TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JUNE 30, 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 4,531,807 3,769,999 235,200 DQ8 12 AD5 05/15/05 4,260,758 1,891,305 2,369,453 0 DR6 10-3/4 AG8 08/15/05 9,269,713 6,093,213 3,176,500 130,600 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,324,629 431,287 6,592 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,916,100 3,099,184 95,800 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 9,250,970 1,269,329 525,920 DS4 10-5/8 AC7 08/15/15 4,023,916 3,405,210 618,706 523,520 DT2 9-7/8 AE3 11/15/15 5,584,859 3,432,163 2,152,696 214,400 DV7 9-1/4 AF0 02/15/16 5,431,754 5,274,648 157,106 13,600 DW5 7-1/4 AH6 05/15/16 18,823,551 18,647,518 176,033 167,200 DX3 7-1/2 AK9 11/15/16 18,787,448 17,600,428 1,187,020 555,880 DY1 8-3/4 AL7 05/15/17 15,559,169 7,683,653 7,875,516 981,160 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,906,113 3,062,245 1,128,558 EA2 9-1/8 AN3 05/15/18 6,717,439 2,888,439 3,829,000 640,600 EB0 9 AP8 11/15/18 7,174,470 2,762,347 4,412,123 248,800 EC8 8-7/8 AQ6 02/15/19 13,090,498 7,177,871 5,912,627 785,200 ED6 8-1/8 AR4 08/15/19 18,940,932 17,969,891 971,041 305,600 EE4 8-1/2 AS2 02/15/20 9,476,268 7,087,308 2,388,960 150,400 EF1 8-3/4 AT0 05/15/20 7,582,183 2,979,878 4,602,305 197,280 EG9 8-3/4 AU7 08/15/20 17,059,306 6,738,956 10,320,350 473,780 EH7 7-7/8 AV5 02/15/21 10,075,573 8,948,293 1,127,280 569,200 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,088,845 5,977,943 336,160 EK0 8-1/8 AX1 08/15/21 9,506,382 6,925,546 2,580,836 359,160 EL8 8 AY9 11/15/21 30,632,194 15,375,038 15,257,156 1,568,625 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,970,991 1,156,799 122,400 EN4 7-5/8 BA0 11/15/22 7,423,626 2,967,431 4,456,195 192,000 EP9 7-1/8 BB8 02/15/23 15,782,061 10,422,949 5,359,112 459,488 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,383,204 3,275,840 207,744 ES3 7-1/2 BD4 11/15/24 9,604,162 3,856,322 5,747,840 446,840 ET1 7-5/8 BE2 02/15/25 9,509,170 4,160,569 5,348,601 190,800 EV6 6-7/8 BF9 08/15/25 11,187,207 7,857,405 3,329,802 115,200 EW4 6 BG7 02/15/26 12,837,916 11,119,857 1,718,059 71,700 EX2 6-3/4 BH5 08/15/26 8,810,418 6,235,800 2,574,618 150,200 EY0 6-1/2 BJ1 11/15/26 10,860,177 5,036,165 5,824,012 111,138 EZ7 6-5/8 BK8 02/15/27 9,521,971 6,433,716 3,088,255 188,200 FA1 6-3/8 BL6 08/15/27 9,196,756 7,045,956 2,150,800 158,400 FB9 6-1/8 BM4 11/15/27 22,021,339 11,350,839 10,670,500 204,600 FE3 5-1/2 BP7 08/15/28 11,776,201 10,985,601 790,600 50,800 FF0 5-1/4 BV4 11/15/28 10,947,052 10,169,652 777,400 162,600 FG8 5-1/4 BW2 02/15/29 11,350,341 10,892,445 457,896 100,000 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,351,580 827,000 53,600 FM5 6-1/4 CH4 05/15/30 17,043,162 16,171,674 871,488 38,264 FP8 5-3/8 CK7 02/15/31 16,427,648 16,318,848 108,800 0 Total Treasury Bonds............... 499,889,485 354,631,173 145,258,312 13,237,209 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 3A8 J 3-5/8 912820 BZ9 07/15/02 18,876,809 18,876,809 0 0 2M3 A 3-3/8 BV8 01/15/07 17,879,624 17,879,624 0 0 3T7 A 3-5/8 CL9 01/15/08 18,706,716 18,595,443 111,273 0 4Y5 A 3-7/8 DN4 01/15/09 17,431,253 17,431,253 0 0 5W8 A 4-1/4 EK9 01/15/10 12,096,223 12,096,223 0 0 6R8 A 3-1/2 GA9 01/15/11 11,362,640 11,362,640 0 0 7J5 A 3-3/8 GT8 01/15/12 6,078,736 6,078,736 0 0 Total Inflation-Indexed Notes...... 102,432,002 102,320,729 111,273 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,653,997 18,648,439 5,557 0 FH6 3-7/8 CF8 04/15/29 21,320,254 21,183,564 136,690 0 FQ6 3-3/8 CL5 04/15/32 5,076,241 5,076,241 0 0 Total Inflation-Indexed Bonds...... 45,050,492 44,908,245 142,247 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JUNE 30, 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 3C4 K 6 912820 FR3 07/31/02 12,231,057 12,231,057 0 0 6H0 X 6-1/4 EU7 07/31/02 15,057,900 15,055,500 2,400 0 G55 B 6-3/8 BE6 08/15/02 23,859,015 19,137,958 4,721,057 28,800 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 26,497,892 96,000 0 3Q3 P 5-3/4 CH8 11/30/02 12,120,580 11,736,380 384,200 8,800 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 1,600 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 13,090,240 10,400 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 21,770,735 1,791,956 237,824 3Z3 D 5-1/2 CS4 02/28/03 13,670,354 13,623,154 47,200 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 14,139,292 33,600 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 12,537,248 36,000 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 13,068,643 63,600 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 13,086,779 40,000 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 25,564,188 2,446,840 5,200 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 25,146,360 1,600 0 4U3 K 4-1/4 DJ3 11/15/03 18,625,785 17,330,265 1,295,520 103,200 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 12,138,717 816,360 5,400 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 912828 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 32,654,946 32,654,946 0 0 912827 P89 B 7-1/4 BJ5 05/15/04 14,440,372 13,446,170 994,202 32,100 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 33,297,395 33,297,395 0 0 912827 Q88 C 7-1/4 BK2 08/15/04 13,346,467 11,287,067 2,059,400 22,200 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 14,365,160 8,600 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 13,206,339 628,415 13,860 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 28,417,770 144,600 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 14,816,720 393,200 16,800 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,702,797 360,000 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 14,985,235 1,030,240 13,200 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 22,634,446 106,000 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 34,796,973 583,156 66,000 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,393,046 710,632 2,016 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,677,310 1,280,876 658,800 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 24,060,803 1,576,000 7,600 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,557,112 26,300 400 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,123,441 67,520 0 4V1 D 4-3/4 DK0 11/15/08 25,083,125 24,972,525 110,600 0 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,737,190 57,600 0 5N8 C 6 EA1 08/15/09 27,399,894 26,891,194 508,700 26,000 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 23,429,569 6,760 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 24,779,838 24,778,838 1,000 0 Total Treasury Notes............... 1,446,887,685 1,423,294,191 23,593,494 1,249,800 Grand Total................................................ 2,094,259,664 1,925,154,338 169,105,326 14,487,009