X0303 N-CEN LIVE 0000052848 XXXXXXXX 811-01027 true false false N-1A true VANGUARD WORLD FUND 811-01027 0000052848 549300MP6BT0L4Q61L10 100 VANGUARD BOULEVARD MALVERN 19355 US-PA US 6106691000 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. 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. State Street Bank and Trust One Lincoln Street Boston 20111 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 21 Y Mark Loughridge N/A N Sarah Bloom Raskin N/A N F. Joseph Loughrey N/A N Emerson U. Fullwood N/A N Peter F. Volanakis N/A N Andre F. Perold N/A N Mortimer J. Buckley 002167630 Y Deanna Mulligan N/A N Amy Gutmann N/A N Scott C. Malpass N/A N John E.Schadl 006931790 100 Vanguard Boulevard Malvern 19355 XXXXXX N N N N N N VANGUARD MARKETING CORP. 8-21570 000007452 N/A Y N PRICEWATERHOUSECOOPERS LLP 000000238 5493002GVO7EO8RNNS37 N N N N N N N VANGUARD INTERNATIONAL GROWTH FUND S000004453 XU56S9DGXUXG42DFRI34 N 2 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split Administrative fee Cash collateral reinvestment fee 571742781.09000003 18087556.94999999 Rule 32a-4 (17 CFR 270.32a-4) N N N N Schroder Investment Management North America Inc. 801-15834 000105820 5493003P29LAPF3HFV10 GB N Baillie Gifford Overseas Ltd 801-21051 000110296 549300OJXEENXLO4FW52 GB N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Markit Group Limited 549300HLPTRASHS0E726 GB N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Refinitiv US LLC 20-4530702 TIN N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N N 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 MMYX0N4ZEZ13Z4XCG897 NL 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) Skandinaviska Enskilda Banken, Stockholm F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Polska Kasa Opieki S.A. 5493000LKS7B3UTF7H35 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Australia Limited DY9DBNI4W8J63Z298033 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Jakarta 529900LKVNEX4SG4UD38 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Bank of South Africa, Johannesburg QFC8ZCW3Q5PRXU1XTM60 ZA 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) Deutsche Bank, Istanbul 789000N5SE3LWDK7OI11 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Ltd 549300CWR0W0BCS9Q144 CH 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 MMYX0N4ZEZ13Z4XCG897 DE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) HSBC New Zealand 213800GJYUJERRTNRE86 NZ 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 France N/A FR N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Euroclear Belgium 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank N.A., Brazilian Branch 6SHGI4ZSSLCXXQSBB395 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Argentina, Buenos Aires 579100KKDGKCFFKKF005 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Manila Branch 529900LKVNEX4SG4UD38 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken, Helsinki branch F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NATIONAL BANK OF BELGIUM CGYP50QBGGR6NCHTSN68 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) BNP Paribas Securities Services, Athens 549300WCGB70D06XZS54 GR 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) HSBC SHANGHAI 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank N.A., Sucursal de Lima MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK-SEOUL BRANCH 529900LKVNEX4SG4UD38 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Bermuda Limited, Hamilton 0W1U67PTV5WY3WYWKD79 BM N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibanamex, Mexico City 2SFFM4FUIE05S37WFU55 MX 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) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 IE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank AG Mumbai 529900LKVNEX4SG4UD38 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CIBC Mellon Trust Company 549300IYUUH221WBZ505 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank International Limited N1FBEDJ5J41VKZLO2475 PT 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) Caceis Bank Spain S.A.U. 95980020140005970915 ES 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) Euroclear Bank, Brussels 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Skandinaviska Enskilda Banken AB, Oslo Branch F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) PJSC ROSBANK HOXMZG026UQNRK6J0C60 RU 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) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 GB N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Hongkong and Shangai Banking Corporation, Bangkok 2HI3YI5320L3RW6NJ957 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Shanghai-Hong Kong Stock Connect SPSA 2HI3YI5320L3RW6NJ957 HK 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) HSBC SHENZHEN 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) THE BANK OF NEW YORK MELLON SA/NV N/A IT 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 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 259829.05000000 Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 307873.95000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 99805.11000000 Credit Suisse Securities (Europe) Limited N/A N/A DL6FFRRLF74S01HE2M14 GB 504618.30000000 RBC Europe Limited N/A N/A TXDSU46SXBWIGJ8G8E98 GB 110024.87000000 HSBC BANK PLC N/A N/A MP6I5ZYZBEU3UXPYFY54 GB 155986.91999999 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 243061.90000000 REDBURN PARTNERS LLP N/A N/A N/A GB 116856.12999999 Morgan Stanley & Co. International PLC N/A N/A 4PQUHN3JPFGFNF3BB653 GB 163587.89000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 98851.39000000 3427141.00000000 MLV & CO. LLC 008-68331 000150959 N/A 64637762.13999989 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 6153997.26999999 Morgan Stanley & Co. International PLC N/A N/A 4PQUHN3JPFGFNF3BB653 GB 80195936.56000000 ASTON MARTIN LAGONDA GLOBAL HOLDINGS PLC N/A N/A 213800167WOVOK5ZC776 GB 2475696.15000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 15099850746.91000000 DEUTCHE BANC FIXED INCOME N/A N/A N/A DE 3499008.62000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 11457266.67000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 877887778.86000001 KINNEVIK AB N/A N/A 2138006PZH76JOS6MN27 SE 58846813.92000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 34058348.35000000 16241114363.43000000 Y 42013899124.79583000 Committed 4300000000.00000000 N N N N VANGUARD MEGA CAP GROWTH INDEX FUND S000019700 RM8BENNF3HWR72TA0009 N 2 0 0 Exchange-Traded Fund N N 0.02425 -0.06578 0.02512327 0.02514253 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 4783558.86000000 66641.78000000 Rule 17a-7 (17 CFR 270.17a-7) 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 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ITG Analytics Inc 41-2190282 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N N Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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)) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP 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) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 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) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH 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) EUROCLEAR 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1981.16000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 363.37999999 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 562.66000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 437.34999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 573.81000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 887.52000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 544.04000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 634.85000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 192.84000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 3208.95000000 9977.91999999 VANGUARD MEGA CAP VALUE INDEX FUND N/A N/A V3ER6F2H43KWH31ZJ168 14583546.15000000 VANGUARD MID-CAP INDEX FUND N/A N/A F7RXEPKL33W3OZ8V3S02 35474834.34000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 39473939.62999989 VANGUARD MID-CAP GROWTH INDEX FUND N/A N/A M6JWDO0S7R5FNUM8T614 12704615.44999999 VANGUARD TOTAL STOCK MARKET INDEX FUND N/A N/A HJ2RZRUQEVF2A5SPRB21 35411950.02999989 BRISTOL-MYERS SQUIBB COMPANY N/A N/A HLYYNH7UQUORYSJQCN42 18864330.03000000 MID-CAP INDEX PORTFOLIO N/A N/A FU4G3B84SVW07HHVW178 20920661.29000000 CELGENE CORPORATION N/A N/A 4SIHMF0MOSTTL8CD0X64 34735380.03000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 268650602.56000000 VANGUARD VALUE INDEX FUND N/A N/A HH8Q33B0J5YWPPIGZP55 122607675.85000001 632583796.20999932 N 6349476795.37916560 Committed 4300000000.00000000 N N N VANGUARD FINANCIALS INDEX FUND S000004449 G1LHPY5HPCPGWBXV0P88 N 2 0 0 Exchange-Traded Fund N N 0.01424 -0.07920 0.19276022 0.19301481 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 6496444.59999999 215243.16000000 Rule 17a-7 (17 CFR 270.17a-7) 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 Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Refinitiv US LLC 20-4530702 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE 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) 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)) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 FR 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) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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, Netherlands 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE 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) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 4533.29999999 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 5575.94000000 Credit Suisse First Boston N/A N/A N/A 323.47999999 MLV & CO. LLC 008-68331 000150959 N/A 319.29999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 5273.21000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 2308.75000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 348.70000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1452.27000000 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 779.36000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2412.07000000 24443.30999999 Spectrum Brands Holdings Inc. N/A N/A N/A 610150.00000000 EMC Insurance Group Inc. N/A N/A N/A 609408.00000000 Vanguard Global Stock Index Fund N/A N/A L612HZMU8V64SMUJWS40 IE 628041.15000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 463666501.62000000 LegacyTexas Financial Group, Inc. N/A N/A 5493003WRRL7ZRXZ5630 586752.96000000 LADENBURG THALMANN FINANCIAL SERVICES INC. 008-52809 000104310 549300VFWKFWGJQPSE62 767977.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 13221753.56000000 AMERICAN NATIONAL GROUP, INC. N/A N/A 549300I1RRC5M591MY93 1145494.74000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 617994.25000000 GLOBAL SMALL CAP EQUITY N/A N/A N/A 838321.25000000 485217872.62000000 N 7062042974.82083420 Committed 4300000000.00000000 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 2230132.81999999 29108.29000000 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 ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit North America INC 13-4153988 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N N HSBC France Athens Branch MP6I5ZYZBEU3UXPYFY54 GR 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) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID 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) CACEIS Bank Spain SAU 95980020140005970915 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI 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) 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) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 AU 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR 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) UniCredit Bank Czech Republic and Slovakia as KR6LSKV3BTSJRD41IF75 CZ 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) BNP Paribas Securities Services SCA 549300WCGB70D06XZS54 PT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH 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) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA 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) JPMorgan Chase Bank NA 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU 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) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 NO 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)) BNP Paribas Securities Services SCA 549300WCGB70D06XZS54 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE 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) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR 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) JP Morgan SA DTVM 5493001LS7J56NZZ3G07 BR 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 3318.19999999 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 543.09000000 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 1364.29000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1809.20999999 ITG Inc. 008-44218 000029299 549300S41SMIODVIT266 1377.58000000 UBS Securities Hong Kong Limited N/A N/A 549300FTE4GOTKGCTC85 HK 1402.30000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1064.33999999 UBS Securities LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 714.48000000 BARCLAYS CAPITAL SECURITIES LIMITED N/A N/A K9WDOH4D2PYBSLSOB484 GB 723.43000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 774.31000000 18450.40999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 28646607.16999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 27772991.60000000 RBC DOMINION SECURITIES INC. 008-01672 000006579 549300QJJX6CVVUXLE15 CA 5104727.91999999 Credit Suisse First Boston N/A N/A N/A 14610223.26000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 114658881.89999990 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 220334423.69000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 9038453.05000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 54008817.61999990 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 27740071.97999989 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 16979995.53000000 587732151.98999977 Y 469224813.50500005 Committed 4300000000.00000000 N N N N VANGUARD MATERIALS INDEX FUND S000004441 Q9XZSLKCKK5RO4CDT154 N 2 0 0 Exchange-Traded Fund N N 0.03287 -0.07943 0.13435987 0.13404310 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 9805071.88000000 214944.25000000 Rule 17a-7 (17 CFR 270.17a-7) 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 Markit Group Limited 549300HLPTRASHS0E726 GB N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Refinitiv US LLC 20-4530702 TIN N N The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH 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) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP 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) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 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) EUROCLEAR 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Credit Suisse First Boston N/A N/A N/A 776.07000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 505.50000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 480.97000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 742.92000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1284.22000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 808.29000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 470.08000000 MLV & CO. LLC 008-68331 000150959 N/A 643.24000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2049.18999999 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 327.01000000 8227.45999999 Linde plc N/A N/A 8945002PAZHZLBGKGF02 IE 305507932.99999982 GLOBAL SMALL CAP EQUITY N/A N/A N/A 89555.36000000 Vanguard Global Stock Index Fund N/A N/A L612HZMU8V64SMUJWS40 IE 111541.47000000 PRAXAIR, INC. N/A N/A ZU69GUVJQGZ6Z1UOOO79 282667925.14999998 OMNOVA SOLUTIONS INC N/A N/A 549300XWPR0FMV5INI52 1168813.10000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 353667784.48000002 SMA BRAVO GLOBAL EQUITY N/A N/A N/A 133717.97000000 SMA EM - EAFE MANDATE N/A N/A N/A 38.14000000 VANGUARD SMALL CAP EQUITY INDEX FUND N/A N/A N/A 92860.42000000 943440169.08999979 N 2211052881.63333270 Committed 4300000000.00000000 N N N VANGUARD INDUSTRIALS INDEX FUND S000004451 ZWVBKU0Z64JJIRHWJR93 N 2 0 0 Exchange-Traded Fund N N -0.01027 -0.11541 0.09315763 0.09289203 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 4885725.88000000 254380.44000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Markit Group Limited 549300HLPTRASHS0E726 GB N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit North America INC 13-4153988 TIN N Refinitiv US LLC 20-4530702 TIN N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA 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 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE 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)) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 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) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 917.60000000 Credit Suisse First Boston N/A N/A N/A 727.03999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 641.73999999 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 800.33000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 512.32000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 129.69999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 163.32000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 224.59999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 501.24000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 179.52999999 5015.64999999 VANGUARD SMALL CAP EQUITY INDEX FUND N/A N/A N/A 502442.81000000 GENESEE & WYOMING INC. N/A N/A G617XSG94Z7G0RMW3L02 7716464.00000000 HILLENBRAND, INC. N/A N/A U246OE781574J2BUD366 437953.28000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 225692729.31999999 GLOBAL SMALL CAP EQUITY N/A N/A N/A 875208.30000000 WABCO HOLDINGS INC N/A 000000000 549300SNE3FOSCV7FY94 7653418.50000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 823733.50000000 Credit Suisse First Boston N/A N/A N/A 1339806.00000000 Milacron Holdings Corp. N/A N/A 5493007NS31K7IS5W227 1459266.88000000 NAVIGANT CONSULTING, INC. N/A N/A 54930060E7FNHT5KFZ32 1356824.00000000 248836407.57999998 N 3326491259.66250040 Committed 4300000000.00000000 N N N VANGUARD EXTENDED DURATION TREASURY INDEX FUND S000018789 LPJF5F1SN6L2WBUKDV11 N 3 0 0 Exchange-Traded Fund N N -1.33201000 -1.40108000 10.56619084 10.56638635 N N N N N/A N/A N/A 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 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N ITG Analytics Inc 41-2190282 TIN N Markit Group Limited 549300HLPTRASHS0E726 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 THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 17.07999999 17.07999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 81713322.37000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 44667111.28000000 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 68522010.75000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 73838653.26000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 14685804.50000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 29622763.12000000 HSBC SECURITIES (USA) INC. 008-41562 000019585 CYYGQCGNHMHPSMRL3R97 190713578.25999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 6058171.04999999 DEUTCHE BANC FIXED INCOME N/A N/A N/A DE 9830401.75000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 67758970.23000000 600746501.56999993 N 3094025661.76083330 Committed 4300000000.00000000 N N N VANGUARD ESG INTERNATIONAL STOCK ETF S000063074 549300SEJI8MU6Y26022 N 1 0 0 Exchange-Traded Fund N N -0.14412 -0.32241 14.544156 14.543884 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 3555583.22000000 90449.94000000 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 Markit North America INC 13-4153988 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N N Nordea Bank Abp 529900ODI3047E2LIV03 FI 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) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL 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) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank China Company Limited 2CZOJRADNJXBLT55G526 CN 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE 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 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia SA 549300242J3IJCOSGI49 CO 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 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)) Standard Chartered Bank Thai Public Company Limited 549300O1LQYCQ7G1IM57 TH 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) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IN 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) Bank Leumi leIsrael BM 7JDSZWRGUQY2DSTWCR57 IL 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) JP Morgan Bank International Limited Liability Company 549300B831LSRSI6RA15 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE 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) CACEIS Bank Spain SAU 95980020140005970915 ES 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 NZ 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) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc N1FBEDJ5J41VKZLO2475 RO 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) Citibank AS CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank Pakistan Limited 549300YTOMKUNPUTB551 PK 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank NA E57ODZWZ7FF32TWEFA76 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 NO 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) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 KW 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) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Saudi Arabia Company 549300HST49806XTCK29 SA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC France Athens Branch MP6I5ZYZBEU3UXPYFY54 GR 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) JP Morgan SA DTVM 5493001LS7J56NZZ3G07 BR 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 Y INSTINET EUROPE LIMITED N/A N/A 213800MXAKR2LA1VBM44 GB 1310.63999999 Credit Suisse First Boston N/A N/A N/A 1440.02999999 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 5310.88999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 1586.28999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 8029.98999999 Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 3931.49000000 Instinet Pacific Limited N/A N/A 549300RI6VZUNIR81J81 HK 3094.90999999 J.P. Morgan Securities (Asia Pacific) Limited N/A N/A 871JPXVZ0Z8I863B6V34 HK 1622.03000000 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 6013.68999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 6278.48000000 52610.48999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 5288091.00000000 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 185908.30000000 Morgan Stanley & Co. International PLC N/A N/A 4PQUHN3JPFGFNF3BB653 GB 3735382.01000000 Prosus N.V. N/A N/A 635400Z5LQ5F9OLVT688 NL 880862.31000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 287775728.63000000 Cellnex Telecom SA N/A N/A 5493008T4YG3AQUI7P67 ES 289417.53000000 Mitsubishi Tanabe Pharma Corporation N/A N/A 529900ZIO33Q0U4T6Y32 JP 163362.40000000 FIRSTRAND BANK N/A N/A ZAYQDKTCATIXF9OQY690 ZA 297509.44000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1855140.80000000 JUST EAT PLC N/A N/A 213800DZ8PDXRQBBBM02 GB 259272.71000000 303109886.35999960 N 762676096.57249987 Committed 4300000000.00000000 N N N VANGUARD U.S. GROWTH FUND S000004444 4IESARCYK2P68FL7C831 N 2 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 307180142.06000000 4956217.51999999 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N Jennison Associates LLC 801-5608 000107959 549300FH843OWV8IPG14 N Baillie Gifford Overseas Ltd 801-21051 000110296 549300OJXEENXLO4FW52 GB N Jackson Square Partners, LLC 801-79255 000170064 213800K1LUHS4VG7TG88 N Wellington Management Company LLP 801-15908 000106595 549300YHP12TEZNLCX41 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI 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) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK 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) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 DK 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB 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 NL 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK 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)) Deutsche Bank S.A.E. 529900SICIK5OVMVY186 ES 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) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 265687.86000000 BMO Capital Markets Corp. 008-34344 000016686 RUC0QBLBRPRCU4W1NE59 88908.94000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 459493.36999999 Evercore Group L.L.C. 008-49830 000042405 5493008F0LRLS5N8LZ81 74756.37000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 99920.58999999 LIQUIDNET EUROPE LIMITED N/A N/A 213800ZIRB79BE5XQM68 GB 135589.54999999 Pershing LLC 008-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 134447.28000000 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 103887.47999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 169582.34999999 Abel/Noser Corp. 008-21897 000007537 5493001TUUB0GB6K8B25 83452.92999999 2502266.73999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 9632655128.47999000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 22862031.25000000 Computershare Inc. N/A N/A 254900Y7PP3ZED9AUY94 11565526.00000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 55608004.43000000 VANGUARD U.S. VALUE FUND N/A N/A 2RP5HU65TXU2TEBUMQ76 17915931.64999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 12295076.60999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 21030206.97000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1594233147.49000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 8713515711.94998930 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 19579734.82000000 20132582152.95998000 Y 29247189680.99999600 Committed 4300000000.00000000 N N N N VANGUARD ESG U.S. STOCK ETF S000063075 549300F0CKEP8O0RFZ32 N 1 0 0 Exchange-Traded Fund N N 0.04278 -0.11058 0.125103 0.125519 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 608054.93000000 32401.46000000 Rule 17a-7 (17 CFR 270.17a-7) 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 ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN N ITG Analytics Inc 41-2190282 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 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 Y Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 441.84000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 100.16000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 665.06000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 695.96000000 Credit Suisse First Boston N/A N/A N/A 183.71000000 MLV & CO. LLC 008-68331 000150959 N/A 601.18999999 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 272.83000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1544.99999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1934.43000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1667.30000000 8391.81000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 3152419.01999998 Allergan plc N/A N/A 635400FWJZQC1IPYUH69 IE 3432811.25000000 MLV & CO. LLC 008-68331 000150959 N/A 4698617.24999998 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 63370814.46000000 The Bank of New York Mellon N/A 000112559 HPFHU0OQ28E4N0NFVK49 2122918.72999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 5156262.34999999 CELGENE CORPORATION N/A N/A 4SIHMF0MOSTTL8CD0X64 2329108.12000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1834724.31999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 5252963.71999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 2078677.81000000 110959080.26999991 N 1165349634.48000000 Committed 4300000000.00000000 N N N VANGUARD HEALTH CARE INDEX FUND S000004450 4G9X037GNB6OUK17TK21 N 2 0 0 Exchange-Traded Fund N N 0.08783 -0.03641 0.44815122 0.44822280 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 45097685.14000000 3349138.62000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Markit Group Limited 549300HLPTRASHS0E726 GB N ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit North America INC 13-4153988 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH 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) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 FR 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, Netherlands 7LTWFZYICNSX8D621K86 BE 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE 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) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB 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) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 2512.78999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 7575.85000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 3395.16000000 MLV & CO. LLC 008-68331 000150959 N/A 2943.63000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 3363.01000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2521.39999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 7855.10000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 3738.70999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 5846.91000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 3731.79999999 51349.10999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 1133743750.23000000 BRISTOL-MYERS SQUIBB COMPANY N/A N/A HLYYNH7UQUORYSJQCN42 69164455.70999999 CELGENE CORPORATION N/A N/A 4SIHMF0MOSTTL8CD0X64 127354305.70999999 ARQULE, INC. N/A N/A 529900E3KUAEG4GJ1707 5871120.00000000 Spark Therapeutics Inc. N/A N/A 549300EZ6EOPQBLJNB93 10123288.50000000 AbbVie Inc. N/A N/A FR5LCKFTG8054YNNRU85 65620162.07999999 Forty Seven, Inc. N/A N/A 549300J6U8QUO8OJJ167 7079988.00000000 The Medicines Company N/A N/A 254900Z72DIL282LFL79 17344590.00000000 VANGUARD GROWTH INDEX FUND N/A N/A 8DLNZLT9FCSJNCMHQC12 17010661.14000000 Medidata Solutions, Inc. N/A N/A 549300N2D5UJZLKQ1O22 7180278.75000000 1498112144.28000020 N 11510764459.60666700 Committed 4300000000.00000000 N N N VANGUARD ENERGY INDEX FUND S000004448 K1IYN1TLOMXFPU04B446 N 2 0 0 Exchange-Traded Fund N N 0.11000 0.04372 0.34636366 0.34620535 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 22744068.92000000 1892299.49000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Markit Group Limited 549300HLPTRASHS0E726 GB N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA 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) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH 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) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE 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)) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 7659.72999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 6622.16000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 2082.00000000 MLV & CO. LLC 008-68331 000150959 N/A 2091.41000000 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 6777.20999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 3528.39000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 14868.44999999 Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 1903.06000000 BMO Nesbitt Burns Inc N/A N/A M3LKFDNSJGJ7TMLH6Z15 CA 1791.77000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 2064.51000000 59040.47999999 SEMGROUP CORPORATION N/A N/A 549300GC80VO7T85ZM78 7584.96000000 SMA CHARLIE ENERGY INDEX N/A N/A N/A 19534061.11999990 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 3466015.00000000 GLOBAL SMALL CAP EQUITY N/A N/A N/A 131844.00000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1885650.52000000 VANGUARD MATERIALS INDEX FUND N/A N/A Q9XZSLKCKK5RO4CDT154 107247.80000000 VANGUARD SMALL CAP EQUITY INDEX FUND N/A N/A N/A 562421.33999999 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 849157.20000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 747061631.16000009 ROAN RESOURCES LLC N/A N/A 549300FW63X2NFHN8852 760597.36000000 774370368.22000003 N 3328741114.33499960 Committed 4300000000.00000000 N N N VANGUARD MEGA CAP INDEX FUND S000019698 P6WGHORRB0XI7MFCHU09 N 2 0 0 Exchange-Traded Fund N N 0.02157000 -0.05424000 0.10065080 0.10067074 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 1490034.81000000 36787.86000000 Rule 17a-7 (17 CFR 270.17a-7) 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 ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit Group Limited 549300HLPTRASHS0E726 GB N N Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 FR 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) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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 Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL 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) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE 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) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 295.19000000 MLV & CO. LLC 008-68331 000150959 N/A 170.96000000 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 251.52999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 170.82999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1146.84000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 438.64000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 258.75000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 149.90000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 956.47999999 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 147.29000000 4236.66999999 VANGUARD TOTAL STOCK MARKET INDEX FUND N/A N/A HJ2RZRUQEVF2A5SPRB21 2382839.96000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 163759886.81999999 CELGENE CORPORATION N/A N/A 4SIHMF0MOSTTL8CD0X64 8009947.71000000 VANGUARD MID-CAP INDEX FUND N/A N/A F7RXEPKL33W3OZ8V3S02 32058137.05999989 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1419958.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 15163926.10000000 BRISTOL-MYERS SQUIBB COMPANY N/A N/A HLYYNH7UQUORYSJQCN42 4350097.71000000 VANGUARD GROWTH INDEX FUND N/A N/A 8DLNZLT9FCSJNCMHQC12 1497553.89999999 VANGUARD VALUE INDEX FUND N/A N/A HH8Q33B0J5YWPPIGZP55 2231421.52999999 Vanguard Index Funds - Vanguard 500 Index Fund N/A N/A 12WZ1W76P8QD4VJ6OB47 1073600.54999999 236866596.92999989 N 2521774190.41666650 Committed 4300000000.00000000 N N N VANGUARD INFORMATION TECHNOLOGY INDEX FUND S000004452 J2NTZGJBERBYMUMBIE74 N 2 0 0 Exchange-Traded Fund N N -0.05107 -0.20707 0.05531127 0.05583673 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 24889801.32000000 702132.98000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) 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 Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Markit North America INC 13-4153988 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N 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)) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE 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) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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 6096.96000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4883.22999999 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 2322.00000000 MLV & CO. LLC 008-68331 000150959 N/A 17679.23999999 Credit Suisse First Boston N/A N/A N/A 3163.81000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2791.89000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 5697.45000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 7594.04000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 1989.83999999 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 24160.81000000 85966.28999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 1737771708.93000010 VERSUM MATERIALS, INC. N/A N/A 5493006QY0E0EST2ZX08 10888055.00000000 AVX CORPORATION N/A N/A 549300DPW0ZJSVMJJM83 4489200.00000000 Cray Inc. N/A N/A 549300BK2ASMF2NM4Q31 5459930.00000000 SMA Bravo EM - EAFE N/A N/A N/A 4702365.20000000 FINISAR CORPORATION N/A N/A 529900017XY2RY3P7A48 9927972.15000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 42491279.82999999 PIVOTAL SOFTWARE, INC. N/A N/A 549300ICCDQMMPQZNY30 4435920.00000000 Instructure, Inc. N/A N/A 52990065R1T7XMXQK163 6325312.00000000 GLOBAL SMALL CAP EQUITY N/A N/A N/A 4332213.49000000 1855676713.53000040 N 30952540550.36582900 Committed 4300000000.00000000 N N N VANGUARD COMMUNICATION SERVICES INDEX FUND S000004443 G72911VLR8K3DTWYSX34 N 2 0 0 Exchange-Traded Fund N N 0.05353 -0.07181 0.14977320 0.14990053 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 17669061.44999999 950928.71000000 Rule 17a-7 (17 CFR 270.17a-7) 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 Markit Group Limited 549300HLPTRASHS0E726 GB N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ITG Analytics Inc 41-2190282 TIN N N Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE 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)) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL 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) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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, Netherlands 7LTWFZYICNSX8D621K86 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU 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) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 867.77999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 3830.33999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1526.82000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 1395.39999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2215.85999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 12608.51999999 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 505.94999999 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 1641.15000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 850.52000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1766.08000000 28447.58999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 297862301.56999993 LIBERTY MEDIA CORPORATION N/A N/A 549300ZKUTPIBZLWLL89 1117496.25000000 VANGUARD MID-CAP INDEX FUND N/A N/A F7RXEPKL33W3OZ8V3S02 802516.68000000 Vanguard Global Stock Index Fund N/A N/A L612HZMU8V64SMUJWS40 IE 1328503.72000000 Liberty Global plc N/A N/A 549300BSGXG3QLIQYT84 GB 2475267.00000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1345325.06000000 VANGUARD CONSUMER DISCRETIONARY INDEX FUND N/A N/A NH4EW5X2H2SQ04NCCD83 12990694.40000000 Tribune Media Company N/A N/A 5493003IDYU5GPPRFU47 8552755.80000000 DISH NETWORK CORPORATION N/A N/A 529900U350CWHH15G169 628466.48000000 GANNETT CO., INC. N/A N/A 549300JQ2PU0RI3ZBA32 4414593.75000000 333303090.44999993 N 2285505184.44166610 Committed 4300000000.00000000 N N N VANGUARD FTSE SOCIAL INDEX FUND S000004440 4HGXJ5Q3ZDGC3ZPH3C41 N 2 0 1 N N 0.02721999 -0.15203999 0.24829202 0.24785287 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 7183005.44000000 87521.86000000 Rule 17a-7 (17 CFR 270.17a-7) 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 Markit Group Limited 549300HLPTRASHS0E726 GB N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit North America INC 13-4153988 TIN N Refinitiv US LLC 20-4530702 TIN N N Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE 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 International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE 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) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB 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 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL 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) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 14550.11999999 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 2347.11000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 7340.03000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2714.38000000 MLV & CO. LLC 008-68331 000150959 N/A 14898.54000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 4177.89999999 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 1573.61000000 Credit Suisse First Boston N/A N/A N/A 1741.92000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 13302.58999999 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 1345.67000000 67658.75999999 Allergan plc N/A N/A 635400FWJZQC1IPYUH69 IE 22021031.69999999 Vanguard Index Funds - Vanguard 500 Index Fund N/A N/A 12WZ1W76P8QD4VJ6OB47 8263753.10999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 1237975700.17999980 VANGUARD RUSSELL 1000 GROWTH INDEX FUND N/A N/A ZOICJ1BTWYKFQSJDPN63 8411408.66999999 Vanguard Admiral Funds - Vanguard S&P 500 Growth Index Fund N/A N/A 1FG5HINME12QVYED4303 13459373.06999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 9988273.67999999 BRISTOL-MYERS SQUIBB COMPANY N/A N/A HLYYNH7UQUORYSJQCN42 14422888.41000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 150966893.44000000 VANGUARD ASSET ALLOCATION FUND N/A N/A N/A 18537275.60999999 CELGENE CORPORATION N/A N/A 4SIHMF0MOSTTL8CD0X64 26557238.41000000 1556275401.39000080 N 7481327479.46833320 Committed 4300000000.00000000 N N N N VANGUARD CONSUMER DISCRETIONARY INDEX FUND S000004446 NH4EW5X2H2SQ04NCCD83 N 2 0 0 Exchange-Traded Fund N N 0.03508 -0.10513 0.06813926 0.06840382 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 30810923.12000000 1060792.35000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) 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 ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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)) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB 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) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA 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) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE 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) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH 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) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 1444.09999999 Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 746.05000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1493.14999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 827.29000000 Credit Suisse First Boston N/A N/A N/A 1615.62000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 1035.55000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 5887.57000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 959.04000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1460.89999999 BMO Nesbitt Burns Inc N/A N/A M3LKFDNSJGJ7TMLH6Z15 CA 2045.48999999 19682.18999999 CAESARS ENTERTAINMENT, INC. N/A N/A 549300FA4CTCW903Y781 11077902.57000000 Sotheby's N/A N/A 549300P5BAAMQQ7VL735 2635965.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 8099501.59999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 635267.00000000 VANGUARD COMMUNICATION SERVICES INDEX FUND N/A N/A G72911VLR8K3DTWYSX34 12990694.40000000 International Speedway Corporation N/A N/A N/A 1320480.00000000 Tower International Inc. N/A N/A N/A 1109614.00000000 VANGUARD SMALL CAP EQUITY INDEX FUND N/A N/A N/A 1782659.06999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 778003367.66000009 Shutterfly, Inc. N/A N/A 549300I1C8WJQ5FZE154 2162502.00000000 822995528.39999998 N 3381878444.39500050 Committed 4300000000.00000000 N N N VANGUARD MEGA CAP VALUE INDEX FUND S000019699 V3ER6F2H43KWH31ZJ168 N 2 0 0 Exchange-Traded Fund N N 0.03955999 -0.02232000 0.19266504 0.19270449 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 332897.59999999 42672.08000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit North America INC 13-4153988 TIN N N EUROCLEAR 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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 Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT 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) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH 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) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 563.88000000 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 264.34000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 367.93000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 597.75999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 252.87000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2764.65000000 MLV & CO. LLC 008-68331 000150959 N/A 370.92999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 2303.15000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 339.78000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 2018.65999999 10108.30999999 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 170687520.87000000 VANGUARD SMALL-CAP INDEX FUND N/A N/A HZKQM2YGJWB4I8NIZL49 1618224.02000000 VANGUARD TOTAL STOCK MARKET INDEX FUND N/A N/A HJ2RZRUQEVF2A5SPRB21 8247891.42999999 VANGUARD MEGA CAP GROWTH INDEX FUND N/A N/A RM8BENNF3HWR72TA0009 15699777.40000000 VANGUARD MID-CAP VALUE INDEX FUND N/A N/A Q4QUKKUM8YYJ562GIO45 9034173.76999999 Vanguard Index Funds - Vanguard 500 Index Fund N/A N/A 12WZ1W76P8QD4VJ6OB47 10796409.73000000 VANGUARD GROWTH INDEX FUND N/A N/A 8DLNZLT9FCSJNCMHQC12 47083414.43000000 VANGUARD VALUE INDEX FUND N/A N/A HH8Q33B0J5YWPPIGZP55 5034494.11000000 VANGUARD MID-CAP INDEX FUND N/A N/A F7RXEPKL33W3OZ8V3S02 29085355.28999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 22083754.68000000 323359655.50000000 N 2785133716.04916670 Committed 4300000000.00000000 N N N VANGUARD UTILITIES INDEX FUND S000004445 MIFVQH750RS2LCC6HJ52 N 2 0 0 Exchange-Traded Fund N N 0.00948 -0.08661 0.09426699 0.09471157 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 387659.11000000 4637.12000000 Rule 17a-7 (17 CFR 270.17a-7) 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 Refinitiv US LLC 20-4530702 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N ITG Analytics Inc 41-2190282 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N State Street Trust Company Canada 549300L71XG2CTQ2V827 CA 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP 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) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE 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) 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 Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH 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) EUROCLEAR 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 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 2277.27000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 887.56999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 552.23000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 773.04000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 760.54000000 Credit Suisse First Boston N/A N/A N/A 1027.70999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 4392.91000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 2510.91000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1646.02000000 MLV & CO. LLC 008-68331 000150959 N/A 812.79000000 16616.68999999 GLOBAL SMALL CAP EQUITY N/A N/A N/A 778519.57000000 SMA BRAVO GLOBAL EQUITY N/A N/A N/A 134989.28000000 CONNECTICUT WATER SERVICE, INC. N/A N/A 529900H5794LNXNOYH10 4737950.00000000 Vanguard Global Stock Index Fund N/A N/A L612HZMU8V64SMUJWS40 IE 422264.69000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 532538192.52999896 EL PASO ELECTRIC COMPANY N/A N/A OZ8GM8L4AHPKSWZMW205 14899043.25000000 553510959.31999910 N 5504764280.98583320 Committed 4300000000.00000000 N N N VANGUARD GLOBAL WELLINGTON FUND S000059219 549300Y38E1J10OK3R04 N 2 0 0 N/A N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 2047710.78000000 32358.63000000 Rule 17a-7 (17 CFR 270.17a-7) 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 Refernce Data LLC 13-36687789 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N N JP Morgan SA DTVM 5493001LS7J56NZZ3G07 BR 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) HSBC France Athens Branch MP6I5ZYZBEU3UXPYFY54 GR 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) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR 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) Nordea Bank Abp 529900ODI3047E2LIV03 DK 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU 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) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 BE 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 FR 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) Banco Nacional de Mexico SA 2SFFM4FUIE05S37WFU55 MX 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) JP Morgan Bank Luxembourg SA 7W1GMC6J4KGLBBUSYP52 NL 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) BNP Paribas Securities Services SCA 549300WCGB70D06XZS54 PT 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 FI 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) Bank Leumi leIsrael BM 7JDSZWRGUQY2DSTWCR57 IL 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) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE 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 del Peru SA MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Nordea Bank Abp 529900ODI3047E2LIV03 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IN 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)) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG 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) Citibank AS CWZ8NZDH5SKY12Q4US31 TR 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 5254.01000000 Sanford C. Bernstein Limited N/A N/A 54930049G8WQ5OOUSD19 GB 3130.58000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2758.91000000 ITG Inc. 008-44218 000029299 549300S41SMIODVIT266 3870.75000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 14320.41000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 3213.16000000 UBS Securities LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 3654.17000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 5934.58000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 3934.97000000 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 2181.90999999 76509.50999999 HSBC SECURITIES (USA) INC. 008-41562 000019585 CYYGQCGNHMHPSMRL3R97 5239986.88000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 54038308.87999989 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 33558943.46000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 153070879.06999990 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 48870073.00999990 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 11360239.66000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 436010587.19999999 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 94664863.90000000 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 15366468.85999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 19508285.46000000 970538774.62999964 Y 1172733044.43583350 Committed 4300000000.00000000 N N N N VANGUARD CONSUMER STAPLES INDEX FUND S000004447 X4K6IMOFMLB9TX4WXG57 N 2 0 0 Exchange-Traded Fund N N 0.01689 -0.09430 0.08961480 0.08952289 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 12556139.74000000 675767.37000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit Group Limited 549300HLPTRASHS0E726 GB N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N 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) Intesa San Paolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ), Sweden F3JS33DEI6XQ4ZBPTN86 SE 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) Nordea Bank Abp, Finland 6SCPQ280AIY8EP3XFW53 SE 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, Netherlands 7LTWFZYICNSX8D621K86 FR 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 NL 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) Credit Suisse (Switzerland) Ltd. 549300CWR0W0BCS9Q144 CH 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) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 385.10000000 BARCLAYS CAPITAL INC. 008-41342 000019714 AC28XWWI3WIBK2824319 907.08999999 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 531.73000000 MLV & CO. LLC 008-68331 000150959 N/A 4905.59999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 3359.14000000 Credit Suisse First Boston N/A N/A N/A 289.39999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1516.08000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1001.00000000 JP MORGAN SECURITIES PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 683.98000000 Merrill Lynch, Pierce, Fenner & Smith Inc. 008-07221 000007691 8NAV47T0Y26Q87Y0QP81 1780.29000000 16224.36999999 MLV & CO. LLC 008-68331 000150959 N/A 706717.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 14090860.00000000 GLOBAL SMALL CAP EQUITY N/A N/A N/A 572230.78000000 SMA BRAVO GLOBAL EQUITY N/A N/A N/A 55103.44000000 VANGUARD SMALL CAP EQUITY INDEX FUND N/A N/A N/A 24929.14000000 VANGUARD MARKET LIQUIDITY FUND N/A N/A 1I6HV0TLSTR3A4XQ6L78 577983000.44000006 Vanguard Global Stock Index Fund N/A N/A L612HZMU8V64SMUJWS40 IE 553586.06000000 Philip Morris International Inc. N/A N/A HL3H1H2BGXWVG3BSWR90 258227.20000000 594244654.06000006 N 6065844169.75999930 Committed 4300000000.00000000 N N N VANGUARD ESG INTERNATIONAL STOCK ETF S000063074 Y 100000.00000000 0.27856965 0.30289679 0.72143034 0.30289679 0.00000000 0.00000000 0.0000000 0.00000000 7533.33333333 0.00000000 0.19824877 7533.33333333 0.00000000 0.19824877 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD INDUSTRIALS INDEX FUND S000004451 N 25000.00000000 0.07597616 0.26401293 0.92402383 0.26401293 0.00023761 0.00104565 0.99976238 0.00104565 462.26415094 0.00000000 0.00000000 300.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP VALUE INDEX FUND S000019699 Y 25000.00000000 0.04564012 0.20688117 0.95435987 0.20688117 0.04797364 0.08667362 0.95202635 0.08667362 238.78205128 0.00000000 0.00000000 133.33333333 0.00000000 0.00000000 197.91666666 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 N VANGUARD HEALTH CARE INDEX FUND S000004450 N 25000.00000000 0.01925875 0.13272419 0.98074124 0.13272419 0.01507231 0.07530769 0.98492768 0.07530769 553.29341317 0.00000000 0.00000000 559.32203389 0.00000000 0.00000000 592.30769230 0.00000000 0.00000000 670.00000000 0.00000000 0.00000000 N VANGUARD COMMUNICATION SERVICES INDEX FUND S000004443 Y 25000.00000000 0.04745308 0.20940506 0.95254691 0.20940506 0.00263137 0.00584841 0.99736862 0.00584841 127.53456221 0.00000000 0.00000000 95.12195121 0.00000000 0.00000000 110.29411764 0.00000000 0.00000000 117.39130434 0.00000000 0.00000000 N VANGUARD MATERIALS INDEX FUND S000004441 N 25000.00000000 0.08552912 0.27891206 0.91447087 0.27891206 0.00047868 0.00060268 0.99952131 0.00060268 182.97872340 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N VANGUARD INFORMATION TECHNOLOGY INDEX FUND S000004452 N 25000.00000000 0.04215302 0.19763499 0.95784697 0.19763499 0.00580587 0.03594187 0.99419412 0.03594187 515.67398119 0.00000000 0.00000000 483.33333333 0.00000000 0.00000000 494.31818181 0.00000000 0.00000000 539.47368421 0.00000000 0.00000000 N VANGUARD MEGA CAP INDEX FUND S000019698 N 25000.00000000 0.03954908 0.19306572 0.96045091 0.19306572 0.00241565 0.00775452 0.99758434 0.00775452 407.76699029 0.00000000 0.00000000 333.33333333 0.00000000 0.00000000 428.57142857 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD EXTENDED DURATION TREASURY INDEX FUND S000018789 Y 25000.00000000 0.01325655 0.10074359 0.98674344 0.10074359 0.00654856 0.00884237 0.99345143 0.00884237 76.80412371 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 79.80769230 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD CONSUMER STAPLES INDEX FUND S000004447 Y 25000.00000000 0.07007294 0.25428199 0.92992705 0.25428199 0.00122526 0.00929286 0.99877473 0.00929286 155.21739130 0.00000000 0.00000000 97.05882352 0.00000000 0.00000000 163.13131313 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD ENERGY INDEX FUND S000004448 N 25000.00000000 0.13044795 0.33569911 0.86955204 0.33569911 0.00238114 0.01934434 0.99761885 0.01934434 175.73221757 0.00000000 0.00000000 110.14492753 0.00000000 0.00000000 209.85915492 0.00000000 0.00000000 206.45161290 0.00000000 0.00000000 N VANGUARD MEGA CAP GROWTH INDEX FUND S000019700 N 25000.00000000 0.01453480 0.11797821 0.98546519 0.11797821 0.01174762 0.02714771 0.98825237 0.02714771 202.25988700 0.00000000 0.00000000 132.14285714 0.00000000 0.00000000 181.70731707 0.00000000 0.00000000 233.33333333 0.00000000 0.00000000 N VANGUARD ESG U.S. STOCK ETF S000063075 Y 25000.00000000 0.24796925 0.43061702 0.75203074 0.43061702 0.06714606 0.08305447 0.93285393 0.08305447 1217.28395061 0.00000000 0.00000000 843.90243902 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1666.66666666 0.00000000 0.00000000 N VANGUARD CONSUMER DISCRETIONARY INDEX FUND S000004446 N 25000.00000000 0.05998257 0.23500743 0.94001742 0.23500743 0.00223687 0.01204344 0.99776312 0.01204344 438.97058823 0.00000000 0.00000000 438.80597014 0.00000000 0.00000000 519.67213114 0.00000000 0.00000000 529.24528301 0.00000000 0.00000000 N VANGUARD FINANCIALS INDEX FUND S000004449 N 25000.00000000 0.09073630 0.27685432 0.90926369 0.27685432 0.00639190 0.01870492 0.99360809 0.01870492 583.84615384 0.00000000 0.00000000 531.66666666 0.00000000 0.00000000 645.23809523 0.00000000 0.00000000 653.92156862 0.00000000 0.00000000 N VANGUARD UTILITIES INDEX FUND S000004445 N 25000.00000000 0.03911777 0.17589406 0.96088222 0.17589406 0.00594810 0.03858094 0.99405189 0.03858094 72.64397905 0.00000000 0.00000000 70.50000000 0.00000000 0.00000000 74.40000000 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 N true