UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT
OF
REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-58431
Name of Registrant: | Vanguard Valley Forge Funds |
Address of Registrant: | P.O. Box 2600 |
Valley Forge, PA 19482 |
Name and address of agent for service: | Anne E. Robinson, Esquire |
P.O. Box 876 | |
Valley Forge, PA 19482 |
Registrant’s telephone number, including area code: (610) 669-1000
Date of fiscal year end: December 31
Date of reporting period: January 1, 2020—June 30, 2020
Item 1: Reports to Shareholders
Semiannual Report | June 30, 2020
Vanguard Balanced Index Fund
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See the inside front cover for important information about access to your fund’s annual and semiannual shareholder reports.
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Important information about access to shareholder reports
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of your fund’s annual and semiannual shareholder reports will no longer be sent to you by mail, unless you specifically request them. Instead, you will be notified by mail each time a report is posted on the website and will be provided with a link to access the report.
If you have already elected to receive shareholder reports electronically, you will not be affected by this change and do not need to take any action. You may elect to receive shareholder reports and other communications from the fund electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly with the fund, by calling Vanguard at one of the phone numbers on the back cover of this report or by logging on to vanguard.com.
You may elect to receive paper copies of all future shareholder reports free of charge. If you invest through a financial intermediary, you can contact the intermediary to request that you continue to receive paper copies. If you invest directly with the fund, you can call Vanguard at one of the phone numbers on the back cover of this report or log on to vanguard.com. Your election to receive paper copies will apply to all the funds you hold through an intermediary or directly with Vanguard.
Contents | |
About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 27 |
Liquidity Risk Management | 29 |
About Your Fund’s Expenses
As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.
A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.
The accompanying table illustrates your fund’s costs in two ways:
• Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.
To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading ”Expenses Paid During Period.“
• Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.
Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”
The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.
You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.
1
Six Months Ended June 30, 2020
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
Balanced Index Fund | 12/31/2019 | 6/30/2020 | Period |
Based on Actual Fund Return | |||
Investor Shares | $1,000.00 | $1,009.54 | $0.90 |
Admiral™ Shares | 1,000.00 | 1,010.16 | 0.35 |
Institutional Shares | 1,000.00 | 1,009.96 | 0.30 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,023.97 | $0.91 |
Admiral Shares | 1,000.00 | 1,024.52 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.56 | 0.30 |
The calculations are based on expenses incurred in the most recent six-month period. The fund’s annualized six-month expense ratios for that period are 0.18% for Investor Shares, 0.07% for Admiral Shares, and 0.06% for Institutional Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (182/366).
2
Balanced Index Fund
Fund Allocation
As of June 30, 2020
Asset-Backed/Commercial Mortgage-Backed Securities | 1.1% |
Common Stock | 60.5 |
Corporate Bonds | 11.5 |
Preferred Stock | 0.0 |
Sovereign Bonds | 1.5 |
Taxable Municipal Bonds | 0.3 |
U.S. Government and Agency Obligations | 25.1 |
The table reflects the fund's investments, except for short-term investments and derivatives. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.
The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.
3
Balanced Index Fund
Financial Statements (unaudited)
Schedule of Investments—Investments Summary
As of June 30, 2020
This Statement summarizes the fund’s holdings by asset type. Details are reported for each of the fund’s 50 largest individual holdings and for investments that, in total for any issuer, represent more than 1% of the fund’s net assets. The total value of smaller holdings is reported as a single amount within each category.
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) four times in each fiscal year. For the second and fourth quarters the complete list of the fund’s holdings is available on vanguard.com and on Form N-CSR, or you can have it mailed to you without charge by calling 800-662-7447. For the first and third quarters of each fiscal year, the complete list of the fund’s holdings is available as an exhibit to its reports on Form N-PORT. The fund’s Form N-CSR and Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Market | Percentage | |||
Value• | of Net | |||
Shares | ($000) | Assets | ||
Common Stocks | ||||
Basic Materials † | 524,259 | 1.2% | ||
Consumer Goods | ||||
Procter & Gamble Co. | 2,140,775 | 255,972 | 0.6% | |
PepsiCo Inc. | 1,200,915 | 158,833 | 0.4% | |
Coca-Cola Co. | 3,322,027 | 148,428 | 0.3% | |
* | Tesla Inc. | 127,801 | 138,001 | 0.3% |
Consumer Goods—Other † | 1,364,401 | 3.1% | ||
2,065,635 | 4.7% | |||
Consumer Services | ||||
* | Amazon.com Inc. | 364,930 | 1,006,776 | 2.3% |
Home Depot Inc. | 926,993 | 232,221 | 0.5% | |
Walt Disney Co. | 1,554,827 | 173,379 | 0.4% | |
* | Netflix Inc. | 378,099 | 172,050 | 0.4% |
Comcast Corp. Class A | 3,913,609 | 152,552 | 0.3% | |
Walmart Inc. | 1,221,944 | 146,364 | 0.3% | |
McDonald’s Corp. | 643,155 | 118,643 | 0.3% | |
Costco Wholesale Corp. | 378,049 | 114,628 | 0.3% | |
Consumer Services—Other † | 1,597,347 | 3.6% | ||
3,713,960 | 8.4% | |||
‡ Exchange-Traded Fund † | 33,161 | 0.1% | ||
Financials | ||||
Visa Inc. Class A | 1,461,905 | 282,396 | 0.6% | |
* | Berkshire Hathaway Inc. Class B | 1,513,509 | 270,177 | 0.6% |
JPMorgan Chase & Co. | 2,495,440 | 234,721 | 0.5% | |
Mastercard Inc. Class A | 773,872 | 228,834 | 0.5% | |
Bank of America Corp. | 6,716,783 | 159,524 | 0.4% | |
§ | Financials—Other † | 3,095,544 | 7.0% | |
4,271,196 | 9.6% |
4
Balanced Index Fund | |||||
Market | Percentage | ||||
Value• | of Net | ||||
Shares | ($000) | Assets | |||
Health Care | |||||
Johnson & Johnson | 2,267,582 | 318,890 | 0.7% | ||
UnitedHealth Group Inc. | 816,476 | 240,820 | 0.5% | ||
Merck & Co. Inc. | 2,183,090 | 168,818 | 0.4% | ||
Pfizer Inc. | 4,769,000 | 155,946 | 0.3% | ||
AbbVie Inc. | 1,517,573 | 148,995 | 0.3% | ||
Abbott Laboratories | 1,522,820 | 139,231 | 0.3% | ||
Thermo Fisher Scientific Inc. | 343,988 | 124,641 | 0.3% | ||
Eli Lilly and Co. | 744,939 | 122,304 | 0.3% | ||
Amgen Inc. | 509,583 | 120,190 | 0.3% | ||
Bristol-Myers Squibb Co. | 1,967,872 | 115,711 | 0.3% | ||
§ | Health Care—Other † | 2,045,409 | 4.6% | ||
3,700,955 | 8.3% | ||||
Industrials | |||||
* | PayPal Holdings Inc. | 1,012,026 | 176,325 | 0.4% | |
Accenture plc Class A | 546,064 | 117,251 | 0.3% | ||
§,1 | Industrials—Other † | 2,852,471 | 6.4% | ||
3,146,047 | 7.1% | ||||
Oil & Gas | |||||
Exxon Mobil Corp. | 3,639,284 | 162,749 | 0.4% | ||
Chevron Corp. | 1,609,223 | 143,591 | 0.3% | ||
§ | Oil & Gas—Other † | 391,514 | 0.9% | ||
697,854 | 1.6% | ||||
Technology | |||||
Microsoft Corp. | 6,546,015 | 1,332,180 | 3.0% | ||
Apple Inc. | 3,364,417 | 1,227,339 | 2.8% | ||
* | Facebook Inc. Class A | 2,075,289 | 471,236 | 1.1% | |
* | Alphabet Inc. Class C | 263,576 | 372,594 | 0.8% | |
* | Alphabet Inc. Class A | 242,254 | 343,528 | 0.8% | |
Intel Corp. | 3,655,646 | 218,717 | 0.5% | ||
NVIDIA Corp. | 501,151 | 190,392 | 0.4% | ||
* | Adobe Inc. | 416,885 | 181,474 | 0.4% | |
Cisco Systems Inc. | 3,280,009 | 152,980 | 0.4% | ||
* | salesforce.com Inc. | 730,338 | 136,814 | 0.3% | |
§ | Technology—Other † | 2,234,678 | 5.0% | ||
6,861,932 | 15.5% | ||||
Telecommunications | |||||
Verizon Communications Inc. | 3,559,238 | 196,221 | 0.4% | ||
AT&T Inc. | 6,141,331 | 185,652 | 0.4% | ||
Telecommunications—Other † | 120,427 | 0.3% | |||
502,300 | 1.1% | ||||
Utilities † | 777,298 | 1.8% | |||
Total Common Stocks (Cost $11,027,383) | 26,294,597 | 59.4% |
5
Balanced Index Fund | |||||||
Face | Market | Percentage | |||||
Maturity | Amount | Value• | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
U.S. Government and Agency Obligations | |||||||
U.S. Government Securities | |||||||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 245,241 | 247,769 | 0.6% | ||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 245,065 | 247,209 | 0.5% | ||
United States Treasury Note/Bond | 0.375% | 3/31/22 | 159,650 | 160,223 | 0.4% | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 120,266 | 137,610 | 0.3% | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 124,502 | 129,852 | 0.3% | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 108,045 | 109,092 | 0.2% | ||
2 | United States Treasury Note/Bond | 0.125%–8.000% | 9/15/20–5/15/50 | 5,337,089 | 5,897,597 | 13.3% | |
6,929,352 | 15.6% | ||||||
Agency Bonds and Notes | |||||||
3 | Federal Home Loan Mortgage Corp. | 0.250%–6.750% | 8/12/21–7/15/32 | 35,511 | 38,337 | 0.1% | |
3 | Federal National Mortgage Assn. | 0.250%–7.250% | 8/17/21–7/15/37 | 72,237 | 81,045 | 0.2% | |
Agency Bonds and Notes—Other † | 96,586 | 0.2% | |||||
215,968 | 0.5% | ||||||
Conventional Mortgage-Backed Securities | |||||||
¤,3,4 | Fannie Mae Pool | 2.000%–9.500% | 7/1/20–7/1/50 | 1,287,899 | 1,378,713 | 3.1% | |
3,4 | Freddie Mac Gold Pool | 2.000%–10.000% | 9/1/20–1/1/49 | 657,723 | 705,055 | 1.6% | |
4 | Ginnie Mae I Pool | 3.000%–9.000% | 9/15/20–9/15/49 | 66,593 | 72,824 | 0.2% | |
¤,4 | Ginnie Mae II Pool | 2.500%–7.000% | 9/20/25–7/1/50 | 889,554 | 952,417 | 2.2% | |
¤,3,4 | UMBS Pool | 2.500% | 7/1/50 | 102,604 | 106,981 | 0.2% | |
¤,3,4 | UMBS Pool | 2.000%–5.000% | 7/1/26–7/1/50 | 514,430 | 554,703 | 1.2% | |
3,760,693 | 8.5% | ||||||
Nonconventional Mortgage-Backed Securities | |||||||
3,4 | Fannie Mae Pool | 2.275%–3.451% | 4/1/41–9/1/43 | 446 | 463 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 3.366% | 12/1/41 | 60 | 63 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.592% | 9/1/37 | 110 | 114 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.476% | 3.491% | 3/1/43 | 184 | 188 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.509% | 4.017% | 7/1/36 | 16 | 17 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 3.580% | 12/1/43 | 136 | 147 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 3.370% | 6/1/43 | 113 | 115 | 0.0% |
6
Balanced Index Fund | |||||||
Face | Market | Percentage | |||||
Maturity | Amount | Value• | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.610% | 4.167% | 10/1/37 | 35 | 36 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.623%–3.746% | 2/1/36–8/1/39 | 87 | 90 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.625% | 4.135% | 8/1/35 | 56 | 60 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 3.627% | 3/1/38 | 6 | 6 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.510% | 11/1/36 | 15 | 16 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.643% | 3.664% | 1/1/37 | 22 | 23 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 4.171% | 10/1/42 | 74 | 74 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | 5 | 6 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 4.415% | 6/1/36 | 4 | 4 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.683% | 3.727% | 12/1/33 | 13 | 14 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 3.902% | 6/1/42 | 207 | 217 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.191%–3.975% | 10/1/39–9/1/42 | 144 | 150 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 4.320% | 7/1/39 | 7 | 7 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 4.162% | 8/1/40 | 13 | 14 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.747%–4.531% | 7/1/37–10/1/42 | 198 | 208 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.809% | 11/1/39 | 14 | 15 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.723% | 3.932% | 11/1/39 | 32 | 34 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.724% | 3.554% | 5/1/42 | 114 | 121 | 0.0% |
7
Balanced Index Fund | |||||||
Face | Market | Percentage | |||||
Maturity | Amount | Value• | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.729% | 3.953% | 9/1/34 | 15 | 15 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.730% | 3.459% | 9/1/43 | 157 | 163 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.739% | 2.615% | 6/1/41 | 10 | 11 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.746% | 3.738% | 7/1/41 | 81 | 86 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.227% | 10/1/40 | 12 | 13 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.771% | 3.715% | 5/1/42 | 31 | 32 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.778% | 4.045% | 7/1/42 | 60 | 65 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 3.780% | 2/1/41 | 26 | 28 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.793% | 3.400% | 8/1/42 | 133 | 136 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 3.795%–4.023% | 3/1/42 | 147 | 159 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 3.834% | 2/1/42 | 252 | 271 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 3.747% | 11/1/41 | 53 | 57 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.685%–3.935% | 11/1/33–12/1/40 | 78 | 83 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.862%–4.160% | 9/1/40–1/1/42 | 144 | 153 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.189%–3.924% | 11/1/40–12/1/41 | 137 | 147 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.819% | 3.838% | 3/1/41 | 55 | 59 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 3.913% | 12/1/40 | 16 | 17 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.822% | 3.918% | 12/1/39 | 26 | 27 | 0.0% |
8
Balanced Index Fund | |||||||
Face | Market | Percentage | |||||
Maturity | Amount | Value• | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 3.823% | 2/1/41 | 23 | 24 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 3.825% | 3/1/41 | 40 | 44 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.580% | 6/1/41 | 53 | 57 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.859% | 1/1/40 | 49 | 51 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.838% | 3.575% | 2/1/42 | 62 | 66 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.391% | 8/1/39 | 18 | 19 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.874% | 3.629% | 5/1/40 | 8 | 9 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 3.969% | 11/1/34 | 33 | 36 | 0.0% | |
3,4,5 | Fannie Mae Pool, 12M USD LIBOR + 1.909% | 3.659% | 4/1/37 | 37 | 40 | 0.0% | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.155% | 3.780% | 12/1/37 | 62 | 65 | 0.0% | |
3,4,5 | Fannie Mae Pool, 1YR CMT + 2.313% | 3.964% | 1/1/35 | 29 | 31 | 0.0% | |
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.028% | 2.674% | 4/1/37 | 26 | 27 | 0.0% | |
3,4,5 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 3.715% | 8/1/37 | 32 | 34 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.536% | 3.466% | 3/1/37 | 4 | 4 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.588% | 3.780% | 9/1/37 | 46 | 48 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 3.625% | 1/1/38 | 4 | 4 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.662%–3.799% | 12/1/36–11/1/43 | 166 | 174 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.711% | 10/1/37 | 21 | 22 | 0.0% |
9
Balanced Index Fund | |||||||
Face | Market | Percentage | |||||
Maturity | Amount | Value• | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 3.695% | 2/1/37 | 16 | 18 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 3.727% | 1/1/35 | 4 | 4 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.866% | 12/1/36 | 15 | 15 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 3.750% | 12/1/40 | 53 | 56 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.500%–3.818% | 5/1/38–12/1/41 | 49 | 53 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.797% | 3.872% | 12/1/34 | 17 | 18 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.829% | 3.955%–4.105% | 12/1/35–3/1/42 | 96 | 103 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.859% | 3.926% | 2/1/42 | 17 | 18 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.886%–4.630% | 5/1/40–6/1/41 | 121 | 128 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 3.902% | 2/1/42 | 45 | 46 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.894% | 4.255% | 9/1/40 | 76 | 81 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.374%–3.844% | 6/1/40–11/1/40 | 35 | 37 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.910%–3.928% | 1/1/41–2/1/41 | 41 | 45 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.006% | 3.566% | 5/1/37 | 80 | 83 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 4.085% | 3/1/38 | 5 | 5 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.000% | 3.625% | 7/1/35 | 6 | 7 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.884%–4.006% | 11/1/34–5/1/36 | 63 | 68 | 0.0% | |
3,4,5 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 4.064% | 10/1/36 | 23 | 25 | 0.0% |
10
Balanced Index Fund | |||||||
Face | Market | Percentage | |||||
Maturity | Amount | Value• | of Net | ||||
Coupon | Date | ($000) | ($000) | Assets | |||
3,4,5 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 3.356% | 1/1/37 | 51 | 54 | 0.0% | |
4,5 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.000%–3.875% | 7/20/38–12/20/43 | 2,110 | 2,207 | 0.0% | |
4,5 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.625%–4.375% | 11/20/40–5/20/41 | 36 | 37 | 0.0% | |
7,587 | 0.0% | ||||||
Total U.S. Government and Agency Obligations (Cost $10,294,380) | 10,913,600 | 24.6% | |||||
1Asset-Backed/Commercial Mortgage-Backed Securities (Cost $446,626) † | 478,191 | 1.1% | |||||
Corporate Bonds | |||||||
Finance | |||||||
1 | Banking † | 1,066,445 | 2.4% | ||||
Brokerage † | 48,572 | 0.1% | |||||
1 | Finance Companies † | 43,326 | 0.1% | ||||
Insurance † | 229,014 | 0.5% | |||||
Other Finance † | 1,329 | 0.0% | |||||
Real Estate Investment Trusts † | 129,453 | 0.3% | |||||
1,518,139 | 3.4% | ||||||
Industrial | |||||||
1 | Basic Industry † | 140,479 | 0.3% | ||||
1 | Capital Goods † | 294,688 | 0.7% | ||||
1 | Communication † | 468,102 | 1.1% | ||||
Consumer Cyclical | |||||||
Amazon.com Inc. | 0.400%–5.200% | 12/5/21–6/3/60 | 22,195 | 25,797 | 0.1% | ||
1 | Consumer Cyclical—Other † | 326,753 | 0.7% | ||||
1 | Consumer Noncyclical † | 847,122 | 1.9% | ||||
1 | Energy † | 402,750 | 0.9% | ||||
Other Industrial † | 21,438 | 0.0% | |||||
Technology | |||||||
Alphabet Inc. | 1.998% | 8/15/26 | 1,500 | 1,611 | 0.0% | ||
Apple Inc. | 0.750%–4.650% | 8/4/21–5/11/50 | 60,821 | 67,569 | 0.1% | ||
Microsoft Corp. | 2.000%–4.450% | 2/6/22–6/1/60 | 41,735 | 47,730 | 0.1% | ||
1 | Technology—Other † | 340,106 | 0.8% | ||||
1 | Transportation † | 125,306 | 0.3% | ||||
3,109,451 | 7.0% | ||||||
Utilities | |||||||
1 | Electric † | 351,528 | 0.8% | ||||
Natural Gas † | 28,346 | 0.1% | |||||
Other Utility † | 9,484 | 0.0% | |||||
389,358 | 0.9% | ||||||
Total Corporate Bonds (Cost $4,576,904) | 5,016,948 | 11.3% | |||||
1Sovereign Bonds (Cost $626,817) † | 673,736 | 1.5% | |||||
Taxable Municipal Bonds (Cost $103,079) † | 124,075 | 0.3% | |||||
Preferred Stocks (Cost $93) † | 93 | 0.0% |
11
Balanced Index Fund | ||||||
Market | Percentage | |||||
Value• | of Net | |||||
($000) | Assets | |||||
Temporary Cash Investments | ||||||
6 | U.S. Government and Agency Obligations † | 19,092 | 0.1% | |||
Coupon | Shares | |||||
Money Market Fund | ||||||
7,8 | Vanguard Market Liquidity Fund | 0.227% | 13,376,114 | 1,337,611 | 3.0% | |
Total Temporary Cash Investments (Cost $1,356,468) | 1,356,703 | 3.1% | ||||
9 | Total Investments (Cost $28,431,750) | 44,857,943 | 101.3% | |||
Other Assets and Liabilities—Net | (557,254) | (1.3% | ) | |||
Net Assets | 44,300,689 | 100.0% |
Cost is in $000.
• See Note A in Notes to Financial Statements.
* Non-income-producing security.
§ Security value determined using significant unobservable inputs.
¤ | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2020. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
‡ Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group.
1 Certain of the fund’s securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2020, the aggregate value of these securities was $216,814,000, representing 0.5% of net assets.
2 | Securities with a value of $251,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
3 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
5 | Adjustable-rate security; rate shown is effective rate at period end. Certain adjustable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
6 | Securities with a value of $18,392,000 and cash of $13,087,000 have been segregated as initial margin for open futures contracts. |
7 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
8 | Collateral of $80,388,000 was received for securities on loan, of which $78,760,000 is held in Vanguard Market Liquidity Fund and $1,628,000 is held in cash. |
9 | The total value of securities on loan is $74,681,000. CMT—Constant Maturing Treasury Rate. LIBOR—London Interbank Offered Rate. UMBS—Uniform Mortgage-Backed Securities. |
12
Balanced Index Fund | |||||||
Derivative Financial Instruments Outstanding as of Period End | |||||||
Futures Contracts | |||||||
($000) | |||||||
Value and | |||||||
Number of | Unrealized | ||||||
Long (Short) | Notional | Appreciation | |||||
Expiration | Contracts | Amount | (Depreciation) | ||||
Long Futures Contracts | |||||||
E-mini S&P 500 Index | September 2020 | 2,466 | 381,022 | 9,214 | |||
10-Year U.S. Treasury Note | September 2020 | 2,200 | 306,178 | 3,544 | |||
E-mini Russell 2000 Index | September 2020 | 209 | 15,023 | 605 | |||
E-mini S&P Mid-Cap 400 Index | September 2020 | 45 | 8,006 | 114 | |||
13,477 |
See accompanying Notes, which are an integral part of the Financial Statements.
13
Balanced Index Fund | ||
Statement of Assets and Liabilities | ||
As of June 30, 2020 | ||
($000s, except shares and per-share amounts) | Amount | |
Assets | ||
Investments in Securities, at Value | ||
Unaffiliated Issuers (Cost $27,061,554) | 43,487,171 | |
Affiliated Issuers (Cost $1,370,196) | 1,370,772 | |
Total Investments in Securities | 44,857,943 | |
Investment in Vanguard | 1,976 | |
Cash | 1,628 | |
Cash Collateral Pledged—Futures Contracts | 13,087 | |
Receivables for Investment Securities Sold | 150,852 | |
Receivables for Accrued Income | 111,145 | |
Receivables for Capital Shares Issued | 21,536 | |
Variation Margin Receivable—Futures Contracts | 5,429 | |
Total Assets | 45,163,596 | |
Liabilities | ||
Due to Custodian | 5,197 | |
Payables for Investment Securities Purchased | 741,514 | |
Collateral for Securities on Loan | 80,388 | |
Payables for Capital Shares Redeemed | 34,097 | |
Payables to Vanguard | 1,327 | |
Variation Margin Payable—Futures Contracts | 384 | |
Total Liabilities | 862,907 | |
Net Assets | 44,300,689 |
14
Balanced Index Fund | ||
Statement of Assets and Liabilities (continued) | ||
At June 30, 2020, net assets consisted of: | ||
($000s, except shares and per-share amounts) | Amount | |
Paid-in Capital | 27,661,596 | |
Total Distributable Earnings (Loss) | 16,639,093 | |
Net Assets | 44,300,689 | |
Investor Shares—Net Assets | ||
Applicable to 8,891,109 outstanding $.001 par value shares of | ||
beneficial interest (unlimited authorization) | 347,865 | |
Net Asset Value Per Share—Investor Shares | $39.13 | |
Admiral Shares—Net Assets | ||
Applicable to 859,031,513 outstanding $.001 par value shares of | ||
beneficial interest (unlimited authorization) | 33,609,917 | |
Net Asset Value Per Share—Admiral Shares | $39.13 | |
Institutional Shares—Net Assets | ||
Applicable to 264,310,062 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 10,342,907 | |
Net Asset Value Per Share—Institutional Shares | $39.13 |
See accompanying Notes, which are an integral part of the Financial Statements.
15
Balanced Index Fund | ||
Statement of Operations | ||
Six Months Ended | ||
June 30, 2020 | ||
($000 | ) | |
Investment Income | ||
Income | ||
Dividends—Unaffiliated Issuers | 237,924 | |
Dividends—Affiliated Issuers | 129 | |
Interest—Unaffiliated Issuers | 207,553 | |
Interest—Affiliated Issuers | 2,529 | |
Securities Lending—Net | 1,907 | |
Total Income | 450,042 | |
Expenses | ||
The Vanguard Group—Note B | ||
Investment Advisory Services | 1,337 | |
Management and Administrative—Investor Shares | 276 | |
Management and Administrative—Admiral Shares | 9,035 | |
Management and Administrative—Institutional Shares | 2,525 | |
Marketing and Distribution—Investor Shares | 25 | |
Marketing and Distribution—Admiral Shares | 903 | |
Marketing and Distribution—Institutional Shares | 126 | |
Custodian Fees | 273 | |
Shareholders’ Reports—Investor Shares | — | |
Shareholders’ Reports—Admiral Shares | 127 | |
Shareholders’ Reports—Institutional Shares | 24 | |
Trustees’ Fees and Expenses | 17 | |
Total Expenses | 14,668 | |
Net Investment Income | 435,374 | |
Realized Net Gain (Loss) | ||
Investment Securities Sold—Unaffiliated Issuers | 169,989 | |
Investment Securities Sold—Affiliated Issuers | (353 | ) |
Futures Contracts | 22,168 | |
Realized Net Gain (Loss) | 191,804 | |
Change in Unrealized Appreciation (Depreciation) | ||
Investment Securities—Unaffiliated Issuers | (379,707 | ) |
Investment Securities—Affiliated Issuers | 565 | |
Futures Contracts | 12,922 | |
Change in Unrealized Appreciation (Depreciation) | (366,220 | ) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 260,958 |
See accompanying Notes, which are an integral part of the Financial Statements.
16
Balanced Index Fund
Statement of Changes in Net Assets
Six Months Ended | Year Ended | ||||
June 30, | December 31, | ||||
2020 | 2019 | ||||
($000 | ) | ($000 | ) | ||
Increase (Decrease) in Net Assets | |||||
Operations | |||||
Net Investment Income | 435,374 | 916,685 | |||
Realized Net Gain (Loss) | 191,804 | 805,667 | |||
Change in Unrealized Appreciation (Depreciation) | (366,220 | ) | 6,281,276 | ||
Net Increase (Decrease) in Net Assets Resulting from Operations | 260,958 | 8,003,628 | |||
Distributions1 | |||||
Investor Shares | (3,826 | ) | (36,539 | ) | |
Admiral Shares | (380,053 | ) | (717,968 | ) | |
Institutional Shares | (120,208 | ) | (255,469 | ) | |
Total Distributions | (504,087 | ) | (1,009,976 | ) | |
Capital Share Transactions | |||||
Investor Shares | (45,888 | ) | (3,029,367 | ) | |
Admiral Shares | 211,644 | 4,865,964 | |||
Institutional Shares | (746,235 | ) | (174,824 | ) | |
Net Increase (Decrease) from Capital Share Transactions | (580,479 | ) | 1,661,773 | ||
Total Increase (Decrease) | (823,608 | ) | 8,655,425 | ||
Net Assets | |||||
Beginning of Period | 45,124,297 | 36,468,872 | |||
End of Period | 44,300,689 | 45,124,297 |
1 Certain prior period numbers have been reclassified to conform with current period presentation.
See accompanying Notes, which are an integral part of the Financial Statements.
17
Balanced Index Fund
Financial Highlights
Investor Shares
Six Months | ||||||||||||
Ended | Year Ended December 31, | |||||||||||
For a Share Outstanding | June 30, | |||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||||||
Net Asset Value, Beginning of Period | $39.23 | $32.99 | $34.72 | $31.11 | $29.22 | $29.68 | ||||||
Investment Operations | ||||||||||||
Net Investment Income | .362 | 1 | .755 | 1 | .748 | 1 | .647 | 1 | .613 | .570 | ||
Net Realized and Unrealized Gain (Loss) | ||||||||||||
on Investments | (.036 | ) | 6.345 | (1.753 | ) | 3.600 | 1.889 | (.459 | ) | |||
Total from Investment Operations | .326 | 7.100 | (1.005 | ) | 4.247 | 2.502 | .111 | |||||
Distributions | ||||||||||||
Dividends from Net Investment Income | (.356 | ) | (.794 | ) | (.725 | ) | (.637 | ) | (.612 | ) | (.571 | ) |
Distributions from Realized Capital Gains | (.070 | ) | (.066 | ) | — | — | — | — | ||||
Total Distributions | (.426 | ) | (.860 | ) | (.725 | ) | (.637 | ) | (.612 | ) | (.571 | ) |
Net Asset Value, End of Period | $39.13 | $39.23 | $32.99 | $34.72 | $31.11 | $29.22 | ||||||
Total Return2 | 0.95% | 21.67% | -2.97% | 13.75% | 8.63% | 0.37% | ||||||
Ratios/Supplemental Data | ||||||||||||
Net Assets, End of Period (Millions) | $348 | $396 | $3,014 | $3,474 | $3,343 | $3,090 | ||||||
Ratio of Total Expenses to Average Net Assets | 0.18% | 0.18% | 0.18% | 0.19% | 0.19% | 0.22% | ||||||
Ratio of Net Investment Income to Average Net Assets | 1.92% | 2.11% | 2.15% | 1.97% | 2.06% | 1.92% | ||||||
Portfolio Turnover Rate3 | 38% | 37%4 | 44%4 | 37%4 | 44%4 | 61% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Includes 0%, 6%, 10%, 11%, 12%, and 24%, attributable to mortgage-dollar-roll activity. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
See accompanying Notes, which are an integral part of the Financial Statements.
18
Balanced Index Fund
Financial Highlights
Admiral Shares
Six Months | ||||||||||||
Ended | Year Ended December 31, | |||||||||||
For a Share Outstanding | June 30, | |||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||||||
Net Asset Value, Beginning of Period | $39.23 | $32.99 | $34.72 | $31.11 | $29.22 | $29.68 | ||||||
Investment Operations | ||||||||||||
Net Investment Income | .383 | 1 | .817 | 1 | .791 | 1 | .689 | 1 | .649 | .612 | ||
Net Realized and Unrealized Gain (Loss) on Investments | (.035 | ) | 6.319 | (1.757 | ) | 3.599 | 1.890 | (.460 | ) | |||
Total from Investment Operations | .348 | 7.136 | (.966 | ) | 4.288 | 2.539 | .152 | |||||
Distributions | ||||||||||||
Dividends from Net Investment Income | (.378 | ) | (.830 | ) | (.764 | ) | (.678 | ) | (.649 | ) | (.612 | ) |
Distributions from Realized Capital Gains | (.070 | ) | (.066 | ) | — | — | — | — | ||||
Total Distributions | (.448 | ) | (.896 | ) | (.764 | ) | (.678 | ) | (.649 | ) | (.612 | ) |
Net Asset Value, End of Period | $39.13 | $39.23 | $32.99 | $34.72 | $31.11 | $29.22 | ||||||
Total Return2 | 1.02% | 21.79% | -2.86% | 13.89% | 8.77% | 0.51% | ||||||
Ratios/Supplemental Data | ||||||||||||
Net Assets, End of Period (Millions) | $33,610 | $33,585 | $23,913 | $23,556 | $18,695 | $15,726 | ||||||
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% | 0.08% | ||||||
Ratio of Net Investment Income to Average Net Assets | 2.03% | 2.22% | 2.26% | 2.09% | 2.18% | 2.06% | ||||||
Portfolio Turnover Rate3 | 38% | 37%4 | 44%4 | 37%4 | 44%4 | 61% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Includes 0%, 6%, 10%, 11%, 12%, and 24%, attributable to mortgage-dollar-roll activity. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
See accompanying Notes, which are an integral part of the Financial Statements.
19
Balanced Index Fund
Financial Highlights
Institutional Shares
Six Months | ||||||||||||
Ended | Year Ended December 31, | |||||||||||
For a Share Outstanding | June 30, | |||||||||||
Throughout Each Period | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | ||||||
Net Asset Value, Beginning of Period | $39.24 | $33.00 | $34.72 | $31.12 | $29.22 | $29.68 | ||||||
Investment Operations | ||||||||||||
Net Investment Income | .385 | 1 | .820 | 1 | .793 | 1 | .691 | 1 | .653 | .615 | ||
Net Realized and Unrealized Gain (Loss) on Investments | (.045 | ) | 6.320 | (1.745 | ) | 3.588 | 1.899 | (.460 | ) | |||
Total from Investment Operations | .340 | 7.140 | (.952 | ) | 4.279 | 2.552 | .155 | |||||
Distributions | ||||||||||||
Dividends from Net Investment Income | (.380 | ) | (.834 | ) | (.768 | ) | (.679 | ) | (.652 | ) | (.615 | ) |
Distributions from Realized Capital Gains | (.070 | ) | (.066 | ) | — | — | — | — | ||||
Total Distributions | (.450 | ) | (.900 | ) | (.768 | ) | (.679 | ) | (.652 | ) | (.615 | ) |
Net Asset Value, End of Period | $39.13 | $39.24 | $33.00 | $34.72 | $31.12 | $29.22 | ||||||
Total Return | 1.00% | 21.79% | -2.82% | 13.86% | 8.81% | 0.52% | ||||||
Ratios/Supplemental Data | ||||||||||||
Net Assets, End of Period (Millions) | $10,343 | $11,143 | $9,543 | $10,075 | $8,495 | $7,452 | ||||||
Ratio of Total Expenses to Average Net Assets | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% | 0.07% | ||||||
Ratio of Net Investment Income to Average Net Assets | 2.04% | 2.23% | 2.27% | 2.10% | 2.19% | 2.07% | ||||||
Portfolio Turnover Rate2 | 38% | 37%3 | 44%3 | 37%3 | 44%3 | 61% |
The expense ratio and net investment income ratio for the current period have been annualized.
1 | Calculated based on average shares outstanding. |
2 | Includes 0%, 6%, 10%, 11%, 12%, and 24%, attributable to mortgage-dollar-roll activity. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
See accompanying Notes, which are an integral part of the Financial Statements.
20
Balanced Index Fund
Notes to Financial Statements
Vanguard Balanced Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: Investor Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors.
Certain of the fund’s investments are in corporate debt instruments; the issuers’ abilities to meet their obligations may be affected by economic developments in their respective industries. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. 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. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. Investments in Vanguard Market Liquidity Fund are valued at that fund’s net asset value. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
2. Futures Contracts: The fund uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The fund also 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 bonds and 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 assets pledged as initial margin for open contracts are noted in the Schedule of Investments.
21
Balanced Index Fund
Futures contracts are valued at their quoted daily settlement prices. The notional amounts of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on futures contracts.
During the six months ended June 30, 2020, the fund’s average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.
3. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.
At June 30, 2020, counterparties had deposited in segregated accounts cash of $30,000 in connection with TBA transactions.
4. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund has also entered into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund’s portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.
22
Balanced Index Fund
5. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. Management has analyzed the fund’s tax positions taken for all open federal income tax years (December 31, 2016–2019), and for the period ended June 30, 2020, and has concluded that no provision for federal income tax is required in the fund’s financial statements.
6. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
7. Securities Lending: To earn additional income, the fund lends its securities to qualified institutional borrowers. Security loans are subject to termination by the fund at any time, and are required to be secured at all times by collateral in an amount at least equal to the market value of securities loaned. Daily market fluctuations could cause the value of loaned securities to be more or less than the value of the collateral received. When this occurs, the collateral is adjusted and settled before the opening of the market on the next business day. The fund further mitigates its counterparty risk by entering into securities lending transactions only with a diverse group of prequalified counterparties, monitoring their financial strength, and entering into master securities lending agreements with its counterparties. The master securities lending agreements provide that, in the event of a counterparty’s default (including bankruptcy), the fund may terminate any loans with that borrower, determine the net amount owed, and sell or retain the collateral up to the net amount owed to the fund; however, such actions may be subject to legal proceedings. While collateral mitigates counterparty risk, in the event of a default, the fund may experience delays and costs in recovering the securities loaned. The fund invests cash collateral received in Vanguard Market Liquidity Fund, and records a liability in the Statement of Assets and Liabilities for the return of the collateral, during the period the securities are on loan. Collateral investments in Vanguard Market Liquidity Fund are subject to market appreciation or depreciation. Securities lending income represents fees charged to borrowers plus income earned on invested cash collateral, less expenses associated with the loan. During the term of the loan, the fund is entitled to all distributions made on or in respect of the loaned securities.
8. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and
23
Balanced Index Fund
borrowings normally extend overnight, but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the six months ended June 30, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
9. Other: Dividend income is recorded on the ex-dividend date. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At June 30, 2020, the fund had contributed to Vanguard capital in the amount of $1,976,000, representing less than 0.01% of the fund’s net assets and 0.79% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C. Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.
24
Balanced Index Fund
The following table summarizes the market value of the fund’s investments and derivatives as of June 30, 2020, based on the inputs used to value them:
Level 1 | Level 2 | Level 3 | Total | ||||||||
($000 | ) | ($000 | ) | ($000 | ) | ($000 | ) | ||||
Investments | |||||||||||
Assets | |||||||||||
Common Stocks | 26,294,424 | 2 | 171 | 26,294,597 | |||||||
Preferred Stocks | 93 | — | — | 93 | |||||||
U.S. Government and Agency Obligations | — | 10,913,600 | — | 10,913,600 | |||||||
Asset-Backed/Commercial Mortgage-Backed Securities | — | 478,191 | — | 478,191 | |||||||
Corporate Bonds | — | 5,016,948 | — | 5,016,948 | |||||||
Sovereign Bonds | — | 673,736 | — | 673,736 | |||||||
Taxable Municipal Bonds | — | 124,075 | — | 124,075 | |||||||
Temporary Cash Investments | 1,337,611 | 19,092 | — | 1,356,703 | |||||||
Total | 27,632,128 | 17,225,644 | 171 | 44,857,943 | |||||||
Derivative Financial Instruments | |||||||||||
Assets | |||||||||||
Futures Contracts1 | 5,429 | — | — | 5,429 | |||||||
Liabilities | |||||||||||
Futures Contracts1 | 384 | — | — | 384 |
1 Represents variation margin on the last day of the reporting period.
D. As of June 30, 2020, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:
Amount | |||
($000 | ) | ||
Tax Cost | 28,432,662 | ||
Gross Unrealized Appreciation | 17,110,292 | ||
Gross Unrealized Depreciation | (671,534 | ) | |
Net Unrealized Appreciation (Depreciation) | 16,438,758 |
E. During the six months ended June 30, 2020, the fund purchased $7,439,275,000 of investment securities and sold $7,193,835,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $8,598,583,000 and $10,120,636,000, respectively.
25
Balanced Index Fund
F. Capital share transactions for each class of shares were:
Six Months Ended | Year Ended | ||||||||||||
June 30, 2020 | December 31, 2019 | ||||||||||||
Amount | Shares | Amount | Shares | ||||||||||
($000 | ) | (000 | ) | ($000 | ) | (000 | ) | ||||||
Investor Shares | |||||||||||||
Issued | 14,158 | 374 | 742,234 | 19,859 | |||||||||
Issued in Lieu of Cash Distributions | 3,826 | 109 | 34,706 | 953 | |||||||||
Redeemed1 | (63,872 | ) | (1,685 | ) | (3,806,307 | ) | (102,062 | ) | |||||
Net Increase (Decrease)—Investor Shares | (45,888 | ) | (1,202 | ) | (3,029,367 | ) | (81,250 | ) | |||||
Admiral Shares | |||||||||||||
Issued1 | 3,585,045 | 94,592 | 8,720,739 | 235,995 | |||||||||
Issued in Lieu of Cash Distributions | 347,468 | 9,858 | 657,601 | 17,550 | |||||||||
Redeemed | (3,720,869 | ) | (101,432 | ) | (4,512,376 | ) | (122,359 | ) | |||||
Net Increase (Decrease)—Admiral Shares | 211,644 | 3,018 | 4,865,964 | 131,186 | |||||||||
Institutional Shares | |||||||||||||
Issued | 460,281 | 12,097 | 1,724,983 | 46,811 | |||||||||
Issued in Lieu of Cash Distributions | 116,856 | 3,319 | 250,446 | 6,700 | |||||||||
Redeemed | (1,323,372 | ) | (35,077 | ) | (2,150,253 | ) | (58,738 | ) | |||||
Net Increase (Decrease)—Institutional Shares | (746,235 | ) | (19,661 | ) | (174,824 | ) | (5,227 | ) |
1 | In November 2018, the fund announced changes to the availability and minimum investment criteria of the Investor and Admiral share classes. As a result, all of the outstanding Investor Shares automatically converted to Admiral Shares beginning in April 2019, with the exception of those held by Vanguard funds and certain other institutional investors. Investor Shares—Redeemed and Admiral Shares—Issued include 76,541,000 and 76,545,000 shares, respectively, in the amount of $2,858,791,000 from the conversion during the year ended December 31, 2019. |
G. Transactions during the period in investments where the issuer is another member of The Vanguard Group were as follows:
Current Period Transactions | ||||||||||||||||||||||||
Dec. 31, | Proceeds | Realized | June 30, | |||||||||||||||||||||
2019 | from | Net | Change in | Capital Gain | 2020 | |||||||||||||||||||
Market | Purchases | Securities | Gain | Unrealized | Distributions | Market | ||||||||||||||||||
Value | at Cost | Sold | (Loss | ) | App. (Dep. | ) | Income | Received | Value | |||||||||||||||
($000 | ) | ($000 | ) | ($000 | ) | ($000 | ) | ($000 | ) | ($000 | ) | ($000 | ) | ($000 | ) | |||||||||
Vanguard Market Liquidity Fund | 476,113 | NA1 | NA1 | (353 | ) | 223 | 2,529 | — | 1,337,611 | |||||||||||||||
Vanguard Total Bond Market ETF | — | 32,819 | — | — | 342 | 129 | — | 33,161 | ||||||||||||||||
Total | 476,113 | (353 | ) | 565 | 2,658 | — | 1,370,772 |
1 Not applicable—purchases and sales are for temporary cash investment purposes.
H. Management has determined that no events or transactions occurred subsequent to June 30, 2020, that would require recognition or disclosure in these financial statements.
26
Trustees Approve Advisory Arrangement
The board of trustees of Vanguard Balanced Index Fund has renewed the fund’s investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Equity Index and Fixed Income Groups. The board determined that continuing the fund’s internalized management structure was in the best interests of the fund and its shareholders.
The board based its decision upon an evaluation of the advisor’s investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department met regularly with the advisor and made monthly presentations to the board during the fiscal year that directed the board’s focus to relevant information and topics.
The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received monthly reports, which included a Market and Economic Report, a Fund Dashboard Monthly Summary, and a Fund Performance Report.
Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of the fund’s investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. Both the Equity Index Group and the Fixed Income Group adhere to sound, disciplined investment management processes; each group’s management team has considerable experience, stability, and depth.
The board concluded that Vanguard’s experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.
Investment performance
The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.
Cost
The board concluded that the fund’s expense ratio was well below the average expense ratio charged by funds in its peer group and that the fund’s advisory expenses were also well below the peer-group average.
The board does not conduct a profitability analysis of Vanguard because of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
27
The benefit of economies of scale
The board concluded that the fund’s arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.
The board will consider whether to renew the advisory arrangement again after a one-year period.
28
Liquidity Risk Management
Vanguard funds (except for the money market funds) have adopted and implemented a written liquidity risk management program (the “Program”) as required by Rule 22e-4 under the Investment Company Act of 1940. Rule 22e-4 requires that each fund adopt a program that is reasonably designed to assess and manage the fund’s liquidity risk, which is the risk that the fund could not meet redemption requests without significant dilution of remaining investors’ interests in the fund.
Assessment and management of a fund’s liquidity risk under the Program take into consideration certain factors, such as the fund’s investment strategy and the liquidity of its portfolio investments during normal and reasonably foreseeable stressed conditions, its short- and long-term cash-flow projections during both normal and reasonably foreseeable stressed conditions, and its cash and cash-equivalent holdings and access to other funding sources. As required by the rule, the Program includes policies and procedures for classification of fund portfolio holdings in four liquidity categories, maintaining certain levels of highly liquid investments, and limiting holdings of illiquid investments.
The board of trustees of Vanguard Valley Forge Funds approved the appointment of liquidity risk management program administrators responsible for administering Vanguard Balanced Index Fund’s Program and for carrying out the specific responsibilities set forth in the Program, including reporting to the board on at least an annual basis regarding the Program’s operation, its adequacy, and the effectiveness of its implementation for the past year (the “Program Administrator Report”). The board has reviewed the Program Administrator Report covering the period from December 1, 2018, through December 31, 2019 (the “Review Period”). The Program Administrator Report stated that during the Review Period the Program operated and was implemented effectively to manage the fund’s liquidity risk.
29
Connect with Vanguard® > vanguard.com
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Who Are Deaf or Hard of Hearing > 800-749-7273
This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund’s current prospectus.
You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.
© 2020 The Vanguard Group, Inc. | |
All rights reserved. | |
Vanguard Marketing Corporation, Distributor. | |
Q022 082020 |
Semiannual Report | June 30, 2020 |
Vanguard Managed Allocation Fund |
See the inside front cover for important information about access to your fund’s annual and semiannual shareholder reports. |
Important information about access to shareholder reports
Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and Exchange Commission, paper copies of your fund’s annual and semiannual shareholder reports will no longer be sent to you by mail, unless you specifically request them. Instead, you will be notified by mail each time a report is posted on the website and will be provided with a link to access the report.
If you have already elected to receive shareholder reports electronically, you will not be affected by this change and do not need to take any action. You may elect to receive shareholder reports and other communications from the fund electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly with the fund, by calling Vanguard at one of the phone numbers on the back cover of this report or by logging on to vanguard.com.
You may elect to receive paper copies of all future shareholder reports free of charge. If you invest through a financial intermediary, you can contact the intermediary to request that you continue to receive paper copies. If you invest directly with the fund, you can call Vanguard at one of the phone numbers on the back cover of this report or log on to vanguard.com. Your election to receive paper copies will apply to all the funds you hold through an intermediary or directly with Vanguard.
Contents | |
About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 14 |
Liquidity Risk Management | 16 |
About Your Fund’s Expenses
As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.
A typical fund’s expenses are expressed as a percentage of its average net assets. The Managed Allocation Fund has no direct expenses, but bears its proportionate share of the costs for the underlying funds in which it invests. These indirect expenses make up the acquired fund fees and expenses, also expressed as a percentage of average net assets.
The following examples are intended to help you understand the ongoing cost (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period. The costs were calculated using the acquired fund fees and expenses for the Managed Allocation Fund.
The accompanying table illustrates your fund’s costs in two ways:
• Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The “Ending Account Value” shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.
To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading “Expenses Paid During Period.”
• Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.
Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”
The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.
You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.
1
Six Months Ended June 30, 2020
Beginning | Ending | Expenses | |
Account Value | Account Value | Paid During | |
Managed Allocation Fund | 12/31/2019 | 6/30/2020 | Period |
Based on Actual Fund Return | $1,000.00 | $928.00 | $1.39 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.42 | 1.46 |
The calculations are based on acquired fund fees and expenses charged by the underlying mutual funds in which the Managed Allocation Fund invests. The Managed Allocation Fund’s annualized expense figure for the period is 0.29%. The dollar amounts shown as ”Expenses Paid” are equal to the annualized average weighted expense ratio for the underlying funds multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (182/366).
2
Managed Allocation Fund
Underlying Vanguard Funds
As of June 30, 2020
Vanguard Total International Stock Index Fund Investor Shares | 24.1 | % |
Vanguard Total Stock Market Index Fund Investor Shares | 14.1 | |
Vanguard Total Bond Market II Index Fund Investor Shares | 11.4 | |
Vanguard Alternative Strategies Fund | 10.9 | |
Vanguard Commodity Strategy Fund | 7.6 | |
Vanguard Total International Bond Index Fund Investor Shares | 6.0 | |
Vanguard Market Neutral Fund Investor Shares | 5.0 | |
Vanguard Small-Cap Value Index Fund Admiral™ Shares | 5.0 | |
Vanguard Value Index Fund Investor Shares | 4.9 | |
Vanguard Dividend Appreciation Index Fund Admiral Shares | 3.0 | |
Vanguard High Dividend Yield Index Fund Admiral Shares | 2.9 | |
Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.6 | |
Vanguard Global Minimum Volatility Fund Investor Shares | 2.5 |
The table reflects the fund's investments, except for short-term investments.
3
Managed Allocation Fund
Financial Statements (unaudited)
Schedule of Investments
As of June 30, 2020
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.
Market | |||||
Value• | |||||
Shares | ($000 | ) | |||
Investment Companies (100.1%) | |||||
U.S. Stock Funds (30.0%) | |||||
Vanguard Total Stock Market Index Fund Investor Shares | 2,441,586 | 186,146 | |||
Vanguard Small-Cap Value Index Fund Admiral Shares | 1,430,209 | 65,690 | |||
Vanguard Value Index Fund Investor Shares | 1,669,692 | 64,968 | |||
Vanguard Dividend Appreciation Index Fund Admiral Shares | 1,252,333 | 39,799 | |||
Vanguard High Dividend Yield Index Fund Admiral Shares | 1,609,600 | 38,260 | |||
394,863 | |||||
Global Stock Fund (2.5%) | |||||
Vanguard Global Minimum Volatility Fund Investor Shares | 2,570,743 | 32,880 | |||
International Stock Funds (26.7%) | |||||
Vanguard Total International Stock Index Fund Investor Shares | 20,044,342 | 317,502 | |||
Vanguard Emerging Markets Stock Index Fund Investor Shares | 1,349,289 | 34,151 | |||
351,653 | |||||
U.S. Bond Fund (11.4%) | |||||
1 | Vanguard Total Bond Market II Index Fund Investor Shares | 13,072,040 | 150,720 | ||
International Bond Fund (6.0%) | |||||
Vanguard Total International Bond Index Fund Investor Shares | 6,807,750 | 78,425 | |||
Alternative Funds (23.5%) | |||||
Vanguard Alternative Strategies Fund | 8,220,531 | 143,613 | |||
Vanguard Commodity Strategy Fund | 4,596,009 | 100,377 | |||
Vanguard Market Neutral Fund Investor Shares | 6,808,014 | 65,765 | |||
309,755 | |||||
Total Investment Companies (Cost $1,181,546) | 1,318,296 | ||||
Temporary Cash Investment (0.0%) | |||||
Money Market Fund (0.0%) | |||||
1 | Vanguard Market Liquidity Fund, 0.227% (Cost $175) | 1,749 | 175 | ||
Total Investments (100.1%) (Cost $1,181,721) | 1,318,471 | ||||
Other Assets and Liabilities—Net (-0.1%) | (1,096 | ) | |||
Net Assets (100%) | 1,317,375 |
Cost is in $000.
• See Note A in Notes to Financial Statements.
1 Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown for Vanguard Market Liquidity Fund is the 7-day yield.
See accompanying Notes, which are an integral part of the Financial Statements.
4
Managed Allocation Fund
Statement of Assets and Liabilities
As of June 30, 2020
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Affiliated Funds (Cost $1,181,721) | 1,318,471 |
Receivables for Investment Securities Sold | 586 |
Receivables for Accrued Income | 339 |
Receivables for Capital Shares Issued | 309 |
Total Assets | 1,319,705 |
Liabilities | |
Payables for Investment Securities Purchased | 339 |
Payables for Capital Shares Redeemed | 1,991 |
Total Liabilities | 2,330 |
Net Assets | 1,317,375 |
At June 30, 2020, net assets consisted of: | |
Paid-in Capital | 1,182,227 |
Total Distributable Earnings (Loss) | 135,148 |
Net Assets | 1,317,375 |
Net Assets | |
Applicable to 85,005,849 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,317,375 |
Net Asset Value Per Share | $15.50 |
See accompanying Notes, which are an integral part of the Financial Statements.
5
Managed Allocation Fund
Statement of Operations
Six Months Ended | |
June 30, 2020 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds | 9,666 |
Other Income | 11 |
Net Investment Income—Note B | 9,677 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received from Affiliated Funds | — |
Affiliated Funds Sold | 16,454 |
Realized Net Gain (Loss) | 16,454 |
Change in Unrealized Appreciation (Depreciation) from Affiliated Funds | (183,102) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (156,971) |
See accompanying Notes, which are an integral part of the Financial Statements.
6
Managed Allocation Fund
Statement of Changes in Net Assets
Six Months Ended | Year Ended | ||
June 30, | December 31, | ||
2020 | 20191 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 9,677 | 46,325 | |
Realized Net Gain (Loss) | 16,454 | 50,209 | |
Change in Unrealized Appreciation (Depreciation) | (183,102) | 165,966 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (156,971) | 262,500 | |
Distributions2 | |||
Total Distributions | (27,733) | (117,536) | |
Capital Share Transactions | |||
Issued | 100,983 | 249,779 | |
Issued in Lieu of Cash Distributions | 10,397 | 73,347 | |
Redeemed | (478,314) | (359,128) | |
Net Increase (Decrease) from Capital Share Transactions | (366,934) | (36,002) | |
Total Increase (Decrease) | (551,638) | 108,962 | |
Net Assets | |||
Beginning of Period | 1,869,013 | 1,760,051 | |
End of Period | 1,317,375 | 1,869,013 |
1 Prepared on a consolidated basis. See the Notes to Financial Statements.
2 Certain prior period numbers have been reclassified to conform with current period presentation.
See accompanying Notes, which are an integral part of the Financial Statements.
7
Managed Allocation Fund
Financial Highlights
Six Months | ||||||
Ended | ||||||
For a Share Outstanding | June 30, | Year Ended December 31, | ||||
Throughout Each Period | 2020 | 20191 | 20181 | 20171 | 20161 | 20151 |
Net Asset Value, Beginning of Period | $17.00 | $15.68 | $19.11 | $17.54 | $17.33 | $18.90 |
Investment Operations | ||||||
Net Investment Income | .0972 | .4312 | .3952 | .3582 | .324 | .309 |
Capital Gain Distributions Received | — | .1072 | .0562 | .0112 | .072 | .041 |
Net Realized and Unrealized Gain (Loss) on Investments | (1.326) | 1.877 | (1.502) | 1.919 | .881 | (.464) |
Total from Investment Operations | (1.229) | 2.415 | (1.051) | 2.288 | 1.277 | (.114) |
Distributions | ||||||
Dividends from Net Investment Income | (.271) | (.535) | (.394) | (.394) | (.480) | (.313) |
Distributions from Realized Capital Gains3 | — | (.354) | (.996) | (.024) | (.266) | (.319) |
Return of Capital | — | (.206) | (.989) | (.300) | (.321) | (.824) |
Total Distributions | (.271) | (1.095) | (2.379) | (.718) | (1.067) | (1.456) |
Net Asset Value, End of Period | $15.50 | $17.00 | $15.68 | $19.11 | $17.54 | $17.33 |
Total Return | -7.20% | 15.64% | -5.67% | 13.29% | 7.55% | -0.72% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,317 | $1,869 | $1,760 | $2,089 | $1,698 | $1,585 |
Ratio of Total Expenses to Average Net Assets | — | 0.02%4 | 0.03% | 0.02% | 0.02% | 0.02% |
Acquired Fund Fees and Expenses | 0.29% | 0.30% | 0.29% | 0.32% | 0.32% | 0.32% |
Ratio of Net Investment Income to Average Net Assets | 1.14% | 2.57% | 2.11% | 1.95% | 1.80% | 1.64% |
Portfolio Turnover Rate | 24% | 19% | 17% | 8% | 19% | 29% |
The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized.
1 | Prepared on a consolidated basis. See the Notes to Financial Statements. |
2 | Calculated based on average shares outstanding. |
3 | Includes $0, $.354, $.975, $.009, $.237, and $.319 from long-term capital gains and $0, $0, $.021, $.015, $.029, and $0 from short-term capital gains. Short-term capital gain distributions are treated as ordinary income for tax purposes. |
4 | The fund no longer held the subsidiary as of June 27, 2019. See the Notes to Financial Statements. |
See accompanying Notes, which are an integral part of the Financial Statements.
8
Managed Allocation Fund
Notes to Financial Statements
Vanguard Managed Allocation Fund, formerly Vanguard Managed Payout Fund, is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund invests in Vanguard mutual funds and other investments according to an asset allocation strategy designed to provide shareholders with capital appreciation and income from their investments in the fund. Financial statements and other information about each underlying fund are available on vanguard.com.
Through the fiscal year ended December 31, 2019, the Financial Statements are prepared on consolidated basis to include activity associated with Vanguard MPF Portfolio (the “subsidiary”), which commenced operations on February 23, 2015; the subsidiary was no longer held by the fund as of June 27, 2019, and ceased operations on September 20, 2019. The subsidiary was wholly owned by the fund and was a unit trust established in the Cayman Islands under the Trusts Law (2011 Revision) of the Cayman Islands, which was organized to invest in certain commodity-linked investments on behalf of the fund, consistent with the fund’s investment objectives and policies. All inter-fund transactions and balances (including the fund’s investment in the subsidiary) have been eliminated, and the Consolidated Financial Statements include all investments and other accounts of the subsidiary as if held directly by the fund.
Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. Security Valuation: Investments are valued at the net asset value of each underlying Vanguard fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date.
2. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. Management has analyzed the fund’s tax positions taken for all open federal income tax years (December 31, 2016–2019), and for the period ended June 30, 2020, and has concluded that no provision for federal income tax is required in the fund’s financial statements.
When the fund was invested in the subsidiary, it was classified as a foreign corporation for U.S. tax purposes, and because it did not carry on a U.S. trade or business, was generally not subject to U.S. federal income tax. The subsidiary also complied with the Foreign Account Tax Compliance Act (“FATCA”) and thus was not subject to 30% withholding under FATCA on any income from U.S. investments. In addition, the subsidiary was not subject to Cayman Islands income tax. The subsidiary was not required to distribute any earnings and profits to the fund.
3. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Prior to May, 21, 2020, the fund made monthly distributions of $.0543 per share; such monthly distributions were determined based on a specified percentage payout rate of 4% of the fund’s average net asset value. Effective May 21, 2020, the distribution frequency changed from monthly to annual. The portion of distributions that exceeds a fund’s current and accumulated earnings and profits, as measured on a tax basis, constitute a non-taxable return of capital. Distributions are reallocated at fiscal year-end to ordinary income, capital gain, and return of capital to reflect their tax character.
9
Managed Allocation Fund
4. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group (“Vanguard”) participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes, subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and borne by the funds in which the fund invests (see Note B). Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight, but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.
For the six months ended June 30, 2020, the fund did not utilize the credit facilities or the Interfund Lending Program.
5. Other: Income and capital gain distributions received are recorded on the ex-dividend date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
B. In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees. The FSA provides that expenses otherwise allocable to Vanguard funds-of-funds may be reduced or eliminated to the extent of savings realized by the underlying Vanguard funds by virtue of being part of a fund-of-funds. Accordingly, all expenses for services provided by Vanguard to the fund and all other expenses incurred by the fund during the period ended June 30, 2020, were borne by the underlying Vanguard funds in which the fund invests. The fund’s trustees and officers are also trustees and officers, respectively, of the underlying Vanguard funds, as well as directors and employees, respectively, of Vanguard.
When the fund was invested in the subsidiary, under a separate agreement, Vanguard provided corporate management and administrative services to the subsidiary for an annual fee of 0.40% of average net assets of the subsidiary, generally settled once a month. In addition, the subsidiary
10
Managed Allocation Fund
paid an unaffiliated third party, VGMF I (Cayman) Limited, an affiliate of Maples Trustee Services (Cayman) Limited, a fee plus reasonable additional expenses for trustee services. All of the subsidiary’s expenses are reflected in the Consolidated Statement of Changes in Net Assets and in the Ratio of Total Expenses to Average Net Assets in the Consolidated Financial Highlights. Expenses of Vanguard mutual funds in which the fund invested are reflected in the Acquired Fund Fees and Expenses in the Consolidated Financial Highlights.
C. Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.
At June 30, 2020, 100% of the market value of the fund’s investments was determined based on Level 1 inputs.
D. As of June 30, 2020, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
Amount | |
($000) | |
Tax Cost | 1,181,721 |
Gross Unrealized Appreciation | 183,509 |
Gross Unrealized Depreciation | (46,759) |
Net Unrealized Appreciation (Depreciation) | 136,750 |
E. Transactions during the period in affiliated underlying Vanguard funds were as follows:
Current Period Transactions | ||||||||
Dec. 31, 2019 | Proceeds from | Realized Net | Change in | Capital Gain | June 30, 2020 | |||
Market | Purchases | Securities | Gain | Unrealized | Distributions | Market | ||
Value | at Cost | Sold | (Loss) | App. (Dep.) | Income | Received | Value | |
($000) | ($000) | ($000) | ($000) | ($000) | ($000) | ($000) | ($000) | |
Vanguard Alternative Strategies Fund | 231,325 | 20,778 | 73,504 | (5,062) | (29,924) | — | — | 143,613 |
Vanguard Commodity Strategy Fund | 141,734 | 4,834 | 24,387 | (4,085) | (17,719) | — | — | 100,377 |
Vanguard Dividend Appreciation Index Fund | — | 41,201 | — | — | (1,402) | 201 | — | 39,799 |
11
Managed Allocation Fund
Current Period Transactions | ||||||||
Dec. 31, | Proceeds | Realized | June 30, | |||||
2019 | from | Net | Change in | Capital Gain | 2020 | |||
Market | Purchases | Securities | Gain | Unrealized | Distributions | Market | ||
Value | at Cost | Sold | (Loss) | App. (Dep.) | Income | Received | Value | |
($000) | ($000) | ($000) | ($000) | ($000) | ($000) | ($000) | ($000) | |
Vanguard Emerging Markets Stock Index Fund | 95,902 | 164 | 53,634 | 685 | (8,966) | 164 | — | 34,151 |
Vanguard Global Minimum Volatility Fund | 139,654 | — | 94,951 | 22,669 | (34,492) | — | — | 32,880 |
Vanguard High Dividend Yield Index Fund | — | 40,399 | 1,091 | 55 | (1,103) | 400 | — | 38,260 |
Vanguard Market Liquidity Fund | — | NA1 | NA1 | (1) | — | 2 | — | 175 |
Vanguard Market Neutral Fund | 89,985 | 5,453 | 25,221 | (1,020) | (3,432) | 135 | — | 65,765 |
Vanguard Small-Cap Value Index Fund | — | 101,835 | 24,888 | (2,819) | (8,438) | 584 | — | 65,690 |
Vanguard Total Bond Market II Index Fund | 212,647 | 29,338 | 100,223 | 3,608 | 5,350 | 2,151 | — | 150,720 |
Vanguard Total International Bond Index Fund | 110,091 | 10,808 | 44,480 | 2,918 | (912) | 417 | — | 78,425 |
Vanguard Total International Stock Index Fund | 451,751 | 46,678 | 122,164 | (11,828) | (46,935) | 2,372 | — | 317,502 |
Vanguard Total Stock Market Index Fund | 208,568 | 66,878 | 81,574 | 9,536 | (17,262) | 1,688 | — | 186,146 |
Vanguard Ultra- Short-Term Bond Fund | 91,244 | 3,712 | 95,222 | 261 | 5 | 489 | — | — |
Vanguard Value Index Fund | 95,523 | 2,814 | 17,034 | 1,537 | (17,872) | 1,063 | — | 64,968 |
Total | 1,868,424 | 374,892 | 758,373 | 16,454 | (183,102) | 9,666 | — | 1,318,471 |
1 Not applicable—purchases and sales are for temporary cash investment purposes.
12
Managed Allocation Fund
F. Capital shares issued and redeemed were:
Six Months Ended | Year Ended | ||
June 30, 2020 | December 31, 2019 | ||
Shares | Shares | ||
(000) | (000) | ||
Issued | 6,236 | 14,947 | |
Issued in Lieu of Cash Distributions | 676 | 4,332 | |
Redeemed | (31,837) | (21,591) | |
Net Increase (Decrease) in Shares Outstanding | (24,925) | (2,312) |
G. Management has determined that no events or transactions occurred subsequent to June 30, 2020, that would require recognition or disclosure in these financial statements.
13
Trustees Approve Advisory Arrangement
The board of trustees of Vanguard Managed Allocation Fund (formerly Vanguard Managed Payout Fund) has renewed the fund’s investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Quantitative Equity Group. The board determined that continuing the fund’s internalized management structure was in the best interests of the fund and its shareholders.
The board based its decision upon an evaluation of the advisor’s investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department met regularly with the advisor and made monthly presentations to the board during the fiscal year that directed the board’s focus to relevant information and topics.
The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received monthly reports, which included a Market and Economic Report, a Fund Dashboard Monthly Summary, and a Fund Performance Report.
Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of the fund’s investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Quantitative Equity Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.
The board concluded that Vanguard’s experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.
Investment performance
The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with a relevant benchmark index. The board concluded that the performance was such that the advisory arrangement should continue.
Cost
The board concluded that the fund’s acquired fund fees and expenses were below the average expense ratio charged by funds in its peer group. The fund does not incur advisory expenses directly; however, the board considered the advisory expenses of each of the underlying funds in which the fund invests—including any portion of those expenses that were attributable to the fund’s investment in a wholly owned subsidiary through June 25, 2019—and noted that each of the underlying funds has advisory expenses well below the peer-group average.
14
The board does not conduct a profitability analysis of Vanguard because of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
The benefit of economies of scale
The board concluded that Vanguard’s arrangement with the fund and its underlying funds ensures that the fund will realize economies of scale as the assets of the underlying funds grow, with the cost to shareholders declining as assets increase.
The board will consider whether to renew the advisory arrangement again after a one-year period.
15
Liquidity Risk Management
Vanguard funds (except for the money market funds) have adopted and implemented a written liquidity risk management program (the “Program”) as required by Rule 22e-4 under the Investment Company Act of 1940. Rule 22e-4 requires that each fund adopt a program that is reasonably designed to assess and manage the fund’s liquidity risk, which is the risk that the fund could not meet redemption requests without significant dilution of remaining investors’ interests in the fund.
Assessment and management of a fund’s liquidity risk under the Program take into consideration certain factors, such as the fund’s investment strategy and the liquidity of its portfolio investments during normal and reasonably foreseeable stressed conditions, its short- and long-term cash-flow projections during both normal and reasonably foreseeable stressed conditions, and its cash and cash-equivalent holdings and access to other funding sources. As required by the rule, the Program includes policies and procedures for classification of fund portfolio holdings in four liquidity categories, maintaining certain levels of highly liquid investments, and limiting holdings of illiquid investments.
The board of trustees of Vanguard Valley Forge Funds approved the appointment of liquidity risk management program administrators responsible for administering Vanguard Managed Allocation Fund’s Program and for carrying out the specific responsibilities set forth in the Program, including reporting to the board on at least an annual basis regarding the Program’s operation, its adequacy, and the effectiveness of its implementation for the past year (the “Program Administrator Report”). The board has reviewed the Program Administrator Report covering the period from December 1, 2018, through December 31, 2019 (the “Review Period”). The Program Administrator Report stated that during the Review Period the Program operated and was implemented effectively to manage the fund’s liquidity risk.
16
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This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund’s current prospectus.
You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.
© 2020 The Vanguard Group, Inc. | |
All rights reserved. | |
Vanguard Marketing Corporation, Distributor. | |
Q14972 082020 |
Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
(a) Audit Fees.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Common Stocks (59.4%) | ||||||
Basic Materials (1.2%) | ||||||
Linde plc | 455,548 | 96,626 | ||||
Air Products & Chemicals Inc. | 188,914 | 45,615 | ||||
Ecolab Inc. | 220,674 | 43,903 | ||||
Newmont Corp. | 700,512 | 43,250 | ||||
DuPont de Nemours Inc. | 629,256 | 33,432 | ||||
Dow Inc. | 639,017 | 26,046 | ||||
PPG Industries Inc. | 203,329 | 21,565 | ||||
LyondellBasell Industries NV | 215,460 | 14,160 | ||||
Freeport-McMoRan Inc. | 1,210,030 | 14,000 | ||||
International Paper Co. | 340,407 | 11,986 | ||||
^ | International Flavors & Fragrances Inc. | 92,095 | 11,278 | |||
FMC Corp. | 111,115 | 11,069 | ||||
Nucor Corp. | 260,200 | 10,775 | ||||
Celanese Corp. Class A | 103,394 | 8,927 | ||||
RPM International Inc. | 108,554 | 8,148 | ||||
Eastman Chemical Co. | 103,925 | 7,237 | ||||
Royal Gold Inc. | 56,565 | 7,032 | ||||
Albemarle Corp. | 90,955 | 7,023 | ||||
CF Industries Holdings Inc. | 189,175 | 5,323 | ||||
Reliance Steel & Aluminum Co. | 54,340 | 5,159 | ||||
Steel Dynamics Inc. | 178,788 | 4,665 | ||||
Scotts Miracle-Gro Co. | 33,004 | 4,438 | ||||
* | Axalta Coating Systems Ltd. | 184,150 | 4,153 | |||
Mosaic Co. | 316,350 | 3,958 | ||||
Ashland Global Holdings Inc. | 55,024 | 3,802 | ||||
Huntsman Corp. | 183,895 | 3,305 | ||||
NewMarket Corp. | 7,830 | 3,136 | ||||
W R Grace & Co. | 58,551 | 2,975 | ||||
Balchem Corp. | 27,616 | 2,620 | ||||
* | Univar Solutions Inc. | 145,413 | 2,452 | |||
Chemours Co. | 144,779 | 2,222 | ||||
Commercial Metals Co. | 107,266 | 2,188 | ||||
Quaker Chemical Corp. | 11,635 | 2,160 | ||||
PolyOne Corp. | 82,123 | 2,154 | ||||
* | Element Solutions Inc. | 190,085 | 2,062 | |||
HB Fuller Co. | 45,865 | 2,046 | ||||
* | Ingevity Corp. | 37,491 | 1,971 | |||
Sensient Technologies Corp. | 37,733 | 1,968 | ||||
Cleveland-Cliffs Inc. | 338,735 | 1,870 | ||||
Stepan Co. | 18,046 | 1,752 | ||||
Cabot Corp. | 47,056 | 1,743 | ||||
Innospec Inc. | 22,261 | 1,720 | ||||
Westlake Chemical Corp. | 29,615 | 1,589 | ||||
Olin Corp. | 135,946 | 1,562 | ||||
Minerals Technologies Inc. | 33,241 | 1,560 | ||||
Hecla Mining Co. | 451,052 | 1,475 | ||||
Compass Minerals International Inc. | 29,493 | 1,438 | ||||
United States Steel Corp. | 190,043 | 1,372 | ||||
* | Alcoa Corp. | 118,100 | 1,327 | |||
Worthington Industries Inc. | 34,789 | 1,298 | ||||
* | Arconic Corp. | 91,437 | 1,274 | |||
Materion Corp. | 20,193 | 1,242 | ||||
Kaiser Aluminum Corp. | 15,251 | 1,123 | ||||
Domtar Corp. | 52,689 | 1,112 | ||||
* | Coeur Mining Inc. | 210,047 | 1,067 | |||
* | GCP Applied Technologies Inc. | 54,843 | 1,019 | |||
* | Ferro Corp. | 80,006 | 955 | |||
Carpenter Technology Corp. | 38,339 | 931 | ||||
Schweitzer-Mauduit International Inc. | 25,778 | 861 | ||||
Warrior Met Coal Inc. | 49,215 | 757 | ||||
Chase Corp. | 7,351 | 753 |
1 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Neenah Inc. | 15,010 | 742 | ||||
P H Glatfelter Co. | 41,983 | 674 | ||||
* | PQ Group Holdings Inc. | 42,831 | 567 | |||
Tronox Holdings plc Class A | 75,914 | 548 | ||||
* | Clearwater Paper Corp. | 14,637 | 529 | |||
Tredegar Corp. | 33,520 | 516 | ||||
* | Kraton Corp. | 28,322 | 489 | |||
GrafTech International Ltd. | 58,375 | 466 | ||||
Schnitzer Steel Industries Inc. | 22,401 | 395 | ||||
Hawkins Inc. | 8,749 | 373 | ||||
Verso Corp. | 29,622 | 354 | ||||
American Vanguard Corp. | 24,535 | 338 | ||||
* | Koppers Holdings Inc. | 17,410 | 328 | |||
Haynes International Inc. | 13,967 | 326 | ||||
* | Century Aluminum Co. | 43,070 | 307 | |||
Gold Resource Corp. | 71,225 | 293 | ||||
* | AdvanSix Inc. | 23,829 | 280 | |||
Kronos Worldwide Inc. | 25,377 | 264 | ||||
SunCoke Energy Inc. | 75,864 | 225 | ||||
US Silica Holdings Inc. | 53,800 | 194 | ||||
FutureFuel Corp. | 15,031 | 180 | ||||
Peabody Energy Corp. | 58,700 | 169 | ||||
* | Energy Fuels Inc. | 89,046 | 134 | |||
Olympic Steel Inc. | 10,949 | 129 | ||||
^,* | Uranium Energy Corp. | 124,343 | 109 | |||
* | TimkenSteel Corp. | 23,505 | 91 | |||
* | Intrepid Potash Inc. | 74,282 | 74 | |||
* | Ryerson Holding Corp. | 12,967 | 73 | |||
NACCO Industries Inc. Class A | 2,823 | 66 | ||||
* | Universal Stainless & Alloy Products Inc. | 7,642 | 66 | |||
* | Ur-Energy Inc. | 114,960 | 58 | |||
* | Synalloy Corp. | 7,617 | 57 | |||
Northern Technologies International Corp. | 5,764 | 46 | ||||
NL Industries Inc. | 9,161 | 31 | ||||
United-Guardian Inc. | 2,067 | 31 | ||||
* | LSB Industries Inc. | 16,674 | 19 | |||
Friedman Industries Inc. | 2,625 | 13 | ||||
* | Centrus Energy Corp. Class A | 1,183 | 12 | |||
^,* | Hi-Crush Inc. | 74,500 | 11 | |||
* | United States Antimony Corp. | 19,099 | 9 | |||
* | Marrone Bio Innovations Inc. | 7,464 | 9 | |||
* | General Moly Inc. | 34,508 | 7 | |||
* | Solitario Zinc Corp. | 21,690 | 7 | |||
* | Ramaco Resources Inc. | 2,725 | 6 | |||
* | Ampco-Pittsburgh Corp. | 1,874 | 6 | |||
US Gold Corp. | 708 | 5 | ||||
Hallador Energy Co. | 4,036 | 3 | ||||
* | Paramount Gold Nevada Corp. | 1,148 | 1 | |||
* | Golden Minerals Co. | 648 | — | |||
524,259 | ||||||
Consumer Goods (4.7%) | ||||||
Procter & Gamble Co. | 2,140,775 | 255,972 | ||||
PepsiCo Inc. | 1,200,915 | 158,833 | ||||
Coca-Cola Co. | 3,322,027 | 148,428 | ||||
* | Tesla Inc. | 127,801 | 138,001 | |||
NIKE Inc. Class B | 1,071,262 | 105,037 | ||||
Philip Morris International Inc. | 1,340,066 | 93,885 | ||||
Mondelez International Inc. Class A | 1,236,008 | 63,197 | ||||
Altria Group Inc. | 1,609,526 | 63,174 | ||||
Colgate-Palmolive Co. | 737,675 | 54,042 | ||||
Activision Blizzard Inc. | 661,067 | 50,175 | ||||
Kimberly-Clark Corp. | 294,154 | 41,579 | ||||
Estee Lauder Cos. Inc. Class A | 175,490 | 33,111 | ||||
* | Electronic Arts Inc. | 250,530 | 33,083 |
2 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
General Mills Inc. | 517,738 | 31,919 | ||||
* | Lululemon Athletica Inc. | 100,605 | 31,390 | |||
General Motors Co. | 1,112,957 | 28,158 | ||||
Clorox Co. | 108,125 | 23,719 | ||||
Constellation Brands Inc. Class A | 130,833 | 22,889 | ||||
* | Monster Beverage Corp. | 323,322 | 22,413 | |||
Ford Motor Co. | 3,357,761 | 20,415 | ||||
Archer-Daniels-Midland Co. | 480,111 | 19,156 | ||||
McCormick & Co. Inc. | 106,069 | 19,030 | ||||
Kraft Heinz Co. | 582,730 | 18,583 | ||||
Aptiv plc | 231,190 | 18,014 | ||||
Corteva Inc. | 650,042 | 17,415 | ||||
DR Horton Inc. | 298,655 | 16,560 | ||||
Hershey Co. | 127,308 | 16,502 | ||||
VF Corp. | 268,620 | 16,370 | ||||
Church & Dwight Co. Inc. | 210,953 | 16,307 | ||||
Brown-Forman Corp. Class B | 252,599 | 16,080 | ||||
Tyson Foods Inc. Class A | 254,515 | 15,197 | ||||
Lennar Corp. Class A | 237,437 | 14,631 | ||||
Conagra Brands Inc. | 411,945 | 14,488 | ||||
Kellogg Co. | 217,952 | 14,398 | ||||
* | Take-Two Interactive Software Inc. | 97,286 | 13,578 | |||
Tiffany & Co. | 99,466 | 12,129 | ||||
Garmin Ltd. | 122,188 | 11,913 | ||||
Hormel Foods Corp. | 225,058 | 10,864 | ||||
Genuine Parts Co. | 118,556 | 10,310 | ||||
J M Smucker Co. | 92,976 | 9,838 | ||||
* | NVR Inc. | 2,993 | 9,753 | |||
Pool Corp. | 32,890 | 8,942 | ||||
Campbell Soup Co. | 167,858 | 8,331 | ||||
Hasbro Inc. | 111,056 | 8,324 | ||||
Lamb Weston Holdings Inc. | 126,528 | 8,089 | ||||
Fortune Brands Home & Security Inc. | 118,682 | 7,587 | ||||
PulteGroup Inc. | 217,128 | 7,389 | ||||
Whirlpool Corp. | 54,709 | 7,086 | ||||
* | Zynga Inc. | 733,987 | 7,002 | |||
BorgWarner Inc. | 179,561 | 6,339 | ||||
* | LKQ Corp. | 239,979 | 6,287 | |||
Lear Corp. | 50,861 | 5,545 | ||||
Gentex Corp. | 214,731 | 5,534 | ||||
Molson Coors Beverage Co. Class B | 158,066 | 5,431 | ||||
Newell Brands Inc. | 337,416 | 5,358 | ||||
Bunge Ltd. | 123,007 | 5,059 | ||||
* | Mohawk Industries Inc. | 49,340 | 5,021 | |||
* | Beyond Meat Inc. | 37,167 | 4,980 | |||
Thor Industries Inc. | 46,041 | 4,905 | ||||
* | Post Holdings Inc. | 54,380 | 4,765 | |||
* | Deckers Outdoor Corp. | 24,254 | 4,763 | |||
Polaris Inc. | 51,445 | 4,761 | ||||
Ingredion Inc. | 57,225 | 4,750 | ||||
Brunswick Corp. | 71,945 | 4,605 | ||||
* | Helen of Troy Ltd. | 21,327 | 4,021 | |||
Leggett & Platt Inc. | 112,788 | 3,965 | ||||
* | Middleby Corp. | 49,144 | 3,879 | |||
* | US Foods Holding Corp. | 195,595 | 3,857 | |||
* | Boston Beer Co. Inc. Class A | 7,172 | 3,849 | |||
* | Herbalife Nutrition Ltd. | 81,340 | 3,659 | |||
* | Skechers USA Inc. Class A | 116,331 | 3,650 | |||
* | Darling Ingredients Inc. | 139,395 | 3,432 | |||
Flowers Foods Inc. | 152,676 | 3,414 | ||||
Hanesbrands Inc. | 299,802 | 3,385 | ||||
Toll Brothers Inc. | 102,680 | 3,346 | ||||
Tapestry Inc. | 246,865 | 3,278 | ||||
Harley-Davidson Inc. | 132,095 | 3,140 |
3 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Tempur Sealy International Inc. | 43,020 | 3,095 | |||
^,* | Mattel Inc. | 316,827 | 3,064 | |||
Valvoline Inc. | 158,034 | 3,055 | ||||
Carter's Inc. | 37,661 | 3,039 | ||||
* | YETI Holdings Inc. | 69,224 | 2,958 | |||
PVH Corp. | 61,219 | 2,942 | ||||
* | Fox Factory Holding Corp. | 35,397 | 2,924 | |||
Ralph Lauren Corp. Class A | 39,898 | 2,893 | ||||
* | Freshpet Inc. | 33,009 | 2,762 | |||
Energizer Holdings Inc. | 55,456 | 2,634 | ||||
LCI Industries | 21,368 | 2,457 | ||||
Lancaster Colony Corp. | 15,851 | 2,457 | ||||
WD-40 Co. | 12,217 | 2,423 | ||||
* | Meritage Homes Corp. | 31,358 | 2,387 | |||
KB Home | 76,541 | 2,348 | ||||
* | Taylor Morrison Home Corp. Class A | 114,927 | 2,217 | |||
* | TreeHouse Foods Inc. | 49,830 | 2,183 | |||
* | Crocs Inc. | 58,308 | 2,147 | |||
* | Hain Celestial Group Inc. | 67,291 | 2,120 | |||
* | iRobot Corp. | 24,896 | 2,089 | |||
Sanderson Farms Inc. | 17,303 | 2,005 | ||||
Columbia Sportswear Co. | 24,824 | 2,000 | ||||
* | Under Armour Inc. Class A | 199,587 | 1,944 | |||
Winnebago Industries Inc. | 29,159 | 1,943 | ||||
* | TRI Pointe Group Inc. | 125,977 | 1,851 | |||
* | Capri Holdings Ltd. | 117,701 | 1,840 | |||
J&J Snack Foods Corp. | 14,013 | 1,781 | ||||
* | Visteon Corp. | 25,867 | 1,772 | |||
Spectrum Brands Holdings Inc | 37,779 | 1,734 | ||||
* | Dorman Products Inc. | 24,976 | 1,675 | |||
Nu Skin Enterprises Inc. Class A | 43,698 | 1,671 | ||||
Steven Madden Ltd. | 65,662 | 1,621 | ||||
MDC Holdings Inc. | 45,366 | 1,620 | ||||
* | Edgewell Personal Care Co. | 51,528 | 1,606 | |||
Wolverine World Wide Inc. | 66,866 | 1,592 | ||||
Callaway Golf Co. | 89,341 | 1,564 | ||||
* | LGI Homes Inc. | 16,996 | 1,496 | |||
Reynolds Consumer Products Inc. | 43,004 | 1,494 | ||||
Dana Inc. | 119,970 | 1,462 | ||||
B&G Foods Inc. | 59,882 | 1,460 | ||||
* | Cavco Industries Inc. | 7,508 | 1,448 | |||
* | Fitbit Inc. | 214,710 | 1,387 | |||
Medifast Inc. | 9,784 | 1,358 | ||||
* | Central Garden & Pet Co. Class A | 39,468 | 1,334 | |||
* | Hostess Brands Inc. Class A | 108,285 | 1,323 | |||
HNI Corp. | 41,691 | 1,275 | ||||
Herman Miller Inc. | 53,589 | 1,265 | ||||
La-Z-Boy Inc. | 45,021 | 1,218 | ||||
* | Meritor Inc. | 60,024 | 1,188 | |||
* | Gentherm Inc. | 30,323 | 1,180 | |||
* | Delphi Technologies plc | 81,966 | 1,165 | |||
* | Skyline Champion Corp. | 47,220 | 1,149 | |||
* | Cal-Maine Foods Inc. | 25,810 | 1,148 | |||
* | Glu Mobile Inc. | 123,235 | 1,142 | |||
Cooper Tire & Rubber Co. | 41,270 | 1,139 | ||||
* | American Woodmark Corp. | 14,441 | 1,092 | |||
Coty Inc. Class A | 244,067 | 1,091 | ||||
* | Under Armour Inc. Class C | 123,193 | 1,089 | |||
Sturm Ruger & Co. Inc. | 14,136 | 1,074 | ||||
Goodyear Tire & Rubber Co. | 114,816 | 1,027 | ||||
Vector Group Ltd. | 101,595 | 1,022 | ||||
Coca-Cola Consolidated Inc. | 4,375 | 1,003 | ||||
* | Sleep Number Corp. | 23,937 | 997 | |||
Steelcase Inc. Class A | 82,528 | 995 |
4 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Acushnet Holdings Corp. | 28,550 | 993 | ||||
* | Malibu Boats Inc. Class A | 18,316 | 952 | |||
Universal Corp. | 22,258 | 946 | ||||
Calavo Growers Inc. | 14,870 | 935 | ||||
* | M/I Homes Inc. | 26,555 | 915 | |||
* | Sonos Inc. | 58,151 | 851 | |||
Lennar Corp. Class B | 18,028 | 831 | ||||
* | American Axle & Manufacturing Holdings Inc. | 107,996 | 821 | |||
* | Century Communities Inc. | 26,327 | 807 | |||
* | Vista Outdoor Inc. | 55,818 | 807 | |||
Camping World Holdings Inc. Class A | 29,682 | 806 | ||||
Inter Parfums Inc. | 16,387 | 789 | ||||
* | USANA Health Sciences Inc. | 10,661 | 783 | |||
Standard Motor Products Inc. | 18,750 | 773 | ||||
* | Pilgrim's Pride Corp. | 45,429 | 767 | |||
Fresh Del Monte Produce Inc. | 29,644 | 730 | ||||
Kontoor Brands Inc. | 40,491 | 721 | ||||
John B Sanfilippo & Son Inc. | 8,117 | 693 | ||||
* | Welbilt Inc. | 113,684 | 692 | |||
* | BellRing Brands Inc. Class A | 34,059 | 679 | |||
Oxford Industries Inc. | 15,027 | 661 | ||||
ACCO Brands Corp. | 90,891 | 645 | ||||
^,* | National Beverage Corp. | 10,152 | 619 | |||
Knoll Inc. | 47,490 | 579 | ||||
* | elf Beauty Inc. | 29,114 | 555 | |||
* | Universal Electronics Inc. | 11,838 | 554 | |||
Seaboard Corp. | 187 | 549 | ||||
Interface Inc. Class A | 60,078 | 489 | ||||
* | Stoneridge Inc. | 23,341 | 482 | |||
Levi Strauss & Co. Class A | 34,347 | 460 | ||||
* | GoPro Inc. Class A | 93,976 | 447 | |||
National Presto Industries Inc. | 5,050 | 441 | ||||
MGP Ingredients Inc. | 11,836 | 434 | ||||
Tootsie Roll Industries Inc. | 12,137 | 416 | ||||
Johnson Outdoors Inc. Class A | 4,529 | 412 | ||||
* | Purple Innovation Inc. Class A | 22,893 | 412 | |||
Andersons Inc. | 28,277 | 389 | ||||
* | Motorcar Parts of America Inc. | 21,728 | 384 | |||
* | Celsius Holdings Inc. | 31,625 | 372 | |||
* | G-III Apparel Group Ltd. | 27,576 | 366 | |||
Kimball International Inc. Class B | 31,256 | 361 | ||||
* | Nautilus Inc. | 33,096 | 307 | |||
* | Central Garden & Pet Co. | 8,140 | 293 | |||
^,* | Akoustis Technologies Inc. | 32,901 | 273 | |||
Ethan Allen Interiors Inc. | 21,722 | 257 | ||||
^,* | Lakeland Industries Inc. | 11,233 | 252 | |||
* | Tenneco Inc. Class A | 30,200 | 228 | |||
* | Beazer Homes USA Inc. | 22,577 | 227 | |||
* | Lovesac Co. | 8,600 | 226 | |||
* | MasterCraft Boat Holdings Inc. | 11,800 | 225 | |||
Limoneira Co. | 15,369 | 223 | ||||
* | Seneca Foods Corp. Class A | 6,515 | 220 | |||
* | Unifi Inc. | 16,177 | 208 | |||
Hooker Furniture Corp. | 10,600 | 206 | ||||
* | Craft Brew Alliance Inc. | 13,144 | 202 | |||
Tupperware Brands Corp. | 42,400 | 201 | ||||
Clarus Corp. | 15,505 | 180 | ||||
* | Landec Corp. | 22,177 | 177 | |||
* | Green Brick Partners Inc. | 13,504 | 160 | |||
Turning Point Brands Inc. | 5,887 | 147 | ||||
Movado Group Inc. | 13,282 | 144 | ||||
Oil-Dri Corp. of America | 3,586 | 124 | ||||
Rocky Brands Inc. | 5,601 | 115 | ||||
* | Farmer Bros Co. | 15,114 | 111 |
5 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | US Auto Parts Network Inc. | 12,416 | 108 | |||
Superior Group of Cos. Inc. | 8,001 | 107 | ||||
Weyco Group Inc. | 4,901 | 106 | ||||
* | Lifevantage Corp. | 7,767 | 105 | |||
Culp Inc. | 10,880 | 94 | ||||
* | Veru Inc. | 27,777 | 93 | |||
Marine Products Corp. | 6,508 | 90 | ||||
^,* | ZAGG Inc. | 26,018 | 82 | |||
^,* | 22nd Century Group Inc. | 102,339 | 78 | |||
Alico Inc. | 2,443 | 76 | ||||
Acme United Corp. | 2,909 | 67 | ||||
* | Delta Apparel Inc. | 5,328 | 65 | |||
* | Greenlane Holdings Inc. Class A | 15,421 | 61 | |||
* | New Age Beverages Corp. | 39,754 | 61 | |||
Escalade Inc. | 4,321 | 60 | ||||
* | Nature's Sunshine Products Inc. | 6,506 | 59 | |||
* | Eastman Kodak Co. | 24,089 | 54 | |||
Strattec Security Corp. | 3,216 | 51 | ||||
^,* | Revlon Inc. Class A | 5,042 | 50 | |||
* | XPEL Inc. | 2,993 | 47 | |||
^,* | Lipocine Inc. | 34,514 | 44 | |||
Lifetime Brands Inc. | 4,913 | 33 | ||||
* | Core Molding Technologies Inc. | 7,270 | 30 | |||
Flexsteel Industries Inc. | 2,330 | 29 | ||||
* | New Home Co. Inc. | 8,756 | 29 | |||
Hamilton Beach Brands Holding Co. Class A | 1,820 | 22 | ||||
P&F Industries Inc. Class A | 4,330 | 22 | ||||
* | VOXX International Corp. | 2,911 | 17 | |||
* | Reed's Inc. | 17,454 | 17 | |||
* | Natural Alternatives International Inc. | 2,268 | 16 | |||
* | Shiloh Industries Inc. | 9,553 | 15 | |||
Kewaunee Scientific Corp. | 1,646 | 15 | ||||
* | Lifeway Foods Inc. | 6,292 | 14 | |||
* | cbdMD Inc. | 7,102 | 14 | |||
* | Coffee Holding Co. Inc. | 3,987 | 12 | |||
Rocky Mountain Chocolate Factory Inc. | 2,502 | 11 | ||||
^,* | Casper Sleep Inc. | 1,071 | 10 | |||
^,* | Sequential Brands Group Inc. | 38,662 | 8 | |||
* | LS Starrett Co. Class A | 2,347 | 8 | |||
* | Willamette Valley Vineyards Inc. | 1,146 | 7 | |||
* | Emerson Radio Corp. | 10,209 | 7 | |||
* | JAKKS Pacific Inc. | 7,781 | 6 | |||
* | Unique Fabricating Inc. | 1,793 | 6 | |||
* | RiceBran Technologies | 3,756 | 3 | |||
* | Zedge Inc. Class B | 1,513 | 2 | |||
* | Tandy Leather Factory Inc. | 350 | 1 | |||
Mannatech Inc. | 40 | 1 | ||||
* | Charles & Colvard Ltd. | 295 | — | |||
2,065,635 | ||||||
Consumer Services (8.4%) | ||||||
* | Amazon.com Inc. | 364,930 | 1,006,776 | |||
Home Depot Inc. | 926,993 | 232,221 | ||||
Walt Disney Co. | 1,554,827 | 173,379 | ||||
* | Netflix Inc. | 378,099 | 172,050 | |||
Comcast Corp. Class A | 3,913,609 | 152,552 | ||||
Walmart Inc. | 1,221,944 | 146,364 | ||||
McDonald's Corp. | 643,155 | 118,643 | ||||
Costco Wholesale Corp. | 378,049 | 114,628 | ||||
Lowe's Cos. Inc. | 650,601 | 87,909 | ||||
Starbucks Corp. | 989,339 | 72,805 | ||||
CVS Health Corp. | 1,119,894 | 72,760 | ||||
* | Charter Communications Inc. Class A | 125,460 | 63,990 | |||
* | Booking Holdings Inc. | 35,544 | 56,598 | |||
Target Corp. | 431,915 | 51,800 |
6 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
TJX Cos. Inc. | 932,746 | 47,160 | ||||
Dollar General Corp. | 218,190 | 41,567 | ||||
eBay Inc. | 587,834 | 30,832 | ||||
* | Uber Technologies Inc. | 960,710 | 29,859 | |||
Walgreens Boots Alliance Inc. | 643,716 | 27,287 | ||||
* | O'Reilly Automotive Inc. | 63,989 | 26,982 | |||
Ross Stores Inc. | 307,927 | 26,248 | ||||
* | Chipotle Mexican Grill Inc. | 23,933 | 25,186 | |||
* | AutoZone Inc. | 20,322 | 22,926 | |||
Sysco Corp. | 415,622 | 22,718 | ||||
Yum! Brands Inc. | 261,088 | 22,691 | ||||
Kroger Co. | 652,072 | 22,073 | ||||
McKesson Corp. | 139,188 | 21,354 | ||||
* | Dollar Tree Inc. | 204,854 | 18,986 | |||
Marriott International Inc. Class A | 212,199 | 18,192 | ||||
Hilton Worldwide Holdings Inc. | 243,637 | 17,895 | ||||
Best Buy Co. Inc. | 193,085 | 16,851 | ||||
Southwest Airlines Co. | 488,795 | 16,707 | ||||
Las Vegas Sands Corp. | 331,372 | 15,091 | ||||
* | Copart Inc. | 179,817 | 14,973 | |||
Delta Air Lines Inc. | 521,135 | 14,618 | ||||
* | Trade Desk Inc. Class A | 34,636 | 14,080 | |||
* | Liberty Broadband Corp. | 107,830 | 13,367 | |||
Tractor Supply Co. | 100,310 | 13,220 | ||||
* | CarMax Inc. | 142,514 | 12,762 | |||
Domino's Pizza Inc. | 34,098 | 12,597 | ||||
AmerisourceBergen Corp. Class A | 123,092 | 12,404 | ||||
* | Burlington Stores Inc. | 57,381 | 11,300 | |||
ViacomCBS Inc. Class B | 472,170 | 11,011 | ||||
* | Etsy Inc. | 102,471 | 10,886 | |||
FactSet Research Systems Inc. | 32,116 | 10,549 | ||||
* | Wayfair Inc. | 52,873 | 10,448 | |||
Omnicom Group Inc. | 186,966 | 10,208 | ||||
* | Roku Inc. | 85,923 | 10,013 | |||
Expedia Group Inc. | 120,124 | 9,874 | ||||
* | Peloton Interactive Inc. Class A | 167,010 | 9,648 | |||
* | Ulta Beauty Inc. | 46,506 | 9,460 | |||
Keurig Dr Pepper Ord Shs | 301,273 | 8,556 | ||||
Darden Restaurants Inc. | 111,234 | 8,428 | ||||
Fox Corp. Class A | 308,803 | 8,282 | ||||
Advance Auto Parts Inc. | 56,796 | 8,091 | ||||
* | United Airlines Holdings Inc. | 229,562 | 7,945 | |||
Cable One Inc. | 4,382 | 7,777 | ||||
* | DraftKings Inc. Class A | 227,473 | 7,566 | |||
Royal Caribbean Cruises Ltd. | 146,741 | 7,381 | ||||
* | Carvana Co. | 60,047 | 7,218 | |||
* | DISH Network Corp. Class A | 207,961 | 7,177 | |||
^ | Carnival Corp. | 416,227 | 6,834 | |||
* | Chegg Inc. | 100,247 | 6,743 | |||
MGM Resorts International | 388,674 | 6,530 | ||||
Vail Resorts Inc. | 34,899 | 6,357 | ||||
Wynn Resorts Ltd. | 80,151 | 5,970 | ||||
* | Bright Horizons Family Solutions Inc. | 50,337 | 5,900 | |||
* | Caesars Entertainment Corp. | 486,255 | 5,898 | |||
* | Lyft Inc. Class A | 175,518 | 5,794 | |||
Service Corp. International | 145,627 | 5,663 | ||||
* | Discovery Communications Inc. Class C | 293,695 | 5,657 | |||
* | Altice USA Inc. Class A | 250,407 | 5,644 | |||
Interpublic Group of Cos. Inc. | 328,640 | 5,639 | ||||
* | Grubhub Inc. | 80,040 | 5,627 | |||
^ | American Airlines Group Inc. | 428,399 | 5,599 | |||
Sirius XM Holdings Inc. | 953,603 | 5,598 | ||||
Williams-Sonoma Inc. | 66,444 | 5,449 | ||||
Rollins Inc. | 127,387 | 5,400 |
7 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Live Nation Entertainment Inc. | 120,910 | 5,360 | |||
* | Five Below Inc. | 48,706 | 5,207 | |||
New York Times Co. Class A | 119,608 | 5,027 | ||||
Casey's General Stores Inc. | 31,691 | 4,738 | ||||
* | Floor & Decor Holdings Inc. Class A | 81,808 | 4,716 | |||
* | Liberty Broadband Corp. Class A | 38,411 | 4,693 | |||
Nielsen Holdings plc | 313,596 | 4,660 | ||||
* | Liberty Media Corp-Liberty Formula One Class C | 146,332 | 4,640 | |||
Aramark | 204,196 | 4,609 | ||||
* | Ollie's Bargain Outlet Holdings Inc. | 46,938 | 4,584 | |||
Dunkin' Brands Group Inc. | 70,174 | 4,577 | ||||
* | IAA Inc. | 116,423 | 4,490 | |||
* | BJ's Wholesale Club Holdings Inc. | 119,104 | 4,439 | |||
* | Planet Fitness Inc. Class A | 72,010 | 4,362 | |||
* | ServiceMaster Global Holdings Inc. | 120,455 | 4,299 | |||
News Corp. Class A | 361,765 | 4,291 | ||||
Churchill Downs Inc. | 29,835 | 3,973 | ||||
* | Liberty Media Corp-Liberty SiriusXM Class C | 113,623 | 3,914 | |||
Alaska Air Group Inc. | 105,519 | 3,826 | ||||
* | Grand Canyon Education Inc. | 41,598 | 3,766 | |||
^,* | Norwegian Cruise Line Holdings Ltd. | 223,765 | 3,676 | |||
Wingstop Inc. | 25,609 | 3,559 | ||||
Wendy's Co. | 162,893 | 3,548 | ||||
Wyndham Hotels & Resorts Inc. | 81,011 | 3,453 | ||||
* | Performance Food Group Co. | 118,428 | 3,451 | |||
* | Penn National Gaming Inc. | 112,647 | 3,440 | |||
Fox Corp. Class B | 126,618 | 3,398 | ||||
* | Liberty Media Corp-Liberty SiriusXM | 96,181 | 3,320 | |||
* | Rh | 13,262 | 3,301 | |||
Nexstar Media Group Inc. Class A | 38,785 | 3,246 | ||||
Dolby Laboratories Inc. Class A | 49,146 | 3,237 | ||||
* | Qurate Retail Group Inc. QVC Group Class A | 338,782 | 3,218 | |||
* | frontdoor Inc. | 71,063 | 3,150 | |||
Gap Inc. | 244,700 | 3,088 | ||||
Texas Roadhouse Inc. | 58,570 | 3,079 | ||||
Lithia Motors Inc. Class A | 19,640 | 2,972 | ||||
L Brands Inc. | 192,895 | 2,888 | ||||
* | JetBlue Airways Corp. | 261,817 | 2,854 | |||
^,* | Eldorado Resorts Inc. | 70,251 | 2,814 | |||
Strategic Education Inc. | 18,103 | 2,782 | ||||
* | Murphy USA Inc. | 24,428 | 2,750 | |||
* | Sprouts Farmers Market Inc. | 106,580 | 2,727 | |||
Aaron's Inc. | 59,992 | 2,724 | ||||
Kohl's Corp. | 130,120 | 2,703 | ||||
* | AutoNation Inc. | 71,743 | 2,696 | |||
* | Stamps.com Inc. | 14,600 | 2,682 | |||
Marriott Vacations Worldwide Corp. | 31,492 | 2,589 | ||||
Foot Locker Inc. | 87,403 | 2,549 | ||||
^,* | Discovery Inc. Class A | 119,868 | 2,529 | |||
Morningstar Inc. | 17,842 | 2,515 | ||||
* | Grocery Outlet Holding Corp. | 61,160 | 2,495 | |||
* | LiveRamp Holdings Inc. | 58,641 | 2,491 | |||
Cracker Barrel Old Country Store Inc. | 21,943 | 2,434 | ||||
* | Madison Square Garden Sports Corp. | 16,540 | 2,430 | |||
Choice Hotels International Inc. | 30,129 | 2,377 | ||||
H&R Block Inc. | 164,031 | 2,342 | ||||
Amerco | 7,728 | 2,335 | ||||
* | National Vision Holdings Inc. | 72,282 | 2,206 | |||
Dick's Sporting Goods Inc. | 53,257 | 2,197 | ||||
* | 2U Inc. | 55,721 | 2,115 | |||
Wyndham Destinations Inc. | 74,151 | 2,090 | ||||
* | Chewy Inc. | 46,469 | 2,077 | |||
TEGNA Inc. | 185,429 | 2,066 | ||||
Sabre Corp. | 244,210 | 1,968 |
8 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
World Wrestling Entertainment Inc. Class A | 41,421 | 1,800 | ||||
* | Cargurus Inc. | 69,376 | 1,759 | |||
Extended Stay America Inc. | 157,147 | 1,758 | ||||
TripAdvisor Inc. | 91,479 | 1,739 | ||||
Papa John's International Inc. | 21,476 | 1,705 | ||||
^ | Macy's Inc. | 246,551 | 1,696 | |||
Hillenbrand Inc. | 62,349 | 1,688 | ||||
* | Shake Shack Inc. Class A | 30,886 | 1,636 | |||
KAR Auction Services Inc. | 117,287 | 1,614 | ||||
John Wiley & Sons Inc. Class A | 41,372 | 1,614 | ||||
Monro Inc. | 28,603 | 1,571 | ||||
Jack in the Box Inc. | 21,148 | 1,567 | ||||
* | Simply Good Foods Co. | 83,669 | 1,555 | |||
Nordstrom Inc. | 99,241 | 1,537 | ||||
* | Adtalem Global Education Inc. | 49,247 | 1,534 | |||
* | Hilton Grand Vacations Inc. | 76,645 | 1,498 | |||
American Eagle Outfitters Inc. | 136,446 | 1,487 | ||||
Boyd Gaming Corp. | 71,014 | 1,484 | ||||
Big Lots Inc. | 34,252 | 1,439 | ||||
* | Primo Water Corp. | 103,812 | 1,427 | |||
Six Flags Entertainment Corp. | 74,169 | 1,425 | ||||
SkyWest Inc. | 43,375 | 1,415 | ||||
* | Yelp Inc. | 60,757 | 1,405 | |||
Hyatt Hotels Corp. Class A | 27,266 | 1,371 | ||||
^,* | Spirit Airlines Inc. | 76,701 | 1,365 | |||
* | Liberty Media Corp-Liberty Formula One Class A | 46,699 | 1,363 | |||
Graham Holdings Co. Class B | 3,934 | 1,348 | ||||
Allegiant Travel Co. | 11,832 | 1,292 | ||||
^,* | Stitch Fix Inc. Class A | 51,523 | 1,285 | |||
* | Sally Beauty Holdings Inc. | 101,017 | 1,266 | |||
PriceSmart Inc. | 20,878 | 1,260 | ||||
* | Madison Square Garden Entertainment Corp. Class A | 16,540 | 1,241 | |||
Rent-A-Center Inc. | 44,241 | 1,231 | ||||
* | Asbury Automotive Group Inc. | 15,704 | 1,214 | |||
* | Trupanion Inc. | 26,972 | 1,151 | |||
* | Gray Television Inc. | 82,131 | 1,146 | |||
* | Avis Budget Group Inc. | 49,123 | 1,124 | |||
Group 1 Automotive Inc. | 16,660 | 1,099 | ||||
* | WW International Inc. | 43,163 | 1,095 | |||
Core-Mark Holding Co. Inc. | 43,420 | 1,084 | ||||
News Corp. Class B | 90,502 | 1,082 | ||||
Penske Automotive Group Inc. | 26,957 | 1,044 | ||||
* | Vroom Inc. | 19,895 | 1,037 | |||
Office Depot Inc. | 438,518 | 1,031 | ||||
Cinemark Holdings Inc. | 84,330 | 974 | ||||
* | Overstock.com Inc. | 34,077 | 969 | |||
* | Upwork Inc. | 67,043 | 968 | |||
* | Perdoceo Education Corp. | 59,954 | 955 | |||
* | Smith & Wesson Brands Inc. | 44,247 | 952 | |||
Brinker International Inc. | 39,125 | 939 | ||||
* | K12 Inc. | 34,430 | 938 | |||
* | United Natural Foods Inc. | 49,540 | 902 | |||
* | Providence Service Corp. | 11,412 | 901 | |||
* | Laureate Education Inc. Class A | 87,259 | 870 | |||
* | Digital Turbine Inc. | 68,613 | 862 | |||
^ | Cheesecake Factory Inc. | 37,295 | 855 | |||
^,* | Rite Aid Corp. | 50,098 | 855 | |||
Sinclair Broadcast Group Inc. Class A | 46,100 | 851 | ||||
Bed Bath & Beyond Inc. | 80,256 | 851 | ||||
* | Urban Outfitters Inc. | 55,659 | 847 | |||
* | Scientific Games Corp. | 53,286 | 824 | |||
* | Lions Gate Entertainment Corp. Class A | 109,089 | 808 | |||
^,* | ANGI Homeservices Inc. Class A | 65,494 | 796 | |||
Weis Markets Inc. | 15,389 | 771 |
9 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | SeaWorld Entertainment Inc. | 50,885 | 754 | |||
* | Herc Holdings Inc. | 24,004 | 738 | |||
* | TechTarget Inc. | 23,551 | 707 | |||
SpartanNash Co. | 31,740 | 674 | ||||
Red Rock Resorts Inc. Class A | 61,718 | 673 | ||||
^,* | Accel Entertainment Inc. | 69,484 | 669 | |||
* | AMC Networks Inc. Class A | 28,114 | 658 | |||
Scholastic Corp. | 21,697 | 650 | ||||
Sonic Automotive Inc. Class A | 20,175 | 644 | ||||
* | Liberty Media Corp-Liberty Braves | 32,514 | 642 | |||
Meredith Corp. | 41,925 | 610 | ||||
PetMed Express Inc. | 17,072 | 608 | ||||
* | Magnite Inc. | 89,674 | 598 | |||
Abercrombie & Fitch Co. | 55,938 | 595 | ||||
* | WillScot Corp. | 48,311 | 594 | |||
* | Boot Barn Holdings Inc. | 27,376 | 590 | |||
Ingles Markets Inc. Class A | 13,612 | 586 | ||||
Matthews International Corp. Class A | 30,542 | 583 | ||||
Hawaiian Holdings Inc. | 41,483 | 582 | ||||
Dine Brands Global Inc. | 13,779 | 580 | ||||
* | Zumiez Inc. | 19,929 | 546 | |||
* | 1-800-Flowers.com Inc. Class A | 25,898 | 518 | |||
* | Denny's Corp. | 49,923 | 504 | |||
* | America's Car-Mart Inc. | 5,709 | 502 | |||
* | Sportsman's Warehouse Holdings Inc. | 35,095 | 500 | |||
Children's Place Inc. | 12,819 | 480 | ||||
* | MarineMax Inc. | 21,308 | 477 | |||
* | Quotient Technology Inc. | 65,116 | 477 | |||
* | RealReal Inc. | 37,000 | 473 | |||
* | QuinStreet Inc. | 44,659 | 467 | |||
* | BrightView Holdings Inc. | 40,909 | 458 | |||
* | SP Plus Corp. | 22,015 | 456 | |||
EW Scripps Co. Class A | 50,961 | 446 | ||||
Franchise Group Inc. | 20,378 | 446 | ||||
Bloomin' Brands Inc. | 41,800 | 446 | ||||
* | Everi Holdings Inc. | 83,389 | 430 | |||
Dave & Buster's Entertainment Inc. | 32,200 | 429 | ||||
* | EverQuote Inc. Class A | 7,354 | 428 | |||
* | American Public Education Inc. | 14,286 | 423 | |||
* | Hibbett Sports Inc. | 20,008 | 419 | |||
^,* | iHeartMedia Inc. Class A | 49,759 | 416 | |||
* | Monarch Casino & Resort Inc. | 11,887 | 405 | |||
Buckle Inc. | 24,717 | 388 | ||||
* | MSG Networks Inc. | 38,047 | 379 | |||
* | Chefs' Warehouse Inc. | 27,717 | 376 | |||
* | Lumber Liquidators Holdings Inc. | 26,322 | 365 | |||
Viad Corp. | 18,966 | 361 | ||||
Guess? Inc. | 36,211 | 350 | ||||
* | Lions Gate Entertainment Corp. Class B | 49,508 | 338 | |||
BJ's Restaurants Inc. | 16,148 | 338 | ||||
Tribune Publishing Co. | 33,574 | 335 | ||||
Winmark Corp. | 1,926 | 330 | ||||
* | Michaels Cos. Inc. | 46,000 | 325 | |||
* | Groupon Inc. Class A | 17,200 | 312 | |||
Signet Jewelers Ltd. | 29,400 | 302 | ||||
Marcus Corp. | 22,280 | 296 | ||||
* | Clear Channel Outdoor Holdings Inc. | 265,400 | 276 | |||
^,* | Vivint Smart Home Inc. | 15,900 | 276 | |||
* | Genesco Inc. | 12,465 | 270 | |||
Twin River Worldwide Holdings Inc. | 12,076 | 269 | ||||
* | Clean Energy Fuels Corp. | 119,319 | 265 | |||
Carriage Services Inc. Class A | 14,379 | 261 | ||||
Haverty Furniture Cos. Inc. | 16,034 | 257 | ||||
Ruth's Hospitality Group Inc. | 31,338 | 256 |
10 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Cars.com Inc. | 44,200 | 255 | |||
* | Lindblad Expeditions Holdings Inc. | 32,247 | 249 | |||
Systemax Inc. | 11,984 | 246 | ||||
* | El Pollo Loco Holdings Inc. | 16,271 | 240 | |||
^ | Dillard's Inc. Class A | 9,201 | 237 | |||
* | Chuy's Holdings Inc. | 15,928 | 237 | |||
* | Liberty Media Corp-Liberty Braves | 11,719 | 235 | |||
* | At Home Group Inc. | 35,700 | 232 | |||
* | TrueCar Inc. | 89,707 | 231 | |||
^,* | HF Foods Group Inc. | 25,551 | 231 | |||
Shoe Carnival Inc. | 7,865 | 230 | ||||
* | Waitr Holdings Inc. | 84,000 | 221 | |||
* | Hemisphere Media Group Inc. | 22,025 | 217 | |||
Citi Trends Inc. | 10,254 | 207 | ||||
Village Super Market Inc. Class A | 7,208 | 200 | ||||
Collectors Universe Inc. | 5,764 | 198 | ||||
Caleres Inc. | 23,300 | 194 | ||||
* | Daily Journal Corp. | 718 | 194 | |||
National CineMedia Inc. | 63,500 | 189 | ||||
* | Houghton Mifflin Harcourt Co. | 103,100 | 187 | |||
* | Titan Machinery Inc. | 17,060 | 185 | |||
^,* | GameStop Corp. Class A | 42,600 | 185 | |||
* | comScore Inc. | 58,400 | 181 | |||
* | Boston Omaha Corp. Class A | 11,295 | 181 | |||
Chico's FAS Inc. | 126,565 | 175 | ||||
* | Fiesta Restaurant Group Inc. | 26,164 | 167 | |||
* | Regis Corp. | 20,143 | 165 | |||
^ | AMC Entertainment Holdings Inc. Class A | 38,300 | 164 | |||
* | Noodles & Co. | 27,098 | 164 | |||
* | Party City Holdco Inc. | 107,000 | 159 | |||
Nathan's Famous Inc. | 2,809 | 158 | ||||
Cato Corp. Class A | 18,491 | 151 | ||||
* | A-Mark Precious Metals Inc. | 7,716 | 147 | |||
* | Liquidity Services Inc. | 24,357 | 145 | |||
Natural Grocers by Vitamin Cottage Inc. | 9,195 | 137 | ||||
Gannett Co. Inc. | 96,200 | 133 | ||||
* | Golden Entertainment Inc | 13,829 | 123 | |||
^,* | Hertz Global Holdings Inc. | 86,292 | 122 | |||
Saga Communications Inc. Class A | 4,438 | 114 | ||||
* | Century Casinos Inc. | 27,263 | 113 | |||
* | Biglari Holdings Inc. Class B | 1,592 | 110 | |||
RCI Hospitality Holdings Inc. | 7,914 | 110 | ||||
Entravision Communications Corp. Class A | 74,703 | 107 | ||||
* | Express Inc. | 55,300 | 85 | |||
^,* | Blink Charging Co. | 11,833 | 67 | |||
Tilly's Inc. Class A | 11,657 | 66 | ||||
* | J Alexander's Holdings Inc. | 12,226 | 60 | |||
* | Urban One Inc. | 28,868 | 55 | |||
* | Container Store Group Inc. | 16,961 | 55 | |||
* | GrowGeneration Corp. | 7,444 | 51 | |||
Townsquare Media Inc. Class A | 9,269 | 41 | ||||
* | Leaf Group Ltd. | 9,644 | 35 | |||
* | Zovio Inc. Class A | 11,435 | 35 | |||
Designer Brands Inc. Class A | 4,852 | 33 | ||||
Educational Development Corp. | 3,375 | 32 | ||||
* | Red Lion Hotels Corp. | 13,715 | 32 | |||
* | Albertsons Cos. Inc. Class A | 2,019 | 32 | |||
* | Fluent Inc. | 16,860 | 30 | |||
^,* | GNC Holdings Inc. | 53,800 | 30 | |||
* | Marchex Inc. Class B | 18,637 | 29 | |||
* | Gaia Inc. | 3,502 | 29 | |||
A H Belo Corp. Class A | 16,371 | 28 | ||||
* | MDC Partners Inc. Class A | 12,687 | 26 | |||
* | Alkaline Water Co. Inc. | 17,626 | 25 |
11 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Travelzoo | 3,978 | 22 | |||
* | Conn's Inc. | 2,193 | 22 | |||
^,* | SRAX Inc. Class A | 7,476 | 19 | |||
* | RealNetworks Inc. | 13,821 | 18 | |||
Ark Restaurants Corp. | 1,320 | 16 | ||||
* | Destination XL Group Inc. | 24,679 | 16 | |||
* | Potbelly Corp. | 6,980 | 16 | |||
* | Luby's Inc. | 10,198 | 15 | |||
* | Kura Sushi USA Inc. Class A | 946 | 14 | |||
Beasley Broadcast Group Inc. Class A | 5,320 | 13 | ||||
* | iMedia Brands Inc. | 3,665 | 13 | |||
* | Full House Resorts Inc. | 9,186 | 12 | |||
* | Interpace Biosciences Inc. | 2,530 | 12 | |||
Big 5 Sporting Goods Corp. | 5,818 | 11 | ||||
* | Blue Apron Holdings Inc. Class A | 905 | 10 | |||
* | LiveXLive Media Inc. | 2,448 | 9 | |||
* | Stein Mart Inc. | 19,335 | 8 | |||
* | VistaGen Therapeutics Inc. | 15,023 | 8 | |||
* | ONE Group Hospitality Inc. | 4,720 | 8 | |||
* | Drive Shack Inc. | 4,011 | 7 | |||
* | Youngevity International Inc. | 5,128 | 7 | |||
^,* | RTW Retailwinds Inc. | 27,323 | 5 | |||
^,* | Ascena Retail Group Inc. | 3,600 | 5 | |||
* | Lee Enterprises Inc. | 5,251 | 5 | |||
* | FAT Brands Inc. | 1,492 | 5 | |||
* | BBQ Holdings Inc. | 1,407 | 5 | |||
* | AutoWeb Inc. | 3,439 | 4 | |||
* | Live Ventures Inc. | 372 | 4 | |||
* | Build-A-Bear Workshop Inc. | 1,327 | 3 | |||
* | J Jill Inc. | 3,274 | 2 | |||
* | Good Times Restaurants Inc. | 1,675 | 2 | |||
* | Chicken Soup For The Soul Entertainment Inc. | 296 | 2 | |||
* | Town Sports International Holdings Inc. | 3,649 | 2 | |||
* | Reading International Inc. Class A | 444 | 2 | |||
Salem Media Group Inc. | 1,621 | 2 | ||||
* | Rave Restaurant Group Inc. | 2,082 | 2 | |||
^,* | Remark Holdings Inc. | 556 | 1 | |||
* | BioHiTech Global Inc. | 490 | 1 | |||
* | Profire Energy Inc. | 1,221 | 1 | |||
* | HyreCar Inc. | 143 | — | |||
* | RumbleON Inc. Class B | 7 | — | |||
3,713,960 | ||||||
Exchange-Traded Fund (0.1%) | ||||||
‡ | Vanguard Total Bond Market ETF | 375,384 | 33,161 | |||
Financials (9.6%) | ||||||
Visa Inc. Class A | 1,461,905 | 282,396 | ||||
* | Berkshire Hathaway Inc. Class B | 1,513,509 | 270,177 | |||
JPMorgan Chase & Co. | 2,495,440 | 234,721 | ||||
Mastercard Inc. Class A | 773,872 | 228,834 | ||||
Bank of America Corp. | 6,716,783 | 159,524 | ||||
American Tower Corp. | 381,926 | 98,743 | ||||
Citigroup Inc. | 1,786,640 | 91,297 | ||||
Wells Fargo & Co. | 3,159,568 | 80,885 | ||||
S&P Global Inc. | 209,778 | 69,118 | ||||
BlackRock Inc. | 121,230 | 65,960 | ||||
Crown Castle International Corp. | 358,165 | 59,939 | ||||
Prologis Inc. | 635,595 | 59,320 | ||||
Goldman Sachs Group Inc. | 291,397 | 57,586 | ||||
Equinix Inc. | 75,881 | 53,291 | ||||
CME Group Inc. | 308,872 | 50,204 | ||||
American Express Co. | 521,952 | 49,690 | ||||
Morgan Stanley | 1,026,728 | 49,591 | ||||
Marsh & McLennan Cos. Inc. | 432,590 | 46,447 |
12 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Intercontinental Exchange Inc. | 478,561 | 43,836 | ||||
Truist Financial Corp. | 1,157,474 | 43,463 | ||||
US Bancorp | 1,169,387 | 43,057 | ||||
Chubb Ltd. | 332,287 | 42,074 | ||||
Progressive Corp. | 501,807 | 40,200 | ||||
Aon plc Class A | 200,800 | 38,674 | ||||
Moody's Corp. | 139,085 | 38,211 | ||||
PNC Financial Services Group Inc. | 338,705 | 35,635 | ||||
Charles Schwab Corp. | 995,625 | 33,592 | ||||
Digital Realty Trust Inc. | 229,710 | 32,644 | ||||
Blackstone Group LP Class A | 567,941 | 32,180 | ||||
SBA Communications Corp. Class A | 97,438 | 29,029 | ||||
Bank of New York Mellon Corp. | 697,656 | 26,964 | ||||
Allstate Corp. | 276,232 | 26,792 | ||||
Capital One Financial Corp. | 390,111 | 24,417 | ||||
Public Storage | 126,773 | 24,326 | ||||
IHS Markit Ltd. | 320,970 | 24,233 | ||||
Travelers Cos. Inc. | 211,037 | 24,069 | ||||
T. Rowe Price Group Inc. | 190,205 | 23,490 | ||||
American International Group Inc. | 748,226 | 23,330 | ||||
MSCI Inc. Class A | 69,650 | 23,251 | ||||
Willis Towers Watson plc | 110,126 | 21,689 | ||||
Aflac Inc. | 597,606 | 21,532 | ||||
MetLife Inc. | 588,576 | 21,495 | ||||
* | Berkshire Hathaway Inc. Class A | 79 | 21,117 | |||
Prudential Financial Inc. | 339,354 | 20,667 | ||||
Equity Residential | 319,410 | 18,788 | ||||
State Street Corp. | 293,649 | 18,661 | ||||
AvalonBay Communities Inc. | 120,139 | 18,578 | ||||
Welltower Inc. | 355,074 | 18,375 | ||||
Equifax Inc. | 104,125 | 17,897 | ||||
Simon Property Group Inc. | 258,209 | 17,656 | ||||
Alexandria Real Estate Equities Inc. | 106,099 | 17,215 | ||||
Realty Income Corp. | 287,935 | 17,132 | ||||
Ameriprise Financial Inc. | 107,192 | 16,083 | ||||
MarketAxess Holdings Inc. | 30,960 | 15,508 | ||||
Arthur J Gallagher & Co. | 158,336 | 15,436 | ||||
First Republic Bank | 143,680 | 15,229 | ||||
Weyerhaeuser Co. | 645,997 | 14,509 | ||||
KKR & Co. Inc. | 452,106 | 13,961 | ||||
Northern Trust Corp. | 173,405 | 13,758 | ||||
Discover Financial Services | 265,163 | 13,282 | ||||
Essex Property Trust Inc. | 56,730 | 13,001 | ||||
Invitation Homes Inc. | 466,622 | 12,846 | ||||
* | CBRE Group Inc. Class A | 274,606 | 12,418 | |||
Healthpeak Properties Inc. | 442,986 | 12,209 | ||||
Boston Properties Inc. | 133,586 | 12,074 | ||||
Hartford Financial Services Group Inc. | 313,137 | 12,071 | ||||
Fifth Third Bancorp | 614,231 | 11,842 | ||||
Ventas Inc. | 321,270 | 11,765 | ||||
Nasdaq Inc. | 97,767 | 11,680 | ||||
Sun Communities Inc. | 82,415 | 11,182 | ||||
Mid-America Apartment Communities Inc. | 97,159 | 11,141 | ||||
Duke Realty Corp. | 314,069 | 11,115 | ||||
M&T Bank Corp. | 106,245 | 11,046 | ||||
* | Markel Corp. | 11,416 | 10,539 | |||
Synchrony Financial | 474,076 | 10,506 | ||||
KeyCorp | 850,510 | 10,359 | ||||
WP Carey Inc. | 148,603 | 10,053 | ||||
Extra Space Storage Inc. | 107,923 | 9,969 | ||||
Principal Financial Group Inc. | 239,516 | 9,950 | ||||
E*TRADE Financial Corp. | 195,859 | 9,740 | ||||
* | SVB Financial Group | 44,331 | 9,555 | |||
* | Arch Capital Group Ltd. | 330,394 | 9,466 |
13 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
UDR Inc. | 250,503 | 9,364 | ||||
Citizens Financial Group Inc. | 370,466 | 9,351 | ||||
Regions Financial Corp. | 837,904 | 9,318 | ||||
Equity LifeStyle Properties Inc. | 146,948 | 9,181 | ||||
Cincinnati Financial Corp. | 139,366 | 8,924 | ||||
Cboe Global Markets Inc. | 94,323 | 8,798 | ||||
Annaly Capital Management Inc. | 1,329,014 | 8,718 | ||||
Apollo Global Management LLC | 173,438 | 8,658 | ||||
TD Ameritrade Holding Corp. | 234,000 | 8,513 | ||||
Medical Properties Trust Inc. | 442,716 | 8,323 | ||||
Brown & Brown Inc. | 201,496 | 8,213 | ||||
VICI Properties Inc. | 396,565 | 8,007 | ||||
Huntington Bancshares Inc. | 878,999 | 7,942 | ||||
Western Union Co. | 354,645 | 7,667 | ||||
Loews Corp. | 218,932 | 7,507 | ||||
Camden Property Trust | 82,076 | 7,487 | ||||
Raymond James Financial Inc. | 108,215 | 7,448 | ||||
Fidelity National Financial Inc. | 242,627 | 7,439 | ||||
RenaissanceRe Holdings Ltd. | 42,640 | 7,293 | ||||
Everest Re Group Ltd. | 35,355 | 7,290 | ||||
CyrusOne Inc. | 96,734 | 7,037 | ||||
W R Berkley Corp. | 118,030 | 6,762 | ||||
Regency Centers Corp. | 146,164 | 6,707 | ||||
Host Hotels & Resorts Inc. | 620,410 | 6,694 | ||||
Equitable Holdings Inc. | 342,490 | 6,607 | ||||
Iron Mountain Inc. | 246,236 | 6,427 | ||||
Lincoln National Corp. | 171,512 | 6,310 | ||||
Ally Financial Inc. | 316,158 | 6,269 | ||||
AGNC Investment Corp. | 485,873 | 6,268 | ||||
SEI Investments Co. | 112,795 | 6,201 | ||||
Americold Realty Trust | 170,224 | 6,179 | ||||
Globe Life Inc. | 83,053 | 6,165 | ||||
Gaming and Leisure Properties Inc. | 176,947 | 6,122 | ||||
VEREIT Inc. | 941,804 | 6,056 | ||||
American Homes 4 Rent Class A | 220,560 | 5,933 | ||||
^,* | Zillow Group Inc. Class C | 101,517 | 5,848 | |||
Alleghany Corp. | 11,944 | 5,842 | ||||
Omega Healthcare Investors Inc. | 190,113 | 5,652 | ||||
Federal Realty Investment Trust | 64,946 | 5,534 | ||||
Vornado Realty Trust | 143,998 | 5,502 | ||||
LPL Financial Holdings Inc. | 69,051 | 5,414 | ||||
Kilroy Realty Corp. | 91,933 | 5,396 | ||||
Assurant Inc. | 51,528 | 5,322 | ||||
Voya Financial Inc. | 114,054 | 5,321 | ||||
National Retail Properties Inc. | 149,698 | 5,311 | ||||
Franklin Resources Inc. | 239,775 | 5,028 | ||||
Lamar Advertising Co. Class A | 75,197 | 5,020 | ||||
Zions Bancorp NA | 146,018 | 4,965 | ||||
Commerce Bancshares Inc. | 82,570 | 4,910 | ||||
Apartment Investment and Management Co. | 128,425 | 4,834 | ||||
Healthcare Trust of America Inc. Class A | 177,088 | 4,696 | ||||
Reinsurance Group of America Inc. | 59,567 | 4,672 | ||||
Jones Lang LaSalle Inc. | 44,789 | 4,634 | ||||
Signature Bank | 43,139 | 4,612 | ||||
Comerica Inc. | 119,689 | 4,560 | ||||
Kimco Realty Corp. | 350,279 | 4,498 | ||||
Prosperity Bancshares Inc. | 75,195 | 4,465 | ||||
People's United Financial Inc. | 384,917 | 4,454 | ||||
East West Bancorp Inc. | 122,593 | 4,443 | ||||
CubeSmart | 164,140 | 4,430 | ||||
STORE Capital Corp. | 183,500 | 4,369 | ||||
Douglas Emmett Inc. | 141,907 | 4,351 | ||||
First American Financial Corp. | 89,973 | 4,321 | ||||
Rexford Industrial Realty Inc. | 104,088 | 4,312 |
14 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Athene Holding Ltd. Class A | 136,343 | 4,253 | |||
CoreSite Realty Corp. | 35,040 | 4,242 | ||||
American Campus Communities Inc. | 119,456 | 4,176 | ||||
Erie Indemnity Co. Class A | 21,524 | 4,130 | ||||
First Industrial Realty Trust Inc. | 107,006 | 4,113 | ||||
Old Republic International Corp. | 250,910 | 4,092 | ||||
Primerica Inc. | 34,442 | 4,016 | ||||
Kemper Corp. | 54,494 | 3,952 | ||||
TCF Financial Corp. | 134,045 | 3,944 | ||||
New York Community Bancorp Inc. | 381,532 | 3,892 | ||||
American Financial Group Inc. | 61,046 | 3,874 | ||||
EastGroup Properties Inc. | 32,467 | 3,851 | ||||
Cousins Properties Inc. | 128,152 | 3,823 | ||||
Life Storage Inc. | 39,148 | 3,717 | ||||
* | Credit Acceptance Corp. | 8,684 | 3,639 | |||
Cullen/Frost Bankers Inc. | 48,492 | 3,623 | ||||
Invesco Ltd. | 336,200 | 3,618 | ||||
Eaton Vance Corp. | 93,653 | 3,615 | ||||
* | Carlyle Group Inc. | 129,368 | 3,609 | |||
Starwood Property Trust Inc. | 236,843 | 3,543 | ||||
SL Green Realty Corp. | 71,014 | 3,500 | ||||
Hudson Pacific Properties Inc. | 138,018 | 3,473 | ||||
Legg Mason Inc. | 68,855 | 3,426 | ||||
Brixmor Property Group Inc. | 264,300 | 3,388 | ||||
Essent Group Ltd. | 92,286 | 3,347 | ||||
STAG Industrial Inc. | 113,862 | 3,338 | ||||
Highwoods Properties Inc. | 89,010 | 3,323 | ||||
JBG SMITH Properties | 111,703 | 3,303 | ||||
QTS Realty Trust Inc. Class A | 50,738 | 3,252 | ||||
Healthcare Realty Trust Inc. | 110,361 | 3,232 | ||||
Hanover Insurance Group Inc. | 31,310 | 3,173 | ||||
* | Redfin Corp. | 75,198 | 3,152 | |||
First Financial Bankshares Inc. | 107,548 | 3,107 | ||||
Spirit Realty Capital Inc. | 89,021 | 3,103 | ||||
Affiliated Managers Group Inc. | 40,680 | 3,033 | ||||
* | Cannae Holdings Inc. | 73,696 | 3,029 | |||
South State Corp. | 63,513 | 3,027 | ||||
Terreno Realty Corp. | 56,577 | 2,978 | ||||
Agree Realty Corp. | 45,010 | 2,958 | ||||
Janus Henderson Group plc | 139,710 | 2,956 | ||||
RLI Corp. | 35,912 | 2,948 | ||||
New Residential Investment Corp. | 395,265 | 2,937 | ||||
Ares Management Corp. Class A | 73,516 | 2,919 | ||||
United Bankshares Inc. | 105,043 | 2,906 | ||||
Western Alliance Bancorp | 76,254 | 2,888 | ||||
Physicians Realty Trust | 163,700 | 2,868 | ||||
Blackstone Mortgage Trust Inc. Class A | 119,033 | 2,868 | ||||
Kinsale Capital Group Inc. | 18,248 | 2,832 | ||||
Axis Capital Holdings Ltd. | 69,826 | 2,832 | ||||
Popular Inc. | 75,798 | 2,817 | ||||
Rayonier Inc. | 112,201 | 2,781 | ||||
Stifel Financial Corp. | 58,078 | 2,755 | ||||
* | Zillow Group Inc. Class A | 47,818 | 2,749 | |||
Equity Commonwealth | 85,291 | 2,746 | ||||
First Horizon National Corp. | 275,593 | 2,745 | ||||
Pinnacle Financial Partners Inc. | 64,819 | 2,722 | ||||
Interactive Brokers Group Inc. | 64,481 | 2,693 | ||||
Glacier Bancorp Inc. | 75,873 | 2,678 | ||||
Radian Group Inc. | 171,089 | 2,654 | ||||
Selective Insurance Group Inc. | 49,979 | 2,636 | ||||
Lazard Ltd. Class A | 91,184 | 2,611 | ||||
Valley National Bancorp | 330,107 | 2,581 | ||||
Bank OZK | 109,893 | 2,579 | ||||
Jefferies Financial Group Inc. | 165,219 | 2,569 |
15 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Synovus Financial Corp. | 124,723 | 2,561 | ||||
Sabra Health Care REIT Inc. | 176,637 | 2,549 | ||||
Unum Group | 152,845 | 2,536 | ||||
White Mountains Insurance Group Ltd. | 2,755 | 2,446 | ||||
SLM Corp. | 347,951 | 2,446 | ||||
MGIC Investment Corp. | 296,928 | 2,432 | ||||
Lexington Realty Trust | 228,752 | 2,413 | ||||
Community Bank System Inc. | 41,678 | 2,376 | ||||
Corporate Office Properties Trust | 92,448 | 2,343 | ||||
EPR Properties | 70,333 | 2,330 | ||||
FirstCash Inc. | 34,196 | 2,308 | ||||
Webster Financial Corp. | 80,407 | 2,300 | ||||
Houlihan Lokey Inc. Class A | 41,095 | 2,287 | ||||
* | Brighthouse Financial Inc. | 81,113 | 2,257 | |||
Sterling Bancorp | 192,108 | 2,252 | ||||
FNB Corp. | 298,988 | 2,242 | ||||
PotlatchDeltic Corp. | 58,678 | 2,232 | ||||
Wintrust Financial Corp. | 50,937 | 2,222 | ||||
National Health Investors Inc. | 36,528 | 2,218 | ||||
PacWest Bancorp | 111,889 | 2,205 | ||||
Park Hotels & Resorts Inc. | 222,108 | 2,197 | ||||
CNO Financial Group Inc. | 140,711 | 2,191 | ||||
UMB Financial Corp. | 42,341 | 2,183 | ||||
Umpqua Holdings Corp. | 205,042 | 2,182 | ||||
IBERIABANK Corp. | 47,876 | 2,180 | ||||
* | eHealth Inc. | 21,415 | 2,104 | |||
* | Green Dot Corp. Class A | 42,399 | 2,081 | |||
Home BancShares Inc. | 133,628 | 2,055 | ||||
Bank of Hawaii Corp. | 33,438 | 2,053 | ||||
CVB Financial Corp. | 108,866 | 2,040 | ||||
* | LendingTree Inc. | 7,005 | 2,028 | |||
Old National Bancorp | 145,202 | 1,998 | ||||
BancorpSouth Bank | 87,737 | 1,995 | ||||
PS Business Parks Inc. | 15,020 | 1,989 | ||||
Associated Banc-Corp | 144,644 | 1,979 | ||||
Weingarten Realty Investors | 104,434 | 1,977 | ||||
American Equity Investment Life Holding Co. | 79,539 | 1,965 | ||||
First Hawaiian Inc. | 113,638 | 1,959 | ||||
Independent Bank Corp. | 29,051 | 1,949 | ||||
* | Howard Hughes Corp. | 37,498 | 1,948 | |||
Federated Hermes Inc. | 81,613 | 1,934 | ||||
Piedmont Office Realty Trust Inc. Class A | 116,260 | 1,931 | ||||
Taubman Centers Inc. | 49,786 | 1,880 | ||||
Columbia Banking System Inc. | 66,042 | 1,872 | ||||
Apple Hospitality REIT Inc. | 192,183 | 1,857 | ||||
Outfront Media Inc. | 129,561 | 1,836 | ||||
Assured Guaranty Ltd. | 74,963 | 1,830 | ||||
Washington Federal Inc. | 67,787 | 1,819 | ||||
Brandywine Realty Trust | 164,814 | 1,795 | ||||
Sunstone Hotel Investors Inc. | 218,704 | 1,782 | ||||
Washington REIT | 78,867 | 1,751 | ||||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 60,847 | 1,732 | ||||
Evercore Inc. Class A | 29,259 | 1,724 | ||||
BankUnited Inc. | 84,917 | 1,720 | ||||
Cathay General Bancorp | 64,473 | 1,696 | ||||
Investors Bancorp Inc. | 199,088 | 1,692 | ||||
Kennedy-Wilson Holdings Inc. | 111,011 | 1,690 | ||||
Atlantic Union Bankshares Corp. | 72,312 | 1,675 | ||||
CIT Group Inc. | 80,087 | 1,660 | ||||
Hamilton Lane Inc. Class A | 24,413 | 1,645 | ||||
Simmons First National Corp. Class A | 95,666 | 1,637 | ||||
Hancock Whitney Corp. | 75,729 | 1,605 | ||||
International Bancshares Corp. | 49,946 | 1,599 | ||||
Innovative Industrial Properties Inc. | 18,145 | 1,597 |
16 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | PRA Group Inc. | 41,110 | 1,589 | |||
Pacific Premier Bancorp Inc. | 73,026 | 1,583 | ||||
Chimera Investment Corp. | 164,331 | 1,579 | ||||
Virtu Financial Inc. Class A | 66,781 | 1,576 | ||||
* | Palomar Holdings Inc. | 18,357 | 1,574 | |||
PennyMac Mortgage Investment Trust | 89,216 | 1,564 | ||||
Fulton Financial Corp. | 148,436 | 1,563 | ||||
OneMain Holdings Inc | 63,680 | 1,563 | ||||
Uniti Group Inc. | 163,693 | 1,531 | ||||
RLJ Lodging Trust | 161,556 | 1,525 | ||||
Four Corners Property Trust Inc. | 62,065 | 1,514 | ||||
Paramount Group Inc. | 196,145 | 1,512 | ||||
Ryman Hospitality Properties Inc. | 43,525 | 1,506 | ||||
National Storage Affiliates Trust | 52,503 | 1,505 | ||||
Ameris Bancorp | 63,732 | 1,503 | ||||
Artisan Partners Asset Management Inc. Class A | 46,193 | 1,501 | ||||
CareTrust REIT Inc. | 87,400 | 1,500 | ||||
* | Texas Capital Bancshares Inc. | 47,874 | 1,478 | |||
Easterly Government Properties Inc. | 63,662 | 1,472 | ||||
Cohen & Steers Inc. | 21,535 | 1,465 | ||||
Columbia Property Trust Inc. | 110,876 | 1,457 | ||||
Retail Properties of America Inc. | 198,031 | 1,450 | ||||
WSFS Financial Corp. | 50,439 | 1,448 | ||||
First Midwest Bancorp Inc. | 104,803 | 1,399 | ||||
LTC Properties Inc. | 37,068 | 1,396 | ||||
BOK Financial Corp. | 24,714 | 1,395 | ||||
First Merchants Corp. | 50,457 | 1,391 | ||||
Global Net Lease Inc. | 82,784 | 1,385 | ||||
United Community Banks Inc. | 68,252 | 1,373 | ||||
ServisFirst Bancshares Inc. | 38,177 | 1,365 | ||||
Horace Mann Educators Corp. | 36,716 | 1,349 | ||||
^ | Macerich Co. | 149,227 | 1,339 | |||
Industrial Logistics Properties Trust | 65,067 | 1,337 | ||||
* | Enstar Group Ltd. | 8,741 | 1,335 | |||
Renasant Corp. | 52,985 | 1,319 | ||||
Urban Edge Properties | 111,049 | 1,318 | ||||
Moelis & Co. Class A | 42,176 | 1,314 | ||||
American Assets Trust Inc. | 47,197 | 1,314 | ||||
WesBanco Inc. | 64,356 | 1,307 | ||||
* | Cushman & Wakefield plc | 104,799 | 1,306 | |||
National General Holdings Corp. | 59,820 | 1,293 | ||||
Two Harbors Investment Corp. | 254,459 | 1,282 | ||||
Monmouth Real Estate Investment Corp. | 88,126 | 1,277 | ||||
First Financial Bancorp | 91,697 | 1,274 | ||||
Pebblebrook Hotel Trust | 92,900 | 1,269 | ||||
James River Group Holdings Ltd. | 28,186 | 1,268 | ||||
Trustmark Corp. | 51,244 | 1,257 | ||||
Walker & Dunlop Inc. | 24,570 | 1,248 | ||||
Essential Properties Realty Trust Inc. | 83,964 | 1,246 | ||||
Capitol Federal Financial Inc. | 111,812 | 1,231 | ||||
Santander Consumer USA Holdings Inc. | 66,722 | 1,228 | ||||
Banner Corp. | 32,303 | 1,228 | ||||
Independent Bank Group Inc. | 30,229 | 1,225 | ||||
Office Properties Income Trust | 46,626 | 1,211 | ||||
First BanCorp | 215,877 | 1,207 | ||||
First Interstate BancSystem Inc. Class A | 38,906 | 1,205 | ||||
Westamerica BanCorp | 20,952 | 1,203 | ||||
SITE Centers Corp. | 147,315 | 1,193 | ||||
GEO Group Inc. | 99,055 | 1,172 | ||||
PennyMac Financial Services Inc. | 27,987 | 1,170 | ||||
Mack-Cali Realty Corp. | 75,942 | 1,161 | ||||
* | NMI Holdings Inc. Class A | 71,996 | 1,158 | |||
Empire State Realty Trust Inc. | 165,200 | 1,156 | ||||
Colony Capital Inc. | 480,430 | 1,153 |
17 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Heartland Financial USA Inc. | 34,230 | 1,145 | ||||
Retail Opportunity Investments Corp. | 100,830 | 1,142 | ||||
Service Properties Trust | 158,731 | 1,125 | ||||
Argo Group International Holdings Ltd. | 31,400 | 1,094 | ||||
^ | Broadmark Realty Capital Inc. | 115,213 | 1,091 | |||
Independence Realty Trust Inc. | 94,865 | 1,090 | ||||
Hilltop Holdings Inc. | 58,362 | 1,077 | ||||
CoreCivic Inc. | 114,038 | 1,067 | ||||
* | Genworth Financial Inc. Class A | 458,388 | 1,059 | |||
Hope Bancorp Inc. | 114,205 | 1,053 | ||||
NBT Bancorp Inc. | 34,151 | 1,050 | ||||
Acadia Realty Trust | 80,207 | 1,041 | ||||
Towne Bank | 55,144 | 1,039 | ||||
AMERISAFE Inc. | 16,825 | 1,029 | ||||
MFA Financial Inc. | 413,056 | 1,029 | ||||
Navient Corp. | 145,948 | 1,026 | ||||
Xenia Hotels & Resorts Inc. | 109,230 | 1,019 | ||||
New York Mortgage Trust Inc. | 385,771 | 1,007 | ||||
DiamondRock Hospitality Co. | 180,995 | 1,001 | ||||
Lakeland Financial Corp. | 21,465 | 1,000 | ||||
Safety Insurance Group Inc. | 12,882 | 982 | ||||
First Citizens BancShares Inc. Class A | 2,421 | 981 | ||||
Northwest Bancshares Inc. | 95,807 | 980 | ||||
* | Axos Financial Inc. | 44,363 | 980 | |||
Mercury General Corp. | 23,981 | 977 | ||||
* | Encore Capital Group Inc. | 28,184 | 963 | |||
Safehold Inc. | 16,615 | 955 | ||||
Universal Health Realty Income Trust | 12,007 | 954 | ||||
Getty Realty Corp. | 32,126 | 954 | ||||
Waddell & Reed Financial Inc. Class A | 59,788 | 927 | ||||
* | Goosehead Insurance Inc. Class A | 12,182 | 916 | |||
* | Focus Financial Partners Inc. Class A | 27,170 | 898 | |||
Kite Realty Group Trust | 77,745 | 897 | ||||
S&T Bancorp Inc. | 38,132 | 894 | ||||
Arbor Realty Trust Inc. | 95,763 | 885 | ||||
Eagle Bancorp Inc. | 26,956 | 883 | ||||
Redwood Trust Inc. | 126,046 | 882 | ||||
Flagstar Bancorp Inc. | 29,704 | 874 | ||||
* | Mr Cooper Group Inc. | 69,247 | 861 | |||
Employers Holdings Inc. | 28,475 | 859 | ||||
PJT Partners Inc. | 16,627 | 854 | ||||
* | Seacoast Banking Corp. of Florida | 41,404 | 845 | |||
OceanFirst Financial Corp. | 47,292 | 834 | ||||
Provident Financial Services Inc. | 57,104 | 825 | ||||
First Busey Corp. | 44,167 | 824 | ||||
* | INTL. FCStone Inc. | 14,974 | 824 | |||
First Commonwealth Financial Corp. | 99,253 | 822 | ||||
Nelnet Inc. Class A | 16,871 | 805 | ||||
Diversified Healthcare Trust | 181,625 | 804 | ||||
Brightsphere Investment Group Inc. | 64,232 | 800 | ||||
Alexander & Baldwin Inc. | 65,630 | 800 | ||||
Veritex Holdings Inc. | 44,877 | 794 | ||||
American Finance Trust Inc. | 99,800 | 792 | ||||
Heritage Financial Corp. | 39,210 | 784 | ||||
Park National Corp. | 11,101 | 781 | ||||
Ladder Capital Corp. Class A | 95,925 | 777 | ||||
Brookline Bancorp Inc. | 76,996 | 776 | ||||
Tompkins Financial Corp. | 11,876 | 769 | ||||
Southside Bancshares Inc. | 27,595 | 765 | ||||
Great Western Bancorp Inc. | 55,441 | 763 | ||||
Piper Sandler Cos. | 12,800 | 757 | ||||
First Bancorp | 30,175 | 757 | ||||
City Holding Co. | 11,542 | 752 | ||||
ProAssurance Corp. | 51,958 | 752 |
18 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Stewart Information Services Corp. | 23,120 | 752 | ||||
Investors Real Estate Trust | 10,641 | 750 | ||||
National Bank Holdings Corp. Class A | 27,571 | 744 | ||||
Virtus Investment Partners Inc. | 6,311 | 734 | ||||
BGC Partners Inc. Class A | 266,472 | 730 | ||||
Sandy Spring Bancorp Inc. | 29,363 | 728 | ||||
* | Selectquote Inc. | 28,663 | 726 | |||
Enterprise Financial Services Corp. | 23,255 | 724 | ||||
NexPoint Residential Trust Inc. | 19,903 | 704 | ||||
Newmark Group Inc. Class A | 144,190 | 701 | ||||
Gladstone Commercial Corp. | 36,789 | 690 | ||||
Community Healthcare Trust Inc. | 16,547 | 677 | ||||
* | Marcus & Millichap Inc. | 23,257 | 671 | |||
Kearny Financial Corp. | 81,017 | 663 | ||||
American National Insurance Co. | 9,181 | 662 | ||||
iStar Inc. | 53,353 | 657 | ||||
BancFirst Corp. | 15,884 | 644 | ||||
^ | Tanger Factory Outlet Centers Inc. | 89,592 | 639 | |||
TriCo Bancshares | 20,965 | 638 | ||||
TrustCo Bank Corp. | 100,828 | 638 | ||||
OFG Bancorp | 47,383 | 634 | ||||
Apollo Commercial Real Estate Finance Inc. | 63,300 | 621 | ||||
* | St. Joe Co. | 31,676 | 615 | |||
Premier Financial Corp. | 34,686 | 613 | ||||
CatchMark Timber Trust Inc. Class A | 68,276 | 604 | ||||
Meridian Bancorp Inc. | 52,056 | 604 | ||||
^ | Invesco Mortgage Capital Inc. | 159,409 | 596 | |||
* | Ambac Financial Group Inc. | 41,421 | 593 | |||
Realogy Holdings Corp. | 80,000 | 593 | ||||
United Fire Group Inc. | 21,234 | 588 | ||||
Summit Hotel Properties Inc. | 97,548 | 578 | ||||
Federal Agricultural Mortgage Corp. Class C | 8,947 | 573 | ||||
Bryn Mawr Bank Corp. | 20,671 | 572 | ||||
Colony Credit Real Estate Inc. | 81,370 | 571 | ||||
HomeStreet Inc. | 23,088 | 568 | ||||
First Foundation Inc. | 34,444 | 563 | ||||
Stock Yards Bancorp Inc. | 13,992 | 562 | ||||
Northfield Bancorp Inc. | 48,333 | 557 | ||||
City Office REIT Inc. | 55,269 | 556 | ||||
Meta Financial Group Inc. | 30,553 | 555 | ||||
Brookfield Property REIT Inc. Class A | 55,228 | 550 | ||||
UMH Properties Inc. | 42,210 | 546 | ||||
* | MBIA Inc. | 75,038 | 544 | |||
Boston Private Financial Holdings Inc. | 78,736 | 542 | ||||
ARMOUR Residential REIT Inc. | 57,425 | 539 | ||||
Capstead Mortgage Corp. | 96,616 | 530 | ||||
QCR Holdings Inc. | 16,992 | 530 | ||||
* | Triumph Bancorp Inc. | 21,821 | 530 | |||
Lakeland Bancorp Inc. | 46,124 | 527 | ||||
Banc of California Inc. | 48,620 | 527 | ||||
Armada Hoffler Properties Inc. | 52,430 | 522 | ||||
ConnectOne Bancorp Inc. | 32,319 | 521 | ||||
TFS Financial Corp. | 36,206 | 518 | ||||
Global Medical REIT Inc. | 44,324 | 502 | ||||
Franklin Street Properties Corp. | 98,415 | 501 | ||||
Berkshire Hills Bancorp Inc. | 45,401 | 500 | ||||
* | Bancorp Inc. | 50,863 | 498 | |||
German American Bancorp Inc. | 15,863 | 493 | ||||
RE/MAX Holdings Inc. | 15,637 | 491 | ||||
RPT Realty | 70,559 | 491 | ||||
Allegiance Bancshares Inc. | 19,113 | 485 | ||||
Cherry Hill Mortgage Investment Corp. | 53,710 | 484 | ||||
* | Third Point Reinsurance Ltd. | 64,165 | 482 | |||
Universal Insurance Holdings Inc. | 27,082 | 481 |
19 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Central Pacific Financial Corp. | 29,857 | 479 | ||||
^,* | eXp World Holdings Inc. | 27,949 | 477 | |||
Dynex Capital Inc. | 32,323 | 462 | ||||
RMR Group Inc. Class A | 15,625 | 460 | ||||
Heritage Commerce Corp. | 60,971 | 458 | ||||
Camden National Corp. | 12,984 | 448 | ||||
* | BRP Group Inc. Class A | 25,763 | 445 | |||
Dime Community Bancshares Inc. | 32,379 | 445 | ||||
Live Oak Bancshares Inc. | 30,279 | 439 | ||||
Preferred Bank | 10,231 | 438 | ||||
National Western Life Group Inc. Class A | 2,144 | 436 | ||||
* | Assetmark Financial Holdings Inc. | 15,755 | 430 | |||
Saul Centers Inc. | 13,262 | 428 | ||||
Franklin Financial Network Inc. | 16,514 | 425 | ||||
Origin Bancorp Inc. | 19,150 | 421 | ||||
Univest Financial Corp. | 25,927 | 418 | ||||
Peoples Bancorp Inc. | 19,661 | 418 | ||||
CBTX Inc. | 19,652 | 413 | ||||
WisdomTree Investments Inc. | 118,321 | 411 | ||||
First Financial Corp. | 11,121 | 410 | ||||
Washington Trust Bancorp Inc. | 12,408 | 406 | ||||
Bank First Corp. | 6,300 | 404 | ||||
Cadence BanCorp Class A | 45,200 | 400 | ||||
^,* | Seritage Growth Properties | 34,654 | 395 | |||
* | Nicolet Bankshares Inc. | 7,201 | 395 | |||
Bank of Marin Bancorp | 11,775 | 392 | ||||
Cowen Inc. Class A | 24,160 | 392 | ||||
FB Financial Corp. | 15,797 | 391 | ||||
Republic Bancorp Inc. Class A | 11,932 | 390 | ||||
Altabancorp | 17,258 | 388 | ||||
Horizon Bancorp Inc. | 36,147 | 386 | ||||
Flushing Financial Corp. | 33,520 | 386 | ||||
First Bancshares Inc. | 16,891 | 380 | ||||
Alexander's Inc. | 1,565 | 377 | ||||
* | Columbia Financial Inc. | 26,813 | 374 | |||
First of Long Island Corp. | 22,884 | 374 | ||||
Community Trust Bancorp Inc. | 11,278 | 369 | ||||
* | World Acceptance Corp. | 5,632 | 369 | |||
Peapack-Gladstone Financial Corp. | 19,698 | 369 | ||||
* | LendingClub Corp. | 79,742 | 363 | |||
Front Yard Residential Corp. | 41,596 | 362 | ||||
Great Southern Bancorp Inc. | 8,882 | 358 | ||||
* | TriState Capital Holdings Inc. | 22,326 | 351 | |||
KKR Real Estate Finance Trust Inc. | 21,141 | 351 | ||||
Independent Bank Corp. | 23,360 | 347 | ||||
Farmers National Banc Corp. | 29,143 | 346 | ||||
First Community Bankshares Inc. | 15,146 | 340 | ||||
* | Customers Bancorp Inc. | 27,711 | 333 | |||
B Riley Financial Inc. | 15,294 | 333 | ||||
* | Tejon Ranch Co. | 22,743 | 328 | |||
State Auto Financial Corp. | 18,211 | 325 | ||||
Byline Bancorp Inc. | 24,690 | 323 | ||||
* | Watford Holdings Ltd. | 19,317 | 322 | |||
Alerus Financial Corp. | 16,141 | 319 | ||||
Midland States Bancorp Inc. | 21,164 | 316 | ||||
FBL Financial Group Inc. Class A | 8,721 | 313 | ||||
Bridge Bancorp Inc. | 13,560 | 310 | ||||
American National Bankshares Inc. | 12,302 | 308 | ||||
New Senior Investment Group Inc. | 82,301 | 298 | ||||
HCI Group Inc. | 6,410 | 296 | ||||
Preferred Apartment Communities Inc. Class A | 38,542 | 293 | ||||
Heritage Insurance Holdings Inc. | 22,366 | 293 | ||||
Bar Harbor Bankshares | 13,006 | 291 | ||||
Hanmi Financial Corp. | 29,756 | 289 |
20 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Arrow Financial Corp. | 9,710 | 289 | ||||
Urstadt Biddle Properties Inc. Class A | 23,329 | 277 | ||||
* | Enova International Inc. | 18,141 | 270 | |||
Mercantile Bank Corp. | 11,852 | 268 | ||||
* | EZCORP Inc. Class A | 41,670 | 263 | |||
1st Source Corp. | 7,323 | 261 | ||||
Whitestone REIT | 35,347 | 257 | ||||
* | Bridgewater Bancshares Inc. | 24,367 | 250 | |||
Gladstone Land Corp. | 15,740 | 250 | ||||
Jernigan Capital Inc. | 18,034 | 247 | ||||
^ | Orchid Island Capital Inc. | 52,315 | 246 | |||
RBB Bancorp | 18,000 | 246 | ||||
Merchants Bancorp | 13,172 | 244 | ||||
Waterstone Financial Inc. | 16,159 | 240 | ||||
Victory Capital Holdings Inc. Class A | 13,660 | 235 | ||||
* | Amerant Bancorp Inc. | 15,321 | 230 | |||
First Mid Bancshares Inc. | 8,667 | 227 | ||||
One Liberty Properties Inc. | 12,839 | 226 | ||||
* | International Money Express Inc. | 18,000 | 224 | |||
SB One Bancorp | 11,084 | 218 | ||||
Cambridge Bancorp | 3,671 | 217 | ||||
* | Forestar Group Inc. | 14,329 | 216 | |||
MidWestOne Financial Group Inc. | 10,700 | 214 | ||||
Ellington Financial Inc. | 18,100 | 213 | ||||
First Internet Bancorp | 12,720 | 211 | ||||
HomeTrust Bancshares Inc. | 13,088 | 209 | ||||
* | Atlantic Capital Bancshares Inc. | 17,184 | 209 | |||
* | FRP Holdings Inc. | 5,128 | 208 | |||
^,* | Benefytt Technologies Inc. Class A | 9,960 | 204 | |||
Sculptor Capital Management Inc. Class A | 15,482 | 200 | ||||
Business First Bancshares Inc. | 12,976 | 199 | ||||
Diamond Hill Investment Group Inc. | 1,751 | 199 | ||||
* | Metropolitan Bank Holding Corp. | 6,188 | 199 | |||
Orrstown Financial Services Inc. | 13,332 | 197 | ||||
* | Power REIT | 6,800 | 196 | |||
Arlington Asset Investment Corp. Class A | 65,800 | 195 | ||||
TPG RE Finance Trust Inc. | 22,500 | 194 | ||||
* | PICO Holdings Inc. | 22,524 | 190 | |||
* | Citizens Inc. Class A | 31,480 | 189 | |||
Ellington Residential Mortgage REIT | 18,173 | 187 | ||||
Financial Institutions Inc. | 10,038 | 187 | ||||
Carter Bank & Trust | 23,054 | 186 | ||||
* | Baycom Corp. | 14,250 | 184 | |||
First Choice Bancorp | 11,186 | 183 | ||||
Capstar Financial Holdings Inc. | 15,265 | 183 | ||||
CNB Financial Corp. | 10,149 | 182 | ||||
Citizens & Northern Corp. | 8,811 | 182 | ||||
* | Equity Bancshares Inc. Class A | 10,342 | 180 | |||
* | Coastal Financial Corp. | 12,289 | 178 | |||
Amalgamated Bank Class A | 13,999 | 177 | ||||
* | Greenlight Capital Re Ltd. Class A | 27,050 | 176 | |||
Plymouth Industrial REIT Inc. | 13,717 | 176 | ||||
Global Indemnity Ltd. | 7,114 | 170 | ||||
West BanCorp Inc. | 9,617 | 168 | ||||
CTO Realty Growth Inc. | 4,255 | 168 | ||||
Bluerock Residential Growth REIT Inc. | 20,718 | 167 | ||||
PCSB Financial Corp. | 13,132 | 167 | ||||
* | First Western Financial Inc. | 11,600 | 165 | |||
Peoples Financial Services Corp. | 4,308 | 165 | ||||
Westwood Holdings Group Inc. | 10,426 | 164 | ||||
Richmond Mutual BanCorp Inc. | 14,600 | 164 | ||||
LCNB Corp. | 10,252 | 164 | ||||
Protective Insurance Corp. Class B | 10,856 | 164 | ||||
Hingham Institution For Savings The | 962 | 161 |
21 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Oppenheimer Holdings Inc. Class A | 7,396 | 161 | ||||
Sierra Bancorp | 8,494 | 160 | ||||
Mid Penn Bancorp Inc. | 8,647 | 159 | ||||
First Bancorp Inc. | 7,333 | 159 | ||||
* | PDL Community Bancorp | 15,513 | 158 | |||
Safeguard Scientifics Inc. | 22,542 | 158 | ||||
Old Second Bancorp Inc. | 20,067 | 156 | ||||
Civista Bancshares Inc. | 10,116 | 156 | ||||
Hawthorn Bancshares Inc. | 7,904 | 156 | ||||
Guaranty Bancshares Inc. | 6,015 | 156 | ||||
Home Bancorp Inc. | 5,803 | 155 | ||||
Luther Burbank Corp. | 15,347 | 153 | ||||
* | Spirit of Texas Bancshares Inc. | 12,308 | 152 | |||
Farmland Partners Inc. | 21,975 | 151 | ||||
Oak Valley Bancorp | 11,820 | 150 | ||||
Century Bancorp Inc. Class A | 1,900 | 148 | ||||
* | Randolph Bancorp Inc. | 14,563 | 146 | |||
Great Ajax Corp. | 15,903 | 146 | ||||
Community Financial Corp. | 5,956 | 145 | ||||
Enterprise Bancorp Inc. | 6,024 | 144 | ||||
Central Valley Community Bancorp | 9,286 | 143 | ||||
Curo Group Holdings Corp. | 17,313 | 141 | ||||
* | Pioneer Bancorp Inc. | 15,418 | 141 | |||
* | MMA Capital Holdings Inc. | 6,100 | 141 | |||
HarborOne Bancorp Inc. | 16,465 | 141 | ||||
SmartFinancial Inc. | 8,647 | 140 | ||||
* | Howard Bancorp Inc. | 12,984 | 138 | |||
Investors Title Co. | 1,135 | 138 | ||||
Greenhill & Co. Inc. | 13,600 | 136 | ||||
Farmers & Merchants Bancorp Inc. | 6,384 | 136 | ||||
Franklin Financial Services Corp. | 5,214 | 135 | ||||
Capital City Bank Group Inc. | 6,319 | 132 | ||||
* | Republic First Bancorp Inc. | 54,003 | 132 | |||
Fidelity D&D Bancorp Inc. | 2,713 | 130 | ||||
FNCB Bancorp Inc. | 22,643 | 130 | ||||
Southern National Bancorp of Virginia Inc. | 13,308 | 129 | ||||
Crawford & Co. Class A | 16,065 | 127 | ||||
United Security Bancshares | 18,866 | 126 | ||||
* | Southern First Bancshares Inc. | 4,512 | 125 | |||
Southern Missouri Bancorp Inc. | 5,023 | 122 | ||||
ACNB Corp. | 4,637 | 121 | ||||
National Bankshares Inc. | 4,164 | 119 | ||||
FedNat Holding Co. | 10,699 | 118 | ||||
FS Bancorp Inc. | 3,069 | 118 | ||||
* | MainStreet Bancshares Inc. | 8,911 | 118 | |||
Summit Financial Group Inc. | 7,124 | 117 | ||||
* | Regional Management Corp. | 6,593 | 117 | |||
* | Pacific Mercantile Bancorp | 31,645 | 116 | |||
* | FVCBankcorp Inc. | 10,750 | 116 | |||
* | CrossFirst Bankshares Inc. | 11,803 | 115 | |||
* | Aspen Group Inc. | 12,570 | 114 | |||
Clipper Realty Inc. | 14,042 | 114 | ||||
United Insurance Holdings Corp. | 14,207 | 111 | ||||
Urstadt Biddle Properties Inc. | 11,046 | 111 | ||||
Level One Bancorp Inc. | 6,551 | 110 | ||||
PCB Bancorp | 10,610 | 109 | ||||
Northrim BanCorp Inc. | 4,327 | 109 | ||||
CorEnergy Infrastructure Trust Inc. | 11,831 | 108 | ||||
Territorial Bancorp Inc. | 4,529 | 108 | ||||
* | Rafael Holdings Inc. Class B | 7,468 | 107 | |||
Macatawa Bank Corp. | 13,643 | 107 | ||||
Evans Bancorp Inc. | 4,577 | 106 | ||||
Middlefield Banc Corp. | 5,094 | 106 | ||||
Standard AVB Financial Corp. | 4,450 | 103 |
22 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Reliant Bancorp Inc. | 6,284 | 102 | ||||
GAIN Capital Holdings Inc. | 16,918 | 102 | ||||
Premier Financial Bancorp Inc. | 7,891 | 101 | ||||
Tiptree Inc. | 15,559 | 100 | ||||
Codorus Valley Bancorp Inc. | 7,091 | 98 | ||||
Penns Woods Bancorp Inc. | 4,312 | 98 | ||||
Northeast Bank | 5,474 | 96 | ||||
* | Select Bancorp Inc. | 11,590 | 94 | |||
First Northwest Bancorp | 7,546 | 94 | ||||
Norwood Financial Corp. | 3,727 | 92 | ||||
BankFinancial Corp. | 10,939 | 92 | ||||
South Plains Financial Inc. | 6,236 | 89 | ||||
Investar Holding Corp. | 6,106 | 89 | ||||
Independence Holding Co. | 2,858 | 87 | ||||
Western New England Bancorp Inc. | 14,848 | 86 | ||||
Riverview Bancorp Inc. | 14,806 | 84 | ||||
Donegal Group Inc. Class A | 5,852 | 83 | ||||
Griffin Industrial Realty Inc. | 1,523 | 83 | ||||
ESSA Bancorp Inc. | 5,800 | 81 | ||||
Hunt Cos. Finance Trust Inc. | 30,449 | 81 | ||||
BCB Bancorp Inc. | 8,673 | 80 | ||||
Pzena Investment Management Inc. Class A | 14,523 | 79 | ||||
Associated Capital Group Inc. Class A | 2,140 | 79 | ||||
First Bank | 11,738 | 77 | ||||
* | Stratus Properties Inc. | 3,856 | 76 | |||
* | NI Holdings Inc. | 5,165 | 76 | |||
Shore Bancshares Inc. | 6,832 | 76 | ||||
First Financial Northwest Inc. | 7,628 | 74 | ||||
First Community Corp. | 4,821 | 73 | ||||
SB Financial Group Inc. | 4,383 | 73 | ||||
Sterling Bancorp Inc. | 20,200 | 72 | ||||
Mackinac Financial Corp. | 6,869 | 71 | ||||
Bank of Princeton | 3,544 | 71 | ||||
First Business Financial Services Inc. | 4,314 | 71 | ||||
Chemung Financial Corp. | 2,549 | 70 | ||||
Parke Bancorp Inc. | 5,084 | 69 | ||||
Bank of Commerce Holdings | 8,874 | 67 | ||||
MVB Financial Corp. | 4,743 | 63 | ||||
Prudential Bancorp Inc. | 5,160 | 62 | ||||
Timberland Bancorp Inc. | 3,406 | 62 | ||||
* | Esquire Financial Holdings Inc. | 3,649 | 62 | |||
Community Bankers Trust Corp. | 10,847 | 60 | ||||
Manning & Napier Inc. | 20,773 | 59 | ||||
OP Bancorp | 8,347 | 58 | ||||
Ashford Hospitality Trust Inc. | 79,633 | 58 | ||||
* | Malvern Bancorp Inc. | 4,442 | 57 | |||
Greene County Bancorp Inc. | 2,506 | 56 | ||||
C&F Financial Corp. | 1,671 | 56 | ||||
Crawford & Co. Class B | 7,813 | 55 | ||||
First Guaranty Bancshares Inc. | 4,349 | 53 | ||||
Sachem Capital Corp. | 17,836 | 53 | ||||
* | Security National Financial Corp. Class A | 6,903 | 47 | |||
Unity Bancorp Inc. | 3,156 | 45 | ||||
BRT Apartments Corp. | 4,134 | 45 | ||||
HBT Financial Inc. | 3,343 | 45 | ||||
Bankwell Financial Group Inc. | 2,772 | 44 | ||||
CB Financial Services Inc. | 2,000 | 44 | ||||
Provident Financial Holdings Inc. | 3,235 | 43 | ||||
Global Self Storage Inc. | 10,820 | 42 | ||||
1st Constitution Bancorp | 3,259 | 40 | ||||
* | Ocwen Financial Corp. | 60,153 | 40 | |||
* | Altisource Portfolio Solutions SA | 2,562 | 38 | |||
First United Corp. | 2,828 | 38 | ||||
* | ProSight Global Inc. | 3,869 | 34 |
23 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Peoples Bancorp of North Carolina Inc. | 1,927 | 34 | ||||
Silvercrest Asset Management Group Inc. Class A | 2,679 | 34 | ||||
BBX Capital Corp. | 13,075 | 33 | ||||
Provident Bancorp Inc. | 4,080 | 32 | ||||
^,* | CBL & Associates Properties Inc. | 116,777 | 32 | |||
Union Bankshares Inc. | 1,684 | 32 | ||||
First Savings Financial Group Inc. | 703 | 30 | ||||
Ohio Valley Banc Corp. | 1,244 | 28 | ||||
* | FlexShopper Inc. | 16,024 | 28 | |||
Plumas Bancorp | 1,230 | 27 | ||||
Federal Agricultural Mortgage Corp. Class A | 484 | 27 | ||||
AmeriServ Financial Inc. | 8,751 | 27 | ||||
* | GWG Holdings Inc. | 3,403 | 26 | |||
Sotherly Hotels Inc. | 10,121 | 25 | ||||
* | Oportun Financial Corp. | 1,884 | 25 | |||
* | Wheeler REIT Inc. | 13,002 | 23 | |||
Old Point Financial Corp. | 1,344 | 21 | ||||
Bank7 Corp. | 1,874 | 20 | ||||
Severn Bancorp Inc. | 2,872 | 19 | ||||
US Global Investors Inc. Class A | 9,831 | 19 | ||||
* | Impac Mortgage Holdings Inc. | 10,822 | 18 | |||
Hennessy Advisors Inc. | 2,219 | 18 | ||||
* | Ashford Inc. | 1,665 | 17 | |||
* | Maui Land & Pineapple Co. Inc. | 1,478 | 16 | |||
*,§ | NewStar Financial Inc. CVR | 22,870 | 16 | |||
* | Consumer Portfolio Services Inc. | 5,489 | 16 | |||
County Bancorp Inc. | 680 | 14 | ||||
Ready Capital Corp. | 1,514 | 13 | ||||
* | Transcontinental Realty Investors Inc. | 393 | 12 | |||
* | Altisource Asset Management Corp. | 592 | 10 | |||
* | Meridian Corp. | 591 | 9 | |||
* | HV Bancorp Inc. | 630 | 8 | |||
* | Elevate Credit Inc. | 5,276 | 8 | |||
* | Nicholas Financial Inc. | 983 | 8 | |||
* | 1347 Property Insurance Holdings Inc. | 1,509 | 7 | |||
* | Medley Management Inc. Class A | 8,498 | 7 | |||
* | Capital Bancorp Inc. | 594 | 6 | |||
WVS Financial Corp. | 394 | 5 | ||||
Sound Financial Bancorp Inc. | 195 | 5 | ||||
* | Community First Bancshares Inc. | 405 | 3 | |||
Ottawa Bancorp Inc. | 138 | 1 | ||||
* | National Holdings Corp. | 672 | 1 | |||
* | Broadway Financial Corp. | 546 | 1 | |||
* | Riot Blockchain Inc. | 216 | — | |||
* | Rekor Systems Inc. | 95 | — | |||
* | Conifer Holdings Inc. | 99 | — | |||
Manhattan Bridge Capital Inc. | 48 | — | ||||
Condor Hospitality Trust Inc. | 51 | — | ||||
Tremont Mortgage Trust | 41 | — | ||||
Exantas Capital Corp. | 22 | — | ||||
*,§ | American International Group Inc. Warrants Exp. 01/19/2021 | 14,331 | — | |||
*,§ | Ditech Holding Corp. Warrants Exp. 02/09/2028 | 2,008 | — | |||
4,271,196 | ||||||
Health Care (8.3%) | ||||||
Johnson & Johnson | 2,267,582 | 318,890 | ||||
UnitedHealth Group Inc. | 816,476 | 240,820 | ||||
Merck & Co. Inc. | 2,183,090 | 168,818 | ||||
Pfizer Inc. | 4,769,000 | 155,946 | ||||
AbbVie Inc. | 1,517,573 | 148,995 | ||||
Abbott Laboratories | 1,522,820 | 139,231 | ||||
Thermo Fisher Scientific Inc. | 343,988 | 124,641 | ||||
Eli Lilly and Co. | 744,939 | 122,304 | ||||
Amgen Inc. | 509,583 | 120,190 | ||||
Bristol-Myers Squibb Co. | 1,967,872 | 115,711 |
24 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Medtronic plc | 1,154,394 | 105,858 | ||||
Danaher Corp. | 541,411 | 95,738 | ||||
Gilead Sciences Inc. | 1,084,258 | 83,423 | ||||
* | Vertex Pharmaceuticals Inc. | 220,777 | 64,094 | |||
Cigna Corp. | 321,664 | 60,360 | ||||
Becton Dickinson and Co. | 251,082 | 60,076 | ||||
Anthem Inc. | 218,495 | 57,460 | ||||
* | Intuitive Surgical Inc. | 99,408 | 56,646 | |||
Zoetis Inc. | 411,140 | 56,343 | ||||
* | Regeneron Pharmaceuticals Inc. | 82,538 | 51,475 | |||
Stryker Corp. | 285,640 | 51,469 | ||||
* | Illumina Inc. | 126,942 | 47,013 | |||
Humana Inc. | 113,987 | 44,198 | ||||
* | Boston Scientific Corp. | 1,200,136 | 42,137 | |||
* | Biogen Inc. | 142,029 | 38,000 | |||
Baxter International Inc. | 438,814 | 37,782 | ||||
* | Edwards Lifesciences Corp. | 538,502 | 37,216 | |||
* | DexCom Inc. | 79,715 | 32,316 | |||
* | Centene Corp. | 504,072 | 32,034 | |||
* | IDEXX Laboratories Inc. | 74,312 | 24,535 | |||
ResMed Inc. | 123,434 | 23,699 | ||||
HCA Healthcare Inc. | 233,668 | 22,680 | ||||
Zimmer Biomet Holdings Inc. | 177,681 | 21,208 | ||||
* | IQVIA Holdings Inc. | 147,771 | 20,966 | |||
* | Alexion Pharmaceuticals Inc. | 180,994 | 20,315 | |||
* | BioMarin Pharmaceutical Inc. | 154,922 | 19,108 | |||
* | Seattle Genetics Inc. | 102,856 | 17,477 | |||
* | Align Technology Inc. | 61,346 | 16,836 | |||
* | Incyte Corp. | 157,735 | 16,400 | |||
* | Moderna Inc. | 234,433 | 15,053 | |||
* | Alnylam Pharmaceuticals Inc. | 99,252 | 14,700 | |||
Teleflex Inc. | 39,735 | 14,463 | ||||
West Pharmaceutical Services Inc. | 63,092 | 14,333 | ||||
* | Laboratory Corp. of America Holdings | 83,792 | 13,919 | |||
Cardinal Health Inc. | 254,538 | 13,284 | ||||
* | Hologic Inc. | 230,841 | 13,158 | |||
Quest Diagnostics Inc. | 115,374 | 13,148 | ||||
* | Teladoc Health Inc. | 64,546 | 12,318 | |||
Cooper Cos. Inc. | 43,018 | 12,202 | ||||
* | Exact Sciences Corp. | 128,548 | 11,176 | |||
STERIS plc | 72,145 | 11,070 | ||||
* | Insulet Corp. | 55,592 | 10,799 | |||
* | Catalent Inc. | 140,237 | 10,279 | |||
* | Sarepta Therapeutics Inc. | 63,039 | 10,108 | |||
* | Neurocrine Biosciences Inc. | 78,929 | 9,629 | |||
* | Varian Medical Systems Inc. | 77,414 | 9,485 | |||
* | Masimo Corp. | 41,270 | 9,409 | |||
* | Molina Healthcare Inc. | 52,356 | 9,318 | |||
PerkinElmer Inc. | 94,789 | 9,298 | ||||
* | ABIOMED Inc. | 37,012 | 8,941 | |||
* | Horizon Therapeutics plc | 160,463 | 8,919 | |||
Bio-Techne Corp. | 32,421 | 8,561 | ||||
Dentsply Sirona Inc. | 192,939 | 8,501 | ||||
* | Bio-Rad Laboratories Inc. Class A | 18,101 | 8,172 | |||
* | Elanco Animal Health Inc. | 345,392 | 7,409 | |||
* | Charles River Laboratories International Inc. | 41,938 | 7,312 | |||
* | Henry Schein Inc. | 125,110 | 7,305 | |||
* | Mylan NV | 449,648 | 7,230 | |||
* | Quidel Corp. | 32,219 | 7,209 | |||
* | Immunomedics Inc. | 182,970 | 6,484 | |||
* | Ionis Pharmaceuticals Inc. | 108,227 | 6,381 | |||
* | Exelixis Inc. | 266,028 | 6,316 | |||
Hill-Rom Holdings Inc. | 56,956 | 6,253 | ||||
Perrigo Co. plc | 113,009 | 6,246 |
25 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Universal Health Services Inc. Class B | 65,819 | 6,114 | ||||
Chemed Corp. | 13,371 | 6,031 | ||||
* | Avantor Inc. | 348,558 | 5,925 | |||
* | DaVita Inc. | 71,473 | 5,656 | |||
* | Amedisys Inc. | 27,976 | 5,554 | |||
* | PRA Health Sciences Inc. | 54,861 | 5,337 | |||
* | Guardant Health Inc. | 64,759 | 5,254 | |||
Encompass Health Corp. | 84,091 | 5,208 | ||||
* | Jazz Pharmaceuticals plc | 46,712 | 5,154 | |||
* | Penumbra Inc. | 28,089 | 5,023 | |||
* | Repligen Corp. | 40,310 | 4,983 | |||
* | ACADIA Pharmaceuticals Inc. | 100,265 | 4,860 | |||
* | Tandem Diabetes Care Inc. | 48,674 | 4,815 | |||
* | United Therapeutics Corp. | 35,692 | 4,319 | |||
^,* | Novavax Inc. | 51,703 | 4,309 | |||
* | LHC Group Inc. | 24,642 | 4,296 | |||
* | Syneos Health Inc. | 72,718 | 4,236 | |||
* | Novocure Ltd. | 70,476 | 4,179 | |||
* | MyoKardia Inc. | 41,500 | 4,010 | |||
* | Haemonetics Corp. | 43,319 | 3,880 | |||
* | Acceleron Pharma Inc. | 40,472 | 3,856 | |||
* | 10X Genomics Inc. Class A | 43,105 | 3,850 | |||
* | Nektar Therapeutics Class A | 159,105 | 3,685 | |||
* | Mirati Therapeutics Inc. | 32,268 | 3,684 | |||
* | Arrowhead Pharmaceuticals Inc. | 84,844 | 3,664 | |||
* | HealthEquity Inc. | 62,426 | 3,663 | |||
* | Ultragenyx Pharmaceutical Inc. | 46,707 | 3,653 | |||
* | Blueprint Medicines Corp. | 45,971 | 3,586 | |||
* | Neogen Corp. | 45,967 | 3,567 | |||
^,* | Inovio Pharmaceuticals Inc. | 130,516 | 3,517 | |||
* | Bluebird Bio Inc. | 57,532 | 3,512 | |||
* | Halozyme Therapeutics Inc. | 130,364 | 3,495 | |||
Bruker Corp. | 85,890 | 3,494 | ||||
* | Amicus Therapeutics Inc. | 226,243 | 3,412 | |||
* | Momenta Pharmaceuticals Inc. | 99,822 | 3,321 | |||
* | Nevro Corp. | 27,422 | 3,276 | |||
* | Reata Pharmaceuticals Inc. Class A | 20,833 | 3,250 | |||
* | Global Blood Therapeutics Inc. | 51,225 | 3,234 | |||
* | Wright Medical Group NV | 106,584 | 3,168 | |||
* | Globus Medical Inc. | 66,245 | 3,161 | |||
* | ICU Medical Inc. | 17,103 | 3,152 | |||
* | Invitae Corp. | 103,877 | 3,146 | |||
* | Natera Inc. | 62,982 | 3,140 | |||
* | Iovance Biotherapeutics Inc. | 113,647 | 3,120 | |||
* | Arena Pharmaceuticals Inc. | 49,393 | 3,109 | |||
* | Emergent BioSolutions Inc. | 38,812 | 3,069 | |||
* | Envista Holdings Corp. | 143,366 | 3,024 | |||
* | Integra LifeSciences Holdings Corp. | 63,864 | 3,001 | |||
* | Agios Pharmaceuticals Inc. | 55,488 | 2,967 | |||
* | Alkermes plc | 146,978 | 2,852 | |||
* | Adaptive Biotechnologies Corp. | 57,500 | 2,782 | |||
* | PTC Therapeutics Inc. | 54,436 | 2,762 | |||
* | NeoGenomics Inc. | 87,102 | 2,698 | |||
* | iRhythm Technologies Inc. | 22,927 | 2,657 | |||
* | FibroGen Inc. | 65,127 | 2,640 | |||
* | NuVasive Inc. | 45,298 | 2,521 | |||
* | ChemoCentryx Inc. | 43,416 | 2,498 | |||
* | Omnicell Inc. | 35,020 | 2,473 | |||
* | HMS Holdings Corp. | 75,895 | 2,458 | |||
* | Insmed Inc. | 88,793 | 2,445 | |||
* | STAAR Surgical Co. | 38,470 | 2,367 | |||
* | Allogene Therapeutics Inc. | 54,133 | 2,318 | |||
* | Merit Medical Systems Inc. | 49,063 | 2,240 | |||
* | Medpace Holdings Inc. | 23,775 | 2,212 |
26 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Fate Therapeutics Inc. | 61,465 | 2,109 | |||
* | Deciphera Pharmaceuticals Inc. | 33,810 | 2,019 | |||
* | Bridgebio Pharma Inc. | 61,320 | 2,000 | |||
* | Sage Therapeutics Inc. | 47,848 | 1,990 | |||
* | Acadia Healthcare Co. Inc. | 78,894 | 1,982 | |||
* | Inspire Medical Systems Inc. | 22,563 | 1,963 | |||
Ensign Group Inc. | 46,309 | 1,938 | ||||
* | Pacira BioSciences Inc. | 36,754 | 1,928 | |||
* | TG Therapeutics Inc. | 94,839 | 1,847 | |||
CONMED Corp. | 25,355 | 1,825 | ||||
* | Axsome Therapeutics Inc. | 21,706 | 1,786 | |||
* | Prestige Consumer Healthcare Inc. | 47,399 | 1,780 | |||
* | Turning Point Therapeutics Inc. | 27,516 | 1,777 | |||
* | Apellis Pharmaceuticals Inc. | 54,391 | 1,776 | |||
Patterson Cos. Inc. | 77,596 | 1,707 | ||||
* | Tenet Healthcare Corp. | 93,487 | 1,693 | |||
* | Allakos Inc. | 23,474 | 1,687 | |||
* | AtriCure Inc. | 37,170 | 1,671 | |||
* | Denali Therapeutics Inc. | 68,276 | 1,651 | |||
^,* | Ligand Pharmaceuticals Inc. | 14,752 | 1,650 | |||
* | Corcept Therapeutics Inc. | 97,769 | 1,644 | |||
* | Akebia Therapeutics Inc. | 119,228 | 1,619 | |||
* | Xencor Inc. | 48,973 | 1,586 | |||
Healthcare Services Group Inc. | 64,712 | 1,583 | ||||
* | Editas Medicine Inc. | 52,537 | 1,554 | |||
* | PPD Inc. | 57,509 | 1,541 | |||
* | Magellan Health Inc. | 20,863 | 1,523 | |||
* | Karuna Therapeutics Inc. | 13,247 | 1,477 | |||
* | CareDx Inc. | 41,165 | 1,458 | |||
* | Select Medical Holdings Corp. | 97,350 | 1,434 | |||
* | Ironwood Pharmaceuticals Inc. Class A | 138,920 | 1,434 | |||
* | Glaukos Corp. | 37,243 | 1,431 | |||
* | BioTelemetry Inc. | 31,555 | 1,426 | |||
Cantel Medical Corp. | 32,085 | 1,419 | ||||
* | Intra-Cellular Therapies Inc. | 54,384 | 1,396 | |||
* | Zogenix Inc. | 50,947 | 1,376 | |||
* | Dicerna Pharmaceuticals Inc. | 54,083 | 1,374 | |||
* | Avanos Medical Inc. | 44,814 | 1,317 | |||
* | Twist Bioscience Corp. | 29,055 | 1,316 | |||
* | Heron Therapeutics Inc. | 86,980 | 1,279 | |||
* | Principia Biopharma Inc. | 21,290 | 1,273 | |||
Luminex Corp. | 38,672 | 1,258 | ||||
* | MEDNAX Inc. | 72,846 | 1,246 | |||
* | Mersana Therapeutics Inc. | 52,904 | 1,238 | |||
* | Adverum Biotechnologies Inc | 59,235 | 1,237 | |||
* | OPKO Health Inc. | 362,492 | 1,236 | |||
* | Cytokinetics Inc. | 52,353 | 1,234 | |||
^,* | Esperion Therapeutics Inc. | 23,775 | 1,220 | |||
* | Kodiak Sciences Inc. | 22,497 | 1,218 | |||
* | REGENXBIO Inc. | 32,391 | 1,193 | |||
* | Intercept Pharmaceuticals Inc. | 24,790 | 1,188 | |||
* | Alector Inc. | 47,747 | 1,167 | |||
* | Addus HomeCare Corp. | 12,566 | 1,163 | |||
* | Portola Pharmaceuticals Inc. | 63,400 | 1,141 | |||
* | Revance Therapeutics Inc. | 46,692 | 1,140 | |||
* | Supernus Pharmaceuticals Inc. | 47,797 | 1,135 | |||
* | Veracyte Inc. | 43,519 | 1,127 | |||
* | Silk Road Medical Inc. | 26,751 | 1,121 | |||
* | Karyopharm Therapeutics Inc. | 56,638 | 1,073 | |||
* | MacroGenics Inc. | 38,300 | 1,069 | |||
* | Epizyme Inc. | 66,376 | 1,066 | |||
* | Sangamo Therapeutics Inc. | 117,053 | 1,049 | |||
* | Cardiovascular Systems Inc. | 32,605 | 1,029 | |||
^,* | Sorrento Therapeutics Inc. | 163,674 | 1,028 |
27 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Coherus Biosciences Inc. | 57,235 | 1,022 | |||
* | NanoString Technologies Inc. | 34,456 | 1,011 | |||
* | 1Life Healthcare Inc. | 27,156 | 986 | |||
* | Theravance Biopharma Inc. | 46,501 | 976 | |||
* | Shockwave Medical Inc. | 20,235 | 959 | |||
* | Cerus Corp. | 145,208 | 958 | |||
US Physical Therapy Inc. | 11,760 | 953 | ||||
* | R1 RCM Inc. | 83,594 | 932 | |||
* | Arcus Biosciences Inc. | 37,550 | 929 | |||
* | Enanta Pharmaceuticals Inc. | 18,269 | 917 | |||
* | Viela Bio Inc. | 21,106 | 914 | |||
* | Madrigal Pharmaceuticals Inc. | 8,030 | 909 | |||
* | Retrophin Inc. | 42,850 | 875 | |||
* | Constellation Pharmaceuticals Inc. | 28,565 | 858 | |||
* | GenMark Diagnostics Inc. | 57,862 | 851 | |||
* | Rhythm Pharmaceuticals Inc. | 38,004 | 847 | |||
* | Cara Therapeutics Inc. | 49,514 | 847 | |||
* | Lantheus Holdings Inc. | 59,013 | 844 | |||
^,* | Intellia Therapeutics Inc. | 39,972 | 840 | |||
* | Atara Biotherapeutics Inc. | 56,986 | 830 | |||
* | Innoviva Inc. | 58,815 | 822 | |||
* | Y-mAbs Therapeutics Inc. | 18,675 | 807 | |||
National Research Corp. | 13,698 | 797 | ||||
* | Meridian Bioscience Inc. | 34,159 | 796 | |||
* | Kura Oncology Inc. | 48,597 | 792 | |||
* | Dynavax Technologies Corp. | 89,261 | 792 | |||
Atrion Corp. | 1,196 | 762 | ||||
* | Amphastar Pharmaceuticals Inc. | 32,577 | 732 | |||
* | BioCryst Pharmaceuticals Inc. | 153,109 | 730 | |||
^,* | Omeros Corp. | 49,283 | 725 | |||
* | Axonics Modulation Technologies Inc. | 20,639 | 725 | |||
* | Kadmon Holdings Inc. | 139,705 | 715 | |||
* | OraSure Technologies Inc. | 61,474 | 715 | |||
* | Myriad Genetics Inc. | 62,856 | 713 | |||
* | Athenex Inc. | 51,427 | 708 | |||
* | Arcturus Therapeutics Holdings Inc. | 14,743 | 689 | |||
* | Translate Bio Inc. | 38,393 | 688 | |||
* | Natus Medical Inc. | 31,072 | 678 | |||
* | Inogen Inc. | 18,882 | 671 | |||
* | Tactile Systems Technology Inc. | 16,140 | 669 | |||
* | ImmunoGen Inc. | 144,561 | 665 | |||
National HealthCare Corp. | 10,338 | 656 | ||||
* | Tricida Inc. | 23,823 | 655 | |||
* | Endo International plc | 187,335 | 643 | |||
* | Aimmune Therapeutics Inc. | 38,119 | 637 | |||
* | Rocket Pharmaceuticals Inc. | 30,380 | 636 | |||
* | Heska Corp. | 6,736 | 628 | |||
^,* | IGM Biosciences Inc. | 8,561 | 625 | |||
* | Vanda Pharmaceuticals Inc. | 54,586 | 624 | |||
* | CryoLife Inc. | 32,432 | 622 | |||
* | Aerie Pharmaceuticals Inc. | 42,008 | 620 | |||
* | Cue Biopharma Inc. | 25,288 | 620 | |||
* | CorVel Corp. | 8,685 | 616 | |||
* | Gossamer Bio Inc. | 47,085 | 612 | |||
* | Codexis Inc. | 53,417 | 609 | |||
* | Quanterix Corp. | 22,160 | 607 | |||
* | Vapotherm Inc. | 14,711 | 603 | |||
* | Assembly Biosciences Inc. | 25,568 | 596 | |||
* | Vericel Corp | 42,944 | 593 | |||
* | Geron Corp. | 272,053 | 593 | |||
* | PetIQ Inc. Class A | 16,893 | 589 | |||
* | Radius Health Inc. | 43,070 | 587 | |||
Phibro Animal Health Corp. Class A | 22,156 | 582 | ||||
^,* | ZIOPHARM Oncology Inc. | 176,915 | 580 |
28 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | RadNet Inc. | 36,356 | 577 | |||
* | Collegium Pharmaceutical Inc. | 32,398 | 567 | |||
* | Progyny Inc. | 21,848 | 564 | |||
* | Varex Imaging Corp. | 37,162 | 563 | |||
* | Hanger Inc. | 33,589 | 556 | |||
* | Arvinas Inc. | 16,494 | 553 | |||
^,* | SmileDirectClub Inc. | 69,800 | 551 | |||
* | Orthofix Medical Inc. | 17,120 | 548 | |||
* | G1 Therapeutics Inc. | 22,493 | 546 | |||
* | HealthStream Inc. | 24,591 | 544 | |||
* | Surmodics Inc. | 12,342 | 534 | |||
^,* | Co-Diagnostics Inc. | 27,555 | 533 | |||
^,* | Relmada Therapeutics Inc. | 11,889 | 532 | |||
* | OrthoPediatrics Corp. | 11,689 | 512 | |||
^,* | Zynex Inc. | 20,458 | 509 | |||
^,* | Clovis Oncology Inc. | 74,300 | 502 | |||
* | Flexion Therapeutics Inc. | 38,089 | 501 | |||
* | Provention Bio Inc. | 35,433 | 500 | |||
* | Anika Therapeutics Inc. | 13,242 | 500 | |||
* | Pacific Biosciences of California Inc. | 143,575 | 495 | |||
* | Catalyst Pharmaceuticals Inc. | 106,044 | 490 | |||
^,* | Cortexyme Inc. | 10,508 | 487 | |||
* | Pennant Group Inc. | 21,097 | 477 | |||
^,* | CEL-SCI Corp. | 31,842 | 475 | |||
* | Syros Pharmaceuticals Inc. | 44,482 | 474 | |||
* | Krystal Biotech Inc. | 11,347 | 470 | |||
^,* | Corbus Pharmaceuticals Holdings Inc. | 55,216 | 463 | |||
LeMaitre Vascular Inc. | 17,295 | 457 | ||||
^,* | Frequency Therapeutics Inc. | 19,601 | 456 | |||
* | Odonate Therapeutics Inc. | 10,760 | 456 | |||
* | Eagle Pharmaceuticals Inc. | 9,445 | 453 | |||
Owens & Minor Inc. | 59,333 | 452 | ||||
* | Triple-S Management Corp. Class B | 23,594 | 449 | |||
* | Viking Therapeutics Inc. | 61,875 | 446 | |||
* | Option Care Health Inc. | 31,719 | 440 | |||
* | Eidos Therapeutics Inc. | 9,213 | 439 | |||
* | Protagonist Therapeutics Inc. | 24,465 | 432 | |||
* | Kala Pharmaceuticals Inc. | 41,100 | 432 | |||
* | Bioxcel Therapeutics Inc. | 8,111 | 430 | |||
* | Atreca Inc. | 20,104 | 428 | |||
* | Agenus Inc. | 108,517 | 426 | |||
* | Replimune Group Inc. | 17,043 | 424 | |||
^,* | Athersys Inc. | 152,037 | 420 | |||
* | Kiniksa Pharmaceuticals Ltd. Class A | 16,365 | 417 | |||
* | SpringWorks Therapeutics Inc. | 9,920 | 417 | |||
* | Ocular Therapeutix Inc. | 49,571 | 413 | |||
^,* | Accelerate Diagnostics Inc. | 27,042 | 410 | |||
* | Aprea Therapeutics Inc. | 10,546 | 409 | |||
* | Castle Biosciences Inc. | 10,767 | 406 | |||
* | Avrobio Inc. | 22,886 | 399 | |||
* | Antares Pharma Inc. | 145,010 | 399 | |||
* | BioDelivery Sciences International Inc. | 91,333 | 398 | |||
* | Ardelyx Inc. | 57,223 | 396 | |||
* | Applied Therapeutics Inc. | 10,800 | 390 | |||
* | Amneal Pharmaceuticals Inc. | 81,700 | 389 | |||
* | MEI Pharma Inc. | 93,726 | 387 | |||
* | CytomX Therapeutics Inc. | 46,219 | 385 | |||
* | REVOLUTION Medicines Inc. | 12,041 | 380 | |||
* | Tivity Health Inc. | 33,514 | 380 | |||
* | Syndax Pharmaceuticals Inc. | 25,587 | 379 | |||
* | AnaptysBio Inc. | 16,800 | 375 | |||
* | SIGA Technologies Inc. | 62,890 | 372 | |||
* | Celldex Therapeutics Inc. | 27,900 | 363 | |||
^,* | NantKwest Inc. | 29,200 | 359 |
29 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Crinetics Pharmaceuticals Inc. | 20,149 | 353 | |||
* | Intersect ENT Inc. | 26,064 | 353 | |||
* | CytoSorbents Corp. | 35,641 | 353 | |||
* | Homology Medicines Inc. | 23,208 | 353 | |||
* | Voyager Therapeutics Inc. | 27,907 | 352 | |||
* | Morphic Holding Inc. | 13,000 | 352 | |||
* | Immunovant Inc. | 14,422 | 351 | |||
* | Anavex Life Sciences Corp. | 68,577 | 337 | |||
* | Durect Corp. | 144,992 | 336 | |||
* | TransMedics Group Inc. | 18,731 | 336 | |||
* | Rigel Pharmaceuticals Inc. | 180,640 | 331 | |||
^,* | Precigen Inc. | 64,708 | 323 | |||
* | AngioDynamics Inc. | 31,392 | 319 | |||
* | Calithera Biosciences Inc. | 60,268 | 318 | |||
* | BioLife Solutions Inc. | 18,859 | 308 | |||
* | Aeglea BioTherapeutics Inc. | 33,281 | 308 | |||
* | Molecular Templates Inc. | 21,660 | 299 | |||
* | Scholar Rock Holding Corp. | 16,294 | 297 | |||
* | Puma Biotechnology Inc. | 28,100 | 293 | |||
* | Inari Medical Inc. | 6,034 | 292 | |||
* | Black Diamond Therapeutics Inc. | 6,912 | 291 | |||
* | Oyster Point Pharma Inc. | 10,086 | 291 | |||
* | SI-BONE Inc. | 18,095 | 288 | |||
* | Avid Bioservices Inc. | 43,517 | 286 | |||
* | Verastem Inc. | 165,660 | 285 | |||
* | Aspira Women's Health Inc. | 73,457 | 282 | |||
* | Community Health Systems Inc. | 91,956 | 277 | |||
* | Zentalis Pharmaceuticals Inc. | 5,737 | 275 | |||
* | PDL BioPharma Inc. | 94,187 | 274 | |||
Utah Medical Products Inc. | 3,090 | 274 | ||||
* | ANI Pharmaceuticals Inc. | 8,394 | 271 | |||
* | BioSpecifics Technologies Corp. | 4,422 | 271 | |||
* | Axogen Inc. | 29,257 | 270 | |||
* | Biomerica Inc. | 36,600 | 265 | |||
* | Precision BioSciences Inc. | 31,777 | 265 | |||
* | Beam Therapeutics Inc. | 9,411 | 264 | |||
* | Neoleukin Therapeutics Inc. | 15,800 | 262 | |||
* | Spero Therapeutics Inc. | 19,238 | 260 | |||
* | Prevail Therapeutics Inc. | 17,072 | 254 | |||
^,* | TherapeuticsMD Inc. | 201,700 | 252 | |||
^,* | BrainStorm Cell Therapeutics Inc. | 22,317 | 250 | |||
* | Mirum Pharmaceuticals Inc. | 12,837 | 250 | |||
* | MannKind Corp. | 142,720 | 250 | |||
* | Joint Corp. | 16,279 | 249 | |||
* | Brookdale Senior Living Inc. | 83,400 | 246 | |||
* | NantHealth Inc. | 51,700 | 237 | |||
* | Harpoon Therapeutics Inc. | 14,100 | 234 | |||
* | Menlo Therapeutics Inc. | 135,038 | 234 | |||
* | Spectrum Pharmaceuticals Inc. | 68,500 | 232 | |||
* | Ovid therapeutics Inc. | 31,087 | 229 | |||
* | AMAG Pharmaceuticals Inc. | 29,843 | 228 | |||
* | Trevena Inc. | 150,400 | 226 | |||
* | Pfenex Inc. | 26,926 | 225 | |||
* | NextCure Inc. | 10,414 | 223 | |||
* | Passage Bio Inc. | 8,148 | 223 | |||
* | Lannett Co. Inc. | 30,199 | 219 | |||
* | Repro-Med Systems Inc. | 24,374 | 219 | |||
* | ViewRay Inc. | 97,296 | 218 | |||
* | Apollo Medical Holdings Inc. | 13,197 | 218 | |||
* | Marinus Pharmaceuticals Inc. | 85,634 | 218 | |||
* | Concert Pharmaceuticals Inc. | 21,796 | 217 | |||
* | Fluidigm Corp. | 54,000 | 217 | |||
^,* | Amyris Inc. | 50,500 | 216 | |||
* | Fulcrum Therapeutics Inc. | 11,712 | 214 |
30 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Seres Therapeutics Inc. | 44,375 | 211 | |||
^,* | Mallinckrodt plc | 77,800 | 209 | |||
^,* | Viemed Healthcare Inc. | 20,899 | 201 | |||
* | SeaSpine Holdings Corp. | 18,757 | 196 | |||
* | Orgenesis Inc. | 32,261 | 196 | |||
^,* | Aytu BioScience Inc. | 137,900 | 196 | |||
* | Cidara Therapeutics Inc. | 52,829 | 195 | |||
* | Sientra Inc. | 50,000 | 193 | |||
* | Accuray Inc. | 95,072 | 193 | |||
* | Paratek Pharmaceuticals Inc. | 36,785 | 192 | |||
* | Eiger BioPharmaceuticals Inc | 19,995 | 192 | |||
* | UNITY Biotechnology Inc. | 22,000 | 191 | |||
^,* | PAVmed Inc. | 89,830 | 190 | |||
* | TCR2 Therapeutics Inc. | 12,240 | 188 | |||
Invacare Corp. | 29,423 | 187 | ||||
* | Akero Therapeutics Inc. | 7,517 | 187 | |||
* | Verrica Pharmaceuticals Inc. | 16,816 | 185 | |||
* | Pulse Biosciences Inc. | 17,625 | 184 | |||
* | Agile Therapeutics Inc. | 66,272 | 184 | |||
* | Surgery Partners Inc. | 15,873 | 184 | |||
* | Rubius Therapeutics Inc. | 30,600 | 183 | |||
* | Ideaya Biosciences Inc. | 12,867 | 183 | |||
* | Akcea Therapeutics Inc. | 13,336 | 183 | |||
* | Magenta Therapeutics Inc. | 24,259 | 182 | |||
* | Chimerix Inc. | 57,135 | 177 | |||
* | Phathom Pharmaceuticals Inc. | 5,337 | 176 | |||
* | ADMA Biologics Inc. | 59,671 | 175 | |||
* | AdaptHealth Corp. Class A | 10,854 | 175 | |||
* | Misonix Inc. | 12,680 | 172 | |||
* | Jounce Therapeutics Inc. | 24,864 | 172 | |||
* | Strongbridge Biopharma plc | 45,300 | 171 | |||
* | T2 Biosystems Inc. | 134,241 | 170 | |||
* | Kindred Biosciences Inc. | 37,214 | 167 | |||
* | Liquidia Technologies Inc. | 19,729 | 166 | |||
* | IVERIC bio Inc. | 32,429 | 165 | |||
* | NGM Biopharmaceuticals Inc. | 8,258 | 163 | |||
* | RTI Surgical Holdings Inc. | 51,207 | 163 | |||
^,* | Optinose Inc. | 21,780 | 162 | |||
* | XBiotech Inc. | 11,679 | 160 | |||
^,* | Milestone Scientific Inc. | 81,319 | 159 | |||
* | Abeona Therapeutics Inc. | 53,886 | 157 | |||
* | Dyadic International Inc. | 17,910 | 155 | |||
* | Evofem Biosciences Inc. | 54,796 | 155 | |||
* | Stereotaxis Inc. | 34,516 | 154 | |||
* | 89bio Inc. | 7,700 | 153 | |||
* | Cutera Inc. | 12,390 | 151 | |||
* | RAPT Therapeutics Inc. | 5,185 | 150 | |||
* | Chiasma Inc. | 27,483 | 148 | |||
* | Stoke Therapeutics Inc. | 6,184 | 147 | |||
* | Kezar Life Sciences Inc. | 27,667 | 143 | |||
* | Sutro Biopharma Inc. | 18,239 | 142 | |||
* | Exicure Inc. | 57,794 | 141 | |||
* | MediciNova Inc. | 25,702 | 139 | |||
* | Alphatec Holdings Inc. | 29,567 | 139 | |||
* | Dare Bioscience Inc. | 132,692 | 131 | |||
* | ContraFect Corp. | 20,413 | 130 | |||
* | ChromaDex Corp. | 28,203 | 129 | |||
^,* | Matinas BioPharma Holdings Inc. | 164,758 | 127 | |||
* | OptimizeRx Corp. | 9,639 | 126 | |||
* | FONAR Corp. | 5,825 | 124 | |||
* | X4 Pharmaceuticals Inc. | 13,208 | 123 | |||
* | Palatin Technologies Inc. | 238,694 | 122 | |||
* | CASI Pharmaceuticals Inc. | 48,675 | 122 | |||
^,* | Catasys Inc. | 4,876 | 121 |
31 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Gritstone Oncology Inc. | 18,037 | 120 | |||
* | Enzo Biochem Inc. | 53,422 | 120 | |||
* | Satsuma Pharmaceuticals Inc. | 4,155 | 119 | |||
* | Apyx Medical Corp. | 21,359 | 119 | |||
* | Xeris Pharmaceuticals Inc. | 44,300 | 118 | |||
* | Electromed Inc. | 7,476 | 115 | |||
* | AVEO Pharmaceuticals Inc. | 21,170 | 109 | |||
* | Mustang Bio Inc. | 34,227 | 109 | |||
* | Catalyst Biosciences Inc. | 18,075 | 106 | |||
* | Rockwell Medical Inc. | 54,034 | 105 | |||
^,* | BioSig Technologies Inc. | 14,502 | 104 | |||
* | Aravive Inc. | 8,819 | 103 | |||
* | Aptinyx Inc. | 24,301 | 101 | |||
* | Axcella Health Inc. | 18,254 | 101 | |||
* | Minerva Neurosciences Inc. | 27,569 | 100 | |||
* | Venus Concept Inc. | 28,327 | 99 | |||
* | Evelo Biosciences Inc. | 20,029 | 98 | |||
* | scPharmaceuticals Inc. | 13,000 | 96 | |||
* | Fulgent Genetics Inc. | 5,918 | 95 | |||
* | CorMedix Inc. | 14,815 | 93 | |||
* | Harrow Health Inc. | 17,757 | 93 | |||
* | Fortress Biotech Inc | 34,017 | 91 | |||
^,* | XOMA Corp. | 4,561 | 90 | |||
* | Applied Genetic Technologies Corp. | 15,753 | 87 | |||
* | La Jolla Pharmaceutical Co. | 20,200 | 86 | |||
* | Arcutis Biotherapeutics Inc. | 2,806 | 85 | |||
* | Kaleido Biosciences Inc. | 11,340 | 84 | |||
^,* | Galectin Therapeutics Inc. | 26,902 | 82 | |||
* | Proteostasis Therapeutics Inc. | 58,455 | 80 | |||
* | Harvard Bioscience Inc. | 25,649 | 80 | |||
* | KalVista Pharmaceuticals Inc. | 6,551 | 79 | |||
* | Aduro Biotech Inc. | 34,220 | 79 | |||
* | Leap Therapeutics Inc. | 36,243 | 76 | |||
^,* | Selecta Biosciences Inc. | 26,609 | 76 | |||
* | Catabasis Pharmaceuticals Inc. | 11,749 | 76 | |||
* | Cerecor Inc. | 28,300 | 74 | |||
* | Avenue Therapeutics Inc. | 6,688 | 72 | |||
* | Recro Pharma Inc. | 15,149 | 69 | |||
* | InfuSystem Holdings Inc. | 5,867 | 68 | |||
* | Bellerophon Therapeutics Inc. | 5,364 | 67 | |||
* | Vir Biotechnology Inc. | 1,529 | 63 | |||
* | iRadimed Corp. | 2,691 | 62 | |||
* | Tela Bio Inc. | 4,801 | 62 | |||
* | Five Star Senior Living Inc. | 15,685 | 61 | |||
* | Exagen Inc. | 4,767 | 59 | |||
^,* | Cassava Sciences Inc. | 18,700 | 58 | |||
* | ORIC Pharmaceuticals Inc. | 1,607 | 54 | |||
* | Altimmune Inc. | 4,971 | 53 | |||
* | Lineage Cell Therapeutics Inc. | 60,466 | 53 | |||
^,* | Soliton Inc. | 6,713 | 52 | |||
* | AcelRx Pharmaceuticals Inc. | 42,458 | 51 | |||
*,§ | Alder BioPharmaceuticals CVR Exp. 12/31/2024 | 57,977 | 51 | |||
* | Alpine Immune Sciences Inc. | 5,130 | 50 | |||
* | Organovo Holdings Inc. | 84,939 | 47 | |||
* | Aquestive Therapeutics Inc. | 9,542 | 46 | |||
* | Forma Therapeutics Holdings Inc. | 980 | 46 | |||
* | Oncocyte Corp. | 23,057 | 44 | |||
^,* | EyePoint Pharmaceuticals Inc. | 57,626 | 44 | |||
* | Otonomy Inc. | 11,898 | 43 | |||
^,*,§ | Tobira Therapeutics CVR Exp. 12/31/2028 | 9,469 | 43 | |||
* | Personalis Inc. | 3,269 | 42 | |||
* | Cymabay Therapeutics Inc. | 12,002 | 42 | |||
* | Conformis Inc. | 50,053 | 41 | |||
* | Miragen Therapeutics Inc. | 36,076 | 40 |
32 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Arbutus Biopharma Corp. | 21,345 | 39 | |||
* | Anixa Biosciences Inc. | 12,599 | 39 | |||
* | Champions Oncology Inc. | 3,815 | 36 | |||
* | Chembio Diagnostics Inc. | 11,141 | 36 | |||
* | Soleno Therapeutics Inc. | 16,045 | 36 | |||
* | Tyme Technologies Inc. | 26,570 | 35 | |||
* | Surface Oncology Inc. | 5,374 | 35 | |||
* | Neuronetics Inc. | 17,687 | 34 | |||
* | Genocea Biosciences Inc. | 14,841 | 34 | |||
§ | Spirit MTA REIT | 44,200 | 34 | |||
* | Opiant Pharmaceuticals Inc. | 3,628 | 32 | |||
* | Cumberland Pharmaceuticals Inc. | 9,187 | 31 | |||
* | Checkpoint Therapeutics Inc. | 15,425 | 31 | |||
Merrimack Pharmaceuticals Inc. | 9,104 | 30 | ||||
* | Celcuity Inc. | 3,854 | 27 | |||
^,* | Cocrystal Pharma Inc. | 17,553 | 27 | |||
* | PolarityTE Inc. | 20,900 | 26 | |||
^,* | Baudax Bio Inc. | 6,059 | 25 | |||
* | Sensus Healthcare Inc. | 8,033 | 25 | |||
* | Cabaletta Bio Inc. | 2,224 | 25 | |||
* | SCYNEXIS Inc. | 32,901 | 25 | |||
* | Actinium Pharmaceuticals Inc. | 68,434 | 24 | |||
* | Heat Biologics Inc. | 28,258 | 24 | |||
* | Synlogic Inc. | 11,484 | 23 | |||
* | Millendo Therapeutics Inc. | 12,217 | 21 | |||
* | Endologix Inc. | 26,100 | 21 | |||
* | IMARA Inc. | 725 | 20 | |||
* | Lumos Pharma Inc. | 1,193 | 20 | |||
* | Generation Bio Co. | 919 | 19 | |||
* | IRIDEX Corp. | 8,974 | 19 | |||
* | Soligenix Inc. | 8,654 | 18 | |||
* | CTI BioPharma Corp. | 15,576 | 18 | |||
* | Geron Corp. Warrant Exp. 12/31/2025 | 39,917 | 18 | |||
* | Vaxcyte Inc. | 553 | 17 | |||
^,* | Marker Therapeutics Inc. | 8,347 | 17 | |||
* | Hookipa Pharma Inc. | 1,430 | 17 | |||
* | Applied Molecular Transport Inc. | 653 | 16 | |||
* | Adamas Pharmaceuticals Inc. | 6,400 | 16 | |||
* | AquaBounty Technologies Inc. | 5,078 | 16 | |||
* | Spring Bank Pharmaceuticals Inc. | 10,918 | 16 | |||
* | American Renal Associates Holdings Inc. | 2,300 | 15 | |||
* | Pliant Therapeutics Inc. | 461 | 15 | |||
Psychemedics Corp. | 2,717 | 15 | ||||
* | Alimera Sciences Inc. | 2,158 | 14 | |||
* | Savara Inc. | 5,343 | 13 | |||
* | Enochian Biosciences Inc. | 2,973 | 13 | |||
* | Apollo Endosurgery Inc. | 7,315 | 12 | |||
* | Progenity Inc. | 1,308 | 12 | |||
* | Nephros Inc. | 1,398 | 12 | |||
* | Genesis Healthcare Inc. | 16,934 | 12 | |||
* | Helius Medical Technologies Inc. | 25,343 | 11 | |||
* | Akouos Inc. | 467 | 11 | |||
* | Sunesis Pharmaceuticals Inc. | 39,751 | 10 | |||
* | Avidity Biosciences Inc. | 370 | 10 | |||
* | Novan Inc. | 20,925 | 10 | |||
* | Keros Therapeutics Inc. | 269 | 10 | |||
* | Galera Therapeutics Inc. | 1,409 | 10 | |||
* | Strata Skin Sciences Inc. | 8,329 | 10 | |||
* | Curis Inc. | 6,898 | 8 | |||
* | Brickell Biotech Inc. | 8,068 | 8 | |||
* | Sesen Bio Inc. | 9,746 | 7 | |||
* | TFF Pharmaceuticals Inc. | 1,124 | 6 | |||
^,* | Outlook Therapeutics Inc. | 4,964 | 6 | |||
*,§ | OncoMed Pharmaceuticals Inc. CVR | 23,234 | 6 |
33 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Xtant Medical Holdings Inc. | 6,372 | 6 | |||
^,*,§ | Oncternal Therapeutics Inc. CVR | 2,749 | 6 | |||
* | Caladrius Biosciences Inc. | 3,127 | 6 | |||
* | Biolase Inc. | 11,167 | 5 | |||
* | TransEnterix Inc. | 9,423 | 5 | |||
* | American Shared Hospital Services | 2,312 | 5 | |||
*,§ | Seventy Seven Energy Inc. | 42,434 | 5 | |||
* | Onconova Therapeutics Inc. | 7,900 | 4 | |||
* | Allena Pharmaceuticals Inc. | 2,783 | 4 | |||
^,* | AgeX Therapeutics Inc. | 4,590 | 4 | |||
* | Corvus Pharmaceuticals Inc. | 1,535 | 4 | |||
* | Cohbar Inc. | 2,678 | 4 | |||
* | Lyra Therapeutics Inc. | 360 | 4 | |||
* | Ampio Pharmaceuticals Inc. | 5,621 | 4 | |||
* | Aptevo Therapeutics Inc. | 393 | 3 | |||
* | Evoke Pharma Inc. | 920 | 3 | |||
* | ElectroCore Inc. | 3,624 | 3 | |||
*,§ | Omthera Pharmeceuticals Rights | 9,400 | 3 | |||
* | ImmuCell Corp. | 596 | 3 | |||
* | Standard Diversified Inc. Class A | 217 | 3 | |||
* | IsoRay Inc. | 4,640 | 3 | |||
^,* | Second Sight Medical Products Inc. | 2,423 | 2 | |||
* | Equillium Inc. | 668 | 2 | |||
* | Celsion Corp. | 422 | 2 | |||
^,* | Pulse Biosciences Inc. Warrant | 449 | 2 | |||
*,§ | Social Reality Inc. Rights Exp. 12/31/2020 | 7,581 | 1 | |||
* | PLx Pharma Inc. | 410 | 1 | |||
* | LogicBio Therapeutics Inc. | 135 | 1 | |||
*,§ | Ambit Biosciences Corp. CVR | 1,900 | 1 | |||
* | Aclaris Therapeutics Inc. | 700 | 1 | |||
*,§ | Ocera Therapeutics CVR Line | 3,700 | 1 | |||
*,§ | Aratana Therapeutics Inc. CVR | 37,378 | 1 | |||
* | AzurRx BioPharma Inc. | 680 | 1 | |||
* | Eyenovia Inc. | 206 | 1 | |||
* | Ekso Bionics Holdings Inc. | 67 | 1 | |||
* | Cardiff Oncology Inc. | 97 | — | |||
* | Zynerba Pharmaceuticals Inc. | 144 | — | |||
* | Bioanalytical Systems Inc. | 94 | — | |||
* | resTORbio Inc. | 217 | — | |||
* | Moleculin Biotech Inc. | 307 | — | |||
* | Aileron Therapeutics Inc. | 250 | — | |||
* | OncoSec Medical Inc. | 121 | — | |||
*,§ | OncoMed Pharmaceuticals Inc. CVR | 23,234 | — | |||
* | Teligent Inc. | 71 | — | |||
* | Citius Pharmaceuticals Inc. | 87 | — | |||
* | RA Medical Systems Inc. | 189 | — | |||
* | PDS Biotechnology Corp. | 42 | — | |||
* | SELLAS Life Sciences Group Inc. | 21 | — | |||
* | Histogen Inc. | 15 | — | |||
* | VIVUS Inc. | 68 | — | |||
*,§ | Clinical Data CVR | 9,500 | — | |||
^,* | Nobilis Health Corp. | 2,169 | — | |||
*,§ | Lantheus Holdings CVR | 82,198 | — | |||
*,§ | Adolor Corp. Rights | 34,581 | — | |||
*,§ | Biosante Pharmaceutical Inc. CVR | 14,250 | — | |||
*,§ | NuPathe Inc. CVR | 6,287 | — | |||
3,700,955 | ||||||
Industrials (7.1%) | ||||||
* | PayPal Holdings Inc. | 1,012,026 | 176,325 | |||
Accenture plc Class A | 546,064 | 117,251 | ||||
Union Pacific Corp. | 589,923 | 99,738 | ||||
Honeywell International Inc. | 608,254 | 87,947 | ||||
Boeing Co. | 461,452 | 84,584 | ||||
Raytheon Technologies Corp. | 1,308,142 | 80,608 |
34 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
3M Co. | 495,460 | 77,287 | ||||
Lockheed Martin Corp. | 205,534 | 75,003 | ||||
Fidelity National Information Services Inc. | 530,187 | 71,093 | ||||
United Parcel Service Inc. Class B | 603,350 | 67,080 | ||||
Caterpillar Inc. | 467,211 | 59,102 | ||||
General Electric Co. | 7,548,489 | 51,556 | ||||
Automatic Data Processing Inc. | 335,611 | 49,969 | ||||
* | Fiserv Inc. | 498,209 | 48,635 | |||
CSX Corp. | 639,530 | 44,601 | ||||
Global Payments Inc. | 259,476 | 44,012 | ||||
Illinois Tool Works Inc. | 246,008 | 43,015 | ||||
Deere & Co. | 271,708 | 42,699 | ||||
Sherwin-Williams Co. | 70,955 | 41,001 | ||||
Northrop Grumman Corp. | 130,042 | 39,980 | ||||
Norfolk Southern Corp. | 224,579 | 39,429 | ||||
Waste Management Inc. | 364,292 | 38,582 | ||||
Roper Technologies Inc. | 89,475 | 34,740 | ||||
* | Square Inc. | 308,676 | 32,392 | |||
Emerson Electric Co. | 518,328 | 32,152 | ||||
General Dynamics Corp. | 211,288 | 31,579 | ||||
Eaton Corp. plc | 348,594 | 30,495 | ||||
FedEx Corp. | 203,571 | 28,545 | ||||
Amphenol Corp. Class A | 255,057 | 24,437 | ||||
* | CoStar Group Inc. | 33,568 | 23,856 | |||
Verisk Analytics Inc. Class A | 139,801 | 23,794 | ||||
TE Connectivity Ltd. | 288,873 | 23,558 | ||||
Agilent Technologies Inc. | 266,179 | 23,522 | ||||
Cummins Inc. | 128,374 | 22,242 | ||||
PACCAR Inc. | 294,276 | 22,027 | ||||
Johnson Controls International plc | 642,740 | 21,943 | ||||
Otis Worldwide Corp. | 373,535 | 21,239 | ||||
Waste Connections Inc. | 226,360 | 21,230 | ||||
Rockwell Automation Inc. | 99,514 | 21,196 | ||||
Fastenal Co. | 491,481 | 21,055 | ||||
Paychex Inc. | 274,823 | 20,818 | ||||
Parker-Hannifin Corp. | 110,966 | 20,337 | ||||
Cintas Corp. | 75,904 | 20,218 | ||||
Ball Corp. | 281,836 | 19,585 | ||||
TransDigm Group Inc. | 44,081 | 19,486 | ||||
* | FleetCor Technologies Inc. | 74,169 | 18,656 | |||
Stanley Black & Decker Inc. | 131,575 | 18,339 | ||||
Trane Technologies plc | 204,702 | 18,214 | ||||
AMETEK Inc. | 195,009 | 17,428 | ||||
* | Mettler-Toledo International Inc. | 21,039 | 16,948 | |||
Fortive Corp. | 245,660 | 16,621 | ||||
Carrier Global Corp. | 743,041 | 16,510 | ||||
* | Keysight Technologies Inc. | 161,806 | 16,307 | |||
Old Dominion Freight Line Inc. | 92,268 | 15,648 | ||||
Republic Services Inc. Class A | 174,756 | 14,339 | ||||
TransUnion | 161,911 | 14,093 | ||||
Vulcan Materials Co. | 113,918 | 13,197 | ||||
Kansas City Southern | 85,094 | 12,704 | ||||
Broadridge Financial Solutions Inc. | 98,251 | 12,398 | ||||
WW Grainger Inc. | 39,344 | 12,360 | ||||
Jack Henry & Associates Inc. | 65,410 | 12,037 | ||||
Dover Corp. | 123,680 | 11,943 | ||||
* | Zebra Technologies Corp. | 46,154 | 11,813 | |||
Masco Corp. | 232,713 | 11,685 | ||||
Martin Marietta Materials Inc. | 53,745 | 11,102 | ||||
Expeditors International of Washington Inc. | 142,709 | 10,852 | ||||
* | Waters Corp. | 56,522 | 10,197 | |||
IDEX Corp. | 64,234 | 10,152 | ||||
Xylem Inc. | 154,488 | 10,036 | ||||
* | Fair Isaac Corp. | 23,702 | 9,908 |
35 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Teledyne Technologies Inc. | 31,565 | 9,815 | |||
Jacobs Engineering Group Inc. | 111,952 | 9,494 | ||||
* | United Rentals Inc. | 63,100 | 9,404 | |||
Booz Allen Hamilton Holding Corp. Class A | 118,086 | 9,186 | ||||
* | Trimble Inc. | 212,615 | 9,183 | |||
Westinghouse Air Brake Technologies Corp. | 158,187 | 9,107 | ||||
CH Robinson Worldwide Inc. | 114,200 | 9,029 | ||||
JB Hunt Transport Services Inc. | 72,613 | 8,738 | ||||
Cognex Corp. | 139,231 | 8,315 | ||||
Nordson Corp. | 43,812 | 8,312 | ||||
Allegion plc | 79,427 | 8,119 | ||||
* | Ingersoll Rand Inc. | 288,136 | 8,102 | |||
Packaging Corp. of America | 80,693 | 8,053 | ||||
Avery Dennison Corp. | 70,412 | 8,033 | ||||
* | Crown Holdings Inc. | 116,119 | 7,563 | |||
Lennox International Inc. | 31,313 | 7,296 | ||||
Graco Inc. | 137,695 | 6,608 | ||||
Textron Inc. | 199,130 | 6,553 | ||||
* | Trex Co. Inc. | 50,306 | 6,543 | |||
Westrock Co. | 230,990 | 6,528 | ||||
* | Generac Holdings Inc. | 53,069 | 6,471 | |||
Snap-on Inc. | 46,265 | 6,408 | ||||
* | WEX Inc. | 38,137 | 6,293 | |||
* | XPO Logistics Inc. | 79,745 | 6,160 | |||
HEICO Corp. Class A | 75,354 | 6,122 | ||||
Huntington Ingalls Industries Inc. | 34,481 | 6,017 | ||||
AptarGroup Inc. | 53,138 | 5,950 | ||||
Toro Co. | 89,500 | 5,937 | ||||
Genpact Ltd. | 159,502 | 5,825 | ||||
Carlisle Cos. Inc. | 48,580 | 5,814 | ||||
Hubbell Inc. Class B | 44,789 | 5,615 | ||||
A O Smith Corp. | 117,681 | 5,545 | ||||
Universal Display Corp. | 36,600 | 5,476 | ||||
Owens Corning | 97,806 | 5,454 | ||||
Howmet Aerospace Inc. | 343,560 | 5,445 | ||||
Pentair plc | 142,529 | 5,415 | ||||
* | Axon Enterprise Inc. | 54,167 | 5,315 | |||
* | Berry Global Group Inc. | 115,629 | 5,125 | |||
* | Sensata Technologies Holding plc | 136,273 | 5,073 | |||
* | Arrow Electronics Inc. | 71,625 | 4,920 | |||
Robert Half International Inc. | 92,593 | 4,892 | ||||
Watsco Inc. | 27,411 | 4,871 | ||||
* | IPG Photonics Corp. | 30,224 | 4,848 | |||
* | Aecom | 127,899 | 4,806 | |||
Donaldson Co. Inc. | 103,138 | 4,798 | ||||
* | HD Supply Holdings Inc. | 138,352 | 4,794 | |||
Quanta Services Inc. | 120,267 | 4,718 | ||||
FLIR Systems Inc. | 115,617 | 4,691 | ||||
BWX Technologies Inc. | 81,686 | 4,627 | ||||
CoreLogic Inc. | 68,498 | 4,604 | ||||
* | Stericycle Inc. | 80,258 | 4,493 | |||
Sonoco Products Co. | 84,393 | 4,413 | ||||
Sealed Air Corp. | 133,928 | 4,400 | ||||
Knight-Swift Transportation Holdings Inc. | 104,152 | 4,344 | ||||
* | Paylocity Holding Corp. | 29,618 | 4,321 | |||
Lincoln Electric Holdings Inc. | 50,973 | 4,294 | ||||
* | Euronet Worldwide Inc. | 44,681 | 4,281 | |||
ITT Inc. | 72,884 | 4,281 | ||||
* | SiteOne Landscape Supply Inc. | 36,390 | 4,147 | |||
Oshkosh Corp. | 56,889 | 4,074 | ||||
National Instruments Corp. | 104,505 | 4,045 | ||||
Woodward Inc. | 50,354 | 3,905 | ||||
Jabil Inc. | 119,521 | 3,834 | ||||
MDU Resources Group Inc. | 171,376 | 3,801 |
36 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Mercury Systems Inc. | 47,971 | 3,773 | |||
MAXIMUS Inc. | 52,978 | 3,732 | ||||
Landstar System Inc. | 33,214 | 3,730 | ||||
Tetra Tech Inc. | 46,825 | 3,705 | ||||
* | FTI Consulting Inc. | 31,991 | 3,665 | |||
* | II-VI Inc. | 75,003 | 3,542 | |||
* | Bill.com Holdings Inc. | 39,127 | 3,530 | |||
Graphic Packaging Holding Co. | 248,274 | 3,473 | ||||
ManpowerGroup Inc. | 50,215 | 3,452 | ||||
Exponent Inc. | 41,973 | 3,397 | ||||
Allison Transmission Holdings Inc. | 92,126 | 3,388 | ||||
Littelfuse Inc. | 19,848 | 3,387 | ||||
Tradeweb Markets Inc. Class A | 58,209 | 3,384 | ||||
* | TopBuild Corp. | 29,699 | 3,379 | |||
MSA Safety Inc. | 29,475 | 3,373 | ||||
Hexcel Corp. | 74,117 | 3,352 | ||||
Armstrong World Industries Inc. | 42,450 | 3,309 | ||||
Flowserve Corp. | 115,252 | 3,287 | ||||
Acuity Brands Inc. | 33,809 | 3,237 | ||||
Curtiss-Wright Corp. | 35,907 | 3,206 | ||||
Regal Beloit Corp. | 35,790 | 3,125 | ||||
* | Novanta Inc. | 29,130 | 3,110 | |||
EMCOR Group Inc. | 45,282 | 2,995 | ||||
* | ASGN Inc. | 43,381 | 2,893 | |||
AGCO Corp. | 51,806 | 2,873 | ||||
Simpson Manufacturing Co. Inc. | 33,991 | 2,867 | ||||
* | Coherent Inc. | 21,808 | 2,856 | |||
* | RBC Bearings Inc. | 21,029 | 2,819 | |||
KBR Inc. | 123,046 | 2,775 | ||||
Air Lease Corp. Class A | 94,196 | 2,759 | ||||
* | Kirby Corp. | 51,414 | 2,754 | |||
* | Clean Harbors Inc. | 45,883 | 2,752 | |||
Louisiana-Pacific Corp. | 103,831 | 2,663 | ||||
MSC Industrial Direct Co. Inc. Class A | 36,407 | 2,651 | ||||
HEICO Corp. | 26,314 | 2,622 | ||||
Timken Co. | 57,505 | 2,616 | ||||
Crane Co. | 43,914 | 2,611 | ||||
UFP Industries Inc. | 52,035 | 2,576 | ||||
Rexnord Corp. | 87,583 | 2,553 | ||||
Eagle Materials Inc. | 36,050 | 2,531 | ||||
* | Saia Inc. | 22,367 | 2,487 | |||
* | Aerojet Rocketdyne Holdings Inc. | 62,527 | 2,479 | |||
EnerSys | 38,398 | 2,472 | ||||
Xerox Holdings Corp. | 161,212 | 2,465 | ||||
* | Proto Labs Inc. | 21,863 | 2,459 | |||
nVent Electric plc | 130,360 | 2,442 | ||||
John Bean Technologies Corp. | 27,819 | 2,393 | ||||
UniFirst Corp. | 13,218 | 2,365 | ||||
* | MasTec Inc. | 52,442 | 2,353 | |||
Avnet Inc. | 81,605 | 2,276 | ||||
* | Colfax Corp. | 80,351 | 2,242 | |||
* | Itron Inc. | 33,264 | 2,204 | |||
* | TriNet Group Inc. | 35,965 | 2,192 | |||
* | Builders FirstSource Inc. | 105,500 | 2,184 | |||
Spirit AeroSystems Holdings Inc. Class A | 90,593 | 2,169 | ||||
* | Integer Holdings Corp. | 29,587 | 2,161 | |||
ABM Industries Inc. | 58,734 | 2,132 | ||||
Applied Industrial Technologies Inc. | 34,088 | 2,127 | ||||
Valmont Industries Inc. | 18,569 | 2,110 | ||||
* | Rogers Corp. | 16,896 | 2,105 | |||
* | Casella Waste Systems Inc. Class A | 40,174 | 2,094 | |||
Werner Enterprises Inc. | 47,783 | 2,080 | ||||
Advanced Drainage Systems Inc. | 42,085 | 2,079 | ||||
Kennametal Inc. | 72,381 | 2,078 |
37 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Brink's Co. | 45,645 | 2,077 | ||||
Macquarie Infrastructure Corp. | 66,110 | 2,029 | ||||
* | Vertiv Holdings Co. | 147,900 | 2,006 | |||
Insperity Inc. | 30,932 | 2,002 | ||||
* | Fabrinet | 32,074 | 2,002 | |||
Brady Corp. Class A | 42,459 | 1,988 | ||||
Altra Industrial Motion Corp. | 61,593 | 1,962 | ||||
^,* | Warner Music Group Corp. Class A | 66,419 | 1,959 | |||
Silgan Holdings Inc. | 59,039 | 1,912 | ||||
GATX Corp. | 31,284 | 1,908 | ||||
AAON Inc. | 35,020 | 1,901 | ||||
* | AMN Healthcare Services Inc. | 41,918 | 1,896 | |||
Vishay Intertechnology Inc. | 122,645 | 1,873 | ||||
* | ExlService Holdings Inc. | 29,124 | 1,846 | |||
Franklin Electric Co. Inc. | 34,845 | 1,830 | ||||
* | Plexus Corp. | 25,797 | 1,820 | |||
ESCO Technologies Inc. | 21,233 | 1,795 | ||||
Ryder System Inc. | 47,779 | 1,792 | ||||
Watts Water Technologies Inc. Class A | 21,803 | 1,766 | ||||
* | Masonite International Corp. | 22,608 | 1,758 | |||
Alliance Data Systems Corp. | 38,085 | 1,718 | ||||
* | Summit Materials Inc. NV | 105,808 | 1,701 | |||
Barnes Group Inc. | 42,984 | 1,700 | ||||
* | Kratos Defense & Security Solutions Inc. | 103,824 | 1,623 | |||
* | SPX Corp. | 39,327 | 1,618 | |||
Badger Meter Inc. | 25,630 | 1,613 | ||||
* | AeroVironment Inc. | 20,173 | 1,606 | |||
ManTech International Corp. Class A | 23,351 | 1,599 | ||||
Albany International Corp. | 27,197 | 1,597 | ||||
Federal Signal Corp. | 52,896 | 1,573 | ||||
Trinity Industries Inc. | 73,508 | 1,565 | ||||
Korn Ferry | 50,288 | 1,545 | ||||
Moog Inc. Class A | 29,150 | 1,544 | ||||
* | MACOM Technology Solutions Holdings Inc. | 44,261 | 1,520 | |||
* | Cardlytics Inc. | 21,601 | 1,512 | |||
* | SPX FLOW Inc. | 39,818 | 1,491 | |||
* | BMC Stock Holdings Inc. | 58,409 | 1,468 | |||
EVERTEC Inc. | 51,887 | 1,458 | ||||
* | Advanced Disposal Services Inc. | 47,912 | 1,446 | |||
* | WESCO International Inc. | 40,932 | 1,437 | |||
Fluor Corp. | 117,942 | 1,425 | ||||
* | Sanmina Corp. | 56,334 | 1,411 | |||
Mueller Industries Inc. | 52,997 | 1,409 | ||||
Cubic Corp. | 29,239 | 1,404 | ||||
Otter Tail Corp. | 35,769 | 1,387 | ||||
* | Installed Building Products Inc. | 20,005 | 1,376 | |||
Boise Cascade Co. | 36,505 | 1,373 | ||||
* | Pluralsight Inc. Class A | 76,007 | 1,372 | |||
Belden Inc. | 42,076 | 1,370 | ||||
* | Gibraltar Industries Inc. | 28,234 | 1,356 | |||
Comfort Systems USA Inc. | 32,738 | 1,334 | ||||
Rush Enterprises Inc. Class A | 32,071 | 1,330 | ||||
* | Beacon Roofing Supply Inc. | 50,339 | 1,327 | |||
* | Knowles Corp. | 86,153 | 1,315 | |||
* | Hub Group Inc. Class A | 27,417 | 1,312 | |||
* | Resideo Technologies Inc. | 110,812 | 1,299 | |||
Forward Air Corp. | 25,914 | 1,291 | ||||
Mueller Water Products Inc. Class A | 136,309 | 1,285 | ||||
* | Ambarella Inc. | 27,883 | 1,277 | |||
^,* | Virgin Galactic Holdings Inc. | 77,331 | 1,264 | |||
World Fuel Services Corp. | 48,882 | 1,259 | ||||
O-I Glass Inc. | 140,202 | 1,259 | ||||
Triton International Ltd. | 41,056 | 1,242 | ||||
McGrath RentCorp | 22,979 | 1,241 |
38 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Verra Mobility Corp. Class A | 119,377 | 1,227 | |||
* | Vicor Corp. | 16,932 | 1,218 | |||
Patrick Industries Inc. | 19,636 | 1,203 | ||||
* | OSI Systems Inc. | 16,071 | 1,200 | |||
* | Allegheny Technologies Inc. | 117,687 | 1,199 | |||
Schneider National Inc. Class B | 48,452 | 1,195 | ||||
Mobile Mini Inc. | 39,883 | 1,177 | ||||
^,* | Cimpress plc | 15,344 | 1,171 | |||
*,1 | API Group Corp. | 94,902 | 1,153 | |||
Kaman Corp. | 26,903 | 1,119 | ||||
^,* | CryoPort Inc. | 36,788 | 1,113 | |||
* | Atkore International Group Inc. | 40,625 | 1,111 | |||
Covanta Holding Corp. | 115,518 | 1,108 | ||||
* | Atlas Air Worldwide Holdings Inc. | 25,608 | 1,102 | |||
* | Dycom Industries Inc. | 26,504 | 1,084 | |||
* | Navistar International Corp. | 38,424 | 1,084 | |||
* | Sykes Enterprises Inc. | 38,964 | 1,078 | |||
Matson Inc. | 36,659 | 1,067 | ||||
* | TriMas Corp. | 44,033 | 1,055 | |||
Terex Corp. | 55,942 | 1,050 | ||||
* | Air Transport Services Group Inc. | 46,816 | 1,043 | |||
* | TTM Technologies Inc. | 87,416 | 1,037 | |||
Helios Technologies Inc. | 27,821 | 1,036 | ||||
Enerpac Tool Group Corp. Class A | 58,659 | 1,032 | ||||
* | CBIZ Inc. | 43,020 | 1,031 | |||
Greif Inc. Class A | 29,726 | 1,023 | ||||
Kadant Inc. | 10,198 | 1,016 | ||||
Astec Industries Inc. | 21,478 | 995 | ||||
Tennant Co. | 15,277 | 993 | ||||
ICF International Inc. | 15,290 | 991 | ||||
Alamo Group Inc. | 9,579 | 983 | ||||
Maxar Technologies Inc. | 53,778 | 966 | ||||
* | Huron Consulting Group Inc. | 21,776 | 964 | |||
CSW Industrials Inc. | 13,902 | 961 | ||||
Methode Electronics Inc. | 30,210 | 944 | ||||
* | Repay Holdings Corp. Class A | 38,268 | 943 | |||
Deluxe Corp. | 39,329 | 926 | ||||
Marten Transport Ltd. | 36,121 | 909 | ||||
* | FARO Technologies Inc. | 16,929 | 907 | |||
Encore Wire Corp. | 18,565 | 906 | ||||
* | AZEK Co. Inc. | 28,171 | 898 | |||
AZZ Inc. | 26,059 | 894 | ||||
Mesa Laboratories Inc. | 4,118 | 893 | ||||
TTEC Holdings Inc. | 18,647 | 868 | ||||
Granite Construction Inc. | 44,997 | 861 | ||||
* | GMS Inc. | 34,624 | 851 | |||
EnPro Industries Inc. | 17,205 | 848 | ||||
* | Livent Corp. | 136,735 | 842 | |||
* | JELD-WEN Holding Inc. | 51,889 | 836 | |||
* | Harsco Corp. | 61,710 | 834 | |||
* | Evo Payments Inc. Class A | 36,485 | 833 | |||
* | Cardtronics plc Class A | 34,464 | 826 | |||
Heartland Express Inc. | 39,521 | 823 | ||||
Lindsay Corp. | 8,794 | 811 | ||||
ADT Inc. | 100,440 | 802 | ||||
US Ecology Inc. | 23,407 | 793 | ||||
Benchmark Electronics Inc. | 36,559 | 790 | ||||
* | PGT Innovations Inc. | 49,708 | 779 | |||
Raven Industries Inc. | 35,594 | 766 | ||||
Douglas Dynamics Inc. | 21,240 | 746 | ||||
Columbus McKinnon Corp. | 22,122 | 740 | ||||
Griffon Corp. | 39,687 | 735 | ||||
Primoris Services Corp. | 41,117 | 730 | ||||
Standex International Corp. | 11,789 | 678 |
39 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Veeco Instruments Inc. | 50,209 | 677 | |||
Argan Inc. | 13,942 | 661 | ||||
CTS Corp. | 32,607 | 653 | ||||
AAR Corp. | 30,466 | 630 | ||||
ArcBest Corp. | 23,211 | 615 | ||||
H&E Equipment Services Inc. | 32,264 | 596 | ||||
Quanex Building Products Corp. | 41,944 | 582 | ||||
Gorman-Rupp Co. | 18,581 | 578 | ||||
* | Parsons Corp. | 15,903 | 576 | |||
Apogee Enterprises Inc. | 24,939 | 575 | ||||
* | Echo Global Logistics Inc. | 25,477 | 551 | |||
* | MYR Group Inc. | 17,249 | 550 | |||
* | TrueBlue Inc. | 36,032 | 550 | |||
Kforce Inc. | 18,809 | 550 | ||||
* | Great Lakes Dredge & Dock Corp. | 57,392 | 531 | |||
Cass Information Systems Inc. | 13,588 | 530 | ||||
Greenbrier Cos. Inc. | 23,292 | 530 | ||||
* | Evolent Health Inc. Class A | 71,499 | 509 | |||
* | Thermon Group Holdings Inc. | 34,609 | 504 | |||
* | SEACOR Holdings Inc. | 17,439 | 494 | |||
Wabash National Corp. | 46,065 | 489 | ||||
* | Tutor Perini Corp. | 40,140 | 489 | |||
Kelly Services Inc. Class A | 30,890 | 489 | ||||
* | Vectrus Inc. | 9,894 | 486 | |||
Shyft Group Inc. | 28,838 | 486 | ||||
* | Aegion Corp. Class A | 29,889 | 474 | |||
^,* | Workhorse Group Inc. | 26,033 | 453 | |||
Resources Connection Inc. | 37,085 | 444 | ||||
* | Gates Industrial Corp. plc | 42,411 | 436 | |||
* | CIRCOR International Inc. | 16,867 | 430 | |||
Myers Industries Inc. | 29,048 | 423 | ||||
Ennis Inc. | 22,944 | 416 | ||||
Hyster-Yale Materials Handling Inc. | 10,725 | 415 | ||||
* | PAE Inc. | 42,900 | 410 | |||
International Seaways Inc. | 24,695 | 404 | ||||
* | NV5 Global Inc. | 7,889 | 401 | |||
* | Energy Recovery Inc. | 47,800 | 363 | |||
* | I3 Verticals Inc. Class A | 11,854 | 359 | |||
* | Cornerstone Building Brands Inc. | 59,053 | 358 | |||
* | US Concrete Inc. | 13,840 | 343 | |||
* | Manitowoc Co. Inc. | 31,178 | 339 | |||
Miller Industries Inc. | 11,281 | 336 | ||||
* | Conduent Inc. | 140,416 | 336 | |||
Heidrick & Struggles International Inc. | 15,472 | 335 | ||||
Barrett Business Services Inc. | 6,077 | 323 | ||||
MTS Systems Corp. | 18,298 | 322 | ||||
* | DXP Enterprises Inc. | 15,764 | 314 | |||
Triumph Group Inc. | 34,800 | 314 | ||||
Insteel Industries Inc. | 16,294 | 311 | ||||
* | Ducommun Inc. | 8,885 | 310 | |||
* | Construction Partners Inc. Class A | 17,242 | 306 | |||
* | CAI International Inc. | 17,939 | 299 | |||
* | Willdan Group Inc. | 11,769 | 294 | |||
Omega Flex Inc. | 2,737 | 290 | ||||
Allied Motion Technologies Inc. | 7,963 | 281 | ||||
* | Kimball Electronics Inc. | 20,481 | 277 | |||
Pitney Bowes Inc. | 105,800 | 275 | ||||
* | UFP Technologies Inc. | 6,036 | 266 | |||
CRA International Inc. | 6,430 | 254 | ||||
* | Heritage-Crystal Clean Inc. | 14,261 | 249 | |||
* | Paysign Inc. | 25,347 | 246 | |||
* | Foundation Building Materials Inc. | 15,621 | 244 | |||
* | Vishay Precision Group Inc. | 9,889 | 243 | |||
* | Sterling Construction Co. Inc. | 22,643 | 237 |
40 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
NVE Corp. | 3,806 | 235 | ||||
* | US Xpress Enterprises Inc. Class A | 37,700 | 226 | |||
* | ServiceSource International Inc. | 139,400 | 220 | |||
* | Forterra Inc. | 19,352 | 216 | |||
* | CyberOptics Corp. | 6,679 | 215 | |||
Park Aerospace Corp. | 19,093 | 213 | ||||
* | Ranpak Holdings Corp. Class A | 28,400 | 211 | |||
* | Astronics Corp. | 19,792 | 209 | |||
* | Napco Security Technologies Inc. | 8,832 | 207 | |||
VSE Corp. | 6,500 | 204 | ||||
* | MRC Global Inc. | 33,800 | 200 | |||
Powell Industries Inc. | 7,254 | 199 | ||||
* | Cross Country Healthcare Inc. | 30,721 | 189 | |||
* | Northwest Pipe Co. | 7,317 | 183 | |||
* | Franklin Covey Co. | 8,348 | 179 | |||
* | CECO Environmental Corp. | 26,869 | 177 | |||
* | Universal Technical Institute Inc. | 24,531 | 170 | |||
* | Blue Bird Corp. | 11,011 | 165 | |||
* | Acacia Research Corp. | 38,613 | 158 | |||
* | Lydall Inc. | 11,506 | 156 | |||
* | ShotSpotter Inc. | 6,113 | 154 | |||
Hurco Cos. Inc. | 5,051 | 141 | ||||
^,* | Alpha Pro Tech Ltd. | 7,935 | 140 | |||
* | IES Holdings Inc. | 5,998 | 139 | |||
* | Team Inc. | 24,450 | 136 | |||
* | Radiant Logistics Inc. | 33,408 | 131 | |||
* | Luna Innovations Inc. | 22,193 | 130 | |||
* | DHI Group Inc | 60,119 | 126 | |||
* | Transcat Inc. | 4,840 | 125 | |||
* | Orion Group Holdings Inc. | 38,600 | 121 | |||
^,* | Eagle Bulk Shipping Inc. | 54,496 | 119 | |||
Daktronics Inc. | 27,019 | 118 | ||||
* | Turtle Beach Corp. | 7,983 | 118 | |||
Park-Ohio Holdings Corp. | 7,030 | 117 | ||||
United States Lime & Minerals Inc. | 1,281 | 108 | ||||
* | Hill International Inc. | 69,054 | 105 | |||
* | GP Strategies Corp. | 11,933 | 102 | |||
* | Daseke Inc. | 25,698 | 101 | |||
* | LightPath Technologies Inc. Class A | 30,132 | 101 | |||
Universal Logistics Holdings Inc. | 5,573 | 97 | ||||
* | Aspen Aerogels Inc. | 14,402 | 95 | |||
* | Lawson Products Inc. | 2,806 | 91 | |||
REV Group Inc. | 14,684 | 90 | ||||
Preformed Line Products Co. | 1,703 | 85 | ||||
* | Intevac Inc. | 15,339 | 84 | |||
* | EVI Industries Inc. | 3,846 | 84 | |||
* | LB Foster Co. Class A | 6,452 | 82 | |||
Eastern Co. | 4,598 | 82 | ||||
Graham Corp. | 6,141 | 78 | ||||
Bel Fuse Inc. Class B | 7,191 | 77 | ||||
* | Manitex International Inc. | 14,516 | 72 | |||
* | Concrete Pumping Holdings Inc. | 19,696 | 69 | |||
^,* | ExOne Co. | 7,987 | 68 | |||
* | Gencor Industries Inc. | 5,230 | 66 | |||
^,* | Aqua Metals Inc. | 46,946 | 66 | |||
* | Information Services Group Inc. | 29,685 | 61 | |||
* | IntriCon Corp. | 4,234 | 57 | |||
* | Armstrong Flooring Inc. | 18,628 | 56 | |||
* | Goldfield Corp. | 14,150 | 52 | |||
* | PAM Transportation Services Inc. | 1,626 | 50 | |||
* | BlueLinx Holdings Inc. | 5,692 | 49 | |||
* | Select Interior Concepts Inc. Class A | 13,592 | 48 | |||
* | USA Truck Inc. | 6,111 | 47 | |||
* | Orion Energy Systems Inc. | 13,570 | 47 |
41 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Ultralife Corp. | 6,533 | 46 | |||
* | Broadwind Inc. | 12,171 | 46 | |||
LSI Industries Inc. | 6,879 | 45 | ||||
* | Covenant Transportation Group Inc. Class A | 3,030 | 44 | |||
* | Hudson Technologies Inc. | 38,729 | 39 | |||
* | General Finance Corp. | 5,355 | 36 | |||
ARC Document Solutions Inc. | 34,251 | 34 | ||||
* | Charah Solutions Inc. | 10,207 | 32 | |||
* | Image Sensing Systems Inc. | 8,740 | 30 | |||
Global Water Resources Inc. | 2,764 | 29 | ||||
* | Willis Lease Finance Corp. | 1,168 | 28 | |||
* | IEC Electronics Corp. | 2,860 | 28 | |||
^,* | YRC Worldwide Inc. | 14,000 | 26 | |||
* | InnerWorkings Inc. | 18,706 | 25 | |||
* | PRGX Global Inc. | 4,992 | 23 | |||
* | PFSweb Inc. | 3,353 | 22 | |||
^,* | Applied DNA Sciences Inc. | 2,700 | 22 | |||
* | Sharps Compliance Corp. | 2,867 | 20 | |||
* | Frequency Electronics Inc. | 2,246 | 20 | |||
* | Air Industries Group | 16,125 | 19 | |||
* | Perceptron Inc. | 5,605 | 19 | |||
RF Industries Ltd. | 3,910 | 18 | ||||
* | Overseas Shipholding Group Inc. Class A | 9,500 | 18 | |||
* | Babcock & Wilcox Enterprises Inc. | 7,346 | 17 | |||
* | Odyssey Marine Exploration Inc. | 3,525 | 16 | |||
Chicago Rivet & Machine Co. | 710 | 15 | ||||
* | Mayville Engineering Co. Inc. | 1,894 | 15 | |||
* | Capstone Turbine Corp. | 4,635 | 14 | |||
* | eMagin Corp. | 16,532 | 13 | |||
* | Fuel Tech Inc. | 14,473 | 12 | |||
* | Usio Inc. | 5,651 | 11 | |||
Richardson Electronics Ltd. | 2,700 | 11 | ||||
* | Coda Octopus Group Inc. | 2,088 | 11 | |||
Advanced Emissions Solutions Inc. | 2,073 | 10 | ||||
* | Lightbridge Corp. | 2,095 | 9 | |||
* | Houston Wire & Cable Co. | 3,866 | 9 | |||
* | ENGlobal Corp. | 8,787 | 9 | |||
* | Issuer Direct Corp. | 848 | 9 | |||
Espey Mfg. & Electronics Corp. | 486 | 8 | ||||
* | StarTek Inc. | 1,506 | 8 | |||
* | ALJ Regional Holdings Inc. | 15,022 | 8 | |||
* | Steel Connect Inc. | 10,720 | 6 | |||
* | Air T Inc. | 532 | 6 | |||
* | Vertex Energy Inc. | 7,299 | 5 | |||
* | Volt Information Sciences Inc. | 3,158 | 4 | |||
* | Ballantyne Strong Inc. | 2,465 | 4 | |||
* | Innovative Solutions and Support Inc. | 784 | 4 | |||
* | Perma-Fix Environmental Services Inc. | 605 | 4 | |||
* | Huttig Building Products Inc. | 3,194 | 4 | |||
* | Energous Corp. | 1,135 | 3 | |||
* | Wireless Telecom Group Inc. | 2,760 | 3 | |||
Bel Fuse Inc. Class A | 197 | 2 | ||||
* | MTBC Inc. | 237 | 2 | |||
BG Staffing Inc. | 138 | 2 | ||||
NN Inc. | 324 | 2 | ||||
* | Digital Ally Inc. | 144 | — | |||
* | Verb Technology Co. Inc. | 400 | — | |||
* | CPI Aerostructures Inc. | 114 | — | |||
AMCON Distributing Co. | 3 | — | ||||
* | ClearSign Technologies Corp. | 63 | — | |||
* | Air T Inc. Warrants Exp. 09/08/2020 | 1,476 | — | |||
* | Sypris Solutions Inc. | 92 | — | |||
* | Boxlight Corp. Class A | 67 | — | |||
* | SIFCO Industries Inc. | 13 | — |
42 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Target Hospitality Corp. | 18 | — | |||
*,§ | Patriot National Inc. | 7,513 | — | |||
3,146,047 | ||||||
Oil & Gas (1.6%) | ||||||
Exxon Mobil Corp. | 3,639,284 | 162,749 | ||||
Chevron Corp. | 1,609,223 | 143,591 | ||||
ConocoPhillips | 928,678 | 39,023 | ||||
Phillips 66 | 377,225 | 27,122 | ||||
EOG Resources Inc. | 503,411 | 25,503 | ||||
Kinder Morgan Inc. | 1,663,832 | 25,240 | ||||
Schlumberger Ltd. | 1,226,108 | 22,548 | ||||
Marathon Petroleum Corp. | 561,254 | 20,980 | ||||
Valero Energy Corp. | 351,747 | 20,690 | ||||
Williams Cos. Inc. | 1,043,945 | 19,856 | ||||
Occidental Petroleum Corp. | 779,256 | 14,260 | ||||
Pioneer Natural Resources Co. | 143,791 | 14,048 | ||||
ONEOK Inc. | 379,372 | 12,603 | ||||
Hess Corp. | 242,926 | 12,586 | ||||
* | Cheniere Energy Inc. | 200,860 | 9,706 | |||
Concho Resources Inc. | 179,821 | 9,261 | ||||
Halliburton Co. | 691,921 | 8,981 | ||||
Baker Hughes Co. Class A | 579,734 | 8,922 | ||||
Cabot Oil & Gas Corp. | 352,551 | 6,057 | ||||
Diamondback Energy Inc. | 138,433 | 5,789 | ||||
National Oilwell Varco Inc. | 369,500 | 4,526 | ||||
Apache Corp. | 333,819 | 4,507 | ||||
* | Enphase Energy Inc. | 90,702 | 4,315 | |||
Marathon Oil Corp. | 686,611 | 4,202 | ||||
Devon Energy Corp. | 348,219 | 3,949 | ||||
Targa Resources Corp. | 195,685 | 3,927 | ||||
Noble Energy Inc. | 430,307 | 3,856 | ||||
HollyFrontier Corp. | 130,357 | 3,806 | ||||
* | First Solar Inc. | 64,411 | 3,188 | |||
Parsley Energy Inc. Class A | 278,153 | 2,971 | ||||
EQT Corp. | 218,474 | 2,600 | ||||
Cimarex Energy Co. | 92,937 | 2,555 | ||||
* | WPX Energy Inc. | 354,114 | 2,259 | |||
^,* | Plug Power Inc. | 271,179 | 2,226 | |||
Arcosa Inc. | 43,330 | 1,829 | ||||
Helmerich & Payne Inc. | 91,258 | 1,780 | ||||
Ovintiv Inc. | 185,100 | 1,768 | ||||
Murphy Oil Corp. | 124,783 | 1,722 | ||||
^,* | ChampionX Corp. | 163,617 | 1,597 | |||
* | Chart Industries Inc. | 32,811 | 1,591 | |||
^ | Equitrans Midstream Corp. | 184,118 | 1,530 | |||
Antero Midstream Corp. | 274,647 | 1,401 | ||||
* | Southwestern Energy Co. | 490,426 | 1,255 | |||
* | PDC Energy Inc. | 96,371 | 1,199 | |||
^ | Continental Resources Inc. | 60,947 | 1,068 | |||
Delek US Holdings Inc. | 61,349 | 1,068 | ||||
^,* | Transocean Ltd. | 568,140 | 1,040 | |||
* | Dril-Quip Inc. | 34,757 | 1,035 | |||
Range Resources Corp. | 177,000 | 996 | ||||
* | CNX Resources Corp. | 113,242 | 980 | |||
Cactus Inc. | 45,733 | 943 | ||||
Archrock Inc. | 143,502 | 931 | ||||
* | NOW Inc. | 103,188 | 891 | |||
PBF Energy Inc. Class A | 80,760 | 827 | ||||
* | Renewable Energy Group Inc. | 31,214 | 773 | |||
* | Matador Resources Co. | 81,700 | 694 | |||
* | Magnolia Oil & Gas Corp. Class A | 107,710 | 653 | |||
* | TPI Composites Inc. | 27,116 | 634 | |||
* | SunPower Corp. | 70,936 | 543 | |||
CVR Energy Inc. | 27,000 | 543 |
43 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Core Laboratories NV | 26,100 | 530 | ||||
* | Ameresco Inc. Class A | 16,394 | 455 | |||
* | Antero Resources Corp. | 176,800 | 449 | |||
* | Oceaneering International Inc. | 66,600 | 426 | |||
Brigham Minerals Inc. Class A | 30,671 | 379 | ||||
Patterson-UTI Energy Inc. | 106,500 | 370 | ||||
Arch Coal Inc. Class A | 12,992 | 369 | ||||
* | Select Energy Services Inc. Class A | 72,205 | 354 | |||
* | REX American Resources Corp. | 5,013 | 348 | |||
* | Par Pacific Holdings Inc. | 36,939 | 332 | |||
^,* | FuelCell Energy Inc. | 142,702 | 322 | |||
DMC Global Inc | 11,157 | 308 | ||||
* | Helix Energy Solutions Group Inc. | 87,500 | 304 | |||
SM Energy Co. | 79,100 | 297 | ||||
^,* | Callon Petroleum Co. | 239,600 | 276 | |||
* | ProPetro Holding Corp. | 49,200 | 253 | |||
NexTier Oilfield Solutions Inc. | 99,300 | 243 | ||||
* | Matrix Service Co. | 24,881 | 242 | |||
* | Bonanza Creek Energy Inc. | 16,011 | 237 | |||
* | Green Plains Inc. | 21,200 | 217 | |||
* | Northern Oil and Gas Inc. | 257,740 | 216 | |||
Solaris Oilfield Infrastructure Inc. Class A | 28,947 | 215 | ||||
^,* | Oasis Petroleum Inc. | 277,100 | 208 | |||
Nabors Industries Ltd | 5,100 | 189 | ||||
QEP Resources Inc. | 144,000 | 186 | ||||
^,* | Tellurian Inc. | 160,000 | 184 | |||
* | Contango Oil & Gas Co. | 76,990 | 176 | |||
* | Oil States International Inc. | 36,200 | 172 | |||
* | W&T Offshore Inc. | 74,445 | 170 | |||
* | American Superconductor Corp. | 17,108 | 139 | |||
* | Centennial Resource Development Inc. Class A | 150,400 | 134 | |||
^,* | Valaris plc Class A | 198,000 | 129 | |||
* | Gulfport Energy Corp. | 112,400 | 123 | |||
* | Trecora Resources | 18,356 | 115 | |||
* | Bristow Group Inc. | 6,813 | 95 | |||
^,* | Whiting Petroleum Corp. | 82,800 | 94 | |||
* | Goodrich Petroleum Corp. | 9,501 | 68 | |||
Falcon Minerals Corp. | 20,945 | 67 | ||||
Evolution Petroleum Corp. | 20,558 | 58 | ||||
* | VAALCO Energy Inc. | 44,869 | 56 | |||
* | KLX Energy Services Holdings Inc. | 19,692 | 42 | |||
* | RPC Inc. | 13,416 | 41 | |||
* | Forum Energy Technologies Inc. | 75,240 | 40 | |||
* | Geospace Technologies Corp. | 5,246 | 39 | |||
Adams Resources & Energy Inc. | 1,461 | 39 | ||||
^ | Amplify Energy Corp. | 31,443 | 39 | |||
* | Natural Gas Services Group Inc. | 5,139 | 32 | |||
* | Nine Energy Service Inc. | 16,307 | 32 | |||
* | Mitcham Industries Inc. | 16,294 | 26 | |||
^,* | Chaparral Energy Inc. Class A | 36,289 | 24 | |||
* | Pacific Ethanol Inc. | 31,856 | 23 | |||
* | Gulf Island Fabrication Inc. | 7,334 | 23 | |||
* | HighPoint Resources Corp. | 72,833 | 21 | |||
* | Abraxas Petroleum Corp. | 91,412 | 21 | |||
* | ION Geophysical Corp. | 9,097 | 21 | |||
* | SilverBow Resources Inc. | 6,268 | 20 | |||
^,* | Covia Holdings Corp. | 37,579 | 18 | |||
* | Ranger Energy Services Inc. | 5,868 | 17 | |||
* | Montage Resources Corp. | 4,250 | 17 | |||
* | US Well Services Inc. | 33,133 | 16 | |||
* | Mammoth Energy Services Inc. | 13,670 | 16 | |||
^,* | FTS International Inc. | 2,169 | 15 | |||
^,* | Rosehill Resources Inc. | 14,182 | 10 | |||
^ | Chesapeake Energy Corp. | 1,996 | 10 |
44 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
^,* | Torchlight Energy Resources Inc. | 25,734 | 9 | |||
* | Quintana Energy Services Inc. | 8,395 | 8 | |||
* | Superior Drilling Products Inc. | 10,715 | 8 | |||
* | SandRidge Energy Inc. | 5,316 | 7 | |||
* | Lonestar Resources US Inc. Class A | 11,097 | 5 | |||
* | Flotek Industries Inc. | 3,800 | 5 | |||
* | Altus Midstream Co. Class A | 6,508 | 4 | |||
* | Zion Oil & Gas Inc. | 12,607 | 4 | |||
^,* | California Resources Corp. | 2,525 | 3 | |||
* | Ring Energy Inc. | 1,043 | 1 | |||
* | Tidewater Inc. Class A Warrants | 535 | — | |||
* | Tidewater Inc. Class B Warrants | 579 | — | |||
* | Aemetis Inc. | 269 | — | |||
*,§ | Harvest Natural Resources Inc. | 20,906 | — | |||
697,854 | ||||||
Technology (15.5%) | ||||||
Microsoft Corp. | 6,546,015 | 1,332,180 | ||||
Apple Inc. | 3,364,417 | 1,227,339 | ||||
* | Facebook Inc. Class A | 2,075,289 | 471,236 | |||
* | Alphabet Inc. Class C | 263,576 | 372,594 | |||
* | Alphabet Inc. Class A | 242,254 | 343,528 | |||
Intel Corp. | 3,655,646 | 218,717 | ||||
NVIDIA Corp. | 501,151 | 190,392 | ||||
* | Adobe Inc. | 416,885 | 181,474 | |||
Cisco Systems Inc. | 3,280,009 | 152,980 | ||||
* | salesforce.com Inc. | 730,338 | 136,814 | |||
Broadcom Inc. | 324,815 | 102,515 | ||||
Texas Instruments Inc. | 793,346 | 100,731 | ||||
Oracle Corp. | 1,783,631 | 98,581 | ||||
International Business Machines Corp. | 762,017 | 92,029 | ||||
QUALCOMM Inc. | 971,669 | 88,626 | ||||
* | ServiceNow Inc. | 163,148 | 66,085 | |||
Intuit Inc. | 212,993 | 63,086 | ||||
* | Advanced Micro Devices Inc. | 998,818 | 52,548 | |||
* | Micron Technology Inc. | 956,245 | 49,266 | |||
Applied Materials Inc. | 795,864 | 48,110 | ||||
* | Autodesk Inc. | 189,564 | 45,342 | |||
Lam Research Corp. | 125,132 | 40,475 | ||||
Analog Devices Inc. | 317,253 | 38,908 | ||||
L3Harris Technologies Inc. | 189,136 | 32,091 | ||||
* | Workday Inc. Class A | 146,340 | 27,418 | |||
* | Splunk Inc. | 135,446 | 26,913 | |||
Cognizant Technology Solutions Corp. Class A | 471,419 | 26,786 | ||||
* | Veeva Systems Inc. Class A | 114,061 | 26,738 | |||
KLA Corp. | 135,908 | 26,431 | ||||
* | DocuSign Inc. Class A | 150,141 | 25,856 | |||
* | Synopsys Inc. | 128,820 | 25,120 | |||
* | Twilio Inc. | 109,790 | 24,090 | |||
* | Cadence Design Systems Inc. | 241,196 | 23,145 | |||
* | IAC/InterActiveCorp | 68,252 | 22,073 | |||
Microchip Technology Inc. | 206,852 | 21,784 | ||||
HP Inc. | 1,244,059 | 21,684 | ||||
* | ANSYS Inc. | 72,337 | 21,103 | |||
Xilinx Inc. | 213,007 | 20,958 | ||||
Motorola Solutions Inc. | 147,741 | 20,703 | ||||
* | Snap Inc. | 865,388 | 20,328 | |||
Marvell Technology Group Ltd. | 575,555 | 20,179 | ||||
* | Okta Inc. | 98,443 | 19,711 | |||
* | Twitter Inc. | 640,118 | 19,069 | |||
* | VeriSign Inc. | 91,432 | 18,911 | |||
* | RingCentral Inc. Class A | 66,184 | 18,863 | |||
Skyworks Solutions Inc. | 146,447 | 18,725 | ||||
* | Palo Alto Networks Inc. | 80,039 | 18,383 | |||
Cerner Corp. | 254,532 | 17,448 |
45 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Fortinet Inc. | 124,803 | 17,132 | |||
Corning Inc. | 660,771 | 17,114 | ||||
* | Coupa Software Inc. | 56,992 | 15,789 | |||
Citrix Systems Inc. | 106,364 | 15,732 | ||||
CDW Corp. | 124,352 | 14,447 | ||||
* | Akamai Technologies Inc. | 131,632 | 14,097 | |||
Maxim Integrated Products Inc. | 232,282 | 14,079 | ||||
* | Paycom Software Inc. | 42,909 | 13,290 | |||
* | Crowdstrike Holdings Inc. Class A | 123,353 | 12,371 | |||
Teradyne Inc. | 142,882 | 12,075 | ||||
* | Tyler Technologies Inc. | 33,255 | 11,536 | |||
Leidos Holdings Inc. | 121,112 | 11,345 | ||||
* | EPAM Systems Inc. | 44,710 | 11,267 | |||
* | Qorvo Inc. | 99,325 | �� | 10,978 | ||
Western Digital Corp. | 246,689 | 10,891 | ||||
Hewlett Packard Enterprise Co. | 1,111,730 | 10,817 | ||||
* | Slack Technologies Inc. Class A | 346,200 | 10,763 | |||
* | GoDaddy Inc. Class A | 146,755 | 10,762 | |||
* | Datadog Inc. Class A | 121,310 | 10,548 | |||
SS&C Technologies Holdings Inc. | 186,594 | 10,539 | ||||
* | Dell Technologies Inc. | 186,747 | 10,260 | |||
* | VMware Inc. Class A | 66,241 | 10,258 | |||
* | MongoDB Inc. | 42,849 | 9,698 | |||
* | Arista Networks Inc. | 46,099 | 9,682 | |||
NortonLifeLock Inc. | 477,654 | 9,472 | ||||
Seagate Technology plc | 190,147 | 9,205 | ||||
* | Gartner Inc. | 72,856 | 8,840 | |||
NetApp Inc. | 196,776 | 8,731 | ||||
* | Black Knight Inc. | 118,488 | 8,598 | |||
* | Zendesk Inc. | 96,887 | 8,577 | |||
* | Avalara Inc. | 63,251 | 8,418 | |||
Monolithic Power Systems Inc. | 34,869 | 8,264 | ||||
* | Guidewire Software Inc. | 70,817 | 7,850 | |||
* | HubSpot Inc. | 34,978 | 7,847 | |||
* | Ceridian HCM Holding Inc. | 98,522 | 7,810 | |||
* | Pinterest Inc. Class A | 338,464 | 7,504 | |||
* | Ciena Corp. | 132,687 | 7,186 | |||
* | F5 Networks Inc. | 51,281 | 7,153 | |||
* | ON Semiconductor Corp. | 357,106 | 7,078 | |||
* | Alteryx Inc. Class A | 42,694 | 7,014 | |||
* | PTC Inc. | 90,145 | 7,012 | |||
Entegris Inc. | 113,143 | 6,681 | ||||
* | Zscaler Inc. | 60,366 | 6,610 | |||
Juniper Networks Inc. | 281,116 | 6,426 | ||||
* | Aspen Technology Inc. | 59,318 | 6,146 | |||
* | Nuance Communications Inc. | 242,506 | 6,137 | |||
* | Five9 Inc. | 53,261 | 5,894 | |||
* | Cree Inc. | 95,224 | 5,636 | |||
* | Dynatrace Inc. | 135,563 | 5,504 | |||
* | Proofpoint Inc. | 48,834 | 5,426 | |||
MKS Instruments Inc. | 47,215 | 5,347 | ||||
* | Fastly Inc. Class A | 62,656 | 5,334 | |||
* | Manhattan Associates Inc. | 55,554 | 5,233 | |||
* | Lumentum Holdings Inc. | 63,195 | 5,146 | |||
^,* | Match Group Inc. | 45,928 | 4,917 | |||
* | RealPage Inc. | 72,336 | 4,703 | |||
* | Smartsheet Inc. Class A | 91,016 | 4,635 | |||
* | Anaplan Inc. | 102,211 | 4,631 | |||
* | CACI International Inc. Class A | 20,926 | 4,538 | |||
* | Inphi Corp. | 38,509 | 4,525 | |||
* | Dropbox Inc. Class A | 199,939 | 4,353 | |||
CDK Global Inc. | 101,761 | 4,215 | ||||
* | Everbridge Inc. | 29,720 | 4,112 | |||
* | Tech Data Corp. | 28,300 | 4,104 |
46 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
SYNNEX Corp. | 33,391 | 3,999 | ||||
Science Applications International Corp. | 50,117 | 3,893 | ||||
* | Silicon Laboratories Inc. | 37,852 | 3,795 | |||
DXC Technology Co. | 227,874 | 3,760 | ||||
* | Elastic NV | 40,522 | 3,737 | |||
* | Nutanix Inc. | 154,149 | 3,654 | |||
* | Q2 Holdings Inc. | 42,452 | 3,642 | |||
Cabot Microelectronics Corp. | 25,837 | 3,605 | ||||
* | Pure Storage Inc. Class A | 203,678 | 3,530 | |||
* | Cloudflare Inc. Class A | 97,855 | 3,518 | |||
* | Livongo Health Inc. | 46,609 | 3,505 | |||
Pegasystems Inc. | 33,660 | 3,405 | ||||
* | Lattice Semiconductor Corp. | 118,470 | 3,363 | |||
LogMeIn Inc. | 38,816 | 3,290 | ||||
* | New Relic Inc. | 47,566 | 3,277 | |||
* | Blackline Inc. | 39,108 | 3,242 | |||
* | Envestnet Inc. | 42,972 | 3,160 | |||
* | Cirrus Logic Inc. | 49,760 | 3,074 | |||
* | Semtech Corp. | 57,392 | 2,997 | |||
Cogent Communications Holdings Inc. | 38,138 | 2,950 | ||||
Perspecta Inc. | 124,259 | 2,887 | ||||
* | Qualys Inc. | 27,638 | 2,875 | |||
Power Integrations Inc. | 23,478 | 2,773 | ||||
Brooks Automation Inc. | 62,186 | 2,751 | ||||
* | Verint Systems Inc. | 58,440 | 2,640 | |||
* | ACI Worldwide Inc. | 96,632 | 2,608 | |||
* | Box Inc. | 125,113 | 2,597 | |||
* | Viavi Solutions Inc. | 202,973 | 2,586 | |||
* | Alarm.com Holdings Inc. | 38,958 | 2,525 | |||
Blackbaud Inc. | 44,028 | 2,513 | ||||
* | J2 Global Inc. | 39,209 | 2,478 | |||
* | Appfolio Inc. | 14,822 | 2,412 | |||
* | Change Healthcare Inc. | 210,343 | 2,356 | |||
* | Advanced Energy Industries Inc. | 34,731 | 2,354 | |||
* | Cloudera Inc. | 182,782 | 2,325 | |||
* | FireEye Inc. | 188,373 | 2,293 | |||
* | Varonis Systems Inc. | 25,916 | 2,293 | |||
* | SVMK Inc. | 96,774 | 2,278 | |||
* | LivePerson Inc. | 54,969 | 2,277 | |||
* | SPS Commerce Inc. | 29,067 | 2,184 | |||
* | ViaSat Inc. | 54,190 | 2,079 | |||
* | Sailpoint Technologies Holdings Inc. | 78,081 | 2,067 | |||
* | Rapid7 Inc. | 40,501 | 2,066 | |||
* | Teradata Corp. | 98,296 | 2,045 | |||
* | Bottomline Technologies DE Inc. | 39,941 | 2,028 | |||
* | Cornerstone OnDemand Inc. | 52,062 | 2,008 | |||
* | Premier Inc. Class A | 57,091 | 1,957 | |||
* | FormFactor Inc. | 66,692 | 1,956 | |||
* | Bandwidth Inc. Class A | 15,236 | 1,935 | |||
* | NCR Corp. | 110,373 | 1,912 | |||
* | Diodes Inc. | 35,650 | 1,807 | |||
* | Acacia Communications Inc. | 25,825 | 1,735 | |||
* | NetScout Systems Inc. | 66,030 | 1,688 | |||
* | Synaptics Inc. | 27,837 | 1,674 | |||
^,* | Appian Corp. Class A | 32,188 | 1,650 | |||
* | PROS Holdings Inc. | 36,175 | 1,607 | |||
* | Rambus Inc. | 104,605 | 1,590 | |||
InterDigital Inc. | 27,770 | 1,573 | ||||
* | Onto Innovation Inc. | 45,671 | 1,555 | |||
* | Workiva Inc. | 29,035 | 1,553 | |||
Progress Software Corp. | 39,409 | 1,527 | ||||
* | CommScope Holding Co. Inc. | 182,405 | 1,519 | |||
* | Covetrus Inc. | 83,151 | 1,488 | |||
* | Insight Enterprises Inc. | 29,951 | 1,474 |
47 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | CommVault Systems Inc. | 37,185 | 1,439 | |||
* | Medallia Inc. | 55,935 | 1,412 | |||
Xperi Holding Corp | 90,642 | 1,338 | ||||
* | MaxLinear Inc. | 62,198 | 1,335 | |||
* | Cerence Inc. | 31,689 | 1,294 | |||
* | Yext Inc. | 77,669 | 1,290 | |||
* | Altair Engineering Inc. Class A | 32,445 | 1,290 | |||
* | EchoStar Corp. Class A | 45,170 | 1,263 | |||
NIC Inc. | 54,680 | 1,255 | ||||
CSG Systems International Inc. | 28,496 | 1,179 | ||||
* | Inovalon Holdings Inc. Class A | 60,514 | 1,166 | |||
* | Avaya Holdings Corp. | 88,063 | 1,088 | |||
* | Tenable Holdings Inc. | 36,067 | 1,075 | |||
* | Tabula Rasa HealthCare Inc. | 19,595 | 1,072 | |||
* | Perficient Inc. | 29,896 | 1,070 | |||
* | PagerDuty Inc. | 36,017 | 1,031 | |||
* | Infinera Corp. | 169,887 | 1,006 | |||
Ubiquiti Inc. | 5,731 | 1,000 | ||||
* | Schrodinger Inc. | 10,832 | 992 | |||
* | Allscripts Healthcare Solutions Inc. | 144,864 | 981 | |||
Switch Inc. | 52,615 | 938 | ||||
* | Model N Inc. | 26,774 | 931 | |||
* | MicroStrategy Inc. | 7,651 | 905 | |||
* | Zuora Inc. Class A | 70,145 | 894 | |||
* | ePlus Inc. | 12,000 | 848 | |||
* | Ultra Clean Holdings Inc. | 36,044 | 816 | |||
* | Axcelis Technologies Inc. | 29,206 | 813 | |||
* | OneSpan Inc. | 29,119 | 813 | |||
* | Virtusa Corp. | 24,759 | 804 | |||
* | Amkor Technology Inc. | 63,168 | 778 | |||
* | Upland Software Inc. | 21,208 | 737 | |||
* | CEVA Inc. | 19,501 | 730 | |||
* | Domo Inc. | 22,406 | 721 | |||
* | ForeScout Technologies Inc. | 33,895 | 719 | |||
* | Super Micro Computer Inc. | 25,300 | 718 | |||
* | Limelight Networks Inc. | 96,551 | 711 | |||
* | SolarWinds Corp. | 40,062 | 708 | |||
* | 3D Systems Corp. | 98,466 | 688 | |||
* | Photronics Inc. | 61,753 | 687 | |||
* | Ping Identity Holding Corp. | 21,342 | 685 | |||
Simulations Plus Inc. | 10,935 | 654 | ||||
Cohu Inc. | 37,517 | 651 | ||||
* | Unisys Corp. | 59,342 | 647 | |||
* | NETGEAR Inc. | 24,562 | 636 | |||
* | ScanSource Inc. | 26,347 | 635 | |||
* | Calix Inc. | 41,340 | 616 | |||
Shutterstock Inc. | 17,576 | 615 | ||||
* | Health Catalyst Inc. | 20,173 | 588 | |||
* | nLight Inc. | 26,021 | 579 | |||
* | Vocera Communications Inc. | 27,022 | 573 | |||
* | Boingo Wireless Inc. | 42,946 | 572 | |||
* | ACM Research Inc. Class A | 9,080 | 566 | |||
* | Ichor Holdings Ltd. | 21,153 | 562 | |||
* | NextGen Healthcare Inc. | 51,098 | 561 | |||
^,* | Inseego Corp. | 45,630 | 529 | |||
* | Blucora Inc. | 43,886 | 501 | |||
* | PDF Solutions Inc. | 25,459 | 498 | |||
ADTRAN Inc. | 43,334 | 474 | ||||
QAD Inc. Class A | 11,360 | 469 | ||||
* | Shift4 Payments Inc. Class A | 13,080 | 464 | |||
* | MobileIron Inc. | 93,864 | 463 | |||
* | Tucows Inc. Class A | 7,729 | 443 | |||
* | Eventbrite Inc. Class A | 51,290 | 440 | |||
* | Extreme Networks Inc. | 100,915 | 438 |
48 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Harmonic Inc. | 90,373 | 429 | |||
American Software Inc. Class A | 26,372 | 416 | ||||
PC Connection Inc. | 8,866 | 411 | ||||
Ebix Inc. | 18,036 | 403 | ||||
* | Phreesia Inc. | 13,968 | 395 | |||
Comtech Telecommunications Corp. | 22,650 | 383 | ||||
* | A10 Networks Inc. | 55,454 | 378 | |||
* | Meet Group Inc. | 59,975 | 374 | |||
* | Agilysys Inc. | 20,731 | 372 | |||
* | Impinj Inc. | 13,362 | 367 | |||
Hackett Group Inc. | 26,902 | 364 | ||||
* | Diebold Nixdorf Inc. | 59,335 | 360 | |||
* | Brightcove Inc. | 45,086 | 355 | |||
* | Rosetta Stone Inc. | 20,901 | 352 | |||
Plantronics Inc. | 23,993 | 352 | ||||
* | Zix Corp. | 50,588 | 349 | |||
VirnetX Holding Corp. | 52,143 | 339 | ||||
* | Forrester Research Inc. | 10,298 | 330 | |||
* | Ooma Inc. | 19,530 | 322 | |||
* | NeoPhotonics Corp. | 35,595 | 316 | |||
* | DSP Group Inc. | 19,510 | 310 | |||
^,* | Veritone Inc. | 20,477 | 304 | |||
* | Mitek Systems Inc. | 31,555 | 303 | |||
* | Sprout Social Inc. Class A | 11,156 | 301 | |||
* | ChannelAdvisor Corp. | 18,866 | 299 | |||
* | SiTime Corp. | 6,200 | 294 | |||
Computer Programs and Systems Inc. | 12,734 | 290 | ||||
Loral Space & Communications Inc. | 14,708 | 287 | ||||
* | Sciplay Corp. Class A | 18,478 | 274 | |||
* | Digi International Inc. | 22,420 | 261 | |||
* | GTY Technology Holdings Inc. | 61,116 | 255 | |||
^,* | PAR Technology Corp. | 8,286 | 248 | |||
^,* | Applied Optoelectronics Inc. | 22,599 | 246 | |||
* | Telenav Inc. | 43,962 | 241 | |||
* | AXT Inc. | 50,500 | 240 | |||
* | CalAmp Corp. | 29,591 | 237 | |||
* | Alpha & Omega Semiconductor Ltd. | 21,156 | 230 | |||
^,* | MicroVision Inc. | 169,098 | 230 | |||
* | Avid Technology Inc. | 31,062 | 226 | |||
* | MoneyGram International Inc. | 63,700 | 205 | |||
* | Benefitfocus Inc. | 18,600 | 200 | |||
* | Grid Dynamics Holdings Inc. | 28,478 | 197 | |||
* | Digimarc Corp. | 11,500 | 184 | |||
* | Ribbon Communications Inc. | 46,727 | 184 | |||
* | eGain Corp. | 16,436 | 183 | |||
PCTEL Inc. | 26,127 | 175 | ||||
* | Synchronoss Technologies Inc. | 47,825 | 169 | |||
* | Smith Micro Software Inc. | 36,400 | 162 | |||
* | Immersion Corp. | 24,728 | 154 | |||
* | Intelligent Systems Corp. | 4,500 | 153 | |||
* | iCAD Inc. | 15,233 | 152 | |||
^,* | Gogo Inc. | 47,020 | 149 | |||
* | Casa Systems Inc. | 34,412 | 143 | |||
* | Iteris Inc. | 30,071 | 143 | |||
* | Arlo Technologies Inc. | 55,119 | 142 | |||
* | Beyond Air Inc. | 15,642 | 113 | |||
GlobalSCAPE Inc. | 11,304 | 110 | ||||
* | Pixelworks Inc. | 32,934 | 106 | |||
* | Clearfield Inc. | 7,179 | 100 | |||
* | SecureWorks Corp. Class A | 8,244 | 94 | |||
* | Airgain Inc. | 8,585 | 92 | |||
* | EMCORE Corp. | 28,435 | 90 | |||
* | DASAN Zhone Solutions Inc. | 9,587 | 86 | |||
* | KVH Industries Inc. | 9,132 | 82 |
49 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | Atomera Inc. | 7,854 | 71 | |||
* | GSI Technology Inc. | 9,342 | 67 | |||
* | Genasys Inc. | 13,190 | 64 | |||
^,* | Resonant Inc. | 25,351 | 59 | |||
^,* | Red Violet Inc. | 3,326 | 59 | |||
* | Amtech Systems Inc. | 11,877 | 58 | |||
* | Identiv Inc. | 10,179 | 52 | |||
* | NetSol Technologies Inc. | 18,065 | 48 | |||
* | Great Elm Capital Group Inc. | 19,881 | 46 | |||
* | SharpSpring Inc. | 5,104 | 45 | |||
* | Powerfleet Inc. | 9,595 | 44 | |||
* | Park City Group Inc. | 9,689 | 41 | |||
* | inTEST Corp. | 10,157 | 34 | |||
* | Computer Task Group Inc. | 7,990 | 32 | |||
* | Qumu Corp. | 8,832 | 32 | |||
* | Rimini Street Inc. | 6,024 | 31 | |||
* | Everspin Technologies Inc. | 4,413 | 31 | |||
* | Intellicheck Inc. | 4,082 | 31 | |||
Wayside Technology Group Inc. | 1,052 | 27 | ||||
* | Finjan Holdings Inc. | 17,449 | 27 | |||
CSP Inc. | 3,181 | 26 | ||||
* | SeaChange International Inc. | 16,682 | 25 | |||
TransAct Technologies Inc. | 5,458 | 25 | ||||
* | Kopin Corp. | 18,243 | 24 | |||
* | RigNet Inc. | 9,523 | 21 | |||
QAD Inc. Class B | 668 | 20 | ||||
AstroNova Inc. | 2,465 | 20 | ||||
* | Aehr Test Systems | 8,824 | 17 | |||
* | Aviat Networks Inc. | 934 | 17 | |||
* | QuickLogic Corp. | 5,364 | 16 | |||
* | Data I/O Corp. | 3,396 | 11 | |||
* | Key Tronic Corp. | 2,174 | 11 | |||
* | WidePoint Corp. | 15,997 | 11 | |||
* | RCM Technologies Inc. | 8,104 | 11 | |||
* | Sonim Technologies Inc. | 12,400 | 10 | |||
Support.com Inc. | 7,058 | 10 | ||||
* | Evolving Systems Inc. | 8,822 | 10 | |||
Communications Systems Inc. | 1,854 | 9 | ||||
* | ClearOne Inc. | 4,114 | 8 | |||
* | CVD Equipment Corp. | 2,737 | 8 | |||
* | Majesco | 974 | 8 | |||
* | BSQUARE Corp. | 4,685 | 7 | |||
* | Mastech Digital Inc. | 260 | 7 | |||
* | Trio-Tech International | 2,004 | 6 | |||
Network-1 Technologies Inc. | 2,710 | 6 | ||||
* | GSE Systems Inc. | 5,300 | 5 | |||
* | Streamline Health Solutions Inc. | 3,730 | 5 | |||
* | Xcel Brands Inc. | 5,202 | 5 | |||
* | Westell Technologies Inc. Class A | 5,802 | 5 | |||
* | Castlight Health Inc. Class B | 4,380 | 4 | |||
* | CynergisTek Inc. | 2,223 | 3 | |||
*,§ | Media General Inc. CVR | 82,296 | 3 | |||
* | Orbital Energy Group Inc. | 5,053 | 3 | |||
* | Innodata Inc. | 1,873 | 3 | |||
* | Exela Technologies Inc. | 4,182 | 2 | |||
* | Optical Cable Corp. | 889 | 2 | |||
* | Inuvo Inc. | 1,578 | 1 | |||
BK Technologies Corp. | 244 | 1 | ||||
* | Lantronix Inc. | 111 | — | |||
* | Synacor Inc. | 313 | — | |||
6,861,932 | ||||||
Telecommunications (1.1%) | ||||||
Verizon Communications Inc. | 3,559,238 | 196,221 | ||||
AT&T Inc. | 6,141,331 | 185,652 |
50 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
* | T-Mobile US Inc. | 525,187 | 54,698 | |||
* | Zoom Video Communications Inc. Class A | 137,078 | 34,755 | |||
CenturyLink Inc. | 954,989 | 9,578 | ||||
* | GCI Liberty Inc. Class A | 82,371 | 5,858 | |||
* | Iridium Communications Inc. | 100,896 | 2,567 | |||
* | Vonage Holdings Corp. | 211,534 | 2,128 | |||
Shenandoah Telecommunications Co. | 41,210 | 2,031 | ||||
* | ZoomInfo Technologies Inc. Class A | 39,093 | 1,995 | |||
Telephone and Data Systems Inc. | 78,859 | 1,568 | ||||
* | 8x8 Inc. | 89,172 | 1,427 | |||
ATN International Inc. | 9,908 | 600 | ||||
* | Cincinnati Bell Inc. | 37,988 | 564 | |||
* | Anterix Inc. | 11,305 | 513 | |||
* | United States Cellular Corp. | 14,930 | 461 | |||
* | Consolidated Communications Holdings Inc. | 61,662 | 417 | |||
* | WideOpenWest Inc. | 58,237 | 307 | |||
^,* | GTT Communications Inc. | 24,690 | 201 | |||
Spok Holdings Inc. | 19,815 | 185 | ||||
Alaska Communications Systems Group Inc. | 57,396 | 160 | ||||
^,* | Globalstar Inc. | 447,307 | 146 | |||
* | IDT Corp. Class B | 18,097 | 118 | |||
* | HC2 Holdings Inc. | 26,548 | 89 | |||
* | T-Mobile US Inc. Rights Exp. 07/27/2020 | 324,642 | 55 | |||
* | Global Eagle Entertainment Inc. | 1,170 | 6 | |||
502,300 | ||||||
Utilities (1.8%) | ||||||
NextEra Energy Inc. | 421,169 | 101,152 | ||||
Dominion Energy Inc. | 717,319 | 58,232 | ||||
Duke Energy Corp. | 627,640 | 50,142 | ||||
Southern Co. | 903,389 | 46,841 | ||||
American Electric Power Co. Inc. | 425,358 | 33,876 | ||||
Exelon Corp. | 839,877 | 30,479 | ||||
Sempra Energy | 249,881 | 29,294 | ||||
Xcel Energy Inc. | 461,643 | 28,853 | ||||
Eversource Energy | 288,622 | 24,034 | ||||
WEC Energy Group Inc. | 270,630 | 23,721 | ||||
Public Service Enterprise Group Inc. | 435,761 | 21,422 | ||||
Consolidated Edison Inc. | 286,919 | 20,638 | ||||
American Water Works Co. Inc. | 154,394 | 19,864 | ||||
FirstEnergy Corp. | 466,943 | 18,108 | ||||
DTE Energy Co. | 165,723 | 17,815 | ||||
Edison International | 321,647 | 17,469 | ||||
PPL Corp. | 645,564 | 16,681 | ||||
Entergy Corp. | 172,396 | 16,172 | ||||
Ameren Corp. | 211,798 | 14,902 | ||||
CMS Energy Corp. | 243,497 | 14,225 | ||||
Evergy Inc. | 198,330 | 11,759 | ||||
Atmos Energy Corp. | 102,218 | 10,179 | ||||
Alliant Energy Corp. | 209,921 | 10,043 | ||||
Essential Utilities Inc. | 203,529 | 8,597 | ||||
AES Corp. | 576,825 | 8,358 | ||||
CenterPoint Energy Inc. | 442,903 | 8,269 | ||||
Vistra Energy Corp. | 397,703 | 7,405 | ||||
NiSource Inc. | 322,917 | 7,343 | ||||
^,* | PG&E Corp. | 821,466 | 7,286 | |||
Pinnacle West Capital Corp. | 95,594 | 7,006 | ||||
NRG Energy Inc. | 195,904 | 6,379 | ||||
UGI Corp. | 178,936 | 5,690 | ||||
OGE Energy Corp. | 172,824 | 5,247 | ||||
IDACORP Inc. | 42,156 | 3,683 | ||||
ONE Gas Inc. | 44,464 | 3,426 | ||||
Portland General Electric Co. | 79,501 | 3,324 | ||||
Hawaiian Electric Industries Inc. | 91,097 | 3,285 | ||||
National Fuel Gas Co. | 73,362 | 3,076 |
51
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Shares | Market Value ($000 | ) | ||||
Black Hills Corp. | 52,832 | 2,993 | ||||
Southwest Gas Holdings Inc. | 42,821 | 2,957 | ||||
New Jersey Resources Corp. | 87,059 | 2,842 | ||||
PNM Resources Inc. | 71,764 | 2,759 | ||||
Spire Inc. | 40,955 | 2,691 | ||||
ALLETE Inc. | 45,896 | 2,506 | ||||
American States Water Co. | 31,594 | 2,484 | ||||
Avangrid Inc. | 56,137 | 2,357 | ||||
NorthWestern Corp. | 42,935 | 2,341 | ||||
El Paso Electric Co. | 34,618 | 2,319 | ||||
Ormat Technologies Inc. | 34,020 | 2,160 | ||||
South Jersey Industries Inc. | 86,076 | 2,151 | ||||
Avista Corp. | 57,440 | 2,090 | ||||
MGE Energy Inc. | 31,769 | 2,049 | ||||
California Water Service Group | 42,758 | 2,040 | ||||
SJW Group | 27,606 | 1,715 | ||||
Northwest Natural Holding Co. | 27,918 | 1,558 | ||||
Clearway Energy Inc. | 66,069 | 1,524 | ||||
* | Sunrun Inc. | 75,076 | 1,481 | |||
TerraForm Power Inc. Class A | 77,964 | 1,438 | ||||
* | Evoqua Water Technologies Corp. | 76,955 | 1,431 | |||
Chesapeake Utilities Corp. | 14,678 | 1,233 | ||||
Middlesex Water Co. | 14,057 | 944 | ||||
Clearway Energy Inc. Class A | 35,643 | 747 | ||||
Unitil Corp. | 14,703 | 659 | ||||
York Water Co. | 13,468 | 646 | ||||
^,* | Bloom Energy Corp. Class A | 54,129 | 589 | |||
* | Cadiz Inc. | 44,158 | 449 | |||
* | Vivint Solar Inc. | 42,558 | 421 | |||
* | Sunnova Energy International Inc. | 24,488 | 418 | |||
* | Pure Cycle Corp. | 37,448 | 344 | |||
Artesian Resources Corp. Class A | 6,216 | 226 | ||||
* | Atlantic Power Corp. | 81,570 | 163 | |||
RGC Resources Inc. | 5,719 | 138 | ||||
Genie Energy Ltd. Class B | 13,020 | 96 | ||||
Spark Energy Inc. Class A | 9,045 | 64 | ||||
777,298 | ||||||
Total Common Stocks (Cost $11,027,383) | 26,294,597 |
Coupon | Maturity Date | Face Amount ($000 | ) | ||||
U.S. Government and Agency Obligations (24.6%) | |||||||
U.S. Government Securities (15.6%) | |||||||
United States Treasury Note/Bond | 1.375% | 9/15/20 | 2 | 2 | |||
United States Treasury Note/Bond | 1.625% | 10/15/20 | 1 | 1 | |||
United States Treasury Note/Bond | 1.375% | 10/31/20 | 4 | 4 | |||
United States Treasury Note/Bond | 2.750% | 11/30/20 | 2 | 2 | |||
United States Treasury Note/Bond | 7.875% | 2/15/21 | 400 | 419 | |||
United States Treasury Note/Bond | 2.625% | 6/15/21 | 16,380 | 16,761 | |||
United States Treasury Note/Bond | 1.125% | 6/30/21 | 39,072 | 39,438 | |||
United States Treasury Note/Bond | 1.625% | 6/30/21 | 33,484 | 33,965 | |||
United States Treasury Note/Bond | 2.125% | 6/30/21 | 34,875 | 35,551 | |||
United States Treasury Note/Bond | 2.625% | 7/15/21 | 26,180 | 26,843 | |||
United States Treasury Note/Bond | 1.125% | 7/31/21 | 26,420 | 26,692 | |||
United States Treasury Note/Bond | 1.750% | 7/31/21 | 28,889 | 29,381 | |||
United States Treasury Note/Bond | 2.250% | 7/31/21 | 14,775 | 15,105 | |||
United States Treasury Note/Bond | 2.125% | 8/15/21 | 45,000 | 45,977 | |||
United States Treasury Note/Bond | 2.750% | 8/15/21 | 31,070 | 31,963 | |||
United States Treasury Note/Bond | 1.125% | 8/31/21 | 16,257 | 16,435 | |||
United States Treasury Note/Bond | 1.500% | 8/31/21 | 65,000 | 66,006 | |||
United States Treasury Note/Bond | 2.000% | 8/31/21 | 29,775 | 30,408 |
52
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
United States Treasury Note/Bond | 2.750% | 9/15/21 | 12,215 | 12,593 | |||
United States Treasury Note/Bond | 1.125% | 9/30/21 | 9,335 | 9,444 | |||
United States Treasury Note/Bond | 1.500% | 9/30/21 | 50,000 | 50,820 | |||
United States Treasury Note/Bond | 2.125% | 9/30/21 | 9,240 | 9,464 | |||
United States Treasury Note/Bond | 2.875% | 10/15/21 | 28,304 | 29,286 | |||
United States Treasury Note/Bond | 1.250% | 10/31/21 | 26,975 | 27,363 | |||
United States Treasury Note/Bond | 1.500% | 10/31/21 | 20,000 | 20,353 | |||
United States Treasury Note/Bond | 2.000% | 10/31/21 | 20,510 | 21,010 | |||
United States Treasury Note/Bond | 2.875% | 11/15/21 | 28,729 | 29,789 | |||
United States Treasury Note/Bond | 8.000% | 11/15/21 | 1,500 | 1,660 | |||
United States Treasury Note/Bond | 1.500% | 11/30/21 | 31,610 | 32,203 | |||
United States Treasury Note/Bond | 1.750% | 11/30/21 | 28,330 | 28,963 | |||
United States Treasury Note/Bond | 1.875% | 11/30/21 | 8,881 | 9,095 | |||
United States Treasury Note/Bond | 2.625% | 12/15/21 | 8,419 | 8,721 | |||
United States Treasury Note/Bond | 1.625% | 12/31/21 | 1,785 | 1,824 | |||
United States Treasury Note/Bond | 2.000% | 12/31/21 | 9,073 | 9,321 | |||
United States Treasury Note/Bond | 2.125% | 12/31/21 | 13,450 | 13,843 | |||
United States Treasury Note/Bond | 2.500% | 1/15/22 | 54,501 | 56,451 | |||
United States Treasury Note/Bond | 1.500% | 1/31/22 | 8,364 | 8,539 | |||
United States Treasury Note/Bond | 2.000% | 2/15/22 | 18,553 | 19,101 | |||
United States Treasury Note/Bond | 2.500% | 2/15/22 | 5,578 | 5,788 | |||
United States Treasury Note/Bond | 1.750% | 2/28/22 | 26,621 | 27,316 | |||
United States Treasury Note/Bond | 1.875% | 2/28/22 | 19,755 | 20,314 | |||
United States Treasury Note/Bond | 2.375% | 3/15/22 | 1 | 1 | |||
United States Treasury Note/Bond | 0.375% | 3/31/22 | 159,650 | 160,223 | |||
United States Treasury Note/Bond | 1.750% | 3/31/22 | 19,634 | 20,174 | |||
United States Treasury Note/Bond | 0.125% | 4/30/22 | 34,275 | 34,254 | |||
United States Treasury Note/Bond | 1.750% | 4/30/22 | 1 | 1 | |||
United States Treasury Note/Bond | 1.875% | 4/30/22 | 1 | 1 | |||
United States Treasury Note/Bond | 2.125% | 5/15/22 | 1 | 1 | |||
United States Treasury Note/Bond | 0.125% | 5/31/22 | 23,330 | 23,316 | |||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 32,877 | 33,868 | |||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 39,675 | 40,971 | |||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 66,155 | 68,212 | |||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 5,976 | 5,972 | |||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 25,000 | 25,789 | |||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 19,560 | 20,327 | |||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 17,955 | 18,532 | |||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 38,165 | 39,524 | |||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 7,795 | 8,092 | |||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 38,776 | 39,879 | |||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 4,708 | 4,854 | |||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 17,050 | 17,586 | |||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 39,638 | 41,100 | |||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 58,092 | 59,807 | |||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 1,250 | 1,294 | |||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 29,810 | 30,956 | |||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 51,319 | 52,730 | |||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 14,555 | 15,133 | |||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 61,378 | 63,996 | |||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 20,965 | 21,689 | |||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 45,188 | 47,179 | |||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 14,210 | 14,718 | |||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 90,180 | 94,576 | |||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 25,218 | 26,238 | |||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 11,203 | 11,738 | |||
United States Treasury Note/Bond | 7.125% | 2/15/23 | 1,100 | 1,300 | |||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 3,327 | 3,444 | |||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 245,065 | 247,209 | |||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 28,975 | 30,030 | |||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 10,271 | 10,926 | |||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 48,650 | 48,757 | |||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 22,585 | 23,506 | |||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 70,606 | 70,496 |
53
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 16,293 | 17,029 | |||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 13,985 | 14,575 | |||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 5,895 | 6,335 | |||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 87,165 | 87,356 | |||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 30,610 | 31,705 | |||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 14,541 | 15,604 | |||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 11,234 | 11,603 | |||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 40,739 | 43,954 | |||
United States Treasury Note/Bond | 6.250% | 8/15/23 | 32,780 | 38,957 | |||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 12,820 | 13,305 | |||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 2,380 | 2,573 | |||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 20,585 | 21,379 | |||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 3,149 | 3,423 | |||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 1,251 | 1,310 | |||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 3 | 3 | |||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 281 | 305 | |||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 16,145 | 17,204 | |||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 7 | 8 | |||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 16 | 17 | |||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 7,276 | 7,891 | |||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 41,830 | 44,882 | |||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 37,219 | 40,266 | |||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 29,974 | 32,723 | |||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 10,040 | 10,741 | |||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 35,519 | 38,327 | |||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 46,008 | 49,286 | |||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 20,345 | 21,725 | |||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 21,021 | 22,647 | |||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 56,836 | 60,770 | |||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 23,576 | 25,005 | |||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 30,635 | 32,789 | |||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 13,537 | 14,370 | |||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 14,710 | 15,839 | |||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 49,886 | 54,259 | |||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 18,258 | 19,020 | |||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 10,623 | 11,343 | |||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 22,661 | 23,865 | |||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 40,408 | 43,616 | |||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 35,320 | 38,361 | |||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 46,200 | 50,206 | |||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 675 | 887 | |||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 33,166 | 34,980 | |||
2 | United States Treasury Note/Bond | 2.125% | 11/30/24 | 22,305 | 24,135 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 9,385 | 10,010 | |||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 19,217 | 20,926 | |||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 20,340 | 22,406 | |||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 36,848 | 39,773 | |||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 32,270 | 33,556 | |||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 19,890 | 22,171 | |||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 245,241 | 247,769 | |||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 65,185 | 65,471 | |||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 53,483 | 60,118 | |||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 68,490 | 68,404 | |||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 25,340 | 28,531 | |||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 40,305 | 40,229 | |||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 24,044 | 26,963 | |||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 34,960 | 39,483 | |||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 52,747 | 57,263 | |||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 1,943 | 2,590 | |||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 6,372 | 7,020 | |||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 59,937 | 64,104 | |||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 25,535 | 28,252 | |||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 44,065 | 49,119 | |||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 17,795 | 19,591 |
54
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 16,182 | 17,588 | |||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 15,760 | 17,142 | |||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 54,545 | 58,107 | |||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 3,095 | 4,283 | |||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 24,345 | 26,148 | |||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 50,899 | 55,877 | |||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 910 | 1,258 | |||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 25,526 | 27,428 | |||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 29,266 | 31,694 | |||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 26,207 | 29,262 | |||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 124,502 | 129,852 | |||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 108,045 | 109,092 | |||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 73,800 | 73,892 | |||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 23,155 | 26,125 | |||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 53,515 | 53,548 | |||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 26,785 | 26,798 | |||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 44,310 | 49,752 | |||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 49,833 | 56,109 | |||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 775 | 1,091 | |||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 20,868 | 24,337 | |||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 3,665 | 4,324 | |||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 53,510 | 63,342 | |||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 895 | 1,247 | |||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 27,149 | 32,808 | |||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 14,810 | 20,484 | |||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 36,000 | 39,735 | |||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 76,529 | 82,698 | |||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 65,407 | 65,203 | |||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 5,570 | 8,573 | |||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 8,005 | 11,887 | |||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 8,957 | 13,710 | |||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 3,892 | 6,205 | |||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 2 | 3 | |||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 5,792 | 8,999 | |||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 6,044 | 9,531 | |||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 1,403 | 1,984 | |||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 7,883 | 12,174 | |||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 9,884 | 15,731 | |||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 11,686 | 18,365 | |||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 10,000 | 16,214 | |||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 31,660 | 31,363 | |||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 5,139 | 8,116 | |||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 8,449 | 12,584 | |||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 4,317 | 6,741 | |||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 5,967 | 9,893 | |||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 11,000 | 17,485 | |||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 12,000 | 17,676 | |||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 13,128 | 17,768 | |||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 12,579 | 17,062 | |||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 11,950 | 15,907 | |||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 11,000 | 14,097 | |||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 22,620 | 28,961 | |||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 23,361 | 31,654 | |||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 32,064 | 41,874 | |||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 27,265 | 39,807 | |||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 19,000 | 28,268 | |||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 29,823 | 43,654 | |||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 23,000 | 32,516 | |||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 30,000 | 40,894 | |||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 29,816 | 39,902 | |||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 28,148 | 34,697 | |||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 24,914 | 33,432 | |||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 30,117 | 39,664 | |||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 25,178 | 33,923 |
55
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 31,339 | 38,792 | |||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 31,805 | 39,433 | |||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 30,962 | 36,695 | |||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 23,835 | 31,678 | |||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 27,200 | 37,026 | |||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 30,222 | 41,168 | |||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 32,138 | 41,960 | |||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 32,745 | 44,794 | |||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 37,817 | 52,944 | |||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 41,009 | 56,348 | |||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 25,236 | 37,053 | |||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 8,650 | 10,395 | |||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 5,980 | 7,380 | |||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 120,266 | 137,610 | |||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 83,970 | 80,598 | |||
6,929,352 | |||||||
Agency Bonds and Notes (0.5%) | |||||||
3 | AID-Iraq | 2.149% | 1/18/22 | 1,100 | 1,131 | ||
3 | AID-Israel | 5.500% | 12/4/23 | 375 | 440 | ||
3 | AID-Israel | 5.500% | 4/26/24 | 1,400 | 1,664 | ||
3 | AID-Jordan | 2.578% | 6/30/22 | 320 | 334 | ||
3 | AID-Jordan | 3.000% | 6/30/25 | 400 | 436 | ||
3 | AID-Tunisia | 2.452% | 7/24/21 | 250 | 254 | ||
3 | AID-Tunisia | 1.416% | 8/5/21 | 200 | 198 | ||
3 | AID-Ukraine | 1.471% | 9/29/21 | 675 | 684 | ||
Federal Farm Credit Banks | 3.050% | 11/15/21 | 400 | 416 | |||
Federal Farm Credit Banks | 1.600% | 12/28/21 | 925 | 944 | |||
Federal Farm Credit Banks | 0.375% | 4/8/22 | 3,000 | 3,007 | |||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 575 | 600 | |||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 500 | 555 | |||
Federal Home Loan Banks | 5.625% | 6/11/21 | 1,600 | 1,682 | |||
Federal Home Loan Banks | 1.875% | 7/7/21 | 3,610 | 3,672 | |||
Federal Home Loan Banks | 1.125% | 7/14/21 | 3,000 | 3,029 | |||
Federal Home Loan Banks | 3.000% | 10/12/21 | 7,000 | 7,250 | |||
Federal Home Loan Banks | 1.625% | 11/19/21 | 3,040 | 3,099 | |||
Federal Home Loan Banks | 1.875% | 11/29/21 | 6,000 | 6,140 | |||
Federal Home Loan Banks | 1.625% | 12/20/21 | 6,700 | 6,838 | |||
Federal Home Loan Banks | 0.250% | 6/3/22 | 4,000 | 4,001 | |||
Federal Home Loan Banks | 2.125% | 6/10/22 | 700 | 726 | |||
Federal Home Loan Banks | 2.000% | 9/9/22 | 1,000 | 1,038 | |||
Federal Home Loan Banks | 1.375% | 2/17/23 | 4,000 | 4,116 | |||
Federal Home Loan Banks | 2.125% | 3/10/23 | 3,155 | 3,311 | |||
Federal Home Loan Banks | 2.500% | 2/13/24 | 3,515 | 3,787 | |||
Federal Home Loan Banks | 2.875% | 6/14/24 | 2,000 | 2,195 | |||
Federal Home Loan Banks | 1.500% | 8/15/24 | 1,990 | 2,081 | |||
Federal Home Loan Banks | 5.375% | 8/15/24 | 815 | 981 | |||
Federal Home Loan Banks | 0.500% | 4/14/25 | 1,500 | 1,504 | |||
Federal Home Loan Banks | 3.250% | 11/16/28 | 1,965 | 2,341 | |||
Federal Home Loan Banks | 5.500% | 7/15/36 | 2,775 | 4,339 | |||
4 | Federal Home Loan Mortgage Corp. | 1.125% | 8/12/21 | 7,200 | 7,275 | ||
4 | Federal Home Loan Mortgage Corp. | 2.375% | 1/13/22 | 2,800 | 2,893 | ||
4 | Federal Home Loan Mortgage Corp. | 0.250% | 6/8/22 | 2,000 | 2,001 | ||
4 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 1,800 | 1,805 | ||
4 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 3,000 | 3,008 | ||
4 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 4,000 | 4,291 | ||
4 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 6,000 | 5,994 | ||
4 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 5,000 | 5,242 | ||
4 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 270 | 408 | ||
4 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 3,441 | 5,420 | ||
4 | Federal National Mortgage Assn. | 1.250% | 8/17/21 | 2,000 | 2,024 | ||
4 | Federal National Mortgage Assn. | 1.375% | 10/7/21 | 3,000 | 3,044 | ||
4 | Federal National Mortgage Assn. | 2.000% | 1/5/22 | 6,000 | 6,161 | ||
4 | Federal National Mortgage Assn. | 2.625% | 1/11/22 | 720 | 746 | ||
4 | Federal National Mortgage Assn. | 1.875% | 4/5/22 | 5,000 | 5,145 |
56
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4 | Federal National Mortgage Assn. | 2.250% | 4/12/22 | 4,762 | 4,933 | ||
4 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 1,425 | 1,460 | ||
4 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 4,200 | 4,366 | ||
4 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 8,174 | 8,614 | ||
4 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 2,500 | 2,497 | ||
4 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 2,000 | 2,164 | ||
4 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 3,881 | 4,179 | ||
4 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 2,055 | 2,165 | ||
4 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 660 | 721 | ||
4 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 3,890 | 4,091 | ||
4 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 3,460 | 3,644 | ||
4 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 3,000 | 3,005 | ||
4 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 1,600 | 1,746 | ||
4 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 2,900 | 3,123 | ||
4 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 1,405 | 2,188 | ||
4 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 2,025 | 3,207 | ||
4 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 6,320 | 9,792 | ||
4 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 1,260 | 2,030 | ||
Private Export Funding Corp. | 4.300% | 12/15/21 | 175 | 185 | |||
Private Export Funding Corp. | 2.800% | 5/15/22 | 200 | 209 | |||
Private Export Funding Corp. | 2.050% | 11/15/22 | 4,175 | 4,322 | |||
Private Export Funding Corp. | 3.550% | 1/15/24 | 725 | 800 | |||
Private Export Funding Corp. | 2.450% | 7/15/24 | 525 | 561 | |||
Private Export Funding Corp. | 1.750% | 11/15/24 | 280 | 293 | |||
Private Export Funding Corp. | 3.250% | 6/15/25 | 175 | 196 | |||
Tennessee Valley Authority | 1.875% | 8/15/22 | 425 | 439 | |||
Tennessee Valley Authority | 2.875% | 9/15/24 | 954 | 1,048 | |||
Tennessee Valley Authority | 0.750% | 5/15/25 | 500 | 506 | |||
Tennessee Valley Authority | 6.750% | 11/1/25 | 2,920 | 3,858 | |||
Tennessee Valley Authority | 2.875% | 2/1/27 | 1,000 | 1,122 | |||
Tennessee Valley Authority | 7.125% | 5/1/30 | 2,000 | 3,099 | |||
Tennessee Valley Authority | 4.700% | 7/15/33 | 575 | 801 | |||
Tennessee Valley Authority | 4.650% | 6/15/35 | 500 | 692 | |||
Tennessee Valley Authority | 5.880% | 4/1/36 | 285 | 444 | |||
Tennessee Valley Authority | 5.500% | 6/15/38 | 225 | 344 | |||
Tennessee Valley Authority | 5.250% | 9/15/39 | 1,312 | 1,980 | |||
Tennessee Valley Authority | 5.375% | 4/1/56 | 580 | 1,008 | |||
Tennessee Valley Authority | 4.625% | 9/15/60 | 519 | 824 | |||
Tennessee Valley Authority | 4.250% | 9/15/65 | 700 | 1,062 | |||
215,968 | |||||||
Conventional Mortgage-Backed Securities (8.5%) | |||||||
4,5 | Fannie Mae Pool | 2.000% | 11/1/23–11/1/34 | 7,538 | 7,781 | ||
¤,4,5 | Fannie Mae Pool | 2.500% | 8/1/22–7/1/50 | 158,082 | 165,266 | ||
4,5 | Fannie Mae Pool | 3.000% | 1/1/26–7/1/50 | 354,506 | 375,421 | ||
¤,4,5 | Fannie Mae Pool | 3.500% | 9/1/25–3/1/50 | 339,888 | 362,354 | ||
¤,4,5 | Fannie Mae Pool | 4.000% | 2/1/24–5/1/50 | 253,100 | 273,141 | ||
4,5 | Fannie Mae Pool | 4.500% | 9/1/20–7/1/49 | 109,568 | 119,909 | ||
4,5 | Fannie Mae Pool | 5.000% | 7/1/20–12/1/49 | 31,271 | 35,407 | ||
4,5 | Fannie Mae Pool | 5.500% | 8/1/20–4/1/40 | 16,256 | 18,613 | ||
4,5 | Fannie Mae Pool | 6.000% | 12/1/20–5/1/41 | 12,587 | 14,822 | ||
4,5 | Fannie Mae Pool | 6.500% | 10/1/23–10/1/39 | 3,688 | 4,323 | ||
4,5 | Fannie Mae Pool | 7.000% | 12/1/22–11/1/37 | 1,269 | 1,496 | ||
4,5 | Fannie Mae Pool | 7.500% | 11/1/22–12/1/32 | 105 | 129 | ||
4,5 | Fannie Mae Pool | 8.000% | 12/1/22–10/1/30 | 21 | 28 | ||
4,5 | Fannie Mae Pool | 8.500% | 7/1/22–7/1/30 | 13 | 16 | ||
4,5 | Fannie Mae Pool | 9.000% | 7/1/22–6/1/26 | 6 | 6 | ||
4,5 | Fannie Mae Pool | 9.500% | 8/1/20–2/1/25 | 1 | 1 | ||
4,5 | Freddie Mac Gold Pool | 2.000% | 8/1/28–12/1/31 | 2,685 | 2,786 | ||
4,5 | Freddie Mac Gold Pool | 2.500% | 4/1/27–2/1/43 | 50,327 | 52,875 | ||
4,5 | Freddie Mac Gold Pool | 3.000% | 10/1/24–4/1/47 | 172,210 | 182,440 | ||
4,5 | Freddie Mac Gold Pool | 3.500% | 9/1/25–11/1/48 | 210,238 | 224,169 | ||
4,5 | Freddie Mac Gold Pool | 4.000% | 9/1/20–11/1/48 | 137,120 | 148,012 | ||
4,5 | Freddie Mac Gold Pool | 4.500% | 9/1/20–1/1/49 | 52,080 | 57,261 | ||
4,5 | Freddie Mac Gold Pool | 5.000% | 12/1/20–1/1/49 | 14,570 | 16,250 |
57
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4,5 | Freddie Mac Gold Pool | 5.500% | 1/1/22–6/1/41 | 10,626 | 12,066 | ||
4,5 | Freddie Mac Gold Pool | 6.000% | 5/1/21–5/1/40 | 5,838 | 6,856 | ||
4,5 | Freddie Mac Gold Pool | 6.500% | 8/1/23–3/1/39 | 1,473 | 1,699 | ||
4,5 | Freddie Mac Gold Pool | 7.000% | 10/1/22–12/1/38 | 436 | 503 | ||
4,5 | Freddie Mac Gold Pool | 7.500% | 1/1/23–1/1/32 | 65 | 72 | ||
4,5 | Freddie Mac Gold Pool | 8.000% | 1/1/22–1/1/31 | 45 | 54 | ||
4,5 | Freddie Mac Gold Pool | 8.500% | 11/1/24–5/1/30 | 6 | 7 | ||
4,5 | Freddie Mac Gold Pool | 9.000% | 10/1/21–5/1/25 | 4 | 5 | ||
5 | Ginnie Mae I Pool | 3.000% | 1/15/26–5/15/45 | 9,556 | 10,122 | ||
5 | Ginnie Mae I Pool | 3.500% | 11/15/25–9/15/49 | 10,809 | 11,523 | ||
5 | Ginnie Mae I Pool | 4.000% | 10/15/24–6/15/46 | 15,388 | 16,558 | ||
5 | Ginnie Mae I Pool | 4.500% | 9/15/20–2/15/49 | 14,186 | 15,756 | ||
5 | Ginnie Mae I Pool | 5.000% | 11/15/20–4/15/41 | 8,495 | 9,618 | ||
5 | Ginnie Mae I Pool | 5.500% | 1/15/32–6/15/41 | 4,246 | 4,818 | ||
5 | Ginnie Mae I Pool | 6.000% | 12/15/23–12/15/40 | 2,523 | 2,860 | ||
5 | Ginnie Mae I Pool | 6.500% | 11/15/23–8/15/39 | 868 | 954 | ||
5 | Ginnie Mae I Pool | 7.000% | 1/15/23–8/15/32 | 340 | 396 | ||
5 | Ginnie Mae I Pool | 7.500% | 11/15/22–3/15/32 | 98 | 115 | ||
5 | Ginnie Mae I Pool | 8.000% | 8/15/22–3/15/32 | 67 | 82 | ||
5 | Ginnie Mae I Pool | 8.500% | 8/15/22–6/15/30 | 13 | 16 | ||
5 | Ginnie Mae I Pool | 9.000% | 5/15/25–10/15/26 | 4 | 6 | ||
¤,5 | Ginnie Mae II Pool | 2.500% | 6/20/27–7/1/50 | 71,521 | 75,323 | ||
¤,5 | Ginnie Mae II Pool | 3.000% | 2/20/27–7/1/50 | 292,406 | 310,870 | ||
¤,5 | Ginnie Mae II Pool | 3.500% | 9/20/25–7/1/50 | 288,871 | 308,736 | ||
¤,5 | Ginnie Mae II Pool | 4.000% | 9/20/25–7/1/50 | 146,548 | 157,777 | ||
5 | Ginnie Mae II Pool | 4.500% | 11/20/35–7/20/49 | 65,441 | 71,508 | ||
5 | Ginnie Mae II Pool | 5.000% | 6/20/33–9/20/48 | 17,599 | 19,842 | ||
5 | Ginnie Mae II Pool | 5.500% | 12/20/33–9/20/41 | 4,674 | 5,418 | ||
5 | Ginnie Mae II Pool | 6.000% | 3/20/33–7/20/39 | 1,848 | 2,179 | ||
5 | Ginnie Mae II Pool | 6.500% | 12/20/35–11/20/39 | 571 | 673 | ||
5 | Ginnie Mae II Pool | 7.000% | 4/20/38–8/20/38 | 75 | 91 | ||
¤,4,5 | UMBS Pool | 2.000% | 1/1/32–7/1/50 | 32,009 | 33,005 | ||
¤,4,5 | UMBS Pool | 2.500% | 12/1/34–7/1/50 | 166,739 | 174,021 | ||
¤,4,5 | UMBS Pool | 3.000% | 6/1/30–7/1/50 | 233,848 | 246,698 | ||
¤,4,5 | UMBS Pool | 3.500% | 7/1/26–7/1/50 | 75,284 | 79,960 | ||
¤,4,5 | UMBS Pool | 4.000% | 5/1/47–7/1/50 | 52,750 | 56,647 | ||
¤,4,5 | UMBS Pool | 4.500% | 8/1/48–7/1/50 | 42,747 | 46,300 | ||
4,5 | UMBS Pool | 5.000% | 3/1/49–3/1/50 | 13,657 | 15,053 | ||
3,760,693 | |||||||
Nonconventional Mortgage-Backed Securities (0.0%) | |||||||
4,5 | Fannie Mae Pool | 2.275% | 7/1/43 | 368 | 383 | ||
4,5 | Fannie Mae Pool | 2.495% | 9/1/43 | 26 | 27 | ||
4,5 | Fannie Mae Pool | 3.451% | 4/1/41 | 52 | 53 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 3.366% | 12/1/41 | 60 | 63 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.592% | 9/1/37 | 110 | 114 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.476% | 3.491% | 3/1/43 | 184 | 188 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.509% | 4.017% | 7/1/36 | 16 | 17 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 3.580% | 12/1/43 | 136 | 147 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.597% | 3.370% | 6/1/43 | 113 | 115 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.610% | 4.167% | 10/1/37 | 35 | 36 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.623% | 2/1/36 | 19 | 20 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.746% | 8/1/39 | 68 | 70 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.625% | 4.135% | 8/1/35 | 56 | 60 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 3.627% | 3/1/38 | 6 | 6 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.510% | 11/1/36 | 15 | 16 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.643% | 3.664% | 1/1/37 | 22 | 23 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 4.171% | 10/1/42 | 74 | 74 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | 5 | 6 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 4.415% | 6/1/36 | 4 | 4 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.683% | 3.727% | 12/1/33 | 13 | 14 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.687% | 3.902% | 6/1/42 | 207 | 217 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.191% | 5/1/40 | 24 | 25 |
58
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.709% | 10/1/39 | 28 | 29 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.975% | 9/1/42 | 92 | 96 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 4.320% | 7/1/39 | 7 | 7 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 4.162% | 8/1/40 | 13 | 14 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.747% | 12/1/40 | 39 | 42 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.763% | 1/1/42 | 85 | 88 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.966% | 10/1/42 | 57 | 60 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 4.531% | 7/1/37 | 17 | 18 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.809% | 11/1/39 | 14 | 15 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.723% | 3.932% | 11/1/39 | 32 | 34 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.724% | 3.554% | 5/1/42 | 114 | 121 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.729% | 3.953% | 9/1/34 | 15 | 15 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.730% | 3.459% | 9/1/43 | 157 | 163 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.739% | 2.615% | 6/1/41 | 10 | 11 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.746% | 3.738% | 7/1/41 | 81 | 86 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.227% | 10/1/40 | 12 | 13 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.771% | 3.715% | 5/1/42 | 31 | 32 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.778% | 4.045% | 7/1/42 | 60 | 65 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 3.780% | 2/1/41 | 26 | 28 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.793% | 3.400% | 8/1/42 | 133 | 136 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 3.795% | 3/1/42 | 83 | 89 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 4.023% | 3/1/42 | 64 | 70 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 3.834% | 2/1/42 | 252 | 271 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 3.747% | 11/1/41 | 53 | 57 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.685% | 10/1/40 | 33 | 35 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.810% | 12/1/40 | 15 | 16 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 3.935% | 11/1/33–11/1/39 | 30 | 32 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.862% | 1/1/42 | 50 | 53 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.963% | 11/1/41 | 37 | 39 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 4.160% | 9/1/40 | 57 | 61 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.189% | 5/1/41 | 47 | 50 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.690% | 11/1/40 | 13 | 14 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.741% | 12/1/40 | 14 | 15 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.815% | 2/1/41 | 23 | 25 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.924% | 12/1/41 | 40 | 43 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.819% | 3.838% | 3/1/41 | 55 | 59 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 3.913% | 12/1/40 | 16 | 17 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.822% | 3.918% | 12/1/39 | 26 | 27 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.824% | 3.823% | 2/1/41 | 23 | 24 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 3.825% | 3/1/41 | 40 | 44 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.580% | 6/1/41 | 53 | 57 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.859% | 1/1/40 | 49 | 51 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.838% | 3.575% | 2/1/42 | 62 | 66 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.391% | 8/1/39 | 18 | 19 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.874% | 3.629% | 5/1/40 | 8 | 9 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 3.969% | 11/1/34 | 33 | 36 | ||
4,5,6 | Fannie Mae Pool, 12M USD LIBOR + 1.909% | 3.659% | 4/1/37 | 37 | 40 | ||
4,5,6 | Fannie Mae Pool, 1YR CMT + 2.155% | 3.780% | 12/1/37 | 62 | 65 | ||
4,5,6 | Fannie Mae Pool, 1YR CMT + 2.313% | 3.964% | 1/1/35 | 29 | 31 | ||
4,5,6 | Fannie Mae Pool, 6M USD LIBOR + 1.028% | 2.674% | 4/1/37 | 26 | 27 | ||
4,5,6 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 3.715% | 8/1/37 | 32 | 34 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.536% | 3.466% | 3/1/37 | 4 | 4 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.588% | 3.780% | 9/1/37 | 46 | 48 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 3.625% | 1/1/38 | 4 | 4 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.662% | 5/1/42 | 14 | 14 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.755% | 12/1/36 | 24 | 26 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.799% | 11/1/43 | 128 | 134 |
59
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.711% | 10/1/37 | 21 | 22 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 3.695% | 2/1/37 | 16 | 18 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 3.727% | 1/1/35 | 4 | 4 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.866% | 12/1/36 | 15 | 15 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 3.750% | 12/1/40 | 53 | 56 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.500% | 5/1/38 | 2 | 2 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.818% | 12/1/41 | 47 | 51 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.797% | 3.872% | 12/1/34 | 17 | 18 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.829% | 3.955% | 12/1/35 | 24 | 26 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.829% | 4.105% | 3/1/42 | 72 | 77 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.859% | 3.926% | 2/1/42 | 17 | 18 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.886% | 6/1/40 | 11 | 12 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.924% | 5/1/40 | 12 | 12 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.609% | 6/1/41 | 13 | 14 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.630% | 5/1/40 | 7 | 7 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.880% | 12/1/40–3/1/41 | 55 | 59 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.630% | 6/1/40 | 23 | 24 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.889% | 3.902% | 2/1/42 | 45 | 46 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.894% | 4.255% | 9/1/40 | 76 | 81 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.374% | 6/1/40 | 12 | 13 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 3.844% | 11/1/40 | 23 | 24 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.910% | 2/1/41 | 33 | 36 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 3.928% | 1/1/41 | 8 | 9 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.006% | 3.566% | 5/1/37 | 80 | 83 | ||
4,5,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 4.085% | 3/1/38 | 5 | 5 | ||
4,5,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.000% | 3.625% | 7/1/35 | 6 | 7 | ||
4,5,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.884% | 5/1/36 | 15 | 16 | ||
4,5,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.757% | 2/1/36 | 21 | 23 | ||
4,5,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.006% | 11/1/34 | 27 | 29 | ||
4,5,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 4.064% | 10/1/36 | 23 | 25 | ||
4,5,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 3.356% | 1/1/37 | 51 | 54 | ||
5,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.000% | 1/20/41–3/20/43 | 660 | 692 | ||
5,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.125% | 10/20/38–12/20/43 | 762 | 793 | ||
5,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.250% | 7/20/38–8/20/41 | 267 | 278 | ||
5,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.875% | 4/20/41–6/20/43 | 421 | 444 | ||
5,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.625% | 11/20/40 | 5 | 6 |
60
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.375% | 5/20/41 | 31 | 31 | ||
7,587 | |||||||
Total U.S. Government and Agency Obligations (Cost $10,294,380) | 10,913,600 | ||||||
Asset-Backed/Commercial Mortgage-Backed Securities (1.1%) | |||||||
5 | Ally Auto Receivables Trust 2018-1 | 2.350% | 6/15/22 | 181 | 182 | ||
5 | Ally Auto Receivables Trust 2018-1 | 2.530% | 2/15/23 | 125 | 128 | ||
5 | Ally Auto Receivables Trust 2018-3 | 3.000% | 1/17/23 | 106 | 107 | ||
5 | Ally Auto Receivables Trust 2018-3 | 3.120% | 7/17/23 | 150 | 156 | ||
5 | Ally Auto Receivables Trust 2019-2 | 2.230% | 1/16/24 | 1,125 | 1,152 | ||
5 | Ally Auto Receivables Trust 2019-2 | 2.260% | 8/15/24 | 125 | 130 | ||
5 | Ally Auto Receivables Trust 2019-4 | 1.840% | 6/17/24 | 940 | 958 | ||
5 | Ally Auto Receivables Trust 2019-4 | 1.920% | 1/15/25 | 125 | 130 | ||
5 | Ally Master Owner Trust Series 2018-1 | 2.700% | 1/17/23 | 1,800 | 1,816 | ||
5 | Ally Master Owner Trust Series 2018-2 | 3.290% | 5/15/23 | 475 | 485 | ||
5 | American Express Credit Account Master Trust 2017-6 | 2.040% | 5/15/23 | 1,600 | 1,608 | ||
5 | American Express Credit Account Master Trust 2017-7 | 2.350% | 5/15/25 | 975 | 1,017 | ||
5 | American Express Credit Account Master Trust 2018-2 | 3.010% | 10/15/25 | 1,075 | 1,148 | ||
5 | American Express Credit Account Master Trust 2018-4 | 2.990% | 12/15/23 | 1,350 | 1,381 | ||
5 | American Express Credit Account Master Trust 2018-8 | 3.180% | 4/15/24 | 500 | 517 | ||
5 | AmeriCredit Automobile Receivables Trust 2017-3 | 1.900% | 3/18/22 | 27 | 27 | ||
5 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.070% | 12/19/22 | 237 | 239 | ||
5 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.260% | 1/18/24 | 244 | 250 | ||
5 | AmeriCredit Automobile Receivables Trust 2018-1 | 3.500% | 1/18/24 | 150 | 155 | ||
5 | AmeriCredit Automobile Receivables Trust 2019-1 | 2.970% | 11/20/23 | 375 | 383 | ||
5 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.429% | 9/15/48 | 175 | 185 | ||
5 | Banc of America Commercial Mortgage Trust 2015-UBS7 | 3.705% | 9/15/48 | 300 | 332 | ||
5 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.574% | 2/15/50 | 1,080 | 1,209 | ||
5 | Banc of America Commercial Mortgage Trust 2017-BNK3 | 3.748% | 2/15/50 | 420 | 458 | ||
5 | BANK 2017 - BNK4 | 3.625% | 5/15/50 | 800 | 900 | ||
5 | BANK 2017 - BNK5 | 3.390% | 6/15/60 | 700 | 779 | ||
5 | BANK 2017 - BNK5 | 3.624% | 6/15/60 | 350 | 384 | ||
5 | BANK 2017 - BNK6 | 3.518% | 7/15/60 | 980 | 1,100 | ||
5 | BANK 2017 - BNK6 | 3.741% | 7/15/60 | 780 | 868 | ||
5 | BANK 2017 - BNK7 | 3.175% | 9/15/60 | 450 | 493 | ||
5 | BANK 2017 - BNK7 | 3.435% | 9/15/60 | 275 | 308 | ||
5 | BANK 2017 - BNK7 | 3.748% | 9/15/60 | 300 | 327 | ||
5 | BANK 2017 - BNK8 | 3.488% | 11/15/50 | 600 | 675 | ||
5 | BANK 2017 - BNK8 | 3.731% | 11/15/50 | 100 | 110 | ||
5 | BANK 2017 - BNK9 | 3.279% | 11/15/54 | 600 | 656 | ||
5 | BANK 2017 - BNK9 | 3.538% | 11/15/54 | 600 | 676 | ||
5 | BANK 2018 - BN10 | 3.641% | 2/15/61 | 125 | 138 | ||
5 | BANK 2018 - BN10 | 3.688% | 2/15/61 | 400 | 454 | ||
5 | BANK 2018 - BN10 | 3.898% | 2/15/61 | 150 | 168 | ||
5 | BANK 2018 - BN11 | 4.046% | 3/15/61 | 400 | 465 | ||
5 | BANK 2018 - BN12 | 4.255% | 5/15/61 | 500 | 590 | ||
5 | BANK 2018 - BN12 | 4.490% | 5/15/61 | 150 | 175 | ||
5 | BANK 2018 - BN13 | 3.953% | 8/15/61 | 165 | 191 | ||
5 | BANK 2018 - BN13 | 4.217% | 8/15/61 | 225 | 265 | ||
5 | BANK 2018 - BN14 | 4.128% | 9/15/60 | 350 | 379 | ||
5 | BANK 2018 - BN14 | 4.231% | 9/15/60 | 250 | 295 | ||
5 | BANK 2018 - BN14 | 4.481% | 9/15/60 | 175 | 204 | ||
5 | BANK 2018 - BN15 | 4.407% | 11/15/61 | 470 | 562 | ||
5 | BANK 2019 - BN16 | 4.005% | 2/15/52 | 275 | 323 | ||
5 | BANK 2019 - BN17 | 3.714% | 4/15/52 | 360 | 417 | ||
5 | BANK 2019 - BN17 | 3.976% | 4/15/52 | 75 | 85 | ||
5 | BANK 2019 - BN18 | 3.584% | 5/15/62 | 640 | 738 | ||
5 | BANK 2019 - BN18 | 3.826% | 5/15/62 | 200 | 226 | ||
5 | BANK 2019 - BN19 | 3.183% | 8/15/61 | 350 | 392 |
61
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
5 | BANK 2019 - BN20 | 3.011% | 9/15/62 | 725 | 804 |
5 | BANK 2019 - BN21 | 2.851% | 10/17/52 | 320 | 350 |
5 | BANK 2019 - BN21 | 3.093% | 10/17/52 | 300 | 328 |
5 | BANK 2019 - BN22 | 2.978% | 11/15/62 | 315 | 349 |
5 | BANK 2019 - BN23 | 2.920% | 12/15/52 | 735 | 811 |
5 | BANK 2019 - BN23 | 3.203% | 12/15/52 | 275 | 295 |
5 | BANK 2019 - BN24 | 2.960% | 11/15/62 | 575 | 637 |
5 | BANK 2019 - BN24 | 3.283% | 11/15/62 | 275 | 302 |
5 | BANK 2020 - BN25 | 2.649% | 1/15/63 | 375 | 406 |
5 | BANK 2020 - BN25 | 2.841% | 1/15/63 | 265 | 281 |
5 | BANK 2020 - BN26 | 2.403% | 3/15/63 | 675 | 717 |
5 | BANK 2020 - BN26 | 2.687% | 3/15/63 | 215 | 221 |
5 | BANK 2020 - BN27 | 2.144% | 4/15/63 | 600 | 621 |
5 | BANK 2020 - BN27 | 2.551% | 4/15/63 | 175 | 181 |
5 | Bank of America Credit Card Trust 2018-A1 | 2.700% | 7/17/23 | 2,000 | 2,029 |
5 | Bank of America Credit Card Trust 2018-A2 | 3.000% | 9/15/23 | 1,750 | 1,785 |
5 | Bank of America Credit Card Trust 2019-A1 | 1.740% | 1/15/25 | 750 | 771 |
Bank of Nova Scotia | 1.875% | 4/26/21 | 600 | 608 | |
5 | BBCMS Mortgage Trust 2017-C1 | 3.674% | 2/15/50 | 1,175 | 1,325 |
5 | BBCMS Mortgage Trust 2017-C1 | 3.898% | 2/15/50 | 325 | 360 |
5 | BBCMS Mortgage Trust 2018-C2 | 4.314% | 12/15/51 | 500 | 592 |
5 | BBCMS Mortgage Trust 2019-C3 | 3.583% | 5/15/52 | 225 | 257 |
5 | BBCMS Mortgage Trust 2019-C4 | 2.919% | 8/15/52 | 1,150 | 1,257 |
5 | BBCMS Mortgage Trust 2019-C4 | 3.171% | 8/15/52 | 100 | 107 |
5 | BBCMS Mortgage Trust 2019-C5 | 3.063% | 11/15/52 | 625 | 693 |
5 | BBCMS Mortgage Trust 2019-C5 | 3.366% | 11/15/52 | 375 | 409 |
5 | BBCMS Mortgage Trust 2020-C6 | 2.639% | 2/15/53 | 450 | 484 |
5 | BBCMS Mortgage Trust 2020-C6 | 2.840% | 2/15/53 | 143 | 148 |
5 | BBCMS Mortgage Trust 2020-C7 | 2.037% | 4/15/53 | 150 | 155 |
5 | Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 | 5.513% | 1/12/45 | 48 | 44 |
5 | Benchmark 2018-B1 Mortgage Trust | 3.666% | 1/15/51 | 450 | 510 |
5 | Benchmark 2018-B1 Mortgage Trust | 3.878% | 1/15/51 | 200 | 220 |
5 | Benchmark 2018-B2 Mortgage Trust | 3.662% | 2/15/51 | 450 | 472 |
5 | Benchmark 2018-B2 Mortgage Trust | 3.882% | 2/15/51 | 2,280 | 2,624 |
5 | Benchmark 2018-B2 Mortgage Trust | 4.084% | 2/15/51 | 625 | 709 |
5 | Benchmark 2018-B3 Mortgage Trust | 3.848% | 4/10/51 | 400 | 423 |
5 | Benchmark 2018-B3 Mortgage Trust | 4.025% | 4/10/51 | 1,000 | 1,162 |
5 | Benchmark 2018-B4 Mortgage Trust | 4.121% | 7/15/51 | 250 | 293 |
5 | Benchmark 2018-B4 Mortgage Trust | 4.311% | 7/15/51 | 500 | 564 |
5 | Benchmark 2018-B5 Mortgage Trust | 4.208% | 7/15/51 | 200 | 236 |
5 | Benchmark 2018-B6 Mortgage Trust | 4.203% | 10/10/51 | 375 | 404 |
5 | Benchmark 2018-B6 Mortgage Trust | 4.261% | 10/10/51 | 450 | 534 |
5 | Benchmark 2018-B6 Mortgage Trust | 4.441% | 10/10/51 | 125 | 147 |
5 | Benchmark 2018-B7 Mortgage Trust | 4.510% | 5/15/53 | 25 | 30 |
5 | Benchmark 2018-B8 Mortgage Trust | 4.232% | 1/15/52 | 300 | 357 |
5 | Benchmark 2018-B8 Mortgage Trust | 4.532% | 1/15/52 | 200 | 235 |
5 | Benchmark 2019-B10 Mortgage Trust | 3.717% | 3/15/62 | 300 | 346 |
5 | Benchmark 2019-B10 Mortgage Trust | 3.979% | 3/15/62 | 125 | 140 |
5 | Benchmark 2019-B11 Mortgage Trust | 3.542% | 5/15/52 | 1,175 | 1,340 |
5 | Benchmark 2019-B11 Mortgage Trust | 3.784% | 5/15/52 | 310 | 350 |
5 | Benchmark 2019-B13 Mortgage Trust | 2.952% | 8/15/57 | 150 | 165 |
5 | Benchmark 2019-B14 Mortgage Trust | 3.049% | 12/15/62 | 225 | 249 |
5 | Benchmark 2019-B15 Mortgage Trust | 2.928% | 12/15/72 | 265 | 292 |
5 | Benchmark 2019-B9 Mortgage Trust | 4.016% | 3/15/52 | 261 | 306 |
5 | Benchmark 2019-IG1 Mortgage Trust | 2.687% | 9/15/43 | 575 | 619 |
5 | Benchmark 2019-IG1 Mortgage Trust | 2.909% | 9/15/43 | 175 | 185 |
5 | Benchmark 2020-B16 Mortgage Trust | 2.732% | 2/15/53 | 375 | 405 |
5 | Benchmark 2020-B16 Mortgage Trust | 2.944% | 2/15/53 | 100 | 105 |
5 | Benchmark 2020-B17 Mortgage Trust | 2.289% | 3/15/53 | 350 | 365 |
5 | Benchmark 2020-B17 Mortgage Trust | 2.582% | 3/15/53 | 105 | 109 |
5 | BMW Vehicle Owner Trust 2018-A | 2.350% | 4/25/22 | 293 | 295 |
5 | BMW Vehicle Owner Trust 2018-A | 2.510% | 6/25/24 | 125 | 128 |
5 | Cantor Commercial Real Estate Lending 2019-CF1 | 3.786% | 5/15/52 | 65 | 75 |
62 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
5 | Cantor Commercial Real Estate Lending 2019-CF2 | 2.874% | 11/15/52 | 550 | 598 |
5 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.006% | 1/15/53 | 560 | 619 |
5 | Cantor Commercial Real Estate Lending 2019-CF3 | 3.298% | 1/15/53 | 240 | 262 |
5 | Capital One Auto Receivables Trust 2019-1 | 2.510% | 11/15/23 | 475 | 488 |
5 | Capital One Auto Receivables Trust 2019-1 | 2.560% | 10/15/24 | 150 | 158 |
5 | Capital One Auto Receivables Trust 2020-1 | 1.600% | 11/15/24 | 225 | 229 |
5 | Capital One Auto Receivables Trust 2020-1 | 1.630% | 8/15/25 | 50 | 52 |
5 | Capital One Multi-Asset Execution Trust 2015-A8 | 2.050% | 8/15/23 | 600 | 603 |
5 | Capital One Multi-Asset Execution Trust 2017-A3 | 2.430% | 1/15/25 | 700 | 722 |
5 | Capital One Multi-Asset Execution Trust 2017-A4 | 1.990% | 7/17/23 | 1,125 | 1,129 |
5 | Capital One Multi-Asset Execution Trust 2017-A6 | 2.290% | 7/15/25 | 925 | 963 |
5 | Capital One Multi-Asset Execution Trust 2018-A1 | 3.010% | 2/15/24 | 500 | 510 |
5 | Capital One Multi-Asset Execution Trust 2019-A1 | 2.840% | 12/15/24 | 325 | 338 |
5 | CarMax Auto Owner Trust 2016-3 | 1.600% | 1/18/22 | 75 | 75 |
5 | CarMax Auto Owner Trust 2017-4 | 2.110% | 10/17/22 | 169 | 170 |
5 | CarMax Auto Owner Trust 2017-4 | 2.330% | 5/15/23 | 225 | 230 |
5 | CarMax Auto Owner Trust 2018-1 | 2.480% | 11/15/22 | 239 | 242 |
5 | CarMax Auto Owner Trust 2018-1 | 2.640% | 6/15/23 | 100 | 103 |
5 | CarMax Auto Owner Trust 2018-2 | 2.980% | 1/17/23 | 263 | 267 |
5 | CarMax Auto Owner Trust 2018-2 | 3.160% | 7/17/23 | 200 | 208 |
5 | CarMax Auto Owner Trust 2019-4 | 2.020% | 11/15/24 | 750 | 771 |
5 | CarMax Auto Owner Trust 2019-4 | 2.130% | 7/15/25 | 100 | 104 |
5 | CarMax Auto Owner Trust 2020-1 | 1.890% | 12/16/24 | 375 | 386 |
5 | CarMax Auto Owner Trust 2020-1 | 2.030% | 6/16/25 | 55 | 57 |
5 | CarMax Auto Owner Trust 2020-2 | 1.700% | 11/15/24 | 75 | 77 |
5 | CD 2016-CD1 Commercial Mortgage Trust | 2.724% | 8/10/49 | 625 | 662 |
5 | CD 2016-CD2 Commercial Mortgage Trust | 3.526% | 11/10/49 | 600 | 665 |
5 | CD 2017-CD3 Commercial Mortgage Trust | 3.453% | 2/10/50 | 66 | 71 |
5 | CD 2017-CD3 Commercial Mortgage Trust | 3.631% | 2/10/50 | 503 | 561 |
5 | CD 2017-CD3 Commercial Mortgage Trust | 3.833% | 2/10/50 | 131 | 142 |
5 | CD 2017-CD4 Commercial Mortgage Trust | 3.514% | 5/10/50 | 500 | 557 |
5 | CD 2017-CD4 Commercial Mortgage Trust | 3.747% | 5/10/50 | 300 | 328 |
5 | CD 2017-CD6 Commercial Mortgage Trust | 3.332% | 11/13/50 | 250 | 265 |
5 | CD 2017-CD6 Commercial Mortgage Trust | 3.456% | 11/13/50 | 475 | 530 |
5 | CD 2017-CD6 Commercial Mortgage Trust | 3.709% | 11/13/50 | 275 | 300 |
5 | CD 2018-CD7 Commercial Mortgage Trust | 4.279% | 8/15/51 | 575 | 677 |
5 | CD 2019-CD8 Commercial Mortgage Trust | 2.912% | 8/15/57 | 775 | 846 |
5 | CenterPoint Energy Transition Bond Co. IV LLC 2012-1 | 3.028% | 10/15/25 | 800 | 842 |
5 | CFCRE Commercial Mortgage Trust 2016-C3 | 3.865% | 1/10/48 | 425 | 474 |
5 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.283% | 5/10/58 | 550 | 593 |
5 | CFCRE Commercial Mortgage Trust 2016-C4 | 3.691% | 5/10/58 | 400 | 423 |
5 | CFCRE Commercial Mortgage Trust 2016-C6 | 3.217% | 11/10/49 | 950 | 1,028 |
5 | CFCRE Commercial Mortgage Trust 2017-C8 | 3.572% | 6/15/50 | 300 | 333 |
5 | Chase Issuance Trust 2012-A7 | 2.160% | 9/15/24 | 1,314 | 1,363 |
5 | Chase Issuance Trust 2014-A2 | 2.770% | 3/15/23 | 900 | 915 |
5 | Chase Issuance Trust 2016-A4 | 1.490% | 7/15/22 | 700 | 700 |
5 | Chase Issuance Trust 2020-A1 | 1.530% | 1/15/25 | 1,900 | 1,954 |
5 | Citibank Credit Card Issuance Trust 2014-A1 | 2.880% | 1/23/23 | 2,350 | 2,383 |
5 | Citibank Credit Card Issuance Trust 2014-A5 | 2.680% | 6/7/23 | 750 | 766 |
5 | Citibank Credit Card Issuance Trust 2016-A2 | 2.190% | 11/20/23 | 775 | 794 |
5 | Citibank Credit Card Issuance Trust 2018-A1 | 2.490% | 1/20/23 | 1,900 | 1,922 |
5 | Citibank Credit Card Issuance Trust 2018-A3 | 3.290% | 5/23/25 | 2,000 | 2,162 |
5 | Citigroup Commercial Mortgage Trust 2012-GC8 | 3.024% | 9/10/45 | 574 | 589 |
5 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.093% | 4/10/46 | 100 | 104 |
5 | Citigroup Commercial Mortgage Trust 2013-GC11 | 3.422% | 4/10/46 | 100 | 105 |
5 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.371% | 9/10/46 | 225 | 245 |
5 | Citigroup Commercial Mortgage Trust 2013-GC15 | 4.649% | 9/10/46 | 350 | 376 |
5 | Citigroup Commercial Mortgage Trust 2013-GC17 | 3.675% | 11/10/46 | 52 | 54 |
5 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.131% | 11/10/46 | 275 | 297 |
5 | Citigroup Commercial Mortgage Trust 2013-GC17 | 4.544% | 11/10/46 | 100 | 108 |
5 | Citigroup Commercial Mortgage Trust 2013-GC17 | 5.095% | 11/10/46 | 100 | 106 |
5 | Citigroup Commercial Mortgage Trust 2014-GC19 | 3.552% | 3/10/47 | 55 | 57 |
5 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.023% | 3/10/47 | 125 | 135 |
5 | Citigroup Commercial Mortgage Trust 2014-GC19 | 4.345% | 3/10/47 | 125 | 134 |
63 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
5 | Citigroup Commercial Mortgage Trust 2014-GC21 | 3.855% | 5/10/47 | 200 | 216 |
5 | Citigroup Commercial Mortgage Trust 2014-GC21 | 4.328% | 5/10/47 | 150 | 157 |
5 | Citigroup Commercial Mortgage Trust 2014-GC23 | 3.622% | 7/10/47 | 300 | 323 |
5 | Citigroup Commercial Mortgage Trust 2014-GC25 | 3.635% | 10/10/47 | 650 | 703 |
5 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.137% | 2/10/48 | 800 | 850 |
5 | Citigroup Commercial Mortgage Trust 2015-GC27 | 3.571% | 2/10/48 | 325 | 342 |
5 | Citigroup Commercial Mortgage Trust 2015-GC29 | 2.674% | 4/10/48 | 2 | 2 |
5 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.192% | 4/10/48 | 650 | 697 |
5 | Citigroup Commercial Mortgage Trust 2015-GC29 | 3.758% | 4/10/48 | 318 | 328 |
5 | Citigroup Commercial Mortgage Trust 2015-GC31 | 3.762% | 6/10/48 | 350 | 385 |
5 | Citigroup Commercial Mortgage Trust 2015-GC33 | 3.778% | 9/10/58 | 425 | 470 |
5 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.003% | 5/10/49 | 225 | 236 |
5 | Citigroup Commercial Mortgage Trust 2016-C1 | 3.209% | 5/10/49 | 425 | 461 |
5 | Citigroup Commercial Mortgage Trust 2016-GC36 | 3.616% | 2/10/49 | 800 | 882 |
5 | Citigroup Commercial Mortgage Trust 2016-P4 | 2.902% | 7/10/49 | 250 | 267 |
5 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.458% | 8/15/50 | 800 | 888 |
5 | Citigroup Commercial Mortgage Trust 2017-B1 | 3.711% | 8/15/50 | 200 | 219 |
5 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.471% | 10/12/50 | 600 | 668 |
5 | Citigroup Commercial Mortgage Trust 2017-C4 | 3.764% | 10/12/50 | 150 | 165 |
5 | Citigroup Commercial Mortgage Trust 2018-B2 | 3.788% | 3/10/51 | 150 | 157 |
5 | Citigroup Commercial Mortgage Trust 2018-B2 | 4.009% | 3/10/51 | 1,200 | 1,390 |
5 | Citigroup Commercial Mortgage Trust 2019-GC41 | 2.869% | 8/10/56 | 975 | 1,064 |
5 | Citigroup Commercial Mortgage Trust 2019-GC43 | 3.038% | 11/10/52 | 1,125 | 1,244 |
5 | Citigroup Commercial Mortgage Trust 2020-GC46 | 2.717% | 2/15/53 | 450 | 486 |
5 | Citigroup Commercial Mortgage Trust 2020-GC46 | 2.918% | 2/15/53 | 190 | 199 |
5 | COMM 2012-CCRE2 Mortgage Trust | 3.147% | 8/15/45 | 144 | 149 |
5 | COMM 2012-CCRE2 Mortgage Trust | 3.791% | 8/15/45 | 189 | 193 |
1,5 | COMM 2012-CCRE3 Mortgage Trust | 3.416% | 10/15/45 | 227 | 229 |
5 | COMM 2012-CCRE4 Mortgage Trust | 2.853% | 10/15/45 | 348 | 356 |
5 | COMM 2013-CCRE10 Mortgage Trust | 4.210% | 8/10/46 | 160 | 173 |
5 | COMM 2013-CCRE11 Mortgage Trust | 3.660% | 8/10/50 | 141 | 147 |
5 | COMM 2013-CCRE11 Mortgage Trust | 3.983% | 8/10/50 | 260 | 278 |
5 | COMM 2013-CCRE11 Mortgage Trust | 4.258% | 8/10/50 | 330 | 359 |
5 | COMM 2013-CCRE11 Mortgage Trust | 4.715% | 8/10/50 | 200 | 214 |
5 | COMM 2013-CCRE12 Mortgage Trust | 3.623% | 10/10/46 | 86 | 88 |
5 | COMM 2013-CCRE12 Mortgage Trust | 3.765% | 10/10/46 | 167 | 176 |
5 | COMM 2013-CCRE12 Mortgage Trust | 4.046% | 10/10/46 | 125 | 135 |
5 | COMM 2013-CCRE12 Mortgage Trust | 4.300% | 10/10/46 | 75 | 79 |
5 | COMM 2013-CCRE12 Mortgage Trust | 4.762% | 10/10/46 | 50 | 52 |
5 | COMM 2013-CCRE13 Mortgage Trust | 3.706% | 11/10/46 | 36 | 38 |
5 | COMM 2013-CCRE13 Mortgage Trust | 4.194% | 11/10/46 | 450 | 490 |
5 | COMM 2013-CCRE13 Mortgage Trust | 4.449% | 11/10/46 | 150 | 162 |
5 | COMM 2013-CCRE6 Mortgage Trust | 3.101% | 3/10/46 | 183 | 191 |
5 | COMM 2013-CCRE7 Mortgage Trust | 3.213% | 3/10/46 | 92 | 96 |
5 | COMM 2013-CCRE8 Mortgage Trust | 3.612% | 6/10/46 | 223 | 237 |
5 | COMM 2013-CCRE9 Mortgage Trust | 4.362% | 7/10/45 | 365 | 391 |
5 | COMM 2013-LC13 Mortgage Trust | 4.205% | 8/10/46 | 230 | 245 |
5 | COMM 2013-LC6 Mortgage Trust | 2.941% | 1/10/46 | 222 | 228 |
5 | COMM 2013-LC6 Mortgage Trust | 3.282% | 1/10/46 | 154 | 158 |
5 | COMM 2014-CCRE14 Mortgage Trust | 3.147% | 2/10/47 | 109 | 109 |
5 | COMM 2014-CCRE14 Mortgage Trust | 4.236% | 2/10/47 | 275 | 299 |
5 | COMM 2014-CCRE14 Mortgage Trust | 4.526% | 2/10/47 | 325 | 353 |
5 | COMM 2014-CCRE14 Mortgage Trust | 4.769% | 2/10/47 | 175 | 185 |
5 | COMM 2014-CCRE15 Mortgage Trust | 2.928% | 2/10/47 | 96 | 96 |
5 | COMM 2014-CCRE15 Mortgage Trust | 3.595% | 2/10/47 | 85 | 89 |
5 | COMM 2014-CCRE15 Mortgage Trust | 4.074% | 2/10/47 | 209 | 228 |
5 | COMM 2014-CCRE15 Mortgage Trust | 4.844% | 2/10/47 | 105 | 113 |
5 | COMM 2014-CCRE17 Mortgage Trust | 3.598% | 5/10/47 | 78 | 82 |
5 | COMM 2014-CCRE17 Mortgage Trust | 3.977% | 5/10/47 | 275 | 300 |
5 | COMM 2014-CCRE17 Mortgage Trust | 4.377% | 5/10/47 | 100 | 104 |
5 | COMM 2014-CCRE18 Mortgage Trust | 3.452% | 7/15/47 | 132 | 136 |
5 | COMM 2014-CCRE18 Mortgage Trust | 3.828% | 7/15/47 | 125 | 136 |
5 | COMM 2014-CCRE18 Mortgage Trust | 4.103% | 7/15/47 | 150 | 159 |
5 | COMM 2014-CCRE19 Mortgage Trust | 3.796% | 8/10/47 | 650 | 709 |
64 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
5 | COMM 2014-CCRE19 Mortgage Trust | 4.080% | 8/10/47 | 150 | 158 |
5 | COMM 2014-CCRE21 Mortgage Trust | 3.528% | 12/10/47 | 579 | 621 |
5 | COMM 2014-LC15 Mortgage Trust | 4.006% | 4/10/47 | 325 | 353 |
5 | COMM 2014-LC17 Mortgage Trust | 3.164% | 10/10/47 | 39 | 39 |
5 | COMM 2014-LC17 Mortgage Trust | 3.917% | 10/10/47 | 175 | 192 |
5 | COMM 2014-UBS2 Mortgage Trust | 3.472% | 3/10/47 | 58 | 60 |
5 | COMM 2014-UBS2 Mortgage Trust | 3.961% | 3/10/47 | 202 | 219 |
5 | COMM 2014-UBS2 Mortgage Trust | 4.199% | 3/10/47 | 57 | 61 |
5 | COMM 2014-UBS2 Mortgage Trust | 4.701% | 3/10/47 | 36 | 38 |
5 | COMM 2014-UBS3 Mortgage Trust | 3.819% | 6/10/47 | 350 | 378 |
5 | COMM 2014-UBS4 Mortgage Trust | 3.694% | 8/10/47 | 225 | 244 |
5 | COMM 2014-UBS4 Mortgage Trust | 3.968% | 8/10/47 | 167 | 178 |
5 | COMM 2014-UBS5 Mortgage Trust | 3.838% | 9/10/47 | 500 | 544 |
5 | COMM 2014-UBS6 Mortgage Trust | 2.935% | 12/10/47 | 70 | 70 |
5 | COMM 2014-UBS6 Mortgage Trust | 3.387% | 12/10/47 | 383 | 399 |
5 | COMM 2014-UBS6 Mortgage Trust | 3.644% | 12/10/47 | 800 | 869 |
5 | COMM 2014-UBS6 Mortgage Trust | 4.048% | 12/10/47 | 225 | 241 |
5 | COMM 2015-CCRE22 Mortgage Trust | 2.856% | 3/10/48 | 57 | 57 |
5 | COMM 2015-CCRE22 Mortgage Trust | 3.309% | 3/10/48 | 575 | 621 |
5 | COMM 2015-CCRE22 Mortgage Trust | 3.603% | 3/10/48 | 200 | 208 |
5 | COMM 2015-CCRE23 Mortgage Trust | 3.257% | 5/10/48 | 242 | 252 |
5 | COMM 2015-CCRE23 Mortgage Trust | 3.497% | 5/10/48 | 375 | 409 |
5 | COMM 2015-CCRE23 Mortgage Trust | 3.801% | 5/10/48 | 175 | 187 |
5 | COMM 2015-CCRE25 Mortgage Trust | 3.759% | 8/10/48 | 425 | 467 |
5 | COMM 2015-CCRE26 Mortgage Trust | 3.630% | 10/10/48 | 850 | 937 |
5 | COMM 2015-CCRE27 Mortgage Trust | 3.404% | 10/10/48 | 400 | 422 |
5 | COMM 2015-CCRE27 Mortgage Trust | 3.612% | 10/10/48 | 400 | 441 |
5 | COMM 2015-LC19 Mortgage Trust | 3.040% | 2/10/48 | 70 | 73 |
5 | COMM 2015-LC19 Mortgage Trust | 3.183% | 2/10/48 | 425 | 457 |
5 | COMM 2015-LC19 Mortgage Trust | 3.527% | 2/10/48 | 200 | 211 |
5 | COMM 2016-CCRE28 Mortgage Trust | 3.762% | 2/10/49 | 600 | 666 |
5 | COMM 2016-DC2 Mortgage Trust | 3.550% | 2/10/49 | 500 | 531 |
5 | COMM 2018-COR3 Mortgage Trust | 4.228% | 5/10/51 | 500 | 585 |
5 | COMM 2019-G44 Mortgage Trust | 2.950% | 8/15/57 | 450 | 495 |
5 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.505% | 4/15/50 | 400 | 432 |
5 | CSAIL 2015-C1 Commercial Mortgage Trust | 3.791% | 4/15/50 | 200 | 214 |
5 | CSAIL 2015-C1 Commercial Mortgage Trust | 4.044% | 4/15/50 | 175 | 175 |
5 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.504% | 6/15/57 | 550 | 598 |
5 | CSAIL 2015-C2 Commercial Mortgage Trust | 3.849% | 6/15/57 | 225 | 239 |
5 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.448% | 8/15/48 | 327 | 339 |
5 | CSAIL 2015-C3 Commercial Mortgage Trust | 3.718% | 8/15/48 | 425 | 467 |
5 | CSAIL 2015-C3 Commercial Mortgage Trust | 4.244% | 8/15/48 | 200 | 201 |
5 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.617% | 11/15/48 | 200 | 212 |
5 | CSAIL 2015-C4 Commercial Mortgage Trust | 3.808% | 11/15/48 | 500 | 554 |
5 | CSAIL 2016-C7 Commercial Mortgage Trust | 3.502% | 11/15/49 | 800 | 885 |
5 | CSAIL 2017-C8 Commercial Mortgage Trust | 3.392% | 6/15/50 | 800 | 883 |
5 | CSAIL 2017-CX10 Commercial Mortgage Trust | 3.458% | 11/15/50 | 575 | 639 |
5 | CSAIL 2017-CX9 Commercial Mortgage Trust | 3.446% | 9/15/50 | 250 | 278 |
5 | CSAIL 2018-CX11 Commercial Mortgage Trust | 4.033% | 4/15/51 | 1,200 | 1,372 |
5 | CSAIL 2018-CX12 Commercial Mortgage Trust | 4.224% | 8/15/51 | 250 | 294 |
5 | CSAIL 2019-C15 Commercial Mortgage Trust | 4.053% | 3/15/52 | 975 | 1,130 |
5 | CSAIL 2019-C16 Commercial Mortgage Trust | 3.329% | 6/15/52 | 1,125 | 1,251 |
5 | DBJPM 16-C1 Mortgage Trust | 3.276% | 5/10/49 | 300 | 326 |
5 | DBJPM 16-C3 Mortgage Trust | 2.890% | 8/10/49 | 325 | 349 |
5 | DBJPM 17-C6 Mortgage Trust | 3.328% | 6/10/50 | 600 | 664 |
5 | DBJPM 17-C6 Mortgage Trust | 3.561% | 6/10/50 | 150 | 158 |
5 | Discover Card Execution Note Trust 2015-A4 | 2.190% | 4/17/23 | 825 | 829 |
5 | Discover Card Execution Note Trust 2017-A2 | 2.390% | 7/15/24 | 800 | 823 |
5 | Discover Card Execution Note Trust 2018-A1 | 3.030% | 8/15/25 | 1,000 | 1,067 |
5 | Discover Card Execution Note Trust 2019-A3 | 1.890% | 10/15/24 | 1,100 | 1,137 |
5 | Drive Auto Receivables Trust 2018-2 | 3.630% | 8/15/24 | 191 | 192 |
5 | Drive Auto Receivables Trust 2020-1 | 2.080% | 7/15/24 | 300 | 303 |
5 | Drive Auto Receivables Trust 2020-1 | 2.360% | 3/16/26 | 190 | 191 |
65 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
5 | Drive Auto Receivables Trust 2020-2 | 1.420% | 3/17/25 | 50 | 50 |
4,5 | Fannie Mae-Aces 2011-M2 | 3.764% | 4/25/21 | 256 | 261 |
4,5 | Fannie Mae-Aces 2011-M4 | 3.726% | 6/25/21 | 509 | 518 |
4,5 | Fannie Mae-Aces 2013-M12 | 2.492% | 3/25/23 | 675 | 704 |
4,5 | Fannie Mae-Aces 2013-M4 | 2.608% | 3/25/22 | 3 | 3 |
4,5 | Fannie Mae-Aces 2013-M7 | 2.280% | 12/27/22 | 244 | 253 |
4,5 | Fannie Mae-Aces 2014-M1 | 3.328% | 7/25/23 | 1,228 | 1,310 |
4,5 | Fannie Mae-Aces 2014-M12 | 2.614% | 10/25/21 | 723 | 738 |
4,5 | Fannie Mae-Aces 2014-M13 | 3.021% | 8/25/24 | 452 | 488 |
4,5 | Fannie Mae-Aces 2014-M3 | 3.501% | 1/25/24 | 451 | 487 |
4,5 | Fannie Mae-Aces 2014-M4 | 3.346% | 3/25/24 | 607 | 653 |
4,5 | Fannie Mae-Aces 2014-M6 | 2.679% | 5/25/21 | 480 | 486 |
4,5 | Fannie Mae-Aces 2014-M7 | 3.370% | 6/25/24 | 928 | 999 |
4,5 | Fannie Mae-Aces 2014-M8 | 3.056% | 6/25/24 | 578 | 623 |
4,5 | Fannie Mae-Aces 2014-M9 | 3.103% | 7/25/24 | 756 | 816 |
4,5 | Fannie Mae-Aces 2015-M1 | 2.532% | 9/25/24 | 1,075 | 1,149 |
4,5 | Fannie Mae-Aces 2015-M10 | 3.092% | 4/25/27 | 350 | 392 |
4,5 | Fannie Mae-Aces 2015-M12 | 2.889% | 5/25/25 | 850 | 914 |
4,5 | Fannie Mae-Aces 2015-M15 | 2.923% | 10/25/25 | 1,025 | 1,121 |
4,5 | Fannie Mae-Aces 2015-M2 | 2.620% | 12/25/24 | 623 | 667 |
4,5 | Fannie Mae-Aces 2015-M3 | 2.723% | 10/25/24 | 385 | 413 |
4,5 | Fannie Mae-Aces 2015-M4 | 2.509% | 7/25/22 | 395 | 406 |
4,5 | Fannie Mae-Aces 2015-M7 | 2.590% | 12/25/24 | 650 | 696 |
4,5 | Fannie Mae-Aces 2015-M8 | 2.344% | 1/25/25 | 247 | 257 |
4,5 | Fannie Mae-Aces 2015-M8 | 2.900% | 1/25/25 | 825 | 894 |
4,5 | Fannie Mae-Aces 2016-M11 | 2.369% | 7/25/26 | 900 | 972 |
4,5 | Fannie Mae-Aces 2016-M12 | 2.526% | 9/25/26 | 950 | 1,033 |
4,5 | Fannie Mae-Aces 2016-M2 | 2.152% | 1/25/23 | 446 | 460 |
4,5 | Fannie Mae-Aces 2016-M3 | 2.702% | 2/25/26 | 395 | 431 |
4,5 | Fannie Mae-Aces 2016-M4 | 2.576% | 3/25/26 | 400 | 434 |
4,5 | Fannie Mae-Aces 2016-M5 | 2.469% | 4/25/26 | 800 | 865 |
4,5 | Fannie Mae-Aces 2016-M6 | 2.488% | 5/25/26 | 600 | 650 |
4,5 | Fannie Mae-Aces 2016-M7 | 2.157% | 10/25/23 | 189 | 197 |
4,5 | Fannie Mae-Aces 2016-M7 | 2.499% | 9/25/26 | 300 | 316 |
4,5 | Fannie Mae-Aces 2016-M9 | 2.292% | 6/25/26 | 1,300 | 1,397 |
4,5 | Fannie Mae-Aces 2017-M1 | 2.497% | 10/25/26 | 1,200 | 1,304 |
4,5 | Fannie Mae-Aces 2017-M10 | 2.646% | 7/25/24 | 440 | 469 |
4,5 | Fannie Mae-Aces 2017-M11 | 2.980% | 8/25/29 | 500 | 561 |
4,5 | Fannie Mae-Aces 2017-M12 | 3.181% | 6/25/27 | 1,250 | 1,408 |
4,5 | Fannie Mae-Aces 2017-M15 | 3.196% | 11/25/27 | 1,150 | 1,274 |
4,5 | Fannie Mae-Aces 2017-M2 | 2.895% | 2/25/27 | 1,200 | 1,331 |
4,5 | Fannie Mae-Aces 2017-M3 | 2.565% | 12/25/26 | 1,500 | 1,633 |
4,5 | Fannie Mae-Aces 2017-M4 | 2.670% | 12/25/26 | 1,200 | 1,324 |
4,5 | Fannie Mae-Aces 2017-M5 | 3.295% | 4/25/29 | 300 | 342 |
4,5 | Fannie Mae-Aces 2017-M7 | 2.961% | 2/25/27 | 675 | 752 |
4,5 | Fannie Mae-Aces 2017-M8 | 3.061% | 5/25/27 | 1,563 | 1,748 |
4,5 | Fannie Mae-Aces 2018-M12 | 3.776% | 8/25/30 | 850 | 1,015 |
4,5 | Fannie Mae-Aces 2018-M14 | 3.697% | 8/25/28 | 475 | 555 |
4,5 | Fannie Mae-Aces 2018-M18 | 2.469% | 8/25/29 | 1,000 | 1,106 |
4,5 | Fannie Mae-Aces 2018-M2 | 2.999% | 1/25/28 | 1,425 | 1,595 |
4,5 | Fannie Mae-Aces 2018-M4 | 3.147% | 3/25/28 | 720 | 815 |
4,5 | Fannie Mae-Aces 2018-M7 | 3.150% | 3/25/28 | 400 | 447 |
4,5 | Fannie Mae-Aces 2018-M8 | 3.610% | 2/25/31 | 900 | 1,078 |
4,5 | Fannie Mae-Aces 2019-M1 | 3.673% | 9/25/28 | 575 | 672 |
4,5 | Fannie Mae-Aces 2019-M2 | 3.752% | 11/25/28 | 875 | 1,017 |
4,5 | Fannie Mae-Aces 2019-M22 | 2.522% | 8/25/29 | 1,475 | 1,630 |
4,5 | Fannie Mae-Aces 2019-M5 | 3.273% | 2/25/29 | 775 | 892 |
4,5 | Fannie Mae-Aces 2019-M7 | 3.143% | 4/25/29 | 975 | 1,115 |
4,5 | Fannie Mae-Aces 2019-M9 | 2.937% | 4/25/29 | 475 | 530 |
4,5 | Fannie Mae-Aces 2020-M1 | 2.444% | 10/25/29 | 565 | 626 |
4,5 | Fannie Mae-Aces 2020-M29 | 1.492% | 5/25/30 | 350 | 360 |
4,5 | Fannie Mae-Aces 2020-M5 | 2.210% | 1/25/30 | 525 | 574 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K011 | 4.084% | 11/25/20 | 1,660 | 1,673 |
66 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
4,5 | FHLMC Multifamily Structured Pass Through Certificates K012 | 4.186% | 12/25/20 | 763 | 772 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K014 | 3.871% | 4/25/21 | 501 | 509 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K017 | 2.873% | 12/25/21 | 1,310 | 1,347 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K019 | 2.272% | 3/25/22 | 1,119 | 1,149 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K020 | 2.373% | 5/25/22 | 100 | 103 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K021 | 2.396% | 6/25/22 | 915 | 942 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K026 | 2.510% | 11/25/22 | 1,275 | 1,326 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K027 | 2.637% | 1/25/23 | 1,275 | 1,333 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K029 | 3.320% | 2/25/23 | 1,250 | 1,330 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K030 | 2.779% | 9/25/22 | 391 | 400 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K031 | 3.300% | 4/25/23 | 1,260 | 1,347 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K032 | 3.016% | 2/25/23 | 463 | 477 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K033 | 2.871% | 2/25/23 | 569 | 590 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K034 | 3.531% | 7/25/23 | 1,208 | 1,306 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K036 | 3.527% | 10/25/23 | 1,375 | 1,494 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K037 | 3.490% | 1/25/24 | 50 | 55 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K038 | 2.604% | 10/25/23 | 142 | 146 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K038 | 3.389% | 3/25/24 | 1,275 | 1,393 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K039 | 2.683% | 12/25/23 | 132 | 136 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K039 | 3.303% | 7/25/24 | 850 | 933 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K040 | 2.768% | 4/25/24 | 258 | 270 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K040 | 3.241% | 9/25/24 | 1,025 | 1,127 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K041 | 3.171% | 10/25/24 | 1,000 | 1,100 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.267% | 6/25/24 | 127 | 131 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K042 | 2.670% | 12/25/24 | 700 | 757 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K043 | 2.532% | 10/25/23 | 126 | 130 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K043 | 3.062% | 12/25/24 | 600 | 659 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K045 | 2.493% | 11/25/24 | 301 | 313 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K045 | 3.023% | 1/25/25 | 675 | 741 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K046 | 3.205% | 3/25/25 | 650 | 720 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K047 | 2.827% | 12/25/24 | 160 | 168 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K047 | 3.329% | 5/25/25 | 525 | 585 |
67 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
4,5 | FHLMC Multifamily Structured Pass Through Certificates K048 | 3.284% | 6/25/25 | 825 | 917 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K049 | 3.010% | 7/25/25 | 450 | 496 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K050 | 3.334% | 8/25/25 | 750 | 838 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K052 | 3.151% | 11/25/25 | 450 | 500 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K053 | 2.995% | 12/25/25 | 275 | 303 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K054 | 2.745% | 1/25/26 | 700 | 764 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K055 | 2.673% | 3/25/26 | 1,000 | 1,090 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K056 | 2.525% | 5/25/26 | 575 | 624 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K057 | 2.570% | 7/25/26 | 1,025 | 1,116 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K058 | 2.653% | 8/25/26 | 500 | 548 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K059 | 3.120% | 9/25/26 | 800 | 897 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K060 | 3.300% | 10/25/26 | 1,000 | 1,135 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K061 | 3.347% | 11/25/26 | 2,000 | 2,277 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K062 | 3.413% | 12/25/26 | 2,400 | 2,746 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K063 | 3.430% | 1/25/27 | 1,775 | 2,031 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K064 | 3.224% | 3/25/27 | 1,300 | 1,474 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K065 | 3.243% | 4/25/27 | 915 | 1,041 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K066 | 3.117% | 6/25/27 | 600 | 679 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K068 | 3.244% | 8/25/27 | 500 | 572 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K069 | 3.187% | 9/25/27 | 875 | 998 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K070 | 3.303% | 11/25/27 | 275 | 316 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K071 | 3.286% | 11/25/27 | 400 | 459 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K072 | 3.444% | 12/25/27 | 450 | 523 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K075 | 3.650% | 2/25/28 | 675 | 795 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K076 | 3.900% | 4/25/28 | 1,575 | 1,884 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K081 | 3.900% | 8/25/28 | 700 | 840 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K082 | 3.920% | 9/25/28 | 550 | 661 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K084 | 3.780% | 10/25/28 | 1,250 | 1,489 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K085 | 4.060% | 10/25/28 | 625 | 759 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K087 | 3.591% | 10/25/27 | 96 | 107 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K088 | 3.690% | 1/25/29 | 1,175 | 1,405 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K089 | 3.563% | 1/25/29 | 475 | 564 |
68 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
4,5 | FHLMC Multifamily Structured Pass Through Certificates K092 | 3.298% | 4/25/29 | 975 | 1,140 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K094 | 2.903% | 6/25/29 | 1,150 | 1,312 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K095 | 2.785% | 6/25/29 | 1,150 | 1,304 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K096 | 2.519% | 7/25/29 | 1,000 | 1,115 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K098 | 2.425% | 8/25/29 | 1,850 | 2,048 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K099 | 2.595% | 9/25/29 | 850 | 953 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K103 | 2.651% | 11/25/29 | 1,100 | 1,240 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K108 | 1.517% | 3/25/30 | 600 | 625 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.470% | 3/25/31 | 375 | 449 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K1511 | 3.542% | 3/25/34 | 950 | 1,162 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K1513 | 2.797% | 8/25/34 | 830 | 945 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K152 | 3.080% | 1/25/31 | 400 | 462 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.294% | 3/25/29 | 1,600 | 1,863 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K153 | 3.117% | 10/25/31 | 900 | 1,032 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 11/25/32 | 400 | 483 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K155 | 3.750% | 4/25/33 | 850 | 1,044 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 5/25/33 | 275 | 339 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K157 | 3.990% | 8/25/33 | 375 | 472 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K504 | 2.566% | 9/25/20 | 62 | 63 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K714 | 3.034% | 10/25/20 | 1,013 | 1,016 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K716 | 3.130% | 6/25/21 | 1,386 | 1,410 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K717 | 2.991% | 9/25/21 | 1,287 | 1,315 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.375% | 9/25/21 | 250 | 253 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K718 | 2.791% | 1/25/22 | 800 | 823 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K722 | 2.183% | 5/25/22 | 278 | 284 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K731 | 3.600% | 2/25/25 | 1,000 | 1,104 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K734 | 3.208% | 2/25/26 | 1,565 | 1,748 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates K737 | 2.525% | 10/25/26 | 1,700 | 1,863 |
4,5 | FHLMC Multifamily Structured Pass Through Certificates KW01 | 2.853% | 1/25/26 | 800 | 882 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K073 | 3.350% | 1/25/28 | 500 | 579 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K074 | 3.600% | 1/25/28 | 1,000 | 1,173 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K078 | 3.854% | 6/25/28 | 500 | 597 |
69 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
4,5 | FHLMC Multifamily Structures Pass Through Certificates K079 | 3.926% | 6/25/28 | 1,000 | 1,200 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.736% | 4/25/28 | 289 | 330 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K080 | 3.926% | 7/25/28 | 800 | 961 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K087 | 3.771% | 12/25/28 | 800 | 959 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K087 | 2.537% | 10/25/29 | 1,400 | 1,563 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K090 | 3.422% | 2/25/29 | 900 | 1,058 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K101 | 2.524% | 10/25/29 | 1,500 | 1,674 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K104 | 2.253% | 1/25/30 | 1,835 | 2,015 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K105 | 1.872% | 3/25/53 | 365 | 390 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.424% | 4/25/32 | 150 | 176 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K1504 | 3.459% | 11/25/32 | 200 | 242 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.718% | 1/25/31 | 300 | 360 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K1510 | 3.794% | 1/25/34 | 500 | 619 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K1514 | 2.859% | 10/25/34 | 950 | 1,095 |
5 | FHLMC Multifamily Structured Pass Through Certificates K1515 | 1.940% | 2/25/35 | 625 | 657 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K715 | 2.856% | 1/25/21 | 440 | 444 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K720 | 2.716% | 6/25/22 | 525 | 542 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K723 | 2.454% | 8/25/23 | 500 | 525 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K724 | 3.062% | 11/25/23 | 1,000 | 1,070 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K725 | 3.002% | 1/25/24 | 1,200 | 1,289 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K725 | 2.946% | 7/25/24 | 1,500 | 1,613 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K726 | 2.905% | 4/25/24 | 778 | 831 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K728 | 3.064% | 8/25/24 | 1,175 | 1,275 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.452% | 9/25/24 | 93 | 97 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K730 | 3.590% | 1/25/25 | 1,200 | 1,333 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K732 | 3.700% | 5/25/25 | 1,000 | 1,120 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates K735 | 2.862% | 5/25/26 | 2,000 | 2,211 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.370% | 7/25/25 | 800 | 871 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 3.505% | 3/25/29 | 300 | 355 |
4,5 | FHLMC Multifamily Structures Pass Through Certificates KC02 | 2.982% | 5/25/29 | 1,650 | 1,888 |
5 | Fifth Third Auto Trust 2019-1 | 2.640% | 12/15/23 | 550 | 564 |
5 | Fifth Third Auto Trust 2019-1 | 2.690% | 11/16/26 | 175 | 183 |
5 | Ford Credit Auto Lease Trust 2018-A | 2.930% | 6/15/21 | 140 | 140 |
5 | Ford Credit Auto Lease Trust 2018-A | 3.050% | 8/15/21 | 100 | 100 |
70 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5 | Ford Credit Auto Lease Trust 2018-B | 3.190% | 12/15/21 | 680 | 685 | ||
5 | Ford Credit Auto Lease Trust 2018-B | 3.300% | 2/15/22 | 250 | 254 | ||
5 | Ford Credit Auto Lease Trust 2019-A | 2.900% | 5/15/22 | 250 | 253 | ||
5 | Ford Credit Auto Lease Trust 2019-A | 2.980% | 6/15/22 | 125 | 128 | ||
5 | Ford Credit Auto Owner Trust 2017-A | 1.920% | 4/15/22 | 249 | 250 | ||
5 | Ford Credit Auto Owner Trust 2017-B | 1.690% | 11/15/21 | 111 | 111 | ||
5 | Ford Credit Auto Owner Trust 2017-B | 1.870% | 9/15/22 | 80 | 81 | ||
5 | Ford Credit Auto Owner Trust 2017-C | 2.010% | 3/15/22 | 544 | 547 | ||
5 | Ford Credit Auto Owner Trust 2019-A | 2.780% | 9/15/23 | 675 | 695 | ||
5 | Ford Credit Auto Owner Trust 2019-A | 2.850% | 8/15/24 | 275 | 290 | ||
5 | Ford Credit Auto Owner Trust 2020-A | 1.040% | 8/15/24 | 50 | 51 | ||
5 | Ford Credit Auto Owner Trust 2020-B | 0.560% | 10/15/24 | 600 | 601 | ||
5 | Ford Credit Auto Owner Trust 2020-B | 0.790% | 11/15/25 | 125 | 125 | ||
5 | Ford Credit Floorplan Master Owner Trust A Series 2017-2 | 2.160% | 9/15/22 | 700 | 702 | ||
5 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 720 | 733 | ||
5 | Ford Credit Floorplan Master Owner Trust A Series 2018-1 | 2.950% | 5/15/23 | 1,000 | 1,018 | ||
5 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 900 | 935 | ||
4,5 | Freddie Mac Multifamily Structured Pass Through Certificates | 1.477% | 4/25/30 | 225 | 234 | ||
5 | GM Financial Automobile Leasing Trust 2018-1 | 2.680% | 12/20/21 | 104 | 104 | ||
5 | GM Financial Automobile Leasing Trust 2018-2 | 3.060% | 6/21/21 | 55 | 55 | ||
5 | GM Financial Automobile Leasing Trust 2018-2 | 3.160% | 4/20/22 | 75 | 75 | ||
5 | GM Financial Automobile Leasing Trust 2019-2 | 2.670% | 3/21/22 | 275 | 278 | ||
5 | GM Financial Automobile Leasing Trust 2019-2 | 2.720% | 3/20/23 | 125 | 128 | ||
5 | GM Financial Automobile Leasing Trust 2020-1 | 1.670% | 12/20/22 | 105 | 107 | ||
5 | GM Financial Automobile Leasing Trust 2020-1 | 1.700% | 12/20/23 | 40 | 41 | ||
5 | GM Financial Automobile Leasing Trust 2020-2 | 0.800% | 7/20/23 | 75 | 75 | ||
5 | GM Financial Consumer Automobile 2018-2 | 2.810% | 12/16/22 | 411 | 418 | ||
5 | GM Financial Consumer Automobile 2018-2 | 3.020% | 12/18/23 | 400 | 417 | ||
5 | GM Financial Consumer Automobile 2020-1 | 1.840% | 9/16/24 | 375 | 384 | ||
5 | GM Financial Consumer Automobile 2020-1 | 1.900% | 3/17/25 | 115 | 119 | ||
5 | GS Mortgage Securities Trust 2011-GC5 | 3.707% | 8/10/44 | 145 | 147 | ||
5 | GS Mortgage Securities Trust 2012-GC6 | 3.482% | 1/10/45 | 747 | 764 | ||
5 | GS Mortgage Securities Trust 2012-GCJ7 | 3.377% | 5/10/45 | 334 | 339 | ||
5 | GS Mortgage Securities Trust 2012-GCJ9 | 2.773% | 11/10/45 | 318 | 327 | ||
5 | GS Mortgage Securities Trust 2013-GC10 | 2.943% | 2/10/46 | 246 | 254 | ||
5 | GS Mortgage Securities Trust 2013-GC10 | 3.279% | 2/10/46 | 92 | 93 | ||
5 | GS Mortgage Securities Trust 2013-GCJ12 | 3.135% | 6/10/46 | 275 | 288 | ||
5 | GS Mortgage Securities Trust 2013-GCJ12 | 3.375% | 6/10/46 | 118 | 121 | ||
5 | GS Mortgage Securities Trust 2013-GCJ14 | 3.817% | 8/10/46 | 84 | 87 | ||
5 | GS Mortgage Securities Trust 2013-GCJ14 | 4.243% | 8/10/46 | 675 | 729 | ||
5 | GS Mortgage Securities Trust 2013-GCJ16 | 3.813% | 11/10/46 | 72 | 75 | ||
5 | GS Mortgage Securities Trust 2013-GCJ16 | 4.271% | 11/10/46 | 125 | 136 | ||
5 | GS Mortgage Securities Trust 2014-GC18 | 4.074% | 1/10/47 | 1,025 | 1,108 | ||
5 | GS Mortgage Securities Trust 2014-GC18 | 4.383% | 1/10/47 | 275 | 294 | ||
5 | GS Mortgage Securities Trust 2014-GC22 | 3.467% | 6/10/47 | 139 | 144 | ||
5 | GS Mortgage Securities Trust 2014-GC22 | 3.862% | 6/10/47 | 150 | 162 | ||
5 | GS Mortgage Securities Trust 2014-GC24 | 3.931% | 9/10/47 | 475 | 518 | ||
5 | GS Mortgage Securities Trust 2014-GC24 | 4.644% | 9/10/47 | 125 | 109 | ||
5 | GS Mortgage Securities Trust 2014-GC26 | 3.365% | 11/10/47 | 222 | 232 | ||
5 | GS Mortgage Securities Trust 2014-GC26 | 3.629% | 11/10/47 | 800 | 867 | ||
5 | GS Mortgage Securities Trust 2014-GC26 | 3.964% | 11/10/47 | 125 | 134 | ||
5 | GS Mortgage Securities Trust 2014-GC26 | 4.215% | 11/10/47 | 125 | 130 | ||
5 | GS Mortgage Securities Trust 2015-GC28 | 3.396% | 2/10/48 | 500 | 538 | ||
5 | GS Mortgage Securities Trust 2015-GC30 | 3.382% | 5/10/50 | 450 | 487 | ||
5 | GS Mortgage Securities Trust 2015-GC32 | 3.513% | 7/10/48 | 425 | 445 | ||
5 | GS Mortgage Securities Trust 2015-GC32 | 3.764% | 7/10/48 | 175 | 193 | ||
5 | GS Mortgage Securities Trust 2015-GC34 | 3.278% | 10/10/48 | 400 | 419 | ||
5 | GS Mortgage Securities Trust 2015-GC34 | 3.506% | 10/10/48 | 400 | 437 | ||
5 | GS Mortgage Securities Trust 2016-GS2 | 3.050% | 5/10/49 | 300 | 323 |
71 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5 | GS Mortgage Securities Trust 2016-GS3 | 2.850% | 10/10/49 | 775 | 830 | ||
5 | GS Mortgage Securities Trust 2016-GS4 | 3.442% | 11/10/49 | 275 | 306 | ||
5 | GS Mortgage Securities Trust 2016-GS4 | 3.645% | 11/10/49 | 200 | 217 | ||
5 | GS Mortgage Securities Trust 2017-GS5 | 3.674% | 3/10/50 | 625 | 698 | ||
5 | GS Mortgage Securities Trust 2017-GS5 | 3.826% | 3/10/50 | 250 | 276 | ||
5 | GS Mortgage Securities Trust 2017-GS6 | 3.433% | 5/10/50 | 600 | 672 | ||
5 | GS Mortgage Securities Trust 2017-GS7 | 3.430% | 8/10/50 | 983 | 1,101 | ||
5 | GS Mortgage Securities Trust 2017-GS7 | 3.663% | 8/10/50 | 262 | 288 | ||
5 | GS Mortgage Securities Trust 2019-GC39 | 3.567% | 5/10/52 | 400 | 456 | ||
5 | GS Mortgage Securities Trust 2019-GC4 | 3.212% | 9/1/52 | 275 | 300 | ||
5 | GS Mortgage Securities Trust 2019-GC40 | 3.160% | 7/10/52 | 550 | 609 | ||
5 | GS Mortgage Securities Trust 2019-GS4 | 3.000% | 9/1/52 | 1,125 | 1,241 | ||
5 | GS Mortgage Securities Trust 2019-GSA1 | 3.048% | 11/10/52 | 500 | 552 | ||
5 | GS Mortgage Securities Trust 2020-GC45 | 2.911% | 2/13/53 | 525 | 575 | ||
5 | GS Mortgage Securities Trust 2020-GC45 | 3.173% | 2/13/53 | 150 | 163 | ||
5 | GS Mortgage Securities Trust 2020-GC47 | 2.377% | 5/12/53 | 150 | 158 | ||
5 | Honda Auto Receivables 2017-2 Owner Trust | 1.680% | 8/16/21 | 212 | 213 | ||
5 | Honda Auto Receivables 2017-2 Owner Trust | 1.870% | 9/15/23 | 279 | 280 | ||
5 | Honda Auto Receivables 2017-4 Owner Trust | 2.050% | 11/22/21 | 117 | 117 | ||
5 | Honda Auto Receivables 2018-1 Owner Trust | 2.640% | 2/15/22 | 400 | 404 | ||
5 | Honda Auto Receivables 2018-1 Owner Trust | 2.830% | 5/15/24 | 275 | 281 | ||
5 | Honda Auto Receivables 2018-2 Owner Trust | 3.010% | 5/18/22 | 206 | 209 | ||
5 | Honda Auto Receivables 2018-2 Owner Trust | 3.160% | 8/19/24 | 200 | 207 | ||
5 | Honda Auto Receivables 2018-4 Owner Trust | 2.520% | 6/21/23 | 665 | 685 | ||
5 | Honda Auto Receivables 2018-4 Owner Trust | 2.540% | 3/21/25 | 125 | 131 | ||
5 | Honda Auto Receivables 2020-1 Owner Trust | 1.610% | 4/22/24 | 450 | 461 | ||
5 | Honda Auto Receivables 2020-1 Owner Trust | 1.630% | 10/21/26 | 70 | 72 | ||
5 | Hyundai Auto Receivables Trust 2016-B | 1.450% | 11/15/22 | 127 | 128 | ||
5 | Hyundai Auto Receivables Trust 2018-A | 2.790% | 7/15/22 | 194 | 196 | ||
5 | Hyundai Auto Receivables Trust 2018-A | 2.940% | 6/17/24 | 325 | 335 | ||
5 | Hyundai Auto Receivables Trust 2020-A | 1.410% | 11/15/24 | 50 | 51 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 | 3.507% | 5/15/45 | 378 | 390 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 | 2.829% | 10/15/45 | 1,260 | 1,291 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX | 3.483% | 6/15/45 | 408 | 417 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.142% | 12/15/47 | 144 | 149 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 | 3.372% | 12/15/47 | 109 | 111 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.674% | 12/15/46 | 99 | 103 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 3.881% | 12/15/46 | 200 | 214 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.166% | 12/15/46 | 300 | 324 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 4.517% | 12/15/46 | 150 | 159 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 | 5.130% | 12/15/46 | 150 | 159 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | 2.960% | 4/15/46 | 673 | 697 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 | 3.805% | 7/15/47 | 75 | 81 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 | 3.914% | 1/15/49 | 325 | 363 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | 2.870% | 8/15/49 | 975 | 1,042 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.648% | 12/15/49 | 400 | 447 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 | 3.870% | 12/15/49 | 325 | 352 |
72 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP5 | 3.723% | 3/15/50 | 1,250 | 1,407 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.050% | 7/15/50 | 134 | 136 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2017-JP6 | 3.744% | 7/15/50 | 400 | 432 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR4 | 4.029% | 3/10/52 | 1,400 | 1,632 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR5 | 3.386% | 6/13/52 | 850 | 951 | ||
5 | JP Morgan Chase Commercial Mortgage Securities Trust 2019-COR5 | 3.669% | 6/13/52 | 75 | 82 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 3.664% | 7/15/45 | 122 | 129 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C12 | 4.175% | 7/15/45 | 81 | 85 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 3.761% | 8/15/46 | 151 | 157 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.133% | 8/15/46 | 790 | 848 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C14 | 4.409% | 8/15/46 | 220 | 231 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 3.659% | 11/15/45 | 42 | 44 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.131% | 11/15/45 | 435 | 470 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C15 | 4.420% | 11/15/45 | 275 | 292 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 3.705% | 1/15/47 | 135 | 140 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.199% | 1/15/47 | 625 | 680 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 4.458% | 1/15/47 | 125 | 133 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2013-C17 | 5.053% | 1/15/47 | 188 | 199 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.079% | 2/15/47 | 474 | 514 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.439% | 2/15/47 | 93 | 98 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C18 | 4.971% | 2/15/47 | 113 | 120 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.046% | 4/15/47 | 2 | 2 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.669% | 4/15/47 | 225 | 228 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 3.996% | 4/15/47 | 225 | 244 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C19 | 4.243% | 4/15/47 | 175 | 185 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.428% | 8/15/47 | 87 | 90 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.775% | 8/15/47 | 100 | 109 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C21 | 3.996% | 8/15/47 | 75 | 78 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 3.801% | 9/15/47 | 650 | 708 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C22 | 4.110% | 9/15/47 | 175 | 186 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 3.934% | 9/15/47 | 319 | 349 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C23 | 4.202% | 9/15/47 | 188 | 201 |
73 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 2.940% | 11/15/47 | 46 | 46 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.638% | 11/15/47 | 150 | 163 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C24 | 3.914% | 11/15/47 | 300 | 317 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 3.672% | 11/15/47 | 750 | 815 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C25 | 4.065% | 11/15/47 | 200 | 211 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.494% | 1/15/48 | 360 | 390 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.800% | 1/15/48 | 200 | 210 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2014-C26 | 3.951% | 1/15/48 | 200 | 206 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.017% | 2/15/48 | 372 | 384 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C27 | 3.179% | 2/15/48 | 218 | 233 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.227% | 10/15/48 | 500 | 537 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C28 | 3.532% | 10/15/48 | 100 | 105 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 2.921% | 5/15/48 | 28 | 28 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.304% | 5/15/48 | 208 | 216 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C29 | 3.611% | 5/15/48 | 350 | 382 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.559% | 7/15/48 | 412 | 433 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 3.822% | 7/15/48 | 425 | 470 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C30 | 4.226% | 7/15/48 | 200 | 214 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.540% | 8/15/48 | 203 | 214 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C31 | 3.801% | 8/15/48 | 218 | 241 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.358% | 11/15/48 | 411 | 431 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C32 | 3.598% | 11/15/48 | 425 | 465 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2015-C33 | 3.770% | 12/15/48 | 300 | 333 | ||
5 | JPMBB Commercial Mortgage Securities Trust 2016-C1 | 3.316% | 3/15/49 | 325 | 341 | ||
5 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.144% | 6/15/49 | 300 | 324 | ||
5 | JPMDB Commercial Mortgage Securities Trust 2016-C2 | 3.484% | 6/15/49 | 150 | 158 | ||
5 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.694% | 3/15/50 | 2,000 | 2,248 | ||
5 | JPMDB Commercial Mortgage Securities Trust 2017-C5 | 3.858% | 3/15/50 | 425 | 459 | ||
5 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.409% | 10/15/50 | 275 | 306 | ||
5 | JPMDB Commercial Mortgage Securities Trust 2017-C7 | 3.712% | 10/15/50 | 175 | 193 | ||
5 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.211% | 6/15/51 | 1,000 | 1,173 | ||
5 | JPMDB Commercial Mortgage Securities Trust 2018-C8 | 4.421% | 6/15/51 | 125 | 144 |
74 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5 | JPMDB Commercial Mortgage Securities Trust 2019-COR6 | 3.056% | 11/13/52 | 750 | 827 | ||
5 | JPMDB Commercial Mortgage Securities Trust 2020-COR7 | 2.180% | 5/13/53 | 250 | 258 | ||
5 | Mercedes-Benz Auto Lease Trust 2018-A | 2.510% | 10/16/23 | 49 | 49 | ||
5 | Mercedes-Benz Auto Lease Trust 2020-A | 1.840% | 12/15/22 | 275 | 279 | ||
5 | Mercedes-Benz Auto Lease Trust 2020-A | 1.880% | 9/15/25 | 125 | 128 | ||
5 | Mercedes-Benz Auto Receivables Trust 2020-1 | 0.550% | 2/18/25 | 175 | 175 | ||
5 | Mercedes-Benz Auto Receivables Trust 2020-1 | 0.770% | 10/15/26 | 30 | 30 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 | 3.176% | 8/15/45 | 175 | 180 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 | 4.218% | 7/15/46 | 1,600 | 1,715 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.298% | 8/15/46 | 240 | 258 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 | 4.498% | 8/15/46 | 120 | 120 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 | 4.259% | 10/15/46 | 445 | 478 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.039% | 11/15/46 | 300 | 325 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 | 4.915% | 11/15/46 | 150 | 158 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 2.918% | 2/15/46 | 179 | 185 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 | 3.214% | 2/15/46 | 36 | 37 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.134% | 12/15/48 | 225 | 232 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 | 3.376% | 12/15/48 | 100 | 103 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.102% | 5/15/46 | 150 | 157 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 | 3.456% | 5/15/46 | 125 | 128 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 3.669% | 2/15/47 | 167 | 168 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.064% | 2/15/47 | 375 | 403 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 | 4.921% | 2/15/47 | 150 | 160 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.477% | 6/15/47 | 60 | 62 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 3.892% | 6/15/47 | 325 | 354 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 | 4.495% | 6/15/47 | 125 | 130 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 3.194% | 10/15/47 | 20 | 20 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 3.923% | 10/15/47 | 100 | 109 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 | 4.630% | 10/15/47 | 125 | 132 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.326% | 12/15/47 | 203 | 212 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C19 | 3.526% | 12/15/47 | 275 | 295 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.069% | 2/15/48 | 185 | 192 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 | 3.249% | 2/15/48 | 725 | 771 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.040% | 4/15/48 | 412 | 427 |
75 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.306% | 4/15/48 | 325 | 350 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 | 3.883% | 4/15/48 | 200 | 207 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 2.982% | 7/15/50 | 12 | 12 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.398% | 7/15/50 | 150 | 157 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 | 3.719% | 7/15/50 | 450 | 493 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.383% | 10/15/48 | 475 | 499 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 | 3.635% | 10/15/48 | 250 | 275 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.323% | 10/15/48 | 275 | 289 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 | 3.531% | 10/15/48 | 300 | 328 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.557% | 12/15/47 | 200 | 212 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 | 3.753% | 12/15/47 | 250 | 276 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.288% | 1/15/49 | 300 | 316 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 | 3.544% | 1/15/49 | 800 | 873 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 | 2.860% | 9/15/49 | 800 | 854 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 | 3.102% | 11/15/49 | 950 | 1,030 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.720% | 12/15/49 | 800 | 896 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 | 3.994% | 12/15/49 | 325 | 359 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.599% | 5/15/50 | 1,000 | 1,116 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 | 3.852% | 5/15/50 | 400 | 442 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.276% | 11/15/52 | 400 | 433 | ||
5 | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 | 3.536% | 11/15/52 | 575 | 642 | ||
5 | Morgan Stanley Capital I Trust 2012-C4 | 3.244% | 3/15/45 | 650 | 664 | ||
5 | Morgan Stanley Capital I Trust 2012-C4 | 3.773% | 3/15/45 | 225 | 228 | ||
5 | Morgan Stanley Capital I Trust 2015-UBS8 | 3.809% | 12/15/48 | 300 | 332 | ||
5 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.049% | 11/15/49 | 400 | 433 | ||
5 | Morgan Stanley Capital I Trust 2016-BNK2 | 3.282% | 11/15/49 | 317 | 336 | ||
5 | Morgan Stanley Capital I Trust 2016-UB11 | 2.782% | 8/15/49 | 800 | 854 | ||
5 | Morgan Stanley Capital I Trust 2016-UBS12 | 3.596% | 12/15/49 | 825 | 917 | ||
5 | Morgan Stanley Capital I Trust 2017-H1 | 3.530% | 6/15/50 | 550 | 613 | ||
5 | Morgan Stanley Capital I Trust 2019-H6 | 3.417% | 6/15/52 | 1,050 | 1,184 | ||
5 | Morgan Stanley Capital I Trust 2019-H6 | 3.700% | 6/15/52 | 125 | 140 | ||
5 | Morgan Stanley Capital I Trust 2019-L2 | 4.071% | 3/15/52 | 625 | 735 | ||
5 | Morgan Stanley Capital I Trust 2019-L3 | 3.127% | 11/15/52 | 775 | 865 | ||
5 | Morgan Stanley Capital I Trust 2020-L4 | 2.698% | 2/15/53 | 750 | 811 | ||
5 | Morgan Stanley Capital I Trust 2020-L4 | 2.880% | 2/15/53 | 115 | 121 | ||
1 | National Australia Bank Ltd. | 2.250% | 3/16/21 | 625 | 633 | ||
5 | Nissan Auto Lease Trust 2020-A | 1.840% | 1/17/23 | 175 | 178 | ||
5 | Nissan Auto Lease Trust 2020-A | 1.880% | 4/15/25 | 75 | 77 | ||
5 | Nissan Auto Receivables 2016-C Owner Trust | 1.380% | 1/17/23 | 123 | 123 | ||
5 | Nissan Auto Receivables 2017-B Owner Trust | 1.750% | 10/15/21 | 150 | 150 | ||
5 | Nissan Auto Receivables 2017-B Owner Trust | 1.950% | 10/16/23 | 259 | 262 | ||
5 | Nissan Auto Receivables 2018-A Owner Trust | 2.650% | 5/16/22 | 307 | 309 | ||
5 | Nissan Auto Receivables 2018-A Owner Trust | 2.890% | 6/17/24 | 400 | 413 |
76 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5 | Nissan Auto Receivables 2019-B Owner Trust | 2.500% | 11/15/23 | 550 | 566 | ||
5 | Nissan Auto Receivables 2019-B Owner Trust | 2.540% | 12/15/25 | 150 | 158 | ||
5 | Nissan Auto Receivables 2019-C Owner Trust | 1.930% | 7/15/24 | 650 | 668 | ||
5 | Nissan Auto Receivables 2019-C Owner Trust | 1.950% | 5/15/26 | 150 | 156 | ||
5 | Nissan Auto Receivables 2020-A Owner Trust | 1.380% | 12/16/24 | 150 | 153 | ||
5 | Nissan Auto Receivables 2020-B Owner Trust | 0.550% | 7/15/24 | 200 | 200 | ||
5 | Nissan Auto Receivables 2020-B Owner Trust | 0.710% | 1/15/27 | 50 | 50 | ||
5 | Public Service New Hampshire Funding LLC 2018-1 | 3.094% | 2/1/26 | 137 | 141 | ||
5 | Public Service New Hampshire Funding LLC 2018-1 | 3.506% | 8/1/28 | 100 | 108 | ||
5 | Public Service New Hampshire Funding LLC 2018-1 | 3.814% | 2/1/35 | 225 | 258 | ||
Royal Bank of Canada | 2.100% | 10/14/20 | 3,950 | 3,969 | |||
Royal Bank of Canada | 2.300% | 3/22/21 | 650 | 659 | |||
5 | Santander Drive Auto Receivables Trust 2018-2 | 3.030% | 9/15/22 | 20 | 20 | ||
5 | Santander Drive Auto Receivables Trust 2018-2 | 3.350% | 7/17/23 | 250 | 253 | ||
5 | Santander Drive Auto Receivables Trust 2018-3 | 3.290% | 10/17/22 | 18 | 18 | ||
5 | Santander Drive Auto Receivables Trust 2018-3 | 3.510% | 8/15/23 | 250 | 253 | ||
5 | Synchrony Card Issuance Trust 2018-A1 | 3.380% | 9/15/24 | 1,200 | 1,236 | ||
5 | Synchrony Credit Card Master Note Trust 2016-2 | 2.210% | 5/15/24 | 1,162 | 1,173 | ||
5 | Synchrony Credit Card Master Note Trust 2017-2 | 2.620% | 10/15/25 | 675 | 699 | ||
5 | Synchrony Credit Card Master Note Trust 2018-1 | 2.970% | 3/15/24 | 1,200 | 1,217 | ||
5 | Synchrony Credit Card Master Note Trust 2018-2 | 3.470% | 5/15/26 | 1,175 | 1,256 | ||
1 | Toronto-Dominion Bank | 2.250% | 3/15/21 | 2,000 | 2,026 | ||
5 | Toyota Auto Receivables 2017-D Owner Trust | 1.930% | 1/18/22 | 410 | 412 | ||
5 | Toyota Auto Receivables 2018-A Owner Trust | 2.350% | 5/16/22 | 314 | 316 | ||
5 | Toyota Auto Receivables 2018-A Owner Trust | 2.520% | 5/15/23 | 175 | 180 | ||
5 | Toyota Auto Receivables 2018-B Owner Trust | 2.960% | 9/15/22 | 402 | 408 | ||
5 | Toyota Auto Receivables 2018-B Owner Trust | 3.110% | 11/15/23 | 100 | 105 | ||
5 | Toyota Auto Receivables 2020-A Owner Trust | 1.660% | 5/15/24 | 565 | 578 | ||
5 | Toyota Auto Receivables 2020-A Owner Trust | 1.680% | 5/15/25 | 95 | 98 | ||
5 | Toyota Auto Receivables 2020-B Owner Trust | 1.360% | 8/15/24 | 50 | 51 | ||
5 | UBS Commercial Mortgage Trust 2017-C1 | 3.460% | 6/15/50 | 800 | 888 | ||
5 | UBS Commercial Mortgage Trust 2017-C1 | 3.724% | 6/15/50 | 350 | 382 | ||
5 | UBS Commercial Mortgage Trust 2017-C2 | 3.487% | 8/15/50 | 600 | 664 | ||
5 | UBS Commercial Mortgage Trust 2017-C2 | 3.740% | 8/15/50 | 150 | 163 | ||
5 | UBS Commercial Mortgage Trust 2017-C3 | 3.426% | 8/15/50 | 725 | 806 | ||
5 | UBS Commercial Mortgage Trust 2017-C3 | 3.739% | 8/15/50 | 300 | 317 | ||
5 | UBS Commercial Mortgage Trust 2017-C4 | 3.301% | 10/15/50 | 475 | 524 | ||
5 | UBS Commercial Mortgage Trust 2017-C4 | 3.563% | 10/15/50 | 600 | 673 | ||
5 | UBS Commercial Mortgage Trust 2017-C4 | 3.836% | 10/15/50 | 262 | 292 | ||
5 | UBS Commercial Mortgage Trust 2017-C5 | 3.474% | 11/15/50 | 400 | 441 | ||
5 | UBS Commercial Mortgage Trust 2017-C7 | 3.679% | 12/15/50 | 600 | 678 | ||
5 | UBS Commercial Mortgage Trust 2017-C7 | 4.061% | 12/15/50 | 325 | 363 | ||
5 | UBS Commercial Mortgage Trust 2018-C10 | 4.313% | 5/15/51 | 800 | 937 | ||
5 | UBS Commercial Mortgage Trust 2018-C11 | 4.241% | 6/15/51 | 150 | 174 | ||
5 | UBS Commercial Mortgage Trust 2018-C12 | 4.296% | 8/15/51 | 475 | 565 | ||
5 | UBS Commercial Mortgage Trust 2018-C13 | 4.208% | 10/15/51 | 173 | 187 | ||
5 | UBS Commercial Mortgage Trust 2018-C13 | 4.334% | 10/15/51 | 600 | 710 | ||
5 | UBS Commercial Mortgage Trust 2018-C13 | 4.585% | 10/15/51 | 100 | 117 | ||
5 | UBS Commercial Mortgage Trust 2018-C14 | 4.448% | 12/15/51 | 975 | 1,166 | ||
5 | UBS Commercial Mortgage Trust 2018-C15 | 4.341% | 12/15/51 | 575 | 677 | ||
5 | UBS Commercial Mortgage Trust 2018-C8 | 3.720% | 2/15/51 | 600 | 681 | ||
5 | UBS Commercial Mortgage Trust 2018-C8 | 3.983% | 2/15/51 | 200 | 229 | ||
5 | UBS Commercial Mortgage Trust 2018-C8 | 4.215% | 2/15/51 | 325 | 363 | ||
5 | UBS Commercial Mortgage Trust 2018-C9 | 4.117% | 3/15/51 | 1,200 | 1,368 | ||
5 | UBS Commercial Mortgage Trust 2019-C16 | 3.605% | 4/15/52 | 400 | 449 | ||
5 | UBS Commercial Mortgage Trust 2019-C16 | 3.887% | 4/15/52 | 125 | 141 | ||
5 | UBS Commercial Mortgage Trust 2019-C17 | 2.921% | 10/15/52 | 450 | 488 | ||
5 | UBS Commercial Mortgage Trust 2019-C18 | 3.035% | 12/15/52 | 275 | 302 | ||
5 | UBS-Barclays Commercial Mortgage Trust 2012-C4 | 2.850% | 12/10/45 | 1,000 | 1,030 | ||
5 | UBS-Barclays Commercial Mortgage Trust 2013-C5 | 3.185% | 3/10/46 | 290 | 300 | ||
5 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.244% | 4/10/46 | 175 | 182 | ||
5 | UBS-Barclays Commercial Mortgage Trust 2013-C6 | 3.469% | 4/10/46 | 75 | 77 | ||
5 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.020% | 11/21/22 | 200 | 203 | ||
5 | Volkswagen Auto Loan Enhanced Trust 2018-1 | 3.150% | 7/22/24 | 100 | 104 |
77 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5 | Volkswagen Auto Loan Enhanced Trust 2020-1 | 0.980% | 11/20/24 | 100 | 101 | ||
5 | Wells Fargo Commercial Mortgage Trust 2012-LC5 | 2.918% | 10/15/45 | 198 | 205 | ||
5 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.477% | 8/15/50 | 79 | 82 | ||
5 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 3.817% | 8/15/50 | 900 | 948 | ||
5 | Wells Fargo Commercial Mortgage Trust 2014-LC16 | 4.020% | 8/15/50 | 50 | 53 | ||
5 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.271% | 12/15/47 | 192 | 196 | ||
5 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.405% | 12/15/47 | 400 | 430 | ||
5 | Wells Fargo Commercial Mortgage Trust 2014-LC18 | 3.808% | 12/15/47 | 200 | 211 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 2.991% | 2/15/48 | 375 | 389 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.166% | 2/15/48 | 200 | 214 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-C26 | 3.580% | 2/15/48 | 175 | 182 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-C27 | 3.190% | 2/15/48 | 872 | 931 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.540% | 5/15/48 | 625 | 682 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-C28 | 3.872% | 5/15/48 | 117 | 124 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-C29 | 3.400% | 6/15/48 | 251 | 263 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-C29 | 3.637% | 6/15/48 | 625 | 677 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 2.978% | 4/15/50 | 108 | 112 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.184% | 4/15/50 | 853 | 914 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-LC20 | 3.719% | 4/15/50 | 200 | 204 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.571% | 9/15/58 | 175 | 185 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 3.839% | 9/15/58 | 275 | 304 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-LC22 | 4.207% | 9/15/58 | 225 | 245 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.632% | 5/15/48 | 31 | 31 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 2.934% | 5/15/48 | 116 | 120 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-NXS1 | 3.148% | 5/15/48 | 175 | 188 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.656% | 12/15/48 | 325 | 345 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-P2 | 3.809% | 12/15/48 | 200 | 222 | ||
5 | Wells Fargo Commercial Mortgage Trust 2015-SG1 | 3.789% | 9/15/48 | 770 | 846 | ||
5 | Wells Fargo Commercial Mortgage Trust 2016-BNK1 | 2.652% | 8/15/49 | 525 | 557 | ||
5 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.324% | 1/15/59 | 218 | 229 | ||
5 | Wells Fargo Commercial Mortgage Trust 2016-C32 | 3.560% | 1/15/59 | 475 | 524 | ||
5 | Wells Fargo Commercial Mortgage Trust 2016-C33 | 3.426% | 3/15/59 | 150 | 162 | ||
5 | Wells Fargo Commercial Mortgage Trust 2016-C34 | 3.096% | 6/15/49 | 325 | 348 | ||
5 | Wells Fargo Commercial Mortgage Trust 2016-C37 | 3.794% | 12/15/49 | 325 | 366 | ||
5 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.825% | 10/15/49 | 350 | 364 | ||
5 | Wells Fargo Commercial Mortgage Trust 2016-LC24 | 2.942% | 10/15/49 | 614 | 661 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.453% | 7/15/50 | 854 | 956 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-C38 | 3.665% | 7/15/50 | 242 | 267 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.418% | 9/15/50 | 725 | 810 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-C39 | 3.702% | 9/15/50 | 400 | 439 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.317% | 10/15/50 | 400 | 436 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.581% | 10/15/50 | 600 | 674 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-C40 | 3.854% | 10/15/50 | 150 | 168 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-C41 | 3.472% | 11/15/50 | 1,000 | 1,118 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-RB1 | 3.635% | 3/15/50 | 1,200 | 1,352 | ||
5 | Wells Fargo Commercial Mortgage Trust 2017-RC1 | 3.631% | 1/15/60 | 1,200 | 1,340 | ||
5 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.012% | 3/15/51 | 1,200 | 1,384 | ||
5 | Wells Fargo Commercial Mortgage Trust 2018-C43 | 4.152% | 3/15/51 | 200 | 227 | ||
5 | Wells Fargo Commercial Mortgage Trust 2018-C44 | 4.212% | 5/15/51 | 775 | 905 | ||
5 | Wells Fargo Commercial Mortgage Trust 2018-C45 | 4.184% | 6/15/51 | 1,000 | 1,167 | ||
5 | Wells Fargo Commercial Mortgage Trust 2018-C46 | 4.152% | 8/15/51 | 475 | 554 | ||
5 | Wells Fargo Commercial Mortgage Trust 2019-C49 | 4.023% | 3/15/52 | 975 | 1,136 | ||
5 | Wells Fargo Commercial Mortgage Trust 2019-C50 | 3.729% | 5/15/52 | 575 | 660 | ||
5 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 3.143% | 8/15/52 | 350 | 369 | ||
5 | Wells Fargo Commercial Mortgage Trust 2019-C53 | 3.040% | 10/15/52 | 750 | 832 | ||
5 | Wells Fargo Commercial Mortgage Trust 2019-C54 | 3.146% | 12/15/52 | 450 | 501 | ||
5 | Wells Fargo Commercial Mortgage Trust 2018-C47 | 4.442% | 9/15/61 | 1,075 | 1,279 | ||
5 | Wells Fargo Commercial Mortgage Trust 2019-C51 | 3.311% | 6/15/52 | 780 | 876 | ||
5 | Wells Fargo Commercial Mortgage Trust 2019-C52 | 2.892% | 8/15/52 | 200 | 218 | ||
5 | Wells Fargo Commercial Mortgage Trust 2020-C55 | 2.725% | 2/15/53 | 675 | 730 | ||
5 | Wells Fargo Commercial Mortgage Trust 2020-C56 | 2.448% | 6/15/53 | 135 | 143 | ||
5 | WFRBS Commercial Mortgage Trust 2012-C10 | 2.875% | 12/15/45 | 600 | 615 | ||
5 | WFRBS Commercial Mortgage Trust 2012-C6 | 3.440% | 4/15/45 | 434 | 444 | ||
5 | WFRBS Commercial Mortgage Trust 2012-C7 | 3.431% | 6/15/45 | 300 | 308 |
78 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
5 | WFRBS Commercial Mortgage Trust 2012-C7 | 4.090% | 6/15/45 | 250 | 258 | ||
5 | WFRBS Commercial Mortgage Trust 2012-C8 | 3.001% | 8/15/45 | 175 | 179 | ||
5 | WFRBS Commercial Mortgage Trust 2012-C9 | 2.870% | 11/15/45 | 319 | 327 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C11 | 3.071% | 3/15/45 | 251 | 261 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.198% | 3/15/48 | 109 | 113 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C12 | 3.560% | 3/15/48 | 52 | 54 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.001% | 5/15/45 | 222 | 231 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C13 | 3.345% | 5/15/45 | 44 | 45 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.337% | 6/15/46 | 400 | 422 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C14 | 3.488% | 6/15/46 | 200 | 205 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C15 | 3.720% | 8/15/46 | 110 | 114 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.153% | 8/15/46 | 650 | 696 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C15 | 4.358% | 8/15/46 | 160 | 168 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C16 | 3.963% | 9/15/46 | 120 | 125 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.415% | 9/15/46 | 180 | 196 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C16 | 4.668% | 9/15/46 | 290 | 311 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C17 | 3.558% | 12/15/46 | 70 | 73 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.023% | 12/15/46 | 100 | 108 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.255% | 12/15/46 | 100 | 106 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C17 | 4.788% | 12/15/46 | 100 | 104 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C18 | 3.027% | 12/15/46 | 1 | 1 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C18 | 3.651% | 12/15/46 | 200 | 200 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.162% | 12/15/46 | 1,436 | 1,554 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.387% | 12/15/46 | 50 | 53 | ||
5 | WFRBS Commercial Mortgage Trust 2013-C18 | 4.845% | 12/15/46 | 75 | 80 | ||
5 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 2.927% | 3/15/46 | 2 | 2 | ||
5 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 3.591% | 3/15/46 | 150 | 151 | ||
5 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.079% | 3/15/46 | 175 | 189 | ||
5 | WFRBS Commercial Mortgage Trust 2013-UBS1 | 4.895% | 3/15/46 | 50 | 53 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.618% | 3/15/47 | 38 | 39 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C19 | 3.660% | 3/15/47 | 64 | 64 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.101% | 3/15/47 | 175 | 192 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C19 | 4.723% | 3/15/47 | 50 | 51 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.638% | 5/15/47 | 78 | 81 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C20 | 3.995% | 5/15/47 | 125 | 137 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C20 | 4.176% | 5/15/47 | 125 | 133 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C21 | 3.678% | 8/15/47 | 425 | 459 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C22 | 3.752% | 9/15/57 | 650 | 706 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C22 | 4.371% | 9/15/57 | 100 | 105 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.636% | 10/15/57 | 217 | 226 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C23 | 3.917% | 10/15/57 | 125 | 136 | ||
5 | WFRBS Commercial Mortgage Trust 2014-C23 | 4.210% | 10/15/57 | 75 | 81 | ||
5 | WFRBS Commercial Mortgage Trust 2014-LC14 | 3.522% | 3/15/47 | 220 | 229 | ||
5 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.045% | 3/15/47 | 725 | 781 | ||
5 | WFRBS Commercial Mortgage Trust 2014-LC14 | 4.351% | 3/15/47 | 300 | 319 | ||
5 | World Financial Network Credit Card Master Note Trust Series 2017-C | 2.310% | 8/15/24 | 625 | 628 | ||
5 | World Financial Network Credit Card Master Note Trust Series 2018-A | 3.070% | 12/16/24 | 775 | 786 | ||
5 | World Omni Auto Receivables Trust 2019-C | 1.960% | 12/16/24 | 475 | 488 | ||
5 | World Omni Auto Receivables Trust 2020-A | 1.100% | 4/15/25 | 350 | 354 | ||
5 | World Omni Auto Receivables Trust 2020-B | 0.630% | 5/15/25 | 175 | 175 | ||
5 | World Omni Auto Receivables Trust 2020-B | 0.820% | 1/15/26 | 50 | 50 | ||
5 | World Omni Automobile Lease Securitization Trust 2020-A | 1.700% | 1/17/23 | 200 | 203 | ||
5 | World Omni Automobile Lease Securitization Trust 2020-A | 1.790% | 6/16/25 | 115 | 117 | ||
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $446,626) | 478,191 | ||||||
Corporate Bonds (11.3%) | |||||||
Finance (3.4%) | |||||||
Banking (2.4%) | |||||||
Ally Financial Inc. | 4.125% | 2/13/22 | 510 | 523 |
79 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Coupon | Maturity Date | Face Amount ($000 | ) | Market Value ($000 | ) | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 200 | 206 | |||
Ally Financial Inc. | 5.125% | 9/30/24 | 550 | 594 | |||
Ally Financial Inc. | 8.000% | 11/1/31 | 1,600 | 2,092 | |||
American Express Co. | 3.700% | 11/5/21 | 1,000 | 1,040 | |||
American Express Co. | 2.750% | 5/20/22 | 1,000 | 1,037 | |||
American Express Co. | 2.500% | 8/1/22 | 2,400 | 2,487 | |||
American Express Co. | 2.650% | 12/2/22 | 1,500 | 1,569 | |||
American Express Co. | 3.400% | 2/27/23 | 950 | 1,015 | |||
American Express Co. | 3.700% | 8/3/23 | 1,500 | 1,632 | |||
American Express Co. | 3.400% | 2/22/24 | 1,000 | 1,086 | |||
American Express Co. | 2.500% | 7/30/24 | 1,065 | 1,129 | |||
American Express Co. | 3.000% | 10/30/24 | 1,200 | 1,297 | |||
American Express Co. | 3.625% | 12/5/24 | 1,404 | 1,551 | |||
American Express Co. | 4.050% | 12/3/42 | 121 | 148 | |||
American Express Credit Corp. | 2.700% | 3/3/22 | 1,350 | 1,395 | |||
American Express Credit Corp. | 3.300% | 5/3/27 | 1,960 | 2,200 | |||
Associated Bank NA | 3.500% | 8/13/21 | 250 | 255 | |||
Australia & New Zealand Banking Group Ltd. | 2.550% | 11/23/21 | 300 | 309 | |||
Australia & New Zealand Banking Group Ltd. | 2.625% | 5/19/22 | 250 | 259 | |||
Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 1,750 | 1,838 | |||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 250 | 286 | |||
Banco Santander SA | 3.848% | 4/12/23 | 1,200 | 1,275 | |||
Banco Santander SA | 2.706% | 6/27/24 | 400 | 420 | |||
Banco Santander SA | 5.179% | 11/19/25 | 1,300 | 1,456 | |||
Banco Santander SA | 4.250% | 4/11/27 | 2,000 | 2,204 | |||
Banco Santander SA | 3.800% | 2/23/28 | 200 | 215 | |||
Banco Santander SA | 4.379% | 4/12/28 | 1,200 | 1,342 | |||
Banco Santander SA | 3.306% | 6/27/29 | 500 | 537 | |||
Banco Santander SA | 3.490% | 5/28/30 | 1,000 | 1,075 | |||
Bancolombia SA | 3.000% | 1/29/25 | 400 | 392 | |||
5 | Bank of America Corp. | 2.369% | 7/21/21 | 1,155 | 1,155 | ||
5 | Bank of America Corp. | 2.328% | 10/1/21 | 2,500 | 2,510 | ||
5 | Bank of America Corp. | 2.738% | 1/23/22 | 1,300 | 1,313 | ||
Bank of America Corp. | 2.503% | 10/21/22 | 1,850 | 1,894 | |||
Bank of America Corp. | 3.300% | 1/11/23 | 925 | 985 | |||
5 | Bank of America Corp. | 3.124% | 1/20/23 | 410 | 425 | ||
5 | Bank of America Corp. | 2.816% | 7/21/23 | 3,575 | 3,713 | ||
Bank of America Corp. | 4.100% | 7/24/23 | 1,425 | 1,560 | |||
5 | Bank of America Corp. | 3.550% | 3/5/24 | 3,535 | 3,764 | ||
5 | Bank of America Corp. | 3.864% | 7/23/24 | 625 | 679 | ||
Bank of America Corp. | 4.200% | 8/26/24 | 3,025 | 3,357 | |||
Bank of America Corp. | 4.000% | 1/22/25 | 4,240 | 4,678 | |||
Bank of America Corp. | 3.950% | 4/21/25 | 3,036 | 3,362 | |||
5 | Bank of America Corp. | 3.093% | 10/1/25 | 2,500 | 2,699 | ||
5 | Bank of America Corp. | 2.456% | 10/22/25 | 1,175 | 1,234 | ||
5 | Bank of America Corp. | 3.366% | 1/23/26 | 1,300 | 1,420 | ||
Bank of America Corp. | 4.450% | 3/3/26 | 5,650 | 6,491 | |||
Bank of America Corp. | 3.500% | 4/19/26 | 830 | 935 | |||
5 | Bank of America Corp. | 1.319% | 6/19/26 | 10,700 | 10,727 | ||
Bank of America Corp. | 4.250% | 10/22/26 | 1,700 | 1,948 | |||
5 | Bank of America Corp. | 3.559% | 4/23/27 | 2,275 | 2,536 | ||
Bank of America Corp. | 3.248% | 10/21/27 | 2,025 | 2,235 | |||
5 | Bank of America Corp. | 3.824% | 1/20/28 | 450 | 508 | ||
5 | Bank of America Corp. | 3.705% | 4/24/28 | 1,400 | 1,582 | ||
5 | Bank of America Corp. | 3.593% | 7/21/28 | 2,250 | 2,527 | ||
5 | Bank of America Corp. | 3.419% | 12/20/28 | 5,357 | 5,967 | ||
5 | Bank of America Corp. | 3.970% | 3/5/29 | 1,425 | 1,630 | ||
5 | Bank of America Corp. | 4.271% | 7/23/29 | 4,275 | 5,034 | ||
5 | Bank of America Corp. | 3.974% | 2/7/30 | 500 | 582 | ||
5 | Bank of America Corp. | 3.194% | 7/23/30 | 2,000 | 2,212 | ||
5 | Bank of America Corp. | 2.884% | 10/22/30 | 4,175 | 4,518 | ||
5 | Bank of America Corp. | 2.496% | 2/13/31 | 175 | 183 | ||
5 | Bank of America Corp. | 2.592% | 4/29/31 | 6,000 | 6,346 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 2,010 | 2,855 |
80 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
5 | Bank of America Corp. | 4.244% | 4/24/38 | 2,100 | 2,574 |
Bank of America Corp. | 7.750% | 5/14/38 | 2,075 | 3,408 | |
5 | Bank of America Corp. | 4.078% | 4/23/40 | 1,425 | 1,739 |
5 | Bank of America Corp. | 2.676% | 6/19/41 | 2,300 | 2,360 |
Bank of America Corp. | 5.875% | 2/7/42 | 1,350 | 2,003 | |
Bank of America Corp. | 5.000% | 1/21/44 | 1,950 | 2,688 | |
Bank of America Corp. | 4.875% | 4/1/44 | 550 | 737 | |
Bank of America Corp. | 4.750% | 4/21/45 | 350 | 460 | |
5 | Bank of America Corp. | 4.443% | 1/20/48 | 1,625 | 2,101 |
5 | Bank of America Corp. | 3.946% | 1/23/49 | 1,175 | 1,417 |
5 | Bank of America Corp. | 4.330% | 3/15/50 | 700 | 902 |
5 | Bank of America Corp. | 4.083% | 3/20/51 | 4,500 | 5,624 |
Bank of America NA | 6.000% | 10/15/36 | 600 | 855 | |
Bank of Montreal | 3.100% | 4/13/21 | 1,545 | 1,576 | |
Bank of Montreal | 1.900% | 8/27/21 | 1,500 | 1,527 | |
Bank of Montreal | 2.900% | 3/26/22 | 2,350 | 2,447 | |
Bank of Montreal | 2.350% | 9/11/22 | 137 | 143 | |
Bank of Montreal | 2.550% | 11/6/22 | 13 | 14 | |
Bank of Montreal | 3.300% | 2/5/24 | 1,000 | 1,085 | |
Bank of Montreal | 2.500% | 6/28/24 | 800 | 847 | |
Bank of Montreal | 1.850% | 5/1/25 | 820 | 846 | |
5 | Bank of Montreal | 4.338% | 10/5/28 | 400 | 424 |
5 | Bank of Montreal | 3.803% | 12/15/32 | 1,600 | 1,706 |
Bank of New York Mellon Corp. | 3.550% | 9/23/21 | 125 | 129 | |
Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 1,375 | 1,420 | |
Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 375 | 387 | |
Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 850 | 904 | |
Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 625 | 675 | |
5 | Bank of New York Mellon Corp. | 2.661% | 5/16/23 | 1,275 | 1,324 |
Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 525 | 569 | |
Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 825 | 860 | |
Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 150 | 165 | |
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 600 | 658 | |
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 1,200 | 1,326 | |
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 500 | 543 | |
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 1,500 | 1,700 | |
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 600 | 689 | |
5 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 1,200 | 1,357 |
Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 1,000 | 1,095 | |
Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 500 | 562 | |
Bank of Nova Scotia | 2.800% | 7/21/21 | 1,375 | 1,410 | |
Bank of Nova Scotia | 2.375% | 1/18/23 | 2,250 | 2,339 | |
Bank of Nova Scotia | 1.950% | 2/1/23 | 1,825 | 1,880 | |
Bank of Nova Scotia | 3.400% | 2/11/24 | 500 | 542 | |
Bank of Nova Scotia | 2.200% | 2/3/25 | 1,825 | 1,911 | |
Bank of Nova Scotia | 1.300% | 6/11/25 | 3,000 | 3,019 | |
Bank of Nova Scotia | 4.500% | 12/16/25 | 1,250 | 1,410 | |
Bank of Nova Scotia | 2.700% | 8/3/26 | 425 | 463 | |
Bank One Corp. | 7.625% | 10/15/26 | 3,000 | 3,998 | |
Barclays plc | 3.200% | 8/10/21 | 850 | 869 | |
Barclays plc | 3.684% | 1/10/23 | 950 | 983 | |
5 | Barclays plc | 4.610% | 2/15/23 | 1,000 | 1,052 |
5 | Barclays plc | 4.338% | 5/16/24 | 1,000 | 1,077 |
Barclays plc | 3.650% | 3/16/25 | 3,000 | 3,253 | |
5 | Barclays plc | 3.932% | 5/7/25 | 800 | 861 |
Barclays plc | 4.375% | 1/12/26 | 1,200 | 1,349 | |
Barclays plc | 5.200% | 5/12/26 | 1,260 | 1,405 | |
Barclays plc | 4.337% | 1/10/28 | 1,000 | 1,113 | |
Barclays plc | 4.836% | 5/9/28 | 4,750 | 5,211 | |
5 | Barclays plc | 4.972% | 5/16/29 | 1,000 | 1,164 |
5 | Barclays plc | 5.088% | 6/20/30 | 2,975 | 3,353 |
Barclays plc | 2.645% | 6/24/31 | 1,000 | 1,000 | |
BBVA USA | 2.875% | 6/29/22 | 1,550 | 1,561 | |
BNP Paribas SA | 3.250% | 3/3/23 | 375 | 400 |
81 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
BNP Paribas SA | 4.250% | 10/15/24 | 500 | 551 | |
1,5 | BNP Paribas SA | 3.052% | 1/13/31 | 1,175 | 1,238 |
BPCE SA | 2.750% | 12/2/21 | 500 | 516 | |
1 | BPCE SA | 3.000% | 5/22/22 | 1,000 | 1,034 |
BPCE SA | 4.000% | 4/15/24 | 1,200 | 1,325 | |
BPCE SA | 3.375% | 12/2/26 | 250 | 277 | |
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 1,700 | 1,761 | |
Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 1,000 | 1,088 | |
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 800 | 856 | |
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 190 | 198 | |
Capital One Bank USA NA | 3.375% | 2/15/23 | 1,140 | 1,197 | |
Capital One Financial Corp. | 4.750% | 7/15/21 | 280 | 291 | |
Capital One Financial Corp. | 3.050% | 3/9/22 | 675 | 700 | |
Capital One Financial Corp. | 3.200% | 1/30/23 | 2,000 | 2,112 | |
Capital One Financial Corp. | 3.500% | 6/15/23 | 82 | 88 | |
Capital One Financial Corp. | 3.900% | 1/29/24 | 250 | 272 | |
Capital One Financial Corp. | 3.750% | 4/24/24 | 2,575 | 2,800 | |
Capital One Financial Corp. | 3.300% | 10/30/24 | 1,050 | 1,126 | |
Capital One Financial Corp. | 4.250% | 4/30/25 | 502 | 566 | |
Capital One Financial Corp. | 4.200% | 10/29/25 | 500 | 556 | |
Capital One Financial Corp. | 3.750% | 7/28/26 | 250 | 273 | |
Capital One Financial Corp. | 3.750% | 3/9/27 | 1,075 | 1,187 | |
Capital One Financial Corp. | 3.800% | 1/31/28 | 2,000 | 2,223 | |
Citibank NA | 3.400% | 7/23/21 | 1,000 | 1,030 | |
5 | Citibank NA | 3.165% | 2/19/22 | 2,500 | 2,540 |
Citigroup Inc. | 2.350% | 8/2/21 | 600 | 611 | |
Citigroup Inc. | 4.500% | 1/14/22 | 1,000 | 1,058 | |
Citigroup Inc. | 2.750% | 4/25/22 | 1,125 | 1,166 | |
Citigroup Inc. | 4.050% | 7/30/22 | 2,225 | 2,362 | |
Citigroup Inc. | 2.700% | 10/27/22 | 1,550 | 1,618 | |
5 | Citigroup Inc. | 2.312% | 11/4/22 | 750 | 765 |
5 | Citigroup Inc. | 3.142% | 1/24/23 | 2,000 | 2,068 |
Citigroup Inc. | 3.500% | 5/15/23 | 450 | 480 | |
Citigroup Inc. | 3.875% | 10/25/23 | 1,725 | 1,895 | |
Citigroup Inc. | 3.750% | 6/16/24 | 2,975 | 3,283 | |
Citigroup Inc. | 4.000% | 8/5/24 | 725 | 790 | |
Citigroup Inc. | 3.875% | 3/26/25 | 3,544 | 3,891 | |
Citigroup Inc. | 3.300% | 4/27/25 | 275 | 302 | |
Citigroup Inc. | 4.400% | 6/10/25 | 1,975 | 2,207 | |
Citigroup Inc. | 5.500% | 9/13/25 | 1,000 | 1,187 | |
Citigroup Inc. | 3.700% | 1/12/26 | 400 | 446 | |
Citigroup Inc. | 4.600% | 3/9/26 | 975 | 1,114 | |
5 | Citigroup Inc. | 3.106% | 4/8/26 | 4,000 | 4,289 |
Citigroup Inc. | 3.400% | 5/1/26 | 750 | 830 | |
Citigroup Inc. | 3.200% | 10/21/26 | 3,000 | 3,284 | |
Citigroup Inc. | 4.300% | 11/20/26 | 775 | 884 | |
Citigroup Inc. | 4.450% | 9/29/27 | 3,450 | 3,933 | |
5 | Citigroup Inc. | 3.887% | 1/10/28 | 2,075 | 2,332 |
Citigroup Inc. | 6.625% | 1/15/28 | 800 | 1,043 | |
5 | Citigroup Inc. | 3.668% | 7/24/28 | 1,975 | 2,198 |
Citigroup Inc. | 4.125% | 7/25/28 | 425 | 480 | |
5 | Citigroup Inc. | 3.520% | 10/27/28 | 1,760 | 1,949 |
5 | Citigroup Inc. | 3.980% | 3/20/30 | 2,000 | 2,291 |
5 | Citigroup Inc. | 2.976% | 11/5/30 | 1,175 | 1,248 |
5 | Citigroup Inc. | 2.666% | 1/29/31 | 175 | 182 |
5 | Citigroup Inc. | 4.412% | 3/31/31 | 8,750 | 10,324 |
5 | Citigroup Inc. | 2.572% | 6/3/31 | 2,500 | 2,582 |
Citigroup Inc. | 5.875% | 2/22/33 | 200 | 259 | |
Citigroup Inc. | 6.000% | 10/31/33 | 525 | 694 | |
Citigroup Inc. | 6.125% | 8/25/36 | 1,699 | 2,300 | |
5 | Citigroup Inc. | 3.878% | 1/24/39 | 1,100 | 1,281 |
Citigroup Inc. | 8.125% | 7/15/39 | 1,099 | 1,901 | |
5 | Citigroup Inc. | 5.316% | 3/26/41 | 1,200 | 1,618 |
Citigroup Inc. | 5.875% | 1/30/42 | 800 | 1,161 |
82 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Citigroup Inc. | 5.300% | 5/6/44 | 750 | 997 | |
Citigroup Inc. | 4.650% | 7/30/45 | 1,000 | 1,289 | |
Citigroup Inc. | 4.750% | 5/18/46 | 325 | 416 | |
Citigroup Inc. | 4.650% | 7/23/48 | 1,480 | 1,947 | |
Citizens Bank NA | 3.250% | 2/14/22 | 400 | 414 | |
Citizens Bank NA | 2.650% | 5/26/22 | 600 | 620 | |
Citizens Bank NA | 3.700% | 3/29/23 | 250 | 268 | |
Citizens Bank NA | 3.750% | 2/18/26 | 500 | 560 | |
Citizens Financial Group Inc. | 4.300% | 12/3/25 | 400 | 445 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 1,775 | 1,916 | |
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 450 | 459 | |
Comerica Bank | 4.000% | 7/27/25 | 200 | 217 | |
Comerica Inc. | 3.700% | 7/31/23 | 750 | 809 | |
Commonwealth Bank of Australia | 2.550% | 3/15/21 | 625 | 635 | |
Cooperatieve Rabobank UA | 2.750% | 1/10/22 | 300 | 310 | |
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 2,075 | 2,189 | |
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 975 | 1,031 | |
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 2,675 | 2,945 | |
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 1,615 | 1,796 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 500 | 560 | |
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 1,500 | 1,644 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 450 | 647 | |
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 1,950 | 2,637 | |
Credit Suisse AG | 3.000% | 10/29/21 | 800 | 827 | |
Credit Suisse AG | 2.100% | 11/12/21 | 400 | 408 | |
Credit Suisse AG | 3.625% | 9/9/24 | 2,325 | 2,565 | |
1 | Credit Suisse Group AG | 3.574% | 1/9/23 | 1,175 | 1,216 |
1,5 | Credit Suisse Group AG | 4.194% | 4/1/31 | 1,000 | 1,147 |
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 1,100 | 1,167 | |
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 6/9/23 | 2,335 | 2,510 | |
Credit Suisse Group Funding Guernsey Ltd. | 3.750% | 3/26/25 | 1,500 | 1,643 | |
Credit Suisse Group Funding Guernsey Ltd. | 4.550% | 4/17/26 | 1,300 | 1,495 | |
Credit Suisse Group Funding Guernsey Ltd. | 4.875% | 5/15/45 | 1,950 | 2,577 | |
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 465 | 705 | |
Deutsche Bank AG | 4.250% | 10/14/21 | 2,700 | 2,768 | |
Deutsche Bank AG | 3.300% | 11/16/22 | 2,500 | 2,553 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 1,300 | 1,350 | |
Deutsche Bank AG | 3.700% | 5/30/24 | 775 | 801 | |
Deutsche Bank AG | 4.100% | 1/13/26 | 400 | 424 | |
Discover Bank | 3.200% | 8/9/21 | 350 | 357 | |
Discover Bank | 3.350% | 2/6/23 | 600 | 637 | |
Discover Bank | 4.200% | 8/8/23 | 500 | 547 | |
Discover Bank | 2.450% | 9/12/24 | 600 | 629 | |
Discover Bank | 4.250% | 3/13/26 | 1,125 | 1,263 | |
Discover Bank | 3.450% | 7/27/26 | 500 | 541 | |
5 | Discover Bank | 4.682% | 8/9/28 | 425 | 429 |
Discover Bank | 4.650% | 9/13/28 | 500 | 574 | |
Discover Bank | 2.700% | 2/6/30 | 400 | 400 | |
Discover Financial Services | 3.850% | 11/21/22 | 225 | 238 | |
Discover Financial Services | 3.950% | 11/6/24 | 350 | 381 | |
Discover Financial Services | 3.750% | 3/4/25 | 953 | 1,027 | |
Discover Financial Services | 4.500% | 1/30/26 | 1,000 | 1,121 | |
Discover Financial Services | 4.100% | 2/9/27 | 1,175 | 1,281 | |
Fifth Third Bancorp | 3.500% | 3/15/22 | 950 | 994 | |
Fifth Third Bancorp | 4.300% | 1/16/24 | 475 | 523 | |
Fifth Third Bancorp | 3.650% | 1/25/24 | 500 | 544 | |
Fifth Third Bancorp | 2.375% | 1/28/25 | 1,173 | 1,236 | |
Fifth Third Bancorp | 3.950% | 3/14/28 | 300 | 351 | |
Fifth Third Bancorp | 8.250% | 3/1/38 | 710 | 1,147 | |
Fifth Third Bank | 3.350% | 7/26/21 | 625 | 639 | |
Fifth Third Bank | 2.875% | 10/1/21 | 1,435 | 1,474 | |
Fifth Third Bank | 1.800% | 1/30/23 | 315 | 324 | |
Fifth Third Bank | 3.950% | 7/28/25 | 625 | 721 | |
Fifth Third Bank | 3.850% | 3/15/26 | 1,500 | 1,680 |
83 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Fifth Third Bank | 2.250% | 2/1/27 | 415 | 439 | |
5 | First Republic Bank | 1.912% | 2/12/24 | 500 | 511 |
First Republic Bank | 4.375% | 8/1/46 | 200 | 235 | |
First Republic Bank | 4.625% | 2/13/47 | 375 | 451 | |
FirstMerit Bank NA | 4.270% | 11/25/26 | 450 | 511 | |
Goldman Sachs Capital I | 6.345% | 2/15/34 | 975 | 1,316 | |
Goldman Sachs Group Inc. | 2.350% | 11/15/21 | 2,000 | 2,010 | |
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 2,375 | 2,562 | |
Goldman Sachs Group Inc. | 3.000% | 4/26/22 | 3,450 | 3,498 | |
5 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 2,547 | 2,611 |
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 1,725 | 1,848 | |
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 2,805 | 2,977 | |
5 | Goldman Sachs Group Inc. | 2.908% | 6/5/23 | 3,650 | 3,782 |
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 5,000 | 5,431 | |
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 1,750 | 1,929 | |
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 4,929 | 5,372 | |
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 1,000 | 1,106 | |
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 2,450 | 2,732 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 1,030 | 1,289 | |
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 1,100 | 1,241 | |
5 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 5,550 | 6,207 |
5 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 1,200 | 1,356 |
5 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 2,150 | 2,497 |
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 6,425 | 7,302 | |
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 2,975 | 4,106 | |
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 3,620 | 5,245 | |
5 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 1,730 | 2,012 |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 2,090 | 3,129 | |
Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 1,575 | 2,056 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 1,575 | 2,074 | |
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 225 | 292 | |
HSBC Bank USA NA | 7.000% | 1/15/39 | 650 | 968 | |
HSBC Holdings plc | 2.650% | 1/5/22 | 1,575 | 1,624 | |
HSBC Holdings plc | 4.875% | 1/14/22 | 160 | 170 | |
HSBC Holdings plc | 4.000% | 3/30/22 | 440 | 465 | |
5 | HSBC Holdings plc | 3.262% | 3/13/23 | 3,525 | 3,647 |
HSBC Holdings plc | 3.600% | 5/25/23 | 1,525 | 1,637 | |
HSBC Holdings plc | 4.250% | 3/14/24 | 1,000 | 1,076 | |
5 | HSBC Holdings plc | 3.950% | 5/18/24 | 2,500 | 2,687 |
5 | HSBC Holdings plc | 3.803% | 3/11/25 | 3,000 | 3,240 |
HSBC Holdings plc | 4.300% | 3/8/26 | 3,570 | 4,030 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 1,950 | 2,152 | |
5 | HSBC Holdings plc | 2.099% | 6/4/26 | 6,900 | 6,995 |
5 | HSBC Holdings plc | 4.292% | 9/12/26 | 3,100 | 3,437 |
HSBC Holdings plc | 4.375% | 11/23/26 | 1,000 | 1,113 | |
5 | HSBC Holdings plc | 4.041% | 3/13/28 | 1,000 | 1,101 |
5 | HSBC Holdings plc | 4.583% | 6/19/29 | 800 | 920 |
HSBC Holdings plc | 4.950% | 3/31/30 | 3,175 | 3,796 | |
5 | HSBC Holdings plc | 2.848% | 6/4/31 | 2,000 | 2,053 |
HSBC Holdings plc | 7.625% | 5/17/32 | 400 | 557 | |
HSBC Holdings plc | 7.350% | 11/27/32 | 400 | 546 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 2,485 | 3,317 | |
HSBC Holdings plc | 6.500% | 9/15/37 | 660 | 894 | |
HSBC Holdings plc | 6.800% | 6/1/38 | 1,450 | 2,026 | |
HSBC Holdings plc | 6.100% | 1/14/42 | 200 | 284 | |
HSBC Holdings plc | 5.250% | 3/14/44 | 1,200 | 1,519 | |
HSBC USA Inc. | 3.500% | 6/23/24 | 400 | 440 | |
Huntington Bancshares Inc. | 2.300% | 1/14/22 | 325 | 333 | |
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 400 | 453 | |
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 125 | 129 | |
Huntington National Bank | 3.125% | 4/1/22 | 400 | 417 | |
Huntington National Bank | 2.500% | 8/7/22 | 600 | 624 | |
Huntington National Bank | 1.800% | 2/3/23 | 1,125 | 1,159 | |
Huntington National Bank | 3.550% | 10/6/23 | 650 | 708 |
84 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
ING Groep NV | 3.150% | 3/29/22 | 700 | 727 | |
ING Groep NV | 4.100% | 10/2/23 | 1,500 | 1,644 | |
ING Groep NV | 3.550% | 4/9/24 | 400 | 435 | |
ING Groep NV | 3.950% | 3/29/27 | 1,300 | 1,492 | |
ING Groep NV | 4.550% | 10/2/28 | 1,000 | 1,198 | |
ING Groep NV | 4.050% | 4/9/29 | 610 | 715 | |
JPMorgan Chase & Co. | 2.295% | 8/15/21 | 1,925 | 1,929 | |
JPMorgan Chase & Co. | 4.350% | 8/15/21 | 1,005 | 1,049 | |
JPMorgan Chase & Co. | 4.500% | 1/24/22 | 2,675 | 2,841 | |
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 2,425 | 2,567 | |
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 650 | 672 | |
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 4,375 | 4,644 | |
5 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 1,500 | 1,553 |
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 1,000 | 1,070 | |
5 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 2,930 | 3,131 |
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 622 | 686 | |
5 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 8,840 | 8,960 |
5 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 725 | 786 |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 2,200 | 2,434 | |
5 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 1,000 | 1,099 |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 3,312 | 3,601 | |
5 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 1,480 | 1,589 |
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 2,194 | 2,477 | |
5 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 2,000 | 2,090 |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 2,550 | 2,840 | |
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 1,125 | 1,247 | |
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 3,950 | 4,326 | |
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 1,650 | 1,920 | |
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,000 | 1,102 | |
5 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 3,521 | 3,991 |
5 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 775 | 864 |
5 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 2,200 | 2,457 |
5 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 1,700 | 1,965 |
5 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 1,600 | 1,827 |
5 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 2,000 | 2,135 |
5 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 5,675 | 6,937 |
5 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 3,000 | 3,185 |
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 3,010 | 4,640 | |
5 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 1,980 | 2,321 |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 1,375 | 2,009 | |
5 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 3,500 | 3,785 |
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 1,200 | 1,700 | |
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 2,000 | 2,911 | |
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 3,250 | 4,358 | |
5 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 1,275 | 1,600 |
5 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 3,500 | 4,273 |
5 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 3,275 | 3,528 |
KeyBank NA | 2.500% | 11/22/21 | 300 | 308 | |
KeyBank NA | 2.400% | 6/9/22 | 1,000 | 1,035 | |
KeyBank NA | 2.300% | 9/14/22 | 500 | 519 | |
KeyBank NA | 3.375% | 3/7/23 | 500 | 537 | |
KeyBank NA | 3.300% | 6/1/25 | 500 | 557 | |
5 | KeyBank NA | 3.180% | 10/15/27 | 250 | 262 |
KeyCorp | 5.100% | 3/24/21 | 1,310 | 1,354 | |
KeyCorp | 4.150% | 10/29/25 | 850 | 971 | |
KeyCorp | 4.100% | 4/30/28 | 1,400 | 1,608 | |
KeyCorp | 2.550% | 10/1/29 | 600 | 617 | |
Lloyds Banking Group plc | 3.000% | 1/11/22 | 1,000 | 1,031 | |
5 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 975 | 1,004 |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 3,300 | 3,571 | |
5 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 1,200 | 1,245 |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 800 | 871 | |
Lloyds Banking Group plc | 4.450% | 5/8/25 | 500 | 566 | |
5 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 3,000 | 3,251 |
85 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 2,050 | 2,265 | |
Lloyds Banking Group plc | 4.650% | 3/24/26 | 1,000 | 1,111 | |
Lloyds Banking Group plc | 3.750% | 1/11/27 | 1,000 | 1,100 | |
Lloyds Banking Group plc | 4.375% | 3/22/28 | 1,025 | 1,181 | |
5 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 1,000 | 1,085 |
Lloyds Banking Group plc | 4.344% | 1/9/48 | 500 | 582 | |
M&T Bank Corp. | 3.550% | 7/26/23 | 550 | 602 | |
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 1,425 | 1,555 | |
Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 250 | 278 | |
Mitsubishi UFJ Financial Group Inc. | 3.535% | 7/26/21 | 600 | 618 | |
Mitsubishi UFJ Financial Group Inc. | 2.190% | 9/13/21 | 966 | 983 | |
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 750 | 776 | |
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 800 | 833 | |
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 2,575 | 2,672 | |
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 1,000 | 1,039 | |
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 1,200 | 1,281 | |
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 1,500 | 1,627 | |
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 200 | 209 | |
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 1,200 | 1,293 | |
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 800 | 850 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 1,970 | 2,033 | |
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 2,000 | 2,204 | |
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 235 | 264 | |
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 700 | 745 | |
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 3,300 | 3,656 | |
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 1,000 | 1,096 | |
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 2,625 | 2,997 | |
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 500 | 580 | |
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 1,290 | 1,454 | |
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 825 | 897 | |
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 1,175 | 1,218 | |
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 200 | 241 | |
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 1,000 | 1,131 | |
Mizuho Financial Group Inc. | 2.953% | 2/28/22 | 500 | 520 | |
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 425 | 455 | |
5 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 1,625 | 1,680 |
5 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 300 | 323 |
5 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 1,625 | 1,703 |
5 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 400 | 417 |
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 250 | 274 | |
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 400 | 453 | |
5 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 1,000 | 1,152 |
5 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 2,200 | 2,372 |
5 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 1,000 | 1,030 |
Morgan Stanley | 5.500% | 7/28/21 | 2,025 | 2,131 | |
Morgan Stanley | 2.625% | 11/17/21 | 200 | 206 | |
Morgan Stanley | 2.750% | 5/19/22 | 2,547 | 2,646 | |
Morgan Stanley | 4.875% | 11/1/22 | 1,575 | 1,713 | |
Morgan Stanley | 3.125% | 1/23/23 | 2,000 | 2,120 | |
Morgan Stanley | 4.100% | 5/22/23 | 2,025 | 2,182 | |
Morgan Stanley | 3.875% | 4/29/24 | 2,700 | 2,983 | |
Morgan Stanley | 4.000% | 7/23/25 | 2,330 | 2,635 | |
Morgan Stanley | 5.000% | 11/24/25 | 1,100 | 1,293 | |
Morgan Stanley | 3.875% | 1/27/26 | 1,800 | 2,038 | |
Morgan Stanley | 3.125% | 7/27/26 | 3,150 | 3,463 | |
Morgan Stanley | 6.250% | 8/9/26 | 975 | 1,245 | |
Morgan Stanley | 4.350% | 9/8/26 | 2,780 | 3,195 | |
Morgan Stanley | 3.625% | 1/20/27 | 2,135 | 2,407 | |
Morgan Stanley | 3.950% | 4/23/27 | 745 | 835 | |
5 | Morgan Stanley | 3.591% | 7/22/28 | 3,040 | 3,421 |
5 | Morgan Stanley | 3.772% | 1/24/29 | 2,850 | 3,246 |
5 | Morgan Stanley | 2.699% | 1/22/31 | 175 | 186 |
5 | Morgan Stanley | 3.622% | 4/1/31 | 8,000 | 9,153 |
Morgan Stanley | 7.250% | 4/1/32 | 705 | 1,055 |
86 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
5 | Morgan Stanley | 3.971% | 7/22/38 | 2,100 | 2,503 |
Morgan Stanley | 6.375% | 7/24/42 | 2,400 | 3,773 | |
Morgan Stanley | 4.300% | 1/27/45 | 2,850 | 3,577 | |
Morgan Stanley | 4.375% | 1/22/47 | 750 | 971 | |
5 | Morgan Stanley | 5.597% | 3/24/51 | 2,000 | 3,029 |
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 275 | 286 | |
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 1,280 | 1,363 | |
MUFG Union Bank NA | 3.150% | 4/1/22 | 3,000 | 3,128 | |
MUFG Union Bank NA | 2.100% | 12/9/22 | 1,945 | 1,998 | |
National Australia Bank Ltd. | 1.875% | 7/12/21 | 900 | 912 | |
National Australia Bank Ltd. | 3.375% | 9/20/21 | 1,000 | 1,035 | |
National Australia Bank Ltd. | 3.700% | 11/4/21 | 500 | 521 | |
National Australia Bank Ltd. | 2.800% | 1/10/22 | 1,000 | 1,034 | |
National Australia Bank Ltd. | 3.000% | 1/20/23 | 755 | 799 | |
National Australia Bank Ltd. | 3.625% | 6/20/23 | 250 | 271 | |
National Australia Bank Ltd. | 3.375% | 1/14/26 | 150 | 168 | |
National Australia Bank Ltd. | 2.500% | 7/12/26 | 950 | 1,035 | |
National Bank of Canada | 2.100% | 2/1/23 | 830 | 850 | |
Northern Trust Corp. | 2.375% | 8/2/22 | 745 | 773 | |
Northern Trust Corp. | 3.950% | 10/30/25 | 600 | 693 | |
Northern Trust Corp. | 3.650% | 8/3/28 | 325 | 379 | |
Northern Trust Corp. | 3.150% | 5/3/29 | 500 | 570 | |
5 | Northern Trust Corp. | 3.375% | 5/8/32 | 275 | 294 |
People's United Bank NA | 4.000% | 7/15/24 | 275 | 286 | |
People's United Financial Inc. | 3.650% | 12/6/22 | 413 | 427 | |
PNC Bank NA | 2.550% | 12/9/21 | 2,100 | 2,154 | |
PNC Bank NA | 2.625% | 2/17/22 | 1,200 | 1,237 | |
PNC Bank NA | 2.450% | 7/28/22 | 400 | 415 | |
5 | PNC Bank NA | 2.028% | 12/9/22 | 590 | 602 |
PNC Bank NA | 2.950% | 1/30/23 | 1,100 | 1,158 | |
PNC Bank NA | 3.800% | 7/25/23 | 700 | 758 | |
PNC Bank NA | 3.300% | 10/30/24 | 887 | 973 | |
PNC Bank NA | 2.950% | 2/23/25 | 1,089 | 1,184 | |
PNC Bank NA | 3.250% | 6/1/25 | 825 | 915 | |
PNC Bank NA | 4.200% | 11/1/25 | 825 | 960 | |
PNC Bank NA | 3.100% | 10/25/27 | 250 | 280 | |
PNC Bank NA | 3.250% | 1/22/28 | 600 | 676 | |
PNC Bank NA | 4.050% | 7/26/28 | 1,000 | 1,172 | |
PNC Bank NA | 2.700% | 10/22/29 | 300 | 319 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 400 | 421 | |
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 200 | 218 | |
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 500 | 551 | |
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 700 | 783 | |
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 2,880 | 3,322 | |
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 1,350 | 1,451 | |
PNC Funding Corp. | 3.300% | 3/8/22 | 1,280 | 1,336 | |
5 | Regions Bank | 3.374% | 8/13/21 | 525 | 525 |
Regions Bank | 6.450% | 6/26/37 | 500 | 675 | |
Regions Financial Corp. | 2.750% | 8/14/22 | 775 | 807 | |
Regions Financial Corp. | 3.800% | 8/14/23 | 650 | 707 | |
Regions Financial Corp. | 7.375% | 12/10/37 | 500 | 704 | |
Royal Bank of Canada | 3.200% | 4/30/21 | 2,700 | 2,763 | |
Royal Bank of Canada | 2.750% | 2/1/22 | 1,400 | 1,451 | |
Royal Bank of Canada | 2.800% | 4/29/22 | 1,000 | 1,041 | |
Royal Bank of Canada | 1.950% | 1/17/23 | 400 | 412 | |
Royal Bank of Canada | 1.600% | 4/17/23 | 500 | 512 | |
Royal Bank of Canada | 3.700% | 10/5/23 | 1,050 | 1,146 | |
Royal Bank of Canada | 2.550% | 7/16/24 | 975 | 1,035 | |
Royal Bank of Canada | 2.250% | 11/1/24 | 1,750 | 1,841 | |
Royal Bank of Canada | 1.150% | 6/10/25 | 1,300 | 1,302 | |
Royal Bank of Canada | 4.650% | 1/27/26 | 750 | 873 | |
Royal Bank of Scotland Group plc | 6.125% | 12/15/22 | 600 | 655 | |
5 | Royal Bank of Scotland Group plc | 3.498% | 5/15/23 | 1,400 | 1,452 |
Royal Bank of Scotland Group plc | 6.100% | 6/10/23 | 900 | 992 |
87 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Royal Bank of Scotland Group plc | 3.875% | 9/12/23 | 2,500 | 2,695 | |
Royal Bank of Scotland Group plc | 6.000% | 12/19/23 | 600 | 672 | |
Royal Bank of Scotland Group plc | 5.125% | 5/28/24 | 1,890 | 2,057 | |
5 | Royal Bank of Scotland Group plc | 4.519% | 6/25/24 | 1,000 | 1,086 |
5 | Royal Bank of Scotland Group plc | 4.269% | 3/22/25 | 3,800 | 4,132 |
Royal Bank of Scotland Group plc | 4.800% | 4/5/26 | 225 | 259 | |
5 | Royal Bank of Scotland Group plc | 4.892% | 5/18/29 | 2,000 | 2,356 |
5 | Royal Bank of Scotland Group plc | 3.754% | 11/1/29 | 200 | 207 |
5 | Royal Bank of Scotland Group plc | 5.076% | 1/27/30 | 1,140 | 1,364 |
5 | Royal Bank of Scotland Group plc | 4.445% | 5/8/30 | 175 | 202 |
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 850 | 883 | |
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 500 | 538 | |
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 3,850 | 4,004 | |
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 900 | 968 | |
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 825 | 844 | |
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 700 | 724 | |
5 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 500 | 548 |
Santander UK plc | 2.100% | 1/13/23 | 1,810 | 1,869 | |
Santander UK plc | 4.000% | 3/13/24 | 1,200 | 1,322 | |
Santander UK plc | 2.875% | 6/18/24 | 250 | 266 | |
Skandinaviska Enskilda Banken AB | 2.625% | 3/15/21 | 1,000 | 1,015 | |
Skandinaviska Enskilda Banken AB | 1.875% | 9/13/21 | 1,000 | 1,015 | |
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 500 | 519 | |
1 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 1,020 |
1,5 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 1,135 |
5 | State Street Corp. | 2.653% | 5/15/23 | 2,000 | 2,072 |
State Street Corp. | 3.100% | 5/15/23 | 550 | 591 | |
5 | State Street Corp. | 3.776% | 12/3/24 | 1,000 | 1,102 |
State Street Corp. | 3.550% | 8/18/25 | 635 | 722 | |
5 | State Street Corp. | 2.354% | 11/1/25 | 550 | 582 |
State Street Corp. | 2.650% | 5/19/26 | 4,500 | 4,937 | |
5 | State Street Corp. | 4.141% | 12/3/29 | 800 | 961 |
State Street Corp. | 2.400% | 1/24/30 | 625 | 666 | |
5 | State Street Corp. | 3.031% | 11/1/34 | 550 | 586 |
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 325 | 340 | |
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 75 | 82 | |
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 725 | 791 | |
Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 2,925 | 3,171 | |
Sumitomo Mitsui Financial Group Inc. | 2.058% | 7/14/21 | 975 | 991 | |
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 1,275 | 1,304 | |
Sumitomo Mitsui Financial Group Inc. | 2.846% | 1/11/22 | 1,000 | 1,031 | |
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 800 | 835 | |
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 1,500 | 1,585 | |
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 1,000 | 1,083 | |
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 2,000 | 2,190 | |
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 2,500 | 2,645 | |
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 500 | 525 | |
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 805 | 840 | |
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 800 | 850 | |
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 650 | 705 | |
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 1,000 | 1,090 | |
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 1,600 | 1,748 | |
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 1,600 | 1,768 | |
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 650 | 743 | |
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 250 | 293 | |
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 1,000 | 1,075 | |
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 600 | 633 | |
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 400 | 421 | |
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 1,175 | 1,250 | |
SVB Financial Group | 3.500% | 1/29/25 | 319 | 337 | |
SVB Financial Group | 3.125% | 6/5/30 | 300 | 321 | |
Svenska Handelsbanken AB | 2.450% | 3/30/21 | 650 | 659 | |
Svenska Handelsbanken AB | 1.875% | 9/7/21 | 925 | 939 | |
Synchrony Bank | 3.000% | 6/15/22 | 350 | 357 |
88 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Synchrony Financial | 3.750% | 8/15/21 | 300 | 305 | |
Synchrony Financial | 2.850% | 7/25/22 | 300 | 302 | |
Synchrony Financial | 4.375% | 3/19/24 | 500 | 527 | |
Synchrony Financial | 4.250% | 8/15/24 | 700 | 734 | |
Synchrony Financial | 3.700% | 8/4/26 | 500 | 513 | |
Synchrony Financial | 3.950% | 12/1/27 | 1,125 | 1,171 | |
5 | Synovus Bank | 2.289% | 2/10/23 | 250 | 253 |
Synovus Financial Corp. | 3.125% | 11/1/22 | 250 | 254 | |
Toronto-Dominion Bank | 2.125% | 4/7/21 | 2,000 | 2,027 | |
Toronto-Dominion Bank | 1.800% | 7/13/21 | 650 | 660 | |
Toronto-Dominion Bank | 1.900% | 12/1/22 | 900 | 929 | |
Toronto-Dominion Bank | 0.750% | 6/12/23 | 4,000 | 4,012 | |
Toronto-Dominion Bank | 2.650% | 6/12/24 | 3,000 | 3,207 | |
Toronto-Dominion Bank | 1.150% | 6/12/25 | 800 | 807 | |
5 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 500 | 559 |
Truist Bank | 2.625% | 1/15/22 | 1,000 | 1,031 | |
Truist Bank | 2.800% | 5/17/22 | 2,000 | 2,082 | |
5 | Truist Bank | 3.502% | 8/2/22 | 425 | 437 |
Truist Bank | 3.000% | 2/2/23 | 450 | 476 | |
Truist Bank | 2.750% | 5/1/23 | 250 | 264 | |
Truist Bank | 3.200% | 4/1/24 | 3,000 | 3,252 | |
5 | Truist Bank | 3.689% | 8/2/24 | 725 | 785 |
Truist Bank | 2.150% | 12/6/24 | 1,300 | 1,368 | |
Truist Bank | 3.625% | 9/16/25 | 2,600 | 2,892 | |
Truist Bank | 3.300% | 5/15/26 | 725 | 799 | |
Truist Bank | 3.800% | 10/30/26 | 400 | 455 | |
Truist Financial Corp | 2.900% | 3/3/21 | 300 | 304 | |
Truist Financial Corp. | 3.200% | 9/3/21 | 750 | 772 | |
Truist Financial Corp. | 2.700% | 1/27/22 | 500 | 516 | |
Truist Financial Corp. | 2.750% | 4/1/22 | 750 | 777 | |
Truist Financial Corp. | 3.050% | 6/20/22 | 1,000 | 1,046 | |
Truist Financial Corp. | 3.750% | 12/6/23 | 900 | 985 | |
Truist Financial Corp. | 2.500% | 8/1/24 | 100 | 106 | |
Truist Financial Corp. | 2.850% | 10/26/24 | 791 | 851 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 35 | 40 | |
Truist Financial Corp. | 3.700% | 6/5/25 | 1,902 | 2,152 | |
Truist Financial Corp. | 1.200% | 8/5/25 | 500 | 505 | |
Truist Financial Corp. | 3.875% | 3/19/29 | 600 | 679 | |
Truist Financial Corp. | 1.950% | 6/5/30 | 300 | 305 | |
1,5 | UBS Group AG | 3.126% | 8/13/30 | 1,175 | 1,270 |
US Bancorp | 2.625% | 1/24/22 | 2,000 | 2,065 | |
US Bancorp | 3.000% | 3/15/22 | 575 | 600 | |
US Bancorp | 2.950% | 7/15/22 | 375 | 393 | |
US Bancorp | 3.700% | 1/30/24 | 650 | 714 | |
US Bancorp | 3.375% | 2/5/24 | 1,000 | 1,092 | |
US Bancorp | 2.400% | 7/30/24 | 825 | 877 | |
US Bancorp | 3.950% | 11/17/25 | 150 | 173 | |
US Bancorp | 3.100% | 4/27/26 | 1,500 | 1,663 | |
US Bancorp | 2.375% | 7/22/26 | 125 | 135 | |
US Bancorp | 3.150% | 4/27/27 | 1,250 | 1,398 | |
US Bancorp | 3.900% | 4/26/28 | 425 | 506 | |
US Bancorp | 3.000% | 7/30/29 | 1,775 | 1,931 | |
US Bank NA | 3.450% | 11/16/21 | 300 | 312 | |
US Bank NA | 1.800% | 1/21/22 | 1,250 | 1,275 | |
US Bank NA | 2.650% | 5/23/22 | 1,250 | 1,302 | |
US Bank NA | 1.950% | 1/9/23 | 1,220 | 1,265 | |
US Bank NA | 2.850% | 1/23/23 | 600 | 633 | |
US Bank NA | 3.400% | 7/24/23 | 850 | 918 | |
US Bank NA | 2.050% | 1/21/25 | 1,250 | 1,322 | |
US Bank NA | 2.800% | 1/27/25 | 1,749 | 1,898 | |
Wachovia Corp. | 6.605% | 10/1/25 | 1,000 | 1,155 | |
Wachovia Corp. | 7.500% | 4/15/35 | 150 | 215 | |
Wachovia Corp. | 5.500% | 8/1/35 | 325 | 425 | |
Wachovia Corp. | 6.550% | 10/15/35 | 100 | 134 |
89 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Wells Fargo & Co. | 2.100% | 7/26/21 | 3,300 | 3,358 | |
Wells Fargo & Co. | 3.500% | 3/8/22 | 600 | 629 | |
Wells Fargo & Co. | 2.625% | 7/22/22 | 295 | 307 | |
Wells Fargo & Co. | 3.069% | 1/24/23 | 4,875 | 5,049 | |
Wells Fargo & Co. | 3.450% | 2/13/23 | 3,500 | 3,718 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 1,675 | 1,822 | |
Wells Fargo & Co. | 3.750% | 1/24/24 | 1,000 | 1,092 | |
5 | Wells Fargo & Co. | 1.654% | 6/2/24 | 3,000 | 3,041 |
5 | Wells Fargo & Co. | 2.406% | 10/30/25 | 2,400 | 2,493 |
Wells Fargo & Co. | 3.000% | 4/22/26 | 4,025 | 4,385 | |
5 | Wells Fargo & Co. | 2.188% | 4/30/26 | 3,000 | 3,101 |
Wells Fargo & Co. | 4.100% | 6/3/26 | 1,925 | 2,170 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 2,275 | 2,476 | |
Wells Fargo & Co. | 4.300% | 7/22/27 | 1,500 | 1,717 | |
5 | Wells Fargo & Co. | 2.393% | 6/2/28 | 1,500 | 1,549 |
Wells Fargo & Co. | 4.150% | 1/24/29 | 200 | 236 | |
5 | Wells Fargo & Co. | 2.879% | 10/30/30 | 8,000 | 8,552 |
5 | Wells Fargo & Co. | 4.478% | 4/4/31 | 5,210 | 6,284 |
5 | Wells Fargo & Co. | 3.068% | 4/30/41 | 6,000 | 6,243 |
Wells Fargo & Co. | 5.375% | 11/2/43 | 1,550 | 2,089 | |
Wells Fargo & Co. | 5.606% | 1/15/44 | 1,900 | 2,634 | |
Wells Fargo & Co. | 4.650% | 11/4/44 | 2,175 | 2,687 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 650 | 763 | |
Wells Fargo & Co. | 4.900% | 11/17/45 | 2,300 | 2,958 | |
Wells Fargo & Co. | 4.400% | 6/14/46 | 1,375 | 1,672 | |
Wells Fargo & Co. | 4.750% | 12/7/46 | 2,175 | 2,781 | |
5 | Wells Fargo & Co. | 5.013% | 4/4/51 | 5,500 | 7,596 |
Wells Fargo & Co. | 5.950% | 12/1/86 | 425 | 511 | |
5 | Wells Fargo Bank NA | 3.325% | 7/23/21 | 1,050 | 1,053 |
Wells Fargo Bank NA | 3.625% | 10/22/21 | 2,000 | 2,078 | |
Wells Fargo Bank NA | 3.550% | 8/14/23 | 2,500 | 2,703 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 550 | 749 | |
Wells Fargo Bank NA | 5.850% | 2/1/37 | 425 | 585 | |
Wells Fargo Bank NA | 6.600% | 1/15/38 | 605 | 886 | |
Westpac Banking Corp. | 2.000% | 8/19/21 | 1,000 | 1,019 | |
Westpac Banking Corp. | 2.500% | 6/28/22 | 2,400 | 2,493 | |
Westpac Banking Corp. | 2.750% | 1/11/23 | 800 | 843 | |
Westpac Banking Corp. | 2.000% | 1/13/23 | 620 | 639 | |
Westpac Banking Corp. | 3.650% | 5/15/23 | 400 | 434 | |
Westpac Banking Corp. | 3.300% | 2/26/24 | 1,000 | 1,088 | |
Westpac Banking Corp. | 2.350% | 2/19/25 | 800 | 849 | |
Westpac Banking Corp. | 2.850% | 5/13/26 | 450 | 495 | |
Westpac Banking Corp. | 2.700% | 8/19/26 | 650 | 709 | |
Westpac Banking Corp. | 3.350% | 3/8/27 | 800 | 908 | |
Westpac Banking Corp. | 2.650% | 1/16/30 | 1,620 | 1,770 | |
5 | Westpac Banking Corp. | 2.894% | 2/4/30 | 3,007 | 3,047 |
Westpac Banking Corp. | 4.110% | 7/24/34 | 1,750 | 1,932 | |
Zions Bancorp NA | 3.250% | 10/29/29 | 250 | 246 | |
Brokerage (0.1%) | |||||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 350 | 379 | |
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 725 | 787 | |
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 100 | 104 | |
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 1,575 | 1,745 | |
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 350 | 390 | |
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 2,209 | 2,392 | |
BGC Partners Inc. | 5.125% | 5/27/21 | 200 | 203 | |
BGC Partners Inc. | 3.750% | 10/1/24 | 425 | 419 | |
BlackRock Inc. | 3.500% | 3/18/24 | 700 | 771 | |
BlackRock Inc. | 3.200% | 3/15/27 | 550 | 621 | |
BlackRock Inc. | 3.250% | 4/30/29 | 500 | 573 | |
BlackRock Inc. | 2.400% | 4/30/30 | 1,000 | 1,077 | |
BlackRock Inc. | 1.900% | 1/28/31 | 915 | 933 | |
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 658 | 720 |
90 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 150 | 169 | |
Brookfield Finance Inc. | 3.900% | 1/25/28 | 500 | 548 | |
Brookfield Finance Inc. | 4.850% | 3/29/29 | 600 | 705 | |
Brookfield Finance Inc. | 4.350% | 4/15/30 | 320 | 361 | |
Brookfield Finance Inc. | 4.700% | 9/20/47 | 750 | 863 | |
Brookfield Finance LLC | 4.000% | 4/1/24 | 725 | 783 | |
Brookfield Finance LLC | 3.450% | 4/15/50 | 450 | 432 | |
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 490 | 549 | |
Charles Schwab Corp. | 3.225% | 9/1/22 | 1,225 | 1,286 | |
Charles Schwab Corp. | 2.650% | 1/25/23 | 400 | 421 | |
Charles Schwab Corp. | 3.550% | 2/1/24 | 420 | 460 | |
Charles Schwab Corp. | 3.850% | 5/21/25 | 100 | 113 | |
Charles Schwab Corp. | 3.200% | 3/2/27 | 1,100 | 1,232 | |
Charles Schwab Corp. | 3.200% | 1/25/28 | 400 | 447 | |
Charles Schwab Corp. | 4.000% | 2/1/29 | 440 | 517 | |
Charles Schwab Corp. | 3.250% | 5/22/29 | 475 | 533 | |
CME Group Inc. | 3.000% | 9/15/22 | 850 | 897 | |
CME Group Inc. | 3.000% | 3/15/25 | 133 | 146 | |
CME Group Inc. | 5.300% | 9/15/43 | 720 | 1,070 | |
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 325 | 360 | |
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 330 | 382 | |
Eaton Vance Corp. | 3.625% | 6/15/23 | 225 | 236 | |
Eaton Vance Corp. | 3.500% | 4/6/27 | 300 | 326 | |
Franklin Resources Inc. | 2.800% | 9/15/22 | 500 | 521 | |
Franklin Resources Inc. | 2.850% | 3/30/25 | 250 | 271 | |
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 290 | 321 | |
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 1,100 | 1,253 | |
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 200 | 223 | |
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 500 | 582 | |
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 2,240 | 2,282 | |
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 1,035 | 1,078 | |
Invesco Finance plc | 3.125% | 11/30/22 | 500 | 527 | |
Invesco Finance plc | 4.000% | 1/30/24 | 650 | 705 | |
Invesco Finance plc | 3.750% | 1/15/26 | 800 | 875 | |
Invesco Finance plc | 5.375% | 11/30/43 | 900 | 1,056 | |
Janus Capital Group Inc. | 4.875% | 8/1/25 | 250 | 274 | |
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 475 | 515 | |
Jefferies Group LLC | 5.125% | 1/20/23 | 500 | 546 | |
Jefferies Group LLC | 4.850% | 1/15/27 | 600 | 659 | |
Jefferies Group LLC | 6.250% | 1/15/36 | 320 | 364 | |
Jefferies Group LLC | 6.500% | 1/20/43 | 350 | 409 | |
Jefferies Group LLC / Jefferies Group Capital Finance Inc. | 4.150% | 1/23/30 | 1,100 | 1,192 | |
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 107 | |
Lazard Group LLC | 3.625% | 3/1/27 | 1,350 | 1,417 | |
Lazard Group LLC | 4.500% | 9/19/28 | 425 | 476 | |
Legg Mason Inc. | 4.750% | 3/15/26 | 425 | 481 | |
Legg Mason Inc. | 5.625% | 1/15/44 | 450 | 563 | |
Nasdaq Inc. | 4.250% | 6/1/24 | 125 | 138 | |
Nasdaq Inc. | 3.850% | 6/30/26 | 675 | 759 | |
Nasdaq Inc. | 3.250% | 4/28/50 | 165 | 173 | |
Nomura Holdings Inc. | 3.103% | 1/16/30 | 1,610 | 1,669 | |
Raymond James Financial Inc. | 3.625% | 9/15/26 | 375 | 416 | |
Raymond James Financial Inc. | 4.650% | 4/1/30 | 250 | 299 | |
Raymond James Financial Inc. | 4.950% | 7/15/46 | 875 | 1,069 | |
Stifel Financial Corp. | 3.500% | 12/1/20 | 125 | 125 | |
Stifel Financial Corp. | 4.250% | 7/18/24 | 400 | 427 | |
Stifel Financial Corp. | 4.000% | 5/15/30 | 100 | 106 | |
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 850 | 884 | |
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 669 | 747 | |
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 700 | 783 | |
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 300 | 330 |
91 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Finance Companies (0.1%) | |||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.000% | 10/1/21 | 745 | 752 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 12/16/21 | 125 | 126 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.950% | 2/1/22 | 675 | 675 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 5/26/22 | 1,150 | 1,135 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 7/1/22 | 475 | 479 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/23/23 | 650 | 632 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 7/15/25 | 1,300 | 1,362 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 500 | 482 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 275 | 243 | |
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 1,000 | 903 | |
Air Lease Corp. | 3.750% | 2/1/22 | 3,150 | 3,181 | |
Air Lease Corp. | 2.250% | 1/15/23 | 200 | 196 | |
Air Lease Corp. | 2.750% | 1/15/23 | 400 | 396 | |
Air Lease Corp. | 3.875% | 7/3/23 | 425 | 430 | |
Air Lease Corp. | 4.250% | 2/1/24 | 550 | 566 | |
Air Lease Corp. | 4.250% | 9/15/24 | 475 | 487 | |
Air Lease Corp. | 2.300% | 2/1/25 | 425 | 404 | |
Air Lease Corp. | 3.250% | 3/1/25 | 600 | 599 | |
Air Lease Corp. | 3.375% | 7/1/25 | 750 | 750 | |
Air Lease Corp. | 3.625% | 4/1/27 | 200 | 195 | |
Air Lease Corp. | 4.625% | 10/1/28 | 300 | 305 | |
Air Lease Corp. | 3.250% | 10/1/29 | 595 | 562 | |
Air Lease Corp. | 3.000% | 2/1/30 | 425 | 394 | |
Aircastle Ltd. | 4.400% | 9/25/23 | 450 | 429 | |
Aircastle Ltd. | 4.125% | 5/1/24 | 1,625 | 1,517 | |
Aircastle Ltd. | 4.250% | 6/15/26 | 500 | 459 | |
Ares Capital Corp. | 3.500% | 2/10/23 | 600 | 603 | |
Ares Capital Corp. | 4.200% | 6/10/24 | 825 | 839 | |
Ares Capital Corp. | 4.250% | 3/1/25 | 480 | 498 | |
Ares Capital Corp. | 3.250% | 7/15/25 | 500 | 485 | |
FS KKR Capital Corp. | 4.750% | 5/15/22 | 100 | 99 | |
FS KKR Capital Corp. | 4.625% | 7/15/24 | 100 | 100 | |
FS KKR Capital Corp. | 4.125% | 2/1/25 | 500 | 483 | |
GATX Corp. | 3.250% | 3/30/25 | 375 | 385 | |
GATX Corp. | 3.850% | 3/30/27 | 250 | 266 | |
GATX Corp. | 3.500% | 3/15/28 | 200 | 206 | |
GATX Corp. | 4.550% | 11/7/28 | 600 | 658 | |
GATX Corp. | 4.700% | 4/1/29 | 275 | 311 | |
GATX Corp. | 4.000% | 6/30/30 | 460 | 498 | |
GATX Corp. | 5.200% | 3/15/44 | 150 | 182 | |
GATX Corp. | 4.500% | 3/30/45 | 150 | 157 | |
1 | GE Capital Funding LLC | 3.450% | 5/15/25 | 1,320 | 1,381 |
1 | GE Capital Funding LLC | 4.050% | 5/15/27 | 1,000 | 1,054 |
1 | GE Capital Funding LLC | 4.400% | 5/15/30 | 2,680 | 2,785 |
1 | GE Capital Funding LLC | 4.550% | 5/15/32 | 700 | 722 |
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 8,432 | 8,496 | |
International Lease Finance Corp. | 8.625% | 1/15/22 | 3,150 | 3,371 | |
International Lease Finance Corp. | 5.875% | 8/15/22 | 615 | 636 | |
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 100 | 98 | |
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 100 | 105 | |
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 100 | 98 | |
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 800 | 780 |
92 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 150 | 150 | |
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 225 | 221 | |
Insurance (0.5%) | |||||
ACE Capital Trust II | 9.700% | 4/1/30 | 75 | 109 | |
AEGON Funding Co. LLC | 5.750% | 12/15/20 | 524 | 535 | |
5 | Aegon NV | 5.500% | 4/11/48 | 585 | 616 |
Aetna Inc. | 2.750% | 11/15/22 | 650 | 677 | |
Aetna Inc. | 2.800% | 6/15/23 | 950 | 1,000 | |
Aetna Inc. | 3.500% | 11/15/24 | 495 | 538 | |
Aetna Inc. | 6.625% | 6/15/36 | 500 | 698 | |
Aetna Inc. | 6.750% | 12/15/37 | 350 | 499 | |
Aetna Inc. | 4.500% | 5/15/42 | 375 | 446 | |
Aetna Inc. | 4.125% | 11/15/42 | 325 | 363 | |
Aetna Inc. | 3.875% | 8/15/47 | 1,000 | 1,116 | |
Aflac Inc. | 3.625% | 6/15/23 | 575 | 627 | |
Aflac Inc. | 3.625% | 11/15/24 | 580 | 655 | |
Aflac Inc. | 3.250% | 3/17/25 | 325 | 359 | |
Aflac Inc. | 2.875% | 10/15/26 | 600 | 659 | |
Aflac Inc. | 3.600% | 4/1/30 | 740 | 863 | |
Aflac Inc. | 4.000% | 10/15/46 | 150 | 172 | |
Aflac Inc. | 4.750% | 1/15/49 | 830 | 1,062 | |
Alleghany Corp. | 4.950% | 6/27/22 | 425 | 458 | |
Alleghany Corp. | 4.900% | 9/15/44 | 300 | 342 | |
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 350 | 365 | |
Allstate Corp. | 3.150% | 6/15/23 | 1,700 | 1,826 | |
Allstate Corp. | 3.280% | 12/15/26 | 400 | 455 | |
Allstate Corp. | 5.550% | 5/9/35 | 105 | 148 | |
Allstate Corp. | 4.500% | 6/15/43 | 725 | 927 | |
Allstate Corp. | 3.850% | 8/10/49 | 400 | 489 | |
5 | Allstate Corp. | 5.750% | 8/15/53 | 90 | 93 |
5 | Allstate Corp. | 6.500% | 5/15/67 | 650 | 780 |
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 300 | 324 | |
American Financial Group Inc. | 3.500% | 8/15/26 | 250 | 266 | |
American Financial Group Inc. | 4.500% | 6/15/47 | 500 | 516 | |
American Financial Group Inc. | 5.250% | 4/2/30 | 356 | 421 | |
American International Group Inc. | 3.300% | 3/1/21 | 1,500 | 1,525 | |
American International Group Inc. | 4.875% | 6/1/22 | 895 | 964 | |
American International Group Inc. | 4.125% | 2/15/24 | 650 | 720 | |
American International Group Inc. | 2.500% | 6/30/25 | 710 | 749 | |
American International Group Inc. | 3.750% | 7/10/25 | 950 | 1,050 | |
American International Group Inc. | 3.900% | 4/1/26 | 500 | 563 | |
American International Group Inc. | 4.200% | 4/1/28 | 750 | 853 | |
American International Group Inc. | 4.250% | 3/15/29 | 200 | 228 | |
American International Group Inc. | 3.400% | 6/30/30 | 2,230 | 2,399 | |
American International Group Inc. | 3.875% | 1/15/35 | 800 | 897 | |
American International Group Inc. | 4.700% | 7/10/35 | 325 | 392 | |
American International Group Inc. | 6.250% | 5/1/36 | 600 | 792 | |
American International Group Inc. | 4.500% | 7/16/44 | 2,025 | 2,350 | |
American International Group Inc. | 4.800% | 7/10/45 | 500 | 604 | |
American International Group Inc. | 4.750% | 4/1/48 | 295 | 355 | |
5 | American International Group Inc. | 5.750% | 4/1/48 | 525 | 537 |
American International Group Inc. | 4.375% | 6/30/50 | 800 | 916 | |
American International Group Inc. | 4.375% | 1/15/55 | 625 | 724 | |
5 | American International Group Inc. | 8.175% | 5/15/68 | 400 | 497 |
Anthem Inc. | 3.700% | 8/15/21 | 495 | 508 | |
Anthem Inc. | 3.125% | 5/15/22 | 350 | 366 | |
Anthem Inc. | 2.950% | 12/1/22 | 600 | 631 | |
Anthem Inc. | 3.300% | 1/15/23 | 771 | 821 | |
Anthem Inc. | 3.500% | 8/15/24 | 975 | 1,066 | |
Anthem Inc. | 2.375% | 1/15/25 | 409 | 433 | |
Anthem Inc. | 3.650% | 12/1/27 | 1,250 | 1,420 | |
Anthem Inc. | 4.101% | 3/1/28 | 1,280 | 1,496 | |
Anthem Inc. | 2.875% | 9/15/29 | 425 | 459 |
93 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Anthem Inc. | 2.250% | 5/15/30 | 4,000 | 4,111 | |
Anthem Inc. | 5.850% | 1/15/36 | 300 | 409 | |
Anthem Inc. | 6.375% | 6/15/37 | 300 | 419 | |
Anthem Inc. | 4.625% | 5/15/42 | 1,275 | 1,597 | |
Anthem Inc. | 4.650% | 1/15/43 | 1,750 | 2,217 | |
Anthem Inc. | 5.100% | 1/15/44 | 1,200 | 1,593 | |
Anthem Inc. | 4.650% | 8/15/44 | 525 | 667 | |
Anthem Inc. | 4.375% | 12/1/47 | 1,100 | 1,370 | |
Anthem Inc. | 4.550% | 3/1/48 | 120 | 153 | |
Anthem Inc. | 3.125% | 5/15/50 | 770 | 799 | |
Aon Corp. | 8.205% | 1/1/27 | 150 | 181 | |
Aon Corp. | 4.500% | 12/15/28 | 600 | 712 | |
Aon Corp. | 3.750% | 5/2/29 | 380 | 435 | |
Aon Corp. | 2.800% | 5/15/30 | 1,620 | 1,722 | |
Aon Corp. | 6.250% | 9/30/40 | 150 | 217 | |
Aon plc | 2.800% | 3/15/21 | 350 | 355 | |
Aon plc | 4.000% | 11/27/23 | 100 | 109 | |
Aon plc | 3.500% | 6/14/24 | 575 | 625 | |
Aon plc | 3.875% | 12/15/25 | 300 | 340 | |
Aon plc | 4.600% | 6/14/44 | 625 | 757 | |
Aon plc | 4.750% | 5/15/45 | 695 | 881 | |
Arch Capital Finance LLC | 4.011% | 12/15/26 | 350 | 395 | |
Arch Capital Finance LLC | 5.031% | 12/15/46 | 100 | 125 | |
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 500 | 740 | |
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 275 | 347 | |
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 1,875 | 1,966 | |
Assurant Inc. | 4.000% | 3/15/23 | 225 | 237 | |
Assurant Inc. | 4.200% | 9/27/23 | 100 | 107 | |
Assurant Inc. | 4.900% | 3/27/28 | 400 | 434 | |
Assurant Inc. | 6.750% | 2/15/34 | 92 | 110 | |
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 400 | 446 | |
Athene Holding Ltd. | 4.125% | 1/12/28 | 835 | 859 | |
Athene Holding Ltd. | 6.150% | 4/3/30 | 700 | 805 | |
AXA SA | 8.600% | 12/15/30 | 830 | 1,179 | |
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 1,840 | 1,975 | |
5 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 250 | 232 |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 1,500 | 1,589 | |
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 800 | 837 | |
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 1,000 | 1,031 | |
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 130 | 193 | |
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 600 | 784 | |
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 550 | 710 | |
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 2,000 | 2,532 | |
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 810 | 1,038 | |
Berkshire Hathaway Inc. | 2.200% | 3/15/21 | 1,000 | 1,011 | |
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 225 | 240 | |
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 1,675 | 1,772 | |
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 1,975 | 2,201 | |
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 1,325 | 1,752 | |
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 1,111 | 1,127 | |
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 1,500 | 1,370 | |
Brown & Brown Inc. | 4.200% | 9/15/24 | 400 | 434 | |
Brown & Brown Inc. | 4.500% | 3/15/29 | 275 | 301 | |
Chubb Corp. | 6.000% | 5/11/37 | 375 | 538 | |
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 1,085 | 1,139 | |
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 350 | 370 | |
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 275 | 302 | |
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 1,164 | 1,288 | |
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 2,200 | 2,504 | |
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 180 | 270 | |
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 225 | 280 | |
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 800 | 1,037 | |
Cigna Holding Co. | 4.375% | 12/15/20 | 150 | 151 | |
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 300 | 394 |
94 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 275 | 385 | |
CNA Financial Corp. | 5.750% | 8/15/21 | 175 | 184 | |
CNA Financial Corp. | 3.950% | 5/15/24 | 895 | 972 | |
CNA Financial Corp. | 3.450% | 8/15/27 | 400 | 421 | |
CNA Financial Corp. | 3.900% | 5/1/29 | 800 | 872 | |
Enstar Group Ltd. | 4.500% | 3/10/22 | 125 | 127 | |
Enstar Group Ltd. | 4.950% | 6/1/29 | 680 | 715 | |
Equitable Holdings Inc. | 3.900% | 4/20/23 | 400 | 427 | |
Equitable Holdings Inc. | 7.000% | 4/1/28 | 600 | 734 | |
Equitable Holdings Inc. | 4.350% | 4/20/28 | 3,960 | 4,410 | |
Equitable Holdings Inc. | 5.000% | 4/20/48 | 1,200 | 1,365 | |
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 300 | 347 | |
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 400 | 431 | |
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 500 | 519 | |
First American Financial Corp. | 4.600% | 11/15/24 | 220 | 237 | |
Globe Life Inc. | 3.800% | 9/15/22 | 200 | 210 | |
Globe Life Inc. | 4.550% | 9/15/28 | 385 | 438 | |
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 270 | 294 | |
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 600 | 825 | |
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 500 | 576 | |
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 500 | 529 | |
Humana Inc. | 3.150% | 12/1/22 | 400 | 419 | |
Humana Inc. | 2.900% | 12/15/22 | 600 | 627 | |
Humana Inc. | 3.850% | 10/1/24 | 861 | 944 | |
Humana Inc. | 3.950% | 3/15/27 | 950 | 1,075 | |
Humana Inc. | 3.125% | 8/15/29 | 400 | 434 | |
Humana Inc. | 4.875% | 4/1/30 | 480 | 591 | |
Humana Inc. | 4.625% | 12/1/42 | 375 | 472 | |
Humana Inc. | 4.950% | 10/1/44 | 620 | 807 | |
Humana Inc. | 3.950% | 8/15/49 | 470 | 546 | |
Kemper Corp. | 4.350% | 2/15/25 | 167 | 179 | |
Lincoln National Corp. | 4.200% | 3/15/22 | 440 | 463 | |
Lincoln National Corp. | 4.000% | 9/1/23 | 225 | 245 | |
Lincoln National Corp. | 3.350% | 3/9/25 | 212 | 230 | |
Lincoln National Corp. | 3.625% | 12/12/26 | 250 | 278 | |
Lincoln National Corp. | 3.800% | 3/1/28 | 850 | 938 | |
Lincoln National Corp. | 6.300% | 10/9/37 | 1,025 | 1,355 | |
Lincoln National Corp. | 4.375% | 6/15/50 | 500 | 570 | |
Loews Corp. | 2.625% | 5/15/23 | 350 | 367 | |
Loews Corp. | 3.750% | 4/1/26 | 695 | 780 | |
Loews Corp. | 3.200% | 5/15/30 | 500 | 540 | |
Loews Corp. | 6.000% | 2/1/35 | 250 | 338 | |
Loews Corp. | 4.125% | 5/15/43 | 275 | 300 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 575 | 675 | |
5 | Manulife Financial Corp. | 4.061% | 2/24/32 | 760 | 801 |
Manulife Financial Corp. | 5.375% | 3/4/46 | 850 | 1,121 | |
Markel Corp. | 4.900% | 7/1/22 | 525 | 563 | |
Markel Corp. | 3.500% | 11/1/27 | 200 | 213 | |
Markel Corp. | 3.350% | 9/17/29 | 250 | 265 | |
Markel Corp. | 5.000% | 4/5/46 | 350 | 432 | |
Markel Corp. | 4.300% | 11/1/47 | 200 | 223 | |
Markel Corp. | 5.000% | 5/20/49 | 200 | 250 | |
Marsh & McLennan Cos. Inc. | 4.800% | 7/15/21 | 420 | 434 | |
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 375 | 387 | |
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 222 | 236 | |
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 350 | 384 | |
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 1,600 | 1,770 | |
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 425 | 469 | |
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 375 | 425 | |
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 575 | 690 | |
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 415 | 430 | |
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,050 | 1,461 | |
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 100 | 127 | |
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 200 | 249 |
95 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 850 | 1,153 | |
Mercury General Corp. | 4.400% | 3/15/27 | 315 | 331 | |
MetLife Inc. | 3.048% | 12/15/22 | 484 | 513 | |
MetLife Inc. | 4.368% | 9/15/23 | 500 | 557 | |
MetLife Inc. | 3.600% | 4/10/24 | 750 | 830 | |
MetLife Inc. | 3.000% | 3/1/25 | 500 | 547 | |
MetLife Inc. | 4.550% | 3/23/30 | 1,500 | 1,861 | |
MetLife Inc. | 6.500% | 12/15/32 | 250 | 364 | |
MetLife Inc. | 6.375% | 6/15/34 | 505 | 759 | |
MetLife Inc. | 5.700% | 6/15/35 | 425 | 603 | |
MetLife Inc. | 5.875% | 2/6/41 | 645 | 901 | |
MetLife Inc. | 4.125% | 8/13/42 | 525 | 620 | |
MetLife Inc. | 4.875% | 11/13/43 | 1,250 | 1,610 | |
MetLife Inc. | 4.721% | 12/15/44 | 1,150 | 1,449 | |
MetLife Inc. | 4.600% | 5/13/46 | 146 | 186 | |
5 | MetLife Inc. | 6.400% | 12/15/66 | 1,505 | 1,789 |
Old Republic International Corp. | 4.875% | 10/1/24 | 465 | 504 | |
Old Republic International Corp. | 3.875% | 8/26/26 | 425 | 456 | |
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 390 | 428 | |
Principal Financial Group Inc. | 3.125% | 5/15/23 | 200 | 211 | |
Principal Financial Group Inc. | 3.400% | 5/15/25 | 696 | 765 | |
Principal Financial Group Inc. | 3.100% | 11/15/26 | 300 | 326 | |
Principal Financial Group Inc. | 3.700% | 5/15/29 | 500 | 571 | |
Principal Financial Group Inc. | 2.125% | 6/15/30 | 100 | 101 | |
Principal Financial Group Inc. | 4.625% | 9/15/42 | 500 | 608 | |
Principal Financial Group Inc. | 4.350% | 5/15/43 | 240 | 282 | |
Principal Financial Group Inc. | 4.300% | 11/15/46 | 365 | 427 | |
Progressive Corp. | 3.750% | 8/23/21 | 445 | 462 | |
Progressive Corp. | 6.625% | 3/1/29 | 150 | 205 | |
Progressive Corp. | 3.700% | 1/26/45 | 250 | 295 | |
Progressive Corp. | 4.125% | 4/15/47 | 385 | 486 | |
Progressive Corp. | 4.200% | 3/15/48 | 465 | 599 | |
Progressive Corp. | 3.950% | 3/26/50 | 1,520 | 1,908 | |
Prudential Financial Inc. | 3.500% | 5/15/24 | 450 | 497 | |
Prudential Financial Inc. | 2.100% | 3/10/30 | 1,000 | 1,016 | |
Prudential Financial Inc. | 5.750% | 7/15/33 | 345 | 467 | |
Prudential Financial Inc. | 5.700% | 12/14/36 | 505 | 685 | |
Prudential Financial Inc. | 6.625% | 12/1/37 | 300 | 437 | |
Prudential Financial Inc. | 6.625% | 6/21/40 | 250 | 370 | |
5 | Prudential Financial Inc. | 5.875% | 9/15/42 | 675 | 717 |
5 | Prudential Financial Inc. | 5.625% | 6/15/43 | 1,275 | 1,355 |
Prudential Financial Inc. | 5.100% | 8/15/43 | 225 | 269 | |
Prudential Financial Inc. | 4.600% | 5/15/44 | 1,100 | 1,326 | |
5 | Prudential Financial Inc. | 5.375% | 5/15/45 | 650 | 676 |
Prudential Financial Inc. | 3.905% | 12/7/47 | 1,362 | 1,546 | |
5 | Prudential Financial Inc. | 5.700% | 9/15/48 | 1,150 | 1,268 |
Prudential Financial Inc. | 3.935% | 12/7/49 | 985 | 1,107 | |
Prudential Financial Inc. | 4.350% | 2/25/50 | 935 | 1,114 | |
Prudential plc | 3.125% | 4/14/30 | 740 | 794 | |
Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 250 | 276 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 100 | 110 | |
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 300 | 326 | |
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 159 | 172 | |
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 225 | 240 | |
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 200 | 218 | |
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 240 | 271 | |
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 220 | 233 | |
Swiss Re Solutions Holding Corp. | 7.000% | 2/15/26 | 250 | 318 | |
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 625 | 935 | |
Travelers Cos. Inc. | 6.750% | 6/20/36 | 475 | 716 | |
Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,060 | 1,553 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 130 | 181 | |
Travelers Cos. Inc. | 4.600% | 8/1/43 | 1,000 | 1,302 | |
Travelers Cos. Inc. | 4.300% | 8/25/45 | 250 | 317 |
96 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 550 | 672 | |
Travelers Cos. Inc. | 4.050% | 3/7/48 | 250 | 310 | |
Travelers Cos. Inc. | 2.550% | 4/27/50 | 685 | 673 | |
Trinity Acquisition plc | 4.400% | 3/15/26 | 450 | 512 | |
UnitedHealth Group Inc. | 3.375% | 11/15/21 | 1,580 | 1,630 | |
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 625 | 647 | |
UnitedHealth Group Inc. | 2.875% | 3/15/22 | 525 | 543 | |
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 1,325 | 1,400 | |
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 405 | 422 | |
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 400 | 420 | |
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 1,330 | 1,411 | |
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 500 | 543 | |
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 550 | 585 | |
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 2,750 | 3,128 | |
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 200 | 229 | |
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 750 | 834 | |
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 600 | 685 | |
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 400 | 472 | |
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 500 | 596 | |
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 475 | 528 | |
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 2,935 | 3,070 | |
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 200 | 303 | |
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 325 | 496 | |
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,355 | 2,124 | |
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 1,010 | 1,170 | |
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 745 | 786 | |
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 240 | 351 | |
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 325 | 405 | |
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 800 | 958 | |
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 75 | 93 | |
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,315 | 1,771 | |
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 775 | 966 | |
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 950 | 1,204 | |
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 1,200 | 1,528 | |
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 1,100 | 1,455 | |
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 680 | 806 | |
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 920 | 968 | |
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 2,250 | 2,734 | |
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 740 | 784 | |
Unum Group | 4.000% | 3/15/24 | 200 | 212 | |
Unum Group | 4.000% | 6/15/29 | 210 | 216 | |
Unum Group | 5.750% | 8/15/42 | 400 | 423 | |
Unum Group | 4.500% | 12/15/49 | 350 | 317 | |
Voya Financial Inc. | 3.125% | 7/15/24 | 650 | 693 | |
Voya Financial Inc. | 3.650% | 6/15/26 | 750 | 829 | |
Voya Financial Inc. | 5.700% | 7/15/43 | 350 | 448 | |
Voya Financial Inc. | 4.800% | 6/15/46 | 125 | 148 | |
Willis North America Inc. | 3.600% | 5/15/24 | 600 | 649 | |
Willis North America Inc. | 4.500% | 9/15/28 | 500 | 581 | |
Willis North America Inc. | 2.950% | 9/15/29 | 1,260 | 1,331 | |
Willis North America Inc. | 5.050% | 9/15/48 | 200 | 255 | |
Willis North America Inc. | 3.875% | 9/15/49 | 625 | 688 | |
WR Berkley Corp. | 4.625% | 3/15/22 | 225 | 238 | |
WR Berkley Corp. | 4.750% | 8/1/44 | 290 | 339 | |
XLIT Ltd. | 4.450% | 3/31/25 | 467 | 522 | |
XLIT Ltd. | 5.250% | 12/15/43 | 100 | 135 | |
XLIT Ltd. | 5.500% | 3/31/45 | 450 | 598 | |
Other Finance (0.0%) | |||||
ORIX Corp. | 2.900% | 7/18/22 | 300 | 311 | |
ORIX Corp. | 3.250% | 12/4/24 | 275 | 296 | |
ORIX Corp. | 3.700% | 7/18/27 | 650 | 722 | |
Real Estate Investment Trusts (0.3%) | |||||
Alexandria Real Estate Equities Inc. | 3.900% | 6/15/23 | 75 | 81 |
97 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Alexandria Real Estate Equities Inc. | 4.000% | 1/15/24 | 725 | 800 | |
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 598 | 660 | |
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 300 | 346 | |
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 200 | 224 | |
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 350 | 397 | |
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 200 | 241 | |
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 329 | 351 | |
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 500 | 611 | |
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 388 | 483 | |
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 600 | 669 | |
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 200 | 263 | |
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 565 | 682 | |
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 225 | 231 | |
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 250 | 261 | |
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 100 | 102 | |
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 300 | 308 | |
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 500 | 479 | |
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 250 | 262 | |
American Homes 4 Rent LP | 4.900% | 2/15/29 | 325 | 362 | |
AvalonBay Communities Inc. | 2.850% | 3/15/23 | 200 | 209 | |
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 865 | 953 | |
AvalonBay Communities Inc. | 3.500% | 11/15/24 | 250 | 275 | |
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 425 | 473 | |
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 250 | 271 | |
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 50 | 54 | |
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 300 | 333 | |
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 350 | 387 | |
AvalonBay Communities Inc. | 2.300% | 3/1/30 | 500 | 525 | |
AvalonBay Communities Inc. | 2.450% | 1/15/31 | 855 | 910 | |
AvalonBay Communities Inc. | 3.900% | 10/15/46 | 255 | 309 | |
Boston Properties LP | 3.850% | 2/1/23 | 950 | 1,014 | |
Boston Properties LP | 3.125% | 9/1/23 | 1,375 | 1,456 | |
Boston Properties LP | 3.800% | 2/1/24 | 2,521 | 2,728 | |
Boston Properties LP | 3.200% | 1/15/25 | 550 | 590 | |
Boston Properties LP | 2.750% | 10/1/26 | 475 | 507 | |
Boston Properties LP | 3.250% | 1/30/31 | 1,600 | 1,718 | |
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 270 | 278 | |
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 1,950 | 2,000 | |
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 300 | 309 | |
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 475 | 491 | |
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 400 | 420 | |
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 300 | 306 | |
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 838 | 863 | |
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 400 | 407 | |
Camden Property Trust | 4.100% | 10/15/28 | 250 | 294 | |
Camden Property Trust | 3.150% | 7/1/29 | 100 | 111 | |
Camden Property Trust | 2.800% | 5/15/30 | 235 | 253 | |
Camden Property Trust | 3.350% | 11/1/49 | 800 | 861 | |
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 100 | 105 | |
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 1,125 | 1,150 | |
Corporate Office Properties LP | 3.600% | 5/15/23 | 600 | 610 | |
CubeSmart LP | 4.375% | 12/15/23 | 500 | 546 | |
CubeSmart LP | 4.000% | 11/15/25 | 160 | 177 | |
CubeSmart LP | 3.125% | 9/1/26 | 425 | 454 | |
CubeSmart LP | 4.375% | 2/15/29 | 150 | 174 | |
CubeSmart LP | 3.000% | 2/15/30 | 300 | 319 | |
CyrusOne LP / CyrusOne Finance Corp. | 2.900% | 11/15/24 | 505 | 530 | |
Digital Realty Trust LP | 3.950% | 7/1/22 | 900 | 951 |
98 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Digital Realty Trust LP | 3.625% | 10/1/22 | 1,555 | 1,636 | |
Digital Realty Trust LP | 3.700% | 8/15/27 | 400 | 455 | |
Digital Realty Trust LP | 4.450% | 7/15/28 | 500 | 594 | |
Digital Realty Trust LP | 3.600% | 7/1/29 | 700 | 796 | |
Duke Realty LP | 3.625% | 4/15/23 | 275 | 292 | |
Duke Realty LP | 3.750% | 12/1/24 | 202 | 223 | |
Duke Realty LP | 3.250% | 6/30/26 | 75 | 82 | |
Duke Realty LP | 3.375% | 12/15/27 | 250 | 279 | |
Duke Realty LP | 4.000% | 9/15/28 | 500 | 580 | |
Duke Realty LP | 2.875% | 11/15/29 | 250 | 271 | |
Duke Realty LP | 1.750% | 7/1/30 | 750 | 744 | |
Duke Realty LP | 3.050% | 3/1/50 | 175 | 182 | |
EPR Properties | 5.250% | 7/15/23 | 400 | 392 | |
EPR Properties | 4.500% | 4/1/25 | 300 | 284 | |
EPR Properties | 4.750% | 12/15/26 | 500 | 477 | |
EPR Properties | 4.950% | 4/15/28 | 300 | 286 | |
EPR Properties | 3.750% | 8/15/29 | 400 | 348 | |
ERP Operating LP | 4.625% | 12/15/21 | 69 | 72 | |
ERP Operating LP | 3.000% | 4/15/23 | 625 | 656 | |
ERP Operating LP | 3.375% | 6/1/25 | 350 | 383 | |
ERP Operating LP | 2.850% | 11/1/26 | 1,300 | 1,413 | |
ERP Operating LP | 3.500% | 3/1/28 | 500 | 564 | |
ERP Operating LP | 4.150% | 12/1/28 | 300 | 355 | |
ERP Operating LP | 3.000% | 7/1/29 | 250 | 276 | |
ERP Operating LP | 2.500% | 2/15/30 | 300 | 319 | |
ERP Operating LP | 4.500% | 7/1/44 | 550 | 712 | |
ERP Operating LP | 4.500% | 6/1/45 | 350 | 451 | |
Essex Portfolio LP | 5.200% | 3/15/21 | 175 | 177 | |
Essex Portfolio LP | 3.250% | 5/1/23 | 50 | 53 | |
Essex Portfolio LP | 3.875% | 5/1/24 | 275 | 299 | |
Essex Portfolio LP | 3.500% | 4/1/25 | 200 | 218 | |
Essex Portfolio LP | 3.375% | 4/15/26 | 300 | 326 | |
Essex Portfolio LP | 3.625% | 5/1/27 | 350 | 389 | |
Essex Portfolio LP | 4.000% | 3/1/29 | 280 | 325 | |
Essex Portfolio LP | 3.000% | 1/15/30 | 405 | 438 | |
Essex Portfolio LP | 2.650% | 3/15/32 | 455 | 482 | |
Essex Portfolio LP | 4.500% | 3/15/48 | 1,000 | 1,266 | |
Federal Realty Investment Trust | 2.750% | 6/1/23 | 325 | 331 | |
Federal Realty Investment Trust | 3.250% | 7/15/27 | 225 | 238 | |
Federal Realty Investment Trust | 3.200% | 6/15/29 | 75 | 78 | |
Federal Realty Investment Trust | 4.500% | 12/1/44 | 425 | 472 | |
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 300 | 316 | |
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 300 | 287 | |
Healthcare Trust of America Holdings LP | 3.700% | 4/15/23 | 100 | 105 | |
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 625 | 675 | |
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 400 | 423 | |
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 395 | 398 | |
Healthpeak Properties Inc. | 3.150% | 8/1/22 | 250 | 262 | |
Healthpeak Properties Inc. | 4.250% | 11/15/23 | 24 | 26 | |
Healthpeak Properties Inc. | 4.200% | 3/1/24 | 1,700 | 1,860 | |
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 400 | 432 | |
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 150 | 164 | |
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 500 | 541 | |
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 4,000 | 4,154 | |
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 100 | 103 | |
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 175 | 247 | |
Highwoods Realty LP | 4.125% | 3/15/28 | 850 | 911 | |
Host Hotels & Resorts LP | 3.750% | 10/15/23 | 240 | 245 | |
Host Hotels & Resorts LP | 4.000% | 6/15/25 | 728 | 748 | |
Host Hotels & Resorts LP | 3.375% | 12/15/29 | 400 | 382 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 250 | 259 | |
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 200 | 216 | |
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 240 | 232 | |
Kilroy Realty LP | 3.800% | 1/15/23 | 250 | 258 |
99 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||
Maturity | Amount | Value | |||
Coupon | Date | ($000) | ($000) | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 850 | 879 | |
Kilroy Realty LP | 4.750% | 12/15/28 | 350 | 393 | |
Kilroy Realty LP | 3.050% | 2/15/30 | 1,200 | 1,193 | |
Kimco Realty Corp. | 3.125% | 6/1/23 | 550 | 566 | |
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,294 | 1,312 | |
Kimco Realty Corp. | 4.250% | 4/1/45 | 425 | 416 | |
Kimco Realty Corp. | 4.450% | 9/1/47 | 250 | 259 | |
Kite Realty Group LP | 4.000% | 10/1/26 | 725 | 675 | |
Life Storage LP | 3.500% | 7/1/26 | 475 | 510 | |
Life Storage LP | 3.875% | 12/15/27 | 100 | 109 | |
Life Storage LP | 4.000% | 6/15/29 | 125 | 137 | |
Mid-America Apartments LP | 4.300% | 10/15/23 | 350 | 382 | |
Mid-America Apartments LP | 3.750% | 6/15/24 | 325 | 350 | |
Mid-America Apartments LP | 3.600% | 6/1/27 | 1,000 | 1,106 | |
Mid-America Apartments LP | 2.750% | 3/15/30 | 295 | 312 | |
National Retail Properties Inc. | 3.900% | 6/15/24 | 275 | 292 | |
National Retail Properties Inc. | 4.000% | 11/15/25 | 450 | 486 | |
National Retail Properties Inc. | 3.500% | 10/15/27 | 550 | 575 | |
National Retail Properties Inc. | 4.300% | 10/15/28 | 300 | 327 | |
National Retail Properties Inc. | 2.500% | 4/15/30 | 325 | 311 | |
National Retail Properties Inc. | 4.800% | 10/15/48 | 250 | 271 | |
National Retail Properties Inc. | 3.100% | 4/15/50 | 500 | 417 | |
Office Properties Income Trust | 4.000% | 7/15/22 | 275 | 272 | |
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 625 | 646 | |
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 275 | 290 | |
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 281 | 288 | |
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 475 | 508 | |
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 300 | 317 | |
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 2,000 | 1,950 | |
Physicians Realty LP | 4.300% | 3/15/27 | 290 | 303 | |
Physicians Realty LP | 3.950% | 1/15/28 | 300 | 306 | |
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 300 | 298 | |
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 275 | 280 | |
Prologis LP | 2.125% | 4/15/27 | 900 | 946 | |
Prologis LP | 3.875% | 9/15/28 | 300 | 353 | |
Prologis LP | 4.375% | 2/1/29 | 50 | 62 | |
Prologis LP | 2.250% | 4/15/30 | 400 | 420 | |
Prologis LP | 4.375% | 9/15/48 | 300 | 401 | |
Prologis LP | 3.000% | 4/15/50 | 510 | 535 | |
Public Storage | 2.370% | 9/15/22 | 250 | 259 | |
Public Storage | 3.094% | 9/15/27 | 300 | 336 | |
Public Storage | 3.385% | 5/1/29 | 420 | 485 | |
Realty Income Corp. | 3.250% | 10/15/22 | 1,300 | 1,362 | |
Realty Income Corp. | 3.875% | 7/15/24 | 250 | 270 | |
Realty Income Corp. | 3.875% | 4/15/25 | 200 | 222 | |
Realty Income Corp. | 4.125% | 10/15/26 | 775 | 884 | |
Realty Income Corp. | 3.000% | 1/15/27 | 525 | 555 | |
Realty Income Corp. | 3.650% | 1/15/28 | 790 | 867 | |
Realty Income Corp. | 3.250% | 6/15/29 | 575 | 620 | |
Realty Income Corp. | 4.650% | 3/15/47 | 820 | 1,010 | |
Regency Centers LP | 3.600% | 2/1/27 | 340 | 360 | |
Regency Centers LP | 4.125% | 3/15/28 | 250 | 273 | |
Regency Centers LP | 2.950% | 9/15/29 | 400 | 406 | |
Regency Centers LP | 4.400% | 2/1/47 | 400 | 437 | |
Sabra Health Care LP | 5.125% | 8/15/26 | 100 | 101 | |
Sabra Health Care LP / Sabra Capital Corp. | 4.800% | 6/1/24 | 240 | 241 | |
Select Income REIT | 4.150% | 2/1/22 | 225 | 224 | |
Select Income REIT | 4.250% | 5/15/24 | 500 | 488 | |
Select Income REIT | 4.500% | 2/1/25 | 250 | 240 | |
Simon Property Group LP | 2.350% | 1/30/22 | 500 | 509 | |
Simon Property Group LP | 2.625% | 6/15/22 | 450 | 462 | |
Simon Property Group LP | 2.750% | 2/1/23 | 400 | 416 | |
Simon Property Group LP | 2.750% | 6/1/23 | 3,400 | 3,542 | |
Simon Property Group LP | 3.750% | 2/1/24 | 500 | 534 |
100 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Simon Property Group LP | 2.000% | 9/13/24 | 595 | 606 | |||
Simon Property Group LP | 3.500% | 9/1/25 | 200 | 216 | |||
Simon Property Group LP | 3.300% | 1/15/26 | 195 | 206 | |||
Simon Property Group LP | 3.250% | 11/30/26 | 300 | 324 | |||
Simon Property Group LP | 3.375% | 6/15/27 | 820 | 865 | |||
Simon Property Group LP | 3.375% | 12/1/27 | 1,000 | 1,057 | |||
Simon Property Group LP | 2.450% | 9/13/29 | 1,595 | 1,581 | |||
Simon Property Group LP | 6.750% | 2/1/40 | 500 | 701 | |||
Simon Property Group LP | 4.750% | 3/15/42 | 350 | 400 | |||
Simon Property Group LP | 4.250% | 11/30/46 | 425 | 459 | |||
Simon Property Group LP | 3.250% | 9/13/49 | 500 | 473 | |||
SITE Centers Corp. | 3.625% | 2/1/25 | 463 | 466 | |||
SITE Centers Corp. | 4.250% | 2/1/26 | 250 | 252 | |||
SITE Centers Corp. | 4.700% | 6/1/27 | 1,000 | 1,020 | |||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 350 | 348 | |||
Spirit Realty LP | 3.200% | 1/15/27 | 315 | 296 | |||
Spirit Realty LP | 4.000% | 7/15/29 | 245 | 238 | |||
Spirit Realty LP | 3.400% | 1/15/30 | 315 | 295 | |||
STORE Capital Corp. | 4.500% | 3/15/28 | 225 | 227 | |||
STORE Capital Corp. | 4.625% | 3/15/29 | 300 | 305 | |||
Tanger Properties LP | 3.750% | 12/1/24 | 200 | 194 | |||
Tanger Properties LP | 3.125% | 9/1/26 | 375 | 344 | |||
Tanger Properties LP | 3.875% | 7/15/27 | 250 | 231 | |||
UDR Inc. | 3.750% | 7/1/24 | 236 | 255 | |||
UDR Inc. | 2.950% | 9/1/26 | 600 | 632 | |||
UDR Inc. | 3.500% | 7/1/27 | 150 | 163 | |||
UDR Inc. | 3.500% | 1/15/28 | 50 | 55 | |||
UDR Inc. | 3.200% | 1/15/30 | 240 | 259 | |||
UDR Inc. | 3.100% | 11/1/34 | 265 | 283 | |||
Ventas Realty LP | 3.100% | 1/15/23 | 1,243 | 1,268 | |||
Ventas Realty LP | 3.125% | 6/15/23 | 1,240 | 1,272 | |||
Ventas Realty LP | 3.500% | 4/15/24 | 325 | 337 | |||
Ventas Realty LP | 3.750% | 5/1/24 | 200 | 209 | |||
Ventas Realty LP | 2.650% | 1/15/25 | 456 | 441 | |||
Ventas Realty LP | 3.500% | 2/1/25 | 59 | 61 | |||
Ventas Realty LP | 3.850% | 4/1/27 | 275 | 292 | |||
Ventas Realty LP | 3.000% | 1/15/30 | 325 | 322 | |||
Ventas Realty LP | 4.750% | 11/15/30 | 100 | 113 | |||
Ventas Realty LP | 5.700% | 9/30/43 | 325 | 374 | |||
Ventas Realty LP | 4.375% | 2/1/45 | 250 | 255 | |||
Ventas Realty LP | 4.875% | 4/15/49 | 650 | 714 | |||
Ventas Realty LP / Ventas Capital Corp. | 3.250% | 8/15/22 | 500 | 512 | |||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 375 | 398 | |||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 400 | 433 | |||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 350 | 381 | |||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 475 | 481 | |||
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 500 | 500 | |||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 500 | 483 | |||
Vornado Realty LP | 3.500% | 1/15/25 | 425 | 416 | |||
Washington REIT | 3.950% | 10/15/22 | 100 | 102 | |||
Weingarten Realty Investors | 3.375% | 10/15/22 | 200 | 205 | |||
Weingarten Realty Investors | 3.500% | 4/15/23 | 200 | 205 | |||
Weingarten Realty Investors | 4.450% | 1/15/24 | 75 | 79 | |||
Welltower Inc. | 3.750% | 3/15/23 | 1,985 | 2,091 | |||
Welltower Inc. | 4.500% | 1/15/24 | 125 | 137 | |||
Welltower Inc. | 3.625% | 3/15/24 | 225 | 240 | |||
Welltower Inc. | 4.000% | 6/1/25 | 1,264 | 1,391 | |||
Welltower Inc. | 4.250% | 4/1/26 | 450 | 502 | |||
Welltower Inc. | 2.700% | 2/15/27 | 400 | 408 | |||
Welltower Inc. | 4.250% | 4/15/28 | 750 | 837 | |||
Welltower Inc. | 4.125% | 3/15/29 | 500 | 558 | |||
Welltower Inc. | 2.750% | 1/15/31 | 500 | 495 | |||
Welltower Inc. | 6.500% | 3/15/41 | 200 | 257 | |||
Welltower Inc. | 4.950% | 9/1/48 | 400 | 459 |
101 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
WP Carey Inc. | 4.600% | 4/1/24 | 550 | 586 | |||
WP Carey Inc. | 4.000% | 2/1/25 | 200 | 209 | |||
WP Carey Inc. | 4.250% | 10/1/26 | 300 | 323 | |||
WP Carey Inc. | 3.850% | 7/15/29 | 200 | 208 | |||
1,518,139 | |||||||
Industrial (7.0%) | �� | ||||||
Basic Industry (0.3%) | |||||||
Air Products & Chemicals Inc. | 3.000% | 11/3/21 | 190 | 196 | |||
Air Products & Chemicals Inc. | 2.750% | 2/3/23 | 200 | 210 | |||
Air Products & Chemicals Inc. | 3.350% | 7/31/24 | 1,200 | 1,316 | |||
Air Products & Chemicals Inc. | 1.850% | 5/15/27 | 150 | 157 | |||
Air Products & Chemicals Inc. | 2.050% | 5/15/30 | 700 | 735 | |||
Air Products & Chemicals Inc. | 2.700% | 5/15/40 | 600 | 634 | |||
Air Products & Chemicals Inc. | 2.800% | 5/15/50 | 400 | 423 | |||
Airgas Inc. | 3.650% | 7/15/24 | 494 | 542 | |||
Albemarle Corp. | 4.150% | 12/1/24 | 532 | 571 | |||
Albemarle Corp. | 5.450% | 12/1/44 | 325 | 342 | |||
1 | Albemarle Wodgina Pty Ltd. | 3.450% | 11/15/29 | 175 | 168 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 375 | 509 | |||
Barrick Gold Corp. | 5.250% | 4/1/42 | 500 | 653 | |||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 1,170 | 1,559 | |||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 50 | 70 | |||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 675 | 898 | |||
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 802 | 831 | |||
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 475 | 520 | |||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 650 | 804 | |||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 1,925 | 2,642 | |||
Braskem Finance Ltd. | 6.450% | 2/3/24 | 238 | 260 | |||
Cabot Corp. | 3.700% | 7/15/22 | 50 | 52 | |||
Cabot Corp. | 4.000% | 7/1/29 | 240 | 246 | |||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 400 | 422 | |||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 300 | 307 | |||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 850 | 879 | |||
Dow Chemical Co. | 3.150% | 5/15/24 | 400 | 426 | |||
Dow Chemical Co. | 3.500% | 10/1/24 | 1,131 | 1,222 | |||
Dow Chemical Co. | 4.550% | 11/30/25 | 750 | 856 | |||
Dow Chemical Co. | 3.625% | 5/15/26 | 600 | 660 | |||
Dow Chemical Co. | 7.375% | 11/1/29 | 100 | 142 | |||
Dow Chemical Co. | 4.250% | 10/1/34 | 550 | 614 | |||
Dow Chemical Co. | 9.400% | 5/15/39 | 960 | 1,605 | |||
Dow Chemical Co. | 5.250% | 11/15/41 | 375 | 462 | |||
Dow Chemical Co. | 4.375% | 11/15/42 | 1,300 | 1,441 | |||
Dow Chemical Co. | 4.625% | 10/1/44 | 400 | 463 | |||
Dow Chemical Co. | 5.550% | 11/30/48 | 700 | 914 | |||
Dow Chemical Co. | 4.800% | 5/15/49 | 300 | 358 | |||
DuPont de Nemours Inc. | 2.169% | 5/1/23 | 600 | 611 | |||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 2,050 | 2,248 | |||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 1,500 | 1,727 | |||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 1,725 | 2,073 | |||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 1,025 | 1,292 | |||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 1,600 | 2,118 | |||
Eastman Chemical Co. | 3.600% | 8/15/22 | 317 | 332 | |||
Eastman Chemical Co. | 3.800% | 3/15/25 | 996 | 1,081 | |||
Eastman Chemical Co. | 4.800% | 9/1/42 | 400 | 456 | |||
Eastman Chemical Co. | 4.650% | 10/15/44 | 850 | 976 | |||
Ecolab Inc. | 4.350% | 12/8/21 | 378 | 399 | |||
Ecolab Inc. | 2.375% | 8/10/22 | 400 | 416 | |||
Ecolab Inc. | 3.250% | 1/14/23 | 393 | 417 | |||
Ecolab Inc. | 2.700% | 11/1/26 | 600 | 664 | |||
Ecolab Inc. | 3.250% | 12/1/27 | 400 | 450 | |||
Ecolab Inc. | 4.800% | 3/24/30 | 500 | 632 | |||
Ecolab Inc. | 5.500% | 12/8/41 | 85 | 122 | |||
Ecolab Inc. | 3.950% | 12/1/47 | 993 | 1,239 |
102 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 200 | 207 | |||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 400 | 416 | |||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 1,125 | 1,204 | |||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 250 | 257 | |||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 150 | 161 | |||
FMC Corp. | 3.950% | 2/1/22 | 150 | 155 | |||
FMC Corp. | 4.100% | 2/1/24 | 750 | 810 | |||
FMC Corp. | 3.200% | 10/1/26 | 300 | 323 | |||
FMC Corp. | 3.450% | 10/1/29 | 400 | 436 | |||
FMC Corp. | 4.500% | 10/1/49 | 300 | 356 | |||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 700 | 1,117 | |||
Huntsman International LLC | 4.500% | 5/1/29 | 250 | 263 | |||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 100 | 104 | |||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 215 | 244 | |||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 550 | 589 | |||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 500 | 584 | |||
International Paper Co. | 7.500% | 8/15/21 | 308 | 330 | |||
International Paper Co. | 3.650% | 6/15/24 | 400 | 441 | |||
International Paper Co. | 3.800% | 1/15/26 | 350 | 394 | |||
International Paper Co. | 3.000% | 2/15/27 | 400 | 431 | |||
International Paper Co. | 5.000% | 9/15/35 | 150 | 187 | |||
International Paper Co. | 7.300% | 11/15/39 | 805 | 1,131 | |||
International Paper Co. | 6.000% | 11/15/41 | 300 | 392 | |||
International Paper Co. | 4.800% | 6/15/44 | 600 | 714 | |||
International Paper Co. | 5.150% | 5/15/46 | 1,025 | 1,277 | |||
International Paper Co. | 4.400% | 8/15/47 | 800 | 934 | |||
International Paper Co. | 4.350% | 8/15/48 | 300 | 352 | |||
Kinross Gold Corp. | 5.125% | 9/1/21 | 200 | 205 | |||
Kinross Gold Corp. | 5.950% | 3/15/24 | 400 | 451 | |||
Kinross Gold Corp. | 4.500% | 7/15/27 | 100 | 109 | |||
LYB International Finance BV | 4.000% | 7/15/23 | 500 | 542 | |||
LYB International Finance BV | 5.250% | 7/15/43 | 500 | 601 | |||
LYB International Finance BV | 4.875% | 3/15/44 | 500 | 585 | |||
LYB International Finance II BV | 3.500% | 3/2/27 | 450 | 489 | |||
LYB International Finance III LLC | 2.875% | 5/1/25 | 400 | 426 | |||
LYB International Finance III LLC | 3.375% | 5/1/30 | 400 | 426 | |||
LYB International Finance III LLC | 4.200% | 10/15/49 | 485 | 519 | |||
LYB International Finance III LLC | 4.200% | 5/1/50 | 1,165 | 1,251 | |||
LyondellBasell Industries NV | 6.000% | 11/15/21 | 775 | 819 | |||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 910 | 1,011 | |||
Mosaic Co. | 3.750% | 11/15/21 | 865 | 886 | |||
Mosaic Co. | 3.250% | 11/15/22 | 650 | 665 | |||
Mosaic Co. | 4.250% | 11/15/23 | 3,600 | 3,774 | |||
Mosaic Co. | 4.050% | 11/15/27 | 400 | 426 | |||
Mosaic Co. | 5.450% | 11/15/33 | 100 | 105 | |||
Mosaic Co. | 5.625% | 11/15/43 | 425 | 458 | |||
Newmont Corp. | 3.625% | 6/9/21 | 450 | 459 | |||
Newmont Corp. | 3.700% | 3/15/23 | 371 | 385 | |||
Newmont Corp. | 2.800% | 10/1/29 | 550 | 579 | |||
Newmont Corp. | 2.250% | 10/1/30 | 1,000 | 1,013 | |||
Newmont Corp. | 5.875% | 4/1/35 | 325 | 450 | |||
Newmont Corp. | 6.250% | 10/1/39 | 500 | 700 | |||
Newmont Corp. | 4.875% | 3/15/42 | 1,450 | 1,857 | |||
Nucor Corp. | 4.125% | 9/15/22 | 200 | 213 | |||
Nucor Corp. | 4.000% | 8/1/23 | 325 | 354 | |||
Nucor Corp. | 2.000% | 6/1/25 | 1,014 | 1,051 | |||
Nucor Corp. | 2.700% | 6/1/30 | 300 | 315 | |||
Nucor Corp. | 6.400% | 12/1/37 | 525 | 728 | |||
Nucor Corp. | 5.200% | 8/1/43 | 375 | 482 | |||
Nucor Corp. | 4.400% | 5/1/48 | 500 | 600 | |||
Nutrien Ltd. | 3.150% | 10/1/22 | 410 | 427 | |||
Nutrien Ltd. | 1.900% | 5/13/23 | 400 | 411 | |||
Nutrien Ltd. | 3.500% | 6/1/23 | 275 | 293 | |||
Nutrien Ltd. | 3.375% | 3/15/25 | 550 | 598 |
103 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 250 | 267 | |||
Nutrien Ltd. | 4.000% | 12/15/26 | 300 | 339 | |||
Nutrien Ltd. | 4.200% | 4/1/29 | 275 | 317 | |||
Nutrien Ltd. | 2.950% | 5/13/30 | 400 | 423 | |||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,250 | 1,399 | |||
Nutrien Ltd. | 5.875% | 12/1/36 | 300 | 366 | |||
Nutrien Ltd. | 5.625% | 12/1/40 | 385 | 469 | |||
Nutrien Ltd. | 4.900% | 6/1/43 | 125 | 147 | |||
Nutrien Ltd. | 5.250% | 1/15/45 | 300 | 370 | |||
Nutrien Ltd. | 5.000% | 4/1/49 | 1,199 | 1,534 | |||
Packaging Corp. of America | 4.500% | 11/1/23 | 640 | 707 | |||
Packaging Corp. of America | 3.650% | 9/15/24 | 500 | 546 | |||
Packaging Corp. of America | 3.400% | 12/15/27 | 400 | 439 | |||
Packaging Corp. of America | 3.000% | 12/15/29 | 400 | 433 | |||
Packaging Corp. of America | 4.050% | 12/15/49 | 200 | 238 | |||
PPG Industries Inc. | 2.400% | 8/15/24 | 300 | 318 | |||
PPG Industries Inc. | 2.550% | 6/15/30 | 600 | 620 | |||
Praxair Inc. | 4.050% | 3/15/21 | 825 | 847 | |||
Praxair Inc. | 3.000% | 9/1/21 | 325 | 334 | |||
Praxair Inc. | 2.450% | 2/15/22 | 3,275 | 3,360 | |||
Praxair Inc. | 2.650% | 2/5/25 | 500 | 535 | |||
Praxair Inc. | 3.550% | 11/7/42 | 300 | 336 | |||
Rayonier Inc. | 3.750% | 4/1/22 | 125 | 125 | |||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 360 | 385 | |||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 325 | 457 | |||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 450 | 643 | |||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 1,700 | 1,926 | |||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 225 | 314 | |||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 565 | 783 | |||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,100 | 1,466 | |||
Rohm & Haas Co. | 7.850% | 7/15/29 | 300 | 426 | |||
RPM International Inc. | 3.450% | 11/15/22 | 250 | 256 | |||
RPM International Inc. | 3.750% | 3/15/27 | 150 | 158 | |||
RPM International Inc. | 4.550% | 3/1/29 | 275 | 307 | |||
RPM International Inc. | 5.250% | 6/1/45 | 50 | 58 | |||
RPM International Inc. | 4.250% | 1/15/48 | 450 | 450 | |||
Sherwin-Williams Co. | 4.200% | 1/15/22 | 25 | 26 | |||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 75 | 77 | |||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 925 | 995 | |||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 900 | 993 | |||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 600 | 674 | |||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 300 | 336 | |||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 700 | 750 | |||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 200 | 213 | |||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 270 | 317 | |||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 1,550 | 1,881 | |||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 500 | 551 | |||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 400 | 406 | |||
Southern Copper Corp. | 3.500% | 11/8/22 | 600 | 628 | |||
Southern Copper Corp. | 3.875% | 4/23/25 | 650 | 703 | |||
Southern Copper Corp. | 7.500% | 7/27/35 | 425 | 593 | |||
Southern Copper Corp. | 6.750% | 4/16/40 | 450 | 607 | |||
Southern Copper Corp. | 5.875% | 4/23/45 | 2,505 | 3,214 | |||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 175 | 182 | |||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 300 | 309 | |||
Steel Dynamics Inc. | 4.125% | 9/15/25 | 275 | 281 | |||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 1,275 | 1,336 | |||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 1,300 | 1,321 | |||
Suzano Austria GmbH | 6.000% | 1/15/29 | 1,050 | 1,134 | |||
Suzano Austria GmbH | 5.000% | 1/15/30 | 1,200 | 1,218 | |||
1 | Teck Resources Ltd. | 3.900% | 7/15/30 | 500 | 500 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 1,025 | 1,169 | |||
Teck Resources Ltd. | 6.000% | 8/15/40 | 150 | 157 | |||
Teck Resources Ltd. | 6.250% | 7/15/41 | 500 | 543 |
104 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 700 | 822 | |||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 375 | 526 | |||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 1,230 | 1,608 | |||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 1,060 | 1,382 | |||
Vale SA | 5.625% | 9/11/42 | 923 | 1,066 | |||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 500 | 511 | |||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 825 | 871 | |||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 360 | 347 | |||
WestRock MWV LLC | 8.200% | 1/15/30 | 475 | 672 | |||
WestRock MWV LLC | 7.950% | 2/15/31 | 275 | 383 | |||
WestRock RKT Co. | 4.900% | 3/1/22 | 250 | 266 | |||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 150 | 189 | |||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 750 | 847 | |||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 600 | 675 | |||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 625 | 857 | |||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 125 | 160 | |||
WRKCo Inc. | 3.000% | 9/15/24 | 525 | 559 | |||
WRKCo Inc. | 4.650% | 3/15/26 | 600 | 696 | |||
WRKCo Inc. | 3.375% | 9/15/27 | 825 | 885 | |||
WRKCo Inc. | 3.900% | 6/1/28 | 200 | 221 | |||
WRKCo Inc. | 4.900% | 3/15/29 | 525 | 626 | |||
WRKCo Inc. | 4.200% | 6/1/32 | 700 | 815 | |||
WRKCo Inc. | 3.000% | 6/15/33 | 1,400 | 1,449 | |||
Capital Goods (0.7%) | |||||||
3M Co. | 1.625% | 9/19/21 | 450 | 456 | |||
3M Co. | 2.750% | 3/1/22 | 375 | 389 | |||
3M Co. | 1.750% | 2/14/23 | 500 | 517 | |||
3M Co. | 2.250% | 3/15/23 | 1,325 | 1,384 | |||
3M Co. | 3.250% | 2/14/24 | 400 | 436 | |||
3M Co. | 2.000% | 2/14/25 | 600 | 631 | |||
3M Co. | 2.650% | 4/15/25 | 1,069 | 1,157 | |||
3M Co. | 2.875% | 10/15/27 | 525 | 584 | |||
3M Co. | 3.375% | 3/1/29 | 650 | 749 | |||
3M Co. | 2.375% | 8/26/29 | 675 | 727 | |||
3M Co. | 3.050% | 4/15/30 | 1,440 | 1,629 | |||
3M Co. | 3.125% | 9/19/46 | 1,125 | 1,214 | |||
3M Co. | 3.625% | 10/15/47 | 450 | 519 | |||
3M Co. | 4.000% | 9/14/48 | 182 | 225 | |||
3M Co. | 3.250% | 8/26/49 | 375 | 412 | |||
3M Co. | 3.700% | 4/15/50 | 1,200 | 1,427 | |||
ABB Finance USA Inc. | 2.875% | 5/8/22 | 1,000 | 1,037 | |||
ABB Finance USA Inc. | 3.375% | 4/3/23 | 250 | 265 | |||
ABB Finance USA Inc. | 3.800% | 4/3/28 | 600 | 697 | |||
ABB Finance USA Inc. | 4.375% | 5/8/42 | 625 | 787 | |||
Allegion plc | 3.500% | 10/1/29 | 325 | 339 | |||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 128 | 130 | |||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 325 | 342 | |||
Amphenol Corp. | 3.200% | 4/1/24 | 200 | 214 | |||
Amphenol Corp. | 2.050% | 3/1/25 | 170 | 177 | |||
Amphenol Corp. | 2.800% | 2/15/30 | 750 | 797 | |||
Avery Dennison Corp. | 4.875% | 12/6/28 | 300 | 360 | |||
Avery Dennison Corp. | 2.650% | 4/30/30 | 750 | 766 | |||
Bemis Co. Inc. | 3.100% | 9/15/26 | 300 | 316 | |||
Bemis Co. Inc. | 2.630% | 6/19/30 | 400 | 407 | |||
Boeing Co. | 2.300% | 8/1/21 | 200 | 202 | |||
Boeing Co. | 2.125% | 3/1/22 | 800 | 803 | |||
Boeing Co. | 2.700% | 5/1/22 | 425 | 431 | |||
Boeing Co. | 2.800% | 3/1/23 | 345 | 351 | |||
Boeing Co. | 4.508% | 5/1/23 | 1,800 | 1,902 | |||
Boeing Co. | 1.875% | 6/15/23 | 500 | 500 | |||
Boeing Co. | 2.800% | 3/1/24 | 450 | 459 | |||
Boeing Co. | 2.850% | 10/30/24 | 450 | 454 | |||
Boeing Co. | 4.875% | 5/1/25 | 2,180 | 2,376 |
105 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Boeing Co. | 3.100% | 5/1/26 | 400 | 407 | |||
Boeing Co. | 2.250% | 6/15/26 | 250 | 245 | |||
Boeing Co. | 2.700% | 2/1/27 | 715 | 697 | |||
Boeing Co. | 2.800% | 3/1/27 | 200 | 195 | |||
Boeing Co. | 5.040% | 5/1/27 | 1,510 | 1,665 | |||
Boeing Co. | 3.250% | 3/1/28 | 275 | 274 | |||
Boeing Co. | 3.450% | 11/1/28 | 200 | 195 | |||
Boeing Co. | 3.200% | 3/1/29 | 900 | 890 | |||
Boeing Co. | 2.950% | 2/1/30 | 500 | 488 | |||
Boeing Co. | 5.150% | 5/1/30 | 4,365 | 4,866 | |||
Boeing Co. | 6.125% | 2/15/33 | 325 | 382 | |||
Boeing Co. | 3.600% | 5/1/34 | 1,375 | 1,299 | |||
Boeing Co. | 3.250% | 2/1/35 | 600 | 546 | |||
Boeing Co. | 6.625% | 2/15/38 | 100 | 121 | |||
Boeing Co. | 3.500% | 3/1/39 | 200 | 176 | |||
Boeing Co. | 6.875% | 3/15/39 | 210 | 264 | |||
Boeing Co. | 5.875% | 2/15/40 | 545 | 634 | |||
Boeing Co. | 5.705% | 5/1/40 | 2,915 | 3,322 | |||
Boeing Co. | 3.375% | 6/15/46 | 450 | 373 | |||
Boeing Co. | 3.650% | 3/1/47 | 475 | 413 | |||
Boeing Co. | 3.850% | 11/1/48 | 200 | 178 | |||
Boeing Co. | 3.900% | 5/1/49 | 650 | 591 | |||
Boeing Co. | 5.805% | 5/1/50 | 3,000 | 3,537 | |||
Boeing Co. | 3.825% | 3/1/59 | 225 | 194 | |||
Boeing Co. | 3.950% | 8/1/59 | 360 | 315 | |||
Boeing Co. | 5.930% | 5/1/60 | 2,645 | 3,104 | |||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 175 | 182 | |||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 150 | 163 | |||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 650 | 703 | |||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 515 | 527 | |||
1 | Carrier Global Corp. | 1.923% | 2/15/23 | 425 | 433 | ||
1 | Carrier Global Corp. | 2.242% | 2/15/25 | 1,600 | 1,637 | ||
1 | Carrier Global Corp. | 2.493% | 2/15/27 | 725 | 736 | ||
1 | Carrier Global Corp. | 2.722% | 2/15/30 | 2,875 | 2,867 | ||
1 | Carrier Global Corp. | 3.377% | 4/5/40 | 900 | 870 | ||
1 | Carrier Global Corp. | 3.577% | 4/5/50 | 1,600 | 1,559 | ||
Caterpillar Financial Services Corp. | 1.700% | 8/9/21 | 800 | 811 | |||
Caterpillar Financial Services Corp. | 2.750% | 8/20/21 | 200 | 205 | |||
Caterpillar Financial Services Corp. | 3.150% | 9/7/21 | 900 | 928 | |||
Caterpillar Financial Services Corp. | 1.931% | 10/1/21 | 875 | 890 | |||
Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 825 | 857 | |||
Caterpillar Financial Services Corp. | 0.950% | 5/13/22 | 550 | 554 | |||
Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 200 | 207 | |||
Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 1,300 | 1,343 | |||
Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 1,000 | 1,046 | |||
Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 1,400 | 1,508 | |||
Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 400 | 441 | |||
Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 325 | 351 | |||
Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 730 | 799 | |||
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 1,270 | 1,397 | |||
Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 375 | 385 | |||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 200 | 215 | |||
Caterpillar Inc. | 2.600% | 6/26/22 | 125 | 130 | |||
Caterpillar Inc. | 3.400% | 5/15/24 | 450 | 490 | |||
Caterpillar Inc. | 2.600% | 4/9/30 | 585 | 634 | |||
Caterpillar Inc. | 6.050% | 8/15/36 | 720 | 1,034 | |||
Caterpillar Inc. | 5.200% | 5/27/41 | 475 | 658 | |||
Caterpillar Inc. | 3.803% | 8/15/42 | 804 | 961 | |||
Caterpillar Inc. | 4.300% | 5/15/44 | 375 | 474 | |||
Caterpillar Inc. | 3.250% | 9/19/49 | 1,375 | 1,513 | |||
Caterpillar Inc. | 3.250% | 4/9/50 | 865 | 962 | |||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 150 | 157 | |||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 250 | 252 | |||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 2,455 | 2,627 |
106 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
CNH Industrial NV | 3.850% | 11/15/27 | 375 | 395 | |||
Crane Co. | 4.450% | 12/15/23 | 400 | 429 | |||
Crane Co. | 4.200% | 3/15/48 | 500 | 490 | |||
CRH America Inc. | 5.750% | 1/15/21 | 985 | 1,008 | |||
Deere & Co. | 2.600% | 6/8/22 | 700 | 725 | |||
Deere & Co. | 5.375% | 10/16/29 | 455 | 588 | |||
Deere & Co. | 3.100% | 4/15/30 | 470 | 531 | |||
Deere & Co. | 7.125% | 3/3/31 | 400 | 582 | |||
Deere & Co. | 3.900% | 6/9/42 | 1,000 | 1,248 | |||
Deere & Co. | 2.875% | 9/7/49 | 200 | 212 | |||
Deere & Co. | 3.750% | 4/15/50 | 650 | 800 | |||
Dover Corp. | 2.950% | 11/4/29 | 575 | 618 | |||
Dover Corp. | 6.600% | 3/15/38 | 350 | 481 | |||
Dover Corp. | 5.375% | 3/1/41 | 280 | 351 | |||
Eaton Corp. | 2.750% | 11/2/22 | 1,075 | 1,131 | |||
Eaton Corp. | 3.103% | 9/15/27 | 665 | 730 | |||
Eaton Corp. | 4.000% | 11/2/32 | 717 | 842 | |||
Eaton Corp. | 4.150% | 11/2/42 | 75 | 89 | |||
Eaton Corp. | 3.915% | 9/15/47 | 550 | 633 | |||
Emerson Electric Co. | 2.625% | 12/1/21 | 450 | 464 | |||
Emerson Electric Co. | 2.625% | 2/15/23 | 300 | 315 | |||
Emerson Electric Co. | 3.150% | 6/1/25 | 450 | 501 | |||
Emerson Electric Co. | 1.800% | 10/15/27 | 750 | 774 | |||
Emerson Electric Co. | 1.950% | 10/15/30 | 375 | 384 | |||
Emerson Electric Co. | 5.250% | 11/15/39 | 135 | 182 | |||
Emerson Electric Co. | 2.750% | 10/15/50 | 375 | 376 | |||
Flowserve Corp. | 3.500% | 9/15/22 | 225 | 228 | |||
Flowserve Corp. | 4.000% | 11/15/23 | 375 | 377 | |||
Fortive Corp. | 3.150% | 6/15/26 | 585 | 641 | |||
Fortive Corp. | 4.300% | 6/15/46 | 425 | 477 | |||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 600 | 655 | |||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 455 | 503 | |||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 400 | 426 | |||
General Dynamics Corp. | 3.875% | 7/15/21 | 250 | 258 | |||
General Dynamics Corp. | 2.250% | 11/15/22 | 900 | 935 | |||
General Dynamics Corp. | 3.375% | 5/15/23 | 600 | 647 | |||
General Dynamics Corp. | 1.875% | 8/15/23 | 500 | 520 | |||
General Dynamics Corp. | 3.250% | 4/1/25 | 525 | 582 | |||
General Dynamics Corp. | 3.500% | 5/15/25 | 1,500 | 1,683 | |||
General Dynamics Corp. | 2.125% | 8/15/26 | 250 | 268 | |||
General Dynamics Corp. | 3.500% | 4/1/27 | 350 | 399 | |||
General Dynamics Corp. | 2.625% | 11/15/27 | 500 | 543 | |||
General Dynamics Corp. | 3.750% | 5/15/28 | 705 | 826 | |||
General Dynamics Corp. | 3.625% | 4/1/30 | 755 | 881 | |||
General Dynamics Corp. | 4.250% | 4/1/40 | 520 | 643 | |||
General Dynamics Corp. | 3.600% | 11/15/42 | 625 | 722 | |||
General Dynamics Corp. | 4.250% | 4/1/50 | 505 | 655 | |||
General Electric Co. | 3.150% | 9/7/22 | 318 | 333 | |||
General Electric Co. | 3.100% | 1/9/23 | 4,149 | 4,337 | |||
General Electric Co. | 3.450% | 5/15/24 | 425 | 451 | |||
General Electric Co. | 3.450% | 5/1/27 | 750 | 769 | |||
General Electric Co. | 3.625% | 5/1/30 | 2,125 | 2,125 | |||
General Electric Co. | 6.750% | 3/15/32 | 1,185 | 1,447 | |||
General Electric Co. | 6.150% | 8/7/37 | 673 | 778 | |||
General Electric Co. | 5.875% | 1/14/38 | 2,512 | 2,826 | |||
General Electric Co. | 6.875% | 1/10/39 | 1,555 | 1,898 | |||
General Electric Co. | 4.250% | 5/1/40 | 1,125 | 1,105 | |||
General Electric Co. | 4.125% | 10/9/42 | 552 | 520 | |||
General Electric Co. | 4.350% | 5/1/50 | 2,000 | 1,975 | |||
Hexcel Corp. | 3.950% | 2/15/27 | 275 | 294 | |||
Honeywell International Inc. | 4.250% | 3/1/21 | 805 | 826 | |||
Honeywell International Inc. | 1.850% | 11/1/21 | 410 | 418 | |||
Honeywell International Inc. | 2.150% | 8/8/22 | 500 | 517 | |||
Honeywell International Inc. | 3.350% | 12/1/23 | 1,175 | 1,281 |
107 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 800 | 852 | |||
Honeywell International Inc. | 1.350% | 6/1/25 | 980 | 1,006 | |||
Honeywell International Inc. | 2.500% | 11/1/26 | 3,050 | 3,357 | |||
Honeywell International Inc. | 2.700% | 8/15/29 | 350 | 387 | |||
Honeywell International Inc. | 1.950% | 6/1/30 | 1,125 | 1,173 | |||
Honeywell International Inc. | 5.700% | 3/15/36 | 300 | 422 | |||
Honeywell International Inc. | 5.700% | 3/15/37 | 305 | 435 | |||
Honeywell International Inc. | 5.375% | 3/1/41 | 855 | 1,228 | |||
Honeywell International Inc. | 2.800% | 6/1/50 | 600 | 639 | |||
Howmet Aerospace Inc. | 5.950% | 2/1/37 | 300 | 309 | |||
Hubbell Inc. | 3.350% | 3/1/26 | 300 | 316 | |||
Hubbell Inc. | 3.150% | 8/15/27 | 275 | 285 | |||
Hubbell Inc. | 3.500% | 2/15/28 | 400 | 423 | |||
1 | Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 250 | 272 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 400 | 431 | |||
1 | Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 375 | 418 | ||
IDEX Corp. | 3.000% | 5/1/30 | 300 | 309 | |||
Illinois Tool Works Inc. | 3.375% | 9/15/21 | 90 | 93 | |||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 1,145 | 1,251 | |||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 1,100 | 1,212 | |||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 800 | 981 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.550% | 11/1/24 | 1,350 | 1,487 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.500% | 3/21/26 | 325 | 353 | |||
Ingersoll-Rand Luxembourg Finance SA | 3.800% | 3/21/29 | 975 | 1,098 | |||
Ingersoll-Rand Luxembourg Finance SA | 4.650% | 11/1/44 | 150 | 175 | |||
Ingersoll-Rand Luxembourg Finance SA | 4.500% | 3/21/49 | 350 | 421 | |||
John Deere Capital Corp. | 3.900% | 7/12/21 | 125 | 129 | |||
John Deere Capital Corp. | 3.125% | 9/10/21 | 500 | 516 | |||
John Deere Capital Corp. | 3.150% | 10/15/21 | 305 | 315 | |||
John Deere Capital Corp. | 2.650% | 1/6/22 | 450 | 465 | |||
John Deere Capital Corp. | 2.750% | 3/15/22 | 75 | 78 | |||
John Deere Capital Corp. | 1.950% | 6/13/22 | 850 | 873 | |||
John Deere Capital Corp. | 2.150% | 9/8/22 | 550 | 568 | |||
John Deere Capital Corp. | 2.700% | 1/6/23 | 425 | 446 | |||
John Deere Capital Corp. | 2.800% | 1/27/23 | 275 | 290 | |||
John Deere Capital Corp. | 2.800% | 3/6/23 | 1,500 | 1,588 | |||
John Deere Capital Corp. | 3.450% | 6/7/23 | 200 | 216 | |||
John Deere Capital Corp. | 0.700% | 7/5/23 | 375 | 376 | |||
John Deere Capital Corp. | 3.650% | 10/12/23 | 200 | 220 | |||
John Deere Capital Corp. | 2.600% | 3/7/24 | 300 | 319 | |||
John Deere Capital Corp. | 3.350% | 6/12/24 | 700 | 769 | |||
John Deere Capital Corp. | 2.050% | 1/9/25 | 500 | 527 | |||
John Deere Capital Corp. | 3.450% | 3/13/25 | 1,225 | 1,370 | |||
John Deere Capital Corp. | 3.400% | 9/11/25 | 325 | 366 | |||
John Deere Capital Corp. | 2.650% | 6/10/26 | 300 | 328 | |||
John Deere Capital Corp. | 2.250% | 9/14/26 | 1,250 | 1,334 | |||
John Deere Capital Corp. | 2.800% | 9/8/27 | 250 | 276 | |||
John Deere Capital Corp. | 3.050% | 1/6/28 | 600 | 667 | |||
John Deere Capital Corp. | 3.450% | 3/7/29 | 300 | 346 | |||
John Deere Capital Corp. | 2.800% | 7/18/29 | 490 | 543 | |||
John Deere Capital Corp. | 2.450% | 1/9/30 | 1,000 | 1,084 | |||
Johnson Controls International plc | 3.625% | 7/2/24 | 442 | 472 | |||
Johnson Controls International plc | 3.900% | 2/14/26 | 219 | 237 | |||
Johnson Controls International plc | 6.000% | 1/15/36 | 210 | 270 | |||
Johnson Controls International plc | 4.625% | 7/2/44 | 800 | 911 | |||
Johnson Controls International plc | 5.125% | 9/14/45 | 80 | 99 | |||
Johnson Controls International plc | 4.500% | 2/15/47 | 400 | 455 | |||
Johnson Controls International plc | 4.950% | 7/2/64 | 286 | 342 | |||
Kennametal Inc. | 3.875% | 2/15/22 | 125 | 128 | |||
Kennametal Inc. | 4.625% | 6/15/28 | 1,000 | 1,042 | |||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 775 | 841 | |||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 270 | 295 | |||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 550 | 616 |
108 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 200 | 229 | |||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 600 | 714 | |||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 450 | 485 | |||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 100 | 129 | |||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 425 | 608 | |||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 375 | 492 | |||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 550 | 572 | |||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 700 | 706 | |||
Legrand France SA | 8.500% | 2/15/25 | 300 | 399 | |||
Lennox International Inc. | 3.000% | 11/15/23 | 100 | 103 | |||
Lockheed Martin Corp. | 3.350% | 9/15/21 | 487 | 504 | |||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 270 | 287 | |||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 463 | 508 | |||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 1,200 | 1,377 | |||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 1,500 | 1,536 | |||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 550 | 656 | |||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 450 | 584 | |||
Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,715 | 2,577 | |||
Lockheed Martin Corp. | 5.720% | 6/1/40 | 316 | 468 | |||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 975 | 1,251 | |||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 750 | 908 | |||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,050 | 1,440 | |||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 1,550 | 1,627 | |||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 622 | 814 | |||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,150 | 1,254 | |||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 500 | 539 | |||
Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 375 | 378 | |||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 600 | 653 | |||
Masco Corp. | 3.500% | 4/1/21 | 300 | 304 | |||
Masco Corp. | 5.950% | 3/15/22 | 228 | 246 | |||
Masco Corp. | 4.450% | 4/1/25 | 550 | 622 | |||
Masco Corp. | 4.375% | 4/1/26 | 400 | 452 | |||
Masco Corp. | 3.500% | 11/15/27 | 100 | 107 | |||
Masco Corp. | 7.750% | 8/1/29 | 94 | 120 | |||
Masco Corp. | 4.500% | 5/15/47 | 225 | 238 | |||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 550 | 584 | |||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 375 | 409 | |||
Northrop Grumman Corp. | 3.500% | 3/15/21 | 225 | 230 | |||
Northrop Grumman Corp. | 2.550% | 10/15/22 | 1,500 | 1,566 | |||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 500 | 539 | |||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 1,300 | 1,404 | |||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 575 | 637 | |||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 400 | 447 | |||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 1,540 | 1,863 | |||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 365 | 487 | |||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 850 | 1,122 | |||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 850 | 1,105 | |||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 1,450 | 1,751 | |||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 795 | 1,137 | |||
Nvent Finance Sarl | 3.950% | 4/15/23 | 220 | 227 | |||
Nvent Finance Sarl | 4.550% | 4/15/28 | 300 | 315 | |||
Oshkosh Corp. | 4.600% | 5/15/28 | 400 | 433 | |||
Oshkosh Corp. | 3.100% | 3/1/30 | 80 | 80 | |||
1 | Otis Worldwide Corp. | 2.056% | 4/5/25 | 575 | 601 | ||
1 | Otis Worldwide Corp. | 2.293% | 4/5/27 | 600 | 625 | ||
1 | Otis Worldwide Corp. | 2.565% | 2/15/30 | 1,400 | 1,457 | ||
1 | Otis Worldwide Corp. | 3.112% | 2/15/40 | 630 | 639 | ||
1 | Otis Worldwide Corp. | 3.362% | 2/15/50 | 550 | 578 | ||
Owens Corning | 4.200% | 12/1/24 | 250 | 270 | |||
Owens Corning | 3.400% | 8/15/26 | 500 | 521 | |||
Owens Corning | 3.950% | 8/15/29 | 375 | 406 | |||
Owens Corning | 3.875% | 6/1/30 | 100 | 107 | |||
Owens Corning | 7.000% | 12/1/36 | 18 | 23 | |||
Owens Corning | 4.300% | 7/15/47 | 700 | 704 |
109 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Owens Corning | 4.400% | 1/30/48 | 325 | 334 | |||
Parker-Hannifin Corp. | 3.500% | 9/15/22 | 975 | 1,024 | |||
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 475 | 505 | |||
Parker-Hannifin Corp. | 3.300% | 11/21/24 | 467 | 507 | |||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 1,600 | 1,735 | |||
Parker-Hannifin Corp. | 4.200% | 11/21/34 | 200 | 238 | |||
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 575 | 788 | |||
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 500 | 577 | |||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 800 | 918 | |||
Precision Castparts Corp. | 2.500% | 1/15/23 | 1,075 | 1,125 | |||
Precision Castparts Corp. | 3.250% | 6/15/25 | 675 | 748 | |||
Precision Castparts Corp. | 3.900% | 1/15/43 | 375 | 410 | |||
Precision Castparts Corp. | 4.375% | 6/15/45 | 775 | 929 | |||
1 | Raytheon Technologies Corp. | 3.100% | 11/15/21 | 675 | 691 | ||
1 | Raytheon Technologies Corp. | 2.800% | 3/15/22 | 750 | 773 | ||
1 | Raytheon Technologies Corp. | 2.500% | 12/15/22 | 845 | 875 | ||
Raytheon Technologies Corp. | 3.650% | 8/16/23 | 57 | 62 | |||
1 | Raytheon Technologies Corp. | 3.200% | 3/15/24 | 775 | 833 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 1,680 | 1,914 | |||
1 | Raytheon Technologies Corp. | 3.500% | 3/15/27 | 1,000 | 1,125 | ||
1 | Raytheon Technologies Corp. | 7.200% | 8/15/27 | 75 | 101 | ||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 150 | 204 | |||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 2,820 | 3,324 | |||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 400 | 586 | |||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 500 | 518 | |||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 500 | 680 | |||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 285 | 409 | |||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 925 | 1,341 | |||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 1,000 | 1,222 | |||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 625 | 869 | |||
1 | Raytheon Technologies Corp. | 4.875% | 10/15/40 | 225 | 286 | ||
1 | Raytheon Technologies Corp. | 4.700% | 12/15/41 | 925 | 1,117 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 2,450 | 3,039 | |||
1 | Raytheon Technologies Corp. | 4.800% | 12/15/43 | 285 | 364 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 1,825 | 2,191 | |||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 900 | 1,026 | |||
1 | Raytheon Technologies Corp. | 4.350% | 4/15/47 | 775 | 931 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 800 | 952 | |||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 1,475 | 1,577 | |||
Republic Services Inc. | 5.250% | 11/15/21 | 625 | 665 | |||
Republic Services Inc. | 3.550% | 6/1/22 | 1,300 | 1,366 | |||
Republic Services Inc. | 2.500% | 8/15/24 | 60 | 64 | |||
Republic Services Inc. | 3.200% | 3/15/25 | 500 | 549 | |||
Republic Services Inc. | 2.900% | 7/1/26 | 400 | 435 | |||
Republic Services Inc. | 2.300% | 3/1/30 | 725 | 751 | |||
Republic Services Inc. | 6.200% | 3/1/40 | 475 | 689 | |||
Republic Services Inc. | 5.700% | 5/15/41 | 300 | 419 | |||
Republic Services Inc. | 3.050% | 3/1/50 | 500 | 517 | |||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 350 | 395 | |||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 475 | 594 | |||
Roper Technologies Inc. | 2.800% | 12/15/21 | 400 | 411 | |||
Roper Technologies Inc. | 2.350% | 9/15/24 | 500 | 526 | |||
Roper Technologies Inc. | 3.850% | 12/15/25 | 250 | 283 | |||
Roper Technologies Inc. | 3.800% | 12/15/26 | 500 | 571 | |||
Roper Technologies Inc. | 4.200% | 9/15/28 | 650 | 761 | |||
Roper Technologies Inc. | 2.950% | 9/15/29 | 475 | 518 | |||
Roper Technologies Inc. | 2.000% | 6/30/30 | 475 | 475 | |||
Snap-on Inc. | 6.125% | 9/1/21 | 300 | 317 | |||
Snap-on Inc. | 3.250% | 3/1/27 | 225 | 245 | |||
Snap-on Inc. | 4.100% | 3/1/48 | 275 | 328 | |||
Snap-on Inc. | 3.100% | 5/1/50 | 250 | 256 | |||
Sonoco Products Co. | 3.125% | 5/1/30 | 400 | 418 | |||
Sonoco Products Co. | 5.750% | 11/1/40 | 490 | 607 | |||
Stanley Black & Decker Inc. | 3.400% | 12/1/21 | 450 | 465 |
110 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Stanley Black & Decker Inc. | 2.900% | 11/1/22 | 500 | 527 | |||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 375 | 416 | |||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 375 | 449 | |||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 1,500 | 1,563 | |||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 300 | 396 | |||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 400 | 543 | |||
5 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 200 | 197 | ||
Textron Inc. | 4.300% | 3/1/24 | 625 | 673 | |||
Textron Inc. | 3.875% | 3/1/25 | 200 | 214 | |||
Textron Inc. | 4.000% | 3/15/26 | 300 | 319 | |||
Textron Inc. | 3.650% | 3/15/27 | 1,025 | 1,064 | |||
Textron Inc. | 3.375% | 3/1/28 | 325 | 332 | |||
Textron Inc. | 3.900% | 9/17/29 | 600 | 637 | |||
Timken Co. | 3.875% | 9/1/24 | 200 | 210 | |||
Timken Co. | 4.500% | 12/15/28 | 400 | 431 | |||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 900 | 996 | |||
Valmont Industries Inc. | 5.000% | 10/1/44 | 475 | 486 | |||
Valmont Industries Inc. | 5.250% | 10/1/54 | 300 | 306 | |||
Vulcan Materials Co. | 4.500% | 4/1/25 | 250 | 278 | |||
Vulcan Materials Co. | 3.500% | 6/1/30 | 500 | 543 | |||
Vulcan Materials Co. | 4.500% | 6/15/47 | 950 | 1,051 | |||
Wabtec Corp. | 4.400% | 3/15/24 | 1,100 | 1,162 | |||
Wabtec Corp. | 3.450% | 11/15/26 | 625 | 643 | |||
Wabtec Corp. | 4.950% | 9/15/28 | 750 | 834 | |||
Waste Connections Inc. | 3.500% | 5/1/29 | 950 | 1,063 | |||
Waste Connections Inc. | 2.600% | 2/1/30 | 500 | 527 | |||
Waste Connections Inc. | 3.050% | 4/1/50 | 300 | 303 | |||
Waste Management Inc. | 4.600% | 3/1/21 | 275 | 280 | |||
Waste Management Inc. | 2.900% | 9/15/22 | 191 | 199 | |||
Waste Management Inc. | 2.400% | 5/15/23 | 1,100 | 1,147 | |||
Waste Management Inc. | 3.500% | 5/15/24 | 750 | 817 | |||
Waste Management Inc. | 2.950% | 6/15/24 | 600 | 613 | |||
Waste Management Inc. | 3.125% | 3/1/25 | 250 | 274 | |||
Waste Management Inc. | 3.200% | 6/15/26 | 625 | 640 | |||
Waste Management Inc. | 3.150% | 11/15/27 | 1,600 | 1,792 | |||
Waste Management Inc. | 3.450% | 6/15/29 | 775 | 800 | |||
Waste Management Inc. | 3.900% | 3/1/35 | 250 | 295 | |||
Waste Management Inc. | 4.000% | 7/15/39 | 425 | 437 | |||
Waste Management Inc. | 4.100% | 3/1/45 | 500 | 597 | |||
Waste Management Inc. | 4.150% | 7/15/49 | 900 | 1,120 | |||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 70 | 71 | |||
WW Grainger Inc. | 1.850% | 2/15/25 | 350 | 366 | |||
WW Grainger Inc. | 4.600% | 6/15/45 | 825 | 1,034 | |||
WW Grainger Inc. | 3.750% | 5/15/46 | 325 | 360 | |||
WW Grainger Inc. | 4.200% | 5/15/47 | 350 | 412 | |||
Xylem Inc. | 3.250% | 11/1/26 | 300 | 331 | |||
Xylem Inc. | 1.950% | 1/30/28 | 250 | 251 | |||
Xylem Inc. | 2.250% | 1/30/31 | 400 | 400 | |||
Xylem Inc. | 4.375% | 11/1/46 | 475 | 519 | |||
Communication (1.1%) | |||||||
Activision Blizzard Inc. | 2.300% | 9/15/21 | 500 | 507 | |||
Activision Blizzard Inc. | 2.600% | 6/15/22 | 350 | 363 | |||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 1,047 | 1,189 | |||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 325 | 419 | |||
America Movil SAB de CV | 3.125% | 7/16/22 | 1,060 | 1,094 | |||
America Movil SAB de CV | 3.625% | 4/22/29 | 700 | 777 | |||
America Movil SAB de CV | 2.875% | 5/7/30 | 400 | 422 | |||
America Movil SAB de CV | 6.375% | 3/1/35 | 800 | 1,156 | |||
America Movil SAB de CV | 6.125% | 11/15/37 | 300 | 422 | |||
America Movil SAB de CV | 6.125% | 3/30/40 | 1,500 | 2,142 | |||
America Movil SAB de CV | 4.375% | 7/16/42 | 950 | 1,158 | |||
America Movil SAB de CV | 4.375% | 4/22/49 | 800 | 973 | |||
American Tower Corp. | 2.250% | 1/15/22 | 350 | 359 |
111 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
American Tower Corp. | 3.500% | 1/31/23 | 1,075 | 1,149 | |||
American Tower Corp. | 5.000% | 2/15/24 | 1,900 | 2,165 | |||
American Tower Corp. | 3.375% | 5/15/24 | 500 | 543 | |||
American Tower Corp. | 2.950% | 1/15/25 | 885 | 956 | |||
American Tower Corp. | 2.400% | 3/15/25 | 275 | 290 | |||
American Tower Corp. | 1.300% | 9/15/25 | 375 | 375 | |||
American Tower Corp. | 3.375% | 10/15/26 | 669 | 742 | |||
American Tower Corp. | 2.750% | 1/15/27 | 2,500 | 2,684 | |||
American Tower Corp. | 3.125% | 1/15/27 | 575 | 622 | |||
American Tower Corp. | 3.950% | 3/15/29 | 475 | 540 | |||
American Tower Corp. | 3.800% | 8/15/29 | 1,075 | 1,223 | |||
American Tower Corp. | 2.900% | 1/15/30 | 1,490 | 1,587 | |||
American Tower Corp. | 2.100% | 6/15/30 | 560 | 558 | |||
American Tower Corp. | 3.700% | 10/15/49 | 500 | 547 | |||
American Tower Corp. | 3.100% | 6/15/50 | 560 | 546 | |||
AT&T Inc. | 4.000% | 1/15/22 | 205 | 217 | |||
AT&T Inc. | 3.000% | 2/15/22 | 2,000 | 2,075 | |||
AT&T Inc. | 3.200% | 3/1/22 | 1,175 | 1,227 | |||
AT&T Inc. | 3.400% | 6/15/22 | 400 | 420 | |||
AT&T Inc. | 3.000% | 6/30/22 | 1,750 | 1,824 | |||
AT&T Inc. | 3.600% | 2/17/23 | 1,485 | 1,590 | |||
AT&T Inc. | 4.050% | 12/15/23 | 375 | 415 | |||
AT&T Inc. | 3.800% | 3/1/24 | 525 | 575 | |||
AT&T Inc. | 4.450% | 4/1/24 | 825 | 924 | |||
AT&T Inc. | 3.550% | 6/1/24 | 525 | 569 | |||
AT&T Inc. | 3.950% | 1/15/25 | 804 | 896 | |||
AT&T Inc. | 3.400% | 5/15/25 | 4,632 | 5,074 | |||
AT&T Inc. | 3.600% | 7/15/25 | 825 | 914 | |||
AT&T Inc. | 3.875% | 1/15/26 | 965 | 1,084 | |||
AT&T Inc. | 4.125% | 2/17/26 | 1,514 | 1,719 | |||
AT&T Inc. | 3.800% | 2/15/27 | 2,570 | 2,881 | |||
AT&T Inc. | 2.300% | 6/1/27 | 1,900 | 1,949 | |||
AT&T Inc. | 4.100% | 2/15/28 | 1,904 | 2,167 | |||
AT&T Inc. | 4.350% | 3/1/29 | 2,200 | 2,541 | |||
AT&T Inc. | 4.300% | 2/15/30 | 2,249 | 2,609 | |||
AT&T Inc. | 2.750% | 6/1/31 | 3,600 | 3,711 | |||
AT&T Inc. | 4.500% | 5/15/35 | 2,330 | 2,744 | |||
AT&T Inc. | 5.250% | 3/1/37 | 2,325 | 2,858 | |||
AT&T Inc. | 4.900% | 8/15/37 | 1,405 | 1,673 | |||
AT&T Inc. | 4.850% | 3/1/39 | 1,000 | 1,212 | |||
AT&T Inc. | 6.200% | 3/15/40 | 300 | 401 | |||
AT&T Inc. | 6.350% | 3/15/40 | 525 | 712 | |||
AT&T Inc. | 6.100% | 7/15/40 | 375 | 505 | |||
AT&T Inc. | 6.000% | 8/15/40 | 1,000 | 1,345 | |||
AT&T Inc. | 5.350% | 9/1/40 | 2,205 | 2,742 | |||
AT&T Inc. | 6.375% | 3/1/41 | 862 | 1,223 | |||
AT&T Inc. | 3.500% | 6/1/41 | 1,900 | 1,964 | |||
AT&T Inc. | 5.550% | 8/15/41 | 410 | 519 | |||
AT&T Inc. | 5.375% | 10/15/41 | 405 | 501 | |||
AT&T Inc. | 5.150% | 3/15/42 | 1,000 | 1,238 | |||
AT&T Inc. | 4.900% | 6/15/42 | 900 | 1,083 | |||
AT&T Inc. | 4.300% | 12/15/42 | 1,523 | 1,685 | |||
AT&T Inc. | 5.350% | 12/15/43 | 300 | 369 | |||
AT&T Inc. | 4.650% | 6/1/44 | 725 | 837 | |||
AT&T Inc. | 4.800% | 6/15/44 | 1,700 | 1,979 | |||
AT&T Inc. | 4.350% | 6/15/45 | 2,275 | 2,531 | |||
AT&T Inc. | 4.750% | 5/15/46 | 2,325 | 2,753 | |||
AT&T Inc. | 5.150% | 11/15/46 | 1,485 | 1,821 | |||
AT&T Inc. | 4.500% | 3/9/48 | 3,300 | 3,886 | |||
AT&T Inc. | 4.550% | 3/9/49 | 5,062 | 5,963 | |||
AT&T Inc. | 5.150% | 2/15/50 | 750 | 960 | |||
AT&T Inc. | 3.650% | 6/1/51 | 3,000 | 3,059 | |||
AT&T Inc. | 5.700% | 3/1/57 | 300 | 408 | |||
AT&T Inc. | 5.300% | 8/15/58 | 1,301 | 1,659 |
112 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
AT&T Inc. | 3.850% | 6/1/60 | 1,155 | 1,195 | |||
Bell Canada Inc. | 4.300% | 7/29/49 | 400 | 490 | |||
British Telecommunications plc | 4.500% | 12/4/23 | 500 | 553 | |||
British Telecommunications plc | 5.125% | 12/4/28 | 450 | 556 | |||
British Telecommunications plc | 9.625% | 12/15/30 | 2,000 | 3,269 | |||
CC Holdings GS V LLC / Crown Castle GS III Corp. | 3.849% | 4/15/23 | 1,000 | 1,079 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.464% | 7/23/22 | 2,415 | 2,576 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.500% | 2/1/24 | 1,030 | 1,140 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 3,500 | 4,013 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 880 | 959 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 800 | 943 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.800% | 4/1/31 | 2,815 | 2,857 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.384% | 10/23/35 | 1,964 | 2,592 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 2,810 | 3,722 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 1,650 | 1,943 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 1,550 | 1,923 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 750 | 866 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 2,450 | 2,709 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.700% | 4/1/51 | 1,245 | 1,220 | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 1,325 | 1,784 | |||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 1,108 | 1,340 | |||
Comcast Corp. | 3.125% | 7/15/22 | 800 | 845 | |||
Comcast Corp. | 2.750% | 3/1/23 | 2,350 | 2,481 | |||
Comcast Corp. | 3.000% | 2/1/24 | 3,000 | 3,227 | |||
Comcast Corp. | 3.600% | 3/1/24 | 350 | 385 | |||
Comcast Corp. | 3.375% | 2/15/25 | 999 | 1,106 | |||
Comcast Corp. | 3.375% | 8/15/25 | 1,125 | 1,253 | |||
Comcast Corp. | 3.950% | 10/15/25 | 2,400 | 2,747 | |||
Comcast Corp. | 3.150% | 3/1/26 | 1,600 | 1,779 | |||
Comcast Corp. | 2.350% | 1/15/27 | 1,930 | 2,055 | |||
Comcast Corp. | 3.300% | 2/1/27 | 1,075 | 1,205 | |||
Comcast Corp. | 3.300% | 4/1/27 | 500 | 560 | |||
Comcast Corp. | 3.150% | 2/15/28 | 1,275 | 1,422 | |||
Comcast Corp. | 4.150% | 10/15/28 | 2,000 | 2,396 | |||
Comcast Corp. | 2.650% | 2/1/30 | 1,050 | 1,140 | |||
Comcast Corp. | 3.400% | 4/1/30 | 1,375 | 1,563 | |||
Comcast Corp. | 4.250% | 10/15/30 | 1,200 | 1,467 | |||
Comcast Corp. | 1.950% | 1/15/31 | 2,100 | 2,138 | |||
Comcast Corp. | 4.250% | 1/15/33 | 1,275 | 1,571 | |||
Comcast Corp. | 7.050% | 3/15/33 | 1,025 | 1,556 | |||
Comcast Corp. | 5.650% | 6/15/35 | 1,080 | 1,536 | |||
Comcast Corp. | 4.400% | 8/15/35 | 1,000 | 1,260 | |||
Comcast Corp. | 3.200% | 7/15/36 | 700 | 763 | |||
Comcast Corp. | 6.450% | 3/15/37 | 1,350 | 2,008 | |||
Comcast Corp. | 6.950% | 8/15/37 | 20 | 31 | |||
Comcast Corp. | 3.900% | 3/1/38 | 725 | 860 | |||
Comcast Corp. | 6.400% | 5/15/38 | 868 | 1,287 | |||
Comcast Corp. | 4.600% | 10/15/38 | 2,300 | 2,926 | |||
Comcast Corp. | 6.550% | 7/1/39 | 350 | 535 | |||
Comcast Corp. | 3.250% | 11/1/39 | 575 | 629 |
113 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Comcast Corp. | 6.400% | 3/1/40 | 450 | 688 | |||
Comcast Corp. | 3.750% | 4/1/40 | 900 | 1,051 | |||
Comcast Corp. | 4.650% | 7/15/42 | 1,065 | 1,379 | |||
Comcast Corp. | 4.500% | 1/15/43 | 250 | 323 | |||
Comcast Corp. | 4.750% | 3/1/44 | 400 | 527 | |||
Comcast Corp. | 4.600% | 8/15/45 | 2,175 | 2,811 | |||
Comcast Corp. | 3.400% | 7/15/46 | 700 | 775 | |||
Comcast Corp. | 4.000% | 8/15/47 | 700 | 840 | |||
Comcast Corp. | 3.969% | 11/1/47 | 1,371 | 1,648 | |||
Comcast Corp. | 4.000% | 3/1/48 | 322 | 393 | |||
Comcast Corp. | 4.700% | 10/15/48 | 2,600 | 3,482 | |||
Comcast Corp. | 3.999% | 11/1/49 | 1,803 | 2,186 | |||
Comcast Corp. | 3.450% | 2/1/50 | 1,400 | 1,600 | |||
Comcast Corp. | 2.800% | 1/15/51 | 1,275 | 1,293 | |||
Comcast Corp. | 4.049% | 11/1/52 | 1,317 | 1,606 | |||
Comcast Corp. | 4.950% | 10/15/58 | 2,300 | 3,269 | |||
Crown Castle International Corp. | 2.250% | 9/1/21 | 2,050 | 2,092 | |||
Crown Castle International Corp. | 4.875% | 4/15/22 | 550 | 591 | |||
Crown Castle International Corp. | 5.250% | 1/15/23 | 375 | 416 | |||
Crown Castle International Corp. | 3.150% | 7/15/23 | 625 | 665 | |||
Crown Castle International Corp. | 3.200% | 9/1/24 | 525 | 568 | |||
Crown Castle International Corp. | 1.350% | 7/15/25 | 400 | 400 | |||
Crown Castle International Corp. | 4.450% | 2/15/26 | 1,405 | 1,607 | |||
Crown Castle International Corp. | 3.700% | 6/15/26 | 975 | 1,086 | |||
Crown Castle International Corp. | 3.650% | 9/1/27 | 1,190 | 1,328 | |||
Crown Castle International Corp. | 3.800% | 2/15/28 | 1,525 | 1,718 | |||
Crown Castle International Corp. | 3.300% | 7/1/30 | 1,300 | 1,419 | |||
Crown Castle International Corp. | 2.250% | 1/15/31 | 500 | 501 | |||
Crown Castle International Corp. | 4.750% | 5/15/47 | 300 | 371 | |||
Crown Castle International Corp. | 5.200% | 2/15/49 | 430 | 569 | |||
Crown Castle International Corp. | 4.150% | 7/1/50 | 410 | 464 | |||
Crown Castle International Corp. | 3.250% | 1/15/51 | 500 | 499 | |||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 3,450 | 5,376 | |||
Discovery Communications LLC | 2.950% | 3/20/23 | 600 | 632 | |||
Discovery Communications LLC | 3.800% | 3/13/24 | 210 | 228 | |||
Discovery Communications LLC | 3.900% | 11/15/24 | 400 | 438 | |||
Discovery Communications LLC | 3.450% | 3/15/25 | 1,350 | 1,456 | |||
Discovery Communications LLC | 3.950% | 6/15/25 | 576 | 633 | |||
Discovery Communications LLC | 4.900% | 3/11/26 | 550 | 632 | |||
Discovery Communications LLC | 3.950% | 3/20/28 | 1,275 | 1,428 | |||
Discovery Communications LLC | 3.625% | 5/15/30 | 1,930 | 2,107 | |||
Discovery Communications LLC | 5.000% | 9/20/37 | 930 | 1,083 | |||
Discovery Communications LLC | 6.350% | 6/1/40 | 555 | 746 | |||
Discovery Communications LLC | 4.950% | 5/15/42 | 1,050 | 1,181 | |||
Discovery Communications LLC | 5.200% | 9/20/47 | 930 | 1,081 | |||
Discovery Communications LLC | 5.300% | 5/15/49 | 589 | 706 | |||
Discovery Communications LLC | 4.650% | 5/15/50 | 800 | 909 | |||
Electronic Arts Inc. | 4.800% | 3/1/26 | 275 | 328 | |||
Fox Corp. | 3.666% | 1/25/22 | 675 | 706 | |||
Fox Corp. | 4.030% | 1/25/24 | 825 | 912 | |||
Fox Corp. | 3.050% | 4/7/25 | 240 | 260 | |||
Fox Corp. | 4.709% | 1/25/29 | 1,000 | 1,200 | |||
Fox Corp. | 3.500% | 4/8/30 | 560 | 622 | |||
Fox Corp. | 5.476% | 1/25/39 | 950 | 1,269 | |||
Fox Corp. | 5.576% | 1/25/49 | 1,100 | 1,529 | |||
Grupo Televisa SAB | 6.625% | 3/18/25 | 450 | 529 | |||
Grupo Televisa SAB | 4.625% | 1/30/26 | 550 | 599 | |||
Grupo Televisa SAB | 8.500% | 3/11/32 | 50 | 73 | |||
Grupo Televisa SAB | 6.625% | 1/15/40 | 500 | 646 | |||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,640 | 1,810 | |||
Grupo Televisa SAB | 5.250% | 5/24/49 | 400 | 462 | |||
Interpublic Group of Cos. Inc. | 3.750% | 10/1/21 | 250 | 259 | |||
Interpublic Group of Cos. Inc. | 3.750% | 2/15/23 | 750 | 795 | |||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 350 | 382 |
114 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 325 | 377 | |||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 400 | 469 | |||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 350 | 389 | |||
Koninklijke KPN NV | 8.375% | 10/1/30 | 500 | 717 | |||
Moody's Corp. | 2.750% | 12/15/21 | 375 | 386 | |||
Moody's Corp. | 4.500% | 9/1/22 | 335 | 359 | |||
Moody's Corp. | 4.875% | 2/15/24 | 425 | 480 | |||
Moody's Corp. | 3.250% | 1/15/28 | 300 | 333 | |||
Moody's Corp. | 4.875% | 12/17/48 | 300 | 391 | |||
Moody's Corp. | 3.250% | 5/20/50 | 250 | 270 | |||
NBCUniversal Media LLC | 2.875% | 1/15/23 | 1,932 | 2,048 | |||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 480 | 737 | |||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 925 | 1,358 | |||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 800 | 1,008 | |||
Omnicom Group Inc. | 2.450% | 4/30/30 | 620 | 626 | |||
Omnicom Group Inc. | 4.200% | 6/1/30 | 400 | 465 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.625% | 5/1/22 | 1,100 | 1,160 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.650% | 11/1/24 | 650 | 715 | |||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 1,150 | 1,285 | |||
Orange SA | 4.125% | 9/14/21 | 802 | 836 | |||
Orange SA | 9.000% | 3/1/31 | 2,260 | 3,671 | |||
Orange SA | 5.375% | 1/13/42 | 700 | 970 | |||
Orange SA | 5.500% | 2/6/44 | 600 | 866 | |||
RELX Capital Inc. | 3.500% | 3/16/23 | 575 | 612 | |||
RELX Capital Inc. | 4.000% | 3/18/29 | 300 | 347 | |||
RELX Capital Inc. | 3.000% | 5/22/30 | 500 | 538 | |||
Rogers Communications Inc. | 3.000% | 3/15/23 | 230 | 244 | |||
Rogers Communications Inc. | 4.100% | 10/1/23 | 300 | 332 | |||
Rogers Communications Inc. | 3.625% | 12/15/25 | 475 | 536 | |||
Rogers Communications Inc. | 4.500% | 3/15/43 | 540 | 658 | |||
Rogers Communications Inc. | 5.000% | 3/15/44 | 500 | 644 | |||
Rogers Communications Inc. | 4.350% | 5/1/49 | 2,000 | 2,446 | |||
S&P Global Inc. | 4.000% | 6/15/25 | 550 | 630 | |||
S&P Global Inc. | 4.400% | 2/15/26 | 750 | 883 | |||
S&P Global Inc. | 2.500% | 12/1/29 | 375 | 407 | |||
S&P Global Inc. | 4.500% | 5/15/48 | 500 | 658 | |||
S&P Global Inc. | 3.250% | 12/1/49 | 450 | 497 | |||
1 | T-Mobile USA Inc. | 3.500% | 4/15/25 | 2,150 | 2,340 | ||
1 | T-Mobile USA Inc. | 1.500% | 2/15/26 | 800 | 797 | ||
1 | T-Mobile USA Inc. | 3.750% | 4/15/27 | 3,000 | 3,317 | ||
1 | T-Mobile USA Inc. | 2.050% | 2/15/28 | 900 | 898 | ||
1 | T-Mobile USA Inc. | 3.875% | 4/15/30 | 6,675 | 7,395 | ||
1 | T-Mobile USA Inc. | 2.550% | 2/15/31 | 1,400 | 1,395 | ||
1 | T-Mobile USA Inc. | 4.375% | 4/15/40 | 1,500 | 1,713 | ||
1 | T-Mobile USA Inc. | 4.500% | 4/15/50 | 2,690 | 3,138 | ||
Telefonica Emisiones SAU | 4.570% | 4/27/23 | 675 | 737 | |||
Telefonica Emisiones SAU | 4.103% | 3/8/27 | 1,175 | 1,338 | |||
Telefonica Emisiones SAU | 7.045% | 6/20/36 | 1,535 | 2,216 | |||
Telefonica Emisiones SAU | 4.665% | 3/6/38 | 600 | 715 | |||
Telefonica Emisiones SAU | 5.213% | 3/8/47 | 1,500 | 1,882 | |||
Telefonica Emisiones SAU | 4.895% | 3/6/48 | 1,200 | 1,436 | |||
Telefonica Emisiones SAU | 5.520% | 3/1/49 | 900 | 1,177 | |||
Telefonica Europe BV | 8.250% | 9/15/30 | 780 | 1,190 | |||
TELUS Corp. | 2.800% | 2/16/27 | 500 | 524 | |||
TELUS Corp. | 4.300% | 6/15/49 | 1,000 | 1,181 | |||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 560 | 616 | |||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 400 | 434 | |||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 350 | 441 | |||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 400 | 503 | |||
Time Warner Cable LLC | 4.000% | 9/1/21 | 775 | 796 | |||
Time Warner Cable LLC | 6.550% | 5/1/37 | 1,300 | 1,709 | |||
Time Warner Cable LLC | 7.300% | 7/1/38 | 785 | 1,090 | |||
Time Warner Cable LLC | 6.750% | 6/15/39 | 1,350 | 1,793 | |||
Time Warner Cable LLC | 5.875% | 11/15/40 | 750 | 923 |
115 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 825 | 999 | |||
Time Warner Cable LLC | 4.500% | 9/15/42 | 730 | 783 | |||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 825 | 979 | |||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 650 | 976 | |||
Verizon Communications Inc. | 3.450% | 3/15/21 | 300 | 306 | |||
Verizon Communications Inc. | 2.450% | 11/1/22 | 875 | 910 | |||
Verizon Communications Inc. | 5.150% | 9/15/23 | 1,890 | 2,152 | |||
Verizon Communications Inc. | 4.150% | 3/15/24 | 500 | 555 | |||
Verizon Communications Inc. | 3.500% | 11/1/24 | 1,475 | 1,624 | |||
Verizon Communications Inc. | 3.376% | 2/15/25 | 2,426 | 2,692 | |||
Verizon Communications Inc. | 2.625% | 8/15/26 | 2,437 | 2,638 | |||
Verizon Communications Inc. | 4.125% | 3/16/27 | 2,250 | 2,640 | |||
Verizon Communications Inc. | 3.000% | 3/22/27 | 600 | 662 | |||
Verizon Communications Inc. | 4.329% | 9/21/28 | 2,707 | 3,258 | |||
Verizon Communications Inc. | 4.016% | 12/3/29 | 2,624 | 3,135 | |||
Verizon Communications Inc. | 3.150% | 3/22/30 | 1,990 | 2,229 | |||
Verizon Communications Inc. | 4.500% | 8/10/33 | 3,075 | 3,815 | |||
Verizon Communications Inc. | 4.400% | 11/1/34 | 2,200 | 2,709 | |||
Verizon Communications Inc. | 4.272% | 1/15/36 | 2,009 | 2,485 | |||
Verizon Communications Inc. | 5.250% | 3/16/37 | 2,200 | 2,960 | |||
Verizon Communications Inc. | 4.812% | 3/15/39 | 1,675 | 2,186 | |||
Verizon Communications Inc. | 4.750% | 11/1/41 | 700 | 914 | |||
Verizon Communications Inc. | 3.850% | 11/1/42 | 850 | 1,009 | |||
Verizon Communications Inc. | 4.125% | 8/15/46 | 980 | 1,204 | |||
Verizon Communications Inc. | 4.862% | 8/21/46 | 3,661 | 4,976 | |||
Verizon Communications Inc. | 5.500% | 3/16/47 | 1,000 | 1,471 | |||
Verizon Communications Inc. | 4.522% | 9/15/48 | 2,600 | 3,430 | |||
Verizon Communications Inc. | 5.012% | 4/15/49 | 1,700 | 2,336 | |||
Verizon Communications Inc. | 4.000% | 3/22/50 | 1,200 | 1,502 | |||
Verizon Communications Inc. | 5.012% | 8/21/54 | 300 | 430 | |||
Verizon Communications Inc. | 4.672% | 3/15/55 | 2,500 | 3,348 | |||
ViacomCBS Inc. | 3.375% | 3/1/22 | 362 | 375 | |||
ViacomCBS Inc. | 2.900% | 6/1/23 | 325 | 342 | |||
ViacomCBS Inc. | 4.250% | 9/1/23 | 1,175 | 1,278 | |||
ViacomCBS Inc. | 3.875% | 4/1/24 | 388 | 417 | |||
ViacomCBS Inc. | 3.700% | 8/15/24 | 575 | 625 | |||
ViacomCBS Inc. | 3.500% | 1/15/25 | 500 | 542 | |||
ViacomCBS Inc. | 4.750% | 5/15/25 | 1,000 | 1,143 | |||
ViacomCBS Inc. | 4.000% | 1/15/26 | 500 | 560 | |||
ViacomCBS Inc. | 2.900% | 1/15/27 | 2,133 | 2,236 | |||
ViacomCBS Inc. | 3.375% | 2/15/28 | 375 | 398 | |||
ViacomCBS Inc. | 3.700% | 6/1/28 | 400 | 433 | |||
ViacomCBS Inc. | 7.875% | 7/30/30 | 375 | 533 | |||
ViacomCBS Inc. | 4.950% | 1/15/31 | 1,200 | 1,405 | |||
ViacomCBS Inc. | 4.200% | 5/19/32 | 2,000 | 2,227 | |||
ViacomCBS Inc. | 5.500% | 5/15/33 | 350 | 419 | |||
ViacomCBS Inc. | 6.875% | 4/30/36 | 690 | 933 | |||
ViacomCBS Inc. | 4.850% | 7/1/42 | 675 | 716 | |||
ViacomCBS Inc. | 4.375% | 3/15/43 | 887 | 925 | |||
ViacomCBS Inc. | 5.850% | 9/1/43 | 1,075 | 1,264 | |||
ViacomCBS Inc. | 4.900% | 8/15/44 | 700 | 761 | |||
ViacomCBS Inc. | 4.950% | 5/19/50 | 1,700 | 1,896 | |||
Vodafone Group plc | 3.750% | 1/16/24 | 1,300 | 1,421 | |||
Vodafone Group plc | 4.125% | 5/30/25 | 2,619 | 2,961 | |||
Vodafone Group plc | 4.375% | 5/30/28 | 1,495 | 1,769 | |||
Vodafone Group plc | 7.875% | 2/15/30 | 625 | 900 | |||
Vodafone Group plc | 6.250% | 11/30/32 | 425 | 573 | |||
Vodafone Group plc | 6.150% | 2/27/37 | 200 | 278 | |||
Vodafone Group plc | 5.000% | 5/30/38 | 1,630 | 2,034 | |||
Vodafone Group plc | 4.375% | 2/19/43 | 1,125 | 1,300 | |||
Vodafone Group plc | 5.250% | 5/30/48 | 2,645 | 3,442 | |||
Vodafone Group plc | 4.875% | 6/19/49 | 1,250 | 1,564 | |||
Vodafone Group plc | 4.250% | 9/17/50 | 2,000 | 2,376 | |||
Walt Disney Co. | 2.550% | 2/15/22 | 932 | 961 |
116 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Walt Disney Co. | 2.450% | 3/4/22 | 375 | 387 | |||
Walt Disney Co. | 1.650% | 9/1/22 | 400 | 409 | |||
Walt Disney Co. | 3.000% | 9/15/22 | 825 | 870 | |||
Walt Disney Co. | 3.700% | 9/15/24 | 1,000 | 1,111 | |||
Walt Disney Co. | 3.350% | 3/24/25 | 1,255 | 1,390 | |||
Walt Disney Co. | 3.150% | 9/17/25 | 600 | 662 | |||
Walt Disney Co. | 3.700% | 10/15/25 | 500 | 563 | |||
Walt Disney Co. | 1.750% | 1/13/26 | 1,500 | 1,545 | |||
Walt Disney Co. | 1.850% | 7/30/26 | 1,415 | 1,461 | |||
Walt Disney Co. | 3.375% | 11/15/26 | 281 | 316 | |||
Walt Disney Co. | 3.700% | 3/23/27 | 400 | 457 | |||
Walt Disney Co. | 2.200% | 1/13/28 | 800 | 835 | |||
Walt Disney Co. | 2.000% | 9/1/29 | 1,400 | 1,428 | |||
Walt Disney Co. | 3.800% | 3/22/30 | 1,085 | 1,263 | |||
Walt Disney Co. | 2.650% | 1/13/31 | 3,000 | 3,183 | |||
Walt Disney Co. | 7.000% | 3/1/32 | 50 | 74 | |||
Walt Disney Co. | 6.550% | 3/15/33 | 392 | 579 | |||
Walt Disney Co. | 6.200% | 12/15/34 | 775 | 1,135 | |||
Walt Disney Co. | 6.400% | 12/15/35 | 1,550 | 2,309 | |||
Walt Disney Co. | 6.150% | 3/1/37 | 800 | 1,149 | |||
Walt Disney Co. | 6.650% | 11/15/37 | 1,600 | 2,395 | |||
Walt Disney Co. | 4.625% | 3/23/40 | 475 | 591 | |||
Walt Disney Co. | 3.500% | 5/13/40 | 1,500 | 1,638 | |||
Walt Disney Co. | 4.375% | 8/16/41 | 325 | 399 | |||
Walt Disney Co. | 4.125% | 12/1/41 | 485 | 572 | |||
Walt Disney Co. | 3.700% | 12/1/42 | 400 | 444 | |||
Walt Disney Co. | 5.400% | 10/1/43 | 1,400 | 1,940 | |||
Walt Disney Co. | 4.750% | 9/15/44 | 690 | 873 | |||
Walt Disney Co. | 2.750% | 9/1/49 | 1,000 | 971 | |||
Walt Disney Co. | 4.700% | 3/23/50 | 1,155 | 1,498 | |||
Walt Disney Co. | 3.600% | 1/13/51 | 2,000 | 2,230 | |||
Walt Disney Co. | 3.800% | 5/13/60 | 1,100 | 1,276 | |||
Weibo Corp. | 3.500% | 7/5/24 | 625 | 645 | |||
WPP Finance 2010 | 3.625% | 9/7/22 | 400 | 416 | |||
WPP Finance 2010 | 3.750% | 9/19/24 | 525 | 565 | |||
Consumer Cyclical (0.8%) | |||||||
Advance Auto Parts Inc. | 4.500% | 1/15/22 | 175 | 182 | |||
Advance Auto Parts Inc. | 4.500% | 12/1/23 | 400 | 434 | |||
1 | Advance Auto Parts Inc. | 3.900% | 4/15/30 | 700 | 749 | ||
Alibaba Group Holding Ltd. | 3.125% | 11/28/21 | 700 | 717 | |||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 200 | 209 | |||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 825 | 898 | |||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 1,400 | 1,546 | |||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 600 | 734 | |||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 535 | 613 | |||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 1,900 | 2,313 | |||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 700 | 894 | |||
Amazon.com Inc. | 3.300% | 12/5/21 | 775 | 805 | |||
Amazon.com Inc. | 2.500% | 11/29/22 | 475 | 497 | |||
Amazon.com Inc. | 2.400% | 2/22/23 | 1,150 | 1,208 | |||
Amazon.com Inc. | 0.400% | 6/3/23 | 750 | 750 | |||
Amazon.com Inc. | 0.800% | 6/3/25 | 1,000 | 1,008 | |||
Amazon.com Inc. | 5.200% | 12/3/25 | 875 | 1,069 | |||
Amazon.com Inc. | 1.200% | 6/3/27 | 1,000 | 1,008 | |||
Amazon.com Inc. | 3.150% | 8/22/27 | 1,150 | 1,310 | |||
Amazon.com Inc. | 1.500% | 6/3/30 | 2,000 | 2,027 | |||
Amazon.com Inc. | 4.800% | 12/5/34 | 975 | 1,327 | |||
Amazon.com Inc. | 3.875% | 8/22/37 | 2,290 | 2,827 | |||
Amazon.com Inc. | 4.950% | 12/5/44 | 1,275 | 1,810 | |||
Amazon.com Inc. | 4.050% | 8/22/47 | 3,400 | 4,422 | |||
Amazon.com Inc. | 2.500% | 6/3/50 | 1,900 | 1,924 | |||
Amazon.com Inc. | 4.250% | 8/22/57 | 1,785 | 2,385 | |||
Amazon.com Inc. | 2.700% | 6/3/60 | 1,395 | 1,420 |
117 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
American Honda Finance Corp. | 1.650% | 7/12/21 | 500 | 506 | |||
American Honda Finance Corp. | 1.700% | 9/9/21 | 800 | 811 | |||
American Honda Finance Corp. | 3.375% | 12/10/21 | 400 | 415 | |||
American Honda Finance Corp. | 1.950% | 5/20/22 | 275 | 281 | |||
American Honda Finance Corp. | 2.600% | 11/16/22 | 500 | 521 | |||
American Honda Finance Corp. | 1.950% | 5/10/23 | 1,400 | 1,447 | |||
American Honda Finance Corp. | 3.450% | 7/14/23 | 400 | 430 | |||
American Honda Finance Corp. | 3.625% | 10/10/23 | 400 | 435 | |||
American Honda Finance Corp. | 2.900% | 2/16/24 | 1,725 | 1,836 | |||
American Honda Finance Corp. | 2.400% | 6/27/24 | 400 | 420 | |||
American Honda Finance Corp. | 2.150% | 9/10/24 | 475 | 495 | |||
American Honda Finance Corp. | 2.300% | 9/9/26 | 250 | 266 | |||
American Honda Finance Corp. | 2.350% | 1/8/27 | 375 | 397 | |||
American Honda Finance Corp. | 3.500% | 2/15/28 | 400 | 450 | |||
Aptiv Corp. | 4.150% | 3/15/24 | 575 | 609 | |||
Aptiv plc | 4.250% | 1/15/26 | 700 | 772 | |||
Aptiv plc | 4.350% | 3/15/29 | 150 | 161 | |||
Aptiv plc | 4.400% | 10/1/46 | 225 | 218 | |||
Aptiv plc | 5.400% | 3/15/49 | 305 | 321 | |||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 825 | 926 | |||
AutoNation Inc. | 3.500% | 11/15/24 | 762 | 785 | |||
AutoNation Inc. | 4.500% | 10/1/25 | 500 | 538 | |||
AutoNation Inc. | 3.800% | 11/15/27 | 250 | 259 | |||
AutoZone Inc. | 3.700% | 4/15/22 | 700 | 732 | |||
AutoZone Inc. | 2.875% | 1/15/23 | 250 | 259 | |||
AutoZone Inc. | 3.125% | 7/15/23 | 275 | 292 | |||
AutoZone Inc. | 3.125% | 4/18/24 | 430 | 462 | |||
AutoZone Inc. | 3.250% | 4/15/25 | 748 | 821 | |||
AutoZone Inc. | 3.625% | 4/15/25 | 23 | 26 | |||
AutoZone Inc. | 3.125% | 4/21/26 | 300 | 330 | |||
AutoZone Inc. | 3.750% | 6/1/27 | 700 | 786 | |||
AutoZone Inc. | 3.750% | 4/18/29 | 350 | 398 | |||
AutoZone Inc. | 4.000% | 4/15/30 | 1,400 | 1,619 | |||
Best Buy Co. Inc. | 5.500% | 3/15/21 | 106 | 108 | |||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 850 | 985 | |||
Block Financial LLC | 5.500% | 11/1/22 | 500 | 532 | |||
Block Financial LLC | 5.250% | 10/1/25 | 350 | 384 | |||
1 | BMW US Capital LLC | 4.150% | 4/9/30 | 1,000 | 1,153 | ||
Booking Holdings Inc. | 2.750% | 3/15/23 | 400 | 418 | |||
Booking Holdings Inc. | 3.650% | 3/15/25 | 400 | 438 | |||
Booking Holdings Inc. | 4.100% | 4/13/25 | 500 | 561 | |||
Booking Holdings Inc. | 3.600% | 6/1/26 | 755 | 828 | |||
Booking Holdings Inc. | 4.500% | 4/13/27 | 600 | 689 | |||
Booking Holdings Inc. | 3.550% | 3/15/28 | 450 | 492 | |||
BorgWarner Inc. | 3.375% | 3/15/25 | 250 | 265 | |||
BorgWarner Inc. | 2.650% | 7/1/27 | 900 | 923 | |||
BorgWarner Inc. | 4.375% | 3/15/45 | 500 | 527 | |||
Costco Wholesale Corp. | 2.300% | 5/18/22 | 900 | 931 | |||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 1,075 | 1,167 | |||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 800 | 900 | |||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 970 | 992 | |||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 1,000 | 1,010 | |||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 750 | 759 | |||
Cummins Inc. | 3.650% | 10/1/23 | 350 | 382 | |||
Cummins Inc. | 7.125% | 3/1/28 | 150 | 205 | |||
Cummins Inc. | 4.875% | 10/1/43 | 400 | 523 | |||
1 | Daimler Finance North America LLC | 2.625% | 3/10/30 | 1,000 | 990 | ||
Daimler Finance North America LLC | 8.500% | 1/18/31 | 605 | 915 | |||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 750 | 770 | |||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 250 | 237 | |||
Dollar General Corp. | 3.250% | 4/15/23 | 1,300 | 1,387 | |||
Dollar General Corp. | 4.150% | 11/1/25 | 500 | 578 | |||
Dollar General Corp. | 3.875% | 4/15/27 | 550 | 632 | |||
Dollar General Corp. | 4.125% | 5/1/28 | 400 | 469 |
118 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Dollar General Corp. | 3.500% | 4/3/30 | 400 | 448 | |||
Dollar General Corp. | 4.125% | 4/3/50 | 400 | 478 | |||
Dollar Tree Inc. | 3.700% | 5/15/23 | 475 | 509 | |||
Dollar Tree Inc. | 4.000% | 5/15/25 | 1,450 | 1,633 | |||
DR Horton Inc. | 4.375% | 9/15/22 | 150 | 159 | |||
DR Horton Inc. | 4.750% | 2/15/23 | 700 | 756 | |||
DR Horton Inc. | 5.750% | 8/15/23 | 325 | 365 | |||
DR Horton Inc. | 2.500% | 10/15/24 | 500 | 522 | |||
eBay Inc. | 3.800% | 3/9/22 | 500 | 525 | |||
eBay Inc. | 2.600% | 7/15/22 | 250 | 258 | |||
eBay Inc. | 2.750% | 1/30/23 | 625 | 653 | |||
eBay Inc. | 1.900% | 3/11/25 | 1,115 | 1,152 | |||
eBay Inc. | 3.600% | 6/5/27 | 500 | 564 | |||
eBay Inc. | 2.700% | 3/11/30 | 1,165 | 1,226 | |||
Expedia Group Inc. | 5.000% | 2/15/26 | 600 | 618 | |||
Expedia Group Inc. | 3.250% | 2/15/30 | 1,025 | 956 | |||
Ford Foundation | 2.415% | 6/1/50 | 150 | 153 | |||
Ford Foundation | 2.815% | 6/1/70 | 275 | 285 | |||
General Motors Co. | 4.875% | 10/2/23 | 1,955 | 2,087 | |||
General Motors Co. | 5.400% | 10/2/23 | 750 | 811 | |||
General Motors Co. | 4.000% | 4/1/25 | 325 | 337 | |||
General Motors Co. | 6.125% | 10/1/25 | 2,300 | 2,579 | |||
General Motors Co. | 4.200% | 10/1/27 | 300 | 306 | |||
General Motors Co. | 6.800% | 10/1/27 | 800 | 929 | |||
General Motors Co. | 5.000% | 10/1/28 | 500 | 532 | |||
General Motors Co. | 5.000% | 4/1/35 | 530 | 532 | |||
General Motors Co. | 6.600% | 4/1/36 | 600 | 648 | |||
General Motors Co. | 5.150% | 4/1/38 | 825 | 798 | |||
General Motors Co. | 6.250% | 10/2/43 | 1,235 | 1,312 | |||
General Motors Co. | 5.200% | 4/1/45 | 720 | 696 | |||
General Motors Co. | 6.750% | 4/1/46 | 665 | 726 | |||
General Motors Co. | 5.400% | 4/1/48 | 675 | 667 | |||
General Motors Financial Co. Inc. | 4.200% | 3/1/21 | 625 | 633 | |||
General Motors Financial Co. Inc. | 3.550% | 4/9/21 | 625 | 633 | |||
General Motors Financial Co. Inc. | 3.200% | 7/6/21 | 1,600 | 1,618 | |||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 375 | 385 | |||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 400 | 409 | |||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 900 | 916 | |||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 2,508 | 2,555 | |||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 300 | 304 | |||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 800 | 819 | |||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 750 | 765 | |||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 900 | 962 | |||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 1,000 | 1,028 | |||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 1,295 | 1,351 | |||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 900 | 939 | |||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 600 | 642 | |||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 800 | 823 | |||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 900 | 913 | |||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 650 | 676 | |||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 1,014 | 1,008 | |||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 1,500 | 1,580 | |||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 500 | 492 | |||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 975 | 1,060 | |||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 400 | 413 | |||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 1,210 | 1,250 | |||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 400 | 398 | |||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 625 | 696 | |||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 300 | 291 | |||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 11/1/23 | 500 | 533 | |||
GLP Capital LP / GLP Financing II Inc. | 3.350% | 9/1/24 | 300 | 300 | |||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 625 | 680 | |||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 800 | 876 | |||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 100 | 109 |
119 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 825 | 891 | |||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/30 | 570 | 563 | |||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 500 | 523 | |||
Harman International Industries Inc. | 4.150% | 5/15/25 | 275 | 299 | |||
Home Depot Inc. | 2.000% | 4/1/21 | 1,175 | 1,188 | |||
Home Depot Inc. | 4.400% | 4/1/21 | 825 | 842 | |||
Home Depot Inc. | 3.250% | 3/1/22 | 700 | 734 | |||
Home Depot Inc. | 2.625% | 6/1/22 | 990 | 1,033 | |||
Home Depot Inc. | 2.700% | 4/1/23 | 600 | 634 | |||
Home Depot Inc. | 3.000% | 4/1/26 | 1,750 | 1,958 | |||
Home Depot Inc. | 2.500% | 4/15/27 | 1,690 | 1,851 | |||
Home Depot Inc. | 3.900% | 12/6/28 | 400 | 479 | |||
Home Depot Inc. | 2.700% | 4/15/30 | 3,215 | 3,531 | |||
Home Depot Inc. | 5.875% | 12/16/36 | 2,495 | 3,684 | |||
Home Depot Inc. | 3.300% | 4/15/40 | 1,665 | 1,883 | |||
Home Depot Inc. | 5.950% | 4/1/41 | 775 | 1,166 | |||
Home Depot Inc. | 4.200% | 4/1/43 | 975 | 1,202 | |||
Home Depot Inc. | 4.400% | 3/15/45 | 500 | 634 | |||
Home Depot Inc. | 4.250% | 4/1/46 | 1,320 | 1,656 | |||
Home Depot Inc. | 3.900% | 6/15/47 | 900 | 1,089 | |||
Home Depot Inc. | 4.500% | 12/6/48 | 675 | 895 | |||
Home Depot Inc. | 3.125% | 12/15/49 | 2,350 | 2,569 | |||
Home Depot Inc. | 3.350% | 4/15/50 | 1,000 | 1,147 | |||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 800 | 804 | |||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 100 | 104 | |||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 350 | 355 | |||
IHC Health Services Inc. | 4.131% | 5/15/48 | 300 | 389 | |||
IHS Markit Ltd. | 3.625% | 5/1/24 | 900 | 965 | |||
IHS Markit Ltd. | 4.750% | 8/1/28 | 600 | 705 | |||
IHS Markit Ltd. | 4.250% | 5/1/29 | 400 | 458 | |||
JD.com Inc. | 3.125% | 4/29/21 | 200 | 202 | |||
JD.com Inc. | 3.875% | 4/29/26 | 400 | 439 | |||
JD.com Inc. | 3.375% | 1/14/30 | 300 | 320 | |||
JD.com Inc. | 4.125% | 1/14/50 | 200 | 216 | |||
Kohl's Corp. | 4.250% | 7/17/25 | 625 | 609 | |||
Kohl's Corp. | 5.550% | 7/17/45 | 350 | 308 | |||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 1,450 | 1,437 | |||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 425 | 412 | |||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 900 | 897 | |||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 290 | 286 | |||
Lear Corp. | 3.800% | 9/15/27 | 500 | 510 | |||
Lear Corp. | 4.250% | 5/15/29 | 400 | 411 | |||
Lear Corp. | 3.500% | 5/30/30 | 350 | 346 | |||
Lear Corp. | 5.250% | 5/15/49 | 500 | 516 | |||
Lowe's Cos. Inc. | 3.800% | 11/15/21 | 250 | 260 | |||
Lowe's Cos. Inc. | 3.120% | 4/15/22 | 450 | 468 | |||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 300 | 329 | |||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 400 | 435 | |||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 500 | 569 | |||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 975 | 1,090 | |||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 1,700 | 1,838 | |||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 642 | 713 | |||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 1,550 | 1,770 | |||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 1,375 | 1,668 | |||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 525 | 679 | |||
Lowe's Cos. Inc. | 4.650% | 4/15/42 | 575 | 721 | |||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 225 | 265 | |||
Lowe's Cos. Inc. | 4.375% | 9/15/45 | 575 | 684 | |||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 1,030 | 1,148 | |||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 1,150 | 1,346 | |||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 500 | 628 | |||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 1,350 | 1,863 | |||
Magna International Inc. | 3.625% | 6/15/24 | 825 | 899 | |||
Magna International Inc. | 4.150% | 10/1/25 | 300 | 334 |
120 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Magna International Inc. | 2.450% | 6/15/30 | 500 | 509 | |||
Marriott International Inc. | 3.125% | 10/15/21 | 350 | 350 | |||
Marriott International Inc. | 3.750% | 3/15/25 | 525 | 524 | |||
Marriott International Inc. | 3.750% | 10/1/25 | 200 | 199 | |||
Marriott International Inc. | 3.125% | 6/15/26 | 1,695 | 1,648 | |||
Marriott International Inc. | 4.625% | 6/15/30 | 500 | 519 | |||
Mastercard Inc. | 2.000% | 11/21/21 | 350 | 357 | |||
Mastercard Inc. | 3.375% | 4/1/24 | 1,000 | 1,107 | |||
Mastercard Inc. | 2.000% | 3/3/25 | 2,519 | 2,668 | |||
Mastercard Inc. | 2.950% | 11/21/26 | 510 | 571 | |||
Mastercard Inc. | 3.300% | 3/26/27 | 800 | 905 | |||
Mastercard Inc. | 3.500% | 2/26/28 | 450 | 517 | |||
Mastercard Inc. | 2.950% | 6/1/29 | 500 | 561 | |||
Mastercard Inc. | 3.350% | 3/26/30 | 2,000 | 2,305 | |||
Mastercard Inc. | 3.800% | 11/21/46 | 350 | 424 | |||
Mastercard Inc. | 3.950% | 2/26/48 | 550 | 685 | |||
Mastercard Inc. | 3.650% | 6/1/49 | 235 | 283 | |||
Mastercard Inc. | 3.850% | 3/26/50 | 1,100 | 1,371 | |||
McDonald's Corp. | 2.625% | 1/15/22 | 2,092 | 2,160 | |||
McDonald's Corp. | 3.350% | 4/1/23 | 170 | 182 | |||
McDonald's Corp. | 3.375% | 5/26/25 | 709 | 786 | |||
McDonald's Corp. | 3.300% | 7/1/25 | 550 | 610 | |||
McDonald's Corp. | 3.700% | 1/30/26 | 1,125 | 1,278 | |||
McDonald's Corp. | 3.500% | 3/1/27 | 200 | 226 | |||
McDonald's Corp. | 3.500% | 7/1/27 | 1,000 | 1,133 | |||
McDonald's Corp. | 2.625% | 9/1/29 | 600 | 642 | |||
McDonald's Corp. | 2.125% | 3/1/30 | 600 | 616 | |||
McDonald's Corp. | 3.600% | 7/1/30 | 2,175 | 2,500 | |||
McDonald's Corp. | 4.700% | 12/9/35 | 675 | 857 | |||
McDonald's Corp. | 6.300% | 3/1/38 | 100 | 146 | |||
McDonald's Corp. | 5.700% | 2/1/39 | 375 | 522 | |||
McDonald's Corp. | 3.700% | 2/15/42 | 725 | 804 | |||
McDonald's Corp. | 3.625% | 5/1/43 | 400 | 438 | |||
McDonald's Corp. | 4.600% | 5/26/45 | 925 | 1,135 | |||
McDonald's Corp. | 4.875% | 12/9/45 | 1,225 | 1,583 | |||
McDonald's Corp. | 4.450% | 3/1/47 | 750 | 918 | |||
McDonald's Corp. | 4.450% | 9/1/48 | 900 | 1,110 | |||
McDonald's Corp. | 3.625% | 9/1/49 | 1,250 | 1,381 | |||
McDonald's Corp. | 4.200% | 4/1/50 | 1,000 | 1,210 | |||
NIKE Inc. | 2.250% | 5/1/23 | 50 | 53 | |||
NIKE Inc. | 2.400% | 3/27/25 | 650 | 700 | |||
NIKE Inc. | 2.375% | 11/1/26 | 1,000 | 1,089 | |||
NIKE Inc. | 2.750% | 3/27/27 | 650 | 713 | |||
NIKE Inc. | 2.850% | 3/27/30 | 1,575 | 1,748 | |||
NIKE Inc. | 3.250% | 3/27/40 | 700 | 782 | |||
NIKE Inc. | 3.625% | 5/1/43 | 525 | 612 | |||
NIKE Inc. | 3.875% | 11/1/45 | 1,000 | 1,205 | |||
NIKE Inc. | 3.375% | 11/1/46 | 375 | 419 | |||
NIKE Inc. | 3.375% | 3/27/50 | 1,100 | 1,273 | |||
Nordstrom Inc. | 4.000% | 10/15/21 | 585 | 585 | |||
Nordstrom Inc. | 4.000% | 3/15/27 | 400 | 332 | |||
Nordstrom Inc. | 6.950% | 3/15/28 | 200 | 194 | |||
Nordstrom Inc. | 4.375% | 4/1/30 | 400 | 316 | |||
Nordstrom Inc. | 5.000% | 1/15/44 | 797 | 588 | |||
NVR Inc. | 3.950% | 9/15/22 | 200 | 213 | |||
NVR Inc. | 3.000% | 5/15/30 | 600 | 627 | |||
O'Reilly Automotive Inc. | 4.625% | 9/15/21 | 150 | 156 | |||
O'Reilly Automotive Inc. | 3.800% | 9/1/22 | 255 | 267 | |||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 300 | 315 | |||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 200 | 228 | |||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 1,300 | 1,463 | |||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 350 | 410 | |||
PACCAR Financial Corp. | 2.250% | 2/25/21 | 200 | 202 | |||
PACCAR Financial Corp. | 3.150% | 8/9/21 | 300 | 308 |
121 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
PACCAR Financial Corp. | 2.850% | 3/1/22 | 250 | 259 | |||
PACCAR Financial Corp. | 2.650% | 5/10/22 | 475 | 492 | |||
PACCAR Financial Corp. | 2.300% | 8/10/22 | 250 | 258 | |||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 200 | 206 | |||
PACCAR Financial Corp. | 3.400% | 8/9/23 | 300 | 325 | |||
PACCAR Financial Corp. | 2.150% | 8/15/24 | 250 | 263 | |||
PACCAR Financial Corp. | 1.800% | 2/6/25 | 250 | 260 | |||
Ralph Lauren Corp. | 1.700% | 6/15/22 | 300 | 305 | |||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 100 | 111 | |||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 700 | 716 | |||
Ross Stores Inc. | 4.600% | 4/15/25 | 575 | 660 | |||
Ross Stores Inc. | 4.700% | 4/15/27 | 575 | 669 | |||
Ross Stores Inc. | 4.800% | 4/15/30 | 600 | 719 | |||
Ross Stores Inc. | 5.450% | 4/15/50 | 525 | 677 | |||
Sands China Ltd. | 4.600% | 8/8/23 | 1,495 | 1,570 | |||
Sands China Ltd. | 5.125% | 8/8/25 | 1,200 | 1,302 | |||
Sands China Ltd. | 5.400% | 8/8/28 | 1,300 | 1,445 | |||
1 | Sands China Ltd. | 4.375% | 6/18/30 | 300 | 312 | ||
Starbucks Corp. | 1.300% | 5/7/22 | 300 | 304 | |||
Starbucks Corp. | 2.700% | 6/15/22 | 725 | 753 | |||
Starbucks Corp. | 3.100% | 3/1/23 | 1,350 | 1,437 | |||
Starbucks Corp. | 3.850% | 10/1/23 | 585 | 639 | |||
Starbucks Corp. | 2.450% | 6/15/26 | 665 | 711 | |||
Starbucks Corp. | 3.500% | 3/1/28 | 500 | 563 | |||
Starbucks Corp. | 4.000% | 11/15/28 | 250 | 292 | |||
Starbucks Corp. | 3.550% | 8/15/29 | 700 | 798 | |||
Starbucks Corp. | 2.250% | 3/12/30 | 600 | 621 | |||
Starbucks Corp. | 2.550% | 11/15/30 | 2,000 | 2,099 | |||
Starbucks Corp. | 4.300% | 6/15/45 | 175 | 201 | |||
Starbucks Corp. | 4.500% | 11/15/48 | 1,600 | 1,929 | |||
Starbucks Corp. | 3.350% | 3/12/50 | 700 | 721 | |||
Starbucks Corp. | 3.500% | 11/15/50 | 1,000 | 1,053 | |||
Tapestry Inc. | 3.000% | 7/15/22 | 450 | 443 | |||
Tapestry Inc. | 4.250% | 4/1/25 | 450 | 436 | |||
Tapestry Inc. | 4.125% | 7/15/27 | 475 | 446 | |||
Target Corp. | 2.900% | 1/15/22 | 850 | 884 | |||
Target Corp. | 3.500% | 7/1/24 | 775 | 866 | |||
Target Corp. | 2.500% | 4/15/26 | 775 | 851 | |||
Target Corp. | 3.375% | 4/15/29 | 850 | 979 | |||
Target Corp. | 2.350% | 2/15/30 | 500 | 534 | |||
Target Corp. | 2.650% | 9/15/30 | 1,750 | 1,921 | |||
Target Corp. | 6.350% | 11/1/32 | 363 | 527 | |||
Target Corp. | 6.500% | 10/15/37 | 450 | 699 | |||
Target Corp. | 7.000% | 1/15/38 | 300 | 484 | |||
Target Corp. | 4.000% | 7/1/42 | 855 | 1,075 | |||
Target Corp. | 3.625% | 4/15/46 | 775 | 946 | |||
Target Corp. | 3.900% | 11/15/47 | 500 | 635 | |||
TJX Cos. Inc. | 2.500% | 5/15/23 | 800 | 838 | |||
TJX Cos. Inc. | 3.500% | 4/15/25 | 525 | 584 | |||
TJX Cos. Inc. | 2.250% | 9/15/26 | 750 | 800 | |||
TJX Cos. Inc. | 3.750% | 4/15/27 | 820 | 938 | |||
TJX Cos. Inc. | 3.875% | 4/15/30 | 875 | 1,027 | |||
TJX Cos. Inc. | 4.500% | 4/15/50 | 600 | 769 | |||
Toyota Motor Corp. | 3.183% | 7/20/21 | 850 | 873 | |||
Toyota Motor Corp. | 2.157% | 7/2/22 | 400 | 412 | |||
Toyota Motor Corp. | 3.419% | 7/20/23 | 895 | 966 | |||
Toyota Motor Corp. | 2.358% | 7/2/24 | 300 | 316 | |||
Toyota Motor Corp. | 3.669% | 7/20/28 | 500 | 580 | |||
Toyota Motor Corp. | 2.760% | 7/2/29 | 400 | 439 | |||
Toyota Motor Credit Corp. | 2.950% | 4/13/21 | 850 | 865 | |||
Toyota Motor Credit Corp. | 3.400% | 9/15/21 | 305 | 315 | |||
Toyota Motor Credit Corp. | 1.800% | 10/7/21 | 280 | 284 | |||
Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 700 | 720 | |||
Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 950 | 988 |
122 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 575 | 595 | |||
Toyota Motor Credit Corp. | 1.150% | 5/26/22 | 1,000 | 1,011 | |||
Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 700 | 730 | |||
Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 650 | 671 | |||
Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 550 | 575 | |||
Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 750 | 785 | |||
Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 1,000 | 1,017 | |||
Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 950 | 1,025 | |||
Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 1,125 | 1,162 | |||
Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 100 | 112 | |||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 750 | 833 | |||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 850 | 942 | |||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 450 | 524 | |||
Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 625 | 658 | |||
Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 1,400 | 1,610 | |||
VF Corp. | 2.050% | 4/23/22 | 750 | 770 | |||
VF Corp. | 2.400% | 4/23/25 | 600 | 632 | |||
VF Corp. | 2.950% | 4/23/30 | 500 | 534 | |||
Visa Inc. | 2.150% | 9/15/22 | 500 | 518 | |||
Visa Inc. | 2.800% | 12/14/22 | 1,500 | 1,583 | |||
Visa Inc. | 1.900% | 4/15/27 | 3,000 | 3,135 | |||
Visa Inc. | 2.750% | 9/15/27 | 785 | 861 | |||
Visa Inc. | 2.050% | 4/15/30 | 3,975 | 4,164 | |||
Visa Inc. | 4.150% | 12/14/35 | 1,300 | 1,660 | |||
Visa Inc. | 2.700% | 4/15/40 | 700 | 750 | |||
Visa Inc. | 4.300% | 12/14/45 | 2,230 | 2,942 | |||
Visa Inc. | 3.650% | 9/15/47 | 655 | 801 | |||
1 | Volkswagen Group of America Finance LLC | 3.750% | 5/13/30 | 1,000 | 1,106 | ||
Walgreen Co. | 3.100% | 9/15/22 | 800 | 838 | |||
Walgreen Co. | 4.400% | 9/15/42 | 385 | 403 | |||
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 400 | 413 | |||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 1,525 | 1,681 | |||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 1,475 | 1,595 | |||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 1,200 | 1,244 | |||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 1,205 | 1,307 | |||
Walgreens Boots Alliance Inc. | 4.650% | 6/1/46 | 350 | 375 | |||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 550 | 554 | |||
Walmart Inc. | 2.350% | 12/15/22 | 975 | 1,021 | |||
Walmart Inc. | 2.550% | 4/11/23 | 575 | 605 | |||
Walmart Inc. | 3.400% | 6/26/23 | 1,650 | 1,793 | |||
Walmart Inc. | 3.300% | 4/22/24 | 1,225 | 1,345 | |||
Walmart Inc. | 2.850% | 7/8/24 | 1,150 | 1,247 | |||
Walmart Inc. | 2.650% | 12/15/24 | 875 | 948 | |||
Walmart Inc. | 3.550% | 6/26/25 | 1,275 | 1,445 | |||
Walmart Inc. | 3.050% | 7/8/26 | 1,700 | 1,917 | |||
Walmart Inc. | 5.875% | 4/5/27 | 335 | 440 | |||
Walmart Inc. | 3.250% | 7/8/29 | 1,633 | 1,896 | |||
Walmart Inc. | 2.375% | 9/24/29 | 175 | 190 | |||
Walmart Inc. | 7.550% | 2/15/30 | 480 | 732 | |||
Walmart Inc. | 5.250% | 9/1/35 | 1,640 | 2,385 | |||
Walmart Inc. | 6.200% | 4/15/38 | 570 | 885 | |||
Walmart Inc. | 3.950% | 6/28/38 | 1,175 | 1,493 | |||
Walmart Inc. | 5.625% | 4/1/40 | 625 | 933 | |||
Walmart Inc. | 5.000% | 10/25/40 | 235 | 333 | |||
Walmart Inc. | 4.000% | 4/11/43 | 1,920 | 2,430 | |||
Walmart Inc. | 4.300% | 4/22/44 | 616 | 822 | |||
Walmart Inc. | 3.625% | 12/15/47 | 1,300 | 1,591 | |||
Walmart Inc. | 4.050% | 6/29/48 | 1,425 | 1,866 | |||
Walmart Inc. | 2.950% | 9/24/49 | 2,720 | 3,057 | |||
Western Union Co. | 3.600% | 3/15/22 | 1,100 | 1,141 | |||
Western Union Co. | 2.850% | 1/10/25 | 400 | 417 | |||
Western Union Co. | 6.200% | 11/17/36 | 410 | 470 |
123 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Consumer Noncyclical (1.9%) | |||||||
Abbott Laboratories | 3.400% | 11/30/23 | 1,225 | 1,334 | |||
Abbott Laboratories | 2.950% | 3/15/25 | 1,760 | 1,937 | |||
Abbott Laboratories | 3.875% | 9/15/25 | 375 | 429 | |||
Abbott Laboratories | 3.750% | 11/30/26 | 1,502 | 1,748 | |||
Abbott Laboratories | 1.150% | 1/30/28 | 400 | 400 | |||
Abbott Laboratories | 1.400% | 6/30/30 | 400 | 398 | |||
Abbott Laboratories | 4.750% | 11/30/36 | 1,200 | 1,610 | |||
Abbott Laboratories | 6.150% | 11/30/37 | 425 | 649 | |||
Abbott Laboratories | 6.000% | 4/1/39 | 250 | 382 | |||
Abbott Laboratories | 5.300% | 5/27/40 | 310 | 443 | |||
Abbott Laboratories | 4.900% | 11/30/46 | 2,865 | 4,082 | |||
AbbVie Inc. | 3.375% | 11/14/21 | 1,000 | 1,036 | |||
1 | AbbVie Inc. | 2.150% | 11/19/21 | 500 | 509 | ||
1 | AbbVie Inc. | 3.450% | 3/15/22 | 1,957 | 2,036 | ||
1 | AbbVie Inc. | 3.250% | 10/1/22 | 1,400 | 1,466 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 2,150 | 2,252 | |||
AbbVie Inc. | 3.200% | 11/6/22 | 1,075 | 1,137 | |||
1 | AbbVie Inc. | 2.300% | 11/21/22 | 1,625 | 1,681 | ||
1 | AbbVie Inc. | 2.800% | 3/15/23 | 225 | 230 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 1,025 | 1,079 | |||
AbbVie Inc. | 3.750% | 11/14/23 | 1,250 | 1,361 | |||
1 | AbbVie Inc. | 3.850% | 6/15/24 | 975 | 1,070 | ||
1 | AbbVie Inc. | 2.600% | 11/21/24 | 2,575 | 2,723 | ||
1 | AbbVie Inc. | 3.800% | 3/15/25 | 2,407 | 2,672 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 3,618 | 3,998 | |||
AbbVie Inc. | 3.200% | 5/14/26 | 1,625 | 1,795 | |||
1 | AbbVie Inc. | 2.950% | 11/21/26 | 2,640 | 2,868 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 650 | 766 | |||
1 | AbbVie Inc. | 3.200% | 11/21/29 | 5,150 | 5,649 | ||
1 | AbbVie Inc. | 4.550% | 3/15/35 | 1,400 | 1,700 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 2,030 | 2,459 | |||
AbbVie Inc. | 4.300% | 5/14/36 | 1,125 | 1,329 | |||
1 | AbbVie Inc. | 4.050% | 11/21/39 | 2,900 | 3,364 | ||
1 | AbbVie Inc. | 4.625% | 10/1/42 | 930 | 1,129 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 2,119 | 2,553 | |||
1 | AbbVie Inc. | 4.850% | 6/15/44 | 945 | 1,194 | ||
1 | AbbVie Inc. | 4.750% | 3/15/45 | 3,250 | 4,009 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 2,757 | 3,446 | |||
AbbVie Inc. | 4.450% | 5/14/46 | 1,000 | 1,214 | |||
AbbVie Inc. | 4.875% | 11/14/48 | 400 | 519 | |||
1 | AbbVie Inc. | 4.250% | 11/21/49 | 4,415 | 5,337 | ||
Adventist Health System/West | 2.952% | 3/1/29 | 350 | 365 | |||
Adventist Health System/West | 3.630% | 3/1/49 | 375 | 373 | |||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 225 | 255 | |||
Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 100 | 101 | |||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 375 | 481 | |||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 250 | 276 | |||
Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 300 | 316 | |||
Agilent Technologies Inc. | 3.200% | 10/1/22 | 1,000 | 1,046 | |||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 400 | 434 | |||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 450 | 490 | |||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 293 | 319 | |||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 325 | 333 | |||
AHS Hospital Corp. | 5.024% | 7/1/45 | 325 | 421 | |||
Allina Health System | 3.887% | 4/15/49 | 325 | 390 | |||
Altria Group Inc. | 3.490% | 2/14/22 | 800 | 835 | |||
Altria Group Inc. | 2.850% | 8/9/22 | 2,300 | 2,396 | |||
Altria Group Inc. | 2.950% | 5/2/23 | 200 | 211 | |||
Altria Group Inc. | 4.000% | 1/31/24 | 1,092 | 1,204 | |||
Altria Group Inc. | 3.800% | 2/14/24 | 550 | 600 | |||
Altria Group Inc. | 2.350% | 5/6/25 | 525 | 553 | |||
Altria Group Inc. | 4.400% | 2/14/26 | 1,200 | 1,381 |
124 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Altria Group Inc. | 2.625% | 9/16/26 | 350 | 373 | |||
Altria Group Inc. | 4.800% | 2/14/29 | 1,525 | 1,777 | |||
Altria Group Inc. | 3.400% | 5/6/30 | 1,300 | 1,398 | |||
Altria Group Inc. | 5.800% | 2/14/39 | 1,725 | 2,144 | |||
Altria Group Inc. | 4.250% | 8/9/42 | 710 | 754 | |||
Altria Group Inc. | 4.500% | 5/2/43 | 675 | 726 | |||
Altria Group Inc. | 5.375% | 1/31/44 | 1,325 | 1,587 | |||
Altria Group Inc. | 3.875% | 9/16/46 | 900 | 895 | |||
Altria Group Inc. | 5.950% | 2/14/49 | 1,000 | 1,308 | |||
Altria Group Inc. | 4.450% | 5/6/50 | 1,010 | 1,105 | |||
Altria Group Inc. | 6.200% | 2/14/59 | 600 | 801 | |||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 400 | 432 | |||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 325 | 354 | |||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 600 | 677 | |||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 375 | 395 | |||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 100 | 111 | |||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 250 | 282 | |||
Amgen Inc. | 3.875% | 11/15/21 | 1,131 | 1,172 | |||
Amgen Inc. | 2.700% | 5/1/22 | 225 | 233 | |||
Amgen Inc. | 2.650% | 5/11/22 | 1,200 | 1,245 | |||
Amgen Inc. | 3.625% | 5/15/22 | 625 | 655 | |||
Amgen Inc. | 2.250% | 8/19/23 | 800 | 835 | |||
Amgen Inc. | 3.625% | 5/22/24 | 1,150 | 1,261 | |||
Amgen Inc. | 1.900% | 2/21/25 | 400 | 416 | |||
Amgen Inc. | 3.125% | 5/1/25 | 300 | 329 | |||
Amgen Inc. | 2.600% | 8/19/26 | 1,845 | 2,010 | |||
Amgen Inc. | 2.200% | 2/21/27 | 475 | 499 | |||
Amgen Inc. | 2.450% | 2/21/30 | 675 | 713 | |||
Amgen Inc. | 2.300% | 2/25/31 | 2,100 | 2,184 | |||
Amgen Inc. | 3.150% | 2/21/40 | 1,550 | 1,648 | |||
Amgen Inc. | 4.950% | 10/1/41 | 500 | 650 | |||
Amgen Inc. | 5.150% | 11/15/41 | 900 | 1,196 | |||
Amgen Inc. | 4.400% | 5/1/45 | 2,100 | 2,622 | |||
Amgen Inc. | 4.563% | 6/15/48 | 1,156 | 1,503 | |||
Amgen Inc. | 3.375% | 2/21/50 | 1,650 | 1,804 | |||
Amgen Inc. | 4.663% | 6/15/51 | 2,689 | 3,566 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 3,919 | 4,400 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 5,070 | 5,946 | |||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 6,615 | 8,045 | |||
Anheuser-Busch InBev Finance Inc. | 2.625% | 1/17/23 | 647 | 678 | |||
Anheuser-Busch InBev Finance Inc. | 3.300% | 2/1/23 | 2,322 | 2,478 | |||
Anheuser-Busch InBev Finance Inc. | 3.700% | 2/1/24 | 384 | 423 | |||
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 850 | 996 | |||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 1,000 | 1,084 | |||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 675 | 772 | |||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 2,275 | 2,760 | |||
Anheuser-Busch InBev Worldwide Inc. | 2.500% | 7/15/22 | 377 | 391 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 1/12/24 | 612 | 668 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.150% | 1/23/25 | 2,473 | 2,806 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 2,304 | 2,651 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 3,705 | 4,461 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 1,775 | 1,993 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 525 | 659 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 1,225 | 1,398 | |||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 735 | 1,173 | |||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 500 | 630 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 1,660 | 2,007 | |||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 775 | 827 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 2,525 | 2,942 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 2,062 | 2,372 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 3,025 | 3,593 |
125 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 2,200 | 2,655 | |||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 1,525 | 1,828 | |||
Archer-Daniels-Midland Co. | 3.375% | 3/15/22 | 350 | 366 | |||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 375 | 407 | |||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 825 | 897 | |||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 675 | 764 | |||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 280 | 410 | |||
Archer-Daniels-Midland Co. | 4.535% | 3/26/42 | 350 | 453 | |||
Archer-Daniels-Midland Co. | 4.016% | 4/16/43 | 600 | 710 | |||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 600 | 725 | |||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 525 | 733 | |||
Ascension Health | 2.532% | 11/15/29 | 556 | 596 | |||
Ascension Health | 3.106% | 11/15/39 | 300 | 322 | |||
Ascension Health | 3.945% | 11/15/46 | 650 | 814 | |||
5 | Ascension Health | 4.847% | 11/15/53 | 250 | 333 | ||
AstraZeneca plc | 2.375% | 6/12/22 | 900 | 929 | |||
AstraZeneca plc | 3.500% | 8/17/23 | 590 | 638 | |||
AstraZeneca plc | 3.375% | 11/16/25 | 1,750 | 1,960 | |||
AstraZeneca plc | 6.450% | 9/15/37 | 2,105 | 3,146 | |||
AstraZeneca plc | 4.000% | 9/18/42 | 670 | 812 | |||
AstraZeneca plc | 4.375% | 11/16/45 | 975 | 1,254 | |||
AstraZeneca plc | 4.375% | 8/17/48 | 550 | 726 | |||
Banner Health | 2.338% | 1/1/30 | 375 | 386 | |||
Banner Health | 3.181% | 1/1/50 | 225 | 241 | |||
BAT Capital Corp. | 2.764% | 8/15/22 | 1,135 | 1,174 | |||
BAT Capital Corp. | 3.222% | 8/15/24 | 3,350 | 3,576 | |||
BAT Capital Corp. | 3.215% | 9/6/26 | 800 | 857 | |||
BAT Capital Corp. | 4.700% | 4/2/27 | 650 | 741 | |||
BAT Capital Corp. | 3.557% | 8/15/27 | 2,725 | 2,948 | |||
BAT Capital Corp. | 3.462% | 9/6/29 | 200 | 213 | |||
BAT Capital Corp. | 4.906% | 4/2/30 | 1,875 | 2,200 | |||
BAT Capital Corp. | 4.390% | 8/15/37 | 725 | 784 | |||
BAT Capital Corp. | 4.540% | 8/15/47 | 2,025 | 2,208 | |||
BAT Capital Corp. | 5.282% | 4/2/50 | 925 | 1,109 | |||
Baxalta Inc. | 3.600% | 6/23/22 | 97 | 101 | |||
Baxalta Inc. | 4.000% | 6/23/25 | 1,411 | 1,605 | |||
Baxalta Inc. | 5.250% | 6/23/45 | 415 | 566 | |||
Baxter International Inc. | 1.700% | 8/15/21 | 400 | 405 | |||
1 | Baxter International Inc. | 3.750% | 10/1/25 | 547 | 623 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 400 | 437 | |||
1 | Baxter International Inc. | 3.950% | 4/1/30 | 555 | 656 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 375 | 416 | |||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 400 | 491 | |||
Beam Suntory Inc. | 3.250% | 5/15/22 | 25 | 26 | |||
Beam Suntory Inc. | 3.250% | 6/15/23 | 50 | 52 | |||
Becton Dickinson & Co. | 3.125% | 11/8/21 | 440 | 453 | |||
Becton Dickinson & Co. | 2.894% | 6/6/22 | 1,475 | 1,526 | |||
Becton Dickinson & Co. | 3.300% | 3/1/23 | 225 | 236 | |||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 750 | 808 | |||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 1,808 | 1,984 | |||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 1,430 | 1,590 | |||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,000 | 1,050 | |||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 88 | 109 | |||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 769 | 941 | |||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 1,000 | 1,223 | |||
Biogen Inc. | 3.625% | 9/15/22 | 1,125 | 1,195 | |||
Biogen Inc. | 4.050% | 9/15/25 | 1,450 | 1,662 | |||
Biogen Inc. | 2.250% | 5/1/30 | 1,125 | 1,136 | |||
Biogen Inc. | 5.200% | 9/15/45 | 1,145 | 1,497 | |||
Biogen Inc. | 3.150% | 5/1/50 | 1,100 | 1,058 | |||
5 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 308 | 339 | ||
Boston Scientific Corp. | 3.375% | 5/15/22 | 200 | 209 | |||
Boston Scientific Corp. | 3.450% | 3/1/24 | 725 | 786 | |||
Boston Scientific Corp. | 3.850% | 5/15/25 | 420 | 469 |
126 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 650 | 673 | |||
Boston Scientific Corp. | 3.750% | 3/1/26 | 550 | 622 | |||
Boston Scientific Corp. | 4.000% | 3/1/29 | 675 | 771 | |||
Boston Scientific Corp. | 2.650% | 6/1/30 | 1,200 | 1,238 | |||
Boston Scientific Corp. | 7.000% | 11/15/35 | 325 | 469 | |||
Boston Scientific Corp. | 4.550% | 3/1/39 | 750 | 910 | |||
Boston Scientific Corp. | 7.375% | 1/15/40 | 225 | 345 | |||
Boston Scientific Corp. | 4.700% | 3/1/49 | 2,600 | 3,336 | |||
1 | Bristol-Myers Squibb Co. | 2.250% | 8/15/21 | 300 | 304 | ||
1 | Bristol-Myers Squibb Co. | 2.600% | 5/16/22 | 1,738 | 1,806 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 700 | 720 | |||
1 | Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 725 | 765 | ||
1 | Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 575 | 606 | ||
1 | Bristol-Myers Squibb Co. | 4.000% | 8/15/23 | 450 | 496 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 125 | 135 | |||
1 | Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 975 | 1,065 | ||
1 | Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 2,700 | 2,921 | ||
1 | Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 2,195 | 2,503 | ||
1 | Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 1,985 | 2,223 | ||
1 | Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 1,095 | 1,257 | ||
1 | Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 1,200 | 1,410 | ||
1 | Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 3,015 | 3,466 | ||
1 | Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 1,330 | 1,685 | ||
1 | Bristol-Myers Squibb Co. | 5.700% | 10/15/40 | 75 | 111 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 390 | 430 | |||
1 | Bristol-Myers Squibb Co. | 5.250% | 8/15/43 | 850 | 1,222 | ||
1 | Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 1,250 | 1,751 | ||
1 | Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 1,000 | 1,306 | ||
1 | Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 1,725 | 2,315 | ||
1 | Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 3,555 | 4,681 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 350 | 394 | |||
Brown-Forman Corp. | 4.500% | 7/15/45 | 395 | 495 | |||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 475 | 492 | |||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 625 | 680 | |||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 650 | 675 | |||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 500 | 524 | |||
Campbell Soup Co. | 3.650% | 3/15/23 | 279 | 298 | |||
Campbell Soup Co. | 3.950% | 3/15/25 | 300 | 338 | |||
Campbell Soup Co. | 3.300% | 3/19/25 | 700 | 756 | |||
Campbell Soup Co. | 4.150% | 3/15/28 | 625 | 721 | |||
Campbell Soup Co. | 2.375% | 4/24/30 | 600 | 620 | |||
Campbell Soup Co. | 4.800% | 3/15/48 | 400 | 517 | |||
Campbell Soup Co. | 3.125% | 4/24/50 | 525 | 536 | |||
Cardinal Health Inc. | 2.616% | 6/15/22 | 825 | 850 | |||
Cardinal Health Inc. | 3.200% | 3/15/23 | 325 | 343 | |||
Cardinal Health Inc. | 3.750% | 9/15/25 | 225 | 251 | |||
Cardinal Health Inc. | 4.600% | 3/15/43 | 400 | 442 | |||
Cardinal Health Inc. | 4.500% | 11/15/44 | 250 | 274 | |||
Cardinal Health Inc. | 4.900% | 9/15/45 | 375 | 437 | |||
Cardinal Health Inc. | 4.368% | 6/15/47 | 500 | 559 | |||
Children's Hospital Corp. | 2.585% | 2/1/50 | 200 | 202 | |||
Children's Hospital Medical Center | 4.268% | 5/15/44 | 150 | 173 | |||
CHRISTUS Health | 4.341% | 7/1/28 | 425 | 473 | |||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 100 | 103 | |||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 350 | 383 | |||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 325 | 370 | |||
Cigna Corp. | 3.400% | 9/17/21 | 875 | 903 | |||
1 | Cigna Corp. | 3.900% | 2/15/22 | 815 | 856 | ||
1 | Cigna Corp. | 3.050% | 11/30/22 | 500 | 527 | ||
1 | Cigna Corp. | 3.000% | 7/15/23 | 1,375 | 1,458 | ||
Cigna Corp. | 3.750% | 7/15/23 | 632 | 686 | |||
1 | Cigna Corp. | 3.250% | 4/15/25 | 3,576 | 3,903 | ||
Cigna Corp. | 4.125% | 11/15/25 | 650 | 744 | |||
1 | Cigna Corp. | 4.500% | 2/25/26 | 1,655 | 1,892 |
127 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
1 | Cigna Corp. | 3.400% | 3/1/27 | 2,850 | 3,141 | ||
Cigna Corp. | 4.375% | 10/15/28 | 2,775 | 3,274 | |||
Cigna Corp. | 2.400% | 3/15/30 | 3,690 | 3,816 | |||
Cigna Corp. | 4.800% | 8/15/38 | 1,570 | 1,993 | |||
Cigna Corp. | 3.200% | 3/15/40 | 1,250 | 1,324 | |||
1 | Cigna Corp. | 6.125% | 11/15/41 | 334 | 477 | ||
1 | Cigna Corp. | 4.800% | 7/15/46 | 1,250 | 1,582 | ||
1 | Cigna Corp. | 3.875% | 10/15/47 | 775 | 880 | ||
Cigna Corp. | 4.900% | 12/15/48 | 515 | 674 | |||
Cigna Corp. | 3.400% | 3/15/50 | 2,475 | 2,661 | |||
City of Hope | 5.623% | 11/15/43 | 250 | 361 | |||
City of Hope | 4.378% | 8/15/48 | 500 | 610 | |||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 325 | 450 | |||
Clorox Co. | 3.800% | 11/15/21 | 1,125 | 1,174 | |||
Clorox Co. | 3.500% | 12/15/24 | 600 | 666 | |||
Clorox Co. | 3.100% | 10/1/27 | 150 | 168 | |||
Clorox Co. | 3.900% | 5/15/28 | 400 | 467 | |||
Clorox Co. | 1.800% | 5/15/30 | 100 | 101 | |||
Coca-Cola Co. | 1.550% | 9/1/21 | 900 | 912 | |||
Coca-Cola Co. | 3.300% | 9/1/21 | 1,210 | 1,252 | |||
Coca-Cola Co. | 2.200% | 5/25/22 | 400 | 413 | |||
Coca-Cola Co. | 3.200% | 11/1/23 | 1,650 | 1,797 | |||
Coca-Cola Co. | 1.750% | 9/6/24 | 775 | 812 | |||
Coca-Cola Co. | 2.950% | 3/25/25 | 340 | 374 | |||
Coca-Cola Co. | 2.875% | 10/27/25 | 1,225 | 1,362 | |||
Coca-Cola Co. | 2.550% | 6/1/26 | 325 | 357 | |||
Coca-Cola Co. | 2.250% | 9/1/26 | 700 | 756 | |||
Coca-Cola Co. | 3.375% | 3/25/27 | 750 | 858 | |||
Coca-Cola Co. | 1.450% | 6/1/27 | 1,775 | 1,823 | |||
Coca-Cola Co. | 2.125% | 9/6/29 | 500 | 531 | |||
Coca-Cola Co. | 3.450% | 3/25/30 | 900 | 1,055 | |||
Coca-Cola Co. | 1.650% | 6/1/30 | 2,125 | 2,162 | |||
Coca-Cola Co. | 4.125% | 3/25/40 | 350 | 447 | |||
Coca-Cola Co. | 2.500% | 6/1/40 | 800 | 827 | |||
Coca-Cola Co. | 4.200% | 3/25/50 | 850 | 1,116 | |||
Coca-Cola Co. | 2.600% | 6/1/50 | 1,150 | 1,158 | |||
Coca-Cola Co. | 2.750% | 6/1/60 | 750 | 758 | |||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 350 | 388 | |||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 200 | 212 | |||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 650 | 881 | |||
Colgate-Palmolive Co. | 2.450% | 11/15/21 | 340 | 350 | |||
Colgate-Palmolive Co. | 1.950% | 2/1/23 | 400 | 417 | |||
Colgate-Palmolive Co. | 3.250% | 3/15/24 | 825 | 905 | |||
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 550 | 727 | |||
Colgate-Palmolive Co. | 3.700% | 8/1/47 | 250 | 324 | |||
CommonSpirit Health | 2.950% | 11/1/22 | 200 | 206 | |||
CommonSpirit Health | 2.760% | 10/1/24 | 500 | 514 | |||
CommonSpirit Health | 3.347% | 10/1/29 | 725 | 742 | |||
5 | CommonSpirit Health | 4.350% | 11/1/42 | 790 | 815 | ||
CommonSpirit Health | 3.817% | 10/1/49 | 225 | 239 | |||
CommonSpirit Health | 4.187% | 10/1/49 | 780 | 801 | |||
Conagra Brands Inc. | 3.800% | 10/22/21 | 950 | 987 | |||
Conagra Brands Inc. | 3.250% | 9/15/22 | 750 | 782 | |||
Conagra Brands Inc. | 3.200% | 1/25/23 | 683 | 718 | |||
Conagra Brands Inc. | 4.300% | 5/1/24 | 625 | 693 | |||
Conagra Brands Inc. | 4.600% | 11/1/25 | 650 | 749 | |||
Conagra Brands Inc. | 7.000% | 10/1/28 | 100 | 134 | |||
Conagra Brands Inc. | 4.850% | 11/1/28 | 1,025 | 1,237 | |||
Conagra Brands Inc. | 8.250% | 9/15/30 | 250 | 376 | |||
Conagra Brands Inc. | 5.300% | 11/1/38 | 650 | 847 | |||
Conagra Brands Inc. | 5.400% | 11/1/48 | 775 | 1,069 | |||
Constellation Brands Inc. | 2.700% | 5/9/22 | 475 | 492 | |||
Constellation Brands Inc. | 2.650% | 11/7/22 | 1,150 | 1,199 | |||
Constellation Brands Inc. | 3.200% | 2/15/23 | 750 | 795 |
128 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 900 | 988 | |||
Constellation Brands Inc. | 4.750% | 11/15/24 | 375 | 433 | |||
Constellation Brands Inc. | 4.400% | 11/15/25 | 400 | 463 | |||
Constellation Brands Inc. | 4.750% | 12/1/25 | 500 | 588 | |||
Constellation Brands Inc. | 3.700% | 12/6/26 | 550 | 617 | |||
Constellation Brands Inc. | 3.500% | 5/9/27 | 450 | 499 | |||
Constellation Brands Inc. | 3.600% | 2/15/28 | 1,700 | 1,878 | |||
Constellation Brands Inc. | 4.650% | 11/15/28 | 250 | 295 | |||
Constellation Brands Inc. | 3.150% | 8/1/29 | 625 | 670 | |||
Constellation Brands Inc. | 2.875% | 5/1/30 | 275 | 291 | |||
Constellation Brands Inc. | 4.500% | 5/9/47 | 375 | 446 | |||
Constellation Brands Inc. | 4.100% | 2/15/48 | 275 | 311 | |||
Constellation Brands Inc. | 5.250% | 11/15/48 | 350 | 460 | |||
Constellation Brands Inc. | 3.750% | 5/1/50 | 450 | 491 | |||
Cottage Health Obligated Group | 3.304% | 11/1/49 | 425 | 461 | |||
Covidien International Finance SA | 3.200% | 6/15/22 | 1,375 | 1,438 | |||
Covidien International Finance SA | 2.950% | 6/15/23 | 250 | 266 | |||
CVS Health Corp. | 3.500% | 7/20/22 | 975 | 1,027 | |||
CVS Health Corp. | 2.750% | 12/1/22 | 975 | 1,018 | |||
CVS Health Corp. | 4.750% | 12/1/22 | 775 | 840 | |||
CVS Health Corp. | 3.700% | 3/9/23 | 3,115 | 3,341 | |||
CVS Health Corp. | 4.000% | 12/5/23 | 100 | 110 | |||
CVS Health Corp. | 3.375% | 8/12/24 | 360 | 391 | |||
CVS Health Corp. | 4.100% | 3/25/25 | 5,766 | 6,496 | |||
CVS Health Corp. | 3.875% | 7/20/25 | 2,182 | 2,451 | |||
CVS Health Corp. | 2.875% | 6/1/26 | 500 | 540 | |||
CVS Health Corp. | 3.000% | 8/15/26 | 550 | 599 | |||
CVS Health Corp. | 3.625% | 4/1/27 | 475 | 534 | |||
CVS Health Corp. | 4.300% | 3/25/28 | 6,590 | 7,702 | |||
CVS Health Corp. | 3.250% | 8/15/29 | 650 | 716 | |||
CVS Health Corp. | 3.750% | 4/1/30 | 3,313 | 3,807 | |||
CVS Health Corp. | 4.875% | 7/20/35 | 525 | 658 | |||
CVS Health Corp. | 4.780% | 3/25/38 | 3,550 | 4,372 | |||
CVS Health Corp. | 6.125% | 9/15/39 | 375 | 520 | |||
CVS Health Corp. | 4.125% | 4/1/40 | 2,600 | 3,065 | |||
CVS Health Corp. | 5.300% | 12/5/43 | 650 | 850 | |||
CVS Health Corp. | 5.125% | 7/20/45 | 3,375 | 4,371 | |||
CVS Health Corp. | 5.050% | 3/25/48 | 5,865 | 7,605 | |||
CVS Health Corp. | 4.250% | 4/1/50 | 1,175 | 1,414 | |||
Danaher Corp. | 3.350% | 9/15/25 | 500 | 554 | |||
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 300 | 324 | |||
Delhaize America LLC | 9.000% | 4/15/31 | 475 | 747 | |||
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 575 | 599 | |||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 950 | 981 | |||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 950 | 999 | |||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 725 | 796 | |||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 200 | 222 | |||
Diageo Capital plc | 2.625% | 4/29/23 | 2,000 | 2,106 | |||
Diageo Capital plc | 2.125% | 10/24/24 | 600 | 631 | |||
Diageo Capital plc | 1.375% | 9/29/25 | 550 | 558 | |||
Diageo Capital plc | 2.375% | 10/24/29 | 450 | 480 | |||
Diageo Capital plc | 2.000% | 4/29/30 | 1,000 | 1,032 | |||
Diageo Capital plc | 2.125% | 4/29/32 | 675 | 699 | |||
Diageo Capital plc | 5.875% | 9/30/36 | 250 | 356 | |||
Diageo Capital plc | 3.875% | 4/29/43 | 25 | 30 | |||
Diageo Investment Corp. | 2.875% | 5/11/22 | 1,400 | 1,459 | |||
Diageo Investment Corp. | 7.450% | 4/15/35 | 325 | 535 | |||
Diageo Investment Corp. | 4.250% | 5/11/42 | 375 | 470 | |||
Dignity Health | 3.125% | 11/1/22 | 150 | 155 | |||
Dignity Health | 3.812% | 11/1/24 | 100 | 104 | |||
Dignity Health | 4.500% | 11/1/42 | 550 | 574 | |||
Dignity Health | 5.267% | 11/1/64 | 225 | 267 | |||
Duke University Health System Inc. | 3.920% | 6/1/47 | 450 | 565 | |||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 475 | 562 |
129 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Eli Lilly & Co. | 2.350% | 5/15/22 | 200 | 207 | |||
Eli Lilly & Co. | 2.750% | 6/1/25 | 380 | 415 | |||
Eli Lilly & Co. | 3.375% | 3/15/29 | 825 | 952 | |||
Eli Lilly & Co. | 3.950% | 3/15/49 | 2,635 | 3,359 | |||
Eli Lilly & Co. | 2.250% | 5/15/50 | 2,225 | 2,109 | |||
Eli Lilly & Co. | 4.150% | 3/15/59 | 400 | 526 | |||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 400 | 448 | |||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 525 | 562 | |||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 525 | 569 | |||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 150 | 213 | |||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 375 | 481 | |||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 450 | 493 | |||
Flowers Foods Inc. | 4.375% | 4/1/22 | 175 | 182 | |||
Flowers Foods Inc. | 3.500% | 10/1/26 | 350 | 375 | |||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 551 | 663 | |||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 1,750 | 1,803 | |||
General Mills Inc. | 3.150% | 12/15/21 | 775 | 798 | |||
General Mills Inc. | 2.600% | 10/12/22 | 450 | 468 | |||
General Mills Inc. | 3.700% | 10/17/23 | 2,250 | 2,455 | |||
General Mills Inc. | 3.650% | 2/15/24 | 325 | 358 | |||
General Mills Inc. | 4.200% | 4/17/28 | 1,100 | 1,295 | |||
General Mills Inc. | 2.875% | 4/15/30 | 550 | 598 | |||
General Mills Inc. | 4.550% | 4/17/38 | 400 | 507 | |||
General Mills Inc. | 5.400% | 6/15/40 | 420 | 572 | |||
General Mills Inc. | 4.150% | 2/15/43 | 375 | 452 | |||
Gilead Sciences Inc. | 4.400% | 12/1/21 | 1,402 | 1,465 | |||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 625 | 658 | |||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 1,025 | 1,084 | |||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 1,375 | 1,513 | |||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 345 | 384 | |||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 3,215 | 3,672 | |||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 175 | 194 | |||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 700 | 917 | |||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 200 | 248 | |||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 800 | 1,156 | |||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 1,325 | 1,769 | |||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 1,400 | 1,811 | |||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 2,575 | 3,487 | |||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 325 | 412 | |||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 75 | 79 | |||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 1,050 | 1,131 | |||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 1,874 | 2,115 | |||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 2,150 | 2,532 | |||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 180 | 249 | |||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 2,245 | 3,415 | |||
GlaxoSmithKline Capital plc | 2.850% | 5/8/22 | 450 | 469 | |||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 2,000 | 2,089 | |||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 775 | 838 | |||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 500 | 615 | |||
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 225 | 286 | |||
5 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 300 | 279 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 725 | 754 | |||
Hasbro Inc. | 6.350% | 3/15/40 | 400 | 460 | |||
Hasbro Inc. | 5.100% | 5/15/44 | 350 | 362 | |||
HCA Inc. | 4.750% | 5/1/23 | 1,075 | 1,164 | |||
HCA Inc. | 5.000% | 3/15/24 | 1,625 | 1,807 | |||
HCA Inc. | 5.250% | 4/15/25 | 1,350 | 1,547 | |||
HCA Inc. | 5.250% | 6/15/26 | 1,150 | 1,327 | |||
HCA Inc. | 4.500% | 2/15/27 | 125 | 139 | |||
HCA Inc. | 4.125% | 6/15/29 | 2,420 | 2,674 | |||
HCA Inc. | 5.125% | 6/15/39 | 825 | 965 | |||
HCA Inc. | 5.500% | 6/15/47 | 1,700 | 2,074 | |||
HCA Inc. | 5.250% | 6/15/49 | 445 | 536 | |||
Hershey Co. | 2.625% | 5/1/23 | 250 | 263 |
130 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Hershey Co. | 3.375% | 5/15/23 | 825 | 891 | |||
Hershey Co. | 2.050% | 11/15/24 | 246 | 259 | |||
Hershey Co. | 0.900% | 6/1/25 | 175 | 176 | |||
Hershey Co. | 3.200% | 8/21/25 | 245 | 273 | |||
Hershey Co. | 1.700% | 6/1/30 | 395 | 403 | |||
Hershey Co. | 3.125% | 11/15/49 | 275 | 300 | |||
Hershey Co. | 2.650% | 6/1/50 | 275 | 279 | |||
Hormel Foods Corp. | 1.800% | 6/11/30 | 775 | 788 | |||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 500 | 600 | |||
Ingredion Inc. | 3.200% | 10/1/26 | 400 | 434 | |||
Ingredion Inc. | 2.900% | 6/1/30 | 600 | 638 | |||
Ingredion Inc. | 3.900% | 6/1/50 | 300 | 341 | |||
Iowa Health System | 3.665% | 2/15/50 | 400 | 436 | |||
JM Smucker Co. | 3.500% | 10/15/21 | 735 | 762 | |||
JM Smucker Co. | 3.000% | 3/15/22 | 250 | 259 | |||
JM Smucker Co. | 3.500% | 3/15/25 | 700 | 776 | |||
JM Smucker Co. | 3.375% | 12/15/27 | 300 | 331 | |||
JM Smucker Co. | 2.375% | 3/15/30 | 350 | 357 | |||
JM Smucker Co. | 4.250% | 3/15/35 | 400 | 471 | |||
JM Smucker Co. | 4.375% | 3/15/45 | 100 | 119 | |||
JM Smucker Co. | 3.550% | 3/15/50 | 550 | 563 | |||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 575 | 692 | |||
Johnson & Johnson | 2.450% | 12/5/21 | 200 | 206 | |||
Johnson & Johnson | 2.250% | 3/3/22 | 1,425 | 1,466 | |||
Johnson & Johnson | 2.050% | 3/1/23 | 600 | 623 | |||
Johnson & Johnson | 6.730% | 11/15/23 | 245 | 292 | |||
Johnson & Johnson | 3.375% | 12/5/23 | 650 | 715 | |||
Johnson & Johnson | 2.625% | 1/15/25 | 1,506 | 1,638 | |||
Johnson & Johnson | 2.450% | 3/1/26 | 1,600 | 1,745 | |||
Johnson & Johnson | 2.900% | 1/15/28 | 800 | 898 | |||
Johnson & Johnson | 6.950% | 9/1/29 | 250 | 363 | |||
Johnson & Johnson | 4.950% | 5/15/33 | 550 | 752 | |||
Johnson & Johnson | 4.375% | 12/5/33 | 900 | 1,186 | |||
Johnson & Johnson | 3.550% | 3/1/36 | 925 | 1,090 | |||
Johnson & Johnson | 3.625% | 3/3/37 | 1,250 | 1,501 | |||
Johnson & Johnson | 5.950% | 8/15/37 | 745 | 1,138 | |||
Johnson & Johnson | 3.400% | 1/15/38 | 800 | 941 | |||
Johnson & Johnson | 5.850% | 7/15/38 | 325 | 495 | |||
Johnson & Johnson | 4.500% | 9/1/40 | 419 | 566 | |||
Johnson & Johnson | 4.850% | 5/15/41 | 225 | 323 | |||
Johnson & Johnson | 4.500% | 12/5/43 | 550 | 751 | |||
Johnson & Johnson | 3.700% | 3/1/46 | 1,650 | 2,050 | |||
Johnson & Johnson | 3.750% | 3/3/47 | 500 | 631 | |||
Johnson & Johnson | 3.500% | 1/15/48 | 250 | 309 | |||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 175 | 183 | |||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 475 | 530 | |||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 925 | 1,245 | |||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 675 | 873 | |||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 350 | 388 | |||
Kellogg Co. | 2.650% | 12/1/23 | 209 | 221 | |||
Kellogg Co. | 3.250% | 4/1/26 | 950 | 1,060 | |||
Kellogg Co. | 3.400% | 11/15/27 | 950 | 1,067 | |||
Kellogg Co. | 4.300% | 5/15/28 | 425 | 501 | |||
Kellogg Co. | 2.100% | 6/1/30 | 500 | 507 | |||
Kellogg Co. | 7.450% | 4/1/31 | 500 | 727 | |||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 1,600 | 1,743 | |||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 1,350 | 1,450 | |||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 875 | 1,009 | |||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 250 | 278 | |||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 325 | 348 | |||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 375 | 414 | |||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 2,575 | 2,851 | |||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 41 | 61 | |||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 425 | 543 |
131 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 1,000 | 1,217 | |||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 325 | 395 | |||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 575 | 651 | |||
Kimberly-Clark Corp. | 2.400% | 3/1/22 | 250 | 257 | |||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 150 | 157 | |||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 100 | 110 | |||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 350 | 380 | |||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 100 | 120 | |||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 575 | 651 | |||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 560 | 636 | |||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 700 | 979 | |||
Kimberly-Clark Corp. | 3.700% | 6/1/43 | 175 | 203 | |||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 100 | 124 | |||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 415 | 451 | |||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 153 | 205 | |||
Koninklijke Philips NV | 6.875% | 3/11/38 | 300 | 444 | |||
Koninklijke Philips NV | 5.000% | 3/15/42 | 785 | 1,007 | |||
Kroger Co. | 2.950% | 11/1/21 | 1,935 | 1,994 | |||
Kroger Co. | 3.850% | 8/1/23 | 325 | 353 | |||
Kroger Co. | 4.000% | 2/1/24 | 400 | 442 | |||
Kroger Co. | 2.650% | 10/15/26 | 500 | 544 | |||
Kroger Co. | 7.700% | 6/1/29 | 200 | 278 | |||
Kroger Co. | 8.000% | 9/15/29 | 750 | 1,086 | |||
Kroger Co. | 2.200% | 5/1/30 | 1,250 | 1,296 | |||
Kroger Co. | 6.900% | 4/15/38 | 300 | 439 | |||
Kroger Co. | 5.400% | 7/15/40 | 250 | 323 | |||
Kroger Co. | 5.000% | 4/15/42 | 350 | 441 | |||
Kroger Co. | 5.150% | 8/1/43 | 350 | 450 | |||
Kroger Co. | 3.875% | 10/15/46 | 650 | 727 | |||
Kroger Co. | 4.450% | 2/1/47 | 429 | 520 | |||
Kroger Co. | 4.650% | 1/15/48 | 325 | 409 | |||
Kroger Co. | 3.950% | 1/15/50 | 700 | 803 | |||
Laboratory Corp. of America Holdings | 3.200% | 2/1/22 | 375 | 389 | |||
Laboratory Corp. of America Holdings | 3.750% | 8/23/22 | 225 | 237 | |||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 500 | 537 | |||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 425 | 447 | |||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 1,421 | 1,562 | |||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 450 | 502 | |||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 525 | 550 | |||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 800 | 973 | |||
5 | Mayo Clinic | 3.774% | 11/15/43 | 250 | 288 | ||
5 | Mayo Clinic | 4.000% | 11/15/47 | 150 | 181 | ||
5 | Mayo Clinic | 4.128% | 11/15/52 | 125 | 163 | ||
McCormick & Co. Inc. | 3.900% | 7/15/21 | 100 | 102 | |||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 600 | 650 | |||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 600 | 666 | |||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 75 | 91 | |||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 2,300 | 2,401 | |||
McKesson Corp. | 2.700% | 12/15/22 | 2,370 | 2,468 | |||
McKesson Corp. | 3.950% | 2/16/28 | 425 | 485 | |||
McKesson Corp. | 4.750% | 5/30/29 | 350 | 420 | |||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 475 | 547 | |||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 390 | 549 | |||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 750 | 960 | |||
5 | MedStar Health Inc. | 3.626% | 8/15/49 | 250 | 269 | ||
Medtronic Inc. | 3.150% | 3/15/22 | 1,159 | 1,211 | |||
Medtronic Inc. | 3.500% | 3/15/25 | 1,340 | 1,509 | |||
Medtronic Inc. | 4.375% | 3/15/35 | 2,608 | 3,409 | |||
Medtronic Inc. | 4.625% | 3/15/45 | 1,254 | 1,679 | |||
Memorial Health Services | 3.447% | 11/1/49 | 500 | 514 | |||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 100 | 137 | |||
Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 250 | 270 | |||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 450 | 573 | |||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 150 | 196 |
132 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Merck & Co. Inc. | 2.350% | 2/10/22 | 1,100 | 1,134 | |||
Merck & Co. Inc. | 2.400% | 9/15/22 | 925 | 963 | |||
Merck & Co. Inc. | 2.800% | 5/18/23 | 2,000 | 2,127 | |||
Merck & Co. Inc. | 2.900% | 3/7/24 | 500 | 539 | |||
Merck & Co. Inc. | 2.750% | 2/10/25 | 2,250 | 2,436 | |||
Merck & Co. Inc. | 0.750% | 2/24/26 | 1,100 | 1,097 | |||
Merck & Co. Inc. | 1.450% | 6/24/30 | 720 | 716 | |||
Merck & Co. Inc. | 6.500% | 12/1/33 | 525 | 791 | |||
Merck & Co. Inc. | 3.900% | 3/7/39 | 600 | 740 | |||
Merck & Co. Inc. | 2.350% | 6/24/40 | 775 | 788 | |||
Merck & Co. Inc. | 3.600% | 9/15/42 | 375 | 442 | |||
Merck & Co. Inc. | 4.150% | 5/18/43 | 980 | 1,255 | |||
Merck & Co. Inc. | 3.700% | 2/10/45 | 1,795 | 2,167 | |||
Merck & Co. Inc. | 4.000% | 3/7/49 | 600 | 775 | |||
Merck & Co. Inc. | 2.450% | 6/24/50 | 1,250 | 1,255 | |||
Mercy Health | 4.302% | 7/1/28 | 175 | 198 | |||
Molson Coors Beverage Co. | 2.100% | 7/15/21 | 775 | 786 | |||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 75 | 78 | |||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 1,650 | 1,713 | |||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 750 | 796 | |||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 1,285 | 1,248 | |||
1 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 350 | 360 | ||
Mondelez International Inc. | 0.625% | 7/1/22 | 775 | 775 | |||
Mondelez International Inc. | 2.125% | 4/13/23 | 350 | 362 | |||
Mondelez International Inc. | 1.500% | 5/4/25 | 400 | 408 | |||
Mondelez International Inc. | 3.625% | 2/13/26 | 350 | 394 | |||
Mondelez International Inc. | 2.750% | 4/13/30 | 950 | 1,022 | |||
Mondelez International Inc. | 4.625% | 5/7/48 | 250 | 322 | |||
5 | Montefiore Obligated Group | 5.246% | 11/1/48 | 600 | 676 | ||
5 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 200 | 220 | ||
5 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 450 | 484 | ||
Mylan Inc. | 4.200% | 11/29/23 | 705 | 768 | |||
Mylan Inc. | 4.550% | 4/15/28 | 575 | 661 | |||
Mylan Inc. | 5.400% | 11/29/43 | 550 | 674 | |||
Mylan NV | 3.950% | 6/15/26 | 1,100 | 1,224 | |||
Mylan NV | 5.250% | 6/15/46 | 1,100 | 1,340 | |||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 480 | 592 | |||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 425 | 531 | |||
New York & Presbyterian Hospital | 3.954% | 8/1/19 | 400 | 435 | |||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 525 | 547 | |||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 850 | 944 | |||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 375 | 388 | |||
Novartis Capital Corp. | 2.400% | 5/17/22 | 1,500 | 1,556 | |||
Novartis Capital Corp. | 3.400% | 5/6/24 | 2,735 | 3,009 | |||
Novartis Capital Corp. | 1.750% | 2/14/25 | 255 | 266 | |||
Novartis Capital Corp. | 3.000% | 11/20/25 | 1,400 | 1,552 | |||
Novartis Capital Corp. | 2.000% | 2/14/27 | 390 | 413 | |||
Novartis Capital Corp. | 3.100% | 5/17/27 | 800 | 896 | |||
Novartis Capital Corp. | 2.200% | 8/14/30 | 2,175 | 2,293 | |||
Novartis Capital Corp. | 3.700% | 9/21/42 | 525 | 629 | |||
Novartis Capital Corp. | 4.400% | 5/6/44 | 1,050 | 1,390 | |||
Novartis Capital Corp. | 4.000% | 11/20/45 | 1,200 | 1,503 | |||
Novartis Capital Corp. | 2.750% | 8/14/50 | 850 | 897 | |||
5 | NYU Hospitals Center | 4.368% | 7/1/47 | 425 | 466 | ||
NYU Langone Hospitals | 5.750% | 7/1/43 | 375 | 486 | |||
NYU Langone Hospitals | 4.784% | 7/1/44 | 325 | 379 | |||
NYU Langone Hospitals | 3.380% | 7/1/55 | 525 | 514 | |||
5 | OhioHealth Corp. | 3.042% | 11/15/50 | 300 | 319 | ||
Orlando Health Obligated Group | 4.089% | 10/1/48 | 225 | 248 | |||
Partners Healthcare System Inc. | 3.765% | 7/1/48 | 150 | 175 | |||
Partners Healthcare System Inc. | 3.192% | 7/1/49 | 400 | 425 | |||
Partners Healthcare System Inc. | 4.117% | 7/1/55 | 275 | 349 | |||
Partners Healthcare System Inc. | 3.342% | 7/1/60 | 725 | 762 | |||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 300 | 388 |
133 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
PepsiCo Inc. | 3.000% | 8/25/21 | 1,070 | 1,101 | |||
PepsiCo Inc. | 1.700% | 10/6/21 | 700 | 711 | |||
PepsiCo Inc. | 2.750% | 3/5/22 | 775 | 807 | |||
PepsiCo Inc. | 2.250% | 5/2/22 | 275 | 285 | |||
PepsiCo Inc. | 2.750% | 3/1/23 | 1,000 | 1,061 | |||
PepsiCo Inc. | 0.750% | 5/1/23 | 450 | 454 | |||
PepsiCo Inc. | 3.600% | 3/1/24 | 1,675 | 1,846 | |||
PepsiCo Inc. | 2.250% | 3/19/25 | 995 | 1,063 | |||
PepsiCo Inc. | 2.750% | 4/30/25 | 1,725 | 1,881 | |||
PepsiCo Inc. | 3.500% | 7/17/25 | 1,425 | 1,614 | |||
PepsiCo Inc. | 2.850% | 2/24/26 | 575 | 634 | |||
PepsiCo Inc. | 2.625% | 3/19/27 | 375 | 411 | |||
PepsiCo Inc. | 3.000% | 10/15/27 | 1,225 | 1,372 | |||
PepsiCo Inc. | 2.750% | 3/19/30 | 1,225 | 1,362 | |||
PepsiCo Inc. | 1.625% | 5/1/30 | 1,725 | 1,757 | |||
PepsiCo Inc. | 4.000% | 3/5/42 | 541 | 673 | |||
PepsiCo Inc. | 3.600% | 8/13/42 | 725 | 871 | |||
PepsiCo Inc. | 4.250% | 10/22/44 | 875 | 1,118 | |||
PepsiCo Inc. | 4.600% | 7/17/45 | 435 | 584 | |||
PepsiCo Inc. | 4.450% | 4/14/46 | 925 | 1,232 | |||
PepsiCo Inc. | 3.450% | 10/6/46 | 1,175 | 1,354 | |||
PepsiCo Inc. | 3.375% | 7/29/49 | 850 | 972 | |||
PepsiCo Inc. | 2.875% | 10/15/49 | 750 | 796 | |||
PepsiCo Inc. | 3.625% | 3/19/50 | 1,560 | 1,890 | |||
PepsiCo Inc. | 3.875% | 3/19/60 | 560 | 712 | |||
PerkinElmer Inc. | 3.300% | 9/15/29 | 650 | 696 | |||
Perrigo Finance Unlimited Co. | 3.500% | 12/15/21 | 811 | 843 | |||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 600 | 637 | |||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 375 | 409 | |||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 450 | 455 | |||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 278 | 297 | |||
Pfizer Inc. | 3.000% | 9/15/21 | 600 | 619 | |||
Pfizer Inc. | 2.200% | 12/15/21 | 825 | 847 | |||
Pfizer Inc. | 2.800% | 3/11/22 | 750 | 779 | |||
Pfizer Inc. | 3.000% | 6/15/23 | 1,136 | 1,217 | |||
Pfizer Inc. | 3.200% | 9/15/23 | 475 | 513 | |||
Pfizer Inc. | 2.950% | 3/15/24 | 500 | 541 | |||
Pfizer Inc. | 3.400% | 5/15/24 | 200 | 222 | |||
Pfizer Inc. | 0.800% | 5/28/25 | 300 | 300 | |||
Pfizer Inc. | 2.750% | 6/3/26 | 800 | 882 | |||
Pfizer Inc. | 3.000% | 12/15/26 | 1,595 | 1,794 | |||
Pfizer Inc. | 3.600% | 9/15/28 | 600 | 707 | |||
Pfizer Inc. | 3.450% | 3/15/29 | 750 | 874 | |||
Pfizer Inc. | 2.625% | 4/1/30 | 1,175 | 1,291 | |||
Pfizer Inc. | 1.700% | 5/28/30 | 1,750 | 1,779 | |||
Pfizer Inc. | 4.000% | 12/15/36 | 1,050 | 1,282 | |||
Pfizer Inc. | 4.100% | 9/15/38 | 600 | 749 | |||
Pfizer Inc. | 3.900% | 3/15/39 | 550 | 674 | |||
Pfizer Inc. | 7.200% | 3/15/39 | 1,015 | 1,689 | |||
Pfizer Inc. | 2.550% | 5/28/40 | 750 | 775 | |||
Pfizer Inc. | 5.600% | 9/15/40 | 100 | 145 | |||
Pfizer Inc. | 4.300% | 6/15/43 | 780 | 1,002 | |||
Pfizer Inc. | 4.400% | 5/15/44 | 725 | 951 | |||
Pfizer Inc. | 4.125% | 12/15/46 | 1,575 | 2,020 | |||
Pfizer Inc. | 4.200% | 9/15/48 | 500 | 653 | |||
Pfizer Inc. | 4.000% | 3/15/49 | 850 | 1,078 | |||
Pfizer Inc. | 2.700% | 5/28/50 | 1,275 | 1,314 | |||
Pharmacia LLC | 6.600% | 12/1/28 | 500 | 688 | |||
Philip Morris International Inc. | 2.375% | 8/17/22 | 550 | 570 | |||
Philip Morris International Inc. | 2.500% | 11/2/22 | 1,600 | 1,673 | |||
Philip Morris International Inc. | 2.625% | 3/6/23 | 550 | 581 | |||
Philip Morris International Inc. | 1.125% | 5/1/23 | 450 | 457 | |||
Philip Morris International Inc. | 2.125% | 5/10/23 | 450 | 468 | |||
Philip Morris International Inc. | 3.600% | 11/15/23 | 940 | 1,031 |
134 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 1,000 | 1,073 | |||
Philip Morris International Inc. | 1.500% | 5/1/25 | 450 | 461 | |||
Philip Morris International Inc. | 3.375% | 8/11/25 | 675 | 752 | |||
Philip Morris International Inc. | 2.750% | 2/25/26 | 1,005 | 1,093 | |||
Philip Morris International Inc. | 3.125% | 8/17/27 | 425 | 472 | |||
Philip Morris International Inc. | 3.125% | 3/2/28 | 400 | 445 | |||
Philip Morris International Inc. | 3.375% | 8/15/29 | 600 | 682 | |||
Philip Morris International Inc. | 2.100% | 5/1/30 | 1,550 | 1,595 | |||
Philip Morris International Inc. | 6.375% | 5/16/38 | 575 | 866 | |||
Philip Morris International Inc. | 4.375% | 11/15/41 | 1,175 | 1,426 | |||
Philip Morris International Inc. | 4.500% | 3/20/42 | 550 | 675 | |||
Philip Morris International Inc. | 3.875% | 8/21/42 | 75 | 86 | |||
Philip Morris International Inc. | 4.125% | 3/4/43 | 850 | 998 | |||
Philip Morris International Inc. | 4.875% | 11/15/43 | 775 | 991 | |||
Philip Morris International Inc. | 4.250% | 11/10/44 | 960 | 1,160 | |||
5 | Procter & Gamble - Esop | 9.360% | 1/1/21 | 137 | 141 | ||
Procter & Gamble Co. | 1.700% | 11/3/21 | 1,000 | 1,018 | |||
Procter & Gamble Co. | 3.100% | 8/15/23 | 1,025 | 1,116 | |||
Procter & Gamble Co. | 2.450% | 3/25/25 | 525 | 570 | |||
Procter & Gamble Co. | 2.700% | 2/2/26 | 450 | 502 | |||
Procter & Gamble Co. | 2.450% | 11/3/26 | 800 | 878 | |||
Procter & Gamble Co. | 2.800% | 3/25/27 | 3,250 | 3,616 | |||
Procter & Gamble Co. | 3.000% | 3/25/30 | 2,055 | 2,351 | |||
Procter & Gamble Co. | 5.500% | 2/1/34 | 275 | 400 | |||
Procter & Gamble Co. | 5.550% | 3/5/37 | 625 | 959 | |||
Procter & Gamble Co. | 3.550% | 3/25/40 | 975 | 1,175 | |||
Procter & Gamble Co. | 3.500% | 10/25/47 | 550 | 675 | |||
Procter & Gamble Co. | 3.600% | 3/25/50 | 1,075 | 1,344 | |||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 125 | 134 | |||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 500 | 522 | |||
5 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 325 | 360 | ||
5 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 400 | 456 | ||
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 300 | 332 | |||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 250 | 274 | |||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 425 | 476 | |||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 350 | 405 | |||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 700 | 738 | |||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 425 | 445 | |||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 61 | 76 | |||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 200 | 242 | |||
Reynolds American Inc. | 4.000% | 6/12/22 | 600 | 634 | |||
Reynolds American Inc. | 4.850% | 9/15/23 | 250 | 279 | |||
Reynolds American Inc. | 4.450% | 6/12/25 | 2,231 | 2,513 | |||
Reynolds American Inc. | 5.700% | 8/15/35 | 575 | 716 | |||
Reynolds American Inc. | 7.250% | 6/15/37 | 325 | 428 | |||
Reynolds American Inc. | 8.125% | 5/1/40 | 400 | 547 | |||
Reynolds American Inc. | 7.000% | 8/4/41 | 150 | 192 | |||
Reynolds American Inc. | 6.150% | 9/15/43 | 400 | 504 | |||
Reynolds American Inc. | 5.850% | 8/15/45 | 1,985 | 2,431 | |||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 350 | 390 | |||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 100 | 102 | |||
Sanofi | 3.375% | 6/19/23 | 1,050 | 1,136 | |||
Sanofi | 3.625% | 6/19/28 | 1,000 | 1,167 | |||
Shire Acquisitions Investments Ireland DAC | 2.400% | 9/23/21 | 2,650 | 2,701 | |||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 2,350 | 2,489 | |||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 1,935 | 2,147 | |||
Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 275 | 304 | |||
SSM Health Care Corp. | 3.688% | 6/1/23 | 725 | 778 | |||
SSM Health Care Corp. | 3.823% | 6/1/27 | 375 | 410 | |||
Stanford Health Care | 3.795% | 11/15/48 | 450 | 533 | |||
Stryker Corp. | 3.375% | 5/15/24 | 475 | 515 | |||
Stryker Corp. | 1.150% | 6/15/25 | 400 | 403 | |||
Stryker Corp. | 3.375% | 11/1/25 | 500 | 556 | |||
Stryker Corp. | 3.500% | 3/15/26 | 890 | 1,000 |
135 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Stryker Corp. | 3.650% | 3/7/28 | 450 | 517 | |||
Stryker Corp. | 1.950% | 6/15/30 | 750 | 751 | |||
Stryker Corp. | 4.100% | 4/1/43 | 325 | 388 | |||
Stryker Corp. | 4.375% | 5/15/44 | 275 | 334 | |||
Stryker Corp. | 4.625% | 3/15/46 | 155 | 202 | |||
Stryker Corp. | 2.900% | 6/15/50 | 500 | 498 | |||
Sutter Health | 3.695% | 8/15/28 | 300 | 334 | |||
Sutter Health | 4.091% | 8/15/48 | 375 | 440 | |||
Sysco Corp. | 2.500% | 7/15/21 | 300 | 305 | |||
Sysco Corp. | 2.600% | 6/12/22 | 346 | 357 | |||
Sysco Corp. | 3.750% | 10/1/25 | 425 | 466 | |||
Sysco Corp. | 3.300% | 7/15/26 | 975 | 1,042 | |||
Sysco Corp. | 3.250% | 7/15/27 | 925 | 979 | |||
Sysco Corp. | 5.950% | 4/1/30 | 850 | 1,066 | |||
Sysco Corp. | 6.600% | 4/1/40 | 735 | 993 | |||
Sysco Corp. | 4.850% | 10/1/45 | 125 | 145 | |||
Sysco Corp. | 4.500% | 4/1/46 | 550 | 597 | |||
Sysco Corp. | 4.450% | 3/15/48 | 700 | 766 | |||
Sysco Corp. | 3.300% | 2/15/50 | 425 | 400 | |||
Sysco Corp. | 6.600% | 4/1/50 | 950 | 1,319 | |||
Takeda Pharmaceutical Co. Ltd. | 4.000% | 11/26/21 | 850 | 886 | |||
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 850 | 946 | |||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 1,460 | 1,800 | |||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 775 | 776 | |||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 600 | 605 | |||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 625 | 626 | |||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 650 | 649 | |||
5 | Texas Health Resources | 4.330% | 11/15/55 | 100 | 131 | ||
The Children's Hospital Corp. | 4.115% | 1/1/47 | 200 | 243 | |||
Thermo Fisher Scientific Inc. | 3.000% | 4/15/23 | 475 | 503 | |||
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 810 | 925 | |||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 300 | 337 | |||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 800 | 881 | |||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 650 | 723 | |||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 1,165 | 1,259 | |||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 305 | 377 | |||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 350 | 489 | |||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 400 | 495 | |||
Toledo Hospital | 5.325% | 11/15/28 | 275 | 293 | |||
Toledo Hospital | 6.015% | 11/15/48 | 325 | 359 | |||
Trinity Health Corp. | 4.125% | 12/1/45 | 450 | 526 | |||
Tyson Foods Inc. | 2.250% | 8/23/21 | 50 | 51 | |||
Tyson Foods Inc. | 4.500% | 6/15/22 | 950 | 1,010 | |||
Tyson Foods Inc. | 3.900% | 9/28/23 | 475 | 518 | |||
Tyson Foods Inc. | 3.950% | 8/15/24 | 4,525 | 5,011 | |||
Tyson Foods Inc. | 4.000% | 3/1/26 | 580 | 664 | |||
Tyson Foods Inc. | 3.550% | 6/2/27 | 1,025 | 1,135 | |||
Tyson Foods Inc. | 4.350% | 3/1/29 | 1,145 | 1,346 | |||
Tyson Foods Inc. | 4.875% | 8/15/34 | 425 | 544 | |||
Tyson Foods Inc. | 5.150% | 8/15/44 | 550 | 703 | |||
Tyson Foods Inc. | 4.550% | 6/2/47 | 450 | 545 | |||
Tyson Foods Inc. | 5.100% | 9/28/48 | 1,200 | 1,549 | |||
Unilever Capital Corp. | 1.375% | 7/28/21 | 400 | 404 | |||
Unilever Capital Corp. | 3.000% | 3/7/22 | 450 | 469 | |||
Unilever Capital Corp. | 3.250% | 3/7/24 | 2,600 | 2,827 | |||
Unilever Capital Corp. | 2.600% | 5/5/24 | 1,150 | 1,227 | |||
Unilever Capital Corp. | 3.375% | 3/22/25 | 250 | 277 | |||
Unilever Capital Corp. | 3.100% | 7/30/25 | 550 | 609 | |||
Unilever Capital Corp. | 2.000% | 7/28/26 | 550 | 581 | |||
Unilever Capital Corp. | 2.125% | 9/6/29 | 1,375 | 1,450 | |||
Unilever Capital Corp. | 5.900% | 11/15/32 | 800 | 1,156 | |||
1 | Upjohn Inc. | 1.125% | 6/22/22 | 775 | 780 | ||
1 | Upjohn Inc. | 1.650% | 6/22/25 | 600 | 612 | ||
1 | Upjohn Inc. | 2.300% | 6/22/27 | 455 | 470 |
136 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
1 | Upjohn Inc. | 2.700% | 6/22/30 | 945 | 974 | ||
1 | Upjohn Inc. | 3.850% | 6/22/40 | 1,100 | 1,181 | ||
1 | Upjohn Inc. | 4.000% | 6/22/50 | 1,355 | 1,452 | ||
UPMC | 3.600% | 4/3/25 | 400 | 433 | |||
Whirlpool Corp. | 4.700% | 6/1/22 | 775 | 823 | |||
Whirlpool Corp. | 4.000% | 3/1/24 | 275 | 297 | |||
Whirlpool Corp. | 4.750% | 2/26/29 | 600 | 714 | |||
Whirlpool Corp. | 4.500% | 6/1/46 | 388 | 431 | |||
Whirlpool Corp. | 4.600% | 5/15/50 | 200 | 228 | |||
5 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 200 | 250 | ||
Wyeth LLC | 7.250% | 3/1/23 | 350 | 412 | |||
Wyeth LLC | 6.450% | 2/1/24 | 780 | 938 | |||
Wyeth LLC | 6.500% | 2/1/34 | 500 | 778 | |||
Wyeth LLC | 6.000% | 2/15/36 | 410 | 593 | |||
Wyeth LLC | 5.950% | 4/1/37 | 1,605 | 2,355 | |||
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 600 | 704 | |||
Zimmer Biomet Holdings Inc. | 3.375% | 11/30/21 | 770 | 791 | |||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 650 | 674 | |||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 225 | 238 | |||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 1,275 | 1,383 | |||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 200 | 248 | |||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 280 | 301 | |||
Zoetis Inc. | 3.250% | 8/20/21 | 250 | 257 | |||
Zoetis Inc. | 3.250% | 2/1/23 | 1,475 | 1,558 | |||
Zoetis Inc. | 4.500% | 11/13/25 | 350 | 408 | |||
Zoetis Inc. | 3.000% | 9/12/27 | 700 | 771 | |||
Zoetis Inc. | 3.900% | 8/20/28 | 400 | 469 | |||
Zoetis Inc. | 2.000% | 5/15/30 | 200 | 204 | |||
Zoetis Inc. | 4.700% | 2/1/43 | 900 | 1,188 | |||
Zoetis Inc. | 3.950% | 9/12/47 | 400 | 482 | |||
Zoetis Inc. | 4.450% | 8/20/48 | 325 | 424 | |||
Zoetis Inc. | 3.000% | 5/15/50 | 250 | 259 | |||
Energy (0.9%) | |||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 1,340 | 1,398 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 550 | 584 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 450 | 469 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.486% | 5/1/30 | 400 | 459 | |||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 869 | 896 | |||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 820 | 990 | |||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 310 | 313 | |||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 525 | 562 | |||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 425 | 475 | |||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 100 | 104 | |||
BP Capital Markets America Inc. | 2.112% | 9/16/21 | 1,000 | 1,018 | |||
BP Capital Markets America Inc. | 3.245% | 5/6/22 | 1,076 | 1,128 | |||
BP Capital Markets America Inc. | 2.520% | 9/19/22 | 450 | 466 | |||
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 200 | 212 | |||
BP Capital Markets America Inc. | 3.216% | 11/28/23 | 1,850 | 1,979 | |||
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 1,500 | 1,638 | |||
BP Capital Markets America Inc. | 3.224% | 4/14/24 | 500 | 537 | |||
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 500 | 543 | |||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 575 | 646 | |||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 800 | 884 | |||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 2,800 | 3,052 | |||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 800 | 913 | |||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 3,175 | 3,580 | |||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 1,700 | 1,672 | |||
BP Capital Markets plc | 3.561% | 11/1/21 | 775 | 804 |
137 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
BP Capital Markets plc | 2.500% | 11/6/22 | 889 | 924 | |||
BP Capital Markets plc | 3.994% | 9/26/23 | 350 | 384 | |||
BP Capital Markets plc | 3.535% | 11/4/24 | 1,335 | 1,467 | |||
BP Capital Markets plc | 3.506% | 3/17/25 | 950 | 1,051 | |||
BP Capital Markets plc | 3.279% | 9/19/27 | 1,175 | 1,282 | |||
BP Capital Markets plc | 3.723% | 11/28/28 | 585 | 665 | |||
5 | BP Capital Markets plc | 4.375% | 12/31/49 | 200 | 201 | ||
5 | BP Capital Markets plc | 4.875% | 12/31/49 | 200 | 207 | ||
Burlington Resources Finance Co. | 7.400% | 12/1/31 | 600 | 859 | |||
Canadian Natural Resources Ltd. | 3.450% | 11/15/21 | 2,175 | 2,224 | |||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 800 | 825 | |||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 400 | 424 | |||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 400 | 400 | |||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 900 | 962 | |||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 500 | 498 | |||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 475 | 594 | |||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 400 | 480 | |||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 475 | 550 | |||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 500 | 596 | |||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 500 | 592 | |||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 325 | 395 | |||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 1,200 | 1,366 | |||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 750 | 841 | |||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 2,250 | 2,469 | |||
1 | Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 1,150 | 1,173 | ||
Chevron Corp. | 2.498% | 3/3/22 | 400 | 413 | |||
Chevron Corp. | 2.355% | 12/5/22 | 4,245 | 4,415 | |||
Chevron Corp. | 1.141% | 5/11/23 | 900 | 915 | |||
Chevron Corp. | 3.191% | 6/24/23 | 1,175 | 1,259 | |||
Chevron Corp. | 2.895% | 3/3/24 | 100 | 108 | |||
Chevron Corp. | 1.554% | 5/11/25 | 2,400 | 2,461 | |||
Chevron Corp. | 3.326% | 11/17/25 | 200 | 224 | |||
Chevron Corp. | 1.995% | 5/11/27 | 400 | 417 | |||
Chevron Corp. | 2.236% | 5/11/30 | 2,200 | 2,297 | |||
Chevron Corp. | 2.978% | 5/11/40 | 550 | 586 | |||
Chevron Corp. | 3.078% | 5/11/50 | 700 | 743 | |||
Cimarex Energy Co. | 4.375% | 6/1/24 | 500 | 527 | |||
Cimarex Energy Co. | 3.900% | 5/15/27 | 400 | 404 | |||
Cimarex Energy Co. | 4.375% | 3/15/29 | 400 | 409 | |||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 1,045 | 1,192 | |||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 350 | 426 | |||
Concho Resources Inc. | 4.375% | 1/15/25 | 500 | 515 | |||
Concho Resources Inc. | 3.750% | 10/1/27 | 750 | 800 | |||
Concho Resources Inc. | 4.300% | 8/15/28 | 800 | 878 | |||
Concho Resources Inc. | 4.875% | 10/1/47 | 675 | 759 | |||
Concho Resources Inc. | 4.850% | 8/15/48 | 550 | 614 | |||
ConocoPhillips | 5.900% | 10/15/32 | 400 | 541 | |||
ConocoPhillips | 5.900% | 5/15/38 | 1,255 | 1,707 | |||
ConocoPhillips | 6.500% | 2/1/39 | 1,950 | 2,818 | |||
ConocoPhillips Canada Funding Co. I | 5.950% | 10/15/36 | 400 | 533 | |||
ConocoPhillips Co. | 3.350% | 11/15/24 | 200 | 218 | |||
ConocoPhillips Co. | 4.950% | 3/15/26 | 1,000 | 1,196 | |||
ConocoPhillips Co. | 4.300% | 11/15/44 | 750 | 914 | |||
ConocoPhillips Holding Co. | 6.950% | 4/15/29 | 875 | 1,214 | |||
Devon Energy Corp. | 5.850% | 12/15/25 | 300 | 332 | |||
Devon Energy Corp. | 7.950% | 4/15/32 | 245 | 286 | |||
Devon Energy Corp. | 5.600% | 7/15/41 | 1,310 | 1,276 | |||
Devon Energy Corp. | 4.750% | 5/15/42 | 600 | 521 | |||
Devon Energy Corp. | 5.000% | 6/15/45 | 300 | 269 | |||
Devon Financing Co. LLC | 7.875% | 9/30/31 | 500 | 582 | |||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 800 | 801 | |||
Diamondback Energy Inc. | 5.375% | 5/31/25 | 500 | 516 | |||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 1,000 | 1,006 | |||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 2,292 | 2,215 |
138 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Dominion Energy Gas Holdings LLC | 3.550% | 11/1/23 | 250 | 269 | |||
Dominion Energy Gas Holdings LLC | 2.500% | 11/15/24 | 400 | 421 | |||
Dominion Energy Gas Holdings LLC | 3.600% | 12/15/24 | 250 | 274 | |||
Dominion Energy Gas Holdings LLC | 3.000% | 11/15/29 | 500 | 532 | |||
Dominion Energy Gas Holdings LLC | 4.800% | 11/1/43 | 325 | 375 | |||
Dominion Energy Gas Holdings LLC | 4.600% | 12/15/44 | 400 | 457 | |||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 625 | 611 | |||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 800 | 743 | |||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 300 | 278 | |||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 450 | 359 | |||
Enbridge Energy Partners LP | 4.200% | 9/15/21 | 325 | 335 | |||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 400 | 476 | |||
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 300 | 410 | |||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 75 | 89 | |||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 1,100 | 1,545 | |||
Enbridge Inc. | 2.900% | 7/15/22 | 450 | 466 | |||
Enbridge Inc. | 2.500% | 1/15/25 | 715 | 741 | |||
Enbridge Inc. | 3.700% | 7/15/27 | 800 | 870 | |||
Enbridge Inc. | 3.125% | 11/15/29 | 825 | 858 | |||
Enbridge Inc. | 4.500% | 6/10/44 | 825 | 937 | |||
Enbridge Inc. | 4.000% | 11/15/49 | 325 | 342 | |||
Energy Transfer Operating LP | 3.600% | 2/1/23 | 825 | 855 | |||
Energy Transfer Operating LP | 4.250% | 3/15/23 | 1,600 | 1,688 | |||
Energy Transfer Operating LP | 4.200% | 9/15/23 | 300 | 319 | |||
Energy Transfer Operating LP | 4.050% | 3/15/25 | 2,091 | 2,222 | |||
Energy Transfer Operating LP | 2.900% | 5/15/25 | 375 | 384 | |||
Energy Transfer Operating LP | 4.750% | 1/15/26 | 300 | 327 | |||
Energy Transfer Operating LP | 4.200% | 4/15/27 | 300 | 314 | |||
Energy Transfer Operating LP | 5.500% | 6/1/27 | 1,000 | 1,112 | |||
Energy Transfer Operating LP | 5.250% | 4/15/29 | 1,300 | 1,414 | |||
Energy Transfer Operating LP | 3.750% | 5/15/30 | 1,575 | 1,559 | |||
Energy Transfer Operating LP | 4.900% | 3/15/35 | 250 | 250 | |||
Energy Transfer Operating LP | 6.250% | 4/15/49 | 1,200 | 1,275 | |||
Energy Transfer Operating LP | 5.000% | 5/15/50 | 1,600 | 1,512 | |||
Energy Transfer Partners LP | 4.950% | 6/15/28 | 730 | 784 | |||
Energy Transfer Partners LP | 6.625% | 10/15/36 | 350 | 385 | |||
Energy Transfer Partners LP | 5.800% | 6/15/38 | 1,080 | 1,100 | |||
Energy Transfer Partners LP | 7.500% | 7/1/38 | 500 | 584 | |||
Energy Transfer Partners LP | 6.050% | 6/1/41 | 575 | 591 | |||
Energy Transfer Partners LP | 6.500% | 2/1/42 | 300 | 329 | |||
Energy Transfer Partners LP | 5.150% | 2/1/43 | 425 | 394 | |||
Energy Transfer Partners LP | 5.150% | 3/15/45 | 150 | 142 | |||
Energy Transfer Partners LP | 6.125% | 12/15/45 | 1,050 | 1,104 | |||
Energy Transfer Partners LP | 5.300% | 4/15/47 | 1,300 | 1,266 | |||
Energy Transfer Partners LP | 6.000% | 6/15/48 | 850 | 882 | |||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 300 | 313 | |||
Enterprise Products Operating LLC | 4.050% | 2/15/22 | 175 | 184 | |||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 1,250 | 1,323 | |||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 750 | 819 | |||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 650 | 718 | |||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 400 | 449 | |||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 200 | 228 | |||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 750 | 853 | |||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 2,300 | 2,460 | |||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 2,426 | 2,527 | |||
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,375 | 1,788 | |||
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 300 | 445 | |||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 470 | 602 | |||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 850 | 973 | |||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,000 | 1,104 | |||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,780 | 2,068 | |||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 979 | 1,162 | |||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 500 | 585 | |||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 950 | 1,042 |
139 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 2,100 | 2,324 | |||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 200 | 222 | |||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 1,325 | 1,361 | |||
5 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 400 | 374 | ||
5 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 1,225 | 1,101 | ||
EOG Resources Inc. | 2.625% | 3/15/23 | 900 | 943 | |||
EOG Resources Inc. | 4.150% | 1/15/26 | 600 | 692 | |||
EOG Resources Inc. | 4.375% | 4/15/30 | 1,130 | 1,344 | |||
EOG Resources Inc. | 4.950% | 4/15/50 | 1,000 | 1,288 | |||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 1,400 | 1,440 | |||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 250 | 257 | |||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 5,130 | 5,254 | |||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 550 | 573 | |||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 1,100 | 1,180 | |||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 2,375 | 2,578 | |||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 1,350 | 1,481 | |||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 400 | 426 | |||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 1,000 | 1,111 | |||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 1,000 | 1,056 | |||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 1,425 | 1,619 | |||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 2,875 | 3,063 | |||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 500 | 514 | |||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 2,000 | 2,406 | |||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 750 | 832 | |||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 1,000 | 1,202 | |||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 1,069 | 1,113 | |||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 3,300 | 4,103 | |||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 1,980 | 2,186 | |||
Halliburton Co. | 3.250% | 11/15/21 | 1,085 | 1,104 | |||
Halliburton Co. | 3.500% | 8/1/23 | 50 | 52 | |||
Halliburton Co. | 3.800% | 11/15/25 | 92 | 99 | |||
Halliburton Co. | 2.920% | 3/1/30 | 1,100 | 1,044 | |||
Halliburton Co. | 4.850% | 11/15/35 | 1,000 | 1,039 | |||
Halliburton Co. | 6.700% | 9/15/38 | 1,070 | 1,268 | |||
Halliburton Co. | 4.500% | 11/15/41 | 675 | 645 | |||
Halliburton Co. | 4.750% | 8/1/43 | 725 | 716 | |||
Halliburton Co. | 5.000% | 11/15/45 | 1,175 | 1,215 | |||
Helmerich & Payne Inc. | 4.650% | 3/15/25 | 300 | 314 | |||
Hess Corp. | 3.500% | 7/15/24 | 245 | 247 | |||
Hess Corp. | 7.875% | 10/1/29 | 375 | 450 | |||
Hess Corp. | 7.300% | 8/15/31 | 35 | 41 | |||
Hess Corp. | 7.125% | 3/15/33 | 415 | 485 | |||
Hess Corp. | 6.000% | 1/15/40 | 1,190 | 1,279 | |||
Hess Corp. | 5.600% | 2/15/41 | 700 | 734 | |||
HollyFrontier Corp. | 5.875% | 4/1/26 | 760 | 834 | |||
Husky Energy Inc. | 3.950% | 4/15/22 | 450 | 459 | |||
Husky Energy Inc. | 4.000% | 4/15/24 | 500 | 511 | |||
Husky Energy Inc. | 4.400% | 4/15/29 | 575 | 576 | |||
Husky Energy Inc. | 6.800% | 9/15/37 | 300 | 319 | |||
Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 1,923 | 1,997 | |||
Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 105 | 110 | |||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 725 | 763 | |||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 465 | 494 | |||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 1,625 | 1,777 | |||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 850 | 937 | |||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 175 | 232 | |||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 300 | 354 | |||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 400 | 504 | |||
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 335 | 444 | |||
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,625 | 2,148 | |||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,290 | 1,666 | |||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 300 | 426 | |||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 1,322 | 1,420 | |||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 500 | 555 |
140 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 500 | 593 | |||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 300 | 314 | |||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 817 | 915 | |||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 400 | 453 | |||
Kinder Morgan Inc. | 7.800% | 8/1/31 | 330 | 446 | |||
Kinder Morgan Inc. | 7.750% | 1/15/32 | 1,025 | 1,434 | |||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 825 | 948 | |||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 1,375 | 1,668 | |||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 450 | 518 | |||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 1,000 | 1,056 | |||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 350 | 386 | |||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 300 | 307 | |||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 575 | 590 | |||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 200 | 221 | |||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 125 | 126 | |||
Marathon Oil Corp. | 2.800% | 11/1/22 | 785 | 786 | |||
Marathon Oil Corp. | 3.850% | 6/1/25 | 600 | 606 | |||
Marathon Oil Corp. | 4.400% | 7/15/27 | 1,350 | 1,325 | |||
Marathon Oil Corp. | 6.800% | 3/15/32 | 930 | 987 | |||
Marathon Oil Corp. | 5.200% | 6/1/45 | 200 | 185 | |||
Marathon Petroleum Corp. | 5.375% | 10/1/22 | 50 | 50 | |||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 1,000 | 1,077 | |||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 1,000 | 1,092 | |||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 1,000 | 1,120 | |||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 735 | 849 | |||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 375 | 398 | |||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 900 | 1,117 | |||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 550 | 572 | |||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 375 | 385 | |||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 325 | 329 | |||
MPLX LP | 3.500% | 12/1/22 | 150 | 156 | |||
MPLX LP | 3.375% | 3/15/23 | 400 | 416 | |||
MPLX LP | 4.500% | 7/15/23 | 1,200 | 1,288 | |||
MPLX LP | 4.875% | 12/1/24 | 838 | 931 | |||
MPLX LP | 5.250% | 1/15/25 | 129 | 134 | |||
MPLX LP | 4.875% | 6/1/25 | 3,085 | 3,444 | |||
MPLX LP | 4.250% | 12/1/27 | 1,510 | 1,648 | |||
MPLX LP | 4.000% | 3/15/28 | 950 | 1,005 | |||
MPLX LP | 4.800% | 2/15/29 | 500 | 555 | |||
MPLX LP | 4.500% | 4/15/38 | 1,075 | 1,075 | |||
MPLX LP | 5.200% | 3/1/47 | 1,350 | 1,451 | |||
MPLX LP | 4.700% | 4/15/48 | 1,000 | 1,002 | |||
MPLX LP | 5.500% | 2/15/49 | 700 | 791 | |||
MPLX LP | 4.900% | 4/15/58 | 550 | 544 | |||
National Fuel Gas Co. | 3.750% | 3/1/23 | 375 | 382 | |||
National Fuel Gas Co. | 5.500% | 1/15/26 | 100 | 106 | |||
National Fuel Gas Co. | 3.950% | 9/15/27 | 200 | 193 | |||
National Fuel Gas Co. | 4.750% | 9/1/28 | 650 | 651 | |||
National Oilwell Varco Inc. | 2.600% | 12/1/22 | 450 | 452 | |||
National Oilwell Varco Inc. | 3.600% | 12/1/29 | 500 | 485 | |||
National Oilwell Varco Inc. | 3.950% | 12/1/42 | 700 | 586 | |||
Newfield Exploration Co. | 5.750% | 1/30/22 | 600 | 598 | |||
Newfield Exploration Co. | 5.625% | 7/1/24 | 600 | 570 | |||
Newfield Exploration Co. | 5.375% | 1/1/26 | 450 | 421 | |||
Noble Energy Inc. | 3.850% | 1/15/28 | 450 | 434 | |||
Noble Energy Inc. | 3.250% | 10/15/29 | 500 | 455 | |||
Noble Energy Inc. | 6.000% | 3/1/41 | 1,210 | 1,165 | |||
Noble Energy Inc. | 5.250% | 11/15/43 | 450 | 417 | |||
Noble Energy Inc. | 5.050% | 11/15/44 | 450 | 409 | |||
Noble Energy Inc. | 4.950% | 8/15/47 | 550 | 494 | |||
Noble Energy Inc. | 4.200% | 10/15/49 | 275 | 227 | |||
ONEOK Inc. | 7.500% | 9/1/23 | 1,425 | 1,635 | |||
ONEOK Inc. | 2.750% | 9/1/24 | 200 | 201 | |||
ONEOK Inc. | 4.000% | 7/13/27 | 150 | 151 |
141 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
ONEOK Inc. | 4.550% | 7/15/28 | 750 | 786 | |||
ONEOK Inc. | 3.400% | 9/1/29 | 1,780 | 1,731 | |||
ONEOK Inc. | 3.100% | 3/15/30 | 700 | 670 | |||
ONEOK Inc. | 6.350% | 1/15/31 | 1,000 | 1,174 | |||
ONEOK Inc. | 4.950% | 7/13/47 | 550 | 531 | |||
ONEOK Inc. | 5.200% | 7/15/48 | 425 | 423 | |||
ONEOK Inc. | 4.450% | 9/1/49 | 800 | 741 | |||
ONEOK Inc. | 4.500% | 3/15/50 | 600 | 559 | |||
ONEOK Partners LP | 3.375% | 10/1/22 | 2,150 | 2,223 | |||
ONEOK Partners LP | 4.900% | 3/15/25 | 450 | 488 | |||
ONEOK Partners LP | 6.650% | 10/1/36 | 360 | 415 | |||
ONEOK Partners LP | 6.125% | 2/1/41 | 1,340 | 1,462 | |||
Ovintiv Inc. | 7.375% | 11/1/31 | 500 | 457 | |||
Ovintiv Inc. | 6.500% | 8/15/34 | 500 | 445 | |||
Ovintiv Inc. | 6.625% | 8/15/37 | 350 | 298 | |||
Ovintiv Inc. | 6.500% | 2/1/38 | 475 | 403 | |||
Petro-Canada | 5.350% | 7/15/33 | 450 | 503 | |||
Petro-Canada | 5.950% | 5/15/35 | 500 | 593 | |||
Petro-Canada | 6.800% | 5/15/38 | 700 | 901 | |||
Phillips 66 | 4.300% | 4/1/22 | 1,105 | 1,172 | |||
Phillips 66 | 3.700% | 4/6/23 | 300 | 321 | |||
Phillips 66 | 3.850% | 4/9/25 | 600 | 665 | |||
Phillips 66 | 3.900% | 3/15/28 | 1,300 | 1,454 | |||
Phillips 66 | 2.150% | 12/15/30 | 500 | 485 | |||
Phillips 66 | 4.650% | 11/15/34 | 800 | 951 | |||
Phillips 66 | 5.875% | 5/1/42 | 300 | 403 | |||
Phillips 66 | 4.875% | 11/15/44 | 1,850 | 2,287 | |||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 250 | 256 | |||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 350 | 374 | |||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 400 | 433 | |||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 100 | 107 | |||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 250 | 257 | |||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 1,080 | 1,142 | |||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 390 | 452 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.650% | 6/1/22 | 100 | 102 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 2.850% | 1/31/23 | 1,200 | 1,215 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.600% | 11/1/24 | 2,155 | 2,197 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.650% | 10/15/25 | 450 | 481 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 350 | 370 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 600 | 581 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 3.800% | 9/15/30 | 500 | 492 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 500 | 535 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.300% | 1/31/43 | 575 | 498 | |||
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 500 | 461 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.875% | 3/1/22 | 700 | 738 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 1,050 | 1,113 | |||
Regency Energy Partners LP / Regency Energy Finance Corp. | 4.500% | 11/1/23 | 475 | 509 | |||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 1,465 | 1,559 | |||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 1,200 | 1,311 | |||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 1,470 | 1,654 | |||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 1,325 | 1,512 | |||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 1,000 | 1,175 | |||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 1,600 | 1,788 | |||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 600 | 643 | |||
1 | Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 2,500 | 2,759 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 1,190 | 1,278 | |||
Schlumberger Investment SA | 2.650% | 6/26/30 | 600 | 603 | |||
Shell International Finance BV | 1.750% | 9/12/21 | 1,000 | 1,014 | |||
Shell International Finance BV | 2.375% | 8/21/22 | 975 | 1,012 | |||
Shell International Finance BV | 2.250% | 1/6/23 | 800 | 831 | |||
Shell International Finance BV | 3.400% | 8/12/23 | 400 | 433 |
142 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Shell International Finance BV | 2.000% | 11/7/24 | 1,000 | 1,046 | |||
Shell International Finance BV | 2.375% | 4/6/25 | 1,315 | 1,394 | |||
Shell International Finance BV | 3.250% | 5/11/25 | 2,490 | 2,753 | |||
Shell International Finance BV | 2.875% | 5/10/26 | 1,300 | 1,424 | |||
Shell International Finance BV | 2.500% | 9/12/26 | 400 | 430 | |||
Shell International Finance BV | 3.875% | 11/13/28 | 500 | 579 | |||
Shell International Finance BV | 2.375% | 11/7/29 | 1,950 | 2,043 | |||
Shell International Finance BV | 2.750% | 4/6/30 | 1,405 | 1,520 | |||
Shell International Finance BV | 4.125% | 5/11/35 | 3,025 | 3,683 | |||
Shell International Finance BV | 6.375% | 12/15/38 | 820 | 1,218 | |||
Shell International Finance BV | 5.500% | 3/25/40 | 700 | 989 | |||
Shell International Finance BV | 3.625% | 8/21/42 | 500 | 549 | |||
Shell International Finance BV | 4.550% | 8/12/43 | 1,000 | 1,245 | |||
Shell International Finance BV | 4.375% | 5/11/45 | 2,700 | 3,343 | |||
Shell International Finance BV | 4.000% | 5/10/46 | 1,900 | 2,214 | |||
Shell International Finance BV | 3.125% | 11/7/49 | 1,000 | 1,042 | |||
Shell International Finance BV | 3.250% | 4/6/50 | 1,135 | 1,215 | |||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 800 | 892 | |||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 1,566 | 1,712 | |||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 950 | 1,022 | |||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 220 | 244 | |||
Suncor Energy Inc. | 2.800% | 5/15/23 | 600 | 625 | |||
Suncor Energy Inc. | 3.100% | 5/15/25 | 800 | 855 | |||
Suncor Energy Inc. | 6.500% | 6/15/38 | 1,540 | 1,959 | |||
Suncor Energy Inc. | 4.000% | 11/15/47 | 700 | 724 | |||
Sunoco Logistics Partners Operations LP | 4.650% | 2/15/22 | 250 | 261 | |||
Sunoco Logistics Partners Operations LP | 4.250% | 4/1/24 | 900 | 958 | |||
Sunoco Logistics Partners Operations LP | 5.950% | 12/1/25 | 300 | 343 | |||
Sunoco Logistics Partners Operations LP | 5.300% | 4/1/44 | 950 | 927 | |||
Sunoco Logistics Partners Operations LP | 5.350% | 5/15/45 | 725 | 703 | |||
Sunoco Logistics Partners Operations LP | 5.400% | 10/1/47 | 700 | 683 | |||
TC PipeLines LP | 3.900% | 5/25/27 | 200 | 212 | |||
TechnipFMC plc | 3.450% | 10/1/22 | 350 | 352 | |||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 260 | 303 | |||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 500 | 643 | |||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 500 | 656 | |||
Total Capital Canada Ltd. | 2.750% | 7/15/23 | 825 | 874 | |||
Total Capital International SA | 2.218% | 7/12/21 | 600 | 610 | |||
Total Capital International SA | 2.875% | 2/17/22 | 1,400 | 1,451 | |||
Total Capital International SA | 2.700% | 1/25/23 | 1,025 | 1,079 | |||
Total Capital International SA | 3.700% | 1/15/24 | 975 | 1,070 | |||
Total Capital International SA | 2.434% | 1/10/25 | 700 | 741 | |||
Total Capital International SA | 3.455% | 2/19/29 | 925 | 1,045 | |||
Total Capital International SA | 2.829% | 1/10/30 | 1,900 | 2,060 | |||
Total Capital International SA | 3.461% | 7/12/49 | 400 | 431 | |||
Total Capital International SA | 3.127% | 5/29/50 | 2,000 | 2,044 | |||
Total Capital SA | 4.250% | 12/15/21 | 300 | 316 | |||
Total Capital SA | 3.883% | 10/11/28 | 1,025 | 1,189 | |||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 920 | 937 | |||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 500 | 539 | |||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 1,000 | 1,178 | |||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 1,700 | 1,944 | |||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 1,900 | 2,156 | |||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 1,800 | 2,088 | |||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 800 | 913 | |||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 125 | 164 | |||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 1,350 | 1,798 | |||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 1,000 | 1,174 | |||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 1,130 | 1,481 | |||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 850 | 1,013 | |||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 2,645 | 3,278 | |||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 300 | 331 | |||
1 | Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 200 | 213 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 400 | 453 |
143 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
1 | Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 500 | 538 | ||
Valero Energy Corp. | 2.700% | 4/15/23 | 1,300 | 1,349 | |||
Valero Energy Corp. | 3.650% | 3/15/25 | 241 | 262 | |||
Valero Energy Corp. | 2.850% | 4/15/25 | 300 | 316 | |||
Valero Energy Corp. | 3.400% | 9/15/26 | 1,132 | 1,235 | |||
Valero Energy Corp. | 4.350% | 6/1/28 | 1,540 | 1,737 | |||
Valero Energy Corp. | 7.500% | 4/15/32 | 1,425 | 1,975 | |||
Valero Energy Corp. | 6.625% | 6/15/37 | 855 | 1,131 | |||
Valero Energy Partners LP | 4.375% | 12/15/26 | 200 | 226 | |||
Valero Energy Partners LP | 4.500% | 3/15/28 | 400 | 459 | |||
Williams Cos. Inc. | 4.000% | 11/15/21 | 425 | 431 | |||
Williams Cos. Inc. | 3.600% | 3/15/22 | 750 | 779 | |||
Williams Cos. Inc. | 3.350% | 8/15/22 | 500 | 521 | |||
Williams Cos. Inc. | 3.700% | 1/15/23 | 885 | 934 | �� | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 560 | 612 | |||
Williams Cos. Inc. | 4.550% | 6/24/24 | 2,500 | 2,766 | |||
Williams Cos. Inc. | 3.900% | 1/15/25 | 1,775 | 1,937 | |||
Williams Cos. Inc. | 4.000% | 9/15/25 | 1,100 | 1,218 | |||
Williams Cos. Inc. | 3.750% | 6/15/27 | 1,000 | 1,067 | |||
Williams Cos. Inc. | 3.500% | 11/15/30 | 2,100 | 2,224 | |||
Williams Cos. Inc. | 6.300% | 4/15/40 | 775 | 930 | |||
Williams Cos. Inc. | 5.800% | 11/15/43 | 925 | 1,053 | |||
Williams Cos. Inc. | 5.400% | 3/4/44 | 500 | 546 | |||
Williams Cos. Inc. | 4.900% | 1/15/45 | 325 | 351 | |||
Williams Cos. Inc. | 5.100% | 9/15/45 | 1,250 | 1,364 | |||
Williams Cos. Inc. | 4.850% | 3/1/48 | 475 | 525 | |||
Other Industrial (0.0%) | |||||||
5 | American University | 3.672% | 4/1/49 | 325 | 354 | ||
5 | Boston University | 4.061% | 10/1/48 | 220 | 282 | ||
California Institute of Technology | 4.700% | 11/1/11 | 950 | 1,351 | |||
California Institute of Technology | 3.650% | 9/1/19 | 200 | 221 | |||
CBRE Services Inc. | 5.250% | 3/15/25 | 350 | 394 | |||
CBRE Services Inc. | 4.875% | 3/1/26 | 625 | 709 | |||
Cintas Corp. No. 2 | 2.900% | 4/1/22 | 400 | 416 | |||
Cintas Corp. No. 2 | 3.250% | 6/1/22 | 150 | 157 | |||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 825 | 933 | |||
5 | Duke University | 2.832% | 10/1/55 | 1,000 | 1,055 | ||
Emory University | 2.143% | 9/1/30 | 600 | 621 | |||
Emory University | 2.969% | 9/1/50 | 150 | 161 | |||
Fluor Corp. | 3.500% | 12/15/24 | 530 | 451 | |||
Georgetown University | 4.315% | 4/1/49 | 278 | 352 | |||
Georgetown University | 2.943% | 4/1/50 | 240 | 240 | |||
Georgetown University | 5.215% | 10/1/18 | 243 | 334 | |||
5 | Johns Hopkins University | 4.083% | 7/1/53 | 490 | 605 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,075 | 1,339 | |||
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 370 | 416 | |||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 610 | 1,077 | |||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 700 | 1,053 | |||
5 | Northwestern University | 4.643% | 12/1/44 | 350 | 467 | ||
5 | Northwestern University | 3.662% | 12/1/57 | 200 | 248 | ||
President & Fellows of Harvard College | 3.619% | 10/1/37 | 500 | 607 | |||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 250 | 350 | |||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 400 | 463 | |||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 100 | 104 | |||
Steelcase Inc. | 5.125% | 1/18/29 | 335 | 355 | |||
5 | Trustees of Boston College | 3.129% | 7/1/52 | 300 | 341 | ||
5 | University of Chicago | 4.003% | 10/1/53 | 390 | 498 | ||
5 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 890 | 1,051 | ||
University of Notre Dame du Lac | 3.394% | 2/15/48 | 325 | 381 | |||
University of Pennsylvania | 4.674% | 9/1/12 | 600 | 870 | |||
5 | University of Southern California | 3.028% | 10/1/39 | 525 | 577 | ||
5 | University of Southern California | 3.841% | 10/1/47 | 500 | 628 | ||
University of Southern California | 3.226% | 10/1/20 | 100 | 104 |
144 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
5 | William Marsh Rice University | 3.574% | 5/15/45 | 715 | 833 | ||
Yale University | 0.873% | 4/15/25 | 325 | 327 | |||
Yale University | 1.482% | 4/15/30 | 325 | 328 | |||
Yale University | 2.402% | 4/15/50 | 375 | 385 | |||
Technology (1.0%) | |||||||
Adobe Inc. | 1.700% | 2/1/23 | 280 | 290 | |||
Adobe Inc. | 1.900% | 2/1/25 | 100 | 105 | |||
Adobe Inc. | 3.250% | 2/1/25 | 800 | 891 | |||
Adobe Inc. | 2.150% | 2/1/27 | 500 | 536 | |||
Adobe Inc. | 2.300% | 2/1/30 | 1,100 | 1,184 | |||
Alphabet Inc. | 1.998% | 8/15/26 | 1,500 | 1,611 | |||
Altera Corp. | 4.100% | 11/15/23 | 750 | 839 | |||
Amdocs Ltd. | 2.538% | 6/15/30 | 600 | 594 | |||
Analog Devices Inc. | 2.500% | 12/5/21 | 300 | 307 | |||
Analog Devices Inc. | 2.875% | 6/1/23 | 1,375 | 1,445 | |||
Analog Devices Inc. | 3.125% | 12/5/23 | 400 | 430 | |||
Analog Devices Inc. | 2.950% | 4/1/25 | 300 | 325 | |||
Analog Devices Inc. | 3.900% | 12/15/25 | 50 | 57 | |||
Analog Devices Inc. | 3.500% | 12/5/26 | 500 | 561 | |||
Apple Inc. | 1.550% | 8/4/21 | 1,400 | 1,418 | |||
Apple Inc. | 2.150% | 2/9/22 | 1,300 | 1,337 | |||
Apple Inc. | 2.500% | 2/9/22 | 1,250 | 1,291 | |||
Apple Inc. | 2.300% | 5/11/22 | 725 | 750 | |||
Apple Inc. | 2.700% | 5/13/22 | 1,725 | 1,798 | |||
Apple Inc. | 2.100% | 9/12/22 | 500 | 518 | |||
Apple Inc. | 2.400% | 1/13/23 | 725 | 761 | |||
Apple Inc. | 2.850% | 2/23/23 | 1,634 | 1,735 | |||
Apple Inc. | 2.400% | 5/3/23 | 3,790 | 4,006 | |||
Apple Inc. | 0.750% | 5/11/23 | 1,500 | 1,515 | |||
Apple Inc. | 3.000% | 2/9/24 | 1,375 | 1,487 | |||
Apple Inc. | 2.850% | 5/11/24 | 2,500 | 2,691 | |||
Apple Inc. | 1.800% | 9/11/24 | 1,500 | 1,568 | |||
Apple Inc. | 2.750% | 1/13/25 | 1,200 | 1,304 | |||
Apple Inc. | 1.125% | 5/11/25 | 5,000 | 5,098 | |||
Apple Inc. | 3.250% | 2/23/26 | 3,805 | 4,272 | |||
Apple Inc. | 2.450% | 8/4/26 | 500 | 542 | |||
Apple Inc. | 2.050% | 9/11/26 | 2,250 | 2,397 | |||
Apple Inc. | 3.350% | 2/9/27 | 200 | 227 | |||
Apple Inc. | 3.200% | 5/11/27 | 2,700 | 3,058 | |||
Apple Inc. | 2.900% | 9/12/27 | 1,531 | 1,711 | |||
Apple Inc. | 3.000% | 11/13/27 | 1,025 | 1,151 | |||
Apple Inc. | 2.200% | 9/11/29 | 1,425 | 1,523 | |||
Apple Inc. | 1.650% | 5/11/30 | 3,000 | 3,079 | |||
Apple Inc. | 4.500% | 2/23/36 | 825 | 1,089 | |||
Apple Inc. | 3.850% | 5/4/43 | 2,025 | 2,500 | |||
Apple Inc. | 4.450% | 5/6/44 | 625 | 833 | |||
Apple Inc. | 3.450% | 2/9/45 | 2,344 | 2,716 | |||
Apple Inc. | 4.375% | 5/13/45 | 1,275 | 1,684 | |||
Apple Inc. | 4.650% | 2/23/46 | 2,720 | 3,713 | |||
Apple Inc. | 3.850% | 8/4/46 | 1,350 | 1,679 | |||
Apple Inc. | 4.250% | 2/9/47 | 800 | 1,040 | |||
Apple Inc. | 3.750% | 9/12/47 | 1,842 | 2,206 | |||
Apple Inc. | 3.750% | 11/13/47 | 1,000 | 1,214 | |||
Apple Inc. | 2.950% | 9/11/49 | 1,600 | 1,741 | |||
Apple Inc. | 2.650% | 5/11/50 | 1,855 | 1,917 | |||
Applied Materials Inc. | 3.900% | 10/1/25 | 550 | 631 | |||
Applied Materials Inc. | 3.300% | 4/1/27 | 865 | 987 | |||
Applied Materials Inc. | 1.750% | 6/1/30 | 350 | 356 | |||
Applied Materials Inc. | 5.100% | 10/1/35 | 400 | 553 | |||
Applied Materials Inc. | 5.850% | 6/15/41 | 250 | 365 | |||
Applied Materials Inc. | 4.350% | 4/1/47 | 725 | 935 | |||
Applied Materials Inc. | 2.750% | 6/1/50 | 550 | 562 | |||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 325 | 334 |
145 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 400 | 427 | |||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 509 | 540 | |||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 300 | 324 | |||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 250 | 262 | |||
Autodesk Inc. | 3.600% | 12/15/22 | 100 | 105 | |||
Autodesk Inc. | 4.375% | 6/15/25 | 250 | 281 | |||
Autodesk Inc. | 3.500% | 6/15/27 | 375 | 424 | |||
Autodesk Inc. | 2.850% | 1/15/30 | 360 | 397 | |||
Avnet Inc. | 4.875% | 12/1/22 | 400 | 426 | |||
Avnet Inc. | 4.625% | 4/15/26 | 450 | 508 | |||
Baidu Inc. | 2.875% | 7/6/22 | 1,050 | 1,075 | |||
Baidu Inc. | 3.500% | 11/28/22 | 500 | 521 | |||
Baidu Inc. | 3.875% | 9/29/23 | 800 | 851 | |||
Baidu Inc. | 4.375% | 5/14/24 | 400 | 435 | |||
Baidu Inc. | 3.075% | 4/7/25 | 200 | 210 | |||
Baidu Inc. | 3.625% | 7/6/27 | 325 | 350 | |||
Baidu Inc. | 4.375% | 3/29/28 | 400 | 450 | |||
Baidu Inc. | 4.875% | 11/14/28 | 300 | 352 | |||
Baidu Inc. | 3.425% | 4/7/30 | 700 | 752 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 2.650% | 1/15/23 | 925 | 958 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.625% | 1/15/24 | 2,525 | 2,716 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.125% | 1/15/25 | 1,925 | 2,045 | |||
1 | Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.459% | 9/15/26 | 3,288 | 3,529 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 3,150 | 3,406 | |||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 1,000 | 1,057 | |||
1 | Broadcom Inc. | 3.125% | 10/15/22 | 1,200 | 1,251 | ||
1 | Broadcom Inc. | 2.250% | 11/15/23 | 700 | 722 | ||
1 | Broadcom Inc. | 3.625% | 10/15/24 | 1,377 | 1,496 | ||
1 | Broadcom Inc. | 4.700% | 4/15/25 | 1,600 | 1,801 | ||
1 | Broadcom Inc. | 3.150% | 11/15/25 | 2,000 | 2,125 | ||
1 | Broadcom Inc. | 4.250% | 4/15/26 | 1,600 | 1,782 | ||
1 | Broadcom Inc. | 4.110% | 9/15/28 | 1,865 | 2,040 | ||
1 | Broadcom Inc. | 4.750% | 4/15/29 | 2,325 | 2,638 | ||
1 | Broadcom Inc. | 5.000% | 4/15/30 | 1,700 | 1,955 | ||
1 | Broadcom Inc. | 4.150% | 11/15/30 | 2,000 | 2,174 | ||
1 | Broadcom Inc. | 4.300% | 11/15/32 | 1,500 | 1,656 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 320 | 353 | |||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 375 | 399 | |||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 279 | 311 | |||
Cisco Systems Inc. | 2.600% | 2/28/23 | 250 | 263 | |||
Cisco Systems Inc. | 2.200% | 9/20/23 | 500 | 527 | |||
Cisco Systems Inc. | 3.625% | 3/4/24 | 2,000 | 2,233 | |||
Cisco Systems Inc. | 2.950% | 2/28/26 | 550 | 619 | |||
Cisco Systems Inc. | 2.500% | 9/20/26 | 1,150 | 1,271 | |||
Cisco Systems Inc. | 5.900% | 2/15/39 | 1,400 | 2,083 | |||
Cisco Systems Inc. | 5.500% | 1/15/40 | 1,275 | 1,866 | |||
Citrix Systems Inc. | 4.500% | 12/1/27 | 300 | 344 | |||
Citrix Systems Inc. | 3.300% | 3/1/30 | 300 | 320 | |||
Corning Inc. | 2.900% | 5/15/22 | 625 | 646 | |||
Corning Inc. | 4.700% | 3/15/37 | 750 | 884 | |||
Corning Inc. | 5.750% | 8/15/40 | 665 | 865 | |||
Corning Inc. | 4.750% | 3/15/42 | 300 | 360 | |||
Corning Inc. | 4.375% | 11/15/57 | 650 | 743 | |||
Corning Inc. | 5.450% | 11/15/79 | 500 | 598 | |||
1 | Dell International LLC / EMC Corp. | 4.420% | 6/15/21 | 3,575 | 3,670 | ||
1 | Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 2,850 | 3,117 | ||
1 | Dell International LLC / EMC Corp. | 4.000% | 7/15/24 | 625 | 672 | ||
1 | Dell International LLC / EMC Corp. | 5.850% | 7/15/25 | 700 | 805 | ||
1 | Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 3,500 | 3,999 | ||
1 | Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 1,000 | 1,099 | ||
1 | Dell International LLC / EMC Corp. | 6.100% | 7/15/27 | 300 | 346 | ||
1 | Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 1,150 | 1,263 | ||
1 | Dell International LLC / EMC Corp. | 6.200% | 7/15/30 | 1,675 | 1,950 | ||
1 | Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 1,300 | 1,682 |
146 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
1 | Dell International LLC / EMC Corp. | 4.420% | 6/15/21 | 3,575 | 3,670 | ||
DXC Technology Co. | 4.000% | 4/15/23 | 300 | 314 | |||
DXC Technology Co. | 4.250% | 4/15/24 | 1,050 | 1,132 | |||
DXC Technology Co. | 4.125% | 4/15/25 | 3,370 | 3,593 | |||
Equifax Inc. | 3.600% | 8/15/21 | 125 | 129 | |||
Equifax Inc. | 3.950% | 6/15/23 | 225 | 244 | |||
Equifax Inc. | 2.600% | 12/1/24 | 200 | 212 | |||
Equifax Inc. | 2.600% | 12/15/25 | 375 | 399 | |||
Equifax Inc. | 3.100% | 5/15/30 | 445 | 473 | |||
Equinix Inc. | 2.625% | 11/18/24 | 800 | 852 | |||
Equinix Inc. | 1.250% | 7/15/25 | 500 | 500 | |||
Equinix Inc. | 5.875% | 1/15/26 | 500 | 527 | |||
Equinix Inc. | 2.900% | 11/18/26 | 500 | 538 | |||
Equinix Inc. | 5.375% | 5/15/27 | 500 | 542 | |||
Equinix Inc. | 1.800% | 7/15/27 | 400 | 399 | |||
Equinix Inc. | 3.200% | 11/18/29 | 1,000 | 1,084 | |||
Equinix Inc. | 2.150% | 7/15/30 | 825 | 816 | |||
Equinix Inc. | 3.000% | 7/15/50 | 400 | 390 | |||
Fidelity National Information Services Inc. | 3.500% | 4/15/23 | 530 | 568 | |||
Fidelity National Information Services Inc. | 3.875% | 6/5/24 | 588 | 649 | |||
Fidelity National Information Services Inc. | 3.000% | 8/15/26 | 993 | 1,100 | |||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 500 | 585 | |||
Fiserv Inc. | 3.800% | 10/1/23 | 1,000 | 1,092 | |||
Fiserv Inc. | 2.750% | 7/1/24 | 1,600 | 1,706 | |||
Fiserv Inc. | 3.850% | 6/1/25 | 1,467 | 1,656 | |||
Fiserv Inc. | 3.200% | 7/1/26 | 1,300 | 1,438 | |||
Fiserv Inc. | 2.250% | 6/1/27 | 800 | 838 | |||
Fiserv Inc. | 4.200% | 10/1/28 | 800 | 940 | |||
Fiserv Inc. | 3.500% | 7/1/29 | 2,505 | 2,815 | |||
Fiserv Inc. | 2.650% | 6/1/30 | 1,900 | 2,006 | |||
Fiserv Inc. | 4.400% | 7/1/49 | 1,650 | 1,996 | |||
Flex Ltd. | 5.000% | 2/15/23 | 500 | 539 | |||
Flex Ltd. | 4.750% | 6/15/25 | 25 | 28 | |||
Flex Ltd. | 4.875% | 6/15/29 | 200 | 219 | |||
Global Payments Inc. | 3.800% | 4/1/21 | 725 | 738 | |||
Global Payments Inc. | 3.750% | 6/1/23 | 500 | 536 | |||
Global Payments Inc. | 4.000% | 6/1/23 | 475 | 514 | |||
Global Payments Inc. | 2.650% | 2/15/25 | 650 | 690 | |||
Global Payments Inc. | 4.800% | 4/1/26 | 600 | 701 | |||
Global Payments Inc. | 4.450% | 6/1/28 | 300 | 348 | |||
Global Payments Inc. | 3.200% | 8/15/29 | 1,100 | 1,178 | |||
Global Payments Inc. | 2.900% | 5/15/30 | 500 | 523 | |||
Global Payments Inc. | 4.150% | 8/15/49 | 1,200 | 1,378 | |||
Hewlett Packard Enterprise Co. | 3.500% | 10/5/21 | 1,890 | 1,950 | |||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 1,151 | 1,232 | |||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 300 | 308 | |||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 900 | 984 | |||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 800 | 896 | |||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 1,600 | 1,847 | |||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 950 | 1,183 | |||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 1,050 | 1,287 | |||
HP Inc. | 4.050% | 9/15/22 | 401 | 429 | |||
HP Inc. | 2.200% | 6/17/25 | 1,175 | 1,210 | |||
HP Inc. | 3.000% | 6/17/27 | 1,750 | 1,834 | |||
HP Inc. | 3.400% | 6/17/30 | 1,500 | 1,539 | |||
HP Inc. | 6.000% | 9/15/41 | 610 | 719 | |||
IBM Credit LLC | 3.600% | 11/30/21 | 425 | 444 | |||
IBM Credit LLC | 2.200% | 9/8/22 | 750 | 777 | |||
IBM Credit LLC | 3.000% | 2/6/23 | 850 | 903 | |||
Intel Corp. | 3.300% | 10/1/21 | 1,425 | 1,478 | |||
Intel Corp. | 3.100% | 7/29/22 | 625 | 661 | |||
Intel Corp. | 2.700% | 12/15/22 | 768 | 812 | |||
Intel Corp. | 2.875% | 5/11/24 | 2,675 | 2,895 | |||
Intel Corp. | 3.400% | 3/25/25 | 1,050 | 1,177 |
147 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Intel Corp. | 3.700% | 7/29/25 | 2,005 | 2,281 | |||
Intel Corp. | 2.600% | 5/19/26 | 1,140 | 1,243 | |||
Intel Corp. | 3.750% | 3/25/27 | 1,000 | 1,160 | |||
Intel Corp. | 2.450% | 11/15/29 | 1,400 | 1,512 | |||
Intel Corp. | 3.900% | 3/25/30 | 2,240 | 2,711 | |||
Intel Corp. | 4.000% | 12/15/32 | 1,125 | 1,392 | |||
Intel Corp. | 4.600% | 3/25/40 | 1,100 | 1,453 | |||
Intel Corp. | 4.800% | 10/1/41 | 665 | 897 | |||
Intel Corp. | 4.100% | 5/19/46 | 1,050 | 1,325 | |||
Intel Corp. | 4.100% | 5/11/47 | 800 | 1,004 | |||
Intel Corp. | 3.734% | 12/8/47 | 2,200 | 2,646 | |||
Intel Corp. | 3.250% | 11/15/49 | 600 | 671 | |||
Intel Corp. | 4.750% | 3/25/50 | 1,535 | 2,162 | |||
Intel Corp. | 3.100% | 2/15/60 | 600 | 660 | |||
Intel Corp. | 4.950% | 3/25/60 | 755 | 1,107 | |||
International Business Machines Corp. | 2.850% | 5/13/22 | 2,200 | 2,301 | |||
International Business Machines Corp. | 1.875% | 8/1/22 | 1,900 | 1,953 | |||
International Business Machines Corp. | 2.875% | 11/9/22 | 1,150 | 1,212 | |||
International Business Machines Corp. | 3.375% | 8/1/23 | 1,100 | 1,191 | |||
International Business Machines Corp. | 3.625% | 2/12/24 | 1,400 | 1,541 | |||
International Business Machines Corp. | 3.000% | 5/15/24 | 2,500 | 2,702 | |||
International Business Machines Corp. | 3.450% | 2/19/26 | 900 | 1,013 | |||
International Business Machines Corp. | 3.300% | 5/15/26 | 2,365 | 2,659 | |||
International Business Machines Corp. | 1.700% | 5/15/27 | 1,000 | 1,021 | |||
International Business Machines Corp. | 3.500% | 5/15/29 | 2,900 | 3,340 | |||
International Business Machines Corp. | 1.950% | 5/15/30 | 2,000 | 2,038 | |||
International Business Machines Corp. | 4.150% | 5/15/39 | 1,350 | 1,635 | |||
International Business Machines Corp. | 5.600% | 11/30/39 | 514 | 728 | |||
International Business Machines Corp. | 2.850% | 5/15/40 | 970 | 1,004 | |||
International Business Machines Corp. | 4.000% | 6/20/42 | 730 | 876 | |||
International Business Machines Corp. | 4.250% | 5/15/49 | 2,200 | 2,743 | |||
International Business Machines Corp. | 2.950% | 5/15/50 | 970 | 996 | |||
Intuit Inc. | 0.650% | 7/15/23 | 300 | 301 | |||
Intuit Inc. | 0.950% | 7/15/25 | 400 | 401 | |||
Intuit Inc. | 1.350% | 7/15/27 | 400 | 401 | |||
Intuit Inc. | 1.650% | 7/15/30 | 400 | 401 | |||
Jabil Inc. | 3.950% | 1/12/28 | 400 | 431 | |||
Jabil Inc. | 3.600% | 1/15/30 | 500 | 524 | |||
Juniper Networks Inc. | 4.350% | 6/15/25 | 652 | 730 | |||
Juniper Networks Inc. | 3.750% | 8/15/29 | 1,000 | 1,114 | |||
Juniper Networks Inc. | 5.950% | 3/15/41 | 150 | 185 | |||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 734 | 819 | |||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 375 | 440 | |||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 425 | 459 | |||
KLA Corp. | 4.650% | 11/1/24 | 825 | 946 | |||
KLA Corp. | 4.100% | 3/15/29 | 300 | 353 | |||
KLA Corp. | 5.000% | 3/15/49 | 800 | 1,055 | |||
KLA Corp. | 3.300% | 3/1/50 | 200 | 206 | |||
Lam Research Corp. | 3.800% | 3/15/25 | 501 | 563 | |||
Lam Research Corp. | 3.750% | 3/15/26 | 600 | 687 | |||
Lam Research Corp. | 4.000% | 3/15/29 | 600 | 712 | |||
Lam Research Corp. | 1.900% | 6/15/30 | 600 | 612 | |||
Lam Research Corp. | 4.875% | 3/15/49 | 500 | 687 | |||
Lam Research Corp. | 2.875% | 6/15/50 | 500 | 514 | |||
Lam Research Corp. | 3.125% | 6/15/60 | 400 | 421 | |||
1 | Leidos Inc. | 2.950% | 5/15/23 | 375 | 390 | ||
1 | Leidos Inc. | 3.625% | 5/15/25 | 355 | 387 | ||
1 | Leidos Inc. | 4.375% | 5/15/30 | 1,200 | 1,350 | ||
Marvell Technology Group Ltd. | 4.200% | 6/22/23 | 425 | 454 | |||
Marvell Technology Group Ltd. | 4.875% | 6/22/28 | 300 | 360 | |||
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 400 | 420 | |||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 250 | 272 | |||
Microchip Technology Inc. | 4.333% | 6/1/23 | 500 | 540 | |||
Micron Technology Inc. | 4.640% | 2/6/24 | 275 | 303 |
148 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 275 | 316 | |||
Micron Technology Inc. | 4.185% | 2/15/27 | 750 | 840 | |||
Micron Technology Inc. | 5.327% | 2/6/29 | 575 | 688 | |||
Micron Technology Inc. | 4.663% | 2/15/30 | 300 | 349 | |||
Microsoft Corp. | 2.400% | 2/6/22 | 3,055 | 3,152 | |||
Microsoft Corp. | 2.375% | 2/12/22 | 1,600 | 1,653 | |||
Microsoft Corp. | 2.650% | 11/3/22 | 1,000 | 1,052 | |||
Microsoft Corp. | 2.375% | 5/1/23 | 250 | 264 | |||
Microsoft Corp. | 2.000% | 8/8/23 | 1,900 | 1,988 | |||
Microsoft Corp. | 2.875% | 2/6/24 | 1,713 | 1,849 | |||
Microsoft Corp. | 3.125% | 11/3/25 | 2,270 | 2,537 | |||
Microsoft Corp. | 2.400% | 8/8/26 | 2,700 | 2,945 | |||
Microsoft Corp. | 3.300% | 2/6/27 | 3,800 | 4,340 | |||
Microsoft Corp. | 3.500% | 2/12/35 | 1,325 | 1,612 | |||
Microsoft Corp. | 4.200% | 11/3/35 | 1,000 | 1,298 | |||
Microsoft Corp. | 3.450% | 8/8/36 | 950 | 1,144 | |||
Microsoft Corp. | 4.100% | 2/6/37 | 1,650 | 2,126 | |||
Microsoft Corp. | 3.500% | 11/15/42 | 1,510 | 1,804 | |||
Microsoft Corp. | 4.450% | 11/3/45 | 1,744 | 2,400 | |||
Microsoft Corp. | 3.700% | 8/8/46 | 3,075 | 3,845 | |||
Microsoft Corp. | 4.250% | 2/6/47 | 1,150 | 1,562 | |||
Microsoft Corp. | 2.525% | 6/1/50 | 4,365 | 4,509 | |||
Microsoft Corp. | 4.000% | 2/12/55 | 2,375 | 3,040 | |||
Microsoft Corp. | 3.950% | 8/8/56 | 496 | 637 | |||
Microsoft Corp. | 2.675% | 6/1/60 | 3,807 | 3,973 | |||
Motorola Solutions Inc. | 3.750% | 5/15/22 | 338 | 355 | |||
Motorola Solutions Inc. | 3.500% | 3/1/23 | 1,200 | 1,271 | |||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 300 | 331 | |||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 550 | 625 | |||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 500 | 577 | |||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 300 | 339 | |||
NetApp Inc. | 3.375% | 6/15/21 | 850 | 870 | |||
NetApp Inc. | 3.300% | 9/29/24 | 300 | 321 | |||
NetApp Inc. | 1.875% | 6/22/25 | 500 | 507 | |||
NetApp Inc. | 2.375% | 6/22/27 | 400 | 405 | |||
NetApp Inc. | 2.700% | 6/22/30 | 600 | 601 | |||
NVIDIA Corp. | 2.200% | 9/16/21 | 815 | 831 | |||
NVIDIA Corp. | 3.200% | 9/16/26 | 764 | 865 | |||
NVIDIA Corp. | 2.850% | 4/1/30 | 1,150 | 1,278 | |||
NVIDIA Corp. | 3.500% | 4/1/40 | 700 | 815 | |||
NVIDIA Corp. | 3.500% | 4/1/50 | 1,465 | 1,671 | |||
NVIDIA Corp. | 3.700% | 4/1/60 | 350 | 410 | |||
1 | NXP BV / NXP Funding LLC | 4.875% | 3/1/24 | 800 | 896 | ||
1 | NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 787 | 931 | ||
1 | NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 675 | 822 | ||
1 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.875% | 6/18/26 | 300 | 334 | ||
1 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.150% | 5/1/27 | 930 | 981 | ||
1 | NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 750 | 849 | ||
1 | NXP BV / NXP Funding LLC / NXP USA Inc. | 3.400% | 5/1/30 | 1,100 | 1,183 | ||
Oracle Corp. | 1.900% | 9/15/21 | 6,800 | 6,915 | |||
Oracle Corp. | 2.500% | 5/15/22 | 1,037 | 1,072 | |||
Oracle Corp. | 2.400% | 9/15/23 | 1,720 | 1,808 | |||
Oracle Corp. | 3.400% | 7/8/24 | 1,100 | 1,204 | |||
Oracle Corp. | 2.950% | 11/15/24 | 1,510 | 1,638 | |||
Oracle Corp. | 2.500% | 4/1/25 | 3,143 | 3,369 | |||
Oracle Corp. | 2.650% | 7/15/26 | 5,000 | 5,393 | |||
Oracle Corp. | 2.800% | 4/1/27 | 1,800 | 1,962 | |||
Oracle Corp. | 2.950% | 4/1/30 | 3,675 | 4,091 | |||
Oracle Corp. | 3.250% | 5/15/30 | 275 | 312 | |||
Oracle Corp. | 4.300% | 7/8/34 | 1,350 | 1,682 | |||
Oracle Corp. | 3.900% | 5/15/35 | 1,375 | 1,660 | |||
Oracle Corp. | 3.850% | 7/15/36 | 780 | 912 | |||
Oracle Corp. | 3.800% | 11/15/37 | 1,425 | 1,666 | |||
Oracle Corp. | 6.125% | 7/8/39 | 500 | 739 |
149 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Oracle Corp. | 3.600% | 4/1/40 | 2,400 | 2,708 | |||
Oracle Corp. | 5.375% | 7/15/40 | 2,660 | 3,682 | |||
Oracle Corp. | 4.500% | 7/8/44 | 685 | 855 | |||
Oracle Corp. | 4.125% | 5/15/45 | 1,025 | 1,223 | |||
Oracle Corp. | 4.000% | 7/15/46 | 2,340 | 2,745 | |||
Oracle Corp. | 4.000% | 11/15/47 | 1,575 | 1,864 | |||
Oracle Corp. | 3.600% | 4/1/50 | 3,600 | 4,020 | |||
Oracle Corp. | 4.375% | 5/15/55 | 650 | 823 | |||
Oracle Corp. | 3.850% | 4/1/60 | 3,000 | 3,511 | |||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 800 | 827 | |||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 300 | 305 | |||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 400 | 424 | |||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 400 | 414 | |||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 900 | 972 | |||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 1,000 | 1,086 | |||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 900 | 934 | |||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 1,000 | 1,087 | |||
QUALCOMM Inc. | 3.000% | 5/20/22 | 1,625 | 1,698 | |||
QUALCOMM Inc. | 2.600% | 1/30/23 | 1,250 | 1,311 | |||
QUALCOMM Inc. | 2.900% | 5/20/24 | 1,225 | 1,320 | |||
QUALCOMM Inc. | 3.450% | 5/20/25 | 2,230 | 2,487 | |||
QUALCOMM Inc. | 3.250% | 5/20/27 | 1,150 | 1,301 | |||
QUALCOMM Inc. | 2.150% | 5/20/30 | 1,400 | 1,456 | |||
QUALCOMM Inc. | 4.650% | 5/20/35 | 800 | 1,066 | |||
QUALCOMM Inc. | 4.800% | 5/20/45 | 1,000 | 1,298 | |||
QUALCOMM Inc. | 4.300% | 5/20/47 | 1,375 | 1,711 | |||
QUALCOMM Inc. | 3.250% | 5/20/50 | 500 | 542 | |||
salesforce.com Inc. | 3.250% | 4/11/23 | 825 | 885 | |||
salesforce.com Inc. | 3.700% | 4/11/28 | 1,175 | 1,365 | |||
Seagate HDD Cayman | 4.750% | 6/1/23 | 244 | 260 | |||
Seagate HDD Cayman | 4.875% | 3/1/24 | 375 | 403 | |||
Seagate HDD Cayman | 4.750% | 1/1/25 | 771 | 826 | |||
1 | Seagate HDD Cayman | 4.125% | 1/15/31 | 300 | 315 | ||
Seagate HDD Cayman | 5.750% | 12/1/34 | 300 | 331 | |||
Texas Instruments Inc. | 1.850% | 5/15/22 | 500 | 513 | |||
Texas Instruments Inc. | 2.625% | 5/15/24 | 225 | 242 | |||
Texas Instruments Inc. | 1.375% | 3/12/25 | 900 | 924 | |||
Texas Instruments Inc. | 2.900% | 11/3/27 | 400 | 447 | |||
Texas Instruments Inc. | 2.250% | 9/4/29 | 600 | 636 | |||
Texas Instruments Inc. | 1.750% | 5/4/30 | 560 | 569 | |||
Texas Instruments Inc. | 3.875% | 3/15/39 | 600 | 741 | |||
Texas Instruments Inc. | 4.150% | 5/15/48 | 1,225 | 1,580 | |||
Trimble Inc. | 4.150% | 6/15/23 | 100 | 106 | |||
Trimble Inc. | 4.750% | 12/1/24 | 300 | 326 | |||
Trimble Inc. | 4.900% | 6/15/28 | 400 | 459 | |||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 725 | 756 | |||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,000 | 1,081 | |||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 450 | 490 | |||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 550 | 838 | |||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 1,300 | 1,386 | |||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 125 | 141 | |||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 900 | 1,054 | |||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 600 | 822 | |||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 600 | 675 | |||
VMware Inc. | 2.950% | 8/21/22 | 1,310 | 1,360 | |||
VMware Inc. | 4.500% | 5/15/25 | 1,086 | 1,183 | |||
VMware Inc. | 4.650% | 5/15/27 | 400 | 443 | |||
VMware Inc. | 3.900% | 8/21/27 | 1,050 | 1,111 | |||
VMware Inc. | 4.700% | 5/15/30 | 610 | 677 | |||
Xilinx Inc. | 2.950% | 6/1/24 | 500 | 537 | |||
Xilinx Inc. | 2.375% | 6/1/30 | 550 | 567 | |||
Transportation (0.3%) | |||||||
5 | American Airlines 2013-1 Class A Pass Through Trust | 4.000% | 1/15/27 | 152 | 115 |
150 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
5 | American Airlines 2014-1 Class A Pass Through Trust | 3.700% | 4/1/28 | 351 | 295 | ||
5 | American Airlines 2015-1 Class A Pass Through Trust | 3.375% | 11/1/28 | 677 | 565 | ||
5 | American Airlines 2015-2 Class AA Pass Through Trust | 3.600% | 9/22/27 | 231 | 217 | ||
5 | American Airlines 2016-1 Class AA Pass Through Trust | 3.575% | 1/15/28 | 375 | 359 | ||
5 | American Airlines 2016-2 Class AA Pass Through Trust | 3.200% | 12/15/29 | 832 | 775 | ||
5 | American Airlines 2016-3 Class A Pass Through Trust | 3.250% | 4/15/30 | 127 | 103 | ||
5 | American Airlines 2016-3 Class AA Pass Through Trust | 3.000% | 10/15/28 | 191 | 173 | ||
5 | American Airlines 2017-1 Class AA Pass Through Trust | 3.650% | 8/15/30 | 426 | 405 | ||
5 | American Airlines 2017-2 Class AA Pass Through Trust | 3.350% | 10/15/29 | 357 | 332 | ||
5 | American Airlines 2019-1 Class AA Pass Through Trust | 3.150% | 8/15/33 | 217 | 199 | ||
5 | BNSF Funding Trust I | 6.613% | 12/15/55 | 325 | 352 | ||
Burlington Northern Santa Fe LLC | 4.100% | 6/1/21 | 410 | 420 | |||
Burlington Northern Santa Fe LLC | 3.450% | 9/15/21 | 410 | 422 | |||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 425 | 442 | |||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 240 | 251 | |||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 625 | 661 | |||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 625 | 684 | |||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 400 | 442 | |||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 400 | 441 | |||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 250 | 274 | |||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 275 | 313 | |||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 700 | 917 | |||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 375 | 425 | |||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 125 | 181 | |||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 400 | 593 | |||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 625 | 883 | |||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 375 | 495 | |||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 925 | 1,273 | |||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 200 | 265 | |||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 575 | 723 | |||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 500 | 628 | |||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 850 | 1,093 | |||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 500 | 687 | |||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 800 | 1,083 | |||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 600 | 774 | |||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 500 | 618 | |||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 600 | 793 | |||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 550 | 668 | |||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 225 | 279 | |||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,250 | 1,557 | |||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 575 | 721 | |||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 720 | 773 | |||
Canadian National Railway Co. | 2.850% | 12/15/21 | 525 | 539 | |||
Canadian National Railway Co. | 2.950% | 11/21/24 | 288 | 306 | |||
Canadian National Railway Co. | 2.750% | 3/1/26 | 375 | 407 | |||
Canadian National Railway Co. | 6.250% | 8/1/34 | 350 | 522 | |||
Canadian National Railway Co. | 6.200% | 6/1/36 | 350 | 524 | |||
Canadian National Railway Co. | 6.375% | 11/15/37 | 350 | 516 | |||
Canadian National Railway Co. | 2.450% | 5/1/50 | 1,200 | 1,149 | |||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 430 | 460 | |||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 100 | 108 | |||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 400 | 409 | |||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 275 | 392 | |||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 425 | 545 | |||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 775 | 1,127 | |||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 175 | 231 | |||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 755 | 1,152 | |||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 100 | 114 | |||
5 | Continental Airlines 2012-1 Class A Pass Through Trust | 4.150% | 10/11/25 | 590 | 543 | ||
5 | Continental Airlines 2012-2 Class A Pass Through Trust | 4.000% | 4/29/26 | 439 | 399 | ||
CSX Corp. | 3.700% | 11/1/23 | 200 | 220 | |||
CSX Corp. | 3.400% | 8/1/24 | 400 | 440 |
151 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
CSX Corp. | 3.350% | 11/1/25 | 400 | 449 | |||
CSX Corp. | 3.250% | 6/1/27 | 650 | 727 | |||
CSX Corp. | 3.800% | 3/1/28 | 1,275 | 1,468 | |||
CSX Corp. | 4.250% | 3/15/29 | 900 | 1,079 | |||
CSX Corp. | 2.400% | 2/15/30 | 2,525 | 2,669 | |||
CSX Corp. | 6.150% | 5/1/37 | 1,000 | 1,400 | |||
CSX Corp. | 6.220% | 4/30/40 | 599 | 871 | |||
CSX Corp. | 5.500% | 4/15/41 | 725 | 1,005 | |||
CSX Corp. | 4.750% | 5/30/42 | 460 | 591 | |||
CSX Corp. | 4.400% | 3/1/43 | 93 | 115 | |||
CSX Corp. | 4.100% | 3/15/44 | 800 | 975 | |||
CSX Corp. | 3.800% | 11/1/46 | 400 | 460 | |||
CSX Corp. | 4.300% | 3/1/48 | 1,000 | 1,244 | |||
CSX Corp. | 4.500% | 3/15/49 | 900 | 1,159 | |||
CSX Corp. | 3.800% | 4/15/50 | 930 | 1,105 | |||
CSX Corp. | 4.250% | 11/1/66 | 500 | 603 | |||
CSX Corp. | 4.650% | 3/1/68 | 275 | 357 | |||
5 | Delta Air Lines 2007-1 Class A Pass Through Trust | 6.821% | 2/10/24 | 238 | 229 | ||
5 | Delta Air Lines 2015-1 Class AA Pass Through Trust | 3.625% | 7/30/27 | 302 | 296 | ||
5 | Delta Air Lines 2019-1 Class AA Pass Through Trust | 3.204% | 4/25/24 | 430 | 426 | ||
5 | Delta Air Lines 2020-1 Class AA Pass Through Trust | 2.000% | 6/10/28 | 400 | 383 | ||
FedEx Corp. | 2.625% | 8/1/22 | 1,470 | 1,530 | |||
FedEx Corp. | 4.000% | 1/15/24 | 450 | 498 | |||
FedEx Corp. | 3.250% | 4/1/26 | 500 | 542 | |||
FedEx Corp. | 3.300% | 3/15/27 | 350 | 376 | |||
FedEx Corp. | 3.400% | 2/15/28 | 1,000 | 1,082 | |||
FedEx Corp. | 3.100% | 8/5/29 | 825 | 880 | |||
FedEx Corp. | 4.250% | 5/15/30 | 1,600 | 1,826 | |||
FedEx Corp. | 3.900% | 2/1/35 | 200 | 216 | |||
FedEx Corp. | 3.875% | 8/1/42 | 200 | 202 | |||
FedEx Corp. | 4.100% | 4/15/43 | 300 | 307 | |||
FedEx Corp. | 5.100% | 1/15/44 | 600 | 700 | |||
FedEx Corp. | 4.750% | 11/15/45 | 975 | 1,095 | |||
FedEx Corp. | 4.550% | 4/1/46 | 1,150 | 1,240 | |||
FedEx Corp. | 4.400% | 1/15/47 | 800 | 852 | |||
FedEx Corp. | 4.050% | 2/15/48 | 700 | 719 | |||
FedEx Corp. | 4.950% | 10/17/48 | 750 | 870 | |||
FedEx Corp. | 5.250% | 5/15/50 | 900 | 1,101 | |||
FedEx Corp. | 4.500% | 2/1/65 | 150 | 153 | |||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 400 | 416 | |||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 150 | 171 | |||
5 | JetBlue 2019-1 Class AA Pass Through Trust | 2.750% | 5/15/32 | 494 | 443 | ||
Kansas City Southern | 3.000% | 5/15/23 | 400 | 409 | |||
Kansas City Southern | 2.875% | 11/15/29 | 350 | 369 | |||
Kansas City Southern | 4.300% | 5/15/43 | 250 | 298 | |||
Kansas City Southern | 4.950% | 8/15/45 | 400 | 514 | |||
Kansas City Southern | 3.500% | 5/1/50 | 1,400 | 1,535 | |||
Kirby Corp. | 4.200% | 3/1/28 | 1,200 | 1,208 | |||
Norfolk Southern Corp. | 3.250% | 12/1/21 | 325 | 335 | |||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 475 | 494 | |||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 780 | 823 | |||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 200 | 219 | |||
Norfolk Southern Corp. | 5.590% | 5/17/25 | 164 | 197 | |||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 75 | 85 | |||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 100 | 139 | |||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 125 | 139 | |||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 450 | 522 | |||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 700 | 745 | |||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 565 | 725 | |||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 425 | 494 | |||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 775 | 973 | |||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 300 | 388 | |||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 150 | 179 | |||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 50 | 62 |
152 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 315 | 390 | |||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 330 | 363 | |||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 1,200 | 1,241 | |||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 973 | 1,166 | |||
1 | Norfolk Southern Corp. | 3.155% | 5/15/55 | 256 | 262 | ||
Ryder System Inc. | 2.250% | 9/1/21 | 100 | 101 | |||
Ryder System Inc. | 2.875% | 6/1/22 | 350 | 362 | |||
Ryder System Inc. | 3.400% | 3/1/23 | 350 | 367 | |||
Ryder System Inc. | 3.750% | 6/9/23 | 1,490 | 1,585 | |||
Ryder System Inc. | 3.650% | 3/18/24 | 550 | 584 | |||
Ryder System Inc. | 2.500% | 9/1/24 | 250 | 258 | |||
Ryder System Inc. | 4.625% | 6/1/25 | 81 | 90 | |||
Ryder System Inc. | 2.900% | 12/1/26 | 325 | 335 | |||
Southwest Airlines Co. | 2.750% | 11/16/22 | 100 | 101 | |||
Southwest Airlines Co. | 4.750% | 5/4/23 | 675 | 694 | |||
Southwest Airlines Co. | 5.250% | 5/4/25 | 200 | 211 | |||
Southwest Airlines Co. | 3.000% | 11/15/26 | 400 | 390 | |||
Southwest Airlines Co. | 5.125% | 6/15/27 | 975 | 1,016 | |||
Southwest Airlines Co. | 3.450% | 11/16/27 | 240 | 235 | |||
Southwest Airlines Co. | 2.625% | 2/10/30 | 350 | 314 | |||
5 | Southwest Airlines Co. 2007-1 Pass Through Trust | 6.150% | 2/1/24 | 51 | 51 | ||
5 | Spirit Airlines Class A Pass Through Certificates Series 2015-1 | 4.100% | 10/1/29 | 238 | 201 | ||
Union Pacific Corp. | 2.950% | 3/1/22 | 400 | 416 | |||
Union Pacific Corp. | 4.163% | 7/15/22 | 100 | 106 | |||
Union Pacific Corp. | 2.950% | 1/15/23 | 650 | 686 | |||
Union Pacific Corp. | 2.750% | 4/15/23 | 200 | 211 | |||
Union Pacific Corp. | 3.500% | 6/8/23 | 600 | 649 | |||
Union Pacific Corp. | 3.646% | 2/15/24 | 325 | 355 | |||
Union Pacific Corp. | 3.150% | 3/1/24 | 400 | 434 | |||
Union Pacific Corp. | 3.250% | 1/15/25 | 400 | 438 | |||
Union Pacific Corp. | 3.750% | 7/15/25 | 600 | 680 | |||
Union Pacific Corp. | 3.250% | 8/15/25 | 900 | 999 | |||
Union Pacific Corp. | 2.750% | 3/1/26 | 648 | 705 | |||
Union Pacific Corp. | 2.150% | 2/5/27 | 400 | 423 | |||
Union Pacific Corp. | 3.000% | 4/15/27 | 240 | 265 | |||
Union Pacific Corp. | 3.950% | 9/10/28 | 800 | 945 | |||
Union Pacific Corp. | 3.700% | 3/1/29 | 800 | 934 | |||
Union Pacific Corp. | 2.400% | 2/5/30 | 1,475 | 1,568 | |||
Union Pacific Corp. | 3.375% | 2/1/35 | 900 | 1,028 | |||
Union Pacific Corp. | 3.600% | 9/15/37 | 708 | 783 | |||
Union Pacific Corp. | 4.375% | 9/10/38 | 625 | 769 | |||
Union Pacific Corp. | 4.250% | 4/15/43 | 400 | 487 | |||
Union Pacific Corp. | 4.150% | 1/15/45 | 400 | 485 | |||
Union Pacific Corp. | 4.050% | 11/15/45 | 250 | 301 | |||
Union Pacific Corp. | 3.350% | 8/15/46 | 550 | 591 | |||
Union Pacific Corp. | 4.300% | 3/1/49 | 1,400 | 1,777 | |||
Union Pacific Corp. | 3.250% | 2/5/50 | 850 | 926 | |||
Union Pacific Corp. | 3.799% | 10/1/51 | 1,082 | 1,274 | |||
Union Pacific Corp. | 3.950% | 8/15/59 | 425 | 496 | |||
Union Pacific Corp. | 3.839% | 3/20/60 | 1,106 | 1,295 | |||
Union Pacific Corp. | 4.375% | 11/15/65 | 800 | 997 | |||
Union Pacific Corp. | 4.100% | 9/15/67 | 350 | 419 | |||
Union Pacific Corp. | 3.750% | 2/5/70 | 400 | 443 | |||
5 | United Airlines 2013-1 Class A Pass Through Trust | 4.300% | 2/15/27 | 509 | 463 | ||
5 | United Airlines 2014-1 Class A Pass Through Trust | 4.000% | 10/11/27 | 543 | 489 | ||
5 | United Airlines 2015-1 Class A Pass Through Trust | 3.700% | 6/1/24 | 200 | 180 | ||
5 | United Airlines 2015-1 Class AA Pass Through Trust | 3.450% | 12/1/27 | 222 | 215 | ||
5 | United Airlines 2016-1 Class A Pass Through Trust | 3.450% | 1/7/30 | 347 | 290 | ||
5 | United Airlines 2016-1 Class AA Pass Through Trust | 3.100% | 7/7/28 | 477 | 451 | ||
5 | United Airlines 2019-1 Class AA Pass Through Trust | 4.150% | 8/25/31 | 444 | 424 | ||
5 | United Airlines 2019-2 Class AA Pass Through Trust | 2.700% | 11/1/33 | 475 | 423 | ||
United Parcel Service Inc. | 2.450% | 10/1/22 | 800 | 834 | |||
United Parcel Service Inc. | 2.800% | 11/15/24 | 950 | 1,030 |
153 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 1,575 | 1,708 | |||
United Parcel Service Inc. | 3.050% | 11/15/27 | 750 | 847 | |||
United Parcel Service Inc. | 2.500% | 9/1/29 | 400 | 435 | |||
United Parcel Service Inc. | 4.450% | 4/1/30 | 1,000 | 1,247 | |||
United Parcel Service Inc. | 6.200% | 1/15/38 | 505 | 748 | |||
United Parcel Service Inc. | 5.200% | 4/1/40 | 465 | 637 | |||
United Parcel Service Inc. | 4.875% | 11/15/40 | 350 | 463 | |||
United Parcel Service Inc. | 3.625% | 10/1/42 | 300 | 342 | |||
United Parcel Service Inc. | 3.400% | 11/15/46 | 390 | 422 | |||
United Parcel Service Inc. | 4.250% | 3/15/49 | 800 | 994 | |||
United Parcel Service Inc. | 3.400% | 9/1/49 | 200 | 220 | |||
United Parcel Service Inc. | 5.300% | 4/1/50 | 1,870 | 2,685 | |||
5 | US Airways 2013-1 Class A Pass Through Trust | 3.950% | 5/15/27 | 123 | 103 | ||
3,109,451 | |||||||
Utilities (0.9%) | |||||||
Electric (0.8%) | |||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 300 | 310 | |||
AEP Texas Inc. | 3.950% | 6/1/28 | 400 | 455 | |||
AEP Texas Inc. | 3.800% | 10/1/47 | 250 | 282 | |||
AEP Texas Inc. | 3.450% | 1/15/50 | 2,379 | 2,548 | |||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 200 | 223 | |||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 325 | 388 | |||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 450 | 514 | |||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 325 | 404 | |||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 270 | 319 | |||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 70 | 75 | |||
AEP Transmission Co. LLC | 3.650% | 4/1/50 | 300 | 346 | |||
Alabama Power Co. | 2.450% | 3/30/22 | 975 | 1,006 | |||
Alabama Power Co. | 3.550% | 12/1/23 | 700 | 768 | |||
Alabama Power Co. | 6.000% | 3/1/39 | 100 | 144 | |||
Alabama Power Co. | 3.850% | 12/1/42 | 125 | 145 | |||
Alabama Power Co. | 4.150% | 8/15/44 | 300 | 358 | |||
Alabama Power Co. | 3.750% | 3/1/45 | 570 | 646 | |||
Alabama Power Co. | 4.300% | 1/2/46 | 300 | 368 | |||
Alabama Power Co. | 3.700% | 12/1/47 | 325 | 371 | |||
Alabama Power Co. | 3.450% | 10/1/49 | 1,500 | 1,664 | |||
Ameren Corp. | 3.650% | 2/15/26 | 440 | 494 | |||
Ameren Corp. | 3.500% | 1/15/31 | 480 | 537 | |||
Ameren Illinois Co. | 2.700% | 9/1/22 | 250 | 259 | |||
Ameren Illinois Co. | 3.250% | 3/1/25 | 275 | 302 | |||
Ameren Illinois Co. | 3.800% | 5/15/28 | 350 | 403 | |||
Ameren Illinois Co. | 4.150% | 3/15/46 | 475 | 583 | |||
Ameren Illinois Co. | 3.700% | 12/1/47 | 350 | 405 | |||
Ameren Illinois Co. | 3.250% | 3/15/50 | 240 | 266 | |||
American Electric Power Co. Inc. | 3.650% | 12/1/21 | 425 | 443 | |||
Appalachian Power Co. | 3.400% | 6/1/25 | 400 | 439 | |||
Appalachian Power Co. | 7.000% | 4/1/38 | 260 | 387 | |||
Appalachian Power Co. | 4.400% | 5/15/44 | 575 | 685 | |||
Appalachian Power Co. | 4.500% | 3/1/49 | 900 | 1,097 | |||
Appalachian Power Co. | 3.700% | 5/1/50 | 300 | 331 | |||
Arizona Public Service Co. | 3.150% | 5/15/25 | 500 | 545 | |||
Arizona Public Service Co. | 2.950% | 9/15/27 | 300 | 322 | |||
Arizona Public Service Co. | 5.050% | 9/1/41 | 525 | 670 | |||
Arizona Public Service Co. | 4.500% | 4/1/42 | 325 | 394 | |||
Arizona Public Service Co. | 4.350% | 11/15/45 | 50 | 60 | |||
Arizona Public Service Co. | 3.750% | 5/15/46 | 895 | 993 | |||
Arizona Public Service Co. | 3.350% | 5/15/50 | 300 | 318 | |||
Avangrid Inc. | 3.150% | 12/1/24 | 957 | 1,036 | |||
Avista Corp. | 4.350% | 6/1/48 | 300 | 374 | |||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 900 | 961 | |||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 225 | 240 | |||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 725 | 1,075 | |||
Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 250 | 277 |
154 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 300 | 304 | |||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 150 | 158 | |||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 250 | 274 | |||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 250 | 277 | |||
1 | Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 500 | 570 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 500 | 560 | |||
1 | Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 1,500 | 1,746 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 1,000 | 1,435 | |||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 450 | 628 | |||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 950 | 1,281 | |||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 405 | 507 | |||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 250 | 290 | |||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 350 | 447 | |||
1 | Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 500 | 628 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 250 | 273 | |||
Black Hills Corp. | 3.150% | 1/15/27 | 325 | 341 | |||
Black Hills Corp. | 3.050% | 10/15/29 | 170 | 180 | |||
Black Hills Corp. | 4.350% | 5/1/33 | 350 | 391 | |||
Black Hills Corp. | 4.200% | 9/15/46 | 250 | 265 | |||
Black Hills Corp. | 3.875% | 10/15/49 | 240 | 256 | |||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 250 | 257 | |||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 150 | 154 | |||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 700 | 791 | |||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 325 | 394 | |||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 600 | 766 | |||
CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 200 | 206 | |||
CenterPoint Energy Inc. | 3.600% | 11/1/21 | 300 | 311 | |||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 400 | 413 | |||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 500 | 546 | |||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 400 | 421 | |||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 375 | 436 | |||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 850 | 904 | |||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 100 | 108 | |||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 425 | 448 | |||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 275 | 288 | |||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 1,275 | 1,492 | |||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 325 | 416 | |||
CMS Energy Corp. | 5.050% | 3/15/22 | 500 | 528 | |||
CMS Energy Corp. | 3.450% | 8/15/27 | 300 | 328 | |||
CMS Energy Corp. | 4.875% | 3/1/44 | 275 | 351 | |||
5 | CMS Energy Corp. | 4.750% | 6/1/50 | 400 | 410 | ||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 275 | 301 | |||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 500 | 711 | |||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 750 | 1,124 | |||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 825 | 1,074 | |||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 625 | 728 | |||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 400 | 508 | |||
Commonwealth Edison Co. | 3.750% | 8/15/47 | 500 | 592 | |||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 275 | 337 | |||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 700 | 882 | |||
Commonwealth Edison Co. | 3.200% | 11/15/49 | 250 | 277 | |||
Commonwealth Edison Co. | 3.000% | 3/1/50 | 250 | 263 | |||
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 1,310 | 1,362 | |||
Connecticut Light & Power Co. | 3.200% | 3/15/27 | 250 | 274 | |||
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 375 | 467 | |||
Connecticut Light & Power Co. | 4.150% | 6/1/45 | 75 | 91 | |||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 625 | 763 | |||
Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 275 | 302 | |||
Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 2,000 | 2,265 | |||
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 300 | 400 | |||
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 860 | 1,157 | |||
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 300 | 417 | |||
Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 400 | 604 | |||
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 950 | 1,321 |
155 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 550 | 628 | |||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 610 | 743 | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 375 | 464 | |||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 340 | 389 | |||
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 750 | 865 | |||
Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 1,000 | 1,185 | |||
Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 75 | 90 | |||
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 375 | 435 | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 500 | 626 | |||
Consumers Energy Co. | 2.850% | 5/15/22 | 250 | 259 | |||
Consumers Energy Co. | 3.375% | 8/15/23 | 225 | 243 | |||
Consumers Energy Co. | 3.800% | 11/15/28 | 250 | 296 | |||
Consumers Energy Co. | 3.950% | 5/15/43 | 500 | 604 | |||
Consumers Energy Co. | 3.250% | 8/15/46 | 550 | 609 | |||
Consumers Energy Co. | 3.950% | 7/15/47 | 500 | 618 | |||
Consumers Energy Co. | 4.050% | 5/15/48 | 500 | 631 | |||
Consumers Energy Co. | 4.350% | 4/15/49 | 530 | 705 | |||
Consumers Energy Co. | 3.100% | 8/15/50 | 467 | 520 | |||
Consumers Energy Co. | 3.500% | 8/1/51 | 850 | 993 | |||
Consumers Energy Co. | 2.500% | 5/1/60 | 450 | 423 | |||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 125 | 135 | |||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 600 | 727 | |||
Dominion Energy Inc. | 2.715% | 8/15/21 | 250 | 255 | |||
Dominion Energy Inc. | 2.750% | 1/15/22 | 350 | 363 | |||
Dominion Energy Inc. | 2.750% | 9/15/22 | 100 | 104 | |||
Dominion Energy Inc. | 3.071% | 8/15/24 | 500 | 531 | |||
Dominion Energy Inc. | 3.900% | 10/1/25 | 425 | 478 | |||
Dominion Energy Inc. | 2.850% | 8/15/26 | 500 | 527 | |||
Dominion Energy Inc. | 3.375% | 4/1/30 | 2,300 | 2,541 | |||
Dominion Energy Inc. | 6.300% | 3/15/33 | 500 | 693 | |||
Dominion Energy Inc. | 5.250% | 8/1/33 | 200 | 242 | |||
Dominion Energy Inc. | 7.000% | 6/15/38 | 300 | 427 | |||
Dominion Energy Inc. | 4.900% | 8/1/41 | 890 | 1,098 | |||
Dominion Energy Inc. | 4.050% | 9/15/42 | 400 | 451 | |||
Dominion Energy Inc. | 4.600% | 3/15/49 | 500 | 629 | |||
5 | Dominion Energy Inc. | 5.750% | 10/1/54 | 375 | 379 | ||
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 375 | 540 | |||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 450 | 644 | |||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 250 | 345 | |||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 1,425 | 1,829 | |||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 425 | 621 | |||
DTE Electric Co. | 3.650% | 3/15/24 | 825 | 905 | |||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 166 | |||
DTE Electric Co. | 2.250% | 3/1/30 | 400 | 420 | |||
DTE Electric Co. | 2.625% | 3/1/31 | 400 | 433 | |||
DTE Electric Co. | 4.000% | 4/1/43 | 300 | 359 | |||
DTE Electric Co. | 3.700% | 3/15/45 | 200 | 231 | |||
DTE Electric Co. | 3.700% | 6/1/46 | 550 | 639 | |||
DTE Electric Co. | 3.750% | 8/15/47 | 450 | 531 | |||
DTE Electric Co. | 4.050% | 5/15/48 | 500 | 620 | |||
DTE Electric Co. | 3.950% | 3/1/49 | 500 | 615 | |||
DTE Energy Co. | 2.600% | 6/15/22 | 200 | 205 | |||
DTE Energy Co. | 3.300% | 6/15/22 | 250 | 261 | |||
DTE Energy Co. | 2.250% | 11/1/22 | 300 | 310 | |||
DTE Energy Co. | 3.700% | 8/1/23 | 500 | 539 | |||
DTE Energy Co. | 3.500% | 6/1/24 | 525 | 568 | |||
DTE Energy Co. | 2.850% | 10/1/26 | 675 | 717 | |||
DTE Energy Co. | 3.800% | 3/15/27 | 2,500 | 2,706 | |||
DTE Energy Co. | 3.400% | 6/15/29 | 150 | 162 | |||
DTE Energy Co. | 2.950% | 3/1/30 | 235 | 245 | |||
DTE Energy Co. | 6.375% | 4/15/33 | 100 | 134 | |||
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 300 | 390 | |||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 75 | 81 | |||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 400 | 431 |
156 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 425 | 607 | |||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 325 | 480 | |||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 25 | 36 | |||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 710 | 984 | |||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,000 | 1,228 | |||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 675 | 808 | |||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 1,070 | 1,272 | |||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 425 | 504 | |||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 400 | 493 | |||
Duke Energy Corp. | 2.400% | 8/15/22 | 1,000 | 1,035 | |||
Duke Energy Corp. | 3.950% | 10/15/23 | 225 | 246 | |||
Duke Energy Corp. | 3.750% | 4/15/24 | 725 | 794 | |||
Duke Energy Corp. | 2.650% | 9/1/26 | 595 | 645 | |||
Duke Energy Corp. | 2.450% | 6/1/30 | 1,200 | 1,252 | |||
Duke Energy Corp. | 4.800% | 12/15/45 | 700 | 903 | |||
Duke Energy Corp. | 3.750% | 9/1/46 | 1,006 | 1,147 | |||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,200 | 1,466 | |||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 450 | 502 | |||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 425 | 494 | |||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 1,800 | 1,944 | |||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 1,700 | 1,707 | |||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 525 | 784 | |||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 800 | 1,247 | |||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 400 | 450 | |||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 425 | 540 | |||
5 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 178 | 179 | ||
5 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 400 | 431 | ||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,175 | 1,572 | |||
Duke Energy Indiana LLC | 4.900% | 7/15/43 | 250 | 332 | |||
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 875 | 1,024 | |||
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 775 | 780 | |||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 200 | 207 | |||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 650 | 757 | |||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,000 | 1,281 | |||
Duke Energy Progress LLC | 3.000% | 9/15/21 | 750 | 767 | |||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 350 | 363 | |||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 150 | 162 | |||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 1,650 | 1,833 | |||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 425 | 491 | |||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 300 | 443 | |||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 525 | 657 | |||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 100 | 122 | |||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 525 | 651 | |||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 950 | 1,112 | |||
Edison International | 2.400% | 9/15/22 | 550 | 558 | |||
Edison International | 2.950% | 3/15/23 | 750 | 767 | |||
Edison International | 5.750% | 6/15/27 | 100 | 114 | |||
El Paso Electric Co. | 6.000% | 5/15/35 | 175 | 228 | |||
El Paso Electric Co. | 5.000% | 12/1/44 | 250 | 300 | |||
Emera US Finance LP | 4.750% | 6/15/46 | 1,485 | 1,740 | |||
Enel Americas SA | 4.000% | 10/25/26 | 700 | 743 | |||
Enel Chile SA | 4.875% | 6/12/28 | 600 | 672 | |||
Entergy Arkansas Inc. | 3.500% | 4/1/26 | 150 | 166 | |||
Entergy Corp. | 4.000% | 7/15/22 | 550 | 582 | |||
Entergy Corp. | 2.800% | 6/15/30 | 400 | 422 | |||
Entergy Corp. | 3.750% | 6/15/50 | 500 | 558 | |||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 1,417 | 1,683 | |||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 238 | 282 | |||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 200 | 210 | |||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 350 | 382 | |||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 300 | 330 | |||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 375 | 410 | |||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 625 | 764 | |||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 400 | 436 |
157 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 650 | 824 | |||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 500 | 632 | |||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 700 | 722 | |||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 750 | 805 | |||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 250 | 297 | |||
Entergy Texas Inc. | 3.550% | 9/30/49 | 705 | 777 | |||
Evergy Inc. | 2.450% | 9/15/24 | 850 | 892 | |||
Evergy Inc. | 2.900% | 9/15/29 | 650 | 696 | |||
Evergy Metro Inc. | 2.250% | 6/1/30 | 300 | 314 | |||
Eversource Energy | 2.750% | 3/15/22 | 350 | 362 | |||
Eversource Energy | 3.800% | 12/1/23 | 350 | 376 | |||
Eversource Energy | 2.900% | 10/1/24 | 275 | 295 | |||
Eversource Energy | 3.150% | 1/15/25 | 1,475 | 1,596 | |||
Eversource Energy | 3.300% | 1/15/28 | 200 | 219 | |||
Eversource Energy | 4.250% | 4/1/29 | 325 | 380 | |||
Exelon Corp. | 3.497% | 6/1/22 | 500 | 522 | |||
Exelon Corp. | 3.950% | 6/15/25 | 637 | 716 | |||
Exelon Corp. | 3.400% | 4/15/26 | 1,500 | 1,670 | |||
Exelon Corp. | 4.050% | 4/15/30 | 975 | 1,125 | |||
Exelon Corp. | 4.950% | 6/15/35 | 800 | 974 | |||
Exelon Corp. | 5.625% | 6/15/35 | 415 | 539 | |||
Exelon Corp. | 5.100% | 6/15/45 | 180 | 232 | |||
Exelon Corp. | 4.450% | 4/15/46 | 500 | 605 | |||
Exelon Corp. | 4.700% | 4/15/50 | 700 | 893 | |||
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 1,050 | 1,091 | |||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 400 | 421 | |||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 325 | 358 | |||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 1,121 | 1,251 | |||
FirstEnergy Corp. | 2.850% | 7/15/22 | 450 | 466 | |||
FirstEnergy Corp. | 4.250% | 3/15/23 | 200 | 216 | |||
FirstEnergy Corp. | 1.600% | 1/15/26 | 500 | 505 | |||
FirstEnergy Corp. | 3.900% | 7/15/27 | 500 | 565 | |||
FirstEnergy Corp. | 2.650% | 3/1/30 | 175 | 181 | |||
FirstEnergy Corp. | 2.250% | 9/1/30 | 500 | 499 | |||
FirstEnergy Corp. | 7.375% | 11/15/31 | 1,325 | 1,930 | |||
FirstEnergy Corp. | 4.850% | 7/15/47 | 1,008 | 1,276 | |||
FirstEnergy Corp. | 3.400% | 3/1/50 | 350 | 370 | |||
Florida Power & Light Co. | 2.850% | 4/1/25 | 1,300 | 1,425 | |||
Florida Power & Light Co. | 5.625% | 4/1/34 | 225 | 321 | |||
Florida Power & Light Co. | 4.950% | 6/1/35 | 50 | 69 | |||
Florida Power & Light Co. | 5.650% | 2/1/37 | 325 | 457 | |||
Florida Power & Light Co. | 5.950% | 2/1/38 | 175 | 260 | |||
Florida Power & Light Co. | 5.960% | 4/1/39 | 225 | 339 | |||
Florida Power & Light Co. | 4.125% | 2/1/42 | 1,675 | 2,083 | |||
Florida Power & Light Co. | 4.050% | 6/1/42 | 475 | 587 | |||
Florida Power & Light Co. | 3.800% | 12/15/42 | 325 | 391 | |||
Florida Power & Light Co. | 4.050% | 10/1/44 | 450 | 563 | |||
Florida Power & Light Co. | 3.700% | 12/1/47 | 550 | 667 | |||
Florida Power & Light Co. | 3.950% | 3/1/48 | 800 | 1,008 | |||
Florida Power & Light Co. | 3.990% | 3/1/49 | 500 | 624 | |||
Florida Power & Light Co. | 3.150% | 10/1/49 | 1,080 | 1,224 | |||
Fortis Inc. | 3.055% | 10/4/26 | 754 | 809 | |||
Georgia Power Co. | 2.850% | 5/15/22 | 300 | 311 | |||
Georgia Power Co. | 2.100% | 7/30/23 | 475 | 494 | |||
Georgia Power Co. | 2.200% | 9/15/24 | 395 | 414 | |||
Georgia Power Co. | 3.250% | 4/1/26 | 256 | 273 | |||
Georgia Power Co. | 3.250% | 3/30/27 | 550 | 594 | |||
Georgia Power Co. | 2.650% | 9/15/29 | 250 | 263 | |||
Georgia Power Co. | 4.750% | 9/1/40 | 625 | 755 | |||
Georgia Power Co. | 4.300% | 3/15/42 | 575 | 668 | |||
Georgia Power Co. | 4.300% | 3/15/43 | 250 | 293 | |||
Georgia Power Co. | 3.700% | 1/30/50 | 250 | 278 | |||
Gulf Power Co. | 3.300% | 5/30/27 | 250 | 272 | |||
Iberdrola International BV | 6.750% | 7/15/36 | 175 | 242 |
158 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 1,000 | 1,127 | |||
Indiana Michigan Power Co. | 4.550% | 3/15/46 | 700 | 891 | |||
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 550 | 622 | |||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 1,096 | 1,191 | |||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 450 | 518 | |||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 240 | 263 | |||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 300 | 306 | |||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 250 | 358 | |||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 250 | 275 | |||
ITC Holdings Corp. | 2.700% | 11/15/22 | 400 | 416 | |||
ITC Holdings Corp. | 3.650% | 6/15/24 | 300 | 326 | |||
ITC Holdings Corp. | 3.350% | 11/15/27 | 400 | 444 | |||
ITC Holdings Corp. | 5.300% | 7/1/43 | 900 | 1,137 | |||
5 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 154 | 191 | ||
Kansas City Power & Light Co. | 3.150% | 3/15/23 | 220 | 232 | |||
Kansas City Power & Light Co. | 5.300% | 10/1/41 | 480 | 647 | |||
Kansas City Power & Light Co. | 4.200% | 6/15/47 | 225 | 273 | |||
Kentucky Utilities Co. | 5.125% | 11/1/40 | 650 | 855 | |||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 500 | 535 | |||
Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 250 | 278 | |||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 450 | 498 | |||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 725 | 1,071 | |||
MidAmerican Energy Co. | 5.800% | 10/15/36 | 775 | 1,097 | |||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 300 | 395 | |||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 575 | 676 | |||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 1,600 | 2,073 | |||
Mississippi Power Co. | 4.250% | 3/15/42 | 375 | 442 | |||
National Rural Utilities Cooperative Finance Corp. | 1.750% | 1/21/22 | 175 | 179 | |||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 1,400 | 1,465 | |||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 1,600 | 1,710 | |||
National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 475 | 529 | |||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 500 | 559 | |||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 250 | 290 | |||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 1,533 | 1,767 | |||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 425 | 452 | |||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 1,014 | 1,172 | |||
5 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 100 | 100 | ||
5 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 325 | 341 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 800 | 1,033 | |||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 400 | 512 | |||
Nevada Power Co. | 3.700% | 5/1/29 | 500 | 578 | |||
Nevada Power Co. | 2.400% | 5/1/30 | 441 | 469 | |||
Nevada Power Co. | 6.650% | 4/1/36 | 410 | 584 | |||
Nevada Power Co. | 3.125% | 8/1/50 | 300 | 329 | |||
NextEra Energy Capital Holdings Inc. | 2.403% | 9/1/21 | 500 | 510 | |||
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 850 | 882 | |||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 650 | 683 | |||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 500 | 540 | |||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 3,700 | 4,009 | |||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 200 | 224 | |||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 700 | 788 | |||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 350 | 396 | |||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 300 | 323 | |||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 2,500 | 2,563 | |||
5 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 450 | 465 | ||
5 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 300 | 327 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 325 | 473 | |||
Northern States Power Co. | 6.200% | 7/1/37 | 250 | 372 | |||
Northern States Power Co. | 5.350% | 11/1/39 | 375 | 525 | |||
Northern States Power Co. | 3.400% | 8/15/42 | 410 | 463 | |||
Northern States Power Co. | 4.000% | 8/15/45 | 200 | 245 | |||
Northern States Power Co. | 2.900% | 3/1/50 | 1,890 | 2,058 | |||
Northern States Power Co. | 2.600% | 6/1/51 | 400 | 407 | |||
NorthWestern Corp. | 4.176% | 11/15/44 | 250 | 304 |
159 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
NSTAR Electric Co. | 2.375% | 10/15/22 | 125 | 129 | |||
NSTAR Electric Co. | 3.200% | 5/15/27 | 550 | 615 | |||
NSTAR Electric Co. | 3.250% | 5/15/29 | 300 | 342 | |||
NSTAR Electric Co. | 5.500% | 3/15/40 | 540 | 735 | |||
NSTAR Electric Co. | 4.400% | 3/1/44 | 223 | 278 | |||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 100 | 135 | |||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 630 | 732 | |||
Ohio Power Co. | 5.375% | 10/1/21 | 575 | 609 | |||
Ohio Power Co. | 4.000% | 6/1/49 | 500 | 604 | |||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 300 | 335 | |||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 200 | 219 | |||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 225 | 260 | |||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 250 | 279 | |||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 575 | 607 | |||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 400 | 426 | |||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 275 | 299 | |||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 150 | 177 | |||
1 | Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 500 | 546 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 1,000 | 1,510 | |||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 400 | 544 | |||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 500 | 643 | |||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 400 | 562 | |||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 200 | 238 | |||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 250 | 302 | |||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 400 | 504 | |||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 865 | 1,048 | |||
1 | Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 200 | 243 | ||
Pacific Gas & Electric Co. | 1.750% | 6/16/22 | 2,000 | 2,002 | |||
7 | Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 750 | 827 | ||
7 | Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 500 | 549 | ||
7 | Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 1,700 | 1,845 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 1,250 | 1,221 | |||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 1,500 | 1,460 | |||
7 | Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 1,000 | 1,050 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 1,500 | 1,446 | |||
PacifiCorp | 2.950% | 2/1/22 | 1,000 | 1,035 | |||
PacifiCorp | 3.600% | 4/1/24 | 500 | 549 | |||
PacifiCorp | 3.500% | 6/15/29 | 600 | 687 | |||
PacifiCorp | 2.700% | 9/15/30 | 800 | 869 | |||
PacifiCorp | 5.250% | 6/15/35 | 475 | 659 | |||
PacifiCorp | 6.100% | 8/1/36 | 525 | 739 | |||
PacifiCorp | 5.750% | 4/1/37 | 410 | 564 | |||
PacifiCorp | 6.250% | 10/15/37 | 625 | 908 | |||
PacifiCorp | 6.350% | 7/15/38 | 250 | 372 | |||
PacifiCorp | 4.125% | 1/15/49 | 1,700 | 2,100 | |||
PacifiCorp | 3.300% | 3/15/51 | 750 | 829 | |||
PECO Energy Co. | 2.375% | 9/15/22 | 225 | 232 | |||
PECO Energy Co. | 3.000% | 9/15/49 | 1,000 | 1,059 | |||
PECO Energy Co. | 2.800% | 6/15/50 | 800 | 825 | |||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 500 | 504 | |||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 400 | 587 | |||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 550 | 663 | |||
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 375 | 396 | |||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 25 | 26 | |||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 225 | 244 | |||
PPL Capital Funding Inc. | 5.000% | 3/15/44 | 1,450 | 1,718 | |||
PPL Electric Utilities Corp. | 3.000% | 9/15/21 | 860 | 881 | |||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 300 | 447 | |||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 700 | 851 | |||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 300 | 368 | |||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 350 | 420 | |||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 300 | 368 | |||
Progress Energy Inc. | 3.150% | 4/1/22 | 1,500 | 1,556 | |||
Progress Energy Inc. | 7.750% | 3/1/31 | 625 | 909 |
160 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 200 | 278 | |||
Progress Energy Inc. | 6.000% | 12/1/39 | 480 | 648 | |||
PSEG Power LLC | 3.850% | 6/1/23 | 575 | 620 | |||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 300 | 348 | |||
Public Service Co. of Colorado | 1.900% | 1/15/31 | 300 | 304 | |||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 225 | 258 | |||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 300 | 376 | |||
Public Service Co. of Colorado | 3.200% | 3/1/50 | 1,300 | 1,447 | |||
Public Service Co. of Colorado | 2.700% | 1/15/51 | 200 | 204 | |||
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 150 | 162 | |||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 250 | 294 | |||
Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 500 | 549 | |||
Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 250 | 274 | |||
Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 300 | 339 | |||
Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 200 | 214 | |||
Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 1,525 | 1,828 | |||
Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,000 | 1,195 | |||
Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 275 | 324 | |||
Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 350 | 431 | |||
Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 750 | 829 | |||
Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 750 | 765 | |||
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 475 | 495 | |||
Puget Energy Inc. | 6.000% | 9/1/21 | 400 | 419 | |||
Puget Energy Inc. | 5.625% | 7/15/22 | 400 | 427 | |||
Puget Energy Inc. | 3.650% | 5/15/25 | 300 | 312 | |||
1 | Puget Energy Inc. | 4.100% | 6/15/30 | 400 | 437 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 450 | 646 | |||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 495 | 693 | |||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 390 | 537 | |||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 1,050 | 1,280 | |||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 500 | 629 | |||
San Diego Gas & Electric Co. | 3.000% | 8/15/21 | 150 | 153 | |||
San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 75 | 81 | |||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 350 | 377 | |||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 250 | 367 | |||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 505 | 624 | |||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 325 | 375 | |||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 325 | 398 | |||
San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 800 | 884 | |||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 300 | 324 | |||
5 | Southern California Edison Co. | 1.845% | 2/1/22 | 100 | 100 | ||
Southern California Edison Co. | 2.400% | 2/1/22 | 225 | 228 | |||
Southern California Edison Co. | 3.400% | 6/1/23 | 475 | 500 | |||
Southern California Edison Co. | 3.500% | 10/1/23 | 300 | 321 | |||
Southern California Edison Co. | 3.700% | 8/1/25 | 700 | 773 | |||
Southern California Edison Co. | 3.650% | 3/1/28 | 1,407 | 1,579 | |||
Southern California Edison Co. | 4.200% | 3/1/29 | 200 | 233 | |||
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 1,046 | |||
Southern California Edison Co. | 2.850% | 8/1/29 | 325 | 343 | |||
Southern California Edison Co. | 2.250% | 6/1/30 | 300 | 303 | |||
Southern California Edison Co. | 5.750% | 4/1/35 | 508 | 678 | |||
Southern California Edison Co. | 5.350% | 7/15/35 | 1,135 | 1,461 | |||
Southern California Edison Co. | 5.625% | 2/1/36 | 500 | 632 | |||
Southern California Edison Co. | 5.500% | 3/15/40 | 400 | 522 | |||
Southern California Edison Co. | 4.500% | 9/1/40 | 205 | 243 | |||
Southern California Edison Co. | 4.050% | 3/15/42 | 1,945 | 2,195 | |||
Southern California Edison Co. | 3.900% | 3/15/43 | 475 | 524 | |||
Southern California Edison Co. | 3.600% | 2/1/45 | 150 | 162 | |||
Southern California Edison Co. | 4.000% | 4/1/47 | 1,420 | 1,619 | |||
Southern California Edison Co. | 4.125% | 3/1/48 | 970 | 1,131 | |||
Southern California Edison Co. | 4.875% | 3/1/49 | 400 | 516 | |||
Southern California Edison Co. | 3.650% | 2/1/50 | 800 | 877 | |||
Southern Co. | 2.950% | 7/1/23 | 525 | 555 | |||
Southern Co. | 3.250% | 7/1/26 | 500 | 548 |
161 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Southern Co. | 4.250% | 7/1/36 | 575 | 649 | |||
Southern Co. | 4.400% | 7/1/46 | 1,135 | 1,344 | |||
Southern Power Co. | 2.500% | 12/15/21 | 300 | 306 | |||
Southern Power Co. | 4.150% | 12/1/25 | 375 | 425 | |||
Southern Power Co. | 5.150% | 9/15/41 | 660 | 746 | |||
Southern Power Co. | 5.250% | 7/15/43 | 500 | 565 | |||
Southern Power Co. | 4.950% | 12/15/46 | 300 | 326 | |||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 300 | 320 | |||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 550 | 625 | |||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 300 | 394 | |||
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,000 | 1,057 | |||
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 375 | 397 | |||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 1,100 | 1,184 | |||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 350 | 426 | |||
Southwestern Public Service Co. | 3.750% | 6/15/49 | 750 | 859 | |||
Southwestern Public Service Co. | 3.150% | 5/1/50 | 300 | 321 | |||
Tampa Electric Co. | 4.350% | 5/15/44 | 150 | 183 | |||
Tampa Electric Co. | 4.300% | 6/15/48 | 300 | 370 | |||
Tampa Electric Co. | 3.625% | 6/15/50 | 250 | 292 | |||
Toledo Edison Co. | 6.150% | 5/15/37 | 250 | 358 | |||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 200 | 217 | |||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 490 | 630 | |||
Union Electric Co. | 3.500% | 4/15/24 | 990 | 1,074 | |||
Union Electric Co. | 2.950% | 6/15/27 | 300 | 328 | |||
Union Electric Co. | 3.500% | 3/15/29 | 350 | 402 | |||
Union Electric Co. | 2.950% | 3/15/30 | 800 | 893 | |||
Union Electric Co. | 3.900% | 9/15/42 | 425 | 495 | |||
Union Electric Co. | 3.650% | 4/15/45 | 575 | 653 | |||
Union Electric Co. | 4.000% | 4/1/48 | 350 | 422 | |||
Union Electric Co. | 3.250% | 10/1/49 | 100 | 109 | |||
Virginia Electric & Power Co. | 2.950% | 1/15/22 | 750 | 771 | |||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 250 | 270 | |||
Virginia Electric & Power Co. | 3.100% | 5/15/25 | 500 | 547 | |||
Virginia Electric & Power Co. | 2.950% | 11/15/26 | 300 | 331 | |||
Virginia Electric & Power Co. | 3.500% | 3/15/27 | 1,250 | 1,415 | |||
Virginia Electric & Power Co. | 3.800% | 4/1/28 | 525 | 609 | |||
Virginia Electric & Power Co. | 6.000% | 1/15/36 | 375 | 516 | |||
Virginia Electric & Power Co. | 6.000% | 5/15/37 | 500 | 701 | |||
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 375 | 571 | |||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,200 | 2,146 | |||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 400 | 476 | |||
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 1,100 | 1,370 | |||
Virginia Electric & Power Co. | 4.000% | 11/15/46 | 500 | 601 | |||
Virginia Electric & Power Co. | 3.800% | 9/15/47 | 425 | 499 | |||
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 450 | 587 | |||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 400 | 443 | |||
Westar Energy Inc. | 2.550% | 7/1/26 | 575 | 603 | |||
Westar Energy Inc. | 3.100% | 4/1/27 | 425 | 451 | |||
Westar Energy Inc. | 4.125% | 3/1/42 | 425 | 501 | |||
Westar Energy Inc. | 4.100% | 4/1/43 | 325 | 384 | |||
Westar Energy Inc. | 4.250% | 12/1/45 | 100 | 122 | |||
Wisconsin Electric Power Co. | 2.950% | 9/15/21 | 635 | 649 | |||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 300 | 316 | |||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 200 | 264 | |||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 250 | 309 | |||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 300 | 418 | |||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 250 | 295 | |||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 850 | 886 | |||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 75 | 82 | |||
Xcel Energy Inc. | 2.600% | 3/15/22 | 275 | 283 | |||
Xcel Energy Inc. | 3.300% | 6/1/25 | 100 | 110 | |||
Xcel Energy Inc. | 4.000% | 6/15/28 | 650 | 759 | |||
Xcel Energy Inc. | 2.600% | 12/1/29 | 540 | 570 | |||
Xcel Energy Inc. | 3.400% | 6/1/30 | 150 | 170 |
162 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 610 | 873 | |||
Xcel Energy Inc. | 3.500% | 12/1/49 | 400 | 440 | |||
Natural Gas (0.1%) | |||||||
Atmos Energy Corp. | 3.000% | 6/15/27 | 375 | 411 | |||
Atmos Energy Corp. | 2.625% | 9/15/29 | 150 | 162 | |||
Atmos Energy Corp. | 5.500% | 6/15/41 | 800 | 1,126 | |||
Atmos Energy Corp. | 4.125% | 3/15/49 | 900 | 1,139 | |||
Atmos Energy Corp. | 3.375% | 9/15/49 | 720 | 809 | |||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 250 | 266 | |||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 450 | 507 | |||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 375 | 504 | |||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 250 | 275 | |||
KeySpan Corp. | 5.803% | 4/1/35 | 250 | 329 | |||
NiSource Finance Corp. | 3.490% | 5/15/27 | 1,100 | 1,239 | |||
NiSource Finance Corp. | 5.950% | 6/15/41 | 500 | 689 | |||
NiSource Finance Corp. | 4.800% | 2/15/44 | 200 | 245 | |||
NiSource Finance Corp. | 5.650% | 2/1/45 | 500 | 675 | |||
NiSource Finance Corp. | 4.375% | 5/15/47 | 1,175 | 1,429 | |||
NiSource Finance Corp. | 3.950% | 3/30/48 | 500 | 577 | |||
NiSource Inc. | 2.650% | 11/17/22 | 300 | 312 | |||
NiSource Inc. | 3.650% | 6/15/23 | 300 | 323 | |||
NiSource Inc. | 2.950% | 9/1/29 | 1,500 | 1,633 | |||
NiSource Inc. | 3.600% | 5/1/30 | 500 | 571 | |||
ONE Gas Inc. | 2.000% | 5/15/30 | 200 | 204 | |||
ONE Gas Inc. | 4.658% | 2/1/44 | 507 | 635 | |||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 380 | 432 | |||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 150 | 183 | |||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 350 | 388 | |||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 300 | 325 | |||
Sempra Energy | 2.900% | 2/1/23 | 425 | 444 | |||
Sempra Energy | 4.050% | 12/1/23 | 775 | 844 | |||
Sempra Energy | 3.750% | 11/15/25 | 330 | 364 | |||
Sempra Energy | 3.250% | 6/15/27 | 575 | 631 | |||
Sempra Energy | 3.400% | 2/1/28 | 150 | 164 | |||
Sempra Energy | 3.800% | 2/1/38 | 850 | 919 | |||
Sempra Energy | 6.000% | 10/15/39 | 705 | 972 | |||
Sempra Energy | 4.000% | 2/1/48 | 400 | 454 | |||
Southern California Gas Co. | 3.150% | 9/15/24 | 425 | 463 | |||
Southern California Gas Co. | 2.600% | 6/15/26 | 725 | 776 | |||
Southern California Gas Co. | 2.550% | 2/1/30 | 450 | 486 | |||
Southern California Gas Co. | 3.750% | 9/15/42 | 300 | 340 | |||
Southern California Gas Co. | 4.125% | 6/1/48 | 325 | 400 | |||
Southern California Gas Co. | 4.300% | 1/15/49 | 500 | 635 | |||
Southern California Gas Co. | 3.950% | 2/15/50 | 250 | 303 | |||
Southern Co. Gas Capital Corp. | 3.500% | 9/15/21 | 1,000 | 1,026 | |||
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 75 | 78 | |||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 375 | 401 | |||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 125 | 163 | |||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 125 | 144 | |||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | 1,074 | |||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 500 | 598 | |||
Southwest Gas Corp. | 3.700% | 4/1/28 | 250 | 278 | |||
Southwest Gas Corp. | 3.800% | 9/29/46 | 250 | 271 | |||
Southwest Gas Corp. | 4.150% | 6/1/49 | 200 | 228 | |||
Washington Gas Light Co. | 3.796% | 9/15/46 | 350 | 390 | |||
Washington Gas Light Co. | 3.650% | 9/15/49 | 100 | 112 | |||
Other Utility (0.0%) | |||||||
American Water Capital Corp. | 3.850% | 3/1/24 | 1,545 | 1,705 | |||
American Water Capital Corp. | 3.400% | 3/1/25 | 450 | 499 | |||
American Water Capital Corp. | 2.950% | 9/1/27 | 1,025 | 1,120 | |||
American Water Capital Corp. | 2.800% | 5/1/30 | 200 | 218 | |||
American Water Capital Corp. | 6.593% | 10/15/37 | 700 | 1,042 | |||
American Water Capital Corp. | 4.300% | 12/1/42 | 125 | 152 |
163 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 500 | 601 | |||
American Water Capital Corp. | 3.750% | 9/1/47 | 475 | 550 | |||
American Water Capital Corp. | 4.200% | 9/1/48 | 450 | 557 | |||
American Water Capital Corp. | 4.150% | 6/1/49 | 400 | 495 | |||
American Water Capital Corp. | 3.450% | 5/1/50 | 500 | 566 | |||
Essential Utilities Inc. | 3.566% | 5/1/29 | 275 | 304 | |||
Essential Utilities Inc. | 2.704% | 4/15/30 | 400 | 419 | |||
Essential Utilities Inc. | 4.276% | 5/1/49 | 375 | 453 | |||
Essential Utilities Inc. | 3.351% | 4/15/50 | 600 | 626 | |||
Veolia Environnement SA | 6.750% | 6/1/38 | 125 | 177 | |||
389,358 | |||||||
Total Corporate Bonds (Cost $4,576,904) | 5,016,948 | ||||||
Sovereign Bonds (1.5%) | |||||||
African Development Bank | 1.250% | 7/26/21 | 1,080 | 1,091 | |||
African Development Bank | 2.375% | 9/23/21 | 1,850 | 1,897 | |||
African Development Bank | 1.625% | 9/16/22 | 1,300 | 1,338 | |||
African Development Bank | 2.125% | 11/16/22 | 2,000 | 2,084 | |||
African Development Bank | 3.000% | 9/20/23 | 1,600 | 1,735 | |||
Asian Development Bank | 2.000% | 2/16/22 | 2,830 | 2,908 | |||
Asian Development Bank | 1.875% | 2/18/22 | 2,850 | 2,923 | |||
Asian Development Bank | 0.625% | 4/7/22 | 3,000 | 3,018 | |||
Asian Development Bank | 1.875% | 7/19/22 | 2,800 | 2,891 | |||
Asian Development Bank | 1.875% | 8/10/22 | 2,200 | 2,273 | |||
Asian Development Bank | 1.750% | 9/13/22 | 2,500 | 2,580 | |||
Asian Development Bank | 1.625% | 1/24/23 | 1,500 | 1,550 | |||
Asian Development Bank | 2.750% | 3/17/23 | 1,500 | 1,598 | |||
Asian Development Bank | 2.625% | 1/30/24 | 2,000 | 2,160 | |||
Asian Development Bank | 1.500% | 10/18/24 | 1,000 | 1,046 | |||
Asian Development Bank | 2.000% | 1/22/25 | 1,027 | 1,098 | |||
Asian Development Bank | 2.125% | 3/19/25 | 700 | 754 | |||
Asian Development Bank | 0.625% | 4/29/25 | 2,000 | 2,013 | |||
Asian Development Bank | 2.000% | 4/24/26 | 400 | 433 | |||
Asian Development Bank | 2.625% | 1/12/27 | 800 | 897 | |||
Asian Development Bank | 2.500% | 11/2/27 | 2,985 | 3,356 | |||
Asian Development Bank | 2.750% | 1/19/28 | 1,000 | 1,145 | |||
Asian Development Bank | 3.125% | 9/26/28 | 1,600 | 1,884 | |||
Asian Development Bank | 1.750% | 9/19/29 | 200 | 214 | |||
Asian Development Bank | 1.875% | 1/24/30 | 1,000 | 1,086 | |||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 2,000 | 2,141 | |||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 1,000 | 998 | |||
Canada | 2.625% | 1/25/22 | 2,500 | 2,593 | |||
Canada | 2.000% | 11/15/22 | 860 | 896 | |||
Canada | 1.625% | 1/22/25 | 2,290 | 2,412 | |||
CNOOC Finance 2013 Ltd. | 3.000% | 5/9/23 | 3,100 | 3,234 | |||
CNOOC Finance 2013 Ltd. | 2.875% | 9/30/29 | 400 | 424 | |||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 800 | 948 | |||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 650 | 679 | |||
CNOOC Finance 2015 Australia Pty Ltd. | 4.200% | 5/5/45 | 400 | 475 | |||
CNOOC Finance 2015 USA LLC | 3.500% | 5/5/25 | 1,000 | 1,090 | |||
CNOOC Nexen Finance 2014 ULC | 4.875% | 4/30/44 | 400 | 528 | |||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 1,140 | 1,197 | |||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 1,465 | 1,501 | |||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 200 | 203 | |||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 1,250 | 1,336 | |||
Council Of Europe Development Bank | 1.750% | 9/26/22 | 600 | 619 | |||
Council Of Europe Development Bank | 2.625% | 2/13/23 | 1,900 | 2,014 | |||
Council Of Europe Development Bank | 2.500% | 2/27/24 | 50 | 54 | |||
Council Of Europe Development Bank | 1.375% | 2/27/25 | 850 | 885 | |||
Ecopetrol SA | 5.875% | 9/18/23 | 1,425 | 1,527 | |||
Ecopetrol SA | 4.125% | 1/16/25 | 1,475 | 1,469 | |||
Ecopetrol SA | 5.375% | 6/26/26 | 1,575 | 1,658 | |||
Ecopetrol SA | 6.875% | 4/29/30 | 1,600 | 1,840 |
164 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Ecopetrol SA | 7.375% | 9/18/43 | 600 | 722 | |||
Ecopetrol SA | 5.875% | 5/28/45 | 975 | 1,025 | |||
Equinor ASA | 2.750% | 11/10/21 | 900 | 926 | |||
Equinor ASA | 3.150% | 1/23/22 | 125 | 130 | |||
Equinor ASA | 2.450% | 1/17/23 | 2,960 | 3,089 | |||
Equinor ASA | 2.650% | 1/15/24 | 3,240 | 3,445 | |||
Equinor ASA | 3.250% | 11/10/24 | 550 | 607 | |||
Equinor ASA | 3.625% | 9/10/28 | 1,200 | 1,374 | |||
Equinor ASA | 5.100% | 8/17/40 | 300 | 383 | |||
Equinor ASA | 4.250% | 11/23/41 | 325 | 387 | |||
Equinor ASA | 3.950% | 5/15/43 | 175 | 203 | |||
Equinor ASA | 4.800% | 11/8/43 | 1,015 | 1,312 | |||
Equinor ASA | 3.250% | 11/18/49 | 750 | 789 | |||
Equinor ASA | 3.700% | 4/6/50 | 1,660 | 1,907 | |||
European Bank for Reconstruction & Development | 1.875% | 7/15/21 | 2,200 | 2,236 | |||
European Bank for Reconstruction & Development | 1.500% | 11/2/21 | 800 | 813 | |||
European Bank for Reconstruction & Development | 1.875% | 2/23/22 | 1,300 | 1,334 | |||
European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 2,400 | 2,556 | |||
European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 500 | 500 | |||
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 500 | 525 | |||
European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 100 | 105 | |||
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 200 | 200 | |||
European Investment Bank | 1.375% | 9/15/21 | 300 | 304 | |||
European Investment Bank | 2.125% | 10/15/21 | 1,350 | 1,382 | |||
European Investment Bank | 2.875% | 12/15/21 | 4,800 | 4,983 | |||
European Investment Bank | 2.250% | 3/15/22 | 1,800 | 1,861 | |||
European Investment Bank | 2.625% | 5/20/22 | 2,500 | 2,612 | |||
European Investment Bank | 2.375% | 6/15/22 | 4,130 | 4,301 | |||
European Investment Bank | 2.250% | 8/15/22 | 685 | 714 | |||
European Investment Bank | 1.375% | 9/6/22 | 2,500 | 2,561 | |||
European Investment Bank | 2.000% | 12/15/22 | 5,525 | 5,760 | |||
European Investment Bank | 2.500% | 3/15/23 | 625 | 663 | |||
European Investment Bank | 1.375% | 5/15/23 | 4,300 | 4,435 | |||
European Investment Bank | 2.875% | 8/15/23 | 3,300 | 3,565 | |||
European Investment Bank | 0.250% | 9/15/23 | 2,500 | 2,498 | |||
European Investment Bank | 3.125% | 12/14/23 | 700 | 768 | |||
European Investment Bank | 3.250% | 1/29/24 | 3,210 | 3,542 | |||
European Investment Bank | 2.625% | 3/15/24 | 3,660 | 3,966 | |||
European Investment Bank | 2.250% | 6/24/24 | 2,010 | 2,160 | |||
European Investment Bank | 2.500% | 10/15/24 | 864 | 941 | |||
European Investment Bank | 1.875% | 2/10/25 | 4,413 | 4,704 | |||
European Investment Bank | 1.625% | 3/14/25 | 3,000 | 3,167 | |||
European Investment Bank | 0.625% | 7/25/25 | 400 | 403 | |||
European Investment Bank | 2.125% | 4/13/26 | 1,000 | 1,089 | |||
European Investment Bank | 2.375% | 5/24/27 | 800 | 891 | |||
European Investment Bank | 1.625% | 10/9/29 | 350 | 373 | |||
European Investment Bank | 0.875% | 5/17/30 | 400 | 400 | |||
European Investment Bank | 4.875% | 2/15/36 | 1,300 | 1,967 | |||
Export Development Canada | 1.375% | 10/21/21 | 1,900 | 1,926 | |||
Export Development Canada | 1.750% | 7/18/22 | 800 | 824 | |||
Export Development Canada | 2.500% | 1/24/23 | 60 | 63 | |||
Export Development Canada | 1.375% | 2/24/23 | 2,600 | 2,665 | |||
Export Development Canada | 2.750% | 3/15/23 | 1,200 | 1,278 | |||
Export Development Canada | 2.625% | 2/21/24 | 800 | 865 | |||
Export-Import Bank of Korea | 1.875% | 10/21/21 | 800 | 811 | |||
Export-Import Bank of Korea | 3.500% | 11/27/21 | 300 | 311 | |||
Export-Import Bank of Korea | 2.750% | 1/25/22 | 1,500 | 1,545 | |||
Export-Import Bank of Korea | 5.000% | 4/11/22 | 1,475 | 1,584 | |||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 600 | 655 | |||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 2,100 | 2,318 | |||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 300 | 334 | |||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 600 | 653 | |||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 1,020 | 1,076 | |||
FMS Wertmanagement | 2.000% | 8/1/22 | 4,040 | 4,182 |
165 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Hydro-Quebec | 8.400% | 1/15/22 | 1,235 | 1,380 | |||
Hydro-Quebec | 8.050% | 7/7/24 | 2,665 | 3,382 | |||
Industrial & Commercial Bank of China Ltd. | 2.452% | 10/20/21 | 350 | 356 | |||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 750 | 828 | |||
Inter-American Development Bank | 1.875% | 7/23/21 | 800 | 813 | |||
Inter-American Development Bank | 2.125% | 1/18/22 | 3,000 | 3,085 | |||
Inter-American Development Bank | 1.750% | 4/14/22 | 2,400 | 2,462 | |||
Inter-American Development Bank | 1.750% | 9/14/22 | 3,300 | 3,406 | |||
Inter-American Development Bank | 3.000% | 9/26/22 | 3,300 | 3,498 | |||
Inter-American Development Bank | 2.500% | 1/18/23 | 5,330 | 5,626 | |||
Inter-American Development Bank | 2.625% | 1/16/24 | 2,500 | 2,698 | |||
Inter-American Development Bank | 3.000% | 2/21/24 | 3,700 | 4,050 | |||
Inter-American Development Bank | 2.125% | 1/15/25 | 1,000 | 1,074 | |||
Inter-American Development Bank | 1.750% | 3/14/25 | 500 | 530 | |||
Inter-American Development Bank | 0.875% | 4/3/25 | 1,000 | 1,018 | |||
Inter-American Development Bank | 7.000% | 6/15/25 | 250 | 323 | |||
Inter-American Development Bank | 0.625% | 7/15/25 | 5,100 | 5,130 | |||
Inter-American Development Bank | 2.000% | 6/2/26 | 1,915 | 2,068 | |||
Inter-American Development Bank | 2.000% | 7/23/26 | 1,200 | 1,295 | |||
Inter-American Development Bank | 2.375% | 7/7/27 | 800 | 890 | |||
Inter-American Development Bank | 3.125% | 9/18/28 | 2,200 | 2,593 | |||
Inter-American Development Bank | 3.875% | 10/28/41 | 1,600 | 2,222 | |||
Inter-American Development Bank | 3.200% | 8/7/42 | 50 | 64 | |||
Inter-American Development Bank | 4.375% | 1/24/44 | 450 | 682 | |||
International Bank for Reconstruction & Development | 2.750% | 7/23/21 | 3,600 | 3,695 | |||
International Bank for Reconstruction & Development | 1.375% | 9/20/21 | 4,500 | 4,561 | |||
International Bank for Reconstruction & Development | 2.125% | 12/13/21 | 1,130 | 1,160 | |||
International Bank for Reconstruction & Development | 2.000% | 1/26/22 | 6,700 | 6,882 | |||
International Bank for Reconstruction & Development | 1.625% | 2/10/22 | 4,025 | 4,113 | |||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 1,000 | 1,037 | |||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 25 | 30 | |||
International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 6,000 | 6,279 | |||
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 5,750 | 6,247 | |||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 3,600 | 3,884 | |||
International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 1,270 | 1,327 | |||
International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 5,500 | 5,996 | |||
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 2,000 | 2,106 | |||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 2,000 | 2,015 | |||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 4,600 | 5,061 | |||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 2,000 | 2,276 | |||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 1,500 | 1,613 | |||
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 1,000 | 997 | |||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 450 | 662 | |||
International Finance Corp. | 2.000% | 10/24/22 | 1,000 | 1,039 | |||
International Finance Corp. | 2.875% | 7/31/23 | 2,000 | 2,157 | |||
International Finance Corp. | 1.375% | 10/16/24 | 1,400 | 1,457 | |||
International Finance Corp. | 2.125% | 4/7/26 | 1,505 | 1,639 | |||
8 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 730 | 750 | ||
8 | Japan Bank for International Cooperation | 1.500% | 7/21/21 | 2,600 | 2,628 | ||
8 | Japan Bank for International Cooperation | 2.000% | 11/4/21 | 700 | 714 | ||
8 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 700 | 727 | ||
8 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 1,000 | 1,038 | ||
8 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 750 | 769 | ||
8 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 2,420 | 2,493 | ||
8 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 2,000 | 2,062 | ||
8 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 200 | 201 | ||
8 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 3,225 | 3,487 | ||
8 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 1,600 | 1,747 | ||
8 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 400 | 429 | ||
8 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 650 | 709 | ||
8 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 600 | 627 | ||
8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 2,400 | 2,553 | ||
8 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 500 | 543 | ||
8 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 1,500 | 1,691 |
166 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
8 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 500 | 565 | ||
8 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 2,200 | 2,477 | ||
8 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 1,300 | 1,519 | ||
8 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 1,500 | 1,790 | ||
8 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 300 | 323 | ||
8 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 700 | 776 | ||
8 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 550 | 645 | ||
9 | KFW | 1.500% | 6/15/21 | 2,000 | 2,024 | ||
9 | KFW | 2.375% | 8/25/21 | 2,710 | 2,775 | ||
9 | KFW | 1.750% | 9/15/21 | 1,220 | 1,242 | ||
9 | KFW | 2.625% | 1/25/22 | 2,500 | 2,592 | ||
9 | KFW | 2.500% | 2/15/22 | 3,800 | 3,938 | ||
9 | KFW | 2.125% | 3/7/22 | 7,150 | 7,374 | ||
9 | KFW | 2.125% | 6/15/22 | 6,400 | 6,633 | ||
9 | KFW | 1.750% | 8/22/22 | 4,700 | 4,850 | ||
9 | KFW | 2.000% | 10/4/22 | 2,150 | 2,233 | ||
9 | KFW | 2.375% | 12/29/22 | 4,100 | 4,314 | ||
9 | KFW | 2.125% | 1/17/23 | 1,750 | 1,831 | ||
9 | KFW | 1.625% | 2/15/23 | 2,500 | 2,584 | ||
9 | KFW | 1.375% | 8/5/24 | 500 | 518 | ||
9 | KFW | 2.500% | 11/20/24 | 5,750 | 6,269 | ||
9 | KFW | 2.000% | 5/2/25 | 1,250 | 1,342 | ||
9 | KFW | 2.875% | 4/3/28 | 2,100 | 2,441 | ||
9 | KFW | 1.750% | 9/14/29 | 900 | 967 | ||
9 | KFW | 0.000% | 4/18/36 | 600 | 481 | ||
9 | KFW | 0.000% | 6/29/37 | 1,700 | 1,338 | ||
Korea Development Bank | 2.625% | 2/27/22 | 1,100 | 1,131 | |||
Korea Development Bank | 3.000% | 9/14/22 | 1,250 | 1,310 | |||
Korea Development Bank | 3.375% | 3/12/23 | 3,200 | 3,407 | |||
Korea Development Bank | 2.750% | 3/19/23 | 600 | 629 | |||
Korea Development Bank | 3.750% | 1/22/24 | 1,500 | 1,644 | |||
Korea Development Bank | 2.125% | 10/1/24 | 400 | 419 | |||
9 | Landwirtschaftliche Rentenbank | 1.750% | 9/24/21 | 350 | 356 | ||
9 | Landwirtschaftliche Rentenbank | 2.250% | 10/1/21 | 975 | 998 | ||
9 | Landwirtschaftliche Rentenbank | 2.000% | 12/6/21 | 1,175 | 1,203 | ||
9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 1,300 | 1,419 | ||
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 2,500 | 2,670 | ||
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 975 | 1,064 | ||
9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 825 | 877 | ||
9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 1,595 | 1,795 | ||
Nexen Energy ULC | 7.875% | 3/15/32 | 250 | 377 | |||
Nexen Energy ULC | 5.875% | 3/10/35 | 410 | 560 | |||
Nexen Energy ULC | 6.400% | 5/15/37 | 800 | 1,133 | |||
Nexen Energy ULC | 7.500% | 7/30/39 | 625 | 1,009 | |||
Nordic Investment Bank | 2.125% | 2/1/22 | 1,500 | 1,543 | |||
Nordic Investment Bank | 1.375% | 10/17/22 | 700 | 717 | |||
Nordic Investment Bank | 0.375% | 5/19/23 | 1,000 | 1,001 | |||
Nordic Investment Bank | 2.875% | 7/19/23 | 950 | 1,024 | |||
Nordic Investment Bank | 2.250% | 5/21/24 | 600 | 639 | |||
10 | Oesterreichische Kontrollbank AG | 2.875% | 9/7/21 | 600 | 618 | ||
10 | Oesterreichische Kontrollbank AG | 2.375% | 10/1/21 | 1,000 | 1,025 | ||
10 | Oesterreichische Kontrollbank AG | 2.625% | 1/31/22 | 400 | 415 | ||
10 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 500 | 514 | ||
10 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 1,500 | 1,600 | ||
10 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 600 | 655 | ||
10 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 500 | 520 | ||
5 | Oriental Republic of Uruguay | 8.000% | 11/18/22 | 325 | 357 | ||
5 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 1,129 | 1,235 | ||
5 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 975 | 1,116 | ||
5 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 2,140 | 2,506 | ||
5 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 485 | 735 | ||
5 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 1,029 | 1,188 | ||
5 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 2,615 | 3,373 | ||
5 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 1,600 | 2,050 |
167 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
5 | Petroleos Mexicanos | 2.290% | 2/15/24 | 80 | 82 | ||
Petroleos Mexicanos | 2.378% | 4/15/25 | 100 | 104 | |||
Province of Alberta | 2.200% | 7/26/22 | 2,000 | 2,069 | |||
Province of Alberta | 3.350% | 11/1/23 | 1,700 | 1,852 | |||
Province of Alberta | 2.950% | 1/23/24 | 600 | 648 | |||
Province of Alberta | 1.875% | 11/13/24 | 1,800 | 1,882 | |||
Province of Alberta | 1.000% | 5/20/25 | 830 | 836 | |||
Province of Alberta | 3.300% | 3/15/28 | 1,100 | 1,272 | |||
Province of British Columbia | 2.650% | 9/22/21 | 500 | 514 | |||
Province of British Columbia | 2.000% | 10/23/22 | 300 | 312 | |||
Province of British Columbia | 1.750% | 9/27/24 | 600 | 630 | |||
Province of British Columbia | 2.250% | 6/2/26 | 1,500 | 1,627 | |||
Province of Manitoba | 2.100% | 9/6/22 | 300 | 310 | |||
Province of Manitoba | 2.600% | 4/16/24 | 1,250 | 1,343 | |||
Province of Manitoba | 3.050% | 5/14/24 | 500 | 546 | |||
Province of Manitoba | 2.125% | 6/22/26 | 850 | 913 | |||
Province of New Brunswick | 2.500% | 12/12/22 | 400 | 419 | |||
Province of New Brunswick | 3.625% | 2/24/28 | 500 | 587 | |||
Province of Ontario | 2.400% | 2/8/22 | 700 | 723 | |||
Province of Ontario | 2.550% | 4/25/22 | 1,000 | 1,039 | |||
Province of Ontario | 2.250% | 5/18/22 | 2,900 | 3,000 | |||
Province of Ontario | 2.450% | 6/29/22 | 100 | 104 | |||
Province of Ontario | 2.200% | 10/3/22 | 500 | 519 | |||
Province of Ontario | 1.750% | 1/24/23 | 500 | 517 | |||
Province of Ontario | 3.400% | 10/17/23 | 3,130 | 3,422 | |||
Province of Ontario | 3.050% | 1/29/24 | 2,000 | 2,176 | |||
Province of Ontario | 3.200% | 5/16/24 | 1,000 | 1,099 | |||
Province of Ontario | 2.500% | 4/27/26 | 1,000 | 1,092 | |||
Province of Ontario | 2.300% | 6/15/26 | 2,000 | 2,151 | |||
Province of Ontario | 2.000% | 10/2/29 | 1,700 | 1,805 | |||
Province of Quebec | 2.750% | 8/25/21 | 1,375 | 1,413 | |||
Province of Quebec | 2.375% | 1/31/22 | 500 | 515 | |||
Province of Quebec | 2.625% | 2/13/23 | 2,050 | 2,167 | |||
Province of Quebec | 7.125% | 2/9/24 | 3,050 | 3,741 | |||
Province of Quebec | 2.875% | 10/16/24 | 700 | 766 | |||
Province of Quebec | 2.500% | 4/20/26 | 700 | 767 | |||
Province of Quebec | 2.750% | 4/12/27 | 3,250 | 3,629 | |||
Province of Quebec | 7.500% | 9/15/29 | 1,075 | 1,656 | |||
Province of Quebec | 1.350% | 5/28/30 | 600 | 604 | |||
Province of Saskatchewan | 8.500% | 7/15/22 | 244 | 283 | |||
Republic of Chile | 3.250% | 9/14/21 | 285 | 293 | |||
Republic of Chile | 2.250% | 10/30/22 | 225 | 232 | |||
Republic of Chile | 3.125% | 3/27/25 | 200 | 217 | |||
Republic of Chile | 3.125% | 1/21/26 | 710 | 775 | |||
5 | Republic of Chile | 3.240% | 2/6/28 | 2,910 | 3,189 | ||
Republic of Chile | 2.450% | 1/31/31 | 400 | 411 | |||
5 | Republic of Chile | 2.550% | 1/27/32 | 1,100 | 1,142 | ||
Republic of Chile | 3.860% | 6/21/47 | 675 | 795 | |||
5 | Republic of Chile | 3.500% | 1/25/50 | 1,000 | 1,120 | ||
Republic of Colombia | 4.375% | 7/12/21 | 1,330 | 1,367 | |||
5 | Republic of Colombia | 2.625% | 3/15/23 | 2,250 | 2,280 | ||
Republic of Colombia | 4.000% | 2/26/24 | 1,690 | 1,775 | |||
Republic of Colombia | 8.125% | 5/21/24 | 400 | 480 | |||
5 | Republic of Colombia | 4.500% | 1/28/26 | 919 | 993 | ||
5 | Republic of Colombia | 3.875% | 4/25/27 | 2,500 | 2,627 | ||
5 | Republic of Colombia | 4.500% | 3/15/29 | 2,800 | 3,043 | ||
5 | Republic of Colombia | 3.000% | 1/30/30 | 250 | 245 | ||
5 | Republic of Colombia | 3.125% | 4/15/31 | 500 | 491 | ||
Republic of Colombia | 10.375% | 1/28/33 | 500 | 766 | |||
Republic of Colombia | 7.375% | 9/18/37 | 1,000 | 1,359 | |||
Republic of Colombia | 6.125% | 1/18/41 | 1,100 | 1,356 | |||
5 | Republic of Colombia | 5.625% | 2/26/44 | 2,033 | 2,404 | ||
5 | Republic of Colombia | 5.000% | 6/15/45 | 3,744 | 4,168 | ||
Republic of Colombia | 5.200% | 5/15/49 | 1,000 | 1,155 |
168 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
5 | Republic of Colombia | 4.125% | 5/15/51 | 1,800 | 1,775 | ||
Republic of Hungary | 6.375% | 3/29/21 | 1,830 | 1,903 | |||
Republic of Hungary | 5.375% | 2/21/23 | 2,000 | 2,190 | |||
Republic of Hungary | 5.750% | 11/22/23 | 1,000 | 1,136 | |||
Republic of Hungary | 5.375% | 3/25/24 | 1,600 | 1,816 | |||
Republic of Hungary | 7.625% | 3/29/41 | 850 | 1,425 | |||
Republic of Indonesia | 2.950% | 1/11/23 | 350 | 360 | |||
Republic of Indonesia | 4.450% | 2/11/24 | 625 | 676 | |||
Republic of Indonesia | 3.850% | 7/18/27 | 200 | 216 | |||
Republic of Indonesia | 3.500% | 1/11/28 | 1,300 | 1,380 | |||
Republic of Indonesia | 4.100% | 4/24/28 | 1,000 | 1,107 | |||
Republic of Indonesia | 4.750% | 2/11/29 | 600 | 695 | |||
Republic of Indonesia | 3.400% | 9/18/29 | 200 | 212 | |||
Republic of Indonesia | 2.850% | 2/14/30 | 350 | 357 | |||
Republic of Indonesia | 3.850% | 10/15/30 | 900 | 1,000 | |||
1 | Republic of Indonesia | 4.750% | 7/18/47 | 300 | 351 | ||
Republic of Indonesia | 4.350% | 1/11/48 | 1,075 | 1,211 | |||
Republic of Indonesia | 5.350% | 2/11/49 | 900 | 1,167 | |||
Republic of Indonesia | 3.700% | 10/30/49 | 825 | 858 | |||
Republic of Indonesia | 4.200% | 10/15/50 | 2,205 | 2,467 | |||
Republic of Indonesia | 4.450% | 4/15/70 | 500 | 574 | |||
Republic of Italy | 6.875% | 9/27/23 | 2,300 | 2,663 | |||
Republic of Italy | 2.375% | 10/17/24 | 1,950 | 1,980 | |||
Republic of Italy | 2.875% | 10/17/29 | 2,000 | 2,001 | |||
Republic of Italy | 5.375% | 6/15/33 | 1,925 | 2,406 | |||
Republic of Italy | 4.000% | 10/17/49 | 1,900 | 1,938 | |||
Republic of Korea | 2.750% | 1/19/27 | 3,800 | 4,130 | |||
Republic of Korea | 4.125% | 6/10/44 | 305 | 422 | |||
Republic of Korea | 3.875% | 9/20/48 | 390 | 535 | |||
5 | Republic of Panama | 4.000% | 9/22/24 | 600 | 651 | ||
5 | Republic of Panama | 3.750% | 3/16/25 | 1,450 | 1,568 | ||
Republic of Panama | 8.875% | 9/30/27 | 368 | 522 | |||
5 | Republic of Panama | 3.875% | 3/17/28 | 1,980 | 2,225 | ||
Republic of Panama | 9.375% | 4/1/29 | 1,070 | 1,622 | |||
5 | Republic of Panama | 3.160% | 1/23/30 | 400 | 431 | ||
5 | Republic of Panama | 6.700% | 1/26/36 | 1,544 | 2,218 | ||
5 | Republic of Panama | 4.500% | 5/15/47 | 200 | 245 | ||
5 | Republic of Panama | 4.500% | 4/16/50 | 2,110 | 2,577 | ||
5 | Republic of Panama | 4.300% | 4/29/53 | 1,250 | 1,492 | ||
5 | Republic of Panama | 4.500% | 4/1/56 | 2,000 | 2,450 | ||
5 | Republic of Panama | 3.870% | 7/23/60 | 700 | 794 | ||
5 | Republic of Peru | 2.392% | 1/23/26 | 400 | 417 | ||
Republic of Peru | 4.125% | 8/25/27 | 250 | 287 | |||
Republic of Peru | 2.844% | 6/20/30 | 500 | 536 | |||
5 | Republic of Peru | 2.783% | 1/23/31 | 900 | 957 | ||
Republic of Peru | 8.750% | 11/21/33 | 2,535 | 4,226 | |||
5 | Republic of Peru | 6.550% | 3/14/37 | 600 | 911 | ||
Republic of Peru | 5.625% | 11/18/50 | 2,050 | 3,232 | |||
Republic of Poland | 5.125% | 4/21/21 | 1,305 | 1,352 | |||
Republic of Poland | 5.000% | 3/23/22 | 1,415 | 1,518 | |||
Republic of Poland | 3.000% | 3/17/23 | 3,100 | 3,283 | |||
Republic of Poland | 4.000% | 1/22/24 | 625 | 692 | |||
Republic of Poland | 3.250% | 4/6/26 | 1,150 | 1,288 | |||
Republic of the Philippines | 4.200% | 1/21/24 | 1,400 | 1,521 | |||
Republic of the Philippines | 9.500% | 10/21/24 | 550 | 718 | |||
Republic of the Philippines | 10.625% | 3/16/25 | 425 | 594 | |||
Republic of the Philippines | 5.500% | 3/30/26 | 1,500 | 1,802 | |||
Republic of the Philippines | 3.000% | 2/1/28 | 3,800 | 4,097 | |||
Republic of the Philippines | 3.750% | 1/14/29 | 1,000 | 1,142 | |||
Republic of the Philippines | 9.500% | 2/2/30 | 1,525 | 2,478 | |||
Republic of the Philippines | 7.750% | 1/14/31 | 775 | 1,158 | |||
Republic of the Philippines | 6.375% | 1/15/32 | 600 | 829 | |||
Republic of the Philippines | 6.375% | 10/23/34 | 3,175 | 4,568 | |||
Republic of the Philippines | 5.000% | 1/13/37 | 400 | 515 |
169 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Republic of the Philippines | 3.950% | 1/20/40 | 700 | 812 | |||
Republic of the Philippines | 3.700% | 3/1/41 | 984 | 1,118 | |||
Republic of the Philippines | 3.700% | 2/2/42 | 685 | 786 | |||
Republic of the Philippines | 2.950% | 5/5/45 | 1,750 | 1,824 | |||
State of Israel | 4.000% | 6/30/22 | 900 | 958 | |||
State of Israel | 3.150% | 6/30/23 | 1,100 | 1,174 | |||
State of Israel | 2.875% | 3/16/26 | 1,100 | 1,200 | |||
State of Israel | 3.250% | 1/17/28 | 790 | 894 | |||
State of Israel | 2.500% | 1/15/30 | 200 | 216 | |||
State of Israel | 2.750% | 7/3/30 | 350 | 384 | |||
State of Israel | 4.500% | 1/30/43 | 1,400 | 1,799 | |||
State of Israel | 4.125% | 1/17/48 | 800 | 992 | |||
State of Israel | 3.375% | 1/15/50 | 1,835 | 1,997 | |||
State of Israel | 3.875% | 7/3/50 | 1,400 | 1,649 | |||
State of Israel | 4.500% | 4/3/20 | 700 | 890 | |||
Svensk Exportkredit AB | 1.625% | 9/12/21 | 200 | 203 | |||
Svensk Exportkredit AB | 3.125% | 11/8/21 | 500 | 518 | |||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 1,775 | 1,834 | |||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 1,500 | 1,542 | |||
Svensk Exportkredit AB | 2.875% | 3/14/23 | 1,400 | 1,492 | |||
Svensk Exportkredit AB | 0.625% | 5/14/25 | 500 | 501 | |||
Syngenta Finance NV | 3.125% | 3/28/22 | 450 | 455 | |||
United Mexican States | 3.625% | 3/15/22 | 1,845 | 1,918 | |||
United Mexican States | 4.000% | 10/2/23 | 269 | 286 | |||
United Mexican States | 3.600% | 1/30/25 | 3,284 | 3,468 | |||
5 | United Mexican States | 3.900% | 4/27/25 | 1,300 | 1,387 | ||
United Mexican States | 4.125% | 1/21/26 | 3,468 | 3,737 | |||
United Mexican States | 4.150% | 3/28/27 | 2,920 | 3,132 | |||
United Mexican States | 3.750% | 1/11/28 | 1,175 | 1,222 | |||
United Mexican States | 4.500% | 4/22/29 | 1,500 | 1,621 | |||
5 | United Mexican States | 3.250% | 4/16/30 | 4,500 | 4,430 | ||
United Mexican States | 8.300% | 8/15/31 | 1,000 | 1,413 | |||
5 | United Mexican States | 4.750% | 4/27/32 | 2,500 | 2,756 | ||
United Mexican States | 7.500% | 4/8/33 | 400 | 543 | |||
United Mexican States | 6.750% | 9/27/34 | 200 | 262 | |||
United Mexican States | 6.050% | 1/11/40 | 2,321 | 2,806 | |||
United Mexican States | 4.750% | 3/8/44 | 3,022 | 3,150 | |||
United Mexican States | 5.550% | 1/21/45 | 1,000 | 1,165 | |||
United Mexican States | 4.600% | 1/23/46 | 2,530 | 2,586 | |||
United Mexican States | 4.350% | 1/15/47 | 1,580 | 1,566 | |||
United Mexican States | 4.600% | 2/10/48 | 2,410 | 2,463 | |||
5 | United Mexican States | 4.500% | 1/31/50 | 1,500 | 1,543 | ||
5 | United Mexican States | 5.000% | 4/27/51 | 2,600 | 2,803 | ||
United Mexican States | 5.750% | 10/12/10 | 2,414 | 2,649 | |||
Total Sovereign Bonds (Cost $626,817) | 673,736 | ||||||
Taxable Municipal Bonds (0.3%) | |||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 235 | 248 | |||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 100 | 168 | |||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 225 | 328 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 7.834% | 2/15/41 | 100 | 163 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.053% | 2/15/43 | 50 | 72 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 5.939% | 2/15/47 | 925 | 1,361 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 6.270% | 2/15/50 | 160 | 224 | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Project) | 8.084% | 2/15/50 | 175 | 316 |
170 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 300 | 323 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 175 | 276 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 985 | 1,718 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 125 | 224 | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 1,200 | 2,154 | |||
California Department of Water Resources Power Supply Revenue | 2.000% | 5/1/22 | 1,000 | 1,026 | |||
California GO | 5.700% | 11/1/21 | 1,000 | 1,068 | |||
California GO | 2.367% | 4/1/22 | 600 | 618 | |||
California GO | 3.375% | 4/1/25 | 426 | 477 | |||
California GO | 2.650% | 4/1/26 | 250 | 273 | |||
California GO | 3.500% | 4/1/28 | 400 | 465 | |||
California GO | 2.500% | 10/1/29 | 290 | 315 | |||
California GO | 4.500% | 4/1/33 | 850 | 1,004 | |||
California GO | 7.500% | 4/1/34 | 2,270 | 3,702 | |||
California GO | 4.600% | 4/1/38 | 1,350 | 1,578 | |||
California GO | 7.550% | 4/1/39 | 4,005 | 7,132 | |||
California GO | 7.300% | 10/1/39 | 400 | 669 | |||
California GO | 7.350% | 11/1/39 | 725 | 1,220 | |||
California GO | 7.625% | 3/1/40 | 500 | 883 | |||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 250 | 308 | |||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 350 | 375 | |||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 100 | 142 | |||
Chicago IL GO | 7.045% | 1/1/29 | 200 | 210 | |||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 500 | 722 | |||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 405 | 604 | |||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 325 | 422 | |||
Chicago IL Transit Authority Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 765 | 1,054 | |||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 325 | 507 | |||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 500 | 589 | |||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 400 | 470 | |||
Connecticut GO | 5.090% | 10/1/30 | 575 | 688 | |||
Connecticut GO | 5.850% | 3/15/32 | 610 | 826 | |||
Cook County IL GO | 6.229% | 11/15/34 | 400 | 563 | |||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 100 | 145 | |||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 200 | 325 | |||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 75 | 113 | |||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 285 | 359 | |||
Dallas TX Independent School District GO | 6.450% | 2/15/35 | 150 | 154 | |||
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 250 | 259 | |||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 325 | 330 | |||
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 50 | 66 | |||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 275 | 394 | |||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 250 | 376 | |||
Florida Board of Administration Finance Corp Revenue | 2.638% | 7/1/21 | 500 | 510 | |||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 275 | 282 | |||
George Washington University District of Columbia | 4.300% | 9/15/44 | 200 | 232 | |||
George Washington University District of Columbia | 4.126% | 9/15/48 | 800 | 982 | |||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 601 | 874 | |||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 1,129 | 1,655 |
171 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 147 | 212 | |||
Grand Parkway Texas Transportation Corp | 3.236% | 10/1/52 | 675 | 703 | |||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 100 | 107 | |||
Houston TX GO | 6.290% | 3/1/32 | 810 | 1,040 | |||
Illinois GO | 4.950% | 6/1/23 | 1,028 | 1,039 | |||
Illinois GO | 5.100% | 6/1/33 | 4,520 | 4,585 | |||
Illinois GO | 6.630% | 2/1/35 | 480 | 529 | |||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 350 | 502 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 375 | 421 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 225 | 281 | |||
JobsOhio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 325 | 346 | |||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 150 | 192 | |||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 235 | 415 | |||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 100 | 151 | |||
Los Angeles CA Department of Water & Power Revenue | 6.166% | 7/1/40 | 100 | 100 | |||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 410 | 706 | |||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 500 | 894 | |||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 1,560 | 2,157 | |||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 100 | 148 | |||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 400 | 539 | |||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 50 | 84 | |||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 100 | 146 | |||
Massachusetts GO | 4.200% | 12/1/21 | 1,235 | 1,266 | |||
Massachusetts GO | 5.456% | 12/1/39 | 845 | 1,197 | |||
Massachusetts GO | 2.813% | 9/1/43 | 300 | 322 | |||
Massachusetts GO | 2.900% | 9/1/49 | 300 | 327 | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 500 | 693 | |||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 50 | 51 | |||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 50 | 71 | |||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 100 | 152 | |||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 575 | 945 | |||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 575 | 615 | |||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 275 | 291 | |||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 250 | 269 | |||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 375 | 414 | |||
Michigan State University Revenue | 4.496% | 8/15/48 | 200 | 226 | |||
Mississippi GO | 5.245% | 11/1/34 | 250 | 339 | |||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 350 | 433 | |||
11 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 1,435 | 1,734 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 250 | 235 |
172 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 400 | 373 | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 460 | 501 | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.104% | 12/15/28 | 1,150 | 1,177 | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 450 | 543 | |||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 375 | 636 | |||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 1,905 | 3,147 | |||
New York City NY GO | 6.246% | 6/1/35 | 100 | 100 | |||
New York City NY GO | 5.517% | 10/1/37 | 400 | 568 | |||
New York City NY GO | 6.271% | 12/1/37 | 325 | 501 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 100 | 153 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 100 | 153 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 75 | 116 | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 1,200 | 1,883 | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 300 | 396 | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 150 | 210 | |||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 625 | 864 | |||
New York Metropolitan Transportation Authority | 5.175% | 11/15/49 | 1,225 | 1,429 | |||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 515 | 833 | |||
New York Metropolitan Transportation Authority Revenue (Transit Revenue) | 5.871% | 11/15/39 | 100 | 118 | |||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 1,355 | 1,397 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 200 | 213 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 95 | 123 | |||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 200 | 218 | |||
New York State Thruway Authority | 2.900% | 1/1/35 | 200 | 215 | |||
New York State Thruway Authority | 3.500% | 1/1/42 | 200 | 204 | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 300 | 343 | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 450 | 571 | |||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 700 | 1,235 | |||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 175 | 249 | |||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 100 | 126 | |||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 615 | 937 | |||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 300 | 311 | |||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 100 | 118 | |||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 225 | 327 | |||
Oregon GO | 5.762% | 6/1/23 | 268 | 295 | |||
Oregon GO | 5.892% | 6/1/27 | 375 | 469 | |||
12 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 125 | 149 | ||
Pennsylvania Public School Building Authority Lease Revenue (School District of Philadelphia) | 5.000% | 9/15/27 | 250 | 299 | |||
Pennsylvania State University | 2.790% | 9/1/43 | 425 | 438 | |||
Pennsylvania State University | 2.840% | 9/1/50 | 200 | 208 | |||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 375 | 577 | |||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 125 | 169 | |||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 800 | 1,142 |
173 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 975 | 1,354 | |||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 375 | 415 | |||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 175 | 211 | |||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 1,780 | 2,363 | |||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 550 | 754 | |||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 400 | 423 | |||
Princeton University New Jersey | 5.700% | 3/1/39 | 800 | 1,239 | |||
5 | Princeton University New Jersey | 2.516% | 7/1/50 | 385 | 402 | ||
Regents of the University of California Medical Center Pooled Revenue | 3.006% | 5/15/50 | 500 | 506 | |||
Regents of the University of California Medical Center Pooled Revenue | 3.256% | 5/15/60 | 660 | 686 | |||
Regents of the University of California Revenue | 3.063% | 7/1/25 | 400 | 439 | |||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 150 | 251 | |||
Riverside County CA Pension Revenue | 3.818% | 2/15/38 | 75 | 84 | |||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 150 | 182 | |||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 325 | 435 | |||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 100 | 105 | |||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 350 | 360 | |||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 250 | 269 | |||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 230 | 284 | |||
Salt River Project Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 370 | 511 | |||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 225 | 334 | |||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 490 | 734 | |||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 450 | 569 | |||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 1,000 | 1,551 | |||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 275 | 469 | |||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 375 | 406 | |||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 645 | 816 | |||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 135 | 138 | |||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 475 | 743 | |||
Texas A&M University System Revenue Financing System Revenue | 3.100% | 7/1/49 | 275 | 285 | |||
Texas GO | 5.517% | 4/1/39 | 660 | 959 | |||
Texas GO | 3.211% | 4/1/44 | 425 | 450 | |||
Texas Private Activity Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 675 | 695 | |||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 275 | 352 | |||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 100 | 132 | |||
Texas Transportation Commission Revenue | 2.562% | 4/1/42 | 725 | 736 | |||
University of California Regents Medical Center Revenue | 6.548% | 5/15/48 | 2,250 | 3,595 | |||
University of California Regents Medical Center Revenue | 6.583% | 5/15/49 | 125 | 197 | |||
University of California Revenue | 4.601% | 5/15/31 | 500 | 607 | |||
University of California Revenue | 5.946% | 5/15/45 | 275 | 405 | |||
University of California Revenue | 4.858% | 5/15/12 | 330 | 457 | |||
University of California Revenue | 4.767% | 5/15/15 | 50 | 68 | |||
University of Michigan | 2.437% | 4/1/40 | 275 | 284 | |||
University of Michigan | 2.562% | 4/1/50 | 200 | 207 | |||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 175 | 195 | |||
University of Pittsburgh-of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 1,025 | 1,204 | |||
University of Southern California | 5.250% | 10/1/11 | 275 | 455 | |||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 400 | 470 | |||
University of Texas Revenue | 3.354% | 8/15/47 | 200 | 234 | |||
University of Texas System Revenue Financing System Revenue | 4.794% | 8/15/46 | 100 | 135 |
174 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
Face | Market | ||||||
Maturity | Amount | Value | |||||
Coupon | Date | ($000 | ) | ($000 | ) | ||
University of Texas System | 2.439% | 8/15/49 | 225 | 222 | |||
University of Virginia Revenue | 4.179% | 9/1/17 | 250 | 340 | |||
Utah GO | 4.554% | 7/1/24 | 100 | 106 | |||
Utah GO | 3.539% | 7/1/25 | 340 | 364 | |||
Washington GO | 5.140% | 8/1/40 | 480 | 700 | |||
Wisconsin Annual Appropriation Revenue | 3.954% | 5/1/36 | 1,000 | 1,093 | |||
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 300 | 333 | |||
12 | Wisconsin GO | 5.700% | 5/1/26 | 270 | 310 | ||
Total Taxable Municipal Bonds (Cost $103,079) | 124,075 | ||||||
Shares | |||||||
Preferred Stocks (0.0%) | |||||||
* | WESCO International Inc. Pfd. | 3,479 | 92 | ||||
Air T Funding Pfd. | 28 | 1 | |||||
Total Preferred Stocks (Cost $93) | 93 | ||||||
Temporary Cash Investments (3.1%) | |||||||
Money Market Fund (3.0%) | |||||||
13,14 | Vanguard Market Liquidity Fund | 0.227% | 13,376,114 | 1,337,611 | |||
Maturity Date | Face Amount ($000 | ) | |||||
U.S. Government and Agency Obligations (0.1%) | |||||||
15 | United States Cash Management Bill | 0.211% | 9/15/20 | 8,000 | 7,998 | ||
15 | United States Cash Management Bill | 0.136% | 10/20/20 | 2,100 | 2,099 | ||
15 | United States Cash Management Bill | 0.166% | 11/3/20 | 9,000 | 8,995 | ||
19,092 | |||||||
Total Temporary Cash Investments (Cost $1,356,468) | 1,356,703 | ||||||
Total Investments (101.3%) (Cost $28,431,750) | 44,857,943 | ||||||
Other Assets and Liabilities—Net (-1.3%) | (557,254 | ) | |||||
Net Assets (100%) | 44,300,689 |
Cost is in $000. | |
^ | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $74,681,000. |
* | Non-income-producing security. |
§ | Security value determined using significant unobservable inputs. |
¤ | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2020. |
‡ | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
1 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2020, the aggregate value of these securities was $216,814,000, representing 0.5% of net assets. |
2 | Securities with a value of $251,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
3 | U.S. government-guaranteed. |
4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
5 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
6 | Adjustable-rate security; rate shown is effective rate at period end. Certain adjustable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
7 | Non-income-producing security—security in default. |
8 | Guaranteed by the Government of Japan. |
9 | Guaranteed by the Federal Republic of Germany. |
10 | Guaranteed by the Republic of Austria. |
11 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
175 |
Vanguard® Balanced Index Fund
Schedule of Investments
June 30, 2020
12 | Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation). | |
13 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. | |
14 | Collateral of $80,388,000 was received for securities on loan, of which $78,760,000 is held in Vanguard Market Liquidity Fund and $1,628,000 is held in cash. | |
15 | Securities with a value of $18,392,000 have been segregated as initial margin for open futures contracts. | |
CMT—Constant Maturing Treasury Rate. | ||
CVR—Contingent Value Rights. | ||
GO—General Obligation Bond. | ||
LIBOR—London Interbank Offered Rate. | ||
REIT—Real Estate Investment Trust. | ||
UMBS—Uniform Mortgage-Backed Securities. |
176 |
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© 2020 The Vanguard Group, Inc. All rights reserved. Vanguard Marketing Corporation, Distributor. | ||
SNA022 082020 |
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. There were no significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.
Item 12: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13: Exhibits.
(a) | Certifications. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: August 19, 2020
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: August 19, 2020
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ JOHN BENDL* | |
JOHN BENDL CHIEF FINANCIAL OFFICER |
Date: August 19, 2020
* By: /s/ Anne E. Robinson
Anne E. Robinson, pursuant to a Power of Attorney filed on January 18, 2018 (see file Number 33-32216) and a Power of Attorney filed on October 30, 2019 (see file Number 811-02554), Incorporated by Reference.