TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2005 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: 912810 DQ8 12 912803 AD5 05/15/05 4,260,758 1,980,369 2,280,389 25,000 DR6 10 3/4 AG8 08/15/05 9,269,713 6,032,228 3,237,485 0 DU9 9 3/8 AJ2 02/15/06 4,755,916 4,224,606 531,310 11,000 DN5 11 3/4 912800 AA7 11/15/14 5,015,284 2,228,562 2,786,722 6,400 DP0 11 1/4 912803 AA1 02/15/15 10,520,299 8,742,263 1,778,036 529,683 DS4 10 5/8 AC7 08/15/15 4,023,916 3,378,516 645,400 69,960 DT2 9 7/8 AE3 11/15/15 5,584,859 3,631,218 1,953,641 241,000 DV7 9 1/4 AF0 02/15/16 5,431,754 5,113,540 318,214 216,600 DW5 7 1/4 AH6 05/15/16 18,823,551 18,176,676 646,875 326,600 DX3 7 1/2 AK9 11/15/16 18,787,448 17,227,179 1,560,269 161,840 DY1 8 3/4 AL7 05/15/17 15,559,169 8,346,520 7,212,649 1,016,423 DZ8 8 7/8 AM5 08/15/17 10,968,358 7,276,646 3,691,712 403,546 EA2 9 1/8 AN3 05/15/18 6,717,439 3,613,821 3,103,618 920,000 EB0 9 AP8 11/15/18 7,174,470 4,032,339 3,142,131 568,400 EC8 8 7/8 AQ6 02/15/19 13,090,498 8,154,784 4,935,714 481,900 ED6 8 1/8 AR4 08/15/19 18,940,932 16,303,922 2,637,010 879,880 EE4 8 1/2 AS2 02/15/20 9,476,268 5,491,615 3,984,653 209,000 EF1 8 3/4 AT0 05/15/20 7,582,183 4,913,830 2,668,353 2,088,000 EG9 8 3/4 AU7 08/15/20 17,059,306 10,253,019 6,806,287 785,640 EH7 7 7/8 AV5 02/15/21 10,075,573 8,055,289 2,020,284 429,200 EJ3 8 1/8 AW3 05/15/21 10,066,788 4,458,499 5,608,289 321,320 EK0 8 1/8 AX1 08/15/21 9,506,382 5,726,968 3,779,414 485,618 EL8 8 AY9 11/15/21 30,632,194 13,760,391 16,871,803 1,163,444 EM6 7 1/4 AZ6 08/15/22 10,127,790 8,400,870 1,726,920 418,400 EN4 7 5/8 BA0 11/15/22 7,423,626 3,938,168 3,485,458 583,800 EP9 7 1/8 BB8 02/15/23 15,782,061 10,777,049 5,005,012 494,800 EQ7 6 1/4 BC6 08/15/23 22,659,044 19,500,463 3,158,581 581,304 ES3 7 1/2 BD4 11/15/24 9,604,162 3,851,299 5,752,863 727,689 ET1 7 5/8 BE2 02/15/25 9,509,170 4,159,447 5,349,723 613,800 EV6 6 7/8 BF9 08/15/25 11,187,207 7,003,966 4,183,241 452,718 EW4 6 BG7 02/15/26 12,837,916 12,097,372 740,544 349,200 EX2 6 3/4 BH5 08/15/26 8,810,418 4,036,655 4,773,763 220,800 EY0 6 1/2 BJ1 11/15/26 10,860,177 3,576,260 7,283,917 607,400 EZ7 6 5/8 BK8 02/15/27 9,521,971 4,773,710 4,748,261 618,878 FA1 6 3/8 BL6 08/15/27 9,196,756 4,911,467 4,285,289 435,600 FB9 6 1/8 BM4 11/15/27 22,021,339 8,148,750 13,872,589 1,162,600 FE3 5 1/2 BP7 08/15/28 11,776,201 10,224,520 1,551,681 229,400 FF0 5 1/4 BV4 11/15/28 10,947,052 9,624,328 1,322,724 215,600 FG8 5 1/4 BW2 02/15/29 11,350,341 10,620,245 730,096 94,200 FJ2 6 1/8 CG6 08/15/29 11,178,580 9,454,983 1,723,597 185,800 FM5 6 1/4 CH4 05/15/30 17,043,162 9,421,745 7,621,417 709,336 FP8 5 3/8 CK7 02/15/31 16,427,648 16,181,448 246,200 0 Total Treasury Bonds............... 491,587,679 331,825,545 159,762,134 20,041,779 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912827 2M3 A 3 3/8 912820 BV8 01/15/07 18,996,549 18,996,549 0 0 3T7 A 3 5/8 CL9 01/15/08 19,875,287 19,757,063 118,224 0 4Y5 A 3 7/8 DN4 01/15/09 18,520,091 18,520,091 0 0 5W8 A 4 1/4 EK9 01/15/10 12,851,897 12,851,897 0 0 912828 CZ1 D 7/8 KV8 04/15/10 12,099,702 12,099,702 0 0 912827 6R8 A 3 1/2 GA9 01/15/11 12,072,537 12,072,537 0 0 7J5 A 3 3/8 GT8 01/15/12 6,458,507 6,458,507 0 0 912828 AF7 C 3 HC4 07/15/12 24,451,013 24,451,013 0 0 BD1 C 1 7/8 JA6 07/15/13 20,807,051 20,807,051 0 0 BW9 A 2 JT5 01/15/14 21,708,895 21,708,895 0 0 CP3 D 2 KL0 07/15/14 19,254,214 19,254,214 0 0 DH0 A 1 5/8 LE5 01/15/15 10,004,064 10,004,064 0 0 912810 FR4 2 3/8 912803 CN1 01/15/25 22,301,784 22,301,784 0 0 FD5 3 5/8 BN2 04/15/28 19,819,441 19,813,537 5,904 0 FH6 3 7/8 CF8 04/15/29 22,652,088 22,506,859 145,229 0 FQ6 3 3/8 CL5 04/15/32 5,393,365 5,393,365 0 0 Total Treasury Inflation-Protected 267,266,485 266,997,128 269,357 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2005 -- 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: CUSIP: Series: Interest Rate: 912827 S86 A 7 1/2 912820 BM8 02/15/05 13,834,754 11,298,954 2,535,800 169,440 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 35,206,362 4,800 0 AX8 K 1 5/8 HU4 04/30/05 34,295,459 34,274,659 20,800 0 912827 T85 B 6 1/2 BN6 05/15/05 14,739,504 14,719,808 19,696 0 6D9 E 6 3/4 ER4 05/15/05 28,562,370 27,753,086 809,284 12,000 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 13,634,541 1,575,379 40,000 6N7 F 5 3/4 FX0 11/15/05 28,062,797 27,259,537 803,260 60,000 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 BX7 K 1 7/8 JU2 01/31/06 32,533,188 32,533,188 0 0 912827 W81 A 5 5/8 BR7 02/15/06 15,513,587 15,421,632 91,955 6,240 912828 CB4 L 1 5/8 JY4 02/28/06 34,001,950 34,001,950 0 0 CD0 M 1 1/2 KA4 03/31/06 34,338,606 34,338,606 0 0 CF5 N 2 1/4 KC0 04/30/06 34,334,801 34,334,801 0 0 912827 X80 B 6 7/8 BS5 05/15/06 16,015,475 14,798,326 1,217,149 100,080 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 CK4 P 2 1/2 KG1 05/31/06 31,307,947 31,307,947 0 0 CM0 Q 2 3/4 KJ5 06/30/06 32,587,733 32,587,733 0 0 912827 Y55 C 7 BT3 07/15/06 22,740,446 22,514,046 226,400 0 912828 CQ1 R 2 3/4 KM8 07/31/06 31,010,881 31,010,881 0 0 BF6 H 2 3/8 JC2 08/15/06 27,909,346 27,781,096 128,250 0 CU2 S 2 3/8 KR7 08/31/06 31,814,087 31,814,087 0 0 CW8 T 2 1/2 KT3 09/30/06 31,656,294 31,656,294 0 0 912827 Z62 D 6 1/2 BU0 10/15/06 22,459,675 22,395,675 64,000 0 912828 CY4 U 2 1/2 KW6 10/31/06 29,568,526 29,568,526 0 0 912827 7F3 F 3 1/2 GQ4 11/15/06 35,380,129 34,696,616 683,513 64,000 912828 BP4 J 2 5/8 JL2 11/15/06 26,535,905 26,526,665 9,240 0 DD9 V 2 7/8 LA3 11/30/06 30,049,344 30,049,344 0 0 DF4 W 3 LC9 12/31/06 31,951,802 31,951,802 0 0 DJ6 M 3 1/8 LF2 01/31/07 29,027,376 29,027,376 0 0 912827 2J0 B 6 1/4 BW6 02/15/07 13,103,678 12,230,428 873,250 5,624 912828 BY5 H 2 1/4 JV0 02/15/07 25,469,287 25,469,287 0 0 912827 2U5 C 6 5/8 BX4 05/15/07 13,958,186 12,837,990 1,120,196 39,600 912828 AC4 E 4 3/8 GZ4 05/15/07 24,351,431 24,351,431 0 0 CG3 J 3 1/8 KD8 05/15/07 27,564,268 26,798,895 765,373 52,000 912827 3E0 D 6 1/8 CA3 08/15/07 25,636,803 23,938,442 1,698,361 37,800 912828 AH3 F 3 1/4 HE0 08/15/07 25,410,844 25,409,344 1,500 0 CR9 K 2 3/4 KN6 08/15/07 24,673,687 24,623,287 50,400 0 AN0 G 3 HK6 11/15/07 50,619,528 49,862,892 756,636 43,200 912827 3X8 B 5 1/2 CQ8 02/15/08 13,583,412 12,877,587 705,825 17,800 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,488,310 950 0 912827 4F6 C 5 5/8 CY1 05/15/08 27,190,961 26,330,534 860,427 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 21,064,734 292,740 30,400 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 24,830,580 252,545 0 912828 BQ2 K 3 3/8 JM0 11/15/08 18,181,033 18,175,753 5,280 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 16,002,546 16,002,546 0 0 BZ2 E 3 JW8 02/15/09 17,433,763 17,433,703 60 0 CC2 F 2 5/8 JZ1 03/15/09 16,001,063 16,001,063 0 0 CE8 G 3 1/8 KB2 04/15/09 16,002,805 16,002,805 0 0 912827 5G3 B 5 1/2 DV6 05/15/09 14,794,790 14,731,020 63,770 0 912828 CH1 H 3 7/8 KE6 05/15/09 18,059,937 17,885,537 174,400 0 CL2 J 4 KH9 06/15/09 15,004,754 15,004,754 0 0 CN8 K 3 5/8 KK2 07/15/09 15,004,962 15,004,962 0 0 912827 5N8 C 6 EA1 08/15/09 27,399,894 26,776,222 623,672 24,300 912828 CS7 L 3 1/2 KP1 08/15/09 17,294,686 17,294,686 0 0 CV0 M 3 3/8 KS5 09/15/09 15,005,079 15,005,079 0 0 CX6 N 3 3/8 KU0 10/15/09 15,005,091 15,005,091 0 0 DB3 P 3 1/2 KY2 11/15/09 18,751,928 18,743,928 8,000 0 DE7 Q 3 1/2 LB1 12/15/09 15,002,485 15,002,485 0 0 DG2 E 3 5/8 LD7 01/15/10 15,004,782 15,004,782 0 0 912827 5Z1 B 6 1/2 EM5 02/15/10 23,355,709 23,268,109 87,600 29,700 6J6 C 5 3/4 FT9 08/15/10 22,437,594 22,372,072 65,522 166,000 6T4 B 5 GC5 02/15/11 23,436,329 23,404,409 31,920 0 7B2 C 5 GL5 08/15/11 26,635,316 26,412,496 222,820 0 7L0 B 4 7/8 GV3 02/15/12 24,779,838 24,765,838 14,000 0 912828 AJ9 D 4 3/8 HF7 08/15/12 19,647,976 19,633,976 14,000 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 19,492,756 5,640 0 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 CA6 B 4 JX6 02/15/14 28,081,066 28,079,066 2,000 0 CJ7 C 4 3/4 KF3 05/15/14 27,302,981 27,216,581 86,400 0 CT5 E 4 1/4 KQ9 08/15/14 24,721,634 24,720,834 800 0 DC1 F 4 1/4 KZ9 11/15/14 25,472,536 25,472,536 0 0 Total Treasury Notes............... 2,167,267,656 2,150,252,643 17,015,013 898,184 Grand Total................................................ 2,926,121,820 2,749,075,316 177,046,504 20,939,963