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  1. Home
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  6. Vanguard Short Term Bond (BSV)

  7. Vanguard Short Term Bond (BSV) News

BSV Vanguard Short Term Bond

76.29
0.02 (0.03%)
After Hours
Last Updated: 21:00:06
Delayed by 15 minutes
Name Symbol Market Type
Vanguard Short Term Bond AMEX:BSV AMEX Exchange Traded Fund
  Price Change % Change Price High Price Low Price Open Price Traded Last Trade
  0.02 0.03% 76.29 76.31 76.2501 76.26 1,335,024 21:00:06

Annual Report for Registered Investment Companies (n-cen)

13/03/2020 3:30pm

Edgar (US Regulatory)


schemaVersion: X0201

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

Form N-CEN Filer Information UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-CEN
ANNUAL REPORT FOR REGISTERED INVESTMENT COMPANIES 		OMB APPROVAL


Form N-CEN

OMB Number: 3235-0729

Estimated average burden hours per response: 19.04

schemaVersion:

N-CEN:Series/Class (Contract) Information

All?X

N-CEN:Part A: General Information

Item A.1. Reporting period covered.

a. Report for period ending:
2019-12-31
b. Does this report cover a period of less than 12 months?  Yes X No

N-CEN:Part B: Information About the Registrant


Item B.1. Background information.

a. Full name of Registrant
VANGUARD BOND INDEX FUNDS
b. Investment Company Act file number ( e.g., 811-)
811-04681
c. CIK
0000794105
d. LEI
549300INE5BF80OGAZ51

Item B.2. Address and telephone number of Registrant.

a. Street 1
100 Vanguard Boulevard
Street 2
b. City
Malvern
c. State, if applicable
PENNSYLVANIA
d. Foreign country, if applicable
UNITED STATES OF AMERICA
e. Zip code and zip code extension, or foreign postal code
19355
f. Telephone number (including country code if foreign)
6106691000
g. Public Website, if any
www.vanguard.com

Item B.3. Location of books and records.

Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section.
Location books Record: 1
a. Name of person (e.g., a custodian of records)
JPMorgan Chase Bank
b. Street 1
383 Madison Avenue
Street 2
c. City
New York
d. State, if applicable
NEW YORK
e. Foreign country, if applicable
UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code
10179
g. Telephone number (including country code if foreign)
212-648-0466
h. Briefly describe the books and records kept at this location:
The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.

Item B.4. Initial of final filings.

Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form.
a. Is this the first filing on this form by the Registrant?   Yes X No
b. Is this the last filing on this form by the Registrant?   Yes X No

Item B.5. Family of investment companies.

Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically.
Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar.
a. Is the Registrant part of a family of investment companies? X Yes   No
i. Full name of family of investment companies
The Vanguard Group, Inc.

Item B.6. Organization.

Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act).
Indicate the classification of the Registrant by checking the applicable item below.
X a. Open-end management investment company registered under the Act on Form N-1A
  b. Closed-end management investment company registered under the Act on Form N-2
  c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3
  d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4
  e. Small business investment company registered under the Act on Form N-5
  f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6
  g. Unit investment trust registered under the Act on Form N-8B-2
i. Total number of Series of the Registrant
6

Item B.7. Securities Act registration.

Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? X Yes   No

Item B.8. Directors.

Provide the information requested below about each person serving as director of the Registrant (management investment companies only):
Director Record: 1
a. Full Name
Amy Gutmann
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-04571
File Number Record: 2
File Number Record:
811-05445
File Number Record: 3
File Number Record:
811-05340
File Number Record: 4
File Number Record:
811-02652
File Number Record: 5
File Number Record:
811-09005
File Number Record: 6
File Number Record:
811-02368
File Number Record: 7
File Number Record:
811-05972
File Number Record: 8
File Number Record:
811-00834
File Number Record: 9
File Number Record:
811-07803
File Number Record: 10
File Number Record:
811-04570
File Number Record: 11
File Number Record:
811-04474
File Number Record: 12
File Number Record:
811-04098
File Number Record: 13
File Number Record:
811-07175
File Number Record: 14
File Number Record:
811-03916
File Number Record: 15
File Number Record:
811-07043
File Number Record: 16
File Number Record:
811-02968-99
File Number Record: 17
File Number Record:
811-21478
File Number Record: 18
File Number Record:
811-01027
File Number Record: 19
File Number Record:
811-01766
File Number Record: 20
File Number Record:
811-00121
File Number Record: 21
File Number Record:
811-07443
File Number Record: 22
File Number Record:
811-04526
File Number Record: 23
File Number Record:
811-02687
File Number Record: 24
File Number Record:
811-05628
File Number Record: 25
File Number Record:
811-22619
File Number Record: 26
File Number Record:
811-03919
File Number Record: 27
File Number Record:
811-58431
File Number Record: 28
File Number Record:
811-06093
File Number Record: 29
File Number Record:
811-01685
File Number Record: 30
File Number Record:
811-22114
File Number Record: 31
File Number Record:
811-07239
File Number Record: 32
File Number Record:
811-06083
File Number Record: 33
File Number Record:
811-02554
File Number Record: 34
File Number Record:
811-05962
File Number Record: 35
File Number Record:
811-01530
Director Record: 2
a. Full Name
Peter F. Volanakis
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-06083
File Number Record: 2
File Number Record:
811-21478
File Number Record: 3
File Number Record:
811-00834
File Number Record: 4
File Number Record:
811-05972
File Number Record: 5
File Number Record:
811-02368
File Number Record: 6
File Number Record:
811-02968-99
File Number Record: 7
File Number Record:
811-01027
File Number Record: 8
File Number Record:
811-01530
File Number Record: 9
File Number Record:
811-05445
File Number Record: 10
File Number Record:
811-02554
File Number Record: 11
File Number Record:
811-07175
File Number Record: 12
File Number Record:
811-05962
File Number Record: 13
File Number Record:
811-04526
File Number Record: 14
File Number Record:
811-01766
File Number Record: 15
File Number Record:
811-07043
File Number Record: 16
File Number Record:
811-05628
File Number Record: 17
File Number Record:
811-09005
File Number Record: 18
File Number Record:
811-07443
File Number Record: 19
File Number Record:
811-03919
File Number Record: 20
File Number Record:
811-04570
File Number Record: 21
File Number Record:
811-07239
File Number Record: 22
File Number Record:
811-06093
File Number Record: 23
File Number Record:
811-01685
File Number Record: 24
File Number Record:
811-22619
File Number Record: 25
File Number Record:
811-04474
File Number Record: 26
File Number Record:
811-03916
File Number Record: 27
File Number Record:
811-07803
File Number Record: 28
File Number Record:
811-02652
File Number Record: 29
File Number Record:
811-04571
File Number Record: 30
File Number Record:
811-58431
File Number Record: 31
File Number Record:
811-02687
File Number Record: 32
File Number Record:
811-05340
File Number Record: 33
File Number Record:
811-00121
File Number Record: 34
File Number Record:
811-22114
File Number Record: 35
File Number Record:
811-04098
Director Record: 3
a. Full Name
Deanna Mulligan
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-03919
File Number Record: 2
File Number Record:
811-05445
File Number Record: 3
File Number Record:
811-00121
File Number Record: 4
File Number Record:
811-01766
File Number Record: 5
File Number Record:
811-03916
File Number Record: 6
File Number Record:
811-07043
File Number Record: 7
File Number Record:
811-06093
File Number Record: 8
File Number Record:
811-06083
File Number Record: 9
File Number Record:
811-07803
File Number Record: 10
File Number Record:
811-07175
File Number Record: 11
File Number Record:
811-02687
File Number Record: 12
File Number Record:
811-04571
File Number Record: 13
File Number Record:
811-05972
File Number Record: 14
File Number Record:
811-02652
File Number Record: 15
File Number Record:
811-02968-99
File Number Record: 16
File Number Record:
811-05628
File Number Record: 17
File Number Record:
811-22114
File Number Record: 18
File Number Record:
811-02554
File Number Record: 19
File Number Record:
811-05962
File Number Record: 20
File Number Record:
811-21478
File Number Record: 21
File Number Record:
811-01530
File Number Record: 22
File Number Record:
811-04526
File Number Record: 23
File Number Record:
811-04474
File Number Record: 24
File Number Record:
811-01027
File Number Record: 25
File Number Record:
811-04570
File Number Record: 26
File Number Record:
811-01685
File Number Record: 27
File Number Record:
811-09005
File Number Record: 28
File Number Record:
811-05340
File Number Record: 29
File Number Record:
811-58431
File Number Record: 30
File Number Record:
811-04098
File Number Record: 31
File Number Record:
811-22619
File Number Record: 32
File Number Record:
811-07443
File Number Record: 33
File Number Record:
811-02368
File Number Record: 34
File Number Record:
811-07239
File Number Record: 35
File Number Record:
811-00834
Director Record: 4
a. Full Name
Scott C. Malpass
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-21478
File Number Record: 2
File Number Record:
811-00834
File Number Record: 3
File Number Record:
811-05972
File Number Record: 4
File Number Record:
811-09005
File Number Record: 5
File Number Record:
811-03919
File Number Record: 6
File Number Record:
811-06093
File Number Record: 7
File Number Record:
811-05628
File Number Record: 8
File Number Record:
811-07443
File Number Record: 9
File Number Record:
811-01685
File Number Record: 10
File Number Record:
811-04526
File Number Record: 11
File Number Record:
811-02368
File Number Record: 12
File Number Record:
811-06083
File Number Record: 13
File Number Record:
811-05340
File Number Record: 14
File Number Record:
811-07803
File Number Record: 15
File Number Record:
811-05962
File Number Record: 16
File Number Record:
811-04098
File Number Record: 17
File Number Record:
811-22619
File Number Record: 18
File Number Record:
811-01530
File Number Record: 19
File Number Record:
811-01027
File Number Record: 20
File Number Record:
811-07175
File Number Record: 21
File Number Record:
811-02968-99
File Number Record: 22
File Number Record:
811-05445
File Number Record: 23
File Number Record:
811-04571
File Number Record: 24
File Number Record:
811-00121
File Number Record: 25
File Number Record:
811-22114
File Number Record: 26
File Number Record:
811-02554
File Number Record: 27
File Number Record:
811-04570
File Number Record: 28
File Number Record:
811-07043
File Number Record: 29
File Number Record:
811-02652
File Number Record: 30
File Number Record:
811-02687
File Number Record: 31
File Number Record:
811-03916
File Number Record: 32
File Number Record:
811-07239
File Number Record: 33
File Number Record:
811-58431
File Number Record: 34
File Number Record:
811-04474
File Number Record: 35
File Number Record:
811-01766
Director Record: 5
a. Full Name
Mark Loughridge
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-05962
File Number Record: 2
File Number Record:
811-07443
File Number Record: 3
File Number Record:
811-04571
File Number Record: 4
File Number Record:
811-01685
File Number Record: 5
File Number Record:
811-05340
File Number Record: 6
File Number Record:
811-02968-99
File Number Record: 7
File Number Record:
811-01766
File Number Record: 8
File Number Record:
811-22619
File Number Record: 9
File Number Record:
811-03916
File Number Record: 10
File Number Record:
811-58431
File Number Record: 11
File Number Record:
811-07803
File Number Record: 12
File Number Record:
811-02687
File Number Record: 13
File Number Record:
811-01027
File Number Record: 14
File Number Record:
811-09005
File Number Record: 15
File Number Record:
811-04570
File Number Record: 16
File Number Record:
811-05445
File Number Record: 17
File Number Record:
811-02652
File Number Record: 18
File Number Record:
811-02554
File Number Record: 19
File Number Record:
811-02368
File Number Record: 20
File Number Record:
811-05628
File Number Record: 21
File Number Record:
811-04526
File Number Record: 22
File Number Record:
811-22114
File Number Record: 23
File Number Record:
811-06083
File Number Record: 24
File Number Record:
811-07043
File Number Record: 25
File Number Record:
811-00121
File Number Record: 26
File Number Record:
811-07239
File Number Record: 27
File Number Record:
811-21478
File Number Record: 28
File Number Record:
811-00834
File Number Record: 29
File Number Record:
811-03919
File Number Record: 30
File Number Record:
811-01530
File Number Record: 31
File Number Record:
811-04098
File Number Record: 32
File Number Record:
811-05972
File Number Record: 33
File Number Record:
811-04474
File Number Record: 34
File Number Record:
811-07175
File Number Record: 35
File Number Record:
811-06093
Director Record: 6
a. Full Name
Andre F. Perold
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-00121
File Number Record: 2
File Number Record:
811-58431
File Number Record: 3
File Number Record:
811-02368
File Number Record: 4
File Number Record:
811-04474
File Number Record: 5
File Number Record:
811-01766
File Number Record: 6
File Number Record:
811-05628
File Number Record: 7
File Number Record:
811-03916
File Number Record: 8
File Number Record:
811-09005
File Number Record: 9
File Number Record:
811-06083
File Number Record: 10
File Number Record:
811-00834
File Number Record: 11
File Number Record:
811-07239
File Number Record: 12
File Number Record:
811-05340
File Number Record: 13
File Number Record:
811-03919
File Number Record: 14
File Number Record:
811-04098
File Number Record: 15
File Number Record:
811-01530
File Number Record: 16
File Number Record:
811-22619
File Number Record: 17
File Number Record:
811-02968-99
File Number Record: 18
File Number Record:
811-07043
File Number Record: 19
File Number Record:
811-22114
File Number Record: 20
File Number Record:
811-07803
File Number Record: 21
File Number Record:
811-02687
File Number Record: 22
File Number Record:
811-06093
File Number Record: 23
File Number Record:
811-07443
File Number Record: 24
File Number Record:
811-01685
File Number Record: 25
File Number Record:
811-21478
File Number Record: 26
File Number Record:
811-04526
File Number Record: 27
File Number Record:
811-07175
File Number Record: 28
File Number Record:
811-02554
File Number Record: 29
File Number Record:
811-04571
File Number Record: 30
File Number Record:
811-01027
File Number Record: 31
File Number Record:
811-05972
File Number Record: 32
File Number Record:
811-04570
File Number Record: 33
File Number Record:
811-02652
File Number Record: 34
File Number Record:
811-05445
File Number Record: 35
File Number Record:
811-05962
Director Record: 7
a. Full Name
F. William McNabb III
b. CRD number, if any
001567399
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? X Yes   No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-05628
File Number Record: 2
File Number Record:
811-09005
File Number Record: 3
File Number Record:
811-07043
File Number Record: 4
File Number Record:
811-01766
File Number Record: 5
File Number Record:
811-00121
File Number Record: 6
File Number Record:
811-00834
File Number Record: 7
File Number Record:
811-21478
File Number Record: 8
File Number Record:
811-04570
File Number Record: 9
File Number Record:
811-07239
File Number Record: 10
File Number Record:
811-07803
File Number Record: 11
File Number Record:
811-02687
File Number Record: 12
File Number Record:
811-58431
File Number Record: 13
File Number Record:
811-04098
File Number Record: 14
File Number Record:
811-02368
File Number Record: 15
File Number Record:
811-06083
File Number Record: 16
File Number Record:
811-02554
File Number Record: 17
File Number Record:
811-01685
File Number Record: 18
File Number Record:
811-03916
File Number Record: 19
File Number Record:
811-07443
File Number Record: 20
File Number Record:
811-05340
File Number Record: 21
File Number Record:
811-03919
File Number Record: 22
File Number Record:
811-02652
File Number Record: 23
File Number Record:
811-05445
File Number Record: 24
File Number Record:
811-02968-99
File Number Record: 25
File Number Record:
811-04526
File Number Record: 26
File Number Record:
811-05962
File Number Record: 27
File Number Record:
811-22619
File Number Record: 28
File Number Record:
811-07175
File Number Record: 29
File Number Record:
811-01027
File Number Record: 30
File Number Record:
811-04474
File Number Record: 31
File Number Record:
811-05972
File Number Record: 32
File Number Record:
811-22114
File Number Record: 33
File Number Record:
811-01530
File Number Record: 34
File Number Record:
811-04571
File Number Record: 35
File Number Record:
811-06093
Director Record: 8
a. Full Name
Emerson U. Fullwood
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-21478
File Number Record: 2
File Number Record:
811-02687
File Number Record: 3
File Number Record:
811-03916
File Number Record: 4
File Number Record:
811-22114
File Number Record: 5
File Number Record:
811-06083
File Number Record: 6
File Number Record:
811-00121
File Number Record: 7
File Number Record:
811-00834
File Number Record: 8
File Number Record:
811-07443
File Number Record: 9
File Number Record:
811-05628
File Number Record: 10
File Number Record:
811-03919
File Number Record: 11
File Number Record:
811-07175
File Number Record: 12
File Number Record:
811-05340
File Number Record: 13
File Number Record:
811-58431
File Number Record: 14
File Number Record:
811-07803
File Number Record: 15
File Number Record:
811-04474
File Number Record: 16
File Number Record:
811-22619
File Number Record: 17
File Number Record:
811-05972
File Number Record: 18
File Number Record:
811-09005
File Number Record: 19
File Number Record:
811-05962
File Number Record: 20
File Number Record:
811-04526
File Number Record: 21
File Number Record:
811-01530
File Number Record: 22
File Number Record:
811-02652
File Number Record: 23
File Number Record:
811-04570
File Number Record: 24
File Number Record:
811-02368
File Number Record: 25
File Number Record:
811-04571
File Number Record: 26
File Number Record:
811-06093
File Number Record: 27
File Number Record:
811-04098
File Number Record: 28
File Number Record:
811-02554
File Number Record: 29
File Number Record:
811-07239
File Number Record: 30
File Number Record:
811-07043
File Number Record: 31
File Number Record:
811-01685
File Number Record: 32
File Number Record:
811-01027
File Number Record: 33
File Number Record:
811-05445
File Number Record: 34
File Number Record:
811-02968-99
File Number Record: 35
File Number Record:
811-01766
Director Record: 9
a. Full Name
JoAnn Heffernan Heisen
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-01685
File Number Record: 2
File Number Record:
811-04571
File Number Record: 3
File Number Record:
811-04098
File Number Record: 4
File Number Record:
811-22114
File Number Record: 5
File Number Record:
811-21478
File Number Record: 6
File Number Record:
811-06083
File Number Record: 7
File Number Record:
811-02652
File Number Record: 8
File Number Record:
811-58431
File Number Record: 9
File Number Record:
811-04570
File Number Record: 10
File Number Record:
811-07043
File Number Record: 11
File Number Record:
811-07239
File Number Record: 12
File Number Record:
811-01766
File Number Record: 13
File Number Record:
811-07175
File Number Record: 14
File Number Record:
811-02368
File Number Record: 15
File Number Record:
811-02554
File Number Record: 16
File Number Record:
811-04474
File Number Record: 17
File Number Record:
811-05962
File Number Record: 18
File Number Record:
811-01530
File Number Record: 19
File Number Record:
811-09005
File Number Record: 20
File Number Record:
811-05445
File Number Record: 21
File Number Record:
811-02687
File Number Record: 22
File Number Record:
811-07803
File Number Record: 23
File Number Record:
811-03916
File Number Record: 24
File Number Record:
811-00834
File Number Record: 25
File Number Record:
811-07443
File Number Record: 26
File Number Record:
811-01027
File Number Record: 27
File Number Record:
811-05628
File Number Record: 28
File Number Record:
811-06093
File Number Record: 29
File Number Record:
811-22619
File Number Record: 30
File Number Record:
811-00121
File Number Record: 31
File Number Record:
811-05340
File Number Record: 32
File Number Record:
811-05972
File Number Record: 33
File Number Record:
811-04526
File Number Record: 34
File Number Record:
811-03919
File Number Record: 35
File Number Record:
811-02968-99
Director Record: 10
a. Full Name
Mortimer J. Buckley
b. CRD number, if any
002167630
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? X Yes   No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-07043
File Number Record: 2
File Number Record:
811-01766
File Number Record: 3
File Number Record:
811-06093
File Number Record: 4
File Number Record:
811-02368
File Number Record: 5
File Number Record:
811-03919
File Number Record: 6
File Number Record:
811-09005
File Number Record: 7
File Number Record:
811-05972
File Number Record: 8
File Number Record:
811-07803
File Number Record: 9
File Number Record:
811-03916
File Number Record: 10
File Number Record:
811-05445
File Number Record: 11
File Number Record:
811-02968-99
File Number Record: 12
File Number Record:
811-07175
File Number Record: 13
File Number Record:
811-05962
File Number Record: 14
File Number Record:
811-05628
File Number Record: 15
File Number Record:
811-58431
File Number Record: 16
File Number Record:
811-04571
File Number Record: 17
File Number Record:
811-00834
File Number Record: 18
File Number Record:
811-04098
File Number Record: 19
File Number Record:
811-01685
File Number Record: 20
File Number Record:
811-01530
File Number Record: 21
File Number Record:
811-02687
File Number Record: 22
File Number Record:
811-04474
File Number Record: 23
File Number Record:
811-04570
File Number Record: 24
File Number Record:
811-07443
File Number Record: 25
File Number Record:
811-02554
File Number Record: 26
File Number Record:
811-07239
File Number Record: 27
File Number Record:
811-06083
File Number Record: 28
File Number Record:
811-22114
File Number Record: 29
File Number Record:
811-22619
File Number Record: 30
File Number Record:
811-00121
File Number Record: 31
File Number Record:
811-04526
File Number Record: 32
File Number Record:
811-21478
File Number Record: 33
File Number Record:
811-01027
File Number Record: 34
File Number Record:
811-02652
File Number Record: 35
File Number Record:
811-05340
Director Record: 11
a. Full Name
F. Joseph Loughrey
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22114
File Number Record: 2
File Number Record:
811-02554
File Number Record: 3
File Number Record:
811-07043
File Number Record: 4
File Number Record:
811-05340
File Number Record: 5
File Number Record:
811-05628
File Number Record: 6
File Number Record:
811-01766
File Number Record: 7
File Number Record:
811-04570
File Number Record: 8
File Number Record:
811-07239
File Number Record: 9
File Number Record:
811-04474
File Number Record: 10
File Number Record:
811-07443
File Number Record: 11
File Number Record:
811-05962
File Number Record: 12
File Number Record:
811-01027
File Number Record: 13
File Number Record:
811-01685
File Number Record: 14
File Number Record:
811-04526
File Number Record: 15
File Number Record:
811-02687
File Number Record: 16
File Number Record:
811-22619
File Number Record: 17
File Number Record:
811-03919
File Number Record: 18
File Number Record:
811-02652
File Number Record: 19
File Number Record:
811-09005
File Number Record: 20
File Number Record:
811-00121
File Number Record: 21
File Number Record:
811-06093
File Number Record: 22
File Number Record:
811-04098
File Number Record: 23
File Number Record:
811-00834
File Number Record: 24
File Number Record:
811-05972
File Number Record: 25
File Number Record:
811-06083
File Number Record: 26
File Number Record:
811-07803
File Number Record: 27
File Number Record:
811-01530
File Number Record: 28
File Number Record:
811-07175
File Number Record: 29
File Number Record:
811-21478
File Number Record: 30
File Number Record:
811-02968-99
File Number Record: 31
File Number Record:
811-02368
File Number Record: 32
File Number Record:
811-58431
File Number Record: 33
File Number Record:
811-03916
File Number Record: 34
File Number Record:
811-05445
File Number Record: 35
File Number Record:
811-04571
Director Record: 12
a. Full Name
Sarah Bloom Raskin
b. CRD number, if any
N/A
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?   Yes X No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-22619
File Number Record: 2
File Number Record:
811-07239
File Number Record: 3
File Number Record:
811-02554
File Number Record: 4
File Number Record:
811-02687
File Number Record: 5
File Number Record:
811-00834
File Number Record: 6
File Number Record:
811-02968-99
File Number Record: 7
File Number Record:
811-05340
File Number Record: 8
File Number Record:
811-01530
File Number Record: 9
File Number Record:
811-05972
File Number Record: 10
File Number Record:
811-01766
File Number Record: 11
File Number Record:
811-07043
File Number Record: 12
File Number Record:
811-02368
File Number Record: 13
File Number Record:
811-03919
File Number Record: 14
File Number Record:
811-03916
File Number Record: 15
File Number Record:
811-06083
File Number Record: 16
File Number Record:
811-01027
File Number Record: 17
File Number Record:
811-04474
File Number Record: 18
File Number Record:
811-00121
File Number Record: 19
File Number Record:
811-09005
File Number Record: 20
File Number Record:
811-04570
File Number Record: 21
File Number Record:
811-05445
File Number Record: 22
File Number Record:
811-22114
File Number Record: 23
File Number Record:
811-21478
File Number Record: 24
File Number Record:
811-04098
File Number Record: 25
File Number Record:
811-04526
File Number Record: 26
File Number Record:
811-04571
File Number Record: 27
File Number Record:
811-02652
File Number Record: 28
File Number Record:
811-07443
File Number Record: 29
File Number Record:
811-05628
File Number Record: 30
File Number Record:
811-05962
File Number Record: 31
File Number Record:
811-06093
File Number Record: 32
File Number Record:
811-58431
File Number Record: 33
File Number Record:
811-07803
File Number Record: 34
File Number Record:
811-07175
File Number Record: 35
File Number Record:
811-01685

Item B.9. Chief compliance officer.

Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1):
Chief compliance officer Record: 1
a. Full Name
John E. Schadl
b. CRD Number, if any
N/A
c. Street Address 1
100 Vanguard Boulevard
Street Address 2
d. City
Malvern
e. State, if applicable
PENNSYLVANIA
f. Foreign country, if applicable
UNITED STATES OF AMERICA
g. Zip code and zip code extension, or foreign postal code
19355
h. Telephone number (including country code if foreign)
XXXXXX
i. Has the chief compliance officer changed since the last filing? X Yes   No
If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide:
CCO employer Record: 1
i. Name of the person
N/A
ii. Person's IRS Employer Identification Number
N/A

Item B.10. Matters for security holder vote.

Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters.
Were any matters submitted by the Registrant for its security holders' vote during the reporting period?   Yes X No

Item B.11. Legal proceeding.

Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities.
a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period?   Yes X No
b. Has any proceeding previously reported been terminated?   Yes X No

Item B.12. Fidelity bond and insurance (management investment companies only).

a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period?   Yes X No

Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).

a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? X Yes   No
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant?   Yes X No

Item B.14. Provision of financial support.

Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio.
Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period?   Yes X No

Item B.15. Exemptive orders.

a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? X Yes   No
Release number Record: 1
i. If yes, provide below the release number for each order
IC-27773
Release number Record: 2
i. If yes, provide below the release number for each order
IC-9664
Release number Record: 3
i. If yes, provide below the release number for each order
IC-19184
Release number Record: 4
i. If yes, provide below the release number for each order
IC-26436
Release number Record: 5
i. If yes, provide below the release number for each order
IC-9001
Release number Record: 6
i. If yes, provide below the release number for each order
IC-27386
Release number Record: 7
i. If yes, provide below the release number for each order
IC-8676
Release number Record: 8
i. If yes, provide below the release number for each order
IC-9205
Release number Record: 9
i. If yes, provide below the release number for each order
IC-11645

Item B.16. Principal underwriters.

a. Provide the information requested below about each principal underwriter:
Principal underwriter Record: 1
i. Full name
VANGUARD MARKETING CORP.
ii. SEC file number (e.g., 8-)
8-21570
iii. CRD number
000007452
iv. LEI, if any
N/A
v. State, if applicable
PENNSYLVANIA
vi. Foreign country, if applicable
UNITED STATES OF AMERICA
vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? X Yes   No
b. Have any principal underwriters been hired or terminated during the reporting period?   Yes X No

Item B.17. Independent public accountant.

Provide the following information about eachthe independent public accountant:
Public accountant Record: 1
a. Full Name
PRICEWATERHOUSECOOPERS LLP
b. PCAOB Number
000000238
c. LEI, if any
5493002GVO7EO8RNNS37
d. State, if applicable
PENNSYLVANIA
e. Foreign country, if applicable
UNITED STATES OF AMERICA
f. Has the independent public accountant changed since the last filing?  Yes X No

Item B.18. Report on internal control (management investment companies only).

Instruction. Small business investment companies are not required to respond to this item.
For the reporting period, did an independent public accountant's report on internal control note any material weaknesses?   Yes X No

Item B.19. Audit opinion.

For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements?   Yes X No

Item B.20. Change in valuation methods.

Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category.
Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period?   Yes X No

Item B.21. Change in accounting principles and practices.

Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported?   Yes X No

Item B.22. Net asset value error corrections (open-end management investment companies only).

a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)?   Yes X No

Item B.23. Rule 19a-1 notice (management investment companies only).

During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)?   Yes X No

N-CEN:Part C: Additional Questions for Management Investment Companies

General Instruction.

Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below.
Management Investment Record: 1

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD INTERMEDIATE-TERM BOND INDEX FUND

b. Series identication number, if any

S000002561

c. LEI

88SDBTPMKCC30PH6VU70

d. Is this the first filing on this form by the Fund?   Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

5

b. How many new Classes of shares of the Fund were added during the reporting period?

0

c. How many Classes of shares of the Fund were terminated during the reporting period?

0

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Admiral Shares
ii. Class identification number, if any

C000007058

iii. Ticker symbol, if any

VBILX

Shares Outstanding Record: 2
i. Full name of Class
Investor Shares
ii. Class identification number, if any

C000007057

iii. Ticker symbol, if any

VBIIX

Shares Outstanding Record: 3
i. Full name of Class
Institutional Plus Shares
ii. Class identification number, if any

C000105308

iii. Ticker symbol, if any

VBIUX

Shares Outstanding Record: 4
i. Full name of Class
Institutional Shares
ii. Class identification number, if any

C000024520

iii. Ticker symbol, if any

VBIMX

Shares Outstanding Record: 5
i. Full name of Class
ETF Shares
ii. Class identification number, if any

C000046841

iii. Ticker symbol, if any

BIV


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund
i. X Exchange-Traded Fund
ii.   Exchange-Traded Managed Fund
b. X Index Fund
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?  Yes X No
2. Exclusively for the fund?  Yes X No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.10688000
2. After Fund fees and expenses (i.e., net asset value):
-0.18403999
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.14532244
2. After Fund fees and expenses (i.e., net asset value):
1.14538462

c.   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark
d.   Interval Fund
e.   Fund of Funds
f.   Master-Feeder Fund
g.   Money Market Fund
h.   Target Date Fund
i.   Underlying fund to a variable annuity or variable life insurance contract
  N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?   Yes X No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?   Yes X No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions?   Yes X No
b. Did the Fund lend any of its securities during the reporting period?   Yes X No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?   Yes   No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?   Yes   No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?   Yes   No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):   i. Revenue sharing split
  ii. Non-revenue sharing split (other than administrative fee)
  iii. Administrative fee
  iv. Cash collateral reinvestment fee
  v. Indemnification fee
  vi. Other
X N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

0.00000000

g. Provide the net income from securities lending activities

0.00000000


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)   a. Rule 10f-3 (17 CFR 270.10f-3)
X b. Rule 12d1-1 (17 CFR 270.12d1-1)
  c. Rule 15a-4 (17 CFR 270.15a-4)
  d. Rule 17a-6 (17 CFR 270.17a-6)
X e. Rule 17a-7 (17 CFR 270.17a-7)
  f. Rule 17a-8 (17 CFR 270.17a-8)
  g. Rule 17e-1 (17 CFR 270.17e-1)
  h. Rule 22d-1 (17 CFR 270.22d-1)
  i. Rule 23c-1 (17 CFR 270.23c-1)
X j. Rule 32a-4 (17 CFR 270.32a-4)
  N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period?   Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?   Yes X No
c. Are the fees waived subject to recoupment?   Yes X No
d. Were any expenses previously waived recouped during the period?   Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc.
ii. SEC file number ( e.g., 801- )

801-11953

iii.CRD number
000105958
iv. LEI, if any

5493002789CX3L0CJP65

v. State, if applicable
PENNSYLVANIA
vi. Foreign country, if applicable
UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?   Yes X No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
ii. SEC file number ( e.g., 801- ), if applicable

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?   Yes   No
viii. Was the sub-adviser hired during the reporting period?   Yes   No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii.SEC file number ( e.g., 84- or 85- )

084-00772

iii. LEI, if any

5493002789CX3L0CJP65

iv. State, if applicable
PENNSYLVANIA
v. Foreign country, if applicable
UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vii. Is the transfer agent a sub-transfer agent?   Yes X No
b. Has a transfer agent been hired or terminated during the reporting period?   Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US LLC
ii. LEI, if any, or provide and describe other identifying number

20-4530702

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 2
i. Full name
Markit North America INC
ii. LEI, if any, or provide and describe other identifying number

13-4153988

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 3
i. Full name
ICE Data Pricing and Refernce Data LLC
ii. LEI, if any, or provide and describe other identifying number

13-36687789

Description of other identifying number

TIN

iii. State, if applicable
NEW JERSEY
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 4
i. Full name
Markit Group Limited
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 5
i. Full name
Bloomberg Finance LP
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12

Description of other identifying number

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 6
i. Full name
ITG Analytics Inc
ii. LEI, if any, or provide and describe other identifying number

41-2190282

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 7
i. Full name
JPMorgan Chase Bank
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97

Description of other identifying number

iii. State, if applicable
OHIO
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
b. Was a pricing service hired or terminated during the reporting period?   Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA
ii. LEI, if any

7H6GLXDRUGQFU57RNE97

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?   Yes X No
vi. Is the custodian a sub-custodian?   Yes X No
vii. With respect to the custodian, check below to indicate the type of custody: X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
  2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
  3.Self - rule 17f-2 (17 CFR 270.17f-2)
  4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
  5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
  6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
  7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
  8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
  9.Other

b. Has a custodian been hired or terminated during the reporting period?*   Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?   Yes X No
b. Has a shareholder servicing agent been hired or terminated during the reporting period?   Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the administrator a sub-administrator?   Yes X No
b.Has a third-party administrator been hired or terminated during the reporting period?   Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Citigroup Global Markets Inc.
ii. SEC file number

008-08177

iii. CRD number
000007059
iv. LEI, if any

MBNUM2BPBDO7JBLYG310

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

98.00000000

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

98.00000000


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
SG Americas Securities, LLC
ii. SEC file number

008-66125

iii. CRD number
000128351
iv. LEI, if any

549300F35UE0BOM1WJ55

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

1,676,561,808.67000010

Principal Transactions Record: 2
i. Full name of dealer
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

4,586,452,953.52000050

Principal Transactions Record: 3
i. Full name of dealer
VANGUARD SHORT-TERM BOND INDEX FUND
ii. SEC file number

N/A

iii. CRD number
N/A
iv. LEI, if any

8HCQSCIN7KY15DIET796

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

7,377,023,103.07999990

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc.
ii. SEC file number

008-08177

iii. CRD number
000007059
iv. LEI, if any

MBNUM2BPBDO7JBLYG310

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

1,391,839,604.82000020

Principal Transactions Record: 5
i. Full name of dealer
BNP Paribas Securities Corp.
ii. SEC file number

008-32682

iii. CRD number
000015794
iv. LEI, if any

RCNB6OTYUAMMP879YW96

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

1,610,951,754.21000000

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

008-07221

iii. CRD number
000007691
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81

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

2,274,864,891.35999970

Principal Transactions Record: 7
i. Full name of dealer
J.P. Morgan Securities LLC
ii. SEC file number

008-35008

iii. CRD number
000000079
iv. LEI, if any

ZBUT11V806EZRVTWT807

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

1,530,594,221.13000010

Principal Transactions Record: 8
i. Full name of dealer
VANGUARD MARKET LIQUIDITY FUND
ii. SEC file number

N/A

iii. CRD number
N/A
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78

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

6,558,094,248.78000070

Principal Transactions Record: 9
i. Full name of dealer
Morgan Stanley & Co. LLC
ii. SEC file number

008-15869

iii. CRD number
000008209
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078

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

1,488,792,202.90000010

Principal Transactions Record: 10
i. Full name of dealer
Credit Suisse Securities (USA) LLC
ii. SEC file number

008-00422

iii. CRD number
000000816
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46

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

2,000,135,721.93000010

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

40,901,843,362.59000400


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?   Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

32,970,143,695.91916300

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

0.00000000


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?X Yes   No
If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? X Committed   Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Royal Bank of Canada
Line Institutions Record: 2
Name of institution
State Street Bank and Trust Company
Line Institutions Record: 3
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch
Line Institutions Record: 4
Name of institution
Brown Brothers Harriman & Co.
Line Institutions Record: 5
Name of institution
Wells Fargo Bank, National Association
Line Institutions Record: 6
Name of institution
Barclays Bank plc
Line Institutions Record: 7
Name of institution
Citibank, N.A.
Line Institutions Record: 8
Name of institution
The Toronto-Dominion Bank New York Branch
Line Institutions Record: 9
Name of institution
Morgan Stanley Bank, N.A.
Line Institutions Record: 10
Name of institution
JPMorgan Chase Bank, N.A.
Line Institutions Record: 11
Name of institution
HSBC Bank USA, N.A.
Line Institutions Record: 12
Name of institution
The Bank of New York Mellon
Line Institutions Record: 13
Name of institution
BNP Paribas
Line Institutions Record: 14
Name of institution
Societe Generale
Line Institutions Record: 15
Name of institution
Goldman Sachs Bank USA
Line Institutions Record: 16
Name of institution
Bank of America, N.A.
Line Institutions Record: 17
Name of institution
Bank of Montreal, Chicago Branch
Line Institutions Record: 18
Name of institution
The Bank of Nova Scotia, Houston Branch
Line Institutions Record: 19
Name of institution
Credit Suisse AG, New York Branch
Line Institutions Record: 20
Name of institution
PNC Bank, National Association
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?   Sole X Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard Consumer Discretionary Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 2
Name of fund
Vanguard Mega Cap Value Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 3
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 4
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 5
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 6
Name of fund
Vanguard Global Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 7
Name of fund
Vanguard Global Wellesley Income Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 8
Name of fund
Vanguard Diversified Value Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 9
Name of fund
Vanguard Mid-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 10
Name of fund
Vanguard Institutional Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 11
Name of fund
Vanguard International Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 12
Name of fund
Vanguard Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 13
Name of fund
Vanguard Convertible Securities Fund
SEC File number( e.g., 811- )
811-04627
Shared Credit Users Record: 14
Name of fund
Vanguard Institutional Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 15
Name of fund
Vanguard Total Bond Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 16
Name of fund
Vanguard PRIMECAP Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 17
Name of fund
Vanguard Mega Cap Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 18
Name of fund
Vanguard Energy Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 19
Name of fund
Vanguard Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 20
Name of fund
Vanguard Tax-Exempt Bond Index Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 21
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 22
Name of fund
Vanguard Short-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 23
Name of fund
Vanguard Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 24
Name of fund
Vanguard Municipal Cash Management Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 25
Name of fund
Vanguard Prime Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 26
Name of fund
Vanguard Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 27
Name of fund
Vanguard Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 28
Name of fund
Vanguard Large-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 29
Name of fund
Vanguard Strategic Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 30
Name of fund
Vanguard Institutional Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 31
Name of fund
Vanguard Mid-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 32
Name of fund
Vanguard European Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 33
Name of fund
Vanguard Institutional Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 34
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 35
Name of fund
Vanguard Capital Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 36
Name of fund
Vanguard Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 37
Name of fund
Vanguard International Value Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 38
Name of fund
Vanguard Russell 2000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 39
Name of fund
Vanguard Moderate Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 40
Name of fund
Vanguard Total International Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 41
Name of fund
Vanguard Institutional Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 42
Name of fund
Vanguard Small-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 43
Name of fund
Vanguard Consumer Staples Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 44
Name of fund
Vanguard Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 45
Name of fund
Vanguard U.S. Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 46
Name of fund
Vanguard Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 47
Name of fund
Vanguard Managed Payout Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 48
Name of fund
Vanguard S&P 500 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 49
Name of fund
Vanguard Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 50
Name of fund
Vanguard Massachusetts Tax-Exempt Fund
SEC File number( e.g., 811- )
811-09005
Shared Credit Users Record: 51
Name of fund
Vanguard Core Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 52
Name of fund
Vanguard Morgan Growth Fund
SEC File number( e.g., 811- )
811-01685
Shared Credit Users Record: 53
Name of fund
Vanguard Total Bond Market II Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 54
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 55
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 56
Name of fund
Vanguard Tax-Managed Balanced Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 57
Name of fund
Vanguard Russell 2000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 58
Name of fund
Vanguard Russell 1000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 59
Name of fund
Vanguard Limited-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 60
Name of fund
Vanguard Global Capital Cycles Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 61
Name of fund
Vanguard Industrials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 62
Name of fund
Vanguard Health Care Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 63
Name of fund
Vanguard Real Estate Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 64
Name of fund
Vanguard New Jersey Municipal Money Market Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 65
Name of fund
Vanguard Financials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 66
Name of fund
Vanguard Market Liquidity Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 67
Name of fund
Vanguard Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 68
Name of fund
Vanguard Institutional Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 69
Name of fund
Vanguard Small-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 70
Name of fund
Vanguard Money Market Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 71
Name of fund
Vanguard Treasury Money Market Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 72
Name of fund
Vanguard Explorer Value Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 73
Name of fund
Vanguard U.S. Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 74
Name of fund
Vanguard Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 75
Name of fund
Vanguard Long-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 76
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 77
Name of fund
Vanguard Ultra-Short-Term Bond Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 78
Name of fund
Vanguard Small-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 79
Name of fund
Vanguard Long-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 80
Name of fund
Vanguard FTSE All-World ex-US Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 81
Name of fund
Vanguard Emerging Markets Government Bond Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 82
Name of fund
Vanguard Short-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 83
Name of fund
Vanguard Short-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 84
Name of fund
Vanguard International Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 85
Name of fund
Vanguard Mid-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 86
Name of fund
Vanguard Energy Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 87
Name of fund
Vanguard Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 88
Name of fund
Vanguard Global Minimum Volatility Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 89
Name of fund
Vanguard Total World Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 90
Name of fund
Vanguard Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 91
Name of fund
Vanguard Institutional Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 92
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 93
Name of fund
Vanguard Long-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 94
Name of fund
Vanguard Institutional Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 95
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-06083
Shared Credit Users Record: 96
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 97
Name of fund
Vanguard Emerging Markets Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 98
Name of fund
Vanguard Capital Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 99
Name of fund
Vanguard Long-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 100
Name of fund
Vanguard Global Wellington Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 101
Name of fund
Vanguard Inflation-Protected Securities Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 102
Name of fund
Vanguard Short-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 103
Name of fund
Vanguard Small Company Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 104
Name of fund
Vanguard Total International Stock Index Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 105
Name of fund
Vanguard Institutional Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 106
Name of fund
Vanguard Balanced Index Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 107
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 108
Name of fund
Vanguard LifeStrategy Income Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 109
Name of fund
Vanguard U.S. Multifactor Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 110
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 111
Name of fund
Vanguard Windsor Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 112
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 113
Name of fund
Vanguard 500 Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 114
Name of fund
Vanguard Explorer Fund
SEC File number( e.g., 811- )
811-01530
Shared Credit Users Record: 115
Name of fund
Vanguard Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 116
Name of fund
Vanguard Short-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 117
Name of fund
Vanguard Equity Income Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 118
Name of fund
Vanguard Equity Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 119
Name of fund
Vanguard GNMA Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 120
Name of fund
Vanguard Wellesley Income Fund
SEC File number( e.g., 811- )
811-01766
Shared Credit Users Record: 121
Name of fund
Vanguard Extended Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 122
Name of fund
Vanguard Strategic Small-Cap Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 123
Name of fund
Vanguard Institutional Short-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 124
Name of fund
Vanguard Institutional Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 125
Name of fund
Vanguard Russell 1000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 126
Name of fund
Vanguard Federal Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 127
Name of fund
Vanguard Institutional Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 128
Name of fund
Vanguard Health Care Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 129
Name of fund
Vanguard High-Yield Bond Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 130
Name of fund
Vanguard Communication Services Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 131
Name of fund
Vanguard Russell 3000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 132
Name of fund
Vanguard Wellington Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 133
Name of fund
Vanguard LifeStrategy Conservative Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 134
Name of fund
Vanguard Growth and Income Fund
SEC File number( e.g., 811- )
811-04526
Shared Credit Users Record: 135
Name of fund
Vanguard Extended Duration Treasury Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 136
Name of fund
Vanguard Diversified Equity Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 137
Name of fund
Vanguard Total Bond Market Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 138
Name of fund
Vanguard S&P Small-Cap 600 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 139
Name of fund
Vanguard Mortgage-Backed Securities Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 140
Name of fund
Vanguard Institutional Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 141
Name of fund
Vanguard Mid-Cap Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 142
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 143
Name of fund
Vanguard California Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 144
Name of fund
Vanguard Materials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 145
Name of fund
Vanguard High-Yield Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 146
Name of fund
Vanguard STAR Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 147
Name of fund
Vanguard Institutional Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 148
Name of fund
Vanguard Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 149
Name of fund
Vanguard Information Technology Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 150
Name of fund
Vanguard High-Yield Corporate Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 151
Name of fund
Vanguard Tax-Managed Small-Cap Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 152
Name of fund
Vanguard Windsor II Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 153
Name of fund
Vanguard S&P 500 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 154
Name of fund
Vanguard Alternative Strategies Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 155
Name of fund
Vanguard Emerging Markets Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 156
Name of fund
Vanguard High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 157
Name of fund
Vanguard Real Estate II Index Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 158
Name of fund
Vanguard International Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 159
Name of fund
Vanguard Conservative Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 160
Name of fund
Vanguard Real Estate Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 161
Name of fund
Vanguard Short-Term Investment-Grade Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 162
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 163
Name of fund
Vanguard LifeStrategy Moderate Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 164
Name of fund
Vanguard Developed Markets Index Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 165
Name of fund
Vanguard Municipal Money Market Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 166
Name of fund
Vanguard Mid-Cap Growth Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 167
Name of fund
Vanguard Intermediate-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 168
Name of fund
Vanguard Russell 1000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 169
Name of fund
Vanguard LifeStrategy Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 170
Name of fund
Vanguard Total International Bond Index Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 171
Name of fund
Vanguard Global Bond Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 172
Name of fund
Vanguard Balanced Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 173
Name of fund
Vanguard Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 174
Name of fund
Vanguard Mega Cap Growth Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 175
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 176
Name of fund
Vanguard Emerging Markets Select Stock Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 177
Name of fund
Vanguard Russell 2000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 178
Name of fund
Vanguard Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 179
Name of fund
Vanguard California Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 180
Name of fund
Vanguard Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 181
Name of fund
Vanguard New York Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 182
Name of fund
Vanguard Short-Term Federal Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 183
Name of fund
Vanguard International Explorer Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 184
Name of fund
Vanguard FTSE Social Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 185
Name of fund
Vanguard Dividend Growth Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 186
Name of fund
Vanguard Intermediate-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 187
Name of fund
Vanguard Total Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 188
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 189
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 190
Name of fund
Vanguard PRIMECAP Core Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 191
Name of fund
Vanguard Equity Income Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 192
Name of fund
Vanguard Utilities Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 193
Name of fund
Vanguard Pacific Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 194
Name of fund
Vanguard Capital Opportunity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 195
Name of fund
Vanguard International High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 196
Name of fund
Vanguard Market Neutral Fund
SEC File number( e.g., 811- )
811-22114
Shared Credit Users Record: 197
Name of fund
Vanguard Institutional Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 198
Name of fund
Vanguard Selected Value Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 199
Name of fund
Vanguard Long-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 200
Name of fund
Vanguard Short-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 201
Name of fund
Vanguard U.S. Liquidity Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 202
Name of fund
Vanguard Global Credit Bond Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 203
Name of fund
Vanguard U.S. Value Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 204
Name of fund
Vanguard ESG U.S. Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 205
Name of fund
Vanguard ESG International Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 206
Name of fund
Vanguard Total World Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 207
Name of fund
Vanguard U.S. Minimum Volatility ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 208
Name of fund
Vanguard U.S. Quality Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 209
Name of fund
Vanguard Total Corporate Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 210
Name of fund
Vanguard U.S. Multifactor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 211
Name of fund
Vanguard U.S. Momentum Factor ETF
SEC File number( e.g., 811- )
811-00121
v. Did the Fund draw on the line of credit this period?   Yes X No

b. Did the Fund engage in interfund lending?   Yes X No

c.Did the Fund engage in interfund borrowing?   Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?   Yes   No
Management Investment Record: 2

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD TOTAL BOND MARKET II INDEX FUND

b. Series identication number, if any

S000025158

c. LEI

E3F24BZCDA1UXGFMYX67

d. Is this the first filing on this form by the Fund?   Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

2

b. How many new Classes of shares of the Fund were added during the reporting period?

0

c. How many Classes of shares of the Fund were terminated during the reporting period?

0

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Institutional Shares
ii. Class identification number, if any

C000075028

iii. Ticker symbol, if any

VTBNX

Shares Outstanding Record: 2
i. Full name of Class
Investor Shares
ii. Class identification number, if any

C000075027

iii. Ticker symbol, if any

VTBIX


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund
i.   Exchange-Traded Fund
ii.   Exchange-Traded Managed Fund
b. X Index Fund
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?  Yes X No
2. Exclusively for the fund?  Yes X No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.15759000
2. After Fund fees and expenses (i.e., net asset value):
-0.25540000
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
1.01744560
2. After Fund fees and expenses (i.e., net asset value):
1.01747427

c.   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark
d.   Interval Fund
e.   Fund of Funds
f.   Master-Feeder Fund
g.   Money Market Fund
h.   Target Date Fund
i.   Underlying fund to a variable annuity or variable life insurance contract
  N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?   Yes X No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?   Yes X No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions?   Yes X No
b. Did the Fund lend any of its securities during the reporting period?   Yes X No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?   Yes   No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?   Yes   No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?   Yes   No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):   i. Revenue sharing split
  ii. Non-revenue sharing split (other than administrative fee)
  iii. Administrative fee
  iv. Cash collateral reinvestment fee
  v. Indemnification fee
  vi. Other
X N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

0.00000000

g. Provide the net income from securities lending activities

0.00000000


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)   a. Rule 10f-3 (17 CFR 270.10f-3)
X b. Rule 12d1-1 (17 CFR 270.12d1-1)
  c. Rule 15a-4 (17 CFR 270.15a-4)
  d. Rule 17a-6 (17 CFR 270.17a-6)
X e. Rule 17a-7 (17 CFR 270.17a-7)
  f. Rule 17a-8 (17 CFR 270.17a-8)
  g. Rule 17e-1 (17 CFR 270.17e-1)
  h. Rule 22d-1 (17 CFR 270.22d-1)
  i. Rule 23c-1 (17 CFR 270.23c-1)
X j. Rule 32a-4 (17 CFR 270.32a-4)
  N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period?   Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?   Yes X No
c. Are the fees waived subject to recoupment?   Yes X No
d. Were any expenses previously waived recouped during the period?   Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc.
ii. SEC file number ( e.g., 801- )

801-11953

iii.CRD number
000105958
iv. LEI, if any

5493002789CX3L0CJP65

v. State, if applicable
PENNSYLVANIA
vi. Foreign country, if applicable
UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?   Yes X No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
ii. SEC file number ( e.g., 801- ), if applicable

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?   Yes   No
viii. Was the sub-adviser hired during the reporting period?   Yes   No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii.SEC file number ( e.g., 84- or 85- )

084-00772

iii. LEI, if any

5493002789CX3L0CJP65

iv. State, if applicable
PENNSYLVANIA
v. Foreign country, if applicable
UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vii. Is the transfer agent a sub-transfer agent?   Yes X No
b. Has a transfer agent been hired or terminated during the reporting period?   Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Bloomberg Finance LP
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12

Description of other identifying number

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 2
i. Full name
Refinitiv US LLC
ii. LEI, if any, or provide and describe other identifying number

20-4530702

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 3
i. Full name
ICE Data Pricing and Refernce Data LLC
ii. LEI, if any, or provide and describe other identifying number

13-36687789

Description of other identifying number

TIN

iii. State, if applicable
NEW JERSEY
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 4
i. Full name
JPMorgan Chase Bank
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97

Description of other identifying number

iii. State, if applicable
OHIO
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 5
i. Full name
ITG Analytics Inc
ii. LEI, if any, or provide and describe other identifying number

41-2190282

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 6
i. Full name
Markit North America INC
ii. LEI, if any, or provide and describe other identifying number

13-4153988

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 7
i. Full name
Markit Group Limited
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
b. Was a pricing service hired or terminated during the reporting period?   Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA
ii. LEI, if any

7H6GLXDRUGQFU57RNE97

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?   Yes X No
vi. Is the custodian a sub-custodian?   Yes X No
vii. With respect to the custodian, check below to indicate the type of custody: X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
  2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
  3.Self - rule 17f-2 (17 CFR 270.17f-2)
  4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
  5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
  6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
  7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
  8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
  9.Other

b. Has a custodian been hired or terminated during the reporting period?*   Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?   Yes X No
b. Has a shareholder servicing agent been hired or terminated during the reporting period?   Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the administrator a sub-administrator?   Yes X No
b.Has a third-party administrator been hired or terminated during the reporting period?   Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

3,094.34000000

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

3,094.34000000


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BARCLAYS CAPITAL INC.
ii. SEC file number

008-41342

iii. CRD number
000019714
iv. LEI, if any

AC28XWWI3WIBK2824319

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

12,577,268,171.94000100

Principal Transactions Record: 2
i. Full name of dealer
Credit Suisse Securities (USA) LLC
ii. SEC file number

008-00422

iii. CRD number
000000816
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46

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

27,979,799,521.06000100

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

008-08177

iii. CRD number
000007059
iv. LEI, if any

MBNUM2BPBDO7JBLYG310

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

18,992,188,373.68000000

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

N/A

iii. CRD number
N/A
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78

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

53,650,384,946.04000100

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

008-07221

iii. CRD number
000007691
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81

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

19,687,605,555.20000100

Principal Transactions Record: 6
i. Full name of dealer
Wells Fargo Securities, LLC
ii. SEC file number

008-22947

iii. CRD number
000007665
iv. LEI, if any

VYVVCKR63DVZZN70PB21

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

10,064,995,135.83000000

Principal Transactions Record: 7
i. Full name of dealer
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

31,330,709,972.88000100

Principal Transactions Record: 8
i. Full name of dealer
Morgan Stanley & Co. LLC
ii. SEC file number

008-15869

iii. CRD number
000008209
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078

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

41,311,651,698.29000100

Principal Transactions Record: 9
i. Full name of dealer
BNP Paribas Securities Corp.
ii. SEC file number

008-32682

iii. CRD number
000015794
iv. LEI, if any

RCNB6OTYUAMMP879YW96

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

13,333,536,342.45000100

Principal Transactions Record: 10
i. Full name of dealer
J.P. Morgan Securities LLC
ii. SEC file number

008-35008

iii. CRD number
000000079
iv. LEI, if any

ZBUT11V806EZRVTWT807

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

11,262,322,496.19000100

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

289,996,482,580.41010000


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?   Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

181,345,238,940.52084000

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

0.00000000


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?X Yes   No
If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? X Committed   Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch
Line Institutions Record: 2
Name of institution
BNP Paribas
Line Institutions Record: 3
Name of institution
The Toronto-Dominion Bank New York Branch
Line Institutions Record: 4
Name of institution
State Street Bank and Trust Company
Line Institutions Record: 5
Name of institution
PNC Bank, National Association
Line Institutions Record: 6
Name of institution
HSBC Bank USA, N.A.
Line Institutions Record: 7
Name of institution
Barclays Bank plc
Line Institutions Record: 8
Name of institution
JPMorgan Chase Bank, N.A.
Line Institutions Record: 9
Name of institution
Bank of America, N.A.
Line Institutions Record: 10
Name of institution
Morgan Stanley Bank, N.A.
Line Institutions Record: 11
Name of institution
The Bank of New York Mellon
Line Institutions Record: 12
Name of institution
Bank of Montreal, Chicago Branch
Line Institutions Record: 13
Name of institution
Societe Generale
Line Institutions Record: 14
Name of institution
Wells Fargo Bank, National Association
Line Institutions Record: 15
Name of institution
Royal Bank of Canada
Line Institutions Record: 16
Name of institution
The Bank of Nova Scotia, Houston Branch
Line Institutions Record: 17
Name of institution
Goldman Sachs Bank USA
Line Institutions Record: 18
Name of institution
Brown Brothers Harriman & Co.
Line Institutions Record: 19
Name of institution
Credit Suisse AG, New York Branch
Line Institutions Record: 20
Name of institution
Citibank, N.A.
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?   Sole X Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard Tax-Exempt Bond Index Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 2
Name of fund
Vanguard Tax-Managed Balanced Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 3
Name of fund
Vanguard Mid-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 4
Name of fund
Vanguard Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 5
Name of fund
Vanguard Global Bond Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 6
Name of fund
Vanguard Total International Bond Index Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 7
Name of fund
Vanguard Russell 2000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 8
Name of fund
Vanguard Consumer Staples Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 9
Name of fund
Vanguard Strategic Small-Cap Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 10
Name of fund
Vanguard Core Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 11
Name of fund
Vanguard Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 12
Name of fund
Vanguard Long-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 13
Name of fund
Vanguard Extended Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 14
Name of fund
Vanguard High-Yield Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 15
Name of fund
Vanguard Intermediate-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 16
Name of fund
Vanguard Mid-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 17
Name of fund
Vanguard Wellington Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 18
Name of fund
Vanguard Massachusetts Tax-Exempt Fund
SEC File number( e.g., 811- )
811-09005
Shared Credit Users Record: 19
Name of fund
Vanguard LifeStrategy Conservative Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 20
Name of fund
Vanguard Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 21
Name of fund
Vanguard European Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 22
Name of fund
Vanguard Consumer Discretionary Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 23
Name of fund
Vanguard Global Capital Cycles Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 24
Name of fund
Vanguard Long-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 25
Name of fund
Vanguard Equity Income Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 26
Name of fund
Vanguard Small-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 27
Name of fund
Vanguard Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 28
Name of fund
Vanguard Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 29
Name of fund
Vanguard Developed Markets Index Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 30
Name of fund
Vanguard High-Yield Bond Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 31
Name of fund
Vanguard PRIMECAP Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 32
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 33
Name of fund
Vanguard Real Estate Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 34
Name of fund
Vanguard Emerging Markets Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 35
Name of fund
Vanguard Total International Stock Index Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 36
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 37
Name of fund
Vanguard Institutional Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 38
Name of fund
Vanguard Moderate Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 39
Name of fund
Vanguard Capital Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 40
Name of fund
Vanguard GNMA Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 41
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 42
Name of fund
Vanguard Short-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 43
Name of fund
Vanguard Institutional Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 44
Name of fund
Vanguard Emerging Markets Government Bond Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 45
Name of fund
Vanguard Explorer Fund
SEC File number( e.g., 811- )
811-01530
Shared Credit Users Record: 46
Name of fund
Vanguard Small Company Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 47
Name of fund
Vanguard Financials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 48
Name of fund
Vanguard Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 49
Name of fund
Vanguard Windsor Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 50
Name of fund
Vanguard Windsor II Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 51
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 52
Name of fund
Vanguard Market Liquidity Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 53
Name of fund
Vanguard International Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 54
Name of fund
Vanguard Municipal Cash Management Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 55
Name of fund
Vanguard Institutional Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 56
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 57
Name of fund
Vanguard Small-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 58
Name of fund
Vanguard Utilities Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 59
Name of fund
Vanguard Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 60
Name of fund
Vanguard Large-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 61
Name of fund
Vanguard Mid-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 62
Name of fund
Vanguard Industrials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 63
Name of fund
Vanguard Emerging Markets Select Stock Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 64
Name of fund
Vanguard Energy Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 65
Name of fund
Vanguard STAR Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 66
Name of fund
Vanguard Short-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 67
Name of fund
Vanguard Communication Services Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 68
Name of fund
Vanguard Explorer Value Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 69
Name of fund
Vanguard Real Estate II Index Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 70
Name of fund
Vanguard Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 71
Name of fund
Vanguard California Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 72
Name of fund
Vanguard Short-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 73
Name of fund
Vanguard Total World Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 74
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 75
Name of fund
Vanguard S&P 500 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 76
Name of fund
Vanguard 500 Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 77
Name of fund
Vanguard Russell 1000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 78
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 79
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 80
Name of fund
Vanguard Institutional Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 81
Name of fund
Vanguard High-Yield Corporate Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 82
Name of fund
Vanguard Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 83
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 84
Name of fund
Vanguard Institutional Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 85
Name of fund
Vanguard Capital Opportunity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 86
Name of fund
Vanguard Diversified Value Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 87
Name of fund
Vanguard International Value Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 88
Name of fund
Vanguard Energy Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 89
Name of fund
Vanguard Russell 2000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 90
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 91
Name of fund
Vanguard Federal Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 92
Name of fund
Vanguard Total Bond Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 93
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 94
Name of fund
Vanguard Strategic Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 95
Name of fund
Vanguard Capital Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 96
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 97
Name of fund
Vanguard S&P 500 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 98
Name of fund
Vanguard U.S. Multifactor Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 99
Name of fund
Vanguard LifeStrategy Income Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 100
Name of fund
Vanguard Mega Cap Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 101
Name of fund
Vanguard Information Technology Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 102
Name of fund
Vanguard Market Neutral Fund
SEC File number( e.g., 811- )
811-22114
Shared Credit Users Record: 103
Name of fund
Vanguard Inflation-Protected Securities Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 104
Name of fund
Vanguard Pacific Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 105
Name of fund
Vanguard Short-Term Investment-Grade Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 106
Name of fund
Vanguard Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 107
Name of fund
Vanguard Mid-Cap Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 108
Name of fund
Vanguard New Jersey Municipal Money Market Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 109
Name of fund
Vanguard Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 110
Name of fund
Vanguard Long-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 111
Name of fund
Vanguard Institutional Short-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 112
Name of fund
Vanguard Institutional Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 113
Name of fund
Vanguard Russell 1000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 114
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 115
Name of fund
Vanguard New York Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 116
Name of fund
Vanguard Institutional Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 117
Name of fund
Vanguard Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 118
Name of fund
Vanguard High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 119
Name of fund
Vanguard Russell 2000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 120
Name of fund
Vanguard International Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 121
Name of fund
Vanguard Growth and Income Fund
SEC File number( e.g., 811- )
811-04526
Shared Credit Users Record: 122
Name of fund
Vanguard Emerging Markets Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 123
Name of fund
Vanguard LifeStrategy Moderate Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 124
Name of fund
Vanguard LifeStrategy Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 125
Name of fund
Vanguard Institutional Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 126
Name of fund
Vanguard Municipal Money Market Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 127
Name of fund
Vanguard Mid-Cap Growth Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 128
Name of fund
Vanguard Long-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 129
Name of fund
Vanguard Extended Duration Treasury Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 130
Name of fund
Vanguard Balanced Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 131
Name of fund
Vanguard International Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 132
Name of fund
Vanguard Dividend Growth Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 133
Name of fund
Vanguard Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 134
Name of fund
Vanguard Total Bond Market Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 135
Name of fund
Vanguard Short-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 136
Name of fund
Vanguard International Explorer Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 137
Name of fund
Vanguard Diversified Equity Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 138
Name of fund
Vanguard Mega Cap Value Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 139
Name of fund
Vanguard Short-Term Federal Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 140
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 141
Name of fund
Vanguard Institutional Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 142
Name of fund
Vanguard Health Care Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 143
Name of fund
Vanguard Russell 3000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 144
Name of fund
Vanguard Real Estate Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 145
Name of fund
Vanguard Long-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 146
Name of fund
Vanguard Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 147
Name of fund
Vanguard Intermediate-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 148
Name of fund
Vanguard Institutional Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 149
Name of fund
Vanguard Treasury Money Market Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 150
Name of fund
Vanguard Balanced Index Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 151
Name of fund
Vanguard Small-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 152
Name of fund
Vanguard Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 153
Name of fund
Vanguard Morgan Growth Fund
SEC File number( e.g., 811- )
811-01685
Shared Credit Users Record: 154
Name of fund
Vanguard Intermediate-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 155
Name of fund
Vanguard Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 156
Name of fund
Vanguard Institutional Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 157
Name of fund
Vanguard Limited-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 158
Name of fund
Vanguard FTSE Social Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 159
Name of fund
Vanguard Institutional Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 160
Name of fund
Vanguard Ultra-Short-Term Bond Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 161
Name of fund
Vanguard Equity Income Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 162
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 163
Name of fund
Vanguard Global Wellesley Income Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 164
Name of fund
Vanguard Tax-Managed Small-Cap Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 165
Name of fund
Vanguard U.S. Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 166
Name of fund
Vanguard Materials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 167
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 168
Name of fund
Vanguard FTSE All-World ex-US Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 169
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 170
Name of fund
Vanguard Mega Cap Growth Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 171
Name of fund
Vanguard Prime Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 172
Name of fund
Vanguard Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 173
Name of fund
Vanguard U.S. Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 174
Name of fund
Vanguard Institutional Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 175
Name of fund
Vanguard PRIMECAP Core Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 176
Name of fund
Vanguard Convertible Securities Fund
SEC File number( e.g., 811- )
811-04627
Shared Credit Users Record: 177
Name of fund
Vanguard Mortgage-Backed Securities Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 178
Name of fund
Vanguard Short-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 179
Name of fund
Vanguard Global Minimum Volatility Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 180
Name of fund
Vanguard S&P Small-Cap 600 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 181
Name of fund
Vanguard Conservative Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 182
Name of fund
Vanguard Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 183
Name of fund
Vanguard Russell 1000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 184
Name of fund
Vanguard Global Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 185
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 186
Name of fund
Vanguard Money Market Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 187
Name of fund
Vanguard Health Care Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 188
Name of fund
Vanguard Total Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 189
Name of fund
Vanguard Equity Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 190
Name of fund
Vanguard Total International Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 191
Name of fund
Vanguard Wellesley Income Fund
SEC File number( e.g., 811- )
811-01766
Shared Credit Users Record: 192
Name of fund
Vanguard California Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 193
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-06083
Shared Credit Users Record: 194
Name of fund
Vanguard Selected Value Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 195
Name of fund
Vanguard Managed Payout Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 196
Name of fund
Vanguard Institutional Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 197
Name of fund
Vanguard International High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 198
Name of fund
Vanguard Global Wellington Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 199
Name of fund
Vanguard Alternative Strategies Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 200
Name of fund
Vanguard ESG International Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 201
Name of fund
Vanguard U.S. Quality Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 202
Name of fund
Vanguard U.S. Multifactor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 203
Name of fund
Vanguard Total Corporate Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 204
Name of fund
Vanguard U.S. Minimum Volatility ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 205
Name of fund
Vanguard ESG U.S. Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 206
Name of fund
Vanguard U.S. Value Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 207
Name of fund
Vanguard U.S. Liquidity Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 208
Name of fund
Vanguard Global Credit Bond Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 209
Name of fund
Vanguard Short-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 210
Name of fund
Vanguard Total World Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 211
Name of fund
Vanguard U.S. Momentum Factor ETF
SEC File number( e.g., 811- )
811-00121
v. Did the Fund draw on the line of credit this period?   Yes X No

b. Did the Fund engage in interfund lending?   Yes X No

c.Did the Fund engage in interfund borrowing?   Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?   Yes X No
Management Investment Record: 3

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD INFLATION-PROTECTED SECURITIES FUND

b. Series identication number, if any

S000019554

c. LEI

F8K6630RFYVJPTW32U17

d. Is this the first filing on this form by the Fund?   Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

3

b. How many new Classes of shares of the Fund were added during the reporting period?

0

c. How many Classes of shares of the Fund were terminated during the reporting period?

0

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Investor Shares
ii. Class identification number, if any

C000054349

iii. Ticker symbol, if any

VIPSX

Shares Outstanding Record: 2
i. Full name of Class
Admiral Shares
ii. Class identification number, if any

C000054350

iii. Ticker symbol, if any

VAIPX

Shares Outstanding Record: 3
i. Full name of Class
Institutional Shares
ii. Class identification number, if any

C000054351

iii. Ticker symbol, if any

VIPIX


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund
i.   Exchange-Traded Fund
ii.   Exchange-Traded Managed Fund
b.   Index Fund

c.   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark
d.   Interval Fund
e.   Fund of Funds
f.   Master-Feeder Fund
g.   Money Market Fund
h.   Target Date Fund
i.   Underlying fund to a variable annuity or variable life insurance contract
X N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?   Yes X No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?   Yes X No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions?   Yes X No
b. Did the Fund lend any of its securities during the reporting period?   Yes X No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?   Yes   No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?   Yes   No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?   Yes   No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):   i. Revenue sharing split
  ii. Non-revenue sharing split (other than administrative fee)
  iii. Administrative fee
  iv. Cash collateral reinvestment fee
  v. Indemnification fee
  vi. Other
X N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

0.00000000

g. Provide the net income from securities lending activities

0.00000000


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)   a. Rule 10f-3 (17 CFR 270.10f-3)
X b. Rule 12d1-1 (17 CFR 270.12d1-1)
  c. Rule 15a-4 (17 CFR 270.15a-4)
  d. Rule 17a-6 (17 CFR 270.17a-6)
X e. Rule 17a-7 (17 CFR 270.17a-7)
  f. Rule 17a-8 (17 CFR 270.17a-8)
  g. Rule 17e-1 (17 CFR 270.17e-1)
  h. Rule 22d-1 (17 CFR 270.22d-1)
  i. Rule 23c-1 (17 CFR 270.23c-1)
X j. Rule 32a-4 (17 CFR 270.32a-4)
  N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period?   Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?   Yes X No
c. Are the fees waived subject to recoupment?   Yes X No
d. Were any expenses previously waived recouped during the period?   Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc.
ii. SEC file number ( e.g., 801- )

801-11953

iii.CRD number
000105958
iv. LEI, if any

5493002789CX3L0CJP65

v. State, if applicable
PENNSYLVANIA
vi. Foreign country, if applicable
UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?   Yes X No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
ii. SEC file number ( e.g., 801- ), if applicable

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?   Yes   No
viii. Was the sub-adviser hired during the reporting period?   Yes   No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii.SEC file number ( e.g., 84- or 85- )

084-00772

iii. LEI, if any

5493002789CX3L0CJP65

iv. State, if applicable
PENNSYLVANIA
v. Foreign country, if applicable
UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vii. Is the transfer agent a sub-transfer agent?   Yes X No
b. Has a transfer agent been hired or terminated during the reporting period?   Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Markit Group Limited
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 2
i. Full name
Refinitiv US LLC
ii. LEI, if any, or provide and describe other identifying number

20-4530702

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 3
i. Full name
ICE Data Pricing and Refernce Data LLC
ii. LEI, if any, or provide and describe other identifying number

13-36687789

Description of other identifying number

TIN

iii. State, if applicable
NEW JERSEY
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 4
i. Full name
ITG Analytics Inc
ii. LEI, if any, or provide and describe other identifying number

41-2190282

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 5
i. Full name
Markit North America INC
ii. LEI, if any, or provide and describe other identifying number

13-4153988

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 6
i. Full name
JPMorgan Chase Bank
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97

Description of other identifying number

iii. State, if applicable
OHIO
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 7
i. Full name
Bloomberg Finance LP
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12

Description of other identifying number

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
b. Was a pricing service hired or terminated during the reporting period?   Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA
ii. LEI, if any

7H6GLXDRUGQFU57RNE97

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?   Yes X No
vi. Is the custodian a sub-custodian?   Yes X No
vii. With respect to the custodian, check below to indicate the type of custody: X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
  2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
  3.Self - rule 17f-2 (17 CFR 270.17f-2)
  4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
  5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
  6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
  7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
  8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
  9.Other

b. Has a custodian been hired or terminated during the reporting period?*   Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?   Yes X No
b. Has a shareholder servicing agent been hired or terminated during the reporting period?   Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the administrator a sub-administrator?   Yes X No
b.Has a third-party administrator been hired or terminated during the reporting period?   Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Morgan Stanley & Co. LLC
ii. SEC file number

008-15869

iii. CRD number
000008209
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078

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

1,216,410.22000000

Brokers Record: 2
i. Full name of broker
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

14,157.82000000

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

1,230,568.04000000


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Merrill Lynch, Pierce, Fenner & Smith Inc.
ii. SEC file number

008-07221

iii. CRD number
000007691
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81

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

1,331,102,281.69000010

Principal Transactions Record: 2
i. Full name of dealer
HSBC SECURITIES (USA) INC.
ii. SEC file number

008-41562

iii. CRD number
000019585
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97

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

668,930,215.60000002

Principal Transactions Record: 3
i. Full name of dealer
UBS Financial Services Inc
ii. SEC file number

008-16267

iii. CRD number
000008174
iv. LEI, if any

ETYRV6ORNFJB5NONI676

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

1,429,583,030.67000010

Principal Transactions Record: 4
i. Full name of dealer
Credit Agricole Securities (USA) Inc.
ii. SEC file number

008-13753

iii. CRD number
000000190
iv. LEI, if any

549300WO2DKF0Q3YMV43

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

385,547,786.06999999

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

N/A

iii. CRD number
N/A
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78

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

10,015,433,507.93000000

Principal Transactions Record: 6
i. Full name of dealer
BARCLAYS CAPITAL INC.
ii. SEC file number

008-41342

iii. CRD number
000019714
iv. LEI, if any

AC28XWWI3WIBK2824319

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

2,455,268,912.36999990

Principal Transactions Record: 7
i. Full name of dealer
Wells Fargo Securities, LLC
ii. SEC file number

008-22947

iii. CRD number
000007665
iv. LEI, if any

VYVVCKR63DVZZN70PB21

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

1,588,216,416.51000000

Principal Transactions Record: 8
i. Full name of dealer
Nomura Securities International, Inc.
ii. SEC file number

008-15255

iii. CRD number
000004297
iv. LEI, if any

OXTKY6Q8X53C9ILVV871

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

716,833,544.21000004

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

008-17822

iii. CRD number
000002525
iv. LEI, if any

9J6MBOOO7BECTDTUZW19

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

3,281,604,977.19999980

Principal Transactions Record: 10
i. Full name of dealer
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

1,612,218,624.88000010

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

25,553,886,131.24999600


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?   Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

27,790,508,173.64833500

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

0.00000000


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?X Yes   No
If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? X Committed   Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Bank of Montreal, Chicago Branch
Line Institutions Record: 2
Name of institution
The Bank of Nova Scotia, Houston Branch
Line Institutions Record: 3
Name of institution
HSBC Bank USA, N.A.
Line Institutions Record: 4
Name of institution
Citibank, N.A.
Line Institutions Record: 5
Name of institution
Goldman Sachs Bank USA
Line Institutions Record: 6
Name of institution
Wells Fargo Bank, National Association
Line Institutions Record: 7
Name of institution
Royal Bank of Canada
Line Institutions Record: 8
Name of institution
JPMorgan Chase Bank, N.A.
Line Institutions Record: 9
Name of institution
State Street Bank and Trust Company
Line Institutions Record: 10
Name of institution
Morgan Stanley Bank, N.A.
Line Institutions Record: 11
Name of institution
PNC Bank, National Association
Line Institutions Record: 12
Name of institution
Bank of America, N.A.
Line Institutions Record: 13
Name of institution
The Toronto-Dominion Bank New York Branch
Line Institutions Record: 14
Name of institution
BNP Paribas
Line Institutions Record: 15
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch
Line Institutions Record: 16
Name of institution
Brown Brothers Harriman & Co.
Line Institutions Record: 17
Name of institution
Barclays Bank plc
Line Institutions Record: 18
Name of institution
Societe Generale
Line Institutions Record: 19
Name of institution
The Bank of New York Mellon
Line Institutions Record: 20
Name of institution
Credit Suisse AG, New York Branch
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?   Sole X Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard Total International Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 2
Name of fund
Vanguard Intermediate-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 3
Name of fund
Vanguard Total Bond Market II Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 4
Name of fund
Vanguard Russell 2000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 5
Name of fund
Vanguard Small-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 6
Name of fund
Vanguard Morgan Growth Fund
SEC File number( e.g., 811- )
811-01685
Shared Credit Users Record: 7
Name of fund
Vanguard Long-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 8
Name of fund
Vanguard Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 9
Name of fund
Vanguard International High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 10
Name of fund
Vanguard Capital Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 11
Name of fund
Vanguard Core Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 12
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 13
Name of fund
Vanguard Long-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 14
Name of fund
Vanguard Russell 2000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 15
Name of fund
Vanguard International Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 16
Name of fund
Vanguard Developed Markets Index Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 17
Name of fund
Vanguard Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 18
Name of fund
Vanguard High-Yield Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 19
Name of fund
Vanguard Small-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 20
Name of fund
Vanguard Mega Cap Growth Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 21
Name of fund
Vanguard Total Bond Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 22
Name of fund
Vanguard Russell 2000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 23
Name of fund
Vanguard Mid-Cap Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 24
Name of fund
Vanguard Russell 1000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 25
Name of fund
Vanguard LifeStrategy Conservative Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 26
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 27
Name of fund
Vanguard Mid-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 28
Name of fund
Vanguard Russell 1000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 29
Name of fund
Vanguard Consumer Discretionary Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 30
Name of fund
Vanguard Money Market Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 31
Name of fund
Vanguard Tax-Managed Balanced Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 32
Name of fund
Vanguard Global Bond Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 33
Name of fund
Vanguard 500 Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 34
Name of fund
Vanguard Mid-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 35
Name of fund
Vanguard Treasury Money Market Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 36
Name of fund
Vanguard Tax-Exempt Bond Index Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 37
Name of fund
Vanguard Explorer Fund
SEC File number( e.g., 811- )
811-01530
Shared Credit Users Record: 38
Name of fund
Vanguard European Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 39
Name of fund
Vanguard Explorer Value Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 40
Name of fund
Vanguard New Jersey Municipal Money Market Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 41
Name of fund
Vanguard Institutional Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 42
Name of fund
Vanguard Capital Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 43
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 44
Name of fund
Vanguard Emerging Markets Government Bond Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 45
Name of fund
Vanguard High-Yield Bond Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 46
Name of fund
Vanguard Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 47
Name of fund
Vanguard Dividend Growth Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 48
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 49
Name of fund
Vanguard Small Company Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 50
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 51
Name of fund
Vanguard Total World Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 52
Name of fund
Vanguard PRIMECAP Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 53
Name of fund
Vanguard Energy Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 54
Name of fund
Vanguard International Value Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 55
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 56
Name of fund
Vanguard Global Wellesley Income Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 57
Name of fund
Vanguard Total International Bond Index Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 58
Name of fund
Vanguard STAR Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 59
Name of fund
Vanguard Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 60
Name of fund
Vanguard Ultra-Short-Term Bond Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 61
Name of fund
Vanguard Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 62
Name of fund
Vanguard International Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 63
Name of fund
Vanguard Extended Duration Treasury Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 64
Name of fund
Vanguard Financials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 65
Name of fund
Vanguard Equity Income Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 66
Name of fund
Vanguard Balanced Index Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 67
Name of fund
Vanguard Russell 3000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 68
Name of fund
Vanguard Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 69
Name of fund
Vanguard Real Estate Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 70
Name of fund
Vanguard Convertible Securities Fund
SEC File number( e.g., 811- )
811-04627
Shared Credit Users Record: 71
Name of fund
Vanguard Municipal Cash Management Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 72
Name of fund
Vanguard Emerging Markets Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 73
Name of fund
Vanguard Equity Income Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 74
Name of fund
Vanguard Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 75
Name of fund
Vanguard Total Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 76
Name of fund
Vanguard Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 77
Name of fund
Vanguard Limited-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 78
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 79
Name of fund
Vanguard Federal Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 80
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 81
Name of fund
Vanguard Market Neutral Fund
SEC File number( e.g., 811- )
811-22114
Shared Credit Users Record: 82
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 83
Name of fund
Vanguard Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 84
Name of fund
Vanguard California Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 85
Name of fund
Vanguard PRIMECAP Core Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 86
Name of fund
Vanguard Energy Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 87
Name of fund
Vanguard Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 88
Name of fund
Vanguard Market Liquidity Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 90
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-06083
Shared Credit Users Record: 91
Name of fund
Vanguard Selected Value Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 92
Name of fund
Vanguard California Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 93
Name of fund
Vanguard GNMA Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 94
Name of fund
Vanguard Emerging Markets Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 95
Name of fund
Vanguard Moderate Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 96
Name of fund
Vanguard S&P 500 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 97
Name of fund
Vanguard Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 98
Name of fund
Vanguard Long-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 99
Name of fund
Vanguard Managed Payout Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 100
Name of fund
Vanguard Strategic Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 101
Name of fund
Vanguard Russell 1000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 102
Name of fund
Vanguard High-Yield Corporate Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 103
Name of fund
Vanguard U.S. Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 104
Name of fund
Vanguard Conservative Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 105
Name of fund
Vanguard Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 106
Name of fund
Vanguard LifeStrategy Income Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 107
Name of fund
Vanguard Institutional Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 108
Name of fund
Vanguard International Explorer Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 109
Name of fund
Vanguard Global Capital Cycles Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 110
Name of fund
Vanguard Massachusetts Tax-Exempt Fund
SEC File number( e.g., 811- )
811-09005
Shared Credit Users Record: 111
Name of fund
Vanguard Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 112
Name of fund
Vanguard Windsor II Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 113
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 114
Name of fund
Vanguard Industrials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 115
Name of fund
Vanguard Wellington Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 116
Name of fund
Vanguard Total International Stock Index Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 117
Name of fund
Vanguard Short-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 118
Name of fund
Vanguard Global Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 119
Name of fund
Vanguard Institutional Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 120
Name of fund
Vanguard Global Minimum Volatility Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 121
Name of fund
Vanguard Intermediate-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 122
Name of fund
Vanguard Total Bond Market Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 123
Name of fund
Vanguard Balanced Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 124
Name of fund
Vanguard Mega Cap Value Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 125
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 126
Name of fund
Vanguard Information Technology Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 127
Name of fund
Vanguard Communication Services Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 128
Name of fund
Vanguard Institutional Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 129
Name of fund
Vanguard Prime Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 130
Name of fund
Vanguard FTSE Social Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 131
Name of fund
Vanguard Strategic Small-Cap Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 132
Name of fund
Vanguard Windsor Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 133
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 134
Name of fund
Vanguard Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 135
Name of fund
Vanguard Growth and Income Fund
SEC File number( e.g., 811- )
811-04526
Shared Credit Users Record: 136
Name of fund
Vanguard Intermediate-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 137
Name of fund
Vanguard Wellesley Income Fund
SEC File number( e.g., 811- )
811-01766
Shared Credit Users Record: 138
Name of fund
Vanguard Utilities Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 139
Name of fund
Vanguard Tax-Managed Small-Cap Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 140
Name of fund
Vanguard Capital Opportunity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 141
Name of fund
Vanguard Institutional Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 142
Name of fund
Vanguard Real Estate II Index Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 143
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 144
Name of fund
Vanguard Municipal Money Market Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 145
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 146
Name of fund
Vanguard Institutional Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 147
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 148
Name of fund
Vanguard Short-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 149
Name of fund
Vanguard FTSE All-World ex-US Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 150
Name of fund
Vanguard Diversified Equity Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 151
Name of fund
Vanguard Institutional Short-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 152
Name of fund
Vanguard Short-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 153
Name of fund
Vanguard Consumer Staples Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 154
Name of fund
Vanguard Institutional Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 155
Name of fund
Vanguard Equity Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 156
Name of fund
Vanguard S&P 500 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 157
Name of fund
Vanguard Diversified Value Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 158
Name of fund
Vanguard Emerging Markets Select Stock Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 159
Name of fund
Vanguard Institutional Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 160
Name of fund
Vanguard Global Wellington Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 161
Name of fund
Vanguard S&P Small-Cap 600 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 162
Name of fund
Vanguard Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 163
Name of fund
Vanguard Institutional Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 164
Name of fund
Vanguard Mid-Cap Growth Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 165
Name of fund
Vanguard Health Care Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 166
Name of fund
Vanguard Short-Term Investment-Grade Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 167
Name of fund
Vanguard Institutional Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 168
Name of fund
Vanguard U.S. Multifactor Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 169
Name of fund
Vanguard Institutional Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 170
Name of fund
Vanguard Institutional Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 171
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 172
Name of fund
Vanguard New York Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 173
Name of fund
Vanguard Institutional Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 174
Name of fund
Vanguard Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 175
Name of fund
Vanguard High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 176
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 177
Name of fund
Vanguard Large-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 178
Name of fund
Vanguard Short-Term Federal Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 179
Name of fund
Vanguard Mid-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 180
Name of fund
Vanguard Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 181
Name of fund
Vanguard Extended Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 182
Name of fund
Vanguard Mega Cap Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 183
Name of fund
Vanguard Materials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 184
Name of fund
Vanguard Health Care Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 185
Name of fund
Vanguard LifeStrategy Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 186
Name of fund
Vanguard Short-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 187
Name of fund
Vanguard Real Estate Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 188
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 189
Name of fund
Vanguard Small-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 190
Name of fund
Vanguard Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 191
Name of fund
Vanguard U.S. Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 192
Name of fund
Vanguard Pacific Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 193
Name of fund
Vanguard Mortgage-Backed Securities Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 194
Name of fund
Vanguard Long-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 195
Name of fund
Vanguard Long-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 196
Name of fund
Vanguard Short-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 197
Name of fund
Vanguard LifeStrategy Moderate Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 198
Name of fund
Vanguard Alternative Strategies Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 199
Name of fund
Vanguard International Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 200
Name of fund
Vanguard ESG International Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 201
Name of fund
Vanguard U.S. Momentum Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 202
Name of fund
Vanguard Short-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 203
Name of fund
Vanguard U.S. Quality Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 204
Name of fund
Vanguard U.S. Multifactor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 205
Name of fund
Vanguard U.S. Minimum Volatility ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 206
Name of fund
Vanguard Global Credit Bond Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 207
Name of fund
Vanguard Total World Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 208
Name of fund
Vanguard Total Corporate Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 209
Name of fund
Vanguard ESG U.S. Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 210
Name of fund
Vanguard U.S. Liquidity Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 211
Name of fund
Vanguard U.S. Value Factor ETF
SEC File number( e.g., 811- )
811-00121
v. Did the Fund draw on the line of credit this period?   Yes X No

b. Did the Fund engage in interfund lending?   Yes X No

c.Did the Fund engage in interfund borrowing?   Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?   Yes X No
Management Investment Record: 4

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD SHORT-TERM BOND INDEX FUND

b. Series identication number, if any

S000002563

c. LEI

8HCQSCIN7KY15DIET796

d. Is this the first filing on this form by the Fund?   Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

5

b. How many new Classes of shares of the Fund were added during the reporting period?

0

c. How many Classes of shares of the Fund were terminated during the reporting period?

0

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Admiral Shares
ii. Class identification number, if any

C000007061

iii. Ticker symbol, if any

VBIRX

Shares Outstanding Record: 2
i. Full name of Class
Institutional Shares
ii. Class identification number, if any

C000105310

iii. Ticker symbol, if any

VBITX

Shares Outstanding Record: 3
i. Full name of Class
Institutional Plus Shares
ii. Class identification number, if any

C000105311

iii. Ticker symbol, if any

VBIPX

Shares Outstanding Record: 4
i. Full name of Class
Investor Shares
ii. Class identification number, if any

C000007060

iii. Ticker symbol, if any

VBISX

Shares Outstanding Record: 5
i. Full name of Class
ETF Shares
ii. Class identification number, if any

C000046843

iii. Ticker symbol, if any

BSV


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund
i. X Exchange-Traded Fund
ii.   Exchange-Traded Managed Fund
b. X Index Fund
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?  Yes X No
2. Exclusively for the fund?  Yes X No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.01509999
2. After Fund fees and expenses (i.e., net asset value):
-0.08856999
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.44305038
2. After Fund fees and expenses (i.e., net asset value):
0.44311911

c.   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark
d.   Interval Fund
e.   Fund of Funds
f.   Master-Feeder Fund
g.   Money Market Fund
h.   Target Date Fund
i.   Underlying fund to a variable annuity or variable life insurance contract
  N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?   Yes X No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?   Yes X No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions?   Yes X No
b. Did the Fund lend any of its securities during the reporting period?   Yes X No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?   Yes   No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?   Yes   No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?   Yes   No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):   i. Revenue sharing split
  ii. Non-revenue sharing split (other than administrative fee)
  iii. Administrative fee
  iv. Cash collateral reinvestment fee
  v. Indemnification fee
  vi. Other
X N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

0.00000000

g. Provide the net income from securities lending activities

0.00000000


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)   a. Rule 10f-3 (17 CFR 270.10f-3)
X b. Rule 12d1-1 (17 CFR 270.12d1-1)
  c. Rule 15a-4 (17 CFR 270.15a-4)
  d. Rule 17a-6 (17 CFR 270.17a-6)
X e. Rule 17a-7 (17 CFR 270.17a-7)
  f. Rule 17a-8 (17 CFR 270.17a-8)
  g. Rule 17e-1 (17 CFR 270.17e-1)
  h. Rule 22d-1 (17 CFR 270.22d-1)
  i. Rule 23c-1 (17 CFR 270.23c-1)
X j. Rule 32a-4 (17 CFR 270.32a-4)
  N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period?   Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?   Yes X No
c. Are the fees waived subject to recoupment?   Yes X No
d. Were any expenses previously waived recouped during the period?   Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc.
ii. SEC file number ( e.g., 801- )

801-11953

iii.CRD number
000105958
iv. LEI, if any

5493002789CX3L0CJP65

v. State, if applicable
PENNSYLVANIA
vi. Foreign country, if applicable
UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?   Yes X No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
ii. SEC file number ( e.g., 801- ), if applicable

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?   Yes   No
viii. Was the sub-adviser hired during the reporting period?   Yes   No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii.SEC file number ( e.g., 84- or 85- )

084-00772

iii. LEI, if any

5493002789CX3L0CJP65

iv. State, if applicable
PENNSYLVANIA
v. Foreign country, if applicable
UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vii. Is the transfer agent a sub-transfer agent?   Yes X No
b. Has a transfer agent been hired or terminated during the reporting period?   Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Markit North America INC
ii. LEI, if any, or provide and describe other identifying number

13-4153988

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 2
i. Full name
ICE Data Pricing and Refernce Data LLC
ii. LEI, if any, or provide and describe other identifying number

13-36687789

Description of other identifying number

TIN

iii. State, if applicable
NEW JERSEY
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 3
i. Full name
ITG Analytics Inc
ii. LEI, if any, or provide and describe other identifying number

41-2190282

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 4
i. Full name
Markit Group Limited
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 5
i. Full name
JPMorgan Chase Bank
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97

Description of other identifying number

iii. State, if applicable
OHIO
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 6
i. Full name
Refinitiv US LLC
ii. LEI, if any, or provide and describe other identifying number

20-4530702

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 7
i. Full name
Bloomberg Finance LP
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12

Description of other identifying number

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
b. Was a pricing service hired or terminated during the reporting period?   Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA
ii. LEI, if any

7H6GLXDRUGQFU57RNE97

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?   Yes X No
vi. Is the custodian a sub-custodian?   Yes X No
vii. With respect to the custodian, check below to indicate the type of custody: X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
  2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
  3.Self - rule 17f-2 (17 CFR 270.17f-2)
  4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
  5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
  6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
  7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
  8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
  9.Other

b. Has a custodian been hired or terminated during the reporting period?*   Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?   Yes X No
b. Has a shareholder servicing agent been hired or terminated during the reporting period?   Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the administrator a sub-administrator?   Yes X No
b.Has a third-party administrator been hired or terminated during the reporting period?   Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

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

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

0.00000000


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
VANGUARD MARKET LIQUIDITY FUND
ii. SEC file number

N/A

iii. CRD number
N/A
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78

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

13,933,650,559.28000100

Principal Transactions Record: 2
i. Full name of dealer
Wells Fargo Securities, LLC
ii. SEC file number

008-22947

iii. CRD number
000007665
iv. LEI, if any

VYVVCKR63DVZZN70PB21

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

1,702,683,986.38000010

Principal Transactions Record: 3
i. Full name of dealer
BARCLAYS CAPITAL INC.
ii. SEC file number

008-41342

iii. CRD number
000019714
iv. LEI, if any

AC28XWWI3WIBK2824319

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

2,235,109,507.55999990

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc.
ii. SEC file number

008-08177

iii. CRD number
000007059
iv. LEI, if any

MBNUM2BPBDO7JBLYG310

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

2,752,168,613.79000000

Principal Transactions Record: 5
i. Full name of dealer
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

5,299,998,229.94000050

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

008-00422

iii. CRD number
000000816
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46

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

1,892,652,845.64999990

Principal Transactions Record: 7
i. Full name of dealer
Daiwa Capital Markets America Inc.
ii. SEC file number

008-12242

iii. CRD number
000001576
iv. LEI, if any

M67H5PRC0NQKM73ZAS82

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

3,663,248,969.30999990

Principal Transactions Record: 8
i. Full name of dealer
VANGUARD INTERMEDIATE-TERM BOND INDEX FUND
ii. SEC file number

N/A

iii. CRD number
N/A
iv. LEI, if any

88SDBTPMKCC30PH6VU70

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

7,377,023,103.07999990

Principal Transactions Record: 9
i. Full name of dealer
Morgan Stanley & Co. LLC
ii. SEC file number

008-15869

iii. CRD number
000008209
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078

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

1,928,000,964.00000000

Principal Transactions Record: 10
i. Full name of dealer
BNP Paribas Securities Corp.
ii. SEC file number

008-32682

iii. CRD number
000015794
iv. LEI, if any

RCNB6OTYUAMMP879YW96

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

4,206,162,161.67000010

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

57,745,376,212.70998400


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?   Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

49,056,940,077.81499500

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

0.00000000


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?X Yes   No
If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? X Committed   Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
The Toronto-Dominion Bank New York Branch
Line Institutions Record: 2
Name of institution
State Street Bank and Trust Company
Line Institutions Record: 3
Name of institution
Citibank, N.A.
Line Institutions Record: 4
Name of institution
Bank of Montreal, Chicago Branch
Line Institutions Record: 5
Name of institution
Royal Bank of Canada
Line Institutions Record: 6
Name of institution
BNP Paribas
Line Institutions Record: 7
Name of institution
PNC Bank, National Association
Line Institutions Record: 8
Name of institution
HSBC Bank USA, N.A.
Line Institutions Record: 9
Name of institution
Bank of America, N.A.
Line Institutions Record: 10
Name of institution
Societe Generale
Line Institutions Record: 11
Name of institution
The Bank of Nova Scotia, Houston Branch
Line Institutions Record: 12
Name of institution
JPMorgan Chase Bank, N.A.
Line Institutions Record: 13
Name of institution
Wells Fargo Bank, National Association
Line Institutions Record: 14
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch
Line Institutions Record: 15
Name of institution
Brown Brothers Harriman & Co.
Line Institutions Record: 16
Name of institution
Barclays Bank plc
Line Institutions Record: 17
Name of institution
The Bank of New York Mellon
Line Institutions Record: 18
Name of institution
Credit Suisse AG, New York Branch
Line Institutions Record: 19
Name of institution
Goldman Sachs Bank USA
Line Institutions Record: 20
Name of institution
Morgan Stanley Bank, N.A.
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?   Sole X Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard Total Bond Market II Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 2
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 3
Name of fund
Vanguard Long-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 4
Name of fund
Vanguard Balanced Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 5
Name of fund
Vanguard Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 6
Name of fund
Vanguard Total International Stock Index Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 7
Name of fund
Vanguard Convertible Securities Fund
SEC File number( e.g., 811- )
811-04627
Shared Credit Users Record: 8
Name of fund
Vanguard Capital Opportunity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 9
Name of fund
Vanguard Short-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 10
Name of fund
Vanguard Mega Cap Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 11
Name of fund
Vanguard Total Bond Market Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 12
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 13
Name of fund
Vanguard Federal Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 14
Name of fund
Vanguard Prime Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 15
Name of fund
Vanguard High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 16
Name of fund
Vanguard International Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 17
Name of fund
Vanguard Wellington Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 18
Name of fund
Vanguard Strategic Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 19
Name of fund
Vanguard FTSE Social Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 20
Name of fund
Vanguard Global Capital Cycles Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 21
Name of fund
Vanguard Total World Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 22
Name of fund
Vanguard Mid-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 23
Name of fund
Vanguard Equity Income Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 24
Name of fund
Vanguard Total International Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 25
Name of fund
Vanguard Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 26
Name of fund
Vanguard Explorer Fund
SEC File number( e.g., 811- )
811-01530
Shared Credit Users Record: 27
Name of fund
Vanguard U.S. Multifactor Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 28
Name of fund
Vanguard GNMA Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 29
Name of fund
Vanguard Utilities Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 30
Name of fund
Vanguard Large-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 31
Name of fund
Vanguard Extended Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 32
Name of fund
Vanguard Institutional Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 33
Name of fund
Vanguard Russell 2000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 34
Name of fund
Vanguard Russell 1000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 35
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 36
Name of fund
Vanguard Market Neutral Fund
SEC File number( e.g., 811- )
811-22114
Shared Credit Users Record: 37
Name of fund
Vanguard Global Minimum Volatility Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 38
Name of fund
Vanguard Tax-Managed Balanced Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 39
Name of fund
Vanguard Equity Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 40
Name of fund
Vanguard Municipal Money Market Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 41
Name of fund
Vanguard Institutional Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 42
Name of fund
Vanguard Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 43
Name of fund
Vanguard Treasury Money Market Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 44
Name of fund
Vanguard LifeStrategy Conservative Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 45
Name of fund
Vanguard Windsor Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 46
Name of fund
Vanguard Global Bond Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 47
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 48
Name of fund
Vanguard Extended Duration Treasury Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 49
Name of fund
Vanguard U.S. Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 50
Name of fund
Vanguard LifeStrategy Income Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 51
Name of fund
Vanguard Tax-Managed Small-Cap Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 52
Name of fund
Vanguard Managed Payout Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 53
Name of fund
Vanguard Intermediate-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 54
Name of fund
Vanguard Diversified Value Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 55
Name of fund
Vanguard Inflation-Protected Securities Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 56
Name of fund
Vanguard Energy Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 57
Name of fund
Vanguard Russell 3000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 58
Name of fund
Vanguard Selected Value Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 59
Name of fund
Vanguard New York Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 60
Name of fund
Vanguard Institutional Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 61
Name of fund
Vanguard Institutional Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 62
Name of fund
Vanguard Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 63
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 64
Name of fund
Vanguard Institutional Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 65
Name of fund
Vanguard Global Wellington Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 66
Name of fund
Vanguard Total Bond Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 67
Name of fund
Vanguard Russell 1000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 68
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 69
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 70
Name of fund
Vanguard California Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 71
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 72
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 73
Name of fund
Vanguard Mid-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 74
Name of fund
Vanguard High-Yield Corporate Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 75
Name of fund
Vanguard New Jersey Municipal Money Market Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 76
Name of fund
Vanguard Dividend Growth Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 77
Name of fund
Vanguard Consumer Discretionary Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 78
Name of fund
Vanguard Emerging Markets Government Bond Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 79
Name of fund
Vanguard High-Yield Bond Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 80
Name of fund
Vanguard Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 81
Name of fund
Vanguard Global Wellesley Income Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 82
Name of fund
Vanguard Developed Markets Index Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 83
Name of fund
Vanguard Windsor II Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 84
Name of fund
Vanguard Total Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 85
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 86
Name of fund
Vanguard Money Market Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 87
Name of fund
Vanguard Financials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 88
Name of fund
Vanguard Explorer Value Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 89
Name of fund
Vanguard Institutional Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 90
Name of fund
Vanguard European Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 91
Name of fund
Vanguard Limited-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 92
Name of fund
Vanguard Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 93
Name of fund
Vanguard Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 94
Name of fund
Vanguard Industrials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 95
Name of fund
Vanguard Growth and Income Fund
SEC File number( e.g., 811- )
811-04526
Shared Credit Users Record: 96
Name of fund
Vanguard Russell 2000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 97
Name of fund
Vanguard Ultra-Short-Term Bond Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 98
Name of fund
Vanguard Institutional Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 99
Name of fund
Vanguard Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 100
Name of fund
Vanguard Capital Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 101
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 102
Name of fund
Vanguard Health Care Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 103
Name of fund
Vanguard U.S. Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 104
Name of fund
Vanguard Wellesley Income Fund
SEC File number( e.g., 811- )
811-01766
Shared Credit Users Record: 105
Name of fund
Vanguard S&P 500 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 106
Name of fund
Vanguard Institutional Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 107
Name of fund
Vanguard Tax-Exempt Bond Index Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 108
Name of fund
Vanguard Emerging Markets Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 109
Name of fund
Vanguard Mid-Cap Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 110
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 111
Name of fund
Vanguard Energy Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 112
Name of fund
Vanguard Short-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 113
Name of fund
Vanguard Institutional Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 114
Name of fund
Vanguard Capital Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 115
Name of fund
Vanguard Diversified Equity Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 116
Name of fund
Vanguard Intermediate-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 117
Name of fund
Vanguard PRIMECAP Core Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 118
Name of fund
Vanguard Small Company Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 119
Name of fund
Vanguard Real Estate Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 120
Name of fund
Vanguard Emerging Markets Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 121
Name of fund
Vanguard Mortgage-Backed Securities Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 122
Name of fund
Vanguard Consumer Staples Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 123
Name of fund
Vanguard Institutional Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 124
Name of fund
Vanguard Intermediate-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 125
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 126
Name of fund
Vanguard Short-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 127
Name of fund
Vanguard Emerging Markets Select Stock Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 128
Name of fund
Vanguard Global Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 129
Name of fund
Vanguard Alternative Strategies Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 130
Name of fund
Vanguard Morgan Growth Fund
SEC File number( e.g., 811- )
811-01685
Shared Credit Users Record: 131
Name of fund
Vanguard Real Estate II Index Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 132
Name of fund
Vanguard Conservative Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 133
Name of fund
Vanguard Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 134
Name of fund
Vanguard Materials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 135
Name of fund
Vanguard Core Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 136
Name of fund
Vanguard Mega Cap Growth Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 137
Name of fund
Vanguard International Value Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 138
Name of fund
Vanguard FTSE All-World ex-US Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 139
Name of fund
Vanguard International Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 140
Name of fund
Vanguard Equity Income Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 141
Name of fund
Vanguard Moderate Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 142
Name of fund
Vanguard Strategic Small-Cap Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 143
Name of fund
Vanguard Pacific Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 144
Name of fund
Vanguard Russell 2000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 145
Name of fund
Vanguard Municipal Cash Management Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 146
Name of fund
Vanguard Total International Bond Index Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 147
Name of fund
Vanguard Institutional Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 148
Name of fund
Vanguard Institutional Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 149
Name of fund
Vanguard Information Technology Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 150
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 151
Name of fund
Vanguard 500 Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 152
Name of fund
Vanguard Small-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 153
Name of fund
Vanguard Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 154
Name of fund
Vanguard Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 155
Name of fund
Vanguard S&P 500 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 156
Name of fund
Vanguard Institutional Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 157
Name of fund
Vanguard Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 158
Name of fund
Vanguard Institutional Short-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 159
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 160
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 161
Name of fund
Vanguard Health Care Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 162
Name of fund
Vanguard Short-Term Investment-Grade Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 163
Name of fund
Vanguard Long-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 164
Name of fund
Vanguard Small-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 165
Name of fund
Vanguard Balanced Index Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 166
Name of fund
Vanguard California Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 167
Name of fund
Vanguard Communication Services Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 168
Name of fund
Vanguard STAR Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 169
Name of fund
Vanguard Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 170
Name of fund
Vanguard LifeStrategy Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 171
Name of fund
Vanguard Small-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 172
Name of fund
Vanguard Long-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 173
Name of fund
Vanguard Russell 1000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 174
Name of fund
Vanguard International Explorer Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 175
Name of fund
Vanguard Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 176
Name of fund
Vanguard Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 177
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-06083
Shared Credit Users Record: 178
Name of fund
Vanguard Mega Cap Value Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 179
Name of fund
Vanguard Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 180
Name of fund
Vanguard International Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 181
Name of fund
Vanguard Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 182
Name of fund
Vanguard PRIMECAP Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 183
Name of fund
Vanguard Mid-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 184
Name of fund
Vanguard Short-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 185
Name of fund
Vanguard Long-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 186
Name of fund
Vanguard Long-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 187
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 188
Name of fund
Vanguard LifeStrategy Moderate Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 189
Name of fund
Vanguard Real Estate Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 190
Name of fund
Vanguard Short-Term Federal Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 191
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 192
Name of fund
Vanguard Massachusetts Tax-Exempt Fund
SEC File number( e.g., 811- )
811-09005
Shared Credit Users Record: 193
Name of fund
Vanguard Market Liquidity Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 194
Name of fund
Vanguard Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 195
Name of fund
Vanguard S&P Small-Cap 600 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 196
Name of fund
Vanguard High-Yield Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 197
Name of fund
Vanguard Mid-Cap Growth Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 198
Name of fund
Vanguard International High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 199
Name of fund
Vanguard Institutional Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 200
Name of fund
Vanguard ESG International Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 201
Name of fund
Vanguard Total Corporate Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 202
Name of fund
Vanguard ESG U.S. Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 203
Name of fund
Vanguard Global Credit Bond Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 204
Name of fund
Vanguard U.S. Minimum Volatility ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 205
Name of fund
Vanguard U.S. Momentum Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 206
Name of fund
Vanguard Short-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 207
Name of fund
Vanguard Total World Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 208
Name of fund
Vanguard U.S. Multifactor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 209
Name of fund
Vanguard U.S. Value Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 210
Name of fund
Vanguard U.S. Liquidity Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 211
Name of fund
Vanguard U.S. Quality Factor ETF
SEC File number( e.g., 811- )
811-00121
v. Did the Fund draw on the line of credit this period?   Yes X No

b. Did the Fund engage in interfund lending?   Yes X No

c.Did the Fund engage in interfund borrowing?   Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?   Yes   No
Management Investment Record: 5

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD LONG-TERM BOND INDEX FUND

b. Series identication number, if any

S000002562

c. LEI

YR27VTYY4DXT8BLRVZ12

d. Is this the first filing on this form by the Fund?   Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

4

b. How many new Classes of shares of the Fund were added during the reporting period?

0

c. How many Classes of shares of the Fund were terminated during the reporting period?

1

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Institutional Shares
ii. Class identification number, if any

C000024522

iii. Ticker symbol, if any

VBLLX

Shares Outstanding Record: 2
i. Full name of Class
ETF Shares
ii. Class identification number, if any

C000046842

iii. Ticker symbol, if any

BLV

Shares Outstanding Record: 3
i. Full name of Class
Institutional Plus Shares
ii. Class identification number, if any

C000105309

iii. Ticker symbol, if any

VBLIX

Shares Outstanding Record: 4
i. Full name of Class
Admiral Shares
ii. Class identification number, if any

C000209800

iii. Ticker symbol, if any

VBLAX


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund
i. X Exchange-Traded Fund
ii.   Exchange-Traded Managed Fund
b. X Index Fund
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?  Yes X No
2. Exclusively for the fund?  Yes X No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.42023000
2. After Fund fees and expenses (i.e., net asset value):
-0.50362000
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
2.85598387
2. After Fund fees and expenses (i.e., net asset value):
2.85616114

c.   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark
d.   Interval Fund
e.   Fund of Funds
f.   Master-Feeder Fund
g.   Money Market Fund
h.   Target Date Fund
i.   Underlying fund to a variable annuity or variable life insurance contract
  N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?   Yes X No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?   Yes X No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions?   Yes X No
b. Did the Fund lend any of its securities during the reporting period?   Yes X No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?   Yes   No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?   Yes   No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?   Yes   No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):   i. Revenue sharing split
  ii. Non-revenue sharing split (other than administrative fee)
  iii. Administrative fee
  iv. Cash collateral reinvestment fee
  v. Indemnification fee
  vi. Other
X N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

0.00000000

g. Provide the net income from securities lending activities

0.00000000


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)   a. Rule 10f-3 (17 CFR 270.10f-3)
X b. Rule 12d1-1 (17 CFR 270.12d1-1)
  c. Rule 15a-4 (17 CFR 270.15a-4)
  d. Rule 17a-6 (17 CFR 270.17a-6)
X e. Rule 17a-7 (17 CFR 270.17a-7)
  f. Rule 17a-8 (17 CFR 270.17a-8)
  g. Rule 17e-1 (17 CFR 270.17e-1)
  h. Rule 22d-1 (17 CFR 270.22d-1)
  i. Rule 23c-1 (17 CFR 270.23c-1)
X j. Rule 32a-4 (17 CFR 270.32a-4)
  N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period?   Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?   Yes X No
c. Are the fees waived subject to recoupment?   Yes X No
d. Were any expenses previously waived recouped during the period?   Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc.
ii. SEC file number ( e.g., 801- )

801-11953

iii.CRD number
000105958
iv. LEI, if any

5493002789CX3L0CJP65

v. State, if applicable
PENNSYLVANIA
vi. Foreign country, if applicable
UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?   Yes X No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
ii. SEC file number ( e.g., 801- ), if applicable

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?   Yes   No
viii. Was the sub-adviser hired during the reporting period?   Yes   No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii.SEC file number ( e.g., 84- or 85- )

084-00772

iii. LEI, if any

5493002789CX3L0CJP65

iv. State, if applicable
PENNSYLVANIA
v. Foreign country, if applicable
UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vii. Is the transfer agent a sub-transfer agent?   Yes X No
b. Has a transfer agent been hired or terminated during the reporting period?   Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US LLC
ii. LEI, if any, or provide and describe other identifying number

20-4530702

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 2
i. Full name
Markit Group Limited
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 3
i. Full name
ITG Analytics Inc
ii. LEI, if any, or provide and describe other identifying number

41-2190282

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 4
i. Full name
Bloomberg Finance LP
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12

Description of other identifying number

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 5
i. Full name
ICE Data Pricing and Refernce Data LLC
ii. LEI, if any, or provide and describe other identifying number

13-36687789

Description of other identifying number

TIN

iii. State, if applicable
NEW JERSEY
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 6
i. Full name
Markit North America INC
ii. LEI, if any, or provide and describe other identifying number

13-4153988

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 7
i. Full name
JPMorgan Chase Bank
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97

Description of other identifying number

iii. State, if applicable
OHIO
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
b. Was a pricing service hired or terminated during the reporting period?   Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA
ii. LEI, if any

7H6GLXDRUGQFU57RNE97

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?   Yes X No
vi. Is the custodian a sub-custodian?   Yes X No
vii. With respect to the custodian, check below to indicate the type of custody: X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
  2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
  3.Self - rule 17f-2 (17 CFR 270.17f-2)
  4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
  5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
  6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
  7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
  8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
  9.Other
Custodians Record: 2
i. Full name
Euroclear
ii. LEI, if any

549300OZ46BRLZ8Y6F65

iii. State, if applicable
iv. Foreign country, if applicable
BELGIUM
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?   Yes X No
vi. Is the custodian a sub-custodian? X Yes   No
vii. With respect to the custodian, check below to indicate the type of custody:   1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
  2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
  3.Self - rule 17f-2 (17 CFR 270.17f-2)
  4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
  5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
  6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
X 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
  8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
  9.Other

b. Has a custodian been hired or terminated during the reporting period?*   Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?   Yes X No
b. Has a shareholder servicing agent been hired or terminated during the reporting period?   Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the administrator a sub-administrator?   Yes X No
b.Has a third-party administrator been hired or terminated during the reporting period?   Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

522.79999999

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

522.79999999


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

1,739,881,478.63000010

Principal Transactions Record: 2
i. Full name of dealer
Morgan Stanley & Co. LLC
ii. SEC file number

008-15869

iii. CRD number
000008209
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078

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

911,518,093.67000008

Principal Transactions Record: 3
i. Full name of dealer
BARCLAYS CAPITAL INC.
ii. SEC file number

008-41342

iii. CRD number
000019714
iv. LEI, if any

AC28XWWI3WIBK2824319

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

414,355,040.67999995

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

N/A

iii. CRD number
N/A
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78

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

2,147,860,132.88000010

Principal Transactions Record: 5
i. Full name of dealer
SG Americas Securities, LLC
ii. SEC file number

008-66125

iii. CRD number
000128351
iv. LEI, if any

549300F35UE0BOM1WJ55

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

427,644,558.80000001

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

008-07221

iii. CRD number
000007691
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81

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

665,812,177.92999995

Principal Transactions Record: 7
i. Full name of dealer
J.P. Morgan Securities LLC
ii. SEC file number

008-35008

iii. CRD number
000000079
iv. LEI, if any

ZBUT11V806EZRVTWT807

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

529,738,721.81000006

Principal Transactions Record: 8
i. Full name of dealer
HSBC SECURITIES (USA) INC.
ii. SEC file number

008-41562

iii. CRD number
000019585
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97

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

361,445,251.44000000

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

008-08177

iii. CRD number
000007059
iv. LEI, if any

MBNUM2BPBDO7JBLYG310

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

468,911,923.32000005

Principal Transactions Record: 10
i. Full name of dealer
VANGUARD TOTAL BOND MARKET II INDEX FUND
ii. SEC file number

N/A

iii. CRD number
N/A
iv. LEI, if any

E3F24BZCDA1UXGFMYX67

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

718,155,076.68000007

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

11,429,821,396.42000000


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?   Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

12,093,639,451.32583400

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

0.00000000


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?X Yes   No
If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? X Committed   Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
JPMorgan Chase Bank, N.A.
Line Institutions Record: 2
Name of institution
HSBC Bank USA, N.A.
Line Institutions Record: 3
Name of institution
Citibank, N.A.
Line Institutions Record: 4
Name of institution
State Street Bank and Trust Company
Line Institutions Record: 5
Name of institution
Brown Brothers Harriman & Co.
Line Institutions Record: 6
Name of institution
Wells Fargo Bank, National Association
Line Institutions Record: 7
Name of institution
PNC Bank, National Association
Line Institutions Record: 8
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch
Line Institutions Record: 9
Name of institution
Morgan Stanley Bank, N.A.
Line Institutions Record: 10
Name of institution
Bank of America, N.A.
Line Institutions Record: 11
Name of institution
Barclays Bank plc
Line Institutions Record: 12
Name of institution
Goldman Sachs Bank USA
Line Institutions Record: 13
Name of institution
The Bank of New York Mellon
Line Institutions Record: 14
Name of institution
The Toronto-Dominion Bank New York Branch
Line Institutions Record: 15
Name of institution
Royal Bank of Canada
Line Institutions Record: 16
Name of institution
Societe Generale
Line Institutions Record: 17
Name of institution
BNP Paribas
Line Institutions Record: 18
Name of institution
The Bank of Nova Scotia, Houston Branch
Line Institutions Record: 19
Name of institution
Credit Suisse AG, New York Branch
Line Institutions Record: 20
Name of institution
Bank of Montreal, Chicago Branch
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?   Sole X Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard Massachusetts Tax-Exempt Fund
SEC File number( e.g., 811- )
811-09005
Shared Credit Users Record: 2
Name of fund
Vanguard Consumer Discretionary Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 3
Name of fund
Vanguard Mid-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 4
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 5
Name of fund
Vanguard Long-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 6
Name of fund
Vanguard Morgan Growth Fund
SEC File number( e.g., 811- )
811-01685
Shared Credit Users Record: 7
Name of fund
Vanguard International Value Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 8
Name of fund
Vanguard Russell 2000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 9
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 10
Name of fund
Vanguard Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 11
Name of fund
Vanguard Institutional Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 12
Name of fund
Vanguard Russell 1000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 13
Name of fund
Vanguard International High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 14
Name of fund
Vanguard Total Bond Market Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 15
Name of fund
Vanguard Global Wellington Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 16
Name of fund
Vanguard Global Bond Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 17
Name of fund
Vanguard European Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 18
Name of fund
Vanguard Institutional Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 19
Name of fund
Vanguard Strategic Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 20
Name of fund
Vanguard High-Yield Corporate Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 21
Name of fund
Vanguard Emerging Markets Government Bond Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 22
Name of fund
Vanguard Balanced Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 23
Name of fund
Vanguard Inflation-Protected Securities Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 24
Name of fund
Vanguard Mega Cap Value Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 25
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 26
Name of fund
Vanguard Moderate Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 27
Name of fund
Vanguard Balanced Index Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 28
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 29
Name of fund
Vanguard Short-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 30
Name of fund
Vanguard Extended Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 31
Name of fund
Vanguard International Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 32
Name of fund
Vanguard Utilities Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 33
Name of fund
Vanguard Alternative Strategies Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 34
Name of fund
Vanguard Money Market Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 35
Name of fund
Vanguard Wellington Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 36
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 37
Name of fund
Vanguard Financials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 38
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 39
Name of fund
Vanguard Consumer Staples Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 40
Name of fund
Vanguard Intermediate-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 41
Name of fund
Vanguard Convertible Securities Fund
SEC File number( e.g., 811- )
811-04627
Shared Credit Users Record: 42
Name of fund
Vanguard Short-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 43
Name of fund
Vanguard Mid-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 44
Name of fund
Vanguard Health Care Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 45
Name of fund
Vanguard High-Yield Bond Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 46
Name of fund
Vanguard Developed Markets Index Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 47
Name of fund
Vanguard PRIMECAP Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 48
Name of fund
Vanguard Small Company Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 49
Name of fund
Vanguard 500 Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 50
Name of fund
Vanguard Small-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 51
Name of fund
Vanguard U.S. Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 52
Name of fund
Vanguard Mid-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 53
Name of fund
Vanguard Long-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 54
Name of fund
Vanguard Long-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 55
Name of fund
Vanguard Market Liquidity Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 56
Name of fund
Vanguard Real Estate Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 57
Name of fund
Vanguard Selected Value Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 58
Name of fund
Vanguard Managed Payout Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 59
Name of fund
Vanguard High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 60
Name of fund
Vanguard Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 61
Name of fund
Vanguard Energy Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 62
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 63
Name of fund
Vanguard Global Wellesley Income Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 64
Name of fund
Vanguard Institutional Short-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 65
Name of fund
Vanguard Russell 1000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 66
Name of fund
Vanguard Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 67
Name of fund
Vanguard Small-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 68
Name of fund
Vanguard Small-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 69
Name of fund
Vanguard Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 70
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-06083
Shared Credit Users Record: 71
Name of fund
Vanguard Mega Cap Growth Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 72
Name of fund
Vanguard Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 73
Name of fund
Vanguard Capital Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 74
Name of fund
Vanguard Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 75
Name of fund
Vanguard Ultra-Short-Term Bond Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 76
Name of fund
Vanguard S&P Small-Cap 600 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 77
Name of fund
Vanguard Windsor Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 78
Name of fund
Vanguard Institutional Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 79
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 80
Name of fund
Vanguard Diversified Equity Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 81
Name of fund
Vanguard STAR Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 82
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 83
Name of fund
Vanguard Treasury Money Market Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 84
Name of fund
Vanguard Total Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 85
Name of fund
Vanguard GNMA Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 86
Name of fund
Vanguard Short-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 87
Name of fund
Vanguard S&P 500 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 88
Name of fund
Vanguard Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 89
Name of fund
Vanguard LifeStrategy Conservative Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 90
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 91
Name of fund
Vanguard Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 92
Name of fund
Vanguard Equity Income Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 93
Name of fund
Vanguard Wellesley Income Fund
SEC File number( e.g., 811- )
811-01766
Shared Credit Users Record: 94
Name of fund
Vanguard Dividend Growth Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 95
Name of fund
Vanguard Explorer Value Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 96
Name of fund
Vanguard Total International Bond Index Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 97
Name of fund
Vanguard Windsor II Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 98
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 99
Name of fund
Vanguard Emerging Markets Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 100
Name of fund
Vanguard New York Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 101
Name of fund
Vanguard Strategic Small-Cap Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 102
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 103
Name of fund
Vanguard Conservative Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 104
Name of fund
Vanguard Communication Services Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 105
Name of fund
Vanguard Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 106
Name of fund
Vanguard Capital Opportunity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 107
Name of fund
Vanguard Global Minimum Volatility Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 108
Name of fund
Vanguard Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 109
Name of fund
Vanguard Mid-Cap Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 110
Name of fund
Vanguard U.S. Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 111
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 112
Name of fund
Vanguard Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 113
Name of fund
Vanguard Short-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 114
Name of fund
Vanguard Emerging Markets Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 115
Name of fund
Vanguard Pacific Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 116
Name of fund
Vanguard Russell 2000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 117
Name of fund
Vanguard Federal Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 118
Name of fund
Vanguard U.S. Multifactor Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 119
Name of fund
Vanguard Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 120
Name of fund
Vanguard Mortgage-Backed Securities Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 121
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 122
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 123
Name of fund
Vanguard Municipal Cash Management Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 124
Name of fund
Vanguard Short-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 125
Name of fund
Vanguard Total International Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 126
Name of fund
Vanguard Prime Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 127
Name of fund
Vanguard Real Estate Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 128
Name of fund
Vanguard Institutional Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 129
Name of fund
Vanguard Russell 1000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 130
Name of fund
Vanguard Equity Income Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 131
Name of fund
Vanguard LifeStrategy Moderate Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 132
Name of fund
Vanguard Growth and Income Fund
SEC File number( e.g., 811- )
811-04526
Shared Credit Users Record: 133
Name of fund
Vanguard Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 134
Name of fund
Vanguard Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 135
Name of fund
Vanguard Information Technology Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 136
Name of fund
Vanguard Health Care Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 137
Name of fund
Vanguard California Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 138
Name of fund
Vanguard Municipal Money Market Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 139
Name of fund
Vanguard Mid-Cap Growth Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 140
Name of fund
Vanguard Tax-Exempt Bond Index Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 141
Name of fund
Vanguard Russell 2000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 142
Name of fund
Vanguard Diversified Value Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 143
Name of fund
Vanguard Institutional Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 144
Name of fund
Vanguard Total Bond Market II Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 145
Name of fund
Vanguard Large-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 146
Name of fund
Vanguard Intermediate-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 147
Name of fund
Vanguard S&P 500 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 148
Name of fund
Vanguard Institutional Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 149
Name of fund
Vanguard FTSE Social Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 150
Name of fund
Vanguard Emerging Markets Select Stock Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 151
Name of fund
Vanguard Global Capital Cycles Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 152
Name of fund
Vanguard Tax-Managed Small-Cap Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 153
Name of fund
Vanguard Institutional Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 154
Name of fund
Vanguard Russell 3000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 155
Name of fund
Vanguard New Jersey Municipal Money Market Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 156
Name of fund
Vanguard Global Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 157
Name of fund
Vanguard Total World Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 158
Name of fund
Vanguard Explorer Fund
SEC File number( e.g., 811- )
811-01530
Shared Credit Users Record: 159
Name of fund
Vanguard Capital Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 160
Name of fund
Vanguard FTSE All-World ex-US Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 161
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 162
Name of fund
Vanguard Short-Term Investment-Grade Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 163
Name of fund
Vanguard Materials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 164
Name of fund
Vanguard Long-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 165
Name of fund
Vanguard Institutional Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 166
Name of fund
Vanguard Intermediate-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 167
Name of fund
Vanguard Equity Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 168
Name of fund
Vanguard Total Bond Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 169
Name of fund
Vanguard High-Yield Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 170
Name of fund
Vanguard Core Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 171
Name of fund
Vanguard International Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 172
Name of fund
Vanguard Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 173
Name of fund
Vanguard Tax-Managed Balanced Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 174
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 175
Name of fund
Vanguard Mega Cap Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 176
Name of fund
Vanguard Market Neutral Fund
SEC File number( e.g., 811- )
811-22114
Shared Credit Users Record: 177
Name of fund
Vanguard Short-Term Federal Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 178
Name of fund
Vanguard Institutional Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 179
Name of fund
Vanguard Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 180
Name of fund
Vanguard Energy Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 181
Name of fund
Vanguard Extended Duration Treasury Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 182
Name of fund
Vanguard Total International Stock Index Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 183
Name of fund
Vanguard California Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 184
Name of fund
Vanguard Limited-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 185
Name of fund
Vanguard Institutional Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 186
Name of fund
Vanguard LifeStrategy Income Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 187
Name of fund
Vanguard PRIMECAP Core Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 188
Name of fund
Vanguard Institutional Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 189
Name of fund
Vanguard LifeStrategy Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 190
Name of fund
Vanguard Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 191
Name of fund
Vanguard Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 192
Name of fund
Vanguard Institutional Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 193
Name of fund
Vanguard International Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 194
Name of fund
Vanguard Industrials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 195
Name of fund
Vanguard Real Estate II Index Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 196
Name of fund
Vanguard Institutional Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 197
Name of fund
Vanguard International Explorer Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 198
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 199
Name of fund
Vanguard Institutional Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 200
Name of fund
Vanguard U.S. Value Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 201
Name of fund
Vanguard ESG U.S. Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 202
Name of fund
Vanguard ESG International Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 203
Name of fund
Vanguard U.S. Minimum Volatility ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 204
Name of fund
Vanguard U.S. Liquidity Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 205
Name of fund
Vanguard Short-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 206
Name of fund
Vanguard U.S. Quality Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 207
Name of fund
Vanguard Total World Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 208
Name of fund
Vanguard U.S. Momentum Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 209
Name of fund
Vanguard Global Credit Bond Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 210
Name of fund
Vanguard U.S. Multifactor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 211
Name of fund
Vanguard Total Corporate Bond ETF
SEC File number( e.g., 811- )
811-07803
v. Did the Fund draw on the line of credit this period?   Yes X No

b. Did the Fund engage in interfund lending?   Yes X No

c.Did the Fund engage in interfund borrowing?   Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?   Yes   No
Management Investment Record: 6

Item C.1. Background information.

a. Full Name of the Fund

VANGUARD TOTAL BOND MARKET INDEX FUND

b. Series identication number, if any

S000002564

c. LEI

CIJB0QNLPT2SSWMJ5W92

d. Is this the first filing on this form by the Fund?   Yes X No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

6

b. How many new Classes of shares of the Fund were added during the reporting period?

0

c. How many Classes of shares of the Fund were terminated during the reporting period?

0

d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class
Investor Shares
ii. Class identification number, if any

C000007062

iii. Ticker symbol, if any

VBMFX

Shares Outstanding Record: 2
i. Full name of Class
Institutional Shares
ii. Class identification number, if any

C000007064

iii. Ticker symbol, if any

VBTIX

Shares Outstanding Record: 3
i. Full name of Class
Admiral Shares
ii. Class identification number, if any

C000007063

iii. Ticker symbol, if any

VBTLX

Shares Outstanding Record: 4
i. Full name of Class
ETF Shares
ii. Class identification number, if any

C000046844

iii. Ticker symbol, if any

BND

Shares Outstanding Record: 5
i. Full name of Class
Institutional Plus Shares
ii. Class identification number, if any

C000081425

iii. Ticker symbol, if any

VBMPX

Shares Outstanding Record: 6
i. Full name of Class
Institutional Select Shares
ii. Class identification number, if any

C000170279

iii. Ticker symbol, if any

VTBSX


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund
i. X Exchange-Traded Fund
ii.   Exchange-Traded Managed Fund
b. X Index Fund
i. Is the index whose performance the Fund tracks, constructed:
1. By an affiliated person of the fund?  Yes X No
2. Exclusively for the fund?  Yes X No
ii. Provide the annualized difference between the Fund's total return during the reporting period and the index's return during the reporting period (i.e., the Fund's total return less the index's return):
1. Before Fund fees and expenses:
-0.11678000
2. After Fund fees and expenses (i.e., net asset value):
-0.16028000
iii. Provide the annualized standard deviation of the daily difference between the Fund's total return and the index's return during the reporting period:
1. Before Fund fees and expenses:
0.91122153
2. After Fund fees and expenses (i.e., net asset value):
0.91130221

c.   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark
d.   Interval Fund
e.   Fund of Funds
f.   Master-Feeder Fund
g.   Money Market Fund
h.   Target Date Fund
i.   Underlying fund to a variable annuity or variable life insurance contract
  N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?   Yes X No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?   Yes X No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions?   Yes X No
b. Did the Fund lend any of its securities during the reporting period?   Yes X No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?   Yes   No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?   Yes   No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?   Yes   No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?   Yes   No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):   i. Revenue sharing split
  ii. Non-revenue sharing split (other than administrative fee)
  iii. Administrative fee
  iv. Cash collateral reinvestment fee
  v. Indemnification fee
  vi. Other
X N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

0.00000000

g. Provide the net income from securities lending activities

0.00000000


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)   a. Rule 10f-3 (17 CFR 270.10f-3)
X b. Rule 12d1-1 (17 CFR 270.12d1-1)
  c. Rule 15a-4 (17 CFR 270.15a-4)
  d. Rule 17a-6 (17 CFR 270.17a-6)
X e. Rule 17a-7 (17 CFR 270.17a-7)
  f. Rule 17a-8 (17 CFR 270.17a-8)
  g. Rule 17e-1 (17 CFR 270.17e-1)
  h. Rule 22d-1 (17 CFR 270.22d-1)
  i. Rule 23c-1 (17 CFR 270.23c-1)
X j. Rule 32a-4 (17 CFR 270.32a-4)
  N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period?   Yes X No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?   Yes X No
c. Are the fees waived subject to recoupment?   Yes X No
d. Were any expenses previously waived recouped during the period?   Yes X No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
The Vanguard Group, Inc.
ii. SEC file number ( e.g., 801- )

801-11953

iii.CRD number
000105958
iv. LEI, if any

5493002789CX3L0CJP65

v. State, if applicable
PENNSYLVANIA
vi. Foreign country, if applicable
UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?   Yes X No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
ii. SEC file number ( e.g., 801- ), if applicable

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?   Yes   No
viii. Was the sub-adviser hired during the reporting period?   Yes   No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
ii. SEC file number ( e.g., 801- )

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii.SEC file number ( e.g., 84- or 85- )

084-00772

iii. LEI, if any

5493002789CX3L0CJP65

iv. State, if applicable
PENNSYLVANIA
v. Foreign country, if applicable
UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vii. Is the transfer agent a sub-transfer agent?   Yes X No
b. Has a transfer agent been hired or terminated during the reporting period?   Yes X No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ITG Analytics Inc
ii. LEI, if any, or provide and describe other identifying number

41-2190282

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 2
i. Full name
Markit Group Limited
ii. LEI, if any, or provide and describe other identifying number

549300HLPTRASHS0E726

Description of other identifying number

iii. State, if applicable
iv. Foreign country, if applicable
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 3
i. Full name
ICE Data Pricing and Refernce Data LLC
ii. LEI, if any, or provide and describe other identifying number

13-36687789

Description of other identifying number

TIN

iii. State, if applicable
NEW JERSEY
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 4
i. Full name
Bloomberg Finance LP
ii. LEI, if any, or provide and describe other identifying number

5493001KJTIIGC8Y1R12

Description of other identifying number

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 5
i. Full name
Markit North America INC
ii. LEI, if any, or provide and describe other identifying number

13-4153988

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 6
i. Full name
Refinitiv US LLC
ii. LEI, if any, or provide and describe other identifying number

20-4530702

Description of other identifying number

TIN

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
Pricing Services Record: 7
i. Full name
JPMorgan Chase Bank
ii. LEI, if any, or provide and describe other identifying number

7H6GLXDRUGQFU57RNE97

Description of other identifying number

iii. State, if applicable
OHIO
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?   Yes X No
b. Was a pricing service hired or terminated during the reporting period?   Yes X No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
JPMorgan Chase Bank NA
ii. LEI, if any

7H6GLXDRUGQFU57RNE97

iii. State, if applicable
NEW YORK
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?   Yes X No
vi. Is the custodian a sub-custodian?   Yes X No
vii. With respect to the custodian, check below to indicate the type of custody: X 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
  2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
  3.Self - rule 17f-2 (17 CFR 270.17f-2)
  4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
  5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
  6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
  7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
  8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
  9.Other

b. Has a custodian been hired or terminated during the reporting period?*   Yes X No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or provide and describe other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?   Yes X No
b. Has a shareholder servicing agent been hired or terminated during the reporting period?   Yes X No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
The Vanguard Group, Inc.
ii. LEI, if any, or other identifying number

5493002789CX3L0CJP65

Description of other identifying number

iii. State, if applicable
PENNSYLVANIA
iv. Foreign country, if applicable
UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? X Yes   No
vi. Is the administrator a sub-administrator?   Yes X No
b.Has a third-party administrator been hired or terminated during the reporting period?   Yes X No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
a. Full name
b. SEC file number

c. CRD number
d. LEI, if any

e. State, if applicable
f. Foreign country, if applicable
g. Total commissions paid to the affiliated broker-dealer for the reporting period:


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

2,034.54000000

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

2,034.54000000


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
BNP Paribas Securities Corp.
ii. SEC file number

008-32682

iii. CRD number
000015794
iv. LEI, if any

RCNB6OTYUAMMP879YW96

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

8,936,998,771.45000080

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

008-07221

iii. CRD number
000007691
iv. LEI, if any

8NAV47T0Y26Q87Y0QP81

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

19,351,258,259.38999900

Principal Transactions Record: 3
i. Full name of dealer
Morgan Stanley & Co. LLC
ii. SEC file number

008-15869

iii. CRD number
000008209
iv. LEI, if any

9R7GPTSO7KV3UQJZQ078

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

38,400,947,548.86000100

Principal Transactions Record: 4
i. Full name of dealer
Citigroup Global Markets Inc.
ii. SEC file number

008-08177

iii. CRD number
000007059
iv. LEI, if any

MBNUM2BPBDO7JBLYG310

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

19,203,256,616.68999900

Principal Transactions Record: 5
i. Full name of dealer
Goldman Sachs & Co. LLC
ii. SEC file number

008-00129

iii. CRD number
000000361
iv. LEI, if any

FOR8UP27PHTHYVLBNG30

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

26,878,629,794.63999900

Principal Transactions Record: 6
i. Full name of dealer
VANGUARD MARKET LIQUIDITY FUND
ii. SEC file number

N/A

iii. CRD number
N/A
iv. LEI, if any

1I6HV0TLSTR3A4XQ6L78

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

58,244,348,268.63999900

Principal Transactions Record: 7
i. Full name of dealer
J.P. Morgan Securities LLC
ii. SEC file number

008-35008

iii. CRD number
000000079
iv. LEI, if any

ZBUT11V806EZRVTWT807

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

11,271,924,784.23000100

Principal Transactions Record: 8
i. Full name of dealer
BARCLAYS CAPITAL INC.
ii. SEC file number

008-41342

iii. CRD number
000019714
iv. LEI, if any

AC28XWWI3WIBK2824319

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

11,745,186,198.07000000

Principal Transactions Record: 9
i. Full name of dealer
Wells Fargo Securities, LLC
ii. SEC file number

008-22947

iii. CRD number
000007665
iv. LEI, if any

VYVVCKR63DVZZN70PB21

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

11,585,387,888.75000000

Principal Transactions Record: 10
i. Full name of dealer
Credit Suisse Securities (USA) LLC
ii. SEC file number

008-00422

iii. CRD number
000000816
iv. LEI, if any

1V8Y6QCX6YMJ2OELII46

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

21,971,098,793.91000000

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

267,327,853,114.84000000


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?   Yes X No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

230,044,633,589.13998000

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

0.00000000


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?X Yes   No
If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? X Committed   Uncommitted
ii. What size is the line of credit?

4,300,000,000.00000000

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
Banco Bilbao Vizcaya Argentaria, S.A. New York Branch
Line Institutions Record: 2
Name of institution
Bank of America, N.A.
Line Institutions Record: 3
Name of institution
The Bank of New York Mellon
Line Institutions Record: 4
Name of institution
Societe Generale
Line Institutions Record: 5
Name of institution
JPMorgan Chase Bank, N.A.
Line Institutions Record: 6
Name of institution
Citibank, N.A.
Line Institutions Record: 7
Name of institution
Morgan Stanley Bank, N.A.
Line Institutions Record: 8
Name of institution
State Street Bank and Trust Company
Line Institutions Record: 9
Name of institution
Goldman Sachs Bank USA
Line Institutions Record: 10
Name of institution
Bank of Montreal, Chicago Branch
Line Institutions Record: 11
Name of institution
BNP Paribas
Line Institutions Record: 12
Name of institution
Wells Fargo Bank, National Association
Line Institutions Record: 13
Name of institution
Credit Suisse AG, New York Branch
Line Institutions Record: 14
Name of institution
Royal Bank of Canada
Line Institutions Record: 15
Name of institution
Barclays Bank plc
Line Institutions Record: 16
Name of institution
The Bank of Nova Scotia, Houston Branch
Line Institutions Record: 17
Name of institution
Brown Brothers Harriman & Co.
Line Institutions Record: 18
Name of institution
PNC Bank, National Association
Line Institutions Record: 19
Name of institution
HSBC Bank USA, N.A.
Line Institutions Record: 20
Name of institution
The Toronto-Dominion Bank New York Branch
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?   Sole X Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Vanguard High-Yield Corporate Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 2
Name of fund
Vanguard Explorer Fund
SEC File number( e.g., 811- )
811-01530
Shared Credit Users Record: 3
Name of fund
Vanguard Ohio Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-06083
Shared Credit Users Record: 4
Name of fund
Vanguard International Value Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 5
Name of fund
Vanguard Russell 2000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 6
Name of fund
Vanguard Real Estate Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 7
Name of fund
Vanguard Institutional Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 8
Name of fund
Vanguard Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 9
Name of fund
Vanguard Short-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 10
Name of fund
Vanguard Inflation-Protected Securities Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 11
Name of fund
Vanguard Capital Opportunity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 12
Name of fund
Vanguard Institutional Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 13
Name of fund
Vanguard Mega Cap Growth Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 14
Name of fund
Vanguard Institutional Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 15
Name of fund
Vanguard Long-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 16
Name of fund
Vanguard High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 17
Name of fund
Vanguard 500 Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 18
Name of fund
Vanguard Tax-Exempt Bond Index Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 19
Name of fund
Vanguard Long-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 20
Name of fund
Vanguard Wellington Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 21
Name of fund
Vanguard Global Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 22
Name of fund
Vanguard Global Bond Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 23
Name of fund
Vanguard New Jersey Municipal Money Market Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 24
Name of fund
Vanguard FTSE All-World ex-US Small-Cap Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 25
Name of fund
Vanguard Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 26
Name of fund
Vanguard Mid-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 27
Name of fund
Vanguard Total Bond Market II Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 28
Name of fund
Vanguard High-Yield Bond Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 29
Name of fund
Vanguard STAR Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 30
Name of fund
Vanguard Developed Markets Index Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 31
Name of fund
Vanguard LifeStrategy Conservative Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 32
Name of fund
Vanguard Morgan Growth Fund
SEC File number( e.g., 811- )
811-01685
Shared Credit Users Record: 33
Name of fund
Vanguard Mega Cap Value Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 34
Name of fund
Vanguard Total World Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 35
Name of fund
Vanguard Massachusetts Tax-Exempt Fund
SEC File number( e.g., 811- )
811-09005
Shared Credit Users Record: 36
Name of fund
Vanguard Emerging Markets Government Bond Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 37
Name of fund
Vanguard Russell 1000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 38
Name of fund
Vanguard Financials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 39
Name of fund
Vanguard Total International Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 40
Name of fund
Vanguard PRIMECAP Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 41
Name of fund
Vanguard Total Stock Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 42
Name of fund
Vanguard Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 43
Name of fund
Vanguard Institutional Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 44
Name of fund
Vanguard Moderate Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 45
Name of fund
Vanguard Small Company Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 46
Name of fund
Vanguard Total International Bond Index Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 47
Name of fund
Vanguard Equity Income Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 48
Name of fund
Vanguard Pennsylvania Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 49
Name of fund
Vanguard Limited-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 50
Name of fund
Vanguard Intermediate-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 51
Name of fund
Vanguard Global Wellesley Income Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 52
Name of fund
Vanguard Capital Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 53
Name of fund
Vanguard Extended Duration Treasury Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 54
Name of fund
Vanguard FTSE Social Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 55
Name of fund
Vanguard Windsor II Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 56
Name of fund
Vanguard Global Capital Cycles Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 57
Name of fund
Vanguard Tax-Managed Small-Cap Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 58
Name of fund
Vanguard Wellesley Income Fund
SEC File number( e.g., 811- )
811-01766
Shared Credit Users Record: 59
Name of fund
Vanguard Explorer Value Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 60
Name of fund
Vanguard Institutional Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 61
Name of fund
Vanguard Target Retirement Income Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 62
Name of fund
Vanguard Total International Stock Index Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 63
Name of fund
Vanguard Ultra-Short-Term Bond Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 64
Name of fund
Vanguard European Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 65
Name of fund
Vanguard Diversified Value Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 66
Name of fund
Vanguard Diversified Equity Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 67
Name of fund
Vanguard PRIMECAP Core Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 68
Name of fund
Vanguard GNMA Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 69
Name of fund
Vanguard California Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 70
Name of fund
Vanguard California Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 71
Name of fund
Vanguard Convertible Securities Fund
SEC File number( e.g., 811- )
811-04627
Shared Credit Users Record: 72
Name of fund
Vanguard Tax-Managed Capital Appreciation Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 73
Name of fund
Vanguard U.S. Value Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 74
Name of fund
Vanguard Institutional Target Retirement 2050 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 75
Name of fund
Vanguard Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 76
Name of fund
Vanguard International Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 77
Name of fund
Vanguard Short-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 78
Name of fund
Vanguard Intermediate-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 79
Name of fund
Vanguard Utilities Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 80
Name of fund
Vanguard U.S. Multifactor Fund
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 81
Name of fund
Vanguard S&P Small-Cap 600 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 82
Name of fund
Vanguard Target Retirement 2040 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 83
Name of fund
Vanguard Small-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 84
Name of fund
Vanguard Strategic Small-Cap Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 85
Name of fund
Vanguard S&P 500 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 86
Name of fund
Vanguard Core Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 87
Name of fund
Vanguard Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 88
Name of fund
Vanguard S&P Small-Cap 600 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 89
Name of fund
Vanguard Short-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 90
Name of fund
Vanguard Consumer Staples Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 91
Name of fund
Vanguard S&P Mid-Cap 400 Value Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 92
Name of fund
Vanguard Market Liquidity Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 93
Name of fund
Vanguard Municipal Cash Management Fund
SEC File number( e.g., 811- )
811-21478
Shared Credit Users Record: 94
Name of fund
Vanguard Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 95
Name of fund
Vanguard Institutional Intermediate-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 96
Name of fund
Vanguard Dividend Growth Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 97
Name of fund
Vanguard Intermediate-Term Treasury Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 98
Name of fund
Vanguard Pennsylvania Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04571
Shared Credit Users Record: 99
Name of fund
Vanguard Target Retirement 2025 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 100
Name of fund
Vanguard Treasury Money Market Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 101
Name of fund
Vanguard Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 102
Name of fund
Vanguard Consumer Discretionary Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 103
Name of fund
Vanguard International High Dividend Yield Index Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 104
Name of fund
Vanguard Extended Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 105
Name of fund
Vanguard Energy Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 106
Name of fund
Vanguard Conservative Allocation Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 107
Name of fund
Vanguard Intermediate-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 108
Name of fund
Vanguard Institutional Target Retirement 2035 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 109
Name of fund
Vanguard Strategic Equity Fund
SEC File number( e.g., 811- )
811-07239
Shared Credit Users Record: 110
Name of fund
Vanguard International Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 111
Name of fund
Vanguard U.S. Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 112
Name of fund
Vanguard Tax-Managed Balanced Fund
SEC File number( e.g., 811- )
811-07175
Shared Credit Users Record: 113
Name of fund
Vanguard Real Estate II Index Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 114
Name of fund
Vanguard Global ex-U.S. Real Estate Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 115
Name of fund
Vanguard Mid-Cap Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 116
Name of fund
Vanguard Mid-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 117
Name of fund
Vanguard Capital Growth Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 118
Name of fund
Vanguard S&P 500 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 119
Name of fund
Vanguard Russell 2000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 120
Name of fund
Vanguard Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 121
Name of fund
Vanguard Small-Cap Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 122
Name of fund
Vanguard Selected Value Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 123
Name of fund
Vanguard Institutional Target Retirement 2030 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 124
Name of fund
Vanguard Growth Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 125
Name of fund
Vanguard New York Municipal Money Market Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 126
Name of fund
Vanguard Money Market Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 127
Name of fund
Vanguard Short-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 128
Name of fund
Vanguard Mega Cap Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 129
Name of fund
Vanguard Equity Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 130
Name of fund
Vanguard Russell 1000 Value Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 131
Name of fund
Vanguard Total Stock Market Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 132
Name of fund
Vanguard Value Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 133
Name of fund
Vanguard Russell 3000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 134
Name of fund
Vanguard Prime Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 135
Name of fund
Vanguard Institutional Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 136
Name of fund
Vanguard Global Wellington Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 137
Name of fund
Vanguard International Explorer Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 138
Name of fund
Vanguard Russell 2000 Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 139
Name of fund
Vanguard Energy Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 140
Name of fund
Vanguard Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 141
Name of fund
Vanguard Global Minimum Volatility Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 142
Name of fund
Vanguard Mid-Cap Growth Fund
SEC File number( e.g., 811- )
811-07443
Shared Credit Users Record: 143
Name of fund
Vanguard Target Retirement 2060 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 144
Name of fund
Vanguard New Jersey Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-05340
Shared Credit Users Record: 145
Name of fund
Vanguard Information Technology Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 146
Name of fund
Vanguard Equity Income Fund
SEC File number( e.g., 811- )
811-05445
Shared Credit Users Record: 147
Name of fund
Vanguard Institutional Target Retirement 2055 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 148
Name of fund
Vanguard LifeStrategy Moderate Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 149
Name of fund
Vanguard Health Care Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 150
Name of fund
Vanguard Institutional Target Retirement 2015 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 151
Name of fund
Vanguard Institutional Target Retirement 2045 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 152
Name of fund
Vanguard High-Yield Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 153
Name of fund
Vanguard Managed Payout Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 154
Name of fund
Vanguard Mid-Cap Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 155
Name of fund
Vanguard Russell 1000 Growth Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 156
Name of fund
Vanguard New York Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04570
Shared Credit Users Record: 157
Name of fund
Vanguard Emerging Markets Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 158
Name of fund
Vanguard Small-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 159
Name of fund
Vanguard Long-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 160
Name of fund
Vanguard Health Care Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 161
Name of fund
Vanguard Target Retirement 2065 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 162
Name of fund
Vanguard Alternative Strategies Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 163
Name of fund
Vanguard LifeStrategy Growth Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 164
Name of fund
Vanguard Market Neutral Fund
SEC File number( e.g., 811- )
811-22114
Shared Credit Users Record: 165
Name of fund
Vanguard Short-Term Inflation-Protected Securities Index Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 166
Name of fund
Vanguard S&P Mid-Cap 400 Growth Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 167
Name of fund
Vanguard Municipal Money Market Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 168
Name of fund
Vanguard Real Estate Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 169
Name of fund
Vanguard Institutional Target Retirement 2020 Fund
SEC File number( e.g., 811- )
811-04098
Shared Credit Users Record: 170
Name of fund
Vanguard Growth and Income Fund
SEC File number( e.g., 811- )
811-04526
Shared Credit Users Record: 171
Name of fund
Vanguard Long-Term Bond Index Fund
SEC File number( e.g., 811- )
811-04681
Shared Credit Users Record: 172
Name of fund
Vanguard Federal Money Market Fund
SEC File number( e.g., 811- )
811-02554
Shared Credit Users Record: 173
Name of fund
Vanguard Short-Term Investment-Grade Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 174
Name of fund
Vanguard Pacific Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 175
Name of fund
Vanguard Balanced Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 176
Name of fund
Vanguard FTSE All-World ex-US Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 177
Name of fund
Vanguard Intermediate-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-02687
Shared Credit Users Record: 178
Name of fund
Vanguard Mortgage-Backed Securities Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 179
Name of fund
Vanguard California Long-Term Tax-Exempt Fund
SEC File number( e.g., 811- )
811-04474
Shared Credit Users Record: 180
Name of fund
Vanguard S&P Mid-Cap 400 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 181
Name of fund
Vanguard Windsor Fund
SEC File number( e.g., 811- )
811-00834
Shared Credit Users Record: 182
Name of fund
Vanguard Institutional Index Fund
SEC File number( e.g., 811- )
811-06093
Shared Credit Users Record: 183
Name of fund
Vanguard Materials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 184
Name of fund
Vanguard Institutional Short-Term Bond Fund
SEC File number( e.g., 811- )
811-05628
Shared Credit Users Record: 185
Name of fund
Vanguard Long-Term Investment-Grade Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 186
Name of fund
Vanguard Total Bond Market Index Portfolio
SEC File number( e.g., 811- )
811-05962
Shared Credit Users Record: 187
Name of fund
Vanguard Dividend Appreciation Index Fund
SEC File number( e.g., 811- )
811-03916
Shared Credit Users Record: 188
Name of fund
Vanguard Intermediate-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 189
Name of fund
Vanguard Short-Term Treasury Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 190
Name of fund
Vanguard International Growth Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 191
Name of fund
Vanguard S&P Small-Cap 600 Index Fund
SEC File number( e.g., 811- )
811-07043
Shared Credit Users Record: 192
Name of fund
Vanguard LifeStrategy Income Fund
SEC File number( e.g., 811- )
811-03919
Shared Credit Users Record: 193
Name of fund
Vanguard Balanced Index Fund
SEC File number( e.g., 811- )
811-58431
Shared Credit Users Record: 194
Name of fund
Vanguard Emerging Markets Stock Index Fund
SEC File number( e.g., 811- )
811-05972
Shared Credit Users Record: 195
Name of fund
Vanguard Emerging Markets Select Stock Fund
SEC File number( e.g., 811- )
811-02968-99
Shared Credit Users Record: 196
Name of fund
Vanguard Large-Cap Index Fund
SEC File number( e.g., 811- )
811-02652
Shared Credit Users Record: 197
Name of fund
Vanguard Industrials Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 198
Name of fund
Vanguard Short-Term Federal Fund
SEC File number( e.g., 811- )
811-02368
Shared Credit Users Record: 199
Name of fund
Vanguard Communication Services Index Fund
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 200
Name of fund
Vanguard ESG International Stock ETF
SEC File number( e.g., 811- )
811-01027
Shared Credit Users Record: 201
Name of fund
Vanguard Short-Term Corporate Bond Index Fund
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 202
Name of fund
Vanguard U.S. Liquidity Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 203
Name of fund
Vanguard Total World Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 204
Name of fund
Vanguard U.S. Minimum Volatility ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 205
Name of fund
Vanguard U.S. Quality Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 206
Name of fund
Vanguard U.S. Momentum Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 207
Name of fund
Vanguard U.S. Value Factor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 208
Name of fund
Vanguard Global Credit Bond Fund
SEC File number( e.g., 811- )
811-22619
Shared Credit Users Record: 209
Name of fund
Vanguard Total Corporate Bond ETF
SEC File number( e.g., 811- )
811-07803
Shared Credit Users Record: 210
Name of fund
Vanguard U.S. Multifactor ETF
SEC File number( e.g., 811- )
811-00121
Shared Credit Users Record: 211
Name of fund
Vanguard ESG U.S. Stock ETF
SEC File number( e.g., 811- )
811-01027
v. Did the Fund draw on the line of credit this period?   Yes X No

b. Did the Fund engage in interfund lending?   Yes X No

c.Did the Fund engage in interfund borrowing?   Yes X No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?   Yes   No

N-CEN:Part E: Additional Questions for Exchange-Traded Funds and Exchange-Traded Managed Funds


Exchange Record: 1


Fund Name
VANGUARD LONG-TERM BOND INDEX FUND

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA
b. Ticker. Provide the Fund's ticker symbol:
BLV

Item E.2. Authorized participants.

Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
UBS
b. SEC file number
8-22651
c. CRD number
000007654
d. LEI, if any
T6FIZBDPKLYJKFCRVK44
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 2
a. Full Name
Cantor Fitzgerald Co
b. SEC file number
8-201
c. CRD number
000000134
d. LEI, if any
5493004J7H4GCPG6OB62
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 3
a. Full Name
BMO Capital Markets
b. SEC file number
8-34344
c. CRD number
000016686
d. LEI, if any
RUC0QBLBRPRCU4W1NE59
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 4
a. Full Name
Interactive Brokers
b. SEC file number
8-47257
c. CRD number
000036418
d. LEI, if any
50OBSE5T5521O6SMZR28
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 5
a. Full Name
Credit Suisse
b. SEC file number
8-422
c. CRD number
000000816
d. LEI, if any
1V8Y6QCX6YMJ2OELII46
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 6
a. Full Name
Nomura
b. SEC file number
8-15255
c. CRD number
000004297
d. LEI, if any
OXTKY6Q8X53C9ILVV871
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 7
a. Full Name
Barclays Capital
b. SEC file number
8-41342
c. CRD number
000019714
d. LEI, if any
AC28XWWI3WIBK2824319
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 8
a. Full Name
Goldman Sachs
b. SEC file number
8-129
c. CRD number
000000361
d. LEI, if any
FOR8UP27PHTHYVLBNG30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
382,536,850.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
37,696,800.00000000
Authorized Participants Record: 9
a. Full Name
EWT LLC
b. SEC file number
8-51262
c. CRD number
000045986
d. LEI, if any
Q1YYTO5MBHNGETR9DT80
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 10
a. Full Name
BNP Paribas Prime Brokerage Inc
b. SEC file number
8-32682
c. CRD number
000015794
d. LEI, if any
7VHWWWW4UJS7NUM3PT30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 11
a. Full Name
Wells Fargo
b. SEC file number
8-65876
c. CRD number
000126292
d. LEI, if any
VYVVCKR63DVZZN70PB21
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 12
a. Full Name
BNY Mellon Capital Markets
b. SEC file number
8-35255
c. CRD number
000017454
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 13
a. Full Name
BNP Paribas
b. SEC file number
8-32682
c. CRD number
000015794
d. LEI, if any
RCNB6OTYUAMMP879YW96
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 14
a. Full Name
Bank of America
b. SEC file number
8-69787
c. CRD number
000283942
d. LEI, if any
549300HN4UKV1E2R3U73
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 15
a. Full Name
Mizuho Securities USA
b. SEC file number
8-37710
c. CRD number
000019647
d. LEI, if any
5493004GRDTUI7EMIZ82
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 16
a. Full Name
Cowen Execution Services
b. SEC file number
8-46838
c. CRD number
000035693
d. LEI, if any
5493005RJDJD18OPUP27
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 17
a. Full Name
Timber Hill
b. SEC file number
8-28569
c. CRD number
000033319
d. LEI, if any
549300ENR8YMEK2RVE28
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 18
a. Full Name
HSBC Securities
b. SEC file number
8-41562
c. CRD number
000019585
d. LEI, if any
CYYGQCGNHMHPSMRL3R97
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 19
a. Full Name
Jane Street
b. SEC file number
8-52275
c. CRD number
000103782
d. LEI, if any
549300ZM16HMPEPNV857
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
151,314,850.00000000
Authorized Participants Record: 20
a. Full Name
Jefferies Co
b. SEC file number
8-15074
c. CRD number
000002347
d. LEI, if any
58PU97L1C0WSRCWADL48
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 21
a. Full Name
JP Morgan
b. SEC file number
8-35008
c. CRD number
000000079
d. LEI, if any
ZBUT11V806EZRVTWT807
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
167,211,150.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
658,876,800.00000000
Authorized Participants Record: 22
a. Full Name
Merrill Lynch
b. SEC file number
8-07221
c. CRD number
000007691
d. LEI, if any
8NAV47T0Y26Q87Y0QP81
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 23
a. Full Name
CitiGroup
b. SEC file number
8-81777
c. CRD number
000007059
d. LEI, if any
MBNUM2BPBDO7JBLYG310
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 24
a. Full Name
Hudson River Trading
b. SEC file number
8-68430
c. CRD number
000152144
d. LEI, if any
21380037YFKONTT23854
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 25
a. Full Name
Citadel Securities
b. SEC file number
8-53574
c. CRD number
000116797
d. LEI, if any
549300MLQ1S3715IUK04
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 26
a. Full Name
Virtu Financial
b. SEC file number
8-51262
c. CRD number
000045986
d. LEI, if any
Q1YYTO5MBHNGETR9DT80
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 27
a. Full Name
GSEC
b. SEC file number
8-526
c. CRD number
000003466
d. LEI, if any
8B2J4H67N3JPLYJIDE37
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 28
a. Full Name
Virtu Americas LLC
b. SEC file number
8-68193
c. CRD number
000149823
d. LEI, if any
549300RA02N3BNSWBV74
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 29
a. Full Name
National Financial Services
b. SEC file number
8-26740
c. CRD number
000013041
d. LEI, if any
549300JRHF1MHHWUAW04
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 30
a. Full Name
ABN AMRO Clearing
b. SEC file number
8-34354
c. CRD number
000014020
d. LEI, if any
549300U16G4LU3V6C598
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 31
a. Full Name
State Street Global Mkts
b. SEC file number
8-69862
c. CRD number
000285852
d. LEI, if any
549300FDEDF5ORXCMQ56
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 32
a. Full Name
Morgan Stanley
b. SEC file number
8-15869
c. CRD number
000008209
d. LEI, if any
9R7GPTSO7KV3UQJZQ078
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 33
a. Full Name
Merrill Lynch Pro
b. SEC file number
8-33359
c. CRD number
000016139
d. LEI, if any
549300PMHS66E71I2D34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,886,047,715.40000010
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
369,477,900.00000000
Authorized Participants Record: 34
a. Full Name
RBC
b. SEC file number
8-45411
c. CRD number
000031194
d. LEI, if any
549300LCO2FLSSVFFR64
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 35
a. Full Name
Wedbush
b. SEC file number
8-12987
c. CRD number
000000877
d. LEI, if any
549300CSX55MXZ47EI78
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 36
a. Full Name
SG Americas
b. SEC file number
8-66125
c. CRD number
000128351
d. LEI, if any
549300F35UE0BOM1WJ55
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period? 		X Yes   No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
100,000.00000000
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00391380 %
ii. The standard deviation of the percentage of that value composed of cash:
0.00333789 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.99608619 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00333789 %
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00421913 %
ii. The standard deviation of the percentage of that value composed of cash:
0.00239065 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.99578086 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00239065 %
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
50.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
50.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?   Yes X No

Exchange Record: 2


Fund Name
VANGUARD SHORT-TERM BOND INDEX FUND

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA
b. Ticker. Provide the Fund's ticker symbol:
BSV

Item E.2. Authorized participants.

Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
Timber Hill
b. SEC file number
8-28569
c. CRD number
000033319
d. LEI, if any
549300ENR8YMEK2RVE28
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 2
a. Full Name
Cowen Execution Services
b. SEC file number
8-46838
c. CRD number
000035693
d. LEI, if any
5493005RJDJD18OPUP27
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 3
a. Full Name
Wedbush
b. SEC file number
8-12987
c. CRD number
000000877
d. LEI, if any
549300CSX55MXZ47EI78
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 4
a. Full Name
Bank of America
b. SEC file number
8-69787
c. CRD number
000283942
d. LEI, if any
549300HN4UKV1E2R3U73
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 5
a. Full Name
Citadel Securities
b. SEC file number
8-53574
c. CRD number
000116797
d. LEI, if any
549300MLQ1S3715IUK04
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 6
a. Full Name
EWT LLC
b. SEC file number
8-51262
c. CRD number
000045986
d. LEI, if any
Q1YYTO5MBHNGETR9DT80
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 7
a. Full Name
Merrill Lynch Pro
b. SEC file number
8-33359
c. CRD number
000016139
d. LEI, if any
549300PMHS66E71I2D34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
3,219,106,550.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
6,898,069,500.00000000
Authorized Participants Record: 8
a. Full Name
ABN AMRO Clearing
b. SEC file number
8-34354
c. CRD number
000014020
d. LEI, if any
549300U16G4LU3V6C598
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 9
a. Full Name
CitiGroup
b. SEC file number
8-81777
c. CRD number
000007059
d. LEI, if any
MBNUM2BPBDO7JBLYG310
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
157,980,100.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 10
a. Full Name
Mizuho Securities USA
b. SEC file number
8-37710
c. CRD number
000019647
d. LEI, if any
5493004GRDTUI7EMIZ82
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 11
a. Full Name
BNP Paribas Prime Brokerage Inc
b. SEC file number
8-32682
c. CRD number
000015794
d. LEI, if any
7VHWWWW4UJS7NUM3PT30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 12
a. Full Name
Interactive Brokers
b. SEC file number
8-47257
c. CRD number
000036418
d. LEI, if any
50OBSE5T5521O6SMZR28
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 13
a. Full Name
BNY Mellon Capital Markets
b. SEC file number
8-35255
c. CRD number
000017454
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 14
a. Full Name
SG Americas
b. SEC file number
8-66125
c. CRD number
000128351
d. LEI, if any
549300F35UE0BOM1WJ55
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 15
a. Full Name
Jane Street
b. SEC file number
8-52275
c. CRD number
000103782
d. LEI, if any
549300ZM16HMPEPNV857
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
161,389,750.00000000
Authorized Participants Record: 16
a. Full Name
Nomura
b. SEC file number
8-15255
c. CRD number
000004297
d. LEI, if any
OXTKY6Q8X53C9ILVV871
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 17
a. Full Name
RBC
b. SEC file number
8-45411
c. CRD number
000031194
d. LEI, if any
549300LCO2FLSSVFFR64
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
366,158,600.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
226,315,600.00000000
Authorized Participants Record: 18
a. Full Name
Jefferies Co
b. SEC file number
8-15074
c. CRD number
000002347
d. LEI, if any
58PU97L1C0WSRCWADL48
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 19
a. Full Name
BNP Paribas
b. SEC file number
8-32682
c. CRD number
000015794
d. LEI, if any
RCNB6OTYUAMMP879YW96
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 20
a. Full Name
Virtu Americas LLC
b. SEC file number
8-68193
c. CRD number
000149823
d. LEI, if any
549300RA02N3BNSWBV74
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 21
a. Full Name
Barclays Capital
b. SEC file number
8-41342
c. CRD number
000019714
d. LEI, if any
AC28XWWI3WIBK2824319
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 22
a. Full Name
State Street Global Mkts
b. SEC file number
8-69862
c. CRD number
000285852
d. LEI, if any
549300FDEDF5ORXCMQ56
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 23
a. Full Name
Hudson River Trading
b. SEC file number
8-68430
c. CRD number
000152144
d. LEI, if any
21380037YFKONTT23854
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 24
a. Full Name
HSBC Securities
b. SEC file number
8-41562
c. CRD number
000019585
d. LEI, if any
CYYGQCGNHMHPSMRL3R97
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 25
a. Full Name
Cantor Fitzgerald Co
b. SEC file number
8-201
c. CRD number
000000134
d. LEI, if any
5493004J7H4GCPG6OB62
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 26
a. Full Name
Wells Fargo
b. SEC file number
8-65876
c. CRD number
000126292
d. LEI, if any
VYVVCKR63DVZZN70PB21
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 27
a. Full Name
UBS
b. SEC file number
8-22651
c. CRD number
000007654
d. LEI, if any
T6FIZBDPKLYJKFCRVK44
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 28
a. Full Name
Goldman Sachs
b. SEC file number
8-129
c. CRD number
000000361
d. LEI, if any
FOR8UP27PHTHYVLBNG30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
520,076,400.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
808,734,500.00000000
Authorized Participants Record: 29
a. Full Name
National Financial Services
b. SEC file number
8-26740
c. CRD number
000013041
d. LEI, if any
549300JRHF1MHHWUAW04
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 30
a. Full Name
Credit Suisse
b. SEC file number
8-422
c. CRD number
000000816
d. LEI, if any
1V8Y6QCX6YMJ2OELII46
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 31
a. Full Name
BMO Capital Markets
b. SEC file number
8-34344
c. CRD number
000016686
d. LEI, if any
RUC0QBLBRPRCU4W1NE59
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 32
a. Full Name
Virtu Financial
b. SEC file number
8-51262
c. CRD number
000045986
d. LEI, if any
Q1YYTO5MBHNGETR9DT80
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 33
a. Full Name
Merrill Lynch
b. SEC file number
8-07221
c. CRD number
000007691
d. LEI, if any
8NAV47T0Y26Q87Y0QP81
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 34
a. Full Name
Morgan Stanley
b. SEC file number
8-15869
c. CRD number
000008209
d. LEI, if any
9R7GPTSO7KV3UQJZQ078
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 35
a. Full Name
GSEC
b. SEC file number
8-526
c. CRD number
000003466
d. LEI, if any
8B2J4H67N3JPLYJIDE37
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 36
a. Full Name
JP Morgan
b. SEC file number
8-35008
c. CRD number
000000079
d. LEI, if any
ZBUT11V806EZRVTWT807
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
239,330,347.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,408,344,800.00000000
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period? 		X Yes   No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
100,000.00000000
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00842099 %
ii. The standard deviation of the percentage of that value composed of cash:
0.00606823 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.99157900 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00606823 %
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00531859 %
ii. The standard deviation of the percentage of that value composed of cash:
0.00373737 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.99468140 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00373737 %
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
93.16239316
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
99.43820224
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?   Yes X No

Exchange Record: 3


Fund Name
VANGUARD TOTAL BOND MARKET INDEX FUND

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA
b. Ticker. Provide the Fund's ticker symbol:
BND

Item E.2. Authorized participants.

Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
GSEC
b. SEC file number
8-526
c. CRD number
000003466
d. LEI, if any
8B2J4H67N3JPLYJIDE37
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 2
a. Full Name
Jane Street
b. SEC file number
8-52275
c. CRD number
000103782
d. LEI, if any
549300ZM16HMPEPNV857
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 3
a. Full Name
Cantor Fitzgerald Co
b. SEC file number
8-201
c. CRD number
000000134
d. LEI, if any
5493004J7H4GCPG6OB62
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 4
a. Full Name
Bank of America
b. SEC file number
8-69787
c. CRD number
000283942
d. LEI, if any
549300HN4UKV1E2R3U73
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 5
a. Full Name
CitiGroup
b. SEC file number
8-81777
c. CRD number
000007059
d. LEI, if any
MBNUM2BPBDO7JBLYG310
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 6
a. Full Name
RBC
b. SEC file number
8-45411
c. CRD number
000031194
d. LEI, if any
549300LCO2FLSSVFFR64
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 7
a. Full Name
Merrill Lynch Pro
b. SEC file number
8-33359
c. CRD number
000016139
d. LEI, if any
549300PMHS66E71I2D34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
8,540,524,236.89000030
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
938,608,300.00000000
Authorized Participants Record: 8
a. Full Name
Credit Suisse
b. SEC file number
8-422
c. CRD number
000000816
d. LEI, if any
1V8Y6QCX6YMJ2OELII46
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 9
a. Full Name
Interactive Brokers
b. SEC file number
8-47257
c. CRD number
000036418
d. LEI, if any
50OBSE5T5521O6SMZR28
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 10
a. Full Name
Hudson River Trading
b. SEC file number
8-68430
c. CRD number
000152144
d. LEI, if any
21380037YFKONTT23854
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 11
a. Full Name
UBS
b. SEC file number
8-22651
c. CRD number
000007654
d. LEI, if any
T6FIZBDPKLYJKFCRVK44
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 12
a. Full Name
JP Morgan
b. SEC file number
8-35008
c. CRD number
000000079
d. LEI, if any
ZBUT11V806EZRVTWT807
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
661,882,427.37000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
83,259,900.00000000
Authorized Participants Record: 13
a. Full Name
Mizuho Securities USA
b. SEC file number
8-37710
c. CRD number
000019647
d. LEI, if any
5493004GRDTUI7EMIZ82
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 14
a. Full Name
BMO Capital Markets
b. SEC file number
8-34344
c. CRD number
000016686
d. LEI, if any
RUC0QBLBRPRCU4W1NE59
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 15
a. Full Name
Goldman Sachs
b. SEC file number
8-129
c. CRD number
000000361
d. LEI, if any
FOR8UP27PHTHYVLBNG30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
1,623,264,228.20000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
180,918,300.00000000
Authorized Participants Record: 16
a. Full Name
Virtu Americas LLC
b. SEC file number
8-68193
c. CRD number
000149823
d. LEI, if any
549300RA02N3BNSWBV74
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 17
a. Full Name
Nomura
b. SEC file number
8-15255
c. CRD number
000004297
d. LEI, if any
OXTKY6Q8X53C9ILVV871
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 18
a. Full Name
SG Americas
b. SEC file number
8-66125
c. CRD number
000128351
d. LEI, if any
549300F35UE0BOM1WJ55
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 19
a. Full Name
BNP Paribas
b. SEC file number
8-32682
c. CRD number
000015794
d. LEI, if any
RCNB6OTYUAMMP879YW96
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 20
a. Full Name
Timber Hill
b. SEC file number
8-28569
c. CRD number
000033319
d. LEI, if any
549300ENR8YMEK2RVE28
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 21
a. Full Name
Barclays Capital
b. SEC file number
8-41342
c. CRD number
000019714
d. LEI, if any
AC28XWWI3WIBK2824319
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 22
a. Full Name
National Financial Services
b. SEC file number
8-26740
c. CRD number
000013041
d. LEI, if any
549300JRHF1MHHWUAW04
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 23
a. Full Name
Cowen Execution Services
b. SEC file number
8-46838
c. CRD number
000035693
d. LEI, if any
5493005RJDJD18OPUP27
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 24
a. Full Name
Virtu Financial
b. SEC file number
8-51262
c. CRD number
000045986
d. LEI, if any
Q1YYTO5MBHNGETR9DT80
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 25
a. Full Name
Wedbush
b. SEC file number
8-12987
c. CRD number
000000877
d. LEI, if any
549300CSX55MXZ47EI78
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 26
a. Full Name
BNP Paribas Prime Brokerage Inc
b. SEC file number
8-32682
c. CRD number
000015794
d. LEI, if any
7VHWWWW4UJS7NUM3PT30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 27
a. Full Name
Wells Fargo
b. SEC file number
8-65876
c. CRD number
000126292
d. LEI, if any
VYVVCKR63DVZZN70PB21
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 28
a. Full Name
ABN AMRO Clearing
b. SEC file number
8-34354
c. CRD number
000014020
d. LEI, if any
549300U16G4LU3V6C598
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 29
a. Full Name
BNY Mellon Capital Markets
b. SEC file number
8-35255
c. CRD number
000017454
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
128,160,109.98999999
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 30
a. Full Name
Merrill Lynch
b. SEC file number
8-07221
c. CRD number
000007691
d. LEI, if any
8NAV47T0Y26Q87Y0QP81
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 31
a. Full Name
HSBC Securities
b. SEC file number
8-41562
c. CRD number
000019585
d. LEI, if any
CYYGQCGNHMHPSMRL3R97
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 32
a. Full Name
Morgan Stanley
b. SEC file number
8-15869
c. CRD number
000008209
d. LEI, if any
9R7GPTSO7KV3UQJZQ078
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 33
a. Full Name
Jefferies Co
b. SEC file number
8-15074
c. CRD number
000002347
d. LEI, if any
58PU97L1C0WSRCWADL48
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 34
a. Full Name
Citadel Securities
b. SEC file number
8-53574
c. CRD number
000116797
d. LEI, if any
549300MLQ1S3715IUK04
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 35
a. Full Name
EWT LLC
b. SEC file number
8-51262
c. CRD number
000045986
d. LEI, if any
Q1YYTO5MBHNGETR9DT80
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 36
a. Full Name
State Street Global Mkts
b. SEC file number
8-69862
c. CRD number
000285852
d. LEI, if any
549300FDEDF5ORXCMQ56
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period? 		X Yes   No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
100,000.00000000
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.21233017 %
ii. The standard deviation of the percentage of that value composed of cash:
0.03531568 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.78766982 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.03531568 %
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.21768092 %
ii. The standard deviation of the percentage of that value composed of cash:
0.00358923 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.78231907 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00358923 %
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
100.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.91554787 %
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
100.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.94968695 %
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
100.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
100.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?   Yes X No

Exchange Record: 4


Fund Name
VANGUARD INTERMEDIATE-TERM BOND INDEX FUND

Item E.1. Exchange.

Security Exchanges Record: 1
a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed:
NYSE ARCA
b. Ticker. Provide the Fund's ticker symbol:
BIV

Item E.2. Authorized participants.

Instructions: The term "authorized participant" means a broker-dealer that is also a member of a clearing agency registered with the Commission, and which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its designated service providers that allows it place orders to purchase or redeem creation units of the Exchange-Traded Fund or Exchange-Traded Managed Fund.
For each authorized participant of the Fund, provide the following information:

Authorized Participants Record: 1
a. Full Name
ABN AMRO Clearing
b. SEC file number
8-34354
c. CRD number
000014020
d. LEI, if any
549300U16G4LU3V6C598
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 2
a. Full Name
Virtu Financial
b. SEC file number
8-51262
c. CRD number
000045986
d. LEI, if any
Q1YYTO5MBHNGETR9DT80
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 3
a. Full Name
Mizuho Securities USA
b. SEC file number
8-37710
c. CRD number
000019647
d. LEI, if any
5493004GRDTUI7EMIZ82
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 4
a. Full Name
SG Americas
b. SEC file number
8-66125
c. CRD number
000128351
d. LEI, if any
549300F35UE0BOM1WJ55
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 5
a. Full Name
Credit Suisse
b. SEC file number
8-422
c. CRD number
000000816
d. LEI, if any
1V8Y6QCX6YMJ2OELII46
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 6
a. Full Name
Wedbush
b. SEC file number
8-12987
c. CRD number
000000877
d. LEI, if any
549300CSX55MXZ47EI78
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 7
a. Full Name
GSEC
b. SEC file number
8-526
c. CRD number
000003466
d. LEI, if any
8B2J4H67N3JPLYJIDE37
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 8
a. Full Name
BNY Mellon Capital Markets
b. SEC file number
8-35255
c. CRD number
000017454
d. LEI, if any
VJW2DOOHGDT6PR0ZRO63
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 9
a. Full Name
Merrill Lynch Pro
b. SEC file number
8-33359
c. CRD number
000016139
d. LEI, if any
549300PMHS66E71I2D34
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
2,813,263,335.40000010
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
2,641,194,200.00000000
Authorized Participants Record: 10
a. Full Name
Wells Fargo
b. SEC file number
8-65876
c. CRD number
000126292
d. LEI, if any
VYVVCKR63DVZZN70PB21
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 11
a. Full Name
Nomura
b. SEC file number
8-15255
c. CRD number
000004297
d. LEI, if any
OXTKY6Q8X53C9ILVV871
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 12
a. Full Name
Merrill Lynch
b. SEC file number
8-07221
c. CRD number
000007691
d. LEI, if any
8NAV47T0Y26Q87Y0QP81
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 13
a. Full Name
Morgan Stanley
b. SEC file number
8-15869
c. CRD number
000008209
d. LEI, if any
9R7GPTSO7KV3UQJZQ078
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 14
a. Full Name
BNP Paribas
b. SEC file number
8-32682
c. CRD number
000015794
d. LEI, if any
RCNB6OTYUAMMP879YW96
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 15
a. Full Name
Bank of America
b. SEC file number
8-69787
c. CRD number
000283942
d. LEI, if any
549300HN4UKV1E2R3U73
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 16
a. Full Name
Jane Street
b. SEC file number
8-52275
c. CRD number
000103782
d. LEI, if any
549300ZM16HMPEPNV857
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
105,086,825.00000000
Authorized Participants Record: 17
a. Full Name
State Street Global Mkts
b. SEC file number
8-69862
c. CRD number
000285852
d. LEI, if any
549300FDEDF5ORXCMQ56
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 18
a. Full Name
Virtu Americas LLC
b. SEC file number
8-68193
c. CRD number
000149823
d. LEI, if any
549300RA02N3BNSWBV74
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 19
a. Full Name
HSBC Securities
b. SEC file number
8-41562
c. CRD number
000019585
d. LEI, if any
CYYGQCGNHMHPSMRL3R97
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 20
a. Full Name
JP Morgan
b. SEC file number
8-35008
c. CRD number
000000079
d. LEI, if any
ZBUT11V806EZRVTWT807
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
25,209,100.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
312,689,439.19999999
Authorized Participants Record: 21
a. Full Name
Jefferies Co
b. SEC file number
8-15074
c. CRD number
000002347
d. LEI, if any
58PU97L1C0WSRCWADL48
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 22
a. Full Name
EWT LLC
b. SEC file number
8-51262
c. CRD number
000045986
d. LEI, if any
Q1YYTO5MBHNGETR9DT80
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 23
a. Full Name
Hudson River Trading
b. SEC file number
8-68430
c. CRD number
000152144
d. LEI, if any
21380037YFKONTT23854
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 24
a. Full Name
Interactive Brokers
b. SEC file number
8-47257
c. CRD number
000036418
d. LEI, if any
50OBSE5T5521O6SMZR28
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 25
a. Full Name
Barclays Capital
b. SEC file number
8-41342
c. CRD number
000019714
d. LEI, if any
AC28XWWI3WIBK2824319
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 26
a. Full Name
CitiGroup
b. SEC file number
8-81777
c. CRD number
000007059
d. LEI, if any
MBNUM2BPBDO7JBLYG310
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 27
a. Full Name
Cowen Execution Services
b. SEC file number
8-46838
c. CRD number
000035693
d. LEI, if any
5493005RJDJD18OPUP27
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 28
a. Full Name
BNP Paribas Prime Brokerage Inc
b. SEC file number
8-32682
c. CRD number
000015794
d. LEI, if any
7VHWWWW4UJS7NUM3PT30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 29
a. Full Name
Timber Hill
b. SEC file number
8-28569
c. CRD number
000033319
d. LEI, if any
549300ENR8YMEK2RVE28
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 30
a. Full Name
Citadel Securities
b. SEC file number
8-53574
c. CRD number
000116797
d. LEI, if any
549300MLQ1S3715IUK04
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 31
a. Full Name
Goldman Sachs
b. SEC file number
8-129
c. CRD number
000000361
d. LEI, if any
FOR8UP27PHTHYVLBNG30
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
292,621,075.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
25,724,900.00000000
Authorized Participants Record: 32
a. Full Name
UBS
b. SEC file number
8-22651
c. CRD number
000007654
d. LEI, if any
T6FIZBDPKLYJKFCRVK44
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 33
a. Full Name
Cantor Fitzgerald Co
b. SEC file number
8-201
c. CRD number
000000134
d. LEI, if any
5493004J7H4GCPG6OB62
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 34
a. Full Name
RBC
b. SEC file number
8-45411
c. CRD number
000031194
d. LEI, if any
549300LCO2FLSSVFFR64
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
87,629,900.00000000
Authorized Participants Record: 35
a. Full Name
National Financial Services
b. SEC file number
8-26740
c. CRD number
000013041
d. LEI, if any
549300JRHF1MHHWUAW04
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
Authorized Participants Record: 36
a. Full Name
BMO Capital Markets
b. SEC file number
8-34344
c. CRD number
000016686
d. LEI, if any
RUC0QBLBRPRCU4W1NE59
e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period:
0.00000000
f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period:
0.00000000
g. Did the Fund require that an authorized participant post collateral to the Fund or any of its designated service providers in
connection with the purchase or redemption of Fund shares during the reporting period? 		X Yes   No

Item E.3. Creation units.

Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions.
a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period:
100,000.00000000
b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00689847 %
ii. The standard deviation of the percentage of that value composed of cash:
0.00385766 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.99310152 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00385766 %
c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide:
i. The average percentage of that value composed of cash:
0.00726363 %
ii. The standard deviation of the percentage of that value composed of cash:
0.00276616 %
iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.99273636 %
iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis:
0.00276616 %
d. For creation units purchased by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
96.74796747
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
e. For creation units redeemed by authorized participants during the reporting period, provide:
i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as:
1. Dollars per creation unit, if charged on that basis:
95.90163934
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %
ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as:
1. Dollars per creation unit, if charged on that basis:
0.00000000
2. Dollars for one or more creation units purchased on the same day, if charged on that basis:
0.00000000
3. A percentage of the value of each creation unit, if charged on that basis:
0.00000000 %

Item E.5. In-Kind ETF.

Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)?   Yes X No

N-CEN:Part G: Attachments

Item G.1a. Attachments.

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:   i. Legal proceedings
  ii. Provision of financial support
X iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)
  iv. Change in accounting principles and practices
  v. Information required to be filed pursuant to exemptive orders
  vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

Instructions.

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

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

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

(b) Person providing support.

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

(d) Date support provided.

(e) Amount of support.

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

(h) Brief description of reason for support.

(i) Term of support.

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

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

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

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

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

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

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

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

N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant
VANGUARD BOND INDEX FUNDS
Date
2020-03-10
Signature
Christine M. Buchanan
Title

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