TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MARCH 31, 2003 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 4,831,588 3,470,218 665,800 DQ8 12 AD5 05/15/05 4,260,758 2,069,530 2,191,228 12,400 DR6 10-3/4 AG8 08/15/05 9,269,713 5,878,480 3,391,233 11,300 DU9 9-3/8 AJ2 02/15/06 4,755,916 4,235,709 520,207 11,200 DN5 11-3/4 912800 AA7 11/15/14 5,015,284 1,756,046 3,259,238 73,900 DP0 11-1/4 912803 AA1 02/15/15 10,520,299 8,810,409 1,709,890 295,040 DS4 10-5/8 AC7 08/15/15 4,023,916 3,291,755 732,161 5,400 DT2 9-7/8 AE3 11/15/15 5,584,859 3,103,673 2,481,186 0 DV7 9-1/4 AF0 02/15/16 5,431,754 4,999,194 432,560 60,400 DW5 7-1/4 AH6 05/15/16 18,823,551 17,878,338 945,213 181,000 DX3 7-1/2 AK9 11/15/16 18,787,448 17,202,368 1,585,080 199,640 DY1 8-3/4 AL7 05/15/17 15,559,169 8,175,340 7,383,829 345,520 DZ8 8-7/8 AM5 08/15/17 10,968,358 7,662,943 3,305,415 192,400 EA2 9-1/8 AN3 05/15/18 6,717,439 2,938,246 3,779,193 243,600 EB0 9 AP8 11/15/18 7,174,470 2,929,329 4,245,141 156,800 EC8 8-7/8 AQ6 02/15/19 13,090,498 8,189,883 4,900,615 627,800 ED6 8-1/8 AR4 08/15/19 18,940,932 17,202,192 1,738,740 285,430 EE4 8-1/2 AS2 02/15/20 9,476,268 6,598,635 2,877,633 168,800 EF1 8-3/4 AT0 05/15/20 7,582,183 3,503,940 4,078,243 242,610 EG9 8-3/4 AU7 08/15/20 17,059,306 8,356,000 8,703,306 301,440 EH7 7-7/8 AV5 02/15/21 10,075,573 8,830,983 1,244,590 296,800 EJ3 8-1/8 AW3 05/15/21 10,066,788 4,865,541 5,201,247 262,720 EK0 8-1/8 AX1 08/15/21 9,506,382 6,817,632 2,688,750 448,640 EL8 8 AY9 11/15/21 30,632,194 17,006,971 13,625,223 1,710,875 EM6 7-1/4 AZ6 08/15/22 10,127,790 9,023,610 1,104,180 387,200 EN4 7-5/8 BA0 11/15/22 7,423,626 3,647,758 3,775,868 278,400 EP9 7-1/8 BB8 02/15/23 15,782,061 10,322,697 5,459,364 180,650 EQ7 6-1/4 BC6 08/15/23 22,659,044 19,315,525 3,343,519 132,024 ES3 7-1/2 BD4 11/15/24 9,604,162 3,914,944 5,689,218 460,120 ET1 7-5/8 BE2 02/15/25 9,509,170 3,549,329 5,959,841 285,400 EV6 6-7/8 BF9 08/15/25 11,187,207 6,775,950 4,411,257 126,040 EW4 6 BG7 02/15/26 12,837,916 11,737,457 1,100,459 66,800 EX2 6-3/4 BH5 08/15/26 8,810,418 5,668,375 3,142,043 167,400 EY0 6-1/2 BJ1 11/15/26 10,860,177 4,134,065 6,726,112 380,900 EZ7 6-5/8 BK8 02/15/27 9,521,971 5,292,114 4,229,857 119,400 FA1 6-3/8 BL6 08/15/27 9,196,756 6,898,026 2,298,730 144,000 FB9 6-1/8 BM4 11/15/27 22,021,339 9,259,675 12,761,664 662,000 FE3 5-1/2 BP7 08/15/28 11,776,201 10,444,801 1,331,400 78,400 FF0 5-1/4 BV4 11/15/28 10,947,052 10,080,122 866,930 43,800 FG8 5-1/4 BW2 02/15/29 11,350,341 10,348,145 1,002,196 120,200 FJ2 6-1/8 CG6 08/15/29 11,178,580 10,050,030 1,128,550 2,000 FM5 6-1/4 CH4 05/15/30 17,043,162 15,972,766 1,070,396 15,776 FP8 5-3/8 CK7 02/15/31 16,427,648 16,213,848 213,800 0 Total Treasury Bonds............... 499,889,485 349,783,962 150,105,523 10,450,025 Treasury Inflation-Indexed Notes: CUSIP: Series: Interest Rate: 912827 2M3 A 3-3/8 912820 BV9 01/15/07 18,069,350 18,069,350 0 0 3T7 A 3-5/8 CL9 01/15/08 18,905,260 18,792,806 112,454 0 4Y5 A 3-7/8 DN4 01/15/09 17,616,198 17,616,198 0 0 5W8 A 4-1/4 EK9 01/15/10 12,224,602 12,224,602 0 0 6R8 A 3-1/2 GA9 01/15/11 11,483,211 11,483,211 0 0 7J5 A 3-3/8 GT8 01/15/12 6,143,222 6,143,222 0 0 912828 AF7 C 3 HC4 07/15/12 23,257,545 23,257,545 0 0 Total Inflation-Indexed Notes...... 107,699,390 107,586,936 112,454 0 Treasury Inflation-Indexed Bonds: CUSIP: Interest Rate: 912810 FD5 3-5/8 912803 BN2 04/15/28 18,852,042 18,846,425 5,616 0 FH6 3-7/8 CF8 04/15/29 21,546,419 21,408,279 138,140 0 FQ6 3-3/8 CL5 04/15/32 5,130,123 5,130,123 0 0 Total Inflation-Indexed Bonds...... 45,528,583 45,384,827 143,756 0 TABLE V - HOLDINGS OF TREASURY SECURITIES IN STRIPPED FORM, MARCH 31, 2003 -- 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 AD1 F 5-3/4 912820 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 24,796,599 3,214,429 112,200 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 22,670,682 4,800 0 7E6 V 2-3/4 GP6 10/31/03 25,147,960 25,142,360 5,600 0 4U3 K 4-1/4 DJ3 11/15/03 18,625,785 16,828,058 1,797,727 15,400 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 11,838,186 1,116,891 141,800 5A6 E 4-3/4 DQ7 02/15/04 17,823,228 17,811,228 12,000 96,000 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 13,378,631 1,061,741 8,500 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 11,055,496 2,290,971 2,400 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 33,837,124 33,837,124 0 0 912827 S86 A 7-1/2 BM8 02/15/05 13,834,754 13,174,787 659,967 6,720 912828 AV2 H 1-1/2 HS9 02/28/05 35,331,909 35,331,909 0 0 AW0 J 1-5/8 HT7 03/31/05 35,213,483 35,213,483 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 14,488,153 721,767 44,400 6N7 F 5-3/4 FX0 11/15/05 28,062,797 27,521,997 540,800 80,000 W81 A 5-5/8 BR7 02/15/06 15,513,587 15,506,827 6,760 0 X80 B 6-7/8 BS5 05/15/06 16,015,475 14,909,714 1,105,761 0 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 22,596,446 144,000 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 34,521,099 859,030 118,656 2J0 B 6-1/4 BW6 02/15/07 13,103,678 12,498,132 605,546 69,816 2U5 C 6-5/8 BX4 05/15/07 13,958,186 12,570,673 1,387,513 52,800 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 23,453,216 2,183,587 28,800 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 22,860,835 450,484 180,280 912827 3X8 B 5-1/2 CQ8 02/15/08 13,583,412 13,077,991 505,421 3,200 912828 AT7 E 3 HQ3 02/15/08 27,489,260 27,475,060 14,200 0 912827 4F6 C 5-5/8 CY1 05/15/08 27,190,961 27,011,401 179,560 0 4V1 D 4-3/4 DK0 11/15/08 25,083,125 24,803,333 279,792 10,000 5G3 B 5-1/2 DV6 05/15/09 14,794,790 14,732,390 62,400 900 5N8 C 6 EA1 08/15/09 27,399,894 26,895,113 504,781 74,500 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 23,425,289 11,040 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............... 1,622,882,308 1,602,715,420 20,166,888 1,046,372 Grand Total................................................ 2,275,999,766 2,105,471,145 170,528,621 11,496,397