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B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED MLU0ZO3ML4LN2LL2TL39 AU 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) DEUTSCHE BANK (MALAYSIA) BERHAD 529900DLWFR8HK7DR278 MY 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) DEUTSCHE BANK AG, MANILA BRANCH 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV (Vault) HPFHU0OQ28E4N0NFVK49 GB 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) MIZUHO BANK, LTD N/A JP 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 SHANGAI BANKING CORPORATION, BANGKOK MLU0ZO3ML4LN2LL2TL39 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV N/A NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, JAKARTA 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ESES FRANCE BEARER N/A FR N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) DEUTSCHE BANK AG MUMBAI 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT 2138001Q77JDLESS4Y50 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON N/A 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) CIBC MELLON TRUST COMPANY 549300IYUUH221WBZ505 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Monte Titoli N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC NEW ZEALAND 213800GJYUJERRTNRE86 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV N/A IE 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, STOCKHOLM F3JS33DEI6XQ4ZBPTN86 SE 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) DEUTSCHE BANK, ISTANBUL 789000N5SE3LWDK7OI11 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANCO BIBLAO VIZCAYA ARGENTARIA S.A., MADRID K8MS7FD7N5Z2WQ51AZ71 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, ATHENS R0MUWSFPU8MPRO8K5P83 GR 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) CITITRUST S.A., BOGOTA 6SHGI4ZSSLCXXQSBB395 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (TAIWAN) LIMITED 549300SG184IVNYDMN03 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV N/A DE 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) DEUTSCHE BANK-SEOUL BRANCH 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANAMEX, MEXICO CITY 6SHGI4ZSSLCXXQSBB395 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NATIONAL BANK OF BELGIUM CGYP50QBGGR6NCHTSN68 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB (PUBL) HELSINKI F3JS33DEI6XQ4ZBPTN86 FI 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) BANCO DE CHILE 8B4EZFY8IHJC44TT2K84 CL 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) CITIBANK MAGHREB 6SHGI4ZSSLCXXQSBB395 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC SHENZHEN 2CZOJRADNJXBLT55G526 CN 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 N DSP Merrill Lynch Limited N/A N/A 549300A5QXDCAXLKH833 IN 11854.87000000 Goldman Sachs International N/A N/A W22LROWP2IHXNBB6K528 GB 5612.98000000 MORGAN STANLEY & CO LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 7362.06000000 CANADIAN IMPERIAL BANK OF COMMERCE N/A N/A 2IGI19DL77OX0HC3ZE78 CA 7275.09000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 7780.05000000 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 19992.86000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 5685.99000000 INSTINET EUROPE LIMITED N/A N/A 213800MXAKR2LA1VBM44 GB 49485.47000000 EXANE N/A N/A 969500UP76J52A9OXU27 FR 3370.93000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 14895.77000000 149958.97000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 998697.71000000 China Everbright International Ltd. N/A N/A N/A HK 345956.63000000 MELROSE INDUSTRIES PLC N/A N/A 213800RGNXXZY2M7TR85 GB 1786443.45000000 Vanguard CMT Funds - Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 1016833091.55999990 GKN plc N/A N/A 213800QNZ22GS95OSW84 GB 2149250.39000000 BMO Capital Markets Corp. 008-34344 000016686 RUC0QBLBRPRCU4W1NE59 1091630.96000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 597248.75000000 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 2438366.91000000 Bayer AG N/A N/A 549300J4U55H3WP1XT59 DE 1750696.93000000 TATA CONSULTANCY SERVICES LIMITED N/A N/A 335800ZJKU9GPQRE2U66 IN 1382382.13000000 1029723495.80000000 N 1072736073.58583350 0.00000000 VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND S000040750 549300JYQ3EMXCXKZG97 Y 4 0 0 Exchange-Traded Fund N N 0.12163 -0.34979 0.064654057 0.064659927 N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) 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 Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Thomson Reuters Markets 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 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit North America INC 13-4153988 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, Boston 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BBH & CO 5493006KMX1VFTPYPW14 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Y The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 2856.79000000 2856.79000000 Sumitomo Mitsui Banking Corporation N/A N/A 5U0XI89JRFVHWIBS4F54 JP 339838002.72000003 Vanguard CMT Funds - Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 421730081.72000003 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 159930338.20999998 Australia and New Zealand Banking Group Limited N/A N/A JHE42UYNWWTJB8YTTU19 AU 38246183.78000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 71955896.81000000 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 26323563.57999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 223870527.54000002 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 26964354.29999999 HSBC SECURITIES (USA) INC. 008-41562 000019585 CYYGQCGNHMHPSMRL3R97 GB 73644990.09999999 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 28438376.28000000 1692140990.44000010 N 1310359312.39750000 0.00000000 VANGUARD HIGH DIVIDEND YIELD INDEX FUND S000014011 N 25000.00000000 0.03850894 0.19073118 0.96149105 0.19073118 0.00424583 0.01833246 0.99575416 0.01833246 240.53627760 0.00000000 0.00000000 166.66666666 0.00000000 0.00000000 239.22413793 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND S000040750 Y 100000.00000000 0.13621622 0.30177017 0.86378377 0.30177017 0.00750208 0.00366974 0.99249791 0.00366974 92.30769230 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 VANGUARD INTERNATIONAL DIVIDEND APPRECIATION INDEX FUND S000051871 Y 50000.00000000 0.23379315 0.33015192 0.76620684 0.33015192 0.01456135 0.00000000 0.98543864 0.00000000 2890.62500000 0.00000000 0.39890579 2890.62500000 0.00000000 0.39890579 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 VANGUARD INTERNATIONAL HIGH DIVIDEND YIELD INDEX FUND S000051872 Y 100000.00000000 0.20988311 0.30422701 0.79011688 0.30422701 0.13607669 0.03459044 0.86392330 0.03459044 11322.58064516 0.00000000 0.20582322 11322.58064516 0.00000000 0.20582322 2000.00000000 0.00000000 0.66443853 4000.00000000 0.00000000 0.66443853 false false true false false false