TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MARCH 31, 2002 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 4,517,606 3,784,200 6,400 DQ8 12 AD5 05/15/05 4,260,758 1,836,699 2,424,059 53,241 DR6 10-3/4 AG8 08/15/05 9,269,713 6,037,813 3,231,900 176,000 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,413,917 341,999 4,825 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,795,500 3,219,784 105,400 DP0 11-1/4 912803 AA1 02/15/15 10,783,299 8,610,970 2,172,329 498,500 DS4 10-5/8 AC7 08/15/15 4,023,916 3,092,890 931,026 200,000 DT2 9-7/8 AE3 11/15/15 5,584,859 3,314,517 2,270,342 30,400 DV7 9-1/4 AF0 02/15/16 5,501,754 5,406,048 95,706 158,400 DW5 7-1/4 AH6 05/15/16 18,823,551 18,680,118 143,433 160,000 DX3 7-1/2 AK9 11/15/16 18,824,448 17,472,428 1,352,020 19,040 DY1 8-3/4 AL7 05/15/17 15,619,169 7,861,037 7,758,132 340,240 DZ8 8-7/8 AM5 08/15/17 11,208,358 7,609,230 3,599,128 1,339,200 EA2 9-1/8 AN3 05/15/18 6,797,439 3,079,839 3,717,600 104,000 EB0 9 AP8 11/15/18 7,174,470 3,503,347 3,671,123 144,000 EC8 8-7/8 AQ6 02/15/19 13,320,498 7,776,481 5,544,017 405,200 ED6 8-1/8 AR4 08/15/19 18,940,932 17,967,065 973,867 365,840 EE4 8-1/2 AS2 02/15/20 9,656,268 7,253,708 2,402,560 66,200 EF1 8-3/4 AT0 05/15/20 7,707,183 3,077,678 4,629,505 128,040 EG9 8-3/4 AU7 08/15/20 17,259,306 6,962,056 10,297,250 453,320 EH7 7-7/8 AV5 02/15/21 10,195,573 9,291,773 903,800 203,600 EJ3 8-1/8 AW3 05/15/21 10,191,788 4,718,085 5,473,703 58,320 EK0 8-1/8 AX1 08/15/21 9,926,382 7,397,870 2,528,512 135,720 EL8 8 AY9 11/15/21 30,632,194 16,161,463 14,470,731 1,377,863 EM6 7-1/4 AZ6 08/15/22 10,227,790 9,016,991 1,210,799 169,900 EN4 7-5/8 BA0 11/15/22 7,423,626 3,224,631 4,198,995 0 EP9 7-1/8 BB8 02/15/23 16,152,061 10,108,861 6,043,200 201,400 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,303,456 3,355,588 138,304 ES3 7-1/2 BD4 11/15/24 9,704,162 3,786,002 5,918,160 101,520 ET1 7-5/8 BE2 02/15/25 10,019,170 4,065,369 5,953,801 244,800 EV6 6-7/8 BF9 08/15/25 11,267,207 7,876,245 3,390,962 552,320 EW4 6 BG7 02/15/26 12,837,916 11,898,316 939,600 250,600 EX2 6-3/4 BH5 08/15/26 9,000,418 6,096,200 2,904,218 202,400 EY0 6-1/2 BJ1 11/15/26 10,870,177 5,201,527 5,668,650 304,200 EZ7 6-5/8 BK8 02/15/27 9,601,971 6,126,716 3,475,255 132,150 FA1 6-3/8 BL6 08/15/27 9,356,756 7,396,356 1,960,400 291,800 FB9 6-1/8 BM4 11/15/27 22,021,339 11,898,639 10,122,700 423,800 FE3 5-1/2 BP7 08/15/28 11,776,201 11,009,101 767,100 0 FF0 5-1/4 BV4 11/15/28 10,947,052 10,350,852 596,200 0 FG8 5-1/4 BW2 02/15/29 11,350,341 10,881,045 469,296 74,400 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,417,180 761,400 89,400 FM5 6-1/4 CH4 05/15/30 17,043,162 16,259,162 784,000 25,728 FP8 5-3/8 CK7 02/15/31 16,427,648 16,317,248 110,400 28,800 Total Treasury Bonds............... 503,639,485 359,072,035 144,567,450 9,765,271 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 3A8 J 3-5/8 912820 BZ9 07/15/02 18,595,287 18,595,287 0 0 2M3 A 3-3/8 BV8 01/15/07 17,612,999 17,612,999 0 0 3T7 A 3-5/8 CL9 01/15/08 18,427,812 18,318,198 109,614 0 4Y5 A 3-7/8 DN4 01/15/09 17,171,408 17,171,408 0 0 5W8 A 4-1/4 EK9 01/15/10 11,915,880 11,915,880 0 0 6R8 A 3-1/2 GA9 01/15/11 11,193,334 11,193,334 0 0 7J5 A 3-3/8 GT8 01/15/12 6,004,283 6,004,283 0 0 Total Inflation-Indexed Notes...... 100,921,004 100,811,390 109,614 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,403,434 18,397,960 5,474 0 FH6 3-7/8 CF8 04/15/29 21,245,045 21,110,392 134,653 0 FQ6 3-3/8 CL5 04/15/32 5,012,235 5,012,235 0 0 Total Inflation-Indexed Bonds...... 44,660,714 44,520,587 140,127 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MARCH 31, 2002 -- 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 2S0 F 6-5/8 912820 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 7,463,117 4,251,280 14,000 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 14,309,009 11,600 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 19,193,258 4,665,757 45,232 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 12,731,614 75,200 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 26,501,092 92,800 0 3Q3 P 5-3/4 CH8 11/30/02 12,120,580 11,749,180 371,400 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 11,642,193 410,240 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 13,096,640 4,000 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 21,920,203 1,642,488 21,452 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 14,278,695 406,400 0 4B5 E 5-1/2 CU9 03/31/03 14,172,892 14,152,092 20,800 0 6V9 N 4-1/4 GE1 03/31/03 14,674,853 14,674,853 0 3,200 4D1 F 5-3/4 CW5 04/30/03 12,573,248 12,552,448 20,800 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 13,096,379 30,400 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 25,641,788 2,369,240 24,900 4N9 J 5-1/4 DE4 08/15/03 19,852,263 19,783,263 69,000 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 17,367,565 1,258,220 3,600 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 12,182,797 772,280 20,800 5A6 E 4-3/4 DQ7 02/15/04 17,823,228 17,805,628 17,600 800 7M8 K 3 GW1 02/29/04 31,746,077 31,746,077 0 0 P89 B 7-1/4 BJ5 05/15/04 14,440,372 13,623,572 816,800 77,200 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 11,473,167 1,873,300 8,000 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 14,369,160 4,600 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 13,209,514 625,240 9,520 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 28,386,970 175,400 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 14,739,320 470,600 3,200 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,845,997 216,800 4,600 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 15,243,475 772,000 1,400 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 35,380,129 35,058,129 322,000 94,600 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,653,046 450,632 57,816 2U5 C 6-5/8 BX4 05/15/07 13,958,186 13,781,071 177,115 9,600 3E0 D 6-1/8 CA3 08/15/07 25,636,803 25,020,203 616,600 40,600 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,558,212 25,200 0 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,124,401 66,560 23,360 4V1 D 4-3/4 DK0 11/15/08 25,083,125 25,069,125 14,000 11,200 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,757,290 37,500 32,000 5N8 C 6 EA1 08/15/09 27,399,894 27,304,894 95,000 0 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,351,509 4,200 0 6J6 C 5-3/4 FT9 08/15/10 22,437,594 22,434,594 3,000 0 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 0 7L0 B 4-7/8 GV3 02/15/12 13,389,295 13,389,295 0 0 Total Treasury Notes............... 1,411,654,848 1,388,086,516 23,568,332 507,080 Grand Total................................................ 2,060,876,051 1,892,490,528 168,385,523 10,272,351