X0303 N-CEN LIVE 0001021882 XXXXXXXX 811-07803 true false false N-1A true VANGUARD SCOTTSDALE FUNDS 811-07803 0001021882 549300Y88GQ3VLJIBX57 100 VANGUARD BOULEVARD MALVERN 19355 US-PA US 6106691000 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. 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. 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. N N N-1A 17 Y Andre F. Perold N/A N Mortimer J. Buckley 002167630 Y Deanna Mulligan N/A N F. Joseph Loughrey N/A N Scott C. Malpass N/A N Peter F. Volanakis N/A N Amy Gutmann N/A N Sarah Bloom Raskin N/A N Mark Loughridge N/A N Emerson U. Fullwood N/A N John E.Schadl 006931790 100 Vanguard Boulevard Malvern 19355 XXXXXX N N N N N N VANGUARD MARKETING CORP. 8-21570 000007452 N/A Y N PRICEWATERHOUSECOOPERS LLP 000000238 5493002GVO7EO8RNNS37 N N N N N N N VANGUARD RUSSELL 1000 INDEX FUND S000030000 CHTRJUQCGTOWVJB3QC95 N 2 0 0 Exchange-Traded Fund N N 0.03781 -0.04802 0.07657061 0.07656234 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 3369819.85000000 166014.85999999 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 Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N N The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main MMYX0N4ZEZ13Z4XCG897 DE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 GB N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear Belgium 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Credit Suisse (Switzerland) Ltd 549300CWR0W0BCS9Q144 CH 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) NATIONAL BANK OF BELGIUM CGYP50QBGGR6NCHTSN68 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 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)) Mizuho Bank, Ltd RB0PEZSDGCO3JS6CEU02 JP 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)) Skandinaviska Enskilda Banken, Stockholm F3JS33DEI6XQ4ZBPTN86 SE 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 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 261.39999999 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 818.94000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 537.64000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 2279.93000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 1520.97999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1238.50000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1283.95999999 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 254.20000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 688.55000000 MLV & CO. LLC 008-68331 000150959 N/A 247.97000000 9948.93999999 Allergan plc N/A N/A 635400FWJZQC1IPYUH69 IE 8258261.33999999 VANGUARD RUSSELL 2000 INDEX FUND N/A N/A XEI53B997NKJZOPQID97 5766826.40000000 Vanguard Admiral Funds - Vanguard S&P 500 Growth Index Fund N/A N/A 1FG5HINME12QVYED4303 5393644.29000000 Vanguard Index Funds - Vanguard 500 Index Fund N/A N/A 12WZ1W76P8QD4VJ6OB47 2650253.86999999 CELGENE CORPORATION N/A N/A 4SIHMF0MOSTTL8CD0X64 10215290.50000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 534139058.29000002 VANGUARD RUSSELL 1000 GROWTH INDEX FUND N/A N/A ZOICJ1BTWYKFQSJDPN63 6999013.18999999 Vanguard World Fund - Vanguard FTSE Social Index Fund N/A N/A 4HGXJ5Q3ZDGC3ZPH3C41 3780338.78000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 13210245.54999990 BRISTOL-MYERS SQUIBB COMPANY N/A N/A HLYYNH7UQUORYSJQCN42 5547790.50000000 622805179.49999988 N 3732011597.56083350 Committed 4300000000.00000000 N N N VANGUARD RUSSELL 3000 INDEX FUND S000030006 E2FO156DBHEZ36T5EQ21 N 2 0 0 Exchange-Traded Fund N N 0.03867 -0.05857 0.07119107 0.07122502 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 1127484.05000000 135483.09000000 Rule 17a-7 (17 CFR 270.17a-7) 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 ITG Analytics Inc 41-2190282 TIN 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 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Markit North America INC 13-4153988 TIN 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)) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB 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 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 115.42000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 559.75999999 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 509.67999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 767.97999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1755.96999999 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 142.07999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1091.98000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2204.23999999 MLV & CO. LLC 008-68331 000150959 N/A 167.35999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 311.64000000 8088.12999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 2462181.16000000 CELGENE CORPORATION N/A N/A 4SIHMF0MOSTTL8CD0X64 3582409.91000000 Vanguard World Fund - Vanguard FTSE Social Index Fund N/A N/A 4HGXJ5Q3ZDGC3ZPH3C41 962501.09000000 BRISTOL-MYERS SQUIBB COMPANY N/A N/A HLYYNH7UQUORYSJQCN42 1945559.91000000 VANGUARD EXTENDED MARKET INDEX FUND N/A N/A NKRB5RF4FYYMQPL0SY31 1123465.09000000 Vanguard Admiral Funds - Vanguard S&P 500 Growth Index Fund N/A N/A 1FG5HINME12QVYED4303 1968407.74000000 Vanguard Scottsdale Funds - Vanguard Russell 1000 Value Index Fund N/A N/A 4NTNIKCBML0OS6H04D86 1221579.01000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 17990735.97999999 Vanguard Index Funds - Vanguard 500 Index Fund N/A N/A 12WZ1W76P8QD4VJ6OB47 1128278.62999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 308221505.19000000 353756487.12000018 N 1456827829.00166680 Committed 4300000000.00000000 N N N VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND S000026863 VKDXEYNPEMWGHJ22MR31 N 3 0 0 Exchange-Traded Fund N N -0.35711000 -0.41108000 2.40958188 2.40966797 N N N N N/A 0.00000000 0.00000000 Rule 17a-7 (17 CFR 270.17a-7) 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 Markit North America INC 13-4153988 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Refinitiv US LLC 20-4530702 TIN 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 43674.40000000 43674.40000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4469857805.80998990 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 1310470670.54000000 VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND N/A N/A GW69FWO1NUHCKLV98X51 1627066050.17000010 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1629795463.09999900 VANGUARD TOTAL BOND MARKET II INDEX FUND N/A N/A E3F24BZCDA1UXGFMYX67 1159639640.53999900 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 5198073218.63000010 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 800775239.36000001 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1063163161.31999900 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1177111716.92000010 MLV & CO. LLC 008-68331 000150959 N/A 1108121523.78998990 28321275344.51997000 N 31522116049.45249900 Committed 4300000000.00000000 N N N VANGUARD RUSSELL 1000 GROWTH INDEX FUND S000030002 ZOICJ1BTWYKFQSJDPN63 N 2 0 0 Exchange-Traded Fund N N -0.00265 -0.10375 0.03353299 0.03355554 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 10213615.84000000 162382.24000000 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 ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN 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 N HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 AU 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) 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)) 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)) Euroclear Belgium 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main MMYX0N4ZEZ13Z4XCG897 DE 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 HPFHU0OQ28E4N0NFVK49 GB 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) NATIONAL BANK OF BELGIUM CGYP50QBGGR6NCHTSN68 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Credit Suisse (Switzerland) Ltd 549300CWR0W0BCS9Q144 CH 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) 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 730.92000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 672.49999999 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 2964.93999999 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 393.71000000 MLV & CO. LLC 008-68331 000150959 N/A 967.38999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 3417.32000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 527.94999999 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 354.52000000 Credit Suisse First Boston N/A N/A N/A 185.82000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 392.44000000 11229.16999999 VANGUARD RUSSELL 1000 INDEX FUND N/A N/A CHTRJUQCGTOWVJB3QC95 7115848.31999999 Vanguard World Fund - Vanguard FTSE Social Index Fund N/A N/A 4HGXJ5Q3ZDGC3ZPH3C41 5141014.76000000 CELGENE CORPORATION N/A N/A 4SIHMF0MOSTTL8CD0X64 32771111.53000000 Vanguard Scottsdale Funds - Vanguard Russell 2000 Growth Index Fund N/A N/A 2GPOVXNW2XR0HL52QX63 3208972.44000000 BRISTOL-MYERS SQUIBB COMPANY N/A N/A HLYYNH7UQUORYSJQCN42 17797561.53000000 Vanguard Admiral Funds - Vanguard S&P 500 Growth Index Fund N/A N/A 1FG5HINME12QVYED4303 12111978.91000000 VANGUARD RUSSELL 2000 INDEX FUND N/A N/A XEI53B997NKJZOPQID97 5913294.47999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 66957060.42999990 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 630348078.60000002 Vanguard Scottsdale Funds - Vanguard Russell 1000 Value Index Fund N/A N/A 4NTNIKCBML0OS6H04D86 108887535.07999900 916066260.20999897 N 6765248601.78083320 Committed 4300000000.00000000 N N N VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND S000026865 157FPOCFDEEVUKWE4M41 N 3 0 0 Exchange-Traded Fund N N 0.03725999 -0.01503999 1.36254283 1.36272466 N N N N N/A 0.00000000 0.00000000 Rule 17a-7 (17 CFR 270.17a-7) 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 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 Refinitiv US LLC 20-4530702 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 43.86000000 43.86000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 6499999285.63000010 MLV & CO. LLC 008-68331 000150959 N/A 5386053834.35000990 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 3832065386.52999880 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 3724914136.77000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 6441744214.41997910 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 1987887094.92000010 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 9646632289.00001910 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 3318094294.06999020 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 6620790743.56000040 Credit Suisse First Boston N/A N/A N/A 3610716327.96000000 57680510175.46000700 N 12332096646.51999900 Committed 4300000000.00000000 N N N VANGUARD EXPLORER VALUE FUND S000028087 NAZTA6U3CX9F49HN3I37 N 1 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 3562320.95000000 82212.46000000 Rule 32a-4 (17 CFR 270.32a-4) N N N N Cardinal Capital Management, LLC 801-49090 000109824 254900V9A341FEKMUP78 N Frontier Capital Management Company, LLC 801-15724 000106274 N/A N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Refinitiv US LLC 20-4530702 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP 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)) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE 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) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA 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 Keefe, Bruyette & Woods, Inc 008-10888 000000481 549300OM47DQV01G4854 16322.23999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 10218.06000000 SunTrust Robinson Humphrey, Inc. 008-17212 000006271 CSVTK36R0PNGXEM7NS14 7357.57000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 8478.41999999 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 23930.52000000 LIQUIDNET, INC. 008-52461 000103987 213800HSKBBO1GCVRG79 48107.09000000 Raymond James & Associates, Inc. 008-10999 000000705 U4ONQX15J3RO8XCKE979 15411.34000000 PIPER SANDLER & CO. 008-15204 000000665 549300GRQCWQ3XGH0H10 15162.58000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 8100.41000000 STIFEL, NICOLAUS & CO., INC. 008-01447 000000793 5WUVMA08EYG4KEUPW589 14972.59000000 268385.69999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 594518.93000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 996021.67000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 63032247.36999999 GENESEE & WYOMING INC. N/A N/A G617XSG94Z7G0RMW3L02 3437056.00000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 322114618.87000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 299813.92000000 390474276.76000005 Y 617177763.02166665 Committed 4300000000.00000000 N N N N VANGUARD LONG-TERM CORPORATE BOND INDEX FUND S000026864 ZIWMTR5KXH6IQX7B0013 N 3 0 0 Exchange-Traded Fund N N -0.77826000 -0.83228000 6.26300703 6.26326022 N N N N N/A 0.00000000 0.00000000 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 ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 5586.03000000 5586.03000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 172506407.27999902 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 145318680.34000000 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 135869890.21000001 VANGUARD TOTAL BOND MARKET INDEX FUND N/A N/A CIJB0QNLPT2SSWMJ5W92 203035017.55999902 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 707141186.12000000 VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND N/A N/A VKDXEYNPEMWGHJ22MR31 155261547.38999990 VANGUARD TOTAL BOND MARKET II INDEX FUND N/A N/A E3F24BZCDA1UXGFMYX67 163455607.54999989 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 188305340.81999901 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 241755215.36000001 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 579001374.19999909 3904015860.13999610 N 5009787821.96416760 Committed 4300000000.00000000 N N N VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND S000026862 GW69FWO1NUHCKLV98X51 N 3 0 0 Exchange-Traded Fund N N -0.34423999 -0.39677999 1.07280985 1.07283534 N N N N N/A 0.00000000 0.00000000 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 Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 67558.10000000 67558.10000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1053617717.70999990 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1042206540.49000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 5660933214.57999990 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 1422832829.44999980 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 855177739.47000003 VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND N/A N/A VKDXEYNPEMWGHJ22MR31 1756383384.69999890 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4079368716.91999010 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 844234162.01999998 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1541047432.96999880 VANGUARD INTERMEDIATE-TERM BOND INDEX FUND N/A N/A 88SDBTPMKCC30PH6VU70 1224507637.84999990 26015999978.52997600 N 32370119421.58583500 Committed 4300000000.00000000 N N N VANGUARD RUSSELL 2000 GROWTH INDEX FUND S000030005 2GPOVXNW2XR0HL52QX63 N 2 0 0 Exchange-Traded Fund N N 0.24108 0.14701 0.07967394 0.07972577 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 18562829.96999999 1637846.08000000 Rule 17a-7 (17 CFR 270.17a-7) 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 Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N Euroclear Belgium 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 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) Mizuho Bank, Ltd RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NATIONAL BANK OF BELGIUM CGYP50QBGGR6NCHTSN68 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 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 HPFHU0OQ28E4N0NFVK49 GB N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 AU 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)) 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 MMYX0N4ZEZ13Z4XCG897 NL 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) 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, Asset Servicing, Niederlassung Frankfurt am Main MMYX0N4ZEZ13Z4XCG897 DE 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 764.20000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 388.68000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 1774.20999999 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 2733.10000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1614.70000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 4399.75999999 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 3055.37999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 903.69999999 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 609.54999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 2084.91999999 19758.51999999 VANGUARD EXTENDED MARKET INDEX FUND N/A N/A NKRB5RF4FYYMQPL0SY31 2808370.34999999 VANGUARD SMALL-CAP INDEX FUND N/A N/A HZKQM2YGJWB4I8NIZL49 2660551.45000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 12896696.14000000 Sotheby's N/A N/A 549300P5BAAMQQ7VL735 1394334.00000000 Spark Therapeutics Inc. N/A N/A 549300EZ6EOPQBLJNB93 3216419.50000000 VANGUARD RUSSELL 2000 VALUE INDEX FUND N/A N/A ZIALB0CJMIEHCHBPWY93 28100755.28999999 VANGUARD RUSSELL 2000 INDEX FUND N/A N/A XEI53B997NKJZOPQID97 4311424.98999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 305775462.62000000 VANGUARD RUSSELL 1000 GROWTH INDEX FUND N/A N/A ZOICJ1BTWYKFQSJDPN63 3152829.71000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 4492469.13000000 389558718.57999992 N 810314768.06333351 Committed 4300000000.00000000 N N N VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND S000026860 EXTYRSF8KFFBG36DJS06 N 3 0 0 Exchange-Traded Fund N N -0.08905999 -0.14250000 1.63099863 1.63107634 N N N N N/A 0.00000000 0.00000000 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 Markit Group Limited 549300HLPTRASHS0E726 GB 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 Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 435590628.25999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 629689084.62000000 VANGUARD SHORT-TERM TREASURY INDEX FUND N/A N/A 9WRNUKXX21PRBRE7HY40 628716680.31000006 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 96223409.60999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 84947776.31000000 The Bank of New York Mellon N/A 000112559 HPFHU0OQ28E4N0NFVK49 195560770.18000001 HSBC SECURITIES (USA) INC. 008-41562 000019585 CYYGQCGNHMHPSMRL3R97 243657814.61000001 SG Americas Securities, LLC 008-66125 000128351 549300F35UE0BOM1WJ55 200136004.49999988 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 127825630.73999999 MLV & CO. LLC 008-68331 000150959 N/A 130782103.75000000 3441349326.67000060 N 9027696010.94583320 Committed 4300000000.00000000 N N N VANGUARD RUSSELL 2000 INDEX FUND S000030003 XEI53B997NKJZOPQID97 N 2 0 0 Exchange-Traded Fund N N 0.21145000 0.12640999 0.10905573 0.10894969 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 46472013.60999999 3939803.08000000 Rule 17a-7 (17 CFR 270.17a-7) 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 ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Refinitiv US LLC 20-4530702 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N N Credit Suisse (Switzerland) Ltd 549300CWR0W0BCS9Q144 CH 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) 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)) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 GB N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Bank of New York Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 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, Asset Servicing, Niederlassung Frankfurt am Main MMYX0N4ZEZ13Z4XCG897 DE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NATIONAL BANK OF BELGIUM CGYP50QBGGR6NCHTSN68 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) Euroclear France N/A FR N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Euroclear Belgium 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 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)) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 982.53999999 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 4346.76999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 95060.96000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 5687.66000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2264.79000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1779.78000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 7359.03000000 Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 1261.56000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 10143.48999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 1930.79000000 134402.49999999 TECH DATA CORPORATION N/A 000000000 549300EK847TAWPJWF34 6969425.00000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 17172404.23999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 8156363.35000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 569798320.49000001 VANGUARD EXTENDED MARKET INDEX FUND N/A N/A NKRB5RF4FYYMQPL0SY31 5409987.98000000 Vanguard Scottsdale Funds - Vanguard Russell 2000 Growth Index Fund N/A N/A 2GPOVXNW2XR0HL52QX63 4939817.29000000 VANGUARD RUSSELL 1000 GROWTH INDEX FUND N/A N/A ZOICJ1BTWYKFQSJDPN63 5916372.97999999 VANGUARD SMALL-CAP INDEX FUND N/A N/A HZKQM2YGJWB4I8NIZL49 4593525.75000000 Vanguard Scottsdale Funds - Vanguard Russell 1000 Value Index Fund N/A N/A 4NTNIKCBML0OS6H04D86 4744008.65000000 VANGUARD RUSSELL 1000 INDEX FUND N/A N/A CHTRJUQCGTOWVJB3QC95 7411315.35999999 707939760.58000016 N 2199599501.17666630 Committed 4300000000.00000000 N N N VANGUARD RUSSELL 2000 VALUE INDEX FUND S000030004 ZIALB0CJMIEHCHBPWY93 N 2 0 0 Exchange-Traded Fund N N 0.25057 0.17525 0.20158787 0.20144049 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 4105449.23000000 559069.54000000 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 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Markit North America INC 13-4153988 TIN N Refinitiv US LLC 20-4530702 TIN N N Mizuho Bank, Ltd RB0PEZSDGCO3JS6CEU02 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)) HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NATIONAL BANK OF BELGIUM CGYP50QBGGR6NCHTSN68 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) Euroclear Bank, Brussels 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) CIBC Mellon Trust Company 549300IYUUH221WBZ505 CA 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)) 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 MMYX0N4ZEZ13Z4XCG897 NL N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 GB N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Euroclear Belgium 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main MMYX0N4ZEZ13Z4XCG897 DE 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) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 652.54000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 665.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1401.40000000 MLV & CO. LLC 008-68331 000150959 N/A 3394.87999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 1302.43999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1075.65000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 1082.65000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 3566.50000000 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 923.40000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1285.05999999 16408.10999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 175150384.97000000 FINISAR CORPORATION N/A N/A 529900017XY2RY3P7A48 1210549.55000000 The Medicines Company N/A N/A 254900Z72DIL282LFL79 1870680.00000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 1211889.42000000 PATTERN ENERGY GROUP INC N/A N/A 549300YTEUCT3H1Y2T51 1083401.75000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 3562581.95000000 Vanguard Scottsdale Funds - Vanguard Russell 2000 Growth Index Fund N/A N/A 2GPOVXNW2XR0HL52QX63 25135414.67999989 VANGUARD RUSSELL 2000 INDEX FUND N/A N/A XEI53B997NKJZOPQID97 2652971.98000000 Vanguard Scottsdale Funds - Vanguard Russell 1000 Value Index Fund N/A N/A 4NTNIKCBML0OS6H04D86 1785743.79000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 4330385.68000000 229142795.98999992 N 405502683.93500000 Committed 4300000000.00000000 N N N VANGUARD RUSSELL 1000 VALUE INDEX FUND S000030001 4NTNIKCBML0OS6H04D86 N 2 0 0 Exchange-Traded Fund N N 0.04480 -0.02586 0.11455555 0.11452561 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 4444429.34999999 293044.23000000 Rule 17a-7 (17 CFR 270.17a-7) 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 Markit Group Limited 549300HLPTRASHS0E726 GB N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit North America INC 13-4153988 TIN N Refinitiv US LLC 20-4530702 TIN N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N CIBC Mellon Trust Company 549300IYUUH221WBZ505 CA 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) The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main MMYX0N4ZEZ13Z4XCG897 DE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) NATIONAL BANK OF BELGIUM CGYP50QBGGR6NCHTSN68 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 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 IT 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) Credit Suisse (Switzerland) Ltd 549300CWR0W0BCS9Q144 CH 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) Skandinaviska Enskilda Banken, Stockholm F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 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 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 805.01000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 2254.90999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 3320.80999999 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 524.79000000 MD GLOBAL PARTNERS, LLC 008-67356 000140988 N/A 425.62000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 4577.36999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1819.49000000 MLV & CO. LLC 008-68331 000150959 N/A 1422.47999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 2752.29000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 4191.80000000 23255.34999999 Vanguard Admiral Funds - Vanguard S&P 500 Growth Index Fund N/A N/A 1FG5HINME12QVYED4303 2953450.18000000 VANGUARD MID-CAP INDEX FUND N/A N/A F7RXEPKL33W3OZ8V3S02 2314990.91000000 Vanguard Index Funds - Vanguard 500 Index Fund N/A N/A 12WZ1W76P8QD4VJ6OB47 3247518.72000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 377062304.86000001 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 26604747.39000000 VANGUARD RUSSELL 2000 VALUE INDEX FUND N/A N/A ZIALB0CJMIEHCHBPWY93 2711997.01000000 CYPRESS SEMICONDUCTOR CORPORATION N/A N/A 549300T2071OM26ZSE13 2583408.15000000 VANGUARD RUSSELL 1000 INDEX FUND N/A N/A CHTRJUQCGTOWVJB3QC95 3883922.70999999 VANGUARD RUSSELL 1000 GROWTH INDEX FUND N/A N/A ZOICJ1BTWYKFQSJDPN63 163710151.00999999 VANGUARD RUSSELL 2000 INDEX FUND N/A N/A XEI53B997NKJZOPQID97 5029660.11000000 613349668.93999994 N 3795468788.92499920 Committed 4300000000.00000000 N N N VANGUARD LONG-TERM TREASURY INDEX FUND S000026861 TFBXN648LOXYTVRKLD83 N 3 0 0 Exchange-Traded Fund N N -0.91455000 -0.97062999 7.41015165 7.41034911 N N N N N/A 0.00000000 0.00000000 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 Refinitiv US LLC 20-4530702 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit North America INC 13-4153988 TIN 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 26.84000000 26.84000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 224302485.80000001 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 65167807.03000000 SG Americas Securities, LLC 008-66125 000128351 549300F35UE0BOM1WJ55 57905856.65999999 MLV & CO. LLC 008-68331 000150959 N/A 98988206.57999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 37324860.72999999 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 92963400.29000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 47640379.78000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 418925789.45999998 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 35179150.59000000 HSBC SECURITIES (USA) INC. 008-41562 000019585 CYYGQCGNHMHPSMRL3R97 441445091.38999903 1675554776.84999900 N 4401835876.00083260 Committed 4300000000.00000000 N N N VANGUARD SHORT-TERM TREASURY INDEX FUND S000026859 9WRNUKXX21PRBRE7HY40 N 3 0 0 Exchange-Traded Fund N N -0.02370999 -0.07547999 0.51094209 0.51104729 N N N N N/A 0.00000000 0.00000000 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 Markit Group Limited 549300HLPTRASHS0E726 GB N Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1147617307.64000010 VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND N/A N/A EXTYRSF8KFFBG36DJS06 409523762.75000000 Daiwa Capital Markets America Inc. 008-12242 000001576 M67H5PRC0NQKM73ZAS82 716661851.89999998 BNP Paribas Securities Corp. 008-32682 000015794 RCNB6OTYUAMMP879YW96 674257149.95999908 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 1566260295.29000000 MLV & CO. LLC 008-68331 000150959 N/A 206674195.61000001 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 235859517.38000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 202229513.88000000 TD Securities (USA) LLC 008-36747 000018476 SUVUFHICNZMP2WKHG940 217345036.91999999 The Bank of New York Mellon N/A 000112559 HPFHU0OQ28E4N0NFVK49 245016507.53999999 7383531995.09999660 N 10368049112.41000200 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 0.02453 -0.03776 4.597679 4.597711 N N N N N/A 0.00000000 0.00000000 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 Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit Group Limited 549300HLPTRASHS0E726 GB N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N 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) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL 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) 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 2244269.29999999 JANE STREET EXECUTION SERVICES, LLC N/A 000167280 549300HXJLXCPDWAH070 2717441.80000000 MERRILL LYNCH PROFESSIONAL CLEARING CORP. 008-33359 000016139 549300PMHS66E71I2D34 8099938.15000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 2566984.10999998 MLV & CO. LLC 008-68331 000150959 N/A 13050386.94999999 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 6769420.46999999 35448440.77999998 N 312551300.98166662 Committed 4300000000.00000000 N N N VANGUARD TOTAL CORPORATE BOND ETF S000059555 5493006MKEDJW38LT395 N 1 0 0 Exchange-Traded Fund Fund of Funds N N -0.26758 -0.32123 9.519681 9.519610 N N N N N/A 0.00000000 0.00000000 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 Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 MERRILL LYNCH PROFESSIONAL CLEARING CORP. 008-33359 000016139 549300PMHS66E71I2D34 30757990.91000000 JANE STREET EXECUTION SERVICES, LLC N/A 000167280 549300HXJLXCPDWAH070 9527997.01999999 MLV & CO. LLC 008-68331 000150959 N/A 41348181.38000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 12752020.29999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 630567.88000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 18251947.25000000 BANK OF AMERICA MORTGAGE SECURITIES, INC. N/A N/A 549300RHSE13N47D3B98 2106540.00000000 115375244.74000001 N 396747098.74250001 Committed 4300000000.00000000 N N N VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND S000026865 N 25000.00000000 0.98169547 0.12879014 0.01830452 0.12879014 1.00265419 0.00250860 -0.00265419 0.00250860 25.00000000 0.00000000 0.97168304 25.00000000 0.00000000 0.99027984 25.00000000 0.00000000 0.52711564 25.00000000 0.00000000 0.52711564 N VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND S000026862 Y 100000.00000000 0.00965062 0.00775586 0.99034937 0.00775586 0.01358398 0.00617441 0.98641601 0.00617441 100.00000000 0.00000000 0.00158898 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 1000 VALUE INDEX FUND S000030001 N 25000.00000000 0.15382788 0.35887600 0.84617211 0.35887600 0.00379723 0.00696215 0.99620276 0.00696215 423.78048780 0.00000000 0.00000000 415.54054054 0.00000000 0.00000000 490.90909090 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND S000026860 Y 25000.00000000 0.00496698 0.00259742 0.99503301 0.00259742 0.00471539 0.00198911 0.99528460 0.00198911 29.21195652 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 28.40909090 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD SHORT-TERM TREASURY INDEX FUND S000026859 Y 25000.00000000 0.00911590 0.00421160 0.99088409 0.00421160 0.00889931 0.00442103 0.99110068 0.00442103 28.63036303 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 28.94736842 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 1000 GROWTH INDEX FUND S000030002 N 25000.00000000 0.26440887 0.44002017 0.73559112 0.44002017 0.01132364 0.05101339 0.98867635 0.05101339 368.24324324 0.00000000 0.00000000 270.58823529 0.00000000 0.00000000 476.56250000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 3000 INDEX FUND S000030006 N 25000.00000000 0.40838028 0.49055114 0.59161971 0.49055114 0.00820787 0.00873841 0.99179212 0.00873841 1185.18518518 0.00000000 0.00000000 1153.84615384 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 2000 INDEX FUND S000030003 N 25000.00000000 0.05585010 0.22634571 0.94414989 0.22634571 0.00755193 0.04251512 0.99244806 0.04251512 945.65217391 0.00000000 0.00000000 945.65217391 0.00000000 0.00000000 967.21311475 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 N VANGUARD LONG-TERM CORPORATE BOND INDEX FUND S000026864 Y 100000.00000000 0.00956602 0.08649379 0.99043397 0.08649379 0.00517880 0.00356737 0.99482119 0.00356737 99.25373134 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 N VANGUARD LONG-TERM TREASURY INDEX FUND S000026861 Y 25000.00000000 0.00352296 0.00293521 0.99647703 0.00293521 0.00536098 0.00687512 0.99463901 0.00687512 29.01785714 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 27.55102040 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 2000 VALUE INDEX FUND S000030004 N 25000.00000000 0.07252309 0.25723674 0.92747690 0.25723674 0.03953191 0.03804208 0.96046808 0.03804208 1857.14285714 0.00000000 0.00000000 1857.14285714 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 2000 GROWTH INDEX FUND S000030005 N 25000.00000000 0.45655476 0.49610085 0.54344523 0.49610085 0.09275389 0.22328541 0.90724610 0.22328541 1090.90909090 0.00000000 0.00000000 1090.90909090 0.00000000 0.00000000 1428.57142857 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 1000 INDEX FUND S000030000 N 25000.00000000 0.29920712 0.45686597 0.70079287 0.45686597 0.00525030 0.00929962 0.99474969 0.00929962 350.87719298 0.00000000 0.00000000 345.45454545 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND S000026863 Y 100000.00000000 0.00610277 0.00539725 0.99389722 0.00539725 0.00875353 0.00383237 0.99124646 0.00383237 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD TOTAL WORLD BOND ETF S000062658 Y 10000.00000000 0.00031558 0.00153641 0.99968441 0.00153641 0.00129849 0.00320506 0.99870150 0.00320506 2.50000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD TOTAL CORPORATE BOND ETF S000059555 Y 10000.00000000 0.00014441 0.00016538 0.99985558 0.00016538 0.00561366 0.01064023 0.99438633 0.01064023 1.27118644 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N true