Vanguard® Mid-Cap Growth Index Fund
Schedule of Investments (unaudited)
As of September 30, 2022
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Shares | Market Value ($000) | |||||
Common Stocks (100.0%) | ||||||
Basic Materials (3.1%) | ||||||
Albemarle Corp. | 785,280 | 207,659 | ||||
Fastenal Co. | 3,852,857 | 177,386 | ||||
Mosaic Co. | 2,314,997 | 111,884 | ||||
FMC Corp. | 422,218 | 44,628 | ||||
541,557 | ||||||
Consumer Discretionary (12.5%) | ||||||
* | Trade Desk Inc. Class A | 2,976,771 | 177,862 | |||
* | Copart Inc. | 1,434,018 | 152,580 | |||
* | Aptiv plc | 1,816,319 | 142,054 | |||
* | Chipotle Mexican Grill Inc. Class A | 93,069 | 139,860 | |||
Tractor Supply Co. | 744,144 | 138,322 | ||||
* | Ulta Beauty Inc. | 343,391 | 137,765 | |||
* | Take-Two Interactive Software Inc. | 1,117,674 | 121,827 | |||
Hilton Worldwide Holdings Inc. | 919,487 | 110,909 | ||||
* | Expedia Group Inc. | 1,019,281 | 95,496 | |||
* | Etsy Inc. | 848,763 | 84,987 | |||
* | NVR Inc. | 20,907 | 83,358 | |||
LKQ Corp. | 1,747,496 | 82,394 | ||||
* | Live Nation Entertainment Inc. | 1,002,046 | 76,196 | |||
Domino's Pizza Inc. | 240,555 | 74,620 | ||||
* | ROBLOX Corp. Class A | 2,011,388 | 72,088 | |||
* | AutoZone Inc. | 32,668 | 69,973 | |||
Rollins Inc. | 1,650,818 | 57,250 | ||||
* | Royal Caribbean Cruises Ltd. | 1,453,599 | 55,091 | |||
* | Burlington Stores Inc. | 439,460 | 49,171 | |||
* | Caesars Entertainment Inc. | 1,365,622 | 44,055 | |||
* | Las Vegas Sands Corp. | 1,152,685 | 43,249 | |||
Pool Corp. | 126,066 | 40,115 | ||||
MGM Resorts International | 1,053,923 | 31,323 | ||||
Vail Resorts Inc. | 134,998 | 29,111 | ||||
1 | Sirius XM Holdings Inc. | 3,918,278 | 22,373 | |||
Warner Music Group Corp. Class A | 782,264 | 18,156 | ||||
*,1 | Chewy Inc. Class A | 587,172 | 18,038 | |||
* | Endeavor Group Holdings Inc. Class A | 862,815 | 17,481 | |||
2,185,704 | ||||||
Consumer Staples (1.2%) | ||||||
Church & Dwight Co. Inc. | 1,628,741 | 116,357 | ||||
McCormick & Co. Inc. (Non-Voting) | 839,736 | 59,848 |
Shares | Market Value ($000) | |||||
Lamb Weston Holdings Inc. | 481,717 | 37,275 | ||||
* | Olaplex Holdings Inc. | 652,862 | 6,235 | |||
219,715 | ||||||
Energy (8.7%) | ||||||
Cheniere Energy Inc. | 1,674,693 | 277,848 | ||||
Devon Energy Corp. | 4,390,171 | 263,981 | ||||
* | Enphase Energy Inc. | 908,171 | 251,990 | |||
Hess Corp. | 1,868,210 | 203,616 | ||||
Diamondback Energy Inc. | 1,191,855 | 143,571 | ||||
Coterra Energy Inc. | 5,066,939 | 132,349 | ||||
*,1 | Plug Power Inc. | 3,879,634 | 81,511 | |||
Halliburton Co. | 2,736,547 | 67,374 | ||||
Marathon Oil Corp. | 2,271,393 | 51,288 | ||||
EQT Corp. | 1,116,096 | 45,481 | ||||
1,519,009 | ||||||
Financials (7.1%) | ||||||
MSCI Inc. Class A | 512,740 | 216,269 | ||||
First Republic Bank | 1,224,961 | 159,919 | ||||
* | SVB Financial Group | 396,146 | 133,018 | |||
Broadridge Financial Solutions Inc. | 786,526 | 113,511 | ||||
Apollo Global Management Inc. | 2,302,994 | 107,089 | ||||
FactSet Research Systems Inc. | 254,636 | 101,882 | ||||
*,1 | Coinbase Global Inc. Class A | 948,530 | 61,171 | |||
Ares Management Corp. Class A | 980,165 | 60,721 | ||||
LPL Financial Holdings Inc. | 254,050 | 55,505 | ||||
MarketAxess Holdings Inc. | 239,749 | 53,342 | ||||
* | Markel Corp. | 43,072 | 46,699 | |||
Brown & Brown Inc. | 757,442 | 45,810 | ||||
Interactive Brokers Group Inc. Class A | 654,980 | 41,860 | ||||
Tradeweb Markets Inc. Class A | 720,578 | 40,655 | ||||
1,237,451 | ||||||
Health Care (14.2%) | ||||||
* | IQVIA Holdings Inc. | 1,250,461 | 226,508 | |||
ResMed Inc. | 981,693 | 214,304 | ||||
* | Dexcom Inc. | 2,631,970 | 211,979 | |||
* | Alnylam Pharmaceuticals Inc. | 804,678 | 161,064 | |||
* | Veeva Systems Inc. Class A | 939,094 | 154,838 | |||
* | Seagen Inc. | 927,325 | 126,886 | |||
West Pharmaceutical Services Inc. | 496,406 | 122,156 | ||||
* | Insulet Corp. | 465,339 | 106,749 | |||
* | BioMarin Pharmaceutical Inc. | 1,243,537 | 105,415 | |||
* | Align Technology Inc. | 497,514 | 103,040 | |||
PerkinElmer Inc. | 846,285 | 101,833 | ||||
* | Horizon Therapeutics plc | 1,544,585 | 95,594 | |||
* | IDEXX Laboratories Inc. | 279,075 | 90,923 | |||
Cooper Cos. Inc. | 330,760 | 87,287 | ||||
* | Incyte Corp. | 1,267,487 | 84,465 | |||
* | Catalent Inc. | 1,141,371 | 82,590 | |||
* | Avantor Inc. | 4,066,766 | 79,709 | |||
* | ABIOMED Inc. | 304,812 | 74,880 | |||
* | Molina Healthcare Inc. | 194,789 | 64,249 | |||
* | Bio-Rad Laboratories Inc. Class A | 140,394 | 58,564 | |||
STERIS plc | 335,291 | 55,752 | ||||
* | Charles River Laboratories International Inc. | 170,458 | 33,546 | |||
* | Exact Sciences Corp. | 593,507 | 19,283 | |||
* | agilon health Inc. | 689,014 | 16,137 | |||
2,477,751 |
Shares | Market Value ($000) | |||||
Industrials (16.3%) | ||||||
Cintas Corp. | 576,654 | 223,851 | ||||
TransDigm Group Inc. | 345,416 | 181,281 | ||||
Verisk Analytics Inc. Class A | 1,052,313 | 179,451 | ||||
AMETEK Inc. | 1,539,168 | 174,557 | ||||
Old Dominion Freight Line Inc. | 674,414 | 167,774 | ||||
* | Mettler-Toledo International Inc. | 150,893 | 163,586 | |||
Equifax Inc. | 820,694 | 140,692 | ||||
Martin Marietta Materials Inc. | 418,158 | 134,685 | ||||
Vulcan Materials Co. | 846,426 | 133,490 | ||||
* | Waters Corp. | 401,459 | 108,205 | |||
* | Teledyne Technologies Inc. | 314,221 | 106,040 | |||
Xylem Inc. | 1,208,079 | 105,538 | ||||
* | Zebra Technologies Corp. Class A | 347,213 | 90,973 | |||
* | Trimble Inc. | 1,660,362 | 90,108 | |||
* | Bill.com Holdings Inc. | 667,706 | 88,384 | |||
JB Hunt Transport Services Inc. | 556,785 | 87,092 | ||||
* | FleetCor Technologies Inc. | 477,745 | 84,164 | |||
TransUnion | 1,290,454 | 76,769 | ||||
* | Generac Holdings Inc. | 427,979 | 76,240 | |||
Masco Corp. | 1,512,239 | 70,607 | ||||
Quanta Services Inc. | 479,493 | 61,083 | ||||
HEICO Corp. Class A | 491,567 | 56,343 | ||||
Ball Corp. | 1,053,648 | 50,912 | ||||
Expeditors International of Washington Inc. | 548,397 | 48,429 | ||||
Westinghouse Air Brake Technologies Corp. | 579,190 | 47,117 | ||||
Jack Henry & Associates Inc. | 244,370 | 44,541 | ||||
HEICO Corp. | 276,891 | 39,867 | ||||
Fortune Brands Home & Security Inc. | 433,685 | 23,285 | ||||
2,855,064 | ||||||
Real Estate (7.6%) | ||||||
Realty Income Corp. | 4,140,549 | 240,980 | ||||
SBA Communications Corp. Class A | 723,253 | 205,874 | ||||
Digital Realty Trust Inc. | 1,926,843 | 191,104 | ||||
* | CoStar Group Inc. | 2,654,530 | 184,888 | |||
Extra Space Storage Inc. | 897,774 | 155,055 | ||||
Invitation Homes Inc. | 4,091,843 | 138,181 | ||||
Sun Communities Inc. | 826,888 | 111,903 | ||||
Camden Property Trust | 357,078 | 42,653 | ||||
* | Zillow Group Inc. Class C | 1,062,240 | 30,391 | |||
Host Hotels & Resorts Inc. | 1,198,856 | 19,038 | ||||
* | Zillow Group Inc. Class A | 276,188 | 7,907 | |||
1,327,974 | ||||||
Technology (24.9%) | ||||||
* | Cadence Design Systems Inc. | 1,836,174 | 300,086 | |||
Amphenol Corp. Class A | 3,987,998 | 267,036 | ||||
Microchip Technology Inc. | 3,704,079 | 226,060 | ||||
* | Twitter Inc. | 4,360,789 | 191,177 | |||
* | ON Semiconductor Corp. | 2,904,580 | 181,042 | |||
* | Synopsys Inc. | 512,563 | 156,593 | |||
* | Datadog Inc. Class A | 1,754,638 | 155,777 | |||
* | Gartner Inc. | 503,812 | 139,400 | |||
* | EPAM Systems Inc. | 365,352 | 132,327 | |||
* | ANSYS Inc. | 583,768 | 129,421 | |||
Marvell Technology Inc. | 2,849,251 | 122,261 | ||||
* | Paycom Software Inc. | 342,088 | 112,886 | |||
* | Fortinet Inc. | 2,246,918 | 110,391 |
Shares | Market Value ($000) | |||||
Monolithic Power Systems Inc. | 298,029 | 108,304 | ||||
* | VeriSign Inc. | 611,409 | 106,202 | |||
* | Cloudflare Inc. Class A | 1,802,643 | 99,704 | |||
* | Tyler Technologies Inc. | 278,776 | 96,875 | |||
* | DoorDash Inc. Class A | 1,919,961 | 94,942 | |||
* | Zscaler Inc. | 570,650 | 93,798 | |||
Skyworks Solutions Inc. | 1,075,718 | 91,726 | ||||
* | Pinterest Inc. Class A | 3,907,677 | 91,049 | |||
* | Palantir Technologies Inc. Class A | 11,191,816 | 90,989 | |||
* | Match Group Inc. | 1,897,176 | 90,590 | |||
* | ZoomInfo Technologies Inc. Class A | 2,163,940 | 90,150 | |||
* | MongoDB Inc. Class A | 433,806 | 86,137 | |||
* | Akamai Technologies Inc. | 1,065,648 | 85,593 | |||
* | HubSpot Inc. | 305,819 | 82,608 | |||
* | Splunk Inc. | 1,078,684 | 81,117 | |||
* | Twilio Inc. Class A | 1,161,810 | 80,328 | |||
Teradyne Inc. | 1,051,039 | 78,986 | ||||
* | GoDaddy Inc. Class A | 1,048,465 | 74,315 | |||
* | DocuSign Inc. Class A | 1,340,504 | 71,677 | |||
* | Snap Inc. Class A | 7,013,414 | 68,872 | |||
* | Black Knight Inc. | 993,965 | 64,339 | |||
* | Okta Inc. Class A | 1,011,073 | 57,500 | |||
* | Zoom Video Communications Inc. Class A | 714,446 | 52,576 | |||
Bentley Systems Inc. Class B | 1,484,462 | 45,410 | ||||
*,1 | Unity Software Inc. | 1,399,256 | 44,580 | |||
* | Zendesk Inc. | 413,768 | 31,488 | |||
* | AppLovin Corp. Class A | 1,174,969 | 22,900 | |||
* | Dropbox Inc. Class A | 911,885 | 18,894 | |||
* | Toast Inc. Class A | 977,404 | 16,342 | |||
* | UiPath Inc. Class A | 1,007,788 | 12,708 | |||
* | IAC Inc. | 132,991 | 7,365 | |||
* | Qualtrics International Inc. Class A | 327,546 | 3,334 | |||
4,365,855 | ||||||
Telecommunications (3.1%) | ||||||
Motorola Solutions Inc. | 1,118,872 | 250,594 | ||||
* | Arista Networks Inc. | 1,529,986 | 172,720 | |||
* | Liberty Broadband Corp. Class C | 839,545 | 61,959 | |||
* | Roku Inc. Class A | 809,437 | 45,652 | |||
* | Liberty Broadband Corp. Class A | 113,164 | 8,442 | |||
539,367 | ||||||
Utilities (1.3%) | ||||||
Waste Connections Inc. | 1,724,254 | 232,998 | ||||
Total Common Stocks (Cost $16,071,446) | 17,502,445 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (0.4%) | ||||||
Money Market Fund (0.4%) | ||||||
2,3 | Vanguard Market Liquidity Fund (Cost $74,664) | 2.828% | 746,982 | 74,676 | ||
Total Investments (100.4%) (Cost $16,146,110) | 17,577,121 | |||||
Other Assets and Liabilities—Net (-0.4%) | (73,695) | |||||
Net Assets (100%) | 17,503,426 |
Cost is in $000. | |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $73,402,000. |
2 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
3 | Collateral of $74,662,000 was received for securities on loan. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | December 2022 | 10 | 1,801 | (104) |
E-mini S&P Mid-Cap 400 Index | December 2022 | 14 | 3,091 | (277) |
(381) |
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.
B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
At September 30, 2022, 100% of the market value of the fund's investments and derivatives was determined based on Level 1 inputs.