X0201 N-CEN LIVE 0001004655 XXXXXXXX 811-07443 true false false N-1A true VANGUARD WHITEHALL FUNDS 811-07443 0001004655 5493006QD7VQBS2FQD13 100 VANGUARD BOULEVARD MALVERN 19355 US-PA US 6106691000 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. 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. 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. N N N-1A 8 Y Mark Loughridge N/A N F. Joseph Loughrey N/A N JoAnn Heffernan Heisen N/A N F. William McNabb III 001567399 Y Emerson U. Fullwood N/A N Andre F. Perold N/A N Peter F. Volanakis N/A N Sarah Bloom Raskin N/A N Deanna Mulligan N/A N Scott C. Malpass N/A N Amy Gutmann N/A N Mortimer J. Buckley 002167630 Y John E. Schadl N/A 100 Vanguard Boulevard Malvern 19355 XXXXXX Y N N N N N VANGUARD MARKETING CORP. 8-21570 000007452 N/A Y N PRICEWATERHOUSECOOPERS LLP 238 5493002GVO7EO8RNNS37 N N N N N N N VANGUARD HIGH DIVIDEND YIELD INDEX FUND S000014011 TR5F4U3Y3DQVBW8TQD97 Y 3 1 0 Exchange-Traded Fund N N 0.05446 -0.01234999 0.18829552 0.18816195 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 17138079.14999999 1228792.40999999 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) 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 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 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N BNP Paribas Securities Services SCA 549300WCGB70D06XZS54 IT 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE 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 Ltd RB0PEZSDGCO3JS6CEU02 JP 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA 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 SE 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 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 N Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 10092.67 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 38692.07 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 32895.58 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 26023.75999999 MD GLOBAL PARTNERS, LLC 008-67356 000140988 N/A 138454.75 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 15078.12 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 4736.54 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 107049.27 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 19494.55999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 40326.29 444592.11 VANGUARD MID-CAP INDEX FUND N/A N/A F7RXEPKL33W3OZ8V3S02 46283137.43 VANGUARD SMALL-CAP INDEX FUND N/A N/A HZKQM2YGJWB4I8NIZL49 25547990.6 VANGUARD TOTAL STOCK MARKET INDEX FUND N/A N/A HJ2RZRUQEVF2A5SPRB21 53733053.18 Vanguard Index Funds - Vanguard 500 Index Fund N/A N/A 12WZ1W76P8QD4VJ6OB47 270780662.11 Vanguard Institutional Index Funds - Vanguard Institutional Index Fund N/A N/A 22FEKWGAFY38KJJVTQ65 179816378.88 VANGUARD GROWTH INDEX FUND N/A N/A 8DLNZLT9FCSJNCMHQC12 31458708.29 VANGUARD VALUE INDEX FUND N/A N/A HH8Q33B0J5YWPPIGZP55 89983970.27 CA, Inc. N/A N/A Y7ET3D9SDOFUZ515FE28 41460071.5 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 4278638863.4000006 Comcast Corporation N/A N/A 51M0QTTNCGUN7KFCFZ59 20926146.66 5344040421.1100063 N 32219652949.165833 0 Committed 4300000000 N N N VANGUARD SELECTED VALUE FUND S000004409 8OOZS8STC87M07UR3V16 Y 1 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 107504211.86000000 690014.21000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) N N N N BARROW, HANLEY, MEWHINNEY & STRAUSS, INC. 801-31237 000105519 213800XRVTFKWDGW6Y09 N Donald Smith & Co., Inc. 801-10798 000104947 549300XB35O8F9WO1X43 N Pzena Investment Management, LLC 801-50838 000106847 6735QA45DYBXWQO11N07 N The Vanguard Group, Inc. 084-00772 5493002789CX3L0CJP65 Y N N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Refinitiv US LLC 20-4530702 TIN 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 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit Group Limited 549300HLPTRASHS0E726 GB N N 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)) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 163395.94 LIQUIDNET, INC. 008-52461 000103987 213800HSKBBO1GCVRG79 557532.59 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 214373 UBS Securities LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 151368.98 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 277129.7 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 246077.4 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 178779.67 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 195530.86 Weeden & Co. L.P. 008-37267 000016835 549300OYBLKSN8M8EW67 516644.97 Abel/Noser Corp. 008-21897 000007537 5493001TUUB0GB6K8B25 662306.26 5120446.42 Spectrum Brands Holdings Inc. N/A N/A N/A 5783050 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 6700068.16999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 4948054.17 Aspen Insurance Holdings Ltd. N/A N/A 549300YX6HECG9XQCQ75 BM 34252240.5 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 10821366414.01 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2478137.5 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2185050.18 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 2982618.13 10880695632.49 Y 8058713817.1441679 0 Committed 4300000000 N N N N VANGUARD INTERNATIONAL DIVIDEND APPRECIATION INDEX FUND S000051871 549300VIETCJZ6OBU793 Y 2 0 1 Exchange-Traded Fund N N -0.03954999 -0.33736 6.51669724 6.51665878 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 9394798.14000000 118836.07000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) 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 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 ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N 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 N/A IE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) CREDIT SUISSE (SWITZERLAND) LTD 549300CWR0W0BCS9Q144 CH 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) HONGKONG AND SHANGAI BANKING CORPORATION, BANGKOK MLU0ZO3ML4LN2LL2TL39 TH 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) NATIONAL BANK OF BELGIUM CGYP50QBGGR6NCHTSN68 BE 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) MIZUHO BANK, LTD N/A JP 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) EUROCLEAR BELGIUM 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Euroclear France N/A FR N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) THE BANK OF NEW YORK MELLON SA/NV RR3QWICWWIPCS8A4S074 GB N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) THE BANK OF NEW YORK MELLON SA/NV N/A DE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HSBC SHENZHEN 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SANTANDER SEC SVCS S.A. 95980020140005200000 ES 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) SKANDINAVISKA ENSKILDA BANKEN, STOCKHOLM F3JS33DEI6XQ4ZBPTN86 SE 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) CITIBANK MAGHREB 6SHGI4ZSSLCXXQSBB395 MA 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) BANK POLSKA KASA OPIEKI S.A. 5493000LKS7B3UTF7H35 PL 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 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 N/A IT N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) DBS BANK LTD, SINGAPORE ATUEL7OJR5057F2PV266 SG 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) HSBC SHANGHAI 2CZOJRADNJXBLT55G526 CN 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) CITIBANAMEX, MEXICO CITY 6SHGI4ZSSLCXXQSBB395 MX 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) CITITRUST S.A., BOGOTA 6SHGI4ZSSLCXXQSBB395 CO 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 AG MUMBAI 7LTWFZYICNSX8D621K86 IN 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 HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services S.C.A. R0MUWSFPU8MPRO8K5P83 GR 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) THE BANK OF NEW YORK MELLON SA/NV N/A NL N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HSBC BANK (TAIWAN) LIMITED 549300SG184IVNYDMN03 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Plc 6SHGI4ZSSLCXXQSBB395 PT 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) Skandinaviska Enskilda Banken, Helsinki branch F3JS33DEI6XQ4ZBPTN86 FI 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 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 6075.95 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 19454.29 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 49934.22 BMO Nesbitt Burns Securities Ltd. 008-50538 000044057 54JEJPF5RL5INKZRDO43 CA 8440.03 EXANE N/A N/A 969500UP76J52A9OXU27 FR 16189.66 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 10437.93 Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 9737.14 INSTINET EUROPE LIMITED N/A N/A 213800MXAKR2LA1VBM44 GB 28174.11 RBC DOMINION SECURITIES INC. 008-01672 000006579 549300QJJX6CVVUXLE15 CA 6844.22 ITG AUSTRALIA LIMITED N/A N/A 26170011XBMUX0N8HI42 AU 33005.75 221725.24999999 MIQUEL Y COSTAS & MIQUEL S.A. N/A N/A 95980020140005204809 ES 214665.2 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 497015 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 496928.42 WHITBREAD PLC N/A N/A 21380099VMZKRMN3EX36 GB 313771.92 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 894078.57 Amer Sports Oyj N/A N/A 7437005BMI6ICFVC4M25 FI 1393996.23 Prosus N.V. N/A N/A 635400Z5LQ5F9OLVT688 NL 8071768 VTG Aktiengesellschaft N/A N/A 529900LHT0GUDPEV3546 DE 198554.57 Ci:z Holdings Co. Ltd. N/A N/A N/A JP 608807.81 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 709745192.32999992 722489480.32999992 Y 1292123941.3291667 0 Committed 4300000000 N N N VANGUARD MID-CAP GROWTH FUND S000004408 67SKFI1ABVSKU3EAVL39 Y 1 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 11826368.90000000 146897.84000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) N N N N RS Investments 801-46878 000106189 5493000GL4867DUEHP06 N Wellington Management Company LLP 801-15908 000106595 549300YHP12TEZNLCX41 2018-12-17 Frontier Capital Management Company, LLC 801-15724 000106274 N/A 2018-12-17 William Blair Investment Management, LLC 801-80640 000173961 549300VQX7UKO60A7X27 2018-12-17 The Vanguard Group, Inc. 084-00772 5493002789CX3L0CJP65 Y N N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N ICE Data Pricing and Refernce Data LLC 13-36687789 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)) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STIFEL, NICOLAUS & CO., INC. 008-01447 000000793 5WUVMA08EYG4KEUPW589 93268.02 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 164476.04 William Blair & Company, L.L.C. 008-02698 000001252 549300J0P7XYE8BMZ775 90168.08 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 102713.92 LIQUIDNET, INC. 008-52461 000103987 213800HSKBBO1GCVRG79 258814.82 Raymond James & Associates, Inc. 008-10998 000000704 U4ONQX15J3RO8XCKE979 93457.09 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 206193.52 Abel/Noser Corp. 008-21897 000007537 5493001TUUB0GB6K8B25 190378 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 100154.41 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 102054.94 2483939.33999999 Bright Horizons Family Solutions LLC N/A N/A 254900BHOU40CFNXWQ75 22932187.16 CDW Corp. N/A N/A N/A 19433821.879999992 Aramark N/A N/A 549300MR6PG2DWZUIL39 27035350.27999999 VANGUARD U.S. GROWTH FUND N/A N/A 4IESARCYK2P68FL7C831 35816724.71 Global Payments Inc. N/A N/A 549300NOMHGVQBX6S778 19552205.199999992 Gartner, Inc. N/A N/A PP55B5R38BFB8O8HH686 29874743.14 SBA Communications Corporation N/A N/A 5299001HX8ZN8Y8QIT49 21834815.12 IHS Markit Ltd. N/A N/A 549300HLPTRASHS0E726 BM 20707868.8 VANGUARD MORGAN GROWTH FUND N/A N/A TRQRWSHEFNPYIKN2PL47 1625811004.39 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 4131659573.76 6255125067.5199995 Y 4465550118.5358334 0 Committed 4300000000 N N N N VANGUARD GLOBAL MINIMUM VOLATILITY FUND S000043242 549300TB4QCT8P76XG31 Y 2 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 33813241.78000000 693691.83000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) 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 Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ITG Analytics Inc 41-2190282 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Refinitiv US LLC 20-4530702 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N N HONGKONG AND SHANGAI BANKING CORPORATION, BANGKOK MLU0ZO3ML4LN2LL2TL39 TH 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) BANCO DE CHILE 8B4EZFY8IHJC44TT2K84 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear France N/A FR 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) SANTANDER SEC SVCS S.A. 95980020140005200000 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG MUMBAI 7LTWFZYICNSX8D621K86 IN 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) HSBC SHENZHEN 2CZOJRADNJXBLT55G526 CN 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) HSBC BANK MIDDLE EAST LIMITED, DUBAI MLU0ZO3ML4LN2LL2TL39 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED, DOHA MLU0ZO3ML4LN2LL2TL39 QA 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) BANK POLSKA KASA OPIEKI S.A. 5493000LKS7B3UTF7H35 PL 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) CITBANK EUROPE PLC 6SHGI4ZSSLCXXQSBB395 CZ 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) CITIBANAMEX, MEXICO CITY 6SHGI4ZSSLCXXQSBB395 MX 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) CIBC MELLON TRUST COMPANY 549300IYUUH221WBZ505 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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) HSBC BANK AUSTRALIA LIMITED MLU0ZO3ML4LN2LL2TL39 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV N/A DE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT 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) THE BANK OF NEW YORK MELLON SA/NV RR3QWICWWIPCS8A4S074 GB N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) DEUTSCHE BANK AG, MANILA BRANCH 7LTWFZYICNSX8D621K86 PH 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) BNP Paribas Securities Services S.C.A. R0MUWSFPU8MPRO8K5P83 GR 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) THE BANK OF NEW YORK MELLON SA/NV N/A IE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) STANDARD BANK OF SOUTH AFRICA, JOHANNESBURG QFC8ZCW3Q5PRXU1XTM60 ZA 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) DBS BANK LTD, SINGAPORE ATUEL7OJR5057F2PV266 SG 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) DEUTSCHE BANK AG KARACHI BRANCH 7LTWFZYICNSX8D621K86 PK 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) HSBC BANK MIDDLE EAST LIMITED, DUBAI N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A., SUCURSAL DE LIMA 6SHGI4ZSSLCXXQSBB395 PE 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 N/A IT N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) THE BANK OF NEW YORK MELLON SA/NV N/A NL N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Skandinaviska Enskilda Banken, Helsinki branch F3JS33DEI6XQ4ZBPTN86 FI 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) CITIBANK EUROPE PLC, HUNGARIAN BRANCH OFFICE 6SHGI4ZSSLCXXQSBB395 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Plc 6SHGI4ZSSLCXXQSBB395 PT 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) DEUTSCHE BANK (MALAYSIA) BERHAD 529900DLWFR8HK7DR278 MY 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) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 46792.34 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 36777.43 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 51626.89 Macquarie Bank Limited N/A N/A 4ZHCHI4KYZG2WVRT8631 AU 28132.67 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 35871.46 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 59320.63999999 EXANE N/A N/A 969500UP76J52A9OXU27 FR 75618.13 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 172143.75 CLSA SINGAPORE PTE LTD N/A N/A 2138007HCL683ZPDD829 SG 27966.37 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 38101.12 732668.05 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 748618.96 Boliden AB N/A N/A 21380059QU7IM1ONDJ56 SE 25094.28 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 744050.83 Nordea Bank Abp N/A N/A 529900ODI3047E2LIV03 FI 29841.3 ACS Actividades de Construccion y Servicios SA N/A N/A 95980020140005558665 ES 65990.81 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 3515184920.8900003 VANGUARD MARKET NEUTRAL FUND N/A N/A QX57RZTNJSJ8LE9TYK31 1451751.2 Ferrovial SA N/A N/A 95980020140005757903 ES 105823.52 3518356091.7900004 N 3641817932.1900005 0 Committed 4300000000 N N N N VANGUARD INTERNATIONAL HIGH DIVIDEND YIELD INDEX FUND S000051872 549300D7WM8SF3LN3802 Y 2 0 1 Exchange-Traded Fund N N 0.25540999 -0.09357 6.74719798 6.74739854 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 14739971.39000000 399297.35000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) 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 Markit North America INC 13-4153988 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N HSBC BANK MIDDLE EAST LIMITED, DOHA MLU0ZO3ML4LN2LL2TL39 QA 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) DEUTSCHE BANK, ISTANBUL 789000N5SE3LWDK7OI11 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED, DUBAI MLU0ZO3ML4LN2LL2TL39 AE 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) HSBC BANK AUSTRALIA LIMITED MLU0ZO3ML4LN2LL2TL39 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear France N/A FR N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) CITBANK EUROPE PLC 6SHGI4ZSSLCXXQSBB395 CZ 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) DEUTSCHE BANK AG MUMBAI 7LTWFZYICNSX8D621K86 IN 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) DEUTSCHE BANK-SEOUL BRANCH 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV N/A NL N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) SKANDINAVISKA ENSKILDA BANKEN, STOCKHOLM F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV N/A IT N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) CREDIT SUISSE (SWITZERLAND) LTD 549300CWR0W0BCS9Q144 CH 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) THE BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) SANTANDER SEC SVCS S.A. 95980020140005200000 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST, KUWAIT MLU0ZO3ML4LN2LL2TL39 KW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV N/A IE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) EUROCLEAR BANK, BRUSSELS 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) DBS BANK LTD, SINGAPORE ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe Plc 6SHGI4ZSSLCXXQSBB395 PT 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) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED, DUBAI N/A AE 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) THE BANK OF NEW YORK MELLON SA/NV RR3QWICWWIPCS8A4S074 GB N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) CITITRUST S.A., BOGOTA 6SHGI4ZSSLCXXQSBB395 CO 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) THE BANK OF NEW YORK MELLON SA/NV N/A DE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HONGKONG AND SHANGHAI BANKING CORPORATION, HONG KONG 2HI3YI5320L3RW6NJ957 HK 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) BANK HAPOALIM B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI S.A. 5493000LKS7B3UTF7H35 PL 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) PJSC ROSBANK HOXMZG026UQNRK6J0C60 RU 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) HSBC SHENZHEN 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, HUNGARIAN BRANCH OFFICE 6SHGI4ZSSLCXXQSBB395 HU 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) BNP Paribas Securities Services S.C.A. R0MUWSFPU8MPRO8K5P83 GR 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) CITIBANAMEX, MEXICO CITY 6SHGI4ZSSLCXXQSBB395 MX 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, OSLO BRANCH F3JS33DEI6XQ4ZBPTN86 NO 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) HSBC BANK EGYPT 2138001Q77JDLESS4Y50 EG 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 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 7823.87 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 6510.49 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 17149.07999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 2666.25 EXANE N/A N/A 969500UP76J52A9OXU27 FR 3201.89 Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 5163.88 INSTINET EUROPE LIMITED N/A N/A 213800MXAKR2LA1VBM44 GB 9178.85 HSBC BANK PLC N/A N/A MP6I5ZYZBEU3UXPYFY54 GB 2852.68 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 33399.49 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 12002.75999999 116026.7 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 743406.29 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1783845.47 IBERDROLA SA N/A N/A 5QK37QC7NWOJ8D7WVQ45 ES 920197.79 HOPEWELL HOLDINGS LIMITED N/A N/A 529900JWJFBGH6X8AA24 HK 338886.23 RPC Group plc N/A N/A 213800RASBUP2MGA8H34 GB 547431.17 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 1230145894.48 DULUXGROUP LIMITED N/A N/A 5299003H8P06LLZ9TJ61 AU 320618.98 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 428242.27 Repsol SA N/A N/A BSYCX13Y0NOTV14V9N85 ES 504677.1 Banco Santander (Mexico), S.A. N/A N/A SCRYQ25DTVRHYYMM6P89 MX 306194.40999999 1237960961.34 Y 1256809126.8166664 0 Committed 4300000000 N N N VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND S000040750 549300JYQ3EMXCXKZG97 Y 3 0 1 Exchange-Traded Fund N N 0.36075999 0.0198 1.32867881 1.32693117 Y N N N N/A 0.00000000 0.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) 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 ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) EUROCLEAR 549300OZ46BRLZ8Y6F65 BE N N Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 5333.77 5333.77 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 773266632.63 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 95224747.789999992 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 188868149.23 HSBC SECURITIES (USA) INC. 008-41562 000019585 CYYGQCGNHMHPSMRL3R97 GB 331128069.78000003 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 55297206.75 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 81933661 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 72901322.57 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 101701841.52000001 BNP Paribas Securities Corp. 008-32682 000015794 RCNB6OTYUAMMP879YW96 88551950.71 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 46094323.96 2286425485.0200005 N 1585754462.1774998 0 Committed 4300000000 N N N VANGUARD INTERNATIONAL EXPLORER FUND S000004407 88VXU7452NE7ZNF35F68 Y 1 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split Administrative fee Cash collateral reinvestment fee 95381023.59000000 4035475.97000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N TimesSquare Capital Management, LLC 801-63492 000132694 549300DB6J81W7D15Z27 N Wellington Management Company LLP 801-15908 000106595 549300YHP12TEZNLCX41 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 ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Refinitiv US LLC 20-4530702 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N N Mizuho Bank Ltd RB0PEZSDGCO3JS6CEU02 JP 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 AU 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) HSBC Bank China Company Limited 2CZOJRADNJXBLT55G526 CN 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH 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) Bank Leumi leIsrael BM 7JDSZWRGUQY2DSTWCR57 IL 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) Nordea Bank Abp 529900ODI3047E2LIV03 NO 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)) Citibank AS CWZ8NZDH5SKY12Q4US31 TR 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) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT 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) Santander Securities Services SA 95980020140005970915 ES 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) Standard Chartered Bank Thai Public Company Limited 549300O1LQYCQ7G1IM57 TH 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 GB 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IE 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) JP Morgan SA DTVM 5493001LS7J56NZZ3G07 BR 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 TW 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU 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) Nordea Bank Abp 529900ODI3047E2LIV03 SE 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) BNP Paribas Securities Services SCA 549300WCGB70D06XZS54 IT 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) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID 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) HSBC France Athens Branch MP6I5ZYZBEU3UXPYFY54 GR 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) 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 The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N Joh. Berenberg, Gossler & Co. KG N/A N/A 529900UC2OD7II24Z667 DE 48864.35 ITG Inc. 008-44218 000029299 549300S41SMIODVIT266 46695.97 Morgan Stanley & Co. International PLC, Taipei N/A N/A 4PQUHN3JPFGFNF3BB653 TW 41202.28 Societe Generale, London N/A N/A O2RNE8IBXP4R0TD8PU41 GB 71407.23 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 71449.98 UBS Securities Hong Kong Limited N/A N/A 549300FTE4GOTKGCTC85 HK 41347.19999999 Hembla AB N/A N/A 549300SXRQEW4EIZGT87 SE 41387.08999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 248782.67 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 44294.52 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 114644.16 1656064.41 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 10419334.91 THE RESTAURANT GROUP PLC N/A N/A 213800V4LJ2FXMQKKA46 GB 16935667.8 RPC Group plc N/A N/A 213800RASBUP2MGA8H34 GB 8204001.21 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 7147779.11999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 5309539467.78 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 4351860477.68 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 5711228.42999999 KONGSBERG GRUPPEN ASA N/A N/A 5967007LIEEXZXJ9HK73 NO 4673611.59999999 Credit Suisse Securities (Europe) Limited N/A N/A DL6FFRRLF74S01HE2M14 GB 8056152.71 GRAINGER PLC N/A N/A 2138007CEIRKZMNI2979 GB 4989515.84999999 9745589390.4700012 Y 3285384073.6066666 0 Committed 4300000000 N N N N VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND S000040750 Y 100000 0.01961689 0.02909463 0.9803831 0.02909463 0.00654544 0 0.99345455 0 100.00000000 0.00000000 0.03403118 100.00000000 0.00000000 0.95287331 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD INTERNATIONAL DIVIDEND APPRECIATION INDEX FUND S000051871 Y 50000 0.21980323 0.26481239 0.78019676 0.26481239 0 0 1 0 1396.55172413 0.00000000 0.66095895 1396.55172413 0.00000000 0.66095895 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD INTERNATIONAL HIGH DIVIDEND YIELD INDEX FUND S000051872 Y 100000 0.20571701 0.26985917 0.79428298 0.26985917 0.10148625 0 0.89851374 0 3586.20689655 0.00000000 0.44783667 3586.20689655 0.00000000 0.44783667 4000.00000000 0.00000000 0.66443853 4000.00000000 0.00000000 0.66443853 N VANGUARD HIGH DIVIDEND YIELD INDEX FUND S000014011 N 25000 0.07966121 0.2696759 0.92033878 0.2696759 0.00572087 0.02757754 0.99427912 0.02757754 230.81395348 0.00000000 0.00000000 205.16304347 0.00000000 0.00000000 240.25974025 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 N true