TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, AUGUST 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 4,954,974 3,346,832 57,400 DQ8 12 AD5 05/15/05 4,260,758 2,043,380 2,217,378 58,800 DR6 10-3/4 AG8 08/15/05 9,269,713 6,213,320 3,056,393 116,600 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,282,655 473,261 0 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,808,046 3,207,238 0 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,776,645 1,743,654 645,020 DS4 10-5/8 AC7 08/15/15 4,023,916 3,223,275 800,641 132,800 DT2 9-7/8 AE3 11/15/15 5,584,859 3,308,894 2,275,965 195,181 DV7 9-1/4 AF0 02/15/16 5,431,754 5,261,434 170,320 162,400 DW5 7-1/4 AH6 05/15/16 18,823,551 18,209,398 614,153 617,700 DX3 7-1/2 AK9 11/15/16 18,787,448 17,671,300 1,116,148 454,500 DY1 8-3/4 AL7 05/15/17 15,559,169 7,751,160 7,808,009 855,260 DZ8 8-7/8 AM5 08/15/17 10,968,358 8,003,803 2,964,555 724,800 EA2 9-1/8 AN3 05/15/18 6,717,439 3,343,712 3,373,727 305,536 EB0 9 AP8 11/15/18 7,174,470 3,652,061 3,522,409 614,350 EC8 8-7/8 AQ6 02/15/19 13,090,498 8,204,587 4,885,911 1,533,400 ED6 8-1/8 AR4 08/15/19 18,940,932 16,608,222 2,332,710 181,160 EE4 8-1/2 AS2 02/15/20 9,476,268 6,484,635 2,991,633 254,000 EF1 8-3/4 AT0 05/15/20 7,582,183 3,822,390 3,759,793 271,820 EG9 8-3/4 AU7 08/15/20 17,059,306 9,867,962 7,191,344 937,412 EH7 7-7/8 AV5 02/15/21 10,075,573 8,708,243 1,367,330 241,860 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,208,701 5,858,087 149,760 EK0 8-1/8 AX1 08/15/21 9,506,382 6,995,632 2,510,750 216,400 EL8 8 AY9 11/15/21 30,632,194 13,621,231 17,010,963 1,733,675 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,996,010 1,131,780 511,200 EN4 7-5/8 BA0 11/15/22 7,423,626 4,021,169 3,402,457 684,400 EP9 7-1/8 BB8 02/15/23 15,782,061 10,377,947 5,404,114 488,800 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,870,477 2,788,567 1,062,872 ES3 7-1/2 BD4 11/15/24 9,604,162 2,636,704 6,967,458 476,120 ET1 7-5/8 BE2 02/15/25 9,509,170 3,641,897 5,867,273 156,800 EV6 6-7/8 BF9 08/15/25 11,187,207 6,105,640 5,081,567 840,850 EW4 6 BG7 02/15/26 12,837,916 12,164,842 673,074 884,000 EX2 6-3/4 BH5 08/15/26 8,810,418 5,076,715 3,733,703 400,400 EY0 6-1/2 BJ1 11/15/26 10,860,177 3,807,955 7,052,222 620,540 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,610,314 4,911,657 152,000 FA1 6-3/8 BL6 08/15/27 9,196,756 6,053,391 3,143,365 190,200 FB9 6-1/8 BM4 11/15/27 22,021,339 9,992,475 12,028,864 1,432,000 FE3 5-1/2 BP7 08/15/28 11,776,201 10,772,601 1,003,600 378,800 FF0 5-1/4 BV4 11/15/28 10,947,052 9,959,393 987,659 273,400 FG8 5-1/4 BW2 02/15/29 11,350,341 10,385,245 965,096 152,900 FJ2 6-1/8 CG6 08/15/29 11,178,580 9,798,060 1,380,520 319,000 FM5 6-1/4 CH4 05/15/30 17,043,162 14,390,766 2,652,396 408,772 FP8 5-3/8 CK7 02/15/31 16,427,648 16,217,208 210,440 9,800 Total Treasury Bonds............... 499,889,485 345,904,469 153,985,016 19,902,688 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 18,270,107 18,270,107 0 0 3T7 A 3-5/8 CL9 01/15/08 19,115,405 19,001,701 113,704 0 4Y5 A 3-7/8 DN4 01/15/09 17,811,957 17,811,957 0 0 5W8 A 4-1/4 EK9 01/15/10 12,360,454 12,360,454 0 0 6R8 A 3-1/2 GA9 01/15/11 11,610,933 11,610,933 0 0 7J5 A 3-3/8 GT8 01/15/12 6,211,551 6,211,551 0 0 912828 AF7 C 3 HC4 07/15/12 23,516,034 23,516,034 0 0 BD1 C 1-7/8 JA6 07/15/13 11,008,187 11,008,187 0 0 Total Inflation-Indexed Notes...... 119,904,628 119,790,924 113,704 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 19,061,499 19,055,821 5,679 0 FH6 3-7/8 CF8 04/15/29 21,785,841 21,646,166 139,675 0 FQ6 3-3/8 CL5 04/15/32 5,187,112 5,187,112 0 0 Total Inflation-Indexed Bonds...... 46,034,452 45,889,098 145,354 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, AUGUST 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 7D8 U 2-3/4 912820 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 16,124,697 2,501,088 120,800 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 11,190,281 1,764,796 188,500 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 12,972,031 1,468,341 19,700 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 11,041,592 2,304,875 33,200 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 13,153,997 680,757 58,980 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 29,997,026 29,997,026 0 0 912827 U83 C 6-1/2 BP1 08/15/05 15,002,580 15,002,180 400 0 V82 D 5-7/8 BQ9 11/15/05 15,209,920 14,278,325 931,595 73,200 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,325,797 737,000 0 W81 A 5-5/8 BR7 02/15/06 15,513,587 15,507,787 5,800 0 X80 B 6-7/8 BS5 05/15/06 16,015,475 14,961,349 1,054,126 52,800 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 27,909,346 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 34,837,774 542,355 335,200 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,614,474 489,204 10,016 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,657,723 1,300,463 66,800 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 23,711,798 1,925,005 166,400 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 22,852,555 458,764 70,000 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,167,691 415,721 2,400 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,476,860 12,400 13,000 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,639,881 551,080 0 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 21,303,874 53,600 0 912827 4V1 D 4-3/4 DK0 11/15/08 25,083,125 24,735,833 347,292 0 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,742,190 52,600 0 5N8 C 6 EA1 08/15/09 27,399,894 26,803,363 596,531 1,800 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 1,400 6T4 B 5 GC5 02/15/11 23,436,329 23,408,509 27,820 0 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 24,769,238 10,600 0 912828 AJ9 D 4-3/8 HF7 08/15/12 19,647,976 19,646,176 1,800 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 BH2 D 4-1/4 JE8 08/15/13 20,520,805 20,520,805 0 0 Total Treasury Notes............... 1,730,960,742 1,711,931,481 19,029,261 1,214,196 Grand Total................................................ 2,396,789,307 2,223,515,972 173,273,335 21,116,884