TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 2008 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Outstanding Unstripped Form Stripped Form Treasury Bonds: CUSIP: Interest Rate: 912810DN5 11.750 912800AA7 11/15/14 5,015,284 3,048,504 1,966,780 194,880 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,155,231 1,365,068 129,760 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,385,595 638,321 204,000 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,507,028 1,077,831 58,000 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,261,572 170,182 126,000 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,809,950 1,013,601 51,600 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,700,017 1,087,431 114,656 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,830,944 3,728,225 89,872 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,267,666 1,700,692 97,040 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,973,076 1,744,363 171,740 912810EB0 9.000 912803AP8 11/15/18 7,174,470 4,753,608 2,420,862 115,560 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 9,920,896 3,169,602 739,397 912810ED6 8.125 912803AR4 08/15/19 18,940,932 16,537,574 2,403,358 330,712 912810EE4 8.500 912803AS2 02/15/20 9,476,268 7,491,805 1,984,463 120,640 912810EF1 8.750 912803AT0 05/15/20 7,582,183 2,703,049 4,879,134 63,136 912810EG9 8.750 912803AU7 08/15/20 17,059,306 9,809,983 7,249,323 613,632 912810EH7 7.875 912803AV5 02/15/21 10,075,573 8,613,699 1,461,874 407,280 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 4,987,676 5,079,112 1,492,000 912810EK0 8.125 912803AX1 08/15/21 9,506,382 7,807,565 1,698,817 725,292 912810EL8 8.000 912803AY9 11/15/21 30,632,194 14,188,219 16,443,975 1,646,428 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,419,686 1,708,104 279,040 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,384,877 3,038,749 471,840 912810EP9 7.125 912803BB8 02/15/23 15,782,061 11,542,069 4,239,992 1,117,200 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,295,272 1,363,772 1,144,374 912810ES3 7.500 912803BD4 11/15/24 9,604,162 7,465,536 2,138,626 1,838,672 912810ET1 7.625 912803BE2 02/15/25 9,509,170 7,883,465 1,625,705 849,800 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,214,520 1,972,687 330,272 912810EW4 6.000 912803BG7 02/15/26 12,837,916 11,738,232 1,099,684 826,900 912810EX2 6.750 912803BH5 08/15/26 8,810,418 6,657,875 2,152,543 686,000 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 5,100,590 5,759,587 248,800 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 5,371,612 4,150,359 301,800 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,048,287 3,148,469 596,000 912810FB9 6.125 912803BM4 11/15/27 22,021,339 8,769,095 13,252,244 923,360 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,386,039 2,390,162 706,640 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,580,486 2,366,566 1,244,200 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,110,765 1,239,576 882,480 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 6,679,380 4,499,200 338,280 912810FM5 6.250 912803CH4 05/15/30 17,043,162 7,383,003 9,660,159 523,000 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,215,408 2,212,240 1,255,000 912810FT0 4.500 912803CX9 02/15/36 26,397,130 17,327,010 9,070,120 885,280 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 12,080,131 4,509,325 1,387,260 912810PU6 5.000 912803DA8 05/15/37 21,413,045 15,724,809 5,688,236 627,732 912810PW2 4.375 912803DC4 02/15/38 22,525,149 20,271,775 2,253,374 750,078 912810PX0 4.500 912803DD2 05/15/38 25,500,123 21,977,163 3,522,960 954,720 Total Treasury Bonds.................................... 585,726,195 431,380,741 154,345,454 26,660,352 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128274Y5 A 3.875 912820DN4 01/15/09 21,007,066 21,005,745 1,321 0 9128275W8 A 4.250 912820EK9 01/15/10 14,577,664 14,577,664 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 32,021,534 32,021,534 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,693,650 13,693,650 0 0 912828FB1 G 2.375 912820MY0 04/15/11 22,023,518 22,023,518 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,325,766 7,325,766 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,449,471 18,449,471 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,734,488 27,734,488 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,367,991 15,367,991 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,601,213 23,601,213 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,623,911 24,623,911 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,839,849 21,839,849 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,558,642 21,558,642 0 0 912828EA4 D 1.875 912820LX3 07/15/15 18,934,363 18,934,363 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 2008 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Outstanding Unstripped Form Stripped Form Treasury Inflation-Protected Securities, Continued: CUSIP: Series: Interest Rate: 912828ET3 A 2.000 912820MQ7 01/15/16 18,556,563 18,556,563 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,455,473 21,455,473 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,530,559 18,530,559 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,632,284 14,632,284 0 0 912828HN3 A 1.625 912820QK6 01/15/18 16,976,900 16,976,900 0 0 912828JE1 D 1.375 912820RB5 07/15/18 15,039,651 15,039,651 0 0 912810FR4 2.375 912803CN1 01/15/25 32,182,143 32,182,143 0 0 912810FS2 2.000 912803CW1 01/15/26 21,830,728 21,830,728 0 0 912810PS1 2.375 912803CY7 01/15/27 17,706,660 17,706,660 0 0 912810PV4 1.750 912803DB6 01/15/28 16,167,859 16,167,859 0 0 912810FD5 3.625 912803BN2 04/15/28 22,480,797 22,474,100 6,697 0 912810FH6 3.875 912803CF8 04/15/29 25,693,800 25,529,070 164,730 0 912810FQ6 3.375 912803CL5 04/15/32 6,117,583 6,117,583 0 0 Total Treasury Inflation-Protected Securities........... 530,130,126 529,957,378 172,748 0 Treasury Notes: CUSIP: Series: Interest Rate: 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 0 912828BZ2 E 3.000 912820JW8 02/15/09 17,433,763 16,946,326 487,437 25,600 912828EV8 R 4.500 912820MS3 02/15/09 22,308,500 21,335,748 972,752 23,800 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 14,598,110 196,680 2,800 912828CH1 H 3.875 912820KE6 05/15/09 18,059,937 17,156,512 903,425 14,940 912828FE5 S 4.875 912820NB9 05/15/09 27,380,356 26,738,297 642,059 43,200 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 24,975,599 2,424,295 0 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,607,684 687,002 6,800 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,295,474 124,940 1,600 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 17,443,168 1,308,760 0 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,470,366 302,480 55,360 912828HJ2 AF 3.125 912820QF7 11/30/09 24,544,183 24,540,155 4,028 140 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 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 21,173,112 2,182,597 3,200 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,496,548 120,520 300 912828GG9 S 4.750 912820PD3 02/15/10 17,467,187 17,069,887 397,300 1,600 912828HS2 V 2.000 912820QP5 02/28/10 28,899,918 28,899,918 0 1,800 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 18,010,804 738,040 8,960 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,156,948 784,780 160 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 20,889,900 1,547,694 5,560 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,371,024 592,400 1,280 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 14,874,956 1,086,149 66,160 912828JS0 AE 1.250 912820SR9 11/30/10 38,520,388 38,520,388 0 0 912828EQ9 R 4.375 912820MM6 12/15/10 13,000,813 13,000,813 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 2008 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Outstanding Unstripped Form Stripped Form Treasury Notes, Continued: CUSIP: Series: Interest Rate: 912828JV3 AF 0.875 912820ST5 12/31/10 40,778,029 40,778,029 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 22,143,787 1,292,542 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 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 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 25,154,750 1,480,566 90,700 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 29,435,187 8,000 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 28,840,506 0 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 23,708,693 1,071,145 4,055 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 51,200 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 17,807,868 1,840,108 29,440 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 39,436 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 18,591,058 907,338 1,600 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 17,626,107 627,446 13,400 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 32,903,163 617,960 8,300 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 12,920 912828JT8 S 2.000 912820SQ1 11/30/13 27,819,417 27,819,417 0 0 912828JW1 T 1.500 912820SU2 12/31/13 30,043,637 30,043,637 0 0 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,619,841 461,225 8,800 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 26,882,943 420,038 197,572 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,312,174 409,460 1,200 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 24,955,536 517,000 19,800 912828DM9 B 4.000 912820LJ4 02/15/15 34,215,057 34,213,897 1,160 190 912828DV9 C 4.125 912820LS4 05/15/15 34,471,849 34,459,049 12,800 3,200 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 6,000 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 22,544,031 12,640 0 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 22,189,561 3,200 4,800 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 27,629,448 44,800 12,000 912828HR4 B 3.500 912820QN0 02/15/18 39,204,509 39,202,909 1,600 24,800 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 2,000 912828JR2 F 3.750 912820RM1 11/15/18 40,028,254 39,978,174 50,080 0 Total Treasury Notes.................................... 2,792,162,775 2,759,561,988 32,600,787 795,673 Grand Total............................................. 3,908,019,096 3,720,900,107 187,118,989 27,456,025