TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2003 Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month 17 Outstanding Unstripped Form Stripped Form Treasury Bonds: CUSIP: Interest Rate: 912810 DM7 11-5/8 912803 AB9 11/15/04 8,301,806 4,736,988 3,564,818 1,015,800 DQ8 12 AD5 05/15/05 4,260,758 2,055,830 2,204,928 96,147 DR6 10-3/4 AG8 08/15/05 9,269,713 5,781,666 3,488,047 38,205 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,238,909 517,007 83,040 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,794,162 3,221,122 0 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 9,214,259 1,306,040 393,560 DS4 10-5/8 AC7 08/15/15 4,023,916 3,274,755 749,161 127,440 DT2 9-7/8 AE3 11/15/15 5,584,859 3,173,573 2,411,286 102,400 DV7 9-1/4 AF0 02/15/16 5,431,754 4,923,594 508,160 363,200 DW5 7-1/4 AH6 05/15/16 18,823,551 18,245,738 577,813 125,600 DX3 7-1/2 AK9 11/15/16 18,787,448 16,745,848 2,041,600 177,360 DY1 8-3/4 AL7 05/15/17 15,559,169 8,763,430 6,795,739 546,200 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,675,143 3,293,215 602,200 EA2 9-1/8 AN3 05/15/18 6,717,439 2,728,538 3,988,901 140,800 EB0 9 AP8 11/15/18 7,174,470 2,826,994 4,347,476 119,900 EC8 8-7/8 AQ6 02/15/19 13,090,498 8,657,383 4,433,115 757,200 ED6 8-1/8 AR4 08/15/19 18,940,932 17,751,232 1,189,700 323,720 EE4 8-1/2 AS2 02/15/20 9,476,268 6,684,635 2,791,633 222,600 EF1 8-3/4 AT0 05/15/20 7,582,183 3,440,290 4,141,893 171,420 EG9 8-3/4 AU7 08/15/20 17,059,306 8,639,210 8,420,096 873,600 EH7 7-7/8 AV5 02/15/21 10,075,573 8,962,183 1,113,390 175,000 EJ3 8-1/8 AW3 05/15/21 10,066,788 5,403,541 4,663,247 744,571 EK0 8-1/8 AX1 08/15/21 9,506,382 7,011,352 2,495,030 91,160 EL8 8 AY9 11/15/21 30,632,194 15,219,621 15,412,573 1,235,700 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,149,780 978,010 20,800 EN4 7-5/8 BA0 11/15/22 7,423,626 3,719,358 3,704,268 381,200 EP9 7-1/8 BB8 02/15/23 15,782,061 10,445,847 5,336,214 123,200 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,379,701 3,279,343 107,200 ES3 7-1/2 BD4 11/15/24 9,604,162 3,326,464 6,277,698 205,680 ET1 7-5/8 BE2 02/15/25 9,509,170 3,411,729 6,097,441 156,800 EV6 6-7/8 BF9 08/15/25 11,187,207 6,891,910 4,295,297 538,685 EW4 6 BG7 02/15/26 12,837,916 11,695,157 1,142,759 31,200 EX2 6-3/4 BH5 08/15/26 8,810,418 5,835,975 2,974,443 115,540 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,421,765 6,438,412 287,600 EZ7 6-5/8 BK8 02/15/27 9,521,971 5,512,914 4,009,057 430,400 FA1 6-3/8 BL6 08/15/27 9,196,756 6,706,226 2,490,530 315,200 FB9 6-1/8 BM4 11/15/27 22,021,339 9,248,919 12,772,420 483,600 FE3 5-1/2 BP7 08/15/28 11,776,201 10,496,801 1,279,400 47,900 FF0 5-1/4 BV4 11/15/28 10,947,052 10,118,322 828,730 67,400 FG8 5-1/4 BW2 02/15/29 11,350,341 10,528,745 821,596 25,200 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,091,230 1,087,350 45,050 FM5 6-1/4 CH4 05/15/30 17,043,162 16,176,278 866,884 67,572 FP8 5-3/8 CK7 02/15/31 16,427,648 16,212,248 215,400 0 Total Treasury Bonds............... 499,889,485 351,318,243 148,571,242 11,977,050 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 18,032,004 18,032,004 0 0 3T7 A 3-5/8 CL9 01/15/08 18,866,258 18,754,036 112,222 0 4Y5 A 3-7/8 DN4 01/15/09 17,579,941 17,579,941 0 0 5W8 A 4-1/4 EK9 01/15/10 12,199,357 12,199,357 0 0 6R8 A 3-1/2 GA9 01/15/11 11,459,559 11,459,559 0 0 7J5 A 3-3/8 GT8 01/15/12 6,130,613 6,130,613 0 0 912828 AF7 C 3 HC4 07/15/12 23,209,856 23,209,856 0 0 Total Inflation-Indexed Notes...... 107,477,587 107,365,365 112,222 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,813,104 18,807,499 5,605 0 FH6 3-7/8 CF8 04/15/29 21,501,966 21,364,111 137,855 0 FQ6 3-3/8 CL5 04/15/32 5,119,547 5,119,547 0 0 Total Inflation-Indexed Bonds...... 45,434,617 45,291,157 143,460 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, JANUARY 31, 2003 -- Continued Corpus Amount Outstanding in Thousands Loan Description STRIP Maturity Date Reconstituted CUSIP Total Portion Held inPortion Held in This Month 17 Outstanding Unstripped Form Stripped Form Treasury Notes: CUSIP: Series: Interest Rate: 912827 J78 A 6-1/4 912820 BF3 02/15/03 23,562,691 21,568,365 1,994,326 324,792 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 14,132,092 40,800 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 12,532,448 40,800 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 13,077,179 49,600 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 25,136,062 2,874,966 160,200 4N9 J 5-1/4 DE4 08/15/03 19,852,263 19,782,663 69,600 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 16,958,390 1,667,395 4,300 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 12,030,593 924,484 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 13,378,335 1,062,037 14,000 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 11,110,796 2,235,671 24,700 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 0 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 33,203,363 33,203,363 0 0 AS9 G 1-5/8 HP5 01/31/05 33,838,032 33,838,032 0 0 912827 S86 A 7-1/2 BM8 02/15/05 13,834,754 13,183,835 650,919 105,440 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 28,491,170 71,200 72,000 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 14,488,568 721,352 17,000 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,392,197 670,600 8,600 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 14,930,834 1,084,641 55,529 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 22,602,446 138,000 8,000 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 34,517,243 862,886 186,000 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,423,640 680,038 64,608 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,558,073 1,400,113 28,600 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 23,438,511 2,198,292 11,200 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 22,472,039 839,280 439,800 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,197,191 386,221 5,000 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,124,041 66,920 0 4V1 D 4-3/4 DK0 11/15/08 25,083,125 24,950,333 132,792 0 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,731,490 63,300 4,000 5N8 C 6 EA1 08/15/09 27,399,894 26,861,781 538,113 0 5Z1 B 6-1/2 EM5 02/15/10 23,355,709 23,352,309 3,400 0 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 23,427,289 9,040 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 24,772,238 7,600 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............... 1,586,116,053 1,563,963,067 22,152,986 1,571,369 Grand Total................................................ 2,238,917,742 2,067,937,832 170,979,910 13,548,419