TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, SEPTEMBER 30, 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 4,511,493 3,790,313 13,200 DQ8 12 AD5 05/15/05 4,260,758 2,010,669 2,250,089 190,800 DR6 10-3/4 AG8 08/15/05 9,269,713 6,063,028 3,206,685 66,544 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,292,574 463,342 9,792 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 2,243,762 2,771,522 284,800 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,467,060 2,053,239 585,080 DS4 10-5/8 AC7 08/15/15 4,023,916 3,393,951 629,965 56,400 DT2 9-7/8 AE3 11/15/15 5,584,859 3,649,818 1,935,041 251,600 DV7 9-1/4 AF0 02/15/16 5,431,754 4,798,340 633,414 121,800 DW5 7-1/4 AH6 05/15/16 18,823,551 18,467,976 355,575 179,000 DX3 7-1/2 AK9 11/15/16 18,787,448 17,041,919 1,745,529 78,360 DY1 8-3/4 AL7 05/15/17 15,559,169 8,332,672 7,226,497 405,400 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,281,063 3,687,295 187,000 EA2 9-1/8 AN3 05/15/18 6,717,439 3,128,279 3,589,160 351,400 EB0 9 AP8 11/15/18 7,174,470 3,888,321 3,286,149 551,000 EC8 8-7/8 AQ6 02/15/19 13,090,498 7,741,769 5,348,729 411,000 ED6 8-1/8 AR4 08/15/19 18,940,932 16,896,882 2,044,050 254,760 EE4 8-1/2 AS2 02/15/20 9,476,268 6,016,815 3,459,453 194,400 EF1 8-3/4 AT0 05/15/20 7,582,183 3,444,870 4,137,313 184,500 EG9 8-3/4 AU7 08/15/20 17,059,306 8,876,079 8,183,227 735,825 EH7 7-7/8 AV5 02/15/21 10,075,573 7,988,489 2,087,084 454,200 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,110,281 5,956,507 501,800 EK0 8-1/8 AX1 08/15/21 9,506,382 6,559,887 2,946,495 191,520 EL8 8 AY9 11/15/21 30,632,194 14,844,386 15,787,808 1,340,664 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,098,270 1,029,520 1,015,444 EN4 7-5/8 BA0 11/15/22 7,423,626 4,383,768 3,039,858 404,800 EP9 7-1/8 BB8 02/15/23 15,782,061 10,086,949 5,695,112 1,030,900 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,565,571 3,093,473 628,040 ES3 7-1/2 BD4 11/15/24 9,604,162 3,078,256 6,525,906 460,197 ET1 7-5/8 BE2 02/15/25 9,509,170 3,450,845 6,058,325 367,582 EV6 6-7/8 BF9 08/15/25 11,187,207 6,172,270 5,014,937 850,844 EW4 6 BG7 02/15/26 12,837,916 12,081,836 756,080 447,700 EX2 6-3/4 BH5 08/15/26 8,810,418 5,285,426 3,524,992 184,300 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,593,365 6,266,812 262,100 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,873,704 4,648,267 364,077 FA1 6-3/8 BL6 08/15/27 9,196,756 5,120,067 4,076,689 223,400 FB9 6-1/8 BM4 11/15/27 22,021,339 8,288,233 13,733,106 1,184,000 FE3 5-1/2 BP7 08/15/28 11,776,201 10,105,565 1,670,636 317,124 FF0 5-1/4 BV4 11/15/28 10,947,052 9,720,928 1,226,124 212,000 FG8 5-1/4 BW2 02/15/29 11,350,341 10,525,345 824,996 71,100 FJ2 6-1/8 CG6 08/15/29 11,178,580 9,439,383 1,739,197 398,000 FM5 6-1/4 CH4 05/15/30 17,043,162 10,979,705 6,063,457 170,024 FP8 5-3/8 CK7 02/15/31 16,427,648 16,184,648 243,000 1,600 Total Treasury Bonds............... 499,889,485 337,084,517 162,804,968 16,194,077 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV8 01/15/07 18,838,654 18,838,654 0 0 3T7 A 3-5/8 CL9 01/15/08 19,710,197 19,592,955 117,242 0 4Y5 A 3-7/8 DN4 01/15/09 18,366,314 18,366,314 0 0 5W8 A 4-1/4 EK9 01/15/10 12,745,140 12,745,140 0 0 6R8 A 3-1/2 GA9 01/15/11 11,972,207 11,972,207 0 0 7J5 A 3-3/8 GT8 01/15/12 6,404,829 6,404,829 0 0 912828 AF7 C 3 HC4 07/15/12 24,247,997 24,247,997 0 0 BD1 C 1-7/8 JA6 07/15/13 20,634,179 20,634,179 0 0 BW9 A 2 JT5 01/15/14 21,528,491 21,528,491 0 0 CP3 D 2 KL0 07/15/14 10,048,939 10,048,939 0 0 912810 FR4 2-3/8 912803 CN1 01/15/25 11,054,087 11,054,087 0 0 FD5 3-5/8 BN2 04/15/28 19,654,795 19,648,940 5,855 0 FH6 3-7/8 CF8 04/15/29 22,463,943 22,319,920 144,023 0 FQ6 3-3/8 CL5 04/15/32 5,348,556 5,348,556 0 0 Total Treasury Inflation-Protected 223,018,330 222,751,210 267,120 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, SEPTEMBER 30, 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 AM2 T 2-1/8 912820 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 14,151,213 222,547 32,000 5S7 H 5-7/8 EE3 11/15/04 32,658,145 30,872,945 1,785,200 7,400 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 12,375,602 1,459,152 80,460 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 14,737,008 2,496 0 6D9 E 6-3/4 ER4 05/15/05 28,562,370 28,131,956 430,414 1,200 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 13,952,021 1,257,899 3,200 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,290,597 772,200 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 34,334,801 34,334,801 0 0 912827 X80 B 6-7/8 BS5 05/15/06 16,015,475 14,970,666 1,044,809 13,440 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 22,513,446 227,000 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 27,792,146 117,200 0 CU2 S 2-3/8 KR7 08/31/06 31,814,087 31,814,087 0 280 CW8 T 2-1/2 KT3 09/30/06 31,655,891 31,655,891 0 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 34,689,096 691,033 26,200 912828 BP4 J 2-5/8 JL2 11/15/06 26,535,905 26,535,225 680 0 912827 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,805,830 297,848 103,400 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 12,970,621 987,565 18,500 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 27,564,268 0 0 912827 3E0 D 6-1/8 CA3 08/15/07 25,636,803 24,386,032 1,250,771 13,300 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 24,673,687 0 0 AN0 G 3 HK6 11/15/07 23,311,319 23,102,803 208,516 1,000 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,273,197 310,215 27,800 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,488,460 800 2,000 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,981,554 209,407 22,080 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 21,336,834 20,640 34,200 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 24,809,080 274,045 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 14,737,620 57,170 0 912828 CH1 H 3-7/8 KE6 05/15/09 18,059,937 17,882,137 177,800 2,500 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 26,809,002 590,892 2,600 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 912827 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,348,789 6,920 0 6J6 C 5-3/4 FT9 08/15/10 22,437,594 22,422,474 15,120 3,200 6T4 B 5 GC5 02/15/11 23,436,329 23,406,509 29,820 1,000 7B2 C 5 GL5 08/15/11 26,635,316 26,413,496 221,820 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 19,633,976 14,000 0 AP5 E 4 HL4 11/15/12 18,112,742 18,112,542 200 1,100 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 28,080,066 1,000 0 CJ7 C 4-3/4 KF3 05/15/14 27,302,981 27,302,981 0 0 CT5 E 4-1/4 KQ9 08/15/14 24,721,619 24,721,619 0 0 Total Treasury Notes............... 2,109,508,420 2,096,663,981 12,844,439 396,860 Grand Total................................................ 2,832,416,235 2,656,499,708 175,916,527 16,590,937