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Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 96139986.98999999 NATWEST MARKETS SECURITIES INC. 008-37135 000011707 ZE2ZWJ5BTIQJ8M0C6K34 47945103.39999999 1254998257.03000009 N 2573421558.88916680 Committed 4300000000.00000000 N N N VANGUARD ESG INTERNATIONAL STOCK ETF S000063074 Y 100000.00000000 0.23073712 0.20199797 0.76926287 0.20199797 0.00000000 0.00000000 1.00000000 0.00000000 7741.93548387 0.00000000 0.27434299 7741.93548387 0.00000000 0.27434299 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD MATERIALS INDEX FUND S000004441 N 25000.00000000 0.01074498 0.09774062 0.98925501 0.09774062 0.00949987 0.06186585 0.99050012 0.06186585 198.07692307 0.00000000 0.00000000 133.33333333 0.00000000 0.00000000 195.45454545 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD CONSUMER DISCRETIONARY INDEX FUND S000004446 N 25000.00000000 0.00657028 0.07979517 0.99342971 0.07979517 0.01729342 0.06100152 0.98270657 0.06100152 447.11538461 0.00000000 0.00000000 420.00000000 0.00000000 0.00000000 391.93548387 0.00000000 0.00000000 450.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP VALUE INDEX FUND S000019699 N 25000.00000000 0.07816611 0.26751224 0.92183388 0.26751224 -0.03731099 0.06829938 1.03731099 0.06829938 230.58252427 0.00000000 0.00000000 101.85185185 0.00000000 0.00000000 183.03571428 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP INDEX FUND S000019698 N 25000.00000000 0.10328119 0.30269101 0.89671880 0.30269101 0.12785006 0.19905945 0.87214993 0.19905945 359.09090909 0.00000000 0.00000000 220.00000000 0.00000000 0.00000000 270.58823529 0.00000000 0.00000000 400.00000000 0.00000000 0.00000000 N VANGUARD INFORMATION TECHNOLOGY INDEX FUND S000004452 N 25000.00000000 0.03857097 0.18961377 0.96142902 0.18961377 0.00252211 0.02710670 0.99747788 0.02710670 481.30841121 0.00000000 0.00000000 391.89189189 0.00000000 0.00000000 482.75862068 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD HEALTH CARE INDEX FUND S000004450 N 25000.00000000 0.03439039 0.18128156 0.96560960 0.18128156 0.00848953 0.03566370 0.99151046 0.03566370 531.27659574 0.00000000 0.00000000 450.00000000 0.00000000 0.00000000 492.44186046 0.00000000 0.00000000 550.00000000 0.00000000 0.00000000 N VANGUARD CONSUMER STAPLES INDEX FUND S000004447 N 25000.00000000 0.06506048 0.24637829 0.93493951 0.24637829 0.00416879 0.02422981 0.99583120 0.02422981 140.25974025 0.00000000 0.00000000 25.00000000 0.00000000 0.00000000 143.57142857 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 N VANGUARD ENERGY INDEX FUND S000004448 N 25000.00000000 0.16086045 0.36674645 0.83913954 0.36674645 0.00170894 0.01331143 0.99829105 0.01331143 167.92452830 0.00000000 0.00000000 55.31914893 0.00000000 0.00000000 198.41269841 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N VANGUARD COMMUNICATION SERVICES INDEX FUND S000004443 N 25000.00000000 0.06154821 0.23992013 0.93845178 0.23992013 -0.00107125 0.03138331 1.00107125 0.03138331 140.79754601 0.00000000 0.00000000 61.76470588 0.00000000 0.00000000 141.17647058 0.00000000 0.00000000 150.00000000 0.00000000 0.00000000 N VANGUARD UTILITIES INDEX FUND S000004445 N 25000.00000000 0.02821404 0.16037989 0.97178595 0.16037989 0.00338037 0.02698214 0.99661962 0.02698214 73.01324503 0.00000000 0.00000000 66.17647058 0.00000000 0.00000000 74.36440677 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 N VANGUARD ESG U.S. CORPORATE BOND ETF S000069584 Y 100000.00000000 0.00716738 0.00693405 0.99283261 0.00693405 0.00000000 0.00000000 1.00000000 0.00000000 100.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N VANGUARD ESG U.S. STOCK ETF S000063075 N 25000.00000000 0.08318059 0.27505086 0.91681940 0.27505086 0.01346286 0.03757081 0.98653713 0.03757081 1467.88990825 0.00000000 0.00000000 1120.00000000 0.00000000 0.00000000 1400.00000000 0.00000000 0.00000000 1600.00000000 0.00000000 0.00000000 N VANGUARD MEGA CAP GROWTH INDEX FUND S000019700 N 25000.00000000 0.07650955 0.26492372 0.92349044 0.26492372 -0.00100149 0.02098411 1.00100149 0.02098411 184.79532163 0.00000000 0.00000000 55.55555555 0.00000000 0.00000000 182.95454545 0.00000000 0.00000000 200.00000000 0.00000000 0.00000000 N VANGUARD FINANCIALS INDEX FUND S000004449 N 25000.00000000 0.08528150 0.27735471 0.91471849 0.27735471 0.00626190 0.01633786 0.99373809 0.01633786 549.49494949 0.00000000 0.00000000 433.33333333 0.00000000 0.00000000 593.54838709 0.00000000 0.00000000 600.00000000 0.00000000 0.00000000 N VANGUARD INDUSTRIALS INDEX FUND S000004451 N 25000.00000000 0.02023809 0.13996668 0.97976190 0.13996668 0.01489814 0.10001067 0.98510185 0.10001067 490.00000000 0.00000000 0.00000000 475.90361445 0.00000000 0.00000000 471.42857142 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 N VANGUARD EXTENDED DURATION TREASURY INDEX FUND S000018789 Y 25000.00000000 0.06090555 0.23477559 0.93909444 0.23477559 0.00242023 0.00190014 0.99757976 0.00190014 70.58823529 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 75.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 N true