-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, I0ZnIKQGeb1bM/hWBg8YXMlBslSBmBopCaNQzdhlgCqrwbJi+ZqwMVSHHuxylR5/ isyX9lH8va7i7kk7Dn9ARQ== 0000932471-07-001201.txt : 20070822 0000932471-07-001201.hdr.sgml : 20070822 20070822120222 ACCESSION NUMBER: 0000932471-07-001201 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070822 DATE AS OF CHANGE: 20070822 EFFECTIVENESS DATE: 20070822 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: 071072498 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106696295 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 0000036405 S000002839 Vanguard 500 Index Fund C000007773 Investor Shares VFINX C000007774 Admiral Shares VFIAX C000035202 Signal Shares VIFSX 0000036405 S000002840 Vanguard Value Index Fund C000007775 Investor Shares VIVAX C000007776 Admiral Shares VVIAX C000007777 Institutional Shares VIVIX C000007778 ETF Shares VTV C000035203 Signal Shares VVISX 0000036405 S000002841 Vanguard Extended Market Index Fund C000007779 Investor Shares VEXMX C000007780 Admiral Shares VEXAX C000007781 Institutional Shares VIEIX C000007782 ETF Shares VXF C000035204 Signal Shares 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MORGAN SECURITIES INC. 025 B000402 13-3224016 025 C000402 E 025 D000402 296092 025 A000403 MORGAN STANLEY 025 B000403 13-2655998 025 C000403 E 025 D000403 141880 025 A000404 MERRILL LYNCH, PIERCE FENNER & SMITH INC. 025 B000404 13-5674085 025 C000404 E 025 D000404 123589 025 A000405 CITIGROUP GLOBAL MARKETS INC. 025 B000405 13-2919773 025 C000405 E 025 D000405 443911 025 A000406 GOLDMAN, SACHS & CO. 025 B000406 13-5108880 025 C000406 E 025 D000406 49775 025 D000407 0 025 D000408 0 028 A010400 515117 028 A020400 0 028 A030400 0 028 A040400 185362 028 B010400 538960 028 B020400 0 028 B030400 0 028 B040400 266105 028 C010400 456371 028 C020400 53323 PAGE 19 028 C030400 0 028 C040400 186795 028 D010400 367937 028 D020400 2 028 D030400 0 028 D040400 174274 028 E010400 842814 028 E020400 0 028 E030400 0 028 E040400 659029 028 F010400 296550 028 F020400 49536 028 F030400 0 028 F040400 170123 028 G010400 3017749 028 G020400 102861 028 G030400 0 028 G040400 1641688 028 H000400 0 037 000400 N 038 000400 0 039 000400 Y 040 000400 N 055 A000400 N 055 B000400 N 056 000400 Y 057 000400 N 058 A000400 N 059 000400 Y 060 A000400 Y 060 B000400 Y 061 000400 3000 066 A000400 Y 066 B000400 N 066 C000400 N 066 D000400 N 066 E000400 Y 066 F000400 N 066 G000400 N 067 000400 N 068 A000400 N 068 B000400 N 069 000400 Y 070 A010400 Y 070 A020400 N 070 B010400 Y 070 B020400 N 070 C010400 N 070 C020400 N 070 D010400 Y 070 D020400 N PAGE 20 070 E010400 N 070 E020400 N 070 F010400 Y 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y 070 J020400 N 070 K010400 Y 070 K020400 Y 070 L010400 Y 070 L020400 Y 070 M010400 Y 070 M020400 N 070 N010400 Y 070 N020400 Y 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 Y 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 2737280 071 B000400 1244823 071 C000400 12030436 071 D000400 10 072 A000400 6 072 B000400 454 072 C000400 157294 072 D000400 0 072 E000400 380 072 F000400 226 072 G000400 4192 072 H000400 0 072 I000400 2007 072 J000400 163 072 K000400 0 072 L000400 73 072 M000400 7 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 0 072 S000400 0 PAGE 21 072 T000400 1339 072 U000400 0 072 V000400 0 072 W000400 0 072 X000400 8007 072 Y000400 0 072 Z000400 150121 072AA000400 614588 072BB000400 420920 072CC010400 443614 072CC020400 0 072DD010400 0 072DD020400 0 072EE000400 0 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 0 074 B000400 0 074 C000400 0 074 D000400 0 074 E000400 0 074 F000400 13018633 074 G000400 0 074 H000400 0 074 I000400 19522 074 J000400 38870 074 K000400 0 074 L000400 59277 074 M000400 0 074 N000400 13136302 074 O000400 31524 074 P000400 10831 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 70330 074 S000400 0 074 T000400 13023617 074 U010400 0 074 U020400 0 074 V010400 0.00 074 V020400 0.00 074 W000400 0.0000 074 X000400 215617 074 Y000400 0 075 A000400 0 075 B000400 12037237 076 000400 0.00 PAGE 22 015 A000501 JP MORGAN CHASE BANK 015 B000501 C 015 C010501 NEW YORK 015 C020501 NY 015 C030501 10017 015 E010501 X 024 000500 Y 025 A000501 GOLDMAN, SACHS & CO. 025 B000501 13-5108880 025 C000501 E 025 D000501 107212 025 D000502 0 025 D000503 0 025 D000504 0 025 D000505 0 025 D000506 0 025 D000507 0 025 D000508 0 028 A010500 624810 028 A020500 0 028 A030500 0 028 A040500 268900 028 B010500 370417 028 B020500 0 028 B030500 0 028 B040500 220190 028 C010500 582746 028 C020500 22678 028 C030500 0 028 C040500 187374 028 D010500 271925 028 D020500 0 028 D030500 0 028 D040500 227339 028 E010500 350614 028 E020500 1 028 E030500 0 028 E040500 270006 028 F010500 300845 028 F020500 27177 028 F030500 0 028 F040500 144631 028 G010500 2501357 028 G020500 49856 028 G030500 0 028 G040500 1318440 028 H000500 0 037 000500 N 038 000500 0 039 000500 Y 040 000500 N PAGE 23 055 A000500 N 055 B000500 N 056 000500 Y 057 000500 N 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 3000 066 A000500 Y 066 B000500 N 066 C000500 N 066 D000500 Y 066 E000500 N 066 F000500 N 066 G000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 Y 070 A010500 Y 070 A020500 N 070 B010500 Y 070 B020500 N 070 C010500 N 070 C020500 N 070 D010500 Y 070 D020500 N 070 E010500 N 070 E020500 N 070 F010500 Y 070 F020500 N 070 G010500 Y 070 G020500 N 070 H010500 Y 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 Y 070 J020500 N 070 K010500 Y 070 K020500 Y 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 N 070 N010500 Y 070 N020500 Y 070 O010500 Y 070 O020500 N 070 P010500 Y PAGE 24 070 P020500 Y 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 2307165 071 B000500 1076347 071 C000500 13894635 071 D000500 8 072 A000500 6 072 B000500 813 072 C000500 71628 072 D000500 0 072 E000500 984 072 F000500 258 072 G000500 5324 072 H000500 0 072 I000500 3122 072 J000500 183 072 K000500 0 072 L000500 121 072 M000500 9 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 0 072 S000500 0 072 T000500 1519 072 U000500 0 072 V000500 0 072 W000500 0 072 X000500 10536 072 Y000500 0 072 Z000500 62889 072AA000500 163845 072BB000500 21022 072CC010500 860073 072CC020500 0 072DD010500 0 072DD020500 0 072EE000500 0 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 13759 074 B000500 0 074 C000500 0 074 D000500 0 074 E000500 0 PAGE 25 074 F000500 14909056 074 G000500 0 074 H000500 0 074 I000500 74071 074 J000500 13105 074 K000500 0 074 L000500 47157 074 M000500 0 074 N000500 15057148 074 O000500 44764 074 P000500 21232 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 77077 074 S000500 0 074 T000500 14914075 074 U010500 0 074 U020500 0 074 V010500 0.00 074 V020500 0.00 074 W000500 0.0000 074 X000500 394466 074 Y000500 0 075 A000500 0 075 B000500 13895849 076 000500 0.00 015 A000601 JP MORGAN CHASE BANK 015 B000601 C 015 C010601 NEW YORK 015 C020601 NY 015 C030601 10017 015 E010601 X 024 000600 Y 025 A000601 ITG, INC. 025 B000601 95-4339369 025 C000601 E 025 D000601 14978 025 D000602 0 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 461851 028 A020600 0 028 A030600 0 028 A040600 341367 028 B010600 584637 PAGE 26 028 B020600 0 028 B030600 0 028 B040600 405220 028 C010600 513699 028 C020600 2461 028 C030600 0 028 C040600 373337 028 D010600 473189 028 D020600 0 028 D030600 0 028 D040600 385182 028 E010600 1126419 028 E020600 0 028 E030600 0 028 E040600 1121444 028 F010600 442216 028 F020600 0 028 F030600 0 028 F040600 349849 028 G010600 3602011 028 G020600 2461 028 G030600 0 028 G040600 2976399 028 H000600 0 037 000600 N 038 000600 0 039 000600 Y 040 000600 N 055 A000600 N 055 B000600 N 056 000600 Y 057 000600 N 058 A000600 N 059 000600 Y 060 A000600 Y 060 B000600 Y 061 000600 3000 066 A000600 Y 066 B000600 N 066 C000600 Y 066 D000600 N 066 E000600 N 066 F000600 N 066 G000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 Y 070 A010600 Y 070 A020600 N 070 B010600 Y PAGE 27 070 B020600 N 070 C010600 N 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 N 070 E020600 N 070 F010600 Y 070 F020600 Y 070 G010600 Y 070 G020600 N 070 H010600 Y 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 Y 070 L010600 Y 070 L020600 Y 070 M010600 Y 070 M020600 N 070 N010600 Y 070 N020600 Y 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 Y 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 3064054 071 B000600 2415981 071 C000600 14839766 071 D000600 16 072 A000600 6 072 B000600 1638 072 C000600 92894 072 D000600 0 072 E000600 7694 072 F000600 277 072 G000600 5045 072 H000600 0 072 I000600 4013 072 J000600 292 072 K000600 0 072 L000600 124 072 M000600 9 072 N000600 0 PAGE 28 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 0 072 S000600 0 072 T000600 1745 072 U000600 0 072 V000600 0 072 W000600 0 072 X000600 11505 072 Y000600 0 072 Z000600 90721 072AA000600 747440 072BB000600 166947 072CC010600 637667 072CC020600 0 072DD010600 0 072DD020600 0 072EE000600 0 073 A010600 0.0000 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 2674 074 B000600 0 074 C000600 3899 074 D000600 0 074 E000600 0 074 F000600 15666212 074 G000600 0 074 H000600 0 074 I000600 1067919 074 J000600 21790 074 K000600 0 074 L000600 49776 074 M000600 0 074 N000600 16812270 074 O000600 30195 074 P000600 15111 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 1012718 074 S000600 0 074 T000600 15754246 074 U010600 0 074 U020600 0 074 V010600 0.00 074 V020600 0.00 074 W000600 0.0000 PAGE 29 074 X000600 349900 074 Y000600 3899 075 A000600 0 075 B000600 14882308 076 000600 0.00 015 A000701 JP MORGAN CHASE BANK 015 B000701 C 015 C010701 NEW YORK 015 C020701 NY 015 C030701 10017 015 E010701 X 024 000700 N 025 A000701 DELETE 025 D000701 0 025 D000702 0 025 D000703 0 025 D000704 0 025 D000705 0 025 D000706 0 025 D000707 0 025 D000708 0 028 A010700 690738 028 A020700 0 028 A030700 0 028 A040700 464024 028 B010700 1000303 028 B020700 0 028 B030700 0 028 B040700 534146 028 C010700 774395 028 C020700 3687 028 C030700 0 028 C040700 597372 028 D010700 1660877 028 D020700 0 028 D030700 0 028 D040700 322331 028 E010700 1248652 028 E020700 0 028 E030700 0 028 E040700 2502226 028 F010700 704873 028 F020700 0 028 F030700 0 028 F040700 417814 028 G010700 6079838 028 G020700 3687 028 G030700 0 028 G040700 4837913 028 H000700 0 037 000700 N PAGE 30 038 000700 0 039 000700 Y 040 000700 N 055 A000700 N 055 B000700 N 056 000700 Y 057 000700 N 058 A000700 N 059 000700 Y 060 A000700 Y 060 B000700 Y 061 000700 3000 066 A000700 Y 066 B000700 N 066 C000700 N 066 D000700 Y 066 E000700 N 066 F000700 N 066 G000700 N 067 000700 N 068 A000700 N 068 B000700 N 069 000700 Y 070 A010700 Y 070 A020700 N 070 B010700 Y 070 B020700 N 070 C010700 N 070 C020700 N 070 D010700 Y 070 D020700 N 070 E010700 N 070 E020700 N 070 F010700 Y 070 F020700 Y 070 G010700 Y 070 G020700 N 070 H010700 Y 070 H020700 N 070 I010700 N 070 I020700 N 070 J010700 Y 070 J020700 N 070 K010700 Y 070 K020700 Y 070 L010700 Y 070 L020700 Y 070 M010700 Y 070 M020700 N 070 N010700 Y 070 N020700 Y PAGE 31 070 O010700 Y 070 O020700 N 070 P010700 Y 070 P020700 Y 070 Q010700 N 070 Q020700 N 070 R010700 N 070 R020700 N 071 A000700 5999051 071 B000700 4570392 071 C000700 19858447 071 D000700 23 072 A000700 6 072 B000700 1602 072 C000700 144902 072 D000700 0 072 E000700 2888 072 F000700 347 072 G000700 6706 072 H000700 0 072 I000700 4338 072 J000700 121 072 K000700 0 072 L000700 279 072 M000700 12 072 N000700 0 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 0 072 S000700 0 072 T000700 2468 072 U000700 0 072 V000700 0 072 W000700 0 072 X000700 14271 072 Y000700 0 072 Z000700 135121 072AA000700 1176932 072BB000700 72992 072CC010700 815882 072CC020700 0 072DD010700 0 072DD020700 0 072EE000700 0 073 A010700 0.0000 073 A020700 0.0000 073 B000700 0.0000 073 C000700 0.0000 074 A000700 1381 074 B000700 0 PAGE 32 074 C000700 1998 074 D000700 0 074 E000700 0 074 F000700 21266078 074 G000700 0 074 H000700 0 074 I000700 356550 074 J000700 10749 074 K000700 0 074 L000700 89967 074 M000700 0 074 N000700 21726723 074 O000700 88810 074 P000700 16170 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 358580 074 S000700 0 074 T000700 21263163 074 U010700 0 074 U020700 0 074 V010700 0.00 074 V020700 0.00 074 W000700 0.0000 074 X000700 397532 074 Y000700 1998 075 A000700 0 075 B000700 19891166 076 000700 0.00 015 A000801 JP MORGAN CHASE BANK 015 B000801 C 015 C010801 NEW YORK 015 C020801 NY 015 C030801 10017 015 E010801 X 024 000800 Y 025 A000801 ITG, INC. 025 B000801 95-4339369 025 C000801 E 025 D000801 11495 025 D000802 0 025 D000803 0 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 396966 028 A020800 0 PAGE 33 028 A030800 0 028 A040800 210401 028 B010800 281719 028 B020800 0 028 B030800 0 028 B040800 107511 028 C010800 150911 028 C020800 3434 028 C030800 0 028 C040800 88713 028 D010800 202287 028 D020800 0 028 D030800 0 028 D040800 147743 028 E010800 665422 028 E020800 0 028 E030800 0 028 E040800 667511 028 F010800 145144 028 F020800 0 028 F030800 0 028 F040800 120728 028 G010800 1842449 028 G020800 3434 028 G030800 0 028 G040800 1342607 028 H000800 0 037 000800 N 038 000800 0 039 000800 Y 040 000800 N 055 A000800 N 055 B000800 N 056 000800 Y 057 000800 N 058 A000800 N 059 000800 Y 060 A000800 Y 060 B000800 Y 061 000800 3000 066 A000800 Y 066 B000800 N 066 C000800 Y 066 D000800 N 066 E000800 N 066 F000800 N 066 G000800 N 067 000800 N 068 A000800 N 068 B000800 N 069 000800 Y PAGE 34 070 A010800 Y 070 A020800 N 070 B010800 Y 070 B020800 N 070 C010800 N 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 N 070 E020800 N 070 F010800 Y 070 F020800 Y 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 Y 070 L010800 Y 070 L020800 Y 070 M010800 Y 070 M020800 N 070 N010800 Y 070 N020800 Y 070 O010800 Y 070 O020800 N 070 P010800 Y 070 P020800 Y 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 2075092 071 B000800 1486190 071 C000800 5633762 071 D000800 26 072 A000800 6 072 B000800 705 072 C000800 54729 072 D000800 0 072 E000800 1483 072 F000800 131 072 G000800 2277 072 H000800 0 072 I000800 2217 072 J000800 176 072 K000800 0 PAGE 35 072 L000800 66 072 M000800 4 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 0 072 S000800 0 072 T000800 643 072 U000800 0 072 V000800 0 072 W000800 0 072 X000800 5514 072 Y000800 0 072 Z000800 51403 072AA000800 298501 072BB000800 100703 072CC010800 27082 072CC020800 0 072DD010800 0 072DD020800 0 072EE000800 0 073 A010800 0.0000 073 A020800 0.0000 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 0 074 C000800 1998 074 D000800 0 074 E000800 0 074 F000800 5910305 074 G000800 0 074 H000800 0 074 I000800 172422 074 J000800 6060 074 K000800 0 074 L000800 22744 074 M000800 0 074 N000800 6113529 074 O000800 11827 074 P000800 5731 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 186347 074 S000800 0 074 T000800 5909624 074 U010800 0 074 U020800 0 PAGE 36 074 V010800 0.00 074 V020800 0.00 074 W000800 0.0000 074 X000800 184363 074 Y000800 1998 075 A000800 0 075 B000800 5651360 076 000800 0.00 015 A000901 JP MORGAN CHASE BANK 015 B000901 C 015 C010901 NEW YORK 015 C020901 NY 015 C030901 10017 015 E010901 X 024 000900 N 025 A000901 DELETE 025 D000901 0 025 D000902 0 025 D000903 0 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 140096 028 A020900 0 028 A030900 0 028 A040900 95609 028 B010900 244966 028 B020900 0 028 B030900 0 028 B040900 77609 028 C010900 123715 028 C020900 295 028 C030900 0 028 C040900 74874 028 D010900 317424 028 D020900 0 028 D030900 0 028 D040900 58581 028 E010900 302502 028 E020900 0 028 E030900 0 028 E040900 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A001000 Y 060 B001000 Y 061 001000 3000 066 A001000 Y 066 B001000 N 066 C001000 N 066 D001000 N 066 E001000 Y 066 F001000 N 066 G001000 N 067 001000 N 068 A001000 N 068 B001000 N 069 001000 Y 070 A011000 Y 070 A021000 N 070 B011000 Y 070 B021000 N 070 C011000 N 070 C021000 N 070 D011000 Y 070 D021000 N 070 E011000 N 070 E021000 N 070 F011000 Y 070 F021000 Y 070 G011000 Y 070 G021000 N 070 H011000 Y 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 Y 070 J021000 N 070 K011000 Y 070 K021000 Y 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 N 070 N011000 Y 070 N021000 Y 070 O011000 Y 070 O021000 N 070 P011000 Y 070 P021000 Y 070 Q011000 N PAGE 42 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 464087 071 B001000 62374 071 C001000 1281243 071 D001000 5 072 A001000 6 072 B001000 149 072 C001000 11727 072 D001000 0 072 E001000 43 072 F001000 66 072 G001000 335 072 H001000 0 072 I001000 -124 072 J001000 177 072 K001000 0 072 L001000 16 072 M001000 1 072 N001000 0 072 O001000 0 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001100 N 028 A011100 17655 028 A021100 0 028 A031100 0 028 A041100 1059 028 B011100 28689 028 B021100 0 028 B031100 0 028 B041100 1174 028 C011100 45371 028 C021100 10 028 C031100 0 028 C041100 2123 028 D011100 49257 028 D021100 0 028 D031100 0 028 D041100 2036 028 E011100 101330 028 E021100 0 PAGE 44 028 E031100 0 028 E041100 28226 028 F011100 39819 028 F021100 0 028 F031100 0 028 F041100 4220 028 G011100 282121 028 G021100 10 028 G031100 0 028 G041100 38838 028 H001100 0 037 001100 N 038 001100 0 039 001100 Y 040 001100 N 055 A001100 Y 055 B001100 N 056 001100 Y 057 001100 N 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 3000 066 A001100 Y 066 B001100 N 066 C001100 N 066 D001100 Y 066 E001100 N 066 F001100 N 066 G001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 Y 070 A011100 Y 070 A021100 N 070 B011100 Y 070 B021100 N 070 C011100 N 070 C021100 N 070 D011100 Y 070 D021100 N 070 E011100 N 070 E021100 N 070 F011100 Y 070 F021100 N 070 G011100 Y 070 G021100 N 070 H011100 Y 070 H021100 N PAGE 45 070 I011100 N 070 I021100 N 070 J011100 Y 070 J021100 N 070 K011100 Y 070 K021100 Y 070 L011100 Y 070 L021100 N 070 M011100 Y 070 M021100 N 070 N011100 Y 070 N021100 Y 070 O011100 Y 070 O021100 N 070 P011100 Y 070 P021100 Y 070 Q011100 N 070 Q021100 N 070 R011100 N 070 R021100 N 071 A001100 346734 071 B001100 103134 071 C001100 165099 071 D001100 62 072 A001100 6 072 B001100 65 072 C001100 486 072 D001100 0 072 E001100 7 072 F001100 11 072 G001100 113 072 H001100 0 072 I001100 -51 072 J001100 70 072 K001100 0 072 L001100 3 072 M001100 0 072 N001100 0 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 0 072 S001100 0 072 T001100 7 072 U001100 0 072 V001100 0 072 W001100 0 072 X001100 153 072 Y001100 0 072 Z001100 405 072AA001100 5279 PAGE 46 072BB001100 2724 072CC011100 15999 072CC021100 0 072DD011100 11 072DD021100 10 072EE001100 0 073 A011100 0.0040 073 A021100 0.0100 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 0 074 C001100 0 074 D001100 0 074 E001100 0 074 F001100 308788 074 G001100 0 074 H001100 0 074 I001100 1990 074 J001100 2160 074 K001100 0 074 L001100 1073 074 M001100 0 074 N001100 314011 074 O001100 2727 074 P001100 22 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 2637 074 S001100 0 074 T001100 308625 074 U011100 7330 074 U021100 2001 074 V011100 24.85 074 V021100 63.20 074 W001100 0.0000 074 X001100 8399 074 Y001100 0 075 A001100 0 075 B001100 158533 076 001100 0.00 015 A001201 JP MORGAN CHASE BANK 015 B001201 C 015 C011201 NEW YORK 015 C021201 NY 015 C031201 10017 015 E011201 X 024 001200 N 028 A011200 45764 PAGE 47 028 A021200 0 028 A031200 0 028 A041200 2034 028 B011200 50976 028 B021200 0 028 B031200 0 028 B041200 7309 028 C011200 55732 028 C021200 23 028 C031200 0 028 C041200 4439 028 D011200 44113 028 D021200 0 028 D031200 0 028 D041200 3664 028 E011200 110772 028 E021200 0 028 E031200 0 028 E041200 41800 028 F011200 38106 028 F021200 0 028 F031200 0 028 F041200 7964 028 G011200 345463 028 G021200 23 028 G031200 0 028 G041200 67210 028 H001200 0 037 001200 N 038 001200 0 039 001200 Y 040 001200 N 055 A001200 Y 055 B001200 N 056 001200 Y 057 001200 N 058 A001200 N 059 001200 Y 060 A001200 Y 060 B001200 Y 061 001200 3000 066 A001200 Y 066 B001200 N 066 C001200 N 066 D001200 Y 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 N PAGE 48 069 001200 Y 070 A011200 Y 070 A021200 N 070 B011200 Y 070 B021200 N 070 C011200 N 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 N 070 E021200 N 070 F011200 Y 070 F021200 Y 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 N 070 I021200 N 070 J011200 Y 070 J021200 N 070 K011200 Y 070 K021200 Y 070 L011200 Y 070 L021200 N 070 M011200 Y 070 M021200 N 070 N011200 Y 070 N021200 Y 070 O011200 Y 070 O021200 N 070 P011200 Y 070 P021200 Y 070 Q011200 N 070 Q021200 N 070 R011200 N 070 R021200 N 071 A001200 381070 071 B001200 100868 071 C001200 264357 071 D001200 38 072 A001200 6 072 B001200 50 072 C001200 3361 072 D001200 0 072 E001200 25 072 F001200 22 072 G001200 172 072 H001200 0 072 I001200 -52 072 J001200 79 PAGE 49 072 K001200 0 072 L001200 5 072 M001200 0 072 N001200 0 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 0 072 S001200 0 072 T001200 23 072 U001200 0 072 V001200 0 072 W001200 0 072 X001200 249 072 Y001200 1 072 Z001200 3188 072AA001200 8086 072BB001200 2309 072CC011200 5184 072CC021200 0 072DD011200 21 072DD021200 20 072EE001200 0 073 A011200 0.0040 073 A021200 0.0100 073 B001200 0.0000 073 C001200 0.0000 074 A001200 98 074 B001200 0 074 C001200 100 074 D001200 0 074 E001200 0 074 F001200 402601 074 G001200 0 074 H001200 0 074 I001200 1947 074 J001200 496 074 K001200 0 074 L001200 1405 074 M001200 0 074 N001200 406647 074 O001200 577 074 P001200 44 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 2175 074 S001200 0 074 T001200 403851 074 U011200 8338 PAGE 50 074 U021200 3326 074 V011200 24.07 074 V021200 61.08 074 W001200 0.0000 074 X001200 9139 074 Y001200 100 075 A001200 0 075 B001200 260120 076 001200 0.00 SIGNATURE CHUCK SIMPKINS TITLE MANAGER EX-99 2 q773indextrust06302007.txt SHARE CLASS INFO EXHIBIT 77Q3 TO FORM N-SAR Registrant Name: Vanguard Index Funds File Number: 811-2652 Registrant CIK Number: 0000036405 Items 72, 73 and 74 Because the electronic format for filing Form N-SAR does not provide adequate space for responding to Items 72 through 74 completely, the Registrant has set forth in their entirety the complete responses to the indicated Items or Sub-Items below, in accordance with verbal instructions provided to the Registrant by the staff of the Commission on September 20, 2002, and September 23, 2002.
Series 1 SEC Identifier S000002839 500 Index Trust Class 1 SEC Identifier C000007773 Class 2 SEC Identifier C000007774 Class 3 SEC Identifier C000035202 Items 74A-74T 74A-$1,529 74C-$42,952 74F-$126,076,388 74I-$455,230 74J-$195,355 74L-$483,957 74N-$127,255,411 74O-$221,408 74P-$173,539 74R4-$450,866 74T-$126,409,598 75B-$122,825,188 Item 72DD 1. Total Income dividends for which record date passed during the period $594,069 2. Dividends for a second class of open-end company shares $431,774 3. Dividends for a third class of open-end company shares $19,921 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $1.120 2. Dividends from a second class of open-end company shares $1.174 3. Dividends from a third class of open-end company shares $0.966 Item 74 U) 1. Number of shares outstanding 514,686 2. Number of shares outstanding for a second class of shares of open-end company shares 368,066 3. Number of shares outstanding for a third class of shares of open-end company shares 36,853 V) 1. Net asset value per share (to the nearest cent) 138.42 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 138.43 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 114.34 Series 2 SEC Identifier S000002841 Extended Market Index Class 1 SEc Identifier C000007779 Class 2 SEC Identifier C000007780 Class 3 SEC Identifier C000007781 Class 4 SEC Identifier C000007782 Class 5 SEC Identifier C000035204 Item 72DD 1. Total Income dividends for which record date passed during the period $1,117 2. Dividends for a second class of open-end company shares $758 3. Dividends for a third class of open-end company shares $628 4. Dividends for a fourth class of open-end company shares $113 5. Dividends for a fifth class of open-end company shares $125 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 $.009 3. Dividends from a third class of open-end company shares $.009 4. Dividends for a fourth class of open-end company shares $.022 5. Dividends for a fifth class of open-end company shares $.008 Item 74 U) 1. Number of shares outstanding 144,719 2. Number of shares outstanding for a second class of shares of open-end company shares 85,537 3. Number of shares outstanding for a third class of shares of open-end company shares 70,542 4. Number of shares outstanding for a fourth class of shares of open-end company shares 4,932 5. Number of shares outstanding for a fifth class of shares of open-end company shares 34,034 V) 1. Net asset value per share (to the nearest cent) 42.39 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 42.44 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 42.46 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 111.94 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 36.47 Series 3 SEC Identifier S000002848 Total Stock Market Index Class 1 SEc Identifier C000007805 Class 2 SEC Identifier C000007806 Class 3 SEc Identifier C000007807 Class 4 SEC Identifier C000007808 Class 5 SEC Identifier C000035211 Items 74A-74T 74C-$24,975 74F-$99,297,875 74I-$1,978,092 74J-$516 74L-$305,727 74N-$101,607,185 74O-$246,189 74P-$85,848 74R4-$1,333,474 74T-$99,941,674 Item 72DD 1. Total Income dividends for which record date passed during the period $335,023 2. Dividends for a second class of open-end company shares $235,737 3. Dividends for a third class of open-end company shares $100,887 4. Dividends for a fourth class of open-end company shares $65,205 5. Dividends for a fifth class of open-end company shares $3,537 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.270 2. Dividends from a second class of open-end company shares $.284 3. Dividends from a third class of open-end company shares $.290 4. Dividends for a fourth class of open-end company shares $1.182 5. Dividends for a fifth class of open-end company shares $.276 Item 74 U) 1. Number of shares outstanding 1,272,241 2. Number of shares outstanding for a second class of shares of open-end company shares 842,442 3. Number of shares outstanding for a third class of shares of open-end company shares 377,760 4. Number of shares outstanding for a fourth class of shares of open-end company shares 57,315 5. Number of shares outstanding for a fifth class of shares of open-end company shares 21,212 V) 1. Net asset value per share (to the nearest cent) 36.36 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 36.36 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 36.37 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 149.40 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 35.10 Series 4 SEC Identifier S000002840 Value Index Class 1 SEC Identifier C000007775 Class 2 SEC Identifier C000007776 Class 3 SEC Identifier C000007777 Class 4 SEC Identifier C000007778 Class 5 SEC Identifier C000035203 Item 72DD 1. Total Income dividends for which record date passed during the period $51,494 2. Dividends for a second class of open-end company shares $33,157 3. Dividends for a third class of open-end company shares $31,059 4. Dividends for a fourth class of open-end company shares $23,243 5. Dividends for a fifth class of open-end company shares $33 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.300 2. Dividends from a second class of open-end company shares $.314 3. Dividends from a third class of open-end company shares $.318 4. Dividends for a fourth class of open-end company shares $.805 5. Dividends for a fifth class of open-end company shares $.156 Item 74 U) 1. Number of shares outstanding 173,114 2. Number of shares outstanding for a second class of shares of open-end company shares 107,607 3. Number of shares outstanding for a third class of shares of open-end company shares 104,346 4. Number of shares outstanding for a fourth class of shares of open-end company shares 30,878 5. Number of shares outstanding for a fifth class of shares of open-end company shares 210 V) 1. Net asset value per share (to the nearest cent) 28.04 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 28.04 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 28.04 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 71.89 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 29.18 Series 5 SEC Identifier S000002842 Growth Index Class 1 SEC Identifier C000007783 Class 2 SEc Identifier C000007784 Class 3 SEc Identifier C000007785 Class 4 SEC Identifier C000007786 Class 5 SEC Identifier C000035205 Item 72DD 1. Total Income dividends for which record date passed during the period $28,522 2. Dividends for a second class of open-end company shares $13,273 3. Dividends for a third class of open-end company shares $12,721 4. Dividends for a fourth class of open-end company shares $9,875 5. Dividends for a fifth class of open-end company shares $2 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.130 2. Dividends from a second class of open-end company shares $.148 3. Dividends from a third class of open-end company shares $.153 4. Dividends for a fourth class of open-end company shares $.287 5. Dividends for a fifth class of open-end company shares $.075 Item 74 U) 1. Number of shares outstanding 217,356 2. Number of shares outstanding for a second class of shares of open-end company shares 91,448 3. Number of shares outstanding for a third class of shares of open-end company shares 86,879 4. Number of shares outstanding for a fourth class of shares of open-end company shares 36,242 5. Number of shares outstanding for a fifth class of shares of open-end company shares 29 V) 1. Net asset value per share (to the nearest cent) 32.00 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 32.00 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 32.00 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 62.17 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 29.63 Series 6 SEC Identifier S000002845 Small Cap Index Class 1 SEc Identifier C000007795 Class 2 SEc Identifier C000007796 Class 3 SEc Identifier C000007797 Class 4 SEc Identifier C000007798 Class 5 SEC Identifier c000035208 Item 72DD 1. Total Income dividends for which record date passed during the period $1,253 2. Dividends for a second class of open-end company shares $690 3. Dividends for a third class of open-end company shares $689 4. Dividends for a fourth class of open-end company shares $158 5. Dividends for a fifth class of open-end company shares $27 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.006 2. Dividends from a second class of open-end company shares $.007 3. Dividends from a third class of open-end company shares $.007 4. Dividends for a fourth class of open-end company shares $.014 5. Dividends for a fifth class of open-end company shares $.005 Item 74 U) 1. Number of shares outstanding 202,675 2. Number of shares outstanding for a second class of shares of open-end company shares 101,072 3. Number of shares outstanding for a third class of shares of open-end company shares 102,641 4. Number of shares outstanding for a fourth class of shares of open-end company shares 12,683 5. Number of shares outstanding for a fifth class of shares of open-end company shares 10,280 V) 1. Net asset value per share (to the nearest cent) 35.61 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 35.64 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 35.66 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 74.44 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 32.13 Series 7 SEC Identifier S000002844 Mid Cap Index Class 1 SEC Identifier C000007791 Class 2 SEC Identifier C000007792 Class 3 SEC Identifier C000007793 Class 4 SEc Identifier C000007794 Class 5 Sec Identifier C000035207 Item 72DD 1. Total Income dividends for which record date passed during the period $2,004 2. Dividends for a second class of open-end company shares $1,159 3. Dividends for a third class of open-end company shares $1,262 4. Dividends for a fourth class of open-end company shares $346 5. Dividends for a fifth class of open-end company shares $0 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.005 2. Dividends from a second class of open-end company shares $.024 3. Dividends from a third class of open-end company shares $.005 4. Dividends for a fourth class of open-end company shares $.017 5. Dividends for a fifth class of open-end company shares $0 Item 74 U) 1. Number of shares outstanding 407,569 2. Number of shares outstanding for a second class of shares of open-end company shares 50,483 3. Number of shares outstanding for a third class of shares of open-end company shares 267,124 4. Number of shares outstanding for a fourth class of shares of open-end company shares 15,474 5. Number of shares outstanding for a fifth class of shares of open-end company shares 5,880 V) 1. Net asset value per share (to the nearest cent) 21.92 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 99.52 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 22.00 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 80.39 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 31.42 Series 8 SEC Identifier S000002847 Small Cap Value Index Class 1 SEC Identifier C000007802 Class 2 SEc Identifier C000007803 Class 3 SEc Identifier C000007804 Item 72DD 1. Total Income dividends for which record date passed during the period $3,337 2. Dividends for a second class of open-end company shares $417 3. Dividends for a third class of open-end company shares $505 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.013 2. Dividends from a second class of open-end company shares $.014 3. Dividends from a third class of open-end company shares $.058 Item 74 U) 1. Number of shares outstanding 254,805 2. Number of shares outstanding for a second class of shares of open-end company shares 32,337 3. Number of shares outstanding for a third class of shares of open-end company shares 10,334 V) 1. Net asset value per share (to the nearest cent) 17.89 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 17.94 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 74.68 Series 9 SEC Identifier S000002846 Small Cap Growth Index Class 1 SEC Identifier C000007799 Class 2 SEc Identifier C000007800 Class 3 SEC Identifier C000007801 Item 72DD 1. Total Income dividends for which record date passed during the period $246 2. Dividends for a second class of open-end company shares $68 3. Dividends for a third class of open-end company shares $82 Item 73 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 $.010 Item 74 U) 1. Number of shares outstanding 127,691 2. Number of shares outstanding for a second class of shares of open-end company shares 31,045 3. Number of shares outstanding for a third class of shares of open-end company shares 9,549 V) 1. Net asset value per share (to the nearest cent) 20.80 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 20.85 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 74.04 Series 10 SEC Identifier S000002843 Large-Cap Index Class 1 SEC Identifier C000007787 Class 2 SEC Identifier C000007788 Class 3 SEC Identifier C000007789 Class 4 SEC Identifier C000007790 Item 72DD 1. Total Income dividends for which record date passed during the period $1,920 2. Dividends for a second class of open-end company shares $1,699 3. Dividends for a third class of open-end company shares $690 4. Dividends for a fourth class of open-end company shares $6,264 Item 73 Distributions per share for which record date passed during the period: A) 1. Dividends from net investment income $.190 2. Dividends from a second class of open-end company shares $.253 3. Dividends from a third class of open-end company shares $1.054 4. Dividends from a fourth class of open-end company shares $.510 Item 74 U) 1. Number of shares outstanding 10,889 2. Number of shares outstanding for a second class of shares of open-end company shares 6,896 3. Number of shares outstanding for a third class of shares of open-end company shares 700 4. Number of shares outstanding for a fourth class of shares of open-end company shares 13,337 V) 1. Net asset value per share (to the nearest cent) 27.07 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 33.84 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 139.29 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 67.01
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