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LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 437666.99000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 6266.32999999 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 5661.00000000 Raymond James & Associates, Inc. 008-10999 000000705 U4ONQX15J3RO8XCKE979 145606.50000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 526646781.32999998 528284369.23999997 N 958478059.18750000 Committed 4300000000.00000000 N N N VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND S000026863 VKDXEYNPEMWGHJ22MR31 N 3 0 0 Exchange-Traded Fund N N -0.05461000 -0.10539000 0.87731465 0.87748228 N N N N N/A N/A N/A Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N ICE Data Pricing and Reference 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 Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Markit Group Limited 549300HLPTRASHS0E726 GB 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 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 6526983398.23000581 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 3250418291.63000511 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 4176631494.61000250 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 4986926567.21000689 HSBC Securities (USA) Inc. 008-41562 000019585 CYYGQCGNHMHPSMRL3R97 3461607082.92000082 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 10465233408.05999900 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 6381899048.90000063 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 7841029827.30000869 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 3238343947.25000480 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 9012074803.26999399 71756409209.61003105 N 41060294078.23583333 Committed 4300000000.00000000 N N N VANGUARD RUSSELL 1000 INDEX FUND S000030000 N 25000.00000000 0.08999912 0.28494357 0.91000087 0.28494357 -0.00370775 0.03844881 1.00370775 0.03844881 486.60714289 0.00000000 0.00000000 479.35779819 0.00000000 0.00000000 562.50000000 0.00000000 0.00000000 565.78947370 0.00000000 0.00000000 N VANGUARD INTERMEDIATE-TERM TREASURY INDEX FUND S000026860 Y 25000.00000000 0.00154609 0.00099175 0.99845390 0.00099175 0.00183221 0.00103981 0.99816778 0.00103981 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 RUSSELL 3000 INDEX FUND S000030006 N 25000.00000000 0.11614274 0.31921749 0.88385725 0.31921749 0.02131089 0.07982517 0.97868911 0.07982517 1769.23076900 0.00000000 0.00000000 1571.42857099 0.00000000 0.00000000 1888.88888900 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 N VANGUARD TOTAL CORPORATE BOND ETF S000059555 Y 10000.00000000 0.00043361 0.00011888 0.99956638 0.00011888 0.00041913 0.00015265 0.99958086 0.00015265 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 VANGUARD SHORT-TERM TREASURY INDEX FUND S000026859 Y 25000.00000000 0.00175956 0.00121321 0.99824043 0.00121321 0.00302642 0.00235968 0.99697357 0.00235968 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 N 25000.00000000 0.99950024 0.00000000 0.00049975 0.00000000 1.00000000 0.00000000 0.00000000 0.00000000 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 N 25000.00000000 0.05034169 0.21742246 0.94965830 0.21742246 0.00190530 0.00829490 0.99809469 0.00829490 888.17427390 0.00000000 0.00000000 710.31746029 0.00000000 0.00000000 889.70588239 0.00000000 0.00000000 814.28571430 0.00000000 0.00000000 N VANGUARD RUSSELL 2000 VALUE INDEX FUND S000030004 N 25000.00000000 0.25057803 0.43267935 0.74942196 0.43267935 0.00113762 0.00249223 0.99886237 0.00249223 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1913.04347800 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 N VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND S000026862 Y 100000.00000000 0.01393998 0.00661257 0.98606001 0.00661257 0.01004403 0.00464394 0.98995596 0.00464394 300.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD RUSSELL 1000 VALUE INDEX FUND S000030001 N 25000.00000000 0.08490495 0.27786374 0.91509504 0.27786374 0.00131988 0.00403005 0.99868011 0.00403005 834.09090909 0.00000000 0.00000000 845.20547950 0.00000000 0.00000000 1015.90909100 0.00000000 0.00000000 1102.94117600 0.00000000 0.00000000 N VANGUARD LONG-TERM TREASURY INDEX FUND S000026861 Y 25000.00000000 0.00249956 0.00303993 0.99750043 0.00303993 0.00290728 0.00349074 0.99709271 0.00349074 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 RUSSELL 2000 INDEX FUND S000030003 N 25000.00000000 0.02470471 0.15002737 0.97529528 0.15002737 0.00222738 0.01088382 0.99777261 0.01088382 1569.23076900 0.00000000 0.00000000 1538.46153800 0.00000000 0.00000000 1647.72727300 0.00000000 0.00000000 1671.05263199 0.00000000 0.00000000 N VANGUARD LONG-TERM CORPORATE BOND INDEX FUND S000026864 Y 100000.00000000 0.00464215 0.00390500 0.99535784 0.00390500 0.00613576 0.00252372 0.99386423 0.00252372 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 TOTAL WORLD BOND ETF S000062658 Y 10000.00000000 0.00043249 0.00073424 0.99956750 0.00073424 0.00035028 0.00005636 0.99964971 0.00005636 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 VANGUARD RUSSELL 2000 GROWTH INDEX FUND S000030005 N 25000.00000000 0.05329191 0.22314262 0.94670809 0.22314262 0.00011313 0.00056486 0.99988686 0.00056486 1894.73684200 0.00000000 0.00000000 1857.14285700 0.00000000 0.00000000 1750.00000000 0.00000000 0.00000000 2000.00000000 0.00000000 0.00000000 N VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND S000026863 Y 100000.00000000 0.00721686 0.00528645 0.99278313 0.00528645 0.00914235 0.00280453 0.99085764 0.00280453 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N true