0.249930464801 Long EC CORP US N 1 N N N MasTec Inc 549300TMDIT8WREDOF45 MASTEC INC 576323109 40193.00000000 NS USD 3704588.81000000 0.416188612190 Long EC CORP US N 1 N N N TD SYNNEX Corp 5493004HI6PFLF46NS53 TD SYNNEX CORP 87162W100 29162.00000000 NS USD 3017100.52000000 0.338953374492 Long EC CORP US N 1 N N N Silicon Laboratories Inc 4PRDF8Q9TDHRVZKZSZ47 SILICON LABS 826919102 11715.00000000 NS USD 2299303.05000000 0.258313079929 Long EC CORP US N 1 N N N NOV Inc 549300EHF3IW1AR6U008 NOV INC 62955J103 274449.00000000 NS USD 3271432.08000000 0.367526018967 Long EC CORP US N 1 N N N Kirby Corp I7NO6FZO5GUCG585T325 KIRBY CORP 497266106 42214.00000000 NS USD 2204415.08000000 0.247652978479 Long EC CORP US N 1 N N N EastGroup Properties Inc 31TIGQQZC4P6JMHKSW85 EASTGROUP PROP 277276101 11910.00000000 NS USD 2426067.00000000 0.272554258946 Long EC CORP US N 1 N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 OMEGA HEALTHCARE 681936100 167822.00000000 NS USD 4688946.68000000 0.526775388976 Long EC CORP US N 1 N N N Cadence Bank Q7C315HKI8VX0SSKBS64 CADENCE BANK 12740C103 137398.00000000 NS USD 4014769.56000000 0.451035582392 Long EC CORP US N 1 N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 FLOWSERVE CORP 34354P105 91457.00000000 NS USD 2741880.86000000 0.308034075694 Long EC CORP US N 1 N N N FNB Corp/PA PCYSKIGYNYFDTBLVZU83 FNB CORP 302520101 224412.00000000 NS USD 2616643.92000000 0.293964447207 Long EC CORP US N 1 N N N ICU Medical Inc 5493003NRW7LS2QZRH60 ICU MEDICAL 44930G107 6845.00000000 NS USD 1548407.45000000 0.173954406486 Long EC CORP US N 1 N N N Genpact Ltd 529900OSEC6Q0L4L5B35 GENPACT LTD G3922B107 47328.00000000 NS USD 2284522.56000000 0.256652579416 Long EC CORP US N 1 N N N Valvoline Inc 549300CMHPBEY6VPOT75 VALVOLINE INC 92047W101 50899.00000000 NS USD 1734128.93000000 0.194819114819 Long EC CORP US N 1 N N N Nordstrom Inc 549300S3IZB5P35KNV16 NORDSTROM INC 655664100 78122.00000000 NS USD 1653842.74000000 0.185799436872 Long EC CORP US N 1 N N N RPM International Inc 549300TJCKW4BRXPJ474 RPM INTL INC 749685103 34652.00000000 NS USD 3154718.08000000 0.354413892312 Long EC CORP US N 1 N N N Victoria's Secret & Co 5493006T3O70U3UWVF17 VICTORIA'S SECRE 926400102 23206.00000000 NS USD 1259621.68000000 0.141511035575 Long EC CORP US N 1 N N N National Instruments Corp 549300TP4OOPCYWDUP86 NATL INSTRUMENTS 636518102 51340.00000000 NS USD 2131636.80000000 0.239476769754 Long EC CORP US N 1 N N N Trinity Industries Inc R1JB4KXN77XFCXOQKV49 TRINITY INDUSTRI 896522109 58734.00000000 NS USD 1556451.00000000 0.174858051690 Long EC CORP US N 1 N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 FLOWERS FOODS 343498101 85215.00000000 NS USD 2200251.30000000 0.247185202456 Long EC CORP US N 1 N N N BJ's Wholesale Club Holdings Inc 549300UCIWH1C93V0J03 BJ'S WHOLESALE C 05550J101 96338.00000000 NS USD 6372758.70000000 0.715941696962 Long EC CORP US N 1 N N N Neogen Corp 549300HJT9FC36N4UW43 NEOGEN CORP 640491106 30216.00000000 NS USD 1212568.08000000 0.136224842292 Long EC CORP US N 1 N N N Coherent Inc 549300RYOCKUMWACR010 COHERENT INC 192479103 11379.00000000 NS USD 2946364.47000000 0.331006598213 Long EC CORP US N 1 N N N Rexford Industrial Realty Inc 549300MSLO0DF0EMX355 REXFORD INDUSTRI 76169C100 39694.00000000 NS USD 2781755.52000000 0.312513757585 Long EC CORP US N 1 N N N East West Bancorp Inc N/A EAST WEST BNCRP 27579R104 99686.00000000 NS USD 7675822.00000000 0.862333141259 Long EC CORP US N 1 N N N PacWest Bancorp 549300YI8VMFO7G36V04 PACWEST BANCORP 695263103 59298.00000000 NS USD 2652992.52000000 0.298047997140 Long EC CORP US N 1 N N N Curtiss-Wright Corp TEL51ETZWP7D0ZM4X325 CURTISS-WRIGHT 231561101 18091.00000000 NS USD 2276209.62000000 0.255718669841 Long EC CORP US N 1 N N N Hawaiian Electric Industries Inc JJ8FWOCWCV22X7GUPJ23 HAWAIIAN ELEC 419870100 76735.00000000 NS USD 2915162.65000000 0.327501258530 Long EC CORP US N 1 N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 Vanguard Market Liquidity Fund N/A 6.43000000 NS USD 643.00000000 0.000072237241 Long STIV CORP US N 1 N N Callaway Golf Co 5493005UB0KFRKBPCU72 CALLAWAY GOLF CO 131193104 34496.00000000 NS USD 930012.16000000 0.104481358132 Long EC CORP US N 1 N N N American Financial Group Inc/OH 549300AFOM7IVKIU1G39 AMER FINL GROUP 025932104 46451.00000000 NS USD 6206318.11000000 0.697243082428 Long EC CORP US N 1 N N N Integra LifeSciences Holdings Corp WB7IJCYY8YFTENS4O147 INTEGRA LIFESCIE 457985208 25619.00000000 NS USD 1638335.05000000 0.184057239746 Long EC CORP US N 1 N N N Lancaster Colony Corp 529900X4O13HED1ZAS58 LANCASTER COLONY 513847103 5841.00000000 NS USD 853954.20000000 0.095936696783 Long EC CORP US N 1 N N N Teradata Corp 549300JU9SOUHV4U4R71 TERADATA CORP 88076W103 48296.00000000 NS USD 2097012.32000000 0.235586914491 Long EC CORP US N 1 N N N ITT Corp YB2O5TUONPB3W1X7WJ88 ITT INC 45073V108 33280.00000000 NS USD 3147622.40000000 0.353616734688 Long EC CORP US N 1 N N N Equitrans Midstream Corp 549300RH0NLJNZ5SXU64 EQUITRANS MIDSTR 294600101 157435.00000000 NS USD 1514524.70000000 0.170147880196 Long EC CORP US N 1 N N N Lamar Advertising Co 529900Y8WW4MKVPTB543 LAMAR ADVERTIS-A 512816109 30470.00000000 NS USD 3329152.20000000 0.374010532599 Long EC CORP US N 1 N N N Southwest Gas Holdings Inc N/A SOUTHWEST GAS HO 844895102 41519.00000000 NS USD 2732365.39000000 0.306965068995 Long EC CORP US N 1 N N N 2022-01-28 VANGUARD ADMIRAL FUNDS Christine M. Buchanan Christine M. Buchanan Chief Financial Officer and Acting Treasurer XXXX NPORT-EX 2 vg_spmid-cap400valueindex.htm
Vanguard® S&P Mid-Cap 400 Value Index Fund
Schedule of Investments (unaudited)
As of November 30, 2021
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
          Shares Market
Value
($000)
Common Stocks (99.6%)
Communication Services (1.1%)
  TEGNA Inc.  93,015   1,837
  John Wiley & Sons Inc. Class A  30,644   1,593
* Ziff Davis Inc.  12,501   1,423
* Iridium Communications Inc.  36,237   1,393
  Telephone & Data Systems Inc.  69,503   1,229
* TripAdvisor Inc.  43,647   1,129
* Yelp Inc. Class A  23,765     815
  World Wrestling Entertainment Inc. Class A  13,276     655
            10,074
Consumer Discretionary (12.8%)
  Lear Corp.  41,978   7,043
* Capri Holdings Ltd. 106,807   6,325
  Kohl's Corp. 109,761 5,623
  Dick's Sporting Goods Inc. 46,041 5,413
  Marriott Vacations Worldwide Corp. 30,005 4,580
* GameStop Corp. Class A 23,169 4,546
* Skechers U.S.A. Inc. Class A 94,784 4,258
  Thor Industries Inc. 38,899 4,112
* Goodyear Tire & Rubber Co. 197,403 3,970
* AutoNation Inc. 30,681 3,800
  Carter's Inc. 30,877 3,119
  Service Corp. International 47,103 3,116
  H&R Block Inc. 124,947 2,959
  Murphy USA Inc. 16,704 2,895
  Toll Brothers Inc. 45,613 2,895
  Foot Locker Inc. 63,282 2,888
* Adient plc 66,201 2,810
  American Eagle Outfitters Inc. 107,216 2,776
* Taylor Morrison Home Corp. Class A 88,008 2,733
  KB Home 63,180 2,527
  Gentex Corp. 70,523 2,428
  Wyndham Hotels & Resorts Inc. 30,215 2,401
  Polaris Inc. 21,213 2,371
  Brunswick Corp. 24,510 2,302
  Dana Inc. 102,056 2,194
  Cracker Barrel Old Country Store Inc. 16,669 2,034
* Tri Pointe Homes Inc. 80,119 2,001
* Scientific Games Corp. 28,436 1,818
  Travel + Leisure Co. 36,927 1,818
* Nordstrom Inc. 78,122 1,654
  Graham Holdings Co. Class B 2,843 1,611
          Shares Market
Value
($000)
  Choice Hotels International Inc.  10,853   1,558
* Boyd Gaming Corp.  26,550   1,556
* Urban Outfitters Inc.  46,342   1,468
* Grand Canyon Education Inc.  20,039   1,452
  Harley-Davidson Inc.  38,085   1,395
  Columbia Sportswear Co.  14,277   1,392
* Victoria's Secret & Co.  23,206   1,260
* Six Flags Entertainment Corp.  33,726   1,233
* Visteon Corp.  10,203   1,081
* Callaway Golf Co.  34,496     930
            114,345
Consumer Staples (4.2%)
* BJ's Wholesale Club Holdings Inc.  96,338   6,373
  Ingredion Inc.  47,086   4,385
* Performance Food Group Co. 107,969 4,352
* Post Holdings Inc. 41,187 3,979
  Casey's General Stores Inc. 16,125 3,133
  Sanderson Farms Inc. 14,907 2,799
* Coty Inc. Class A 235,112 2,288
  Flowers Foods Inc. 85,215 2,200
* Sprouts Farmers Market Inc. 80,425 2,128
* Hain Celestial Group Inc. 25,122 990
* Pilgrim's Pride Corp. 34,196 960
  Energizer Holdings Inc. 23,384 870
  Lancaster Colony Corp. 5,841 854
  Nu Skin Enterprises Inc. Class A 15,747 691
* Grocery Outlet Holding Corp. 23,486 680
  Tootsie Roll Industries Inc. 7,301 230
            36,912
Energy (2.8%)
  Targa Resources Corp. 123,684 6,386
  HollyFrontier Corp. 105,002 3,394
* NOV Inc. 274,449 3,271
  DT Midstream Inc. 68,007 3,119
  Murphy Oil Corp. 101,956 2,710
* EQT Corp. 131,882 2,562
* ChampionX Corp. 83,577 1,706
  Equitrans Midstream Corp. 157,435 1,515
            24,663
Financials (21.3%)
  Signature Bank 27,691 8,371
  East West Bancorp Inc. 99,686 7,676
* Alleghany Corp. 9,747 6,305
  First Horizon Corp. 385,982 6,226
  American Financial Group Inc. 46,451 6,206
  First American Financial Corp. 77,241 5,730
  Jefferies Financial Group Inc. 138,846 5,218
  Janus Henderson Group plc 121,108 5,175
  Pinnacle Financial Partners Inc. 53,475 5,102
  Cullen/Frost Bankers Inc. 39,805 5,011
  Affiliated Managers Group Inc. 28,954 4,926
  Old Republic International Corp. 199,822 4,788
  Synovus Financial Corp. 102,900 4,660
  Prosperity Bancshares Inc. 65,296 4,654
  Reinsurance Group of America Inc. 47,773 4,534
  Cadence Bank 137,398 4,015
  New York Community Bancorp Inc. 326,687 3,914
          Shares Market
Value
($000)
  Valley National Bancorp 285,685   3,840
  Bank OZK  85,595   3,827
  Wintrust Financial Corp.  40,079   3,508
  Webster Financial Corp.  63,630   3,429
  CIT Group Inc.  69,658   3,417
  MGIC Investment Corp. 238,446   3,362
  Sterling Bancorp 135,317   3,357
  Unum Group 143,583   3,317
  United Bankshares Inc.  90,786   3,244
  Selective Insurance Group Inc.  42,192   3,187
  Hanover Insurance Group Inc.  25,069   3,052
  UMB Financial Corp.  30,239   3,041
  Stifel Financial Corp.  42,716   3,033
  Hancock Whitney Corp.  61,028   2,916
  Commerce Bancshares Inc. 38,851 2,712
  PacWest Bancorp 59,298 2,653
  FNB Corp. 224,412 2,617
  Home BancShares Inc. 106,087 2,539
  Associated Banc-Corp 107,442 2,353
  Navient Corp. 117,892 2,326
  Kemper Corp. 42,032 2,325
  Cathay General Bancorp 54,904 2,301
  Bank of Hawaii Corp. 28,443 2,269
  SEI Investments Co. 36,883 2,199
  RenaissanceRe Holdings Ltd. 14,217 2,191
  Glacier Bancorp Inc. 38,103 2,069
  CNO Financial Group Inc. 89,730 2,033
* Texas Capital Bancshares Inc. 35,518 2,000
  FirstCash Inc. 28,425 1,815
  Fulton Financial Corp. 114,348 1,806
  Umpqua Holdings Corp. 87,963 1,677
  Essent Group Ltd. 39,217 1,631
  First Financial Bankshares Inc. 32,438 1,619
  International Bancshares Corp. 37,459 1,574
  Washington Federal Inc. 47,825 1,554
  Evercore Inc. Class A 10,326 1,432
  Federated Hermes Inc. Class B 40,480 1,365
  RLI Corp. 11,452 1,177
*,1 PROG Holdings Inc. 25,202 1,137
  Mercury General Corp. 18,649 951
            189,366
Health Care (5.4%)
* Tenet Healthcare Corp. 75,225 5,482
* Molina Healthcare Inc. 18,880 5,384
* Envista Holdings Corp. 113,321 4,397
  Hill-Rom Holdings Inc. 26,825 4,171
* United Therapeutics Corp. 18,287 3,465
  Perrigo Co. plc 93,946 3,449
* LivaNova plc 37,389 2,997
* Acadia Healthcare Co. Inc. 39,125 2,198
* Tandem Diabetes Care Inc. 16,832 2,163
  Patterson Cos. Inc. 60,462 1,903
  Encompass Health Corp. 30,749 1,772
* NuVasive Inc. 36,275 1,743
* Integra LifeSciences Holdings Corp. 25,619 1,638
* ICU Medical Inc. 6,845 1,548
* Progyny Inc. 24,112 1,224
* Neogen Corp. 30,216 1,213
          Shares Market
Value
($000)
* Option Care Health Inc.  44,636   1,130
* Nektar Therapeutics  80,175     903
* Haemonetics Corp.  16,104     825
            47,605
Industrials (17.5%)
* Avis Budget Group Inc.  33,193   9,114
* AECOM 101,203   6,977
  Owens Corning  72,454   6,147
  Oshkosh Corp.  48,222   5,189
* Builders FirstSource Inc.  74,245   5,156
  Acuity Brands Inc.  25,089   5,052
  EMCOR Group Inc.  37,757   4,506
  KBR Inc.  98,927   4,353
* Colfax Corp.  91,006   4,226
  nVent Electric plc 118,112 4,114
  Regal Rexnord Corp. 23,785 3,760
* MasTec Inc. 40,193 3,705
  Nordson Corp. 14,056 3,573
  Carlisle Cos. Inc. 15,398 3,468
  ManpowerGroup Inc. 38,107 3,415
  Crane Co. 34,987 3,378
* GXO Logistics Inc. 33,247 3,193
  ITT Inc. 33,280 3,148
  Ryder System Inc. 37,745 3,136
* Univar Solutions Inc. 120,076 3,111
  Lennox International Inc. 9,849 3,043
* Hexcel Corp. 58,908 3,027
* JetBlue Airways Corp. 223,347 2,997
  Hubbell Inc. Class B 15,288 2,992
  AGCO Corp. 25,162 2,773
  Flowserve Corp. 91,457 2,742
* Middleby Corp. 15,244 2,663
  Watsco Inc. 8,804 2,577
  Donaldson Co. Inc. 44,130 2,490
  GATX Corp. 24,934 2,456
* CACI International Inc. Class A 9,434 2,447
* XPO Logistics Inc. 33,251 2,409
  Curtiss-Wright Corp. 18,091 2,276
  Woodward Inc. 21,454 2,270
* Stericycle Inc. 39,375 2,225
* Kirby Corp. 42,214 2,204
* Fluor Corp. 99,592 2,202
* Clean Harbors Inc. 21,450 2,176
  Valmont Industries Inc. 8,790 2,101
  Science Applications International Corp. 24,822 2,082
  Kennametal Inc. 58,723 2,077
* Dycom Industries Inc. 21,665 2,025
  MillerKnoll Inc. 52,869 2,006
  Landstar System Inc. 9,960 1,679
  Trinity Industries Inc. 58,734 1,556
  Brink's Co. 21,720 1,328
  MSC Industrial Direct Co. Inc. Class A 16,517 1,300
  Terex Corp. 30,433 1,290
* KAR Auction Services Inc. 83,771 1,256
  EnerSys 15,224 1,128
  Werner Enterprises Inc. 23,439 1,057
            155,575
          Shares Market
Value
($000)
Information Technology (8.6%)
* Arrow Electronics Inc.  50,480   6,141
  Jabil Inc. 102,491   5,992
* Ciena Corp.  68,511   4,126
  Vontier Corp. 118,711   3,741
* Synaptics Inc.  12,860   3,630
* NCR Corp.  92,337   3,592
  TD SYNNEX Corp.  29,162   3,017
* Coherent Inc.  11,379   2,946
  Concentrix Corp.  15,646   2,597
  Avnet Inc.  69,941   2,537
  Alliance Data Systems Corp.  34,959   2,383
* Silicon Laboratories Inc.  11,715   2,299
  Genpact Ltd.  47,328   2,285
* Viasat Inc. 51,524 2,282
* Aspen Technology Inc. 14,772 2,142
  National Instruments Corp. 51,340 2,132
* Teradata Corp. 48,296 2,097
* Kyndryl Holdings Inc. 125,946 1,990
  Belden Inc. 31,441 1,939
  Vishay Intertechnology Inc. 93,046 1,895
* Cirrus Logic Inc. 23,023 1,846
  Xerox Holdings Corp. 96,781 1,783
* WEX Inc. 13,214 1,670
  CDK Global Inc. 42,689 1,649
  Maximus Inc. 16,433 1,240
* Blackbaud Inc. 16,228 1,225
* Envestnet Inc. 14,544 1,115
* ACI Worldwide Inc. 37,957 1,106
* Sabre Corp. 145,462 1,095
  Amkor Technology Inc. 49,245 1,062
* LiveRamp Holdings Inc. 22,430 1,053
* CommVault Systems Inc. 16,444 1,034
* SiTime Corp. 2,918 871
            76,512
Materials (7.0%)
  Steel Dynamics Inc. 136,234 8,147
  Reliance Steel & Aluminum Co. 44,603 6,629
  Olin Corp. 101,458 5,514
  United States Steel Corp. 189,776 4,291
  Sonoco Products Co. 69,085 4,016
  Avient Corp. 64,148 3,529
  RPM International Inc. 34,652 3,155
  Commercial Metals Co. 84,717 2,618
  Ashland Global Holdings Inc. 25,396 2,567
  AptarGroup Inc. 18,065 2,160
  Cabot Corp. 39,806 2,089
  Louisiana-Pacific Corp. 30,179 1,972
  Royal Gold Inc. 19,326 1,933
  Chemours Co. 63,713 1,892
  Valvoline Inc. 50,899 1,734
  Eagle Materials Inc. 11,204 1,728
  Minerals Technologies Inc. 23,659 1,554
  Sensient Technologies Corp. 15,413 1,500
  Silgan Holdings Inc. 33,043 1,370
  Greif Inc. Class A 18,651 1,132
  NewMarket Corp. 3,142 1,041
* Ingevity Corp. 14,145 1,017
          Shares Market
Value
($000)
  Compass Minerals International Inc.  12,405     604
  Worthington Industries Inc.   9,843     472
            62,664
Real Estate (13.6%)
* Jones Lang LaSalle Inc.  35,621   8,368
  Camden Property Trust  37,455   6,188
  Apartment Income REIT Corp. 110,289   5,598
  National Retail Properties Inc. 123,384   5,441
  Medical Properties Trust Inc. 255,310   5,435
  Kilroy Realty Corp.  73,639   4,752
  Brixmor Property Group Inc. 208,641   4,744
  Omega Healthcare Investors Inc. 167,822   4,689
  Douglas Emmett Inc. 123,284   4,040
  Cousins Properties Inc. 104,467   3,945
  Spirit Realty Capital Inc. 83,683 3,729
  STORE Capital Corp. 108,256 3,566
  Life Storage Inc. 26,393 3,488
  Lamar Advertising Co. Class A 30,470 3,329
  SL Green Realty Corp. 47,166 3,275
  Highwoods Properties Inc. 73,171 3,161
  Kite Realty Group Trust 153,412 3,087
  American Campus Communities Inc. 59,624 3,085
  Macerich Co. 149,901 2,827
  Rexford Industrial Realty Inc. 39,694 2,782
* Park Hotels & Resorts Inc. 166,134 2,764
  Physicians Realty Trust 152,769 2,724
  First Industrial Realty Trust Inc. 44,471 2,686
  Hudson Pacific Properties Inc. 107,131 2,607
  EastGroup Properties Inc. 11,910 2,426
  EPR Properties 52,556 2,424
  JBG SMITH Properties 81,583 2,267
  Rayonier Inc. 59,551 2,249
  Corporate Office Properties Trust 78,881 2,024
  Sabra Health Care REIT Inc. 155,124 2,006
  Pebblebrook Hotel Trust 92,209 1,932
  Healthcare Realty Trust Inc. 61,264 1,919
  CoreSite Realty Corp. 11,208 1,917
  PotlatchDeltic Corp. 29,252 1,584
  National Storage Affiliates Trust 22,357 1,372
  PS Business Parks Inc. 7,629 1,337
  Urban Edge Properties 77,473 1,335
            121,102
Utilities (5.3%)
  UGI Corp. 146,938 6,061
  OGE Energy Corp. 140,652 4,827
  MDU Resources Group Inc. 142,245 3,873
  Essential Utilities Inc. 78,589 3,715
  IDACORP Inc. 35,495 3,714
  National Fuel Gas Co. 64,054 3,703
  Hawaiian Electric Industries Inc. 76,735 2,915
  Black Hills Corp. 44,609 2,860
  Southwest Gas Holdings Inc. 41,519 2,732
  New Jersey Resources Corp. 67,770 2,493
  ONE Gas Inc. 37,603 2,438
  Spire Inc. 36,298 2,173
  ALLETE Inc. 36,720 2,153
  NorthWestern Corp. 36,204 2,002
          Shares Market
Value
($000)
  PNM Resources Inc.  36,848   1,815
            47,474
Total Common Stocks (Cost $754,361) 886,292
      Coupon      
Temporary Cash Investments (0.5%)
Money Market Fund (0.5%)
2,3 Vanguard Market Liquidity Fund
(Cost $4,807) 		0.077%    48,069   4,807
Total Investments (100.1%) (Cost $759,168)   891,099
Other Assets and Liabilities—Net (-0.1%)   (979)
Net Assets (100%)   890,120
Cost is in $000.
* Non-income-producing security.
1 Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $677,000.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
3 Collateral of $720,000 was received for securities on loan.
  REIT—Real Estate Investment Trust.
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
      ($000)
  Expiration Number of
Long (Short)
Contracts 		Notional
Amount 		Value and
Unrealized
Appreciation
(Depreciation)
Long Futures Contracts
E-mini S&P Mid-Cap 400 Index December 2021 4 1,082 (77)
    
Over-the-Counter Total Return Swaps
Reference Entity Termination
Date 		Counterparty Notional
Amount
($000) 		Floating
Interest
Rate
Received
(Paid)1
(%) 		Value and
Unrealized
Appreciation
($000) 		Value and
Unrealized
(Depreciation)
($000)
Harley-Davidson Inc. 8/31/22 BOANA 2,554 (0.070) 10 —
1 Based on USD Overnight Bank Funding Rate as of the most recent payment date. Floating interest payment received/paid monthly.
  BOANA—Bank of America, N.A.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.
B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks in the fund’s target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund’s maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily
to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.
D.  Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments and derivatives as of November 30, 2021, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments        
Assets        
Common Stocks 886,292 — — 886,292
Temporary Cash Investments 4,807 — — 4,807
Total 891,099 — — 891,099
Derivative Financial Instruments        
Assets        
Swap Contracts — 10 — 10
Liabilities        
Futures Contracts1 77 — — 77
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.