TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, AUGUST 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 4,694,527 3,607,279 116,800 DQ8 12 AD5 05/15/05 4,260,758 1,936,999 2,323,759 40,600 DR6 10-3/4 AG8 08/15/05 9,269,713 5,967,881 3,301,832 123,200 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,268,683 487,233 44,352 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,936,700 3,078,584 30,200 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 9,453,330 1,066,969 682,195 DS4 10-5/8 AC7 08/15/15 4,023,916 3,278,255 745,661 832,510 DT2 9-7/8 AE3 11/15/15 5,584,859 3,480,178 2,104,681 134,400 DV7 9-1/4 AF0 02/15/16 5,431,754 5,118,619 313,135 227,400 DW5 7-1/4 AH6 05/15/16 18,823,551 18,361,518 462,033 332,000 DX3 7-1/2 AK9 11/15/16 18,787,448 17,602,748 1,184,700 344,240 DY1 8-3/4 AL7 05/15/17 15,559,169 7,663,660 7,895,509 612,280 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,904,973 3,063,385 347,200 EA2 9-1/8 AN3 05/15/18 6,717,439 2,731,748 3,985,691 398,800 EB0 9 AP8 11/15/18 7,174,470 2,798,611 4,375,859 370,400 EC8 8-7/8 AQ6 02/15/19 13,090,498 6,964,399 6,126,099 1,009,600 ED6 8-1/8 AR4 08/15/19 18,940,932 18,008,348 932,584 628,960 EE4 8-1/2 AS2 02/15/20 9,476,268 6,946,165 2,530,103 111,430 EF1 8-3/4 AT0 05/15/20 7,582,183 3,105,248 4,476,935 380,820 EG9 8-3/4 AU7 08/15/20 17,059,306 7,728,049 9,331,257 1,343,880 EH7 7-7/8 AV5 02/15/21 10,075,573 8,886,093 1,189,480 389,600 EJ3 8-1/8 AW3 05/15/21 10,066,788 3,890,219 6,176,569 372,240 EK0 8-1/8 AX1 08/15/21 9,506,382 6,935,112 2,571,270 566,320 EL8 8 AY9 11/15/21 30,632,194 15,434,918 15,197,276 2,389,250 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,179,852 947,938 357,600 EN4 7-5/8 BA0 11/15/22 7,423,626 3,293,831 4,129,795 419,200 EP9 7-1/8 BB8 02/15/23 15,782,061 10,042,089 5,739,972 313,600 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,616,612 3,042,432 361,024 ES3 7-1/2 BD4 11/15/24 9,604,162 3,602,722 6,001,440 87,840 ET1 7-5/8 BE2 02/15/25 9,509,170 3,719,969 5,789,201 430,400 EV6 6-7/8 BF9 08/15/25 11,187,207 7,310,685 3,876,522 659,680 EW4 6 BG7 02/15/26 12,837,916 11,679,157 1,158,759 117,600 EX2 6-3/4 BH5 08/15/26 8,810,418 5,444,100 3,366,318 403,200 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,688,765 6,171,412 263,400 EZ7 6-5/8 BK8 02/15/27 9,521,971 5,964,914 3,557,057 456,000 FA1 6-3/8 BL6 08/15/27 9,196,756 6,585,226 2,611,530 257,800 FB9 6-1/8 BM4 11/15/27 22,021,339 10,462,039 11,559,300 1,478,000 FE3 5-1/2 BP7 08/15/28 11,776,201 10,812,701 963,500 199,800 FF0 5-1/4 BV4 11/15/28 10,947,052 10,164,922 782,130 24,400 FG8 5-1/4 BW2 02/15/29 11,350,341 10,852,445 497,896 38,600 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,377,580 801,000 167,000 FM5 6-1/4 CH4 05/15/30 17,043,162 16,429,842 613,320 626,684 FP8 5-3/8 CK7 02/15/31 16,427,648 16,216,448 211,200 0 Total Treasury Bonds............... 499,889,485 351,540,880 148,348,605 18,490,505 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 17,892,546 17,892,546 0 0 3T7 A 3-5/8 CL9 01/15/08 18,720,165 18,608,812 111,353 0 4Y5 A 3-7/8 DN4 01/15/09 17,443,816 17,443,816 0 0 5W8 A 4-1/4 EK9 01/15/10 12,104,940 12,104,940 0 0 6R8 A 3-1/2 GA9 01/15/11 11,370,891 11,370,891 0 0 7J5 A 3-3/8 GT8 01/15/12 6,083,119 6,083,119 0 0 912828 AF7 C 3 HC4 07/15/12 10,020,441 10,020,441 0 0 Total Inflation-Indexed Notes...... 93,635,918 93,524,565 111,353 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,667,591 18,662,030 5,561 0 FH6 3-7/8 CF8 04/15/29 21,335,657 21,198,868 136,789 0 FQ6 3-3/8 CL5 04/15/32 5,079,900 5,079,900 0 0 Total Inflation-Indexed Bonds...... 45,083,148 44,940,798 142,350 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, AUGUST 31, 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 3J9 M 5-7/8 912820 CC9 09/30/02 12,806,814 12,728,414 78,400 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 11,734,180 386,400 1,400 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 13,087,040 13,600 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 21,560,640 2,002,051 20,224 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 12,534,848 38,400 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 13,026,643 105,600 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 13,078,779 48,000 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 25,367,235 2,643,793 43,600 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 17,249,729 1,376,056 35,725 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 12,057,275 897,802 14,400 5A6 E 4-3/4 DQ7 02/15/04 17,823,228 17,811,228 12,000 0 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 13,422,339 1,018,033 73,721 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 33,250,015 33,250,015 0 0 912827 Q88 C 7-1/4 BK2 08/15/04 13,346,467 11,139,790 2,206,677 84,200 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 14,362,760 11,000 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 13,196,419 638,335 480 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 28,404,570 157,800 7,200 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 14,646,929 562,991 71,080 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,740,997 321,800 71,800 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 14,779,155 1,236,320 92,036 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 22,395,675 64,000 0 7F3 F 3-1/2 GQ4 11/15/06 35,380,129 34,467,673 912,456 15,200 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,371,244 732,434 82,384 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,437,607 1,520,579 172,949 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 24,062,884 1,573,919 350,600 912828 AH3 F 3-1/4 HE0 08/15/07 25,410,844 25,410,844 0 0 912827 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 19,200 4V1 D 4-3/4 DK0 11/15/08 25,083,125 25,011,177 71,948 40,800 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,736,390 58,400 200 5N8 C 6 EA1 08/15/09 27,399,894 26,891,985 507,909 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 22,433,194 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 26,628,096 7,220 0 7L0 B 4-7/8 GV3 02/15/12 24,779,838 24,776,238 3,600 0 912828 AJ9 D 4-3/8 HF7 08/15/12 19,647,976 19,647,976 0 0 Total Treasury Notes............... 1,480,294,654 1,459,692,391 20,602,263 1,197,199 Grand Total................................................ 2,118,903,206 1,949,698,635 169,204,571 19,687,704