TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 31, 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 4,496,293 3,805,513 16,800 DQ8 12 AD5 05/15/05 4,260,758 1,980,069 2,280,689 150,000 DR6 10-3/4 AG8 08/15/05 9,269,713 6,041,828 3,227,885 25,000 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,292,374 463,542 300 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 2,228,562 2,786,722 800 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,438,480 2,081,819 165,520 DS4 10-5/8 AC7 08/15/15 4,023,916 3,363,191 660,725 17,600 DT2 9-7/8 AE3 11/15/15 5,584,859 3,627,618 1,957,241 6,600 DV7 9-1/4 AF0 02/15/16 5,431,754 4,855,740 576,014 138,000 DW5 7-1/4 AH6 05/15/16 18,823,551 18,491,976 331,575 59,800 DX3 7-1/2 AK9 11/15/16 18,787,448 17,054,359 1,733,089 215,240 DY1 8-3/4 AL7 05/15/17 15,559,169 8,889,992 6,669,177 779,520 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,144,863 3,823,495 82,800 EA2 9-1/8 AN3 05/15/18 6,717,439 3,183,279 3,534,160 172,200 EB0 9 AP8 11/15/18 7,174,470 3,817,321 3,357,149 56,400 EC8 8-7/8 AQ6 02/15/19 13,090,498 8,030,769 5,059,729 496,000 ED6 8-1/8 AR4 08/15/19 18,940,932 17,046,762 1,894,170 321,000 EE4 8-1/2 AS2 02/15/20 9,476,268 5,823,415 3,652,853 630,400 EF1 8-3/4 AT0 05/15/20 7,582,183 3,511,350 4,070,833 194,600 EG9 8-3/4 AU7 08/15/20 17,059,306 9,310,479 7,748,827 1,229,280 EH7 7-7/8 AV5 02/15/21 10,075,573 7,695,289 2,380,284 262,000 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,288,881 5,777,907 256,960 EK0 8-1/8 AX1 08/15/21 9,506,382 6,729,478 2,776,904 869,560 EL8 8 AY9 11/15/21 30,632,194 14,130,036 16,502,158 568,275 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,079,870 1,047,920 361,200 EN4 7-5/8 BA0 11/15/22 7,423,626 4,343,168 3,080,458 63,400 EP9 7-1/8 BB8 02/15/23 15,782,061 10,445,649 5,336,412 556,200 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,494,987 3,164,057 586,120 ES3 7-1/2 BD4 11/15/24 9,604,162 3,299,136 6,305,026 714,920 ET1 7-5/8 BE2 02/15/25 9,509,170 3,794,047 5,715,123 1,111,602 EV6 6-7/8 BF9 08/15/25 11,187,207 6,664,030 4,523,177 707,200 EW4 6 BG7 02/15/26 12,837,916 12,058,036 779,880 84,400 EX2 6-3/4 BH5 08/15/26 8,810,418 5,260,826 3,549,592 180,400 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,553,865 6,306,312 178,000 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,712,704 4,809,267 221,400 FA1 6-3/8 BL6 08/15/27 9,196,756 5,218,867 3,977,889 135,600 FB9 6-1/8 BM4 11/15/27 22,021,339 8,368,633 13,652,706 441,800 FE3 5-1/2 BP7 08/15/28 11,776,201 10,116,565 1,659,636 252,200 FF0 5-1/4 BV4 11/15/28 10,947,052 9,780,528 1,166,524 187,400 FG8 5-1/4 BW2 02/15/29 11,350,341 10,492,745 857,596 49,500 FJ2 6-1/8 CG6 08/15/29 11,178,580 9,459,183 1,719,397 111,400 FM5 6-1/4 CH4 05/15/30 17,043,162 10,972,547 6,070,615 359,312 FP8 5-3/8 CK7 02/15/31 16,427,648 16,184,648 243,000 0 Total Treasury Bonds............... 499,889,485 338,772,438 161,117,047 13,016,709 Treasury Inflation-Protected Securities: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV8 01/15/07 18,847,321 18,847,321 0 0 3T7 A 3-5/8 CL9 01/15/08 19,719,276 19,601,980 117,296 0 4Y5 A 3-7/8 DN4 01/15/09 18,374,743 18,374,743 0 0 5W8 A 4-1/4 EK9 01/15/10 12,750,914 12,750,914 0 0 912828 CZ1 D 7/8 KV8 04/15/10 12,004,625 12,004,625 0 0 6R8 A 3-1/2 GA9 01/15/11 11,977,708 11,977,708 0 0 7J5 A 3-3/8 GT8 01/15/12 6,407,771 6,407,771 0 0 912828 AF7 C 3 HC4 07/15/12 24,259,046 24,259,046 0 0 BD1 C 1-7/8 JA6 07/15/13 20,643,583 20,643,583 0 0 BW9 A 2 JT5 01/15/14 21,538,362 21,538,362 0 0 CP3 D 2 KL0 07/15/14 19,103,151 19,103,151 0 0 912810 FR4 2-3/8 912803 CN1 01/15/25 11,059,257 11,059,257 0 0 FD5 3-5/8 BN2 04/15/28 19,663,691 19,657,833 5,858 0 FH6 3-7/8 CF8 04/15/29 22,474,081 22,329,994 144,088 0 FQ6 3-3/8 CL5 04/15/32 5,351,012 5,351,012 0 0 Total Treasury Inflation-Protected 244,174,540 243,907,298 267,242 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, OCTOBER 31, 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: 912827 R87 D 7-7/8 912820 BL0 11/15/04 14,373,760 14,139,213 234,547 0 5S7 H 5-7/8 EE3 11/15/04 32,658,145 30,871,345 1,786,800 3,000 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 12,196,282 1,638,472 40,100 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 34,266,659 28,800 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 28,125,856 436,514 0 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 13,897,421 1,312,499 59,800 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,290,557 772,240 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 15,507,667 5,920 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 14,867,386 1,148,089 7,680 6X5 E 4-5/8 GG6 05/15/06 27,797,852 27,783,452 14,400 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 27,787,346 122,000 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 7F3 F 3-1/2 GQ4 11/15/06 35,380,129 34,696,496 683,633 29,200 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 12,614,804 488,874 24,000 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 12,987,861 970,325 17,240 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 27,027,268 537,000 0 912827 3E0 D 6-1/8 CA3 08/15/07 25,636,803 24,397,832 1,238,971 18,120 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 23,025,103 286,216 4,000 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,213,897 369,515 4,000 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,488,460 800 0 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,665,834 525,127 1,720 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 21,294,034 63,440 10,800 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 24,827,480 255,645 29,600 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 14,734,620 60,170 0 912828 CH1 H 3-7/8 KE6 05/15/09 18,059,937 17,882,137 177,800 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 26,786,302 613,592 21,400 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 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 22,422,274 15,320 800 6T4 B 5 GC5 02/15/11 23,436,329 23,406,509 29,820 0 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 24,765,838 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 28,080,066 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 24,721,634 24,721,634 0 0 Total Treasury Notes............... 2,092,074,380 2,077,652,595 14,421,785 271,460 Grand Total................................................ 2,836,138,405 2,660,332,331 175,806,074 13,288,169