VANGUARD INSTITUTIONAL INDEX FUND
NSAR-A, 1997-08-12
Previous: UNITED INVESTORS INCOME PROPERTIES II, 10QSB, 1997-08-12
Next: FLAG INVESTORS SHORT INTERMEDIATE INCOME FUND INC, NSAR-A, 1997-08-12



<PAGE>      PAGE  1
000 A000000 06/30/97
000 C000000 0000862084
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 3.0.a
000 J000000 U
001 A000000 VANGUARD INSTITUTIONAL INDEX FUND
001 B000000 811-6093
001 C000000 6106691000
002 A000000 100 VANGUARD BOULEVARD
002 B000000 MALVERN
002 C000000 PA
002 D010000 19355
003  000000 N
004  000000 N
005  000000 N
006  000000 N
007 A000000 N
007 B000000  0
018  000000 Y
019 A000000 Y
019 B000000   93
019 C000000 VANGUARDGR
020 A000001 PAINEWEBBER INCORPORATED
020 B000001 13-2638166
020 C000001    123
020 A000002 SALOMON BROTHERS INC.
020 B000002 13-3082694
020 C000002     84
020 A000003 BEAR, STEARNS & CO.
020 B000003 13-3299429
020 C000003     74
020 A000004 INVESTMENT TECHNOLOGY GROUP, INC.
020 B000004 95-4339369
020 C000004     64
020 A000005 INSTINET CORPORATION
020 B000005 13-3443395
020 C000005     27
020 A000006 MORGAN STANLEY & CO., INC.
020 B000006 13-2655998
020 C000006     24
020 A000007 MERRILL LYNCH PIERCE FENNER & SMITH
020 B000007 13-5674085
020 C000007     10
020 A000008 FAHNESTOCK & CO. INC.
020 B000008 13-5657518
020 C000008      7
020 A000009 GUZMAN & COMPANY
<PAGE>      PAGE  2
020 B000009 59-2764363
020 C000009      7
020 A000010 CANTOR FITZGERALD & CO.
020 B000010 13-3680184
020 C000010      6
021  000000      447
022 A000001 THE VANGUARD GROUP, INC./POOLED CASH ACCOUNT
022 B000001 23-1945930
022 C000001   1317980
022 D000001   1145131
022 A000002 VANGUARD MARKETING CORPORATION
022 B000002 23-2019846
022 C000002    769002
022 D000002         0
022 A000003 LEHMAN BROTHERS INC.
022 B000003 13-2518466
022 C000003         0
022 D000003    151583
022 A000004 500 PORTFOLIO/VANGUARD INDEX TRUST
022 B000004 23-1999755
022 C000004         0
022 D000004    140951
022 A000005 NOMURA SECURITIES INTERNATIONAL INC.
022 B000005 13-2642206
022 C000005    132517
022 D000005         0
022 A000006 TROSTER SINGER
022 B000006 13-5515160
022 C000006     92662
022 D000006      1859
022 A000007 MORGAN STANLEY & CO., INC.
022 B000007 13-2655998
022 C000007     24386
022 D000007         0
022 A000008 CONRAIL
022 C000008         0
022 D000008     20455
022 A000009 WASTE MANAGEMENT INC.
022 C000009         0
022 D000009     10881
022 A000010 EXTENDED MARKET PORTFOLIO/VANGUARD INDEX TR.
022 B000010 23-2482430
022 C000010      8580
022 D000010      1372
023 C000000    2353711
023 D000000    1478563
028 A010000    691840
028 A020000       864
028 A030000         0
028 A040000    240234
028 B010000    332861
<PAGE>      PAGE  3
028 B020000         0
028 B030000         0
028 B040000    201688
028 C010000    501358
028 C020000     57884
028 C030000         0
028 C040000    178175
028 D010000    689695
028 D020000         0
028 D030000         0
028 D040000    148047
028 E010000    428356
028 E020000         0
028 E030000         0
028 E040000    143390
028 F010000    398150
028 F020000     46042
028 F030000         0
028 F040000    236923
028 G010000   3042260
028 G020000    104790
028 G030000         0
028 G040000   1148457
028 H000000         0
062 A000000 N
062 B000000   0.0
062 C000000   0.0
062 D000000   0.0
062 E000000   0.0
062 F000000   0.0
062 G000000   0.0
062 H000000   0.0
062 I000000   0.0
062 J000000   0.0
062 K000000   0.0
062 L000000   0.0
062 M000000   0.0
062 N000000   0.0
062 O000000   0.0
062 P000000   0.0
062 Q000000   0.0
062 R000000   0.0
070 A010000 Y
070 A020000 Y
070 B010000 Y
070 B020000 N
070 C010000 N
070 C020000 N
070 D010000 Y
070 D020000 N
070 E010000 N
<PAGE>      PAGE  4
070 E020000 N
070 F010000 Y
070 F020000 Y
070 G010000 Y
070 G020000 N
070 H010000 Y
070 H020000 N
070 I010000 N
070 I020000 N
070 J010000 Y
070 J020000 N
070 K010000 Y
070 K020000 N
070 L010000 Y
070 L020000 Y
070 M010000 N
070 M020000 N
070 N010000 Y
070 N020000 Y
070 O010000 Y
070 O020000 N
070 P010000 N
070 P020000 N
070 Q010000 N
070 Q020000 N
070 R010000 N
070 R020000 N
071 A000000   2328264
071 B000000    414050
071 C000000  13298464
071 D000000    3
072 A000000  6
072 B000000     4499
072 C000000   124503
072 D000000        0
072 E000000        0
072 F000000        0
072 G000000     4113
072 H000000        0
072 I000000        0
072 J000000        0
072 K000000        0
072 L000000        0
072 M000000        0
072 N000000        0
072 O000000        0
072 P000000        0
072 Q000000        0
072 R000000        0
072 S000000        0
072 T000000        0
<PAGE>      PAGE  5
072 U000000        0
072 V000000        0
072 W000000        0
072 X000000     4113
072 Y000000        0
072 Z000000   124889
072AA000000    99073
072BB000000     7758
072CC010000  2372750
072CC020000        0
072DD010000    99865
072DD020000        0
072EE000000    17007
073 A010000   0.5400
073 A020000   0.0000
073 B000000   0.0950
073 C000000   0.0000
074 A000000        0
074 B000000   176890
074 C000000    15451
074 D000000        0
074 E000000        0
074 F000000 15678602
074 G000000        0
074 H000000        0
074 I000000        0
074 J000000    68726
074 K000000        0
074 L000000   121720
074 M000000        0
074 N000000 16061389
074 O000000    57522
074 P000000        0
074 Q000000        0
074 R010000        0
074 R020000        0
074 R030000        0
074 R040000   101209
074 S000000        0
074 T000000 15902658
074 U010000   193094
074 U020000        0
074 V010000    82.36
074 V020000     0.00
074 W000000   0.0000
074 X000000    16029
074 Y000000        0
075 A000000        0
075 B000000 13483607
076  000000     0.00
077 A000000 N
<PAGE>      PAGE  6
078  000000 N
SIGNATURE   GARY P. SOURA                                
TITLE       MANAGER             
 


<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0000862084
<NAME> VANGUARD INSTITUTIONAL INDEX FUND
<MULTIPLIER> 1,000
<CURRENCY> US
       
<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          DEC-31-1997
<PERIOD-START>                             JAN-01-1997
<PERIOD-END>                               JUN-30-1997
<EXCHANGE-RATE>                                      1
<INVESTMENTS-AT-COST>                         10429019
<INVESTMENTS-AT-VALUE>                        15870943
<RECEIVABLES>                                   190446
<ASSETS-OTHER>                                       0
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                16061389
<PAYABLE-FOR-SECURITIES>                         57522
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                       101209
<TOTAL-LIABILITIES>                             158731
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                      10315687
<SHARES-COMMON-STOCK>                           193094
<SHARES-COMMON-PRIOR>                           165942
<ACCUMULATED-NII-CURRENT>                        40722
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                         100750
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                       5445499
<NET-ASSETS>                                  15902658
<DIVIDEND-INCOME>                               124503
<INTEREST-INCOME>                                 4499
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                    4113
<NET-INVESTMENT-INCOME>                         124889
<REALIZED-GAINS-CURRENT>                         91315
<APPREC-INCREASE-CURRENT>                      2372750
<NET-CHANGE-FROM-OPS>                          2588954
<EQUALIZATION>                                    5568
<DISTRIBUTIONS-OF-INCOME>                        99865
<DISTRIBUTIONS-OF-GAINS>                         17007
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                          41192
<NUMBER-OF-SHARES-REDEEMED>                      15401
<SHARES-REINVESTED>                               1361
<NET-CHANGE-IN-ASSETS>                         4476243
<ACCUMULATED-NII-PRIOR>                          10130
<ACCUMULATED-GAINS-PRIOR>                        26442
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                0
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                   4113
<AVERAGE-NET-ASSETS>                          13483607
<PER-SHARE-NAV-BEGIN>                            68.86
<PER-SHARE-NII>                                  0.690
<PER-SHARE-GAIN-APPREC>                         13.445
<PER-SHARE-DIVIDEND>                             0.540
<PER-SHARE-DISTRIBUTIONS>                        0.095
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              82.36
<EXPENSE-RATIO>                                   0.06
<AVG-DEBT-OUTSTANDING>                               0
<AVG-DEBT-PER-SHARE>                                 0
        

</TABLE>


© 2022 IncJournal is not affiliated with or endorsed by the U.S. Securities and Exchange Commission