TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2006 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This 18 Outstanding Unstripped Form Stripped Form Treasury Bonds: CUSIP: Interest Rate: 912810DN5 11.750 912800AA7 11/15/14 5,015,284 2,956,104 2,059,180 0 912810DP0 11.250 912803AA1 02/15/15 10,520,299 8,470,723 2,049,576 263,440 912810DS4 10.625 912803AC7 08/15/15 4,023,916 3,358,015 665,901 371,400 912810DT2 9.875 912803AE3 11/15/15 5,584,859 4,031,208 1,553,651 577,400 912810DV7 9.250 912803AF0 02/15/16 5,431,754 5,199,910 231,844 100,400 912810DW5 7.250 912803AH6 05/15/16 18,823,551 17,436,069 1,387,482 629,400 912810DX3 7.500 912803AK9 11/15/16 18,787,448 16,212,405 2,575,043 594,240 912810DY1 8.750 912803AL7 05/15/17 15,559,169 10,350,592 5,208,577 832,300 912810DZ8 8.875 912803AM5 08/15/17 10,968,358 8,764,766 2,203,592 1,285,600 912810EA2 9.125 912803AN3 05/15/18 6,717,439 3,594,821 3,122,618 745,600 912810EB0 9.000 912803AP8 11/15/18 7,174,470 3,287,429 3,887,041 689,800 912810EC8 8.875 912803AQ6 02/15/19 13,090,498 7,638,784 5,451,714 1,989,600 912810ED6 8.125 912803AR4 08/15/19 18,940,932 16,501,142 2,439,790 1,573,800 912810EE4 8.500 912803AS2 02/15/20 9,476,268 7,580,665 1,895,603 1,116,900 912810EF1 8.750 912803AT0 05/15/20 7,582,183 3,164,019 4,418,164 568,440 912810EG9 8.750 912803AU7 08/15/20 17,059,306 12,410,999 4,648,307 2,705,920 912810EH7 7.875 912803AV5 02/15/21 10,075,573 9,082,126 993,447 901,800 912810EJ3 8.125 912803AW3 05/15/21 10,066,788 5,352,159 4,714,629 1,148,320 912810EK0 8.125 912803AX1 08/15/21 9,506,382 8,405,739 1,100,643 964,280 912810EL8 8.000 912803AY9 11/15/21 30,632,194 13,498,935 17,133,259 2,840,300 912810EM6 7.250 912803AZ6 08/15/22 10,127,790 8,440,508 1,687,282 874,800 912810EN4 7.625 912803BA0 11/15/22 7,423,626 3,097,768 4,325,858 1,635,800 912810EP9 7.125 912803BB8 02/15/23 15,782,061 11,267,655 4,514,406 980,200 912810EQ7 6.250 912803BC6 08/15/23 22,659,044 20,418,179 2,240,865 1,202,648 912810ES3 7.500 912803BD4 11/15/24 9,604,162 3,307,151 6,297,011 520,960 912810ET1 7.625 912803BE2 02/15/25 9,509,170 5,431,669 4,077,501 1,457,200 912810EV6 6.875 912803BF9 08/15/25 11,187,207 7,264,826 3,922,381 335,960 912810EW4 6.000 912803BG7 02/15/26 12,837,916 12,194,372 643,544 1,062,200 912810EX2 6.750 912803BH5 08/15/26 8,810,418 5,285,755 3,524,663 599,000 912810EY0 6.500 912803BJ1 11/15/26 10,860,177 4,563,380 6,296,797 1,123,600 912810EZ7 6.625 912803BK8 02/15/27 9,521,971 4,652,535 4,869,436 475,800 912810FA1 6.375 912803BL6 08/15/27 9,196,756 5,282,597 3,914,159 651,200 912810FB9 6.125 912803BM4 11/15/27 22,021,339 7,728,311 14,293,028 1,169,000 912810FE3 5.500 912803BP7 08/15/28 11,776,201 10,472,469 1,303,732 381,200 912810FF0 5.250 912803BV4 11/15/28 10,947,052 9,012,596 1,934,456 1,083,272 912810FG8 5.250 912803BW2 02/15/29 11,350,341 9,598,345 1,751,996 774,867 912810FJ2 6.125 912803CG6 08/15/29 11,178,580 6,946,543 4,232,037 1,881,000 912810FM5 6.250 912803CH4 05/15/30 17,043,162 6,493,255 10,549,907 4,055,288 912810FP8 5.375 912803CK7 02/15/31 16,427,648 14,031,748 2,395,900 1,128,000 912810FT0 4.500 912803CX9 02/15/36 26,397,130 16,959,530 9,437,600 835,800 Total Treasury Bonds............... 499,698,422 339,745,802 159,952,620 42,126,735 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 9128272M3 A 3.375 912820BV8 01/15/07 20,183,755 20,183,755 0 0 9128273T7 A 3.625 912820CL9 01/15/08 21,117,492 20,991,879 125,613 0 9128274Y5 A 3.875 912820DN4 01/15/09 19,677,626 19,676,389 1,237 0 9128275W8 A 4.250 912820EK9 01/15/10 13,655,119 13,655,119 0 0 912828CZ1 D 0.875 912820KV8 04/15/10 29,995,074 29,995,074 0 0 9128276R8 A 3.500 912820GA9 01/15/11 12,826,988 12,826,988 0 0 912828FB1 G 2.375 912820MY0 04/15/11 20,629,645 20,629,645 0 0 9128277J5 A 3.375 912820GT8 01/15/12 6,862,115 6,862,115 0 0 912828AF7 C 3.000 912820HC4 07/15/12 25,979,158 25,979,158 0 0 912828BD1 C 1.875 912820JA6 07/15/13 22,107,392 22,107,392 0 0 912828BW9 A 2.000 912820JT5 01/15/14 23,065,596 23,065,596 0 0 912828CP3 D 2.000 912820KL0 07/15/14 20,457,626 20,457,626 0 0 912828DH0 A 1.625 912820LE5 01/15/15 20,194,161 20,194,161 0 0 912828EA4 D 1.875 912820LX3 07/15/15 17,736,048 17,736,048 0 0 912828ET3 A 2.000 912820MQ7 01/15/16 17,382,168 17,382,168 0 0 912828FL9 D 2.500 912820NH6 07/15/16 20,097,643 20,097,643 0 0 912810FR4 2.375 912803CN1 01/15/25 30,145,366 30,145,366 0 0 912810FS2 2.000 912803CW1 01/15/26 20,449,120 20,449,120 0 0 912810FD5 3.625 912803BN2 04/15/28 21,058,062 21,051,789 6,273 0 912810FH6 3.875 912803CF8 04/15/29 24,067,758 23,913,453 154,305 0 912810FQ6 3.375 912803CL5 04/15/32 5,730,438 5,730,438 0 0 Total Treasury Inflation-Protected 413,418,350 413,130,921 287,429 0 Treasury Notes: CUSIP: Series: Interest Rate: 912828DF4 W 3.000 912820LC9 12/31/06 31,951,752 31,951,752 0 0 912828DJ6 M 3.125 912820LF2 01/31/07 29,026,959 29,026,959 0 0 9128272J0 B 6.250 912820BW6 02/15/07 13,103,678 10,946,901 2,156,777 8,800 912828BY5 H 2.250 912820JV0 02/15/07 25,469,287 25,166,287 303,000 181,600 912828DN7 N 3.375 912820LK1 02/28/07 32,007,046 32,007,046 0 0 912828DQ0 P 3.750 912820LM7 03/31/07 32,000,981 32,000,661 320 0 912828DS6 Q 3.625 912820LP0 04/30/07 31,997,895 31,991,495 6,400 0 9128272U5 C 6.625 912820BX4 05/15/07 13,958,186 12,387,392 1,570,794 21,800 912828AC4 E 4.375 912820GZ4 05/15/07 24,351,431 23,998,421 353,010 117,960 912828CG3 J 3.125 912820KD8 05/15/07 27,564,268 26,339,463 1,224,805 0 912828DW7 R 3.500 912820LT2 05/31/07 29,119,184 29,119,184 0 0 912828DY3 S 3.625 912820LV7 06/30/07 26,664,251 26,637,441 26,810 0 912828EB2 T 3.875 912820LY1 07/31/07 25,869,508 25,821,508 48,000 0 9128273E0 D 6.125 912820CA3 08/15/07 25,636,803 23,301,008 2,335,795 157,800 912828AH3 F 3.250 912820HE0 08/15/07 25,410,844 25,371,487 39,357 0 912828CR9 K 2.750 912820KN6 08/15/07 24,673,687 24,393,979 279,708 0 912828EF3 U 4.000 912820MC8 08/31/07 26,671,232 26,671,232 0 0 912828EH9 V 4.000 912820ME4 09/30/07 26,590,770 26,588,170 2,600 0 912828EK2 W 4.250 912820MG9 10/31/07 26,552,797 26,375,197 177,600 0 912828AN0 G 3.000 912820HK6 11/15/07 50,619,528 47,445,585 3,173,943 14,400 912828EP1 X 4.250 912820ML8 11/30/07 26,666,931 26,666,931 0 0 912828ER7 Y 4.375 912820MN4 12/31/07 26,666,879 26,583,679 83,200 0 912828EU0 R 4.375 912820MR5 01/31/08 27,168,309 27,152,309 16,000 0 9128273X8 B 5.500 912820CQ8 02/15/08 13,583,412 12,888,337 695,075 20,200 912828AT7 E 3.000 912820HQ3 02/15/08 27,489,260 26,985,402 503,858 0 912828DK3 M 3.375 912820LG0 02/15/08 23,885,083 23,359,923 525,160 0 912828EY2 S 4.625 912820MV6 02/29/08 26,504,069 26,468,869 35,200 0 912828EZ9 T 4.625 912820MW4 03/31/08 26,841,568 26,770,968 70,600 0 912828FC9 U 4.875 912820MZ7 04/30/08 26,837,165 26,753,965 83,200 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 2006 -- Continued 11 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This 18 Outstanding Unstripped Form Stripped Form Treasury Notes--Continued: CUSIP: Series: Interest Rate: 9128274F6 C 5.625 912820CY1 05/15/08 27,190,961 24,975,336 2,215,625 16,880 912828AZ3 F 2.625 912820HW0 05/15/08 33,338,446 32,163,346 1,175,100 1,100 912828DT4 N 3.750 912820LQ8 05/15/08 26,707,681 26,256,021 451,660 0 912828FG0 V 4.875 912820ND5 05/31/08 25,933,459 25,859,859 73,600 0 912828FJ4 W 5.125 912820NF0 06/30/08 26,498,732 26,447,532 51,200 0 912828FM7 X 5.000 912820NJ2 07/31/08 26,428,771 26,427,771 1,000 0 912828BG4 G 3.250 912820JD0 08/15/08 21,357,474 18,530,666 2,826,808 0 912828EC0 P 4.125 912820LZ8 08/15/08 20,290,622 20,224,562 66,060 0 912828FR6 Y 4.875 912820NN3 08/31/08 26,504,090 26,476,890 27,200 0 912828BK5 H 3.125 912820JG3 09/15/08 16,002,177 15,974,977 27,200 0 912828FT2 Z 4.665 912820NQ6 09/30/08 24,499,335 24,489,735 9,600 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 22,708,621 19,200 0 9128274V1 D 4.750 912820DK0 11/15/08 25,083,125 24,621,095 462,030 37,100 912828BQ2 K 3.375 912820JM0 11/15/08 18,181,033 17,765,977 415,056 0 912828EL0 Q 4.375 912820MH7 11/15/08 21,449,894 21,388,754 61,140 0 912828FZ8 AB 4.625 912820NW3 11/30/08 24,340,132 24,340,132 0 0 912828BT6 L 3.375 912820JQ1 12/15/08 16,000,028 15,996,828 3,200 0 912828BV1 D 3.250 912820JS7 01/15/09 16,002,546 15,924,946 77,600 0 912828BZ2 E 3.000 912820JW8 02/15/09 17,433,763 17,187,823 245,940 0 912828EV8 R 4.500 912820MS3 02/15/09 22,308,500 21,982,440 326,060 43,200 912828CC2 F 2.625 912820JZ1 03/15/09 16,001,063 15,999,463 1,600 0 912828CE8 G 3.125 912820KB2 04/15/09 16,002,805 16,002,805 0 0 9128275G3 B 5.500 912820DV6 05/15/09 14,794,790 14,705,390 89,400 2,000 912828CH1 H 3.875 912820KE6 05/15/09 18,059,937 17,626,657 433,280 6,400 912828FE5 S 4.875 912820NB9 05/15/09 27,380,356 27,289,416 90,940 0 912828CL2 J 4.000 912820KH9 06/15/09 15,004,754 15,004,354 400 0 912828CN8 K 3.625 912820KK2 07/15/09 15,004,962 14,996,962 8,000 0 9128275N8 C 6.000 912820EA1 08/15/09 27,399,894 25,964,417 1,435,477 137,242 912828CS7 L 3.500 912820KP1 08/15/09 17,294,686 16,762,884 531,802 0 912828FP0 T 4.875 912820NL7 08/15/09 23,420,414 23,386,414 34,000 3,200 912828CV0 M 3.375 912820KS5 09/15/09 15,005,079 15,005,079 0 0 912828CX6 N 3.375 912820KU0 10/15/09 15,005,091 14,925,091 80,000 0 912828DB3 P 3.500 912820KY2 11/15/09 18,751,928 18,224,148 527,780 800 912828FX3 U 4.625 912820NU7 11/15/09 24,772,846 24,771,246 1,600 0 912828DE7 Q 3.500 912820LB1 12/15/09 15,002,485 15,002,085 400 0 912828DG2 E 3.625 912820LD7 01/15/10 15,004,697 14,995,777 8,920 0 9128275Z1 B 6.500 912820EM5 02/15/10 23,355,709 22,222,806 1,132,903 0 912828DL1 F 3.500 912820LH8 02/15/10 16,617,068 16,459,348 157,720 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 15,001,144 350 0 912828DU1 J 3.875 912820LR6 05/15/10 18,748,844 18,179,324 569,520 0 912828DX5 K 3.625 912820LU9 06/15/10 14,001,099 14,001,099 0 0 912828DZ0 L 3.875 912820LW5 07/15/10 13,000,529 13,000,529 0 0 9128276J6 C 5.750 912820FT9 08/15/10 22,437,594 20,831,765 1,605,829 25,600 912828ED8 M 4.125 912820MA2 08/15/10 14,963,424 14,002,064 961,360 32,000 912828EG1 N 3.875 912820MD6 09/15/10 13,000,827 12,996,027 4,800 0 912828EJ5 P 4.250 912820MF1 10/15/10 13,000,862 13,000,862 0 0 912828EM8 Q 4.500 912820MJ3 11/15/10 15,961,105 15,591,005 370,100 0 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 22,194,687 1,241,642 0 912828EX4 E 4.500 912820MU8 02/28/11 17,500,138 17,459,338 40,800 0 912828FA3 F 4.750 912820MX2 03/31/11 17,497,861 17,409,761 88,100 0 912828FD7 H 4.875 912820NA1 04/30/11 17,501,477 17,431,077 70,400 0 912828FH8 J 4.875 912820NE3 05/31/11 17,144,592 17,096,392 48,200 0 912828FK1 K 5.125 912820NG8 06/30/11 17,500,283 17,477,883 22,400 0 912828FN5 L 4.875 912820NK9 07/31/11 16,830,671 16,824,271 6,400 0 9128277B2 C 5.000 912820GL5 08/15/11 26,635,316 24,811,720 1,823,596 333,780 912828FS4 M 4.625 912820NP8 08/31/11 17,500,676 17,406,276 94,400 0 912828FU9 N 4.500 912820NR4 09/30/11 17,500,158 17,498,158 2,000 0 912828FW5 P 4.625 912820NT0 10/31/11 16,181,388 16,179,788 1,600 0 912828GA2 Q 4.500 912820NX1 11/30/11 17,036,651 17,036,651 0 0 9128277L0 B 4.875 912820GV3 02/15/12 24,779,838 23,776,418 1,003,420 65,800 912828AJ9 D 4.375 912820HF7 08/15/12 19,647,976 18,419,106 1,228,870 207,680 912828AP5 E 4.000 912820HL4 11/15/12 18,112,742 17,587,292 525,450 259,000 912828AU4 A 3.875 912820HR1 02/15/13 19,498,396 19,034,396 464,000 140,000 912828BA7 B 3.625 912820HX8 05/15/13 18,253,553 18,031,021 222,532 0 912828BH2 D 4.250 912820JE8 08/15/13 33,521,123 33,300,123 221,000 29,400 912828BR0 E 4.250 912820JN8 11/15/13 30,636,844 29,932,844 704,000 7,200 912828CA6 B 4.000 912820JX6 02/15/14 28,081,066 28,045,466 35,600 139,938 912828CJ7 C 4.750 912820KF3 05/15/14 27,302,981 27,006,351 296,630 179,200 912828CT5 E 4.250 912820KQ9 08/15/14 24,721,634 24,692,034 29,600 901,600 912828DC1 F 4.250 912820KZ9 11/15/14 25,472,536 25,452,036 20,500 156,000 912828DM9 B 4.000 912820LJ4 02/15/15 24,214,991 24,214,991 0 0 912828DV9 C 4.125 912820LS4 05/15/15 24,471,849 24,471,549 300 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 22,553,471 3,200 4,800 912828FY1 F 4.625 912820NV5 11/15/16 15,293,755 15,293,755 0 0 Total Treasury Notes............... 2,433,816,022 2,395,328,710 38,487,312 3,252,480 Grand Total................................................ 3,346,932,794 3,148,205,433 198,727,361 45,379,215