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Form NPORT-P VANGUARD STAR FUNDS For: Jan 31

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April 1, 2021 5:14 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000736054
          XXXXXXXX
        
      
      
      
      
        S000002929
        C000008017
      
      
      
    
  
  
    
      VANGUARD STAR FUNDS
      811-03919
      0000736054
      5493005RYBM6XD8JKF03
      100 Vanguard Boulevard
      Malvern
      
      19355
      610-669-1000
      VANGUARD LIFESTRATEGY INCOME FUND
      S000002929
      27CMT8DW6FBMOBEGYV44
      2021-10-31
      2021-01-31
      N
    
    
      6048424021.25
      0.00
      6048424021.25
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      3440181.35000000
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Vanguard Total Bond Market II Index Fund
        E3F24BZCDA1UXGFMYX67
        VANG-TB II-INV
        92203C105
        
          
        
        295893209.55500000
        NS
        USD
        3358387928.45000000
        55.52500811204
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanguard Total International Stock Index Fund
        BF5U5YXM0ZHVXS3F8G71
        VANG-TO INT-INV
        921909602
        
          
        
        25799614.78890000
        NS
        USD
        499996534.61000000
        8.266558906144
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanguard Total International Bond Index Fund
        549300BXRBFWS9SORH32
        VANG-TTL I/B-VAN
        92203J100
        
          
        
        120920235.41400000
        NS
        USD
        1407511540.22000000
        23.27071540082
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Vanguard Total Stock Market Index Fund
        HJ2RZRUQEVF2A5SPRB21
        VANG-T ST M-INV
        922908306
        
          
        
        7591206.02100000
        NS
        USD
        716533936.32000000
        11.84662209201
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        US 10YR NOTE (CBT)Mar21
        N/A
        
          
        
        406.00000000
        NC
        USD
        55634687.50000000
        0.919821217965
        N/A
        DIR
        
        N/A
        
        N
        
        1
        
          
            
              BANK OF AMERICA, N.A.
              B4TYDEB6GKMZO031MB27
            
            Long
            
              
                N/A
                US 10YR NOTE (CBT)Mar21
                
                  
                
              
            
            2021-03-22
            55865494.51000000
            USD
            -230807.01000000
          
        
        
          N
          N
          N
        
      
      
        Vanguard Cmt Funds-Vanguard Market Liquidity Fund
        1I6HV0TLSTR3A4XQ6L78
        Vanguard Market Liquidity Fund
        N/A
        
          
        
        562932.96700000
        NS
        USD
        56293296.70000000
        0.930710156930
        Long
        STIV
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
    
    
      2021-03-31
      VANGUARD STAR FUNDS
      Christine M. Buchanan
      Christine M. Buchanan
      Treasurer
    
  
  XXXX

Vanguard LifeStrategy Income Fund

Schedule of Investments (unaudited)
As of January 31, 2021

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission
(SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The
fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.

Market 
    Value 
   Shares  ($000) 
Investment Companies (99.5%)     
U.S. Stock Fund (11.8%)     
Vanguard Total Stock Market Index Fund Investor Shares  7,591,206  716,534 
 
International Stock Fund (8.3%)     
Vanguard Total International Stock Index Fund Investor Shares  25,799,615  499,997 
 
U.S. Bond Fund (55.6%)     
1 Vanguard Total Bond Market II Index Fund Investor Shares  296,900,308  3,369,818 
 
International Bond Fund (23.8%)     
Vanguard Total International Bond Index Fund Investor Shares  123,756,638  1,440,527 
 
Total Investment Companies (Cost $5,132,386)    6,026,876 
Temporary Cash Investment (1.0%)     
Money Market Fund (1.0%)     
1 Vanguard Market Liquidity Fund, 0.107% (Cost $59,739)  597,390  59,739 
 
Total Investments (100.5%) (Cost $5,192,125)    6,086,615 
Other Assets and Liabilities -Net (-0.5%)    (31,420) 
Net Assets (100%)    6,055,195 
Cost is in $000.     

1 Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate
shown for Vanguard Market Liquidity Fund is the 7-day yield.

 

Derivative Financial Instruments Outstanding as of Period End       
 
 
Futures Contracts         
        ($000) 
 
        Value and 
    Number of    Unrealized 
    Long (Short)  Notional  Appreciation 
  Expiration  Contracts  Amount  (Depreciation) 
Long Futures Contracts         
10-Year U.S. Treasury Note  March 2021  173  23,706  (49) 

 

A. Security Valuation: Investments are valued at the net asset value of each underlying Vanguard
fund determined as of the close of the New York Stock Exchange (generally 4 p.m., Eastern time) on
the valuation date.

B. Futures Contracts: The fund uses stock and bond futures contracts to a limited extent, with the
objectives of maintaining full exposure to the stock market and maintaining its target asset allocation.

 

The primary risks associated with the use of futures contracts are imperfect correlation between
changes in market values of investments held by the fund and the prices of futures contracts, and the
possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated
clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk,
the fund trades futures contracts on an exchange, monitors the financial strength of its clearing
brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The
clearinghouse imposes initial margin requirements to secure the fund’s performance and requires
daily settlement of variation margin representing changes in the market value of eac h contract. Any
securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the
contracts are recorded as an asset (liability).

C. Various inputs may be used to determine the value of the fund's investments and derivatives.
These inputs are summarized in three broad levels for financial statement purposes. The inputs or
methodologies used to value securities are not necessarily an indication of the risk associated with
investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments). Any investments and derivatives valued with significant unobservable
inputs are noted on the Schedule of Investments.

At January 31, 2021, 100% of the market value of the fund's investments and derivatives was
determined based on Level 1 inputs.

D. Transactions during the period in affiliated underlying Vanguard funds were as follows:

          Current Period Transactions   
             
Oct. 31, 2020    Proceeds from  Realized  Change in    Capital Gain  Jan. 31, 2021 
  Market  Purchases  Securities  Net Gain  Unrealized    Distributions  Market 
  Value  at Cost  Sold  (Loss)  App.(Dep.)  Income  Received  Value 
  ($000)  ($000)  ($000)  ($000)  ($000)  ($000)  ($000)  ($000) 
Vanguard Market
Liquidity Fund 		                
79,702  NA1  NA1  —   —   16  —    59,739 
Vanguard Total
Bond Market II
Index Fund 		                
               
3,138,698  261,208  —    —    (30,088)  15,216  28,952  3,369,818 
Vanguard Total
International Bond
Index Fund 		                
               
1,329,022  114,020  —    —    (2,515)  3,040  2,094  1,440,527 
Vanguard Total
International
Stock Index Fund 		                
               
434,079  4,818  17,662  1,478  77,284  4,762  —   499,997 
Vanguard Total
Stock Market
Index Fund 		                
               
617,040  32,749  35,678  1,928  100,495  2,693  —   716,534 
 
Total  5,598,541  412,795  53,340  3,406  145,176  25,727  31,046  6,086,615 
1 Not applicable—purchases and sales are for temporary cash investment purposes.       

 


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