N-MFP2 0000857490 XXXXXXXX 2021-12-31 0000857490 0NONMH8REY0TF2TI6Z60 S000004391 1 N N 033-32216 The Vanguard Group, Inc. 801-11953 PRICEWATERHOUSECOOPERS LLC Philadelphia PA The Vanguard Group, Inc. The Vanguard Group, Inc. 0000735286 084-00772 N N N Exempt Government Government/Agency N 45 86 495446789.93 543533515.00 535091508.46 534271599.39 495332797.97 681666920.58 746721378.54 753777878.08 758841507.48 799169460.96 0.4451 0.4804 0.4846 0.4839 0.4421 0.6124 0.6600 0.6827 0.6873 0.7134 1348.13 1119037311.36 1118988969.24 1221011.59 21645117.81 1098566211.15 1098130643.9500 1.0000 0.0008 1.0004 1.0004 1.0005 1.0004 1.0004 C000012147 5000.00 1098566211.15 1098130643.9500 1.0004 1.0004 1.0005 1.0004 1.0004 1226489.48 13447468.58 4237958.08 1929006.37 877257.46 7071600.35 3772166.93 4089272.76 9684172.61 4897438.64 18819955.42 20488603.32 0.0001 Y The Vanguard Group, Inc. and the board of trustees agreed to temporarily limit certain net operating expenses in excess of the fund's daily yield to maintain a zero or positive yield for the fund. Net operating expenses were reduced by $ 83853.52 FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.190000% 3130AJVX4 2549001DPIFGXC1TOL40 US3130AJVX42 U.S. Government Agency Debt Y 2022-01-01 2022-08-03 2022-08-03 N N N 0.0006 3002214.00 3002214.00 0.0027 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.145000% 3130AJW96 2549001DPIFGXC1TOL40 US3130AJW960 U.S. Government Agency Debt Y 2022-01-01 2022-01-28 2022-01-28 N N N 0.0005 1000067.00 1000067.00 0.0009 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.110000% 3130AJXV6 2549001DPIFGXC1TOL40 US3130AJXV67 U.S. Government Agency Debt Y 2022-01-01 2022-02-11 2022-02-11 N N N 0.0005 3000195.00 3000195.00 0.0027 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.140000% 3130AK4Q6 2549001DPIFGXC1TOL40 US3130AK4Q60 U.S. Government Agency Debt Y 2022-01-01 2022-09-08 2022-09-08 N N N 0.0007 750367.50 750367.50 0.0007 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.110000% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 U.S. Government Agency Debt Y 2022-01-01 2022-12-08 2022-12-08 N N N 0.0008 4751615.00 4751615.00 0.0043 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.110000% 3130AKKN5 2549001DPIFGXC1TOL40 US3130AKKN51 U.S. Government Agency Debt Y 2022-01-01 2022-12-16 2022-12-16 N N N 0.0007 1100382.80 1100382.80 0.0010 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.085000% 3130AMMK5 2549001DPIFGXC1TOL40 US3130AMMK50 U.S. Government Agency Debt Y 2022-01-01 2023-05-19 2023-05-19 N N N 0.0009 1019939.82 1019939.82 0.0009 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.050000% 3130APTW5 2549001DPIFGXC1TOL40 US3130APTW56 U.S. Government Agency Debt Y 2022-02-14 2022-02-14 2022-02-14 N N N 0.0012 1999838.00 1999838.00 0.0018 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.050000% 3130APTX3 2549001DPIFGXC1TOL40 US3130APTX30 U.S. Government Agency Debt Y 2022-02-14 2022-02-14 2022-02-14 N N N 0.0012 1999838.00 1999838.00 0.0018 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.050000% 3130APTY1 2549001DPIFGXC1TOL40 US3130APTY13 U.S. Government Agency Debt Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0012 3999660.00 3999660.00 0.0036 N N N N FEDERAL FARM CREDIT DISCOUNT NOTES Federal Farm Credit Discount Notes 0.000000% 313313RH3 US313313RH35 U.S. Government Agency Debt Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0004 799999.20 799999.20 0.0007 N Y Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385RZ1 2549001DPIFGXC1TOL40 US313385RZ10 U.S. Government Agency Debt Y 2022-01-19 2022-01-19 2022-01-19 N N N 0.0003 22938701.79 22938701.79 0.0209 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385SB3 2549001DPIFGXC1TOL40 US313385SB33 U.S. Government Agency Debt Y 2022-01-21 2022-01-21 2022-01-21 N N N 0.0003 2422963.66 2422963.66 0.0022 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385SG2 2549001DPIFGXC1TOL40 US313385SG20 U.S. Government Agency Debt Y 2022-01-26 2022-01-26 2022-01-26 N N N 0.0003 8970829.55 8970829.55 0.0082 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385SJ6 2549001DPIFGXC1TOL40 US313385SJ68 U.S. Government Agency Debt Y 2022-01-28 2022-01-28 2022-01-28 N N N 0.0003 2311951.45 2311951.45 0.0021 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385SP2 2549001DPIFGXC1TOL40 US313385SP29 U.S. Government Agency Debt Y 2022-02-02 2022-02-02 2022-02-02 N N N 0.0004 4339856.78 4339856.78 0.0040 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385TD8 2549001DPIFGXC1TOL40 US313385TD89 U.S. Government Agency Debt Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0004 6948659.50 6948659.50 0.0063 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385TF3 2549001DPIFGXC1TOL40 US313385TF38 U.S. Government Agency Debt Y Fitch, Inc. N/A Moody's Investors Service, Inc. N/A Standard and Poor's Ratings Services N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0004 737962.36 737962.36 0.0007 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385TL0 2549001DPIFGXC1TOL40 US313385TL06 U.S. Government Agency Debt Y 2022-02-23 2022-02-23 2022-02-23 N N N 0.0004 471973.10 471973.10 0.0004 N N Y N FEDERAL HOME LOAN BANK DISCOUNT NOTES Federal Home Loan Bank Discount Notes 0.000000% 313385UK0 2549001DPIFGXC1TOL40 US313385UK04 U.S. Government Agency Debt Y 2022-03-18 2022-03-18 2022-03-18 N N N 0.0006 10127754.13 10127754.13 0.0092 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385YE0 2549001DPIFGXC1TOL40 US313385YE08 U.S. Government Agency Debt Y 2022-06-17 2022-06-17 2022-06-17 N N N 0.0016 7994128.00 7994128.00 0.0073 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 2.200000% 3133EH6X6 US3133EH6X61 U.S. Government Agency Debt Y 2022-01-12 2022-01-12 2022-01-12 N N N 0.0011 2251174.50 2251174.50 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.375018% 3133EKGP5 US3133EKGP58 U.S. Government Agency Debt Y 2022-01-01 2022-04-11 2022-04-11 N N N 0.0009 1576222.20 1576222.20 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.355018% 3133EKLN4 US3133EKLN46 U.S. Government Agency Debt Y 2022-01-01 2022-05-16 2022-05-16 N N N 0.0009 6095834.22 6095834.22 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.220000% 3133EKLP9 US3133EKLP93 U.S. Government Agency Debt Y 2022-01-01 2022-05-16 2022-05-16 N N N 0.0006 1000573.00 1000573.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.195000% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2022-01-01 2022-07-28 2022-07-28 N N N 0.0007 1000745.00 1000745.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.175018% 3133EL2G8 US3133EL2G84 U.S. Government Agency Debt Y 2022-01-01 2022-06-03 2022-06-03 N N N 0.0009 7092417.69 7092417.69 0.0065 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.120000% 3133EL3T9 US3133EL3T96 U.S. Government Agency Debt Y 2022-01-01 2022-08-11 2022-08-11 N N N 0.0006 1500507.00 1500507.00 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.155018% 3133EL4E1 US3133EL4E19 U.S. Government Agency Debt Y 2022-01-01 2022-08-01 2022-08-01 N N N 0.0010 2000646.00 2000646.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.150018% 3133EL5A8 US3133EL5A87 U.S. Government Agency Debt Y 2022-01-01 2022-05-25 2022-05-25 N N N 0.0010 2000428.00 2000428.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.155018% 3133EL6B5 US3133EL6B51 U.S. Government Agency Debt Y 2022-01-01 2022-09-02 2022-09-02 N N N 0.0010 1000381.00 1000381.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.130000% 3133EL6Q2 US3133EL6Q21 U.S. Government Agency Debt Y 2022-01-01 2022-03-10 2022-03-10 N N N 0.0005 1000147.00 1000147.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.440000% 3133ELCW2 US3133ELCW29 U.S. Government Agency Debt Y 2022-01-01 2022-12-12 2022-12-12 N N N 0.0010 10032980.00 10032980.00 0.0091 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.220000% 3133ELJ62 US3133ELJ621 U.S. Government Agency Debt Y 2022-01-01 2022-03-15 2022-03-15 N N N 0.0005 2921978.54 2921978.54 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 1.550000% 3133ELKN3 US3133ELKN38 U.S. Government Agency Debt Y 2022-01-28 2022-01-28 2022-01-28 N N N 0.0011 1096093.91 1096093.91 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.240000% 3133ELU28 US3133ELU289 U.S. Government Agency Debt Y 2022-01-01 2022-07-14 2022-07-14 N N N 0.0006 8007480.00 8007480.00 0.0073 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.055000% 3133EM3X8 US3133EM3X80 U.S. Government Agency Debt Y 2022-01-01 2022-09-30 2022-09-30 N N N 0.0007 999895.00 999895.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.055000% 3133EM6X5 US3133EM6X53 U.S. Government Agency Debt Y 2022-01-01 2022-10-05 2022-10-05 N N N 0.0007 999854.00 999854.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.135000% 3133EMCF7 US3133EMCF78 U.S. Government Agency Debt Y 2022-01-01 2022-10-07 2022-10-07 N N N 0.0007 1000468.00 1000468.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.130000% 3133EMDQ2 US3133EMDQ25 U.S. Government Agency Debt Y 2022-01-01 2022-10-14 2022-10-14 N N N 0.0007 1000440.00 1000440.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.095000% 3133EMHQ8 US3133EMHQ88 U.S. Government Agency Debt Y 2022-01-01 2022-08-25 2022-08-25 N N N 0.0006 1500295.50 1500295.50 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.110000% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2022-01-01 2022-10-21 2022-10-21 N N N 0.0008 1000289.00 1000289.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.105000% 3133EMNA6 US3133EMNA62 U.S. Government Agency Debt Y 2022-01-01 2022-12-13 2022-12-13 N N N 0.0007 500148.50 500148.50 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.110000% 3133EMNH1 US3133EMNH16 U.S. Government Agency Debt Y 2022-01-01 2023-01-20 2023-01-20 N N N 0.0008 1000329.00 1000329.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.090000% 3133EMNP3 US3133EMNP32 U.S. Government Agency Debt Y 2022-01-01 2022-08-22 2022-08-22 N N N 0.0007 2500405.00 2500405.00 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.060000% 3133ENAV2 US3133ENAV20 U.S. Government Agency Debt Y 2022-01-01 2023-01-12 2023-01-12 N N N 0.0009 999650.00 999650.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.075000% 3133ENDZ0 US3133ENDZ07 U.S. Government Agency Debt Y 2022-01-01 2022-12-16 2022-12-16 N N N 0.0008 1000010.00 1000010.00 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.180000% 3134GTS87 S6XOOCT0IEG5ABCC6L87 US3134GTS875 U.S. Government Agency Debt Y 2022-01-01 2022-08-05 2022-08-05 N N N 0.0007 5003425.00 5003425.00 0.0046 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.200000% 3134GVFL7 S6XOOCT0IEG5ABCC6L87 US3134GVFL73 U.S. Government Agency Debt Y 2022-01-01 2022-03-04 2022-03-04 N N N 0.0005 18304575.00 18304575.00 0.0167 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.250000% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y 2022-01-01 2022-03-11 2022-03-11 N N N 0.0005 1000372.00 1000372.00 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.240000% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y 2022-01-01 2022-06-02 2022-06-02 N N N 0.0006 4423239.86 4423239.86 0.0040 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.240000% 3134GVJ58 S6XOOCT0IEG5ABCC6L87 US3134GVJ581 U.S. Government Agency Debt Y 2022-01-01 2022-06-03 2022-06-03 N N N 0.0007 15011055.00 15011055.00 0.0137 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.230000% 3134GWBR6 S6XOOCT0IEG5ABCC6L87 US3134GWBR62 U.S. Government Agency Debt Y 2022-01-01 2022-07-15 2022-07-15 N N N 0.0007 3002658.00 3002658.00 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.210000% 3134GWCT1 S6XOOCT0IEG5ABCC6L87 US3134GWCT10 U.S. Government Agency Debt Y 2022-01-01 2022-04-20 2022-04-20 N N N 0.0006 5002230.00 5002230.00 0.0046 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.145000% 3134GWQ25 S6XOOCT0IEG5ABCC6L87 US3134GWQ253 U.S. Government Agency Debt Y 2022-01-01 2022-09-09 2022-09-09 N N N 0.0007 2001052.00 2001052.00 0.0018 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.000000% 313589RK1 B1V7KEBTPIMZEU4LTD58 US313589RK11 U.S. Government Agency Debt Y 2022-01-05 2022-01-05 2022-01-05 N N N 0.0004 28334943.33 28334943.33 0.0258 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.000000% 313589RS4 B1V7KEBTPIMZEU4LTD58 US313589RS47 U.S. Government Agency Debt Y 2022-01-12 2022-01-12 2022-01-12 N N N 0.0003 14999880.00 14999880.00 0.0137 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.000000% 313589SP9 B1V7KEBTPIMZEU4LTD58 US313589SP98 U.S. Government Agency Debt Y 2022-02-02 2022-02-02 2022-02-02 N N N 0.0004 43625560.31 43625560.31 0.0397 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.000000% 313589SW4 B1V7KEBTPIMZEU4LTD58 US313589SW40 U.S. Government Agency Debt Y 2022-02-09 2022-02-09 2022-02-09 N N N 0.0004 39998360.00 39998360.00 0.0364 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.000000% 313589TD5 B1V7KEBTPIMZEU4LTD58 US313589TD59 U.S. Government Agency Debt Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0004 9999510.00 9999510.00 0.0091 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.270000% 3135G02K8 B1V7KEBTPIMZEU4LTD58 US3135G02K83 U.S. Government Agency Debt Y 2022-01-01 2022-03-16 2022-03-16 N N N 0.0005 8003520.00 8003520.00 0.0073 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.350000% 3135G02Z5 B1V7KEBTPIMZEU4LTD58 US3135G02Z52 U.S. Government Agency Debt Y 2022-01-01 2022-01-07 2022-01-07 N N N 0.0005 10600360.40 10600360.40 0.0096 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.440000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2022-01-01 2022-04-15 2022-04-15 N N N 0.0006 3303537.60 3303537.60 0.0030 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.410000% 3135G03M3 B1V7KEBTPIMZEU4LTD58 US3135G03M31 U.S. Government Agency Debt Y 2022-01-01 2022-01-20 2022-01-20 N N N 0.0005 2750467.50 2750467.50 0.0025 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.360000% 3135G03V3 B1V7KEBTPIMZEU4LTD58 US3135G03V30 U.S. Government Agency Debt Y 2022-01-01 2022-01-24 2022-01-24 N N N 0.0005 28005096.00 28005096.00 0.0255 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.280000% 3135G04J9 B1V7KEBTPIMZEU4LTD58 US3135G04J92 U.S. Government Agency Debt Y 2022-01-01 2022-05-06 2022-05-06 N N N 0.0006 3402492.20 3402492.20 0.0031 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.230000% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 U.S. Government Agency Debt Y 2022-01-01 2022-05-13 2022-05-13 N N N 0.0007 14219441.33 14219441.33 0.0129 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.240000% 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2022-01-01 2022-05-27 2022-05-27 N N N 0.0007 39327431.40 39327431.40 0.0358 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.230000% 3135G05F6 B1V7KEBTPIMZEU4LTD58 US3135G05F61 U.S. Government Agency Debt Y 2022-01-01 2022-07-08 2022-07-08 N N N 0.0006 5004275.00 5004275.00 0.0046 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.170000% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 U.S. Government Agency Debt Y 2022-01-01 2022-07-29 2022-07-29 N N N 0.0006 1200727.20 1200727.20 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 2.000000% 3135G0S38 B1V7KEBTPIMZEU4LTD58 US3135G0S387 U.S. Government Agency Debt Y 2022-01-05 2022-01-05 2022-01-05 N N N 0.0011 23137429.18 23137429.18 0.0211 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 2.625000% 3135G0U92 B1V7KEBTPIMZEU4LTD58 US3135G0U920 U.S. Government Agency Debt Y 2022-01-11 2022-01-11 2022-01-11 N N N 0.0011 11601470.01 11601470.01 0.0106 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 2.375000% 3137EADB2 S6XOOCT0IEG5ABCC6L87 US3137EADB22 U.S. Government Agency Debt Y 2022-01-13 2022-01-13 2022-01-13 N N N 0.0011 47470792.95 47470792.95 0.0432 N N N N UNITED STATES TREASURY United States Treasury Bill 0.000000% 912796C31 254900HROIFWPRGM1V77 US912796C318 U.S. Treasury Debt 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UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 100.00 130.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 1.750000 700.00 681.22 U.S. Treasuries (including strips) Y 2022-01-07 2022-01-07 2022-01-13 N N N 0.0006 1000000.00 1000000.00 0.0009 N N Y N RBC DOMINION SECURITIES INC RBC Dominion Securities. 0.060000% BEP0249R3 0001317808 BEP0249R3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 100.00 127.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 6.500000 6600.00 8290.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 100.00 118.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 200.00 309.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 600.00 1018.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 300.00 453.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 325000.00 339465.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 400.00 425.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 900.00 932.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 1.375000 657700.00 664968.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 800.00 1042.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 800.00 701.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 0.500000 100.00 95.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-15 0.250000 100.00 99.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 1.125000 1400.00 1225.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 2.250000 300.00 315.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 100.00 98.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-09-30 1.250000 400.00 396.87 U.S. Treasuries (including strips) Y 2022-01-07 2022-01-07 2022-01-18 N N N 0.0006 1000000.00 1000000.00 0.0009 N N Y N TD SECURITIES (USA) LLC TD Securities (USA). 0.050000% BEP0279G0 SUVUFHICNZMP2WKHG940 0000803012 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.625000 13090800.00 12240025.64 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 12000000.00 12000000.00 0.0109 N Y Y N SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION. 0.055000% BEP0309B5 5U0XI89JRFVHWIBS4F54 0001158084 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 921600.00 1016966.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-15 0.500000 6110900.00 6122840.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 0.375000 1051100.00 1020293.70 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0006 8000000.00 8000000.00 0.0073 N N Y N FICC BNY Fixed Income Clearing Corp BNY Sponsor 0.055000% BEP0349N1 0000000000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 0.125000 1020000.00 1020006.59 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0006 1000000.00 1000000.00 0.0009 N N Y N STANDARD CHARTERED BANK Standard Chartered Bank 0.055000% BEP0359B4 0001754878 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 1625900.00 1979369.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 100.00 169.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 19600.00 19920.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 100.00 125.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 800.00 1012.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 200.00 246.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 17500.00 21694.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 2000.00 2424.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 600.00 568.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 1.375000 2300.00 2093.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 0.125000 3700.00 4657.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 5700.00 5645.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 2200.00 2157.58 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0006 2000000.00 2000000.00 0.0018 N Y Y N BNP PARIBAS SA BNP Paribas SA 0.050000% BEP0369A4 0000753835 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-04-15 3.875000 189800.00 446632.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 477400.00 738888.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 0.125000 8781600.00 11054471.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-27 0.00 100.00 100.00 U.S. Treasuries (including strips) Y 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 12000000.00 12000000.00 0.0109 N Y Y N Vanguard Variable Insurance Funds 2022-01-07 Christine M. Buchanan Christine M. Buchanan Chief Financial Officer & Acting Treasurer