TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 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 4,803,988 3,497,818 23,600 DQ8 12 AD5 05/15/05 4,260,758 1,983,130 2,277,628 32,400 DR6 10-3/4 AG8 08/15/05 9,269,713 5,838,661 3,431,052 0 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,215,085 540,831 2,600 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,842,345 3,172,939 75,200 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 9,118,659 1,401,640 466,610 DS4 10-5/8 AC7 08/15/15 4,023,916 3,325,555 698,361 91,920 DT2 9-7/8 AE3 11/15/15 5,584,859 3,411,173 2,173,686 206,400 DV7 9-1/4 AF0 02/15/16 5,431,754 4,830,394 601,360 130,780 DW5 7-1/4 AH6 05/15/16 18,823,551 18,202,538 621,013 167,000 DX3 7-1/2 AK9 11/15/16 18,787,448 17,156,528 1,630,920 88,000 DY1 8-3/4 AL7 05/15/17 15,559,169 8,458,030 7,101,139 223,760 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,420,143 3,548,215 57,800 EA2 9-1/8 AN3 05/15/18 6,717,439 2,722,138 3,995,301 179,600 EB0 9 AP8 11/15/18 7,174,470 2,966,094 4,208,376 327,361 EC8 8-7/8 AQ6 02/15/19 13,090,498 8,196,183 4,894,315 886,200 ED6 8-1/8 AR4 08/15/19 18,940,932 17,832,152 1,108,780 481,799 EE4 8-1/2 AS2 02/15/20 9,476,268 6,590,035 2,886,233 286,000 EF1 8-3/4 AT0 05/15/20 7,582,183 3,539,250 4,042,933 253,816 EG9 8-3/4 AU7 08/15/20 17,059,306 9,271,410 7,787,896 827,960 EH7 7-7/8 AV5 02/15/21 10,075,573 8,970,383 1,105,190 51,200 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,808,330 5,258,458 196,960 EK0 8-1/8 AX1 08/15/21 9,506,382 7,023,432 2,482,950 123,840 EL8 8 AY9 11/15/21 30,632,194 15,791,046 14,841,148 1,322,365 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,404,980 722,810 199,400 EN4 7-5/8 BA0 11/15/22 7,423,626 4,010,838 3,412,788 117,800 EP9 7-1/8 BB8 02/15/23 15,782,061 10,538,647 5,243,414 232,800 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,379,701 3,279,343 182,840 ES3 7-1/2 BD4 11/15/24 9,604,162 3,364,224 6,239,938 395,000 ET1 7-5/8 BE2 02/15/25 9,509,170 3,463,529 6,045,641 171,800 EV6 6-7/8 BF9 08/15/25 11,187,207 6,574,025 4,613,182 415,160 EW4 6 BG7 02/15/26 12,837,916 11,682,457 1,155,459 60,100 EX2 6-3/4 BH5 08/15/26 8,810,418 5,877,235 2,933,183 230,200 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,393,765 6,466,412 148,900 EZ7 6-5/8 BK8 02/15/27 9,521,971 5,298,514 4,223,457 185,600 FA1 6-3/8 BL6 08/15/27 9,196,756 6,575,026 2,621,730 267,200 FB9 6-1/8 BM4 11/15/27 22,021,339 9,395,319 12,626,020 1,055,233 FE3 5-1/2 BP7 08/15/28 11,776,201 10,670,801 1,105,400 133,300 FF0 5-1/4 BV4 11/15/28 10,947,052 10,082,522 864,530 49,600 FG8 5-1/4 BW2 02/15/29 11,350,341 10,886,245 464,096 61,000 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,305,780 872,800 14,400 FM5 6-1/4 CH4 05/15/30 17,043,162 16,127,906 915,256 34,000 FP8 5-3/8 CK7 02/15/31 16,427,648 16,212,248 215,400 0 Total Treasury Bonds............... 499,889,485 352,560,444 147,329,041 10,457,504 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 18,031,058 18,031,058 0 0 3T7 A 3-5/8 CL9 01/15/08 18,865,249 18,753,033 112,216 0 4Y5 A 3-7/8 DN4 01/15/09 17,578,987 17,578,987 0 0 5W8 A 4-1/4 EK9 01/15/10 12,198,790 12,198,790 0 0 6R8 A 3-1/2 GA9 01/15/11 11,459,009 11,459,009 0 0 7J5 A 3-3/8 GT8 01/15/12 6,130,253 6,130,253 0 0 912828 AF7 C 3 HC4 07/15/12 17,154,650 17,154,650 0 0 Total Inflation-Indexed Notes...... 101,417,996 101,305,780 112,216 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,812,097 18,806,493 5,604 0 FH6 3-7/8 CF8 04/15/29 21,500,796 21,362,948 137,848 0 FQ6 3-3/8 CL5 04/15/32 5,119,246 5,119,246 0 0 Total Inflation-Indexed Bonds...... 45,432,139 45,288,687 143,452 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, DECEMBER 31, 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 3V2 C 5-1/2 912820 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 21,471,731 2,090,960 42,800 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 12,534,048 39,200 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 25,083,562 2,927,466 41,000 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 22,673,882 1,600 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 16,992,090 1,633,695 800 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 12,098,393 856,684 32,200 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 13,380,735 1,059,637 193,000 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 11,123,696 2,222,771 15,600 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 34,655,535 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 14,365,760 8,000 1,400 5S7 H 5-7/8 EE3 11/15/04 32,658,145 32,658,145 0 0 912828 AQ3 U 2 HM2 11/30/04 32,871,320 32,871,320 0 0 AR1 V 1-3/4 HN0 12/31/04 33,204,780 33,204,780 0 0 912827 S86 A 7-1/2 BM8 02/15/05 13,834,754 13,184,335 650,419 39,600 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 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 14,568,968 640,952 14,600 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,749,197 313,600 25,600 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 14,875,305 1,140,170 6,983 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 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 34,517,443 862,686 166,600 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,469,240 634,438 109,397 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,557,073 1,401,113 69,400 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 23,443,311 2,193,492 109,600 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 22,575,719 735,600 21,200 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,193,191 390,221 31,200 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,124,041 66,920 400 4V1 D 4-3/4 DK0 11/15/08 25,083,125 25,011,093 72,032 0 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,742,490 52,300 0 5N8 C 6 EA1 08/15/09 27,399,894 26,861,781 538,113 70,025 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,352,309 3,400 50,000 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 23,428,289 8,040 240 7B2 C 5 GL5 08/15/11 26,635,316 26,628,096 7,220 50,000 7L0 B 4-7/8 GV3 02/15/12 24,779,838 24,773,238 6,600 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 18,112,542 200 0 Total Treasury Notes............... 1,580,832,682 1,559,138,973 21,693,709 1,091,645 Grand Total................................................ 2,227,572,302 2,058,293,884 169,278,418 11,549,149