TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 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 5,073,574 3,228,232 1,334,400 DQ8 12 AD5 05/15/05 4,260,758 2,078,301 2,182,457 14,000 DR6 10-3/4 AG8 08/15/05 9,269,713 6,259,084 3,010,629 2,400 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,303,246 452,670 6,440 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,989,762 3,025,522 0 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,592,030 1,928,269 67,440 DS4 10-5/8 AC7 08/15/15 4,023,916 3,277,701 746,215 14,920 DT2 9-7/8 AE3 11/15/15 5,584,859 3,419,094 2,165,765 28,800 DV7 9-1/4 AF0 02/15/16 5,431,754 4,912,234 519,520 58,400 DW5 7-1/4 AH6 05/15/16 18,823,551 18,295,698 527,853 112,200 DX3 7-1/2 AK9 11/15/16 18,787,448 17,311,042 1,476,406 175,800 DY1 8-3/4 AL7 05/15/17 15,559,169 7,797,896 7,761,273 124,000 DZ8 8-7/8 AM5 08/15/17 10,968,358 8,128,163 2,840,195 207,550 EA2 9-1/8 AN3 05/15/18 6,717,439 3,185,921 3,531,518 124,800 EB0 9 AP8 11/15/18 7,174,470 3,668,011 3,506,459 84,700 EC8 8-7/8 AQ6 02/15/19 13,090,498 7,101,787 5,988,711 1,289,000 ED6 8-1/8 AR4 08/15/19 18,940,932 16,395,202 2,545,730 209,920 EE4 8-1/2 AS2 02/15/20 9,476,268 6,354,735 3,121,533 234,000 EF1 8-3/4 AT0 05/15/20 7,582,183 3,276,936 4,305,247 44,000 EG9 8-3/4 AU7 08/15/20 17,059,306 8,810,013 8,249,293 80,960 EH7 7-7/8 AV5 02/15/21 10,075,573 8,851,389 1,224,184 252,200 EJ3 8-1/8 AW3 05/15/21 10,066,788 3,695,261 6,371,527 220,680 EK0 8-1/8 AX1 08/15/21 9,506,382 6,307,047 3,199,335 433,280 EL8 8 AY9 11/15/21 30,632,194 14,771,476 15,860,718 1,237,775 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,710,850 1,416,940 69,800 EN4 7-5/8 BA0 11/15/22 7,423,626 3,977,569 3,446,057 97,600 EP9 7-1/8 BB8 02/15/23 15,782,061 10,455,181 5,326,880 694,400 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,636,075 3,022,969 478,608 ES3 7-1/2 BD4 11/15/24 9,604,162 3,899,619 5,704,543 289,880 ET1 7-5/8 BE2 02/15/25 9,509,170 4,588,859 4,920,311 1,184,600 EV6 6-7/8 BF9 08/15/25 11,187,207 5,549,985 5,637,222 627,000 EW4 6 BG7 02/15/26 12,837,916 11,983,572 854,344 58,200 EX2 6-3/4 BH5 08/15/26 8,810,418 4,652,315 4,158,103 186,600 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,282,635 6,577,542 37,200 EZ7 6-5/8 BK8 02/15/27 9,521,971 4,681,627 4,840,344 203,200 FA1 6-3/8 BL6 08/15/27 9,196,756 5,880,645 3,316,111 214,400 FB9 6-1/8 BM4 11/15/27 22,021,339 9,086,740 12,934,599 368,890 FE3 5-1/2 BP7 08/15/28 11,776,201 10,628,740 1,147,461 144,400 FF0 5-1/4 BV4 11/15/28 10,947,052 10,251,028 696,024 352,500 FG8 5-1/4 BW2 02/15/29 11,350,341 10,337,045 1,013,296 117,400 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,103,858 1,074,722 106,400 FM5 6-1/4 CH4 05/15/30 17,043,162 13,353,230 3,689,932 73,696 FP8 5-3/8 CK7 02/15/31 16,427,648 16,218,048 209,600 0 Total Treasury Bonds............... 499,889,485 342,133,224 157,756,261 11,662,439 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV8 01/15/07 18,400,740 18,400,740 0 0 3T7 A 3-5/8 CL9 01/15/08 19,251,915 19,137,399 114,516 0 4Y5 A 3-7/8 DN4 01/15/09 17,939,335 17,939,335 0 0 5W8 A 4-1/4 EK9 01/15/10 12,448,757 12,448,757 0 0 6R8 A 3-1/2 GA9 01/15/11 11,693,881 11,693,881 0 0 7J5 A 3-3/8 GT8 01/15/12 6,255,923 6,255,923 0 0 912828 AF7 C 3 HC4 07/15/12 23,684,294 23,684,294 0 0 BD1 C 1-7/8 JA6 07/15/13 20,154,580 20,154,580 0 0 Total Inflation-Indexed Notes...... 129,829,424 129,714,908 114,516 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 19,197,781 19,192,062 5,719 0 FH6 3-7/8 CF8 04/15/29 21,941,621 21,800,947 140,674 0 FQ6 3-3/8 CL5 04/15/32 5,224,202 5,224,202 0 0 Total Inflation-Indexed Bonds...... 46,363,605 46,217,212 146,393 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 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 7K2 J 3 912820 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 10,821,950 2,133,127 119,000 5A6 E 4-3/4 DQ7 02/15/04 17,823,228 17,782,251 40,977 11,023 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 12,402,367 2,038,005 27,200 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 33,246,010 4,000 0 912827 Q88 C 7-1/4 BK2 08/15/04 13,346,467 10,956,101 2,390,366 18,200 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 34,652,335 3,200 0 AM2 T 2-1/8 HJ9 10/31/04 32,439,549 32,437,949 1,600 0 912827 R87 D 7-7/8 BL0 11/15/04 14,373,760 14,346,170 27,590 10,600 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 13,094,642 740,112 12,600 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 28,284,430 277,940 175,208 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 14,241,221 968,699 21,800 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,297,797 765,000 140 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 33,991,763 33,991,763 0 0 912827 W81 A 5-5/8 BR7 02/15/06 15,513,587 15,506,507 7,080 0 X80 B 6-7/8 BS5 05/15/06 16,015,475 14,990,980 1,024,495 27,880 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 27,840,546 68,800 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 34,821,366 558,763 135,600 912828 BP4 J 2-5/8 JL2 11/15/06 26,535,905 26,535,905 0 0 912827 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,784,448 319,230 10,432 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,793,661 1,164,525 14,400 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 24,124,672 1,512,131 96,855 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 22,980,439 330,880 58,000 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,294,691 288,721 29,040 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,480,860 8,400 0 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 26,956,894 234,067 189,480 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 21,267,074 90,400 1,380 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 24,649,833 433,292 4,500 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 912827 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,741,190 53,600 1,900 5N8 C 6 EA1 08/15/09 27,399,894 26,816,951 582,943 6,575 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 19,494,596 3,800 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 Total Treasury Notes............... 1,905,721,089 1,889,044,206 16,676,883 971,813 Grand Total................................................ 2,581,803,603 2,407,109,550 174,694,053 12,634,252