TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 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 4,518,247 3,783,559 172,641 DQ8 12 AD5 05/15/05 4,260,758 1,887,805 2,372,953 61,106 DR6 10-3/4 AG8 08/15/05 9,269,713 6,259,613 3,010,100 291,800 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,400,477 355,439 1,200 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,755,100 3,260,184 28,000 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,681,110 1,839,189 715,500 DS4 10-5/8 AC7 08/15/15 4,023,916 3,175,130 848,786 97,600 DT2 9-7/8 AE3 11/15/15 5,584,859 3,378,517 2,206,342 64,000 DV7 9-1/4 AF0 02/15/16 5,431,754 5,326,448 105,306 35,000 DW5 7-1/4 AH6 05/15/16 18,823,551 18,697,118 126,433 133,800 DX3 7-1/2 AK9 11/15/16 18,787,448 17,380,388 1,407,060 24,960 DY1 8-3/4 AL7 05/15/17 15,559,169 7,990,317 7,568,852 487,760 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,289,355 3,679,003 880,325 EA2 9-1/8 AN3 05/15/18 6,717,439 3,124,639 3,592,800 204,400 EB0 9 AP8 11/15/18 7,174,470 2,816,547 4,357,923 188,200 EC8 8-7/8 AQ6 02/15/19 13,090,498 7,192,671 5,897,827 385,600 ED6 8-1/8 AR4 08/15/19 18,940,932 17,715,491 1,225,441 404,800 EE4 8-1/2 AS2 02/15/20 9,476,268 7,352,708 2,123,560 320,200 EF1 8-3/4 AT0 05/15/20 7,582,183 2,998,598 4,583,585 99,200 EG9 8-3/4 AU7 08/15/20 17,059,306 6,729,376 10,329,930 672,360 EH7 7-7/8 AV5 02/15/21 10,075,573 9,240,693 834,880 328,800 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,839,525 5,227,263 546,280 EK0 8-1/8 AX1 08/15/21 9,506,382 7,106,726 2,399,656 657,040 EL8 8 AY9 11/15/21 30,632,194 16,404,938 14,227,256 1,691,150 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,909,791 1,217,999 99,200 EN4 7-5/8 BA0 11/15/22 7,423,626 3,172,831 4,250,795 19,200 EP9 7-1/8 BB8 02/15/23 15,782,061 10,010,861 5,771,200 368,000 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,252,484 3,406,560 32,900 ES3 7-1/2 BD4 11/15/24 9,604,162 3,614,082 5,990,080 117,800 ET1 7-5/8 BE2 02/15/25 9,509,170 4,048,969 5,460,201 553,400 EV6 6-7/8 BF9 08/15/25 11,187,207 7,857,165 3,330,042 287,120 EW4 6 BG7 02/15/26 12,837,916 11,578,816 1,259,100 166,600 EX2 6-3/4 BH5 08/15/26 8,810,418 6,227,600 2,582,818 422,600 EY0 6-1/2 BJ1 11/15/26 10,860,177 5,093,127 5,767,050 251,200 EZ7 6-5/8 BK8 02/15/27 9,521,971 6,275,116 3,246,855 295,000 FA1 6-3/8 BL6 08/15/27 9,196,756 7,215,356 1,981,400 242,600 FB9 6-1/8 BM4 11/15/27 22,021,339 11,676,639 10,344,700 304,200 FE3 5-1/2 BP7 08/15/28 11,776,201 11,016,201 760,000 137,600 FF0 5-1/4 BV4 11/15/28 10,947,052 10,299,652 647,400 0 FG8 5-1/4 BW2 02/15/29 11,350,341 10,871,045 479,296 13,600 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,428,780 749,800 75,200 FM5 6-1/4 CH4 05/15/30 17,043,162 16,285,498 757,664 107,744 FP8 5-3/8 CK7 02/15/31 16,427,648 16,318,848 108,800 1,600 Total Treasury Bonds............... 499,889,485 356,414,398 143,475,087 11,987,286 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 3A8 J 3-5/8 912820 BZ9 07/15/02 18,667,770 18,667,770 0 0 2M3 A 3-3/8 BV8 01/15/07 17,681,704 17,681,704 0 0 3T7 A 3-5/8 CL9 01/15/08 18,499,598 18,389,557 110,041 0 4Y5 A 3-7/8 DN4 01/15/09 17,238,198 17,238,198 0 0 5W8 A 4-1/4 EK9 01/15/10 11,962,296 11,962,296 0 0 6R8 A 3-1/2 GA9 01/15/11 11,236,898 11,236,898 0 0 7J5 A 3-3/8 GT8 01/15/12 6,011,428 6,011,428 0 0 Total Inflation-Indexed Notes...... 101,297,892 101,187,851 110,041 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,447,560 18,442,064 5,496 0 FH6 3-7/8 CF8 04/15/29 21,084,147 20,948,971 135,176 0 FQ6 3-3/8 CL5 04/15/32 5,020,054 5,020,054 0 0 Total Inflation-Indexed Bonds...... 44,551,761 44,411,089 140,672 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, APRIL 30, 2002 -- Continued 11 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 F49 A 7-1/2 912820 BD8 05/15/02 11,714,397 7,480,141 4,234,256 131,100 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 0 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 26,498,692 95,200 0 3Q3 P 5-3/4 CH8 11/30/02 12,120,580 11,740,380 380,200 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 11,640,593 411,840 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 21,881,843 1,680,848 97,304 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 14,148,092 24,800 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 12,542,048 31,200 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 13,093,179 33,600 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 16,001,670 1,600 0 L83 B 5-3/4 BG1 08/15/03 28,011,028 25,625,988 2,385,040 14,000 4N9 J 5-1/4 DE4 08/15/03 19,852,263 19,782,463 69,800 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 25,146,360 1,600 0 4U3 K 4-1/4 DJ3 11/15/03 18,625,785 17,361,865 1,263,920 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 30,775,555 30,775,555 0 0 N81 A 5-7/8 BH9 02/15/04 12,955,077 12,202,997 752,080 33,200 5A6 E 4-3/4 DQ7 02/15/04 17,823,228 17,805,628 17,600 0 7M8 K 3 GW1 02/29/04 31,746,077 31,746,077 0 0 AA8 L 3-5/8 GX9 03/31/04 32,873,508 32,873,508 0 0 AB6 M 3-3/8 GY7 04/30/04 32,658,867 32,658,867 0 0 P89 B 7-1/4 BJ5 05/15/04 14,440,372 13,632,772 807,600 41,000 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 11,455,227 1,891,240 8,900 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 13,227,264 607,490 46,800 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 28,386,570 175,800 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 14,737,440 472,480 0 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,793,197 269,600 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 15,243,275 772,200 1,600 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 34,995,629 384,500 400 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,590,250 513,428 9,800 2U5 C 6-5/8 BX4 05/15/07 13,958,186 13,736,671 221,515 0 3E0 D 6-1/8 CA3 08/15/07 25,636,803 25,021,003 615,800 1,600 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,556,412 27,000 0 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,124,401 66,560 0 4V1 D 4-3/4 DK0 11/15/08 25,083,125 25,069,125 14,000 0 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,750,290 44,500 0 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 23,351,109 4,600 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............... 1,445,321,650 1,421,478,316 23,843,334 385,704 Grand Total................................................ 2,091,060,788 1,923,491,654 167,569,134 12,372,990