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Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 97387.73000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 291395.53000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 52940.52000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 133493.21000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 365735.95999999 1734610.21999999 Scripps Networks Interactive Inc. N/A N/A 549300AI1MM5VBF43K58 189357397.79000002 Vanguard Institutional Index Funds - Vanguard Institutional Index Fund N/A N/A 22FEKWGAFY38KJJVTQ65 182691881.15000001 Vanguard Index Funds - Vanguard 500 Index Fund N/A N/A 12WZ1W76P8QD4VJ6OB47 189007529.53999999 VANGUARD SMALL-CAP INDEX FUND N/A N/A HZKQM2YGJWB4I8NIZL49 1586350315.27000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 15090963873.43000000 VANGUARD SMALL-CAP GROWTH INDEX FUND N/A N/A UWJDRZIFJ6DZX3P2T284 790072097.68000007 Dell Technologies Inc. N/A N/A 549300TJB5YBRUPOG437 365361987.32999998 XL GROUP LTD N/A N/A 213800AJ4DD69YLNL348 BM 352675296.00000000 CA, Inc. N/A N/A Y7ET3D9SDOFUZ515FE28 327556312.00000000 VANGUARD SMALL-CAP VALUE INDEX FUND N/A N/A IYAYRN9IGNRICDXDWU21 1038064454.78000010 21670301085.49000200 N 96947908542.83082600 0.00000000 Committed 3100000000.00000000 N N N N VANGUARD TOTAL STOCK MARKET INDEX FUND S000002848 HJ2RZRUQEVF2A5SPRB21 Y 6 0 0 Exchange-Traded Fund N N 0.04359999 -0.08914000 0.006202909 0.006206561 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 76269129282.05000300 126669496.31000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) 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 Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Markit Group Limited 549300HLPTRASHS0E726 GB N ICE Data Pricing and Reference Data LLC 13-36687789 TIN N Thomson Reuters Markets 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 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 492445.50000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 2321663.75999999 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 785114.58000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 737321.26000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 826334.82000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1349946.65000000 Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 862430.11000000 LIQUIDNET, INC. 008-52461 000103987 213800HSKBBO1GCVRG79 529006.72000000 MORGAN STANLEY & CO LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 802960.35000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 663224.54000000 12621085.46999999 CVS Health Corp. N/A N/A 549300EJG376EN5NQE29 571658471.94000006 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 113669659551.53000000 Rockwell Collins Inc. N/A N/A XO75O7GICH1NPWLBRL05 591535837.35000002 Dell Technologies Inc. N/A N/A 549300TJB5YBRUPOG437 404702021.98000002 J.P. Morgan Securities LLC N/A 000000079 ZBUT11V806EZRVTWT807 376162852.95999998 Time Warner Inc. N/A N/A KNG3XRAA0RHN9H62OK76 998375397.54999995 CBS Corporation N/A N/A 5KYC8KF17ROCY24M3H09 548077988.24000037 Aetna Inc. N/A N/A 549300QKBENKLBXQ8968 1797811386.94000010 VANGUARD GROWTH INDEX FUND N/A N/A 8DLNZLT9FCSJNCMHQC12 517769527.96000004 Monsanto Company N/A N/A NONUZEX43GHIPSVDD938 405490048.00000000 129306472488.91000000 N 706080301550.42249000 0.00000000 Committed 3100000000.00000000 N N N N VANGUARD SMALL-CAP INDEX FUND S000002845 N 25000.00000000 0.13278954 0.33742984 0.86721045 0.33742984 0.00542498 0.01218736 0.99457501 0.01218736 435.98615916 0.00000000 0.00000000 402.11640211 0.00000000 0.00000000 404.45859872 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD VALUE INDEX FUND S000002840 N 25000.00000000 0.02466443 0.15284219 0.97533556 0.15284219 0.00184030 0.00743559 0.99815969 0.00743559 488.01742919 0.00000000 0.00000000 403.50877192 0.00000000 0.00000000 416.66666666 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD EXTENDED MARKET INDEX FUND S000002841 N 50000.00000000 0.04843427 0.21146845 0.95156572 0.21146845 0.03478203 0.07845913 0.96521796 0.07845913 476.47058823 0.00000000 0.00000000 456.98924731 0.00000000 0.00000000 315.78947368 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD LARGE-CAP INDEX FUND S000002843 N 25000.00000000 0.02311287 0.14604911 0.97688712 0.14604911 0.00295270 0.00696428 0.99704729 0.00696428 489.07103825 0.00000000 0.00000000 466.66666666 0.00000000 0.00000000 485.71428571 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD TOTAL STOCK MARKET INDEX FUND S000002848 N 100000.00000000 0.29361794 0.45459129 0.70638205 0.45459129 0.01124910 0.02612621 0.98875089 0.02612621 370.47619047 0.00000000 0.00000000 309.89761092 0.00000000 0.00000000 432.25806451 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD SMALL-CAP VALUE INDEX FUND S000002847 N 25000.00000000 0.12295303 0.32761652 0.87704696 0.32761652 0.00165387 0.00921918 0.99834612 0.00921918 441.32653061 0.00000000 0.00000000 298.24561403 0.00000000 0.00000000 378.94736842 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD MID-CAP GROWTH INDEX FUND S000012756 N 25000.00000000 0.16030263 0.36647378 0.83969736 0.36647378 0.00132964 0.02313842 0.99867035 0.02313842 212.50000000 0.00000000 0.00000000 105.76923076 0.00000000 0.00000000 173.07692307 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 N VANGUARD SMALL-CAP GROWTH INDEX FUND S000002846 N 25000.00000000 0.12510952 0.32834956 0.87489047 0.32834956 0.00650704 0.01585859 0.99349295 0.01585859 438.27160493 0.00000000 0.00000000 391.30434782 0.00000000 0.00000000 347.05882352 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD MID-CAP INDEX FUND S000002844 N 25000.00000000 0.13477072 0.34083172 0.86522927 0.34083172 0.00412459 0.01846883 0.99587540 0.01846883 434.70149253 0.00000000 0.00000000 192.98245614 0.00000000 0.00000000 367.08860759 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD GROWTH INDEX FUND S000002842 N 25000.00000000 0.02358874 0.14776705 0.97641125 0.14776705 0.00086611 0.01032257 0.99913388 0.01032257 343.29073482 0.00000000 0.00000000 288.23529411 0.00000000 0.00000000 299.54954954 0.00000000 0.00000000 350.00000000 0.00000000 0.00000000 N VANGUARD MID-CAP VALUE INDEX FUND S000012757 N 25000.00000000 0.11526764 0.31854154 0.88473235 0.31854154 0.00122043 0.01041578 0.99877956 0.01041578 448.08743169 0.00000000 0.00000000 183.33333333 0.00000000 0.00000000 356.16438356 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD 500 INDEX FUND S000002839 N 25000.00000000 0.09286457 0.28876386 0.90713542 0.28876386 0.00225456 0.00597066 0.99774543 0.00597066 457.00000000 0.00000000 0.00000000 319.32773109 0.00000000 0.00000000 480.66298342 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N false false true false false false