TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 28, 2009 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month Outstanding Unstripped Form Stripped Form Treasury Bonds: CUSIP: Interest Rate: 912810DN5 11.750 912800AA7 11/15/14 5,015,284 3,020,504 1,994,780 25,000 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,170,471 1,349,828 14,560 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,415,995 607,921 10,016 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,477,948 1,106,911 2,000 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,337,672 94,082 13,620 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,828,830 994,721 4,800 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,649,809 1,137,639 12,840 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,613,760 3,945,409 114,288 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,422,026 1,546,332 351,720 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,864,456 1,852,983 276,820 912810EB0 9.000 912803AP8 11/15/18 7,174,470 4,919,268 2,255,202 169,440 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 9,807,216 3,283,282 382,040 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,001,174 1,939,758 639,472 912810EE4 8.500 912803AS2 02/15/20 9,476,268 7,791,005 1,685,263 217,600 912810EF1 8.750 912803AT0 05/15/20 7,582,183 2,878,033 4,704,150 164,160 912810EG9 8.750 912803AU7 08/15/20 17,059,306 9,423,663 7,635,643 971,640 912810EH7 7.875 912803AV5 02/15/21 10,075,573 8,491,319 1,584,254 253,400 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 4,884,764 5,182,024 243,880 912810EK0 8.125 912803AX1 08/15/21 9,506,382 7,513,009 1,993,373 261,896 912810EL8 8.000 912803AY9 11/15/21 30,632,194 14,455,194 16,177,000 1,236,475 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,347,046 1,780,744 553,040 912810EN4 7.625 912803BA0 11/15/22 7,423,626 3,917,837 3,505,789 195,320 912810EP9 7.125 912803BB8 02/15/23 15,782,061 11,318,949 4,463,112 289,760 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,090,409 1,568,635 825,589 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,183,324 1,420,838 2,152,396 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,042,005 1,467,165 280,800 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,678,376 1,508,831 764,576 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,363,332 474,584 475,270 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,201,795 1,608,623 143,520 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 5,398,510 5,461,667 170,640 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 5,650,332 3,871,639 225,280 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,139,647 3,057,109 182,880 912810FB9 6.125 912803BM4 11/15/27 22,021,339 8,836,215 13,185,124 237,720 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,209,159 2,567,042 294,240 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,250,166 2,696,886 188,000 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,182,085 1,168,256 347,120 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 6,221,680 4,956,900 304,140 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,863,485 10,179,677 314,545 912810FP8 5.375 912803CK7 02/15/31 16,427,648 13,754,268 2,673,380 527,940 912810FT0 4.500 912803CX9 02/15/36 26,397,130 16,553,130 9,844,000 388,040 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,973,591 4,615,865 59,360 912810PU6 5.000 912803DA8 05/15/37 21,413,045 15,468,121 5,944,924 124,640 912810PW2 4.375 912803DC4 02/15/38 22,525,149 21,122,999 1,402,150 484,480 912810PX0 4.500 912803DD2 05/15/38 25,500,123 21,868,083 3,632,040 1,352,720 912810QA9 3.500 912803DF7 02/15/39 14,712,903 13,970,503 742,400 0 Total Treasury Bonds.................................... 600,439,098 445,571,162 154,867,935 16,247,683 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128275W8 A 4.250 912820EK9 01/15/10 14,156,525 14,156,525 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 31,096,368 31,096,368 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,298,052 13,298,052 0 0 912828FB1 G 2.375 912820MY0 04/15/11 21,387,114 21,387,114 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,114,115 7,114,115 0 0 912828GN4 J 2.000 912820PK7 04/15/12 17,916,359 17,916,359 0 0 912828AF7 C 3.000 912820HC4 07/15/12 26,933,242 26,933,242 0 0 912828HW3 J 0.625 912820QT7 04/15/13 14,993,601 14,993,601 0 0 912828BD1 C 1.875 912820JA6 07/15/13 22,919,129 22,919,129 0 0 912828BW9 A 2.000 912820JT5 01/15/14 23,912,589 23,912,589 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,208,785 21,208,785 0 0 912828DH0 A 1.625 912820LE5 01/15/15 20,935,780 20,935,780 0 0 912828EA4 D 1.875 912820LX3 07/15/15 18,387,310 18,387,310 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,020,367 18,020,367 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 28, 2009 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month Outstanding Unstripped Form Stripped Form Treasury Inflation-Protected Securities, Continued: CUSIP: Series: Interest Rate: 912828FL9 D 2.500 912820NH6 07/15/16 20,835,659 20,835,659 0 0 912828GD6 A 2.375 912820PA9 01/15/17 17,995,141 17,995,141 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,209,539 14,209,539 0 0 912828HN3 A 1.625 912820QK6 01/15/18 16,486,367 16,486,367 0 0 912828JE1 D 1.375 912820RB5 07/15/18 14,969,892 14,969,892 0 0 912828JX9 A 2.125 912820SV0 01/15/19 8,662,744 8,662,744 0 0 912810FR4 2.375 912803CN1 01/15/25 31,252,237 31,252,237 0 0 912810FS2 2.000 912803CW1 01/15/26 21,199,924 21,199,924 0 0 912810PS1 2.375 912803CY7 01/15/27 17,195,048 17,195,048 0 0 912810PV4 1.750 912803DB6 01/15/28 15,700,703 15,700,703 0 0 912810FD5 3.625 912803BN2 04/15/28 21,831,277 21,824,773 6,504 0 912810PZ5 2.500 912803DE0 01/15/29 7,999,980 7,999,980 0 0 912810FH6 3.875 912803CF8 04/15/29 24,951,553 24,791,582 159,971 0 912810FQ6 3.375 912803CL5 04/15/32 5,940,852 5,940,852 0 0 Total Treasury Inflation-Protected Securities........... 511,510,252 511,343,776 166,475 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828CC2 F 2.625 912820JZ1 03/15/09 16,001,063 15,999,463 1,600 0 912828GL8 X 4.500 912820PH4 03/31/09 22,645,535 22,599,935 45,600 0 912828CE8 G 3.125 912820KB2 04/15/09 16,002,805 16,002,805 0 0 912828GP9 Y 4.500 912820PL5 04/30/09 22,777,718 22,250,118 527,600 15,200 9128275G3 B 5.500 912820DV6 05/15/09 14,794,790 14,596,110 198,680 2,600 912828CH1 H 3.875 912820KE6 05/15/09 18,059,937 17,414,272 645,665 0 912828FE5 S 4.875 912820NB9 05/15/09 27,380,356 26,950,129 430,227 0 912828GT1 Z 4.875 912820PQ4 05/31/09 22,486,466 22,393,666 92,800 0 912828CL2 J 4.000 912820KH9 06/15/09 15,004,754 14,984,954 19,800 0 912828GV6 AA 4.875 912820PS0 06/30/09 22,020,929 21,972,289 48,640 0 912828CN8 K 3.625 912820KK2 07/15/09 15,004,962 14,772,962 232,000 0 912828GY0 AB 4.625 912820PV3 07/31/09 21,888,225 21,875,425 12,800 0 9128275N8 C 6.000 912820EA1 08/15/09 27,399,894 25,397,977 2,001,917 268,400 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,633,164 661,522 48,000 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,289,794 130,620 0 912828HB9 AC 4.000 912820PY7 08/31/09 22,281,806 22,249,606 32,200 0 912828CV0 M 3.375 912820KS5 09/15/09 15,005,079 15,000,279 4,800 0 912828HD5 AD 4.000 912820QA8 09/30/09 21,968,662 21,946,162 22,500 0 912828CX6 N 3.375 912820KU0 10/15/09 15,005,091 14,888,291 116,800 0 912828HF0 AE 3.625 912820QC4 10/31/09 23,865,875 23,837,075 28,800 0 912828DB3 P 3.500 912820KY2 11/15/09 18,751,928 17,912,068 839,860 447,180 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,448,046 324,800 0 912828HJ2 AF 3.125 912820QF7 11/30/09 24,544,183 24,534,286 9,897 0 912828DE7 Q 3.500 912820LB1 12/15/09 15,002,485 14,994,085 8,400 0 912828HL7 AG 3.250 912820QH3 12/31/09 26,497,461 26,456,661 40,800 0 912828DG2 E 3.625 912820LD7 01/15/10 15,004,697 14,353,777 650,920 1,000 912828HP8 U 2.125 912820QL4 01/31/10 26,920,054 26,902,454 17,600 0 9128275Z1 B 6.500 912820EM5 02/15/10 23,355,709 21,312,300 2,043,409 75,600 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,494,128 122,940 0 912828GG9 S 4.750 912820PD3 02/15/10 17,467,187 17,333,727 133,460 263,840 912828HS2 V 2.000 912820QP5 02/28/10 28,899,918 28,899,918 0 0 912828DP2 G 4.000 912820LL9 03/15/10 15,005,048 15,002,848 2,200 0 912828HU7 W 1.750 912820QR1 03/31/10 31,992,124 31,992,124 0 0 912828DR8 H 4.000 912820LN5 04/15/10 15,001,494 14,746,294 255,200 0 912828HX1 X 2.125 912820QU4 04/30/10 32,752,312 32,739,512 12,800 0 912828DU1 J 3.875 912820LR6 05/15/10 18,748,844 18,010,964 737,880 0 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,206,448 735,280 50,000 912828JA9 Y 2.625 912820QX8 05/31/10 32,407,094 32,407,094 0 0 912828DX5 K 3.625 912820LU9 06/15/10 14,001,099 13,980,299 20,800 0 912828JC5 Z 2.875 912820QZ3 06/30/10 33,218,522 33,186,522 32,000 0 912828DZ0 L 3.875 912820LW5 07/15/10 13,000,529 13,000,249 280 0 912828JF8 AA 2.750 912820RC3 07/31/10 34,421,304 34,408,504 12,800 0 9128276J6 C 5.750 912820FT9 08/15/10 22,437,594 20,883,820 1,553,774 0 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,367,344 596,080 0 912828JJ0 AB 2.375 912820RG4 08/31/10 34,653,063 34,653,063 0 0 912828EG1 N 3.875 912820MD6 09/15/10 13,000,827 12,778,427 222,400 0 912828JL5 AC 2.000 912820RH2 09/30/10 37,148,284 37,148,284 0 0 912828EJ5 P 4.250 912820MF1 10/15/10 13,000,862 12,931,262 69,600 0 912828JP6 AD 1.500 912820RL3 10/31/10 35,507,028 35,507,028 0 0 912828EM8 Q 4.500 912820MJ3 11/15/10 15,961,105 14,849,896 1,111,209 0 912828JS0 AE 1.250 912820SR9 11/30/10 38,520,388 38,503,380 17,008 0 912828EQ9 R 4.375 912820MM6 12/15/10 13,000,813 13,000,813 0 0 912828JV3 AF 0.875 912820ST5 12/31/10 40,776,665 40,776,665 0 0 912828ES5 D 4.250 912820MP9 01/15/11 13,001,339 13,001,339 0 0 912828JY7 U 0.875 912820SY4 01/31/11 41,698,057 41,698,057 0 0 9128276T4 B 5.000 912820GC5 02/15/11 23,436,329 22,143,787 1,292,542 0 912828EX4 E 4.500 912820MU8 02/28/11 17,500,138 17,416,938 83,200 0 912828FA3 F 4.750 912820MX2 03/31/11 17,497,861 17,049,061 448,800 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 28, 2009 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month Outstanding Unstripped Form Stripped Form Treasury Notes, Continued: CUSIP: Series: Interest Rate: 912828FD7 H 4.875 912820NA1 04/30/11 17,501,477 17,423,077 78,400 0 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 16,939,792 204,800 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,252,283 248,000 0 912828FN5 L 4.875 912820NK9 07/31/11 16,830,671 16,360,271 470,400 32,000 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 25,167,314 1,468,002 0 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,334,276 166,400 0 912828FU9 N 4.500 912820NR4 09/30/11 17,500,158 17,379,458 120,700 0 912828FW5 P 4.625 912820NT0 10/31/11 16,181,388 15,981,388 200,000 0 912828JU5 S 1.750 912820RN9 11/15/11 29,443,187 29,440,787 2,400 5,600 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,925,450 111,100 0 912828KA7 T 1.125 912820SS7 12/15/11 28,840,506 28,840,506 0 0 912828GC8 R 4.625 912820NZ6 12/31/11 16,131,258 16,115,258 16,000 0 912828KB5 U 1.125 912820SW8 01/15/12 32,483,616 32,483,616 0 0 912828GF1 F 4.750 912820PC5 01/31/12 14,930,221 14,903,821 26,400 0 9128277L0 B 4.875 912820GV3 02/15/12 24,779,838 23,710,293 1,069,545 0 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,629,572 0 0 912828GK0 G 4.625 912820PG6 02/29/12 16,636,927 16,632,127 4,800 0 912828GM6 H 4.500 912820PJ0 03/31/12 16,353,663 16,289,663 64,000 0 912828GQ7 K 4.500 912820PM3 04/30/12 16,450,419 16,397,619 52,800 0 912828GU8 L 4.750 912820PR2 05/31/12 16,235,887 16,115,887 120,000 0 912828GW4 M 4.875 912820PT8 06/30/12 15,903,423 15,885,823 17,600 0 912828GZ7 N 4.625 912820PW1 07/31/12 15,803,679 15,738,079 65,600 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 17,828,988 1,818,988 7,584 912828HC7 P 4.125 912820PZ4 08/31/12 16,091,100 16,089,500 1,600 0 912828HE3 Q 4.250 912820QB6 09/30/12 15,873,928 15,873,928 0 0 912828HG8 R 3.875 912820QD2 10/31/12 15,509,891 15,498,691 11,200 0 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 17,085,359 1,027,383 0 912828HK9 S 3.375 912820QG5 11/30/12 15,953,078 15,953,078 0 0 912828HM5 T 3.625 912820QJ9 12/31/12 15,657,080 15,657,080 0 0 912828HQ6 F 2.875 912820QM2 01/31/13 15,700,214 15,698,614 1,600 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,589,778 908,618 0 912828HT0 G 2.750 912820QQ3 02/28/13 17,784,087 17,784,087 0 0 912828HV5 H 2.500 912820QS9 03/31/13 20,571,094 20,571,094 0 0 912828HY9 K 3.125 912820QV2 04/30/13 20,742,759 20,742,759 0 0 912828BA7 B 3.625 912820HX8 05/15/13 18,253,553 17,626,107 627,446 0 912828JB7 L 3.500 912820QY6 05/31/13 20,518,499 20,518,499 0 0 912828JD3 M 3.375 912820RA7 06/30/13 22,144,867 22,144,867 0 0 912828JG6 N 3.375 912820RD1 07/31/13 23,314,208 23,314,208 0 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,900,283 620,840 0 912828JK7 P 3.125 912820RF6 08/31/13 23,837,284 23,837,284 0 0 912828JM3 Q 3.125 912820RJ8 09/30/13 26,219,897 26,219,897 0 0 912828JQ4 R 2.750 912820RK5 10/31/13 25,063,374 25,063,374 0 0 912828BR0 E 4.250 912820JN8 11/15/13 30,636,844 29,703,466 933,378 0 912828JT8 S 2.000 912820SQ1 11/30/13 27,819,417 27,819,417 0 0 912828JW1 T 1.500 912820SU2 12/31/13 30,043,540 30,043,540 0 0 912828JZ4 G 1.750 912820SX6 01/31/14 31,273,435 31,273,435 0 0 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,618,846 462,220 0 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 26,895,263 407,718 3,920 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,436,574 285,060 0 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 24,957,236 515,300 75,300 912828DM9 B 4.000 912820LJ4 02/15/15 34,215,057 34,213,897 1,160 0 912828DV9 C 4.125 912820LS4 05/15/15 34,471,849 34,459,049 12,800 249,600 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,468,557 1,140 250,400 912828EN6 F 4.500 912820MK0 11/15/15 23,220,785 23,220,385 400 400 912828EW6 B 4.500 912820MT1 02/15/16 21,841,772 21,841,372 400 0 912828FF2 C 5.125 912820NC7 05/15/16 23,293,690 23,291,990 1,700 0 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,544,031 12,640 1,600 912828FY1 F 4.625 912820NV5 11/15/16 23,293,786 23,293,586 200 0 912828GH7 B 4.625 912820PE1 02/15/17 22,192,761 22,192,461 300 0 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,535,941 50,600 0 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 27,949,873 50,400 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,627,048 47,200 0 912828HR4 B 3.500 912820QN0 02/15/18 39,204,509 39,204,109 400 400 912828HZ6 C 3.875 912820QW0 05/15/18 34,078,060 34,078,060 0 0 912828JH4 E 4.000 912820RE9 08/15/18 36,802,978 36,802,978 0 0 912828JR2 F 3.750 912820RM1 11/15/18 57,351,395 57,351,395 0 50,080 912828KD1 B 2.750 912820TA5 02/15/19 22,069,609 22,069,609 0 0 Total Treasury Notes.................................... 2,868,880,050 2,839,921,902 28,958,148 1,848,704 Grand Total............................................. 3,980,829,399 3,796,836,840 183,992,558 18,096,387