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N/A N/A 784F5XWPLTWKTBV3E584 43291997459.58002990 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A 7LTWFZYICNSX8D621K86 DE 37495749827.30000431 1121260442911.03932896 N 325010398920.19666666 Committed 4300000000.00000000 N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 N ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-interest rate Equity-common Other Short-term investment vehicle Currency THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-interest rate Equity-common Other Short-term investment vehicle Currency N VANGUARD TOTAL BOND MARKET INDEX FUND S000002564 CIJB0QNLPT2SSWMJ5W92 N 6 0 0 Exchange-Traded Fund N N -0.01465000 -0.17533000 0.78153684 0.78118591 N N N N N/A N/A N/A Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4(f)(17 CFR 270.18f-4(f)) 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 Reference Data LLC 5493000NQ9LYLDBCTL34 N ITG Analytics Inc 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB 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 N 0.00000000 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 16484264217.65998956 Bank of Montr??al N/A N/A NQQ6HPCNCCU6TUTQYE16 CA 16681406607.05005421 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 30662773601.39010966 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 26467102464.81005286 Stonex Group Inc. 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N/A N/A 8I5DZWZKVSZI1NUHU748 24946502304.93997320 355428018865.77017981 N 363481919470.05333333 Committed 4300000000.00000000 N N N BLACKROCK INC 529900VBK42Y5HHRMD23 N ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-interest rate Other Short-term investment vehicle Currency THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-interest rate Other Short-term investment vehicle Currency N VANGUARD ULTRA-SHORT BOND ETF S000071399 5493007JE7V8J9D1LN10 N 1 0 0 Exchange-Traded Fund N N N N N/A N/A N/A Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4(f)(17 CFR 270.18f-4(f)) 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 Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Reference Data LLC 5493000NQ9LYLDBCTL34 N ITG Analytics Inc 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB N N Banco Nacional de Mexico, S.A. 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Dublin Romania Branch N1FBEDJ5J41VKZLO2475 RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. 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