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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 Y N PRICEWATERHOUSECOOPERS LLP 000000238 5493002GVO7EO8RNNS37 N N N N N N N VANGUARD GNMA FUND S000002582 BWTV7VKYRFHM5AJWMI60 N 2 0 0 N/A N N N N N/A N/A N/A Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-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 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 Natixis Securities Americas LLC 008-00719 000001101 549300L8G1E7ZHVEOG75 6184500000.00000000 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 21315083878.76999890 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 16609211570.26009005 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 13483148276.67999831 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 13876789684.62999988 THE BANK OF NOVA SCOTIA N/A N/A L3I9ZG2KFGXZ61BMYR72 CA 5566200000.00000000 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 20582097146.60000900 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 13442755915.36998901 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 25256333423.56998900 HSBC HOLDINGS PLC N/A N/A MLU0ZO3ML4LN2LL2TL39 GB 11358800000.00000000 169499311971.86007527 Y 11427394982.37666666 Committed 4300000000.00000000 N N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-mortgage backed security Debt Derivative-commodity Derivative-interest rate Other Repurchase agreement Short-term investment vehicle Structured note Currency WELLINGTON MANAGEMENT COMPANY 549300YHP12TEZNLCX41 Y ABS-mortgage backed security Debt Derivative-commodity Derivative-interest rate Other Repurchase agreement Short-term investment vehicle Structured note Currency N VANGUARD HIGH-YIELD ACTIVE ETF S000095284 529900R49XEO8REB6W83 Y 1 1 0 Exchange-Traded Fund N N N N N/A N/A N/A Rule 18f-4 (17 CFR 270.18f-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 Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 2025-09-16 Vanguard Capital Management, LLC 801-134586 000338002 529900ZEWTRLEJ6XE960 Y The Vanguard Group, Inc. 084-00772 5493002789CX3L0CJP65 Y N Y 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 Y Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 PH 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) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank S.A./N.V. 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP 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), Sweden F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Helsinki branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Oslo branch) F3JS33DEI6XQ4ZBPTN86 NO 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) 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 571474TGEMMWANRLN572 GB 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) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ 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) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. 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N/A N/A 784F5XWPLTWKTBV3E584 19914802.14000000 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 4588066.92000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 61965457.00000000 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 5170912.76000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 7458172.97999999 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 4814260.38000000 135724900.51999996 N 114996568.6060 N N N BLACKROCK INC 529900VBK42Y5HHRMD23 N Debt Derivative-commodity Derivative-credit Derivative-foreign exchange Derivative-interest rate Loan Other Short-term investment vehicle Currency THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Debt Derivative-commodity Derivative-credit Derivative-foreign exchange Derivative-interest rate Loan Other Short-term investment vehicle Currency Y VANGUARD HIGH-YIELD CORPORATE FUND S000002584 MSRINVBKWZXRZ70AVU36 N 2 0 0 N/A N N N N N/A N/A N/A Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 N Wellington Management Company LLP 801-15908 000106595 549300YHP12TEZNLCX41 N Vanguard Capital Management, LLC 801-134586 000338002 529900ZEWTRLEJ6XE960 Y 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 Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 PH 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) Euroclear Bank S.A./N.V. 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP 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), Sweden (operating through its Helsinki branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Oslo branch) F3JS33DEI6XQ4ZBPTN86 NO 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) 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 571474TGEMMWANRLN572 GB 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) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 14511897537.50000000 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 1953794570.65999990 TD Securities (USA) LLC 008-36747 000018476 SUVUFHICNZMP2WKHG940 21971533063.28000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 2633442643.02000094 CREDIT AGRICOLE SA N/A N/A 969500TJ5KRTCJQWXH05 FR 26394151971.77000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 43478521211.41999777 Royal Bank of Canada N/A N/A ES7IP3U3RHIGC71XBU11 CA 23325988995.74999880 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 6942795759.00000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 2637067592.52000013 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 46352397354.30999988 196297426239.98999762 Y 25109816085.29083333 Committed 4300000000.00000000 N N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Debt Derivative-commodity Derivative-credit Derivative-foreign exchange Derivative-interest rate Equity-common Loan Other Repurchase agreement Short-term investment vehicle Currency WELLINGTON MANAGEMENT COMPANY 549300YHP12TEZNLCX41 Y Debt Derivative-commodity Derivative-credit Derivative-foreign exchange Derivative-interest rate Equity-common Loan Other Repurchase agreement Short-term investment vehicle Currency N VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND S000002586 MUT4BJZ240WC155X1V94 N 2 0 0 N/A N N N N N/A N/A N/A Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 N Vanguard Capital Management, LLC 801-134586 000338002 529900ZEWTRLEJ6XE960 Y 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 Banco Citi Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Citi Mexico 529900H31AYI6WA1J534 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Dublin Romania Branch N1FBEDJ5J41VKZLO2475 RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria SSER7O0CV66FF0PRYK94 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank S.A./N.V. 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 CN 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 571474TGEMMWANRLN572 GB 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) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 3108134393.72000017 BNP PARIBAS N/A N/A R0MUWSFPU8MPRO8K5P83 FR 1818685348.38000010 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 6533621029.07999680 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 7836861025.70000030 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 3585231202.39000007 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 7709781070.82000216 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 3304635454.15999995 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 19477844888.00000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 4978673491.91000011 CITADEL SECURITIES LP N/A N/A 549300NV5RXBUS3X7L47 3683541850.50000000 71264497255.66999922 N 36969996680.96500000 Committed 4300000000.00000000 N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 N ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Equity-common Loan Other Short-term investment vehicle Currency THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Equity-common Loan Other Short-term investment vehicle Currency N VANGUARD INTERMEDIATE-TERM TREASURY FUND S000002587 3QUM61IDVNZ8AIZ46G55 N 2 0 0 N/A N N N N N/A N/A N/A Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 N Vanguard Capital Management, LLC 801-134586 000338002 529900ZEWTRLEJ6XE960 Y 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 COMPANY 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 1003184837.72000003 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 1851532633.11000013 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 3238061094.35000119 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 1008722477.61999989 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 1463354845.51999987 CITADEL SECURITIES LP N/A N/A 549300NV5RXBUS3X7L47 1266928571.11000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 5266200597.19000010 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 2162609044.62000004 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 3153939509.00000000 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 2204456933.80000022 26972911859.49000147 N 7027184250.01250000 Committed 4300000000.00000000 N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 N ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-interest rate Other Short-term investment vehicle Structured note Currency THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-interest rate Other Short-term investment vehicle Structured note Currency N VANGUARD LONG-TERM INVESTMENT-GRADE FUND S000002588 4IWOXNHIBJ1X5UBP4985 N 2 0 0 N/A N N N N N/A N/A N/A Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 N Wellington Management Company LLP 801-15908 000106595 549300YHP12TEZNLCX41 N Vanguard Capital Management, LLC 801-134586 000338002 529900ZEWTRLEJ6XE960 Y 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 Banco Citi Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Citi Mexico 529900H31AYI6WA1J534 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Dublin Romania Branch N1FBEDJ5J41VKZLO2475 RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Dublin, Ireland N1FBEDJ5J41VKZLO2475 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Dublin, Ireland N1FBEDJ5J41VKZLO2475 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria SSER7O0CV66FF0PRYK94 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 PH 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) Euroclear Bank S.A./N.V. 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP 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), Sweden (operating through its Helsinki branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden (operating through its Oslo branch) F3JS33DEI6XQ4ZBPTN86 NO 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) 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 571474TGEMMWANRLN572 GB 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) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 2626576682.91999988 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 6444388293.04999906 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 7010654333.10000277 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 6317499065.63000005 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 1505176825.63000101 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 9931305147.67000020 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 4997873059.00000000 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 6025651598.15000016 Royal Bank of Canada N/A N/A ES7IP3U3RHIGC71XBU11 CA 5583803543.87999988 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 2019244977.09000011 56805793095.57000272 Y 11278053512.52583333 Committed 4300000000.00000000 N N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Loan Other Repurchase agreement Short-term investment vehicle Currency WELLINGTON MANAGEMENT COMPANY 549300YHP12TEZNLCX41 Y ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Loan Other Repurchase agreement Short-term investment vehicle Currency N VANGUARD LONG-TERM TREASURY FUND S000002589 CX72FM3M58T4MKTZA209 N 2 0 0 N/A N N N N N/A N/A N/A Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 N Vanguard Capital Management, LLC 801-134586 000338002 529900ZEWTRLEJ6XE960 Y 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 COMPANY 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 2201651331.31000341 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 2154386717.41999922 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 1391159484.52000070 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 1351797308.58999997 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 1832469548.00000000 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 3571232764.70000388 CITADEL SECURITIES LP N/A N/A 549300NV5RXBUS3X7L47 697010977.02999997 Bank of Montreal N/A N/A NQQ6HPCNCCU6TUTQYE16 CA 1953453882.02000497 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 1071600465.23999983 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 1460486488.39000028 20278441462.00001188 N 2913466097.01833333 Committed 4300000000.00000000 N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 N ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-interest rate Other Short-term investment vehicle Structured note Currency THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-interest rate Other Short-term investment vehicle Structured note Currency N VANGUARD REAL ESTATE II INDEX FUND S000059086 549300ZF3K8JV2GHZ643 N 1 0 0 N N -0.01074000 -0.09415000 0.27991899 0.27971691 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 15765663.24000000 406031.71000000 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) N N N N Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 N Vanguard Portfolio Management, LLC 801-134587 000338003 529900YN99W7NU4H6B84 Y 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 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 Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 4954.88000000 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 5719.54999999 Cowen and Company, LLC 008-22522 000007616 549300WR155U7DVMIW58 2039.10000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 15611.63999999 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 16658.61000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 25878.34000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 53581.95999999 VIRTU FINANCIAL, INC. N/A N/A 5493001OPW2K42CH3884 623.66000000 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 25727.75000000 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 22061.18000000 173336.27999997 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 646894035.76999998 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 1033250.43000000 647927286.19999998 N 9636667609.07916666 Committed 4300000000.00000000 N N N N THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y Debt Derivative-equity Equity-common Other Short-term investment vehicle Currency N VANGUARD SHORT-TERM FEDERAL FUND S000002590 K4A6QLIWM1594TB2F156 N 2 0 0 N/A N N N N N/A N/A N/A Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 N Vanguard Capital Management, LLC 801-134586 000338002 529900ZEWTRLEJ6XE960 Y 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 COMPANY 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 1643049996.77000272 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 4782112013.45998729 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 5146897642.26000090 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 6293051103.88001700 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 4855643739.54998990 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 5874556232.00000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 2882864516.28999986 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 2492497063.27000388 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 2455900438.55000276 Bank of Montreal N/A N/A NQQ6HPCNCCU6TUTQYE16 CA 3453184549.52000420 43726833243.09000696 N 4408438093.79583333 Committed 4300000000.00000000 N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 N ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-interest rate Other Short-term investment vehicle Structured note Currency THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-interest rate Other Short-term investment vehicle Structured note Currency N VANGUARD SHORT-TERM INVESTMENT-GRADE FUND S000002591 WND5AL1X7F6HQ5QJ3208 N 3 0 0 N/A N N N N N/A N/A N/A Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 N Vanguard Capital Management, LLC 801-134586 000338002 529900ZEWTRLEJ6XE960 Y 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 Banco Citi Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Citi Mexico 529900H31AYI6WA1J534 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Dublin Romania Branch N1FBEDJ5J41VKZLO2475 RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S.A. Sociedad Fiduciaria SSER7O0CV66FF0PRYK94 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank S.A./N.V. 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 CN 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 571474TGEMMWANRLN572 GB 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) The Hongkong And Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 KR 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) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N N STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 3835831256.40999899 CITADEL SECURITIES LP N/A N/A 549300NV5RXBUS3X7L47 7730564297.31000140 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 9515330421.06000196 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 6486368770.92999896 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 11226881885.27999728 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 29911224225.00000000 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 4626506666.15999997 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 9848753465.44000109 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 7295091106.56000110 BNP PARIBAS N/A N/A R0MUWSFPU8MPRO8K5P83 FR 2314963679.30000013 106879756171.26000038 N 53349032812.22250000 Committed 4300000000.00000000 N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 N ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Equity-common Loan Other Short-term investment vehicle Currency THE VANGUARD GROUP INC 5493002789CX3L0CJP65 Y ABS-collateralized bond/debt obligation ABS-mortgage backed security Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Equity-common Loan Other Short-term investment vehicle Currency N VANGUARD SHORT-TERM TREASURY FUND S000002583 SMW62R66J4CAWU1R4S26 N 2 0 0 N/A N N N N N/A N/A N/A Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N Vanguard Group, Inc 801-11953 000105958 5493002789CX3L0CJP65 N Vanguard Capital Management, LLC 801-134586 000338002 529900ZEWTRLEJ6XE960 Y 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 COMPANY 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N 0.00000000 CITIGROUP INC. 008-08177 000007059 6SHGI4ZSSLCXXQSBB395 2507990282.31000003 BNP PARIBAS N/A N/A R0MUWSFPU8MPRO8K5P83 FR 1713305396.63000087 JPMORGAN CHASE & CO. 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