TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 28, 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 4,807,388 3,494,418 624,000 DQ8 12 AD5 05/15/05 4,260,758 2,073,930 2,186,828 94,500 DR6 10-3/4 AG8 08/15/05 9,269,713 5,877,566 3,392,147 136,000 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,243,909 512,007 5,400 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,770,146 3,245,138 0 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,815,899 1,704,400 203,520 DS4 10-5/8 AC7 08/15/15 4,023,916 3,339,795 684,121 166,320 DT2 9-7/8 AE3 11/15/15 5,584,859 3,148,773 2,436,086 37,600 DV7 9-1/4 AF0 02/15/16 5,431,754 5,037,594 394,160 150,400 DW5 7-1/4 AH6 05/15/16 18,823,551 18,287,338 536,213 56,800 DX3 7-1/2 AK9 11/15/16 18,787,448 17,291,208 1,496,240 545,360 DY1 8-3/4 AL7 05/15/17 15,559,169 8,493,830 7,065,339 241,480 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,639,343 3,329,015 124,600 EA2 9-1/8 AN3 05/15/18 6,717,439 2,836,738 3,880,701 140,200 EB0 9 AP8 11/15/18 7,174,470 2,886,994 4,287,476 125,400 EC8 8-7/8 AQ6 02/15/19 13,090,498 8,317,583 4,772,915 75,400 ED6 8-1/8 AR4 08/15/19 18,940,932 17,791,842 1,149,090 522,410 EE4 8-1/2 AS2 02/15/20 9,476,268 6,625,835 2,850,433 64,000 EF1 8-3/4 AT0 05/15/20 7,582,183 3,384,930 4,197,253 87,520 EG9 8-3/4 AU7 08/15/20 17,059,306 9,205,570 7,853,736 930,720 EH7 7-7/8 AV5 02/15/21 10,075,573 8,922,583 1,152,990 210,000 EJ3 8-1/8 AW3 05/15/21 10,066,788 5,028,101 5,038,687 290,000 EK0 8-1/8 AX1 08/15/21 9,506,382 6,677,512 2,828,870 50,880 EL8 8 AY9 11/15/21 30,632,194 16,215,596 14,416,598 2,097,575 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,007,610 1,120,180 124,800 EN4 7-5/8 BA0 11/15/22 7,423,626 3,559,558 3,864,068 8,000 EP9 7-1/8 BB8 02/15/23 15,782,061 10,470,047 5,312,014 231,200 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,213,501 3,445,543 70,600 ES3 7-1/2 BD4 11/15/24 9,604,162 3,501,864 6,102,298 257,200 ET1 7-5/8 BE2 02/15/25 9,509,170 3,384,529 6,124,641 83,400 EV6 6-7/8 BF9 08/15/25 11,187,207 6,846,070 4,341,137 600,560 EW4 6 BG7 02/15/26 12,837,916 11,713,257 1,124,659 213,300 EX2 6-3/4 BH5 08/15/26 8,810,418 5,937,575 2,872,843 247,400 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,044,365 6,815,812 135,200 EZ7 6-5/8 BK8 02/15/27 9,521,971 5,723,714 3,798,257 387,200 FA1 6-3/8 BL6 08/15/27 9,196,756 6,877,026 2,319,730 174,000 FB9 6-1/8 BM4 11/15/27 22,021,339 9,048,275 12,973,064 466,400 FE3 5-1/2 BP7 08/15/28 11,776,201 10,448,801 1,327,400 50,200 FF0 5-1/4 BV4 11/15/28 10,947,052 10,079,322 867,730 45,800 FG8 5-1/4 BW2 02/15/29 11,350,341 10,337,045 1,013,296 800 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,068,830 1,109,750 23,400 FM5 6-1/4 CH4 05/15/30 17,043,162 16,196,722 846,440 132,636 FP8 5-3/8 CK7 02/15/31 16,427,648 16,213,848 213,800 1,600 Total Treasury Bonds............... 499,889,485 351,391,962 148,497,523 10,233,781 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 17,993,712 17,993,712 0 0 3T7 A 3-5/8 CL9 01/15/08 18,826,078 18,714,095 111,983 0 4Y5 A 3-7/8 DN4 01/15/09 17,542,570 17,542,570 0 0 5W8 A 4-1/4 EK9 01/15/10 12,173,432 12,173,432 0 0 6R8 A 3-1/2 GA9 01/15/11 11,435,247 11,435,247 0 0 7J5 A 3-3/8 GT8 01/15/12 6,117,584 6,117,584 0 0 912828 AF7 C 3 HC4 07/15/12 23,160,411 23,160,411 0 0 Total Inflation-Indexed Notes...... 107,249,033 107,137,050 111,983 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,773,159 18,767,567 5,593 0 FH6 3-7/8 CF8 04/15/29 21,456,343 21,318,780 137,563 0 FQ6 3-3/8 CL5 04/15/32 5,108,670 5,108,670 0 0 Total Inflation-Indexed Bonds...... 45,338,173 45,195,017 143,155 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, FEBRUARY 28, 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 4B5 E 5-1/2 912820 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 13,021,043 111,200 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 24,753,838 3,257,190 57,400 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 22,670,682 4,800 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 16,932,758 1,693,027 20,940 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 11,882,826 1,072,251 18,800 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 13,381,735 1,058,637 3,800 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 11,110,896 2,235,571 23,500 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 33,837,134 33,837,134 0 0 912827 S86 A 7-1/2 BM8 02/15/05 13,834,754 13,176,907 657,847 29,040 912828 AV2 H 1-1/2 HS9 02/28/05 35,334,191 35,334,191 0 0 912827 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 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 14,514,353 695,567 59,400 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,441,997 620,800 49,800 W81 A 5-5/8 BR7 02/15/06 15,513,587 15,506,827 6,760 1,000 X80 B 6-7/8 BS5 05/15/06 16,015,475 14,923,154 1,092,321 16,320 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 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 34,433,243 946,886 5,600 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,455,316 648,362 53,084 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,571,073 1,387,113 22,400 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 23,424,416 2,212,387 6,400 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 22,850,399 460,920 550,800 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,180,191 403,221 0 912828 AT7 E 3 HQ3 02/15/08 27,489,215 27,489,215 0 0 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,124,521 66,440 1,280 4V1 D 4-3/4 DK0 11/15/08 25,083,125 24,932,093 151,032 0 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,731,490 63,300 0 5N8 C 6 EA1 08/15/09 27,399,894 26,821,781 578,113 2,400 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 23,426,289 10,040 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 24,770,238 9,600 0 912828 AJ9 D 4-3/8 HF7 08/15/12 19,647,976 19,647,176 800 0 AP5 E 4 HL4 11/15/12 18,112,742 18,112,542 200 0 AU4 A 3-7/8 HR1 02/15/13 19,498,396 19,498,196 200 0 Total Treasury Notes............... 1,616,518,817 1,596,563,512 19,955,305 921,964 Grand Total................................................ 2,268,995,508 2,100,287,541 168,707,966 11,155,745