TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 31, 2002 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Outstanding Unstripped Form Stripped Form Treasury Bonds: CUSIP: Interest Rate: 912810 DM7 11-5/8 912803 AB9 11/15/04 8,301,806 4,722,207 3,579,599 243,600 DQ8 12 AD5 05/15/05 4,260,758 1,921,705 2,339,053 35,400 DR6 10-3/4 AG8 08/15/05 9,269,713 5,998,281 3,271,432 28,800 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,282,651 473,265 4,600 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,936,100 3,079,184 20,000 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 9,513,555 1,006,744 1,245,105 DS4 10-5/8 AC7 08/15/15 4,023,916 3,278,545 745,371 157,215 DT2 9-7/8 AE3 11/15/15 5,584,859 3,886,778 1,698,081 793,815 DV7 9-1/4 AF0 02/15/16 5,431,754 5,352,019 79,735 296,571 DW5 7-1/4 AH6 05/15/16 18,823,551 18,482,518 341,033 48,000 DX3 7-1/2 AK9 11/15/16 18,787,448 17,583,468 1,203,980 172,240 DY1 8-3/4 AL7 05/15/17 15,559,169 7,437,460 8,121,709 536,380 DZ8 8-7/8 AM5 08/15/17 10,968,358 8,146,113 2,822,245 612,800 EA2 9-1/8 AN3 05/15/18 6,717,439 2,779,348 3,938,091 476,509 EB0 9 AP8 11/15/18 7,174,470 2,736,581 4,437,889 78,800 EC8 8-7/8 AQ6 02/15/19 13,090,498 6,874,969 6,215,529 1,207,498 ED6 8-1/8 AR4 08/15/19 18,940,932 17,908,348 1,032,584 442,617 EE4 8-1/2 AS2 02/15/20 9,476,268 7,008,735 2,467,533 280,627 EF1 8-3/4 AT0 05/15/20 7,582,183 2,897,708 4,684,475 39,720 EG9 8-3/4 AU7 08/15/20 17,059,306 6,943,929 10,115,377 859,407 EH7 7-7/8 AV5 02/15/21 10,075,573 9,084,493 991,080 152,800 EJ3 8-1/8 AW3 05/15/21 10,066,788 3,936,539 6,130,249 151,040 EK0 8-1/8 AX1 08/15/21 9,506,382 6,779,352 2,727,030 300,840 EL8 8 AY9 11/15/21 30,632,194 15,200,368 15,431,826 2,493,045 EM6 7-1/4 AZ6 08/15/22 10,127,790 8,926,791 1,200,999 142,000 EN4 7-5/8 BA0 11/15/22 7,423,626 3,129,031 4,294,595 244,800 EP9 7-1/8 BB8 02/15/23 15,782,061 10,593,889 5,188,172 544,400 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,500,484 3,158,560 432,304 ES3 7-1/2 BD4 11/15/24 9,604,162 3,732,082 5,872,080 74,320 ET1 7-5/8 BE2 02/15/25 9,509,170 3,901,369 5,607,801 70,400 EV6 6-7/8 BF9 08/15/25 11,187,207 7,778,565 3,408,642 226,400 EW4 6 BG7 02/15/26 12,837,916 11,581,557 1,256,359 568,600 EX2 6-3/4 BH5 08/15/26 8,810,418 6,197,500 2,612,918 153,900 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,784,765 6,075,412 278,800 EZ7 6-5/8 BK8 02/15/27 9,521,971 6,718,914 2,803,057 464,198 FA1 6-3/8 BL6 08/15/27 9,196,756 6,857,026 2,339,730 137,870 FB9 6-1/8 BM4 11/15/27 22,021,339 10,473,239 11,548,100 534,400 FE3 5-1/2 BP7 08/15/28 11,776,201 10,838,101 938,100 64,500 FF0 5-1/4 BV4 11/15/28 10,947,052 10,249,322 697,730 175,800 FG8 5-1/4 BW2 02/15/29 11,350,341 10,831,845 518,496 0 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,348,980 829,600 12,000 FM5 6-1/4 CH4 05/15/30 17,043,162 16,241,474 801,688 143,600 FP8 5-3/8 CK7 02/15/31 16,427,648 16,218,048 209,600 0 Total Treasury Bonds............... 499,889,485 353,594,752 146,294,733 14,945,721 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 17,882,933 17,882,933 0 0 3T7 A 3-5/8 CL9 01/15/08 18,710,078 18,598,785 111,293 0 4Y5 A 3-7/8 DN4 01/15/09 17,434,434 17,434,434 0 0 5W8 A 4-1/4 EK9 01/15/10 12,098,487 12,098,487 0 0 6R8 A 3-1/2 GA9 01/15/11 11,364,840 11,364,840 0 0 7J5 A 3-3/8 GT8 01/15/12 6,079,877 6,079,877 0 0 912828 AF7 C 3 HC4 07/15/12 10,015,031 10,015,031 0 0 Total Inflation-Indexed Notes...... 93,585,681 93,474,388 111,293 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,657,521 18,651,963 5,558 0 FH6 3-7/8 CF8 04/15/29 21,324,154 21,187,439 136,715 0 FQ6 3-3/8 CL5 04/15/32 5,077,194 5,077,194 0 0 Total Inflation-Indexed Bonds...... 45,058,869 44,916,595 142,273 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JULY 31, 2002 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Outstanding Unstripped Form Stripped Form Treasury Notes: CUSIP: Series: Interest Rate: 912827 G55 B 6-3/8 912820 BE6 08/15/02 23,859,015 19,775,785 4,083,230 704,000 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 12,730,014 76,800 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 11,734,380 386,200 3,600 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 13,088,640 12,000 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 21,736,463 1,826,228 13,792 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 14,136,092 36,800 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 12,537,248 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 13,081,979 44,800 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 16,001,670 1,600 0 L83 B 5-3/4 BG1 08/15/03 28,011,028 25,556,202 2,454,826 50,000 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 17,299,856 1,325,929 8,000 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 12,127,730 827,347 4,000 5A6 E 4-3/4 DQ7 02/15/04 17,823,228 17,811,228 12,000 5,600 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 32,873,508 0 0 AB6 M 3-3/8 GY7 04/30/04 32,654,971 32,654,971 0 0 912827 P89 B 7-1/4 BJ5 05/15/04 14,440,372 13,420,539 1,019,833 8,800 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 34,050,042 0 0 AG5 Q 2-1/4 HD2 07/31/04 33,254,505 33,254,505 0 0 912827 Q88 C 7-1/4 BK2 08/15/04 13,346,467 11,201,436 2,145,031 22,718 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 14,362,760 11,000 1,200 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 13,205,339 629,415 2,000 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 28,465,770 96,600 48,000 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 14,707,129 502,791 10,400 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,704,397 358,400 1,600 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 14,846,679 1,168,796 215,600 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 22,626,446 114,000 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 34,622,373 757,756 40,600 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,324,060 779,618 89,490 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,283,658 1,674,528 147,200 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 24,034,964 1,601,839 16,600 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,556,112 27,300 0 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,123,441 67,520 35,920 4V1 D 4-3/4 DK0 11/15/08 25,083,125 24,970,377 112,748 7,000 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,736,190 58,600 0 5N8 C 6 EA1 08/15/09 27,399,894 26,891,985 507,909 12,000 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 22,433,194 4,400 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 26,628,396 6,920 0 7L0 B 4-7/8 GV3 02/15/12 24,779,838 24,778,838 1,000 0 Total Treasury Notes............... 1,486,903,295 1,462,866,811 24,036,484 1,448,120 Grand Total................................................ 2,125,437,329 1,954,852,546 170,584,783 16,393,841