X0505 N-CEN LIVE 0000105563 XXXXXXXX 811-00121 false false N-1A true VANGUARD WELLINGTON FUND 811-00121 0000105563 549300X1E8M3H6XRMS84 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 Congress Street, Suite 1 Boston 20114 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 Andre F. Perold N/A N Barbara Venneman N/A N David Thomas N/A N Grant Reid N/A N John Murphy N/A N Lubos Pastor N/A N Mark Loughridge N/A N Peter F. Volanakis N/A N Rebecca Patterson N/A N Salim Ramji 004797124 Y Sarah Bloom Raskin N/A N Scott C. Malpass N/A N Tara Bunch N/A N Jacqueline Mary Angell 005606776 100 Vanguard Boulevard Malvern 19355 XXXXXX N N N N N VANGUARD MARKETING CORP. 8-21570 000007452 549300M16F306POWCS41 N/A Y N PRICEWATERHOUSECOOPERS LLP 000000238 5493002GVO7EO8RNNS37 N N N N N N N VANGUARD SHORT-TERM TAX-EXEMPT BOND ETF S000079862 549300VKBVQFWRBGTX37 N 1 0 0 Exchange-Traded Fund N N -0.00267999 -0.07509999 0.12023139 0.12007890 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) Y Y 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 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB 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 STATE STREET BANK AND TRUST 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 THE BANK OF NEW YORK MELLON CORPORATION N/A N/A WFLLPEPC7FZXENRZV188 147858483.24999999 Truist Financial Corporation N/A N/A 549300DRQQI75D2JP341 51571909.14999999 INTERCONTINENTAL EXCHANGE, INC. N/A N/A 5493000F4ZO33MV32P92 28445123.35000000 Royal Bank of Canada N/A N/A ES7IP3U3RHIGC71XBU11 CA 59097228.39999999 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 152868300.24999998 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 87353196.30000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 279453830.10000024 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 105757851.29999998 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 142003868.64999997 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 744117311.00000000 1997930639.05000003 N 1061788273.79833333 Committed 4300000000.00000000 N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Debt Other Short-term investment vehicle Currency N VANGUARD U.S. MINIMUM VOLATILITY ETF S000061301 549300RP1YLUB1WLOT10 N 1 0 0 Exchange-Traded Fund N N Y N N/A N/A N/A Rule 12d1-4 (17 CFR 270.12d1-4) Rule 17a-7 (17 CFR 270.17a-7) 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 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 1721.96000000 ROSENBLATT SECURITIES INC. 008-24255 000018377 549300KXQP6H4QO07E91 414.25000000 Nomura Holdings, Inc. N/A N/A 549300B3CEAHYG7K8164 JP 2374.94999999 BERNSTEIN INSTITUTIONAL SERVICES LLC N/A N/A 2549006LECDZGK4RBC19 319.14000000 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 8144.69999999 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 1205.79999999 FMR LLC N/A N/A 6X064LF7Y6B4DKF2GZ26 475.94999999 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 5051.56999999 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 3105.33999999 Bank of Montr??al N/A N/A NQQ6HPCNCCU6TUTQYE16 CA 311.23000000 23865.50999994 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 56560798.35999999 56560798.35999999 N 259424099.59833333 Committed 4300000000.00000000 N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Derivative-equity Equity-common Other Short-term investment vehicle Currency N VANGUARD U.S. MOMENTUM FACTOR ETF S000061302 549300EXHTSUFP48MT41 N 1 0 0 Exchange-Traded Fund N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 16410177.93999999 1121642.75000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 17a-7 (17 CFR 270.17a-7) 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 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 30939.70999999 Robert W. Baird & Co. Incorporated 008-00497 000008158 549300772UJAHRD6LO53 31588.67000000 ROSENBLATT SECURITIES INC. 008-24255 000018377 549300KXQP6H4QO07E91 58298.79999999 GUZMAN & COMPANY 008-38646 000021013 549300E7R8O8EHE8SN83 65736.45999998 Penserra Securities LLC 008-67773 000145994 549300WY8ZBI168Y6Z05 16470.67999998 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 31905.84999999 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 76035.36999999 BERNSTEIN INSTITUTIONAL SERVICES LLC N/A N/A 2549006LECDZGK4RBC19 13330.38999998 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 41383.60000000 Nomura Holdings, Inc. N/A N/A 549300B3CEAHYG7K8164 JP 19588.68999999 431533.57999987 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 436713823.83999997 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 99.37000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 1105109.68000000 437819032.88999997 N 1057320459.08833333 Committed 4300000000.00000000 N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Derivative-equity Equity-common Other Short-term investment vehicle Currency N VANGUARD U.S. MULTIFACTOR ETF S000061310 549300TF163DVIT4PX53 N 1 0 0 Exchange-Traded Fund N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 179187.04000000 2149.92000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 17a-7 (17 CFR 270.17a-7) 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 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 4118.13000000 Robert W. Baird & Co. Incorporated 008-00497 000008158 549300772UJAHRD6LO53 4673.75000000 ROSENBLATT SECURITIES INC. 008-24255 000018377 549300KXQP6H4QO07E91 7498.52999999 GUZMAN & COMPANY 008-38646 000021013 549300E7R8O8EHE8SN83 6834.99999999 Bank of Montr??al N/A N/A NQQ6HPCNCCU6TUTQYE16 CA 3792.61999999 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 13032.30999999 Nomura Holdings, Inc. N/A N/A 549300B3CEAHYG7K8164 JP 3428.12999998 FMR LLC N/A N/A 6X064LF7Y6B4DKF2GZ26 4186.27000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 10013.81000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 7721.86000000 73454.92999994 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 726821.20000000 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 1064.97000000 BERNSTEIN INSTITUTIONAL SERVICES LLC N/A N/A 2549006LECDZGK4RBC19 245.13000000 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 682236.14000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 59146809.00000000 60557176.44000000 N 364024486.02583333 Committed 4300000000.00000000 N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Derivative-equity Equity-common Other Short-term investment vehicle Currency N VANGUARD U.S. MULTIFACTOR FUND S000061303 5493005NZF0BI7FF3014 N 1 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 22841.54000000 709.39000000 Rule 17a-7 (17 CFR 270.17a-7) 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) 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 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 3306.55000000 ROSENBLATT SECURITIES INC. 008-24255 000018377 549300KXQP6H4QO07E91 2741.21000000 GUZMAN & COMPANY 008-38646 000021013 549300E7R8O8EHE8SN83 3032.70999999 Penserra Securities LLC 008-67773 000145994 549300WY8ZBI168Y6Z05 2128.88000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 4118.92000000 FMR LLC N/A N/A 6X064LF7Y6B4DKF2GZ26 2407.59000000 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 11756.95000000 Nomura Holdings, Inc. N/A N/A 549300B3CEAHYG7K8164 JP 2607.13000000 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 2686.87000000 Bank of Montr??al N/A N/A NQQ6HPCNCCU6TUTQYE16 CA 2388.04999999 44179.67999993 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 87673848.00000000 87673848.00000000 N 181064291.35166666 Committed 4300000000.00000000 N N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Derivative-equity Equity-common Other Short-term investment vehicle Currency N VANGUARD U.S. QUALITY FACTOR ETF S000061304 549300I8KZDQSXMOHC80 N 1 0 0 Exchange-Traded Fund N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 3262.26000000 262.83000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 17a-7 (17 CFR 270.17a-7) 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 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 2672.35999999 Robert W. Baird & Co. Incorporated 008-00497 000008158 549300772UJAHRD6LO53 1752.44000000 ROSENBLATT SECURITIES INC. 008-24255 000018377 549300KXQP6H4QO07E91 1373.83000000 GUZMAN & COMPANY 008-38646 000021013 549300E7R8O8EHE8SN83 1546.62999999 Penserra Securities LLC 008-67773 000145994 549300WY8ZBI168Y6Z05 1704.03000000 Nomura Holdings, Inc. N/A N/A 549300B3CEAHYG7K8164 JP 1272.84999999 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 2937.83000000 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 6117.13000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 1178.74000000 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 15145.96000000 37612.41999997 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 64402537.96000000 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 93.79000000 64402631.75000000 N 403429070.16416666 Committed 4300000000.00000000 N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Derivative-equity Equity-common Other Short-term investment vehicle Currency N VANGUARD U.S. VALUE FACTOR ETF S000061305 5493006GU7KMEUQILY06 N 1 0 0 Exchange-Traded Fund N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 38131.12999999 1666.54000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 17a-7 (17 CFR 270.17a-7) 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 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 10952.04000000 Robert W. Baird & Co. Incorporated 008-00497 000008158 549300772UJAHRD6LO53 18619.96999999 ROSENBLATT SECURITIES INC. 008-24255 000018377 549300KXQP6H4QO07E91 30990.20000000 GUZMAN & COMPANY 008-38646 000021013 549300E7R8O8EHE8SN83 36078.62999998 FMR LLC N/A N/A 6X064LF7Y6B4DKF2GZ26 8645.31999999 Royal Bank of Canada N/A N/A ES7IP3U3RHIGC71XBU11 CA 19836.42999999 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 20313.07999999 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 23698.47000000 Nomura Holdings, Inc. N/A N/A 549300B3CEAHYG7K8164 JP 8722.43999999 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 69891.99000000 275292.34999993 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 43.29000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 121553535.00000000 121553578.29000000 N 702939434.57416666 Committed 4300000000.00000000 N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Derivative-equity Equity-common Other Short-term investment vehicle Currency N VANGUARD WELLINGTON FUND S000004406 E3QB1G8NW83S4GO70B86 N 2 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 5997585.92999999 1209272.57000000 Rule 17a-7 (17 CFR 270.17a-7) 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) N N N N Wellington Management Company LLP 801-15908 000106595 549300YHP12TEZNLCX41 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 5493001OPW2K42CH3884 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 213800QAUUUP6I445N30 N S&P Global Limited 213800BVVQOBUSJXSB53 GB N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SA SUCCURSALE ITALIA R0MUWSFPU8MPRO8K5P83 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CACEIS Bank Spain SAU 95980020140005970915 ES 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) JP MORGAN SE LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN SE LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN SE LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN SE LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 FR 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 GB 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)) Mizuho Bank Ltd RB0PEZSDGCO3JS6CEU02 JP 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) Skandinaviska Enskilda Banken AB publ F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB publ Helsingforsfilialen F3JS33DEI6XQ4ZBPTN86 FI 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) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 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) 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 CITIGROUP INC. 8-08177 000007059 6SHGI4ZSSLCXXQSBB395 1533661.34000000 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 2035861.40999999 BNP PARIBAS N/A N/A R0MUWSFPU8MPRO8K5P83 FR 582251.29000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 1213208.02000000 UBS GROUP AG N/A N/A 549300SZJ9VS8SGXAN81 CH 1226839.25000000 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 538076.50000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 1615332.22999999 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 1279288.86000000 Royal Bank of Canada N/A N/A ES7IP3U3RHIGC71XBU11 CA 497984.03999999 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 1070025.19999998 15282861.41999986 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 29331405489.75000001 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 33209943284.44999876 SOCIETE GENERALE N/A N/A O2RNE8IBXP4R0TD8PU41 FR 20984456369.73999998 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 27359382754.79999978 Royal Bank of Canada N/A N/A ES7IP3U3RHIGC71XBU11 CA 21735664536.63999813 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A 7LTWFZYICNSX8D621K86 DE 27337521934.12999991 HSBC HOLDINGS PLC N/A N/A MLU0ZO3ML4LN2LL2TL39 GB 47101713193.73999992 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 42884548422.69000169 CREDIT AGRICOLE SA N/A N/A 969500TJ5KRTCJQWXH05 FR 26372804605.44999998 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 23603735533.28000141 353343489752.97000307 Y 114708851330.34416666 Committed 4300000000.00000000 N N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-equity Derivative-foreign exchange Derivative-interest rate Equity-common Other Repurchase agreement Short-term investment vehicle Currency WELLINGTON MANAGEMENT COMPANY 549300YHP12TEZNLCX41 Y ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-equity Derivative-foreign exchange Derivative-interest rate Equity-common Other Repurchase agreement Short-term investment vehicle Currency N VANGUARD SHORT-TERM TAX-EXEMPT BOND ETF S000079862 Y 25000.00000000 88.67882613 31.01442227 11.32117387 31.01442227 0.00000000 0.00000000 100.00000000 0.00000000 3.05555555 0.00000000 0.05000000 0.15723270 0.00000000 0.05000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD U.S. MINIMUM VOLATILITY ETF S000061301 N 5000.00000000 99.96776733 0.00471022 0.03223267 0.00471022 24.06817112 43.84001538 75.93182888 43.84001538 100.00000000 0.00000000 0.02000000 100.00000000 0.00000000 0.02000000 100.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 N VANGUARD U.S. MOMENTUM FACTOR ETF S000061302 N 5000.00000000 95.92986846 19.62932817 4.07013154 19.62932817 2.49387821 16.08826424 97.50612179 16.08826424 170.23809523 0.00000000 0.01000000 173.78472222 0.00000000 0.01000000 156.57894736 0.00000000 0.00000000 175.00000000 0.00000000 0.00000000 N VANGUARD U.S. MULTIFACTOR ETF S000061310 N 5000.00000000 96.06182433 19.36963432 3.93817567 19.36963432 0.33817919 0.96274612 99.66182081 0.96274612 192.15686274 0.00000000 0.01000000 200.00000000 0.00000000 0.01000000 175.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD U.S. QUALITY FACTOR ETF S000061304 N 5000.00000000 85.68463444 34.98838427 14.31536556 34.98838427 5.81661465 23.55490710 94.18338535 23.55490710 171.42857142 0.00000000 0.01000000 200.00000000 0.00000000 0.01000000 129.41176470 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD U.S. VALUE FACTOR ETF S000061305 N 5000.00000000 92.42355022 26.47010462 7.57644978 26.47010462 3.60597877 18.68815070 96.39402123 18.68815070 185.00000000 0.00000000 0.02000000 194.59459459 0.00000000 0.02000000 195.18072289 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N true