TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 31, 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 2,909,704 2,105,580 800 912810DP0 11.250 912803AA1 02/15/15 10,520,299 8,456,183 2,064,116 396,080 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,533,975 489,941 255,560 912810DT2 9.875 912803AE3 11/15/15 5,584,859 3,443,008 2,141,851 400,800 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,267,372 164,382 14,400 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,758,469 1,065,082 78,400 912810DX3 7.500 912803AK9 11/15/16 18,787,448 17,295,185 1,492,263 248,000 912810DY1 8.750 912803AL7 05/15/17 15,559,169 11,180,190 4,378,979 1,100,880 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 9,092,083 1,876,275 193,600 912810EA2 9.125 912803AN3 05/15/18 6,717,439 3,935,611 2,781,828 520,400 912810EB0 9.000 912803AP8 11/15/18 7,174,470 3,432,948 3,741,522 490,200 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 8,516,659 4,573,839 1,215,800 912810ED6 8.125 912803AR4 08/15/19 18,940,932 16,589,472 2,351,460 2,359,760 912810EE4 8.500 912803AS2 02/15/20 9,476,268 7,499,965 1,976,303 261,200 912810EF1 8.750 912803AT0 05/15/20 7,582,183 3,855,209 3,726,974 538,080 912810EG9 8.750 912803AU7 08/15/20 17,059,306 14,125,243 2,934,063 1,181,880 912810EH7 7.875 912803AV5 02/15/21 10,075,573 8,917,159 1,158,414 306,600 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 6,196,164 3,870,624 1,211,360 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,134,969 1,371,413 593,680 912810EL8 8.000 912803AY9 11/15/21 30,632,194 16,200,694 14,431,500 4,127,550 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 7,997,446 2,130,344 446,400 912810EN4 7.625 912803BA0 11/15/22 7,423,626 4,943,317 2,480,309 2,038,800 912810EP9 7.125 912803BB8 02/15/23 15,782,061 13,231,629 2,550,432 1,975,400 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 20,513,483 2,145,561 661,340 912810ES3 7.500 912803BD4 11/15/24 9,604,162 3,017,460 6,586,702 544,240 912810ET1 7.625 912803BE2 02/15/25 9,509,170 5,251,393 4,257,777 447,600 912810EV6 6.875 912803BF9 08/15/25 11,187,207 7,564,686 3,622,521 340,600 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,114,692 723,224 652,200 912810EX2 6.750 912803BH5 08/15/26 8,810,418 5,636,855 3,173,563 270,400 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 5,312,230 5,547,947 794,600 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 5,047,289 4,474,682 1,189,377 912810FA1 6.375 912803BL6 08/15/27 9,196,756 5,144,387 4,052,369 492,600 912810FB9 6.125 912803BM4 11/15/27 22,021,339 8,229,695 13,791,644 1,630,600 912810FE3 5.500 912803BP7 08/15/28 11,776,201 9,520,224 2,255,977 1,252,200 912810FF0 5.250 912803BV4 11/15/28 10,947,052 8,582,186 2,364,866 1,913,100 912810FG8 5.250 912803BW2 02/15/29 11,350,341 9,363,745 1,986,596 1,129,233 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 6,912,460 4,266,120 1,227,000 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,400,676 10,642,486 1,214,808 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,247,708 2,179,940 1,209,200 912810FT0 4.500 912803CX9 02/15/36 26,397,130 16,546,770 9,850,360 4,166,400 912810PT9 4.750 912803CZ4 02/15/37 16,589,456 12,179,756 4,409,700 1,338,800 912810PU6 5.000 912803DA8 05/15/37 13,846,152 10,215,912 3,630,240 402,280 Total Treasury Bonds.................................... 530,134,030 374,314,261 155,819,769 40,832,208 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128273T7 A 3.625 912820CL9 01/15/08 21,637,305 21,508,600 128,705 0 9128274Y5 A 3.875 912820DN4 01/15/09 20,162,013 20,160,745 1,268 0 9128275W8 A 4.250 912820EK9 01/15/10 13,991,239 13,991,239 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 30,733,470 30,733,470 0 0 9128276R8 A 3.500 912820GA9 01/15/11 13,142,828 13,142,828 0 0 912828FB1 G 2.375 912820MY0 04/15/11 21,137,517 21,137,517 0 0 9128277J5 A 3.375 912820GT8 01/15/12 7,031,075 7,031,075 0 0 912828GN4 J 2.000 912820PK7 04/15/12 17,707,664 17,707,664 0 0 912828AF7 C 3.000 912820HC4 07/15/12 26,618,820 26,618,820 0 0 912828BD1 C 1.875 912820JA6 07/15/13 22,651,618 22,651,618 0 0 912828BW9 A 2.000 912820JT5 01/15/14 23,633,478 23,633,478 0 0 912828CP3 D 2.000 912820KL0 07/15/14 20,961,185 20,961,185 0 0 912828DH0 A 1.625 912820LE5 01/15/15 20,691,424 20,691,424 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 31, 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 18,172,602 18,172,602 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 17,810,071 17,810,071 0 0 912828FL9 D 2.500 912820NH6 07/15/16 20,592,454 20,592,454 0 0 912828GD6 A 2.375 912820PA9 01/15/17 17,785,217 17,785,217 0 0 912828GX2 D 2.625 912820PU5 07/15/17 14,043,661 14,043,661 0 0 912810FR4 2.375 912803CN1 01/15/25 30,887,387 30,887,387 0 0 912810FS2 2.000 912803CW1 01/15/26 20,952,523 20,952,523 0 0 912810PS1 2.375 912803CY7 01/15/27 16,994,458 16,994,458 0 0 912810FD5 3.625 912803BN2 04/15/28 21,576,504 21,570,076 6,428 0 912810FH6 3.875 912803CF8 04/15/29 24,660,269 24,502,165 158,104 0 912810FQ6 3.375 912803CL5 04/15/32 5,871,482 5,871,482 0 0 Total Treasury Inflation-Protected Securities ......... 469,446,265 469,151,760 294,505 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828AN0 G 3.000 912820HK6 11/15/07 50,619,528 46,625,859 3,993,669 155,890 912828EP1 X 4.250 912820ML8 11/30/07 26,666,931 26,663,887 3,044 0 912828ER7 Y 4.375 912820MN4 12/31/07 26,666,879 26,561,279 105,600 36,800 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 12,622,359 961,053 32,600 912828AT7 E 3.000 912820HQ3 02/15/08 27,489,260 26,486,026 1,003,234 25,200 912828DK3 M 3.375 912820LG0 02/15/08 23,885,083 23,235,103 649,980 17,600 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 24,546,855 2,644,106 7,800 912828AZ3 F 2.625 912820HW0 05/15/08 33,338,446 31,848,846 1,489,600 25,000 912828DT4 N 3.750 912820LQ8 05/15/08 26,707,681 26,133,961 573,720 0 912828FG0 V 4.875 912820ND5 05/31/08 25,933,459 25,754,259 179,200 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 19,239,602 2,117,872 0 912828EC0 P 4.125 912820LZ8 08/15/08 20,290,622 19,955,982 334,640 14,400 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 24,425,099 658,026 8,800 912828BQ2 K 3.375 912820JM0 11/15/08 18,181,033 17,747,138 433,895 9,200 912828EL0 Q 4.375 912820MH7 11/15/08 21,449,894 21,343,754 106,140 0 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 24,416,923 400,000 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 17,147,525 286,238 800 912828EV8 R 4.500 912820MS3 02/15/09 22,308,500 21,934,840 373,660 0 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 22,617,135 28,400 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 1,600 9128275G3 B 5.500 912820DV6 05/15/09 14,794,790 14,668,190 126,600 2,400 912828CH1 H 3.875 912820KE6 05/15/09 18,059,937 17,136,672 923,265 3,200 912828FE5 S 4.875 912820NB9 05/15/09 27,380,356 26,962,176 418,180 0 912828GT1 Z 4.875 912820PQ4 05/31/09 22,486,466 22,433,666 52,800 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 22,001,729 19,200 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 25,215,117 2,184,777 10,700 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,632,344 662,342 5,200 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,327,074 93,340 1,600 912828HB9 AC 4.000 912820PY7 08/31/09 22,281,806 22,270,406 11,400 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 21,968,612 21,953,912 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 23,866,320 23,866,320 0 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 31, 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 17,482,468 1,269,460 7,800 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,446,186 326,660 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 14,381,577 623,120 0 9128275Z1 B 6.500 912820EM5 02/15/10 23,355,709 21,317,806 2,037,903 9,200 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,498,748 118,320 5,000 912828GG9 S 4.750 912820PD3 02/15/10 17,467,187 17,049,587 417,600 6,400 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 17,834,484 914,360 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 13,981,899 19,200 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 20,517,465 1,920,129 23,300 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,313,764 649,660 6,400 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 6,400 912828EM8 Q 4.500 912820MJ3 11/15/10 15,961,105 14,867,505 1,093,600 88,400 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 22,034,607 1,401,722 51,800 912828EX4 E 4.500 912820MU8 02/28/11 17,500,138 17,419,338 80,800 0 912828FA3 F 4.750 912820MX2 03/31/11 17,497,861 17,057,061 440,800 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 17,029,392 115,200 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 24,586,770 2,048,546 236,840 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,372,676 128,000 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 16,002,928 178,460 3,200 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,550 16,979,850 56,700 800 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 23,558,138 1,221,700 118,400 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 15,798,879 4,800 0 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 17,725,194 1,922,782 11,840 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 15,510,041 15,510,041 0 0 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 16,945,698 1,167,044 77,000 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 18,580,396 918,000 6,400 912828BA7 B 3.625 912820HX8 05/15/13 18,253,553 17,561,447 692,106 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 32,857,943 663,180 0 912828BR0 E 4.250 912820JN8 11/15/13 30,636,844 29,648,966 987,878 16,000 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 27,433,566 647,500 61,000 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 26,564,021 738,960 38,490 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,187,734 533,900 606,400 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 24,943,536 529,000 377,400 912828DM9 B 4.000 912820LJ4 02/15/15 24,214,991 24,210,841 4,150 18,250 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 0 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 22,191,161 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 Total Treasury Notes.................................... 2,482,068,869 2,433,046,912 49,021,957 2,140,310 Grand Total........................................... 3,481,649,164 3,276,512,933 205,136,231 42,972,518