RATINGS

Aaa/AAA
Aa1/AAAa1/AAA1/A+
Aa1/AABaa3/BBBAa3/A+
A2/AAa1/AAA1/A+
A1/A+
Aa2/A+
Aa1/AABaa2/BBB+
Aa2/A+
Aaa/AAA
A2/A
Aaa/AAA
A3/AA2/A
Baa1/BBB+
Aaa/AAA
Aa2/AA
Aa3/A+
A1/AAA3/A
Aa2/A+
Aa3/A
A3/A
A2/A+
Aa3/AA
Baa1/AA3/A
A1/AAA1/A+
Aa3/A+
A2/A
A2/A
Aa2/AA
Aa3/A
Baa3/BBB
A2/A
Baa2/BBB

SIZE (M)
268
300
3343
368
500
200
250
1000
103
277
300
120
760
200
155
500
128
400
148
650
2280
231
185
130
950
4410
3085
887
298
140
4500
500
250
232
200
635
300
132
838
290
200
185
525

TICKER
GE
C
C
ULVR
C
SWY
MWD
FBF
C
JPM
MEL
BAC
C
T
C
GE
LEH
LBW
COP
HSBC
MAS
GE
WMT
MER
AIG
CFC
BAC
BAC
CFC
DIAG
ABT
SRE
PL
SBC
NRUC
MER
CCE
HSBC
WMT
WB
AHC
TXN
CAG

DESCRIPTION
GENERAL ELEC CAP CORP
ASSOCIATES CORP NA
ASSOCIATES CORP NA
UNILEVER CAPITAL CORP
CITIGROUP GLOBAL MARKETS
SAFEWAY INC
MORGAN STANLEY
FLEETBOSTON FINL CORP
CITIGROUP GLOBAL MARKETS
MORGAN JP & CO INC
MELLON FUNDING CORP
BANK OF AMERICA CORP
CITIGROUP GLOBAL MARKETS
AT&T CORP
CITICORP
HELLER FINANCIAL INC
LEHMAN BROTHERS HOLDINGS
LB BADEN-WUERTTEMBERG
CONOCO INC
HOUSEHOLD FINANCE CORP
MASCO CORP
GENERAL ELEC CAP CORP
WAL-MART STORES
MERRILL LYNCH & CO
INTL LEASE FINANCE CORP
COUNTRYWIDE HOME LOAN
BANK OF AMERICA CORP
BANK OF AMERICA CORP
COUNTRYWIDE HOME LOAN
DIAGEO CAPITAL PLC
ABBOTT LABORATORIES
SEMPRA ENERGY
PROTECTIVE LIFE
PACIFIC BELL
NATIONAL RURAL UTILITIES
MERRILL LYNCH & CO
COCA-COLA ENTERPRISES
HOUSEHOLD FINANCE CORP
WAL-MART STORES
WACHOVIA CORP0RATION
AMERADA HESS CORP
TEXAS INSTRUMENTS INC
CONAGRA FOODS INC

COUPON
6.750
5.750
5.750
6.750
6.625
9.650
5.625
6.625
7.200
5.750
6.000
5.750
7.000
6.375
7.125
6.000
6.625
7.875
5.900
6.000
6.000
7.250
7.500
1.640
5.500
5.250
6.625
7.625
6.850
6.625
5.125
6.925
7.950
7.000
5.250
6.550
6.625
8.000
6.550
7.100
5.300
7.000
7.400

A1/A
A3/BBB+
Aa1/AABaa2/BBB
Aa2/A+
A1/AAAa3/AAA1/A+
Aa3/A
A2/A+

270
100
790
225
140
484
168
105
120
115

PEP
DCX
C
MO
WFC
SBC
DD
NRUC
WB
UTX

PEPSICO INC
DAIMLERCHRYSLER NA HLDG
CITIGROUP GLOBAL MARKETS
ALTRIA GROUP INC
WELLS FARGO & COMPANY
AMERITECH CAPITAL FUNDNG
E.I. DU PONT DE NEMOURS
NATIONAL RURAL UTILITIES
WACHOVIA CORP0RATION
UNITED TECHNOLOGIES CORP

4.500
3.500
6.375
7.125
1.350
6.300
6.750
6.375
6.950
6.625

MATURITY
9/11/2003
10/15/2003
11/1/2003
11/1/2003
11/15/2003
1/15/2004
1/20/2004
2/1/2004
2/1/2004
2/25/2004
3/1/2004
3/1/2004
3/15/2004
3/15/2004
3/15/2004
3/19/2004
4/1/2004
4/15/2004
4/15/2004
5/1/2004
5/3/2004
5/3/2004
5/15/2004
5/21/2004
6/7/2004
6/15/2004
6/15/2004
6/15/2004
6/15/2004
6/24/2004
7/1/2004
7/1/2004
7/1/2004
7/15/2004
7/15/2004
8/1/2004
8/1/2004
8/1/2004
8/10/2004
8/15/2004
8/15/2004
8/15/2004
9/15/2004

SPREAD
L-3
L-1
L-2
L-2
L+flat
L+75
L+1
L+5
L+4
L+5
L+7
L+3
L+3
L+100
L+4
L-3
L+5
L-2
L+8
L+7
L+15
L-2
L+1
DM+5
L+40
L+10
L-1
L+5
L+20
L+10
5
75
30
5
5
10
10
25
8
0
60
40
65

BENCHMARK
T 2 3/4 09/03
T 2 3/4 10/03
T 3 11/30/03
T 3 11/30/03
T 3 11/30/03
T 3 01/31/04
T 3 01/31/04
T 3 02/29/04
T 3 02/29/04
T 3 02/29/04
T 3 5/8 03/04
T 3 5/8 03/04
T 3 5/8 03/04
T 3 5/8 03/04
T 3 5/8 03/04
T 3 5/8 03/04
T 3 3/8 04/04
T 3 3/8 04/04
T 3 3/8 04/04
T 3 1/4 05/04
T 3 1/4 05/04
T 3 1/4 05/04
T 3 1/4 05/04
T2
T2
T2
T2
T2
T2
T2
T1
T1
T1
T1
T2
T2
T1
T2
T1
T2
T2
T1

7/8 06/04
7/8 06/04
7/8 06/04
7/8 06/04
7/8 06/04
7/8 06/04
1/4 07/04
5/8 04/05
5/8 04/05
5/8 01/05
5/8 04/05
1/8 08/04
1/8 08/04
5/8 04/05
1/8 08/04
5/8 04/05
1/8 08/04
1/8 08/04
5/8 04/05

CUSIP
36962GVF8
046003EQ8
046003JS9
904764AE7
79549BCC9
786514AF6
617446DE6
060716BR7
79549BBE6
616880BT6
585510CF5
06606NAH7
79549BCD7
001957BE8
173034GK9
423328BJ1
524908BZ2
514886AB6
208251AC2
441812GF5
574599AV8
36962GUR3
931142AV5
59018YJN2
45974VYB8
22237LLD2
066050CW3
066050CC7
22237UAB8
25243YAB5
002824AL4
816851AD1
743674AA1
694032AM5
637432CR4
590188HW1
191219BA1
441812FG4
931142BD4
337358DB8
023551AK0
882508AN4
205887AD4

9/15/2004
9/15/2004
10/1/2004
10/1/2004
10/1/2004
10/15/2004
10/15/2004
10/15/2004
11/1/2004
11/15/2004

10
75
18
$103 1/2
DM+3
10
-5
20
10
10

T1
T1
T2
T1

7/8 09/04
5/8 04/05
1/8 10/04
5/8 04/05

T1
T1
T1
T1
T1

5/8 01/05
5/8 04/05
1/2 02/05
5/8 04/05
5/8 04/05

713448BE7
2338E8JJ9
79549BCE5
718154BW6
949746CP4
030955AH1
263534BH1
637432BY0
337358DD4
913017BB4

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