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Goldman Sachs Lists Holdings in Expanded Corporate Bond Index

Index will form the basis of first-ever U.S. corporate bond exchange traded fund


New York - Today, Goldman, Sachs & Co. identified the securities that, as of July 1, will comprise its reconstituted GS $ InvesTopTM Index, which has been expanded from 30 to 100 corporate bonds.

Yesterday, Barclays Global Investors announced that the SEC issued an order permitting the operation of iShares exchange traded funds based on the InvesTop Index and Treasury bond indices from Lehman Brothers. The iShares ETFs – the first fixed income ETFs ever brought to market in the United States – will trade on the American Stock Exchange beginning on July 26, 2002.

"We anticipate that the broader representation the InvesTop Index will offer, coupled with its inclusion in the first U.S. corporate bond ETF, will make the Index a much more liquid and influential benchmark," said Fernando Cunha, Head of Credit Index Development at Goldman Sachs.

The following list of securities for the month of July will become effective as of July 1.

CONSUMER

CUSIP ISSUER COUPON MATURITY FACE AMOUNT (M)
002824AM2 Abbott Laboratories 5.625 1-Jul-06 1,600
00184AAE5 AOL Time Warner 6.15 1-May-07 1,000
00184AAF2 AOL Time Warner 6.875 1-May-12 2,000
00184AAG0 AOL Time Warner 7.7 1-May-32 2,000
110122AF5 Bristol-Myers Squibb 4.75 1-Oct-06 2,500
110122AG3 Bristol-Myers Squibb 5.75 1-Oct-11 2,500
233835AS6 DaimlerChrysler 6.4 15-May-06 2,000
233835AT4 DaimlerChrysler 7.3 15-Jan-12 1,500
233835AQ0 DaimlerChrysler 8.5 18-Jan-31 1,500
246688AE5 Delhaize America 8.125 15-Apr-11 1,100
345397TR4 Ford Motors 6.875 1-Feb-06 6,500
345397TY9 Ford Motors 7.25 25-Oct-11 3,500
345370CA6 Ford Motors 7.45 16-Jul-31 4,800
370334AR5 General Mills 5.125 15-Feb-07 1,500
370334AS3 General Mills 6 15-Feb-12 2,000
370425RW2 General Motors 6.125 15-Sep-06 2,500
370425RX0 General Motors 6.875 15-Sep-11 5,500
370425RZ5 General Motors 8 1-Nov-31 4,000
487836AS7 Kellogg 6.6 1-Apr-11 1,500
50075NAA2 Kraft Foods 4.625 1-Nov-06 1,250
50075NAH7 Kraft Foods 6.25 1-Jun-12 1,500
50075NAC8 Kraft Foods 6.5 1-Nov-31 750
742718BW8 Procter & Gamble 4.75 15-Jun-07 1,000
87612EAJ5 Target 5.375 15-Jun-09 750
87612EAH9 Target 5.875 1-Mar-12 1,000
904764AF4 Unilever 6.875 1-Nov-05 1,500
904764AG2 Unilever 7.125 1-Nov-10 1,750
925524AS9 Viacom 5.625 1-May-07 700
925524AQ3 Viacom 6.625 15-May-11 1,000
931142BN2 Wal-Mart 5.45 1-Aug-06 1,500
931142BE2 Wal-Mart 6.875 10-Aug-09 3,500
026609AL1 Wyeth 6.25 15-Mar-06 1,000
026609AM9 Wyeth 6.7 15-Mar-11 1,500


FINANCIAL

CUSIP ISSUER COUPON MATURITY FACE AMOUNT (M)
06423AAM5 Banc One 6.5 1-Feb-06 2,500
06423AAQ6 Banc One 5.9 15-Nov-11 750
060505AL8 Bank of America 5.25 1-Feb-07 1,500
060505AG9 Bank of America 7.4 15-Jan-11 3,000
073902BZ0 Bear Stearns 5.7 15-Jan-07 1,000
125581AA6 CIT Group 7.375 2-Apr-07 1,250
125581AB4 CIT Group 7.75 2-Apr-12 1,250
172967BA8 Citigroup 6.75 1-Dec-05 4,000
172967BJ9 Citigroup 6 21-Feb-12 1,500
172967BL4 Citigroup 6.625 15-Jun-32 1,000
22541LAD5 Credit Suisse 5.75 15-Apr-07 1,750
22541LAB9 Credit Suisse 6.125 15-Nov-11 3,000
268766BU5 EOP Operating 7 15-Jul-11 1,100
339030AD0 Fleet Boston 4.875 1-Dec-06 1,000
441812JX3 Household Finance 5.75 30-Jan-07 2,500
441812JY1 Household Finance 7 15-May-12 1,750
441812JZ8 Household Finance 7.625 17-May-32 750
459745FA8 International Lease 5.625 1-Jun-07 900
46625HAP5 JPMorgan Chase 5.25 30-May-07 2,000
46625HAN0 JPMorgan Chase 6.625 15-Mar-12 1,000
524908DD9 Lehman Bros 6.25 15-May-06 1,750
52517PSC6 Lehman Bros 6.625 18-Jan-12 1,000
617446HB8 Morgan Stanley 5.8 1-Apr-07 2,500
617446HC6 Morgan Stanley 6.6 1-Apr-12 2,500
828807AJ6 Simon Properties 6.375 15-Nov-07 750
929903AA0 Wachovia 4.95 1-Nov-06 1,750
939322AG8 Washington Mutual 5.625 15-Jan-07 1,000
949746CH2 Wells Fargo 5.125 15-Feb-07 1,500
949748AF4 Wells Fargo 6.45 1-Feb-11 1,750


TELECOM & TECHNOLOGY

CUSIP ISSUER COUPON MATURITY FACE AMOUNT (M)
00209AAG1 AT&T Wireless 8.125 1-May-12 2,000
079860AC6 Bell South 5 15-Oct-06 1,000
079860AB8 Bell South 6 15-Oct-11 1,000
079860AD4 Bell South 6.875 15-Oct-31 750
111021AC5 British Telecom 7.875 15-Dec-05 3,100
111021AD3 British Telecom 8.125 15-Dec-10 3,000
111021AE1 British Telecom 8.875 15-Dec-30 2,800
25156PAB9 Deutsche Telekom 8 15-Jun-10 3,000
25156PAC7 Deutsche Telekom 8.25 15-Jun-30 3,500
35177PAJ6 France Telecom 7.7 1-Mar-06 2,000
428236AE3 Hewlett-Packard 5.75 15-Dec-06 1,000
428236AG8 Hewlett-Packard 6.5 1-Jul-12 500
459200AW1 IBM 4.875 1-Oct-06 1,500
852060AS1 Sprint 8.375 15-Mar-12 2,000
852060AT9 Sprint 8.75 15-Mar-32 2,000
879385AC6 Telefonica 7.75 15-Sep-10 2,500
92344GAR7 Verizon 6.125 15-Jun-07 1,000
92344XAA7 Verizon 6.875 1-Apr-12 1,000
92344GAM8 Verizon 7.75 1-Dec-30 2,000

INDUSTRIAL & UTILITIES

CUSIP ISSUER COUPON MATURITY FACE AMOUNT (M)
013817AF8 Alcoa 6 15-Jan-12 1,000
032511AS6 Anadarko 5.375 1-Mar-07 650
097014AF1 Boeing 5.75 15-Feb-07 750
20825UAA2 Conoco 5.45 15-Oct-06 1,250
20825UAB0 Conoco 6.35 15-Oct-11 1,750
20825UAC8 Conoco 7.25 15-Oct-31 500
210371AG5 Constellation Energy 6.35 1-Apr-07 600
12626PAD5 CRH America 6.95 15-Mar-12 1,000
244217BG9 Deere 7 15-Mar-12 1,500
25179SAC4 Devon Energy 6.875 30-Sep-11 1,750
251799AA0 Devon Energy 7.95 15-Apr-32 1,000
264399DW3 Duke Power 6.25 15-Jan-12 750
337932AA5 First Energy 5.5 15-Nov-06 1,000
337932AB3 First Energy 6.45 15-Nov-11 1,500
337932AC1 First Energy 7.375 15-Nov-31 1,500
91913YAD2 Valero Energy 6.875 15-Apr-12 750
91913YAE0 Valero Energy 7.5 15-Apr-32 750
962166AX2 Weyerhaeuser 6 1-Aug-06 840

Goldman Sachs is a leading global investment banking, securities and investment management firm that provides a wide range of services worldwide to a substantial and diversified client base that includes corporations, financial institutions, governments and high net worth individuals. Founded in 1869, it is one of the oldest and largest investment banking firms. The firm is headquartered in New York and maintains offices in London, Frankfurt, Tokyo, Hong Kong and other major financial centers around the world.

Media Contact: Bruce Corwin
Tel: (212) 357-5550