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US SEC Filing Announcement for the Vanguard ® Exchange Traded Funds 27 August 2012 Vanguard Investments Australia Ltd announces the following: ETF ASX CODE DATE ANNOUNCEMENT Vanguard ® US Total Market Shares Index ETF VTS 24 AUG 2012 US SEC Filing of Form NSAR-A The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for Registered Investment Companies with the Securities and Exchange Commission (SEC) in the US as part of the regulatory requirements of the SEC. The completed form is attached and can be viewed online at the SEC website pages at: www.sec.gov/Archives/edgar/data/36405/000093247111003164/0000932471-11-003164-index.htm Further details of the SEC requirements for this filing are available at: www.sec.gov/about/forms/formn-sar.pdf Further Information If you have any queries on Vanguard ® ETFs, please visit vanguard.com.au/etf © 2012 Vanguard Investments Australia Ltd (ABN 72 072 881 086 / AFS Licence 227263) is the product issuer, and 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, Level 34, Freshwater Place, 2 Southbank Boulevard, Southbank VIC 3006 vanguard.com.au 03-8888 3888 For personal use only

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Page 1: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

US SEC Filing Announcement for the Vanguard® Exchange Traded Funds

27 August 2012 Vanguard Investments Australia Ltd announces the following:

ETF ASX CODE

DATE ANNOUNCEMENT

Vanguard® US Total Market Shares Index ETF

VTS 24 AUG 2012 US SEC Filing of Form NSAR-A

The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for Registered Investment Companies with the Securities and Exchange Commission (SEC) in the US as part of the regulatory requirements of the SEC. The completed form is attached and can be viewed online at the SEC website pages at: • www.sec.gov/Archives/edgar/data/36405/000093247111003164/0000932471-11-003164-index.htm

Further details of the SEC requirements for this filing are available at: • www.sec.gov/about/forms/formn-sar.pdf

Further Information If you have any queries on Vanguard® ETFs, please visit vanguard.com.au/etf © 2012 Vanguard Investments Australia Ltd (ABN 72 072 881 086 / AFS Licence 227263) is the product issuer, and 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, Level 34, Freshwater Place, 2 Southbank Boulevard, Southbank VIC 3006 vanguard.com.au 03-8888 3888

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Page 2: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

<SEC-DOCUMENT>0000932471-12-005178.txt : 20120824<SEC-HEADER>0000932471-12-005178.hdr.sgml : 20120824<ACCEPTANCE-DATETIME>20120824122441ACCESSION NUMBER: 0000932471-12-005178CONFORMED SUBMISSION TYPE: NSAR-APUBLIC DOCUMENT COUNT: 2CONFORMED PERIOD OF REPORT: 20120630FILED AS OF DATE: 20120824DATE AS OF CHANGE: 20120824EFFECTIVENESS DATE: 20120824

FILER:

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

FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-02652 FILM NUMBER: 121053813

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

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

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

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

FORMER COMPANY: FORMER CONFORMED NAME: FIRST INDEX INVESTMENT TRUST DATE OF NAME CHANGE: 19800904<SERIES-AND-CLASSES-CONTRACTS-DATA><EXISTING-SERIES-AND-CLASSES-CONTRACTS><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002839<SERIES-NAME>Vanguard 500 Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007773<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VFINX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007774<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VFIAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035202<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIFSX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000092055<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VOO</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002840<SERIES-NAME>Vanguard Value Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007775<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIVAX</CLASS-CONTRACT><CLASS-CONTRACT>

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Page 3: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

<CLASS-CONTRACT-ID>C000007776<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VVIAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007777<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIVIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007778<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTV</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035203<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VVISX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002841<SERIES-NAME>Vanguard Extended Market Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007779<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEXMX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007780<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEXAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007781<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIEIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007782<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VXF</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035204<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEMSX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000096110<CLASS-CONTRACT-NAME>Institutional Plus Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEMPX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002842<SERIES-NAME>Vanguard Growth Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007783<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGRX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007784<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007785<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007786<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VUG</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035205<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGSX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002843<SERIES-NAME>Vanguard Large-Cap Index Fund<CLASS-CONTRACT>

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Page 4: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

<CLASS-CONTRACT-ID>C000007787<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLACX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007788<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLCAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007789<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLISX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007790<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VV</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035206<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLCSX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002844<SERIES-NAME>Vanguard Mid-Cap Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007791<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIMSX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007792<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIMAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007793<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMCIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007794<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VO</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035207<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMISX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000096111<CLASS-CONTRACT-NAME>Institutional Plus Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMCPX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002845<SERIES-NAME>Vanguard Small-Cap Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007795<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>NAESX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007796<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSMAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007797<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSCIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007798<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VB</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035208<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSISX</CLASS-CONTRACT><CLASS-CONTRACT>

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Page 5: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

<CLASS-CONTRACT-ID>C000096112<CLASS-CONTRACT-NAME>Institutional Plus Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSCPX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002846<SERIES-NAME>Vanguard Small-Cap Growth Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007799<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VISGX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007800<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSGIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007801<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VBK</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000105304<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSGAX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002847<SERIES-NAME>Vanguard Small-Cap Value Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007802<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VISVX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007803<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSIIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007804<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VBR</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000105305<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSIAX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002848<SERIES-NAME>Vanguard Total Stock Market Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007805<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTSMX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007806<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTSAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007807<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VITSX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007808<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTI</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035211<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTSSX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000012756<SERIES-NAME>Vanguard Mid-Cap Growth Index Fund<CLASS-CONTRACT>

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Page 6: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

<CLASS-CONTRACT-ID>C000034427<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMGIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000034428<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VOT</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000105306<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMGMX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000012757<SERIES-NAME>Vanguard Mid-Cap Value Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000034429<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMVIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000034430<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VOE</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000105307<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMVAX</CLASS-CONTRACT></SERIES></EXISTING-SERIES-AND-CLASSES-CONTRACTS></SERIES-AND-CLASSES-CONTRACTS-DATA></SEC-HEADER><DOCUMENT><TYPE>NSAR-A<SEQUENCE>1<FILENAME>answer63012.fil<DESCRIPTION>INDEX FUNDS NSAR FILING 6-30-12<TEXT><PAGE> PAGE 1000 A000000 06/30/2012000 C000000 0000036405000 D000000 N000 E000000 NF000 F000000 Y000 G000000 N000 H000000 N000 I000000 6.1000 J000000 A001 A000000 VANGUARD INDEX FUNDS001 B000000 811-2652001 C000000 6106691000002 A000000 100 VANGUARD BOULEVARD002 B000000 MALVERN002 C000000 PA002 D010000 19355003 000000 N004 000000 N005 000000 N006 000000 N007 A000000 Y007 B000000 12007 C010100 1007 C020100 VANGUARD 500 INDEX FUND007 C030100 N007 C010200 2007 C020200 VANGUARD EXTENDED MARKET INDEX FUND007 C030200 N007 C010300 3007 C020300 VANGUARD TOTAL STOCK MARKET INDEX FUND007 C030300 N007 C010400 4007 C020400 VANGUARD VALUE INDEX FUND007 C030400 N007 C010500 5007 C020500 VANGUARD GROWTH INDEX FUND007 C030500 N007 C010600 6007 C020600 VANGUARD SMALL-CAP INDEX FUND007 C030600 N007 C010700 7007 C020700 VANGUARD MID-CAP INDEX FUND007 C030700 N007 C010800 8007 C020800 VANGUARD SMALL-CAP VALUE INDEX FUND

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Page 7: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

007 C030800 N007 C010900 9007 C020900 VANGUARD SMALL-CAP GROWTH INDEX FUND007 C030900 N007 C011000 10007 C021000 VANGUARD LARGE-CAP INDEX FUND<PAGE> PAGE 2007 C031000 N007 C011100 11007 C021100 VANGUARD MID-CAP GROWTH INDEX FUND007 C031100 N007 C011200 12007 C021200 VANGUARD MID-CAP VALUE INDEX FUND007 C031200 N008 A00AA01 THE VANGUARD GROUP, INC.008 B00AA01 A008 C00AA01 801-11953008 D01AA01 MALVERN008 D02AA01 PA008 D03AA01 19355010 A00AA01 THE VANGUARD GROUP, INC.010 B00AA01 801-11953010 C01AA01 MALVERN010 C02AA01 PA010 C03AA01 19355011 A00AA01 VANGUARD MARKETING CORP.011 B00AA01 8-21570011 C01AA01 MALVERN011 C02AA01 PA011 C03AA01 19355012 A00AA01 THE VANGUARD GROUP, INC.012 B00AA01 84-772012 C01AA01 MALVERN012 C02AA01 PA012 C03AA01 19355013 A00AA01 PRICEWATERHOUSECOOPERS LLP013 B01AA01 PHILADELPHIA013 B02AA01 PA013 B03AA01 19103014 A00AA01 VANGUARD MARKETING CORP.014 B00AA01 8-21570015 A000101 BROWN BROTHERS HARRIMAN & CO.015 B000101 C015 C010101 BOSTON015 C020101 MA015 C030101 02109015 E010101 X015 A000201 BROWN BROTHERS HARRIMAN & CO.015 B000201 C015 C010201 BOSTON015 C020201 MA015 C030201 02109015 E010201 X015 A000301 JP MORGAN CHASE BANK015 B000301 C015 C010301 NEW YORK015 C020301 NY015 C030301 10017<PAGE> PAGE 3015 E010301 X015 A000401 BROWN BROTHERS HARRIMAN & CO.015 B000401 C015 C010401 BOSTON015 C020401 MA015 C030401 02109015 E010401 X015 A000501 JP MORGAN CHASE BANK015 B000501 C015 C010501 NEW YORK015 C020501 NY015 C030501 10017015 E010501 X015 A000601 JP MORGAN CHASE BANK015 B000601 C015 C010601 NEW YORK015 C020601 NY015 C030601 10017015 E010601 X015 A000701 BROWN BROTHERS HARRIMAN & CO.015 B000701 C015 C010701 BOSTON015 C020701 MA015 C030701 02109015 E010701 X015 A000801 BROWN BROTHERS HARRIMAN & CO.015 B000801 C015 C010801 BOSTON015 C020801 MA015 C030801 02109015 E010801 X

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http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

015 A000901 BROWN BROTHERS HARRIMAN & CO.015 B000901 C015 C010901 BOSTON015 C020901 MA015 C030901 02109015 E010901 X015 A001001 BROWN BROTHERS HARRIMAN & CO.015 B001001 C015 C011001 BOSTON015 C021001 MA015 C031001 02109015 E011001 X015 A001101 JP MORGAN CHASE BANK015 B001101 C015 C011101 NEW YORK015 C021101 NY015 C031101 10017015 E011101 X015 A001201 JP MORGAN CHASE BANK015 B001201 C<PAGE> PAGE 4015 C011201 NEW YORK015 C021201 NY015 C031201 10017015 E011201 X018 00AA00 Y019 A00AA00 Y019 B00AA00 179019 C00AA00 VANGUARDGR020 A000001 ITG, INC.020 B000001 95-4339369020 C000001 912020 A000002 CREDIT SUISSE SECURITIES (USA) LLC020 B000002 13-5659485020 C000002 512020 A000003 CITIGROUP GLOBAL MARKETS, INC.020 B000003 13-2919773020 C000003 445020 A000004 DEUTSCHE BANK SECURITIES INC.020 B000004 13-2730828020 C000004 419020 A000005 MORGAN STANLEY020 B000005 13-2655998020 C000005 375020 A000006 MERRILL LYNCH, PIERCE, FENNER & SMITH INC.020 B000006 13-5674085020 C000006 350020 A000007 GOLDMAN, SACHS & CO.020 B000007 13-5108880020 C000007 349020 A000008 RBC Capital Markets020 B000008 13-5033225020 C000008 271020 A000009 Weeden & Co., L.P.020 B000009 13-3364318020 C000009 263020 A000010 MND Partners020 C000010 238021 000000 5109022 A000001 VANGUARD MARKET LIQUIDITY FUND022 B000001 20-0961056022 C000001 13461014022 D000001 12426516022 A000002 VANGUARD VALUE INDEX FUND022 B000002 23-2695173022 C000002 458792022 D000002 794814022 A000003 VANGUARD GROWTH INDEX FUND022 B000003 23-2695174022 C000003 775930022 D000003 441779022 A000004 VANGUARD SMALL-CAP GROWTH INDEX FUND<PAGE> PAGE 5022 B000004 23-2953099022 C000004 515817022 D000004 420187022 A000005 VANGUARD SMALL-CAP VALUE INDEX FUND022 B000005 23-2953110022 C000005 398609022 D000005 509848022 A000006 VANGUARD MID-CAP INDEX FUND022 B000006 23-2952932022 C000006 345666022 D000006 239305022 A000007 MOTORALA MOBILITY HOLDINGS022 C000007 0022 D000007 453511022 A000008 VANGUARD SMALL-CAP INDEX FUND022 B000008 52-0794097022 C000008 196886

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Page 9: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

022 D000008 237452022 A000009 MEDCO HEALTH SOLUTIONS022 C000009 0022 D000009 280024022 A000010 VANGUARD MID-CAP GROWTH INDEX FUND022 B000010 20-5062816022 C000010 109593022 D000010 148751023 C000000 18119724023 D000000 18852903024 000100 Y024 000200 Y024 000300 Y024 000400 Y024 000500 N024 000600 Y024 000700 N024 000800 Y024 000900 N024 001000 Y024 001100 N024 001200 N025 A000101 CITIGROUP GLOBAL MARKETS, INC.025 B000101 13-2919773025 C000101 E025 D000101 732062025 A000102 GOLDMAN, SACHS & CO.025 B000102 13-5108880025 C000102 E025 D000102 424188025 A000103 MORGAN STANLEY025 B000103 13-2655998025 C000103 E025 D000103 199940<PAGE> PAGE 6025 A000201 ITG, INC.025 B000201 95-4339369025 C000201 E025 D000201 3035025 A000301 CITIGROUP GLOBAL MARKETS, INC.025 B000301 13-2919773025 C000301 E025 D000301 1017320025 A000302 GOLDMAN, SACHS & CO.025 B000302 13-5108880025 C000302 E025 D000302 571019025 A000303 MORGAN STANLEY025 B000303 13-2655998025 C000303 E025 D000303 274291025 A000304 ITG, INC.025 B000304 95-4339369025 C000304 E025 D000304 4955025 A000401 GOLDMAN, SACHS & CO.025 B000401 13-5108880025 C000401 E025 D000401 112044025 A000402 CITIGROUP GLOBAL MARKETS, INC.025 B000402 13-2919773025 C000402 E025 D000402 199014025 A000403 MORGAN STANLEY025 B000403 13-2655998025 C000403 E025 D000403 53678025 D000501 0025 D000502 0025 A000601 ITG, INC.025 B000601 95-4339369025 C000601 E025 D000601 5813025 D000701 0025 A000801 ITG, INC.025 B000801 95-4339369025 C000801 E025 D000801 3206025 D000901 0025 A001001 MORGAN STANLEY025 B001001 13-2655998025 C001001 E025 D001001 9299025 A001002 GOLDMAN, SACHS & CO.025 B001002 13-5108880025 C001002 E<PAGE> PAGE 7025 D001002 19360025 A001003 CITIGROUP GLOBAL MARKETS INC.025 B001003 13-2919773

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Page 10: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

025 C001003 E025 D001003 34481025 D001101 0026 A000000 N026 B000000 Y026 C000000 N026 D000000 Y026 E000000 N026 F000000 N026 G010000 N026 G020000 N026 H000000 N027 000000 Y028 A010100 1631664028 A020100 0028 A030100 0028 A040100 1817353028 B010100 1469421028 B020100 0028 B030100 0028 B040100 1721344028 C010100 2259536028 C020100 442879028 C030100 0028 C040100 2188794028 D010100 2001694028 D020100 0028 D030100 0028 D040100 1543726028 E010100 1825881028 E020100 0028 E030100 0028 E040100 1321204028 F010100 1334071028 F020100 495705028 F030100 0028 F040100 1921120028 G010100 10522267028 G020100 938584028 G030100 0028 G040100 10513541028 H000100 0028 A010200 916323028 A020200 0028 A030200 0028 A040200 687110028 B010200 521351028 B020200 0<PAGE> PAGE 8028 B030200 0028 B040200 267032028 C010200 1696047028 C020200 4112028 C030200 0028 C040200 1118555028 D010200 447874028 D020200 0028 D030200 0028 D040200 390017028 E010200 2077311028 E020200 0028 E030200 0028 E040200 670478028 F010200 679705028 F020200 0028 F030200 0028 F040200 702602028 G010200 6338611028 G020200 4112028 G030200 0028 G040200 3835794028 H000200 0028 A010300 3748143028 A020300 0028 A030300 0028 A040300 2840291028 B010300 3022235028 B020300 0028 B030300 0028 B040300 2444462028 C010300 2697338028 C020300 661120028 C030300 0028 C040300 2246498028 D010300 2962106028 D020300 0028 D030300 0028 D040300 1328511028 E010300 3950195028 E020300 0

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Page 11: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

028 E030300 0028 E040300 1393942028 F010300 3481971028 F020300 763948028 F030300 0028 F040300 2020279028 G010300 19861988028 G020300 1425068028 G030300 0028 G040300 12273983<PAGE> PAGE 9028 H000300 0028 A010400 305215028 A020400 0028 A030400 0028 A040400 183833028 B010400 285733028 B020400 0028 B030400 0028 B040400 132331028 C010400 589341028 C020400 58697028 C030400 0028 C040400 489476028 D010400 298280028 D020400 0028 D030400 0028 D040400 122053028 E010400 674212028 E020400 0028 E030400 0028 E040400 671394028 F010400 333902028 F020400 66649028 F030400 0028 F040400 271401028 G010400 2486683028 G020400 125346028 G030400 0028 G040400 1870488028 H000400 0028 A010500 370809028 A020500 0028 A030500 0028 A040500 252889028 B010500 427415028 B020500 0028 B030500 0028 B040500 238831028 C010500 525321028 C020500 41704028 C030500 0028 C040500 237002028 D010500 518317028 D020500 0028 D030500 0028 D040500 219426028 E010500 749232028 E020500 0028 E030500 0028 E040500 654611028 F010500 669068<PAGE> PAGE 10028 F020500 45986028 F030500 0028 F040500 258649028 G010500 3260162028 G020500 87690028 G030500 0028 G040500 1861408028 H000500 0028 A010600 667381028 A020600 0028 A030600 0028 A040600 562605028 B010600 638468028 B020600 0028 B030600 0028 B040600 398572028 C010600 506957028 C020600 4561028 C030600 0028 C040600 443277028 D010600 434110028 D020600 0028 D030600 0028 D040600 318685028 E010600 1296427028 E020600 0028 E030600 0

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Page 12: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

028 E040600 1317640028 F010600 368040028 F020600 0028 F030600 0028 F040600 402956028 G010600 3911383028 G020600 4561028 G030600 0028 G040600 3443735028 H000600 0028 A010700 625978028 A020700 0028 A030700 0028 A040700 437706028 B010700 834686028 B020700 0028 B030700 0028 B040700 603231028 C010700 1149090028 C020700 2696028 C030700 0028 C040700 559027028 D010700 869222028 D020700 0<PAGE> PAGE 11028 D030700 0028 D040700 520725028 E010700 1414818028 E020700 0028 E030700 0028 E040700 1311786028 F010700 613579028 F020700 0028 F030700 0028 F040700 461636028 G010700 5507373028 G020700 2696028 G030700 0028 G040700 3894111028 H000700 0028 A010800 153548028 A020800 0028 A030800 0028 A040800 126333028 B010800 145101028 B020800 0028 B030800 0028 B040800 110733028 C010800 106664028 C020800 2087028 C030800 0028 C040800 104411028 D010800 99328028 D020800 0028 D030800 0028 D040800 73970028 E010800 445803028 E020800 0028 E030800 0028 E040800 445193028 F010800 117538028 F020800 0028 F030800 0028 F040800 113998028 G010800 1067982028 G020800 2087028 G030800 0028 G040800 974638028 H000800 0028 A010900 309854028 A020900 0028 A030900 0028 A040900 235823028 B010900 245204028 B020900 0028 B030900 0<PAGE> PAGE 12028 B040900 173136028 C010900 374859028 C020900 460028 C030900 0028 C040900 167267028 D010900 144866028 D020900 0028 D030900 0028 D040900 157054028 E010900 587955028 E020900 0028 E030900 0028 E040900 612547

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Page 13: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

028 F010900 134427028 F020900 0028 F030900 0028 F040900 159424028 G010900 1797165028 G020900 460028 G030900 0028 G040900 1505251028 H000900 0028 A011000 57474028 A021000 0028 A031000 0028 A041000 75476028 B011000 49418028 B021000 0028 B031000 0028 B041000 37486028 C011000 103870028 C021000 8775028 C031000 0028 C041000 54136028 D011000 132228028 D021000 0028 D031000 0028 D041000 62115028 E011000 58896028 E021000 0028 E031000 0028 E041000 74299028 F011000 97254028 F021000 10032028 F031000 0028 F041000 44670028 G011000 499140028 G021000 18807028 G031000 0028 G041000 348182028 H001000 0<PAGE> PAGE 13028 A011100 106386028 A021100 0028 A031100 0028 A041100 86322028 B011100 78543028 B021100 0028 B031100 0028 B041100 81467028 C011100 158843028 C021100 107028 C031100 0028 C041100 42552028 D011100 104721028 D021100 0028 D031100 0028 D041100 28254028 E011100 166872028 E021100 0028 E031100 0028 E041100 162761028 F011100 44207028 F021100 0028 F031100 0028 F041100 67964028 G011100 659572028 G021100 107028 G031100 0028 G041100 469320028 H001100 0028 A011200 123138028 A021200 0028 A031200 0028 A041200 50864028 B011200 118411028 B021200 0028 B031200 0028 B041200 41983028 C011200 85114028 C021200 74028 C031200 0028 C041200 61932028 D011200 28950028 D021200 0028 D031200 0028 D041200 14600028 E011200 70937028 E021200 0028 E031200 0028 E041200 58595028 F011200 23975028 F021200 0

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Page 14: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

<PAGE> PAGE 14028 F031200 0028 F041200 23083028 G011200 450525028 G021200 74028 G031200 0028 G041200 251057028 H001200 0029 00AA00 N030 A00AA00 0030 B00AA00 0.00030 C00AA00 0.00031 A00AA00 0031 B00AA00 0032 00AA00 0033 00AA00 0034 00AA00 N035 00AA00 0036 B00AA00 0037 000100 N037 000200 N037 000300 N037 000400 N037 000500 N037 000600 N037 000700 N037 000800 N037 000900 N037 001000 N037 001100 N037 001200 N038 000100 0038 000200 0038 000300 0038 000400 0038 000500 0038 000600 0038 000700 0038 000800 0038 000900 0038 001000 0038 001100 0038 001200 0039 000100 Y039 000200 Y039 000300 Y039 000400 Y039 000500 Y039 000600 Y039 000700 Y039 000800 Y039 000900 Y<PAGE> PAGE 15039 001000 Y039 001100 Y039 001200 Y040 000100 N040 000200 N040 000300 N040 000400 N040 000500 N040 000600 N040 000700 N040 000800 N040 000900 N040 001000 N040 001100 N040 001200 N042 A00AA00 0042 B00AA00 0042 C00AA00 0042 D00AA00 0042 E00AA00 0042 F00AA00 0042 G00AA00 0042 H00AA00 0043 00AA00 0044 00AA00 0045 00AA00 N048 00AA00 0.000048 A01AA00 0048 A02AA00 0.000048 B01AA00 0048 B02AA00 0.000048 C01AA00 0048 C02AA00 0.000048 D01AA00 0048 D02AA00 0.000048 E01AA00 0048 E02AA00 0.000

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Page 15: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

048 F01AA00 0048 F02AA00 0.000048 G01AA00 0048 G02AA00 0.000048 H01AA00 0048 H02AA00 0.000048 I01AA00 0048 I02AA00 0.000048 J01AA00 0048 J02AA00 0.000048 K01AA00 0048 K02AA00 0.000055 A000100 N055 B000100 N<PAGE> PAGE 16055 A000200 N055 B000200 N055 A000300 N055 B000300 N055 A000400 N055 B000400 N055 A000500 N055 B000500 N055 A000600 N055 B000600 N055 A000700 N055 B000700 N055 A000800 N055 B000800 N055 A000900 N055 B000900 N055 A001000 N055 B001000 N055 A001100 N055 B001100 N055 A001200 N055 B001200 N056 000100 Y056 000200 Y056 000300 Y056 000400 Y056 000500 Y056 000600 Y056 000700 Y056 000800 Y056 000900 Y056 001000 Y056 001100 Y056 001200 Y057 000100 N057 000200 N057 000300 N057 000400 N057 000500 N057 000600 N057 000700 N057 000800 N057 000900 N057 001000 N057 001100 N057 001200 N058 A000100 N058 A000200 N058 A000300 N058 A000400 N058 A000500 N<PAGE> PAGE 17058 A000600 N058 A000700 N058 A000800 N058 A000900 N058 A001000 N058 A001100 N058 A001200 N059 000100 Y059 000200 Y059 000300 Y059 000400 Y059 000500 Y059 000600 Y059 000700 Y059 000800 Y059 000900 Y059 001000 Y059 001100 Y059 001200 Y060 A000100 Y060 B000100 Y060 A000200 Y060 B000200 Y

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Page 16: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

060 A000300 Y060 B000300 Y060 A000400 Y060 B000400 Y060 A000500 Y060 B000500 Y060 A000600 Y060 B000600 Y060 A000700 Y060 B000700 Y060 A000800 Y060 B000800 Y060 A000900 Y060 B000900 Y060 A001000 Y060 B001000 Y060 A001100 Y060 B001100 Y060 A001200 Y060 B001200 Y061 000100 3000061 000200 3000061 000300 3000061 000400 3000061 000500 3000061 000600 3000061 000700 3000061 000800 3000<PAGE> PAGE 18061 000900 3000061 001000 3000061 001100 3000061 001200 3000062 A00AA00 N062 B00AA00 0.0062 C00AA00 0.0062 D00AA00 0.0062 E00AA00 0.0062 F00AA00 0.0062 G00AA00 0.0062 H00AA00 0.0062 I00AA00 0.0062 J00AA00 0.0062 K00AA00 0.0062 L00AA00 0.0062 M00AA00 0.0062 N00AA00 0.0062 O00AA00 0.0062 P00AA00 0.0062 Q00AA00 0.0062 R00AA00 0.0063 A00AA00 0063 B00AA00 0.0066 A000100 Y066 B000100 N066 C000100 N066 D000100 N066 E000100 Y066 F000100 N066 G000100 N066 A000200 Y066 B000200 N066 C000200 N066 D000200 Y066 E000200 N066 F000200 N066 G000200 N066 A000300 Y066 B000300 N066 C000300 N066 D000300 N066 E000300 Y066 F000300 N066 G000300 N066 A000400 Y066 B000400 N066 C000400 N066 D000400 N066 E000400 Y066 F000400 N<PAGE> PAGE 19066 G000400 N066 A000500 Y066 B000500 N066 C000500 N066 D000500 Y066 E000500 N066 F000500 N066 G000500 N066 A000600 Y

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Page 17: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

066 B000600 N066 C000600 Y066 D000600 N066 E000600 N066 F000600 N066 G000600 N066 A000700 Y066 B000700 N066 C000700 N066 D000700 Y066 E000700 N066 F000700 N066 G000700 N066 A000800 Y066 B000800 N066 C000800 Y066 D000800 N066 E000800 N066 F000800 N066 G000800 N066 A000900 Y066 B000900 N066 C000900 Y066 D000900 N066 E000900 N066 F000900 N066 G000900 N066 A001000 Y066 B001000 N066 C001000 N066 D001000 N066 E001000 Y066 F001000 N066 G001000 N066 A001100 Y066 B001100 N066 C001100 N066 D001100 Y066 E001100 N066 F001100 N066 G001100 N066 A001200 Y<PAGE> PAGE 20066 B001200 N066 C001200 N066 D001200 Y066 E001200 N066 F001200 N066 G001200 N067 000100 N067 000200 N067 000300 N067 000400 N067 000500 N067 000600 N067 000700 N067 000800 N067 000900 N067 001000 N067 001100 N067 001200 N068 A000100 N068 B000100 N068 A000200 N068 B000200 N068 A000300 N068 B000300 N068 A000400 N068 B000400 N068 A000500 N068 B000500 N068 A000600 N068 B000600 N068 A000700 N068 B000700 N068 A000800 N068 B000800 N068 A000900 N068 B000900 N068 A001000 N068 B001000 N068 A001100 N068 B001100 N068 A001200 N068 B001200 N069 000100 Y069 000200 Y069 000300 Y069 000400 Y069 000500 Y

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Page 18: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

069 000600 Y069 000700 Y069 000800 Y069 000900 Y<PAGE> PAGE 21069 001000 Y069 001100 Y069 001200 Y070 A010100 Y070 A020100 N070 B010100 Y070 B020100 N070 C010100 Y070 C020100 N070 D010100 Y070 D020100 N070 E010100 Y070 E020100 N070 F010100 Y070 F020100 Y070 G010100 Y070 G020100 N070 H010100 Y070 H020100 N070 I010100 Y070 I020100 N070 J010100 Y070 J020100 N070 K010100 Y070 K020100 Y070 L010100 Y070 L020100 N070 M010100 Y070 M020100 N070 N010100 Y070 N020100 Y070 O010100 Y070 O020100 N070 P010100 Y070 P020100 Y070 Q010100 Y070 Q020100 N070 R010100 Y070 R020100 N070 A010200 Y070 A020200 N070 B010200 Y070 B020200 N070 C010200 Y070 C020200 N070 D010200 Y070 D020200 N070 E010200 Y070 E020200 N070 F010200 Y070 F020200 Y<PAGE> PAGE 22070 G010200 Y070 G020200 N070 H010200 Y070 H020200 N070 I010200 Y070 I020200 N070 J010200 Y070 J020200 N070 K010200 Y070 K020200 Y070 L010200 Y070 L020200 N070 M010200 Y070 M020200 N070 N010200 Y070 N020200 Y070 O010200 Y070 O020200 N070 P010200 Y070 P020200 Y070 Q010200 Y070 Q020200 N070 R010200 Y070 R020200 N070 A010300 Y070 A020300 N070 B010300 Y070 B020300 N070 C010300 Y070 C020300 N070 D010300 Y070 D020300 N070 E010300 Y

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Page 19: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

070 E020300 N070 F010300 Y070 F020300 Y070 G010300 Y070 G020300 N070 H010300 Y070 H020300 N070 I010300 Y070 I020300 N070 J010300 Y070 J020300 N070 K010300 Y070 K020300 Y070 L010300 Y070 L020300 N070 M010300 Y070 M020300 N070 N010300 Y<PAGE> PAGE 23070 N020300 Y070 O010300 Y070 O020300 N070 P010300 Y070 P020300 Y070 Q010300 Y070 Q020300 N070 R010300 Y070 R020300 N070 A010400 Y070 A020400 N070 B010400 Y070 B020400 N070 C010400 Y070 C020400 N070 D010400 Y070 D020400 N070 E010400 Y070 E020400 N070 F010400 Y070 F020400 N070 G010400 Y070 G020400 N070 H010400 Y070 H020400 N070 I010400 Y070 I020400 N070 J010400 Y070 J020400 N070 K010400 Y070 K020400 Y070 L010400 Y070 L020400 N070 M010400 Y070 M020400 N070 N010400 Y070 N020400 Y070 O010400 Y070 O020400 N070 P010400 Y070 P020400 Y070 Q010400 Y070 Q020400 N070 R010400 Y070 R020400 N070 A010500 Y070 A020500 N070 B010500 Y070 B020500 N070 C010500 Y070 C020500 N<PAGE> PAGE 24070 D010500 Y070 D020500 N070 E010500 Y070 E020500 N070 F010500 Y070 F020500 N070 G010500 Y070 G020500 N070 H010500 Y070 H020500 N070 I010500 Y070 I020500 N070 J010500 Y070 J020500 N070 K010500 Y070 K020500 Y070 L010500 Y070 L020500 N070 M010500 Y

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Page 20: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

070 M020500 N070 N010500 Y070 N020500 Y070 O010500 Y070 O020500 N070 P010500 Y070 P020500 Y070 Q010500 Y070 Q020500 N070 R010500 Y070 R020500 N070 A010600 Y070 A020600 N070 B010600 Y070 B020600 N070 C010600 Y070 C020600 N070 D010600 Y070 D020600 N070 E010600 Y070 E020600 N070 F010600 Y070 F020600 Y070 G010600 Y070 G020600 N070 H010600 Y070 H020600 N070 I010600 Y070 I020600 N070 J010600 Y070 J020600 N070 K010600 Y<PAGE> PAGE 25070 K020600 Y070 L010600 Y070 L020600 N070 M010600 Y070 M020600 N070 N010600 Y070 N020600 Y070 O010600 Y070 O020600 N070 P010600 Y070 P020600 Y070 Q010600 Y070 Q020600 N070 R010600 Y070 R020600 N070 A010700 Y070 A020700 N070 B010700 Y070 B020700 N070 C010700 Y070 C020700 N070 D010700 Y070 D020700 N070 E010700 Y070 E020700 N070 F010700 Y070 F020700 Y070 G010700 Y070 G020700 N070 H010700 Y070 H020700 N070 I010700 Y070 I020700 N070 J010700 Y070 J020700 N070 K010700 Y070 K020700 Y070 L010700 Y070 L020700 N070 M010700 Y070 M020700 N070 N010700 Y070 N020700 Y070 O010700 Y070 O020700 N070 P010700 Y070 P020700 Y070 Q010700 Y070 Q020700 N070 R010700 Y070 R020700 N<PAGE> PAGE 26070 A010800 Y070 A020800 N070 B010800 Y070 B020800 N070 C010800 Y

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Page 21: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

070 C020800 N070 D010800 Y070 D020800 N070 E010800 Y070 E020800 N070 F010800 Y070 F020800 Y070 G010800 Y070 G020800 N070 H010800 Y070 H020800 N070 I010800 Y070 I020800 N070 J010800 Y070 J020800 N070 K010800 Y070 K020800 Y070 L010800 Y070 L020800 N070 M010800 Y070 M020800 N070 N010800 Y070 N020800 Y070 O010800 Y070 O020800 N070 P010800 Y070 P020800 Y070 Q010800 Y070 Q020800 N070 R010800 Y070 R020800 N070 A010900 Y070 A020900 N070 B010900 Y070 B020900 N070 C010900 Y070 C020900 N070 D010900 Y070 D020900 N070 E010900 Y070 E020900 N070 F010900 Y070 F020900 Y070 G010900 Y070 G020900 N070 H010900 Y<PAGE> PAGE 27070 H020900 N070 I010900 Y070 I020900 N070 J010900 Y070 J020900 N070 K010900 Y070 K020900 Y070 L010900 Y070 L020900 N070 M010900 Y070 M020900 N070 N010900 Y070 N020900 Y070 O010900 Y070 O020900 N070 P010900 Y070 P020900 Y070 Q010900 Y070 Q020900 N070 R010900 Y070 R020900 N070 A011000 Y070 A021000 N070 B011000 Y070 B021000 N070 C011000 Y070 C021000 N070 D011000 Y070 D021000 N070 E011000 Y070 E021000 N070 F011000 Y070 F021000 Y070 G011000 Y070 G021000 N070 H011000 Y070 H021000 N070 I011000 Y070 I021000 N070 J011000 Y070 J021000 N070 K011000 Y070 K021000 Y

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Page 22: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

070 L011000 Y070 L021000 N070 M011000 Y070 M021000 N070 N011000 Y070 N021000 Y070 O011000 Y070 O021000 N<PAGE> PAGE 28070 P011000 Y070 P021000 Y070 Q011000 Y070 Q021000 N070 R011000 Y070 R021000 N070 A011100 Y070 A021100 N070 B011100 Y070 B021100 N070 C011100 Y070 C021100 N070 D011100 Y070 D021100 N070 E011100 Y070 E021100 N070 F011100 Y070 F021100 N070 G011100 Y070 G021100 N070 H011100 Y070 H021100 N070 I011100 Y070 I021100 N070 J011100 Y070 J021100 N070 K011100 Y070 K021100 Y070 L011100 Y070 L021100 N070 M011100 Y070 M021100 N070 N011100 Y070 N021100 Y070 O011100 Y070 O021100 N070 P011100 Y070 P021100 Y070 Q011100 Y070 Q021100 N070 R011100 Y070 R021100 N070 A011200 Y070 A021200 N070 B011200 Y070 B021200 N070 C011200 Y070 C021200 N070 D011200 Y070 D021200 N070 E011200 Y<PAGE> PAGE 29070 E021200 N070 F011200 Y070 F021200 N070 G011200 Y070 G021200 N070 H011200 Y070 H021200 N070 I011200 Y070 I021200 N070 J011200 Y070 J021200 N070 K011200 Y070 K021200 Y070 L011200 Y070 L021200 N070 M011200 Y070 M021200 N070 N011200 Y070 N021200 Y070 O011200 Y070 O021200 N070 P011200 Y070 P021200 Y070 Q011200 Y070 Q021200 N070 R011200 Y070 R021200 N071 A000100 4434419071 B000100 3717088

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Page 23: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

071 C000100 108849714071 D000100 3071 A000200 4079312071 B000200 1485833071 C000200 20467389071 D000200 7071 A000300 14345636071 B000300 5316228071 C000300 182364905071 D000300 3071 A000400 2899001071 B000400 2137157071 C000400 16112536071 D000400 13071 A000500 3908404071 B000500 2389789071 C000500 23457578071 D000500 10071 A000600 3398205071 B000600 2852787071 C000600 24938247071 D000600 11<PAGE> PAGE 30071 A000700 4903313071 B000700 3116980071 C000700 28875307071 D000700 11071 A000800 1392674071 B000800 1225471071 C000800 6909596071 D000800 18071 A000900 2473846071 B000900 2155636071 C000900 8732375071 D000900 25071 A001000 376166071 B001000 208435071 C001000 5561656071 D001000 4071 A001100 798480071 B001100 603444071 C001100 2433089071 D001100 25071 A001200 557237071 B001200 337656071 C001200 1744818071 D001200 19072 A000100 6072 B000100 373072 C000100 1141311072 D000100 0072 E000100 3970072 F000100 3448072 G000100 0072 H000100 0072 I000100 26297072 J000100 668072 K000100 0072 L000100 644072 M000100 54072 N000100 0072 O000100 0072 P000100 0072 Q000100 0072 R000100 0072 S000100 0072 T000100 12191072 U000100 0072 V000100 0072 W000100 0072 X000100 43302072 Y000100 0072 Z000100 1102352072AA000100 1811703<PAGE> PAGE 31072BB000100 26396072CC010100 6721157072CC020100 0072DD010100 0072DD020100 0072EE000100 0072 A000200 6072 B000200 69072 C000200 122602072 D000200 0072 E000200 13709072 F000200 667072 G000200 1038072 H000200 0072 I000200 6164

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Page 24: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

072 J000200 386072 K000200 0072 L000200 270072 M000200 10072 N000200 0072 O000200 0072 P000200 0072 Q000200 0072 R000200 0072 S000200 0072 T000200 2631072 U000200 0072 V000200 0072 W000200 0072 X000200 11166072 Y000200 0072 Z000200 125214072AA000200 728358072BB000200 80386072CC010200 804554072CC020200 0072DD010200 0072DD020200 0072EE000200 0072 A000300 6072 B000300 618072 C000300 1811185072 D000300 0072 E000300 26539072 F000300 5541072 G000300 14525072 H000300 0072 I000300 41902072 J000300 743072 K000300 0072 L000300 268<PAGE> PAGE 32072 M000300 85072 N000300 0072 O000300 0072 P000300 0072 Q000300 0072 R000300 0072 S000300 0072 T000300 22175072 U000300 0072 V000300 0072 W000300 0072 X000300 85239072 Y000300 0072 Z000300 1753103072AA000300 2103622072BB000300 220580072CC010300 12110331072CC020300 0072DD010300 0072DD020300 0072EE000300 0072 A000400 6072 B000400 4072 C000400 224772072 D000400 0072 E000400 752072 F000400 546072 G000400 1882072 H000400 0072 I000400 3929072 J000400 169072 K000400 0072 L000400 229072 M000400 7072 N000400 0072 O000400 0072 P000400 0072 Q000400 0072 R000400 0072 S000400 0072 T000400 2063072 U000400 0072 V000400 0072 W000400 0072 X000400 8825072 Y000400 0072 Z000400 216703072AA000400 247790072BB000400 64585072CC010400 774666072CC020400 0<PAGE> PAGE 33072DD010400 0

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Page 25: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

072DD020400 0072EE000400 0072 A000500 6072 B000500 19072 C000500 159129072 D000500 0072 E000500 2470072 F000500 748072 G000500 3653072 H000500 0072 I000500 5575072 J000500 131072 K000500 0072 L000500 334072 M000500 11072 N000500 0072 O000500 0072 P000500 0072 Q000500 0072 R000500 0072 S000500 0072 T000500 2929072 U000500 0072 V000500 0072 W000500 0072 X000500 13381072 Y000500 0072 Z000500 148237072AA000500 521319072BB000500 257507072CC010500 1838729072CC020500 0072DD010500 0072DD020500 0072EE000500 0072 A000600 6072 B000600 115072 C000600 167275072 D000600 0072 E000600 15518072 F000600 842072 G000600 2708072 H000600 0072 I000600 6982072 J000600 262072 K000600 0072 L000600 273072 M000600 12072 N000600 0072 O000600 0<PAGE> PAGE 34072 P000600 0072 Q000600 0072 R000600 0072 S000600 0072 T000600 3361072 U000600 0072 V000600 0072 W000600 0072 X000600 14440072 Y000600 0072 Z000600 168468072AA000600 757215072BB000600 204042072CC010600 1338608072CC020600 0072DD010600 0072DD020600 0072EE000600 0072 A000700 6072 B000700 45072 C000700 164892072 D000700 0072 E000700 3815072 F000700 944072 G000700 3149072 H000700 0072 I000700 7471072 J000700 248072 K000700 0072 L000700 414072 M000700 13072 N000700 0072 O000700 0072 P000700 0072 Q000700 0072 R000700 0072 S000700 0072 T000700 3738072 U000700 0

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Page 26: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

072 V000700 0072 W000700 0072 X000700 15977072 Y000700 0072 Z000700 152775072AA000700 674890072BB000700 149906072CC010700 1136997072CC020700 0072DD010700 0072DD020700 0072EE000700 0<PAGE> PAGE 35072 A000800 6072 B000800 21072 C000800 71353072 D000800 0072 E000800 1536072 F000800 278072 G000800 419072 H000800 0072 I000800 3026072 J000800 92072 K000800 0072 L000800 89072 M000800 4072 N000800 0072 O000800 0072 P000800 0072 Q000800 0072 R000800 0072 S000800 0072 T000800 907072 U000800 0072 V000800 0072 W000800 0072 X000800 4815072 Y000800 0072 Z000800 68095072AA000800 222942072BB000800 99646072CC010800 359306072CC020800 0072DD010800 0072DD020800 0072EE000800 0072 A000900 6072 B000900 19072 C000900 26910072 D000900 0072 E000900 7794072 F000900 329072 G000900 1187072 H000900 0072 I000900 3056072 J000900 173072 K000900 0072 L000900 106072 M000900 4072 N000900 0072 O000900 0072 P000900 0072 Q000900 0072 R000900 0<PAGE> PAGE 36072 S000900 0072 T000900 1228072 U000900 0072 V000900 0072 W000900 0072 X000900 6083072 Y000900 0072 Z000900 28640072AA000900 391254072BB000900 218170072CC010900 529374072CC020900 0072DD010900 0072DD020900 0072EE000900 0072 A001000 6072 B001000 8072 C001000 57883072 D001000 0072 E001000 372072 F001000 221072 G001000 1096072 H001000 0072 I001000 845072 J001000 71

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Page 27: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

072 K001000 0072 L001000 49072 M001000 2072 N001000 0072 O001000 0072 P001000 0072 Q001000 0072 R001000 0072 S001000 0072 T001000 641072 U001000 0072 V001000 0072 W001000 0072 X001000 2925072 Y001000 0072 Z001000 55338072AA001000 59954072BB001000 362072CC011000 361201072CC021000 0072DD011000 0072DD021000 0072EE001000 0072 A001100 6072 B001100 3072 C001100 6374<PAGE> PAGE 37072 D001100 0072 E001100 180072 F001100 128072 G001100 213072 H001100 0072 I001100 796072 J001100 35072 K001100 0072 L001100 70072 M001100 1072 N001100 0072 O001100 0072 P001100 0072 Q001100 0072 R001100 0072 S001100 0072 T001100 336072 U001100 0072 V001100 0072 W001100 0072 X001100 1579072 Y001100 0072 Z001100 4978072AA001100 100415072BB001100 44565072CC011100 95526072CC021100 0072DD011100 0072DD021100 0072EE001100 0072 A001200 6072 B001200 1072 C001200 16038072 D001200 0072 E001200 240072 F001200 104072 G001200 257072 H001200 0072 I001200 504072 J001200 36072 K001200 0072 L001200 58072 M001200 1072 N001200 0072 O001200 0072 P001200 0072 Q001200 0072 R001200 0072 S001200 0072 T001200 239072 U001200 0<PAGE> PAGE 38072 V001200 0072 W001200 0072 X001200 1199072 Y001200 0072 Z001200 15080072AA001200 39573072BB001200 19176072CC011200 58556072CC021200 0072DD011200 0072DD021200 0

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Page 28: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

072EE001200 0073 A010100 0.0000073 A020100 0.0000073 B000100 0.0000073 C000100 0.0000073 A010200 0.0000073 A020200 0.0000073 B000200 0.0000073 C000200 0.0000073 A010300 0.0000073 A020300 0.0000073 B000300 0.0000073 C000300 0.0000073 A010400 0.0000073 A020400 0.0000073 B000400 0.0000073 C000400 0.0000073 A010500 0.0000073 A020500 0.0000073 B000500 0.0000073 C000500 0.0000073 A010600 0.0000073 A020600 0.0000073 B000600 0.0000073 C000600 0.0000073 A010700 0.0000073 A020700 0.0000073 B000700 0.0000073 C000700 0.0000073 A010800 0.0000073 A020800 0.0000073 B000800 0.0000073 C000800 0.0000073 A010900 0.0000073 A020900 0.0000073 B000900 0.0000073 C000900 0.0000073 A011000 0.0000073 A021000 0.0000073 B001000 0.0000<PAGE> PAGE 39073 C001000 0.0000073 A011100 0.0000073 A021100 0.0000073 B001100 0.0000073 C001100 0.0000073 A011200 0.0000073 A021200 0.0000073 B001200 0.0000073 C001200 0.0000074 A000100 0074 B000100 0074 C000100 0074 D000100 0074 E000100 0074 F000100 0074 G000100 0074 H000100 0074 I000100 0074 J000100 0074 K000100 0074 L000100 0074 M000100 0074 N000100 0074 O000100 0074 P000100 0074 Q000100 0074 R010100 0074 R020100 0074 R030100 0074 R040100 0074 S000100 0074 T000100 0074 U010100 0074 U020100 0074 V010100 0.00074 V020100 0.00074 W000100 0.0000074 X000100 2090819074 Y000100 37147074 A000200 14262074 B000200 0074 C000200 8398074 D000200 0074 E000200 0074 F000200 21806058074 G000200 0074 H000200 0074 I000200 289990074 J000200 33043

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Page 29: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

074 K000200 0074 L000200 258875<PAGE> PAGE 40074 M000200 0074 N000200 22410626074 O000200 37889074 P000200 24026074 Q000200 0074 R010200 0074 R020200 0074 R030200 0074 R040200 417299074 S000200 0074 T000200 21931412074 U010200 0074 U020200 0074 V010200 0.00074 V020200 0.00074 W000200 0.0000074 X000200 383486074 Y000200 8298074 A000300 0074 B000300 0074 C000300 0074 D000300 0074 E000300 0074 F000300 0074 G000300 0074 H000300 0074 I000300 0074 J000300 0074 K000300 0074 L000300 0074 M000300 0074 N000300 0074 O000300 0074 P000300 0074 Q000300 0074 R010300 0074 R020300 0074 R030300 0074 R040300 0074 S000300 0074 T000300 0074 U010300 0074 U020300 0074 V010300 0.00074 V020300 0.00074 W000300 0.0000074 X000300 1387454074 Y000300 57807074 A000400 343074 B000400 0074 C000400 0<PAGE> PAGE 41074 D000400 0074 E000400 0074 F000400 16596450074 G000400 0074 H000400 0074 I000400 103742074 J000400 10967074 K000400 0074 L000400 36201074 M000400 0074 N000400 16747703074 O000400 104262074 P000400 19076074 Q000400 0074 R010400 0074 R020400 0074 R030400 0074 R040400 26007074 S000400 0074 T000400 16598358074 U010400 0074 U020400 0074 V010400 0.00074 V020400 0.00074 W000400 0.0000074 X000400 365083074 Y000400 0074 A000500 1963074 B000500 0074 C000500 0074 D000500 0074 E000500 0074 F000500 24484701074 G000500 0074 H000500 0

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Page 30: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

074 I000500 93706074 J000500 30568074 K000500 0074 L000500 95806074 M000500 0074 N000500 24706744074 O000500 139855074 P000500 35394074 Q000500 0074 R010500 0074 R020500 0074 R030500 0074 R040500 45449074 S000500 0074 T000500 24486046074 U010500 0<PAGE> PAGE 42074 U020500 0074 V010500 0.00074 V020500 0.00074 W000500 0.0000074 X000500 598779074 Y000500 0074 A000600 13924074 B000600 0074 C000600 14099074 D000600 0074 E000600 0074 F000600 25283070074 G000600 0074 H000600 0074 I000600 605619074 J000600 18328074 K000600 0074 L000600 66622074 M000600 0074 N000600 26001662074 O000600 25850074 P000600 33736074 Q000600 0074 R010600 0074 R020600 0074 R030600 0074 R040600 473883074 S000600 0074 T000600 25468193074 U010600 0074 U020600 0074 V010600 0.00074 V020600 0.00074 W000600 0.0000074 X000600 540221074 Y000600 14099074 A000700 349074 B000700 0074 C000700 10503074 D000700 0074 E000700 0074 F000700 29370532074 G000700 0074 H000700 0074 I000700 90709074 J000700 15081074 K000700 0074 L000700 181025074 M000700 0074 N000700 29668199074 O000700 48351<PAGE> PAGE 43074 P000700 35006074 Q000700 0074 R010700 0074 R020700 0074 R030700 0074 R040700 166073074 S000700 0074 T000700 29418769074 U010700 0074 U020700 0074 V010700 0.00074 V020700 0.00074 W000700 0.0000074 X000700 517332074 Y000700 2001074 A000800 1031074 B000800 0074 C000800 3700074 D000800 0074 E000800 0074 F000800 7014573

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Page 31: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

074 G000800 0074 H000800 0074 I000800 67668074 J000800 5227074 K000800 0074 L000800 24769074 M000800 0074 N000800 7116968074 O000800 4573074 P000800 14000074 Q000800 0074 R010800 0074 R020800 0074 R030800 0074 R040800 57796074 S000800 0074 T000800 7040599074 U010800 0074 U020800 0074 V010800 0.00074 V020800 0.00074 W000800 0.0000074 X000800 274918074 Y000800 2700074 A000900 4905074 B000900 0074 C000900 2005074 D000900 0074 E000900 0074 F000900 8878128<PAGE> PAGE 44074 G000900 0074 H000900 0074 I000900 193700074 J000900 15016074 K000900 0074 L000900 18241074 M000900 0074 N000900 9111995074 O000900 24137074 P000900 12014074 Q000900 0074 R010900 0074 R020900 0074 R030900 0074 R040900 179545074 S000900 0074 T000900 8896299074 U010900 0074 U020900 0074 V010900 0.00074 V020900 0.00074 W000900 0.0000074 X000900 277985074 Y000900 2005074 A001000 101074 B001000 0074 C001000 2116074 D001000 0074 E001000 0074 F001000 5710470074 G001000 0074 H001000 0074 I001000 14097074 J001000 5481074 K001000 0074 L001000 9357074 M001000 0074 N001000 5741622074 O001000 3918074 P001000 6506074 Q001000 0074 R011000 0074 R021000 0074 R031000 0074 R041000 4433074 S001000 0074 T001000 5726765074 U011000 0074 U021000 0074 V011000 0.00074 V021000 0.00<PAGE> PAGE 45074 W001000 0.0000074 X001000 104964074 Y001000 804000074 A001100 0074 B001100 0074 C001100 0074 D001100 0

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Page 32: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

074 E001100 0074 F001100 2468925074 G001100 0074 H001100 0074 I001100 2974074 J001100 5867074 K001100 0074 L001100 1959074 M001100 0074 N001100 2479725074 O001100 4197074 P001100 2387074 Q001100 0074 R011100 0074 R021100 0074 R031100 0074 R041100 3657074 S001100 0074 T001100 2469484074 U011100 0074 U021100 0074 V011100 0.00074 V021100 0.00074 W001100 0.0000074 X001100 101380074 Y001100 0074 A001200 0074 B001200 0074 C001200 0074 D001200 0074 E001200 0074 F001200 1800378074 G001200 0074 H001200 0074 I001200 1425074 J001200 1025074 K001200 0074 L001200 4954074 M001200 0074 N001200 1807782074 O001200 2268074 P001200 1900074 Q001200 0074 R011200 0<PAGE> PAGE 46074 R021200 0074 R031200 0074 R041200 2515074 S001200 0074 T001200 1801099074 U011200 0074 U021200 0074 V011200 0.00074 V021200 0.00074 W001200 0.0000074 X001200 85959074 Y001200 0075 A000100 0075 B000100 0075 A000200 0075 B000200 20558814075 A000300 0075 B000300 0075 A000400 0075 B000400 16114446075 A000500 0075 B000500 23458809075 A000600 0075 B000600 21459207075 A000700 0075 B000700 28909249075 A000800 0075 B000800 5931303075 A000900 0075 B000900 7479424075 A001000 0075 B001000 5571209075 A001100 0075 B001100 2433445075 A001200 0075 B001200 1745434076 000100 0.00076 000200 0.00076 000300 0.00076 000400 0.00076 000500 0.00076 000600 0.00076 000700 0.00076 000800 0.00076 000900 0.00

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Page 33: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

076 001000 0.00076 001100 0.00076 001200 0.00077 A000000 Y077 B000000 N077 C000000 N<PAGE> PAGE 47077 D000000 N077 E000000 N077 F000000 N077 G000000 N077 H000000 N077 I000000 N077 J000000 N077 K000000 N077 L000000 N077 M000000 N077 N000000 N077 O000000 N077 P000000 N077 Q010000 N077 Q020000 N077 Q030000 Y078 000000 N080 C00AA00 0081 B00AA00 0082 B00AA00 0083 B00AA00 0084 B00AA00 0086 A010000 0086 A020000 0086 B010000 0086 B020000 0086 C010000 0086 C020000 0086 D010000 0086 D020000 0086 E010000 0086 E020000 0086 F010000 0086 F020000 0SIGNATURE WILLIAM GESSIGTITLE MANAGER

</TEXT></DOCUMENT><DOCUMENT><TYPE>EX-99.77Q1 OTHR EXHB<SEQUENCE>2<FILENAME>q773indextrust063112.txt<DESCRIPTION>SUPPLEMENTAL DATA 6-30-12<TEXT>

EXHIBIT 77Q3 TO FORM N-SAR

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

Items 72, 73 and 74

Because the electronic format for filing Form N-SAR does not provideadequate space for responding to Items 72 through 74 completely, the Registranthas set forth in their entirety the complete responses to the indicated Items orSub-Items below, in accordance with verbal instructions provided to theRegistrant by the staff of the Commission on September 20, 2002, and September23, 2002.

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Series 1 SEC Identifier S000002839 500 Index TrustClass 1 SEC Identifier C000007773Class 2 SEC Identifier C000007774Class 3 SEC Identifier C000035202Class 4 SEC Identifier C000092055

Items 74A-75B

74A-$074C-$38,49774F-$110,769,063

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http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

74I-$650,82874J-$189,89374L-$285,30574N-$111,933,58674O-$176,20174P-$140,79774R4-$267,95674T-$111,348,63275B-$109,385,111

Item 72DD

1. Total Income dividends for which record date passed during the period $243,1602. Dividends for a second class of open-end company shares $544,2443. Dividends for a third class of open-end company shares $232,3864. Dividends for a fourth class of open-end company shares $37,528

Item 73

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

A) 1. Dividends from net investment income $1.143 2. Dividends from a second class of open-end company shares $1.220 3. Dividends from a third class of open-end company shares $1.008 4. Dividends from a fourth class of open-end company shares $0.605

Item 74

U) 1. Number of shares outstanding 208,466 2. Number of shares outstanding for a second class of shares of open-end company shares 448,098 3. Number of shares outstanding for a third class of shares of open-end company shares 232,713 4. Number of shares outstanding for a fourth class of shares of open-end company shares 76,766

V) 1. Net asset value per share (to the nearest cent) 125.55 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 125.55 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 103.71 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 62.30

Series 2 SEC Identifier S000002841 Extended Market IndexClass 1 SEc Identifier C000007779Class 2 SEC Identifier C000007780Class 3 SEC Identifier C000007781Class 4 SEC Identifier C000007782Class 5 SEC Identifier C000035204Class 6 SEC Identifier C000096110

Item 72DD

1. Total Income dividends for which record date passed during the period $6342. Dividends for a second class of open-end company shares $1,2743. Dividends for a third class of open-end company shares $1,3994. Dividends for a fourth class of open-end company shares $3075. Dividends for a fifth class of open-end company shares $4526. Dividends for a sixth class of open-end company shares $562

Item 73

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

A) 1. Dividends from net investment income $.009 2. Dividends from a second class of open-end company shares $.010 3. Dividends from a third class of open-end company shares $.010 4. Dividends for a fourth class of open-end company shares

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Page 35: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

$.014 5. Dividends for a fifth class of open-end company shares $.008 6. Dividends for a sixth class of open-end company shares $.026

Item 74

U) 1. Number of shares outstanding 67,686 2. Number of shares outstanding for a second class of shares of open-end company shares 127,395 3. Number of shares outstanding for a third class of shares of open-end company shares 126,608 4. Number of shares outstanding for a fourth class of shares of open-end company shares 24,170 5. Number of shares outstanding for a fifth class of shares of open-end company shares 54,839 6. Number of shares outstanding for a sixth class of shares of open-end company shares 45,312

V) 1. Net asset value per share (to the nearest cent) 42.76 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 42.80 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 42.80 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 56.42 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 36.77 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) 105.63

Series 3 SEC Identifier S000002848 Total Stock Market IndexClass 1 SEC Identifier C000007805Class 2 SEC Identifier C000007806Class 3 SEc Identifier C000007807Class 4 SEC Identifier C000007808Class 5 SEC Identifier C000035211

Items 74A-75B

74A- $44,92274C- $58,30774E- $074F- $189,238,01374I- $1,423,77674J- $162,49074L- $735,09074N- $191,662,59874O- $248,08274P- $150,80674R4-$931,03874T- $190,332,67275B- $183,283,077

Item 72DD

1. Total Income dividends for which record date passed during the period $605,2662. Dividends for a second class of open-end company shares $512,2253. Dividends for a third class of open-end company shares $332,1094. Dividends for a fourth class of open-end company shares $196,9265. Dividends for a fifth class of open-end company shares $65,372

Item 73

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

A) 1. Dividends from net investment income $0.298 2. Dividends from a second class of open-end company shares $0.319 3. Dividends from a third class of open-end company shares $0.319 4. Dividends for a fourth class of open-end company shares $0.654 5. Dividends for a fifth class of open-end company shares $0.307

Item 74

U) 1. Number of shares outstanding

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http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

2,078,488 2. Number of shares outstanding for a second class of shares of open-end company shares 1,625,314 3. Number of shares outstanding for a third class of shares of open-end company shares 1,066,298 4. Number of shares outstanding for a fourth class of shares of open-end company shares 308,217 5. Number of shares outstanding for a fifth class of shares of open-end company shares 217,904

V) 1. Net asset value per share (to the nearest cent) 33.90 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 33.91 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 33.91 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 69.66 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 32.73

Series 4 SEC Identifier S000002840 Value IndexClass 1 SEC Identifier C000007775Class 2 SEC Identifier C000007776Class 3 SEC Identifier C000007777Class 4 SEC Identifier C000007778Class 5 SEC Identifier C000035203

Item 72DD

1. Total Income dividends for which record date passed during the period $19,1402. Dividends for a second class of open-end company shares $42,9123. Dividends for a third class of open-end company shares $53,8044. Dividends for a fourth class of open-end company shares $74,7105. Dividends for a fifth class of open-end company shares $21,349

Item 73

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

A) 1. Dividends from net investment income $0.267 2. Dividends from a second class of open-end company shares $0.284 3. Dividends from a third class of open-end company shares $0.287 4. Dividends for a fourth class of open-end company shares $0.73 5. Dividends for a fifth class of open-end company shares $0.296

Item 74

U) 1. Number of shares outstanding 71,424 2. Number of shares outstanding for a second class of shares of open-end company shares 152,045 3. Number of shares outstanding for a third class of shares of open-end company shares 193,623 4. Number of shares outstanding for a fourth class of shares of open-end company shares 104,119 5. Number of shares outstanding for a fifth class of shares of open-end company shares 74,272

V) 1. Net asset value per share (to the nearest cent) 21.81 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 21.80 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 21.80 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 55.89 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 22.69

Series 5 SEC Identifier S000002842 Growth IndexClass 1 SEC Identifier C000007783Class 2 SEc Identifier C000007784Class 3 SEc Identifier C000007785Class 4 SEC Identifier C000007786Class 5 SEC Identifier C000035205

Item 72DD

1. Total Income dividends for which record date passed during the period

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http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

$16,5682. Dividends for a second class of open-end company shares $31,4693. Dividends for a third class of open-end company shares $32,4624. Dividends for a fourth class of open-end company shares $42,7015. Dividends for a fifth class of open-end company shares $16,822

Item 73

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

A) 1. Dividends from net investment income $0.183 2. Dividends from a second class of open-end company shares $0.207 3. Dividends from a third class of open-end company shares $0.211 4. Dividends for a fourth class of open-end company shares $0.403 5. Dividends for a fifth class of open-end company shares $0.192

Item 74

U) 1. Number of shares outstanding 89,973 2. Number of shares outstanding for a second class of shares of open-end company shares 152,439 3. Number of shares outstanding for a third class of shares of open-end company shares 156,468 4. Number of shares outstanding for a fourth class of shares of open-end company shares 110,515 5. Number of shares outstanding for a fifth class of shares of open-end company shares 92,682V) 1. Net asset value per share (to the nearest cent) 35.01 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 35.01 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 35.01 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 68.01 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 32.42

Series 6 SEC Identifier S000002845 Small Cap IndexClass 1 SEc Identifier C000007795Class 2 SEc Identifier C000007796Class 3 SEc Identifier C000007797Class 4 SEc Identifier C000007798Class 5 SEC Identifier C000035208Class 6 SEC Identifier C000096112

Item 72DD

1. Total Income dividends for which record date passed during the period $9122. Dividends for a second class of open-end company shares $1,3193. Dividends for a third class of open-end company shares $1,3504. Dividends for a fourth class of open-end company shares $1,0465. Dividends for a fifth class of open-end company shares $8706. Dividends for a sixth class of open-end company shares $482

Item 73

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

A) 1. Dividends from net investment income $.008 2. Dividends from a second class of open-end company shares $.008 3. Dividends from a third class of open-end company shares $.009 4. Dividends for a fourth class of open-end company shares $.019 5. Dividends for a fifth class of open-end company shares $.008 6. Dividends for a sixth class of open-end company shares $.025

Item 74

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http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

U) 1. Number of shares outstanding 108,819 2. Number of shares outstanding for a second class of shares of open-end company shares 164,403 3. Number of shares outstanding for a third class of shares of open-end company shares 154,874 4. Number of shares outstanding for a fourth class of shares of open-end company shares 54,874 5. Number of shares outstanding for a fifth class of shares of open-end company shares 112,324 6. Number of shares outstanding for a sixth class of shares of open-end company shares 19,332

V) 1. Net asset value per share (to the nearest cent) 36.37 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 36.41 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 36.41 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 75.99 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 32.80 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) 105.10

Series 7 SEC Identifier S000002844 Mid Cap IndexClass 1 SEC Identifier C000007791Class 2 SEC Identifier C000007792Class 3 SEC Identifier C000007793Class 4 SEc Identifier C000007794Class 5 SEC Identifier C000035207Class 6 SEC Identifier C000096111

Item 72DD

1. Total Income dividends for which record date passed during the period $4042. Dividends for a second class of open-end company shares $8103. Dividends for a third class of open-end company shares $6094. Dividends for a fourth class of open-end company shares $3715. Dividends for a fifth class of open-end company shares $6836. Dividends for a sixth class of open-end company shares $421

Item 7389

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

A) 1. Dividends from net investment income $.002 2. Dividends from a second class of open-end company shares $.012 3. Dividends from a third class of open-end company shares $.002 4. Dividends for a fourth class of open-end company shares $.008 5. Dividends for a fifth class of open-end company shares $.005 6. Dividends for a sixth class of open-end company shares $.012

Item 74

U) 1. Number of shares outstanding 189,408 2. Number of shares outstanding for a second class of shares of open-end company shares 67,007 3. Number of shares outstanding for a third class of shares of open-end company shares 300,426 4. Number of shares outstanding for a fourth class of shares of open-end company shares 46,266 5. Number of shares outstanding for a fifth class of shares of open-end company shares 143,236 6. Number of shares outstanding for a sixth class of shares of open-end company shares 46,064

V) 1. Net asset value per share (to the nearest cent) 21.05 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 95.57 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 21.11

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http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 77.17 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 30.16 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) 104.12

Series 8 SEC Identifier S000002847 Small Cap Value IndexClass 1 SEC Identifier C000007802Class 2 SEc Identifier C000007803Class 3 SEc Identifier C000007804Class 4 SEC Identifier C000105305

Item 72DD

1. Total Income dividends for which record date passed during the period $8992. Dividends for a second class of open-end company shares $3523. Dividends for a third class of open-end company shares $8294. Dividends for a fourth class of open-end company shares $1,035

Item 73

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

A) 1. Dividends from net investment income $.007 2. Dividends from a second class of open-end company shares $.007 3. Dividends from a third class of open-end company shares $.029 4. Dividends from a fourth class of open-end company shares $.014

Item 74

U) 1. Number of shares outstanding 123,239 2. Number of shares outstanding for a second class of shares of open-end company shares 50.781 3. Number of shares outstanding for a third class of shares of open-end company shares 29,194 4. Number of shares outstanding for a fourth class of shares of open-end company shares 75,483

V) 1. Net asset value per share (to the nearest cent) 16.32 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 16.36 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 68.13 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 29.27

Series 9 SEC Identifier S000002846 Small Cap Growth IndexClass 1 SEC Identifier C000007799Class 2 SEc Identifier C000007800Class 3 SEC Identifier C000007801Class 4 SEC Identifier C000105304

Item 72DD

1. Total Income dividends for which record date passed during the period $1172. Dividends for a second class of open-end company shares $1613. Dividends for a third class of open-end company shares $1504. Dividends for a fourth class of ope-end company shares $208

Item 73

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

A) 1. Dividends from net investment income $.001 2. Dividends from a second class of open-end company shares $.002 3. Dividends from a third class of open-end company shares $.006 4. Dividends from a fourth class of open-end company shares $.003

Item 74

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Page 40: for the Vanguard Exchange Traded Funds For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-A (semi-annual report filed on form N-SAR) for

http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

U) 1. Number of shares outstanding 114,440 2. Number of shares outstanding for a second class of shares of open-end company shares 88,366 3. Number of shares outstanding for a third class of shares of open-end company shares 24,103 4. Number of shares outstanding for a fourth class of shares of open-end company shares 71,526

V) 1. Net asset value per share (to the nearest cent) 23.52 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 23.57 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 83.70 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 29.43

Series 10 SEC Identifier S000002843 Large-Cap IndexClass 1 SEC Identifier C000007787Class 2 SEC Identifier C000007788Class 3 SEC Identifier C000007789Class 4 SEC Identifier C000007790Class 5 SEC Identifier C000035206

Item 72DD

1. Total Income dividends for which record date passed during the period $2,6082. Dividends for a second class of open-end company shares $8,3053. Dividends for a third class of open-end company shares $5,7214. Dividends for a fourth class of open-end company shares $31,3995. Dividends for a fifth class of open-end company shares $5,406Item 73

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

A) 1. Dividends from net investment income $0.220 2. Dividends from a second class of open-end company shares $0.297 3. Dividends from a third class of open-end company shares $1.237 4. Dividends from a fourth class of open-end company shares $0.589 5. Dividends from a fifth class of open-end company shares $0.259

Item 74

U) 1. Number of shares outstanding 11,832 2. Number of shares outstanding for a second class of shares of open-end company shares 28,296 3. Number of shares outstanding for a third class of shares of open-end company shares 4,745 4. Number of shares outstanding for a fourth class of shares of open-end company shares 53,891 5. Number of shares outstanding for a fifth class of shares of open-end company shares 21,318

V) 1. Net asset value per share (to the nearest cent) 25.09 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 31.36 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 129.08 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 62.10 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 27.36

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

Item 72DD

1. Total Income dividends for which record date passed during the period $202. Dividends for a second class of open-end company shares $963. Dividends for a third class of open-end company shares $151

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http://www.sec.gov/Archives/edgar/data/36405/000093247112005178/0000932471-12-005178.txt[8/24/2012 3:29:15 PM]

Item 73

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

A) 1. Dividends from net investment income $0.001 2. Dividends from a second class of open-end company shares $0.004 3. Dividends from a third class of open-end company shares $0.008

Item 74

U) 1. Number of shares outstanding 20,449 2. Number of shares outstanding for a second class of shares of open-end company shares 27,710 3. Number of shares outstanding for a third class of shares of open-end company shares 18,379

V) 1. Net asset value per share (to the nearest cent) 25.31 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 27.73 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 64.41

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

Item 72DD

1. Total Income dividends for which record date passed during the period $432. Dividends for a second class of open-end company shares $403. Dividends for a third class of open-end company shares $100

Item 7389

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

A) 1. Dividends from net investment income $.002 2. Dividends from a second class of open-end company shares $.003 3. Dividends from a third class of open-end company shares $.006

Item 74

U) 1. Number of shares outstanding 20,824 2. Number of shares outstanding for a second class of shares of open-end company shares 14,443 3. Number of shares outstanding for a third class of shares of open-end company shares 17,090

V) 1. Net asset value per share (to the nearest cent) 21.63 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 28.48 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 54.97

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