TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MAY 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 2,823,144 2,192,140 30,640 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,252,455 1,267,844 123,672 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,443,355 580,561 0 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,328,668 1,256,191 88,640 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,343,352 88,402 16,800 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,727,470 1,096,081 5,600 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,765,761 1,021,687 47,440 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,634,704 3,924,465 200,336 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,401,906 1,566,452 20,800 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,736,896 1,980,543 139,320 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,053,068 2,121,402 212,500 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 9,950,776 3,139,722 259,360 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,398,406 1,542,526 409,056 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,018,125 1,458,143 94,760 912810EF1 8.750 912803AT0 05/15/20 7,582,183 4,380,121 3,202,062 679,600 912810EG9 8.750 912803AU7 08/15/20 17,059,306 11,828,103 5,231,203 970,992 912810EH7 7.875 912803AV5 02/15/21 10,075,573 8,643,879 1,431,694 228,480 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 5,425,508 4,641,280 629,024 912810EK0 8.125 912803AX1 08/15/21 9,506,382 7,927,817 1,578,565 289,120 912810EL8 8.000 912803AY9 11/15/21 30,632,194 15,166,874 15,465,320 540,400 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,568,366 1,559,424 111,360 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,169,917 3,253,709 258,400 912810EP9 7.125 912803BB8 02/15/23 15,782,061 10,541,709 5,240,352 341,280 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,598,752 1,060,292 669,254 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,436,556 1,167,606 1,252,800 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,183,065 1,326,105 315,600 912810EV6 6.875 912803BF9 08/15/25 11,187,207 9,861,376 1,325,831 177,136 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,384,362 453,554 236,520 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,570,555 1,239,863 521,520 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 5,919,010 4,941,167 554,400 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 6,694,012 2,827,959 693,760 912810FA1 6.375 912803BL6 08/15/27 9,196,756 6,098,127 3,098,629 240,480 912810FB9 6.125 912803BM4 11/15/27 22,021,339 9,261,295 12,760,044 759,360 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,387,719 2,388,482 159,640 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,317,766 2,629,286 246,720 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,114,285 1,236,056 403,600 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 5,573,280 5,605,300 362,240 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,224,537 10,818,625 379,800 912810FP8 5.375 912803CK7 02/15/31 16,427,648 12,585,388 3,842,260 358,720 912810FT0 4.500 912803CX9 02/15/36 26,397,130 17,801,170 8,595,960 975,880 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 12,240,511 4,348,945 225,120 912810PU6 5.000 912803DA8 05/15/37 21,413,045 14,474,013 6,939,032 109,388 912810PW2 4.375 912803DC4 02/15/38 22,525,149 19,538,367 2,986,782 248,296 912810PX0 4.500 912803DD2 05/15/38 25,500,123 22,272,483 3,227,640 516,000 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,947,889 960,680 793,440 912810QB7 4.250 912803DG5 05/15/39 16,476,542 15,269,742 1,206,800 316,080 Total Treasury Bonds.................................... 628,111,306 478,284,639 149,826,667 16,213,334 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128275W8 A 4.250 912820EK9 01/15/10 14,309,471 14,309,471 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 31,432,665 31,432,665 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,441,726 13,441,726 0 0 912828FB1 G 2.375 912820MY0 04/15/11 21,618,350 21,618,350 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,190,969 7,190,969 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,110,076 18,110,076 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,224,186 27,224,186 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,085,362 15,085,362 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,167,032 23,167,032 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,170,908 24,170,908 0 0 912828KM1 K 1.250 912820TK3 04/15/14 8,315,261 8,315,261 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,437,952 21,437,952 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,162,086 21,162,086 0 0 912828EA4 D 1.875 912820LX3 07/15/15 18,586,037 18,586,037 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,215,193 18,215,193 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,060,864 21,060,864 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,189,713 18,189,713 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MAY 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: 912828GX2 D 2.625 912820PU5 07/15/17 14,363,099 14,363,099 0 0 912828HN3 A 1.625 912820QK6 01/15/18 16,664,653 16,664,653 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 31,589,927 31,589,927 0 0 912810FS2 2.000 912803CW1 01/15/26 21,429,125 21,429,125 0 0 912810PS1 2.375 912803CY7 01/15/27 17,380,969 17,380,969 0 0 912810PV4 1.750 912803DB6 01/15/28 15,870,492 15,870,492 0 0 912810FD5 3.625 912803BN2 04/15/28 22,067,253 22,060,678 6,574 0 912810PZ5 2.500 912803DE0 01/15/29 7,999,980 7,999,980 0 0 912810FH6 3.875 912803CF8 04/15/29 25,221,195 25,059,495 161,700 0 912810FQ6 3.375 912803CL5 04/15/32 6,005,059 6,005,059 0 0 Total Treasury Inflation-Protected Securities........... 531,019,392 530,851,118 168,274 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828CL2 J 4.000 912820KH9 06/15/09 15,004,754 14,986,854 17,900 0 912828GV6 AA 4.875 912820PS0 06/30/09 22,020,929 22,004,289 16,640 0 912828CN8 K 3.625 912820KK2 07/15/09 15,004,962 14,923,362 81,600 150,400 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 25,486,374 1,913,520 3,850 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,672,884 621,802 27,300 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,289,374 131,040 5,440 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 17,908,868 843,060 6,600 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,217,186 555,660 6,100 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 21,897,906 1,457,803 15,000 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,480,908 136,160 600 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 18,010,496 738,348 3,080 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,855,248 86,480 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 20,877,500 1,560,094 0 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,374,064 589,360 4,320 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 14,839,256 1,121,849 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 41,631,177 66,880 0 9128276T4 B 5.000 912820GC5 02/15/11 23,436,329 22,142,615 1,293,714 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 41,386,504 41,386,504 0 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 16,377,871 452,800 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 25,185,442 1,449,874 18,560 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 29,440,627 2,560 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,925,450 111,100 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MAY 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: 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 0 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 16,612,607 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 16,397,619 52,800 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 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 18,060,936 1,587,040 46,012 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 17,093,159 1,019,583 8,300 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 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 17,625,947 627,606 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 32,901,963 619,160 1,200 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 0 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 30,042,540 1,000 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 27,625,021 456,045 0 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 0 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,440,534 281,100 0 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 24,952,296 520,240 0 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 23,220,385 400 250,000 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 23,293,270 420 250,080 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,522,431 34,240 250,080 912828FY1 F 4.625 912820NV5 11/15/16 23,293,786 23,293,466 320 250,280 912828GH7 B 4.625 912820PE1 02/15/17 22,192,761 22,191,861 900 250,080 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,586,341 200 250,000 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 28,000,273 0 250,000 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 39,199,709 4,800 2,800 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 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 912828KQ2 C 3.125 912820TQ0 05/15/19 25,893,000 25,893,000 0 0 Total Treasury Notes.................................... 3,188,773,320 3,163,501,788 25,271,532 2,050,082 Grand Total............................................. 4,347,904,018 4,172,637,545 175,266,473 18,263,416