For Personal Use Only Use Personal for Vanguard Total Stock Market Index Fund
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US SEC Filing Announcement for the Vanguard® Exchange Traded Funds 01 December 2011 Vanguard Investments Australia Ltd announces the following: FUND ASX ANNOUNCEMENT CODE Vanguard® US Total Market Shares Index ETF VTS US SEC Filing of Form N-Q The Vanguard Group, Inc. in the US has completed and filed Form N-Q (quarterly schedule of portfolio holdings) for Registered Investment Companies with the Securities and Exchange Commission (SEC) in the US as part of the regulatory requirements of the SEC. VTI is a share class of the Vanguard® Total Stock Market Index Fund (US Fund), which is traded in the form of CDIs* in Australia. As the filing in the US covers multiple funds, only the information relevant to the US Fund is included. The completed form is attached and can be viewed online at the SEC website at: • www.sec.gov/Archives/edgar/data/36405/000093247111004016/0000932471-11-004016-index.htm Further details of the SEC requirements for this filing are available at: • www.sec.gov/about/forms/formn-q.pdf Note: The attached SEC filing relates to the Vanguard ETF listed in the United States of America under code ‘VTI’, CDIs are issued in Australia by Vanguard Investments Australia Ltd under the ASX code ‘VTS’. For personal use only * Clearing House Electronic Subregister System (CHESS) Depositary Interests (CDIs) Further Information If you have any queries on Vanguard ETFs, please visit vanguard.com.au/etf © 2011 Vanguard Investments Australia Ltd (ABN 72 072 881 086 / AFS Licence 227263) (Vanguard) is the issuer of the Prospectus on behalf of the US listed ETFs described in the Prospectus. Vanguard has arranged for the interests in the US ETFs to be made available to Australian investors via CHESS Depositary Interests that are quoted on the AQUA market of the ASX. Vanguard is a wholly owned subsidiary of The Vanguard Group, Inc. based in the US. All rights reserved. ‘Vanguard’, ‘Vanguard Investments’ and the ship logo are the trademarks of The Vanguard Group, Inc. Vanguard Investments Australia Ltd, Level 34, Freshwater Place, 2 Southbank Boulevard, Southbank VIC 3006 vanguard.com.au 03-8888 3888 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT COMPANY Investment Company Act file number: 811-2652 Name of Registrant: Vanguard Index Funds Address of Registrant: P.O. Box 2600 Valley Forge, PA 19482 Name and address of agent for service: Heidi Stam, Esquire P.O. Box 876 Valley Forge, PA 19482 Date of fiscal year end: December 31st Date of reporting period: September 30, 2011 Item 1: Schedule of Investments For personal use only Vanguard Total Stock Market Index Fund Schedule of Investments As of September 30, 2011 Market Value Shares ($000) Common Stocks (99.7%)1 Consumer Discretionary (11.6%) McDonald's Corp. 12,010,427 1,054,756 * Amazon.com Inc. 4,186,083 905,157 Walt Disney Co. 20,785,489 626,890 Home Depot Inc. 18,498,482 608,045 Comcast Corp. Class A 27,390,797 572,468 News Corp. Class A 25,940,665 401,302 * Ford Motor Co. 40,989,532 396,369 * DIRECTV Class A 8,887,934 375,515 Target Corp. 7,578,753 371,662 Time Warner Inc. 12,395,935 371,506 NIKE Inc. Class B 4,224,563 361,242 Starbucks Corp. 8,677,828 323,596 Lowe's Cos. Inc. 15,073,894 291,529 Yum! Brands Inc. 5,390,168 266,220 * priceline.com Inc. 574,775 258,338 TJX Cos. Inc. 4,470,210 247,963 Time Warner Cable Inc. 3,894,834 244,089 Viacom Inc. Class B 6,211,447 240,631 Johnson Controls Inc. 7,855,450 207,148 * General Motors Co. 9,036,079 182,348 Coach Inc. 3,399,756 176,209 * Bed Bath & Beyond Inc. 2,884,897 165,333 * Las Vegas Sands Corp. 4,220,839 161,827 Carnival Corp. 5,282,965 160,074 Kohl's Corp. 3,195,148 156,882 CBS Corp. Class B 7,239,844 147,548 McGraw-Hill Cos. Inc. 3,528,703 144,677 Macy's Inc. 4,931,656 129,801 VF Corp. 1,013,832 123,201 Limited Brands Inc. 3,134,920 120,726 Omnicom Group Inc. 3,256,176 119,958 Staples Inc. 8,260,616 109,866 * Chipotle Mexican Grill Inc. Class A 360,527 109,222 Wynn Resorts Ltd. 939,409 108,107 Ross Stores Inc. 1,360,612 107,067 * Dollar Tree Inc. 1,416,813 106,417 * O'Reilly Automotive Inc. 1,596,015 106,342 Mattel Inc. 4,026,621 104,249 * Liberty Interactive Corp. Class A 6,629,161 97,913 Ralph Lauren Corp. Class A 737,877 95,703 Harley-Davidson Inc. 2,735,428 93,907 * For personal use only AutoZone Inc. 293,206 93,588 Comcast Corp. 4,520,010 93,519 Nordstrom Inc. 2,035,924 93,001 Genuine Parts Co. 1,821,259 92,520 Marriott International Inc. Class A 3,329,352 90,692 Best Buy Co. Inc. 3,828,632 89,207 Starwood Hotels & Resorts Worldwide Inc. 2,258,733 87,684 Fortune Brands Inc. 1,607,812 86,950 Tiffany & Co. 1,404,719 85,435 Virgin Media Inc. 3,490,545 84,995 * BorgWarner Inc. 1,268,153 76,761 Gap Inc. 4,723,070 76,703 Family Dollar Stores Inc. 1,416,262 72,031 Darden Restaurants Inc. 1,579,977 67,544 * Sirius XM Radio Inc. 43,441,579 65,597 * Netflix Inc. 577,795 65,383 Abercrombie & Fitch Co. 1,016,878 62,599 * CarMax Inc. 2,615,621 62,383 * Discovery Communications Inc. Class A 1,611,454 60,623 * DISH Network Corp. Class A 2,388,758 59,862 * Dollar General Corp. 1,584,953 59,848 Expedia Inc. 2,294,419 59,081 * Apollo Group Inc. Class A 1,470,538 58,248 Wyndham Worldwide Corp. 1,971,284 56,201 * Lululemon Athletica Inc. 1,155,121 56,197 PetSmart Inc. 1,315,680 56,114 * Discovery Communications Inc. 1,563,496 54,957 Tractor Supply Co. 836,308 52,311 Lear Corp. 1,218,357 52,268 Advance Auto Parts Inc. 887,782 51,580 * Liberty Media Corp. - Liberty Capital Class A 771,769 51,029 International Game Technology 3,476,878 50,519 * Fossil Inc. 622,665 50,473 Autoliv Inc. 1,033,222 50,111 * Liberty Global Inc. Class A 1,372,448 49,655 JC Penney Co. Inc. 1,852,467 49,609 H&R Block Inc. 3,539,722 47,114 Hasbro Inc. 1,419,743 46,298 * Liberty Global Inc. 1,298,207 44,931 Whirlpool Corp. 883,597 44,100 ^ Garmin Ltd. 1,348,541 42,843 * Deckers Outdoor Corp. 448,667 41,843 * Tempur-Pedic International Inc. 793,909 41,768 PVH Corp. 702,727 40,927 Interpublic Group of Cos. Inc. 5,669,322 40,819 Scripps Networks Interactive Inc. Class A 1,085,470 40,347 Newell Rubbermaid Inc. 3,376,844 40,083 * TRW Automotive Holdings Corp. 1,218,358 39,877 Gentex Corp. 1,652,870 39,752 * NVR Inc. 64,790 39,132 Tupperware Brands Corp. 723,461 38,879 * LKQ Corp. 1,606,533 38,814 Cablevision Systems Corp. Class A 2,438,098 38,351 Polaris Industries Inc. 757,446 37,850 * GameStop Corp. Class A 1,636,961 37,814 * Dick's Sporting Goods Inc. 1,101,913 36,870 * MGM Resorts International 3,964,001 36,826 * For personal use only Liberty Media Corp. - Liberty Starz Class A 569,917 36,224 Foot Locker Inc. 1,793,910 36,040 Royal Caribbean Cruises Ltd. 1,636,245 35,408 * Panera Bread Co. Class A 336,919 35,019 * Signet Jewelers Ltd. 1,008,111 34,074 Williams-Sonoma Inc. 1,094,504 33,700 * Urban Outfitters Inc. 1,486,125 33,170 * Ulta Salon Cosmetics & Fragrance Inc. 530,405 33,007 Leggett & Platt Inc. 1,661,717 32,885 * Big Lots Inc. 871,537 30,356 DR Horton Inc. 3,327,712 30,083 * Mohawk Industries Inc. 678,192 29,101 * Under Armour Inc. Class A 435,263 28,906 *,^ Sears Holdings Corp. 501,929 28,871 Jarden Corp. 1,010,829 28,566 * Goodyear Tire & Rubber Co. 2,830,091 28,556 DeVry Inc. 758,333 28,028 * Hanesbrands Inc. 1,120,193 28,016 Gannett Co. Inc. 2,782,521 26,517 * Penn National Gaming Inc. 777,587 25,886 Service Corp. International 2,765,357 25,331 * Toll Brothers Inc. 1,744,614 25,175 American Eagle Outfitters Inc. 2,037,583 23,880 John Wiley & Sons Inc. Class A 534,437 23,740 * Crocs Inc. 999,799 23,665 * Warnaco Group Inc. 510,549 23,531 Chico's FAS Inc. 2,045,849 23,384 Harman International Industries Inc. 811,196 23,184 Aaron's Inc. 881,847 22,267 Weight Watchers International Inc. 381,556 22,226 Sotheby's 784,494 21,629 Guess? Inc. 752,837 21,448 * Ascena Retail Group Inc. 772,054 20,900 Brinker International Inc. 996,839 20,854 Lennar Corp. Class A 1,537,933 20,824 * Carter's Inc. 669,390 20,443 Rent-A-Center Inc. 738,640 20,276 * AMC Networks Inc. Class A 617,959 19,744 Washington Post Co. Class B 59,781 19,547 * Sally Beauty Holdings Inc. 1,168,358 19,395 Wolverine World Wide Inc. 575,957 19,151 Cinemark Holdings Inc. 992,806 18,744 Dillard's Inc.