TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 31, 2003 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 4,961,374 3,340,432 25,600 DQ8 12 AD5 05/15/05 4,260,758 2,036,580 2,224,178 47,000 DR6 10-3/4 AG8 08/15/05 9,269,713 6,209,420 3,060,293 62,700 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,282,655 473,261 19,480 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,808,046 3,207,238 67,200 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,336,400 2,183,899 816,960 DS4 10-5/8 AC7 08/15/15 4,023,916 3,221,675 802,241 103,040 DT2 9-7/8 AE3 11/15/15 5,584,859 3,165,313 2,419,546 68,800 DV7 9-1/4 AF0 02/15/16 5,431,754 5,170,194 261,560 250,800 DW5 7-1/4 AH6 05/15/16 18,823,551 17,854,898 968,653 615,700 DX3 7-1/2 AK9 11/15/16 18,787,448 17,398,998 1,388,450 272,260 DY1 8-3/4 AL7 05/15/17 15,559,169 8,706,140 6,853,029 499,280 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,696,943 3,271,415 302,400 EA2 9-1/8 AN3 05/15/18 6,717,439 3,368,306 3,349,133 230,860 EB0 9 AP8 11/15/18 7,174,470 3,292,911 3,881,559 344,200 EC8 8-7/8 AQ6 02/15/19 13,090,498 7,912,332 5,178,166 628,400 ED6 8-1/8 AR4 08/15/19 18,940,932 17,303,752 1,637,180 1,343,120 EE4 8-1/2 AS2 02/15/20 9,476,268 6,612,635 2,863,633 413,360 EF1 8-3/4 AT0 05/15/20 7,582,183 4,026,430 3,555,753 372,760 EG9 8-3/4 AU7 08/15/20 17,059,306 9,479,130 7,580,176 1,244,640 EH7 7-7/8 AV5 02/15/21 10,075,573 8,879,183 1,196,390 377,600 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,200,381 5,866,407 596,880 EK0 8-1/8 AX1 08/15/21 9,506,382 7,158,432 2,347,950 348,160 EL8 8 AY9 11/15/21 30,632,194 14,239,306 16,392,888 1,241,925 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,852,810 1,274,980 392,800 EN4 7-5/8 BA0 11/15/22 7,423,626 3,754,963 3,668,663 112,000 EP9 7-1/8 BB8 02/15/23 15,782,061 10,400,547 5,381,514 1,196,400 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,345,537 3,313,507 303,712 ES3 7-1/2 BD4 11/15/24 9,604,162 2,904,009 6,700,153 146,160 ET1 7-5/8 BE2 02/15/25 9,509,170 3,772,129 5,737,041 153,600 EV6 6-7/8 BF9 08/15/25 11,187,207 5,974,390 5,212,817 803,040 EW4 6 BG7 02/15/26 12,837,916 11,469,742 1,368,174 695,500 EX2 6-3/4 BH5 08/15/26 8,810,418 4,931,315 3,879,103 416,000 EY0 6-1/2 BJ1 11/15/26 10,860,177 3,940,015 6,920,162 86,550 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,579,314 4,942,657 300,400 FA1 6-3/8 BL6 08/15/27 9,196,756 6,088,991 3,107,765 273,600 FB9 6-1/8 BM4 11/15/27 22,021,339 9,421,875 12,599,464 1,968,800 FE3 5-1/2 BP7 08/15/28 11,776,201 10,928,701 847,500 658,400 FF0 5-1/4 BV4 11/15/28 10,947,052 10,195,293 751,759 373,700 FG8 5-1/4 BW2 02/15/29 11,350,341 10,386,345 963,996 125,900 FJ2 6-1/8 CG6 08/15/29 11,178,580 9,874,660 1,303,920 353,000 FM5 6-1/4 CH4 05/15/30 17,043,162 14,450,170 2,592,992 353,412 FP8 5-3/8 CK7 02/15/31 16,427,648 16,210,608 217,040 0 Total Treasury Bonds............... 499,889,485 344,802,848 155,086,637 19,006,099 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 18,251,827 18,251,827 0 0 3T7 A 3-5/8 CL9 01/15/08 19,096,240 18,982,650 113,590 0 4Y5 A 3-7/8 DN4 01/15/09 17,794,146 17,794,146 0 0 5W8 A 4-1/4 EK9 01/15/10 12,348,114 12,348,114 0 0 6R8 A 3-1/2 GA9 01/15/11 11,599,272 11,599,272 0 0 7J5 A 3-3/8 GT8 01/15/12 6,205,306 6,205,306 0 0 912828 AF7 C 3 HC4 07/15/12 23,492,556 23,492,556 0 0 BD1 C 1-7/8 JA6 07/15/13 11,006,526 11,006,526 0 0 Total Inflation-Indexed Notes...... 119,793,988 119,680,398 113,590 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 19,042,534 19,036,861 5,673 0 FH6 3-7/8 CF8 04/15/29 21,764,004 21,624,469 139,535 0 FQ6 3-3/8 CL5 04/15/32 5,181,949 5,181,949 0 0 Total Inflation-Indexed Bonds...... 45,988,487 45,843,279 145,208 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 31, 2003 -- 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 L83 B 5-3/4 912820 BG1 08/15/03 28,011,028 24,595,472 3,415,556 7,700 4N9 J 5-1/4 DE4 08/15/03 19,852,263 19,782,663 69,600 0 7C0 T 3-5/8 GM3 08/31/03 18,665,038 18,665,038 0 0 7D8 U 2-3/4 GN1 09/30/03 22,675,482 22,668,282 7,200 0 7E6 V 2-3/4 GP6 10/31/03 25,147,960 25,141,560 6,400 0 4U3 K 4-1/4 DJ3 11/15/03 18,625,785 16,137,497 2,488,288 450,400 7G1 W 3 GR2 11/30/03 26,170,526 26,170,526 0 0 7H9 X 3-1/4 GS0 12/31/03 29,666,988 29,666,988 0 0 7K2 J 3 GU5 01/31/04 30,775,555 30,775,555 0 0 N81 A 5-7/8 BH9 02/15/04 12,955,077 11,700,955 1,254,122 12,400 5A6 E 4-3/4 DQ7 02/15/04 17,823,228 17,771,228 52,000 0 7M8 K 3 GW1 02/29/04 31,746,067 31,746,067 0 0 912828 AA8 L 3-5/8 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 32,654,971 0 0 912827 P89 B 7-1/4 BJ5 05/15/04 14,440,372 13,024,231 1,416,141 25,700 5F5 F 5-1/4 DU8 05/15/04 18,925,383 18,925,383 0 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 34,050,042 0 0 AG5 Q 2-1/4 HD2 07/31/04 33,250,010 33,250,010 0 0 912827 Q88 C 7-1/4 BK2 08/15/04 13,346,467 11,048,992 2,297,475 55,400 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 34,653,935 1,600 0 AM2 T 2-1/8 HJ9 10/31/04 32,439,549 32,439,549 0 0 912827 R87 D 7-7/8 BL0 11/15/04 14,373,760 14,365,760 8,000 0 5S7 H 5-7/8 EE3 11/15/04 32,658,145 32,658,145 0 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 13,126,647 708,107 36,320 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 28,163,322 399,048 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 29,999,396 29,999,396 0 0 912827 U83 C 6-1/2 BP1 08/15/05 15,002,580 15,002,180 400 0 V82 D 5-7/8 BQ9 11/15/05 15,209,920 14,281,525 928,395 33,400 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,459,597 603,200 100,000 W81 A 5-5/8 BR7 02/15/06 15,513,587 15,507,787 5,800 960 X80 B 6-7/8 BS5 05/15/06 16,015,475 14,937,131 1,078,344 33,600 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 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 34,514,474 865,655 30,400 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,604,458 499,220 48,900 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,656,023 1,302,163 50,400 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 23,625,398 2,011,405 193,600 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 22,861,155 450,164 27,800 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,165,291 418,121 24,600 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,463,860 25,400 28,000 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,639,881 551,080 5,760 912828 AZ3 F 2-5/8 HW0 05/15/08 33,338,446 33,338,446 0 0 912827 4V1 D 4-3/4 DK0 11/15/08 25,083,125 24,738,533 344,592 1,100 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,742,190 52,600 5,000 5N8 C 6 EA1 08/15/09 27,399,894 26,807,163 592,731 14,500 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,352,309 3,400 0 6J6 C 5-3/4 FT9 08/15/10 22,437,594 22,436,874 720 0 6T4 B 5 GC5 02/15/11 23,436,329 23,408,509 27,820 520 7B2 C 5 GL5 08/15/11 26,635,316 26,598,836 36,480 0 7L0 B 4-7/8 GV3 02/15/12 24,779,838 24,770,238 9,600 0 912828 AJ9 D 4-3/8 HF7 08/15/12 19,647,976 19,647,176 800 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 19,498,196 200 0 BA7 B 3-5/8 HX8 05/15/13 18,253,553 18,247,153 6,400 0 Total Treasury Notes............... 1,727,703,816 1,705,491,789 22,212,027 1,186,460 Grand Total................................................ 2,393,375,777 2,215,818,315 177,557,462 20,192,559