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N/A 000007059 6SHGI4ZSSLCXXQSBB395 29228.20999999 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 23308.20000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 5085.97999999 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 10180.77999998 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 5340.17000000 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 7840.17999999 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 13793.81999999 Royal Bank of Canada N/A N/A ES7IP3U3RHIGC71XBU11 CA 14497.21000000 VIRTU FINANCIAL, INC. N/A N/A 5493001OPW2K42CH3884 3932.67000000 CITADEL SECURITIES LP N/A N/A 549300NV5RXBUS3X7L47 19999.32000000 141271.09999993 CITIGROUP INC. N/A 000007059 6SHGI4ZSSLCXXQSBB395 37577.89000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 4187658.92000000 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 17075.75000000 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 60136.23999999 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 3741509.67000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 55679.25999999 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 4182181.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 1470005581.00000000 1482287399.72999998 N 22613855904.68750000 Committed 4300000000.00000000 N N N N VANGUARD GLOBAL WELLESLEY INCOME FUND S000059218 549300H6U6518MSWEQ81 N 2 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 1078569.98000000 31128.84000000 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) 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 41-2190282 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 20-4530702 N S&P Global Limited 98-0634017 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) 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) BNP Paribas SA Athens Branch R0MUWSFPU8MPRO8K5P83 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie SA XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Leumi leIsrael BM 7JDSZWRGUQY2DSTWCR57 IL 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) Citibank AS CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank del Peru SA MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG 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) Deutsche Bank AG Hungary Branch 7LTWFZYICNSX8D621K86 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 IE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Euroclear 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) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP MORGAN SA DISTRIBUIDORA DE TITULOS E VALORES MOBILIARIOS 5493001LS7J56NZZ3G07 BR 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 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 DK 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 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 GB 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 Mumbai Branch 7H6GLXDRUGQFU57RNE97 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA New Zealand Branch 7H6GLXDRUGQFU57RNE97 NZ 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) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID 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) STANDARD CHARTERED BANK (TAIWAN) LTD 549300QJEO1B92LSHZ06 TW 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) Skandinaviska Enskilda Banken AB publ Oslofilialen F3JS33DEI6XQ4ZBPTN86 NO 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) Standard Chartered Bank Thai Public Company Limited 549300O1LQYCQ7G1IM57 TH 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 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited ? Philippine Branch 2HI3YI5320L3RW6NJ957 PH 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 as KR6LSKV3BTSJRD41IF75 CZ 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 Oppenheimer & Co. Inc. 008-04077 000000249 254900VH02JQR2L8XD64 2117.84000000 CITIGROUP INC. N/A 000007059 6SHGI4ZSSLCXXQSBB395 2920.41999999 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 3377.98999999 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 3916.81000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 3387.91999999 UBS GROUP AG N/A N/A 549300SZJ9VS8SGXAN81 CH 2332.38000000 BNP PARIBAS N/A N/A R0MUWSFPU8MPRO8K5P83 FR 3539.77000000 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 1297.76000000 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 2043.23000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 2755.81000000 31710.76999996 CITIGROUP INC. N/A 000007059 6SHGI4ZSSLCXXQSBB395 43100623.56999999 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 364592065.25999999 CITADEL SECURITIES LP N/A N/A 549300NV5RXBUS3X7L47 37290646.24000000 DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A 7LTWFZYICNSX8D621K86 DE 50832305.34000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 122309252.06999999 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 131190362.22999998 BNP PARIBAS N/A N/A R0MUWSFPU8MPRO8K5P83 FR 58596546.66000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 108428885.70000000 JPMORGAN CHASE & CO. 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R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. (operating through its Paris branch with support from its Amsterdam branch) R0MUWSFPU8MPRO8K5P83 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. (operating through its Paris branch with support from its Brussels branch) R0MUWSFPU8MPRO8K5P83 BE 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) Citibank, N.A. E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 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 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) 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 213800YAZLPV26WFM449 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) 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 JP 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) 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 Raymond James & Associates, Inc. 008-10999 000000705 U4ONQX15J3RO8XCKE979 185297.88999999 ALLEN & COMPANY LLC 008-12123 000001042 549300RO3RYDN328JY68 179989.16000000 Cowen and Company, LLC 008-22522 000007616 549300WR155U7DVMIW58 191202.10999999 ANOS CAPITAL LLC 008-69809 000284714 549300UQY3DBDP2Y2N55 432670.64999999 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 289781.52999999 BERNSTEIN INSTITUTIONAL SERVICES LLC N/A N/A 2549006LECDZGK4RBC19 167907.81999999 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 426943.66999999 UBS GROUP AG N/A N/A 549300SZJ9VS8SGXAN81 CH 410480.47999999 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 293650.66000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 426387.67999999 4802019.02999978 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 4709400000.00000000 CITIGROUP INC. N/A 000007059 6SHGI4ZSSLCXXQSBB395 22165846.00000000 SOCIETE GENERALE N/A N/A O2RNE8IBXP4R0TD8PU41 FR 40602100000.00000000 JEFFERIES FINANCIAL GROUP INC. N/A N/A 549300HOF34RGOJ5YL07 4673100.00000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 11702000.00000000 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 41904346.79999999 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 12257700.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 22194110086.00000000 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 30779058806.02000000 98377371884.81999999 Y 46763996119.33333333 Committed 4300000000.00000000 N N N N VANGUARD UTILITIES INDEX FUND S000004445 MIFVQH750RS2LCC6HJ52 N 2 0 0 Exchange-Traded Fund N N 0.02625000 -0.08779999 0.07799303 0.07787559 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 7075674.87000000 132030.76999999 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 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 41-2190282 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 20-4530702 N S&P Global Limited 98-0634017 GB N N BNP Paribas S.A. R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. (operating through its Paris branch with support from its Amsterdam branch) R0MUWSFPU8MPRO8K5P83 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. (operating through its Paris branch with support from its Brussels branch) R0MUWSFPU8MPRO8K5P83 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG 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) 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 213800YAZLPV26WFM449 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) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH 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 JonesTrading Institutional Services LLC 008-26089 000006888 2138008JJ5PA8H5UIL69 447.88000000 CITIGROUP INC. N/A 000007059 6SHGI4ZSSLCXXQSBB395 10783.65000000 THE GOLDMAN SACHS GROUP, INC. N/A N/A 784F5XWPLTWKTBV3E584 29998.94999999 VIRTU FINANCIAL, INC. N/A N/A 5493001OPW2K42CH3884 304.25000000 Mizuho Financial Group, Inc. N/A N/A 353800CI5L6DDAN5XZ33 JP 9923.19999998 JPMORGAN CHASE & CO. N/A N/A 8I5DZWZKVSZI1NUHU748 18038.08999999 BARCLAYS PLC N/A N/A 213800LBQA1Y9L22JB70 GB 7425.63999999 BANK OF AMERICA CORPORATION N/A N/A 9DJT3UXIJIZJI4WXO774 13890.42999999 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 626.05999999 MORGAN STANLEY N/A N/A IGJSJL3JD5P30I6NJZ34 2631.52999999 94070.39999992 WELLS FARGO & COMPANY N/A N/A PBLD0EJDB5FWOLXP3B76 1970601.50000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 1423186437.63000000 1425157039.13000000 N 8622360382.91916666 Committed 4300000000.00000000 N N N VANGUARD COMMUNICATION SERVICES INDEX FUND S000004443 N 25000.00000000 0.00044878 0.00117694 0.99955121 0.00117694 0.00141428 0.00371396 0.99858571 0.00371396 150.00000000 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 144.23076923 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 N VANGUARD CONSUMER DISCRETIONARY INDEX FUND S000004446 N 20000.00000000 0.02162935 0.14425342 0.97837064 0.14425342 0.00247907 0.02356641 0.99752092 0.02356641 440.42553191 0.00000000 0.00000000 433.92857142 0.00000000 0.00000000 429.54545454 0.00000000 0.00000000 450.00000000 0.00000000 0.00000000 N VANGUARD CONSUMER STAPLES INDEX FUND S000004447 N 15000.00000000 0.06183234 0.23958864 0.93816765 0.23958864 0.00405702 0.02429842 0.99594297 0.02429842 140.81632653 0.00000000 0.00000000 112.50000000 0.00000000 0.00000000 143.33333333 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 N VANGUARD ENERGY INDEX FUND S000004448 N 25000.00000000 0.09471915 0.29218778 0.90528084 0.29218778 0.00047575 0.00206665 0.99952424 0.00206665 181.13207547 0.00000000 0.00000000 18.18181818 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N VANGUARD ESG INTERNATIONAL STOCK ETF S000063074 Y 100000.00000000 0.36969652 0.30576377 0.63030347 0.30576377 0.22321612 0.00689602 0.77678387 0.00689602 6476.19047619 0.00000000 0.37343576 6476.19047619 0.00000000 0.37343576 8000.00000000 0.00000000 0.55167278 8000.00000000 0.00000000 0.55167278 N VANGUARD ESG U.S. CORPORATE BOND ETF S000069584 Y 25000.00000000 0.00770327 0.00564262 0.99229672 0.00564262 0.02600822 0.00000000 0.97399177 0.00000000 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 ESG U.S. STOCK ETF S000063075 N 25000.00000000 0.00123351 0.00295802 0.99876648 0.00295802 0.00502579 0.01438695 0.99497420 0.01438695 1600.00000000 0.00000000 0.00000000 1600.00000000 0.00000000 0.00000000 1393.54838709 0.00000000 0.00000000 1600.00000000 0.00000000 0.00000000 N VANGUARD EXTENDED DURATION TREASURY INDEX FUND S000018789 Y 25000.00000000 0.01625722 0.11553599 0.98374277 0.11553599 0.00283947 0.00053590 0.99716052 0.00053590 73.97959183 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD FINANCIALS INDEX FUND S000004449 Y 25000.00000000 0.08972220 0.26686341 0.91027779 0.26686341 0.01525211 0.02827492 0.98474788 0.02827492 552.85714285 0.00000000 0.00000000 520.48192771 0.00000000 0.00000000 585.18518518 0.00000000 0.00000000 600.00000000 0.00000000 0.00000000 N VANGUARD HEALTH CARE INDEX FUND S000004450 Y 25000.00000000 0.13346272 0.33988392 0.86653727 0.33988392 0.00052841 0.02303074 0.99947158 0.02303074 476.66666666 0.00000000 0.00000000 376.31578947 0.00000000 0.00000000 535.82474226 0.00000000 0.00000000 550.00000000 0.00000000 0.00000000 N VANGUARD INDUSTRIALS INDEX FUND S000004451 N 20000.00000000 0.00028227 0.00045171 0.99971772 0.00045171 0.00071121 0.00074369 0.99928878 0.00074369 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD INFORMATION TECHNOLOGY INDEX FUND S000004452 N 25000.00000000 0.00286064 0.05069932 0.99713935 0.05069932 0.00471565 0.02698045 0.99528434 0.02698045 498.71134020 0.00000000 0.00000000 494.56521739 0.00000000 0.00000000 437.50000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD MATERIALS INDEX FUND S000004441 N 20000.00000000 0.16676198 0.37263538 0.83323801 0.37263538 0.00048083 0.00156302 0.99951916 0.00156302 166.66666666 0.00000000 0.00000000 40.00000000 0.00000000 0.00000000 196.55172413 0.00000000 0.00000000 160.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP INDEX FUND S000019698 N 25000.00000000 0.05508702 0.22035550 0.94491297 0.22035550 0.09046677 0.16023477 0.90953322 0.16023477 383.50515463 0.00000000 0.00000000 358.97435897 0.00000000 0.00000000 297.43589743 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP VALUE INDEX FUND S000019699 N 25000.00000000 0.00509925 0.06450913 0.99490074 0.06450913 0.01493474 0.02799370 0.98506525 0.02799370 248.95833333 0.00000000 0.00000000 230.76923076 0.00000000 0.00000000 173.46938775 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 N VANGUARD UTILITIES INDEX FUND S000004445 Y 25000.00000000 0.03913603 0.19346704 0.96086396 0.19346704 0.00174506 0.01353380 0.99825493 0.01353380 72.07792207 0.00000000 0.00000000 40.38461538 0.00000000 0.00000000 74.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N true