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N/A N/A 784F5XWPLTWKTBV3E584 366228.15000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 204733.95000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 761735.88000000 VIRTU FINANCIAL, INC. N/A N/A 5493001OPW2K42CH3884 134561.05000000 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 656483.16000000 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 133329.91999999 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 542051.96000000 4828321.31999993 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 20253161.00000000 Robert W. Baird & Co. Incorporated 008-00497 000008158 549300772UJAHRD6LO53 2241540.00000000 Leerink Partners LLC 008-48535 000039011 549300AAH7U76CEUBI94 2225760.00000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 19091690.19000000 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 31834804.60000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 4200345901.13000010 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 15327634.91000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 47560079.70000000 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 13078376.23000000 UBS GROUP AG N/A N/A 549300SZJ9VS8SGXAN81 CH 15572133.90000000 4369507565.68000010 N 57123073573.16583333 Committed 4300000000.00000000 N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Debt Derivative-equity Derivative-foreign exchange Equity-common Other Short-term investment vehicle Currency N VANGUARD TOTAL STOCK MARKET INDEX FUND S000002848 HJ2RZRUQEVF2A5SPRB21 N 6 0 0 Exchange-Traded Fund N N 0.01666000 -0.14726999 0.04364447 0.04328907 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 3676469383.88999990 194031188.50999999 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) 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 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SA SUCCURSALE ITALIA R0MUWSFPU8MPRO8K5P83 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) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) JP MORGAN SE LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN SE LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN SE LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN SE LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 NL 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 GB 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 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) 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 JonesTrading Institutional Services LLC 008-26089 000006888 2138008JJ5PA8H5UIL69 947198.58000000 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 4149313.48000000 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 1828340.65999999 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 530957.10000000 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 2416070.43000001 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 1073272.04999999 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 1095636.35999999 VIRTU FINANCIAL, INC. N/A N/A 5493001OPW2K42CH3884 458963.17999999 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 1878696.93999999 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 1893631.51000000 17852246.47999985 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 97545262.82999999 Leerink Partners LLC 008-48535 000039011 549300AAH7U76CEUBI94 33502395.46999999 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 99946269.36999997 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 570826549.51999998 UBS GROUP AG N/A N/A 549300SZJ9VS8SGXAN81 CH 42778935.89999999 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 47556412.97000001 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 218512523.47999999 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 78779776111.00000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 120750576.84999999 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 660030702.35000002 80766424874.43999990 N 1903470699301.93500000 Committed 4300000000.00000000 N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Debt Derivative-equity Derivative-foreign exchange Equity-common Equity-preferred Other Short-term investment vehicle Currency N VANGUARD VALUE INDEX FUND S000002840 HH8Q33B0J5YWPPIGZP55 N 4 0 0 Exchange-Traded Fund N N 0.01072000 -0.18516999 0.09314885 0.09398568 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 15164058.93000000 1062780.62999999 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 17a-7 (17 CFR 270.17a-7) 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 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 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 N CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 414654.81000000 Cowen and Company, LLC 008-22522 000007616 549300WR155U7DVMIW58 57117.36000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 76087.19999999 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 80730.03999998 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 103290.26000000 CITADEL SECURITIES LP N/A N/A 549300NV5RXBUS3X7L47 137043.77999999 Royal Bank of Canada N/A N/A ES7IP3U3RHIGC71XBU11 CA 48003.67999999 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 150852.71999999 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 176089.52999999 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 247516.52000000 1568618.09999987 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 84446551.06000000 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 33152348.80000000 FMR LLC N/A N/A 6X064LF7Y6B4DKF2GZ26 132888.60000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 13841209.35000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 15048488732.00000000 15180061729.81000000 N 199466501505.30833333 Committed 4300000000.00000000 N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Derivative-equity Equity-common Other Short-term investment vehicle Currency N VANGUARD 500 INDEX FUND S000002839 N 25000.00000000 7.43843222 25.99121363 92.56156778 25.99121363 0.32218795 0.73943340 99.67781205 0.73943340 463.46555323 0.00000000 0.00000000 394.36619718 0.00000000 0.00000000 492.71844660 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD EXTENDED MARKET INDEX FUND S000002841 N 50000.00000000 5.70824654 22.98277972 94.29175346 22.98277972 0.29219176 2.02731307 99.70780824 2.02731307 471.96261682 0.00000000 0.00000000 465.31791907 0.00000000 0.00000000 391.02564102 0.00000000 0.00000000 490.56603773 0.00000000 0.00000000 N VANGUARD GROWTH INDEX FUND S000002842 N 25000.00000000 9.09660134 28.60620890 90.90339866 28.60620890 0.51170454 1.69228844 99.48829546 1.69228844 318.46846846 0.00000000 0.00000000 144.11764705 0.00000000 0.00000000 313.43283582 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 N VANGUARD LARGE-CAP INDEX FUND S000002843 N 25000.00000000 9.26829156 28.59398169 90.73170844 28.59398169 4.60561898 12.70044184 95.39438102 12.70044184 454.83870967 0.00000000 0.00000000 370.37037037 0.00000000 0.00000000 396.22641509 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD MID-CAP GROWTH INDEX FUND S000012756 Y 25000.00000000 0.52429983 6.98318560 99.47570017 6.98318560 -0.20081302 1.31507349 100.20081302 1.31507349 248.77450980 0.00000000 0.00000000 218.75000000 0.00000000 0.00000000 206.52173913 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 N VANGUARD MID-CAP INDEX FUND S000002844 N 25000.00000000 15.963725 36.604716 84.036274 36.604716 -0.156314 1.251148 100.156314 1.251148 422.13883677 0.00000000 0.00000000 139.13043478 0.00000000 0.00000000 354.43037974 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD MID-CAP VALUE INDEX FUND S000012757 N 25000.00000000 9.15883316 28.81139262 90.84116684 28.81139262 0.90977121 2.262504 99.09022879 2.26250464 318.01075268 0.00000000 0.00000000 52.50000000 0.00000000 0.00000000 252.00000000 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 N VANGUARD SMALL-CAP GROWTH INDEX FUND S000002846 N 25000.00000000 21.07225200 40.69338679 78.92774800 40.69338679 1.33603317 6.99803170 98.66396683 6.99803170 405.00000000 0.00000000 0.00000000 341.66666666 0.00000000 0.00000000 423.80952380 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD SMALL-CAP INDEX FUND S000002845 N 25000.00000000 29.16318955 45.39724530 70.83681045 45.39724530 0.08891279 2.09069738 99.91108721 2.09069738 708.86075949 0.00000000 0.00000000 610.16949152 0.00000000 0.00000000 781.95488721 0.00000000 0.00000000 986.11111111 0.00000000 0.00000000 N VANGUARD SMALL-CAP VALUE INDEX FUND S000002847 N 25000.00000000 7.08139318 25.52698338 92.91860682 25.52698338 0.01454588 1.00665436 99.98545412 1.00665436 464.91228070 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 410.15625000 0.00000000 0.00000000 485.71428571 0.00000000 0.00000000 N VANGUARD TOTAL STOCK MARKET INDEX FUND S000002848 Y 100000.00000000 11.70728591 31.96084032 88.29271409 31.96084032 0.87971855 2.20573323 99.12028145 2.20573323 884.15672913 0.00000000 0.00000000 816.71159029 0.00000000 0.00000000 685.71428571 0.00000000 0.00000000 975.60975609 0.00000000 0.00000000 N VANGUARD VALUE INDEX FUND S000002840 Y 25000.00000000 5.11609275 21.75666894 94.88390725 21.75666894 0.78503627 2.52339480 99.21496373 2.52339480 475.81903276 0.00000000 0.00000000 370.83333333 0.00000000 0.00000000 450.49504950 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N true