| | | Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) |
| United States Treasury Strip Principal | 0.000% | 5/15/44 | 132,906 | 50,670 |
| United States Treasury Strip Principal | 0.000% | 8/15/44 | 169,194 | 63,686 |
| United States Treasury Strip Principal | 0.000% | 11/15/44 | 171,929 | 64,017 |
| United States Treasury Strip Principal | 0.000% | 2/15/45 | 56,247 | 20,710 |
| United States Treasury Strip Principal | 0.000% | 5/15/45 | 141,461 | 51,456 |
| United States Treasury Strip Principal | 0.000% | 8/15/45 | 199,513 | 71,747 |
| United States Treasury Strip Principal | 0.000% | 11/15/45 | 159,158 | 56,588 |
| United States Treasury Strip Principal | 0.000% | 2/15/46 | 52,283 | 18,389 |
| United States Treasury Strip Principal | 0.000% | 5/15/46 | 53,084 | 18,455 |
| United States Treasury Strip Principal | 0.000% | 8/15/46 | 161,318 | 55,567 |
| United States Treasury Strip Principal | 0.000% | 11/15/46 | 189,383 | 64,612 |
| United States Treasury Strip Principal | 0.000% | 2/15/47 | 73,564 | 24,799 |
| United States Treasury Strip Principal | 0.000% | 5/15/47 | 62,374 | 20,837 |
| United States Treasury Strip Principal | 0.000% | 8/15/47 | 63,371 | 20,967 |
| United States Treasury Strip Principal | 0.000% | 11/15/47 | 162,857 | 53,450 |
| United States Treasury Strip Principal | 0.000% | 2/15/48 | 169,155 | 54,962 |
| United States Treasury Strip Principal | 0.000% | 5/15/48 | 151,543 | 48,683 |
| United States Treasury Strip Principal | 0.000% | 8/15/48 | 98,098 | 31,361 |
| United States Treasury Strip Principal | 0.000% | 11/15/48 | 81,156 | 25,716 |
| United States Treasury Strip Principal | 0.000% | 2/15/49 | 155,100 | 48,820 |
| United States Treasury Strip Principal | 0.000% | 5/15/49 | 68,013 | 21,270 |
| United States Treasury Strip Principal | 0.000% | 8/15/49 | 149,310 | 46,379 |
| United States Treasury Strip Principal | 0.000% | 11/15/49 | 118,768 | 36,651 |
| United States Treasury Strip Principal | 0.000% | 2/15/50 | 169,717 | 51,936 |
| United States Treasury Strip Principal | 0.000% | 5/15/50 | 102,705 | 31,157 |
| United States Treasury Strip Principal | 0.000% | 8/15/50 | 198,675 | 59,773 |
| United States Treasury Strip Principal | 0.000% | 11/15/50 | 126,250 | 37,697 |
| United States Treasury Strip Principal | 0.000% | 2/15/51 | 201,158 | 59,546 |
| United States Treasury Strip Principal | 0.000% | 5/15/51 | 129,974 | 38,200 |
| United States Treasury Strip Principal | 0.000% | 8/15/51 | 167,798 | 48,924 |
| United States Treasury Strip Principal | 0.000% | 11/15/51 | 151,808 | 43,989 |
| United States Treasury Strip Principal | 0.000% | 2/15/52 | 170,079 | 49,031 |
| United States Treasury Strip Principal | 0.000% | 5/15/52 | 195,212 | 55,956 |
| United States Treasury Strip Principal | 0.000% | 8/15/52 | 148,975 | 42,458 |
| United States Treasury Strip Principal | 0.000% | 11/15/52 | 151,936 | 43,373 |
| United States Treasury Strip Principal | 0.000% | 2/15/53 | 193,537 | 54,372 |
| United States Treasury Strip Principal | 0.000% | 5/15/53 | 186,390 | 52,014 |
| United States Treasury Strip Principal | 0.000% | 8/15/53 | 227,107 | 63,253 |
| United States Treasury Strip Principal | 0.000% | 11/15/53 | 150,255 | 42,013 |
Total U.S. Government and Agency Obligations (Cost $4,634,804) | 3,555,332 |
| | | | | Shares | |
Temporary Cash Investments (0.0%) |
Money Market Fund (0.0%) |
1 | Vanguard Market Liquidity Fund (Cost $372) | 5.438% | | 3,723 | 372 |
Total Investments (100.0%) (Cost $4,635,176) | | 3,555,704 |
Other Assets and Liabilities—Net (0.0%) | | 79 |
Net Assets (100%) | | 3,555,783 |