X0404 N-CEN LIVE 0000891190 XXXXXXXX 811-07043 true false false N-1A true VANGUARD ADMIRAL FUNDS 811-07043 0000891190 5493001VGEE37B6RMO86 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. 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 9 Y Andre F. Perold N/A N David Thomas N/A N Emerson U. Fullwood N/A N F. Joseph Loughrey N/A N Grant Reid N/A N Lubos Pastor N/A N Mark Loughridge N/A N Peter F. Volanakis N/A N Sarah Bloom Raskin N/A N Scott C. Malpass N/A N Tara Bunch N/A N Jacqueline Angell 005606776 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 S&P 500 GROWTH INDEX FUND S000030012 1FG5HINME12QVYED4303 N 2 0 0 Exchange-Traded Fund N N -0.00841000 -0.11288000 0.01149686 0.01132310 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 36956.83000000 2068.17999999 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 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 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 3720.26000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 2088.00999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 976.69000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 265.37999999 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 20666.04000000 Themis Trading LLC 008-65260 000120116 254900T8WSH6UHUZKV29 524.06999999 Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 711.21999999 JEFFERIES FINANCIAL GROUP INC. N/A 000162264 549300HOF34RGOJ5YL07 260.20000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 3798.79999999 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 6921.66000000 40276.02999994 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 932006.39999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 123.14000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 271600.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 327795947.00000000 328999676.53999999 N 9955497733.23333333 Committed 4300000000.00000000 N N N VANGUARD S&P 500 VALUE INDEX FUND S000030013 43PDL0HK4SP0VUHS9855 N 2 0 0 Exchange-Traded Fund N N 0.00311999 -0.09584000 0.02119257 0.02140049 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 249275.04000000 26328.95000000 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 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 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 3045.19000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1214.91999999 Instinet, LLC 008-23669 000007897 549300MGMN3RKMU8FT57 399.55999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1836.44999999 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 1273.23000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 12979.60000000 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 154.70999999 Themis Trading LLC 008-65260 000120116 254900T8WSH6UHUZKV29 193.72000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 2264.13000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 3967.69000000 27983.56999996 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 876952.84000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1414526.26000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 411210.23000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 443056522.98000002 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 227713.44000000 445986925.75000002 N 4545667157.78250000 Committed 4300000000.00000000 N N N VANGUARD S&P MID-CAP 400 GROWTH INDEX FUND S000030016 RZXKLM4NTXPQYH0XLN64 N 2 0 0 Exchange-Traded Fund N N 0.01902000 -0.07779999 0.02239881 0.02244119 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 367367.72000000 9690.00000000 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 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 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 3075.25000000 Cantor Fitzgerald & Co. 008-00201 000000134 5493004J7H4GCPG6OB62 3625.18000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1951.48999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 1424.80000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 7417.49000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 10872.78000000 Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 875.90999999 JEFFERIES FINANCIAL GROUP INC. N/A 000162264 549300HOF34RGOJ5YL07 731.14000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 8178.69000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 5987.17999999 44993.95999996 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 672857.85000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 39584.04000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 326859.59999999 JEFFERIES FINANCIAL GROUP INC. N/A 000162264 549300HOF34RGOJ5YL07 33.02000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 374682.60000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 97562914.50000000 98976931.60999999 N 1095860869.07000000 Committed 4300000000.00000000 N N N VANGUARD S&P MID-CAP 400 INDEX FUND S000030014 49QBOW886LK2OEO2NG65 N 2 0 0 Exchange-Traded Fund N N 0.02370000 -0.07136999 0.01836008 0.01848022 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 6421723.70000000 142969.00000000 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 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 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 9914.41000000 Cantor Fitzgerald & Co. 008-00201 000000134 5493004J7H4GCPG6OB62 9828.28000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4872.91000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 6433.50000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 16006.00000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 29632.69000000 Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 2891.05000000 JEFFERIES FINANCIAL GROUP INC. N/A 000162264 549300HOF34RGOJ5YL07 2063.87000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 45757.02000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 21799.55999999 152364.09999998 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 3908579.25000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 571897.99000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 932517.00000000 JEFFERIES FINANCIAL GROUP INC. N/A 000162264 549300HOF34RGOJ5YL07 33.02000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 546858.00000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 380912.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 382564774.52999997 388905571.78999997 N 3288327977.79083333 Committed 4300000000.00000000 N N N VANGUARD S&P MID-CAP 400 VALUE INDEX FUND S000030015 GZH810H5SVG0DPTXTO94 N 2 0 0 Exchange-Traded Fund N N 0.03528999 -0.05794999 0.02252627 0.02253928 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 3106772.99000000 76950.87000000 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 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 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 2925.97000000 Cantor Fitzgerald & Co. 008-00201 000000134 5493004J7H4GCPG6OB62 2002.52000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1060.15999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 641.75999999 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 4079.32000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 12800.44000000 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 534.96000000 CITADEL SECURITIES INSTITUTIONAL LLC 008-69663 000281102 549300MLQ1S3715IUK04 681.27999999 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 5523.52000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 4015.01000000 35084.74999996 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1710301.70000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 278468.41999999 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 168879.35999999 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 110149647.00000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 235599.80000000 112542896.27999998 N 953038562.73583333 Committed 4300000000.00000000 N N N VANGUARD S&P SMALL-CAP 600 GROWTH INDEX FUND S000030018 VQYUVVFKR8Q2X476WD94 N 1 0 1 Exchange-Traded Fund N N -0.02537999 -0.20599000 0.07024254 0.06986996 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 414088.38000000 16159.03000000 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 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 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 3271.37999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 7050.75000000 JonesTrading Institutional Services LLC 008-26089 000006888 2138008JJ5PA8H5UIL69 591.24000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 3239.27000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 4607.52999999 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 6101.93000000 Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 1527.05000000 JEFFERIES FINANCIAL GROUP INC. N/A 000162264 549300HOF34RGOJ5YL07 794.49999999 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 5008.88000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 6212.31000000 39634.66999995 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 218967.00000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 298352.09999999 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 143298.00000000 JEFFERIES FINANCIAL GROUP INC. N/A 000162264 549300HOF34RGOJ5YL07 271983.24000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 194172.00000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 149469.60000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 58203459.00000000 59479700.93999999 N 763244422.25583333 Committed 4300000000.00000000 N N N VANGUARD S&P SMALL-CAP 600 INDEX FUND S000030017 EC58WUNCOQ83HAUDN739 N 2 0 0 Exchange-Traded Fund N N 0.02023000 -0.07367999 0.02636101 0.02628791 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 30564848.73000000 1126175.59000000 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 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 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 70661.37999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 62976.91999999 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 7410.50000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 34213.04999999 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 54840.45000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 38269.79000000 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 9197.61000000 Virtu Americas LLC 008-68193 000149823 549300RA02N3BNSWBV74 10317.18999999 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 115200.02000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 128250.15000000 560628.57999994 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1966055.05000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1028873.93000000 Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 592440.00000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 810283.50000000 JEFFERIES FINANCIAL GROUP INC. N/A 000162264 549300HOF34RGOJ5YL07 739379.58000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 828304.52000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 772476839.78999996 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 670124.00000000 779112300.36999996 N 4465489911.06833333 Committed 4300000000.00000000 N N N VANGUARD S&P SMALL-CAP 600 VALUE INDEX FUND S000030019 1L9X7IT41PS23HRPVG96 N 2 0 0 Exchange-Traded Fund N N 0.04654999 -0.04476000 0.03085208 0.03071200 N N Y N N The Vanguard Group, Inc. 5493002789CX3L0CJP65 Y N Administrative fee Cash collateral reinvestment fee 13983856.97000000 634813.06999999 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 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 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 27611.94000000 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 24125.06999999 JonesTrading Institutional Services LLC 008-26089 000006888 2138008JJ5PA8H5UIL69 3300.55000000 Morgan Stanley & Co. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 8008.37000000 Mizuho Securities USA Inc 008-37710 000019647 5493004GRDTUI7EMIZ82 20406.73000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 36906.51999999 RBC Capital Markets, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 5455.98000000 JEFFERIES FINANCIAL GROUP INC. N/A 000162264 549300HOF34RGOJ5YL07 2790.39000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 56745.82000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 39172.90000000 232980.93999998 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 818443.39999999 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 9838.26000000 Piper Sandler & Co. 008-15204 000000665 549300GRQCWQ3XGH0H10 373650.00000000 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 158773.50000000 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 135648.00000000 Vanguard Market Liquidity Fund N/A N/A 1I6HV0TLSTR3A4XQ6L78 149933932.53000000 151430285.68999999 N 1367601599.76666666 Committed 4300000000.00000000 N N N VANGUARD TREASURY MONEY MARKET FUND S000002233 MLGUTO04TNV4M6IIBD71 N 1 0 0 Money Market Fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Y 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 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 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 0.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 4973987327.00000100 The Bank of New York Mellon N/A 000000231 HPFHU0OQ28E4N0NFVK49 7141364258.87000080 Goldman Sachs & Co. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 95742575021.03997800 Deutsche Bank Securities Inc. 008-17822 000002525 9J6MBOOO7BECTDTUZW19 70382707942.10000398 Nomura Securities International, Inc. 008-15255 000004297 OXTKY6Q8X53C9ILVV871 98007742764.54998800 Wells Fargo Securities, LLC 008-22947 000007665 VYVVCKR63DVZZN70PB21 5494445334.09000087 Barclays Capital Inc. 008-41342 000019714 AC28XWWI3WIBK2824319 40437369976.37001220 BofA Securities, Inc. 008-69787 000283942 549300HN4UKV1E2R3U73 91771941625.11001200 FEDERAL RESERVE BANK OF NEW YORK N/A N/A 254900Y8NKGV541U8Q32 91772000000.00000000 CITIGROUP INC. N/A N/A 6SHGI4ZSSLCXXQSBB395 92272680192.58000700 618967803888.45000510 N 69225816106.98454183 Committed 4300000000.00000000 N N N VANGUARD S&P 500 GROWTH INDEX FUND S000030012 N 20000.00000000 0.01123209 0.10480947 0.98876790 0.10480947 0.03813555 0.07988347 0.96186444 0.07988347 494.44444440 0.00000000 0.00000000 388.88888889 0.00000000 0.00000000 285.71428570 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD S&P 500 VALUE INDEX FUND S000030013 N 20000.00000000 0.02563566 0.15670668 0.97436433 0.15670668 0.00287314 0.00432324 0.99712685 0.00432324 487.39495799 0.00000000 0.00000000 285.71428570 0.00000000 0.00000000 450.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD S&P MID-CAP 400 GROWTH INDEX FUND S000030016 N 20000.00000000 0.01970631 0.13863453 0.98029368 0.13863453 0.02986027 0.05183815 0.97013972 0.05183815 392.15686269 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 266.66666670 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 N VANGUARD S&P MID-CAP 400 INDEX FUND S000030014 N 20000.00000000 0.03272781 0.17343550 0.96727218 0.17343550 0.01177378 0.03674849 0.98822621 0.03674849 484.53608250 0.00000000 0.00000000 285.71428570 0.00000000 0.00000000 333.33333329 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD S&P MID-CAP 400 VALUE INDEX FUND S000030015 N 20000.00000000 0.00043206 0.00094120 0.99956793 0.00094120 0.00056744 0.00181733 0.99943255 0.00181733 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 477.27272729 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD S&P SMALL-CAP 600 GROWTH INDEX FUND S000030018 N 20000.00000000 0.09810559 0.29121095 0.90189441 0.29121095 0.02502620 0.06940648 0.97497379 0.06940648 453.12500000 0.00000000 0.00000000 403.22580649 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD S&P SMALL-CAP 600 INDEX FUND S000030017 N 15000.00000000 0.10227589 0.29508087 0.89772410 0.29508087 0.01853113 0.03354266 0.98146886 0.03354266 451.61290320 0.00000000 0.00000000 418.18181820 0.00000000 0.00000000 305.55555559 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD S&P SMALL-CAP 600 VALUE INDEX FUND S000030019 N 15000.00000000 0.45272655 0.49662808 0.54727344 0.49662808 0.00308227 0.00810816 0.99691772 0.00810816 290.32258059 0.00000000 0.00000000 229.16666670 0.00000000 0.00000000 465.90909090 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N true