TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2008 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 2,875,904 2,139,380 102,400 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,178,911 1,341,388 94,500 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,401,659 622,257 39,640 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,468,228 1,116,631 118,760 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,319,972 111,782 5,400 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,788,830 1,034,721 20,700 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,644,001 1,143,447 327,560 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,825,216 3,733,953 549,288 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,454,626 1,513,732 543,960 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,969,336 1,748,103 419,440 912810EB0 9.000 912803AP8 11/15/18 7,174,470 4,857,508 2,316,962 1,006,020 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 9,985,659 3,104,839 1,302,640 912810ED6 8.125 912803AR4 08/15/19 18,940,932 16,594,997 2,345,935 2,182,964 912810EE4 8.500 912803AS2 02/15/20 9,476,268 7,689,325 1,786,943 536,380 912810EF1 8.750 912803AT0 05/15/20 7,582,183 3,226,753 4,355,430 769,544 912810EG9 8.750 912803AU7 08/15/20 17,059,306 10,576,427 6,482,879 911,808 912810EH7 7.875 912803AV5 02/15/21 10,075,573 8,753,419 1,322,154 352,960 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 4,894,676 5,172,112 1,512,904 912810EK0 8.125 912803AX1 08/15/21 9,506,382 7,741,585 1,764,797 219,672 912810EL8 8.000 912803AY9 11/15/21 30,632,194 14,008,992 16,623,203 1,308,875 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,527,126 1,600,664 448,660 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,059,037 3,364,589 196,220 912810EP9 7.125 912803BB8 02/15/23 15,782,061 10,816,789 4,965,272 462,960 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,075,830 1,583,214 675,901 912810ES3 7.500 912803BD4 11/15/24 9,604,162 6,796,600 2,807,562 944,968 912810ET1 7.625 912803BE2 02/15/25 9,509,170 7,546,945 1,962,225 489,540 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,000,800 2,186,407 917,072 912810EW4 6.000 912803BG7 02/15/26 12,837,916 11,517,632 1,320,284 558,000 912810EX2 6.750 912803BH5 08/15/26 8,810,418 6,239,155 2,571,263 507,220 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 5,108,710 5,751,467 173,000 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 5,474,792 4,047,179 794,560 912810FA1 6.375 912803BL6 08/15/27 9,196,756 5,815,047 3,381,709 273,040 912810FB9 6.125 912803BM4 11/15/27 22,021,339 8,428,415 13,592,924 527,000 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,464,119 2,312,082 658,200 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,684,046 2,263,006 667,520 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,149,305 1,201,036 750,960 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 6,768,260 4,410,320 252,520 912810FM5 6.250 912803CH4 05/15/30 17,043,162 7,489,675 9,553,487 898,809 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,551,888 1,875,760 1,063,920 912810FT0 4.500 912803CX9 02/15/36 26,397,130 17,163,850 9,233,280 1,089,600 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,103,431 5,486,025 511,520 912810PU6 5.000 912803DA8 05/15/37 21,413,045 15,506,257 5,906,788 108,392 912810PW2 4.375 912803DC4 02/15/38 22,525,149 20,333,265 2,191,884 1,402,680 912810PX0 4.500 912803DD2 05/15/38 25,500,123 21,646,683 3,853,440 706,200 Total Treasury Bonds.................................... 585,726,195 428,523,680 157,202,515 27,403,877 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128274Y5 A 3.875 912820DN4 01/15/09 21,217,455 21,216,121 1,334 0 9128275W8 A 4.250 912820EK9 01/15/10 14,723,592 14,723,592 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 32,342,149 32,342,149 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,830,722 13,830,722 0 0 912828FB1 G 2.375 912820MY0 04/15/11 22,244,060 22,244,060 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,399,078 7,399,078 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,634,202 18,634,202 0 0 912828AF7 C 3.000 912820HC4 07/15/12 28,012,082 28,012,082 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,521,825 15,521,825 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,837,311 23,837,311 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,870,470 24,870,470 0 0 912828CP3 D 2.000 912820KL0 07/15/14 22,058,375 22,058,375 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,774,496 21,774,496 0 0 912828EA4 D 1.875 912820LX3 07/15/15 19,123,910 19,123,910 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,742,379 18,742,379 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,670,278 21,670,278 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,716,161 18,716,161 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,778,705 14,778,705 0 0 912828HN3 A 1.625 912820QK6 01/15/18 17,146,813 17,146,813 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,190,249 15,190,249 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2008 -- 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: 912810FR4 2.375 912803CN1 01/15/25 32,504,152 32,504,152 0 0 912810FS2 2.000 912803CW1 01/15/26 22,049,329 22,049,329 0 0 912810PS1 2.375 912803CY7 01/15/27 17,884,010 17,884,010 0 0 912810PV4 1.750 912803DB6 01/15/28 16,329,675 16,329,675 0 0 912810FD5 3.625 912803BN2 04/15/28 22,705,864 22,699,100 6,764 0 912810FH6 3.875 912803CF8 04/15/29 25,951,159 25,784,779 166,380 0 912810FQ6 3.375 912803CL5 04/15/32 6,178,833 6,178,833 0 0 Total Treasury Inflation-Protected Securities........... 535,437,334 535,262,856 174,479 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828BT6 L 3.375 912820JQ1 12/15/08 16,000,028 15,993,628 6,400 0 912828GB0 AC 4.750 912820NY9 12/31/08 24,816,923 24,749,723 67,200 0 912828BV1 D 3.250 912820JS7 01/15/09 16,002,546 15,924,946 77,600 0 912828GE4 V 4.875 912820PB7 01/31/09 22,976,157 22,889,757 86,400 16,000 912828BZ2 E 3.000 912820JW8 02/15/09 17,433,763 16,929,065 504,698 21,600 912828EV8 R 4.500 912820MS3 02/15/09 22,308,500 21,358,075 950,425 121,700 912828GJ3 W 4.750 912820PF8 02/28/09 23,037,728 23,016,928 20,800 0 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 22,234,918 542,800 0 9128275G3 B 5.500 912820DV6 05/15/09 14,794,790 14,609,710 185,080 6,400 912828CH1 H 3.875 912820KE6 05/15/09 18,059,937 17,141,892 918,045 1,960 912828FE5 S 4.875 912820NB9 05/15/09 27,380,356 26,873,421 506,935 23,800 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 25,012,579 2,387,315 52,600 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,601,824 692,862 20,000 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,293,874 126,540 9,600 912828HB9 AC 4.000 912820PY7 08/31/09 22,281,806 22,250,606 31,200 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 17,456,268 1,295,660 0 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,432,466 340,380 4,800 912828HJ2 AF 3.125 912820QF7 11/30/09 24,544,183 24,540,015 4,168 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 26,497,461 0 0 912828DG2 E 3.625 912820LD7 01/15/10 15,004,697 14,353,777 650,920 0 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 21,174,401 2,181,308 18,400 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,496,248 120,820 300 912828GG9 S 4.750 912820PD3 02/15/10 17,467,187 17,076,287 390,900 100 912828HS2 V 2.000 912820QP5 02/28/10 28,899,918 28,898,118 1,800 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 18,009,204 739,640 0 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,158,188 783,540 1,000 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 20,888,580 1,549,014 1,000 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,369,904 593,520 8,000 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 14,833,676 1,127,429 1,200 912828EQ9 R 4.375 912820MM6 12/15/10 13,000,813 13,000,813 0 0 912828ES5 D 4.250 912820MP9 01/15/11 13,001,339 13,001,339 0 0 9128276T4 B 5.000 912820GC5 02/15/11 23,436,329 22,145,707 1,290,622 1,000 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, NOVEMBER 30, 2008 -- 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 16,328,271 502,400 112,000 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 25,081,250 1,554,066 17,000 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 29,443,187 0 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,925,450 111,100 0 912828GC8 R 4.625 912820NZ6 12/31/11 16,131,258 16,115,258 16,000 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 23,711,038 1,068,800 13,000 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 16,064,687 171,200 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 17,787,164 1,860,812 28,480 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 17,085,023 1,027,719 28,100 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 18,590,876 907,520 33,600 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 17,625,507 628,046 4,600 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 32,895,663 625,460 9,100 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 29,695,346 941,498 1,000 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,616,541 464,525 600 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 26,692,171 610,810 3,900 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,311,774 409,860 320 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 24,938,136 534,400 1,000 912828DM9 B 4.000 912820LJ4 02/15/15 34,215,057 34,213,707 1,350 0 912828DV9 C 4.125 912820LS4 05/15/15 34,471,849 34,455,849 16,000 0 912828EE6 E 4.250 912820MB0 08/15/15 32,469,697 32,468,257 1,440 0 912828EN6 F 4.500 912820MK0 11/15/15 23,220,785 23,219,985 800 0 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 23,292,090 1,600 0 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,545,631 11,040 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 22,191,161 1,600 0 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,536,141 50,400 0 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 27,974,673 25,600 0 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,647,848 26,400 25,600 912828HR4 B 3.500 912820QN0 02/15/18 39,204,509 39,203,709 800 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 23,549,027 23,549,027 0 0 Total Treasury Notes.................................... 2,650,498,522 2,617,676,535 32,821,987 589,360 Grand Total............................................. 3,771,662,051 3,581,463,070 190,198,980 27,993,237