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rule 17f-5 (17 CFR 270.17f-5) Euroclear Belgium 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Argentina, Buenos Aires E57ODZWZ7FF32TWEFA76 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ESES FRANCE BEARER N/A FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Santander Securities Services S.A. 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC New Zealand 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB publ 6SCPQ280AIY8EP3XFW53 FI 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Hungarian Branch Office N1FBEDJ5J41VKZLO2475 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citbank Europe plc N1FBEDJ5J41VKZLO2475 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, Athens 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Argentina Bank SA 549300K52NF2S4SQDO82 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB publ 6SCPQ280AIY8EP3XFW53 DK 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) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services SCA 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank AB publ 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Hongkong and Shanghai Banking Corporation, Hong Kong 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Bank of New York Mellon SA/NV 529900SEOICVR2VM6Y05 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico SA 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon RR3QWICWWIPCS8A4S074 GB 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) Deutsche Bank AG, Manila Branch 529900LKVNEX4SG4UD38 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services SCA 549300WCGB70D06XZS54 PT 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) HSBC Bank (Taiwan) Limited 549300SG184IVNYDMN03 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank, Brussels 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Deutsche Bank, Istanbul 789000N5SE3LWDK7OI11 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DBS Bank Ltd, Singapore ATUEL7OJR5057F2PV266 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Monte Titoli 8156009CEEE1B8C7C646 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon N/A IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main N/A DE 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) HSBC Bank Australia Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Bermuda Limited 0W1U67PTV5WY3WYWKD79 BM N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB, Copenhagen Branch F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA 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) Deutsche Bank AG Mumbai 529900LKVNEX4SG4UD38 IO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Joh. Berenberg, Gossler & Co. KG N/A N/A 529900UC2OD7II24Z667 DE 368917.15000000 Morgan Stanley & Co. International PLC N/A N/A 4PQUHN3JPFGFNF3BB653 GB 469420.25000000 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 451452.95999999 Jefferies International Limited N/A N/A S5THZMDUJCTQZBTRVI98 GB 283588.65999999 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 326528.08000000 UBS Limited N/A N/A REYPIEJN7XZHSUI0N355 GB 339759.06000000 SG Americas Securities, LLC 008-66125 000128351 549300F35UE0BOM1WJ55 392745.97000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 672348.94000000 Credit Suisse Securities (Europe) Limited N/A N/A DL6FFRRLF74S01HE2M14 GB 323370.52000000 Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 614307.46000000 7926688.70999999 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 2990246.67000000 Puma SE N/A N/A 529900GRZ2BQY5ZM9N49 DE 44950812.71000000 Modern Times Group MTG AB N/A N/A 549300E8NDODRSX29339 SE 17118374.92000000 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 73743318.31999999 Atlas Copco AB N/A N/A 213800T8PC8Q4FYJZR07 SE 9729645.86999999 FLIPKART INDIA PRIVATE LIMITED N/A N/A 335800ILXPCOFAHC5V79 IN 70006429.03999999 JARDINE MATHESON HOLDINGS LIMITED N/A N/A 2138009KENVUNWOLPK41 BM 3729990.00000000 The Bank of New York Mellon N/A 000112559 HPFHU0OQ28E4N0NFVK49 5964122.50000000 Vanguard CMT Funds - Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 41876493291.77999900 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 12941799.59000000 42124378082.32999400 Y 36038250721.09749600 0.00000000 Committed 3100000000.00000000 N N N N VANGUARD INFORMATION TECHNOLOGY INDEX FUND S000004452 N 25000.00000000 0.05697617 0.22444883 0.94302382 0.22444883 0.00904846 0.02755169 0.99095153 0.02755169 707.74647887 0.00000000 0.00000000 588.06818181 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 VANGUARD UTILITIES INDEX FUND S000004445 N 25000.00000000 0.03806877 0.18940268 0.96193122 0.18940268 0.00657666 0.03598129 0.99342333 0.03598129 72.20149253 0.00000000 0.00000000 33.33333333 0.00000000 0.00000000 72.77227722 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 VANGUARD COMMUNICATION SERVICES INDEX FUND S000004443 N 25000.00000000 0.06111767 0.23725533 0.93888232 0.23725533 0.00280963 0.00996925 0.99719036 0.00996925 23.50000000 0.00000000 0.00000000 6.25000000 0.00000000 0.00000000 24.39024390 0.00000000 0.00000000 25.00000000 0.00000000 0.00000000 VANGUARD CONSUMER DISCRETIONARY INDEX FUND S000004446 N 25000.00000000 0.04877185 0.21271655 0.95122814 0.21271655 0.03600958 0.09546456 0.96399041 0.09546456 761.90476190 0.00000000 0.00000000 693.33333333 0.00000000 0.00000000 527.27272727 0.00000000 0.00000000 800.00000000 0.00000000 0.00000000 VANGUARD MEGA CAP GROWTH INDEX FUND S000019700 N 25000.00000000 0.05938582 0.23212518 0.94061417 0.23212518 0.03008799 0.04250809 0.96991200 0.04250809 233.60655737 0.00000000 0.00000000 162.50000000 0.00000000 0.00000000 188.88888888 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 VANGUARD EXTENDED DURATION TREASURY INDEX FUND S000018789 Y 25000.00000000 0.00358449 0.00150599 0.99641550 0.00150599 0.00426156 0.00205432 0.99573843 0.00205432 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 VANGUARD MATERIALS INDEX FUND S000004441 N 25000.00000000 0.04897391 0.21536516 0.95102608 0.21536516 0.01376257 0.07568814 0.98623742 0.07568814 188.61788617 0.00000000 0.00000000 50.00000000 0.00000000 0.00000000 185.36585365 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 VANGUARD CONSUMER STAPLES INDEX FUND S000004447 N 25000.00000000 0.14969947 0.35639239 0.85030052 0.35639239 0.00657375 0.02289679 0.99342624 0.02289679 212.64367816 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 226.92307692 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 VANGUARD MEGA CAP INDEX FUND S000019698 N 25000.00000000 0.16798363 0.37209699 0.83201636 0.37209699 0.02819272 0.03599159 0.97180727 0.03599159 500.00000000 0.00000000 0.00000000 342.85714285 0.00000000 0.00000000 545.45454545 0.00000000 0.00000000 600.00000000 0.00000000 0.00000000 VANGUARD HEALTH CARE INDEX FUND S000004450 N 25000.00000000 0.05083503 0.21776234 0.94916496 0.21776234 0.02345748 0.09927598 0.97654251 0.09927598 712.50000000 0.00000000 0.00000000 678.57142857 0.00000000 0.00000000 664.28571428 0.00000000 0.00000000 750.00000000 0.00000000 0.00000000 VANGUARD MEGA CAP VALUE INDEX FUND S000019699 N 25000.00000000 0.08063162 0.27111192 0.91936837 0.27111192 0.01868095 0.12201316 0.98131904 0.12201316 230.00000000 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 157.40740740 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 VANGUARD INDUSTRIALS INDEX FUND S000004451 N 25000.00000000 0.07931848 0.26954891 0.92068151 0.26954891 0.01594803 0.05707849 0.98405196 0.05707849 460.52631578 0.00000000 0.00000000 333.33333333 0.00000000 0.00000000 440.47619047 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 VANGUARD ENERGY INDEX FUND S000004448 N 25000.00000000 0.14313995 0.34981202 0.85686004 0.34981202 0.00490047 0.03451571 0.99509952 0.03451571 214.28571428 0.00000000 0.00000000 119.04761904 0.00000000 0.00000000 241.93548387 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 VANGUARD FINANCIALS INDEX FUND S000004449 N 25000.00000000 0.01432484 0.11388987 0.98567515 0.11388987 0.00823376 0.02806201 0.99176623 0.02806201 838.81578947 0.00000000 0.00000000 790.69767441 0.00000000 0.00000000 837.31343283 0.00000000 0.00000000 850.00000000 0.00000000 0.00000000 false false true false false false