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EXHIBIT 99.2
SECONDARY TRADING LEVELS OF COMPARABLE SECURITIES
Secondary Trading Comparables
Spread to
Company Ratings Coupon Maturity Issue Size Treasury (bps)
- ------------------ ----------- -------- -------- ---------- --------------
3 YEARS
FORD MOTOR CREDIT CO. A1/A+ 6.000% 01/03 1000 +80.0 bps
GMAC A2/A 6.750% 12/02 500 +83.0 bps
Daimler Chrysler NA A1/A+ 6.590% 06/02 350 +75.0 bps
CIT Group Holdings A1/A+ 6.500% 06/02 500 +78.0 bps
Household Finance Corp. A2/A 7.625% 01/03 300 +88.0 bps
Countrywide Home Loan A3/A 6.380% 10/02 150 +93.0 bps
Associates Corp NA Aa3/AA- 6.000% 12/02 300 +79.0 bps
5 YEARS
FORD MOTOR CREDIT CO. A1/A+ 6.700% 07/04 4000 +93.0 bps
Associates Corp NA Aa3/AA- 5.800% 04/04 1500 +89.0 bps
GMAC A2/A 6.850% 06/04 1500 +94.0 bps
Daimler Chrysler NA A1/A+ 6.900% 09/04 1500 +85.0 bps
CIT Group Holdings A1/A+ 7.125% 10/04 1000 +96.0 bps
Household Finance Corp. A2/A 6.000% 05/04 1000 +102.0 bps
Countrywide Home Loan A3/A 6.850% 06/04 750 +105.0 bps
10 YEARS
FORD MOTOR CREDIT CO. A1/A+ 7.375% 10/09 5000 +113.0 bps
Associates Corp NA Aa3/AA- 6.250% 11/08 1500 +106.0 bps
GMAC A2/A 5.850% 01/09 1000 +114.0 bps
Daimler Chrysler NA A1/A+ 7.200% 09/09 2000 +105.0 bps
CIT Group Holdings A1/A+ 5.875% 10/08 200 +125.0 bps
Household Finance Corp. A2/A 5.875% 02/09 1300 +123.0 bps
Countrywide Home Loan A3/A 6.250% 04/09 600 +129.0 bps
Source: Lehman Brothers
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