TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 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 4,892,174 3,409,632 336,000 DQ8 12 AD5 05/15/05 4,260,758 2,070,801 2,189,957 65,421 DR6 10-3/4 AG8 08/15/05 9,269,713 6,256,684 3,013,029 32,600 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,310,310 445,606 11,167 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,989,762 3,025,522 44,916 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 9,042,350 1,477,949 419,800 DS4 10-5/8 AC7 08/15/15 4,023,916 3,301,661 722,255 30,920 DT2 9-7/8 AE3 11/15/15 5,584,859 3,444,694 2,140,165 110,600 DV7 9-1/4 AF0 02/15/16 5,431,754 4,978,034 453,720 38,600 DW5 7-1/4 AH6 05/15/16 18,823,551 18,253,698 569,853 45,600 DX3 7-1/2 AK9 11/15/16 18,787,448 17,389,602 1,397,846 304,782 DY1 8-3/4 AL7 05/15/17 15,559,169 7,881,416 7,677,753 263,970 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,975,013 2,993,345 310,600 EA2 9-1/8 AN3 05/15/18 6,717,439 3,152,321 3,565,118 92,952 EB0 9 AP8 11/15/18 7,174,470 3,771,911 3,402,559 125,400 EC8 8-7/8 AQ6 02/15/19 13,090,498 6,679,587 6,410,911 345,000 ED6 8-1/8 AR4 08/15/19 18,940,932 16,615,362 2,325,570 498,020 EE4 8-1/2 AS2 02/15/20 9,476,268 6,195,535 3,280,733 150,900 EF1 8-3/4 AT0 05/15/20 7,582,183 3,263,176 4,319,007 38,326 EG9 8-3/4 AU7 08/15/20 17,059,306 9,095,773 7,963,533 253,440 EH7 7-7/8 AV5 02/15/21 10,075,573 8,905,189 1,170,384 514,600 EJ3 8-1/8 AW3 05/15/21 10,066,788 3,831,261 6,235,527 125,440 EK0 8-1/8 AX1 08/15/21 9,506,382 6,329,007 3,177,375 133,000 EL8 8 AY9 11/15/21 30,632,194 14,562,651 16,069,543 1,761,950 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,932,850 1,194,940 291,850 EN4 7-5/8 BA0 11/15/22 7,423,626 4,130,769 3,292,857 372,000 EP9 7-1/8 BB8 02/15/23 15,782,061 10,073,781 5,708,280 428,734 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,605,931 3,053,113 674,724 ES3 7-1/2 BD4 11/15/24 9,604,162 3,674,539 5,929,623 419,360 ET1 7-5/8 BE2 02/15/25 9,509,170 3,524,259 5,984,911 50,762 EV6 6-7/8 BF9 08/15/25 11,187,207 6,179,425 5,007,782 214,400 EW4 6 BG7 02/15/26 12,837,916 12,075,472 762,444 232,200 EX2 6-3/4 BH5 08/15/26 8,810,418 4,553,115 4,257,303 160,400 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,367,835 6,492,342 364,500 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,577,627 4,944,344 222,400 FA1 6-3/8 BL6 08/15/27 9,196,756 5,872,645 3,324,111 28,800 FB9 6-1/8 BM4 11/15/27 22,021,339 9,281,250 12,740,089 481,600 FE3 5-1/2 BP7 08/15/28 11,776,201 10,725,540 1,050,661 98,800 FF0 5-1/4 BV4 11/15/28 10,947,052 10,159,128 787,924 191,735 FG8 5-1/4 BW2 02/15/29 11,350,341 10,290,845 1,059,496 100,800 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,247,058 931,522 417,998 FM5 6-1/4 CH4 05/15/30 17,043,162 13,682,170 3,360,992 15,652 FP8 5-3/8 CK7 02/15/31 16,427,648 16,218,048 209,600 0 Total Treasury Bonds............... 499,889,485 342,360,259 157,529,226 10,820,719 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV8 01/15/07 18,417,917 18,417,917 0 0 3T7 A 3-5/8 CL9 01/15/08 19,270,071 19,155,447 114,624 0 4Y5 A 3-7/8 DN4 01/15/09 17,956,192 17,956,192 0 0 5W8 A 4-1/4 EK9 01/15/10 12,460,531 12,460,531 0 0 6R8 A 3-1/2 GA9 01/15/11 11,704,882 11,704,882 0 0 7J5 A 3-3/8 GT8 01/15/12 6,261,807 6,261,807 0 0 912828 AF7 C 3 HC4 07/15/12 23,706,391 23,706,391 0 0 BD1 C 1-7/8 JA6 07/15/13 20,173,388 20,173,388 0 0 Total Inflation-Indexed Notes...... 129,951,178 129,836,554 114,624 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 19,215,740 19,210,015 5,725 0 FH6 3-7/8 CF8 04/15/29 21,962,093 21,821,288 140,805 0 FQ6 3-3/8 CL5 04/15/32 5,229,114 5,229,114 0 0 Total Inflation-Indexed Bonds...... 46,406,947 46,260,417 146,530 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 30, 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 7H9 X 3-1/4 912820 GS0 12/31/03 29,666,988 29,666,988 0 0 7K2 J 3 GU5 01/31/04 30,775,555 30,773,955 1,600 0 N81 A 5-7/8 BH9 02/15/04 12,955,077 10,934,950 2,020,127 49,132 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 32,653,371 1,600 0 912827 P89 B 7-1/4 BJ5 05/15/04 14,440,372 12,506,947 1,933,425 267,400 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 34,048,442 1,600 0 AG5 Q 2-1/4 HD2 07/31/04 33,250,010 33,247,610 2,400 0 912827 Q88 C 7-1/4 BK2 08/15/04 13,346,467 10,981,701 2,364,766 20,300 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 14,360,120 13,640 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 13,090,242 744,512 9,205 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 28,164,022 398,348 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 32,368,365 32,368,365 0 0 912827 V82 D 5-7/8 BQ9 11/15/05 15,209,920 14,248,221 961,699 0 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,297,797 765,000 0 W81 A 5-5/8 BR7 02/15/06 15,513,587 15,506,507 7,080 320 X80 B 6-7/8 BS5 05/15/06 16,015,475 14,970,940 1,044,535 24,431 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 27,840,946 68,400 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 34,878,566 501,563 36,592 912828 BP4 J 2-5/8 JL2 11/15/06 26,539,565 26,539,565 0 0 912827 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,777,372 326,306 45,496 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,780,061 1,178,125 16,000 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 24,032,017 1,604,786 119,039 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 22,934,939 376,380 23,784 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,265,651 317,761 37,760 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,480,860 8,400 4,000 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,767,414 423,547 44,113 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 2,400 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 24,722,233 360,892 5,440 912828 BQ2 K 3-3/8 JM0 11/15/08 18,181,033 18,181,033 0 0 912827 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,739,990 54,800 600 5N8 C 6 EA1 08/15/09 27,399,894 26,815,851 584,043 11,500 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,350,589 5,120 0 6J6 C 5-3/4 FT9 08/15/10 22,437,594 22,436,074 1,520 0 6T4 B 5 GC5 02/15/11 23,436,329 23,407,709 28,620 0 7B2 C 5 GL5 08/15/11 26,635,316 26,411,356 223,960 0 7L0 B 4-7/8 GV3 02/15/12 24,779,838 24,768,438 11,400 0 912828 AJ9 D 4-3/8 HF7 08/15/12 19,647,976 19,634,856 13,120 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 19,496,196 2,200 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 BR0 E 4-1/4 JN8 11/15/13 18,635,936 18,635,936 0 0 Total Treasury Notes............... 1,841,195,232 1,824,381,977 16,813,255 717,512 Grand Total................................................ 2,517,442,841 2,342,839,206 174,603,635 11,538,231