0001752724-22-248520.txt : 20221114 0001752724-22-248520.hdr.sgml : 20221114 20221114152459 ACCESSION NUMBER: 0001752724-22-248520 CONFORMED SUBMISSION TYPE: N-CEN PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20220831 FILED AS OF DATE: 20221114 DATE AS OF CHANGE: 20221114 EFFECTIVENESS DATE: 20221114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD WORLD FUND CENTRAL INDEX KEY: 0000052848 IRS NUMBER: 046035483 STATE OF INCORPORATION: DE FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: N-CEN SEC ACT: 1940 Act SEC FILE NUMBER: 811-01027 FILM NUMBER: 221384359 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD WORLD FUNDS DATE OF NAME CHANGE: 20020402 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD WORLD FUND INC DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: IVEST FUND INC DATE OF NAME CHANGE: 19850923 0000052848 S000004440 Vanguard FTSE Social Index Fund C000012204 Institutional Shares VFTNX C000209798 Admiral Shares VFTAX 0000052848 S000004441 Vanguard Materials Index Fund C000012205 Admiral Shares VMIAX C000012206 ETF Shares VAW 0000052848 S000004443 Vanguard Communication Services Index Fund C000012208 Admiral Shares VTCAX C000012209 ETF Shares VOX 0000052848 S000004444 Vanguard U.S. Growth Fund C000012210 Investor Shares VWUSX C000012211 Admiral Shares VWUAX 0000052848 S000004445 Vanguard Utilities Index Fund C000012212 Admiral Shares VUIAX C000012213 ETF Shares VPU 0000052848 S000004446 Vanguard Consumer Discretionary Index Fund C000012214 Admiral Shares VCDAX C000012215 ETF Shares VCR 0000052848 S000004447 Vanguard Consumer Staples Index Fund C000012216 Admiral Shares VCSAX C000012217 ETF Shares VDC 0000052848 S000004448 Vanguard Energy Index Fund C000012218 Admiral Shares VENAX C000012219 ETF Shares VDE 0000052848 S000004449 Vanguard Financials Index Fund C000012220 Admiral Shares VFAIX C000012221 ETF Shares VFH 0000052848 S000004450 Vanguard Health Care Index Fund C000012222 Admiral Shares VHCIX C000012223 ETF Shares VHT 0000052848 S000004451 Vanguard Industrials Index Fund C000012224 Admiral Shares VINAX C000012225 ETF Shares VIS 0000052848 S000004452 Vanguard Information Technology Index Fund C000012226 Admiral Shares VITAX C000012227 ETF Shares VGT 0000052848 S000004453 Vanguard International Growth Fund C000012228 Investor Shares VWIGX C000012229 Admiral Shares VWILX 0000052848 S000018789 Vanguard Extended Duration Treasury Index Fund C000051979 Institutional Shares VEDTX C000051980 Institutional Plus Shares VEDIX C000051981 ETF Shares EDV 0000052848 S000019698 Vanguard Mega Cap Index Fund C000055209 Institutional Shares VMCTX C000055210 ETF Shares MGC 0000052848 S000019699 Vanguard Mega Cap Value Index Fund C000055212 Institutional Shares VMVLX C000055213 ETF Shares MGV 0000052848 S000019700 Vanguard Mega Cap Growth Index Fund C000055215 Institutional Shares VMGAX C000055216 ETF Shares MGK 0000052848 S000059218 Vanguard Global Wellesley Income Fund C000194068 Admiral Shares VGYAX C000194069 Investor Shares VGWIX 0000052848 S000059219 Vanguard Global Wellington Fund C000194070 Admiral Shares VGWAX C000194071 Investor Shares VGWLX 0000052848 S000063074 Vanguard ESG International Stock ETF C000204566 ETF Shares VSGX 0000052848 S000063075 Vanguard ESG U.S. Stock ETF C000204567 ETF Shares ESGV 0000052848 S000069584 Vanguard ESG U.S. Corporate Bond ETF C000221977 ETF Shares VCEB N-CEN 1 primary_doc.xml X0404 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 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. 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. N N N-1A 22 Y David Thomas N/A N Peter F. Volanakis N/A N Tara Bunch N/A N F. Joseph Loughrey N/A N Scott C. Malpass N/A N Mark Loughridge N/A N Mortimer J. Buckley 002167630 Y Deanna Mulligan N/A N Andre F. Perold N/A N Emerson U. Fullwood N/A N Sarah Bloom Raskin 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 ESG INTERNATIONAL STOCK ETF S000063074 549300SEJI8MU6Y26022 N 1 0 0 Exchange-Traded Fund N N -0.24100 -0.33420 11.535507 11.535462 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 12288422.36999999 582449.97000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) 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 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN 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 Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N N Euroclear 549300OZ46BRLZ8Y6F65 IE 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 GB 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) HSBC Continental Europe MP6I5ZYZBEU3UXPYFY54 GR 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) Bank Handlowy w Warszawie SA XLEZHWWOI4HFQDGL4793 PL 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) Mizuho Bank Ltd RB0PEZSDGCO3JS6CEU02 JP 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) Citibank NA E57ODZWZ7FF32TWEFA76 EG 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) HSBC Bank Malaysia Berhad P3RPN9OJFCXUPJWB1Q09 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. MORGAN SE - LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services SCA 549300WCGB70D06XZS54 PT 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) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 FI 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 SA DTVM 5493001LS7J56NZZ3G07 BR 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) Cititrust Colombia SA 549300242J3IJCOSGI49 CO 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 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Banco Nacional de Mexico SA 2SFFM4FUIE05S37WFU55 MX 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) JP Morgan Saudi Arabia Company 549300HST49806XTCK29 SA 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) Standard Chartered Bank Thai Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. MORGAN SE - LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 NL 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) J.P. MORGAN SE - LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 AU 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) Citibank AS CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Islandsbanki hf 549300PZMFIQR79Q0T97 IS 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) DBS Bank Ltd ATUEL7OJR5057F2PV266 SG 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 NO 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) Citibank del Peru SA MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 DK 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) CACEIS Bank Spain SAU 95980020140005970915 ES 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) 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) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 43460.77999999 Morgan Stanley & Co. International PLC N/A N/A 4PQUHN3JPFGFNF3BB653 GB 13943.13999998 J.P. Morgan India Private Limited N/A N/A 5493003NTMEZM4AYVW24 IN 11545.75000000 Instinet Pacific Limited N/A N/A 549300RI6VZUNIR81J81 HK 13183.44999999 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 15981.97000000 Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 19260.84000000 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 18803.11999999 J.P. Morgan Securities (Asia Pacific) Limited N/A N/A 871JPXVZ0Z8I863B6V34 HK 12776.34000000 J.P. Morgan Securities PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 14666.86000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 29543.10999999 278977.34999963 Citigroup Global Markets Europe AG N/A N/A 6TJCK1B7E7UTXP528Y04 DE 33460.37000000 Goldman Sachs Australia Pty Ltd N/A N/A 549300GGFLRSTQ15VF10 AU 605863.92000000 BMO Capital Markets Corp. N/A 000016686 RUC0QBLBRPRCU4W1NE59 43890.00000000 Citigroup Global Markets Limited N/A N/A XKZZ2JZF41MRHTR1V493 GB 50604.42000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 470338432.25999999 Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 390621.64000000 Instinet Europe Limited N/A N/A 213800MXAKR2LA1VBM44 GB 36278.82000000 J.P. Morgan Securities Australia Limited N/A N/A 549300Z0AVQF0QSFQV15 AU 283221.28999999 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 313891.21999999 UBS Securities International Limited N/A N/A EP50CUEHE876XUVAWT56 GB 35557.97000000 472200824.16999995 N 2978347314.40500000 Committed 4385000000.00000000 N N N VANGUARD MATERIALS INDEX FUND S000004441 Q9XZSLKCKK5RO4CDT154 N 2 0 0 Exchange-Traded Fund N N 0.00041 -0.09008 0.065480 0.065301 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 6860740.17999999 148932.47000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Markit Group Limited 549300HLPTRASHS0E726 GB N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 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) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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)) Credit Suisse (Switzerland) Limited 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) 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 298.08000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 1097.94000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 508.62999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 629.78000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 9257.42000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4007.61000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 5929.48999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 533.18000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 973.32999999 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 17719.88000000 41315.17999997 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 577468894.73000002 577468894.73000002 N 4742179001.24500000 Committed 4385000000.00000000 N N N VANGUARD CONSUMER DISCRETIONARY INDEX FUND S000004446 NH4EW5X2H2SQ04NCCD83 N 2 0 0 Exchange-Traded Fund N N 0.01981 -0.06112 0.042886 0.042764 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 11784035.27000000 900462.10000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) 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 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 Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N N Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 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) Skandinaviska Enskilda Banken AB 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) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 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) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Limited 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) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 250.83000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 13403.33999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1505.42000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 196.18999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 993.08000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 201.16000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 28587.40000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 8816.41000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 3145.84000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 1148.19000000 58595.14999997 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 285579.00000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 22608.17000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1478767.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 817952935.89999998 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1023594.00000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 619680.00000000 821383164.06999998 N 6566579133.03916666 Committed 4385000000.00000000 N N N VANGUARD MEGA CAP VALUE INDEX FUND S000019699 V3ER6F2H43KWH31ZJ168 N 2 0 0 Exchange-Traded Fund N N 0.00758 -0.05094 0.052975 0.052781 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 867474.44000000 93238.29000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(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 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 Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB 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)) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Limited 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) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company, United Kingdom Branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 799.28999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 10777.43999999 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 336.19999998 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 3343.60000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 8263.02999999 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 1470.11999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 5102.01000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 2650.65999999 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 1115.57000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 678.44000000 34704.77999993 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 44689.85999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 175704.07999999 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 253.09000000 HUDSON RIVER TRADING LLC 008-68430 000152144 549300SMOBUC8O5UOE10 0.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 363106370.11000001 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 932.96000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 397.81000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 119808.00000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 87734.43999999 Citadel Securities LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 0.00000000 363535890.34999998 N 5286541781.32666666 Committed 4385000000.00000000 N N N VANGUARD MEGA CAP INDEX FUND S000019698 P6WGHORRB0XI7MFCHU09 N 2 0 0 Exchange-Traded Fund N N 0.02037 -0.03181 0.052805 0.052787 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 968876.66000000 90060.17000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) 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 Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 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) 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)) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Limited 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1163.17999998 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 170.21999999 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 572.38999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2423.37999998 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 105.44000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 621.29999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 508.54999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1666.09999999 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 1207.40999999 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 137.12000000 8697.41999988 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 270555.37999999 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 249720072.00000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 2767.85000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 87418.46000000 ABN AMRO CLEARING CHICAGO LLC N/A N/A 549300U16G4LU3V6C598 29091.38000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 97355.62000000 HUDSON RIVER TRADING LLC 008-68430 000152144 549300SMOBUC8O5UOE10 30248.74000000 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 3992.82000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 176836.11000000 Citadel Securities LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 118274.88000000 250539152.23999999 N 4248348561.32083333 Committed 4385000000.00000000 N N N VANGUARD U.S. GROWTH FUND S000004444 4IESARCYK2P68FL7C831 N 2 0 0 N/A Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 296365272.43000001 25744478.43000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-4 (17 CFR 270.12d1-4) N N N N Wellington Management Company LLP 801-15908 000106595 549300YHP12TEZNLCX41 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 THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Markit Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB, Sweden F3JS33DEI6XQ4ZBPTN86 FI 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 KR 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Limited 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 FR 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 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe plc, Dublin, Ireland N1FBEDJ5J41VKZLO2475 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE 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) Skandinaviska Enskilda Banken AB, Sweden F3JS33DEI6XQ4ZBPTN86 DK 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N UBS Securities LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 130886.81999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 389067.37000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 126609.24000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 199946.48999998 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 117698.58000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 287082.90999999 Abel Noser, LLC 008-69809 000284714 549300UQY3DBDP2Y2N55 228896.45000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 250230.34000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 215952.95000000 WELLS FARGO SECURITIES INTERNATIONAL LIMITED N/A N/A BWS7DNS2Z4NPKPNYKL75 GB 138237.20000000 3567233.74999981 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 17033624405.00000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 27022270.00000000 Pershing LLC 008-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 7063970.75000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 7630080.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 39555330.00000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 61672500000.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 189627729.00000000 UBS Securities LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 1077300.00000000 78978101084.75000000 Y 43494033171.61916666 Committed 4385000000.00000000 N N N N VANGUARD INFORMATION TECHNOLOGY INDEX FUND S000004452 J2NTZGJBERBYMUMBIE74 N 2 0 0 Exchange-Traded Fund N N -0.03374 -0.11628 0.035611 0.035384 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 52375255.75999999 1621347.90000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-4 (17 CFR 270.12d1-4) 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 Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company, United Kingdom Branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Netherlands 7LTWFZYICNSX8D621K86 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Limited 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) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL 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) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 152090.61999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 26693.81000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 38263.73000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 61638.19999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 32649.97999999 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 55713.56000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 93793.88999999 JonesTrading Institutional Services LLC 008-26089 000006888 2138008JJ5PA8H5UIL69 171015.08000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 199327.69999998 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 25567.48999999 917157.13999990 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 1259550.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 4359951764.00000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4507189.50000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 348049.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 3067272.00000000 4369133824.50000000 N 55538663287.33083333 Committed 4385000000.00000000 N N N VANGUARD HEALTH CARE INDEX FUND S000004450 4G9X037GNB6OUK17TK21 N 2 0 0 Exchange-Traded Fund N N 0.01853 -0.07092 0.053486 0.054102 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 40704184.21999999 1435850.97000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(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 ITG Analytics Inc 41-2190282 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 Markit North America INC 13-4153988 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)) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Limited 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 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) 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) State Street Bank and Trust Company, United Kingdom Branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 2195.17000000 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 2687.35000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 44330.21999999 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 1025.23000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 44626.78999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 11967.59000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 25012.76000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 14785.24000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 1696.91000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 1368.99000000 153271.26999996 HUDSON RIVER TRADING LLC 008-68430 000152144 549300SMOBUC8O5UOE10 265916.52000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 718068.78999999 Leerink Partners LLC 008-48535 000039011 549300AAH7U76CEUBI94 709156.80000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 7030503.70000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 807216.53000000 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 668979.74000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2149438.00000000 Citadel Securities LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 797711.96000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 2555899.65999999 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 1556081798.00000000 1572050606.21999998 N 19307638447.96750000 Committed 4385000000.00000000 N N N VANGUARD CONSUMER STAPLES INDEX FUND S000004447 X4K6IMOFMLB9TX4WXG57 N 2 0 0 Exchange-Traded Fund N N 0.03177 -0.07113 0.070078 0.069720 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 20433394.19000000 2018480.24000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) 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 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) Intesa Sanpaolo 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Limited 549300CWR0W0BCS9Q144 CH 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) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL 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)) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 FR 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) Skandinaviska Enskilda Banken AB 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 11751.54000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 19069.62999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 4205.24999998 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1400.97999999 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 308.74000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 16964.60999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 7810.72999999 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 366.90000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 17047.09000000 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 228.56000000 79612.94999994 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 1244500742.17000010 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 647783.50000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1892760.50000000 1247041286.17000010 N 7570652270.79750000 Committed 4385000000.00000000 N N N VANGUARD ENERGY INDEX FUND S000004448 K1IYN1TLOMXFPU04B446 N 2 0 0 Exchange-Traded Fund N N 0.00338 -0.17069 0.138203 0.138316 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 3592565.63000000 101941.01000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(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 Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N Credit Suisse (Switzerland) Limited 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) Intesa Sanpaolo 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)) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 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) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 FR 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 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) 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 5552.76000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 9299.95000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 1166.46000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1595.47999998 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4410.41000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 8788.91999998 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 1725.24000000 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 3806.10999999 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 65974.56999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 44979.71999999 148548.62999993 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 481540.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 1875924928.00000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 0.00000000 Citadel Securities LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 203269.04000000 1876609737.04000000 N 8736465334.90166666 Committed 4385000000.00000000 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 146597.06000000 71165.25000000 Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 32a-4 (17 CFR 270.32a-4) N N N N Wellington Management Company LLP 801-15908 000106595 549300YHP12TEZNLCX41 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT 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) J.P. MORGAN SE - LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 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) Deutsche Bank AG 7LTWFZYICNSX8D621K86 DE 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 NZ 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) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia as KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico SA 2SFFM4FUIE05S37WFU55 MX 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 IE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Bank Handlowy w Warszawie SA XLEZHWWOI4HFQDGL4793 PL 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank del Peru SA MYTK5NHHP1G8TVFGT193 PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. MORGAN SE - LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 FR 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) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 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 Continental Europe MP6I5ZYZBEU3UXPYFY54 GR 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) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 FI 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) J.P. MORGAN SE - LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 TW 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) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH 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) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank Ltd RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) PT Bank HSBC Indonesia 213800HW5IDIRLWH1203 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 GB 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) Standard Chartered Bank Thai Public Company Limited 549300O1LQYCQ7G1IM57 TH 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 Leumi leIsrael BM 7JDSZWRGUQY2DSTWCR57 IL 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 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N Y N Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 5161.44000000 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 7848.64000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 6437.02999999 UBS Securities LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 6370.53999999 Macquarie Securities (Australia) Limited N/A N/A 549300BIAWNNPUVFP581 AU 3723.03999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 8677.87000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 11936.84000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 9044.08999999 UBS Securities International Limited N/A N/A EP50CUEHE876XUVAWT56 GB 7057.68000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 8727.64999998 121251.38999988 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 247155090.00999985 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 247549144.71999998 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 896375863.00000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 95298510.41999999 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 192994984.68000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 255338277.92999991 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 111560283.67000002 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 466222210.02999986 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 102735199.09999999 Credit Suisse AG, New York Branch N/A N/A 549300D0YARF5HYP1809 132385267.30999999 3292200272.53999945 Y 1863362801.26000000 Committed 4385000000.00000000 N N N N VANGUARD COMMUNICATION SERVICES INDEX FUND S000004443 G72911VLR8K3DTWYSX34 N 2 0 0 Exchange-Traded Fund N N 0.02029 -0.04313 0.110689 0.110594 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 37681308.74000000 743542.50000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) 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 Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 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 ITG Analytics Inc 41-2190282 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)) Credit Suisse (Switzerland) Limited 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) Intesa Sanpaolo 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) 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) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 FR 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 F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1294.16000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 16708.89999999 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 835.18000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 194.56999999 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 28935.24000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 1559.85000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 1539.30999999 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 847.78000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1150.43000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 18380.33999999 71729.69999995 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1053862.32000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 225705.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 754328939.00000000 755608506.32000000 N 3720670504.43416666 Committed 4385000000.00000000 N N N VANGUARD UTILITIES INDEX FUND S000004445 MIFVQH750RS2LCC6HJ52 N 2 0 0 Exchange-Traded Fund N N -0.00701 -0.11829 0.082367 0.082601 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 134129.10000000 1100.78000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) 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 Group Limited 549300HLPTRASHS0E726 GB N Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 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 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL 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) Credit Suisse (Switzerland) Limited 549300CWR0W0BCS9Q144 CH 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)) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company, United Kingdom Branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 4640.37000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 6345.89000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 732.07999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 991.30999999 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 407.61000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 4571.22000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 1761.97000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 12985.05999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2116.70000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 424.59999999 35458.14999996 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 849534888.35000002 849534888.35000002 N 7326898534.48916666 Committed 4385000000.00000000 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 Cash collateral reinvestment fee Administrative fee 517113.80000000 6030.23000000 Rule 18f-4(f)(17 CFR 270.18f-4(f)) Rule 18f-4 (17 CFR 270.18f-4) 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 Refinitiv US LLC 20-4530702 TIN N Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit Group Limited 549300HLPTRASHS0E726 GB N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 GB 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) 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) J.P. MORGAN SE - LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 NL 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) Mizuho Bank Ltd RB0PEZSDGCO3JS6CEU02 JP 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 NO 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) JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 DK 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) Bank Leumi leIsrael BM 7JDSZWRGUQY2DSTWCR57 IL 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)) FirstRand Bank Limited ZAYQDKTCATIXF9OQY690 ZA 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 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Continental Europe MP6I5ZYZBEU3UXPYFY54 GR 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) Standard Chartered Bank Korea Limited NUXTG47HHHM1K2L0SG39 KR 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) UniCredit Bank Czech Republic and Slovakia as KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear 549300OZ46BRLZ8Y6F65 IE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) BNP Paribas Securities Services SCA 549300WCGB70D06XZS54 PT 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) J.P. MORGAN SE - LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 FR 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) Euroclear 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. MORGAN SE - LUXEMBOURG BRANCH 549300ZK53CNGEEI6A29 BE 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) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 SE 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) Citibank del Peru SA MYTK5NHHP1G8TVFGT193 PE 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) Banco Santander Chile 3YJP8HORPAEXJ80D6368 CL 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) Citibank AS CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 2026.50000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 1038.92999999 Cowen and Company, LLC 008-22522 000007616 549300WR155U7DVMIW58 890.25999999 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 1649.13000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1395.28999999 EVERCORE GROUP L.L.C. 008-49830 001028772 5493008F0LRLS5N8LZ81 1044.00000000 UBS Securities International Limited N/A N/A EP50CUEHE876XUVAWT56 GB 700.31999999 Morgan Stanley & Co. International PLC N/A N/A 4PQUHN3JPFGFNF3BB653 GB 557.90000000 Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 1471.07000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 6266.90000000 22221.36999995 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 45522309.08000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 102003527.42999998 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 122737007.86000003 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 49195164.95999997 Credit Suisse AG, New York Branch N/A N/A 549300D0YARF5HYP1809 42461437.67000001 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 157443403.93999995 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 218375654.14999989 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 75498798.14000001 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 407821783.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 174760589.21000000 1708187350.79999974 Y 560309024.62083333 Committed 4385000000.00000000 N N N N VANGUARD ESG U.S. CORPORATE BOND ETF S000069584 5493004BZ12544NU7V76 N 1 0 0 Exchange-Traded Fund N N 0.03515 -0.06747 0.404526 0.404870 N N N N N/A N/A N/A Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 6c-11 (17 CFR 270.6c-11) 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 Refinitiv US LLC 20-4530702 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ITG Analytics Inc 41-2190282 TIN N Markit North America INC 13-4153988 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 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 JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N Y N J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 179.81000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 80.20000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 10.90000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 182.10000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 117.20000000 570.21000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 23090156.90000001 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 11954514.30000000 MarketAxess Corporation 008-50727 000044542 GPSMMRI21JE7ZCVYF972 5168841.76999999 Citadel Securities LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 4921559.78000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 14735901.68000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 17872810.12000000 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 10855790.32000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 31137123.67000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 17798482.76000001 Pershing LLC 008-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 15528935.74000000 188951821.83999996 N 293999245.12333333 Committed 4385000000.00000000 N N N VANGUARD ESG U.S. STOCK ETF S000063075 549300F0CKEP8O0RFZ32 N 1 0 0 Exchange-Traded Fund N N 0.03605 -0.03903 0.096271 0.096099 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 3595975.31000000 346772.08000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(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 Refinitiv US LLC 20-4530702 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Markit North America INC 13-4153988 TIN N ITG Analytics Inc 41-2190282 TIN N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N Virtu ITG LLC 008-44218 000029299 549300S41SMIODVIT266 4537.94000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 3852.16000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 15669.67999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 4978.76000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 9719.43000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 6093.63000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 17090.17999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 4292.38999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 5050.90999999 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 2946.77000000 77055.52999995 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 747008.38999999 The Bank of New York Mellon N/A 000000231 HPFHU0OQ28E4N0NFVK49 1980285.47000000 State Street Global Markets, LLC 008-69862 000285852 549300FDEDF5ORXCMQ56 5809170.39000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 284661359.00000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 131368.00000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 112065.00000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 96559.58000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 302722.23000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1393293.70000000 J.P. Morgan Securities PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 2881525.10000000 298190614.01999999 N 5930956481.25166666 Committed 4385000000.00000000 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 Administrative fee Cash collateral reinvestment fee Revenue sharing split 214780655.24000001 6141974.28000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) 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 JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 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 Refinitiv US LLC 20-4530702 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N Markit North America INC 13-4153988 TIN N N Deutsche Bank AG Mumbai 7LTWFZYICNSX8D621K86 IN 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) 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 Seoul Branch 7LTWFZYICNSX8D621K86 KR 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) Belgium (The Bank of New York Mellon SA/NV) MMYX0N4ZEZ13Z4XCG897 BE N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Bank Polska Kasa Opieki S.A. 5493000LKS7B3UTF7H35 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 FR N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) CIBC Mellon Trust Company 549300IYUUH221WBZ505 CA 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) Citbank Europe plc N1FBEDJ5J41VKZLO2475 PT 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) The Hongkong and Shanghai Banking Corporation Limited, Sydney Branch 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Hongkong and Shangai Banking Corporation, Bangkok 2HI3YI5320L3RW6NJ957 TH 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) Standard Bank of South Africa, Johannesburg QFC8ZCW3Q5PRXU1XTM60 ZA 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) Hongkong and Shanghai Banking Corporation, Hong Kong 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Europe. PLC N1FBEDJ5J41VKZLO2475 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 IT N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Deutsche Bank AG, Jakarta 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB, Oslo Branch F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Bank of New York Mellon SA/NV MMYX0N4ZEZ13Z4XCG897 GB 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)) Citibank N.A., Sucursal de Lima MYTK5NHHP1G8TVFGT193 PE 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)) Citibank N.A., Brazilian Branch E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC New Zealand 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (Taiwan) Limited 2HI3YI5320L3RW6NJ957 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank AG, Manila Branch 7LTWFZYICNSX8D621K86 PH 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) Skandinaviska Enskilda Banken, Stockholm F3JS33DEI6XQ4ZBPTN86 SE 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) Citbank Europe plc N1FBEDJ5J41VKZLO2475 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Shenzen 2CZOJRADNJXBLT55G526 CN 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) HSBC Bank Bermuda Limited, Hamilton 0W1U67PTV5WY3WYWKD79 BM 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) HSBC Shanghai 2CZOJRADNJXBLT55G526 CN 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) SCB Singapore 549300MDYVVHJ8D1DW28 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Argentina, Buenos Aires E57ODZWZ7FF32TWEFA76 AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Ltd 549300CWR0W0BCS9Q144 CH 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) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N UBS Securities International Limited N/A N/A EP50CUEHE876XUVAWT56 GB 233941.73000000 Credit Suisse Securities (Europe) Limited N/A N/A DL6FFRRLF74S01HE2M14 GB 304869.07000000 UBS Securities LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 454936.14999999 J.P. Morgan Securities PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 335319.60000000 Merrill Lynch International N/A 000162416 GGDZP1UYGU9STUHRDP48 GB 376613.78000000 RBC Dominion Securities Inc. 008-01672 000006579 549300QJJX6CVVUXLE15 CA 422802.46999999 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 229685.13000000 Morgan Stanley & Co. International PLC N/A N/A 4PQUHN3JPFGFNF3BB653 GB 353437.37999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1125669.01999999 Redburn (Europe) Limited N/A N/A 213800PKEJQZQXQCOJ04 GB 312303.90000000 7626804.31999980 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 102723150.00000000 Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 43602625.59000000 Morgan Stanley India Company Private Limited N/A N/A OYO6KC46QF54MHNL5D43 IN 25113062.35000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 18846720.00000000 Citigroup Global Markets Limited N/A N/A XKZZ2JZF41MRHTR1V493 GB 83578077.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 21091709849.56000100 J.P. Morgan Securities PLC N/A N/A K6Q0W1PS1L1O4IQL9C32 GB 105855025.45999999 21471428509.96000099 Y 55498631462.12833333 Committed 4385000000.00000000 N N N N VANGUARD MEGA CAP GROWTH INDEX FUND S000019700 RM8BENNF3HWR72TA0009 N 2 0 0 Exchange-Traded Fund N N 0.01224 -0.03514 0.015085 0.015396 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 4073736.99000000 232329.27000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) 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 Markit North America INC 13-4153988 TIN 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 N BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL 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) Credit Suisse (Switzerland) Limited 549300CWR0W0BCS9Q144 CH 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 Sanpaolo 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 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB 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) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 FR 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 2333.31000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 5595.40999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2039.46000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 9680.36000000 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 399.53000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 1922.96999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 4145.72000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 5086.63000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 659.22000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 2302.71000000 34615.38999998 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 139.66000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 255.95000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 39509.51999999 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 10896.70000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 455069027.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 235170.00000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 895.48000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 998912.00000000 456354806.30999999 N 12366924464.65666666 Committed 4385000000.00000000 N N N VANGUARD FINANCIALS INDEX FUND S000004449 G1LHPY5HPCPGWBXV0P88 N 2 0 0 Exchange-Traded Fund N N 0.00988 -0.07774 0.153202 0.152893 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 17500575.64000000 2055774.18000000 Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(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 Refinitiv US LLC 20-4530702 TIN N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 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) Limited 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA 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, United Kingdom Branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 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) 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) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 11251.15999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 6373.76000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 42581.33999998 The Williams Capital Group, L.P. 008-46623 000035149 254900QGK3PNRGR9BD85 5020.64000000 SAMUEL A. RAMIREZ & COMPANY, INC. 008-19014 000006963 254900CBKVW7O2ENQA21 2796.48000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 28356.68999998 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 12417.48000000 Loop Capital Markets LLC 008-50140 000043098 254900FPPM2WN90D4786 4857.28000000 CastleOak Securities, L.P. 008-65786 000125334 549300MXL7C60HZ59S65 3933.96000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 6153.70000000 132251.76999992 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 257491.50000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 250136.80000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 5498341.30000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 1391162247.00000000 1397168216.60000000 N 11411374691.85916666 Committed 4385000000.00000000 N N N VANGUARD INDUSTRIALS INDEX FUND S000004451 ZWVBKU0Z64JJIRHWJR93 N 2 0 0 Exchange-Traded Fund N N 0.00759 -0.08184 0.073311 0.073602 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Cash collateral reinvestment fee Administrative fee 7289782.54999999 337534.20000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(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 ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N ICE Data Pricing and Refernce Data LLC 13-36687789 TIN N Markit North America INC 13-4153988 TIN N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N N 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) Credit Suisse (Switzerland) Limited 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 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) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB 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) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 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) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 10757.03000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 377.06000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 7357.92999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 966.03000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 1059.89000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 5178.69999999 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 170.74000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 281.88000000 Jefferies LLC 008-15074 000002347 58PU97L1C0WSRCWADL48 251.19999999 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 9572.19000000 36166.57999996 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 222515.52000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 287120.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 613880736.11000001 Citadel Securities LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 112022.10000000 UBS Securities LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 396.98000000 614502790.71000001 N 4686257182.89666666 Committed 4385000000.00000000 N N N VANGUARD FTSE SOCIAL INDEX FUND S000004440 4HGXJ5Q3ZDGC3ZPH3C41 N 2 0 0 N N 0.01548 -0.08508 0.619441 0.619359 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 4764208.76999999 173476.72000000 Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) 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 Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N ITG Analytics Inc 41-2190282 TIN N Refinitiv US LLC 20-4530702 TIN N Markit Group Limited 549300HLPTRASHS0E726 GB N N Intesa Sanpaolo 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) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 NL 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) 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, United Kingdom Branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Limited 549300CWR0W0BCS9Q144 CH 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 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) BNP Paribas Securities Services, S.C.A. 549300WCGB70D06XZS54 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 State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 25559.15999998 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 11833.85999999 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 8135.35999999 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 5518.83999998 National Financial Services LLC 008-26740 000013041 549300JRHF1MHHWUAW04 7810.97999999 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 11150.74000000 Credit Suisse Securities (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 7470.86999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 17613.12000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 19623.54999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 17745.89999999 140078.78999989 Sanford C. Bernstein & Co., LLC 008-52942 000104474 549300I7JYZHT7D5CO04 3100.50000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1107742.21999999 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 3364515568.94999980 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 349.61000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 10141.42000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 631552.00000000 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 85911.45000000 3366354366.14999979 N 14916713231.47083333 Committed 4385000000.00000000 N N N N VANGUARD EXTENDED DURATION TREASURY INDEX FUND S000018789 LPJF5F1SN6L2WBUKDV11 N 3 0 0 Exchange-Traded Fund N N 0.01394 -0.02807 1.405686 1.405846 N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 12d1-4 (17 CFR 270.12d1-4) 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 Refinitiv US LLC 20-4530702 TIN 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 ITG Analytics Inc 41-2190282 TIN N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 N Y N 0.00000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 36866022.67000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 39047332.53999999 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 65476744.37999999 HSBC Securities (USA) Inc. 008-41562 000019585 CYYGQCGNHMHPSMRL3R97 315316306.29000020 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 38482240.20000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 91583563.78999999 Citigroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 43115358.46999999 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 63692525.60000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 37964282.60000000 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 96880078.11999999 864334310.79000014 N 2375291371.24666666 Committed 4385000000.00000000 N N N VANGUARD ESG INTERNATIONAL STOCK ETF S000063074 Y 100000.00000000 0.27634478 0.24826487 0.72365521 0.24826487 0.00000000 0.00000000 1.00000000 0.00000000 7157.89473684 0.00000000 0.32905341 7157.89473684 0.00000000 0.32905341 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD MATERIALS INDEX FUND S000004441 N 25000.00000000 0.05899718 0.23525084 0.94100281 0.23525084 -0.00014311 0.04716919 1.00014311 0.04716919 188.23529411 0.00000000 0.00000000 120.00000000 0.00000000 0.00000000 195.83333333 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD CONSUMER DISCRETIONARY INDEX FUND S000004446 N 25000.00000000 0.07422164 0.26185017 0.92577835 0.26185017 0.00386934 0.02044078 0.99613065 0.02044078 416.66666666 0.00000000 0.00000000 257.14285714 0.00000000 0.00000000 435.36585365 0.00000000 0.00000000 450.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP VALUE INDEX FUND S000019699 N 25000.00000000 0.02690639 0.16029332 0.97309360 0.16029332 0.03196306 0.07793088 0.96803693 0.07793088 243.39622641 0.00000000 0.00000000 191.66666666 0.00000000 0.00000000 173.07692307 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP INDEX FUND S000019698 N 25000.00000000 0.10268321 0.30334845 0.89731678 0.30334845 0.04458885 0.10720211 0.95541114 0.10720211 358.97435897 0.00000000 0.00000000 44.44444444 0.00000000 0.00000000 340.29850746 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 N VANGUARD INFORMATION TECHNOLOGY INDEX FUND S000004452 N 25000.00000000 0.03070691 0.17173998 0.96929308 0.17173998 0.00255038 0.01460052 0.99744961 0.01460052 486.95652173 0.00000000 0.00000000 458.33333333 0.00000000 0.00000000 485.57692307 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD HEALTH CARE INDEX FUND S000004450 N 25000.00000000 0.02684166 0.16085860 0.97315833 0.16085860 0.00361653 0.01988875 0.99638346 0.01988875 535.37234042 0.00000000 0.00000000 490.21739130 0.00000000 0.00000000 512.92134831 0.00000000 0.00000000 550.00000000 0.00000000 0.00000000 N VANGUARD CONSUMER STAPLES INDEX FUND S000004447 N 25000.00000000 0.04012001 0.19593476 0.95987998 0.19593476 0.00269111 0.01449404 0.99730888 0.01449404 144.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 143.83561643 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD ENERGY INDEX FUND S000004448 N 25000.00000000 0.14755718 0.35424122 0.85244281 0.35424122 0.00102684 0.00745794 0.99897315 0.00745794 173.28767123 0.00000000 0.00000000 52.83018867 0.00000000 0.00000000 196.99248120 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N VANGUARD COMMUNICATION SERVICES INDEX FUND S000004443 N 25000.00000000 0.05955529 0.23585281 0.94044470 0.23585281 0.00070781 0.00156522 0.99929218 0.00156522 141.12426035 0.00000000 0.00000000 81.81818181 0.00000000 0.00000000 148.89705882 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 N VANGUARD UTILITIES INDEX FUND S000004445 N 25000.00000000 0.02440703 0.15349348 0.97559296 0.15349348 0.00216732 0.01962582 0.99783267 0.01962582 73.18840579 0.00000000 0.00000000 21.42857142 0.00000000 0.00000000 74.36974789 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 N VANGUARD ESG U.S. CORPORATE BOND ETF S000069584 Y 100000.00000000 0.01068997 0.00787879 0.98931002 0.00787879 0.00000000 0.00000000 1.00000000 0.00000000 100.00000000 0.00000000 0.02527679 100.00000000 0.00000000 0.37915192 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD ESG U.S. STOCK ETF S000063075 N 25000.00000000 0.04396872 0.20331838 0.95603127 0.20331838 0.01652374 0.06970559 0.98347625 0.06970559 1530.76923076 0.00000000 0.00000000 1460.19417475 0.00000000 0.00000000 1460.86956521 0.00000000 0.00000000 1600.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP GROWTH INDEX FUND S000019700 N 25000.00000000 0.01334765 0.11418345 0.98665234 0.11418345 0.00893763 0.04215570 0.99106236 0.04215570 197.35682819 0.00000000 0.00000000 133.33333333 0.00000000 0.00000000 177.61194029 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N VANGUARD FINANCIALS INDEX FUND S000004449 N 25000.00000000 0.15016627 0.35490483 0.84983372 0.35490483 0.00284635 0.01053303 0.99715364 0.01053303 510.91703056 0.00000000 0.00000000 331.57894736 0.00000000 0.00000000 593.68421052 0.00000000 0.00000000 600.00000000 0.00000000 0.00000000 N VANGUARD INDUSTRIALS INDEX FUND S000004451 N 25000.00000000 0.05277228 0.22326381 0.94722771 0.22326381 0.00095114 0.02349923 0.99904885 0.02349923 473.68421052 0.00000000 0.00000000 125.00000000 0.00000000 0.00000000 482.14285714 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD EXTENDED DURATION TREASURY INDEX FUND S000018789 Y 25000.00000000 0.00207169 0.00117681 0.99792830 0.00117681 0.00233220 0.00104500 0.99766779 0.00104500 75.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N true INTERNAL CONTROL RPT 2 ncenworldfund1018.txt Report of Independent Registered Public Accounting Firm To the Board of Trustees of Vanguard World Fund and Shareholders of Vanguard Mega Cap Index Fund Vanguard Mega Cap Growth Index Fund Vanguard Mega Cap Value Index Fund Vanguard FTSE Social Index Fund Vanguard Extended Duration Treasury Index Fund Vanguard ESG U.S. Stock ETF and Vanguard ESG International Stock ETF In planning and performing our audits of the financial statements of Vanguard Mega Cap Index Fund, Vanguard Mega Cap Growth Index Fund, Vanguard Mega Cap Value Index Fund, Vanguard FTSE Social Index Fund, Vanguard Extended Duration Treasury Index Fund, Vanguard ESG U.S. Stock ETF and Vanguard ESG International Stock ETF (seven of the funds constituting Vanguard World Fund, hereafter collectively referred to as the "Funds") as of and for the year ended August 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Funds' internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N- CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds' internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds' internal control over financial reporting. The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company's assets that could have a material effect on the financial statements. Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate. A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the company's annual or interim financial statements will not be prevented or detected on a timely basis. Our consideration of the Funds' internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Funds' internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be a material weakness as defined above as of August 31, 2022. This report is intended solely for the information and use of the Board of Trustees of Vanguard World Fund and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. /s/PricewaterhouseCoopers LLP Philadelphia, Pennsylvania October 18, 2022 INTERNAL CONTROL RPT 3 ncenworldfunds1020.txt Report of Independent Registered Public Accounting Firm To the Board of Trustees of Vanguard World Fund and Shareholders of Vanguard U.S. Growth Fund Vanguard International Growth Fund Vanguard Global Wellesley Income Fund Vanguard Global Wellington Fund Vanguard ESG U.S. Corporate Bond ETF Vanguard Communication Services Index Fund Vanguard Consumer Discretionary Index Fund Vanguard Consumer Staples Index Fund Vanguard Energy Index Fund Vanguard Financials Index Fund Vanguard Health Care Index Fund Vanguard Industrials Index Fund Vanguard Information Technology Index Fund Vanguard Materials Index Fund and Vanguard Utilities Index Fund In planning and performing our audits of the financial statements of Vanguard U.S. Growth Fund, Vanguard International Growth Fund, Vanguard Global Wellesley Income Fund, Vanguard Global Wellington Fund, Vanguard ESG U.S. Corporate Bond ETF, Vanguard Communication Services Index Fund, Vanguard Consumer Discretionary Index Fund, Vanguard Consumer Staples Index Fund, Vanguard Energy Index Fund, Vanguard Financials Index Fund, Vanguard Health Care Index Fund, Vanguard Industrials Index Fund, Vanguard Information Technology Index Fund, Vanguard Materials Index Fund and Vanguard Utilities Index Fund (fifteen of the funds constituting Vanguard World Fund, hereafter collectively referred to as the "Funds") as of and for the year ended August 31, 2022, in accordance with the standards of the Public Company Accounting Oversight Board (United States) (PCAOB), we considered the Funds' internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-CEN, but not for the purpose of expressing an opinion on the effectiveness of the Funds' internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds' internal control over financial reporting. The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A company's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A company's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the company; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the company are being made only in accordance with authorizations of management and directors of the company; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a company's assets that could have a material effect on the financial statements. Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate. A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the company's annual or interim financial statements will not be prevented or detected on a timely basis. Our consideration of the Funds' internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the PCAOB. However, we noted no deficiencies in the Funds' internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be a material weakness as defined above as of August 31, 2022. This report is intended solely for the information and use of the Board of Trustees of Vanguard World Fund and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. /s/PricewaterhouseCoopers LLP Philadelphia, Pennsylvania October 20, 2022