TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, SEPTEMBER 30, 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 2,862,843 2,152,441 0 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,257,423 1,262,876 67,648 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,219,515 804,401 58,800 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,272,668 1,312,191 219,520 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,336,632 95,122 9,520 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,775,510 1,048,041 75,200 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,792,397 995,051 52,204 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,081,492 3,477,677 92,632 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,286,026 1,682,332 126,400 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,859,896 1,857,543 97,720 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,238,388 1,936,082 85,040 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,535,536 2,554,962 101,880 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,457,366 1,483,566 261,400 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,074,245 1,402,023 191,320 912810EF1 8.750 912803AT0 05/15/20 7,582,183 5,152,721 2,429,462 626,712 912810EG9 8.750 912803AU7 08/15/20 17,059,306 12,233,451 4,825,855 1,659,976 912810EH7 7.875 912803AV5 02/15/21 10,075,573 8,830,159 1,245,414 339,680 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 6,692,072 3,374,716 1,166,908 912810EK0 8.125 912803AX1 08/15/21 9,506,382 7,966,189 1,540,193 377,144 912810EL8 8.000 912803AY9 11/15/21 30,632,194 16,370,387 14,261,807 1,023,693 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,746,446 1,381,344 182,880 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,703,397 2,720,229 275,360 912810EP9 7.125 912803BB8 02/15/23 15,782,061 11,635,309 4,146,752 700,440 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,360,121 1,298,923 284,275 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,821,796 1,782,366 675,976 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,146,745 1,362,425 2,291,840 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,016,808 1,170,399 485,736 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,199,812 638,104 125,350 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,709,155 1,101,263 178,240 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 6,614,830 4,245,347 414,620 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 6,980,052 2,541,919 317,920 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,200,567 2,996,189 344,640 912810FB9 6.125 912803BM4 11/15/27 22,021,339 10,438,175 11,583,164 758,080 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,688,199 2,088,002 90,040 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,564,126 2,382,926 230,480 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,358,485 991,856 299,560 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 6,050,000 5,128,580 1,367,960 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,522,497 10,520,665 874,112 912810FP8 5.375 912803CK7 02/15/31 16,427,648 12,300,968 4,126,680 660,720 912810FT0 4.500 912803CX9 02/15/36 26,397,130 16,303,970 10,093,160 1,097,940 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,646,431 4,943,025 229,360 912810PU6 5.000 912803DA8 05/15/37 21,413,045 14,246,565 7,166,480 2,184,058 912810PW2 4.375 912803DC4 02/15/38 22,525,149 18,127,519 4,397,630 742,640 912810PX0 4.500 912803DD2 05/15/38 25,500,123 22,273,203 3,226,920 1,009,040 912810QA9 3.500 912803DF7 02/15/39 25,908,569 25,199,269 709,300 1,527,040 912810QB7 4.250 912803DG5 05/15/39 38,778,773 32,140,693 6,638,080 950,040 912810QC5 4.500 912803DH3 08/15/39 29,342,464 27,455,144 1,887,320 1,104,480 Total Treasury Bonds.................................... 679,756,001 528,745,197 151,010,804 26,036,224 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128275W8 A 4.250 912820EK9 01/15/10 14,491,399 14,491,399 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 31,832,244 31,832,244 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,612,572 13,612,572 0 0 912828FB1 G 2.375 912820MY0 04/15/11 21,893,170 21,893,170 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,282,415 7,282,415 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,340,256 18,340,256 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,570,372 27,570,372 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,277,130 15,277,130 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,461,555 23,461,555 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,478,161 24,478,161 0 0 912828KM1 K 1.250 912820TK3 04/15/14 8,420,935 8,420,935 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,710,634 21,710,634 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,431,143 21,431,143 0 0 912828EA4 D 1.875 912820LX3 07/15/15 18,822,334 18,822,334 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,446,740 18,446,740 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,328,670 21,328,670 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,420,853 18,420,853 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,545,635 14,545,635 0 0 912828HN3 A 1.625 912820QK6 01/15/18 16,876,429 16,876,429 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 14,785,444 14,785,444 0 0 912828LA6 D 1.875 912820TY3 07/15/19 8,205,923 8,205,923 0 0 912810FR4 2.375 912803CN1 01/15/25 31,991,738 31,991,738 0 0 912810FS2 2.000 912803CW1 01/15/26 21,701,527 21,701,527 0 0 912810PS1 2.375 912803CY7 01/15/27 17,601,832 17,601,832 0 0 912810PV4 1.750 912803DB6 01/15/28 16,072,176 16,072,176 0 0 912810PS1 2.375 912803CY7 01/15/27 17,601,832 17,601,832 0 0 912810PV4 1.750 912803DB6 01/15/28 16,072,176 16,072,176 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, SEPTEMBER 30, 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: 912810FD5 3.625 912803BN2 04/15/28 22,347,704 22,341,047 6,658 0 912810PZ5 2.500 912803DE0 01/15/29 14,194,232 14,194,232 0 0 912810FH6 3.875 912803CF8 04/15/29 25,541,724 25,377,969 163,755 0 912810FQ6 3.375 912803CL5 04/15/32 6,081,395 6,081,395 0 0 Total Treasury Inflation-Protected Securities........... 551,736,236 551,565,823 170,413 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828CX6 N 3.375 912820KU0 10/15/09 15,005,091 14,913,091 92,000 0 912828HF0 AE 3.625 912820QC4 10/31/09 23,865,875 23,845,075 20,800 8,000 912828DB3 P 3.500 912820KY2 11/15/09 18,751,928 17,929,788 822,140 18,000 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,213,786 559,060 0 912828HJ2 AF 3.125 912820QF7 11/30/09 24,544,183 24,455,498 88,685 0 912828DE7 Q 3.500 912820LB1 12/15/09 15,002,485 14,991,285 11,200 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 14,368,857 635,840 0 912828HP8 U 2.125 912820QL4 01/31/10 26,920,054 26,918,134 1,920 4,480 9128275Z1 B 6.500 912820EM5 02/15/10 23,355,709 21,792,266 1,563,443 4,800 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,436,970 180,098 0 912828GG9 S 4.750 912820PD3 02/15/10 17,467,187 17,385,827 81,360 0 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 17,938,636 810,208 0 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,871,408 70,320 0 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 20,764,400 1,673,194 880 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,368,024 595,400 800 912828JJ0 AB 2.375 912820RG4 08/31/10 34,653,063 34,638,663 14,400 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 14,797,456 1,163,649 0 912828JS0 AE 1.250 912820SR9 11/30/10 38,520,388 38,492,372 28,016 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 41,631,177 66,880 0 9128276T4 B 5.000 912820GC5 02/15/11 23,436,329 22,107,515 1,328,814 0 912828KE9 V 0.875 912820TC1 02/28/11 42,145,087 42,138,687 6,400 0 912828EX4 E 4.500 912820MU8 02/28/11 17,500,138 17,416,938 83,200 0 912828KH2 W 0.875 912820TG2 03/31/11 41,897,398 41,897,398 0 0 912828FA3 F 4.750 912820MX2 03/31/11 17,497,861 17,049,061 448,800 0 912828FD7 H 4.875 912820NA1 04/30/11 17,501,477 17,423,077 78,400 0 912828KL3 X 0.875 912820TL1 04/30/11 41,386,504 41,386,504 0 0 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 16,939,792 204,800 0 912828KU3 Y 0.875 912820TR8 05/31/11 41,286,531 41,286,531 0 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,252,283 248,000 0 912828LF5 Z 1.125 912820TX5 06/30/11 41,162,207 41,162,207 0 0 912828FN5 L 4.875 912820NK9 07/31/11 16,830,671 16,406,511 424,160 0 912828LG3 AA 1.000 912820UC9 07/31/11 43,051,576 43,051,576 0 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 25,229,368 1,405,948 600 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,334,276 166,400 0 912828LV0 AB 1.000 912820UF2 08/31/11 43,261,581 43,261,581 0 0 912828FU9 N 4.500 912820NR4 09/30/11 17,500,158 17,338,258 161,900 0 912828LW8 AC 1.000 912820UK1 09/30/11 43,762,154 43,762,154 0 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 29,440,627 2,560 0 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 28,802,426 38,080 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 14,877,981 52,240 0 9128277L0 B 4.875 912820GV3 02/15/12 24,779,838 23,813,013 966,825 74,080 912828KC3 V 1.375 912820SZ1 02/15/12 33,629,572 33,554,372 75,200 0 912828GK0 G 4.625 912820PG6 02/29/12 16,636,927 16,612,607 24,320 0 912828KG4 W 1.375 912820TE7 03/15/12 34,604,963 34,604,963 0 0 912828GM6 H 4.500 912820PJ0 03/31/12 16,353,663 16,289,663 64,000 0 912828KK5 X 1.375 912820TJ6 04/15/12 35,557,616 35,557,616 0 0 912828GQ7 K 4.500 912820PM3 04/30/12 16,450,419 16,391,219 59,200 0 912828KP4 Y 1.375 912820TP2 05/15/12 41,193,756 41,193,756 0 0 912828GU8 L 4.750 912820PR2 05/31/12 16,235,887 16,115,887 120,000 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, SEPTEMBER 30, 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: 912828KX7 Z 1.875 912820TU1 06/15/12 35,370,103 35,370,103 0 0 912828GW4 M 4.875 912820PT8 06/30/12 15,903,423 15,885,823 17,600 0 912828LB4 AA 1.500 912820TZ0 07/15/12 35,592,401 35,592,401 0 0 912828GZ7 N 4.625 912820PW1 07/31/12 15,803,679 15,736,479 67,200 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,065,760 1,582,216 960 912828LH1 AB 1.750 912820UE5 08/15/12 42,714,780 42,714,780 0 0 912828HC7 P 4.125 912820PZ4 08/31/12 16,091,100 16,089,500 1,600 0 912828LM0 AC 1.375 912820UJ4 09/15/12 38,081,890 38,081,890 0 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 17,091,009 1,021,733 850 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 18,631,758 866,638 1,180 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 17,629,147 624,406 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 32,910,423 610,700 80 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 29,710,706 926,138 800 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 30,039,220 4,320 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 27,608,346 472,720 300 912828KF6 H 1.875 912820TD9 02/28/14 33,714,392 33,714,392 0 0 912828KJ8 J 1.750 912820TF4 03/31/14 35,611,707 35,611,707 0 0 912828KN9 L 1.875 912820TM9 04/30/14 36,213,142 36,213,142 0 0 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 27,042,473 260,508 39,200 912828KV1 M 2.250 912820TS6 05/31/14 36,169,822 36,169,822 0 0 912828KY5 N 2.625 912820TV9 06/30/14 38,074,883 38,074,883 0 0 912828LC2 P 2.625 912820UA3 07/31/14 39,976,415 39,976,415 0 0 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,440,594 281,040 2,080 912828LK4 Q 2.375 912820UG0 08/31/14 40,174,823 40,174,823 0 0 912828LQ1 R 2.375 912820UM7 09/30/14 40,708,993 40,708,993 0 0 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 25,096,796 375,740 30,400 912828DM9 B 4.000 912820LJ4 02/15/15 34,215,057 34,214,007 1,050 0 912828DV9 C 4.125 912820LS4 05/15/15 34,471,849 34,459,049 12,800 0 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,468,657 1,040 0 912828EN6 F 4.500 912820MK0 11/15/15 23,220,785 23,220,385 400 0 912828EW6 B 4.500 912820MT1 02/15/16 21,841,772 21,841,372 400 0 912828KS8 G 2.625 912820TB3 02/29/16 23,178,530 23,178,530 0 0 912828KT6 H 2.375 912820TH0 03/31/16 25,137,609 25,137,609 0 0 912828KR0 J 2.625 912820TN7 04/30/16 26,901,046 26,901,046 0 0 912828FF2 C 5.125 912820NC7 05/15/16 23,293,690 23,293,370 320 0 912828KW9 K 3.250 912820TT4 05/31/16 26,895,995 26,895,995 0 0 912828KZ2 L 3.250 912820TW7 06/30/16 27,784,181 27,784,181 0 0 912828LD0 M 3.250 912820UB1 07/31/16 28,701,406 28,701,406 0 0 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,540,031 16,640 0 912828LL2 N 3.000 912820UH8 08/31/16 28,842,663 28,842,663 0 0 912828LP3 P 3.000 912820UL9 09/30/16 29,513,663 29,513,663 0 0 912828FY1 F 4.625 912820NV5 11/15/16 23,293,786 23,293,466 320 0 912828GH7 B 4.625 912820PE1 02/15/17 22,192,761 22,192,161 600 0 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,585,541 1,000 0 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 28,000,273 0 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,673,448 800 0 912828HR4 B 3.500 912820QN0 02/15/18 39,204,509 39,204,109 400 0 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 0 250,000 912828KD1 B 2.750 912820TA5 02/15/19 58,676,801 58,676,801 0 400,000 912828KQ2 C 3.125 912820TQ0 05/15/19 64,410,823 64,410,823 0 300,000 912828LJ7 E 3.625 912820UD7 08/15/19 46,597,307 46,547,707 49,600 300,000 Total Treasury Notes.................................... 3,773,725,103 3,751,080,535 22,644,569 1,437,490 Grand Total............................................. 5,005,217,340 4,831,391,554 173,825,786 27,473,714