| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
VANG-TB II-INV
|
3.80 bn | 343.67 mm shares | 35.71 | Common equity | Long | USA |
| VBR Vanguard Small Cap Value Index Fund | 1.93 bn | 16.45 mm shares | 18.19 | Common equity | Long | USA |
|
VANG-TTL INT-ADM
|
1.72 bn | 86.47 mm shares | 16.18 | Common equity | Long | USA |
| Vanguard Malvern Funds | 1.70 bn | 66.00 mm shares | 15.98 | Common equity | Long | USA |
| VGSTX Vanguard STAR Fund | 1.34 bn | 65.69 mm shares | 12.63 | Common equity | Long | USA |
| Vanguard Market Liquidity Fund | 110.36 mm | 1.10 mm shares | 1.04 | Short-term investment vehicle | Long | USA |
| S&P500 EMINI FUT Mar22 | 1.00 mm | 264.00 contracts | 0.01 | Equity derivative | N/A | N/A |
| US 10YR NOTE (CBT)Mar22 | 203.06 k | 527.00 contracts | 0.00 | Interest rate derivative | N/A | N/A |
