TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, SEPTEMBER 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 4,793,127 3,508,679 117,800 DQ8 12 AD5 05/15/05 4,260,758 1,940,999 2,319,759 10,000 DR6 10-3/4 AG8 08/15/05 9,269,713 5,871,347 3,398,366 100,000 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,186,507 569,409 9,696 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,837,000 3,178,284 41,600 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 9,440,212 1,080,087 973,360 DS4 10-5/8 AC7 08/15/15 4,023,916 3,444,255 579,661 370,480 DT2 9-7/8 AE3 11/15/15 5,584,859 3,487,678 2,097,181 113,300 DV7 9-1/4 AF0 02/15/16 5,431,754 4,707,219 724,535 192,200 DW5 7-1/4 AH6 05/15/16 18,823,551 18,403,918 419,633 108,000 DX3 7-1/2 AK9 11/15/16 18,787,448 17,519,268 1,268,180 344,520 DY1 8-3/4 AL7 05/15/17 15,559,169 7,524,670 8,034,499 348,320 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,662,173 3,306,185 401,600 EA2 9-1/8 AN3 05/15/18 6,717,439 2,958,958 3,758,481 590,810 EB0 9 AP8 11/15/18 7,174,470 2,799,211 4,375,259 166,600 EC8 8-7/8 AQ6 02/15/19 13,090,498 8,002,799 5,087,699 1,712,000 ED6 8-1/8 AR4 08/15/19 18,940,932 17,987,348 953,584 429,200 EE4 8-1/2 AS2 02/15/20 9,476,268 6,988,065 2,488,203 574,000 EF1 8-3/4 AT0 05/15/20 7,582,183 3,275,239 4,306,944 556,751 EG9 8-3/4 AU7 08/15/20 17,059,306 9,310,809 7,748,497 2,283,820 EH7 7-7/8 AV5 02/15/21 10,075,573 8,846,583 1,228,990 10,490 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,108,539 5,958,249 847,040 EK0 8-1/8 AX1 08/15/21 9,506,382 7,055,032 2,451,350 716,400 EL8 8 AY9 11/15/21 30,632,194 16,818,218 13,813,976 2,952,050 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,488,292 639,498 342,440 EN4 7-5/8 BA0 11/15/22 7,423,626 3,421,882 4,001,744 610,851 EP9 7-1/8 BB8 02/15/23 15,782,061 10,303,083 5,478,978 440,194 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,638,836 3,020,208 255,712 ES3 7-1/2 BD4 11/15/24 9,604,162 3,644,264 5,959,898 370,182 ET1 7-5/8 BE2 02/15/25 9,509,170 3,625,169 5,884,001 562,600 EV6 6-7/8 BF9 08/15/25 11,187,207 6,598,945 4,588,262 261,380 EW4 6 BG7 02/15/26 12,837,916 12,010,757 827,159 557,400 EX2 6-3/4 BH5 08/15/26 8,810,418 5,449,435 3,360,983 129,335 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,458,065 6,402,112 280,200 EZ7 6-5/8 BK8 02/15/27 9,521,971 5,664,314 3,857,657 273,800 FA1 6-3/8 BL6 08/15/27 9,196,756 6,475,626 2,721,130 237,600 FB9 6-1/8 BM4 11/15/27 22,021,339 9,943,886 12,077,453 556,400 FE3 5-1/2 BP7 08/15/28 11,776,201 10,662,401 1,113,800 189,100 FF0 5-1/4 BV4 11/15/28 10,947,052 10,168,122 778,930 106,600 FG8 5-1/4 BW2 02/15/29 11,350,341 11,022,145 328,196 180,500 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,282,300 896,280 43,600 FM5 6-1/4 CH4 05/15/30 17,043,162 16,434,598 608,564 34,564 FP8 5-3/8 CK7 02/15/31 16,427,648 16,216,448 211,200 0 Total Treasury Bonds............... 499,889,485 354,477,742 145,411,743 19,402,495 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 17,912,086 17,912,086 0 0 3T7 A 3-5/8 CL9 01/15/08 18,740,675 18,629,200 111,475 0 4Y5 A 3-7/8 DN4 01/15/09 17,462,899 17,462,899 0 0 5W8 A 4-1/4 EK9 01/15/10 12,118,185 12,118,185 0 0 6R8 A 3-1/2 GA9 01/15/11 11,383,322 11,383,322 0 0 7J5 A 3-3/8 GT8 01/15/12 6,089,784 6,089,784 0 0 912828 AF7 C 3 HC4 07/15/12 10,031,358 10,031,358 0 0 Total Inflation-Indexed Notes...... 93,738,309 93,626,834 111,475 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,687,899 18,682,332 5,567 0 FH6 3-7/8 CF8 04/15/29 21,358,858 21,221,921 136,938 0 FQ6 3-3/8 CL5 04/15/32 5,085,464 5,085,464 0 0 Total Inflation-Indexed Bonds...... 45,132,221 44,989,716 142,505 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, SEPTEMBER 30, 2002 -- Continued 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 3L4 N 5-3/4 912820 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 11,686,980 433,600 1,600 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 11,638,993 413,440 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 21,552,476 2,010,215 8,568 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 13,022,643 109,600 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 13,080,379 46,400 1,600 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 16,000,070 3,200 0 L83 B 5-3/4 BG1 08/15/03 28,011,028 25,266,735 2,744,293 15,200 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 17,212,929 1,412,856 28,800 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 12,087,275 867,802 37,600 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 13,394,439 1,045,933 45,100 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 33,297,400 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 33,250,010 33,250,010 0 0 912827 Q88 C 7-1/4 BK2 08/15/04 13,346,467 11,148,290 2,198,177 19,600 5M0 G 6 DZ7 08/15/04 18,089,806 18,089,806 0 0 912828 AK6 R 2-1/8 HG5 08/31/04 34,541,397 34,541,397 0 0 AL4 S 1-7/8 HH3 09/30/04 34,657,401 34,657,401 0 0 912827 R87 D 7-7/8 BL0 11/15/04 14,373,760 14,364,360 9,400 1,600 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 13,177,319 657,435 12,720 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 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 14,631,809 578,111 10,400 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,740,997 321,800 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 14,836,715 1,178,760 59,960 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 34,424,673 955,456 17,800 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,321,300 782,378 10,800 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,509,207 1,448,979 155,400 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 23,965,884 1,670,919 92,000 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 27,123,091 67,870 0 4V1 D 4-3/4 DK0 11/15/08 25,083,125 25,010,377 72,748 0 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,735,990 58,800 0 5N8 C 6 EA1 08/15/09 27,399,894 26,891,785 508,109 800 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,351,109 4,600 400 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............... 1,521,542,298 1,500,735,617 20,806,681 519,948 Grand Total................................................ 2,160,302,313 1,993,829,909 166,472,404 19,922,443