Issuer | Date | Princ. Amt. ($ Mils) | Cpn. | Security Type | Maturity | Offer Price | Yield | BP Sprd. | M | S&P | F | Manager | Gross Sprd. Fee % | Sell- Con. Fee % | Under Writing Fee % | Mgmt. Fee % |
AMB Property Corp | 8/30/01 | 25 | 6.75 | Medium-Term Nts | 9/6/11 | 100 | 6.75 | 204 | Baa1 | BBB | BBB+ | LEH | na | Comb. | Comb. | |
American Honda Finance | 8/30/01 | 25 | Floats | Mdm-Trm Fl Nts | 9/6/02 | 100 | Floats | A2 | A | A | JPM | na | Comb. | Comb. | ||
John Deere Capital(Deere & Co) | 8/30/01 | 50 | Floats | Mdm-Trm Fl Nts | 9/7/04 | 100 | Floats | A2 | A+ | A- | JPM | 0.35 | Comb. | Comb. | ||
Hewlett-Packard Co | 8/30/01 | 50 | Floats | Mdm-Trm Fl Nts | 9/5/03 | 100 | Floats | Aa2 | AA- | NR | GS | na | Comb. | Comb. | ||
Bank of America Corp | 8/31/01 | 45 | Floats | Mdm-Trm Fl Nts | 9/6/07 | 100 | Floats | Aa2 | A+ | AA- | BA-SEC-LLC | na | Comb. | Comb. | ||
Bayerische Hypo und | 9/4/01 | 1815.2 | 5 | Pfanbriefe | 9/12/11 | 97.675 | 5.302 | 47 | Aaa | A+ | AA- | CDC,HYPER,SSB | 0.325 | Comb. | Comb. | 0.175 |
DaimlerChrysler North America | 9/4/01 | 6.3 | 5.1 | Medium-Term Nts | 9/15/04 | 100 | 5.1 | A3 | A- | NR | BA-SEC-LLC | 0.625 | Comb. | Comb. | ||
DaimlerChrysler North America | 9/4/01 | 4.2 | 5.6 | Medium-Term Nts | 9/15/06 | 100 | 5.6 | A3 | A- | NR | BA-SEC-LLC | 1 | Comb. | Comb. | ||
DaimlerChrysler North America | 9/4/01 | 2.1 | 4.4 | Medium-Term Nts | 9/15/03 | 100 | 4.4 | A3 | A- | NR | BA-SEC-LLC | 0.4 | Comb. | Comb. | ||
Household Finance Corp | 9/4/01 | 6.9 | 5.15 | Medium-Term Nts | 9/15/05 | 100 | 5.15 | A2 | A | A+ | BA-SEC-LLC | 0.75 | Comb. | Comb. | ||
Household Finance Corp | 9/4/01 | 4.3 | 5.85 | Medium-Term Nts | 9/15/08 | 100 | 5.85 | A2 | A | A+ | BA-SEC-LLC | 1.2 | Comb. | Comb. | ||
Household Finance Corp | 9/4/01 | 7 | 6.15 | Medium-Term Nts | 9/15/11 | 100 | 6.15 | A2 | A | A+ | BA-SEC-LLC | 1.5 | Comb. | Comb. | ||
XL Capital Ltd | 9/4/01 | 442.5 | Zero | COAC/COCO/COPA | PUT02/21 | 56.501 | 2.875 | A1 | A+ | A+ | MERRILL | na | Comb. | Comb. | ||
American Express Co | 9/5/01 | 500 | 5.5 | Global Notes | 9/12/06 | 99.685 | 5.573 | 105 | A1 | A+ | A+ | ABN-AMRO-INC | 0.35 | 0.075 | 0.075 | 0.2 |
American Honda Finance | 9/5/01 | 25 | Floats | Mdm-Trm Fl Nts | 9/9/02 | 99.97 | Floats | A2 | A | A | CS-FB | na | Comb. | Comb. | ||
Avalon Bay Communities Inc | 9/5/01 | 300 | 6.625 | Notes | 9/15/11 | 99.149 | 6.743 | 178 | Baa1 | BBB+ | NR | LEH | na | Comb. | Comb. | |
Beta Finance Inc(Beta Finance) | 9/5/01 | 45 | 3.65 | Medium-Term Nts | 9/10/02 | 99.99 | 3.65 | -11 | Aaa | AAA | AAA | CS-FB | na | Comb. | Comb. | |
ConAgra Foods Inc | 9/5/01 | 1000 | 6.75 | Notes | 9/15/11 | 99.948 | 6.757 | 180 | Baa1 | BBB+ | BBB+ | MER.JPM,SSB | 0.65 | 0.13 | 0.12 | 0.4 |
ConAgra Foods Inc | 9/5/01 | 500 | 6 | Notes | 9/15/06 | 99.606 | 6.092 | 158 | Baa1 | BBB+ | BBB+ | MER,JPM,SSB | 0.6 | 0.12 | 0.13 | 0.35 |
ConAgra Foods Inc | 9/5/01 | 500 | Floats | Float Rate Nts | 9/15/03 | 100 | Floats | Baa1 | BBB+ | BBB+ | MER,JPM,SSB | 0.35 | 0.07 | 0.08 | 0.2 | |
Dow Chemical Co | 9/5/01 | 300 | 6.125 | Sr Unsecurd Nts | 2/1/11 | 99.443 | 6.203 | 124 | A1 | A | A+ | MERRILL | 0.45 | 0.075 | 0.175 | 0.2 |
General Motors Acceptance(GM) | 9/5/01 | 2500 | 6.125 | Global Bonds | 9/15/06 | 99.753 | 6.183 | 167 | A2 | A | A | BAS,LEH,SSB | 0.35 | Comb. | Comb. | |
General Motors Acceptance(GM) | 9/5/01 | 3500 | 6.875 | Global Bonds | 9/15/11 | 99.699 | 6.917 | 197 | A2 | A | A | BAS,LEH,SSB | 0.45 | Comb. | Comb. | |
Laboratory Corp of America | 9/5/01 | 650 | Zero | LYONS | PUT04/21 | 67.165 | 2 | NA | BBB- | MERRILL | na | Comb. | Comb. | |||
Liberty Lighthouse CP Co | 9/5/01 | 85 | Floats | Mdm-Trm Fl Nts | 9/9/02 | 99.95 | Floats | Aaa | AAA | AAA | CS-FB | na | Comb. | Comb. | ||
Sara Lee Corp | 9/5/01 | 250 | Floats | Float Rate Nts | 9/10/03 | 100 | Floats | A3 | A+ | A | JPM,SSB | na | Comb. | Comb. | ||
Sara Lee Corp | 9/5/01 | 1000 | 6.125 | Notes | 9/15/11 | 99.507 | 6.317 | 135 | A3 | A+ | A | JPM,SSB | na | Comb. | Comb. | |
Medtronic Inc | 9/6/01 | 1750 | Floats | CARZ | PUT02/21 | 100 | 1.25 | A1 | AA- | GS | na | Comb. | Comb. | |||
Source: Thomson Financial/Securities Data. For more information, call Rich Peterson at (973) 645-9701. BP SPRD. - basis point spread over Treasuries; FLT. SPRD. - basis point spread over floating index; Comb. - fee is combined; NR - not rated; Na - not a |