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LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 125064314.99999999 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 34659141.00000000 SG Americas Securities, LLC 008-66125 000128351 549300F35UE0BOM1WJ55 28296000000.00000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 26515752731.75000000 State Street Global Markets, LLC 008-69862 000285852 549300FDEDF5ORXCMQ56 46704066.34000000 Goldman Sachs International N/A N/A W22LROWP2IHZNBB6K528 GB 26645794.60000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 16534148944.04000100 71612339960.73000099 Y 41236815193.01750000 Committed 4300000000.00000000 N N N N VANGUARD UTILITIES INDEX FUND S000004445 MIFVQH750RS2LCC6HJ52 N 2 0 0 Exchange-Traded Fund N N -0.01707000 -0.14253000 0.08937621 0.08945403 Y N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 4240622.86000000 123077.95000000 Rule 12d1-4 (17 CFR 270.12d1-4) Rule 17a-7 (17 CFR 270.17a-7) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 32a-4 (17 CFR 270.32a-4) N N N N The Vanguard Group, Inc. 801-11953 000105958 5493002789CX3L0CJP65 N THE VANGUARD GROUP, INC. 084-00772 5493002789CX3L0CJP65 Y N N Bloomberg Finance LP 5493001KJTIIGC8Y1R12 N ICE Data Pricing and Reference Data LLC 5493000NQ9LYLDBCTL34 N ITG Analytics Inc 41-2190282 TIN N JPMorgan Chase Bank 7H6GLXDRUGQFU57RNE97 N London Stock Exchange Group (LSEG) 20-4530702 TIN N S&P Global Limited 98-0634017 TIN GB N N BNP Paribas S.A. R0MUWSFPU8MPRO8K5P83 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. (operating through its Paris branch with support from its Amsterdam branch) R0MUWSFPU8MPRO8K5P83 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services, S.C.A. (operating through its Paris branch with support from its Brussels branch) R0MUWSFPU8MPRO8K5P83 BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Credit Suisse (Switzerland) Limited 549300CWR0W0BCS9Q144 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank S.A./N.V. 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Limited RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (publ) F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Bank and Trust Company, United Kingdom branch 213800YAZLPV26WFM449 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y THE VANGUARD GROUP, INC. 5493002789CX3L0CJP65 Y N N J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 10880.19999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 3769.54000000 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 328.66000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 3993.27000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 4818.00000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 2133.67000000 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 7.08000000 CITADEL SECURITIES INSTITUTIONAL LLC 008-69663 000281102 549300MLQ1S3715IUK04 358.99999999 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 15194.11000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 4653.48000000 46137.00999998 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 7003000.00000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 54.26000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 1177933.50000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 1085145254.79000000 1093326242.55000000 N 6629872452.32333333 Committed 4300000000.00000000 N N N VANGUARD COMMUNICATION SERVICES INDEX FUND S000004443 N 25000.00000000 0.02247420 0.14736799 0.97752579 0.14736799 0.00073593 0.00566898 0.99926407 0.00566898 146.66666670 0.00000000 0.00000000 132.35294120 0.00000000 0.00000000 145.08196720 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 N VANGUARD CONSUMER DISCRETIONARY INDEX FUND S000004446 N 20000.00000000 0.05908476 0.23522903 0.94091523 0.23522903 0.00167255 0.00870470 0.99832744 0.00870470 423.52941179 0.00000000 0.00000000 368.18181820 0.00000000 0.00000000 436.15384619 0.00000000 0.00000000 450.00000000 0.00000000 0.00000000 N VANGUARD CONSUMER STAPLES INDEX FUND S000004447 N 15000.00000000 0.01609708 0.12495693 0.98390291 0.12495693 0.00363694 0.01584407 0.99636305 0.01584407 147.61904759 0.00000000 0.00000000 100.00000000 0.00000000 0.00000000 144.40298510 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 N VANGUARD ENERGY INDEX FUND S000004448 N 25000.00000000 0.08643850 0.28059854 0.91356149 0.28059854 0.00070821 0.00542816 0.99929178 0.00542816 182.75862069 0.00000000 0.00000000 46.15384615 0.00000000 0.00000000 196.79144389 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N VANGUARD ESG INTERNATIONAL STOCK ETF S000063074 Y 100000.00000000 0.37295756 0.31356433 0.62704243 0.31356433 0.00000000 0.00000000 1.00000000 0.00000000 6400.00000000 0.00000000 0.22481091 6400.00000000 0.00000000 0.22481091 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD ESG U.S. CORPORATE BOND ETF S000069584 Y 100000.00000000 0.01139284 0.01017196 0.98860715 0.01017196 0.00000000 0.00000000 1.00000000 0.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD ESG U.S. STOCK ETF S000063075 N 25000.00000000 0.00950405 0.09360127 0.99049594 0.09360127 0.02314502 0.04124757 0.97685497 0.04124757 1585.84070799 0.00000000 0.00000000 1558.97435900 0.00000000 0.00000000 1129.41176500 0.00000000 0.00000000 1600.00000000 0.00000000 0.00000000 N VANGUARD EXTENDED DURATION TREASURY INDEX FUND S000018789 Y 25000.00000000 0.00246935 0.00063878 0.99753064 0.00063878 0.00230013 0.00065863 0.99769986 0.00065863 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 VANGUARD FINANCIALS INDEX FUND S000004449 N 25000.00000000 0.01160993 0.02852664 0.98839006 0.02852664 0.00565546 0.02454459 0.99434453 0.02454459 600.00000000 0.00000000 0.00000000 600.00000000 0.00000000 0.00000000 596.00000000 0.00000000 0.00000000 600.00000000 0.00000000 0.00000000 N VANGUARD HEALTH CARE INDEX FUND S000004450 N 25000.00000000 0.11133795 0.31418988 0.88866204 0.31418988 0.00341928 0.02955284 0.99658071 0.02955284 488.88888889 0.00000000 0.00000000 405.26315790 0.00000000 0.00000000 516.66666669 0.00000000 0.00000000 550.00000000 0.00000000 0.00000000 N VANGUARD INDUSTRIALS INDEX FUND S000004451 N 20000.00000000 0.01197098 0.10780329 0.98802901 0.10780329 -0.00098064 0.00930883 1.00098064 0.00930883 494.11764710 0.00000000 0.00000000 478.26086959 0.00000000 0.00000000 492.30769229 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD INFORMATION TECHNOLOGY INDEX FUND S000004452 N 25000.00000000 0.00803219 0.08689493 0.99196780 0.08689493 0.00102400 0.00282226 0.99897599 0.00282226 496.19289340 0.00000000 0.00000000 492.85714289 0.00000000 0.00000000 470.23809519 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD MATERIALS INDEX FUND S000004441 N 20000.00000000 0.09102671 0.28744262 0.90897328 0.28744262 0.00036447 0.00240408 0.99963552 0.00240408 181.81818179 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 194.93670890 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP GROWTH INDEX FUND S000019700 N 25000.00000000 0.02822618 0.16430318 0.97177381 0.16430318 0.00073997 0.00654618 0.99926002 0.00654618 194.44444440 0.00000000 0.00000000 82.35294118 0.00000000 0.00000000 172.22222220 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP INDEX FUND S000019698 N 25000.00000000 0.02953516 0.16567201 0.97046483 0.16567201 0.09130634 0.13799414 0.90869365 0.13799414 388.67924529 0.00000000 0.00000000 361.29032260 0.00000000 0.00000000 257.14285710 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP VALUE INDEX FUND S000019699 N 25000.00000000 0.01187048 0.10257752 0.98812951 0.10257752 -0.00152967 0.04082761 1.00152967 0.04082761 247.34042550 0.00000000 0.00000000 230.76923080 0.00000000 0.00000000 148.64864860 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 N VANGUARD UTILITIES INDEX FUND S000004445 N 25000.00000000 0.00859675 0.09126640 0.99140324 0.09126640 0.00259130 0.02437875 0.99740869 0.02437875 74.36974789 0.00000000 0.00000000 60.00000000 0.00000000 0.00000000 74.33035714 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 N true