TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2007 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 2,859,304 2,155,980 0 912810DP0 11.250 912803AA1 02/15/15 10,520,299 8,403,103 2,117,196 511,400 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,510,255 513,661 25,120 912810DT2 9.875 912803AE3 11/15/15 5,584,859 3,488,408 2,096,451 625,400 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,234,572 197,182 17,600 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,732,269 1,091,282 50,000 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,600,765 1,186,683 504,180 912810DY1 8.750 912803AL7 05/15/17 15,559,169 10,784,330 4,774,839 1,075,500 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,233,066 1,735,292 391,383 912810EA2 9.125 912803AN3 05/15/18 6,717,439 4,023,111 2,694,328 262,200 912810EB0 9.000 912803AP8 11/15/18 7,174,470 3,413,248 3,761,222 546,800 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 8,384,059 4,706,439 404,000 912810ED6 8.125 912803AR4 08/15/19 18,940,932 16,421,112 2,519,820 1,184,440 912810EE4 8.500 912803AS2 02/15/20 9,476,268 7,554,365 1,921,903 174,800 912810EF1 8.750 912803AT0 05/15/20 7,582,183 3,922,409 3,659,774 279,560 912810EG9 8.750 912803AU7 08/15/20 17,059,306 14,170,003 2,889,303 962,360 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,108,759 966,814 697,200 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 6,298,684 3,768,104 466,080 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,365,969 1,140,413 1,021,240 912810EL8 8.000 912803AY9 11/15/21 30,632,194 16,710,644 13,921,550 2,890,575 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,399,646 1,728,144 1,094,800 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,992,717 2,430,909 1,410,600 912810EP9 7.125 912803BB8 02/15/23 15,782,061 13,386,629 2,395,432 2,498,600 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 20,431,095 2,227,949 1,373,656 912810ES3 7.500 912803BD4 11/15/24 9,604,162 3,109,400 6,494,762 1,206,900 912810ET1 7.625 912803BE2 02/15/25 9,509,170 5,167,913 4,341,257 514,320 912810EV6 6.875 912803BF9 08/15/25 11,187,207 7,609,766 3,577,441 813,600 912810EW4 6.000 912803BG7 02/15/26 12,837,916 11,951,792 886,124 904,200 912810EX2 6.750 912803BH5 08/15/26 8,810,418 5,852,455 2,957,963 1,017,800 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 5,450,030 5,410,147 723,200 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 4,949,112 4,572,859 1,891,200 912810FA1 6.375 912803BL6 08/15/27 9,196,756 5,489,987 3,706,769 1,220,000 912810FB9 6.125 912803BM4 11/15/27 22,021,339 8,129,895 13,891,444 2,279,800 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,782,619 1,993,582 1,386,995 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,279,786 1,667,266 2,683,742 912810FG8 5.250 912803BW2 02/15/29 11,350,341 9,280,545 2,069,796 887,000 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 7,161,060 4,017,520 1,192,400 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,036,188 11,006,974 1,218,880 912810FP8 5.375 912803CK7 02/15/31 16,427,648 13,730,208 2,697,440 486,000 912810FT0 4.500 912803CX9 02/15/36 26,397,130 14,757,370 11,639,760 1,670,200 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 12,573,756 4,015,700 2,041,200 912810PU6 5.000 912803DA8 05/15/37 21,413,045 16,665,045 4,748,000 631,640 Total Treasury Bonds.................................... 537,700,923 381,405,449 156,295,474 41,236,571 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128273T7 A 3.625 912820CL9 01/15/08 21,693,624 21,564,584 129,040 0 9128274Y5 A 3.875 912820DN4 01/15/09 20,214,491 20,213,220 1,271 0 9128275W8 A 4.250 912820EK9 01/15/10 14,027,692 14,027,692 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 30,813,554 30,813,554 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,177,041 13,177,041 0 0 912828FB1 G 2.375 912820MY0 04/15/11 21,192,602 21,192,602 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,049,388 7,049,388 0 0 912828GN4 J 2.000 912820PK7 04/15/12 17,753,401 17,753,401 0 0 912828AF7 C 3.000 912820HC4 07/15/12 26,688,104 26,688,104 0 0 912828BD1 C 1.875 912820JA6 07/15/13 22,710,643 22,710,643 0 0 912828BW9 A 2.000 912820JT5 01/15/14 23,695,012 23,695,012 0 0 912828CP3 D 2.000 912820KL0 07/15/14 21,015,912 21,015,912 0 0 912828DH0 A 1.625 912820LE5 01/15/15 20,745,198 20,745,198 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2007 -- 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: 912828EA4 D 1.875 912820LX3 07/15/15 18,220,032 18,220,032 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 17,856,483 17,856,483 0 0 912828FL9 D 2.500 912820NH6 07/15/16 20,646,055 20,646,055 0 0 912828GD6 A 2.375 912820PA9 01/15/17 17,831,445 17,831,445 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,080,196 14,080,196 0 0 912810FR4 2.375 912803CN1 01/15/25 30,968,029 30,968,029 0 0 912810FS2 2.000 912803CW1 01/15/26 21,007,123 21,007,123 0 0 912810PS1 2.375 912803CY7 01/15/27 17,038,630 17,038,630 0 0 912810FD5 3.625 912803BN2 04/15/28 21,632,728 21,626,284 6,445 0 912810FH6 3.875 912803CF8 04/15/29 24,724,414 24,565,899 158,515 0 912810FQ6 3.375 912803CL5 04/15/32 5,886,770 5,886,770 0 0 Total Treasury Inflation-Protected Securities ......... 470,668,567 470,373,296 295,271 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828ER7 Y 4.375 912820MN4 12/31/07 26,666,879 26,561,279 105,600 0 912828EU0 R 4.375 912820MR5 01/31/08 27,168,309 27,157,009 11,300 0 9128273X8 B 5.500 912820CQ8 02/15/08 13,583,412 12,488,214 1,095,198 110,400 912828AT7 E 3.000 912820HQ3 02/15/08 27,489,260 26,521,465 967,795 46,000 912828DK3 M 3.375 912820LG0 02/15/08 23,885,083 23,242,503 642,580 54,400 912828EY2 S 4.625 912820MV6 02/29/08 26,504,069 26,441,669 62,400 0 912828EZ9 T 4.625 912820MW4 03/31/08 26,841,568 26,707,168 134,400 0 912828FC9 U 4.875 912820MZ7 04/30/08 26,837,165 26,715,565 121,600 0 9128274F6 C 5.625 912820CY1 05/15/08 27,190,961 24,478,220 2,712,741 36,640 912828AZ3 F 2.625 912820HW0 05/15/08 33,338,446 31,824,646 1,513,800 6,400 912828DT4 N 3.750 912820LQ8 05/15/08 26,707,681 25,726,421 981,260 74,460 912828FG0 V 4.875 912820ND5 05/31/08 25,933,459 25,752,659 180,800 0 912828FJ4 W 5.125 912820NF0 06/30/08 26,498,732 26,404,332 94,400 0 912828FM7 X 5.000 912820NJ2 07/31/08 26,428,771 26,389,651 39,120 0 912828BG4 G 3.250 912820JD0 08/15/08 21,357,474 19,255,822 2,101,652 24,800 912828EC0 P 4.125 912820LZ8 08/15/08 20,290,622 19,895,982 394,640 4,200 912828FR6 Y 4.875 912820NN3 08/31/08 26,504,090 26,420,890 83,200 0 912828BK5 H 3.125 912820JG3 09/15/08 16,002,177 15,974,721 27,456 0 912828FT2 Z 4.625 912820NQ6 09/30/08 24,499,335 24,470,535 28,800 0 912828BM1 J 3.125 912820JJ7 10/15/08 15,995,702 15,995,702 0 0 912828FV7 AA 4.875 912820NS2 10/31/08 22,727,821 22,551,821 176,000 0 9128274V1 D 4.750 912820DK0 11/15/08 25,083,125 24,332,744 750,381 16,400 912828BQ2 K 3.375 912820JM0 11/15/08 18,181,033 17,759,524 421,509 25,000 912828EL0 Q 4.375 912820MH7 11/15/08 21,449,894 21,362,634 87,260 19,200 912828FZ8 AB 4.625 912820NW3 11/30/08 24,338,153 24,338,153 0 0 912828BT6 L 3.375 912820JQ1 12/15/08 16,000,028 15,996,728 3,300 0 912828GB0 AC 4.750 912820NY9 12/31/08 24,816,923 24,408,023 408,900 0 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 22,942,557 33,600 0 912828BZ2 E 3.000 912820JW8 02/15/09 17,433,763 17,134,953 298,810 0 912828EV8 R 4.500 912820MS3 02/15/09 22,308,500 21,931,560 376,940 10,400 912828GJ3 W 4.750 912820PF8 02/28/09 23,037,728 23,034,528 3,200 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 22,602,335 43,200 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 22,251,318 526,400 0 9128275G3 B 5.500 912820DV6 05/15/09 14,794,790 14,670,190 124,600 2,000 912828CH1 H 3.875 912820KE6 05/15/09 18,059,937 17,130,092 929,845 6,400 912828FE5 S 4.875 912820NB9 05/15/09 27,380,356 26,961,176 419,180 0 912828GT1 Z 4.875 912820PQ4 05/31/09 22,486,466 22,404,866 81,600 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 21,982,529 38,400 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 21,881,825 6,400 0 9128275N8 C 6.000 912820EA1 08/15/09 27,399,894 25,244,617 2,155,277 58,000 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,632,344 662,342 400 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,309,774 110,640 0 912828HB9 AC 4.000 912820PY7 08/31/09 22,281,806 22,269,006 12,800 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 21,953,962 14,700 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 23,865,875 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2007 -- 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: 912828DB3 P 3.500 912820KY2 11/15/09 18,751,928 17,468,868 1,283,060 14,400 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,439,106 333,740 3,200 912828HJ2 AF 3.125 912820QF7 11/30/09 24,545,383 24,545,383 0 0 912828DE7 Q 3.500 912820LB1 12/15/09 15,002,485 14,994,035 8,450 0 912828DG2 E 3.625 912820LD7 01/15/10 15,004,697 14,367,177 637,520 0 9128275Z1 B 6.500 912820EM5 02/15/10 23,355,709 21,275,406 2,080,303 42,400 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,487,948 129,120 0 912828GG9 S 4.750 912820PD3 02/15/10 17,467,187 17,049,587 417,600 0 912828DP2 G 4.000 912820LL9 03/15/10 15,005,048 15,005,048 0 0 912828DR8 H 4.000 912820LN5 04/15/10 15,001,494 14,757,444 244,050 0 912828DU1 J 3.875 912820LR6 05/15/10 18,748,844 17,831,284 917,560 4,800 912828GR5 T 4.500 912820PN1 05/15/10 18,941,728 18,186,848 754,880 0 912828DX5 K 3.625 912820LU9 06/15/10 14,001,099 13,980,299 20,800 0 912828DZ0 L 3.875 912820LW5 07/15/10 13,000,529 13,000,249 280 0 9128276J6 C 5.750 912820FT9 08/15/10 22,437,594 20,568,065 1,869,529 100,200 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,306,964 656,460 9,200 912828EG1 N 3.875 912820MD6 09/15/10 13,000,827 12,778,427 222,400 0 912828EJ5 P 4.250 912820MF1 10/15/10 13,000,862 12,947,262 53,600 0 912828EM8 Q 4.500 912820MJ3 11/15/10 15,961,105 14,792,705 1,168,400 8,800 912828EQ9 R 4.375 912820MM6 12/15/10 13,000,813 13,000,813 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 22,038,427 1,397,902 49,260 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 17,051,461 446,400 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 17,027,792 116,800 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,346,683 153,600 0 912828FN5 L 4.875 912820NK9 07/31/11 16,830,671 16,208,271 622,400 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 24,561,850 2,073,466 160,280 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,371,076 129,600 0 912828FU9 N 4.500 912820NR4 09/30/11 17,500,158 17,442,558 57,600 0 912828FW5 P 4.625 912820NT0 10/31/11 16,181,388 15,996,528 184,860 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,979,450 57,100 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 14,906,221 24,000 0 9128277L0 B 4.875 912820GV3 02/15/12 24,779,838 23,559,738 1,220,100 1,600 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 16,314,463 39,200 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 16,129,487 106,400 0 912828GW4 M 4.875 912820PT8 06/30/12 15,903,423 15,897,023 6,400 0 912828GZ7 N 4.625 912820PW1 07/31/12 15,803,679 15,746,079 57,600 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 17,686,924 1,961,052 640 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 15,509,891 0 0 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 16,895,348 1,217,394 17,000 912828HK9 S 3.375 912820QG5 11/30/12 15,953,288 15,953,288 0 0 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,591,596 906,800 16,000 912828BA7 B 3.625 912820HX8 05/15/13 18,253,553 17,549,047 704,506 5,200 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,851,543 669,580 800 912828BR0 E 4.250 912820JN8 11/15/13 30,636,844 29,644,566 992,278 20,000 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,438,516 642,550 41,000 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 26,535,131 767,850 17,600 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,117,134 604,500 459,200 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 24,931,536 541,000 0 912828DM9 B 4.000 912820LJ4 02/15/15 24,214,991 24,210,841 4,150 0 912828DV9 C 4.125 912820LS4 05/15/15 24,471,849 24,459,049 12,800 0 912828EE6 E 4.250 912820MB0 08/15/15 22,469,683 22,469,683 0 0 912828EN6 F 4.500 912820MK0 11/15/15 23,220,785 23,220,785 0 0 912828EW6 B 4.500 912820MT1 02/15/16 21,841,772 21,841,772 0 0 912828FF2 C 5.125 912820NC7 05/15/16 23,293,690 23,293,690 0 0 912828FQ8 E 4.875 912820NM5 08/15/16 22,556,671 22,545,471 11,200 3,200 912828FY1 F 4.625 912820NV5 11/15/16 23,293,786 23,293,586 200 6,800 912828GH7 B 4.625 912820PE1 02/15/17 22,192,761 22,191,161 1,600 0 912828GS3 C 4.500 912820PP6 05/15/17 25,586,541 25,561,341 25,200 0 912828HA1 E 4.750 912820PX9 08/15/17 28,000,273 28,000,273 0 0 912828HH6 F 4.250 912820QE0 11/15/17 19,674,692 19,674,692 0 0 Total Treasury Notes.................................... 2,464,955,228 2,418,727,962 46,227,266 1,476,680 Grand Total........................................... 3,473,324,718 3,270,506,707 202,818,011 42,713,251