TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 29, 2004 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 DM7 11-5/8 912803 AB9 11/15/04 8,301,806 4,758,156 3,543,650 861,600 DQ8 12 AD5 05/15/05 4,260,758 2,067,651 2,193,107 150 DR6 10-3/4 AG8 08/15/05 9,269,713 6,280,684 2,989,029 10,400 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,300,270 455,646 3,008 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,988,962 3,026,322 800 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,762,740 1,757,559 267,050 DS4 10-5/8 AC7 08/15/15 4,023,916 3,363,191 660,725 134,610 DT2 9-7/8 AE3 11/15/15 5,584,859 3,373,968 2,210,891 69,674 DV7 9-1/4 AF0 02/15/16 5,431,754 4,995,540 436,214 120,400 DW5 7-1/4 AH6 05/15/16 18,823,551 18,152,898 670,653 38,600 DX3 7-1/2 AK9 11/15/16 18,787,448 17,681,409 1,106,039 399,280 DY1 8-3/4 AL7 05/15/17 15,559,169 8,396,102 7,163,067 718,206 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,684,763 3,283,595 128,600 EA2 9-1/8 AN3 05/15/18 6,717,439 2,950,521 3,766,918 43,600 EB0 9 AP8 11/15/18 7,174,470 3,217,598 3,956,872 47,200 EC8 8-7/8 AQ6 02/15/19 13,090,498 7,185,057 5,905,441 549,870 ED6 8-1/8 AR4 08/15/19 18,940,932 16,905,322 2,035,610 770,480 EE4 8-1/2 AS2 02/15/20 9,476,268 6,436,485 3,039,783 321,350 EF1 8-3/4 AT0 05/15/20 7,582,183 3,096,016 4,486,167 115,680 EG9 8-3/4 AU7 08/15/20 17,059,306 9,735,898 7,323,408 1,038,685 EH7 7-7/8 AV5 02/15/21 10,075,573 8,549,389 1,526,184 27,600 EJ3 8-1/8 AW3 05/15/21 10,066,788 3,868,761 6,198,027 292,000 EK0 8-1/8 AX1 08/15/21 9,506,382 6,732,687 2,773,695 426,480 EL8 8 AY9 11/15/21 30,632,194 14,798,371 15,833,823 1,436,250 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,563,430 1,564,360 544,580 EN4 7-5/8 BA0 11/15/22 7,423,626 3,423,219 4,000,407 265,400 EP9 7-1/8 BB8 02/15/23 15,782,061 9,517,189 6,264,872 754,200 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,570,139 3,088,905 386,408 ES3 7-1/2 BD4 11/15/24 9,604,162 3,781,299 5,822,863 135,280 ET1 7-5/8 BE2 02/15/25 9,509,170 3,035,693 6,473,477 255,600 EV6 6-7/8 BF9 08/15/25 11,187,207 5,503,385 5,683,822 467,000 EW4 6 BG7 02/15/26 12,837,916 12,048,772 789,144 111,000 EX2 6-3/4 BH5 08/15/26 8,810,418 4,815,426 3,994,992 166,200 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,778,265 6,081,912 588,800 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,552,227 4,969,744 225,400 FA1 6-3/8 BL6 08/15/27 9,196,756 5,902,867 3,293,889 83,200 FB9 6-1/8 BM4 11/15/27 22,021,339 8,130,640 13,890,699 296,000 FE3 5-1/2 BP7 08/15/28 11,776,201 10,820,940 955,261 127,400 FF0 5-1/4 BV4 11/15/28 10,947,052 10,124,628 822,424 175,400 FG8 5-1/4 BW2 02/15/29 11,350,341 10,363,945 986,396 52,900 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,067,458 1,111,122 175,000 FM5 6-1/4 CH4 05/15/30 17,043,162 12,900,582 4,142,580 333,776 FP8 5-3/8 CK7 02/15/31 16,427,648 16,218,048 209,600 16,000 Total Treasury Bonds............... 499,889,485 339,400,591 160,488,894 12,981,117 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV8 01/15/07 18,331,090 18,331,090 0 0 3T7 A 3-5/8 CL9 01/15/08 19,179,121 19,065,038 114,083 0 4Y5 A 3-7/8 DN4 01/15/09 17,871,432 17,871,432 0 0 5W8 A 4-1/4 EK9 01/15/10 12,401,775 12,401,775 0 0 6R8 A 3-1/2 GA9 01/15/11 11,649,657 11,649,657 0 0 7J5 A 3-3/8 GT8 01/15/12 6,232,266 6,232,266 0 0 912828 AF7 C 3 HC4 07/15/12 23,594,755 23,594,755 0 0 BD1 C 1-7/8 JA6 07/15/13 20,078,348 20,078,348 0 0 BW9 A 2 JT5 01/15/14 12,000,286 12,000,286 0 0 Total Inflation-Indexed Notes...... 141,338,729 141,224,646 114,083 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 19,125,277 19,119,579 5,698 0 FH6 3-7/8 CF8 04/15/29 21,858,564 21,718,423 140,141 0 FQ6 3-3/8 CL5 04/15/32 5,204,454 5,204,454 0 0 Total Inflation-Indexed Bonds...... 46,188,295 46,042,456 145,839 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 29, 2004 -- 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: 912828 AA8 L 3-5/8 912820 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 31,294,971 1,360,000 0 912827 P89 B 7-1/4 BJ5 05/15/04 14,440,372 12,125,462 2,314,910 299,000 5F5 F 5-1/4 DU8 05/15/04 18,925,383 18,059,783 865,600 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 33,244,410 5,600 0 912827 Q88 C 7-1/4 BK2 08/15/04 13,346,467 10,626,201 2,720,266 5,600 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 14,346,170 27,590 0 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 12,913,367 921,387 150,560 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 28,294,370 268,000 500 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 14,248,381 961,539 30,000 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,272,197 790,600 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 5,000 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 15,507,507 6,080 1,000 X80 B 6-7/8 BS5 05/15/06 16,015,475 15,026,230 989,245 17,730 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 34,894,666 485,463 17,100 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 12,793,480 310,198 4,100 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 12,892,861 1,065,325 51,200 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 24,239,152 1,397,651 22,400 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 23,006,739 304,580 35,400 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,304,855 278,557 11,200 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,483,060 6,200 2,200 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,959,334 231,627 4,240 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 21,290,474 67,000 9,500 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 24,832,880 250,245 91,447 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 16,002,546 16,002,546 0 0 BZ2 E 3 JW8 02/15/09 17,433,763 17,433,763 0 0 912827 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,739,390 55,400 0 5N8 C 6 EA1 08/15/09 27,399,894 26,816,951 582,943 0 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 26,413,276 222,040 1,920 7L0 B 4-7/8 GV3 02/15/12 24,779,838 24,768,238 11,600 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 19,493,756 4,640 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 17,081,539 17,081,539 0 0 Total Treasury Notes............... 1,920,946,047 1,903,997,181 16,948,866 760,097 Grand Total................................................ 2,608,362,556 2,430,664,874 177,697,682 13,741,214