TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2002 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month 18 Outstanding Unstripped Form Stripped Form Treasury Bonds: CUSIP: Interest Rate: 912810 DM7 11-5/8 912803 AB9 11/15/04 8,301,806 4,780,206 3,521,600 195,200 DQ8 12 AD5 05/15/05 4,260,758 1,814,758 2,446,000 0 DR6 10-3/4 AG8 08/15/05 9,269,713 5,794,613 3,475,100 128,000 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,447,636 308,280 9,648 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,789,400 3,225,884 80,000 DP0 11-1/4 912803 AA1 02/15/15 10,783,299 8,230,110 2,553,189 994,040 DS4 10-5/8 AC7 08/15/15 4,023,916 3,122,890 901,026 63,040 DT2 9-7/8 AE3 11/15/15 5,584,859 3,327,089 2,257,770 190,400 DV7 9-1/4 AF0 02/15/16 5,501,754 5,373,648 128,106 319,200 DW5 7-1/4 AH6 05/15/16 18,823,551 18,612,318 211,233 209,500 DX3 7-1/2 AK9 11/15/16 18,824,448 17,740,668 1,083,780 332,960 DY1 8-3/4 AL7 05/15/17 15,619,169 8,915,384 6,703,785 1,455,240 DZ8 8-7/8 AM5 08/15/17 11,208,358 7,500,765 3,707,593 501,400 EA2 9-1/8 AN3 05/15/18 6,797,439 3,001,439 3,796,000 92,800 EB0 9 AP8 11/15/18 7,174,470 3,596,747 3,577,723 242,800 EC8 8-7/8 AQ6 02/15/19 13,320,498 7,926,216 5,394,282 742,000 ED6 8-1/8 AR4 08/15/19 18,940,932 18,116,225 824,707 274,480 EE4 8-1/2 AS2 02/15/20 9,656,268 7,826,620 1,829,648 79,600 EF1 8-3/4 AT0 05/15/20 7,707,183 3,056,983 4,650,200 131,200 EG9 8-3/4 AU7 08/15/20 17,259,306 7,764,946 9,494,360 1,013,760 EH7 7-7/8 AV5 02/15/21 10,195,573 9,328,373 867,200 314,000 EJ3 8-1/8 AW3 05/15/21 10,191,788 5,250,805 4,940,983 294,080 EK0 8-1/8 AX1 08/15/21 9,926,382 7,794,410 2,131,972 797,960 EL8 8 AY9 11/15/21 30,632,194 14,756,925 15,875,269 730,700 EM6 7-1/4 AZ6 08/15/22 10,227,790 9,182,691 1,045,099 188,000 EN4 7-5/8 BA0 11/15/22 7,423,626 3,470,231 3,953,395 4,800 EP9 7-1/8 BB8 02/15/23 16,152,061 10,201,061 5,951,000 440,600 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,291,536 3,367,508 247,200 ES3 7-1/2 BD4 11/15/24 9,704,162 3,763,602 5,940,560 349,760 ET1 7-5/8 BE2 02/15/25 10,019,170 3,964,369 6,054,801 475,200 EV6 6-7/8 BF9 08/15/25 11,267,207 7,530,085 3,737,122 383,280 EW4 6 BG7 02/15/26 12,837,916 11,806,716 1,031,200 444,200 EX2 6-3/4 BH5 08/15/26 9,000,418 6,517,600 2,482,818 110,400 EY0 6-1/2 BJ1 11/15/26 10,870,177 5,301,527 5,568,650 163,800 EZ7 6-5/8 BK8 02/15/27 9,601,971 6,277,566 3,324,405 224,000 FA1 6-3/8 BL6 08/15/27 9,356,756 7,045,556 2,311,200 437,200 FB9 6-1/8 BM4 11/15/27 22,021,339 12,069,639 9,951,700 1,168,600 FE3 5-1/2 BP7 08/15/28 11,776,201 11,079,101 697,100 260,000 FF0 5-1/4 BV4 11/15/28 10,947,052 10,417,252 529,800 109,600 FG8 5-1/4 BW2 02/15/29 11,350,341 10,994,245 356,096 22,400 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,449,180 729,400 0 FM5 6-1/4 CH4 05/15/30 17,043,162 16,606,074 437,088 0 FP8 5-3/8 CK7 02/15/31 16,427,648 16,299,648 128,000 0 Total Treasury Bonds............... 503,639,485 362,136,853 141,502,632 14,221,048 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 3A8 J 3-5/8 912820 BZ9 07/15/02 18,629,258 18,629,258 0 0 2M3 A 3-3/8 BV8 01/15/07 17,645,146 17,645,146 0 0 3T7 A 3-5/8 CL9 01/15/08 18,461,436 18,351,622 109,814 0 4Y5 A 3-7/8 DN4 01/15/09 17,202,736 17,202,736 0 0 5W8 A 4-1/4 EK9 01/15/10 11,937,616 11,937,616 0 0 6R8 A 3-1/2 GA9 01/15/11 11,213,686 11,213,686 0 0 7J5 A 3-3/8 GT8 01/15/12 6,004,173 6,004,173 0 0 Total Inflation-Indexed Notes...... 101,094,050 100,984,236 109,814 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,436,883 18,436,883 0 0 FH6 3-7/8 CF8 04/15/29 21,283,700 21,148,803 134,898 0 FQ6 3-3/8 CL5 04/15/32 5,012,235 5,012,235 0 0 Total Inflation-Indexed Bonds...... 44,732,819 44,597,921 134,898 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2002 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month 18 Outstanding Unstripped Form Stripped Form Treasury Notes: CUSIP: Series: Interest Rate: 912827 2L5 D 6-1/4 912820 FL6 02/28/02 13,799,902 13,799,902 0 0 6A5 S 6-1/2 EN3 02/28/02 16,563,375 16,522,175 41,200 400 2P6 E 6-5/8 FM4 03/31/02 14,301,310 14,278,910 22,400 0 6B3 T 6-1/2 EP8 03/31/02 17,237,943 17,197,143 40,800 0 2S0 F 6-5/8 FN2 04/30/02 14,474,673 14,474,673 0 0 6C1 U 6-3/8 EQ6 04/30/02 17,390,900 17,384,500 6,400 0 F49 A 7-1/2 BD8 05/15/02 11,714,397 7,611,037 4,103,360 556,880 2W1 G 6-1/2 FP7 05/31/02 13,503,890 13,503,890 0 0 6E7 V 6-5/8 ES2 05/31/02 14,871,823 14,849,423 22,400 0 2Y7 H 6-1/4 FQ5 06/30/02 13,058,694 13,058,694 0 0 6F4 W 6-3/8 ET0 06/30/02 14,320,609 14,312,209 8,400 0 3C4 K 6 FR3 07/31/02 12,231,057 12,231,057 0 0 6H0 X 6-1/4 EU7 07/31/02 15,057,900 15,056,300 1,600 0 G55 B 6-3/8 BE6 08/15/02 23,859,015 19,233,026 4,625,989 71,400 3G5 L 6-1/4 FS1 08/31/02 12,731,742 12,731,742 0 0 6K3 Y 6-1/8 FU6 08/31/02 15,072,214 15,072,214 0 0 3J9 M 5-7/8 CC9 09/30/02 12,806,814 12,734,814 72,000 0 6L1 Z 6 FV4 09/30/02 15,144,335 15,144,335 0 0 3L4 N 5-3/4 CE5 10/31/02 26,593,892 26,504,292 89,600 0 3Q3 P 5-3/4 CH8 11/30/02 12,120,580 11,753,180 367,400 0 6P2 AC 5-5/8 FY8 11/30/02 15,058,528 14,990,688 67,840 0 3S9 Q 5-5/8 CK1 12/31/02 12,052,433 11,646,993 405,440 0 6Q0 AD 5-1/8 FZ5 12/31/02 14,822,027 14,822,027 0 0 3V2 C 5-1/2 CN5 01/31/03 13,100,640 13,099,040 1,600 0 6S6 L 4-3/4 GB7 01/31/03 15,452,604 15,427,004 25,600 0 J78 A 6-1/4 BF3 02/15/03 23,562,691 22,374,571 1,188,120 94,748 3Z3 D 5-1/2 CS4 02/28/03 13,670,354 13,626,354 44,000 0 6U1 M 4-5/8 GD3 02/28/03 14,685,095 14,685,095 0 0 4B5 E 5-1/2 CU9 03/31/03 14,172,892 14,170,492 2,400 0 6V9 N 4-1/4 GE1 03/31/03 14,674,853 14,674,853 0 0 4D1 F 5-3/4 CW5 04/30/03 12,573,248 12,558,848 14,400 0 6W7 P 4 GF8 04/30/03 13,338,528 13,338,528 0 0 4H2 G 5-1/2 DA2 05/31/03 13,132,243 13,103,843 28,400 0 6Y3 Q 4-1/4 GH4 05/31/03 13,331,937 13,331,937 0 0 4K5 H 5-3/8 DC8 06/30/03 13,126,779 13,097,979 28,800 0 6Z0 R 3-7/8 GJ0 06/30/03 14,671,070 14,671,070 0 0 7A4 S 3-7/8 GK7 07/31/03 16,003,270 16,003,270 0 0 L83 B 5-3/4 BG1 08/15/03 28,011,028 25,701,388 2,309,640 7,600 4N9 J 5-1/4 DE4 08/15/03 19,852,263 19,680,863 171,400 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 22,675,482 0 0 7E6 V 2-3/4 GP6 10/31/03 25,147,960 25,147,960 0 0 4U3 K 4-1/4 DJ3 11/15/03 18,625,785 17,356,085 1,269,700 0 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 30,778,596 30,778,596 0 0 N81 A 5-7/8 BH9 02/15/04 12,955,077 12,253,277 701,800 93,400 5A6 E 4-3/4 DQ7 02/15/04 17,823,228 17,804,828 18,400 1,600 P89 B 7-1/4 BJ5 05/15/04 14,440,372 13,671,072 769,300 100,800 5F5 F 5-1/4 DU8 05/15/04 18,925,383 18,925,383 0 0 Q88 C 7-1/4 BK2 08/15/04 13,346,467 11,487,967 1,858,500 3,000 5M0 G 6 DZ7 08/15/04 18,089,806 18,089,806 0 0 R87 D 7-7/8 BL0 11/15/04 14,373,760 14,368,960 4,800 0 5S7 H 5-7/8 EE3 11/15/04 32,658,145 32,658,145 0 0 S86 A 7-1/2 BM8 02/15/05 13,834,754 13,242,474 592,280 0 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 28,562,370 0 0 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 14,768,720 441,200 11,200 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,875,597 187,200 0 W81 A 5-5/8 BR7 02/15/06 15,513,587 15,508,107 5,480 0 X80 B 6-7/8 BS5 05/15/06 16,015,475 15,167,275 848,200 0 6X5 E 4-5/8 GG6 05/15/06 27,797,852 27,797,852 0 0 Y55 C 7 BT3 07/15/06 22,740,446 22,700,446 40,000 0 Z62 D 6-1/2 BU0 10/15/06 22,459,675 22,399,675 60,000 0 7F3 F 3-1/2 GQ4 11/15/06 18,801,283 18,704,483 96,800 22,600 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,774,142 329,536 2,020 2U5 C 6-5/8 BX4 05/15/07 13,958,186 13,783,671 174,515 104,000 3E0 D 6-1/8 CA3 08/15/07 25,636,803 25,139,003 497,800 22,200 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,565,812 17,600 1,600 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,123,441 67,520 400 4V1 D 4-3/4 DK0 11/15/08 25,083,125 25,067,925 15,200 66,600 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,770,290 24,500 50,200 5N8 C 6 EA1 08/15/09 27,399,894 27,285,394 114,500 0 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,351,509 4,200 50,000 6J6 C 5-3/4 FT9 08/15/10 22,437,594 22,434,594 3,000 100,000 6T4 B 5 GC5 02/15/11 23,436,329 23,430,569 5,760 0 7B2 C 5 GL5 08/15/11 26,635,316 26,631,316 4,000 4,000 Total Treasury Notes............... 1,411,846,201 1,390,004,421 21,841,780 1,364,648 Grand Total................................................ 2,061,312,554 1,897,723,431 163,589,124 15,585,696