| | | Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) |
U.S. Government and Agency Obligations (100.0%) |
U.S. Government Securities (100.0%) |
| United States Treasury Strip Coupon | 0.000% | 11/15/44 | 44,178 | 17,285 |
| United States Treasury Strip Coupon | 0.000% | 2/15/45 | 200,149 | 77,495 |
| United States Treasury Strip Coupon | 0.000% | 5/15/45 | 206,815 | 79,236 |
| United States Treasury Strip Coupon | 0.000% | 8/15/45 | 202,142 | 76,530 |
| United States Treasury Strip Coupon | 0.000% | 11/15/45 | 184,454 | 69,069 |
| United States Treasury Strip Coupon | 0.000% | 2/15/46 | 197,242 | 72,980 |
| United States Treasury Strip Coupon | 0.000% | 5/15/46 | 196,452 | 71,920 |
| United States Treasury Strip Coupon | 0.000% | 8/15/46 | 211,853 | 76,664 |
| United States Treasury Strip Coupon | 0.000% | 11/15/46 | 175,016 | 62,760 |
| United States Treasury Strip Coupon | 0.000% | 2/15/47 | 183,398 | 64,920 |
| United States Treasury Strip Coupon | 0.000% | 5/15/47 | 193,790 | 68,023 |
| United States Treasury Strip Coupon | 0.000% | 8/15/47 | 180,365 | 62,423 |
| United States Treasury Strip Coupon | 0.000% | 11/15/47 | 160,069 | 54,999 |
| United States Treasury Strip Coupon | 0.000% | 2/15/48 | 160,435 | 54,498 |
| United States Treasury Strip Coupon | 0.000% | 5/15/48 | 177,205 | 59,419 |
| United States Treasury Strip Coupon | 0.000% | 8/15/48 | 167,635 | 55,752 |
| United States Treasury Strip Coupon | 0.000% | 11/15/48 | 194,082 | 63,835 |
| United States Treasury Strip Coupon | 0.000% | 2/15/49 | 179,564 | 58,246 |
| United States Treasury Strip Coupon | 0.000% | 5/15/49 | 194,742 | 62,561 |
| United States Treasury Strip Coupon | 0.000% | 8/15/49 | 181,020 | 57,644 |
| United States Treasury Strip Coupon | 0.000% | 11/15/49 | 194,647 | 61,588 |
| United States Treasury Strip Coupon | 0.000% | 2/15/50 | 188,495 | 58,964 |
| United States Treasury Strip Coupon | 0.000% | 5/15/50 | 192,043 | 59,488 |
| United States Treasury Strip Coupon | 0.000% | 8/15/50 | 190,537 | 58,545 |
| United States Treasury Strip Coupon | 0.000% | 11/15/50 | 193,591 | 59,045 |
| United States Treasury Strip Coupon | 0.000% | 2/15/51 | 206,403 | 62,421 |
| United States Treasury Strip Coupon | 0.000% | 5/15/51 | 183,861 | 55,115 |
| United States Treasury Strip Coupon | 0.000% | 8/15/51 | 175,033 | 52,045 |
| United States Treasury Strip Coupon | 0.000% | 11/15/51 | 187,824 | 55,599 |
| United States Treasury Strip Coupon | 0.000% | 2/15/52 | 247,169 | 72,838 |
| United States Treasury Strip Coupon | 0.000% | 5/15/52 | 232,888 | 68,229 |
| United States Treasury Strip Coupon | 0.000% | 8/15/52 | 202,354 | 59,236 |
| United States Treasury Strip Coupon | 0.000% | 11/15/52 | 182,247 | 53,037 |
| United States Treasury Strip Coupon | 0.000% | 2/15/53 | 178,318 | 52,256 |
| United States Treasury Strip Coupon | 0.000% | 5/15/53 | 190,424 | 55,431 |
| United States Treasury Strip Coupon | 0.000% | 8/15/53 | 168,709 | 48,912 |
| United States Treasury Strip Coupon | 0.000% | 11/15/53 | 70,073 | 20,173 |
| United States Treasury Strip Coupon | 0.000% | 2/15/54 | 89,953 | 25,756 |
| United States Treasury Strip Coupon | 0.000% | 5/15/54 | 37,564 | 10,697 |
| United States Treasury Strip Coupon | 0.000% | 8/15/54 | 10,097 | 2,850 |
| United States Treasury Strip Coupon | 0.000% | 11/15/54 | 2,850 | 795 |
| United States Treasury Strip Principal | 0.000% | 2/15/45 | 193,144 | 77,650 |
| United States Treasury Strip Principal | 0.000% | 5/15/45 | 180,493 | 71,802 |
| United States Treasury Strip Principal | 0.000% | 8/15/45 | 175,761 | 69,151 |
| United States Treasury Strip Principal | 0.000% | 11/15/45 | 195,743 | 76,187 |
| United States Treasury Strip Principal | 0.000% | 2/15/46 | 179,352 | 68,854 |
| United States Treasury Strip Principal | 0.000% | 5/15/46 | 213,294 | 80,835 |
| United States Treasury Strip Principal | 0.000% | 8/15/46 | 183,477 | 68,747 |
| United States Treasury Strip Principal | 0.000% | 11/15/46 | 137,936 | 51,166 |
| United States Treasury Strip Principal | 0.000% | 2/15/47 | 160,832 | 58,854 |
| United States Treasury Strip Principal | 0.000% | 5/15/47 | 136,197 | 49,286 |
| United States Treasury Strip Principal | 0.000% | 8/15/47 | 148,268 | 53,110 |
| United States Treasury Strip Principal | 0.000% | 11/15/47 | 156,507 | 55,438 |
| United States Treasury Strip Principal | 0.000% | 2/15/48 | 183,490 | 64,365 |
| United States Treasury Strip Principal | 0.000% | 5/15/48 | 165,837 | 57,512 |
| United States Treasury Strip Principal | 0.000% | 8/15/48 | 169,130 | 58,125 |
| United States Treasury Strip Principal | 0.000% | 11/15/48 | 179,329 | 60,972 |
| United States Treasury Strip Principal | 0.000% | 2/15/49 | 181,896 | 61,276 |
| United States Treasury Strip Principal | 0.000% | 5/15/49 | 172,491 | 57,461 |
| United States Treasury Strip Principal | 0.000% | 8/15/49 | 168,492 | 55,589 |
| United States Treasury Strip Principal | 0.000% | 11/15/49 | 181,039 | 59,248 |
| United States Treasury Strip Principal | 0.000% | 2/15/50 | 183,729 | 59,511 |