TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 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 2,878,104 2,137,180 50,000 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,240,063 1,280,236 117,360 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,449,115 574,801 32,736 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,391,868 1,192,991 98,400 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,344,952 86,802 64,560 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,726,110 1,097,441 45,600 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,723,281 1,064,167 313,000 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,588,208 3,970,961 796,080 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,407,346 1,561,012 302,800 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,964,816 1,752,623 286,400 912810EB0 9.000 912803AP8 11/15/18 7,174,470 4,911,988 2,262,482 355,520 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 9,904,096 3,186,402 1,666,560 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,532,238 1,408,694 1,299,632 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,010,765 1,465,503 455,720 912810EF1 8.750 912803AT0 05/15/20 7,582,183 3,741,801 3,840,382 614,880 912810EG9 8.750 912803AU7 08/15/20 17,059,306 11,393,927 5,665,379 3,002,080 912810EH7 7.875 912803AV5 02/15/21 10,075,573 8,792,199 1,283,374 675,440 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 5,047,684 5,019,104 760,736 912810EK0 8.125 912803AX1 08/15/21 9,506,382 7,757,673 1,748,709 1,964,432 912810EL8 8.000 912803AY9 11/15/21 30,632,194 15,536,174 15,096,020 1,602,845 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,703,726 1,424,064 960,760 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,112,797 3,310,829 402,320 912810EP9 7.125 912803BB8 02/15/23 15,782,061 10,328,589 5,453,472 502,680 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,224,638 1,434,406 556,840 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,329,100 1,275,062 528,872 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,269,905 1,239,265 429,520 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,811,056 1,376,151 761,384 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,371,202 466,714 1,162,030 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,275,915 1,534,503 259,960 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 5,530,510 5,329,667 122,200 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 6,257,212 3,264,759 504,160 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,002,767 3,193,989 216,640 912810FB9 6.125 912803BM4 11/15/27 22,021,339 9,031,055 12,990,284 342,720 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,484,919 2,291,282 494,680 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,392,166 2,554,886 379,520 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,318,725 1,031,616 170,560 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 6,017,920 5,160,660 100,280 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,709,121 10,334,041 389,260 912810FP8 5.375 912803CK7 02/15/31 16,427,648 13,369,268 3,058,380 681,440 912810FT0 4.500 912803CX9 02/15/36 26,397,130 18,011,530 8,385,600 845,920 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 12,113,071 4,476,385 243,680 912810PU6 5.000 912803DA8 05/15/37 21,413,045 14,539,213 6,873,832 106,080 912810PW2 4.375 912803DC4 02/15/38 22,525,149 19,829,495 2,695,654 595,232 912810PX0 4.500 912803DD2 05/15/38 25,500,123 22,037,203 3,462,920 477,400 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,585,129 1,323,440 100,360 Total Treasury Bonds.................................... 611,634,764 461,998,639 149,636,125 25,839,279 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128275W8 A 4.250 912820EK9 01/15/10 14,275,848 14,275,848 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 31,358,461 31,358,461 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,410,043 13,410,043 0 0 912828FB1 G 2.375 912820MY0 04/15/11 21,567,503 21,567,503 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,174,037 7,174,037 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,067,393 18,067,393 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,160,197 27,160,197 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,049,827 15,049,827 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,112,410 23,112,410 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,113,993 24,113,993 0 0 912828KM1 K 1.250 912820TK3 04/15/14 8,296,394 8,296,394 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,387,596 21,387,596 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,112,112 21,112,112 0 0 912828EA4 D 1.875 912820LX3 07/15/15 18,542,178 18,542,178 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,172,352 18,172,352 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,011,263 21,011,263 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,146,762 18,146,762 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 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: 912828GX2 D 2.625 912820PU5 07/15/17 14,329,224 14,329,224 0 0 912828HN3 A 1.625 912820QK6 01/15/18 16,625,253 16,625,253 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 14,739,898 14,739,898 0 0 912810FR4 2.375 912803CN1 01/15/25 31,515,725 31,515,725 0 0 912810FS2 2.000 912803CW1 01/15/26 21,378,725 21,378,725 0 0 912810PS1 2.375 912803CY7 01/15/27 17,339,928 17,339,928 0 0 912810PV4 1.750 912803DB6 01/15/28 15,832,970 15,832,970 0 0 912810FD5 3.625 912803BN2 04/15/28 22,015,224 22,008,665 6,559 0 912810PZ5 2.500 912803DE0 01/15/29 7,999,980 7,999,980 0 0 912810FH6 3.875 912803CF8 04/15/29 25,161,729 25,000,411 161,319 0 912810FQ6 3.375 912803CL5 04/15/32 5,990,924 5,990,924 0 0 Total Treasury Inflation-Protected Securities........... 529,857,839 529,689,961 167,877 0 Treasury Notes: CUSIP: Series: Interest Rate: 9128275G3 B 5.500 912820DV6 05/15/09 14,794,790 14,602,410 192,380 3,600 912828CH1 H 3.875 912820KE6 05/15/09 18,059,937 17,494,257 565,680 34,400 912828FE5 S 4.875 912820NB9 05/15/09 27,380,356 26,973,989 406,367 0 912828GT1 Z 4.875 912820PQ4 05/31/09 22,486,466 22,396,866 89,600 3,200 912828CL2 J 4.000 912820KH9 06/15/09 15,004,754 14,986,854 17,900 4,600 912828GV6 AA 4.875 912820PS0 06/30/09 22,020,929 22,004,289 16,640 32,000 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 25,487,635 1,912,259 33,050 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,673,584 621,102 4,220 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,283,934 136,480 580 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 17,907,268 844,660 8,150 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,427,086 345,760 0 912828HJ2 AF 3.125 912820QF7 11/30/09 24,544,183 24,534,986 9,197 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 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 21,882,946 1,472,763 0 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,489,668 127,400 0 912828GG9 S 4.750 912820PD3 02/15/10 17,467,187 17,435,967 31,220 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 18,029,624 719,220 2,640 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,861,948 79,780 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 20,881,020 1,556,574 22,200 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,369,744 593,680 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 14,849,256 1,111,849 0 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 41,897,398 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 41,386,787 41,386,787 0 0 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 16,939,792 204,800 24,000 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 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 25,169,198 1,466,118 1,456 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,334,276 166,400 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 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: 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 29,440,627 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 23,718,293 1,061,545 6,400 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 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 16,397,619 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 18,018,268 1,629,708 0 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 18,594,418 903,978 32,800 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 17,625,947 627,606 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 32,900,763 620,360 960 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 29,710,466 926,378 600 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 27,625,261 455,805 1,300 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 26,930,203 372,778 13,700 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,440,534 281,100 23,500 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 24,958,936 513,600 68,000 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 32,468,737 960 200,500 912828EN6 F 4.500 912820MK0 11/15/15 23,220,785 23,220,385 400 200,000 912828EW6 B 4.500 912820MT1 02/15/16 21,841,772 21,841,372 400 200,000 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 23,293,590 100 201,600 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,538,431 18,240 12,800 912828FY1 F 4.625 912820NV5 11/15/16 23,293,786 23,293,586 200 200,000 912828GH7 B 4.625 912820PE1 02/15/17 22,192,761 22,192,181 580 200,000 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,586,341 200 200,600 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 28,000,273 0 250,400 912828HH6 F 4.250 912820QE0 11/15/17 27,674,248 27,673,448 800 56,000 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 58,676,801 58,676,801 0 0 Total Treasury Notes.................................... 3,204,408,396 3,178,029,266 26,379,130 2,043,256 Grand Total............................................. 4,345,900,998 4,169,717,866 176,183,132 27,882,535