TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MARCH 31, 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 2,878,104 2,137,180 25,000 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,176,391 1,343,908 5,920 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,426,619 597,297 22,752 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,516,508 1,068,351 51,360 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,337,192 94,562 32,320 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,793,310 1,030,241 70,960 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,539,129 1,248,319 77,000 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,710,928 3,848,241 181,008 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,415,626 1,552,732 171,400 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,914,176 1,803,263 104,640 912810EB0 9.000 912803AP8 11/15/18 7,174,470 4,968,968 2,205,502 289,160 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 9,500,136 3,590,362 681,680 912810ED6 8.125 912803AR4 08/15/19 18,940,932 16,892,494 2,048,438 862,304 912810EE4 8.500 912803AS2 02/15/20 9,476,268 7,949,685 1,526,583 413,200 912810EF1 8.750 912803AT0 05/15/20 7,582,183 3,354,881 4,227,302 544,272 912810EG9 8.750 912803AU7 08/15/20 17,059,306 10,729,055 6,330,251 2,694,272 912810EH7 7.875 912803AV5 02/15/21 10,075,573 8,523,879 1,551,694 529,360 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 4,993,204 5,073,584 488,024 912810EK0 8.125 912803AX1 08/15/21 9,506,382 7,514,097 1,992,285 678,688 912810EL8 8.000 912803AY9 11/15/21 30,632,194 15,064,554 15,567,640 1,588,200 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,582,606 1,545,184 600,920 912810EN4 7.625 912803BA0 11/15/22 7,423,626 3,852,237 3,571,389 202,880 912810EP9 7.125 912803BB8 02/15/23 15,782,061 10,794,309 4,987,752 760,680 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 20,996,957 1,662,087 651,600 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,526,700 1,077,462 838,968 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,183,945 1,325,225 200,720 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,580,360 1,606,847 155,384 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,336,162 501,754 382,270 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,179,915 1,630,503 43,800 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 5,584,910 5,275,267 284,000 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 6,012,572 3,509,399 647,200 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,127,527 3,069,229 252,160 912810FB9 6.125 912803BM4 11/15/27 22,021,339 9,481,335 12,540,004 1,147,680 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,066,919 2,709,282 446,200 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,238,206 2,708,846 256,240 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,407,805 942,536 435,080 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 6,122,120 5,056,460 375,200 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,750,318 10,292,844 615,794 912810FP8 5.375 912803CK7 02/15/31 16,427,648 13,236,108 3,191,540 706,680 912810FT0 4.500 912803CX9 02/15/36 26,397,130 17,635,210 8,761,920 1,716,560 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,993,951 4,595,505 1,261,200 912810PU6 5.000 912803DA8 05/15/37 21,413,045 15,044,801 6,368,244 516,788 912810PW2 4.375 912803DC4 02/15/38 22,525,149 20,527,095 1,998,054 327,776 912810PX0 4.500 912803DD2 05/15/38 25,500,123 22,190,603 3,309,520 893,000 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,845,769 1,062,800 359,360 Total Treasury Bonds.................................... 611,634,764 459,497,375 152,137,389 23,589,660 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128275W8 A 4.250 912820EK9 01/15/10 14,205,544 14,205,544 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 31,204,173 31,204,173 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,344,037 13,344,037 0 0 912828FB1 G 2.375 912820MY0 04/15/11 21,461,368 21,461,368 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,138,732 7,138,732 0 0 912828GN4 J 2.000 912820PK7 04/15/12 17,978,397 17,978,397 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,026,464 27,026,464 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 22,998,562 22,998,562 0 0 912828BW9 A 2.000 912820JT5 01/15/14 23,995,335 23,995,335 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,282,133 21,282,133 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,008,175 21,008,175 0 0 912828EA4 D 1.875 912820LX3 07/15/15 18,450,889 18,450,889 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,082,759 18,082,759 0 0 912828FL9 D 2.500 912820NH6 07/15/16 20,907,861 20,907,861 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,057,411 18,057,411 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,258,673 14,258,673 0 0 912828HN3 A 1.625 912820QK6 01/15/18 16,543,497 16,543,497 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 31,360,320 31,360,320 0 0 912810FS2 2.000 912803CW1 01/15/26 21,273,324 21,273,324 0 0 912810PS1 2.375 912803CY7 01/15/27 17,254,549 17,254,549 0 0 912810PV4 1.750 912803DB6 01/15/28 15,755,110 15,755,110 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MARCH 31, 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 21,906,802 21,900,276 6,526 0 912810PZ5 2.500 912803DE0 01/15/29 7,999,980 7,999,980 0 0 912810FH6 3.875 912803CF8 04/15/29 25,037,924 24,877,399 160,525 0 912810FQ6 3.375 912803CL5 04/15/32 5,961,402 5,961,402 0 0 Total Treasury Inflation-Protected Securities........... 513,119,661 512,952,609 167,051 0 Treasury Notes: CUSIP: Series: Interest Rate: 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 0 9128275G3 B 5.500 912820DV6 05/15/09 14,794,790 14,599,810 194,980 3,700 912828CH1 H 3.875 912820KE6 05/15/09 18,059,937 17,473,312 586,625 59,040 912828FE5 S 4.875 912820NB9 05/15/09 27,380,356 26,974,089 406,267 24,960 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 25,471,672 1,928,222 91,360 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,673,564 621,122 40,400 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,289,114 131,300 7,480 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 17,911,618 840,310 0 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,445,006 327,840 11,440 912828HJ2 AF 3.125 912820QF7 11/30/09 24,544,183 24,534,986 9,197 3,260 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 21,896,466 1,459,243 630,500 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,489,708 127,360 3,220 912828GG9 S 4.750 912820PD3 02/15/10 17,467,187 17,435,967 31,220 102,400 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 18,033,524 715,320 24,480 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,861,948 79,780 711,900 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 20,863,820 1,573,774 0 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,369,744 593,680 2,560 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 14,849,256 1,111,849 24,710 912828JS0 AE 1.250 912820SR9 11/30/10 38,520,388 38,502,460 17,928 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 912828KE9 V 0.875 912820TC1 02/28/11 42,145,087 42,145,087 0 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 41,897,447 41,897,447 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 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 16,915,792 228,800 25,600 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 16,377,871 452,800 17,600 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 25,168,110 1,467,206 796 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 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MARCH 31, 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: 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 28,840,506 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 23,711,893 1,067,945 1,600 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 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 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 15,736,479 67,200 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,018,492 1,629,484 374,976 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 18,589,618 908,778 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 32,899,803 621,320 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 29,709,866 926,978 12,800 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 30,043,540 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 27,625,311 455,755 6,600 912828KF6 H 1.875 912820TD9 02/28/14 33,714,392 33,714,392 0 0 912828KJ8 J 1.750 912820TF4 03/31/14 35,611,862 35,611,862 0 0 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 26,922,903 380,078 46,380 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,440,234 281,400 18,700 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 24,957,336 515,200 5,100 912828DM9 B 4.000 912820LJ4 02/15/15 34,215,057 34,214,007 1,050 350,110 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 32,468,237 1,460 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 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 22,543,231 13,440 350,080 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 22,192,181 580 0 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,585,741 800 50,000 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 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 0 912828KD1 B 2.750 912820TA5 02/15/19 40,390,074 40,390,074 0 0 Total Treasury Notes.................................... 3,084,843,805 3,057,746,943 27,096,862 3,001,752 Grand Total............................................. 4,209,598,229 4,030,196,927 179,401,302 26,591,412