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N/A N/A 784F5XWPLTWKTBV3E584 6291727673.99000339 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 6663070874.57000420 71034210525.28998826 N 42000566303.06166666 Committed 4300000000.00000000 N N N VANGUARD SHORT-TERM TREASURY INDEX FUND S000026859 9WRNUKXX21PRBRE7HY40 N 3 0 0 Exchange-Traded Fund N N 0.01194000 -0.04020999 0.27696640 0.27681891 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 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 41-2190282 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 20-4530702 N S&P Global Limited 98-0634017 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 MarketAxess Corporation 008-50727 000044542 GPSMMRI21JE7ZCVYF972 7092819786.81999870 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 6848613863.77999970 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 2793754439.55000020 CITADEL SECURITIES LP N/A N/A 549300NV5RXBUS3X7L47 6675923126.79000090 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 9991414398.87999530 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 2704954948.88999990 BNP PARIBAS N/A N/A R0MUWSFPU8MPRO8K5P83 FR 2054630147.25000000 Bank of Montr??al N/A N/A NQQ6HPCNCCU6TUTQYE16 CA 1743195769.64000010 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 1718511062.26000000 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 4869799498.08000328 51232607205.06999832 N 26114064166.17583333 Committed 4300000000.00000000 N N N VANGUARD TOTAL CORPORATE BOND ETF S000059555 5493006MKEDJW38LT395 N 1 0 0 Exchange-Traded Fund N N -0.04955000 -0.09105000 0.77741533 0.77763345 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 41-2190282 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 20-4530702 N S&P Global Limited 98-0634017 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. N/A 000007059 6SHGI4ZSSLCXXQSBB395 30560341.38999999 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 36792215.20999999 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 45031924.84000000 THE BANK OF NEW YORK MELLON CORPORATION N/A N/A WFLLPEPC7FZXENRZV188 22909561.85999999 BNP PARIBAS N/A N/A R0MUWSFPU8MPRO8K5P83 FR 26364424.04000001 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 63436234.04000006 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 2633111086.52000091 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 53410157.74000002 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 164258467.83000001 CITADEL SECURITIES LP N/A N/A 549300NV5RXBUS3X7L47 22509744.28999999 3205736709.51000093 N 1152356474.65083333 Committed 4300000000.00000000 N N N VANGUARD TOTAL WORLD BOND ETF S000062658 549300XM64W8RMO6ZH82 N 1 0 0 Exchange-Traded Fund Fund of Funds N N 0.04586999 -0.00573000 1.17619205 1.17645374 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 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 41-2190282 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 20-4530702 N S&P Global Limited 98-0634017 GB N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Mizuho Bank Ltd RB0PEZSDGCO3JS6CEU02 JP 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 0.00000000 CIBC World Markets Corp. 008-18333 000000630 549300445CON3DBMU275 6386790.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 593047.74000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 11410239.18999999 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 250399317.08000001 268789394.01000000 N 1113499572.02500000 Committed 4300000000.00000000 N N N VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND S000026863 Y 100000.00000000 0.01882794 0.01626125 0.98117205 0.01626125 0.00814532 0.01035227 0.99185467 0.01035227 249.29775280 0.00000000 0.00250799 0.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND S000026860 Y 25000.00000000 0.00170479 0.00123431 0.99829520 0.00123431 0.00177965 0.00139087 0.99822034 0.00139087 25.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 25.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD LONG-TERM CORPORATE BOND INDEX FUND S000026864 Y 100000.00000000 0.00612040 0.00740113 0.99387959 0.00740113 0.00598691 0.01039542 0.99401308 0.01039542 450.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 450.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD LONG-TERM TREASURY INDEX FUND S000026861 Y 25000.00000000 0.00295848 0.00365326 0.99704151 0.00365326 0.00268232 0.00343209 0.99731767 0.00343209 25.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 25.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND S000026865 Y 25000.00000000 0.93175194 0.21516575 0.06824805 0.21516575 0.97103919 0.16636713 0.02896080 0.16636713 0.00000000 0.00000000 1.00000000 0.00000000 0.00000000 1.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 1000 GROWTH INDEX FUND S000030002 Y 25000.00000000 0.16842562 0.37193139 0.83157437 0.37193139 0.00510450 0.01211905 0.99489549 0.01211905 875.00000000 0.00000000 0.00000000 597.05882352 0.00000000 0.00000000 996.15384615 0.00000000 0.00000000 1050.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 1000 INDEX FUND S000030000 N 15000.00000000 0.14717966 0.35185926 0.85282033 0.35185926 0.00446793 0.01212488 0.99553206 0.01212488 647.72727272 0.00000000 0.00000000 612.80487804 0.00000000 0.00000000 729.16666666 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 1000 VALUE INDEX FUND S000030001 N 25000.00000000 0.07769232 0.26536615 0.92230767 0.26536615 0.00372758 0.01060301 0.99627241 0.01060301 1062.10191082 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1115.15151515 0.00000000 0.00000000 1150.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 2000 GROWTH INDEX FUND S000030005 N 15000.00000000 0.06955231 0.24869741 0.93044768 0.24869741 0.00542152 0.01144775 0.99457847 0.01144775 1866.66666666 0.00000000 0.00000000 1866.66666666 0.00000000 0.00000000 1866.66666666 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 2000 INDEX FUND S000030003 N 25000.00000000 0.05073657 0.21683143 0.94926342 0.21683143 0.00209132 0.00401536 0.99790867 0.00401536 3053.71900826 0.00000000 0.00000000 3022.72727272 0.00000000 0.00000000 3321.42857142 0.00000000 0.00000000 3372.54901960 0.00000000 0.00000000 N VANGUARD RUSSELL 2000 VALUE INDEX FUND S000030004 N 15000.00000000 0.16775351 0.37219262 0.83224648 0.37219262 0.00237779 0.00343238 0.99762220 0.00343238 1666.66666666 0.00000000 0.00000000 1666.66666666 0.00000000 0.00000000 1833.33333333 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 3000 INDEX FUND S000030006 N 25000.00000000 0.09338551 0.29035069 0.90661448 0.29035069 0.00031276 0.00018401 0.99968723 0.00018401 1813.95348837 0.00000000 0.00000000 1703.70370370 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 N VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND S000026862 Y 100000.00000000 0.01717226 0.01417353 0.98282773 0.01417353 0.01209373 0.00821719 0.98790626 0.00821719 300.00000000 0.00000000 0.00288178 0.00000000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD SHORT-TERM TREASURY INDEX FUND S000026859 Y 25000.00000000 0.00224557 0.00194750 0.99775442 0.00194750 0.00205106 0.00151899 0.99794893 0.00151899 25.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 25.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD TOTAL CORPORATE BOND ETF S000059555 Y 25000.00000000 0.00214431 0.00463560 0.99785568 0.00463560 0.00744632 0.01614246 0.99255367 0.01614246 86.06557377 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 86.95652173 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD TOTAL WORLD BOND ETF S000062658 Y 10000.00000000 0.00010994 0.00008815 0.99989005 0.00008815 0.00004893 0.00006150 0.99995106 0.00006150 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N true