Exchange Traded Funds For personal use only · 29-08-2017 · The Vanguard Group, Inc. in the US...

US SEC Filing Announcement for the Vanguard® Exchange Traded Funds

29 August 2017 Vanguard Investments Australia Ltd announces the following:

FUND ASX CODE

ANNOUNCEMENT

Vanguard® US Total Market Shares Index ETF VTS US SEC Filing of Form NSAR

The Vanguard Group, Inc. in the US has completed and filed report NSAR-A (semi-annual report filed on form N-SAR) for Registered Investment Companies with the Securities and Exchange Commission (SEC) in the US as part of the regulatory requirements of the SEC. The completed form is attached and can be viewed online at the SEC website pages at: https://www.sec.gov/Archives/edgar/data/36405/000093247116014120/0000932471-16-014120-index.htm Further details of the SEC requirements for this filing are available at: sec.gov/about/forms/formn-sar.pdf

Further Information Prior to making an investment decision please consider your circumstances, read our Prospectus and consult your investment advisor or broker. You can access our Prospectus at vanguard.com.au. Past performance is not an indication of future performance. There is no guarantee that distributions will be declared in the future. © 2017 Vanguard Investments Australia Ltd (ABN 72 072 881 086 / AFS Licence 227263) (Vanguard) is the issuer of the Prospectus on behalf of the US listed ETFs described in the Prospectus. Vanguard has arranged for the interests in the US ETFs to be made available to Australian investors via CHESS Depositary Interests (CDIs) that are quoted on the AQUA market of the ASX. Vanguard is a wholly owned subsidiary of The Vanguard Group, Inc. based in the US. Vanguard Investments Australia Ltd, Level 34, Freshwater Place, 2 Southbank Boulevard, Southbank VIC 3006 vanguard.com.au 1300 655 888

For

per

sona

l use

onl

y

https://www.sec.gov/Archives/edgar/data/36405/000093247117005064/0000932471-17-005064.txt[8/28/2017 1:22:36 PM]

<SEC-DOCUMENT>0000932471-17-005064.txt : 20170828<SEC-HEADER>0000932471-17-005064.hdr.sgml : 20170828<ACCEPTANCE-DATETIME>20170828131830ACCESSION NUMBER: 0000932471-17-005064CONFORMED SUBMISSION TYPE: NSAR-APUBLIC DOCUMENT COUNT: 3CONFORMED PERIOD OF REPORT: 20170630FILED AS OF DATE: 20170828DATE AS OF CHANGE: 20170828EFFECTIVENESS DATE: 20170828

FILER:

COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD INDEX FUNDS CENTRAL INDEX KEY: 0000036405 IRS NUMBER: 231999755 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231

FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-02652 FILM NUMBER: 171054023

BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000

MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482

FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX FUNDS/ DATE OF NAME CHANGE: 20011121

FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX TRUST DATE OF NAME CHANGE: 19920703

FORMER COMPANY: FORMER CONFORMED NAME: FIRST INDEX INVESTMENT TRUST DATE OF NAME CHANGE: 19800904<SERIES-AND-CLASSES-CONTRACTS-DATA><EXISTING-SERIES-AND-CLASSES-CONTRACTS><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002839<SERIES-NAME>Vanguard 500 Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007773<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VFINX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007774<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VFIAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000092055<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VOO</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000170274<CLASS-CONTRACT-NAME>Institutional Select Shares<CLASS-CONTRACT-TICKER-SYMBOL>VFFSX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000179712

For

per

sona

l use

onl

y


<CLASS-CONTRACT-NAME>Institutional Shares</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000179713<CLASS-CONTRACT-NAME>Institutional Plus Shares</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002840<SERIES-NAME>Vanguard Value Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007775<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIVAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007776<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VVIAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007777<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIVIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007778<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTV</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002841<SERIES-NAME>Vanguard Extended Market Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007779<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEXMX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007780<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEXAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007781<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIEIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007782<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VXF</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000096110<CLASS-CONTRACT-NAME>Institutional Plus Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEMPX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000170275<CLASS-CONTRACT-NAME>Institutional Select Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSEMX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002842<SERIES-NAME>Vanguard Growth Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007783<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGRX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007784<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGAX</CLASS-CONTRACT>

For

per

sona

l use

onl

y


<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007785<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007786<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VUG</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002843<SERIES-NAME>Vanguard Large-Cap Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007787<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLACX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007788<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLCAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007789<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLISX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007790<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VV</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002844<SERIES-NAME>Vanguard Mid-Cap Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007791<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIMSX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007792<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIMAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007793<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMCIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007794<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VO</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000096111<CLASS-CONTRACT-NAME>Institutional Plus Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMCPX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002845<SERIES-NAME>Vanguard Small-Cap Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007795<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>NAESX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007796<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSMAX</CLASS-CONTRACT><CLASS-CONTRACT>

For

per

sona

l use

onl

y


<CLASS-CONTRACT-ID>C000007797<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSCIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007798<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VB</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000096112<CLASS-CONTRACT-NAME>Institutional Plus Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSCPX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002846<SERIES-NAME>Vanguard Small-Cap Growth Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007799<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VISGX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007800<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSGIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007801<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VBK</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000105304<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSGAX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002847<SERIES-NAME>Vanguard Small-Cap Value Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007802<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VISVX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007803<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSIIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007804<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VBR</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000105305<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSIAX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002848<SERIES-NAME>Vanguard Total Stock Market Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007805<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTSMX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007806<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTSAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007807

For

per

sona

l use

onl

y


<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VITSX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007808<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTI</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000155407<CLASS-CONTRACT-NAME>Institutional Plus Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSMPX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000170276<CLASS-CONTRACT-NAME>Institutional Select Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSTSX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000012756<SERIES-NAME>Vanguard Mid-Cap Growth Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000034427<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMGIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000034428<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VOT</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000105306<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMGMX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000012757<SERIES-NAME>Vanguard Mid-Cap Value Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000034429<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMVIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000034430<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VOE</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000105307<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMVAX</CLASS-CONTRACT></SERIES></EXISTING-SERIES-AND-CLASSES-CONTRACTS></SERIES-AND-CLASSES-CONTRACTS-DATA></SEC-HEADER><DOCUMENT><TYPE>NSAR-A<SEQUENCE>1<FILENAME>answer.fil<TEXT><PAGE> PAGE 1000 A000000 06/30/2017000 C000000 0000036405000 D000000 N000 E000000 NF000 F000000 Y000 G000000 N000 H000000 N000 I000000 6.1000 J000000 A001 A000000 VANGUARD INDEX FUNDS001 B000000 811-2652001 C000000 6106691000002 A000000 100 VANGUARD BOULEVARD

For

per

sona

l use

onl

y


002 B000000 MALVERN002 C000000 PA002 D010000 19355003 000000 N004 000000 N005 000000 N006 000000 N007 A000000 Y007 B000000 12007 C010100 1007 C020100 VANGUARD 500 INDEX FUND007 C030100 N007 C010200 2007 C020200 VANGUARD EXTENDED MARKET INDEX FUND007 C030200 N007 C010300 3007 C020300 VANGUARD TOTAL STOCK MARKET INDEX FUND007 C030300 N007 C010400 4007 C020400 VANGUARD VALUE INDEX FUND007 C030400 N007 C010500 5007 C020500 VANGUARD GROWTH INDEX FUND007 C030500 N007 C010600 6007 C020600 VANGUARD SMALL-CAP INDEX FUND007 C030600 N007 C010700 7007 C020700 VANGUARD MID-CAP INDEX FUND007 C030700 N007 C010800 8007 C020800 VANGUARD SMALL-CAP VALUE INDEX FUND007 C030800 N007 C010900 9007 C020900 VANGUARD SMALL-CAP GROWTH INDEX FUND007 C030900 N007 C011000 10007 C021000 VANGUARD LARGE-CAP INDEX FUND<PAGE> PAGE 2007 C031000 N007 C011100 11007 C021100 VANGUARD MID-CAP GROWTH INDEX FUND007 C031100 N007 C011200 12007 C021200 VANGUARD MID-CAP VALUE INDEX FUND007 C031200 N008 A00AA01 THE VANGUARD GROUP, INC.008 B00AA01 A008 C00AA01 801-11953008 D01AA01 MALVERN008 D02AA01 PA008 D03AA01 19355010 A00AA01 THE VANGUARD GROUP, INC.010 B00AA01 801-11953010 C01AA01 MALVERN010 C02AA01 PA010 C03AA01 19355011 A00AA01 VANGUARD MARKETING CORP.011 B00AA01 8-21570011 C01AA01 MALVERN011 C02AA01 PA011 C03AA01 19355012 A00AA01 THE VANGUARD GROUP, INC.012 B00AA01 84-772012 C01AA01 MALVERN012 C02AA01 PA012 C03AA01 19355013 A00AA01 PRICEWATERHOUSECOOPERS LLP013 B01AA01 PHILADELPHIA013 B02AA01 PA013 B03AA01 19103014 A00AA01 VANGUARD MARKETING CORP.014 B00AA01 8-21570015 A000101 BROWN BROTHERS HARRIMAN & CO.015 B000101 C015 C010101 BOSTON015 C020101 MA015 C030101 02109015 E010101 X015 A000201 BROWN BROTHERS HARRIMAN & CO.015 B000201 C

For

per

sona

l use

onl

y


015 C010201 BOSTON015 C020201 MA015 C030201 02109015 E010201 X015 A000301 JP MORGAN CHASE BANK015 B000301 C015 C010301 NEW YORK015 C020301 NY015 C030301 10017<PAGE> PAGE 3015 E010301 X015 A000401 BROWN BROTHERS HARRIMAN & CO.015 B000401 C015 C010401 BOSTON015 C020401 MA015 C030401 02109015 E010401 X015 A000501 JP MORGAN CHASE BANK015 B000501 C015 C010501 NEW YORK015 C020501 NY015 C030501 10017015 E010501 X015 A000601 JP MORGAN CHASE BANK015 B000601 C015 C010601 NEW YORK015 C020601 NY015 C030601 10017015 E010601 X015 A000701 BROWN BROTHERS HARRIMAN & CO.015 B000701 C015 C010701 BOSTON015 C020701 MA015 C030701 02109015 E010701 X015 A000801 BROWN BROTHERS HARRIMAN & CO.015 B000801 C015 C010801 BOSTON015 C020801 MA015 C030801 02109015 E010801 X015 A000901 BROWN BROTHERS HARRIMAN & CO.015 B000901 C015 C010901 BOSTON015 C020901 MA015 C030901 02109015 E010901 X015 A001001 BROWN BROTHERS HARRIMAN & CO.015 B001001 C015 C011001 BOSTON015 C021001 MA015 C031001 02109015 E011001 X015 A001101 JP MORGAN CHASE BANK015 B001101 C015 C011101 NEW YORK015 C021101 NY015 C031101 10017015 E011101 X015 A001201 JP MORGAN CHASE BANK015 B001201 C<PAGE> PAGE 4015 C011201 NEW YORK015 C021201 NY015 C031201 10017015 E011201 X018 00AA00 Y019 A00AA00 Y019 B00AA00 197019 C00AA00 VANGUARDGR020 A000001 MERRILL LYNCH, PIERCE, FENNER & SMITH INC.020 B000001 13-5674085020 C000001 2010020 A000002 GOLDMAN, SACHS & CO.020 B000002 13-5108880020 C000002 1601020 A000003 MORGAN STANLEY020 B000003 13-2655998020 C000003 1238020 A000004 J.P. MORGAN SECURITIES INC.020 B000004 13-3224016

For

per

sona

l use

onl

y


020 C000004 1138020 A000005 National Financial Services LLC020 B000005 04-2785576020 C000005 1063020 A000006 CREDIT SUISSE SECURITIES (USA) LLC020 B000006 13-5659485020 C000006 627020 A000007 BARCLAYS CAPITAL INC.020 B000007 13-3410233020 C000007 587020 A000008 DEUTSCHE BANK SECURITIES INC.020 B000008 13-2730828020 C000008 539020 A000009 Instinet LLC020 B000009 13-2625132020 C000009 494020 A000010 Broadcort Capital020 B000010 13-5674085020 C000010 362021 000000 11941022 A000001 VANGUARD MARKET LIQUIDITY FUND022 B000001 20-0961056022 C000001 55230755022 D000001 49425286022 A000002 VANGUARD VALUE INDEX FUND022 B000002 23-2695173022 C000002 566387022 D000002 999548022 A000003 VANGUARD GROWTH INDEX FUND022 B000003 23-2695174022 C000003 1050566022 D000003 434485<PAGE> PAGE 5022 A000004 VANGUARD SMALL-CAP INDEX FUND022 B000004 52-0794097022 C000004 430798022 D000004 958668022 A000005 VANGUARD SMALL-CAP VALUE INDEX FUND022 B000005 23-2953110022 C000005 280880022 D000005 1038198022 A000006 VANGUARD MID-CAP INDEX FUND022 B000006 23-2952932022 C000006 1015829022 D000006 210786022 A000007 Vanguard 500 Index Fund022 B000007 23-1999755022 C000007 258751022 D000007 804660022 A000008 Vanguard Institutional Index022 B000008 23-2601141022 C000008 218843022 D000008 600923022 A000009 VANGUARD SMALL-CAP GROWTH INDEX FUND022 B000009 23-2953099022 C000009 579237022 D000009 214356022 A000010 Vanguard Dividend Appreciation022 B000010 20-3584332022 C000010 78119022 D000010 689827023 C000000 65120472023 D000000 65537841024 000100 Y024 000200 N024 000300 Y024 000400 Y024 000500 N024 000600 N024 000700 N024 000800 N024 000900 N024 001000 Y024 001100 N024 001200 N025 A000101 J.P. MORGAN SECURITIES INC.025 B000101 13-3224016025 C000101 E025 D000101 5129354025 A000102 DELETE025 D000102 0

For

per

sona

l use

onl

y


025 A000103 GOLDMAN, SACHS & CO.025 B000103 13-5108880025 C000103 E<PAGE> PAGE 6025 D000103 1285146025 A000104 MORGAN STANLEY025 B000104 13-2655998025 C000104 E025 D000104 1005713025 A000105 DELETE025 D000105 0025 A000106 Bank of America025 B000106 56-2058405025 C000106 E025 D000106 3816297025 D000201 0025 A000301 GOLDMAN, SACHS & CO.025 B000301 13-5108880025 C000301 E025 D000301 1808951025 A000302 MORGAN STANLEY025 B000302 13-2655998025 C000302 E025 D000302 1431783025 A000303 J.P. MORGAN SECURITIES INC.025 B000303 13-3224016025 C000303 E025 D000303 7481044025 A000304 BANC OF AMERICA SECURITIES LLC025 B000304 56-2058405025 C000304 E025 D000304 5559627025 A000401 GOLDMAN, SACHS & CO.025 B000401 13-5108880025 C000401 E025 D000401 394745025 A000402 DELETE025 D000402 0025 A000403 MORGAN STANLEY025 B000403 13-2655998025 C000403 E025 D000403 310455025 A000404 J.P. MORGAN SECURITIES INC.025 B000404 13-3224016025 C000404 E025 D000404 1630469025 A000405 Bank of America025 B000405 56-2058405025 C000405 E025 D000405 1212245025 A000406 DELETE025 D000406 0025 D000601 0025 D000701 0025 D000801 0<PAGE> PAGE 7025 D000901 0025 A001001 J.P. MORGAN SECURITIES INC.025 B001001 13-3224016025 C001001 E025 D001001 239450025 A001002 GOLDMAN, SACHS & CO.025 B001002 13-5108880025 C001002 E025 D001002 57968025 A001003 MORGAN STANLEY025 B001003 13-2655998025 C001003 E025 D001003 45587025 A001004 BANC OF AMERICA SECURITIES LLC025 B001004 56-2058405025 C001004 E025 D001004 178027025 D001101 0026 A000000 N026 B000000 Y026 C000000 N026 D000000 Y026 E000000 N026 F000000 N026 G010000 N

For

per

sona

l use

onl

y


026 G020000 N026 H000000 N027 000000 Y028 A010100 8401565028 A020100 0028 A030100 0028 A040100 3966249028 B010100 5064378028 B020100 0028 B030100 0028 B040100 2486264028 C010100 8867165028 C020100 1009097028 C030100 0028 C040100 4635219028 D010100 4618755028 D020100 0028 D030100 0028 D040100 2542230028 E010100 7132043028 E020100 0028 E030100 0028 E040100 3028517028 F010100 6498178028 F020100 1053920028 F030100 0<PAGE> PAGE 8028 F040100 3341649028 G010100 40582084028 G020100 2063017028 G030100 0028 G040100 20000128028 H000100 0028 A010200 1754085028 A020200 0028 A030200 0028 A040200 1252700028 B010200 1449880028 B020200 0028 B030200 0028 B040200 757884028 C010200 2733744028 C020200 140389028 C030200 0028 C040200 2330333028 D010200 1613185028 D020200 0028 D030200 0028 D040200 1920460028 E010200 1683948028 E020200 0028 E030200 0028 E040200 991644028 F010200 1482692028 F020200 134336028 F030200 0028 F040200 1665805028 G010200 10717534028 G020200 274725028 G030200 0028 G040200 8918826028 H000200 0028 A010300 14005423028 A020300 0028 A030300 0028 A040300 4105957028 B010300 8043848028 B020300 0028 B030300 0028 B040300 3952980028 C010300 13191227028 C020300 1926421028 C030300 0028 C040300 4894962028 D010300 8097604028 D020300 0028 D030300 0028 D040300 3112688<PAGE> PAGE 9028 E010300 12040847028 E020300 0

For

per

sona

l use

onl

y


028 E030300 0028 E040300 3612349028 F010300 9043112028 F020300 2132789028 F030300 0028 F040300 7461915028 G010300 64422061028 G020300 4059210028 G030300 0028 G040300 27140851028 H000300 0028 A010400 1793056028 A020400 0028 A030400 0028 A040400 704765028 B010400 1451124028 B020400 0028 B030400 0028 B040400 452117028 C010400 1615209028 C020400 130906028 C030400 0028 C040400 705502028 D010400 840025028 D020400 0028 D030400 0028 D040400 494487028 E010400 1054562028 E020400 0028 E030400 0028 E040400 621630028 F010400 1478403028 F020400 131802028 F030400 0028 F040400 1434127028 G010400 8232379028 G020400 262708028 G030400 0028 G040400 4412628028 H000400 0028 A010500 915677028 A020500 0028 A030500 0028 A040500 1474780028 B010500 1248345028 B020500 0028 B030500 0028 B040500 432832028 C010500 1437908<PAGE> PAGE 10028 C020500 98269028 C030500 0028 C040500 888316028 D010500 887411028 D020500 0028 D030500 0028 D040500 443787028 E010500 1222612028 E020500 0028 E030500 0028 E040500 644895028 F010500 2361300028 F020500 89713028 F030500 0028 F040500 2238221028 G010500 8073253028 G020500 187982028 G030500 0028 G040500 6122831028 H000500 0028 A010600 2332743028 A020600 0028 A030600 0028 A040600 964535028 B010600 1586941028 B020600 0028 B030600 0028 B040600 693009028 C010600 2707622028 C020600 166869028 C030600 0

For

per

sona

l use

onl

y


028 C040600 2105935028 D010600 1125555028 D020600 0028 D030600 0028 D040600 935699028 E010600 1151569028 E020600 0028 E030600 0028 E040600 910964028 F010600 1612992028 F020600 104097028 F030600 0028 F040600 1456188028 G010600 10517422028 G020600 270966028 G030600 0028 G040600 7066330028 H000600 0028 A010700 2268046028 A020700 0<PAGE> PAGE 11028 A030700 0028 A040700 1158061028 B010700 1560873028 B020700 0028 B030700 0028 B040700 873780028 C010700 1640838028 C020700 196402028 C030700 0028 C040700 1034631028 D010700 1134959028 D020700 0028 D030700 0028 D040700 814520028 E010700 1303620028 E020700 0028 E030700 0028 E040700 938988028 F010700 3060729028 F020700 203391028 F030700 0028 F040700 2859479028 G010700 10969065028 G020700 399793028 G030700 0028 G040700 7679459028 H000700 0028 A010800 1452833028 A020800 0028 A030800 0028 A040800 598357028 B010800 678871028 B020800 0028 B030800 0028 B040800 300206028 C010800 1326713028 C020800 54251028 C030800 0028 C040800 1107339028 D010800 375948028 D020800 0028 D030800 0028 D040800 301802028 E010800 449278028 E020800 0028 E030800 0028 E040800 481902028 F010800 728976028 F020800 47564028 F030800 0028 F040800 625324<PAGE> PAGE 12028 G010800 5012619028 G020800 101815028 G030800 0028 G040800 3414930028 H000800 0028 A010900 628531028 A020900 0028 A030900 0

For

per

sona

l use

onl

y


028 A040900 390016028 B010900 326811028 B020900 0028 B030900 0028 B040900 159454028 C010900 740775028 C020900 27019028 C030900 0028 C040900 624587028 D010900 281200028 D020900 0028 D030900 0028 D040900 204700028 E010900 347713028 E020900 0028 E030900 0028 E040900 369148028 F010900 384405028 F020900 16988028 F030900 0028 F040900 343290028 G010900 2709435028 G020900 44007028 G030900 0028 G040900 2091195028 H000900 0028 A011000 185366028 A021000 0028 A031000 0028 A041000 93722028 B011000 153057028 B021000 0028 B031000 0028 B041000 214183028 C011000 363693028 C021000 21958028 C031000 0028 C041000 136132028 D011000 119420028 D021000 0028 D031000 0028 D041000 66779028 E011000 243731<PAGE> PAGE 13028 E021000 0028 E031000 0028 E041000 115228028 F011000 276018028 F021000 21345028 F031000 0028 F041000 88522028 G011000 1341285028 G021000 43303028 G031000 0028 G041000 714566028 H001000 0028 A011100 260225028 A021100 0028 A031100 0028 A041100 94108028 B011100 254474028 B021100 0028 B031100 0028 B041100 61337028 C011100 229684028 C021100 7626028 C031100 0028 C041100 130290028 D011100 200343028 D021100 0028 D031100 0028 D041100 81085028 E011100 256820028 E021100 0028 E031100 0028 E041100 67876028 F011100 530812028 F021100 8019028 F031100 0028 F041100 333679028 G011100 1732358

For

per

sona

l use

onl

y


028 G021100 15645028 G031100 0028 G041100 768375028 H001100 0028 A011200 596560028 A021200 0028 A031200 0028 A041200 152851028 B011200 477516028 B021200 0028 B031200 0028 B041200 122733028 C011200 558277028 C021200 29421<PAGE> PAGE 14028 C031200 0028 C041200 298129028 D011200 245315028 D021200 0028 D031200 0028 D041200 183152028 E011200 376841028 E021200 0028 E031200 0028 E041200 200939028 F011200 515808028 F021200 31276028 F031200 0028 F041200 602210028 G011200 2770317028 G021200 60697028 G031200 0028 G041200 1560014028 H001200 0029 00AA00 N030 A00AA00 0030 B00AA00 0.00030 C00AA00 0.00031 A00AA00 0031 B00AA00 0032 00AA00 0033 00AA00 0034 00AA00 N035 00AA00 0036 B00AA00 0037 000100 N037 000200 N037 000300 N037 000400 N037 000500 N037 000600 N037 000700 N037 000800 N037 000900 N037 001000 N037 001100 N037 001200 N038 000100 0038 000200 0038 000300 0038 000400 0038 000500 0038 000600 0038 000700 0038 000800 0038 000900 0<PAGE> PAGE 15038 001000 0038 001100 0038 001200 0039 000100 Y039 000200 Y039 000300 Y039 000400 Y039 000500 Y039 000600 Y039 000700 Y039 000800 Y039 000900 Y039 001000 Y039 001100 Y

For

per

sona

l use

onl

y


039 001200 Y040 000100 N040 000200 N040 000300 N040 000400 N040 000500 N040 000600 N040 000700 N040 000800 N040 000900 N040 001000 N040 001100 N040 001200 N042 A00AA00 0042 B00AA00 0042 C00AA00 0042 D00AA00 0042 E00AA00 0042 F00AA00 0042 G00AA00 0042 H00AA00 0043 00AA00 0044 00AA00 0045 00AA00 N048 00AA00 0.000048 A01AA00 0048 A02AA00 0.000048 B01AA00 0048 B02AA00 0.000048 C01AA00 0048 C02AA00 0.000048 D01AA00 0048 D02AA00 0.000048 E01AA00 0048 E02AA00 0.000048 F01AA00 0048 F02AA00 0.000<PAGE> PAGE 16048 G01AA00 0048 G02AA00 0.000048 H01AA00 0048 H02AA00 0.000048 I01AA00 0048 I02AA00 0.000048 J01AA00 0048 J02AA00 0.000048 K01AA00 0048 K02AA00 0.000055 A000100 N055 B000100 N055 A000200 N055 B000200 N055 A000300 N055 B000300 N055 A000400 N055 B000400 N055 A000500 N055 B000500 N055 A000600 N055 B000600 N055 A000700 N055 B000700 N055 A000800 N055 B000800 N055 A000900 N055 B000900 N055 A001000 N055 B001000 N055 A001100 N055 B001100 N055 A001200 N055 B001200 N056 000100 Y056 000200 Y056 000300 Y056 000400 Y056 000500 Y056 000600 Y056 000700 Y056 000800 Y056 000900 Y

For

per

sona

l use

onl

y


056 001000 Y056 001100 Y056 001200 Y057 000100 N057 000200 N057 000300 N057 000400 N057 000500 N<PAGE> PAGE 17057 000600 N057 000700 N057 000800 N057 000900 N057 001000 N057 001100 N057 001200 N058 A000100 N058 A000200 N058 A000300 N058 A000400 N058 A000500 N058 A000600 N058 A000700 N058 A000800 N058 A000900 N058 A001000 N058 A001100 N058 A001200 N059 000100 Y059 000200 Y059 000300 Y059 000400 Y059 000500 Y059 000600 Y059 000700 Y059 000800 Y059 000900 Y059 001000 Y059 001100 Y059 001200 Y060 A000100 Y060 B000100 Y060 A000200 Y060 B000200 Y060 A000300 Y060 B000300 Y060 A000400 Y060 B000400 Y060 A000500 Y060 B000500 Y060 A000600 Y060 B000600 Y060 A000700 Y060 B000700 Y060 A000800 Y060 B000800 Y060 A000900 Y060 B000900 Y060 A001000 Y060 B001000 Y<PAGE> PAGE 18060 A001100 Y060 B001100 Y060 A001200 Y060 B001200 Y061 000100 0061 000200 0061 000300 0061 000400 0061 000500 0061 000600 0061 000700 0061 000800 0061 000900 0061 001000 0061 001100 0061 001200 0062 A000100 N062 B000100 0.0062 C000100 0.0062 D000100 0.0

For

per

sona

l use

onl

y


062 E000100 0.0062 F000100 0.0062 G000100 0.0062 H000100 0.0062 I000100 0.0062 J000100 0.0062 K000100 0.0062 L000100 0.0062 M000100 0.0062 N000100 0.0062 O000100 0.0062 P000100 0.0062 Q000100 0.0062 R000100 0.0062 A000200 N062 B000200 0.0062 C000200 0.0062 D000200 0.0062 E000200 0.0062 F000200 0.0062 G000200 0.0062 H000200 0.0062 I000200 0.0062 J000200 0.0062 K000200 0.0062 L000200 0.0062 M000200 0.0062 N000200 0.0062 O000200 0.0062 P000200 0.0062 Q000200 0.0<PAGE> PAGE 19062 R000200 0.0062 A000300 N062 B000300 0.0062 C000300 0.0062 D000300 0.0062 E000300 0.0062 F000300 0.0062 G000300 0.0062 H000300 0.0062 I000300 0.0062 J000300 0.0062 K000300 0.0062 L000300 0.0062 M000300 0.0062 N000300 0.0062 O000300 0.0062 P000300 0.0062 Q000300 0.0062 R000300 0.0062 A000400 N062 B000400 0.0062 C000400 0.0062 D000400 0.0062 E000400 0.0062 F000400 0.0062 G000400 0.0062 H000400 0.0062 I000400 0.0062 J000400 0.0062 K000400 0.0062 L000400 0.0062 M000400 0.0062 N000400 0.0062 O000400 0.0062 P000400 0.0062 Q000400 0.0062 R000400 0.0062 A000500 N062 B000500 0.0062 C000500 0.0062 D000500 0.0062 E000500 0.0062 F000500 0.0062 G000500 0.0062 H000500 0.0062 I000500 0.0062 J000500 0.0062 K000500 0.0062 L000500 0.0

For

per

sona

l use

onl

y


062 M000500 0.0062 N000500 0.0<PAGE> PAGE 20062 O000500 0.0062 P000500 0.0062 Q000500 0.0062 R000500 0.0062 A000600 N062 B000600 0.0062 C000600 0.0062 D000600 0.0062 E000600 0.0062 F000600 0.0062 G000600 0.0062 H000600 0.0062 I000600 0.0062 J000600 0.0062 K000600 0.0062 L000600 0.0062 M000600 0.0062 N000600 0.0062 O000600 0.0062 P000600 0.0062 Q000600 0.0062 R000600 0.0062 A000700 N062 B000700 0.0062 C000700 0.0062 D000700 0.0062 E000700 0.0062 F000700 0.0062 G000700 0.0062 H000700 0.0062 I000700 0.0062 J000700 0.0062 K000700 0.0062 L000700 0.0062 M000700 0.0062 N000700 0.0062 O000700 0.0062 P000700 0.0062 Q000700 0.0062 R000700 0.0062 A000800 N062 B000800 0.0062 C000800 0.0062 D000800 0.0062 E000800 0.0062 F000800 0.0062 G000800 0.0062 H000800 0.0062 I000800 0.0062 J000800 0.0062 K000800 0.0<PAGE> PAGE 21062 L000800 0.0062 M000800 0.0062 N000800 0.0062 O000800 0.0062 P000800 0.0062 Q000800 0.0062 R000800 0.0062 A000900 N062 B000900 0.0062 C000900 0.0062 D000900 0.0062 E000900 0.0062 F000900 0.0062 G000900 0.0062 H000900 0.0062 I000900 0.0062 J000900 0.0062 K000900 0.0062 L000900 0.0062 M000900 0.0062 N000900 0.0062 O000900 0.0062 P000900 0.0062 Q000900 0.0062 R000900 0.0062 A001000 N

For

per

sona

l use

onl

y


062 B001000 0.0062 C001000 0.0062 D001000 0.0062 E001000 0.0062 F001000 0.0062 G001000 0.0062 H001000 0.0062 I001000 0.0062 J001000 0.0062 K001000 0.0062 L001000 0.0062 M001000 0.0062 N001000 0.0062 O001000 0.0062 P001000 0.0062 Q001000 0.0062 R001000 0.0062 A001100 N062 B001100 0.0062 C001100 0.0062 D001100 0.0062 E001100 0.0062 F001100 0.0062 G001100 0.0062 H001100 0.0<PAGE> PAGE 22062 I001100 0.0062 J001100 0.0062 K001100 0.0062 L001100 0.0062 M001100 0.0062 N001100 0.0062 O001100 0.0062 P001100 0.0062 Q001100 0.0062 R001100 0.0062 A001200 N062 B001200 0.0062 C001200 0.0062 D001200 0.0062 E001200 0.0062 F001200 0.0062 G001200 0.0062 H001200 0.0062 I001200 0.0062 J001200 0.0062 K001200 0.0062 L001200 0.0062 M001200 0.0062 N001200 0.0062 O001200 0.0062 P001200 0.0062 Q001200 0.0062 R001200 0.0063 A000100 0063 B000100 0.0063 A000200 0063 B000200 0.0063 A000300 0063 B000300 0.0063 A000400 0063 B000400 0.0063 A000500 0063 B000500 0.0063 A000600 0063 B000600 0.0063 A000700 0063 B000700 0.0063 A000800 0063 B000800 0.0063 A000900 0063 B000900 0.0063 A001000 0063 B001000 0.0063 A001100 0063 B001100 0.0063 A001200 0<PAGE> PAGE 23063 B001200 0.0066 A000100 Y066 B000100 N

For

per

sona

l use

onl

y


066 C000100 N066 D000100 N066 E000100 Y066 F000100 N066 G000100 N066 A000200 Y066 B000200 N066 C000200 N066 D000200 Y066 E000200 N066 F000200 N066 G000200 N066 A000300 Y066 B000300 N066 C000300 N066 D000300 N066 E000300 Y066 F000300 N066 G000300 N066 A000400 Y066 B000400 N066 C000400 N066 D000400 N066 E000400 Y066 F000400 N066 G000400 N066 A000500 Y066 B000500 N066 C000500 N066 D000500 Y066 E000500 N066 F000500 N066 G000500 N066 A000600 Y066 B000600 N066 C000600 Y066 D000600 N066 E000600 N066 F000600 N066 G000600 N066 A000700 Y066 B000700 N066 C000700 N066 D000700 Y066 E000700 N066 F000700 N066 G000700 N066 A000800 Y<PAGE> PAGE 24066 B000800 N066 C000800 Y066 D000800 N066 E000800 N066 F000800 N066 G000800 N066 A000900 Y066 B000900 N066 C000900 Y066 D000900 N066 E000900 N066 F000900 N066 G000900 N066 A001000 Y066 B001000 N066 C001000 N066 D001000 N066 E001000 Y066 F001000 N066 G001000 N066 A001100 Y066 B001100 N066 C001100 N066 D001100 Y066 E001100 N066 F001100 N066 G001100 N066 A001200 Y066 B001200 N066 C001200 N066 D001200 Y066 E001200 N

For

per

sona

l use

onl

y


066 F001200 N066 G001200 N067 000100 N067 000200 N067 000300 N067 000400 N067 000500 N067 000600 N067 000700 N067 000800 N067 000900 N067 001000 N067 001100 N067 001200 N068 A000100 N068 B000100 N068 A000200 N068 B000200 N068 A000300 N<PAGE> PAGE 25068 B000300 N068 A000400 N068 B000400 N068 A000500 N068 B000500 N068 A000600 N068 B000600 N068 A000700 N068 B000700 N068 A000800 N068 B000800 N068 A000900 N068 B000900 N068 A001000 N068 B001000 N068 A001100 N068 B001100 N068 A001200 N068 B001200 N069 000100 Y069 000200 Y069 000300 Y069 000400 Y069 000500 Y069 000600 Y069 000700 Y069 000800 Y069 000900 Y069 001000 Y069 001100 Y069 001200 Y070 A010100 Y070 A020100 N070 B010100 Y070 B020100 N070 C010100 Y070 C020100 N070 D010100 Y070 D020100 N070 E010100 Y070 E020100 N070 F010100 Y070 F020100 Y070 G010100 Y070 G020100 N070 H010100 Y070 H020100 N070 I010100 Y070 I020100 N070 J010100 Y070 J020100 N<PAGE> PAGE 26070 K010100 Y070 K020100 Y070 L010100 Y070 L020100 N070 M010100 Y070 M020100 N070 N010100 Y070 N020100 Y070 O010100 Y

For

per

sona

l use

onl

y


070 O020100 N070 P010100 Y070 P020100 Y070 Q010100 Y070 Q020100 N070 R010100 Y070 R020100 N070 A010200 Y070 A020200 N070 B010200 Y070 B020200 N070 C010200 Y070 C020200 N070 D010200 Y070 D020200 N070 E010200 Y070 E020200 N070 F010200 Y070 F020200 Y070 G010200 Y070 G020200 N070 H010200 Y070 H020200 N070 I010200 Y070 I020200 N070 J010200 Y070 J020200 N070 K010200 Y070 K020200 Y070 L010200 Y070 L020200 N070 M010200 Y070 M020200 N070 N010200 Y070 N020200 Y070 O010200 Y070 O020200 N070 P010200 Y070 P020200 Y070 Q010200 Y070 Q020200 N070 R010200 Y<PAGE> PAGE 27070 R020200 N070 A010300 Y070 A020300 N070 B010300 Y070 B020300 N070 C010300 Y070 C020300 N070 D010300 Y070 D020300 N070 E010300 Y070 E020300 N070 F010300 Y070 F020300 Y070 G010300 Y070 G020300 N070 H010300 Y070 H020300 N070 I010300 Y070 I020300 N070 J010300 Y070 J020300 N070 K010300 Y070 K020300 Y070 L010300 Y070 L020300 N070 M010300 Y070 M020300 N070 N010300 Y070 N020300 Y070 O010300 Y070 O020300 N070 P010300 Y070 P020300 Y070 Q010300 Y070 Q020300 N070 R010300 Y070 R020300 N070 A010400 Y

For

per

sona

l use

onl

y


070 A020400 N070 B010400 Y070 B020400 N070 C010400 Y070 C020400 N070 D010400 Y070 D020400 N070 E010400 Y070 E020400 N070 F010400 Y070 F020400 Y070 G010400 Y070 G020400 N<PAGE> PAGE 28070 H010400 Y070 H020400 N070 I010400 Y070 I020400 N070 J010400 Y070 J020400 N070 K010400 Y070 K020400 Y070 L010400 Y070 L020400 N070 M010400 Y070 M020400 N070 N010400 Y070 N020400 Y070 O010400 Y070 O020400 N070 P010400 Y070 P020400 Y070 Q010400 Y070 Q020400 N070 R010400 Y070 R020400 N070 A010500 Y070 A020500 N070 B010500 Y070 B020500 N070 C010500 Y070 C020500 N070 D010500 Y070 D020500 N070 E010500 Y070 E020500 N070 F010500 Y070 F020500 Y070 G010500 Y070 G020500 N070 H010500 Y070 H020500 N070 I010500 Y070 I020500 N070 J010500 Y070 J020500 N070 K010500 Y070 K020500 Y070 L010500 Y070 L020500 N070 M010500 Y070 M020500 N070 N010500 Y070 N020500 Y070 O010500 Y<PAGE> PAGE 29070 O020500 N070 P010500 Y070 P020500 Y070 Q010500 Y070 Q020500 N070 R010500 Y070 R020500 N070 A010600 Y070 A020600 N070 B010600 Y070 B020600 N070 C010600 Y070 C020600 N070 D010600 Y070 D020600 N

For

per

sona

l use

onl

y


070 E010600 Y070 E020600 N070 F010600 Y070 F020600 Y070 G010600 Y070 G020600 N070 H010600 Y070 H020600 N070 I010600 Y070 I020600 N070 J010600 Y070 J020600 N070 K010600 Y070 K020600 Y070 L010600 Y070 L020600 N070 M010600 Y070 M020600 N070 N010600 Y070 N020600 Y070 O010600 Y070 O020600 N070 P010600 Y070 P020600 Y070 Q010600 Y070 Q020600 N070 R010600 Y070 R020600 N070 A010700 Y070 A020700 N070 B010700 Y070 B020700 N070 C010700 Y070 C020700 N070 D010700 Y070 D020700 N<PAGE> PAGE 30070 E010700 Y070 E020700 N070 F010700 Y070 F020700 Y070 G010700 Y070 G020700 N070 H010700 Y070 H020700 N070 I010700 Y070 I020700 N070 J010700 Y070 J020700 N070 K010700 Y070 K020700 Y070 L010700 Y070 L020700 N070 M010700 Y070 M020700 N070 N010700 Y070 N020700 Y070 O010700 Y070 O020700 N070 P010700 Y070 P020700 Y070 Q010700 Y070 Q020700 N070 R010700 Y070 R020700 N070 A010800 Y070 A020800 N070 B010800 Y070 B020800 N070 C010800 Y070 C020800 N070 D010800 Y070 D020800 N070 E010800 Y070 E020800 N070 F010800 Y070 F020800 Y070 G010800 Y070 G020800 N070 H010800 Y070 H020800 N

For

per

sona

l use

onl

y


070 I010800 Y070 I020800 N070 J010800 Y070 J020800 N070 K010800 Y070 K020800 Y070 L010800 Y<PAGE> PAGE 31070 L020800 N070 M010800 Y070 M020800 N070 N010800 Y070 N020800 Y070 O010800 Y070 O020800 N070 P010800 Y070 P020800 Y070 Q010800 Y070 Q020800 N070 R010800 Y070 R020800 N070 A010900 Y070 A020900 N070 B010900 Y070 B020900 N070 C010900 Y070 C020900 N070 D010900 Y070 D020900 N070 E010900 Y070 E020900 N070 F010900 Y070 F020900 Y070 G010900 Y070 G020900 N070 H010900 Y070 H020900 N070 I010900 Y070 I020900 N070 J010900 Y070 J020900 N070 K010900 Y070 K020900 Y070 L010900 Y070 L020900 N070 M010900 Y070 M020900 N070 N010900 Y070 N020900 Y070 O010900 Y070 O020900 N070 P010900 Y070 P020900 Y070 Q010900 Y070 Q020900 N070 R010900 Y070 R020900 N070 A011000 Y070 A021000 N<PAGE> PAGE 32070 B011000 Y070 B021000 N070 C011000 Y070 C021000 N070 D011000 Y070 D021000 N070 E011000 Y070 E021000 N070 F011000 Y070 F021000 Y070 G011000 Y070 G021000 N070 H011000 Y070 H021000 N070 I011000 Y070 I021000 N070 J011000 Y070 J021000 N070 K011000 Y070 K021000 Y070 L011000 Y

For

per

sona

l use

onl

y


070 L021000 N070 M011000 Y070 M021000 N070 N011000 Y070 N021000 Y070 O011000 Y070 O021000 N070 P011000 Y070 P021000 Y070 Q011000 Y070 Q021000 N070 R011000 Y070 R021000 N070 A011100 Y070 A021100 N070 B011100 Y070 B021100 N070 C011100 Y070 C021100 N070 D011100 Y070 D021100 N070 E011100 Y070 E021100 N070 F011100 Y070 F021100 Y070 G011100 Y070 G021100 N070 H011100 Y070 H021100 N070 I011100 Y<PAGE> PAGE 33070 I021100 N070 J011100 Y070 J021100 N070 K011100 Y070 K021100 Y070 L011100 Y070 L021100 N070 M011100 Y070 M021100 N070 N011100 Y070 N021100 Y070 O011100 Y070 O021100 N070 P011100 Y070 P021100 Y070 Q011100 Y070 Q021100 N070 R011100 Y070 R021100 N070 A011200 Y070 A021200 N070 B011200 Y070 B021200 N070 C011200 Y070 C021200 N070 D011200 Y070 D021200 N070 E011200 Y070 E021200 N070 F011200 Y070 F021200 Y070 G011200 Y070 G021200 N070 H011200 Y070 H021200 N070 I011200 Y070 I021200 N070 J011200 Y070 J021200 N070 K011200 Y070 K021200 Y070 L011200 Y070 L021200 N070 M011200 Y070 M021200 N070 N011200 Y070 N021200 Y070 O011200 Y070 O021200 N070 P011200 Y

For

per

sona

l use

onl

y


070 P021200 Y<PAGE> PAGE 34070 Q011200 Y070 Q021200 N070 R011200 Y070 R021200 N071 A000100 31799423071 B000100 9045520071 C000100 307571730071 D000100 3071 A000200 7477507071 B000200 5767032071 C000200 54558845071 D000200 11071 A000300 53812955071 B000300 12977306071 C000300 99999999071 D000300 2071 A000400 8633705071 B000400 4487141071 C000400 54521962071 D000400 8071 A000500 7648546071 B000500 5467704071 C000500 59893370071 D000500 9071 A000600 11223275071 B000600 7627645071 C000600 73643104071 D000600 10071 A000700 11100700071 B000700 7494946071 C000700 82753049071 D000700 9071 A000800 5640403071 B000800 3906184071 C000800 26188918071 D000800 15071 A000900 3404438071 B000900 2725284071 C000900 18139493071 D000900 15071 A001000 1182862071 B001000 499802071 C001000 14900931071 D001000 3071 A001100 2034842071 B001100 1062086071 C001100 8984248071 D001100 12071 A001200 2952320071 B001200 1667603071 C001200 14402871<PAGE> PAGE 35071 D001200 12072 A000100 6072 B000100 6202072 C000100 3030718072 D000100 0072 E000100 1561072 F000100 5827072 G000100 20187072 H000100 0072 I000100 36807072 J000100 1177072 K000100 0072 L000100 3711072 M000100 102072 N000100 0072 O000100 0072 P000100 0072 Q000100 0072 R000100 0072 S000100 0072 T000100 10802072 U000100 0072 V000100 0072 W000100 0072 X000100 78613072 Y000100 0072 Z000100 2959868

For

per

sona

l use

onl

y


072AA000100 3578860072BB000100 868498072CC010100 21306383072CC020100 0072DD010100 0072DD020100 0072EE000100 0072 A000200 6072 B000200 1774072 C000200 318062072 D000200 0072 E000200 26308072 F000200 1910072 G000200 6629072 H000200 0072 I000200 7199072 J000200 681072 K000200 0072 L000200 529072 M000200 18072 N000200 0072 O000200 0072 P000200 0072 Q000200 0<PAGE> PAGE 36072 R000200 0072 S000200 0072 T000200 1147072 U000200 0072 V000200 0072 W000200 0072 X000200 18113072 Y000200 0072 Z000200 328031072AA000200 2149340072BB000200 364580072CC010200 1739896072CC020200 0072DD010200 0072DD020200 0072EE000200 0072 A000300 6072 B000300 14430072 C000300 4966938072 D000300 0072 E000300 43639072 F000300 9531072 G000300 64265072 H000300 0072 I000300 59195072 J000300 2476072 K000300 0072 L000300 4605072 M000300 170072 N000300 0072 O000300 0072 P000300 0072 Q000300 0072 R000300 0072 S000300 0072 T000300 16589072 U000300 0072 V000300 0072 W000300 0072 X000300 156831072 Y000300 0072 Z000300 4868176072AA000300 4956423072BB000300 2944934072CC010300 39411056072CC020300 0072DD010300 0072DD020300 0072EE000300 0072 A000400 6072 B000400 244<PAGE> PAGE 37072 C000400 681019072 D000400 0072 E000400 118072 F000400 1916

For

per

sona

l use

onl

y


072 G000400 6236072 H000400 0072 I000400 5728072 J000400 290072 K000400 0072 L000400 955072 M000400 17072 N000400 0072 O000400 0072 P000400 0072 Q000400 0072 R000400 0072 S000400 0072 T000400 1676072 U000400 0072 V000400 0072 W000400 0072 X000400 16818072 Y000400 0072 Z000400 664563072AA000400 994531072BB000400 189645072CC010400 1228620072CC020400 0072DD010400 0072DD020400 0072EE000400 0072 A000500 6072 B000500 615072 C000500 388600072 D000500 0072 E000500 1901072 F000500 1984072 G000500 6531072 H000500 0072 I000500 7308072 J000500 226072 K000500 0072 L000500 1159072 M000500 19072 N000500 0072 O000500 0072 P000500 0072 Q000500 0072 R000500 0072 S000500 0072 T000500 1783<PAGE> PAGE 38072 U000500 0072 V000500 0072 W000500 0072 X000500 19010072 Y000500 0072 Z000500 372106072AA000500 2020297072BB000500 283014072CC010500 5946257072CC020500 0072DD010500 0072DD020500 0072EE000500 0072 A000600 6072 B000600 2338072 C000600 460045072 D000600 0072 E000600 20914072 F000600 2209072 G000600 5228072 H000600 0072 I000600 9829072 J000600 957072 K000600 0072 L000600 2111072 M000600 25072 N000600 0072 O000600 0072 P000600 0072 Q000600 0072 R000600 0072 S000600 0072 T000600 2369

For

per

sona

l use

onl

y


072 U000600 0072 V000600 0072 W000600 0072 X000600 22728072 Y000600 0072 Z000600 460569072AA000600 2179481072BB000600 698124072CC010600 2166189072CC020600 0072DD010600 0072DD020600 0072EE000600 0072 A000700 6072 B000700 1086072 C000700 584778072 D000700 0072 E000700 2027<PAGE> PAGE 39072 F000700 2343072 G000700 8139072 H000700 0072 I000700 10221072 J000700 335072 K000700 0072 L000700 1139072 M000700 27072 N000700 0072 O000700 0072 P000700 0072 Q000700 0072 R000700 0072 S000700 0072 T000700 2471072 U000700 0072 V000700 0072 W000700 0072 X000700 24675072 Y000700 0072 Z000700 563216072AA000700 1796247072BB000700 548802072CC010700 5311453072CC020700 0072DD010700 0072DD020700 0072EE000700 0072 A000800 6072 B000800 416072 C000800 223583072 D000800 0072 E000800 4415072 F000800 1473072 G000800 2414072 H000800 0072 I000800 4339072 J000800 420072 K000800 0072 L000800 796072 M000800 9072 N000800 0072 O000800 0072 P000800 0072 Q000800 0072 R000800 0072 S000800 0072 T000800 1050072 U000800 0072 V000800 0072 W000800 0<PAGE> PAGE 40072 X000800 10501072 Y000800 0072 Z000800 217913072AA000800 942160072BB000800 245540072CC010800 0072CC020800 297044072DD010800 0072DD020800 0072EE000800 0

For

per

sona

l use

onl

y


072 A000900 6072 B000900 250072 C000900 66493072 D000900 0072 E000900 7450072 F000900 1342072 G000900 1285072 H000900 0072 I000900 3209072 J000900 206072 K000900 0072 L000900 579072 M000900 6072 N000900 0072 O000900 0072 P000900 0072 Q000900 0072 R000900 0072 S000900 0072 T000900 653072 U000900 0072 V000900 0072 W000900 0072 X000900 7280072 Y000900 0072 Z000900 66913072AA000900 691607072BB000900 329660072CC010900 1291648072CC020900 0072DD010900 0072DD020900 0072EE000900 0072 A001000 6072 B001000 242072 C001000 143590072 D001000 0072 E001000 200072 F001000 1292072 G001000 852072 H001000 0<PAGE> PAGE 41072 I001000 1543072 J001000 122072 K001000 0072 L001000 284072 M001000 5072 N001000 0072 O001000 0072 P001000 0072 Q001000 0072 R001000 0072 S001000 0072 T001000 441072 U001000 0072 V001000 0072 W001000 0072 X001000 4539072 Y001000 0072 Z001000 139493072AA001000 198394072BB001000 21677072CC011000 1027188072CC021000 0072DD011000 0072DD021000 0072EE001000 0072 A001100 6072 B001100 188072 C001100 34671072 D001100 0072 E001100 348072 F001100 1106072 G001100 175072 H001100 0072 I001100 1484072 J001100 24072 K001100 0072 L001100 298072 M001100 3072 N001100 0

For

per

sona

l use

onl

y


072 O001100 0072 P001100 0072 Q001100 0072 R001100 0072 S001100 0072 T001100 347072 U001100 0072 V001100 0072 W001100 0072 X001100 3437072 Y001100 0072 Z001100 31770<PAGE> PAGE 42072AA001100 207817072BB001100 69162072CC011100 802894072CC021100 0072DD011100 0072DD021100 0072EE001100 0072 A001200 6072 B001200 156072 C001200 143886072 D001200 0072 E001200 68072 F001200 1291072 G001200 1355072 H001200 0072 I001200 1899072 J001200 59072 K001200 0072 L001200 484072 M001200 5072 N001200 0072 O001200 0072 P001200 0072 Q001200 0072 R001200 0072 S001200 0072 T001200 593072 U001200 0072 V001200 0072 W001200 0072 X001200 5686072 Y001200 0072 Z001200 138424072AA001200 272342072BB001200 127202072CC011200 654324072CC021200 0072DD011200 0072DD021200 0072EE001200 0073 A010100 0.0000073 A020100 0.0000073 B000100 0.0000073 C000100 0.0000073 A010200 0.0000073 A020200 0.0000073 B000200 0.0000073 C000200 0.0000073 A010300 0.0000073 A020300 0.0000073 B000300 0.0000<PAGE> PAGE 43073 C000300 0.0000073 A010400 0.0000073 A020400 0.0000073 B000400 0.0000073 C000400 0.0000073 A010500 0.0000073 A020500 0.0000073 B000500 0.0000073 C000500 0.0000073 A010600 0.0000073 A020600 0.0000073 B000600 0.0000073 C000600 0.0000073 A010700 0.0000073 A020700 0.0000073 B000700 0.0000

For

per

sona

l use

onl

y


073 C000700 0.0000073 A010800 0.0000073 A020800 0.0000073 B000800 0.0000073 C000800 0.0000073 A010900 0.0000073 A020900 0.0000073 B000900 0.0000073 C000900 0.0000073 A011000 0.0000073 A021000 0.0000073 B001000 0.0000073 C001000 0.0000073 A011100 0.0000073 A021100 0.0000073 B001100 0.0000073 C001100 0.0000073 A011200 0.0000073 A021200 0.0000073 B001200 0.0000073 C001200 0.0000074 A000100 4814074 B000100 0074 C000100 54941074 D000100 0074 E000100 0074 F000100 9999999074 G000100 0074 H000100 0074 I000100 1675150074 J000100 0074 K000100 0074 L000100 650402074 M000100 0074 N000100 12385306<PAGE> PAGE 44074 O000100 610790074 P000100 143289074 Q000100 0074 R010100 0074 R020100 0074 R030100 0074 R040100 516123074 S000100 0074 T000100 11115104074 U010100 0074 U020100 0074 V010100 0.00074 V020100 0.00074 W000100 0.0000074 X000100 3353638074 Y000100 40545074 A000200 0074 B000200 0074 C000200 27131074 D000200 0074 E000200 0074 F000200 56543300074 G000200 0074 H000200 0074 I000200 1792441074 J000200 74362074 K000200 0074 L000200 125128074 M000200 0074 N000200 58562362074 O000200 50298074 P000200 26824074 Q000200 0074 R010200 0074 R020200 0074 R030200 0074 R040200 1329948074 S000200 0074 T000200 57155292074 U010200 0074 U020200 0074 V010200 0.00074 V020200 0.00074 W000200 0.0000074 X000200 473033

For

per

sona

l use

onl

y


074 Y000200 24135074 A000300 16526074 B000300 0074 C000300 165198074 D000300 0074 E000300 0<PAGE> PAGE 45074 F000300 9999999074 G000300 0074 H000300 0074 I000300 6421409074 J000300 11393074 K000300 0074 L000300 950218074 M000300 0074 N000300 17564743074 O000300 1059171074 P000300 207863074 Q000300 0074 R010300 0074 R020300 0074 R030300 0074 R040300 3062471074 S000300 0074 T000300 13235238074 U010300 0074 U020300 0074 V010300 0.00074 V020300 0.00074 W000300 0.0000074 X000300 2445116074 Y000300 116366074 A000400 1696074 B000400 0074 C000400 5987074 D000400 0074 E000400 0074 F000400 56878778074 G000400 0074 H000400 0074 I000400 58493074 J000400 0074 K000400 0074 L000400 88081074 M000400 0074 N000400 57033035074 O000400 25956074 P000400 21932074 Q000400 0074 R010400 0074 R020400 0074 R030400 0074 R040400 36264074 S000400 0074 T000400 56948883074 U010400 0074 U020400 0074 V010400 0.00<PAGE> PAGE 46074 V020400 0.00074 W000400 0.0000074 X000400 846910074 Y000400 3093074 A000500 0074 B000500 0074 C000500 5885074 D000500 0074 E000500 0074 F000500 64028791074 G000500 0074 H000500 0074 I000500 362891074 J000500 3141074 K000500 0074 L000500 85030074 M000500 0074 N000500 64485738074 O000500 15653074 P000500 30451074 Q000500 0074 R010500 0

For

per

sona

l use

onl

y


074 R020500 0074 R030500 0074 R040500 277144074 S000500 0074 T000500 64162490074 U010500 0074 U020500 0074 V010500 0.00074 V020500 0.00074 W000500 0.0000074 X000500 1025763074 Y000500 4937074 A000600 0074 B000600 0074 C000600 28320074 D000600 0074 E000600 0074 F000600 76246125074 G000600 0074 H000600 0074 I000600 1842992074 J000600 13918074 K000600 0074 L000600 219808074 M000600 0074 N000600 78351163074 O000600 68911074 P000600 32742074 Q000600 0<PAGE> PAGE 47074 R010600 0074 R020600 0074 R030600 0074 R040600 1362332074 S000600 0074 T000600 76887178074 U010600 0074 U020600 0074 V010600 0.00074 V020600 0.00074 W000600 0.0000074 X000600 1660875074 Y000600 25624074 A000700 2623074 B000700 0074 C000700 15162074 D000700 0074 E000700 0074 F000700 86459963074 G000700 0074 H000700 0074 I000700 522346074 J000700 57074 K000700 0074 L000700 161805074 M000700 0074 N000700 87161956074 O000700 43821074 P000700 35504074 Q000700 0074 R010700 0074 R020700 0074 R030700 0074 R040700 343027074 S000700 0074 T000700 86739604074 U010700 0074 U020700 0074 V010700 0.00074 V020700 0.00074 W000700 0.0000074 X000700 930914074 Y000700 10517074 A000800 6690074 B000800 0074 C000800 6284074 D000800 0074 E000800 0074 F000800 26771404074 G000800 0074 H000800 0

For

per

sona

l use

onl

y


<PAGE> PAGE 48074 I000800 374771074 J000800 5226074 K000800 0074 L000800 67883074 M000800 0074 N000800 27232258074 O000800 58922074 P000800 11898074 Q000800 0074 R010800 0074 R020800 0074 R030800 0074 R040800 287747074 S000800 0074 T000800 26873691074 U010800 0074 U020800 0074 V010800 0.00074 V020800 0.00074 W000800 0.0000074 X000800 647128074 Y000800 3889074 A000900 0074 B000900 0074 C000900 6386074 D000900 0074 E000900 0074 F000900 19056079074 G000900 0074 H000900 0074 I000900 406592074 J000900 0074 K000900 0074 L000900 32515074 M000900 0074 N000900 19501572074 O000900 12617074 P000900 9860074 Q000900 0074 R010900 0074 R020900 0074 R030900 0074 R040900 372845074 S000900 0074 T000900 19106250074 U010900 0074 U020900 0074 V010900 0.00074 V020900 0.00074 W000900 0.0000074 X000900 423035<PAGE> PAGE 49074 Y000900 2594074 A001000 0074 B001000 0074 C001000 2794074 D001000 0074 E001000 0074 F001000 15774328074 G001000 0074 H001000 0074 I001000 40958074 J001000 0074 K001000 0074 L001000 22454074 M001000 0074 N001000 15840534074 O001000 917074 P001000 5793074 Q001000 0074 R011000 0074 R021000 0074 R031000 0074 R041000 25061074 S001000 0074 T001000 15808763074 U011000 0074 U021000 0074 V011000 0.00074 V021000 0.00

For

per

sona

l use

onl

y


074 W001000 0.0000074 X001000 215738074 Y001000 1097074 A001100 0074 B001100 0074 C001100 2295074 D001100 0074 E001100 0074 F001100 9848646074 G001100 0074 H001100 0074 I001100 77474074 J001100 0074 K001100 0074 L001100 16185074 M001100 0074 N001100 9944600074 O001100 15949074 P001100 3217074 Q001100 0074 R011100 0074 R021100 0074 R031100 0<PAGE> PAGE 50074 R041100 44165074 S001100 0074 T001100 9881269074 U011100 0074 U021100 0074 V011100 0.00074 V021100 0.00074 W001100 0.0000074 X001100 216593074 Y001100 1197074 A001200 0074 B001200 0074 C001200 2794074 D001200 0074 E001200 0074 F001200 15047351074 G001200 0074 H001200 0074 I001200 38437074 J001200 34777074 K001200 0074 L001200 35146074 M001200 0074 N001200 15158505074 O001200 14883074 P001200 3765074 Q001200 0074 R011200 0074 R021200 0074 R031200 0074 R041200 66163074 S001200 0074 T001200 15073694074 U011200 0074 U021200 0074 V011200 0.00074 V021200 0.00074 W001200 0.0000074 X001200 369542074 Y001200 1297075 A000100 0075 B000100 99999999075 A000200 0075 B000200 54907596075 A000300 0075 B000300 99999999075 A000400 0075 B000400 54603478075 A000500 0075 B000500 60000807075 A000600 0<PAGE> PAGE 51075 B000600 74061398075 A000700 0075 B000700 82962939075 A000800 0075 B000800 26253007

For

per

sona

l use

onl

y


075 A000900 0075 B000900 18174183075 A001000 0075 B001000 14949648075 A001100 0075 B001100 9011340075 A001200 0075 B001200 14432799076 000100 0.00076 000200 0.00076 000300 0.00076 000400 0.00076 000500 0.00076 000600 0.00076 000700 0.00076 000800 0.00076 000900 0.00076 001000 0.00076 001100 0.00076 001200 0.00077 A000000 Y077 B000000 N077 C000000 N077 D000000 Y077 E000000 N077 F000000 N077 G000000 N077 H000000 N077 I000000 N077 J000000 N077 K000000 N077 L000000 N077 M000000 N077 N000000 N077 O000000 N077 P000000 N077 Q010000 N077 Q020000 N077 Q030000 Y078 000000 N080 C00AA00 0081 B00AA00 0082 B00AA00 0083 B00AA00 0084 B00AA00 0086 A010000 0<PAGE> PAGE 52086 A020000 0086 B010000 0086 B020000 0086 C010000 0086 C020000 0086 D010000 0086 D020000 0086 E010000 0086 E020000 0086 F010000 0086 F020000 0SIGNATURE DARYL VANSYCKLETITLE MANAGER

</TEXT></DOCUMENT><DOCUMENT><TYPE>EX-99<SEQUENCE>2<FILENAME>q773indextrust063017.txt<TEXT>

EXHIBIT 77Q3 TO FORM N-SAR

Registrant Name: Vanguard Index FundsFile Number: 811-2652Registrant CIK Number: 0000036405

Items 72, 73 and 74

Because the electronic format for filing Form N-SAR does not provideadequate space for responding to Items 72 through 74 completely, the Registranthas set forth in their entirety the complete responses to the indicated Items or

For

per

sona

l use

onl

y


Sub-Items below, in accordance with verbal instructions provided to theRegistrant by the staff of the Commission on September 20, 2002, and September23, 2002.

<PAGE>

<TABLE><CAPTION><S> <C>

Series 1 SEC Identifier S000002839 500 Index TrustClass 1 SEC Identifier C000007773Class 2 SEC Identifier C000007774Class 3 SEC Identifier C000092055Class 4 SEC Identifier C000170274

Items 71C-75B

71C- $307,571,73074F- $328,173,89974N- $330,559,20674T- $329,289,00475B- $308,861,220

Item 72DD

1. Total Income dividends for which record date passed during the period $242,5442. Dividends for a second class of open-end company shares $1,828,1063. Dividends for a third class of open-end company shares $613,4844. Dividends for a fourth class of open-end company shares $214,453

Item 73

Distributions per share for which record date passed during the period:

A) 1. Dividends from net investment income $1.921 2. Dividends from a second class of open-end company shares $2.022 3. Dividends from a third class of open-end company shares $2.008 4. Dividends for a fourth class of open-end company shares $1.090

Item 74

U) 1. Number of shares outstanding 125,885 2. Number of shares outstanding for a second class of shares of open-end company shares 917,705 3. Number of shares outstanding for a third class of shares of open-end company shares 315,547 4. Dividends for a fourth class of open-end company shares 216,950

V) 1. Net asset value per share (to the nearest cent) $223.75 2. Net asset value per share of a second class open-end company shares (to the nearest cent) $223.75 3. Net asset value per share of a third class open-end company shares (to the nearest cent) $222.05 4. Dividends for a fourth class of open-end company shares $118.56

For

per

sona

l use

onl

y


Series 2 SEC Identifier S000002841 Extended Market IndexClass 1 SEc Identifier C000007779Class 2 SEC Identifier C000007780Class 3 SEC Identifier C000007781Class 5 SEC Identifier C000096110Class 5 SEC Identifier C000007782Class 6 SEC Identifier C000170275

Item 72DD

1. Total Income dividends for which record date passed during the period $9,4112. Dividends for a second class of open-end company shares $98,0233. Dividends for a third class of open-end company shares $67,3774. Dividends for a fourth class of open-end company shares $81,8505. Dividends for a fifth class of open-end company shares $27,1826. Dividends for a Sixth class of open-end company shares $36,456

Item 73


A) 1. Dividends from net investment income $0.382 2. Dividends from a second class of open-end company shares $0.434 3. Dividends from a third class of open-end company shares $0.442 4. Dividends for a fourth class of open-end company shares $1.097 5. Dividends for a fifth class of open-end company shares $0.572 6. Dividends for a sixth class of open-end company shares $0.732

Item 74

U) 1. Number of shares outstanding 21,534 2. Number of shares outstanding for a second class of shares of open-end company shares 230,699 3. Number of shares outstanding for a third class of shares of open-end company shares 149,394 4. Number of shares outstanding for a fourth class of shares of open-end company shares 76,097 5. Number of shares outstanding for a fifth class of shares of open-end company shares 48,245 6. Number of shares outstanding for a sixth class of shares of open-end company shares 51,836

V) 1. Net asset value per share (to the nearest cent) $77.67 2. Net asset value per share of a second class open-end company shares (to the nearest cent) $77.62 3. Net asset value per share of a third class open-end company shares (to the nearest cent) $77.62 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) $191.55 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) $102.32 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) $124.73

Series 3 SEC Identifier S000002848 Total Stock Market IndexClass 1 SEC Identifier C000007805Class 2 SEC Identifier C000007806Class 3 SEc Identifier C000007807Class 4 SEC Identifier C000155407Class 5 SEC Identifier C000007808Class 6 SEC Identifier C000170276

Items 74A-75B

71C- $543,329,34874A-

For

per

sona

l use

onl

y


74C-74E-74F- $577,792,89174I-74J-74L-74N- $585,357,63574O-74P-74R4-74T- $581,028,13075B- $546,216,362

Item 72DD

1. Total Income dividends for which record date passed during the period $970,3382. Dividends for a second class of open-end company shares $1,506,8393. Dividends for a third class of open-end company shares $837,2944. Dividends for a fourth class of open-end company shares $937,3895. Dividends for a fifth class of open-end company shares $708,1896. Dividends for a sixth class of open-end company shares $94,894

Item 73


A) 1. Dividends from net investment income $0.513 2. Dividends from a second class of open-end company shares $0.544 3. Dividends from a third class of open-end company shares $0.546 4. Dividends for a fourth class of open-end company shares $1.032 5. Dividends for a fifth class of open-end company shares $1.117 6. Dividends for a sixth class of open-end company shares $1.089

Item 74

U) 1. Number of shares outstanding 1,917,637 2. Number of shares outstanding for a second class of shares of open-end company shares 2,807,842 3. Number of shares outstanding for a third class of shares of open-end company shares 1,575,740 4. Number of shares outstanding for a fourth class of shares of open-end company shares 950,012 5. Number of shares outstanding for a fifth class of shares of open-end company shares 641,883 6. Number of shares outstanding for a sixth class of shares of open-end company shares 97,178

V) 1. Net asset value per share (to the nearest cent) $60.55 2. Net asset value per share of a second class open-end company shares (to the nearest cent) $60.57 3. Net asset value per share of a third class open-end company shares (to the nearest cent) $60.58 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) $113.61 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) $124.43 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) $119.21

Series 4 SEC Identifier S000002840 Value IndexClass 1 SEC Identifier C000007775Class 2 SEC Identifier C000007776Class 3 SEC Identifier C000007777

For

per

sona

l use

onl

y


Class 4 SEC Identifier C000007778

Item 72DD

1. Total Income dividends for which record date passed during the period $17,5852. Dividends for a second class of open-end company shares $167,4523. Dividends for a third class of open-end company shares $107,6574. Dividends for a fourth class of open-end company shares $360,325

Item 73


A) 1. Dividends from net investment income $0.412 2. Dividends from a second class of open-end company shares $0.435 3. Dividends from a third class of open-end company shares $0.437 4. Dividends for a fourth class of open-end company shares $1.115

Item 74

U) 1. Number of shares outstanding 42,650 2. Number of shares outstanding for a second class of shares of open-end company shares 388,702 3. Number of shares outstanding for a third class of shares of open-end company shares 249,319 4. Number of shares outstanding for a fourth class of shares of open-end company shares 324,496

V) 1. Net asset value per share (to the nearest cent) $37.66 2. Net asset value per share of a second class open-end company shares (to the nearest cent) $37.65 3. Net asset value per share of a third class open-end company shares (to the nearest cent) $37.65 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) $96.52

Series 5 SEC Identifier S000002842 Growth IndexClass 1 SEC Identifier C000007783Class 2 SEc Identifier C000007784Class 3 SEc Identifier C000007785Class 4 SEC Identifier C000007786

Item 72DD


Item 73


A) 1. Dividends from net investment income $0.333 2. Dividends from a second class of open-end company shares $0.372 3. Dividends from a third class of open-end company shares $0.374 4. Dividends for a fourth class of open-end company shares $0.720Item 74

U) 1. Number of shares outstanding 50,474 2. Number of shares outstanding for a second class of shares of open-end company shares 341,755

For

per

sona

l use

onl

y


3. Number of shares outstanding for a third class of shares of open-end company shares 175,550 4. Number of shares outstanding for a fourth class of shares of open-end company shares 212,884


Series 6 SEC Identifier S000002845 Small Cap IndexClass 1 SEc Identifier C000007795Class 2 SEc Identifier C000007796Class 3 SEc Identifier C000007797Class 4 SEc Identifier C000007798Class 5 SEC Identifier C000096112

Item 72DD

1. Total Income dividends for which record date passed during the period $20,2572. Dividends for a second class of open-end company shares $153,7773. Dividends for a third class of open-end company shares $72,2144. Dividends for a fourth class of open-end company shares $93,3835. Dividends for a fifth class of open-end company shares $44,993

Item 73


A) 1. Dividends from net investment income $0.289 2. Dividends from a second class of open-end company shares $0.329 3. Dividends from a third class of open-end company shares $0.332 4. Dividends for a fourth class of open-end company shares $0.687 5. Dividends for a fifth class of open-end company shares $0.965

Item 74

U) 1. Number of shares outstanding 68,908 3. Number of shares outstanding for a second class of shares of open-end company shares 471,243 4. Number of shares outstanding for a third class of shares of open-end company shares 220,240 5. Number of shares outstanding for a fourth class of shares of open-end company shares 137,609 6. Number of shares outstanding for a fifth class of shares of open-end company shares 46,986

V) 1. Net asset value per share (to the nearest cent) $64.97 2. Net asset value per share of a second class open-end company shares (to the nearest cent) $64.99 3. Net asset value per share of a third class open-end company shares (to the nearest cent) $64.98 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) $135.61 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) $187.57

Series 7 SEC Identifier S000002844 Mid Cap IndexClass 1 SEC Identifier C000007791Class 2 SEC Identifier C000007792Class 3 SEc Identifier C000007793Class 4 SEC Identifier C000096111Class 5 SEC Identifier C000007794

For

per

sona

l use

onl

y


Item 72DD

1. Total Income dividends for which record date passed during the period $25,5342. Dividends for a second class of open-end company shares $219,7003. Dividends for a third class of open-end company shares $107,0644. Dividends for a fourth class of open-end company shares $82,4835. Dividends for a fifth class of open-end company shares $126,907

Item 73


A) 1. Dividends from net investment income $0.232 2. Dividends from a second class of open-end company shares $1.154 3. Dividends from a third class of open-end company shares $0.257 4. Dividends for a fourth class of open-end company shares $1.274 5. Dividends for a fifth class of open-end company shares $0.932

Item 74

U) 1. Number of shares outstanding 109,003 2. Number of shares outstanding for a second class of shares of open-end company shares 192,631 3. Number of shares outstanding for a third class of shares of open-end company shares 423,440 4. Number of shares outstanding for a fourth class of shares of open-end company shares 64,306 5. Number of shares outstanding for a fifth class of shares of open-end company shares 137,187

V) 1. Net asset value per share (to the nearest cent) $38.94 2. Net asset value per share of a second class open-end company shares (to the nearest cent) $176.65 3. Net asset value per share of a third class open-end company shares (to the nearest cent) $39.02 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) $192.46 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) $142.62

Series 8 SEC Identifier S000002847 Small Cap Value IndexClass 1 SEC Identifier C000007802Class 2 SEC Identifier C000105305Class 3 SEc Identifier C000007803Class 4 SEc Identifier C000007804

Item 72DD


Item 73


A) 1. Dividends from net investment income $0.197 2. Dividends from a second class of open-end company shares $0.386

For

per

sona

l use

onl

y


3. Dividends from a third class of open-end company shares $0.218 4. Dividends from a fourth class of open-end company shares $0.897Item 74



Series 9 SEC Identifier S000002846 Small Cap Growth IndexClass 1 SEC Identifier C000007799Class 2 SEC Identifier C000105304Class 3 SEc Identifier C000007800Class 4 SEC Identifier C000007801

Item 72DD

1. Total Income dividends for which record date passed during the period $6,0952. Dividends for a second class of open-end company shares $28,3033. Dividends for a third class of open-end company shares $12,7104. Dividends for a fourth class of ope-end company shares $23,501

Item 73


A) 1. Dividends from net investment income $0.131 2. Dividends from a second class of open-end company shares $0.192 3. Dividends from a third class of open-end company shares $0.156 4. Dividends from a fourth class of open-end company shares $0.549

Item 74



Series 10 SEC Identifier S000002843 Large-Cap IndexClass 1 SEC Identifier C000007787Class 2 SEC Identifier C000007788Class 3 SEC Identifier C000007789Class 4 SEC Identifier C000007790

For

per

sona

l use

onl

y


Item 72DD


Item 73


A) 1. Dividends from net investment income $0.365 2. Dividends from a second class of open-end company shares $0.489 3. Dividends from a third class of open-end company shares $2.029 4. Dividends from a fourth class of open-end company shares $0.971

Item 74



Series 11 SEC Identifier S000012756 Mid-Cap Growth IndexClass 1 SEC Identifier C000034427Class 2 SEC Identifier C000105306Class 3 SEC Identifier C000034428

Item 72DD

1. Total Income dividends for which record date passed during the period $1,3912. Dividends for a second class of open-end company shares $15,5873. Dividends for a third class of open-end company shares $14,122

Item 73


A) 1. Dividends from net investment income $0.126 2. Dividends from a second class of open-end company shares $0.166 3. Dividends from a third class of open-end company shares $0.385

Item 74

U) 1. Number of shares outstanding 11,033 2. Number of shares outstanding for a second class of shares of open-end company shares 97,205 3. Number of shares outstanding for a third class of shares of open-end company shares 37,802

For

per

sona

l use

onl

y


V) 1. Net asset value per share (to the nearest cent) $46.27 2. Net asset value per share of a second class open-end company shares (to the nearest cent) $50.65 3. Net asset value per share of a third class open-end company shares (to the nearest cent) $117.66

Series 12 SEC Identifier S000012757 Mid Cap Value IndexClass 1 SEC Identifier C000034429Class 2 SEC Identifier C000105307Class 3 SEC Identifier C000034430

Item 72DD

1. Total Income dividends for which record date passed during the period $5,8942. Dividends for a second class of open-end company shares $61,3503. Dividends for a third class of open-end company shares $65,796

Item 73


A) 1. Dividends from net investment income $0.337 2. Dividends from a second class of open-end company shares $0.474 3. Dividends from a third class of open-end company shares $0.915

Item 74

U) 1. Number of shares outstanding 17,280 2. Number of shares outstanding for a second class of shares of open-end company shares 132,051 3. Number of shares outstanding for a third class of shares of open-end company shares 71,269

V) 1. Net asset value per share (to the nearest cent) $40.52 2. Net asset value per share of a second class open-end company shares (to the nearest cent) $53.31 3. Net asset value per share of a third class open-end company shares (to the nearest cent) $102.91

</TABLE>

</TEXT></DOCUMENT><DOCUMENT><TYPE>EX-99<SEQUENCE>3<FILENAME>PSWR.txt<TEXT>Vanguard Funds

Supplement to the Prospectus

Important Information Regarding Wire Redemptions

Effective July 20, 2017, Vanguard will impose a $10 wire fee onoutgoing wire redemptions from nonretirement accounts. Wireredemptions from retirement accounts will be subject to this feeeffective September 13, 2017.

The fee will be assessed in addition to, rather than being withheld

For

per

sona

l use

onl

y


from, redemption proceeds and will be paid directly to the fund.For example, if you were to redeem $100 via a wire, you will receivethe full $100, and your fund account will also be assessed the $10fee by redeeming additional fund shares. If you redeem your entirefund account, your redemption proceeds will be reduced by the feeamount. The wire fee will not apply to accounts held by Flagship andFlagship Select clients; accounts held through intermediaries,including Vanguard Brokerage Services; or accounts held byinstitutional clients.

(C) 2017 The Vanguard Group, Inc. All rights reserved.Vanguard Marketing Corporation, Distributor. PS WR 052017</TEXT></DOCUMENT></SEC-DOCUMENT>

For

per

sona

l use

onl

y

Date post:	13-Aug-2020
Category:	Documents
Upload:	others
View:	0 times
Download:	0 times

Exchange Traded Funds For personal use only · 29-08-2017 · The Vanguard Group, Inc. in the US...

Documents