Tel: (212) 412-250

Fax: (212) 412-105
US$ Spread Product

Amount
(000s)

Moody's

S&P

Issue

Ticker

Coupon

Maturity

Spread

WFC
MEL
COF
MWD
GM
BSC
AEGON
C
CMS
LEH
JPM
C
AIG
DVN
FE
ABS
DIS
VOD
KR
KMP
WY
AOL
HSBC
CIT
WY
CNP
GM
WB
KMB
CMCSA
F
ONE
CIT
CMCSA
CAG
CMCSA
F
CIT
FRTEL
SWY
BSC
DELBB
PEG
IR

5.38
5.75
7.25
5.63
6.38
6.15
7.5
7.13
6.13
6.63
5.75
5.8
6.25
8.05
7.67
6.55
7.3
7.63
7.38
8.000
5.5
5.63
8
6.6
6.43
8.13
7.5
7.45
4.5
8
7.6
7.63
7.25
8.88
9.88
6.38
6.88
4.13
7.200
6.15
3
7.38
6.63
6.25

9/30/03
11/15/03
12/1/03
1/20/04
1/30/04
3/2/04
3/15/04
3/15/04
3/15/04
4/1/04
4/15/04
4/20/04
6/2/04
6/15/04
7/1/04
8/1/04
2/8/05
2/15/05
3/1/05
3/15/05
3/15/05
5/1/05
5/9/05
5/15/05
7/12/05
7/15/05
7/15/05
7/15/05
7/30/05
8/1/05
8/1/05
8/1/05
8/15/05
9/15/05
11/15/05
1/30/06
2/1/06
2/21/06
3/1/06
3/1/06
3/30/06
4/15/06
4/15/06
5/15/06

EDSFFLAT
EDSF-1
EDSF+155
EDSF-1
EDSF+90
EDSF+3
EDSF+25
EDSF-2
$102.75
EDSFFLAT
EDSF-1
EDSF-3
EDSF+10
EDSF+50
L+40
L+40
+70
+28
+93
+80
+75
+108
+52
+115
+125
+200
+230
+43
+25
+125
$105.75
+39
+115
+150
+95
+120
$104
+115
+80
+120
+50
$106
+90
+57

Benchmark

CORPORATES
1,221
1,500
123
213
3,405
13
5,600
950
2,625
6,207
2,500
7,338
500
1,750
565
1,500
1,767
4,000
10
1,000
5,000
2,500
1,000
800
485
1,150
2,000
1,985
9,000
3,350
1,285
1,470
1,000
75
7,533
1,000
4,280
5,000
5,325
5,000
4,000
5,000
1,000

Aa2
A1
Baa3
Aa3
A2 /*A2
A3
Aa2
Ba2
A2
A1
Aa1
Aaa
Baa3
Baa2
Baa1
Baa1
A2
Baa3
Baa1
Baa2
Baa1
A2 /*+
A2
Baa2
Ba1
A2 /*Aa3
Aa2
Baa3
A3
Aa3
A2
Baa3
Baa1
Baa3
A3
A2
Baa3
Baa2
A2
Ba1
Baa1
A3

A+
A+
BB+
A+
BBB
A
BBB+
A+
BB(*+)
A
A+
AAAAA
BBB
BBB
BBB+
BBB+ /*A
BBBBBB+
BBB
BBB+ /*A
A
NA
BBB
BBB
A
AA /*BBB
BBB
A
A
BBB
BBB+
BBB
BBB
A
BBB-(*+)
BBB
A
BB+
BBB
BBB+

NORWEST FINL INC
MELLON FINANCIAL
CAPITAL ONE FINL
MORGAN ST DEAN W
GMAC
BEAR STEARNS CO
TRANSAMERICA FIN
CITICORP
CMS PANHANDLE HLDG CO
LEHMAN BROS HLDG
CHASE MANHAT CRP
ASSOC CORP NA
AIG SUNAMERICA
SANTA FE SNYDER
CLEVE ELEC/TOLEDO EDISON
ALBERTSON'S INC
DISNEY (WALT) CO
VODAFON AIRTOUCH
FRED MEYER INC
KINDER MORGAN ENER PART
WEYERHAEUSER CO
AOL TIME WARNER
HOUSEHOLD FIN CO
AT&T CAP CORP
WEYERHAEUSER CO
RELIANT ENERGY RESOURCES
GMAC
WACHOVIA CORP
KIMBERLY-CLARK
TCI COMMUN INC
FORD MOTOR CRED
BANK ONE CORP
CIT GROUP INC
CONTINENTAL CABLEVISION
CONAGRA INC
COMCAST CABLE
FORD MOTOR CRED
CIT GROUP INC
FRANCE TELECOM
SAFEWAY INC
BEAR STEARNS CO
DELHAIZE AMERICA
PSEG POWER LLC
INGERSOLL-RAND

Page 1

T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 6 3/4 05/15/05
T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 1 5/8 04/30/05
T 6 1/2 08/15/05
T 6 1/2 08/15/05
T 6 1/2 08/15/05
T 1 5/8 04/30/05
T 5 3/4 11/15/05
T 5 5/8 02/15/06
T 5 5/8 02/15/06
T 3 02/15/08
T 5 5/8 02/15/06
T 5 5/8 02/15/06
T 4 5/8 05/15/06
T 4 5/8 05/15/06

2,266
935
5,620
6,450
483
285
2,000
1,400
5,000
3,570
1,150
1,000
1,795
5,750
5,000
75
4,300
4,360
5,000
3,650
5,000
5,000
5,000
1,000
1,000
375
600
3,120
10,000
1,000
300
3,000
2,700
800
375
5,000
2,000
1,850
3,558
5,000
5,700
4,440
3,000
6,000
6,900
5,117
2,000
5,020
2,000
715
2,500
100
1,200
75
4,200
5,000
5,000
2,000
6,850
6,000

A2
A3
Aa3
Aa2
Baa2
Baa2
Baa2
Baa3
Aaa
Aa2
Baa2
Aa1
Aaa
Aa3
Baa1
Baa2
Baa1
Ba1
Baa1
A2
A3
Baa3 /*Aa2
Aa3
Baa2
Baa1
A1(*-)
Aa3
Aa2
A2
A2
A3
Aa3
Baa3
Aaa
Aa2
Baa1
Aa3
A3
A3
Aaa
Aa3
A2 /*+
A2
Aa2
A2
A2
Aa1
Baa3
A1
A1
A1
A1
A2
Aa3
Baa1
Baa3
A2
A2
A3

A
AA
AA
BBB
BBB
BBB+ /*BB+
AAA
A+
BBBAAAAA
A+
BBB+ /*BBB
BBB
BBBBBB+ /*A
BBB+ /*BBBAA
AA- /*BBB
BBB+(*-)
BBB+(*-)
A
AA
A
A+ /*AAABBB
AAA
A+
BBB
A+
BBB+
A- /*AAA
A+
A
A+ /*A+
A
A
AABBBA+
A+
A+
A /*A
A
BBB+
BBBA+
A
BBB+

LEHMAN BROS HLDG
PSI ENERGY INC
BANK ONE CORP
WAL-MART STORES
CSX CORP
ENERGY EAST CORP
AT&T CORP
CAPITAL ONE FINL
GEN ELEC CAP CRP
WELLS FARGO & CO
DPL INC
CITIGROUP INC
GEN ELEC CAP CRP
MORGAN ST DEAN W
AOL TIME WARNER
CSX CORP
BANK UNITED CORP
WESTAR ENERGY INC
DISNEY (WALT) CO
CHASE MANHAT CRP
KRAFT FOODS INC
TENET HEALTHCARE
WAL-MART STORES
SOUTHWN BELL TEL
SAFEWAY INC
TIME WARNER INC
SOUTHWESTERN ELEC POWER
BANK ONE CORP
CHEVRONTEXACO CP
CIT GROUP INC
CATERP FIN SERV
CONOCOPHILLIPS
GILLETTE COMPANY
UNION PACIFIC CO
TIAA GLOBAL MKTS
BANK OF AMERICA
CENDANT CORP
CRED SUIS FB USA
DAIMLERCHRYS NA
JOHN DEERE CAP
GEN ELEC CAP CRP
GOLDMAN SACHS
HOUSEHOLD FIN CO
MCDONALD'S CORP
BANK ONE NA ILL
LEHMAN BROS HLDG
BEAR STEARNS CO
CITIGROUP INC
CONSUMERS ENERGY
CONS EDISON CO OF NY
JP MORGAN CHASE
NATIONAL RURAL UTILITIES
FLEET FINL GROUP
LEHMAN BROS INC
BANK ONE TEXAS
PHH CORP
FRED MEYER INC
TARGET CORP
SLM CORP
POPULAR NA INC

LEH
CIN
ONE
WMT
CSX
EAS
T
COF
GE
WFC
DPL
C
GE
MWD
AOL
CSX
WM
WR
DIS
JPM
KFT
THC
WMT
SBC
SWY
AOL
AEP
ONE
CVX
CIT
CAT
COP
G
UNP
TIAAGL
BAC
CD
CRDSUI
DCX
DE
GE
GS
HSBC
MCD
ONE
LEH
BSC
C
CMS
ED
JPM
NRUC
FBF
LEH
ONE
CD
KR
TGT
SLMA
BPOP

Page 2

6.25
6.65
6.88
5.45
9
5.750
7
8.75
5
5.13
8.25
5
5.38
5.8
6.15
7.45
8.88
7.88
5.38
7.25
5.25
5
4.38
6.63
4.8
8.18
7
4.13
3.5
5.75
5.13
3.63
3.5
6.79
4.13
3.88
6.25
4.63
4.75
3.9
4.25
4.13
4.63
5.95
3.7
4
4
3.5
6.38
6.250
4
6.2
3.85
6.63
6.25
6
7.45
3.38
3.63
4.25

5/15/06
6/15/06
8/1/06
8/1/06
8/15/06
11/15/06
11/15/06
2/1/07
2/15/07
2/15/07
3/1/07
3/6/07
3/15/07
4/1/07
5/1/07
5/1/07
5/1/07
5/1/07
6/1/07
6/1/07
6/1/07
7/1/07
7/12/07
7/15/07
7/16/07
8/15/07
9/1/07
9/1/07
9/17/07
9/25/07
10/15/07
10/15/07
10/15/07
11/9/07
11/15/07
1/15/08
1/15/08
1/15/08
1/15/08
1/15/08
1/15/08
1/15/08
1/15/08
1/15/08
1/15/08
1/22/08
1/31/08
2/1/08
2/1/08
2/1/08
2/1/08
2/1/08
2/15/08
2/15/08
2/15/08
3/1/08
3/1/08
3/1/08
3/17/08
4/1/08

+42
+35
+44
+20
+105
+80
+145
$110.875
+5
+-2
+200
+4
+10
+24
+104
+70
+60
+120
+65
+53
+100
+290
+5
+50
+106
+155
+70
+19
+9
+95
+40
+20
+18
+70
+22
+34
+140
+70
+108
+56
+47
+55
+78
+52
+37
+59
+53
+44
+100
+45
+56
+50
+59
+75
+54
+180
+108
+35
+51
+88

T 4 5/8 05/15/06
T 4 5/8 05/15/06
T 7 07/15/06
T 4 5/8 05/15/06
T 7 07/15/06
T 3 1/2 11/15/06
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08

8,520
3,000
7,000
5,000
4,000
2,000
1,000
4,000
2,000
6,488
5,928
100
150
2,500
500
1,000
5,000
2,000
4,460
5,000
500
25
965
5,000
400
1,711
2,000
2,000
5,000
395
4,000
5,000
2,500
5,100
45
500
(1,370)
2,350
2,000
325
6,356
5,000
6,000
2,000
1,850
2,500
5,000
2,000
75
5,000
3,000
8,000
1,280
2,000
5,000
5,000
5,000
5,000
1,300
5,000

Aa3
Aa2
Aa3
Baa1
Aaa
A1
A3
NA
Baa1
A2 /*+
A1
A2(*-)
A3
Baa1
Baa3
Baa3
Aa2
A3(*-)
Baa3
A3
Baa2
Baa3
A1
Aa3
A3
Aa2
Caa2
Baa3
A3
Aa3
A2
Baa2
A2
A2 /*Baa2
Baa1
A3
Baa2
Ba3
A1
A2 /*A3
Baa2
Baa3
A1
A2 /*+
A3
A3
A3
Baa3 /*Aa3

A+
A+
A+
BBB
AAA
A+
ANA
A
A
A+
AABBB+
BBBBBB
AA
ABBBBBB
BBB
BBB- /*+
A+
A+
AA+
B(*-)
BBB-(*+)
BBB
AA
A
BBB
A+
BBB
BBB
BBB+(*-)
BBB+
BBB
BB+
BBB+
BBB
A+
BBB
BBB
A+
A
BBB
BBB+ /*A
BBBA+

A3
A2 /*A3
A1
Aa1
A2
A3
Aa3
Baa2

BBB+
BBB
A+ /*AAAAA+
A- /*AA
BBB

MORGAN STANLEY
WELLS FARGO CO
MERRILL LYNCH
COX ENTERPRISES
GEN ELEC CAP CRP
JP MORGAN CHASE
PUBLIC SERVICE EL & GAS
CIT GROUP INC
MONSANTO COMPANY
HOUSEHOLD FIN CO
GTE NORTH INC
WISCONSIN ENERGY CORP
DUKE ENERGY CORP
NEW CENTURY ENERGIES
CLEAR CHANNEL COMMUNICATIONS
COMCAST CABLE COMM
WAL-MART STORES
PPL ELECTRIC UTILITIES
PSEG ENERGY HOLDINGS
FORD MOTOR CRED
LOCKHEED MARTIN
TRW INC
NATIONAL RURAL UTILITIES
MORGAN STANLEY
VIACOM INC
CITIGROUP INC
DYNEGY-ROSETON DANSKAMME
SPRINT CAPITAL CORP
FORD MOTOR CRED
NORTHERN ILL GAS
CARDINAL HEALTH
HERTZ CORP
UNITED TECH CORP
GMAC
COX COMMUNICATIONS INC
AOL TIME WARNER INC
CONSOLIDATED NATURAL GAS
CITIZENS COMMUNICATIONS
GEORGIA-PACIFIC
FLORIDA POWER CORP
GMAC
SARA LEE CORP
DEVON FINANCING
TYSON FOODS INC
BELLSOUTH CORPORATION
HOUSEHOLD FIN CO
FORD MOTOR CRED
KRAFT FOODS INC
PACIFICORP
TENET HEALTHCARE
CRED SUIS FB USA
DAIMLERCHRYS NA
GMAC
BOEING CAP CORP
SBC COMMUNICATIONS
CITIGROUP INC
TARGET CORP
JOHN DEERE CAP
ELI LILLY
WEYERHAEUSER CO
Page 3

MWD
WFC
MER
COX
GE
JPM
PEG
CIT
MON
HSBC
VZ
WEC
DUK
XEL
CCU
CMCSA
WMT
PPL
PEG
F
LMT
NOC
NRUC
MWD
VIA
C
DYN
FON
F
GAS
CAH
F
UTX
GM
COX
AOL
D
CZN
GP
PGN
GM
SLE
DVN
TSN
BLS
HSBC
F
KFT
SCOTPO
THC
CRDSUI

3.63
3.5
3.7
4.38
3.5
3.63
6.38
4
4
6.4
5.650
5.5
5.38
6.2
4.25
6.88
6.88
6.25
10
7.38
8.2
6.25
5.7
4.25
7.7
7.25
7.27
7.625
7.38
6.63
6.75
7.4
6.35
7.25
6.75
6.75
6.850
9.250
8.13
6.65
6.88
6.25
6.88
8.25
6.000
6.38
7.25
5.63
6.9
6.38
6.5

4/1/08
4/4/08
4/21/08
5/1/08
5/1/08
5/1/08
5/1/08
5/8/08
5/15/08
6/17/08
11/15/08
12/1/08
1/1/09
3/1/09
5/15/09
6/15/09
8/10/09
8/15/09
10/1/09
10/28/09
12/1/09
1/15/10
1/15/10
5/15/10
7/30/10
10/1/10
11/8/10
1/30/11
2/1/11
2/1/11
2/15/11
3/1/11
3/1/11
3/2/11
3/15/11
4/15/11
4/15/11
5/15/11
5/15/11
7/15/11
9/15/11
9/15/11
9/30/11
10/1/11
10/15/11
10/15/11
10/25/11
11/1/11
11/15/11
12/1/11
1/15/12

+64
+42
+66
+116
+60
+65
+70
+125
+103
+91
+85
+65
+100
+95
+140
+130
+41
+58
+300
+285
+65
+85
+50
+86
+25
+38
$97
$103.50
+310
+40
+48
+320
+30
+260
+75
+220
+80 BID
+130
$101
+50
+260
+55
+72
+165
+50
+86
+310
+100
+60
+310
+92

T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 3 02/15/08
T 4 3/4 11/15/08
T 3 02/15/08
T 4 3/4 11/15/08
T 3 02/15/08
T 5 1/2 05/15/09
T 6 08/15/09
T 6 08/15/09
T 6 08/15/09
T 3 7/8 02/15/13
T 6 08/15/09
T 6 1/2 02/15/10
T 6 1/2 02/15/10
T 6 1/2 02/15/10
T 3 7/8 02/15/13
T 3 7/8 02/15/13

DCX
GM
BA
SBC
C
TGT
DE
LLY
WY

7.3
7
6.5
5.875
6
5.88
7
6
6.75

1/15/12
2/1/12
2/15/12
2/15/12
2/21/12
3/1/12
3/15/12
3/15/12
3/15/12

+115
+260
+140
+65
+51
+58
+82
+32
+105

T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13

T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13

3,675
2,000
3,000
2,400
2,000
4,000
2,000
5,590
5,500
2,100
6,937
290
2,300
7,200
5,990
4,000
5,000
5,000
5,000
10,000
5,000
5,000
1,000
5,000
2,120
2,540
3,015
2,000
4,000
2,000
5,000
6,940
4,585
10,000
5,000
5,000
2,000
2,795
2,645
5,247
3,000
3,000
3,325
4,520
9,000
10,000
5,000
5,297
10,000
2,000
2,500
7,000
5,000
5,000
505
4,045
1,000
2,725
1,000
1,425

Baa2
Baa1
Ba1
A2 /*+
A3
Baa3 /*Baa3
Aaa
Baa3
A2
A2
A1
Baa2
Baa1
Aa2
A2 /*A3
Aa2
A3
A2
A1
Baa1
Ba1
Baa2
A2 /*+
A3
A2
A3
Aa2
Baa1
Aaa
A1
Aaa
Aaa
Baa3
Baa3 /*A2
Baa1
Aa3
Baa3
Baa1
Baa3
Aa3
A2
A2
Aa2
Aa2
Baa3
A2
Baa1
Aa3
A1
A2
Aa2
Ba1
Aa3
Baa1
NA
Aa3
A2

BBB
BBB+ /*BBBA
BBB+ /*BBBBBBAAA
BBBBBB
A+
A+
BBB
BBB
A+
BBB
AA+
AA
A+
BBB+
BB+
BBB
A
A
A
A+ /*A+
BBB
AAA
A+
AAA
AAA
BBBBBBA+ /*BBB+
A+
BBB
BBB+
BBB
A+
A+
NA
AA
A+
BBB
A
BBB
A
AA
A+
BBBA
BBB
A+
AA
BBB

MEADWESTVACO COR
SEARS ROEBUK ACC
HCA INC
HOUSEHOLD FIN CO
KRAFT FOODS INC
TENET HEALTHCARE
FALCONBRIDGE LTD
GEN ELEC CAP CRP
KROGER CO
TAMPA ELECTRIC
VERIZON GLOBAL FDG CORP
CONSOLIDATED ED CO NY
SAFEWAY INC
TAMPA ELECTRIC
CITIGROUP INC
GMAC
PUBLIC SERVICE EL & GAS
BANK OF AMERICA
DOW CHEMICAL
PECO ENERGY CO
SOUTHERN CALIF GAS CO
PUBLIC SERVICE CO OF COLO
BOWATER INC
INTL PAPER CO
HOUSEHOLD FIN CO
CAMPBELL SOUP CO
JP MORGAN CHASE
BOEING CAP CORP
BANK OF AMERICA
CENDANT CORP
GEN ELEC CAP CRP
VERIAON FLORIDA INC
ASIF GLOB FN XIX
GE COMPANY
KROGER CO
TENET HEALTHCARE
BOEING CO
PHH CORP
MORGAN STANLEY
NISOURCE FINANCE CORP
PUBLIC SERVICE COLORADO
VALERO LOGISTICS
VERIZON VIRGINIA INC
BECTON DICKINSON
EMERSON ELECTRIC
WAL-MART STORES
BANK OF AMERICA
TXU CORP
VODAFONE GROUP PLC
CENDANT CORP
US BANK NA
BANK ONE CORP
JP MORGAN CHASE
CITIGROUP INC
COLUMBIA/HCA
NATIONSBANK CORP
NORFOLK SOUTHERN
ANHEUSER BUSCH
PITNEY BOWES INC
PENNSYLVANIA ELECTRIC

MWV
S
HCA
HSBC
KFT
THC
FALCF
GE
KR
TE
VZ
ED
SWY
TE
C
GM
PEG
BAC
DOW
EXC
SRE
XEL
BOW
IP
HSBC
CPB
JPM
BA
BAC
CD
GE
VZ
AIG
GE
KR
THC
BA
CD
MWD
NI
XEL
VLI
VZ
BDX
EMR
WMT
BAC
TXU
VOD
CD
USB
ONE
JPM
C
HCA
BAC
NSC
BUD
PBI
FE

Page 4

6.85
6.7
6.95
7
6.25
6.5
7.35
6
6.2
6.88
6.875
5.625
5.8
6.38
5.63
6.88
5.13
4.88
6
4.75
4.8
7.88
9.5
5.85
6.38
5
5.75
5.8
4.88
7.38
5.45
6.125
4.9
5
5.5
7.38
5.13
7.13
5.3
6.15
4.88
6.05
4.625
4.55
4.5
4.55
5.13
7.46
5.375
7.13
4.8
4.9
5.25
4.88
7.19
7.8
7.7
4.5
4.75
6.625

4/1/12
4/15/12
5/1/12
5/15/12
6/1/12
6/1/12
6/5/12
6/15/12
6/15/12
6/15/12
6/15/12
7/1/12
8/15/12
8/15/12
8/27/12
8/28/12
9/1/12
9/15/12
10/1/12
10/1/12
10/1/12
10/1/12
10/15/12
10/30/12
11/27/12
12/3/12
1/2/13
1/15/13
1/15/13
1/15/13
1/15/13
1/15/13
1/17/13
2/1/13
2/1/13
2/1/13
2/15/13
3/1/13
3/1/13
3/1/13
3/1/13
3/15/13
3/15/13
4/15/13
5/1/13
5/1/13
11/15/14
1/1/15
1/30/15
3/15/15
4/15/15
4/30/15
5/1/15
5/7/15
11/15/15
9/15/16
5/15/17
4/1/18
5/15/18
4/1/19

+100
+175
+187
+98
+108
+315
+175
+69
+113
+88
+87
+45
+123
+88
+69
+260
+50
+60
+110
+48
+48
+88
+325
+90
+102
+60
+104
+142
+62
+167
+75
+80
+68
+65
+118
+340
+103
+197
+93
+105
+80
+150
+75
+45
+56
+50
+83
+130
+102
+195
+86
+96
+126
+95
+220
+103
+135
+82
+87
+160

T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 4 3/4 11/15/08
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13
T 3 7/8 02/15/13

2,000
6,210
10
100
30
1,449
100
6,500
8,480
1,000
550
1,000
2,000
7,495
5,000
275
5,000
365
5,000
1,190
1,630
3,470
5,750

Baa3
Baa2
A2
Baa1
Baa2
A2
Baa1
Baa1
Baa1
Baa1
Baa2
A2
A2
A3
Baa3
Aa3
A3
Aa3
Baa2
A1
Baa3
Baa1
Baa1

BBB-(*+)
BBBA
BBB+(*-)
BBB
A
BBB
BBB+
BBB
ABBB+
AA
BBB+
BBB /*AAAA+
BBB
A+
BBB+
BBB+
A-

SPRINT CAPITAL CORP
ONCOR ELECTRIC DELIVERY
GEORGIA POWER COMPANY
TIME WARNER INC
LORAL CORP
VIRGINIA ELECTRIC & POWER
NORFOLK SOUTHERN
TALISMAN ENERGY
FORD MOTOR CO
NORDSTROM INC
AMER STORES CO
FLEET FINL GROUP
ALLTEL CORP
ROHM & HAAS CO
AMERADA HESS
PROCTER & GAMBLE
DOW CHEMICAL CO
NEW ENG TEL & TEL
LOCKHEED MARTIN
BELLSOUH CAP FUNDING
DEUTSCHE TELEKOM INT FIN
CONAGRA INC
BRITISH TELECOM PLC

7,000
9,000
4,250
5,895
2,000
3,100
2,000
740
5,000
5,000
10,000
5,000

Aaa
Baa2
Baa2
Baa3
Baa1
A3
A2
Baa2
A1
Aa3
Baa3
Baa1

AAA
BBB
ABBB+
BBB+ /*AA+
BBB
A+
A+
BBB /*BBB+

GEN ELEC CAP CRP
WEYERHAEUSER CO
AMERENENERGY GENERATING
DEUTSCHE TELEKOM INT FIN
SEARS ROEBUK ACC
DETROIT EDISON CO
TARGET CORP
MEADWESTVACO COR
UNILEVER CAPITAL
GOLDMAN SACHS
AMERADA HESS
DOMINION RESOURCES INC

US$ FLOATERS
8,500
A2 /*-

15,000

A2

1,700

Baa1

4,750

A2

1,000

Baa1

BBB

A

6.900
7
5.88
9.15
8.38
8.25
7.8
7.25
6.63
6.95
7.1
6.7
6.800
7.85
7.88
8
7.38
7.875
8.5
7.875
8.250
8.25
8.625

5/1/19
9/1/22
12/1/22
2/1/23
6/15/24
3/1/25
5/15/27
10/15/27
2/15/28
3/15/28
3/20/28
7/15/28
5/1/29
7/15/29
10/1/29
10/26/29
11/1/29
11/15/29
12/1/29
2/15/30
6/15/30
9/15/30
12/15/30

$92.50
+110
+60
+225
+120
$114.25
+120
+110
+350
+155
+170
+95
+90
+97
+158
+73
+133
+115
+110
+85
+203
+111
+153

GE
WY
AEE
DT
S
DTE
TGT
MWV
ULVR
GS
AHC
D

6.75
7.38
7.95
9.250
7
6.350
6.35
6.8
5.9
6.13
7.13
6.3

3/15/32
3/15/32
6/1/32
6/1/32
6/1/32
10/15/32
11/1/32
11/15/32
11/15/32
2/15/33
3/15/33
3/15/33

+80
+145
+110
+170
+185
+68
+83
+138
+67
+104
+151
+107

T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31

T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31
T 5 3/8 02/15/31

GMAC
3ML+100, Q/Q

GM

10/15/03

Reoffer 1.80MMY
Cusip: 37042WF22

CIT GROUP INC
3ML+20, Q/Q

CIT

12/5/03

Reoffer L+15
Cusip: 12560PCJ8

S

1/7/04

Reoffer L+160
Cusip: 81240QMS8

CIT

1/9/04

Reoffer L+35
Cusip: 12560PCQ2

S

2/23/04

Reoffer L+165
Cusip: 81240QMT6

BBB+ /*- SEARS ROEBUK ACC
3ML+295, Q/Q
A

FON
TXU
SO
AOL
LMT
D
NSC
TLM
F
JWN
ABS
FBF
AT
ROH
AHC
PG
DOW
VZ
LMT
BLS
DT
CAG
BRITEL

CIT GROUP INC
3ML+125, Q/Q

BBB+ /*- SEARS ROEBUK ACC
3ML+280, Q/Q

Page 5

35,000

Aa3

AA

JOHN HANCOCK II
3ML+5, Q/Q

JHF

7/1/04

Reoffer L+1
Cusip: 41011WAU4

7,850

A2

A+ /*-

CATERP FIN SERV
3ML+25, Q/Q

CAT

6/6/05

Reoffer L+9
Cusip: 14912LU90

4,900

A2 /*+

A

HOUSEHOLD FIN CO
3ML+30, Q/Q

HSBC

6/17/05

Reoffer L+10
Cusip: 441812FZ2

-

-

-

5000
-

-

Page 6

-

-

-

-

Tel: (212) 412-2501
Fax: (212) 412-1050

Comments

CUSIP

200mm Issue
300mm Issue
125mm Issue
Global, 2bln Issued
MTN, 1.605505bln Issued
Global, 750mm Issue
200mm Issue
Subs, 200mm Issue

669383DQ1
585510CH1
14040HAA3
617446DE6
37042WC58
073902BM9
893502BQ6
173034GK9
12589YAB5
Global, 1.25bln Issued
524908BZ2
500mm Issue
16161ABV9
Global, 1.5bln Issued
046003KA6
EC1380996
Sr.Notes
80218KAA3
186118AH8
Sr.Notes
013104AD6
Global,
25468PBJ4
Global,
92857TAF4
Guaranteed
592907AA7
494550AE6
Global,
962166BK9
Global, Guaranteed
00184AAD7
Global, 2bln Issued
441812GL2
Domestic,Guaranteed, 300mm Issue
00206HH72
96216HBM1
75953GAB9
Global, 2bln Issued
370425RS1
Global, Sr.Notes, 550mm Issue 929771AQ6
144A,
494368AV5
Sr.Notes
872287AB3
Global, 4bln Issued
345397SU8
Global, 2bln Issued
06423AAF0
350mm Issue
125569DQ3
211177AJ9
Sr.Notes
205887AB8
Sr.Notes
20029PAK5
Global, 6.5bln Issued
345397TR4
125577AN6
35177PAJ6
786514BB4
Global, 1.25bln Issued
073902CB2
Global, Guaranteed
246688AD7
69362BAC6
Global,
456866AQ5

Page 7

Global, 1.75bln Issued
Global, 1bln Issued
Global, Sr.Notes

Global, Sr.Notes
300mm Issue
Global, 1.25bln Issued
Global, Sr.Notes, 1.5bln Issued
Global, 1.5bln Issued
Global, 2.275bln Issued
Global, 2.5bln Issued
Global, Guaranteed
Subs, 220mm Issue
Global,
Subs, 300mm Issue
Global,
Sr.Notes
Global,

Global, Sr.Notes, 500mm Issue
Global, Guaranteed
Global, Sr.Notes, 850mm Issue
Global, Guaranteed

144A, 500mm Issue
Global, Sr.Notes, 1bln Issued
Sr.Notes
Global, 1.4bln Issued
Global, 2bln Issued
Global,
Global, 1.5bln Issued
Global, 2bln Issued
Global, 1.25bln Issued
Bank Note, Global, 1bln Issued
Global, 1.5bln Issued
Global, 1bln Issued
Global, 3bln Issued

Global, Sr.Notes, 1bln Issued
500mm Issue
Bank Note, Subs, 500mm Issue
Guaranteed
Global,
Domestic,800mm Issue
500mm Issue

524908DD9
693627AV3
06423AAD5
931142BN2
126408AD5
29266MAC3
001957BB4
14040HAF2
36962GXR0
949746CH2
233293AE9
172967BK6
36962GXY5
617446HB8
00184AAE5
126408BK8
065412AC2
959425AT6
25468PBZ8
16161ABP2
50075NAG9
88033GAX8
931142BR3
845335BV9
786514BE8
887315AX7
845437AR3
06423AAR4
166760AA6
125581AC2
14911QFA4
20825CAD6
375766AK8
90782EGV0
87244HAB1
060505AW4
151313AQ6
22541LAF0
233835AU1
244217BJ3
36962GZZ0
38141GCS1
441812KC7
58013MDE1
06423EPM1
524908FD7
073902CA4
172967BS9
210518AP1
209111CX9
46625HAV2
637432CA1
339030AG3
524909AY4
06422KAA0
693320AE3
592907AB5
87612EAL0
78442FAN8
73318EAJ2

Page 8

Global, 1.5bln Issued
Global, 1.1bln Issued
Domestic,850mm Issue
144A,
Global, 2bln Issued
Global, Sr.Notes, 500mm Issue
Global, 500mm Issue
Global, 1.75bln Issued

Global, Sr.Notes

Global, 5bln Issued

Global, 1.25bln Issued
Global, Subs, 4.25bln Issued

Global, 3bln Issued

Global, 500mm Issue
Global, 2bln Issued

Global, 5.5bln Issued
Global, Guaranteed
Global,
Global, 2bln Issued
Global, 3.5bln Issued
Global,
Sr.Notes
Global, 2.75bln Issued

617446HW2
949746EX5
59018YQU8
224050AR5
36962GB78
46625HAW0
744567FA1
125581AE8
61166WAB7
441812FY5
362337AM9
976657AD8
264399DL7
845743BF9
184502AQ5
20029PAM1
931142BE2
69351UAB9
69361LAC5
345397SM6
539830AL3
872649AP3
637432CJ2
61744AAN0
925524AJ9
172967AZ4
777774AE0
852060AJ1
345397TS2
665228BU5
14149YAF5
428040BQ1
913017BD0
370425RU6
224044BD8
00184AAB1
209615BV4
17453BAB7
373298BV9
341098BZ1
370425RX0
803111AK9
25179SAC4
902494AM5
079860AB8
441812JW5
345397TY9
50075NAB0
695114BU1
88033GAT7
22541LAC7

Global, Guaranteed, 1.5bln Issued
233835AT4
Global, 1bln Issued
370425SC5
Global,
097014AG9
78387GAH6
Global, 1.5bln Issued
172967BJ9
Global,
87612EAH9
Global,
244217BG9
Global,
532457AU2
Global,
962166BP8
Page 9

Guaranteed
Global,
Sr.Notes
Global, 1.75bln Issued
Global,
Sr.Notes
Yankee,
Global, 3.85bln Issued
Guaranteed

Global, Subs, 1.5bln Issued
Global, 2bln Issued
Global, Sr.Notes, 1bln Issued
Global,

144A,
Global, 1.5bln Issued
Global,
Global, Subs, 1.75bln Issued
Global,
Global, Sr.Notes, 1bln Issued
Sr.Notes
Global, 2.5bln Issued
#N/A
Global, 5bln Issued

Global,
Global, 2.75bln Issued

144A,

Global,
Global, 1bln Issued

Global, Subs, 500mm Issue
Subs, 350mm Issue
Global, Subs, 750mm Issue
Global, 750mm Issue
Subs, 450mm Issue

583334AA5
812404BJ9
404119AE9
441812JY1
50075NAH7
88033GAW0
305915AC4
36962GYY4
501044CD1
875127AS1
92344GAQ9
209111DZ3
786514BF5
875127AU6
172967BP5
370425SE1
74456QAJ5
060505AR5
260543BR3
693304AD9
842434CA8
744448BT7
102183AG5
460146BP7
441812KA1
134429AR0
46625HAT7
097014AH7
060505AX2
151313AP8
36962GZY3
923474AA8
045184AA6
369604AY9
501044CE9
88033GAY6
097023AT2
693320AF0
617446HR3
65473QAK9
744448BV2
91914CAB3
92345NAA8
075887AS8
291011AT1
931142BT9
060505AU8
882850CM0
92857WAD2
151313AS2
90333WAC2
06423AAV5
46625HAX8
172967BW0
197677AD9
638585AU3
655844AE8
035229CS0
72447WAA7
708696BM0

Page 10

Yankee,
300mm Issue

Global, 5bln Issued
Global,

Guaranteed
Global, Guaranteed
Global, 2bln Issued

852060AG78
68233DAR8
010392EB0
887315AM1
543859AK8
927804CV4
655844AJ7
87425EAE3
345370BT6
655664AH3
03009MBB1
338915AM3
020039AJ2
775371AU1
023551AF1
742718AV1
260543BJ1
644239AY1
539830AK5
079857AH1
25156PAC7
205887AX0
111021AE1

36962GXZ2
962166BR4
023600XAJ6
25156PAD5
812404BK6
250847DU1
87612EAK2
583334AB3
904764AH0
38141GCU6
023551AM6
25746UAN9

NY Position
37042WF22
Domestic MTN, 100mm Issue
NY Position
12560PCJ8
Domestic MTN, 140mm Issue
NY Position

81240QMS8

NY Position
Global, 160mm Issue

12560PCQ2

NY Position

81240QMT6

Page 11

NY Position
Global, 192mm Issue

41011WAU4

NY Position
14912LU90
Domestic MTN, 193mm Issue
NY Position
Global, 195mm Issue

441812FZ2

74005PAM6
-

-

Page 12