| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| VBR Vanguard Small Cap Value Index Fund | 18.57 bn | 157.95 mm shares | 33.89 | Common equity | Long | USA |
|
VANG-TB II-INV
|
14.91 bn | 1.35 bn shares | 27.21 | Common equity | Long | USA |
| VGSTX Vanguard STAR Fund | 12.67 bn | 619.79 mm shares | 23.13 | Common equity | Long | USA |
|
VANG-TTL INT-ADM
|
6.66 bn | 334.46 mm shares | 12.15 | Common equity | Long | USA |
| Vanguard Malvern Funds | 1.28 bn | 49.55 mm shares | 2.33 | Common equity | Long | USA |
| Vanguard Market Liquidity Fund | 525.81 mm | 5.26 mm shares | 0.96 | Short-term investment vehicle | Long | USA |
| S&P500 EMINI FUT Mar22 | 4.42 mm | 1.37 k contracts | 0.01 | Equity derivative | N/A | N/A |
| US 10YR NOTE (CBT)Mar22 | 970.28 k | 2.64 k contracts | 0.00 | Interest rate derivative | N/A | N/A |
