TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, SEPTEMBER 30, 2003 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 4,878,174 3,423,632 1,484,800 DQ8 12 AD5 05/15/05 4,260,758 2,039,380 2,221,378 0 DR6 10-3/4 AG8 08/15/05 9,269,713 6,268,720 3,000,993 73,400 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,300,839 455,077 27,200 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,826,446 3,188,838 38,400 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 9,025,492 1,494,807 697,640 DS4 10-5/8 AC7 08/15/15 4,023,916 3,252,075 771,841 155,840 DT2 9-7/8 AE3 11/15/15 5,584,859 3,272,294 2,312,565 10,200 DV7 9-1/4 AF0 02/15/16 5,431,754 5,162,434 269,320 68,200 DW5 7-1/4 AH6 05/15/16 18,823,551 18,358,798 464,753 223,800 DX3 7-1/2 AK9 11/15/16 18,787,448 17,562,040 1,225,408 186,400 DY1 8-3/4 AL7 05/15/17 15,559,169 8,046,966 7,512,203 660,260 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,761,203 3,207,155 244,600 EA2 9-1/8 AN3 05/15/18 6,717,439 3,175,162 3,542,277 288,050 EB0 9 AP8 11/15/18 7,174,470 3,752,511 3,421,959 372,000 EC8 8-7/8 AQ6 02/15/19 13,090,498 7,867,987 5,222,511 1,258,400 ED6 8-1/8 AR4 08/15/19 18,940,932 16,637,522 2,303,410 571,960 EE4 8-1/2 AS2 02/15/20 9,476,268 6,267,435 3,208,833 84,400 EF1 8-3/4 AT0 05/15/20 7,582,183 3,672,070 3,910,113 68,400 EG9 8-3/4 AU7 08/15/20 17,059,306 9,547,102 7,512,204 490,460 EH7 7-7/8 AV5 02/15/21 10,075,573 8,831,443 1,244,130 444,000 EJ3 8-1/8 AW3 05/15/21 10,066,788 3,860,061 6,206,727 232,280 EK0 8-1/8 AX1 08/15/21 9,506,382 6,862,872 2,643,510 544,600 EL8 8 AY9 11/15/21 30,632,194 14,449,726 16,182,468 2,340,145 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,053,778 1,074,012 219,768 EN4 7-5/8 BA0 11/15/22 7,423,626 3,705,969 3,717,657 129,600 EP9 7-1/8 BB8 02/15/23 15,782,061 9,751,647 6,030,414 484,800 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,740,295 2,918,749 1,279,766 ES3 7-1/2 BD4 11/15/24 9,604,162 3,129,284 6,474,878 723,220 ET1 7-5/8 BE2 02/15/25 9,509,170 3,668,297 5,840,873 54,400 EV6 6-7/8 BF9 08/15/25 11,187,207 6,351,860 4,835,347 568,620 EW4 6 BG7 02/15/26 12,837,916 12,243,442 594,474 237,650 EX2 6-3/4 BH5 08/15/26 8,810,418 4,876,715 3,933,703 388,800 EY0 6-1/2 BJ1 11/15/26 10,860,177 3,804,955 7,055,222 363,800 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,563,914 4,958,057 86,400 FA1 6-3/8 BL6 08/15/27 9,196,756 5,988,591 3,208,165 35,200 FB9 6-1/8 BM4 11/15/27 22,021,339 9,958,275 12,063,064 687,600 FE3 5-1/2 BP7 08/15/28 11,776,201 10,592,601 1,183,600 282,700 FF0 5-1/4 BV4 11/15/28 10,947,052 10,045,893 901,159 283,000 FG8 5-1/4 BW2 02/15/29 11,350,341 10,372,445 977,896 142,600 FJ2 6-1/8 CG6 08/15/29 11,178,580 9,843,260 1,335,320 153,200 FM5 6-1/4 CH4 05/15/30 17,043,162 14,349,350 2,693,812 232,504 FP8 5-3/8 CK7 02/15/31 16,427,648 16,218,048 209,600 840 Total Treasury Bonds............... 499,889,485 344,937,371 154,952,114 16,919,903 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 18,289,962 18,289,962 0 0 3T7 A 3-5/8 CL9 01/15/08 19,136,083 19,022,256 113,827 0 4Y5 A 3-7/8 DN4 01/15/09 17,831,358 17,831,358 0 0 5W8 A 4-1/4 EK9 01/15/10 12,373,926 12,373,926 0 0 6R8 A 3-1/2 GA9 01/15/11 11,623,475 11,623,475 0 0 7J5 A 3-3/8 GT8 01/15/12 6,218,276 6,218,276 0 0 912828 AF7 C 3 HC4 07/15/12 23,541,814 23,541,814 0 0 BD1 C 1-7/8 JA6 07/15/13 11,020,184 11,020,184 0 0 Total Inflation-Indexed Notes...... 120,035,077 119,921,250 113,827 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 19,082,311 19,076,626 5,685 0 FH6 3-7/8 CF8 04/15/29 21,809,627 21,669,799 139,828 0 FQ6 3-3/8 CL5 04/15/32 5,192,776 5,192,776 0 0 Total Inflation-Indexed Bonds...... 46,084,713 45,939,201 145,512 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, SEPTEMBER 30, 2003 -- 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 7E6 V 2-3/4 912820 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 16,162,397 2,463,388 56,700 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 11,138,781 1,816,296 73,600 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 12,908,131 1,532,241 42,800 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 10,984,492 2,361,975 36,000 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 14,364,120 9,640 0 5S7 H 5-7/8 EE3 11/15/04 32,658,145 32,656,545 1,600 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 13,140,007 694,747 3,040 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 28,163,222 399,148 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 31,539,245 31,539,245 0 0 912827 V82 D 5-7/8 BQ9 11/15/05 15,209,920 14,293,631 916,289 26,666 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 14,954,749 1,060,726 6,200 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 27,873,146 36,200 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 34,704,774 675,355 71,800 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,732,146 371,532 117,872 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,731,323 1,226,863 84,800 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 23,858,078 1,778,725 149,600 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 22,908,095 403,224 58,000 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,167,491 415,921 15,000 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,476,860 12,400 0 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,703,561 487,400 80,960 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 21,265,694 91,780 0 BK5 H 3-1/8 JG3 09/15/08 16,002,177 16,002,177 0 0 912827 4V1 D 4-3/4 DK0 11/15/08 25,083,125 24,704,433 378,692 3,200 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,741,190 53,600 1,000 5N8 C 6 EA1 08/15/09 27,399,894 26,803,263 596,631 0 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 0 7B2 C 5 GL5 08/15/11 26,635,316 26,411,356 223,960 152,080 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 19,646,056 1,920 1,800 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 33,521,123 33,497,923 23,200 0 Total Treasury Notes............... 1,799,419,178 1,780,259,585 19,159,593 981,118 Grand Total................................................ 2,465,428,453 2,291,057,407 174,371,046 17,901,021