TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 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 4,701,656 3,600,150 569,600 DQ8 12 AD5 05/15/05 4,260,758 2,064,951 2,195,807 4,400 DR6 10-3/4 AG8 08/15/05 9,269,713 6,290,684 2,979,029 30,400 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,303,590 452,326 1,408 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,957,162 3,058,122 20,000 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,027,140 2,493,159 195,940 DS4 10-5/8 AC7 08/15/15 4,023,916 3,307,031 716,885 16,600 DT2 9-7/8 AE3 11/15/15 5,584,859 3,344,568 2,240,291 8,000 DV7 9-1/4 AF0 02/15/16 5,431,754 5,003,940 427,814 302,600 DW5 7-1/4 AH6 05/15/16 18,823,551 18,464,498 359,053 115,800 DX3 7-1/2 AK9 11/15/16 18,787,448 17,547,809 1,239,639 243,400 DY1 8-3/4 AL7 05/15/17 15,559,169 8,298,982 7,260,187 556,620 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,338,463 3,629,895 416,700 EA2 9-1/8 AN3 05/15/18 6,717,439 2,895,521 3,821,918 372,600 EB0 9 AP8 11/15/18 7,174,470 3,470,998 3,703,472 339,700 EC8 8-7/8 AQ6 02/15/19 13,090,498 7,783,787 5,306,711 784,800 ED6 8-1/8 AR4 08/15/19 18,940,932 17,488,042 1,452,890 516,080 EE4 8-1/2 AS2 02/15/20 9,476,268 6,464,585 3,011,683 206,100 EF1 8-3/4 AT0 05/15/20 7,582,183 3,358,476 4,223,707 395,480 EG9 8-3/4 AU7 08/15/20 17,059,306 9,520,934 7,538,372 464,396 EH7 7-7/8 AV5 02/15/21 10,075,573 8,272,389 1,803,184 229,600 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,147,761 5,919,027 48,920 EK0 8-1/8 AX1 08/15/21 9,506,382 6,466,647 3,039,735 270,800 EL8 8 AY9 11/15/21 30,632,194 14,635,347 15,996,847 1,495,101 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,045,030 2,082,760 475,800 EN4 7-5/8 BA0 11/15/22 7,423,626 3,854,068 3,569,558 314,200 EP9 7-1/8 BB8 02/15/23 15,782,061 9,633,289 6,148,772 548,400 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,357,351 3,301,693 404,200 ES3 7-1/2 BD4 11/15/24 9,604,162 3,868,859 5,735,303 237,700 ET1 7-5/8 BE2 02/15/25 9,509,170 3,234,863 6,274,307 222,770 EV6 6-7/8 BF9 08/15/25 11,187,207 5,924,416 5,262,791 492,760 EW4 6 BG7 02/15/26 12,837,916 12,012,272 825,644 115,500 EX2 6-3/4 BH5 08/15/26 8,810,418 5,235,626 3,574,792 228,200 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,421,665 6,438,512 268,000 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,625,827 4,896,144 97,600 FA1 6-3/8 BL6 08/15/27 9,196,756 5,506,867 3,689,889 76,500 FB9 6-1/8 BM4 11/15/27 22,021,339 8,503,385 13,517,954 1,102,800 FE3 5-1/2 BP7 08/15/28 11,776,201 10,696,891 1,079,310 292,600 FF0 5-1/4 BV4 11/15/28 10,947,052 9,938,328 1,008,724 185,100 FG8 5-1/4 BW2 02/15/29 11,350,341 10,439,345 910,996 53,800 FJ2 6-1/8 CG6 08/15/29 11,178,580 9,783,583 1,394,997 222,200 FM5 6-1/4 CH4 05/15/30 17,043,162 12,392,717 4,650,445 1,189,044 FP8 5-3/8 CK7 02/15/31 16,427,648 16,218,048 209,600 0 Total Treasury Bonds............... 499,889,485 338,847,391 161,042,094 14,132,219 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV8 01/15/07 18,516,089 18,516,089 0 0 3T7 A 3-5/8 CL9 01/15/08 19,372,622 19,257,388 115,234 0 4Y5 A 3-7/8 DN4 01/15/09 18,051,765 18,051,765 0 0 5W8 A 4-1/4 EK9 01/15/10 12,526,872 12,526,872 0 0 6R8 A 3-1/2 GA9 01/15/11 11,767,258 11,767,258 0 0 7J5 A 3-3/8 GT8 01/15/12 6,295,191 6,295,191 0 0 912828 AF7 C 3 HC4 07/15/12 23,832,758 23,832,758 0 0 BD1 C 1-7/8 JA6 07/15/13 20,280,832 20,280,832 0 0 BW9 A 2 JT5 01/15/14 21,160,022 21,160,022 0 0 Total Inflation-Indexed Notes...... 151,803,408 151,688,174 115,234 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 19,318,119 19,312,364 5,755 0 FH6 3-7/8 CF8 04/15/29 22,079,269 21,937,713 141,556 0 FQ6 3-3/8 CL5 04/15/32 5,256,982 5,256,982 0 0 Total Inflation-Indexed Bonds...... 46,654,370 46,507,059 147,311 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 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 P89 B 7-1/4 912820 BJ5 05/15/04 14,440,372 12,200,023 2,240,349 98,400 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 34,045,242 4,800 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 9,784,401 3,562,066 30,100 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 34,645,935 9,600 0 AM2 T 2-1/8 HJ9 10/31/04 32,439,549 32,434,749 4,800 0 912827 R87 D 7-7/8 BL0 11/15/04 14,373,760 14,313,910 59,850 0 5S7 H 5-7/8 EE3 11/15/04 32,658,145 32,576,545 81,600 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 12,800,947 1,033,807 79,640 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 1,660 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 28,171,670 390,700 8,800 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 14,246,781 963,139 1,600 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 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 15,508,467 5,120 0 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 34,335,705 34,335,705 0 0 X80 B 6-7/8 BS5 05/15/06 16,015,475 14,992,630 1,022,845 55,360 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 27,830,946 78,400 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 34,903,866 476,263 22,000 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 12,808,670 295,008 0 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 12,932,861 1,025,325 0 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 24,247,252 1,389,551 5,400 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 23,105,339 205,980 78,000 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,302,415 280,997 0 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,481,060 8,200 0 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,961,534 229,427 40,000 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 21,346,974 10,500 84,000 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 24,833,320 249,805 0 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 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 14,736,050 58,740 0 5N8 C 6 EA1 08/15/09 27,399,894 26,817,651 582,243 0 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,349,389 6,320 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 23,405,709 30,620 0 7B2 C 5 GL5 08/15/11 26,635,316 26,413,276 222,040 0 7L0 B 4-7/8 GV3 02/15/12 24,779,838 24,767,438 12,400 0 912828 AJ9 D 4-3/8 HF7 08/15/12 19,647,976 19,634,456 13,520 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 28,081,066 28,081,066 0 0 Total Treasury Notes............... 2,001,097,224 1,984,561,849 16,535,375 504,960 Grand Total................................................ 2,699,444,488 2,521,604,473 177,840,014 14,637,179