TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 28, 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 12.000 912803 AD5 05/15/05 4,260,758 1,831,091 2,429,667 43,500 912810 DR6 10.750 912803 AG8 08/15/05 9,269,713 5,984,546 3,285,167 29,900 912810 DU9 9.375 912803 AJ2 02/15/06 4,755,916 4,163,009 592,907 30,732 912810 DN5 11.750 912800 AA7 11/15/14 5,015,284 2,231,762 2,783,522 3,200 912810 DP0 11.250 912803 AA1 02/15/15 10,520,299 8,722,423 1,797,876 950,240 912810 DS4 10.625 912803 AC7 08/15/15 4,023,916 3,253,396 770,520 142,160 912810 DT2 9.875 912803 AE3 11/15/15 5,584,859 3,506,418 2,078,441 121,400 912810 DV7 9.250 912803 AF0 02/15/16 5,431,754 5,082,940 348,814 127,200 912810 DW5 7.250 912803 AH6 05/15/16 18,823,551 18,337,176 486,375 337,100 912810 DX3 7.500 912803 AK9 11/15/16 18,787,448 17,274,139 1,513,309 115,520 912810 DY1 8.750 912803 AL7 05/15/17 15,559,169 9,155,560 6,403,609 1,492,480 912810 DZ8 8.875 912803 AM5 08/15/17 10,968,358 7,412,346 3,556,012 281,600 912810 EA2 9.125 912803 AN3 05/15/18 6,717,439 3,793,021 2,924,418 1,054,600 912810 EB0 9.000 912803 AP8 11/15/18 7,174,470 3,871,739 3,302,731 584,600 912810 EC8 8.875 912803 AQ6 02/15/19 13,090,498 7,852,484 5,238,014 383,600 912810 ED6 8.125 912803 AR4 08/15/19 18,940,932 16,722,002 2,218,930 610,600 912810 EE4 8.500 912803 AS2 02/15/20 9,476,268 5,310,015 4,166,253 161,700 912810 EF1 8.750 912803 AT0 05/15/20 7,582,183 5,443,190 2,138,993 1,169,880 912810 EG9 8.750 912803 AU7 08/15/20 17,059,306 10,904,459 6,154,847 1,482,320 912810 EH7 7.875 912803 AV5 02/15/21 10,075,573 7,780,089 2,295,484 245,600 912810 EJ3 8.125 912803 AW3 05/15/21 10,066,788 4,008,739 6,058,049 195,560 912810 EK0 8.125 912803 AX1 08/15/21 9,506,382 5,968,808 3,537,574 896,440 912810 EL8 8.000 912803 AY9 11/15/21 30,632,194 13,184,066 17,448,128 1,400,600 912810 EM6 7.250 912803 AZ6 08/15/22 10,127,790 8,150,270 1,977,520 480,600 912810 EN4 7.625 912803 BA0 11/15/22 7,423,626 3,775,968 3,647,658 272,400 912810 EP9 7.125 912803 BB8 02/15/23 15,782,061 10,605,749 5,176,312 456,200 912810 EQ7 6.250 912803 BC6 08/15/23 22,659,044 19,202,659 3,456,385 508,460 912810 ES3 7.500 912803 BD4 11/15/24 9,604,162 3,752,899 5,851,263 333,020 912810 ET1 7.625 912803 BE2 02/15/25 9,509,170 3,894,247 5,614,923 116,400 912810 EV6 6.875 912803 BF9 08/15/25 11,187,207 7,147,506 4,039,701 354,920 912810 EW4 6.000 912803 BG7 02/15/26 12,837,916 11,928,572 909,344 245,100 912810 EX2 6.750 912803 BH5 08/15/26 8,810,418 4,216,455 4,593,963 369,200 912810 EY0 6.500 912803 BJ1 11/15/26 10,860,177 3,825,660 7,034,517 657,200 912810 EZ7 6.625 912803 BK8 02/15/27 9,521,971 4,344,510 5,177,461 187,600 912810 FA1 6.375 912803 BL6 08/15/27 9,196,756 4,965,867 4,230,889 480,800 912810 FB9 6.125 912803 BM4 11/15/27 22,021,339 8,292,150 13,729,189 1,102,000 912810 FE3 5.500 912803 BP7 08/15/28 11,776,201 10,512,020 1,264,181 451,700 912810 FF0 5.250 912803 BV4 11/15/28 10,947,052 9,581,328 1,365,724 293,700 912810 FG8 5.250 912803 BW2 02/15/29 11,350,341 10,627,145 723,196 175,700 912810 FJ2 6.125 912803 CG6 08/15/29 11,178,580 9,624,383 1,554,197 304,800 912810 FM5 6.250 912803 CH4 05/15/30 17,043,162 9,681,361 7,361,801 1,098,208 912810 FP8 5.375 912803 CK7 02/15/31 16,427,648 16,233,648 194,000 52,200 Total Treasury Bonds............... 491,587,679 332,155,815 159,431,864 19,800,740 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912827 2M3 A 3.375 912820 BV8 01/15/07 18,929,735 18,929,735 0 0 912827 3T7 A 3.625 912820 CL9 01/15/08 19,805,351 19,687,543 117,808 0 912827 4Y5 A 3.875 912820 DN4 01/15/09 18,455,050 18,455,050 0 0 912827 5W8 A 4.250 912820 EK9 01/15/10 12,806,726 12,806,726 0 0 912828 CZ1 D 0.875 912820 KV8 04/15/10 12,057,097 12,057,097 0 0 912827 6R8 A 3.500 912820 GA9 01/15/11 12,030,073 12,030,073 0 0 912827 7J5 A 3.375 912820 GT8 01/15/12 6,435,751 6,435,751 0 0 912828 AF7 C 3.000 912820 HC4 07/15/12 24,365,157 24,365,157 0 0 912828 BD1 C 1.875 912820 JA6 07/15/13 20,733,821 20,733,821 0 0 912828 BW9 A 2.000 912820 JT5 01/15/14 21,632,449 21,632,449 0 0 912828 CP3 D 2.000 912820 KL0 07/15/14 19,186,566 19,186,566 0 0 912828 DH0 A 1.625 912820 LE5 01/15/15 10,001,364 10,001,364 0 0 912810 FR4 2.375 912803 CN1 01/15/25 22,213,752 22,213,752 0 0 912810 FD5 3.625 912803 BN2 04/15/28 19,749,622 19,743,738 5,884 0 912810 FH6 3.875 912803 CF8 04/15/29 22,572,346 22,427,628 144,718 0 912810 FQ6 3.375 912803 CL5 04/15/32 5,374,369 5,374,369 0 0 Total Treasury Inflation-Protected 266,349,228 266,080,819 268,409 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 28, 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: 912828 AW0 J 1.625 912820 HT7 03/31/05 35,211,162 35,206,362 4,800 0 912828 AX8 K 1.625 912820 HU4 04/30/05 34,295,459 34,274,659 20,800 0 912827 T85 B 6.500 912820 BN6 05/15/05 14,739,504 14,440,424 299,080 17,200 912827 6D9 E 6.750 912820 ER4 05/15/05 28,562,370 25,752,886 2,809,484 26,200 912828 BB5 L 1.250 912820 HY6 05/31/05 31,020,836 31,020,836 0 0 912828 BC3 M 1.125 912820 HZ3 06/30/05 31,701,455 31,701,455 0 0 912828 BE9 N 1.500 912820 JB4 07/31/05 29,997,026 29,997,026 0 0 912827 U83 C 6.500 912820 BP1 08/15/05 15,002,580 14,793,380 209,200 35,000 912828 BJ8 P 2.000 912820 JF5 08/31/05 30,592,178 30,592,178 0 0 912828 BL3 Q 1.625 912820 JH1 09/30/05 31,538,969 31,538,969 0 0 912828 BN9 R 1.625 912820 JK4 10/31/05 32,368,420 32,368,420 0 0 912827 V82 D 5.875 912820 BQ9 11/15/05 15,209,920 13,556,369 1,653,551 8,400 912827 6N7 F 5.750 912820 FX0 11/15/05 28,062,797 27,254,737 808,060 60,800 912828 BS8 S 1.875 912820 JP3 11/30/05 32,203,806 32,203,806 0 0 912828 BU3 T 1.875 912820 JR9 12/31/05 33,996,270 33,996,270 0 0 912828 BX7 K 1.875 912820 JU2 01/31/06 32,533,188 32,533,188 0 0 912827 W81 A 5.625 912820 BR7 02/15/06 15,513,587 15,390,417 123,170 8,600 912828 CB4 L 1.625 912820 JY4 02/28/06 34,001,950 34,001,950 0 0 912828 CD0 M 1.500 912820 KA4 03/31/06 34,338,606 34,338,606 0 0 912828 CF5 N 2.250 912820 KC0 04/30/06 34,334,801 34,334,801 0 0 912827 X80 B 6.875 912820 BS5 05/15/06 16,015,475 14,775,306 1,240,169 91,600 912827 6X5 E 4.625 912820 GG6 05/15/06 27,797,852 27,797,852 0 0 912828 AY6 G 2.000 912820 HV2 05/15/06 22,391,759 22,391,759 0 0 912828 CK4 P 2.500 912820 KG1 05/31/06 31,307,947 31,307,947 0 0 912828 CM0 Q 2.750 912820 KJ5 06/30/06 32,587,733 32,587,733 0 0 912827 Y55 C 7.000 912820 BT3 07/15/06 22,740,446 22,514,046 226,400 0 912828 CQ1 R 2.750 912820 KM8 07/31/06 31,010,881 31,010,881 0 0 912828 BF6 H 2.375 912820 JC2 08/15/06 27,909,346 27,773,376 135,970 0 912828 CU2 S 2.375 912820 KR7 08/31/06 31,814,087 31,814,087 0 0 912828 CW8 T 2.500 912820 KT3 09/30/06 31,656,294 31,656,294 0 0 912827 Z62 D 6.500 912820 BU0 10/15/06 22,459,675 22,395,675 64,000 0 912828 CY4 U 2.500 912820 KW6 10/31/06 29,568,526 29,568,526 0 0 912827 7F3 F 3.500 912820 GQ4 11/15/06 35,380,129 34,682,216 697,913 10,000 912828 BP4 J 2.625 912820 JL2 11/15/06 26,535,905 26,526,665 9,240 0 912828 DD9 V 2.875 912820 LA3 11/30/06 30,049,344 30,049,344 0 0 912828 DF4 W 3.000 912820 LC9 12/31/06 31,951,752 31,951,752 0 0 912828 DJ6 M 3.125 912820 LF2 01/31/07 29,026,959 29,026,959 0 0 912827 2J0 B 6.250 912820 BW6 02/15/07 13,103,678 11,938,672 1,165,006 113,300 912828 BY5 H 2.250 912820 JV0 02/15/07 25,469,287 25,468,487 800 0 912828 DN7 N 3.375 912820 LK1 02/28/07 32,006,637 32,006,637 0 0 912827 2U5 C 6.625 912820 BX4 05/15/07 13,958,186 12,805,570 1,152,616 0 912828 AC4 E 4.375 912820 GZ4 05/15/07 24,351,431 24,351,431 0 0 912828 CG3 J 3.125 912820 KD8 05/15/07 27,564,268 26,798,615 765,653 0 912827 3E0 D 6.125 912820 CA3 08/15/07 25,636,803 23,869,022 1,767,781 13,300 912828 AH3 F 3.250 912820 HE0 08/15/07 25,410,844 25,409,344 1,500 0 912828 CR9 K 2.750 912820 KN6 08/15/07 24,673,687 24,623,287 50,400 0 912828 AN0 G 3.000 912820 HK6 11/15/07 50,619,528 49,820,412 799,116 142,600 912827 3X8 B 5.500 912820 CQ8 02/15/08 13,583,412 12,759,987 823,425 3,000 912828 AT7 E 3.000 912820 HQ3 02/15/08 27,489,260 27,488,130 1,130 0 912828 DK3 M 3.375 912820 LG0 02/15/08 23,885,033 23,885,033 0 0 912827 4F6 C 5.625 912820 CY1 05/15/08 27,190,961 26,287,274 903,687 320 912828 AZ3 F 2.625 912820 HW0 05/15/08 33,338,446 33,338,446 0 0 912828 BG4 G 3.250 912820 JD0 08/15/08 21,357,474 21,047,834 309,640 600 912828 BK5 H 3.125 912820 JG3 09/15/08 16,002,177 15,990,977 11,200 0 912828 BM1 J 3.125 912820 JJ7 10/15/08 15,995,702 15,995,702 0 0 912827 4V1 D 4.750 912820 DK0 11/15/08 25,083,125 24,856,280 226,845 30,400 912828 BQ2 K 3.375 912820 JM0 11/15/08 18,181,033 18,175,673 5,360 0 912828 BT6 L 3.375 912820 JQ1 12/15/08 16,000,028 16,000,028 0 0 912828 BV1 D 3.250 912820 JS7 01/15/09 16,002,546 16,002,546 0 0 912828 BZ2 E 3.000 912820 JW8 02/15/09 17,433,763 17,408,243 25,520 0 912828 CC2 F 2.625 912820 JZ1 03/15/09 16,001,063 16,001,063 0 0 912828 CE8 G 3.125 912820 KB2 04/15/09 16,002,805 16,002,805 0 0 912827 5G3 B 5.500 912820 DV6 05/15/09 14,794,790 14,728,220 66,570 0 912828 CH1 H 3.875 912820 KE6 05/15/09 18,059,937 17,878,691 181,246 1,454 912828 CL2 J 4.000 912820 KH9 06/15/09 15,004,754 15,004,754 0 0 912828 CN8 K 3.625 912820 KK2 07/15/09 15,004,962 15,004,962 0 0 912827 5N8 C 6.000 912820 EA1 08/15/09 27,399,894 26,583,642 816,252 2,600 912828 CS7 L 3.500 912820 KP1 08/15/09 17,294,686 17,294,686 0 0 912828 CV0 M 3.375 912820 KS5 09/15/09 15,005,079 15,005,079 0 0 912828 CX6 N 3.375 912820 KU0 10/15/09 15,005,091 15,005,091 0 0 912828 DB3 P 3.500 912820 KY2 11/15/09 18,751,928 18,743,128 8,800 0 912828 DE7 Q 3.500 912820 LB1 12/15/09 15,002,485 15,002,485 0 0 912828 DG2 E 3.625 912820 LD7 01/15/10 15,004,697 15,004,697 0 0 912827 5Z1 B 6.500 912820 EM5 02/15/10 23,355,709 23,181,509 174,200 30,600 912828 DL1 F 3.500 912820 LH8 02/15/10 16,617,068 16,617,068 0 0 912827 6J6 C 5.750 912820 FT9 08/15/10 22,437,594 21,778,772 658,822 700 912827 6T4 B 5.000 912820 GC5 02/15/11 23,436,329 23,404,409 31,920 200 912827 7B2 C 5.000 912820 GL5 08/15/11 26,635,316 26,411,176 224,140 0 912827 7L0 B 4.875 912820 GV3 02/15/12 24,779,838 24,765,838 14,000 0 912828 AJ9 D 4.375 912820 HF7 08/15/12 19,647,976 19,634,776 13,200 800 912828 AP5 E 4.000 912820 HL4 11/15/12 18,112,742 18,112,542 200 0 912828 AU4 A 3.875 912820 HR1 02/15/13 19,498,396 19,492,756 5,640 0 912828 BA7 B 3.625 912820 HX8 05/15/13 18,253,553 18,247,153 6,400 0 912828 BH2 D 4.250 912820 JE8 08/15/13 33,521,123 33,497,923 23,200 0 912828 BR0 E 4.250 912820 JN8 11/15/13 30,636,844 30,636,844 0 0 912828 CA6 B 4.000 912820 JX6 02/15/14 28,081,066 28,079,066 2,000 0 912828 CJ7 C 4.750 912820 KF3 05/15/14 27,302,981 27,217,381 85,600 800 912828 CT5 E 4.250 912820 KQ9 08/15/14 24,721,634 24,720,834 800 0 912828 DC1 F 4.250 912820 KZ9 11/15/14 25,472,536 25,472,536 0 0 912828 DM9 B 4.000 912820 LJ4 02/15/15 15,214,587 15,214,587 0 0 Total Treasury Notes............... 2,205,823,766 2,187,199,260 18,624,506 598,474 Grand Total................................................ 2,963,760,673 2,785,435,894 178,324,779 20,399,214