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
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811-01027
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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