TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 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 4,801,818 3,499,988 69,124 DQ8 12 AD5 05/15/05 4,260,758 1,997,830 2,262,928 78,291 DR6 10-3/4 AG8 08/15/05 9,269,713 5,909,528 3,360,185 34,400 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,213,289 542,627 71,424 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,866,484 3,148,800 41,600 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,977,669 1,542,630 368,700 DS4 10-5/8 AC7 08/15/15 4,023,916 3,264,355 759,561 135,360 DT2 9-7/8 AE3 11/15/15 5,584,859 3,416,173 2,168,686 133,200 DV7 9-1/4 AF0 02/15/16 5,431,754 4,914,814 516,940 509,200 DW5 7-1/4 AH6 05/15/16 18,823,551 18,174,538 649,013 154,800 DX3 7-1/2 AK9 11/15/16 18,787,448 17,385,008 1,402,440 223,549 DY1 8-3/4 AL7 05/15/17 15,559,169 8,549,310 7,009,859 641,860 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,722,343 3,246,015 462,770 EA2 9-1/8 AN3 05/15/18 6,717,439 2,761,738 3,955,701 200,400 EB0 9 AP8 11/15/18 7,174,470 2,907,411 4,267,059 286,600 EC8 8-7/8 AQ6 02/15/19 13,090,498 8,195,383 4,895,115 1,055,584 ED6 8-1/8 AR4 08/15/19 18,940,932 17,555,393 1,385,539 179,060 EE4 8-1/2 AS2 02/15/20 9,476,268 6,594,835 2,881,433 283,800 EF1 8-3/4 AT0 05/15/20 7,582,183 3,419,914 4,162,269 572,280 EG9 8-3/4 AU7 08/15/20 17,059,306 8,993,770 8,065,536 1,423,721 EH7 7-7/8 AV5 02/15/21 10,075,573 9,039,183 1,036,390 172,200 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,731,219 5,335,569 435,000 EK0 8-1/8 AX1 08/15/21 9,506,382 7,177,632 2,328,750 372,400 EL8 8 AY9 11/15/21 30,632,194 15,724,496 14,907,698 1,605,375 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,297,980 829,810 119,000 EN4 7-5/8 BA0 11/15/22 7,423,626 4,183,882 3,239,744 410,200 EP9 7-1/8 BB8 02/15/23 15,782,061 10,569,847 5,212,214 369,000 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,340,780 3,318,264 76,000 ES3 7-1/2 BD4 11/15/24 9,604,162 3,598,064 6,006,098 427,760 ET1 7-5/8 BE2 02/15/25 9,509,170 3,370,369 6,138,801 278,800 EV6 6-7/8 BF9 08/15/25 11,187,207 6,839,985 4,347,222 364,480 EW4 6 BG7 02/15/26 12,837,916 11,981,457 856,459 166,500 EX2 6-3/4 BH5 08/15/26 8,810,418 5,651,635 3,158,783 0 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,585,565 6,274,612 300,200 EZ7 6-5/8 BK8 02/15/27 9,521,971 5,549,714 3,972,257 64,400 FA1 6-3/8 BL6 08/15/27 9,196,756 6,451,826 2,744,930 211,000 FB9 6-1/8 BM4 11/15/27 22,021,339 9,138,486 12,882,853 779,600 FE3 5-1/2 BP7 08/15/28 11,776,201 10,547,701 1,228,500 194,000 FF0 5-1/4 BV4 11/15/28 10,947,052 10,062,522 884,530 7,800 FG8 5-1/4 BW2 02/15/29 11,350,341 10,938,945 411,396 52,200 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,394,780 783,800 50,400 FM5 6-1/4 CH4 05/15/30 17,043,162 16,221,522 821,640 44,704 FP8 5-3/8 CK7 02/15/31 16,427,648 16,212,248 215,400 0 Total Treasury Bonds............... 499,889,485 353,231,441 146,658,044 13,426,742 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 18,001,276 18,001,276 0 0 3T7 A 3-5/8 CL9 01/15/08 18,833,979 18,721,949 112,030 0 4Y5 A 3-7/8 DN4 01/15/09 17,549,885 17,549,885 0 0 5W8 A 4-1/4 EK9 01/15/10 12,178,526 12,178,526 0 0 6R8 A 3-1/2 GA9 01/15/11 11,439,977 11,439,977 0 0 7J5 A 3-3/8 GT8 01/15/12 6,120,106 6,120,106 0 0 912828 AF7 C 3 HC4 07/15/12 17,126,287 17,126,287 0 0 Total Inflation-Indexed Notes...... 101,250,037 101,138,007 112,030 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,781,048 18,775,452 5,595 0 FH6 3-7/8 CF8 04/15/29 21,465,311 21,327,691 137,620 0 FQ6 3-3/8 CL5 04/15/32 5,110,776 5,110,776 0 0 Total Inflation-Indexed Bonds...... 45,357,135 45,213,919 143,215 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, NOVEMBER 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 3S9 Q 5-5/8 912820 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 13,086,240 14,400 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 21,491,632 2,071,059 24,000 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 14,134,492 38,400 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 13,021,843 110,400 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 13,078,779 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 16,000,070 3,200 0 L83 B 5-3/4 BG1 08/15/03 28,011,028 25,173,125 2,837,903 70,831 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 17,068,850 1,556,935 52,200 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 12,085,322 869,755 14,694 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 13,389,135 1,051,237 21,617 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 11,117,183 2,229,284 47,404 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 34,655,535 34,655,535 0 0 AM2 T 2-1/8 HJ9 10/31/04 32,439,549 32,439,549 0 0 912827 R87 D 7-7/8 BL0 11/15/04 14,373,760 14,364,360 9,400 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 13,211,874 622,880 33,600 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 28,419,170 143,200 14,600 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 14,573,545 636,375 48,800 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,771,597 291,200 33,600 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 14,868,322 1,147,153 24,800 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 22,594,446 146,000 10,000 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 34,412,343 967,786 50,572 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,372,675 731,003 24,132 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,520,673 1,437,513 5,408 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 23,444,039 2,192,764 67,200 912828 AH3 F 3-1/4 HE0 08/15/07 25,410,844 25,410,844 0 0 AN0 G 3 HK6 11/15/07 23,311,319 23,039,919 271,400 0 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,273,256 310,156 0 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,123,641 67,320 2,550 4V1 D 4-3/4 DK0 11/15/08 25,083,125 25,011,233 71,892 156 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,745,490 49,300 400 5N8 C 6 EA1 08/15/09 27,399,894 26,844,656 555,238 3,700 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,302,309 53,400 400 6J6 C 5-3/4 FT9 08/15/10 22,437,594 22,437,094 500 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 26,578,096 57,220 0 7L0 B 4-7/8 GV3 02/15/12 24,779,838 24,774,238 5,600 0 912828 AJ9 D 4-3/8 HF7 08/15/12 19,647,976 19,647,976 0 0 AP5 E 4 HL4 11/15/12 18,112,742 18,112,742 0 0 Total Treasury Notes............... 1,541,631,042 1,519,942,489 21,688,553 550,664 Grand Total................................................ 2,188,127,698 2,019,525,856 168,601,842 13,977,406