X0404
  
    N-CEN
    
      LIVE
      
        
          0000052848
          XXXXXXXX
        
        811-01027
      
      
        true
        false
        false
      
      N-1A
    
    
      
        true
      
    
  
  
    
    
      VANGUARD WORLD FUND
      811-01027
      0000052848
      549300MP6BT0L4Q61L10
      100 VANGUARD BOULEVARD
      MALVERN
      19355
      US-PA
      US
      6106691000
      
        
      
      
        
          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.
        
        
          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.
        
      
      N
      N
      
      N-1A
      22
      Y
      
        
          F. Joseph Loughrey
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          Scott C. Malpass
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          David Thomas
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          Mark Loughridge
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          Sarah Bloom Raskin
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          Emerson U. Fullwood
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          Mortimer J. Buckley
          002167630
          Y
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          Deanna Mulligan
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          Amy Gutmann
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          Andre F. Perold
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
        
          Peter F. Volanakis
          N/A
          N
          
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
            
          
        
      
      
        
          John E.Schadl
          006931790
          100 Vanguard Boulevard
          Malvern
          
          19355
          XXXXXX
          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
            -0.01803999
            -0.21875000
            8.41066257
            8.41110339
          
        
        N
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        7323801.29999999
        200707.64000000
        
          Rule 32a-4 (17 CFR 270.32a-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
        
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            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
          
          
            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)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            DK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            JPMorgan Chase Bank NA
            7H6GLXDRUGQFU57RNE97
            IN
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            SE
            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)
          
          
            HSBC France Athens Branch
            MP6I5ZYZBEU3UXPYFY54
            GR
            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)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            NO
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            JP Morgan Bank Luxembourg SA
            7W1GMC6J4KGLBBUSYP52
            BE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            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)
          
          
            Banco Santander Chile
            3YJP8HORPAEXJ80D6368
            CL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            JP Morgan Bank Luxembourg SA
            7W1GMC6J4KGLBBUSYP52
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            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)
          
          
            HSBC Bank Middle East Limited
            549300F99IL9YJDWH369
            AE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            JP Morgan Bank Luxembourg SA
            7W1GMC6J4KGLBBUSYP52
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            JPMorgan Chase Bank NA
            7H6GLXDRUGQFU57RNE97
            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)
          
          
            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)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            FI
            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)
          
          
            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
        
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
          
            JPMorgan Chase Bank, N.A.
            7H6GLXDRUGQFU57RNE97
            
            N
            Y
          
        
        N
        
          
            Instinet Pacific Limited
            N/A
            N/A
            549300RI6VZUNIR81J81
            HK
            8912.98000000
          
          
            J.P. Morgan Securities (Asia Pacific) Limited
            N/A
            N/A
            871JPXVZ0Z8I863B6V34
            HK
            5600.88000000
          
          
            Morgan Stanley & Co. International PLC
            N/A
            N/A
            4PQUHN3JPFGFNF3BB653
            GB
            6103.59999998
          
          
            CLSA INDIA PRIVATE LIMITED
            N/A
            N/A
            213800QTEJ512NUDDT70
            IN
            3992.55000000
          
          
            Merrill Lynch International
            N/A
            000162416
            GGDZP1UYGU9STUHRDP48
            GB
            22550.40000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            15610.83999998
          
          
            Goldman Sachs International
            N/A
            N/A
            W22LROWP2IHZNBB6K528
            GB
            10100.62000000
          
          
            J. P. MORGAN INDIA PRIVATE LIMITED
            N/A
            N/A
            5493003NTMEZM4AYVW24
            IN
            7370.36000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            20138.00000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            8682.64999998
          
        
        148330.15999979
        
          
            UBS Securities LLC
            008-22651
            000007654
            T6FIZBDPKLYJKFCRVK44
            
            3035889.46000000
          
          
            INSTINET EUROPE LIMITED
            N/A
            N/A
            213800MXAKR2LA1VBM44
            GB
            44920.78000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            584725.39000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            383671463.94000000
          
          
            J.P. Morgan Securities (Asia Pacific) Limited
            N/A
            N/A
            871JPXVZ0Z8I863B6V34
            HK
            92733.94000000
          
          
            BARCLAYS CAPITAL SECURITIES LIMITED
            N/A
            N/A
            K9WDOH4D2PYBSLSOB484
            GB
            502696.14000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            24601042.12000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            2648124.61000000
          
          
            UBS Securities Pte Ltd., Seoul Branch
            N/A
            N/A
            5493003VITE2RS406E89
            KR
            63019.59000000
          
          
            HSBC BANK PLC
            N/A
            N/A
            MP6I5ZYZBEU3UXPYFY54
            GB
            74011.97000000
          
        
        415413120.22000000
        N
        1869593257.31166670
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD MATERIALS INDEX FUND
        S000004441
        Q9XZSLKCKK5RO4CDT154
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.03179000
            -0.10920000
            0.08223211
            0.08238610
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Cash collateral reinvestment fee
          Administrative fee
        
        7050445.33999999
        468366.82000000
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 17a-7 (17 CFR 270.17a-7)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
        
        N
        
          
            Skandinaviska Enskilda Banken AB (publ)
            F3JS33DEI6XQ4ZBPTN86
            SE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Euroclear
            549300OZ46BRLZ8Y6F65
            BE
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            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)
          
          
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            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))
          
          
            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)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
        
        N
        
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            Y
          
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        Y
        
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            7277.00999999
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            1642.49999999
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            1841.36000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            8797.91999999
          
          
            Instinet, LLC
            008-23669
            000007897
            549300MGMN3RKMU8FT57
            
            147.41000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            2059.44999999
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            3732.19000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            2157.88999999
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            751.24000000
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            1074.37999999
          
        
        29580.96999993
        
          
            Vanguard FTSE All-World UCITS ETF
            N/A
            N/A
            EEXSPYGY7X8YAH8ZJF49
            IE
            1493678.29000000
          
          
            Vanguard Global Stock Index Fund
            N/A
            N/A
            L612HZMU8V64SMUJWS40
            IE
            446242.97000000
          
          
            Vanguard Total World Stock Index Fund
            N/A
            N/A
            78WHRHOLFN8O2AJ0B221
            
            3440600.07000000
          
          
            Vanguard Industrials Index Fund
            N/A
            N/A
            ZWVBKU0Z64JJIRHWJR93
            
            2189240.00000000
          
          
            Vanguard FTSE Developed World ex-U.K. Equity Index Fund
            N/A
            N/A
            549300J8K4RHVGSM3626
            GB
            1181751.51000000
          
          
            Vanguard FTSE Developed World Common Contractual Fund
            N/A
            N/A
            549300FENS5YZP01TK60
            IE
            380098.99000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            552097.35000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            850403264.58000004
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            3429406.00000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            1312289.82000000
          
        
        866592346.32000004
        N
        3721431035.95833400
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD CONSUMER DISCRETIONARY INDEX FUND
        S000004446
        NH4EW5X2H2SQ04NCCD83
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.05279000
            -0.07954999
            0.04481942
            0.04552807
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Cash collateral reinvestment fee
          Administrative fee
        
        21910245.60000000
        840834.88000000
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 17a-7 (17 CFR 270.17a-7)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            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)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            BE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            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)
          
          
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            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)
          
        
        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
          
        
        Y
        
          
            JONESTRADING INSTITUTIONAL SERVICES LLC
            008-26089
            000006888
            2138008JJ5PA8H5UIL69
            
            495.49000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            524.48999999
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            3738.92000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            14726.48000000
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            1911.79000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            1306.51000000
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            381.63000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            1923.05999999
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            1801.77999999
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            1336.52000000
          
        
        28696.62999997
        
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            1051353.10000000
          
          
            Vanguard Global Stock Index Fund
            N/A
            N/A
            L612HZMU8V64SMUJWS40
            IE
            5157452.04000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            2348293.42000000
          
          
            Vanguard Financials Index Fund
            N/A
            N/A
            G1LHPY5HPCPGWBXV0P88
            
            5330199.96000000
          
          
            Vanguard Global Small-Cap Index Fund
            N/A
            N/A
            QS6WHLCJOJSYY4PYNF72
            IE
            2727918.90999999
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            1784070221.54000002
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            4244057.09999999
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            10359408.38000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            6077152.48000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            4925939.98000000
          
        
        1826465830.76000000
        N
        5976584116.26333330
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD MEGA CAP VALUE INDEX FUND
        S000019699
        V3ER6F2H43KWH31ZJ168
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.02665999
            -0.05321999
            1.89929079
            1.89927006
          
        
        N
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        512293.26000000
        60924.23000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            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)
          
          
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Euroclear
            549300OZ46BRLZ8Y6F65
            BE
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            Skandinaviska Enskilda Banken AB (publ)
            F3JS33DEI6XQ4ZBPTN86
            SE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company, United Kingdom Branch
            213800YAZLPV26WFM449
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            BE
            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
          
        
        Y
        
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            5211.82999999
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            4838.02000000
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            488.20000000
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            149.88000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            4657.26000000
          
          
            RBC Capital Markets, LLC
            008-45411
            000031194
            549300LCO2FLSSVFFR64
            
            174.78000000
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            1462.59999999
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            3300.82000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            3519.17000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            667.97999999
          
        
        24645.85999996
        
          
            Vanguard Mid-Cap Value Index Fund
            N/A
            N/A
            Q4QUKKUM8YYJ562GIO45
            
            10369555.91000000
          
          
            Vanguard Value Index Fund
            N/A
            N/A
            HH8Q33B0J5YWPPIGZP55
            
            9188515.42999999
          
          
            Vanguard 500 Index Fund
            N/A
            N/A
            12WZ1W76P8QD4VJ6OB47
            
            17067478.90999999
          
          
            Vanguard Mid-Cap Index Fund
            N/A
            N/A
            F7RXEPKL33W3OZ8V3S02
            
            77663333.37000002
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            36815406.03000000
          
          
            Vanguard High Dividend Yield Index Fund
            N/A
            N/A
            TR5F4U3Y3DQVBW8TQD97
            
            8321520.73999999
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            299663128.60999999
          
          
            Vanguard Growth Portfolio
            N/A
            N/A
            8GPO0HVVK2EH3X06HD40
            
            127740994.80999997
          
          
            Vanguard Mega Cap Growth Index Fund
            N/A
            N/A
            RM8BENNF3HWR72TA0009
            
            29956528.32000000
          
          
            Vanguard Total Stock Market Index Fund
            N/A
            N/A
            HJ2RZRUQEVF2A5SPRB21
            
            94160522.53000000
          
        
        730734672.30999987
        N
        3974107154.03000020
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD MEGA CAP INDEX FUND
        S000019698
        P6WGHORRB0XI7MFCHU09
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.03385000
            -0.04409000
            0.23332260
            0.23327646
          
        
        N
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Cash collateral reinvestment fee
          Administrative fee
        
        1392796.87000000
        35605.94000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            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)
          
          
            State Street Trust Company Canada
            549300L71XG2CTQ2V827
            CA
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Mizuho Bank, Limited
            RB0PEZSDGCO3JS6CEU02
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            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
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            BE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Skandinaviska Enskilda Banken AB (publ)
            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
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            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)
          
        
        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
          
        
        Y
        
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            1601.78999999
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            400.02999999
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            784.01999999
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            222.61000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            3108.34000000
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            67.02999999
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            1767.10999999
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            240.75000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            1474.98000000
          
          
            RBC Capital Markets, LLC
            008-45411
            000031194
            549300LCO2FLSSVFFR64
            
            92.77000000
          
        
        9881.65999993
        
          
            Vanguard Mid-Cap Value Index Fund
            N/A
            N/A
            Q4QUKKUM8YYJ562GIO45
            
            6696109.80000000
          
          
            Vanguard Value Index Fund
            N/A
            N/A
            HH8Q33B0J5YWPPIGZP55
            
            9599482.98999999
          
          
            Vanguard Growth Portfolio
            N/A
            N/A
            8GPO0HVVK2EH3X06HD40
            
            5094489.27999999
          
          
            Vanguard Mid-Cap Index Portfolio
            N/A
            N/A
            FU4G3B84SVW07HHVW178
            
            5600062.39999999
          
          
            Vanguard Total Stock Market Index Fund
            N/A
            N/A
            HJ2RZRUQEVF2A5SPRB21
            
            11725327.16999999
          
          
            Vanguard Extended Market Index Fund
            N/A
            N/A
            NKRB5RF4FYYMQPL0SY31
            
            2488912.15000000
          
          
            Vanguard 500 Index Fund
            N/A
            N/A
            12WZ1W76P8QD4VJ6OB47
            
            6588972.36999999
          
          
            Vanguard Mid-Cap Index Fund
            N/A
            N/A
            F7RXEPKL33W3OZ8V3S02
            
            74799791.84000001
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            35675760.20000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            264142445.39999999
          
        
        431426339.48999986
        N
        3732959521.96166750
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              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
        
        323862516.31000000
        10888248.76000000
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 17a-7 (17 CFR 270.17a-7)
        
        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
          
        
        
          
            Jackson Square Partners, LLC
            801-79255
            000170064
            213800K1LUHS4VG7TG88
            
            2021-03-01
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
        
        N
        
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            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
            BE
            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)
          
          
            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)
          
          
            Mizuho Bank, Limited
            RB0PEZSDGCO3JS6CEU02
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            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)
          
          
            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)
          
          
            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
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            Y
          
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        Y
        
          
            ABEL NOSER, L.L.C.
            008-69809
            000284714
            549300UQY3DBDP2Y2N55
            
            304306.37000000
          
          
            Sanford C. Bernstein & Co., LLC
            008-52942
            000104474
            549300I7JYZHT7D5CO04
            
            222979.32000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            447711.48999999
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            208723.96000000
          
          
            UBS AG
            N/A
            N/A
            BFM8T61CT2L1QCEMIK50
            CH
            149095.80000000
          
          
            Instinet, LLC
            008-23669
            000007897
            549300MGMN3RKMU8FT57
            
            247959.28999999
          
          
            Raymond James & Associates, Inc.
            008-10999
            000000705
            U4ONQX15J3RO8XCKE979
            
            155514.46999999
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            794606.62000000
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            509154.52000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            742116.75999999
          
        
        5910105.40999984
        
          
            HSBC BANK PLC
            N/A
            N/A
            MP6I5ZYZBEU3UXPYFY54
            GB
            237749109.81999999
          
          
            Sanford C. Bernstein & Co., LLC
            008-52942
            000104474
            549300I7JYZHT7D5CO04
            
            381574128.19000012
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            3985754948.55999990
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            27967525913.52999830
          
          
            Instinet, LLC
            008-23669
            000007897
            549300MGMN3RKMU8FT57
            
            956653523.85999966
          
          
            Raymond James & Associates, Inc.
            008-10999
            000000705
            U4ONQX15J3RO8XCKE979
            
            283734082.68000001
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            412713419.86999999
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            23668213859.51999899
          
          
            UBS AG
            N/A
            N/A
            BFM8T61CT2L1QCEMIK50
            CH
            1005224858.30999990
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            811410232.38999992
          
        
        60685158906.34999675
        Y
        46740045768.17083000
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
        N
      
      
        VANGUARD INFORMATION TECHNOLOGY INDEX FUND
        S000004452
        J2NTZGJBERBYMUMBIE74
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            -0.00687000
            -0.13763000
            0.04376389
            0.04353333
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Cash collateral reinvestment fee
          Administrative fee
        
        69201770.39000000
        1227812.50000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            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
          
        
        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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            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)
          
          
            Skandinaviska Enskilda Banken AB (publ)
            F3JS33DEI6XQ4ZBPTN86
            SE
            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)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            BE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            BE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Switzerland) 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))
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            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)
          
        
        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
          
        
        Y
        
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            3745.39000000
          
          
            Mizuho Securities USA Inc
            008-37710
            000019647
            5493004GRDTUI7EMIZ82
            
            7127.29999999
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            16755.91999999
          
          
            JONESTRADING INSTITUTIONAL SERVICES LLC
            008-26089
            000006888
            2138008JJ5PA8H5UIL69
            
            21474.75000000
          
          
            Instinet, LLC
            008-23669
            000007897
            549300MGMN3RKMU8FT57
            
            4781.72000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            14737.90999999
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            34639.27000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            32508.48000000
          
          
            Stuart Frankel & Co., Incorporated
            008-17419
            000014593
            254900XE1RBF5OLE0T50
            
            3955.08000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            20051.10999999
          
        
        174816.80999995
        
          
            Vanguard Global Small-Cap Index Fund
            N/A
            N/A
            QS6WHLCJOJSYY4PYNF72
            IE
            12747358.51000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            5017320.50000000
          
          
            STIFEL, NICOLAUS & COMPANY, INCORPORATED
            008-01447
            000000793
            5WUVMA08EYG4KEUPW589
            
            264604.50000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            151950206.66000000
          
          
            Vanguard Global Stock Index Fund
            N/A
            N/A
            L612HZMU8V64SMUJWS40
            IE
            324956.94000000
          
          
            Vanguard Industrials Index Fund
            N/A
            N/A
            ZWVBKU0Z64JJIRHWJR93
            
            2258520.81999999
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            767323.27000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            2526084.00000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            737812.08000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            4339823565.27000000
          
        
        4517168057.79999999
        N
        48618776992.75417300
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD HEALTH CARE INDEX FUND
        S000004450
        4G9X037GNB6OUK17TK21
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.02686999
            -0.10108999
            0.20834861
            0.20781259
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        39767897.57999999
        2021084.90000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
        
        N
        
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            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)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            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)
          
          
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            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 (publ)
            F3JS33DEI6XQ4ZBPTN86
            SE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            BE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company, United Kingdom Branch
            213800YAZLPV26WFM449
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            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)
          
        
        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
          
        
        Y
        
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            3068.24000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            10892.02000000
          
          
            RBC Capital Markets, LLC
            008-45411
            000031194
            549300LCO2FLSSVFFR64
            
            902.49000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            3067.19000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            12160.19999999
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            22108.45999999
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            18628.00000000
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            37355.69999999
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            5680.46999999
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            4054.19999999
          
        
        118917.57999995
        
          
            Vanguard Global Stock Index Fund
            N/A
            N/A
            L612HZMU8V64SMUJWS40
            IE
            979228.89000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            4594568.95000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            5631178.00000000
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            1200344.00000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            1598375.00000000
          
          
            Vanguard Global Small-Cap Index Fund
            N/A
            N/A
            QS6WHLCJOJSYY4PYNF72
            IE
            7194502.62000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            8008854.75000000
          
          
            Vanguard Small-Cap Index Fund
            N/A
            N/A
            HZKQM2YGJWB4I8NIZL49
            
            8028513.41999999
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            9303796.50000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            2258575084.50999999
          
        
        2307136822.88999997
        N
        16255031129.29833400
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD CONSUMER STAPLES INDEX FUND
        S000004447
        X4K6IMOFMLB9TX4WXG57
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.00828999
            -0.10670999
            0.06889330
            0.06882421
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        9872737.76999999
        233823.63000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Markit North America INC
            13-4153988
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Euroclear
            549300OZ46BRLZ8Y6F65
            BE
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            Mizuho Bank, Limited
            RB0PEZSDGCO3JS6CEU02
            JP
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            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)
          
          
            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))
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            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)
          
          
            State Street Bank and Trust Company, United Kingdom Branch
            213800YAZLPV26WFM449
            GB
            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
          
        
        Y
        
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            4708.32999999
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            957.42999999
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            2005.75000000
          
          
            RBC Capital Markets, LLC
            008-45411
            000031194
            549300LCO2FLSSVFFR64
            
            436.66000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            1401.72000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            8518.56000000
          
          
            Instinet, LLC
            008-23669
            000007897
            549300MGMN3RKMU8FT57
            
            1484.81000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            521.54000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            661.19999999
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            853.97000000
          
        
        22055.79999997
        
          
            Vanguard Global Stock Index Fund
            N/A
            N/A
            L612HZMU8V64SMUJWS40
            IE
            1869536.43000000
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            166880.00000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            791024652.19999999
          
          
            Vanguard Global Small-Cap Index Fund
            N/A
            N/A
            QS6WHLCJOJSYY4PYNF72
            IE
            297286.03999999
          
        
        793358354.66999998
        N
        6410249509.34166620
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD ENERGY INDEX FUND
        S000004448
        K1IYN1TLOMXFPU04B446
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.05283999
            -0.09528000
            0.19861267
            0.19833420
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        8815200.96000000
        382911.18000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            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
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
        
        N
        
          
            Skandinaviska Enskilda Banken AB (publ)
            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)
          
          
            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
            7LTWFZYICNSX8D621K86
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            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)
          
          
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            BE
            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
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            Y
          
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        Y
        
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            10200.62999999
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            41374.69999999
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            4987.11999999
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            2887.31000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            5701.00999999
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            2286.64000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            17597.64999999
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            8764.57999999
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            2033.04000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            4508.09999999
          
        
        103503.06999992
        
          
            Vanguard Small-Cap Growth Index Fund
            N/A
            N/A
            UWJDRZIFJ6DZX3P2T284
            
            304475.84000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            641793.00000000
          
          
            Vanguard Small-Cap Index Fund
            N/A
            N/A
            HZKQM2YGJWB4I8NIZL49
            
            1627497.83000000
          
          
            KeyBanc Capital Markets Inc.
            008-30177
            000000566
            2EQWV0180Z211YVAD813
            
            776880.00000000
          
          
            Vanguard Industrials Index Fund
            N/A
            N/A
            ZWVBKU0Z64JJIRHWJR93
            
            1084944.02000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            1493881853.83999997
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            661457.00000000
          
          
            Vanguard Total Stock Market Index Fund
            N/A
            N/A
            HJ2RZRUQEVF2A5SPRB21
            
            787903.05000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            871866.75999999
          
          
            Vanguard 500 Index Fund
            N/A
            N/A
            12WZ1W76P8QD4VJ6OB47
            
            1882243.88000000
          
        
        1503346577.49999995
        N
        4967579167.93833350
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD GLOBAL WELLINGTON FUND
        S000059219
        549300Y38E1J10OK3R04
        N
        2
        0
        0
        
          
          
        
        N/A
        N
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        7986191.19000000
        29585.02000000
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 17a-7 (17 CFR 270.17a-7)
        
        N
        N
        N
        N
        
          
            Wellington Management Company LLP
            801-15908
            000106595
            549300YHP12TEZNLCX41
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
        
        N
        
          
            UniCredit Bank Austria AG
            D1HEB8VEU6D9M8ZUXG17
            AT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            HSBC France Athens Branch
            MP6I5ZYZBEU3UXPYFY54
            GR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            DK
            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)
          
          
            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)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            NO
            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)
          
          
            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))
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            FI
            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)
          
          
            JPMorgan Chase Bank NA
            7H6GLXDRUGQFU57RNE97
            AU
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            JP Morgan Bank Luxembourg SA
            7W1GMC6J4KGLBBUSYP52
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            SE
            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)
          
          
            Standard Chartered Bank Korea Limited
            NUXTG47HHHM1K2L0SG39
            KR
            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)
          
          
            JP Morgan Bank Luxembourg SA
            7W1GMC6J4KGLBBUSYP52
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            JPMorgan Chase Bank NA
            7H6GLXDRUGQFU57RNE97
            TW
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Euroclear
            549300OZ46BRLZ8Y6F65
            BE
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            JP Morgan Bank Luxembourg SA
            7W1GMC6J4KGLBBUSYP52
            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)
          
          
            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)
          
          
            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
        
          
            JPMorgan Chase Bank, N.A.
            7H6GLXDRUGQFU57RNE97
            
            N
            Y
          
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        Y
        
          
            UBS AG
            N/A
            N/A
            BFM8T61CT2L1QCEMIK50
            CH
            6437.33999999
          
          
            Merrill Lynch International
            N/A
            000162416
            GGDZP1UYGU9STUHRDP48
            GB
            10110.36000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            26218.80999999
          
          
            RBC Capital Markets, LLC
            008-45411
            000031194
            549300LCO2FLSSVFFR64
            
            5632.13999999
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            5458.39999999
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            5816.68000000
          
          
            JEFFERIES INTERNATIONAL LIMITED
            N/A
            N/A
            S5THZMDUJCTQZBTRVI98
            GB
            2729.30000000
          
          
            Merrill Lynch, Pierce, Fenner & Smith Inc.
            008-07221
            000007691
            8NAV47T0Y26Q87Y0QP81
            
            2836.34000000
          
          
            BTIG, LLC
            008-65473
            000122225
            549300GTG9PL6WO3EC51
            
            2912.58000000
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            5646.61999997
          
        
        115415.50999988
        
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            734377756.93000007
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            160106686.92000004
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            41384392.86999998
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            104878821.22999995
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            121144193.55000003
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            320487100.75999990
          
          
            Deutsche Bank Securities Inc.
            008-17822
            000002525
            9J6MBOOO7BECTDTUZW19
            
            67407450.85000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            179867140.24000003
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            298749247.49999997
          
          
            Credit Suisse AG, New York Branch
            N/A
            N/A
            549300D0YARF5HYP1809
            
            65926388.22999999
          
        
        2467998082.20999978
        Y
        1554356695.22583320
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
        N
      
      
        VANGUARD COMMUNICATION SERVICES INDEX FUND
        S000004443
        G72911VLR8K3DTWYSX34
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.05957000
            -0.08014000
            0.10559600
            0.10582655
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Cash collateral reinvestment fee
          Administrative fee
        
        15501987.78999999
        504042.29000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            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))
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            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)
          
          
            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
            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)
          
          
            Skandinaviska Enskilda Banken AB (publ)
            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)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            BE
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            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
          
        
        Y
        
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            10150.42000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            39.06000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            4981.51999999
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            4631.80000000
          
          
            Instinet, LLC
            008-23669
            000007897
            549300MGMN3RKMU8FT57
            
            213.24000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            963.57000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            1986.41000000
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            2865.90000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            651.96000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            11106.85000000
          
        
        37624.83999999
        
          
            Vanguard Global Stock Index Fund
            N/A
            N/A
            L612HZMU8V64SMUJWS40
            IE
            4250525.98000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            67682.00000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            826280.00000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            6931354.00000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            856333041.20999999
          
          
            Vanguard Global Small-Cap Index Fund
            N/A
            N/A
            QS6WHLCJOJSYY4PYNF72
            IE
            776037.72999999
          
          
            Vanguard Information Technology Index Fund
            N/A
            N/A
            J2NTZGJBERBYMUMBIE74
            
            185361.60000000
          
          
            Vanguard Growth Portfolio
            N/A
            N/A
            8GPO0HVVK2EH3X06HD40
            
            834711.56000000
          
        
        870204994.07999998
        N
        3714167884.25833270
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD UTILITIES INDEX FUND
        S000004445
        MIFVQH750RS2LCC6HJ52
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.00796000
            -0.11120999
            0.09449963
            0.09434837
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Cash collateral reinvestment fee
          Administrative fee
        
        774555.69000000
        3760.60000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
        
        N
        
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            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 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)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            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)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            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)
          
        
        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
          
        
        Y
        
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            2387.44000000
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            1099.63000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            3132.78000000
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            835.19999999
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            11775.23999999
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            25681.62999999
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            1457.14000000
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            528.26000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            4009.34999999
          
          
            RBC Capital Markets, LLC
            008-45411
            000031194
            549300LCO2FLSSVFFR64
            
            325.30000000
          
        
        51537.70999996
        
          
            Vanguard Extended Market Index Fund
            N/A
            N/A
            NKRB5RF4FYYMQPL0SY31
            
            15974449.26000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            133652.56000000
          
          
            Vanguard Global Small-Cap Index Fund
            N/A
            N/A
            QS6WHLCJOJSYY4PYNF72
            IE
            170988.78000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            899786207.87000000
          
        
        916065298.47000000
        N
        5943064464.00000100
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD GLOBAL WELLESLEY INCOME FUND
        S000059218
        549300H6U6518MSWEQ81
        N
        2
        0
        0
        
          
          
        
        N/A
        N
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        867775.16000000
        8415.91000000
        
          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
        
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
        
        N
        
          
            JPMorgan Chase Bank NA
            7H6GLXDRUGQFU57RNE97
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            FI
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            NO
            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)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            SE
            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)
          
          
            JP Morgan Bank Luxembourg SA
            7W1GMC6J4KGLBBUSYP52
            NL
            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)
          
          
            JP Morgan Bank Luxembourg SA
            7W1GMC6J4KGLBBUSYP52
            BE
            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)
          
          
            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)
          
          
            Nordea Bank Abp
            529900ODI3047E2LIV03
            DK
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            JP Morgan Bank Luxembourg SA
            7W1GMC6J4KGLBBUSYP52
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            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)
          
          
            HSBC France Athens Branch
            MP6I5ZYZBEU3UXPYFY54
            GR
            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)
          
          
            UBS Switzerland AG
            549300WOIFUSNYH0FL22
            CH
            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)
          
        
        N
        
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
          
            JPMorgan Chase Bank, N.A.
            7H6GLXDRUGQFU57RNE97
            
            N
            Y
          
        
        Y
        
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            833.74000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            11025.76999999
          
          
            UBS AG
            N/A
            N/A
            BFM8T61CT2L1QCEMIK50
            CH
            599.50000000
          
          
            CITIGROUP GLOBAL MARKETS LIMITED
            N/A
            N/A
            XKZZ2JZF41MRHTR1V493
            GB
            647.00000000
          
          
            Exane
            N/A
            N/A
            969500UP76J52A9OXU27
            FR
            1253.81000000
          
          
            LIQUIDNET ASIA LIMITED
            N/A
            N/A
            213800KFOC5OSG8VW527
            HK
            544.91999999
          
          
            Merrill Lynch International
            N/A
            000162416
            GGDZP1UYGU9STUHRDP48
            GB
            999.04000000
          
          
            Joh. Berenberg, Gossler & Co. KG
            N/A
            N/A
            529900UC2OD7II24Z667
            DE
            1592.32000000
          
          
            Raymond James & Associates, Inc.
            008-10999
            000000705
            U4ONQX15J3RO8XCKE979
            
            969.24000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            2704.82000000
          
        
        25956.42999993
        
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            179963591.07999978
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            168271018.18000009
          
          
            Credit Suisse AG, New York Branch
            N/A
            N/A
            549300D0YARF5HYP1809
            
            40161591.10000005
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            24591307.80999998
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            60859634.20000006
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            353104725.06000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            89320023.56000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            75231017.01999995
          
          
            Deutsche Bank Securities Inc.
            008-17822
            000002525
            9J6MBOOO7BECTDTUZW19
            
            53084488.98000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            99122101.84999999
          
        
        1346206318.03999976
        Y
        517471520.54750007
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
        N
      
      
        VANGUARD ESG U.S. CORPORATE BOND ETF
        S000069584
        5493004BZ12544NU7V76
        Y
        1
        1
        0
        
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.01945258
            -0.09467164
            0.91606347
            0.93728781
          
        
        N
        N
        N
        N
        N/A
        N/A
        N/A
        
          Rule 6c-11 (17 CFR 270.6c-11)
          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
        
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            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
        
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            6.00000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            59.61000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            144.03000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            63.15000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            64.83000000
          
        
        337.62000000
        
          
            MarketAxess Corporation
            008-50727
            000044542
            GPSMMRI21JE7ZCVYF972
            
            2223623.25999999
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            2977306.14000000
          
          
            Deutsche Bank Securities Inc.
            008-17822
            000002525
            9J6MBOOO7BECTDTUZW19
            
            3029662.78000000
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            1898033.00999999
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            4389894.72000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            12419347.20999999
          
          
            Merrill Lynch, Pierce, Fenner & Smith Inc.
            008-07221
            000007691
            8NAV47T0Y26Q87Y0QP81
            
            5440314.89999999
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            8619902.44000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            10487931.95999998
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            13952526.31999999
          
        
        75683265.27999987
        N
        123081979.84666668
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD ESG U.S. STOCK ETF
        S000063075
        549300F0CKEP8O0RFZ32
        N
        1
        0
        0
        
          
        
        
          Exchange-Traded Fund
          
            N
            N
            -0.00347000
            -0.16231000
            0.10204641
            0.10229757
          
        
        N
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        947512.39000000
        71553.94000000
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 17a-7 (17 CFR 270.17a-7)
          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
        
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            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
        
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            4178.81999999
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            3791.04000000
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            1710.31999999
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            1749.87999999
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            3947.64000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            1039.04999999
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            622.34999999
          
          
            Cantor Fitzgerald & Co.
            008-00201
            000000134
            5493004J7H4GCPG6OB62
            
            5750.77999999
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            1098.74999999
          
          
            Mizuho Securities USA Inc
            008-37710
            000019647
            5493004GRDTUI7EMIZ82
            
            958.19999999
          
        
        26154.99999988
        
          
            Vanguard 500 Index Fund
            N/A
            N/A
            12WZ1W76P8QD4VJ6OB47
            
            13194640.68000000
          
          
            Vanguard Small-Cap Index Fund
            N/A
            N/A
            HZKQM2YGJWB4I8NIZL49
            
            13302206.77000000
          
          
            Vanguard Small-Cap Value Index Fund
            N/A
            N/A
            IYAYRN9IGNRICDXDWU21
            
            5897357.35000000
          
          
            Vanguard Small-Cap Growth Index Fund
            N/A
            N/A
            UWJDRZIFJ6DZX3P2T284
            
            8942219.13999999
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            163952959.43000001
          
          
            Vanguard High Dividend Yield Index Fund
            N/A
            N/A
            TR5F4U3Y3DQVBW8TQD97
            
            3713984.16000000
          
          
            Vanguard Extended Market Index Fund
            N/A
            N/A
            NKRB5RF4FYYMQPL0SY31
            
            28567450.17999998
          
          
            Vanguard Growth Portfolio
            N/A
            N/A
            8GPO0HVVK2EH3X06HD40
            
            4312903.91000000
          
          
            Vanguard Mid-Cap Index Fund
            N/A
            N/A
            F7RXEPKL33W3OZ8V3S02
            
            8453408.67999999
          
          
            Vanguard Total Stock Market Index Fund
            N/A
            N/A
            HJ2RZRUQEVF2A5SPRB21
            
            16583612.34000000
          
        
        295097107.07999981
        N
        3649220128.59583330
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              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
            
          
        
        
          Cash collateral reinvestment fee
          Administrative fee
          Revenue sharing split
        
        356885026.99000001
        21231725.07000000
        
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            Baillie Gifford Overseas Ltd
            801-21051
            000110296
            549300OJXEENXLO4FW52
            GB
            N
          
          
            Schroder Investment Management North America Inc.
            801-15834
            000105820
            5493003P29LAPF3HFV10
            GB
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            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
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            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)
          
          
            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)
          
          
            BNP Paribas Securities Services, Athens
            549300WCGB70D06XZS54
            GR
            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)
          
          
            DBS Bank Ltd, Singapore
            ATUEL7OJR5057F2PV266
            SG
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Euroclear Belgium
            549300OZ46BRLZ8Y6F65
            BE
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            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)
          
          
            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
          
        
        Y
        
          
            J.P. Morgan Securities PLC
            N/A
            N/A
            K6Q0W1PS1L1O4IQL9C32
            GB
            439443.69000000
          
          
            Merrill Lynch International
            N/A
            000162416
            GGDZP1UYGU9STUHRDP48
            GB
            1057343.58000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            743968.54000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            594914.91999999
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            551892.45000000
          
          
            Morgan Stanley & Co. International PLC
            N/A
            N/A
            4PQUHN3JPFGFNF3BB653
            GB
            728513.96999999
          
          
            CL SECURITIES TAIWAN COMPANY LIMITED
            N/A
            N/A
            213800ADSXO8W8ECIP07
            TW
            560504.67999999
          
          
            UBS AG
            N/A
            N/A
            BFM8T61CT2L1QCEMIK50
            CH
            918924.82000000
          
          
            Credit Suisse Securities (Europe) Limited
            N/A
            N/A
            DL6FFRRLF74S01HE2M14
            GB
            887459.62999999
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            782622.32000000
          
        
        13388129.97999975
        
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            1543597821.39999897
          
          
            Morgan Stanley & Co. International PLC
            N/A
            N/A
            4PQUHN3JPFGFNF3BB653
            GB
            863358325.84000039
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            1062639914.54000000
          
          
            Merrill Lynch International
            N/A
            000162416
            GGDZP1UYGU9STUHRDP48
            GB
            1428853452.57000020
          
          
            Credit Suisse Securities (Europe) Limited
            N/A
            N/A
            DL6FFRRLF74S01HE2M14
            GB
            1093644753.40000010
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            5752618741.42999940
          
          
            Pershing Securities Limited
            N/A
            N/A
            549300NC3GURN0AEZU06
            GB
            1869950775.86999890
          
          
            J.P. Morgan Securities PLC
            N/A
            N/A
            K6Q0W1PS1L1O4IQL9C32
            GB
            962390911.11000001
          
          
            UBS AG
            N/A
            N/A
            BFM8T61CT2L1QCEMIK50
            CH
            3323407864.36000010
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            40208623691.15999700
          
        
        68802786490.79999493
        Y
        67759010980.98833500
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
        N
      
      
        VANGUARD MEGA CAP GROWTH INDEX FUND
        S000019700
        RM8BENNF3HWR72TA0009
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.01691999
            -0.05949000
            0.01613218
            0.01613440
          
        
        N
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        5404723.65000000
        44527.85000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            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
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            N
            Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            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)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Euroclear
            549300OZ46BRLZ8Y6F65
            BE
            N
            Y
            Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            BE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Skandinaviska Enskilda Banken AB (publ)
            F3JS33DEI6XQ4ZBPTN86
            SE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            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
            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
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            Y
          
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        Y
        
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            5592.05999999
          
          
            RBC Capital Markets, LLC
            008-45411
            000031194
            549300LCO2FLSSVFFR64
            
            582.31000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            9884.26999999
          
          
            Sanford C. Bernstein & Co., LLC
            008-52942
            000104474
            549300I7JYZHT7D5CO04
            
            121.82000000
          
          
            Wells Fargo Securities, LLC
            008-22947
            000007665
            VYVVCKR63DVZZN70PB21
            
            1184.96000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            675.08999999
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            8119.93999999
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            4569.31999999
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            281.84999999
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            2229.73999999
          
        
        33584.69999991
        
          
            Vanguard Mid-Cap Index Fund
            N/A
            N/A
            F7RXEPKL33W3OZ8V3S02
            
            116765687.00000000
          
          
            Vanguard Mid-Cap Growth Fund
            N/A
            N/A
            M6JWDO0S7R5FNUM8T614
            
            62234765.43000001
          
          
            Vanguard Mid-Cap Value Index Fund
            N/A
            N/A
            Q4QUKKUM8YYJ562GIO45
            
            22836897.35000000
          
          
            Vanguard 500 Index Fund
            N/A
            N/A
            12WZ1W76P8QD4VJ6OB47
            
            34745239.85999999
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            504670573.15000001
          
          
            Vanguard Mega Cap Value Index Fund
            N/A
            N/A
            V3ER6F2H43KWH31ZJ168
            
            29956528.31999999
          
          
            Vanguard Mid-Cap Index Portfolio
            N/A
            N/A
            FU4G3B84SVW07HHVW178
            
            26356028.97000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            47140866.18999999
          
          
            Vanguard Total Stock Market Index Fund
            N/A
            N/A
            HJ2RZRUQEVF2A5SPRB21
            
            65479958.64999997
          
          
            Vanguard Value Index Fund
            N/A
            N/A
            HH8Q33B0J5YWPPIGZP55
            
            246853988.59999996
          
        
        1200177372.43999985
        N
        10464643805.71499800
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD FINANCIALS INDEX FUND
        S000004449
        G1LHPY5HPCPGWBXV0P88
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.07110999
            -0.08715999
            0.32577342
            0.32569618
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Cash collateral reinvestment fee
          Administrative fee
        
        8545960.91999999
        421485.76000000
        
          Rule 17a-7 (17 CFR 270.17a-7)
          Rule 32a-4 (17 CFR 270.32a-4)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            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)
          
          
            Skandinaviska Enskilda Banken AB (publ)
            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, United Kingdom Branch
            213800YAZLPV26WFM449
            GB
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            BE
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            IT
            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
          
        
        Y
        
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            10511.88000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            3495.22000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            3927.83000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            11306.01000000
          
          
            Mizuho Securities USA Inc
            008-37710
            000019647
            5493004GRDTUI7EMIZ82
            
            5518.39000000
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            580.42999999
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            906.26999999
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            935.64000000
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            4414.08999999
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            520.49000000
          
        
        42635.46999996
        
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            78736.55000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            5685330.16999999
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            2313571.50000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            1169534988.99000001
          
          
            Vanguard Consumer Discretionary Index Fund
            N/A
            N/A
            NH4EW5X2H2SQ04NCCD83
            
            5330199.96000000
          
          
            Vanguard High Dividend Yield Index Fund
            N/A
            N/A
            TR5F4U3Y3DQVBW8TQD97
            
            683720.64000000
          
          
            Vanguard Global Small-Cap Index Fund
            N/A
            N/A
            QS6WHLCJOJSYY4PYNF72
            IE
            1119977.03000000
          
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            282542.82000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            409799.55000000
          
          
            Vanguard Global Stock Index Fund
            N/A
            N/A
            L612HZMU8V64SMUJWS40
            IE
            695652.49000000
          
        
        1186305962.80999999
        N
        9312443280.90666580
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD INDUSTRIALS INDEX FUND
        S000004451
        ZWVBKU0Z64JJIRHWJR93
        N
        2
        0
        0
        
          
          
        
        
          Exchange-Traded Fund
          
            N
            N
            0.02118999
            -0.11619000
            0.08481939
            0.08517924
          
        
        Y
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        8884228.85999999
        269810.28000000
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 17a-7 (17 CFR 270.17a-7)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Refinitiv US LLC
            20-4530702
            TIN
            
            N
          
          
            ITG Analytics Inc
            41-2190282
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            ICE Data Pricing and Refernce Data LLC
            13-36687789
            TIN
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            N
          
        
        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)
          
          
            Deutsche Bank AG, Netherlands
            7LTWFZYICNSX8D621K86
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            NL
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Credit Suisse (Switzerland) Limited
            549300CWR0W0BCS9Q144
            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)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            FR
            N
            Y
            Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            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)
          
          
            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)
          
          
            BNP Paribas Securities Services, S.C.A.
            549300WCGB70D06XZS54
            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)
          
          
            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
        
          
            State Street Bank and Trust Company
            571474TGEMMWANRLN572
            
            N
            Y
          
          
            THE VANGUARD GROUP, INC.
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        Y
        
          
            Credit Suisse Securities (USA) LLC
            008-00422
            000000816
            1V8Y6QCX6YMJ2OELII46
            
            3143.59000000
          
          
            BARCLAYS CAPITAL INC.
            008-41342
            000019714
            AC28XWWI3WIBK2824319
            
            28.56000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            4477.33000000
          
          
            Jefferies LLC
            008-15074
            000002347
            58PU97L1C0WSRCWADL48
            
            52.23999999
          
          
            Mizuho Securities USA Inc
            008-37710
            000019647
            5493004GRDTUI7EMIZ82
            
            6091.36000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            1648.99000000
          
          
            J.P. Morgan Securities LLC
            008-35008
            000000079
            ZBUT11V806EZRVTWT807
            
            2974.98000000
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            3836.83999999
          
          
            VIRTU ITG LLC
            008-44218
            000029299
            549300S41SMIODVIT266
            
            96.66000000
          
          
            Citigroup Global Markets Inc.
            008-08177
            000007059
            MBNUM2BPBDO7JBLYG310
            
            300.85000000
          
        
        22654.59999998
        
          
            Vanguard Materials Index Fund
            N/A
            N/A
            Q9XZSLKCKK5RO4CDT154
            
            2189240.00000000
          
          
            Vanguard Energy Index Fund
            N/A
            N/A
            K1IYN1TLOMXFPU04B446
            
            1084944.02000000
          
          
            Vanguard Global Small-Cap Index Fund
            N/A
            N/A
            QS6WHLCJOJSYY4PYNF72
            IE
            2056168.74000000
          
          
            Vanguard Market Liquidity Fund
            N/A
            N/A
            1I6HV0TLSTR3A4XQ6L78
            
            686587989.81000000
          
          
            Vanguard Small-Cap Index Fund
            N/A
            N/A
            HZKQM2YGJWB4I8NIZL49
            
            4790506.41000000
          
          
            BOFA SECURITIES, INC.
            008-69787
            000283942
            549300HN4UKV1E2R3U73
            
            611730.00000000
          
          
            Vanguard Real Estate Index Fund
            N/A
            N/A
            B1HNOZOSPCLXHIVBEI82
            
            789785.90000000
          
          
            Vanguard Information Technology Index Fund
            N/A
            N/A
            J2NTZGJBERBYMUMBIE74
            
            2258520.81999999
          
          
            Goldman Sachs & Co. LLC
            008-00129
            000000361
            FOR8UP27PHTHYVLBNG30
            
            1589657.25000000
          
          
            Morgan Stanley & Co. LLC
            008-15869
            000008209
            9R7GPTSO7KV3UQJZQ078
            
            1061626.48000000
          
        
        704226164.20999999
        N
        4815396597.59416680
        
          
            
              Committed
              4300000000.00000000
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
                
              
              N
            
          
        
        N
        N
      
      
        VANGUARD FTSE SOCIAL INDEX FUND
        S000004440
        4HGXJ5Q3ZDGC3ZPH3C41
        N
        2
        0
        0
        
          
          
        
        
          
            N
            N
            0.03221999
            -0.12504000
            0.24847105
            0.24857848
          
        
        N
        N
        Y
        
          N
          N
        
        
          
            The Vanguard Group, Inc.
            5493002789CX3L0CJP65
            Y
            N
          
        
        
          Administrative fee
          Cash collateral reinvestment fee
        
        4692520.88000000
        100991.82000000
        
          Rule 32a-4 (17 CFR 270.32a-4)
          Rule 17a-7 (17 CFR 270.17a-7)
        
        N
        N
        N
        N
        
          
            The Vanguard Group, Inc.
            801-11953
            000105958
            5493002789CX3L0CJP65
            
            N
          
        
        
          
            THE VANGUARD GROUP, INC.
            084-00772
            5493002789CX3L0CJP65
            
            Y
            N
          
        
        N
        
          
            Markit North America INC
            13-4153988
            TIN
            
            N
          
          
            Markit Group Limited
            549300HLPTRASHS0E726
            GB
            N
          
          
            Bloomberg Finance LP
            5493001KJTIIGC8Y1R12
            
            N
          
          
            JPMorgan Chase Bank
            7H6GLXDRUGQFU57RNE97
            
            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
        
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            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)
          
          
            Deutsche Bank AG
            7LTWFZYICNSX8D621K86
            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)
          
          
            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)
          
          
            Skandinaviska