| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
VANG-TB II-INV
|
3.54 bn | 320.27 mm shares | 36.57 | Common equity | Long | USA |
| VBR Vanguard Small Cap Value Index Fund | 1.68 bn | 14.31 mm shares | 17.39 | Common equity | Long | USA |
| Vanguard Malvern Funds | 1.62 bn | 63.01 mm shares | 16.76 | Common equity | Long | USA |
|
VANG-TTL INT-ADM
|
1.56 bn | 78.24 mm shares | 16.09 | Common equity | Long | USA |
| VGSTX Vanguard STAR Fund | 1.16 bn | 56.79 mm shares | 12.00 | Common equity | Long | USA |
| Vanguard Market Liquidity Fund | 92.37 mm | 923.77 k shares | 0.95 | Short-term investment vehicle | Long | USA |
| S&P500 EMINI FUT Mar22 | 1.02 mm | 205.00 contracts | 0.01 | Equity derivative | N/A | N/A |
| US 10YR NOTE (CBT)Mar22 | 167.75 k | 481.00 contracts | 0.00 | Interest rate derivative | N/A | N/A |
