TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 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 2,881,243 2,134,041 14,560 912810DP0 11.250 912803AA1 02/15/15 10,520,299 9,320,567 1,199,732 93,968 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,395,611 628,305 4,928 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,222,748 1,362,111 118,240 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,366,552 65,202 3,200 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,827,750 995,801 16,240 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,846,713 940,735 11,464 912810DY1 8.750 912803AL7 05/15/17 15,559,169 12,049,852 3,509,317 120,408 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,185,666 1,782,692 74,200 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,939,016 1,778,423 139,120 912810EB0 9.000 912803AP8 11/15/18 7,174,470 5,264,148 1,910,322 188,960 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 10,460,336 2,630,162 1,010,800 912810ED6 8.125 912803AR4 08/15/19 18,940,932 17,555,390 1,385,542 326,136 912810EE4 8.500 912803AS2 02/15/20 9,476,268 8,155,885 1,320,383 716,520 912810EF1 8.750 912803AT0 05/15/20 7,582,183 4,558,321 3,023,862 87,120 912810EG9 8.750 912803AU7 08/15/20 17,059,306 11,921,575 5,137,731 895,808 912810EH7 7.875 912803AV5 02/15/21 10,075,573 8,626,439 1,449,134 59,840 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 5,406,444 4,660,344 390,688 912810EK0 8.125 912803AX1 08/15/21 9,506,382 7,940,073 1,566,309 321,056 912810EL8 8.000 912803AY9 11/15/21 30,632,194 15,737,675 14,894,520 1,451,056 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,606,806 1,520,984 168,080 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,652,357 2,771,269 423,680 912810EP9 7.125 912803BB8 02/15/23 15,782,061 10,995,789 4,786,272 736,000 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 21,631,279 1,027,765 735,200 912810ES3 7.500 912803BD4 11/15/24 9,604,162 8,609,408 994,754 1,113,168 912810ET1 7.625 912803BE2 02/15/25 9,509,170 8,161,745 1,347,425 119,840 912810EV6 6.875 912803BF9 08/15/25 11,187,207 10,173,880 1,013,327 124,360 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,323,562 514,354 97,640 912810EX2 6.750 912803BH5 08/15/26 8,810,418 7,633,115 1,177,303 116,880 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 6,078,170 4,782,007 718,720 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 6,751,132 2,770,839 246,240 912810FA1 6.375 912803BL6 08/15/27 9,196,756 5,907,127 3,289,629 229,440 912810FB9 6.125 912803BM4 11/15/27 22,021,339 9,739,855 12,281,484 584,480 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,377,479 2,398,722 200,400 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,526,806 2,420,246 325,800 912810FG8 5.250 912803BW2 02/15/29 11,350,341 10,142,565 1,207,776 290,640 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 5,624,000 5,554,580 280,400 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,151,772 10,891,390 643,526 912810FP8 5.375 912803CK7 02/15/31 16,427,648 11,967,308 4,460,340 769,120 912810FT0 4.500 912803CX9 02/15/36 26,397,130 17,036,210 9,360,920 382,360 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 11,659,631 4,929,825 321,440 912810PU6 5.000 912803DA8 05/15/37 21,413,045 14,179,509 7,233,536 106,872 912810PW2 4.375 912803DC4 02/15/38 22,525,149 18,446,727 4,078,422 538,488 912810PX0 4.500 912803DD2 05/15/38 25,500,123 21,785,443 3,714,680 1,053,400 912810QA9 3.500 912803DF7 02/15/39 25,908,569 24,621,249 1,287,320 481,920 912810QB7 4.250 912803DG5 05/15/39 38,778,773 34,809,493 3,969,280 558,080 Total Treasury Bonds.................................... 650,413,537 498,254,420 152,159,117 17,410,486 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128275W8 A 4.250 912820EK9 01/15/10 14,388,718 14,388,718 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 31,606,553 31,606,553 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,516,093 13,516,093 0 0 912828FB1 G 2.375 912820MY0 04/15/11 21,738,004 21,738,004 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,230,778 7,230,778 0 0 912828GN4 J 2.000 912820PK7 04/15/12 18,210,305 18,210,305 0 0 912828AF7 C 3.000 912820HC4 07/15/12 27,374,952 27,374,952 0 0 912828HW3 J 0.625 912820QT7 04/15/13 15,168,876 15,168,876 0 0 912828BD1 C 1.875 912820JA6 07/15/13 23,295,286 23,295,286 0 0 912828BW9 A 2.000 912820JT5 01/15/14 24,304,688 24,304,688 0 0 912828KM1 K 1.250 912820TK3 04/15/14 8,361,271 8,361,271 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,556,716 21,556,716 0 0 912828DH0 A 1.625 912820LE5 01/15/15 21,279,133 21,279,133 0 0 912828EA4 D 1.875 912820LX3 07/15/15 18,688,886 18,688,886 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 18,316,006 18,316,006 0 0 912828FL9 D 2.500 912820NH6 07/15/16 21,177,467 21,177,467 0 0 912828GD6 A 2.375 912820PA9 01/15/17 18,290,449 18,290,449 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,442,609 14,442,609 0 0 912828HN3 A 1.625 912820QK6 01/15/18 16,756,751 16,756,751 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 912828LA6 D 1.875 912820TY3 07/15/19 8,147,753 8,147,753 0 0 912810FR4 2.375 912803CN1 01/15/25 31,764,932 31,764,932 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 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: 912810FS2 2.000 912803CW1 01/15/26 21,547,726 21,547,726 0 0 912810PS1 2.375 912803CY7 01/15/27 17,477,226 17,477,226 0 0 912810PV4 1.750 912803DB6 01/15/28 15,958,201 15,958,201 0 0 912810FD5 3.625 912803BN2 04/15/28 22,189,436 22,182,826 6,611 0 912810PZ5 2.500 912803DE0 01/15/29 14,125,423 14,125,423 0 0 912810FH6 3.875 912803CF8 04/15/29 25,360,793 25,198,198 162,595 0 912810FQ6 3.375 912803CL5 04/15/32 6,038,290 6,038,290 0 0 Total Treasury Inflation-Protected Securities........... 548,023,108 547,853,903 169,206 0 Treasury Notes: CUSIP: Series: Interest Rate: 9128275N8 C 6.000 912820EA1 08/15/09 27,399,894 25,475,239 1,924,655 14,600 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,751,804 542,882 33,720 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,297,609 122,805 10,240 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 14,997,815 7,264 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 14,895,811 109,280 7,520 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 17,915,608 836,320 3,700 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,214,386 558,460 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 14,368,857 635,840 14,080 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 21,990,826 1,364,883 21,520 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,450,090 166,978 0 912828GG9 S 4.750 912820PD3 02/15/10 17,467,187 17,421,467 45,720 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 17,942,596 806,248 0 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,871,408 70,320 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 20,867,020 1,570,574 9,300 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,360,184 603,240 0 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 14,832,256 1,128,849 4,800 912828JS0 AE 1.250 912820SR9 11/30/10 38,520,388 38,492,372 28,016 1,600 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 22,126,595 1,309,734 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 912828KU3 Y 0.875 912820TR8 05/31/11 41,286,531 41,286,531 0 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,252,283 248,000 0 912828LF5 Z 1.125 912820TX5 06/30/11 41,162,222 41,162,222 0 0 912828FN5 L 4.875 912820NK9 07/31/11 16,830,671 16,406,511 424,160 25,440 912828LG3 AA 1.000 912820UC9 07/31/11 43,052,665 43,052,665 0 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 25,264,166 1,371,150 155,520 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 17,338,258 161,900 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 14,877,981 52,240 0 9128277L0 B 4.875 912820GV3 02/15/12 24,779,838 23,716,853 1,062,985 1,280 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 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 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: 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 16,391,219 59,200 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 912828KX7 Z 1.875 912820TU1 06/15/12 35,370,103 35,370,103 0 0 912828GW4 M 4.875 912820PT8 06/30/12 15,903,423 15,885,823 17,600 0 912828LB4 AA 1.500 912820TZ0 07/15/12 35,592,401 35,592,401 0 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 18,059,360 1,588,616 2,560 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 17,095,959 1,016,783 2,800 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 18,630,278 868,118 60,800 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 17,627,547 626,006 4,800 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 32,900,903 620,220 800 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 29,707,506 929,338 11,200 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 27,625,301 455,765 600 912828KF6 H 1.875 912820TD9 02/28/14 33,714,392 33,714,392 0 0 912828KJ8 J 1.750 912820TF4 03/31/14 35,611,707 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 27,010,123 292,858 3,200 912828KV1 M 2.250 912820TS6 05/31/14 36,169,822 36,169,822 0 0 912828KY5 N 2.625 912820TV9 06/30/14 38,074,883 38,074,883 0 0 912828LC2 P 2.625 912820UA3 07/31/14 39,977,495 39,977,495 0 0 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,438,674 282,960 27,100 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 25,036,796 435,740 2,400 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 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 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 23,293,370 320 0 912828KW9 K 3.250 912820TT4 05/31/16 26,895,995 26,895,995 0 0 912828KZ2 L 3.250 912820TW7 06/30/16 27,784,181 27,784,181 0 0 912828LD0 M 3.250 912820UB1 07/31/16 28,701,406 28,701,406 0 0 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,543,231 13,440 0 912828FY1 F 4.625 912820NV5 11/15/16 23,293,786 23,293,466 320 0 912828GH7 B 4.625 912820PE1 02/15/17 22,192,761 22,192,161 600 300,000 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,586,341 200 324,800 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 28,000,273 0 300,000 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 39,200,909 3,600 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 912828KQ2 C 3.125 912820TQ0 05/15/19 64,410,823 64,410,823 0 0 Total Treasury Notes.................................... 3,547,439,975 3,522,588,261 24,851,714 1,344,380 Grand Total............................................. 4,745,876,620 4,568,696,583 177,180,036 18,754,866