TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2004 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month 17 Outstanding Unstripped Form Stripped Form Treasury Bonds: CUSIP: Interest Rate: 912810 DM7 11-5/8 912803 AB9 11/15/04 8,301,806 4,791,374 3,510,432 481,200 DQ8 12 AD5 05/15/05 4,260,758 2,078,301 2,182,457 0 DR6 10-3/4 AG8 08/15/05 9,269,713 6,270,284 2,999,429 23,600 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,297,462 458,454 27,416 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,989,762 3,025,522 0 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,757,610 1,762,689 350,560 DS4 10-5/8 AC7 08/15/15 4,023,916 3,340,741 683,175 82,240 DT2 9-7/8 AE3 11/15/15 5,584,859 3,314,094 2,270,765 31,800 DV7 9-1/4 AF0 02/15/16 5,431,754 5,030,534 401,220 191,000 DW5 7-1/4 AH6 05/15/16 18,823,551 18,255,698 567,853 12,800 DX3 7-1/2 AK9 11/15/16 18,787,448 17,474,642 1,312,806 283,320 DY1 8-3/4 AL7 05/15/17 15,559,169 8,182,296 7,376,873 653,640 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,960,163 3,008,195 213,200 EA2 9-1/8 AN3 05/15/18 6,717,439 2,982,721 3,734,718 342,600 EB0 9 AP8 11/15/18 7,174,470 3,455,111 3,719,359 221,400 EC8 8-7/8 AQ6 02/15/19 13,090,498 6,807,387 6,283,111 262,400 ED6 8-1/8 AR4 08/15/19 18,940,932 16,275,842 2,665,090 196,400 EE4 8-1/2 AS2 02/15/20 9,476,268 6,293,135 3,183,133 216,800 EF1 8-3/4 AT0 05/15/20 7,582,183 3,331,336 4,250,847 115,480 EG9 8-3/4 AU7 08/15/20 17,059,306 9,008,413 8,050,893 333,600 EH7 7-7/8 AV5 02/15/21 10,075,573 8,761,789 1,313,784 276,400 EJ3 8-1/8 AW3 05/15/21 10,066,788 3,598,301 6,468,487 267,200 EK0 8-1/8 AX1 08/15/21 9,506,382 6,486,047 3,020,335 458,680 EL8 8 AY9 11/15/21 30,632,194 15,313,551 15,318,643 1,698,700 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,368,250 1,759,540 308,800 EN4 7-5/8 BA0 11/15/22 7,423,626 3,757,419 3,666,207 264,000 EP9 7-1/8 BB8 02/15/23 15,782,061 10,554,981 5,227,080 736,600 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,545,387 3,113,657 676,564 ES3 7-1/2 BD4 11/15/24 9,604,162 3,973,819 5,630,343 360,400 ET1 7-5/8 BE2 02/15/25 9,509,170 4,056,859 5,452,311 402,400 EV6 6-7/8 BF9 08/15/25 11,187,207 5,743,025 5,444,182 748,920 EW4 6 BG7 02/15/26 12,837,916 11,944,072 893,844 55,300 EX2 6-3/4 BH5 08/15/26 8,810,418 4,769,915 4,040,503 236,700 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,325,635 6,534,542 117,400 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,643,227 4,878,744 20,800 FA1 6-3/8 BL6 08/15/27 9,196,756 5,923,421 3,273,335 76,800 FB9 6-1/8 BM4 11/15/27 22,021,339 8,211,140 13,810,199 288,400 FE3 5-1/2 BP7 08/15/28 11,776,201 10,736,340 1,039,861 279,200 FF0 5-1/4 BV4 11/15/28 10,947,052 10,084,028 863,024 51,000 FG8 5-1/4 BW2 02/15/29 11,350,341 10,311,045 1,039,296 28,400 FJ2 6-1/8 CG6 08/15/29 11,178,580 9,970,058 1,208,522 92,000 FM5 6-1/4 CH4 05/15/30 17,043,162 13,228,558 3,814,604 121,424 FP8 5-3/8 CK7 02/15/31 16,427,648 16,202,048 225,600 0 Total Treasury Bonds............... 499,889,485 340,405,821 159,483,664 11,605,544 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV8 01/15/07 18,351,891 18,351,891 0 0 3T7 A 3-5/8 CL9 01/15/08 19,200,976 19,086,763 114,213 0 4Y5 A 3-7/8 DN4 01/15/09 17,891,787 17,891,787 0 0 5W8 A 4-1/4 EK9 01/15/10 12,415,813 12,415,813 0 0 6R8 A 3-1/2 GA9 01/15/11 11,662,858 11,662,858 0 0 7J5 A 3-3/8 GT8 01/15/12 6,239,351 6,239,351 0 0 912828 AF7 C 3 HC4 07/15/12 23,621,455 23,621,455 0 0 BD1 C 1-7/8 JA6 07/15/13 20,101,158 20,101,158 0 0 BW9 A 2 JT5 01/15/14 12,000,286 12,000,286 0 0 Total Inflation-Indexed Notes...... 141,485,574 141,371,361 114,213 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 19,146,927 19,141,223 5,704 0 FH6 3-7/8 CF8 04/15/29 21,883,520 21,743,219 140,301 0 FQ6 3-3/8 CL5 04/15/32 5,210,369 5,210,369 0 0 Total Inflation-Indexed Bonds...... 46,240,816 46,094,811 146,005 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2004 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month 17 Outstanding Unstripped Form Stripped Form Treasury Notes: CUSIP: Series: Interest Rate: 912827 N81 A 5-7/8 912820 BH9 02/15/04 12,955,077 10,658,526 2,296,551 116,200 5A6 E 4-3/4 DQ7 02/15/04 17,823,228 17,791,697 31,531 9,446 7M8 K 3 GW1 02/29/04 31,746,067 31,746,067 0 0 912828 AA8 L 3-5/8 GX9 03/31/04 32,873,508 32,870,308 3,200 0 AB6 M 3-3/8 GY7 04/30/04 32,654,971 32,653,371 1,600 0 912827 P89 B 7-1/4 BJ5 05/15/04 14,440,372 12,312,367 2,128,005 27,400 5F5 F 5-1/4 DU8 05/15/04 18,925,383 18,909,383 16,000 0 912828 AD2 N 3-1/4 HA8 05/31/04 33,297,400 33,297,400 0 0 AE0 P 2-7/8 HB6 06/30/04 34,050,042 34,048,442 1,600 0 AG5 Q 2-1/4 HD2 07/31/04 33,250,010 33,246,010 4,000 0 912827 Q88 C 7-1/4 BK2 08/15/04 13,346,467 10,844,201 2,502,266 12,700 5M0 G 6 DZ7 08/15/04 18,089,806 18,089,806 0 0 912828 AK6 R 2-1/8 HG5 08/31/04 34,541,397 34,541,397 0 0 AL4 S 1-7/8 HH3 09/30/04 34,655,535 34,649,135 6,400 0 AM2 T 2-1/8 HJ9 10/31/04 32,439,549 32,437,949 1,600 0 912827 R87 D 7-7/8 BL0 11/15/04 14,373,760 14,347,770 25,990 1,600 5S7 H 5-7/8 EE3 11/15/04 32,658,145 32,656,545 1,600 0 912828 AQ3 U 2 HM2 11/30/04 32,871,320 32,871,320 0 0 AR1 V 1-3/4 HN0 12/31/04 33,203,363 33,203,363 0 0 AS9 G 1-5/8 HP5 01/31/05 33,837,124 33,837,124 0 0 912827 S86 A 7-1/2 BM8 02/15/05 13,834,754 13,059,462 775,292 41,200 912828 AV2 H 1-1/2 HS9 02/28/05 35,331,909 35,331,909 0 0 AW0 J 1-5/8 HT7 03/31/05 35,211,162 35,207,962 3,200 0 AX8 K 1-5/8 HU4 04/30/05 34,295,459 34,295,459 0 0 912827 T85 B 6-1/2 BN6 05/15/05 14,739,504 14,739,104 400 0 6D9 E 6-3/4 ER4 05/15/05 28,562,370 28,294,370 268,000 9,940 912828 BB5 L 1-1/4 HY6 05/31/05 31,020,836 31,020,836 0 0 BC3 M 1-1/8 HZ3 06/30/05 31,701,455 31,701,455 0 0 BE9 N 1-1/2 JB4 07/31/05 29,997,026 29,997,026 0 0 912827 U83 C 6-1/2 BP1 08/15/05 15,002,580 15,002,180 400 0 912828 BJ8 P 2 JF5 08/31/05 30,592,178 30,592,178 0 0 BL3 Q 1-5/8 JH1 09/30/05 31,538,969 31,538,969 0 0 BN9 R 1-5/8 JK4 10/31/05 32,368,420 32,368,420 0 0 912827 V82 D 5-7/8 BQ9 11/15/05 15,209,920 14,223,181 986,739 23,600 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,273,897 788,900 0 912828 BS8 S 1-7/8 JP3 11/30/05 32,203,806 32,203,806 0 0 BU3 T 1-7/8 JR9 12/31/05 33,996,270 33,996,270 0 0 912827 W81 A 5-5/8 BR7 02/15/06 15,513,587 15,506,507 7,080 0 X80 B 6-7/8 BS5 05/15/06 16,015,475 15,008,500 1,006,975 17,520 6X5 E 4-5/8 GG6 05/15/06 27,797,852 27,797,852 0 0 912828 AY6 G 2 HV2 05/15/06 22,391,759 22,391,759 0 0 912827 Y55 C 7 BT3 07/15/06 22,740,446 22,537,646 202,800 0 912828 BF6 H 2-3/8 JC2 08/15/06 27,909,346 27,840,546 68,800 0 912827 Z62 D 6-1/2 BU0 10/15/06 22,459,675 22,395,675 64,000 0 7F3 F 3-1/2 GQ4 11/15/06 35,380,129 34,878,166 501,963 66,400 912828 BP4 J 2-5/8 JL2 11/15/06 26,535,905 26,535,905 0 0 912827 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,790,380 313,298 35,916 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,844,661 1,113,525 51,400 912828 AC4 E 4-3/8 GZ4 05/15/07 24,351,431 24,351,431 0 0 912827 3E0 D 6-1/8 CA3 08/15/07 25,636,803 24,220,852 1,415,951 102,580 912828 AH3 F 3-1/4 HE0 08/15/07 25,410,844 25,410,844 0 0 AN0 G 3 HK6 11/15/07 23,311,319 22,971,339 339,980 39,620 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,303,755 279,657 13,464 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,480,860 8,400 0 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,955,094 235,867 0 912828 AZ3 F 2-5/8 HW0 05/15/08 33,338,446 33,338,446 0 0 BG4 G 3-1/4 JD0 08/15/08 21,357,474 21,283,874 73,600 16,800 BK5 H 3-1/8 JG3 09/15/08 16,002,177 15,990,977 11,200 0 BM1 J 3-1/8 JJ7 10/15/08 15,995,702 15,995,702 0 0 912827 4V1 D 4-3/4 DK0 11/15/08 25,083,125 24,741,433 341,692 167,100 912828 BQ2 K 3-3/8 JM0 11/15/08 18,181,033 18,181,033 0 0 BT6 L 3-3/8 JQ1 12/15/08 16,000,028 16,000,028 0 0 BV1 D 3-1/4 JS7 01/15/09 16,002,561 16,002,561 0 0 912827 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,741,590 53,200 1,200 5N8 C 6 EA1 08/15/09 27,399,894 26,819,951 579,943 3,000 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,350,389 5,320 0 6J6 C 5-3/4 FT9 08/15/10 22,437,594 22,436,074 1,520 0 6T4 B 5 GC5 02/15/11 23,436,329 23,406,709 29,620 0 7B2 C 5 GL5 08/15/11 26,635,316 26,411,356 223,960 0 7L0 B 4-7/8 GV3 02/15/12 24,779,838 24,768,438 11,400 0 912828 AJ9 D 4-3/8 HF7 08/15/12 19,647,976 19,634,856 13,120 0 AP5 E 4 HL4 11/15/12 18,112,742 18,112,542 200 0 AU4 A 3-7/8 HR1 02/15/13 19,498,396 19,493,796 4,600 100,000 BA7 B 3-5/8 HX8 05/15/13 18,253,553 18,247,153 6,400 0 BH2 D 4-1/4 JE8 08/15/13 33,521,123 33,497,923 23,200 0 BR0 E 4-1/4 JN8 11/15/13 30,636,844 30,636,844 0 0 Total Treasury Notes............... 1,890,952,657 1,874,172,112 16,780,545 857,086 Grand Total................................................ 2,578,568,532 2,402,044,105 176,524,427 12,462,630