Vanguard® Mid-Cap Index Fund
Schedule of Investments (unaudited)
As of March 31, 2026
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.
          Shares Market
Value
($000)
Common Stocks (99.7%)
Basic Materials (2.3%)
  Newmont Corp. 11,750,444 1,271,986
  Fastenal Co. 24,806,491 1,151,021
  Nucor Corp. 4,674,467 790,452
  International Paper Co. 11,407,204 407,237
  International Flavors & Fragrances Inc. 5,255,833 381,311
  Steel Dynamics Inc. 1,498,506 269,731
  LyondellBasell Industries NV Class A 2,784,000 224,279
            4,496,017
Consumer Discretionary (14.2%)
  Ross Stores Inc. 6,987,108 1,513,617
  General Motors Co. 19,527,965 1,454,833
  Royal Caribbean Cruises Ltd. 5,259,705 1,447,366
* Warner Bros Discovery Inc. 50,893,010 1,397,522
  Target Corp. 9,781,751 1,185,548
  Electronic Arts Inc. 5,405,943 1,102,110
  Ford Motor Co. 84,651,763 976,881
  Delta Air Lines Inc. 14,109,220 937,981
  Yum! Brands Inc. 5,971,515 928,451
* Carvana Co. 2,929,299 920,913
* Chipotle Mexican Grill Inc. 28,135,692 900,624
  eBay Inc. 9,677,891 880,882
  Garmin Ltd. 3,534,347 820,004
  DR Horton Inc. 5,632,550 772,899
* ROBLOX Corp. Class A 13,578,462 767,998
  Hilton Worldwide Holdings Inc. 2,476,575 753,077
* Take-Two Interactive Software Inc. 3,800,274 750,554
* United Airlines Holdings Inc. 7,079,358 651,797
* Copart Inc. 18,820,550 624,842
  Carnival Corp. 24,044,628 622,275
* AutoZone Inc. 178,960 604,488
  Expedia Group Inc. 2,527,761 583,635
  Dollar General Corp. 4,755,111 564,574
*,1 Live Nation Entertainment Inc. 3,550,661 541,511
  Tractor Supply Co. 11,370,485 515,083
* Ulta Beauty Inc. 958,332 500,930
  PulteGroup Inc. 4,154,790 488,645
  Darden Restaurants Inc. 2,487,295 487,609
* Dollar Tree Inc. 4,080,994 446,910
  Southwest Airlines Co. 10,613,643 398,755
  Lennar Corp. Class A 4,432,676 384,934
  Estee Lauder Cos. Inc. Class A 5,340,552 383,291
* NVR Inc. 57,334 377,821
  Rollins Inc. 6,755,277 360,799
* Lululemon Athletica Inc. 2,302,432 352,502
  Las Vegas Sands Corp. 6,531,717 351,929
* Flutter Entertainment plc 3,029,631 308,871
  Fox Corp. Class A 3,903,362 227,956
* Burlington Stores Inc. 679,722 221,168
  Genuine Parts Co. 1,486,415 157,188
  Fox Corp. Class B 2,668,083 141,675
  TKO Group Holdings Inc. Class A 674,385 135,990
* Trade Desk Inc. Class A 4,751,876 107,820
  Lennar Corp. Class B 212,879 17,907
            28,072,165
Consumer Staples (5.1%)
  Cencora Inc. 3,992,216 1,254,115
  Corteva Inc. 14,754,768 1,235,122
  Kroger Co. 12,304,094 890,324
  Archer-Daniels-Midland Co. 10,395,114 755,621
  Sysco Corp. 10,345,882 737,972
  Keurig Dr Pepper Inc. 27,882,825 734,155

          Shares Market
Value
($000)
  Kenvue Inc. 41,405,876 713,837
  Kimberly-Clark Corp. 7,170,195 691,709
  Hershey Co. 3,198,832 665,005
  Church & Dwight Co. Inc. 5,113,096 477,154
  Constellation Brands Inc. Class A 2,996,422 449,463
  General Mills Inc. 11,526,722 429,024
  Kraft Heinz Co. 17,900,050 402,572
  Tyson Foods Inc. Class A 6,093,415 390,405
  McCormick & Co. Inc. (Non-Voting) 5,478,366 276,329
            10,102,807
Energy (8.9%)
  SLB Ltd. 32,303,106 1,660,057
  Valero Energy Corp. 6,459,790 1,596,085
  Phillips 66 8,657,220 1,577,172
  Marathon Petroleum Corp. 6,367,244 1,554,754
  Baker Hughes Co. 21,348,490 1,303,325
  ONEOK Inc. 13,605,488 1,229,800
  Cheniere Energy Inc. 4,313,951 1,224,127
  Targa Resources Corp. 4,643,660 1,164,305
  Occidental Petroleum Corp. 15,979,958 1,038,697
  Williams Cos. Inc. 13,194,741 960,313
  Diamondback Energy Inc. 4,265,808 843,734
  Kinder Morgan Inc. 20,426,803 684,911
  Devon Energy Corp. 13,394,366 674,005
  Halliburton Co. 16,284,211 634,921
  Coterra Energy Inc. 15,626,413 549,112
  EQT Corp. 6,743,309 429,144
  Texas Pacific Land Corp. 632,990 300,392
* First Solar Inc. 1,101,057 217,195
  Venture Global Inc. Class A 1,263,292 19,909
            17,661,958
Financials (12.1%)
  Arthur J Gallagher & Co. 5,554,057 1,202,898
* Robinhood Markets Inc. Class A 17,067,207 1,182,757
  Allstate Corp. 5,606,633 1,162,479
  Nasdaq Inc. 11,051,705 938,179
  Fifth Third Bancorp 19,435,737 902,984
  Ameriprise Financial Inc. 1,969,679 875,325
  American International Group Inc. 11,591,056 872,227
  MetLife Inc. 11,973,109 846,738
  MSCI Inc. 1,507,871 812,758
  Hartford Insurance Group Inc. 5,959,095 805,848
  Prudential Financial Inc. 7,517,629 734,397
* Coinbase Global Inc. Class A 4,177,368 729,410
  State Street Corp. 5,720,081 723,933
* Arch Capital Group Ltd. 7,301,927 700,912
  Huntington Bancshares Inc. 43,853,869 686,313
  M&T Bank Corp. 3,218,764 665,383
  Cboe Global Markets Inc. 2,261,055 635,515
  Willis Towers Watson plc 2,042,434 593,736
  Aflac Inc. 5,019,398 550,678
  Raymond James Financial Inc. 3,713,347 537,655
  Northern Trust Corp. 3,813,513 532,252
  Cincinnati Financial Corp. 3,361,702 528,964
  Citizens Financial Group Inc. 8,721,677 523,039
  LPL Financial Holdings Inc. 1,729,966 520,426
  Ares Management Corp. Class A 4,533,527 494,608
* Markel Group Inc. 258,073 493,970
  Regions Financial Corp. 18,653,438 487,228
  Apollo Global Management Inc. 4,372,106 487,140
  KeyCorp 23,538,907 471,955
  T. Rowe Price Group Inc. 4,710,753 424,627
  Principal Financial Group Inc. 4,684,191 422,092
  Broadridge Financial Solutions Inc. 2,522,062 409,785
  W R Berkley Corp. 6,157,118 408,094
  Brown & Brown Inc. 6,251,080 407,633
  Loews Corp. 3,560,856 380,086
  Interactive Brokers Group Inc. Class A 4,569,921 306,505
  Tradeweb Markets Inc. Class A 2,498,514 293,975

          Shares Market
Value
($000)
* Rocket Cos. Inc. Class A 19,845,661 282,801
  Blue Owl Capital Inc. Class A 7,199,099 65,728
  Corebridge Financial Inc. 792 19
            24,101,052
Health Care (7.4%)
  Cardinal Health Inc. 5,083,376 1,074,168
* Edwards Lifesciences Corp. 12,546,778 1,004,746
  Zoetis Inc. 8,207,061 970,157
  Becton Dickinson & Co. 6,151,123 967,141
* IDEXX Laboratories Inc. 1,720,068 966,489
* Alnylam Pharmaceuticals Inc. 2,864,993 947,940
  ResMed Inc. 3,147,002 706,439
  Agilent Technologies Inc. 6,109,963 696,414
  GE HealthCare Technologies Inc. 9,353,121 665,755
* Waters Corp. 2,119,252 631,113
* IQVIA Holdings Inc. 3,665,961 625,193
* Biogen Inc. 3,170,329 581,217
* Veeva Systems Inc. Class A 3,195,993 561,408
* Dexcom Inc. 8,314,081 522,124
  Labcorp Holdings Inc. 1,780,047 474,934
  STERIS plc 2,118,631 468,493
  Quest Diagnostics Inc. 2,373,386 465,136
  Humana Inc. 2,605,198 451,715
  West Pharmaceutical Services Inc. 1,555,862 389,961
  Zimmer Biomet Holdings Inc. 4,226,654 382,174
* Insmed Inc. 2,328,248 380,715
*,1 Medline Inc. Class A 7,255,886 322,887
* Centene Corp. 5,311,098 173,886
* Insulet Corp. 760,200 159,521
            14,589,726
Industrials (20.0%)
  Howmet Aerospace Inc. 8,661,276 1,996,078
  Quanta Services Inc. 3,232,165 1,774,523
  Cummins Inc. 2,984,710 1,605,834
  CRH plc 14,435,896 1,517,501
  TransDigm Group Inc. 1,219,971 1,413,898
  L3Harris Technologies Inc. 4,034,813 1,392,616
  PACCAR Inc. 11,360,620 1,312,152
  WW Grainger Inc. 972,191 1,060,476
  AMETEK Inc. 4,946,417 1,060,314
* Keysight Technologies Inc. 3,711,304 1,047,961
  United Rentals Inc. 1,360,921 991,513
  Ferguson Enterprises Inc. 4,224,255 985,350
  Carrier Global Corp. 17,153,520 965,915
  Westinghouse Air Brake Technologies Corp. 3,683,514 920,547
  Rockwell Automation Inc. 2,427,198 871,073
  Johnson Controls International plc 6,611,022 865,713
  FedEx Corp. 2,285,607 814,087
  Old Dominion Freight Line Inc. 4,052,292 791,818
  Vulcan Materials Co. 2,820,875 768,124
  Martin Marietta Materials Inc. 1,302,889 766,985
* Block Inc. Class A 11,831,106 711,996
* Axon Enterprise Inc. 1,649,966 700,724
  Ingersoll Rand Inc. 8,459,978 677,813
  Otis Worldwide Corp. 8,397,247 647,260
  Paychex Inc. 6,979,149 642,919
  Xylem Inc. 5,252,381 627,659
  Cintas Corp. 3,671,327 620,968
  Dover Corp. 2,913,381 607,294
* Teledyne Technologies Inc. 1,000,309 605,197
1 Sunbelt Rentals Holdings Inc. 8,988,710 585,075
* Fiserv Inc. 10,397,503 580,181
  PayPal Holdings Inc. 12,798,674 578,884
  Verisk Analytics Inc. 2,979,935 565,443
* Mettler-Toledo International Inc. 439,074 553,760
  Comfort Systems USA Inc. 379,940 523,933
  Fidelity National Information Services Inc. 11,112,410 521,283
* Fair Isaac Corp. 486,845 519,726
  PPG Industries Inc. 4,828,011 516,018

          Shares Market
Value
($000)
  Synchrony Financial 7,509,016 510,763
  Equifax Inc. 2,598,149 467,849
  Veralto Corp. 5,086,244 449,726
* Corpay Inc. 1,435,738 417,785
  Expeditors International of Washington Inc. 2,884,000 413,075
  Packaging Corp. of America 1,927,234 408,998
  Snap-on Inc. 1,121,406 407,317
* Rocket Lab Corp. 6,129,185 393,616
* Bloom Energy Corp. Class A 2,878,785 390,047
  Fortive Corp. 6,650,566 367,643
  HEICO Corp. Class A 1,638,693 345,912
  Dow Inc. 7,623,428 317,516
  Global Payments Inc. 4,574,722 307,879
  Hubbell Inc. Class B 574,211 281,788
1 HEICO Corp. 893,147 244,901
* Trimble Inc. 2,526,867 164,827
* Symbotic Inc. Class A 714,543 38,014
            39,636,267
Real Estate (5.4%)
  Digital Realty Trust Inc. 7,422,964 1,337,692
  Realty Income Corp. 20,142,511 1,232,319
  Public Storage 3,412,261 924,313
* CBRE Group Inc. Class A 6,376,242 863,726
  Ventas Inc. 10,260,318 839,089
  Crown Castle Inc. 9,420,357 765,969
  Simon Property Group Inc. 3,334,312 621,949
  Iron Mountain Inc. 6,071,337 620,127
  Extra Space Storage Inc. 4,561,155 598,104
  VICI Properties Inc. Class A 21,436,675 585,650
  AvalonBay Communities Inc. 3,058,816 499,658
  Equity Residential 7,748,270 458,310
  SBA Communications Corp. 2,301,789 396,161
* CoStar Group Inc. 9,068,796 365,835
  Weyerhaeuser Co. 7,783,407 190,149
  Essex Property Trust Inc. 696,289 168,502
  Invitation Homes Inc. 6,252,770 155,381
            10,622,934
Technology (13.5%)
  Vertiv Holdings Co. Class A 8,120,089 2,034,732
  Western Digital Corp. 7,324,067 1,981,087
  Seagate Technology Holdings plc 4,710,928 1,845,553
* Cloudflare Inc. Class A 6,517,458 1,344,812
  TE Connectivity plc 6,338,906 1,324,958
  Corning Inc. 8,340,237 1,134,022
* DoorDash Inc. Class A 7,527,875 1,130,310
  Monolithic Power Systems Inc. 999,618 1,092,932
  Teradyne Inc. 3,382,000 1,002,628
  Marvell Technology Inc. 9,426,317 933,677
* Strategy Inc. 6,785,683 846,853
* Datadog Inc. Class A 7,091,623 837,166
  Roper Technologies Inc. 2,223,500 786,808
  Microchip Technology Inc. 11,689,839 755,280
  Hewlett Packard Enterprise Co. 28,705,609 683,481
  Cognizant Technology Solutions Corp. Class A 10,331,348 633,828
* Workday Inc. Class A 4,601,439 597,819
* Autodesk Inc. 2,289,902 548,202
* Snowflake Inc. Class A 3,511,442 529,596
* ON Semiconductor Corp. 8,511,848 527,054
* Fortinet Inc. 6,393,732 522,496
* CoreWeave Inc. Class A 6,260,458 484,998
* Coherent Corp. 2,025,053 482,388
  VeriSign Inc. 1,782,871 442,794
* Zoom Communications Inc. 5,450,198 438,141
  NetApp Inc. 4,145,324 424,440
* MongoDB Inc. 1,670,369 408,856
* Reddit Inc. Class A 2,866,015 385,909
  HP Inc. 19,756,696 379,526
* Zscaler Inc. 2,257,832 316,751
  SS&C Technologies Holdings Inc. 4,434,643 299,649

          Shares Market
Value
($000)
  Qnity Electronics Inc. 2,264,613 261,291
*,1 Super Micro Computer Inc. 10,998,902 250,445
* Atlassian Corp. Class A 3,664,194 250,081
  Leidos Holdings Inc. 1,365,202 212,316
  CDW Corp. 1,393,356 168,624
* Tyler Technologies Inc. 464,284 158,962
* HubSpot Inc. 540,991 132,056
* GoDaddy Inc. Class A 1,439,598 119,012
* Pinterest Inc. Class A 6,003,012 110,095
            26,819,628
Telecommunications (1.5%)
  Motorola Solutions Inc. 3,578,637 1,553,021
* Ciena Corp. 1,527,986 593,210
* Lumentum Holdings Inc. 771,216 541,980
*,1 Charter Communications Inc. Class A 1,778,147 383,866
            3,072,077
Utilities (9.3%)
  Constellation Energy Corp. 6,653,653 1,858,033
  Dominion Energy Inc. 18,984,019 1,173,592
  Vistra Corp. 7,319,653 1,100,363
  Entergy Corp. 9,785,661 1,099,517
  Xcel Energy Inc. 13,477,187 1,070,628
  Exelon Corp. 21,808,584 1,069,057
  Waste Connections Inc. 5,523,370 897,216
  Consolidated Edison Inc. 7,804,013 883,258
  Public Service Enterprise Group Inc. 10,774,027 872,158
  WEC Energy Group Inc. 7,031,912 814,084
  PG&E Corp. 46,242,276 812,477
  Sempra 7,049,711 685,020
  Ameren Corp. 5,971,342 656,370
  CenterPoint Energy Inc. 14,103,541 608,709
  Edison International 8,312,560 608,313
  FirstEnergy Corp. 11,843,414 599,987
  PPL Corp. 15,418,619 588,991
  American Water Works Co. Inc. 4,217,017 573,894
  Eversource Energy 8,111,700 561,979
  DTE Energy Co. 3,813,406 557,596
  CMS Energy Corp. 6,619,564 513,546
  Alliant Energy Corp. 5,554,828 398,614
  NiSource Inc. 5,169,043 241,188
  Evergy Inc. 2,357,281 193,108
            18,437,698
Total Common Stocks (Cost $125,603,938) 197,612,329
      Coupon      
Temporary Cash Investments (0.3%)
Money Market Fund (0.3%)
2,3 Vanguard Market Liquidity Fund
(Cost $669,421)
3.687%   6,695,212 669,454
Total Investments (100.0%) (Cost $126,273,359)   198,281,783
Other Assets and Liabilities—Net (0.0%)   34,731
Net Assets (100%)   198,316,514
Cost is in $000.
* Non-income-producing security.
1 Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $167,694.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
3 Collateral of $171,351 was received for securities on loan.


Derivative Financial Instruments Outstanding as of Period End

Futures Contracts
      ($000)
  Expiration Number of
Long (Short)
Contracts
Notional
Amount
Value and
Unrealized
Appreciation
(Depreciation)
Long Futures Contracts
E-mini S&P 500 Index June 2026 50 16,427 (6)
E-mini S&P Mid-Cap 400 Index June 2026 90 30,568 (3)
        (9)
    
Over-the-Counter Total Return Swaps
Reference Entity Termination
Date
Counterparty Notional
Amount
($000)
Floating
Interest
Rate
Received
(Paid)1
(%)
Value and
Unrealized
Appreciation
($000)
Value and
Unrealized
(Depreciation)
($000)
Coinbase Global Inc. Class A 2/1/2027 GSI 81,328 (3.640) (11,599)
CRSP US Mid Cap TR Index 8/31/2026 BANA 137,438 (4.440) (1,245)
Global Payments Inc. 8/31/2026 BANA 39,987 (4.299) (1,985)
NetApp Inc. 8/31/2026 BANA 12,396 (4.320) (373)
PayPal Holdings Inc. 8/31/2026 BANA 317,987 (4.354) 2,502
Raymond James Financial Inc. 3/12/2027 CITNA 17,079 (4.140) 68
Vertiv Holdings Co. Class A 8/31/2026 BANA 40,043 (3.640) (3,729)
VICI Properties Inc. Class A 8/31/2026 BANA 42,887 (4.339) 1,083
VICI Properties Inc. Class A 3/12/2027 CITNA 1,765 (4.090) 60
          3,713 (18,931)
1 Based on Overnight Bank Funding Rate as of the most recent reset date. Floating interest payment received/(paid) monthly.
BANA—Bank of America, N.A.
CITNA—Citibank, N.A.
GSI—Goldman Sachs International.

A.  Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.
B.  Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any 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.  Swap Contracts: The fund has entered into equity swap contracts to earn the total return on selected reference stocks or indexes in the fund’s target index. Under the terms of the swaps, the fund receives the total return on the referenced stock (i.e., receiving the increase or paying the decrease in value of the selected reference stock and receiving the equivalent of any dividends in respect of the selected referenced stock) over a specified period of time, applied to a notional amount that represents the value of a designated number of shares of the selected reference stock at the beginning of the equity swap contract. The fund also pays a floating rate that is based on short-term interest rates, applied to the notional amount. At the same time, the fund generally invests an amount approximating the notional amount of the swap in high-quality temporary cash investments.
A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund’s maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded as an asset (liability) and as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.
D.  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.

The following table summarizes the market value of the fund's investments and derivatives as of March 31, 2026, based on the inputs used to value them:
  Level 1
($000)
Level 2
($000)
Level 3
($000)
Total
($000)
Investments        
Assets        
Common Stocks 197,612,329 197,612,329
Temporary Cash Investments 669,454 669,454
Total 198,281,783 198,281,783
Derivative Financial Instruments        
Assets        
Swap Contracts 3,713 3,713
Liabilities        
Futures Contracts1 (9) (9)
Swap Contracts (18,931) (18,931)
Total (9) (18,931) (18,940)
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments.