X0404
N-CEN
LIVE
0000052848
XXXXXXXX
811-01027
true
false
false
N-1A
true
VANGUARD WORLD FUND
811-01027
0000052848
549300MP6BT0L4Q61L10
100 VANGUARD BOULEVARD
MALVERN
19355
US-PA
US
6106691000
State Street Bank and Trust
One Lincoln Street
Boston
20111
617-662-3839
The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.
JPMorgan Chase Bank
383 Madison Avenue
New York
10179
212-648-0466
The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.
Bank of New York Mellon
240 Greenwich Street
New York
10286
212-495-1784
The accounts, books, and other documents required to be maintained by Registrant pursuant to section 31(a) of the Investment Company Act of 1940 and the Rules thereunder.
N
N
N-1A
22
Y
F. Joseph Loughrey
N/A
N
Scott C. Malpass
N/A
N
David Thomas
N/A
N
Mark Loughridge
N/A
N
Sarah Bloom Raskin
N/A
N
Emerson U. Fullwood
N/A
N
Mortimer J. Buckley
002167630
Y
Deanna Mulligan
N/A
N
Amy Gutmann
N/A
N
Andre F. Perold
N/A
N
Peter F. Volanakis
N/A
N
John E.Schadl
006931790
100 Vanguard Boulevard
Malvern
19355
XXXXXX
N
N
N
N
N
VANGUARD MARKETING CORP.
8-21570
000007452
N/A
Y
N
PRICEWATERHOUSECOOPERS LLP
000000238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
N
VANGUARD ESG INTERNATIONAL STOCK ETF
S000063074
549300SEJI8MU6Y26022
N
1
0
0
Exchange-Traded Fund
N
N
-0.01803999
-0.21875000
8.41066257
8.41110339
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
7323801.29999999
200707.64000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 6c-11 (17 CFR 270.6c-11)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Markit North America INC
13-4153988
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Refinitiv US LLC
20-4530702
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
N
Euroclear
549300OZ46BRLZ8Y6F65
IE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Standard Chartered Bank Korea Limited
NUXTG47HHHM1K2L0SG39
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC France Athens Branch
MP6I5ZYZBEU3UXPYFY54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie SA
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank NA
E57ODZWZ7FF32TWEFA76
EG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Malaysia Berhad
P3RPN9OJFCXUPJWB1Q09
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
PT Bank HSBC Indonesia
213800HW5IDIRLWH1203
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Santander Chile
3YJP8HORPAEXJ80D6368
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan SA DTVM
5493001LS7J56NZZ3G07
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Pakistan Limited
549300YTOMKUNPUTB551
PK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia SA
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Banco Nacional de Mexico SA
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Saudi Arabia Company
549300HST49806XTCK29
SA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank International Limited Liability Company
549300B831LSRSI6RA15
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Thai Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
AE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank AS
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DBS Bank Ltd
ATUEL7OJR5057F2PV266
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc
N1FBEDJ5J41VKZLO2475
RO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank China Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Middle East Limited
549300F99IL9YJDWH369
KW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru SA
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia as
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CACEIS Bank Spain SAU
95980020140005970915
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Leumi leIsrael BM
7JDSZWRGUQY2DSTWCR57
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
N
Instinet Pacific Limited
N/A
N/A
549300RI6VZUNIR81J81
HK
8912.98000000
J.P. Morgan Securities (Asia Pacific) Limited
N/A
N/A
871JPXVZ0Z8I863B6V34
HK
5600.88000000
Morgan Stanley & Co. International PLC
N/A
N/A
4PQUHN3JPFGFNF3BB653
GB
6103.59999998
CLSA INDIA PRIVATE LIMITED
N/A
N/A
213800QTEJ512NUDDT70
IN
3992.55000000
Merrill Lynch International
N/A
000162416
GGDZP1UYGU9STUHRDP48
GB
22550.40000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
15610.83999998
Goldman Sachs International
N/A
N/A
W22LROWP2IHZNBB6K528
GB
10100.62000000
J. P. MORGAN INDIA PRIVATE LIMITED
N/A
N/A
5493003NTMEZM4AYVW24
IN
7370.36000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
20138.00000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
8682.64999998
148330.15999979
UBS Securities LLC
008-22651
000007654
T6FIZBDPKLYJKFCRVK44
3035889.46000000
INSTINET EUROPE LIMITED
N/A
N/A
213800MXAKR2LA1VBM44
GB
44920.78000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
584725.39000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
383671463.94000000
J.P. Morgan Securities (Asia Pacific) Limited
N/A
N/A
871JPXVZ0Z8I863B6V34
HK
92733.94000000
BARCLAYS CAPITAL SECURITIES LIMITED
N/A
N/A
K9WDOH4D2PYBSLSOB484
GB
502696.14000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
24601042.12000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
2648124.61000000
UBS Securities Pte Ltd., Seoul Branch
N/A
N/A
5493003VITE2RS406E89
KR
63019.59000000
HSBC BANK PLC
N/A
N/A
MP6I5ZYZBEU3UXPYFY54
GB
74011.97000000
415413120.22000000
N
1869593257.31166670
Committed
4300000000.00000000
N
N
N
VANGUARD MATERIALS INDEX FUND
S000004441
Q9XZSLKCKK5RO4CDT154
N
2
0
0
Exchange-Traded Fund
N
N
0.03179000
-0.10920000
0.08223211
0.08238610
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
7050445.33999999
468366.82000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
ITG Analytics Inc
41-2190282
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
Markit North America INC
13-4153988
TIN
N
N
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
7277.00999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1642.49999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1841.36000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
8797.91999999
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
147.41000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
2059.44999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
3732.19000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
2157.88999999
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
751.24000000
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
1074.37999999
29580.96999993
Vanguard FTSE All-World UCITS ETF
N/A
N/A
EEXSPYGY7X8YAH8ZJF49
IE
1493678.29000000
Vanguard Global Stock Index Fund
N/A
N/A
L612HZMU8V64SMUJWS40
IE
446242.97000000
Vanguard Total World Stock Index Fund
N/A
N/A
78WHRHOLFN8O2AJ0B221
3440600.07000000
Vanguard Industrials Index Fund
N/A
N/A
ZWVBKU0Z64JJIRHWJR93
2189240.00000000
Vanguard FTSE Developed World ex-U.K. Equity Index Fund
N/A
N/A
549300J8K4RHVGSM3626
GB
1181751.51000000
Vanguard FTSE Developed World Common Contractual Fund
N/A
N/A
549300FENS5YZP01TK60
IE
380098.99000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
552097.35000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
850403264.58000004
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
3429406.00000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
1312289.82000000
866592346.32000004
N
3721431035.95833400
Committed
4300000000.00000000
N
N
N
VANGUARD CONSUMER DISCRETIONARY INDEX FUND
S000004446
NH4EW5X2H2SQ04NCCD83
N
2
0
0
Exchange-Traded Fund
N
N
0.05279000
-0.07954999
0.04481942
0.04552807
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
21910245.60000000
840834.88000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
ITG Analytics Inc
41-2190282
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Refinitiv US LLC
20-4530702
TIN
N
N
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
JONESTRADING INSTITUTIONAL SERVICES LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
495.49000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
524.48999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
3738.92000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
14726.48000000
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
1911.79000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
1306.51000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
381.63000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
1923.05999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1801.77999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
1336.52000000
28696.62999997
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
1051353.10000000
Vanguard Global Stock Index Fund
N/A
N/A
L612HZMU8V64SMUJWS40
IE
5157452.04000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2348293.42000000
Vanguard Financials Index Fund
N/A
N/A
G1LHPY5HPCPGWBXV0P88
5330199.96000000
Vanguard Global Small-Cap Index Fund
N/A
N/A
QS6WHLCJOJSYY4PYNF72
IE
2727918.90999999
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
1784070221.54000002
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
4244057.09999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
10359408.38000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
6077152.48000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
4925939.98000000
1826465830.76000000
N
5976584116.26333330
Committed
4300000000.00000000
N
N
N
VANGUARD MEGA CAP VALUE INDEX FUND
S000019699
V3ER6F2H43KWH31ZJ168
N
2
0
0
Exchange-Traded Fund
N
N
0.02665999
-0.05321999
1.89929079
1.89927006
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
512293.26000000
60924.23000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
ITG Analytics Inc
41-2190282
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
Markit North America INC
13-4153988
TIN
N
N
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
5211.82999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
4838.02000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
488.20000000
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
149.88000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
4657.26000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
174.78000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
1462.59999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3300.82000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
3519.17000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
667.97999999
24645.85999996
Vanguard Mid-Cap Value Index Fund
N/A
N/A
Q4QUKKUM8YYJ562GIO45
10369555.91000000
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
9188515.42999999
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
17067478.90999999
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
77663333.37000002
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
36815406.03000000
Vanguard High Dividend Yield Index Fund
N/A
N/A
TR5F4U3Y3DQVBW8TQD97
8321520.73999999
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
299663128.60999999
Vanguard Growth Portfolio
N/A
N/A
8GPO0HVVK2EH3X06HD40
127740994.80999997
Vanguard Mega Cap Growth Index Fund
N/A
N/A
RM8BENNF3HWR72TA0009
29956528.32000000
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
94160522.53000000
730734672.30999987
N
3974107154.03000020
Committed
4300000000.00000000
N
N
N
VANGUARD MEGA CAP INDEX FUND
S000019698
P6WGHORRB0XI7MFCHU09
N
2
0
0
Exchange-Traded Fund
N
N
0.03385000
-0.04409000
0.23332260
0.23327646
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
1392796.87000000
35605.94000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Refinitiv US LLC
20-4530702
TIN
N
Markit North America INC
13-4153988
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
N
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Y
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
1601.78999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
400.02999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
784.01999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
222.61000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
3108.34000000
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
67.02999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1767.10999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
240.75000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
1474.98000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
92.77000000
9881.65999993
Vanguard Mid-Cap Value Index Fund
N/A
N/A
Q4QUKKUM8YYJ562GIO45
6696109.80000000
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
9599482.98999999
Vanguard Growth Portfolio
N/A
N/A
8GPO0HVVK2EH3X06HD40
5094489.27999999
Vanguard Mid-Cap Index Portfolio
N/A
N/A
FU4G3B84SVW07HHVW178
5600062.39999999
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
11725327.16999999
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
2488912.15000000
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
6588972.36999999
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
74799791.84000001
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
35675760.20000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
264142445.39999999
431426339.48999986
N
3732959521.96166750
Committed
4300000000.00000000
N
N
N
VANGUARD U.S. GROWTH FUND
S000004444
4IESARCYK2P68FL7C831
N
2
0
0
N/A
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
323862516.31000000
10888248.76000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
Wellington Management Company LLP
801-15908
000106595
549300YHP12TEZNLCX41
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
Jennison Associates LLC
801-5608
000107959
549300FH843OWV8IPG14
N
Baillie Gifford Overseas Ltd
801-21051
000110296
549300OJXEENXLO4FW52
GB
N
Jackson Square Partners, LLC
801-79255
000170064
213800K1LUHS4VG7TG88
2021-03-01
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Markit North America INC
13-4153988
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
ABEL NOSER, L.L.C.
008-69809
000284714
549300UQY3DBDP2Y2N55
304306.37000000
Sanford C. Bernstein & Co., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
222979.32000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
447711.48999999
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
208723.96000000
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
149095.80000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
247959.28999999
Raymond James & Associates, Inc.
008-10999
000000705
U4ONQX15J3RO8XCKE979
155514.46999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
794606.62000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
509154.52000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
742116.75999999
5910105.40999984
HSBC BANK PLC
N/A
N/A
MP6I5ZYZBEU3UXPYFY54
GB
237749109.81999999
Sanford C. Bernstein & Co., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
381574128.19000012
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
3985754948.55999990
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
27967525913.52999830
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
956653523.85999966
Raymond James & Associates, Inc.
008-10999
000000705
U4ONQX15J3RO8XCKE979
283734082.68000001
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
412713419.86999999
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
23668213859.51999899
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
1005224858.30999990
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
811410232.38999992
60685158906.34999675
Y
46740045768.17083000
Committed
4300000000.00000000
N
N
N
N
VANGUARD INFORMATION TECHNOLOGY INDEX FUND
S000004452
J2NTZGJBERBYMUMBIE74
N
2
0
0
Exchange-Traded Fund
N
N
-0.00687000
-0.13763000
0.04376389
0.04353333
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
69201770.39000000
1227812.50000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Refinitiv US LLC
20-4530702
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
N
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
3745.39000000
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
7127.29999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
16755.91999999
JONESTRADING INSTITUTIONAL SERVICES LLC
008-26089
000006888
2138008JJ5PA8H5UIL69
21474.75000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
4781.72000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
14737.90999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
34639.27000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
32508.48000000
Stuart Frankel & Co., Incorporated
008-17419
000014593
254900XE1RBF5OLE0T50
3955.08000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
20051.10999999
174816.80999995
Vanguard Global Small-Cap Index Fund
N/A
N/A
QS6WHLCJOJSYY4PYNF72
IE
12747358.51000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
5017320.50000000
STIFEL, NICOLAUS & COMPANY, INCORPORATED
008-01447
000000793
5WUVMA08EYG4KEUPW589
264604.50000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
151950206.66000000
Vanguard Global Stock Index Fund
N/A
N/A
L612HZMU8V64SMUJWS40
IE
324956.94000000
Vanguard Industrials Index Fund
N/A
N/A
ZWVBKU0Z64JJIRHWJR93
2258520.81999999
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
767323.27000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
2526084.00000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
737812.08000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
4339823565.27000000
4517168057.79999999
N
48618776992.75417300
Committed
4300000000.00000000
N
N
N
VANGUARD HEALTH CARE INDEX FUND
S000004450
4G9X037GNB6OUK17TK21
N
2
0
0
Exchange-Traded Fund
N
N
0.02686999
-0.10108999
0.20834861
0.20781259
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
39767897.57999999
2021084.90000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Refinitiv US LLC
20-4530702
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit North America INC
13-4153988
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
N
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Y
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
3068.24000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
10892.02000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
902.49000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
3067.19000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
12160.19999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
22108.45999999
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
18628.00000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
37355.69999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
5680.46999999
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
4054.19999999
118917.57999995
Vanguard Global Stock Index Fund
N/A
N/A
L612HZMU8V64SMUJWS40
IE
979228.89000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
4594568.95000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
5631178.00000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
1200344.00000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
1598375.00000000
Vanguard Global Small-Cap Index Fund
N/A
N/A
QS6WHLCJOJSYY4PYNF72
IE
7194502.62000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
8008854.75000000
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
8028513.41999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
9303796.50000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
2258575084.50999999
2307136822.88999997
N
16255031129.29833400
Committed
4300000000.00000000
N
N
N
VANGUARD CONSUMER STAPLES INDEX FUND
S000004447
X4K6IMOFMLB9TX4WXG57
N
2
0
0
Exchange-Traded Fund
N
N
0.00828999
-0.10670999
0.06889330
0.06882421
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
9872737.76999999
233823.63000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Refinitiv US LLC
20-4530702
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ITG Analytics Inc
41-2190282
TIN
N
Markit North America INC
13-4153988
TIN
N
N
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
4708.32999999
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
957.42999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
2005.75000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
436.66000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1401.72000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
8518.56000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
1484.81000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
521.54000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
661.19999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
853.97000000
22055.79999997
Vanguard Global Stock Index Fund
N/A
N/A
L612HZMU8V64SMUJWS40
IE
1869536.43000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
166880.00000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
791024652.19999999
Vanguard Global Small-Cap Index Fund
N/A
N/A
QS6WHLCJOJSYY4PYNF72
IE
297286.03999999
793358354.66999998
N
6410249509.34166620
Committed
4300000000.00000000
N
N
N
VANGUARD ENERGY INDEX FUND
S000004448
K1IYN1TLOMXFPU04B446
N
2
0
0
Exchange-Traded Fund
N
N
0.05283999
-0.09528000
0.19861267
0.19833420
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
8815200.96000000
382911.18000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ITG Analytics Inc
41-2190282
TIN
N
Markit North America INC
13-4153988
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Refinitiv US LLC
20-4530702
TIN
N
N
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
10200.62999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
41374.69999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
4987.11999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2887.31000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
5701.00999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
2286.64000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
17597.64999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
8764.57999999
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
2033.04000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
4508.09999999
103503.06999992
Vanguard Small-Cap Growth Index Fund
N/A
N/A
UWJDRZIFJ6DZX3P2T284
304475.84000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
641793.00000000
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
1627497.83000000
KeyBanc Capital Markets Inc.
008-30177
000000566
2EQWV0180Z211YVAD813
776880.00000000
Vanguard Industrials Index Fund
N/A
N/A
ZWVBKU0Z64JJIRHWJR93
1084944.02000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
1493881853.83999997
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
661457.00000000
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
787903.05000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
871866.75999999
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
1882243.88000000
1503346577.49999995
N
4967579167.93833350
Committed
4300000000.00000000
N
N
N
VANGUARD GLOBAL WELLINGTON FUND
S000059219
549300Y38E1J10OK3R04
N
2
0
0
N/A
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
7986191.19000000
29585.02000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
Wellington Management Company LLP
801-15908
000106595
549300YHP12TEZNLCX41
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
ITG Analytics Inc
41-2190282
TIN
N
Markit North America INC
13-4153988
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Refinitiv US LLC
20-4530702
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
N
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC France Athens Branch
MP6I5ZYZBEU3UXPYFY54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Santander Chile
3YJP8HORPAEXJ80D6368
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank AS
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia as
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico SA
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CACEIS Bank Spain SAU
95980020140005970915
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie SA
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Malaysia Berhad
P3RPN9OJFCXUPJWB1Q09
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Nordea Bank Abp
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru SA
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DBS Bank Ltd
ATUEL7OJR5057F2PV266
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Korea Limited
NUXTG47HHHM1K2L0SG39
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan SA DTVM
5493001LS7J56NZZ3G07
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
PT Bank HSBC Indonesia
213800HW5IDIRLWH1203
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Thai Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Leumi leIsrael BM
7JDSZWRGUQY2DSTWCR57
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
6437.33999999
Merrill Lynch International
N/A
000162416
GGDZP1UYGU9STUHRDP48
GB
10110.36000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
26218.80999999
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
5632.13999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
5458.39999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
5816.68000000
JEFFERIES INTERNATIONAL LIMITED
N/A
N/A
S5THZMDUJCTQZBTRVI98
GB
2729.30000000
Merrill Lynch, Pierce, Fenner & Smith Inc.
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
2836.34000000
BTIG, LLC
008-65473
000122225
549300GTG9PL6WO3EC51
2912.58000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
5646.61999997
115415.50999988
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
734377756.93000007
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
160106686.92000004
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
41384392.86999998
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
104878821.22999995
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
121144193.55000003
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
320487100.75999990
Deutsche Bank Securities Inc.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
67407450.85000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
179867140.24000003
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
298749247.49999997
Credit Suisse AG, New York Branch
N/A
N/A
549300D0YARF5HYP1809
65926388.22999999
2467998082.20999978
Y
1554356695.22583320
Committed
4300000000.00000000
N
N
N
N
VANGUARD COMMUNICATION SERVICES INDEX FUND
S000004443
G72911VLR8K3DTWYSX34
N
2
0
0
Exchange-Traded Fund
N
N
0.05957000
-0.08014000
0.10559600
0.10582655
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
15501987.78999999
504042.29000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit North America INC
13-4153988
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
ITG Analytics Inc
41-2190282
TIN
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
10150.42000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
39.06000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
4981.51999999
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
4631.80000000
Instinet, LLC
008-23669
000007897
549300MGMN3RKMU8FT57
213.24000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
963.57000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1986.41000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
2865.90000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
651.96000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
11106.85000000
37624.83999999
Vanguard Global Stock Index Fund
N/A
N/A
L612HZMU8V64SMUJWS40
IE
4250525.98000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
67682.00000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
826280.00000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
6931354.00000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
856333041.20999999
Vanguard Global Small-Cap Index Fund
N/A
N/A
QS6WHLCJOJSYY4PYNF72
IE
776037.72999999
Vanguard Information Technology Index Fund
N/A
N/A
J2NTZGJBERBYMUMBIE74
185361.60000000
Vanguard Growth Portfolio
N/A
N/A
8GPO0HVVK2EH3X06HD40
834711.56000000
870204994.07999998
N
3714167884.25833270
Committed
4300000000.00000000
N
N
N
VANGUARD UTILITIES INDEX FUND
S000004445
MIFVQH750RS2LCC6HJ52
N
2
0
0
Exchange-Traded Fund
N
N
0.00796000
-0.11120999
0.09449963
0.09434837
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
774555.69000000
3760.60000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Refinitiv US LLC
20-4530702
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit North America INC
13-4153988
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ITG Analytics Inc
41-2190282
TIN
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2387.44000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
1099.63000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3132.78000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
835.19999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
11775.23999999
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
25681.62999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1457.14000000
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
528.26000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
4009.34999999
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
325.30000000
51537.70999996
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
15974449.26000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
133652.56000000
Vanguard Global Small-Cap Index Fund
N/A
N/A
QS6WHLCJOJSYY4PYNF72
IE
170988.78000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
899786207.87000000
916065298.47000000
N
5943064464.00000100
Committed
4300000000.00000000
N
N
N
VANGUARD GLOBAL WELLESLEY INCOME FUND
S000059218
549300H6U6518MSWEQ81
N
2
0
0
N/A
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
867775.16000000
8415.91000000
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
Wellington Management Company LLP
801-15908
000106595
549300YHP12TEZNLCX41
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit North America INC
13-4153988
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Refinitiv US LLC
20-4530702
TIN
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
CACEIS Bank Spain SAU
95980020140005970915
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DBS Bank Ltd
ATUEL7OJR5057F2PV266
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Malaysia Berhad
P3RPN9OJFCXUPJWB1Q09
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Thai Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Leumi leIsrael BM
7JDSZWRGUQY2DSTWCR57
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
FirstRand Bank Limited
ZAYQDKTCATIXF9OQY690
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank Korea Limited
NUXTG47HHHM1K2L0SG39
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Czech Republic and Slovakia as
KR6LSKV3BTSJRD41IF75
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank Abp
529900ODI3047E2LIV03
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan Bank Luxembourg SA
7W1GMC6J4KGLBBUSYP52
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services SCA
549300WCGB70D06XZS54
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JP Morgan SA DTVM
5493001LS7J56NZZ3G07
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC France Athens Branch
MP6I5ZYZBEU3UXPYFY54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Handlowy w Warszawie SA
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru SA
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Nacional de Mexico SA
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Banco Santander Chile
3YJP8HORPAEXJ80D6368
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
PT Bank HSBC Indonesia
213800HW5IDIRLWH1203
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank AS
CWZ8NZDH5SKY12Q4US31
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
Y
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
833.74000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
11025.76999999
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
599.50000000
CITIGROUP GLOBAL MARKETS LIMITED
N/A
N/A
XKZZ2JZF41MRHTR1V493
GB
647.00000000
Exane
N/A
N/A
969500UP76J52A9OXU27
FR
1253.81000000
LIQUIDNET ASIA LIMITED
N/A
N/A
213800KFOC5OSG8VW527
HK
544.91999999
Merrill Lynch International
N/A
000162416
GGDZP1UYGU9STUHRDP48
GB
999.04000000
Joh. Berenberg, Gossler & Co. KG
N/A
N/A
529900UC2OD7II24Z667
DE
1592.32000000
Raymond James & Associates, Inc.
008-10999
000000705
U4ONQX15J3RO8XCKE979
969.24000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
2704.82000000
25956.42999993
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
179963591.07999978
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
168271018.18000009
Credit Suisse AG, New York Branch
N/A
N/A
549300D0YARF5HYP1809
40161591.10000005
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
24591307.80999998
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
60859634.20000006
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
353104725.06000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
89320023.56000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
75231017.01999995
Deutsche Bank Securities Inc.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
53084488.98000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
99122101.84999999
1346206318.03999976
Y
517471520.54750007
Committed
4300000000.00000000
N
N
N
N
VANGUARD ESG U.S. CORPORATE BOND ETF
S000069584
5493004BZ12544NU7V76
Y
1
1
0
Exchange-Traded Fund
N
N
0.01945258
-0.09467164
0.91606347
0.93728781
N
N
N
N
N/A
N/A
N/A
Rule 6c-11 (17 CFR 270.6c-11)
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Markit North America INC
13-4153988
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
N
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
6.00000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
59.61000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
144.03000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
63.15000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
64.83000000
337.62000000
MarketAxess Corporation
008-50727
000044542
GPSMMRI21JE7ZCVYF972
2223623.25999999
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
2977306.14000000
Deutsche Bank Securities Inc.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
3029662.78000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
1898033.00999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
4389894.72000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
12419347.20999999
Merrill Lynch, Pierce, Fenner & Smith Inc.
008-07221
000007691
8NAV47T0Y26Q87Y0QP81
5440314.89999999
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
8619902.44000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
10487931.95999998
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
13952526.31999999
75683265.27999987
N
123081979.84666668
Committed
4300000000.00000000
N
N
N
VANGUARD ESG U.S. STOCK ETF
S000063075
549300F0CKEP8O0RFZ32
N
1
0
0
Exchange-Traded Fund
N
N
-0.00347000
-0.16231000
0.10204641
0.10229757
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
947512.39000000
71553.94000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
Rule 6c-11 (17 CFR 270.6c-11)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ITG Analytics Inc
41-2190282
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Markit North America INC
13-4153988
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
N
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
4178.81999999
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
3791.04000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
1710.31999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1749.87999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
3947.64000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
1039.04999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
622.34999999
Cantor Fitzgerald & Co.
008-00201
000000134
5493004J7H4GCPG6OB62
5750.77999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
1098.74999999
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
958.19999999
26154.99999988
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
13194640.68000000
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
13302206.77000000
Vanguard Small-Cap Value Index Fund
N/A
N/A
IYAYRN9IGNRICDXDWU21
5897357.35000000
Vanguard Small-Cap Growth Index Fund
N/A
N/A
UWJDRZIFJ6DZX3P2T284
8942219.13999999
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
163952959.43000001
Vanguard High Dividend Yield Index Fund
N/A
N/A
TR5F4U3Y3DQVBW8TQD97
3713984.16000000
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
28567450.17999998
Vanguard Growth Portfolio
N/A
N/A
8GPO0HVVK2EH3X06HD40
4312903.91000000
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
8453408.67999999
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
16583612.34000000
295097107.07999981
N
3649220128.59583330
Committed
4300000000.00000000
N
N
N
VANGUARD INTERNATIONAL GROWTH FUND
S000004453
XU56S9DGXUXG42DFRI34
N
2
0
0
N/A
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
N
N
Cash collateral reinvestment fee
Administrative fee
Revenue sharing split
356885026.99000001
21231725.07000000
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
Baillie Gifford Overseas Ltd
801-21051
000110296
549300OJXEENXLO4FW52
GB
N
Schroder Investment Management North America Inc.
801-15834
000105820
5493003P29LAPF3HFV10
GB
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Refinitiv US LLC
20-4530702
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
N
Deutsche Bank AG Mumbai
7LTWFZYICNSX8D621K86
IN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
PJSC Rosbank
HOXMZG026UQNRK6J0C60
RU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
IE
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank Seoul Branch
7LTWFZYICNSX8D621K86
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Belgium (The Bank of New York Mellon SA/NV)
MMYX0N4ZEZ13Z4XCG897
BE
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Bank Polska Kasa Opieki S.A.
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon SA/NV
MMYX0N4ZEZ13Z4XCG897
FR
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
CIBC Mellon Trust Company
549300IYUUH221WBZ505
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Shanghai-Hong Kong Stock Connect SPSA
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citbank Europe plc
N1FBEDJ5J41VKZLO2475
PT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe plc, Hungarian Branch Office
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited, Sydney Branch
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Hongkong and Shangai Banking Corporation, Bangkok
2HI3YI5320L3RW6NJ957
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Bank of South Africa, Johannesburg
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB, Copenhagen Branch
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Hongkong and Shanghai Banking Corporation, Hong Kong
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon SA/NV
MMYX0N4ZEZ13Z4XCG897
IT
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank AG, Jakarta
7LTWFZYICNSX8D621K86
ID
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB, Oslo Branch
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon SA/NV
MMYX0N4ZEZ13Z4XCG897
GB
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
The Bank of New York Mellon SA/NV
MMYX0N4ZEZ13Z4XCG897
NL
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank N.A., Sucursal de Lima
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
MMYX0N4ZEZ13Z4XCG897
DE
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Citibank N.A., Brazilian Branch
E57ODZWZ7FF32TWEFA76
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC New Zealand
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (Taiwan) Limited
2HI3YI5320L3RW6NJ957
TW
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Manila Branch
7LTWFZYICNSX8D621K86
PH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, Athens
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken, Stockholm
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank, Brussels
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Citbank Europe plc
N1FBEDJ5J41VKZLO2475
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Shenzen
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
DBS Bank Ltd, Singapore
ATUEL7OJR5057F2PV266
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Belgium
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Citibanamex, Mexico City
2SFFM4FUIE05S37WFU55
MX
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank Bermuda Limited, Hamilton
0W1U67PTV5WY3WYWKD79
BM
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank, Istanbul
789000N5SE3LWDK7OI11
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Shanghai
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken, Helsinki branch
F3JS33DEI6XQ4ZBPTN86
FI
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Argentina, Buenos Aires
E57ODZWZ7FF32TWEFA76
AR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Ltd
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Caceis Bank Spain S.A.U.
95980020140005970915
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
J.P. Morgan Securities PLC
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
439443.69000000
Merrill Lynch International
N/A
000162416
GGDZP1UYGU9STUHRDP48
GB
1057343.58000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
743968.54000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
594914.91999999
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
551892.45000000
Morgan Stanley & Co. International PLC
N/A
N/A
4PQUHN3JPFGFNF3BB653
GB
728513.96999999
CL SECURITIES TAIWAN COMPANY LIMITED
N/A
N/A
213800ADSXO8W8ECIP07
TW
560504.67999999
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
918924.82000000
Credit Suisse Securities (Europe) Limited
N/A
N/A
DL6FFRRLF74S01HE2M14
GB
887459.62999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
782622.32000000
13388129.97999975
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1543597821.39999897
Morgan Stanley & Co. International PLC
N/A
N/A
4PQUHN3JPFGFNF3BB653
GB
863358325.84000039
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
1062639914.54000000
Merrill Lynch International
N/A
000162416
GGDZP1UYGU9STUHRDP48
GB
1428853452.57000020
Credit Suisse Securities (Europe) Limited
N/A
N/A
DL6FFRRLF74S01HE2M14
GB
1093644753.40000010
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
5752618741.42999940
Pershing Securities Limited
N/A
N/A
549300NC3GURN0AEZU06
GB
1869950775.86999890
J.P. Morgan Securities PLC
N/A
N/A
K6Q0W1PS1L1O4IQL9C32
GB
962390911.11000001
UBS AG
N/A
N/A
BFM8T61CT2L1QCEMIK50
CH
3323407864.36000010
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
40208623691.15999700
68802786490.79999493
Y
67759010980.98833500
Committed
4300000000.00000000
N
N
N
N
VANGUARD MEGA CAP GROWTH INDEX FUND
S000019700
RM8BENNF3HWR72TA0009
N
2
0
0
Exchange-Traded Fund
N
N
0.01691999
-0.05949000
0.01613218
0.01613440
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
5404723.65000000
44527.85000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Refinitiv US LLC
20-4530702
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
N
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
5592.05999999
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
582.31000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
9884.26999999
Sanford C. Bernstein & Co., LLC
008-52942
000104474
549300I7JYZHT7D5CO04
121.82000000
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
1184.96000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
675.08999999
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
8119.93999999
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
4569.31999999
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
281.84999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
2229.73999999
33584.69999991
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
116765687.00000000
Vanguard Mid-Cap Growth Fund
N/A
N/A
M6JWDO0S7R5FNUM8T614
62234765.43000001
Vanguard Mid-Cap Value Index Fund
N/A
N/A
Q4QUKKUM8YYJ562GIO45
22836897.35000000
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
34745239.85999999
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
504670573.15000001
Vanguard Mega Cap Value Index Fund
N/A
N/A
V3ER6F2H43KWH31ZJ168
29956528.31999999
Vanguard Mid-Cap Index Portfolio
N/A
N/A
FU4G3B84SVW07HHVW178
26356028.97000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
47140866.18999999
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
65479958.64999997
Vanguard Value Index Fund
N/A
N/A
HH8Q33B0J5YWPPIGZP55
246853988.59999996
1200177372.43999985
N
10464643805.71499800
Committed
4300000000.00000000
N
N
N
VANGUARD FINANCIALS INDEX FUND
S000004449
G1LHPY5HPCPGWBXV0P88
N
2
0
0
Exchange-Traded Fund
N
N
0.07110999
-0.08715999
0.32577342
0.32569618
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Cash collateral reinvestment fee
Administrative fee
8545960.91999999
421485.76000000
Rule 17a-7 (17 CFR 270.17a-7)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
ITG Analytics Inc
41-2190282
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Y
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
10511.88000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
3495.22000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
3927.83000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
11306.01000000
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
5518.39000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
580.42999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
906.26999999
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
935.64000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
4414.08999999
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
520.49000000
42635.46999996
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
78736.55000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
5685330.16999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
2313571.50000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
1169534988.99000001
Vanguard Consumer Discretionary Index Fund
N/A
N/A
NH4EW5X2H2SQ04NCCD83
5330199.96000000
Vanguard High Dividend Yield Index Fund
N/A
N/A
TR5F4U3Y3DQVBW8TQD97
683720.64000000
Vanguard Global Small-Cap Index Fund
N/A
N/A
QS6WHLCJOJSYY4PYNF72
IE
1119977.03000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
282542.82000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
409799.55000000
Vanguard Global Stock Index Fund
N/A
N/A
L612HZMU8V64SMUJWS40
IE
695652.49000000
1186305962.80999999
N
9312443280.90666580
Committed
4300000000.00000000
N
N
N
VANGUARD INDUSTRIALS INDEX FUND
S000004451
ZWVBKU0Z64JJIRHWJR93
N
2
0
0
Exchange-Traded Fund
N
N
0.02118999
-0.11619000
0.08481939
0.08517924
Y
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
8884228.85999999
269810.28000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Refinitiv US LLC
20-4530702
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
Markit North America INC
13-4153988
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
N
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
3143.59000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
28.56000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
4477.33000000
Jefferies LLC
008-15074
000002347
58PU97L1C0WSRCWADL48
52.23999999
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
6091.36000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1648.99000000
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
2974.98000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
3836.83999999
VIRTU ITG LLC
008-44218
000029299
549300S41SMIODVIT266
96.66000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
300.85000000
22654.59999998
Vanguard Materials Index Fund
N/A
N/A
Q9XZSLKCKK5RO4CDT154
2189240.00000000
Vanguard Energy Index Fund
N/A
N/A
K1IYN1TLOMXFPU04B446
1084944.02000000
Vanguard Global Small-Cap Index Fund
N/A
N/A
QS6WHLCJOJSYY4PYNF72
IE
2056168.74000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
686587989.81000000
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
4790506.41000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
611730.00000000
Vanguard Real Estate Index Fund
N/A
N/A
B1HNOZOSPCLXHIVBEI82
789785.90000000
Vanguard Information Technology Index Fund
N/A
N/A
J2NTZGJBERBYMUMBIE74
2258520.81999999
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
1589657.25000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
1061626.48000000
704226164.20999999
N
4815396597.59416680
Committed
4300000000.00000000
N
N
N
VANGUARD FTSE SOCIAL INDEX FUND
S000004440
4HGXJ5Q3ZDGC3ZPH3C41
N
2
0
0
N
N
0.03221999
-0.12504000
0.24847105
0.24857848
N
N
Y
N
N
The Vanguard Group, Inc.
5493002789CX3L0CJP65
Y
N
Administrative fee
Cash collateral reinvestment fee
4692520.88000000
100991.82000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 17a-7 (17 CFR 270.17a-7)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Markit North America INC
13-4153988
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Refinitiv US LLC
20-4530702
TIN
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Intesa Sanpaolo S.p.A.
2W8N8UU78PMDQKZENC08
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG
7LTWFZYICNSX8D621K86
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Limited
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (publ)
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company, United Kingdom Branch
213800YAZLPV26WFM449
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Switzerland) Limited
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank AG, Netherlands
7LTWFZYICNSX8D621K86
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
BE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services, S.C.A.
549300WCGB70D06XZS54
FR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
34293.97999999
Mizuho Securities USA Inc
008-37710
000019647
5493004GRDTUI7EMIZ82
1482.59000000
RBC Capital Markets, LLC
008-45411
000031194
549300LCO2FLSSVFFR64
4667.60999999
Wells Fargo Securities, LLC
008-22947
000007665
VYVVCKR63DVZZN70PB21
1312.96000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
9663.32000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
21936.59000000
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
7488.28000000
Credit Suisse Securities (USA) LLC
008-00422
000000816
1V8Y6QCX6YMJ2OELII46
15541.89999999
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
4862.57999999
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
2409.64999999
105919.74999994
Vanguard Extended Market Index Fund
N/A
N/A
NKRB5RF4FYYMQPL0SY31
50938033.51999999
BOFA SECURITIES, INC.
008-69787
000283942
549300HN4UKV1E2R3U73
39463995.03999999
Vanguard Mid-Cap Index Fund
N/A
N/A
F7RXEPKL33W3OZ8V3S02
32974330.84999999
Vanguard Growth Portfolio
N/A
N/A
8GPO0HVVK2EH3X06HD40
15563739.63000000
Vanguard Total Stock Market Index Fund
N/A
N/A
HJ2RZRUQEVF2A5SPRB21
28458729.65000000
Vanguard Small-Cap Index Fund
N/A
N/A
HZKQM2YGJWB4I8NIZL49
37305261.88000001
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
341965807.85000002
Vanguard 500 Index Fund
N/A
N/A
12WZ1W76P8QD4VJ6OB47
38428679.80999998
Vanguard Mid-Cap Growth Fund
N/A
N/A
M6JWDO0S7R5FNUM8T614
10825864.36999999
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
4495408941.42000008
5137577668.26999996
N
11885177480.91750100
Committed
4300000000.00000000
N
N
N
N
VANGUARD EXTENDED DURATION TREASURY INDEX FUND
S000018789
LPJF5F1SN6L2WBUKDV11
N
3
0
0
Exchange-Traded Fund
N
N
0.94299999
0.88840000
3.33826113
3.33826640
N
N
N
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
The Vanguard Group, Inc.
801-11953
000105958
5493002789CX3L0CJP65
N
THE VANGUARD GROUP, INC.
084-00772
5493002789CX3L0CJP65
Y
N
N
Bloomberg Finance LP
5493001KJTIIGC8Y1R12
N
ICE Data Pricing and Refernce Data LLC
13-36687789
TIN
N
Refinitiv US LLC
20-4530702
TIN
N
ITG Analytics Inc
41-2190282
TIN
N
Markit Group Limited
549300HLPTRASHS0E726
GB
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
N
Markit North America INC
13-4153988
TIN
N
N
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
N
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
N
Y
THE VANGUARD GROUP, INC.
5493002789CX3L0CJP65
Y
N
Y
0.00000000
Deutsche Bank Securities Inc.
008-17822
000002525
9J6MBOOO7BECTDTUZW19
190354222.50000000
Nomura Securities International, Inc.
008-15255
000004297
OXTKY6Q8X53C9ILVV871
42437680.96000000
BARCLAYS CAPITAL INC.
008-41342
000019714
AC28XWWI3WIBK2824319
39869124.00000000
Citigroup Global Markets Inc.
008-08177
000007059
MBNUM2BPBDO7JBLYG310
69962825.34000000
Goldman Sachs & Co. LLC
008-00129
000000361
FOR8UP27PHTHYVLBNG30
43240044.75000000
Morgan Stanley & Co. LLC
008-15869
000008209
9R7GPTSO7KV3UQJZQ078
128164935.12000000
Vanguard Market Liquidity Fund
N/A
N/A
1I6HV0TLSTR3A4XQ6L78
180400632.75999999
HSBC BANK PLC
N/A
N/A
MP6I5ZYZBEU3UXPYFY54
GB
353841657.37000012
J.P. Morgan Securities LLC
008-35008
000000079
ZBUT11V806EZRVTWT807
96139986.98999999
NATWEST MARKETS SECURITIES INC.
008-37135
000011707
ZE2ZWJ5BTIQJ8M0C6K34
47945103.39999999
1254998257.03000009
N
2573421558.88916680
Committed
4300000000.00000000
N
N
N
VANGUARD ESG INTERNATIONAL STOCK ETF
S000063074
Y
100000.00000000
0.23073712
0.20199797
0.76926287
0.20199797
0.00000000
0.00000000
1.00000000
0.00000000
7741.93548387
0.00000000
0.27434299
7741.93548387
0.00000000
0.27434299
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
VANGUARD MATERIALS INDEX FUND
S000004441
N
25000.00000000
0.01074498
0.09774062
0.98925501
0.09774062
0.00949987
0.06186585
0.99050012
0.06186585
198.07692307
0.00000000
0.00000000
133.33333333
0.00000000
0.00000000
195.45454545
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
VANGUARD CONSUMER DISCRETIONARY INDEX FUND
S000004446
N
25000.00000000
0.00657028
0.07979517
0.99342971
0.07979517
0.01729342
0.06100152
0.98270657
0.06100152
447.11538461
0.00000000
0.00000000
420.00000000
0.00000000
0.00000000
391.93548387
0.00000000
0.00000000
450.00000000
0.00000000
0.00000000
N
VANGUARD MEGA CAP VALUE INDEX FUND
S000019699
N
25000.00000000
0.07816611
0.26751224
0.92183388
0.26751224
-0.03731099
0.06829938
1.03731099
0.06829938
230.58252427
0.00000000
0.00000000
101.85185185
0.00000000
0.00000000
183.03571428
0.00000000
0.00000000
250.00000000
0.00000000
0.00000000
N
VANGUARD MEGA CAP INDEX FUND
S000019698
N
25000.00000000
0.10328119
0.30269101
0.89671880
0.30269101
0.12785006
0.19905945
0.87214993
0.19905945
359.09090909
0.00000000
0.00000000
220.00000000
0.00000000
0.00000000
270.58823529
0.00000000
0.00000000
400.00000000
0.00000000
0.00000000
N
VANGUARD INFORMATION TECHNOLOGY INDEX FUND
S000004452
N
25000.00000000
0.03857097
0.18961377
0.96142902
0.18961377
0.00252211
0.02710670
0.99747788
0.02710670
481.30841121
0.00000000
0.00000000
391.89189189
0.00000000
0.00000000
482.75862068
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
N
VANGUARD HEALTH CARE INDEX FUND
S000004450
N
25000.00000000
0.03439039
0.18128156
0.96560960
0.18128156
0.00848953
0.03566370
0.99151046
0.03566370
531.27659574
0.00000000
0.00000000
450.00000000
0.00000000
0.00000000
492.44186046
0.00000000
0.00000000
550.00000000
0.00000000
0.00000000
N
VANGUARD CONSUMER STAPLES INDEX FUND
S000004447
N
25000.00000000
0.06506048
0.24637829
0.93493951
0.24637829
0.00416879
0.02422981
0.99583120
0.02422981
140.25974025
0.00000000
0.00000000
25.00000000
0.00000000
0.00000000
143.57142857
0.00000000
0.00000000
150.00000000
0.00000000
0.00000000
N
VANGUARD ENERGY INDEX FUND
S000004448
N
25000.00000000
0.16086045
0.36674645
0.83913954
0.36674645
0.00170894
0.01331143
0.99829105
0.01331143
167.92452830
0.00000000
0.00000000
55.31914893
0.00000000
0.00000000
198.41269841
0.00000000
0.00000000
200.00000000
0.00000000
0.00000000
N
VANGUARD COMMUNICATION SERVICES INDEX FUND
S000004443
N
25000.00000000
0.06154821
0.23992013
0.93845178
0.23992013
-0.00107125
0.03138331
1.00107125
0.03138331
140.79754601
0.00000000
0.00000000
61.76470588
0.00000000
0.00000000
141.17647058
0.00000000
0.00000000
150.00000000
0.00000000
0.00000000
N
VANGUARD UTILITIES INDEX FUND
S000004445
N
25000.00000000
0.02821404
0.16037989
0.97178595
0.16037989
0.00338037
0.02698214
0.99661962
0.02698214
73.01324503
0.00000000
0.00000000
66.17647058
0.00000000
0.00000000
74.36440677
0.00000000
0.00000000
75.00000000
0.00000000
0.00000000
N
VANGUARD ESG U.S. CORPORATE BOND ETF
S000069584
Y
100000.00000000
0.00716738
0.00693405
0.99283261
0.00693405
0.00000000
0.00000000
1.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
VANGUARD ESG U.S. STOCK ETF
S000063075
N
25000.00000000
0.08318059
0.27505086
0.91681940
0.27505086
0.01346286
0.03757081
0.98653713
0.03757081
1467.88990825
0.00000000
0.00000000
1120.00000000
0.00000000
0.00000000
1400.00000000
0.00000000
0.00000000
1600.00000000
0.00000000
0.00000000
N
VANGUARD MEGA CAP GROWTH INDEX FUND
S000019700
N
25000.00000000
0.07650955
0.26492372
0.92349044
0.26492372
-0.00100149
0.02098411
1.00100149
0.02098411
184.79532163
0.00000000
0.00000000
55.55555555
0.00000000
0.00000000
182.95454545
0.00000000
0.00000000
200.00000000
0.00000000
0.00000000
N
VANGUARD FINANCIALS INDEX FUND
S000004449
N
25000.00000000
0.08528150
0.27735471
0.91471849
0.27735471
0.00626190
0.01633786
0.99373809
0.01633786
549.49494949
0.00000000
0.00000000
433.33333333
0.00000000
0.00000000
593.54838709
0.00000000
0.00000000
600.00000000
0.00000000
0.00000000
N
VANGUARD INDUSTRIALS INDEX FUND
S000004451
N
25000.00000000
0.02023809
0.13996668
0.97976190
0.13996668
0.01489814
0.10001067
0.98510185
0.10001067
490.00000000
0.00000000
0.00000000
475.90361445
0.00000000
0.00000000
471.42857142
0.00000000
0.00000000
500.00000000
0.00000000
0.00000000
N
VANGUARD EXTENDED DURATION TREASURY INDEX FUND
S000018789
Y
25000.00000000
0.06090555
0.23477559
0.93909444
0.23477559
0.00242023
0.00190014
0.99757976
0.00190014
70.58823529
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
75.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
true