EX-99.1 3 f84942exv99w1.txt EXHIBIT 99.1 EXHIBIT 99.1
Loan No Index Type Original Balance Current Balance Cut Off Date Current Coupon 80284870 LIBOR 1 M 859,870.00 859,870.00 8/31/2002 4.00 106621030 LIBOR 1 M 93,650.00 93,650.00 8/31/2002 4.00 80277965 LIBOR 1 M 140,000.00 140,000.00 8/31/2002 4.00 106515489 LIBOR 1 M 500,000.00 500,000.00 8/31/2002 4.00 106687106 LIBOR 1 M 185,155.00 185,155.00 8/31/2002 4.00 106665110 LIBOR 1 M 156,000.00 156,000.00 8/31/2002 4.00 106202641 LIBOR 1 M 256,000.00 256,000.00 8/31/2002 4.00 80292873 LIBOR 1 M 245,000.00 245,000.00 8/31/2002 4.00 106620230 LIBOR 1 M 237,500.00 237,500.00 8/31/2002 4.00 106605975 LIBOR 1 M 56,733.34 56,730.78 8/31/2002 4.00 106691850 LIBOR 1 M 150,250.00 150,250.00 8/31/2002 4.00 80151848 LIBOR 1 M 103,000.00 103,000.00 8/31/2002 4.00 106682255 LIBOR 1 M 500,000.00 500,000.00 8/31/2002 4.00 106584741 LIBOR 1 M 676,000.00 676,000.00 8/31/2002 4.00 106597263 LIBOR 1 M 650,000.00 650,000.00 8/31/2002 4.00 106576374 LIBOR 1 M 353,000.00 352,876.67 8/31/2002 4.00 106559545 LIBOR 1 M 175,000.00 175,000.00 8/31/2002 3.88 106735178 LIBOR 1 M 184,000.00 184,000.00 8/31/2002 3.88 106398282 LIBOR 1 M 402,300.00 402,300.00 8/31/2002 3.88 80296353 LIBOR 1 M 125,000.00 125,000.00 8/31/2002 3.88 106673734 LIBOR 1 M 116,500.00 116,500.00 8/31/2002 3.88 106727464 LIBOR 1 M 108,500.00 108,500.00 8/31/2002 3.88 106622640 LIBOR 1 M 468,750.00 468,750.00 8/31/2002 3.88 106662604 LIBOR 1 M 420,000.00 420,000.00 8/31/2002 3.88 106658859 LIBOR 1 M 613,940.19 613,927.08 8/31/2002 3.88 106619125 LIBOR 1 M 976,500.00 976,500.00 8/31/2002 3.88 106622509 LIBOR 1 M 296,541.22 296,527.79 8/31/2002 3.88 80356728 LIBOR 1 M 129,600.00 129,256.39 8/31/2002 3.88 106451115 LIBOR 1 M 750,000.00 750,000.00 8/31/2002 3.88 80380496 LIBOR 1 M 300,000.00 300,000.00 8/31/2002 3.88 106528441 LIBOR 1 M 128,998.44 128,998.44 8/31/2002 3.75 106647910 LIBOR 1 M 275,500.00 275,500.00 8/31/2002 3.75 106565021 LIBOR 1 M 528,000.00 528,000.00 8/31/2002 3.75 106541188 LIBOR 1 M 140,000.00 140,000.00 8/31/2002 3.75 106387954 LIBOR 1 M 438,000.00 438,000.00 8/31/2002 3.75 106571052 LIBOR 1 M 449,500.00 449,498.44 8/31/2002 3.75 106691975 LIBOR 1 M 595,000.00 595,000.00 8/31/2002 3.75 106732340 LIBOR 1 M 602,000.00 602,000.00 8/31/2002 3.75 106553985 LIBOR 1 M 606,896.88 606,896.55 8/31/2002 3.75 106614712 LIBOR 1 M 393,500.00 393,500.00 8/31/2002 3.75 106642051 LIBOR 1 M 361,851.45 361,850.99 8/31/2002 3.75 106660558 LIBOR 1 M 199,000.00 199,000.00 8/31/2002 3.75 106551583 LIBOR 1 M 258,400.00 258,400.00 8/31/2002 3.75 106586662 LIBOR 1 M 134,900.00 134,053.72 8/31/2002 3.75 106598410 LIBOR 1 M 493,000.00 493,000.00 8/31/2002 3.75 80271612 LIBOR 1 M 496,000.00 496,000.00 8/31/2002 3.75 106731201 LIBOR 1 M 363,700.00 363,700.00 8/31/2002 3.75 106471493 LIBOR 1 M 312,000.00 312,000.00 8/31/2002 3.63
First Payment Date Maturity Date Original LTV Original ELTV Property Type 9/1/2002 8/1/2032 37.43 37.00 PD 9/1/2002 8/1/2032 50.35 50.00 SF 9/1/2002 8/1/2032 65.12 65.00 SF 9/1/2002 8/1/2032 16.26 16.00 SF 9/1/2002 8/1/2032 95.00 95.00 PD 9/1/2002 8/1/2032 88.64 89.00 SF 9/1/2002 8/1/2032 80.00 80.00 CU 9/1/2002 8/1/2032 70.00 70.00 SF 9/1/2002 8/1/2032 71.43 71.00 SF 9/1/2002 8/1/2032 60.53 61.00 SF 9/1/2002 8/1/2032 73.29 73.00 SF 9/1/2002 8/1/2032 79.23 79.00 SF 9/1/2002 8/1/2032 64.10 64.00 HC 9/1/2002 8/1/2032 80.00 80.00 SF 9/1/2002 8/1/2032 60.80 61.00 SF 9/1/2002 8/1/2032 63.04 63.00 SF 9/1/2002 8/1/2032 40.70 41.00 SF 9/1/2002 8/1/2032 46.00 46.00 SF 9/1/2002 8/1/2032 74.63 75.00 SF 9/1/2002 8/1/2032 62.50 62.00 PD 9/1/2002 8/1/2032 89.62 90.00 SF 9/1/2002 8/1/2032 70.00 70.00 SF 9/1/2002 8/1/2032 75.00 75.00 PD 9/1/2002 8/1/2032 75.00 75.00 PD 9/1/2002 8/1/2032 53.05 53.00 PD 9/1/2002 8/1/2032 70.00 70.00 HC 9/1/2002 8/1/2032 42.96 43.00 CU 9/1/2002 8/1/2032 84.71 85.00 SF 9/1/2002 8/1/2032 63.83 64.00 SF 9/1/2002 8/1/2032 72.29 72.00 SF 8/1/2002 7/1/2032 79.27 79.00 SF 9/1/2002 8/1/2032 95.00 95.00 SF 9/1/2002 8/1/2032 80.00 80.00 PD 9/1/2002 8/1/2032 64.87 65.00 SF 9/1/2002 8/1/2032 79.64 80.00 SF 8/1/2002 7/1/2032 61.06 61.00 SF 9/1/2002 8/1/2032 74.84 75.00 CU 9/1/2002 8/1/2032 70.00 70.00 SF 8/1/2002 7/1/2032 78.32 78.00 PD 9/1/2002 8/1/2032 79.49 79.00 PD 9/1/2002 8/1/2032 48.27 48.00 PD 9/1/2002 8/1/2032 75.09 75.00 PD 9/1/2002 8/1/2032 73.83 74.00 SF 9/1/2002 8/1/2032 85.92 86.00 SF 9/1/2002 8/1/2032 56.02 56.00 SF 9/1/2002 8/1/2032 80.00 80.00 PD 9/1/2002 8/1/2032 72.02 72.00 SF 9/1/2002 8/1/2032 56.73 57.00 PD
Net Coupon Original P&I Gross Margin Maximum Rate Origination Date 3.63 2,870.000 2.13 12.00 7/17/2002 3.63 312.170 2.13 12.00 7/23/2002 3.63 466.670 2.13 12.00 7/19/2002 3.63 1,666.670 2.13 12.00 7/19/2002 3.63 617.180 2.13 12.00 7/24/2002 3.63 520.000 2.13 12.00 7/17/2002 3.63 853.330 2.13 12.00 7/22/2002 3.63 816.670 2.13 12.00 7/15/2002 3.63 791.670 2.13 12.00 7/29/2002 3.63 191.670 2.13 12.00 7/23/2002 3.63 500.830 2.13 12.00 7/23/2002 3.63 343.330 2.13 12.00 7/22/2002 3.63 1,666.670 2.13 12.00 7/18/2002 3.63 2,253.330 2.13 12.00 7/30/2002 3.63 2,166.670 2.13 12.00 7/17/2002 3.63 1,176.670 2.13 12.00 7/22/2002 3.50 565.100 2.00 12.00 7/16/2002 3.50 594.170 2.00 12.00 7/19/2002 3.50 1,301.350 2.00 12.00 7/11/2002 3.50 403.650 2.00 12.00 7/18/2002 3.50 376.200 2.00 12.00 7/10/2002 3.50 350.360 2.00 12.00 7/17/2002 3.50 1,513.670 2.00 12.00 7/15/2002 3.50 1,356.250 2.00 12.00 7/5/2002 3.50 1,995.630 2.00 12.00 7/24/2002 3.50 3,153.280 2.00 12.00 7/19/2002 3.50 971.010 2.00 12.00 7/15/2002 3.50 418.500 2.00 12.00 7/26/2002 3.50 2,421.880 2.00 12.00 7/26/2002 3.50 968.750 2.00 12.00 7/26/2002 3.38 406.250 1.88 12.00 7/2/2002 3.38 860.940 1.88 12.00 7/8/2002 3.38 1,650.000 1.88 12.00 7/18/2002 3.38 437.500 1.88 12.00 7/10/2002 3.38 1,368.750 1.88 12.00 7/5/2002 3.38 1,406.250 1.88 12.00 7/3/2002 3.38 1,859.380 1.88 12.00 7/25/2002 3.38 1,881.250 1.88 12.00 7/18/2002 3.38 1,896.880 1.88 12.00 7/2/2002 3.38 1,229.690 1.88 12.00 7/12/2002 3.38 1,131.250 1.88 12.00 7/9/2002 3.38 621.880 1.88 12.00 7/23/2002 3.38 807.500 1.88 12.00 7/23/2002 3.38 421.560 1.88 12.00 7/19/2002 3.38 1,540.630 1.88 12.00 7/24/2002 3.38 1,550.000 1.88 12.00 7/22/2002 3.38 1,136.560 1.88 12.00 7/25/2002 3.25 942.500 1.75 12.00 7/26/2002
80326978 LIBOR 1 M 157,500.00 157,500.00 8/31/2002 3.50 106518178 LIBOR 1 M 244,714.58 244,714.58 8/31/2002 3.50 106694417 LIBOR 1 M 260,000.00 260,000.00 8/31/2002 3.50 80178270 LIBOR 1 M 1,000,000.00 1,000,000.00 8/31/2002 3.50 106694847 LIBOR 1 M 320,000.00 314,008.72 8/31/2002 3.50 106670706 LIBOR 1 M 389,850.00 389,850.00 8/31/2002 3.50 80297450 LIBOR 1 M 45,145.83 45,145.83 8/31/2002 3.50 80326523 LIBOR 1 M 276,000.00 276,000.00 8/31/2002 3.50 106535321 LIBOR 1 M 242,000.00 242,000.00 8/31/2002 3.38 9402390456949 LIBOR 1 M 490,000.00 490,000.00 8/31/2002 3.88 9402390457948 LIBOR 1 M 156,000.00 154,500.00 8/31/2002 3.38 9402390458049 LIBOR 1 M 383,500.00 383,500.00 8/31/2002 3.38 9402390456975 LIBOR 1 M 206,500.00 206,091.04 8/31/2002 3.88 9402390454933 LIBOR 1 M 525,000.00 525,000.00 8/31/2002 3.88 9402390455744 LIBOR 1 M 160,000.00 160,000.00 8/31/2002 3.88 9402390458524 LIBOR 1 M 1,250,000.00 1,250,000.00 8/31/2002 3.88 9402390457562 LIBOR 1 M 659,981.25 659,962.44 8/31/2002 3.88 9402390457571 LIBOR 1 M 632,000.00 632,000.00 8/31/2002 3.88 9402390457615 LIBOR 1 M 700,000.00 700,000.00 8/31/2002 3.88 9402390457610 LIBOR 1 M 411,600.00 411,600.00 8/31/2002 3.88 9402390457730 LIBOR 1 M 1,875,000.00 1,875,000.00 8/31/2002 3.88 9402390457746 LIBOR 1 M 830,000.00 830,000.00 8/31/2002 3.88 9402390456930 LIBOR 1 M 270,000.00 270,000.00 8/31/2002 3.63 9402390458052 LIBOR 1 M 492,000.00 491,500.00 8/31/2002 3.63 9402390457732 LIBOR 1 M 2,000,000.00 2,000,000.00 8/31/2002 3.63 9402390456588 LIBOR 1 M 195,000.00 195,000.00 8/31/2002 3.38 9402390456600 LIBOR 1 M 381,000.00 380,571.56 8/31/2002 3.38 9402390456604 LIBOR 1 M 544,000.00 544,000.00 8/31/2002 3.38 9402390456612 LIBOR 1 M 196,000.00 195,400.00 8/31/2002 3.38 9402390455832 LIBOR 1 M 539,800.00 539,800.00 8/31/2002 3.38 9402390455818 LIBOR 1 M 565,500.00 565,500.00 8/31/2002 3.38 9402390455787 LIBOR 1 M 220,000.00 220,000.00 8/31/2002 3.38 9402390455846 LIBOR 1 M 460,000.00 460,000.00 8/31/2002 3.38 9402390456490 LIBOR 1 M 215,000.00 215,000.00 8/31/2002 3.38 9402390455834 LIBOR 1 M 937,000.00 937,000.00 8/31/2002 3.38 9402390455858 LIBOR 1 M 311,200.00 311,200.00 8/31/2002 3.38 9402390455859 LIBOR 1 M 330,000.00 330,000.00 8/31/2002 3.38 9402390457524 LIBOR 1 M 325,520.00 324,520.00 8/31/2002 3.38 9402390457510 LIBOR 1 M 456,000.00 456,000.00 8/31/2002 3.38 9402390457511 LIBOR 1 M 250,000.00 250,000.00 8/31/2002 3.38 9402390457512 LIBOR 1 M 213,500.00 213,454.30 8/31/2002 3.38 9402390457519 LIBOR 1 M 130,000.00 114,843.13 8/31/2002 3.38 9402390457523 LIBOR 1 M 135,000.00 135,000.00 8/31/2002 3.38 9402390457545 LIBOR 1 M 1,163,000.00 1,163,000.00 8/31/2002 3.38 9402390456841 LIBOR 1 M 165,000.00 165,000.00 8/31/2002 3.38 9402390456847 LIBOR 1 M 1,500,000.00 1,500,000.00 8/31/2002 3.38 9402390456851 LIBOR 1 M 1,680,000.00 1,680,000.00 8/31/2002 3.38 9402390457508 LIBOR 1 M 565,100.00 565,100.00 8/31/2002 3.38 9402390456931 LIBOR 1 M 900,000.00 900,000.00 8/31/2002 3.38
9/1/2002 8/1/2032 75.00 75.00 PD 8/1/2002 7/1/2032 28.99 29.00 SF 9/1/2002 8/1/2032 80.00 80.00 PD 9/1/2002 8/1/2032 48.26 48.00 PD 9/1/2002 8/1/2032 63.37 63.00 PD 9/1/2002 8/1/2032 74.97 75.00 PD 9/1/2002 8/1/2032 23.81 24.00 PD 9/1/2002 8/1/2032 80.00 80.00 PD 9/1/2002 8/1/2032 80.00 80.00 SF 8/1/2002 7/1/2027 76.56 76.56 PU 9/1/2002 8/1/2027 65.30 65.30 SF 9/1/2002 8/1/2027 62.87 62.87 SF 8/1/2002 7/1/2027 70.00 70.00 PU 9/1/2002 8/1/2027 52.50 52.50 SF 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 52.08 52.08 SF 8/1/2002 7/1/2027 80.00 80.00 CU 8/1/2002 7/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 49.34 49.34 SF 9/1/2002 8/1/2027 100.00 70.00 PU 9/1/2002 8/1/2027 62.79 62.79 SF 9/1/2002 8/1/2027 42.78 42.78 CP 9/1/2002 8/1/2027 32.00 32.00 SF 8/1/2002 7/1/2027 100.00 70.00 SF 9/1/2002 8/1/2027 100.00 70.00 PU 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 52.00 52.00 SF 9/1/2002 8/1/2027 50.27 50.27 SF 9/1/2002 8/1/2027 79.71 79.71 SF 9/1/2002 8/1/2027 80.00 80.00 MF 8/1/2002 7/1/2027 61.43 61.43 SF 9/1/2002 8/1/2027 72.08 72.08 SF 9/1/2002 8/1/2027 79.89 79.89 PU 9/1/2002 8/1/2027 100.00 60.00 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 62.50 62.50 SF 9/1/2002 8/1/2027 53.38 53.38 PU 9/1/2002 8/1/2027 60.47 60.47 CU 9/1/2002 8/1/2027 60.00 60.00 PU 9/1/2002 8/1/2027 78.37 78.37 PU 8/1/2002 7/1/2027 76.74 76.74 SF 9/1/2002 8/1/2027 53.10 53.10 SF 8/1/2002 7/1/2027 76.36 76.36 SF 9/1/2002 8/1/2027 76.47 76.47 SF 9/1/2002 8/1/2027 34.62 34.62 SF
3.13 459.380 1.63 12.00 7/8/2002 3.13 714.580 1.63 12.00 6/21/2002 3.13 758.330 1.63 12.00 7/22/2002 3.13 2,916.670 1.63 12.00 7/12/2002 3.13 933.330 1.63 12.00 7/17/2002 3.13 1,137.060 1.63 12.00 7/18/2002 3.13 145.830 1.63 12.00 7/17/2002 3.13 805.000 1.63 12.00 7/31/2002 3.00 680.630 1.50 12.00 7/9/2002 3.50 1,582.290 #N/A 12.00 6/26/2002 3.00 438.750 #N/A 12.00 7/17/2002 3.00 1,078.590 #N/A 12.00 7/11/2002 3.50 666.820 #N/A 12.00 6/26/2002 3.50 1,695.310 #N/A 12.00 7/8/2002 3.50 516.670 #N/A 12.00 7/26/2002 3.50 4,036.460 #N/A 12.00 7/26/2002 3.50 2,131.190 #N/A 12.00 7/1/2002 3.50 2,040.830 #N/A 12.00 7/1/2002 3.50 2,260.420 #N/A 12.00 7/15/2002 3.50 1,329.130 #N/A 12.00 7/11/2002 3.50 6,054.690 #N/A 12.00 7/23/2002 3.50 2,680.210 #N/A 12.00 7/29/2002 3.25 815.620 #N/A 12.00 7/2/2002 3.25 1,486.250 #N/A 12.00 7/12/2002 3.25 6,041.670 #N/A 12.00 7/25/2002 3.00 548.440 #N/A 12.00 7/1/2002 3.00 1,071.560 #N/A 12.00 7/8/2002 3.00 1,530.000 #N/A 12.00 7/9/2002 3.00 551.250 #N/A 12.00 6/27/2002 3.00 1,518.190 #N/A 12.00 7/26/2002 3.00 1,590.470 #N/A 12.00 7/30/2002 3.00 618.750 #N/A 12.00 7/25/2002 3.00 1,293.750 #N/A 12.00 7/31/2002 3.00 604.690 #N/A 12.00 6/25/2002 3.00 2,635.310 #N/A 12.00 7/30/2002 3.00 875.250 #N/A 12.00 7/31/2002 3.00 928.130 #N/A 12.00 7/29/2002 3.00 915.530 #N/A 12.00 7/3/2002 3.00 1,282.500 #N/A 12.00 7/18/2002 3.00 703.130 #N/A 12.00 7/18/2002 3.00 600.470 #N/A 12.00 7/18/2002 3.00 365.630 #N/A 12.00 7/3/2002 3.00 379.690 #N/A 12.00 7/3/2002 3.00 3,270.940 #N/A 12.00 7/11/2002 3.00 464.060 #N/A 12.00 6/27/2002 3.00 4,218.750 #N/A 12.00 7/1/2002 3.00 4,725.000 #N/A 12.00 7/1/2002 3.00 1,589.340 #N/A 12.00 7/17/2002 3.00 2,531.250 #N/A 12.00 7/1/2002
9402390457014 LIBOR 1 M 195,520.00 195,520.00 8/31/2002 3.38 9402390457019 LIBOR 1 M 400,000.00 400,000.00 8/31/2002 3.38 9402390455052 LIBOR 1 M 150,000.00 150,000.00 8/31/2002 3.38 9402390455060 LIBOR 1 M 525,000.00 525,000.00 8/31/2002 3.38 9402390455094 LIBOR 1 M 314,000.00 314,000.00 8/31/2002 3.38 9402390457953 LIBOR 1 M 106,200.00 106,200.00 8/31/2002 3.38 9402390453838 LIBOR 1 M 285,000.00 285,000.00 8/31/2002 3.38 9402390454584 LIBOR 1 M 192,383.77 192,383.77 8/31/2002 3.38 9402390454939 LIBOR 1 M 149,600.00 149,600.00 8/31/2002 3.38 9402390454891 LIBOR 1 M 178,000.00 177,901.24 8/31/2002 3.38 9402390454894 LIBOR 1 M 546,000.00 546,000.00 8/31/2002 3.38 9402390454930 LIBOR 1 M 287,000.00 287,000.00 8/31/2002 3.38 9402390454866 LIBOR 1 M 350,000.00 350,000.00 8/31/2002 3.38 9402390455698 LIBOR 1 M 524,000.00 524,000.00 8/31/2002 3.38 9402390455109 LIBOR 1 M 150,000.00 150,000.00 8/31/2002 3.38 9402390455710 LIBOR 1 M 1,137,500.00 1,137,500.00 8/31/2002 3.38 9402390455717 LIBOR 1 M 121,600.00 121,600.00 8/31/2002 3.38 9402390455616 LIBOR 1 M 375,000.00 374,965.33 8/31/2002 3.38 9402390455558 LIBOR 1 M 240,000.00 240,000.00 8/31/2002 3.38 9402390455593 LIBOR 1 M 153,000.00 153,000.00 8/31/2002 3.38 9402390455623 LIBOR 1 M 408,100.00 408,100.00 8/31/2002 3.38 9402390455653 LIBOR 1 M 667,000.00 667,000.00 8/31/2002 3.38 9402390455657 LIBOR 1 M 175,000.00 175,000.00 8/31/2002 3.38 9402390458061 LIBOR 1 M 285,000.00 285,000.00 8/31/2002 3.38 9402390458063 LIBOR 1 M 667,000.00 667,000.00 8/31/2002 3.38 9402390458067 LIBOR 1 M 129,000.00 129,000.00 8/31/2002 3.38 9402390458068 LIBOR 1 M 160,000.00 160,000.00 8/31/2002 3.38 9402390458075 LIBOR 1 M 311,200.00 311,200.00 8/31/2002 3.38 9402390458042 LIBOR 1 M 950,000.00 950,000.00 8/31/2002 3.38 9402390458082 LIBOR 1 M 990,000.00 990,000.00 8/31/2002 3.38 9402390458091 LIBOR 1 M 260,000.00 260,000.00 8/31/2002 3.38 9402390457931 LIBOR 1 M 650,000.00 650,000.00 8/31/2002 3.38 9402390457986 LIBOR 1 M 944,500.00 944,500.00 8/31/2002 3.38 9402390457944 LIBOR 1 M 560,000.00 560,000.00 8/31/2002 3.38 9402390457935 LIBOR 1 M 350,000.00 350,000.00 8/31/2002 3.38 9402390457936 LIBOR 1 M 450,000.00 448,000.00 8/31/2002 3.38 9402390457932 LIBOR 1 M 312,000.00 312,000.00 8/31/2002 3.38 9402390457573 LIBOR 1 M 49,600.00 49,600.00 8/31/2002 3.38 9402390457580 LIBOR 1 M 720,000.00 720,000.00 8/31/2002 3.38 9402390457602 LIBOR 1 M 150,000.00 150,000.00 8/31/2002 3.38 9402390457604 LIBOR 1 M 356,000.00 356,000.00 8/31/2002 3.38 9402390457729 LIBOR 1 M 800,000.00 800,000.00 8/31/2002 3.38 9402390457901 LIBOR 1 M 320,000.00 319,600.00 8/31/2002 3.38 9402390457841 LIBOR 1 M 144,250.00 142,650.00 8/31/2002 3.38 9402390457843 LIBOR 1 M 100,000.00 100,000.00 8/31/2002 3.38 9402390457847 LIBOR 1 M 104,000.00 104,000.00 8/31/2002 3.38 9402390457726 LIBOR 1 M 200,000.00 200,000.00 8/31/2002 3.38 9402390457785 LIBOR 1 M 179,200.00 179,200.00 8/31/2002 3.38 9402390457912 LIBOR 1 M 125,500.00 125,452.97 8/31/2002 3.38
8/1/2002 7/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 47.06 47.06 SF 9/1/2002 8/1/2027 69.77 69.77 SF 9/1/2002 8/1/2027 45.65 45.65 SF 9/1/2002 8/1/2027 75.66 75.66 SF 9/1/2002 8/1/2027 79.98 79.98 PU 6/1/2002 5/1/2027 79.61 79.61 CU 8/1/2002 7/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 65.04 65.04 SF 9/1/2002 8/1/2027 20.94 20.94 CU 9/1/2002 8/1/2027 49.64 49.64 SF 9/1/2002 8/1/2027 79.19 79.19 PU 9/1/2002 8/1/2027 71.87 71.87 PU 9/1/2002 8/1/2027 47.85 47.85 SF 9/1/2002 8/1/2027 68.18 68.18 SF 9/1/2002 8/1/2027 78.45 78.45 SF 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 71.29 71.29 PU 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 70.18 70.18 SF 9/1/2002 8/1/2027 69.76 69.76 MF 9/1/2002 8/1/2027 74.94 74.94 PU 9/1/2002 8/1/2027 79.55 79.55 SF 9/1/2002 8/1/2027 75.00 75.00 SF 9/1/2002 8/1/2027 100.00 70.00 SF 9/1/2002 8/1/2027 64.50 64.50 SF 9/1/2002 8/1/2027 78.82 78.82 SF 9/1/2002 8/1/2027 79.82 79.82 SF 9/1/2002 8/1/2027 30.65 30.65 SF 9/1/2002 8/1/2027 43.04 43.04 SF 9/1/2002 8/1/2027 52.00 52.00 SF 9/1/2002 8/1/2027 100.00 70.00 SF 8/1/2002 7/1/2027 100.00 50.00 CU 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 50.00 50.00 SF 9/1/2002 8/1/2027 76.27 76.27 PU 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 26.55 26.55 MF 9/1/2002 8/1/2027 69.13 69.13 PU 9/1/2002 8/1/2027 65.31 65.31 PU 9/1/2002 8/1/2027 43.84 43.84 SF 9/1/2002 8/1/2027 52.45 52.45 PU 9/1/2002 8/1/2027 76.92 76.92 SF 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 100.00 70.00 CU
3.00 549.900 #N/A 12.00 7/1/2002 3.00 1,125.000 #N/A 12.00 7/3/2002 3.00 421.880 #N/A 12.00 7/11/2002 3.00 1,476.560 #N/A 12.00 7/26/2002 3.00 883.130 #N/A 12.00 7/18/2002 3.00 298.690 #N/A 12.00 7/19/2002 3.00 801.560 #N/A 12.00 4/24/2002 3.00 541.080 #N/A 12.00 6/14/2002 3.00 420.750 #N/A 12.00 7/22/2002 3.00 500.630 #N/A 12.00 7/17/2002 3.00 1,535.630 #N/A 12.00 6/28/2002 3.00 807.190 #N/A 12.00 7/24/2002 3.00 984.380 #N/A 12.00 7/8/2002 3.00 1,473.750 #N/A 12.00 7/26/2002 3.00 421.880 #N/A 12.00 7/10/2002 3.00 3,199.220 #N/A 12.00 7/22/2002 3.00 342.000 #N/A 12.00 7/26/2002 3.00 1,054.690 #N/A 12.00 7/25/2002 3.00 675.000 #N/A 12.00 6/27/2002 3.00 430.310 #N/A 12.00 7/1/2002 3.00 1,147.780 #N/A 12.00 7/12/2002 3.00 1,875.940 #N/A 12.00 7/19/2002 3.00 492.190 #N/A 12.00 7/16/2002 3.00 801.560 #N/A 12.00 7/12/2002 3.00 1,875.940 #N/A 12.00 7/12/2002 3.00 362.810 #N/A 12.00 7/12/2002 3.00 450.000 #N/A 12.00 7/12/2002 3.00 875.250 #N/A 12.00 7/15/2002 3.00 2,671.880 #N/A 12.00 7/10/2002 3.00 2,784.380 #N/A 12.00 7/15/2002 3.00 731.250 #N/A 12.00 7/17/2002 3.00 1,828.130 #N/A 12.00 7/26/2002 3.00 2,656.410 #N/A 12.00 7/1/2002 3.00 1,575.000 #N/A 12.00 7/16/2002 3.00 984.380 #N/A 12.00 7/12/2002 3.00 1,265.630 #N/A 12.00 7/15/2002 3.00 877.500 #N/A 12.00 7/26/2002 3.00 139.500 #N/A 12.00 7/2/2002 3.00 2,025.000 #N/A 12.00 7/3/2002 3.00 421.880 #N/A 12.00 7/9/2002 3.00 1,001.250 #N/A 12.00 7/19/2002 3.00 2,250.000 #N/A 12.00 7/22/2002 3.00 900.000 #N/A 12.00 7/18/2002 3.00 405.700 #N/A 12.00 7/25/2002 3.00 281.250 #N/A 12.00 7/26/2002 3.00 292.500 #N/A 12.00 7/29/2002 3.00 562.500 #N/A 12.00 7/19/2002 3.00 504.000 #N/A 12.00 7/25/2002 3.00 352.970 #N/A 12.00 7/22/2002
9402390457920 LIBOR 1 M 192,100.00 192,100.00 8/31/2002 3.38 9402390457897 LIBOR 1 M 500,000.00 500,000.00 8/31/2002 3.38 9402390457753 LIBOR 1 M 350,000.00 350,000.00 8/31/2002 3.38 9402390457764 LIBOR 1 M 719,000.00 719,000.00 8/31/2002 3.38 9402390457766 LIBOR 1 M 420,000.00 420,000.00 8/31/2002 3.38 9402390457776 LIBOR 1 M 120,000.00 120,000.00 8/31/2002 3.38 9402390457781 LIBOR 1 M 580,000.00 580,000.00 8/31/2002 3.38 9402390457551 LIBOR 1 M 300,000.00 300,000.00 8/31/2002 3.38 9402390458289 LIBOR 1 M 440,000.00 440,000.00 8/31/2002 3.25 9402390458033 LIBOR 1 M 155,000.00 155,000.00 8/31/2002 3.38 9402390458126 LIBOR 1 M 100,000.00 100,000.00 8/31/2002 3.38 9402390457720 LIBOR 1 M 56,000.00 56,000.00 8/31/2002 3.38 9402390457724 LIBOR 1 M 350,000.00 350,000.00 8/31/2002 3.38 9402390457617 LIBOR 1 M 200,000.00 200,000.00 8/31/2002 3.38 106491863 LIBOR 6 M 208,564.00 208,564.00 8/31/2002 4.25 106399140 LIBOR 6 M 270,000.00 269,247.34 8/31/2002 4.25 106438393 LIBOR 6 M 120,000.00 120,000.00 8/31/2002 4.25 106282734 LIBOR 6 M 121,067.52 121,066.27 8/31/2002 4.25 80208382 LIBOR 6 M 560,000.00 560,000.00 8/31/2002 4.25 106551757 LIBOR 6 M 300,000.00 300,000.00 8/31/2002 4.25 106448269 LIBOR 6 M 387,931.29 387,931.04 8/31/2002 4.25 106539588 LIBOR 6 M 368,000.00 368,000.00 8/31/2002 4.25 106568116 LIBOR 6 M 191,000.00 191,000.00 8/31/2002 4.13 80351620 LIBOR 6 M 180,600.00 180,600.00 8/31/2002 4.13 80325988 LIBOR 6 M 100,200.00 100,200.00 8/31/2002 3.88 106691652 LIBOR 6 M 120,650.00 120,450.00 8/31/2002 4.00 106628332 LIBOR 6 M 199,000.00 199,000.00 8/31/2002 4.13 80340425 LIBOR 6 M 278,000.00 278,000.00 8/31/2002 4.13 80316706 LIBOR 6 M 415,000.00 415,000.00 8/31/2002 4.13 106630296 LIBOR 6 M 146,500.00 146,500.00 8/31/2002 4.13 106657372 LIBOR 6 M 143,200.00 143,200.00 8/31/2002 4.13 106710627 LIBOR 6 M 193,000.00 191,223.23 8/31/2002 3.88 106660160 LIBOR 6 M 300,000.00 299,327.00 8/31/2002 3.88 106746647 LIBOR 6 M 349,698.03 349,698.03 8/31/2002 3.75 106719222 LIBOR 6 M 97,000.00 97,000.00 8/31/2002 3.75 80247547 LIBOR 6 M 112,500.00 112,484.37 8/31/2002 3.75 80240567 LIBOR 6 M 315,000.00 315,000.00 8/31/2002 3.75 106682271 LIBOR 6 M 180,000.00 180,000.00 8/31/2002 3.63 106403702 LIBOR 6 M 122,500.00 122,500.00 8/31/2002 3.63 80204126 LIBOR 6 M 566,000.00 566,000.00 8/31/2002 3.63 106777329 LIBOR 6 M 300,000.00 299,506.25 8/31/2002 3.63 80290448 LIBOR 6 M 380,000.00 380,000.00 8/31/2002 3.63 106675606 LIBOR 6 M 158,400.00 158,400.00 8/31/2002 3.88 106589435 LIBOR 6 M 94,800.00 94,800.00 8/31/2002 4.00 80367345 LIBOR 6 M 225,000.00 225,000.00 8/31/2002 3.63 106616527 LIBOR 6 M 441,750.00 441,749.99 8/31/2002 3.63 106732332 LIBOR 6 M 328,000.00 328,000.00 8/31/2002 3.63 106727217 LIBOR 6 M 279,000.00 279,000.00 8/31/2002 3.63 106712029 LIBOR 6 M 394,500.00 394,500.00 8/31/2002 3.63
9/1/2002 8/1/2027 76.84 76.84 PU 9/1/2002 8/1/2027 63.29 63.29 CU 9/1/2002 8/1/2027 46.67 46.67 PU 9/1/2002 8/1/2027 79.01 79.01 PU 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 77.42 77.42 SF 9/1/2002 8/1/2027 48.33 48.33 PU 9/1/2002 8/1/2027 64.65 64.65 PU 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 50.00 50.00 SF 9/1/2002 8/1/2027 52.63 52.63 CU 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 53.85 53.85 SF 9/1/2002 8/1/2027 80.00 80.00 PU 8/1/2002 7/1/2032 80.00 80.00 PD 8/1/2002 7/1/2032 70.50 70.00 SF 9/1/2002 8/1/2032 75.00 75.00 PD 7/1/2002 6/1/2032 94.93 95.00 PD 9/1/2002 8/1/2032 70.00 70.00 PD 8/1/2002 7/1/2032 63.16 63.00 SF 8/1/2002 7/1/2032 39.59 40.00 SF 8/1/2002 7/1/2032 18.40 18.00 SF 9/1/2002 8/1/2032 79.58 80.00 SF 9/1/2002 8/1/2032 78.52 79.00 PD 9/1/2002 8/1/2032 48.88 49.00 PD 9/1/2002 8/1/2032 95.00 95.00 PA 9/1/2002 8/1/2032 66.33 66.00 SF 9/1/2002 8/1/2032 70.38 70.00 SF 9/1/2002 8/1/2032 75.00 75.00 2F 9/1/2002 8/1/2032 58.60 59.00 SF 8/1/2002 7/1/2032 80.00 80.00 SF 9/1/2002 8/1/2032 54.83 55.00 PD 9/1/2002 8/1/2032 75.00 75.00 SF 9/1/2002 8/1/2032 84.34 84.00 PD 9/1/2002 8/1/2032 69.78 70.00 CU 9/1/2002 8/1/2032 30.68 31.00 PD 9/1/2002 8/1/2032 52.50 52.00 SF 9/1/2002 8/1/2032 56.60 57.00 PD 9/1/2002 8/1/2032 70.00 70.00 SF 9/1/2002 8/1/2032 64.69 65.00 SF 9/1/2002 8/1/2032 50.85 51.00 SF 9/1/2002 8/1/2032 61.39 61.00 PD 9/1/2002 8/1/2032 80.00 80.00 PD 9/1/2002 8/1/2032 33.50 33.00 PA 9/1/2002 8/1/2032 65.22 65.00 PD 9/1/2002 8/1/2032 55.57 56.00 SF 9/1/2002 8/1/2032 54.85 55.00 PD 9/1/2002 8/1/2032 69.75 70.00 PD 9/1/2002 8/1/2032 64.15 64.00 PD
3.00 540.280 #N/A 12.00 7/24/2002 3.00 1,406.250 #N/A 12.00 7/19/2002 3.00 984.380 #N/A 12.00 7/31/2002 3.00 2,022.190 #N/A 12.00 7/19/2002 3.00 1,181.250 #N/A 12.00 7/19/2002 3.00 337.500 #N/A 12.00 7/22/2002 3.00 1,631.250 #N/A 12.00 7/24/2002 3.00 843.750 #N/A 12.00 7/12/2002 2.88 1,191.670 #N/A 12.00 7/30/2002 3.00 435.940 #N/A 12.00 7/10/2002 3.00 281.250 #N/A 12.00 7/18/2002 3.00 157.500 #N/A 12.00 7/25/2002 3.00 984.380 #N/A 12.00 7/25/2002 3.00 562.500 #N/A 12.00 7/12/2002 3.88 738.660 2.13 12.00 6/5/2002 3.88 956.250 2.13 12.00 6/28/2002 3.88 425.000 2.13 12.00 7/16/2002 3.88 430.030 2.13 12.00 5/30/2002 3.88 1,983.330 2.13 12.00 7/10/2002 3.88 1,062.500 2.13 12.00 6/25/2002 3.88 1,374.170 2.13 12.00 6/18/2002 3.88 1,303.330 2.13 12.00 7/1/2002 3.75 656.560 2.13 12.00 7/22/2002 3.75 620.810 2.13 12.00 7/19/2002 3.50 323.560 1.88 12.00 7/24/2002 3.63 402.170 2.00 12.00 7/22/2002 3.75 684.060 2.13 12.00 7/11/2002 3.75 955.630 2.13 12.00 7/19/2002 3.75 1,430.860 2.13 12.00 7/8/2002 3.75 503.590 2.13 12.00 7/11/2002 3.75 492.250 2.13 12.00 7/2/2002 3.50 623.230 1.88 12.00 7/15/2002 3.50 968.750 1.88 12.00 7/26/2002 3.38 1,093.750 1.75 12.00 7/24/2002 3.38 303.130 1.75 12.00 7/25/2002 3.38 367.190 1.75 12.00 7/17/2002 3.38 984.380 1.75 12.00 7/24/2002 3.25 543.750 1.63 12.00 7/12/2002 3.25 370.050 1.63 12.00 7/10/2002 3.25 1,709.790 1.63 12.00 6/27/2002 3.25 906.250 1.63 12.00 7/17/2002 3.25 1,147.920 1.63 12.00 7/3/2002 3.50 511.500 1.88 12.00 7/18/2002 3.63 316.000 2.00 12.00 7/19/2002 3.25 679.690 1.63 12.00 7/26/2002 3.25 1,334.460 1.63 12.00 7/10/2002 3.25 990.830 1.63 12.00 7/24/2002 3.25 842.810 1.63 12.00 7/25/2002 3.25 1,191.720 1.63 12.00 7/23/2002
106604978 LIBOR 6 M 453,750.00 453,750.00 8/31/2002 3.50 106728439 LIBOR 6 M 373,000.00 372,997.92 8/31/2002 3.50 106724867 LIBOR 6 M 192,000.00 192,000.00 8/31/2002 3.50 106728074 LIBOR 6 M 348,200.00 348,200.00 8/31/2002 3.50 80309651 LIBOR 6 M 257,000.00 257,000.00 8/31/2002 3.38 80310568 LIBOR 6 M 330,000.00 330,000.00 8/31/2002 4.13 106731334 LIBOR 6 M 295,000.00 294,997.60 8/31/2002 3.88 80254360 LIBOR 6 M 292,500.00 292,500.00 8/31/2002 3.88 80373491 LIBOR 6 M 277,900.00 277,900.00 8/31/2002 3.88 106688740 LIBOR 6 M 400,000.00 400,000.00 8/31/2002 3.88 106449614 LIBOR 6 M 284,000.00 284,000.00 8/31/2002 4.00 106751464 LIBOR 6 M 391,050.00 391,045.81 8/31/2002 3.88 80352222 LIBOR 6 M 350,000.00 350,000.00 8/31/2002 3.88 106694730 LIBOR 6 M 400,000.00 400,000.00 8/31/2002 3.88 80233653 LIBOR 6 M 338,000.00 338,000.00 8/31/2002 3.88 80399488 LIBOR 6 M 184,000.00 184,000.00 8/31/2002 3.75 80381593 LIBOR 6 M 160,000.00 159,515.12 8/31/2002 3.75 106593171 LIBOR 6 M 524,250.00 524,250.00 8/31/2002 3.75 106604762 LIBOR 6 M 600,000.00 600,000.00 8/31/2002 3.75 80252968 LIBOR 6 M 164,000.00 164,000.00 8/31/2002 3.88 106548423 LIBOR 6 M 144,000.00 144,000.00 8/31/2002 3.88 106333354 LIBOR 6 M 965,300.00 965,300.00 8/31/2002 3.88 80373871 LIBOR 6 M 173,600.00 173,513.66 8/31/2002 3.88 106489149 LIBOR 6 M 113,000.00 113,000.00 8/31/2002 3.88 106633332 LIBOR 6 M 269,250.00 269,250.00 8/31/2002 3.75 106528391 LIBOR 6 M 123,821.23 123,642.46 8/31/2002 3.75 9402390457504 LIBOR 6 M 272,000.00 272,000.00 8/31/2002 4.25 9402390458261 LIBOR 6 M 447,600.00 447,600.00 8/31/2002 4.00 9402390458134 LIBOR 6 M 250,000.00 250,000.00 8/31/2002 4.00 9402390458166 LIBOR 6 M 350,000.00 350,000.00 8/31/2002 4.00 9402390458181 LIBOR 6 M 158,000.00 158,000.00 8/31/2002 4.00 9402390457718 LIBOR 6 M 210,000.00 210,000.00 8/31/2002 4.00 9402390458200 LIBOR 6 M 249,000.00 249,000.00 8/31/2002 3.50 9402390455020 LIBOR 6 M 350,000.00 350,000.00 8/31/2002 3.50 9402390455713 LIBOR 6 M 466,000.00 466,000.00 8/31/2002 3.75 9402390458138 LIBOR 6 M 43,722.00 43,120.08 8/31/2002 3.75 9402390455891 LIBOR 6 M 137,500.00 137,500.00 8/31/2002 4.00 9402390456515 LIBOR 6 M 440,000.00 440,000.00 8/31/2002 3.88 9402390452284 LIBOR 6 M 504,000.00 504,000.00 8/31/2002 3.88 9402390455664 LIBOR 6 M 720,000.00 720,000.00 8/31/2002 3.88 9402390456673 LIBOR 6 M 519,000.00 518,800.00 8/31/2002 3.75 9402390455711 LIBOR 6 M 250,000.00 250,000.00 8/31/2002 3.75 9402390456592 LIBOR 6 M 125,000.00 125,000.00 8/31/2002 3.63 9402390456602 LIBOR 6 M 67,000.00 67,000.00 8/31/2002 3.63 9402390456623 LIBOR 6 M 590,000.00 590,000.00 8/31/2002 3.63 9402390456620 LIBOR 6 M 230,000.00 230,000.00 8/31/2002 3.63 9402390456817 LIBOR 6 M 750,000.00 747,265.62 8/31/2002 3.63 9402390456611 LIBOR 6 M 123,200.00 123,200.00 8/31/2002 3.63 9402390456829 LIBOR 6 M 123,200.00 123,200.00 8/31/2002 3.63
9/1/2002 8/1/2032 75.00 75.00 SF 9/1/2002 8/1/2032 79.92 80.00 PD 9/1/2002 8/1/2032 69.82 70.00 SF 9/1/2002 8/1/2032 79.99 80.00 PD 9/1/2002 8/1/2032 64.25 64.00 SF 9/1/2002 8/1/2032 60.00 60.00 SF 9/1/2002 8/1/2032 58.42 58.00 SF 9/1/2002 8/1/2032 65.00 65.00 PD 9/1/2002 8/1/2032 60.41 60.00 PD 9/1/2002 8/1/2032 62.99 63.00 SF 8/1/2002 7/1/2032 80.00 80.00 SF 9/1/2002 8/1/2032 46.38 46.00 SF 9/1/2002 8/1/2032 60.87 61.00 SF 9/1/2002 8/1/2032 68.97 69.00 SF 9/1/2002 8/1/2032 69.69 70.00 SF 9/1/2002 8/1/2032 76.03 76.00 SF 9/1/2002 8/1/2032 29.09 29.00 SF 8/1/2002 7/1/2032 75.00 75.00 PD 9/1/2002 8/1/2032 68.27 68.00 SF 8/1/2002 7/1/2032 80.00 80.00 PD 8/1/2002 7/1/2032 80.00 80.00 SF 9/1/2002 8/1/2032 48.27 48.00 SF 9/1/2002 8/1/2032 80.00 80.00 SF 9/1/2002 8/1/2032 64.20 64.00 SF 9/1/2002 8/1/2032 71.80 72.00 PD 9/1/2002 8/1/2032 70.86 71.00 SF 9/1/2002 8/1/2027 64.45 64.45 PU 9/1/2002 8/1/2027 79.94 79.94 SF 9/1/2002 8/1/2027 52.08 52.08 SF 9/1/2002 8/1/2027 45.45 45.45 SF 9/1/2002 8/1/2027 100.00 59.00 SF 9/1/2002 8/1/2027 60.87 60.87 SF 9/1/2002 8/1/2027 79.05 79.05 SF 9/1/2002 8/1/2027 66.67 66.67 SF 9/1/2002 8/1/2027 63.84 63.84 SF 9/1/2002 8/1/2027 32.39 32.39 CP 9/1/2002 8/1/2027 50.00 50.00 SF 6/1/2002 5/1/2027 80.00 80.00 PU 6/1/2002 5/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 80.00 80.00 SF 8/1/2002 7/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 36.23 36.23 CU 9/1/2002 8/1/2027 100.00 70.00 SF 9/1/2002 8/1/2027 76.14 76.14 CU 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 71.88 71.88 SF 8/1/2002 7/1/2027 79.70 79.70 PU 9/1/2002 8/1/2027 66.96 66.96 SF 9/1/2002 8/1/2027 80.00 80.00 SF
3.13 1,323.440 1.50 12.00 7/17/2002 3.13 1,087.920 1.50 12.00 7/18/2002 3.13 560.000 1.50 12.00 7/25/2002 3.13 1,015.580 1.50 12.00 7/30/2002 3.00 722.810 1.38 12.00 7/12/2002 3.75 1,134.380 2.13 12.00 7/17/2002 3.50 952.600 1.88 12.00 7/17/2002 3.50 944.530 1.88 12.00 7/25/2002 3.50 897.390 1.88 12.00 7/19/2002 3.50 1,291.670 1.88 12.00 7/16/2002 3.63 946.670 1.88 12.00 6/6/2002 3.50 1,266.960 1.88 12.00 7/18/2002 3.50 1,130.210 1.88 12.00 7/29/2002 3.50 1,291.670 1.88 12.00 7/31/2002 3.50 1,091.460 1.88 12.00 7/18/2002 3.38 575.000 1.88 12.00 7/29/2002 3.38 500.000 1.88 12.00 7/26/2002 3.38 1,638.280 1.88 12.00 6/28/2002 3.38 1,875.000 1.88 12.00 7/31/2002 3.50 529.580 1.75 12.00 7/2/2002 3.50 465.000 1.75 12.00 7/2/2002 3.50 3,117.110 1.75 12.00 7/3/2002 3.50 560.580 1.75 12.00 7/26/2002 3.50 364.900 1.75 12.00 7/24/2002 3.38 841.410 1.75 12.00 7/10/2002 3.38 387.500 1.75 12.00 7/11/2002 3.88 963.330 #N/A 12.00 7/17/2002 3.63 1,492.000 #N/A 12.00 7/30/2002 3.63 833.330 #N/A 12.00 7/19/2002 3.63 1,166.670 #N/A 12.00 7/23/2002 3.63 526.670 #N/A 12.00 7/31/2002 3.63 700.000 #N/A 12.00 7/26/2002 3.13 726.250 #N/A 12.00 7/24/2002 3.13 1,020.830 #N/A 12.00 7/2/2002 3.38 1,456.250 #N/A 12.00 7/25/2002 3.38 136.630 #N/A 12.00 7/19/2002 3.63 458.330 #N/A 12.00 7/26/2002 3.50 1,420.830 #N/A 12.00 4/26/2002 3.50 1,627.500 #N/A 12.00 4/19/2002 3.50 2,325.000 #N/A 12.00 7/19/2002 3.38 1,621.880 #N/A 12.00 6/19/2002 3.38 781.250 #N/A 12.00 7/24/2002 3.25 377.600 #N/A 12.00 7/3/2002 3.25 202.400 #N/A 12.00 7/8/2002 3.25 1,782.290 #N/A 12.00 6/28/2002 3.25 694.790 #N/A 12.00 6/28/2002 3.25 2,265.620 #N/A 12.00 6/21/2002 3.25 372.170 #N/A 12.00 6/28/2002 3.25 372.170 #N/A 12.00 6/27/2002
9402390457016 LIBOR 6 M 148,800.00 148,549.50 8/31/2002 3.63 9402390457514 LIBOR 6 M 2,000,000.00 2,000,000.00 8/31/2002 3.63 9402390457529 LIBOR 6 M 150,000.00 150,000.00 8/31/2002 3.63 9402390457534 LIBOR 6 M 650,000.00 650,000.00 8/31/2002 3.63 9402390455111 LIBOR 6 M 425,000.00 425,000.00 8/31/2002 3.63 9402390457539 LIBOR 6 M 73,500.00 73,500.00 8/31/2002 3.63 9402390457522 LIBOR 6 M 66,500.00 66,150.00 8/31/2002 3.63 9402390456838 LIBOR 6 M 460,000.00 460,000.00 8/31/2002 3.63 9402390456849 LIBOR 6 M 191,980.00 191,980.00 8/31/2002 3.63 9402390456928 LIBOR 6 M 128,000.00 128,000.00 8/31/2002 3.63 9402390456833 LIBOR 6 M 460,000.00 459,000.00 8/31/2002 3.63 9402390456996 LIBOR 6 M 505,000.00 505,000.00 8/31/2002 3.63 9402390457013 LIBOR 6 M 332,000.00 331,939.59 8/31/2002 3.63 9402390454951 LIBOR 6 M 280,000.00 280,000.00 8/31/2002 3.63 9402390454980 LIBOR 6 M 339,000.00 339,000.00 8/31/2002 3.63 9402390455051 LIBOR 6 M 500,000.00 500,000.00 8/31/2002 3.63 9402390455065 LIBOR 6 M 793,000.00 792,763.73 8/31/2002 3.63 9402390455075 LIBOR 6 M 359,900.00 359,900.00 8/31/2002 3.63 9402390455085 LIBOR 6 M 284,390.00 284,390.00 8/31/2002 3.63 9402390455530 LIBOR 6 M 500,000.00 500,000.00 8/31/2002 3.63 9402390455043 LIBOR 6 M 130,000.00 130,000.00 8/31/2002 3.63 9402390454883 LIBOR 6 M 135,000.00 135,000.00 8/31/2002 3.63 9402390457549 LIBOR 6 M 223,200.00 223,200.00 8/31/2002 3.63 9402390454861 LIBOR 6 M 145,000.00 145,000.00 8/31/2002 3.63 9402390454949 LIBOR 6 M 112,166.58 112,166.58 8/31/2002 3.63 9402390454880 LIBOR 6 M 338,500.00 338,500.00 8/31/2002 3.63 9402390454900 LIBOR 6 M 267,720.00 267,720.00 8/31/2002 3.63 9402390454912 LIBOR 6 M 144,000.00 143,235.00 8/31/2002 3.63 9402390455551 LIBOR 6 M 132,000.00 131,998.75 8/31/2002 3.63 9402390455554 LIBOR 6 M 397,600.00 395,257.70 8/31/2002 3.63 9402390455556 LIBOR 6 M 584,000.00 584,000.00 8/31/2002 3.63 9402390455577 LIBOR 6 M 2,000,000.00 2,000,000.00 8/31/2002 3.63 9402390455668 LIBOR 6 M 164,000.00 164,000.00 8/31/2002 3.63 9402390458077 LIBOR 6 M 435,000.00 434,999.06 8/31/2002 3.63 9402390458059 LIBOR 6 M 96,000.00 96,000.00 8/31/2002 3.63 9402390458107 LIBOR 6 M 120,000.00 120,000.00 8/31/2002 3.63 9402390458101 LIBOR 6 M 290,000.00 290,000.00 8/31/2002 3.63 9402390458073 LIBOR 6 M 558,300.00 557,885.10 8/31/2002 3.63 9402390457939 LIBOR 6 M 124,500.00 124,500.00 8/31/2002 3.63 9402390457987 LIBOR 6 M 369,900.00 369,900.00 8/31/2002 3.63 9402390457995 LIBOR 6 M 900,000.00 900,000.00 8/31/2002 3.63 9402390457999 LIBOR 6 M 650,000.00 650,000.00 8/31/2002 3.63 9402390458030 LIBOR 6 M 140,000.00 140,000.00 8/31/2002 3.63 9402390458216 LIBOR 6 M 100,000.00 100,000.00 8/31/2002 3.63 9402390457703 LIBOR 6 M 284,000.00 284,000.00 8/31/2002 3.63 9402390457701 LIBOR 6 M 261,200.00 261,200.00 8/31/2002 3.63 9402390457611 LIBOR 6 M 200,000.00 200,000.00 8/31/2002 3.63 9402390457719 LIBOR 6 M 158,000.00 158,000.00 8/31/2002 3.63 9402390457688 LIBOR 6 M 242,000.00 242,000.00 8/31/2002 3.63
9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 61.54 61.54 PU 9/1/2002 8/1/2027 68.18 68.18 PU 9/1/2002 8/1/2027 74.72 74.72 PU 9/1/2002 8/1/2027 65.38 65.38 SF 9/1/2002 8/1/2027 68.69 68.69 SF 9/1/2002 8/1/2027 68.21 68.21 PU 9/1/2002 8/1/2027 64.34 64.34 SF 8/1/2002 7/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 SF 8/1/2002 7/1/2027 66.67 66.67 SF 9/1/2002 8/1/2027 66.89 66.89 SF 8/1/2002 7/1/2027 80.00 80.00 SF 8/1/2002 7/1/2027 97.36 70.00 CU 9/1/2002 8/1/2027 65.19 65.19 SF 9/1/2002 8/1/2027 80.00 80.00 MF 9/1/2002 8/1/2027 66.08 66.08 SF 9/1/2002 8/1/2027 99.97 60.00 SF 9/1/2002 8/1/2027 100.00 70.00 SF 8/1/2002 7/1/2027 62.50 62.50 SF 9/1/2002 8/1/2027 79.75 79.75 PU 9/1/2002 8/1/2027 69.95 69.95 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 64.44 64.44 PU 8/1/2002 7/1/2027 100.00 60.00 PU 9/1/2002 8/1/2027 58.77 58.77 PU 8/1/2002 7/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 66.98 66.98 PU 8/1/2002 7/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 49.70 49.70 PU 8/1/2002 7/1/2027 80.00 80.00 MF 9/1/2002 8/1/2027 48.19 48.19 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 73.23 73.23 SF 9/1/2002 8/1/2027 78.69 78.69 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 65.91 65.91 PU 9/1/2002 8/1/2027 72.04 72.04 SF 9/1/2002 8/1/2027 75.45 75.45 PU 8/1/2002 7/1/2027 100.00 70.00 PU 9/1/2002 8/1/2027 75.00 75.00 CU 9/1/2002 8/1/2027 54.17 54.17 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 100.00 70.00 SF 9/1/2002 8/1/2027 79.87 79.87 SF
3.25 449.500 #N/A 12.00 7/2/2002 3.25 6,041.670 #N/A 12.00 7/18/2002 3.25 453.120 #N/A 12.00 7/5/2002 3.25 1,963.540 #N/A 12.00 7/9/2002 3.25 1,283.850 #N/A 12.00 7/19/2002 3.25 222.030 #N/A 12.00 7/10/2002 3.25 200.890 #N/A 12.00 7/2/2002 3.25 1,389.580 #N/A 12.00 6/27/2002 3.25 579.940 #N/A 12.00 7/1/2002 3.25 386.670 #N/A 12.00 7/8/2002 3.25 1,389.580 #N/A 12.00 6/25/2002 3.25 1,525.520 #N/A 12.00 7/16/2002 3.25 1,002.920 #N/A 12.00 7/1/2002 3.25 845.830 #N/A 12.00 6/28/2002 3.25 1,024.060 #N/A 12.00 6/28/2002 3.25 1,510.420 #N/A 12.00 7/17/2002 3.25 2,395.520 #N/A 12.00 7/15/2002 3.25 1,087.200 #N/A 12.00 7/8/2002 3.25 859.090 #N/A 12.00 7/10/2002 3.25 1,510.420 #N/A 12.00 6/26/2002 3.25 392.710 #N/A 12.00 7/10/2002 3.25 407.810 #N/A 12.00 7/8/2002 3.25 674.250 #N/A 12.00 7/12/2002 3.25 438.020 #N/A 12.00 7/15/2002 3.25 338.840 #N/A 12.00 6/28/2002 3.25 1,022.550 #N/A 12.00 7/8/2002 3.25 808.740 #N/A 12.00 7/1/2002 3.25 435.000 #N/A 12.00 7/10/2002 3.25 398.750 #N/A 12.00 6/26/2002 3.25 1,201.080 #N/A 12.00 6/27/2002 3.25 1,764.170 #N/A 12.00 7/1/2002 3.25 6,041.670 #N/A 12.00 6/28/2002 3.25 495.420 #N/A 12.00 7/12/2002 3.25 1,314.060 #N/A 12.00 7/12/2002 3.25 290.000 #N/A 12.00 7/11/2002 3.25 362.500 #N/A 12.00 7/17/2002 3.25 876.040 #N/A 12.00 7/17/2002 3.25 1,686.530 #N/A 12.00 7/22/2002 3.25 376.090 #N/A 12.00 7/15/2002 3.25 1,117.410 #N/A 12.00 7/1/2002 3.25 2,718.750 #N/A 12.00 7/11/2002 3.25 1,963.540 #N/A 12.00 7/8/2002 3.25 422.920 #N/A 12.00 7/10/2002 3.25 302.080 #N/A 12.00 7/25/2002 3.25 857.920 #N/A 12.00 7/11/2002 3.25 789.040 #N/A 12.00 7/11/2002 3.25 604.170 #N/A 12.00 7/11/2002 3.25 477.290 #N/A 12.00 7/24/2002 3.25 731.040 #N/A 12.00 7/10/2002
9402390457570 LIBOR 6 M 371,600.00 371,600.00 8/31/2002 3.63 9402390457586 LIBOR 6 M 165,000.00 165,000.00 8/31/2002 3.63 9402390457587 LIBOR 6 M 190,000.00 190,000.00 8/31/2002 3.63 9402390457576 LIBOR 6 M 170,000.00 170,000.00 8/31/2002 3.63 9402390457899 LIBOR 6 M 173,000.00 173,000.00 8/31/2002 3.63 9402390457924 LIBOR 6 M 316,000.00 316,000.00 8/31/2002 3.63 9402390457799 LIBOR 6 M 160,000.00 155,136.00 8/31/2002 3.63 9402390456538 LIBOR 6 M 100,000.00 100,000.00 8/31/2002 3.50 9402390455752 LIBOR 6 M 506,000.00 506,000.00 8/31/2002 3.50 9402390455768 LIBOR 6 M 90,000.00 88,462.50 8/31/2002 3.50 9402390455770 LIBOR 6 M 206,400.00 206,400.00 8/31/2002 3.50 9402390457020 LIBOR 6 M 148,000.00 148,000.00 8/31/2002 3.50 9402390455796 LIBOR 6 M 138,000.00 138,000.00 8/31/2002 3.50 9402390455780 LIBOR 6 M 118,000.00 117,800.00 8/31/2002 3.50 9402390455914 LIBOR 6 M 374,925.00 374,925.00 8/31/2002 3.50 9402390455791 LIBOR 6 M 683,000.00 683,000.00 8/31/2002 3.50 9402390457538 LIBOR 6 M 408,000.00 408,000.00 8/31/2002 3.50 9402390455009 LIBOR 6 M 77,000.00 76,800.00 8/31/2002 3.50 9402390455011 LIBOR 6 M 72,800.00 72,600.00 8/31/2002 3.50 9402390455121 LIBOR 6 M 360,500.00 360,465.44 8/31/2002 3.50 9402390455548 LIBOR 6 M 680,000.00 680,000.00 8/31/2002 3.50 9402390455691 LIBOR 6 M 320,000.00 319,907.95 8/31/2002 3.50 9402390455695 LIBOR 6 M 213,600.00 213,579.52 8/31/2002 3.50 9402390455701 LIBOR 6 M 712,964.00 712,964.00 8/31/2002 3.50 9402390455702 LIBOR 6 M 800,000.00 800,000.00 8/31/2002 3.50 9402390455718 LIBOR 6 M 140,000.00 139,908.33 8/31/2002 3.50 9402390455725 LIBOR 6 M 420,000.00 420,000.00 8/31/2002 3.50 9402390455745 LIBOR 6 M 328,940.00 328,940.00 8/31/2002 3.50 9402390455706 LIBOR 6 M 456,088.00 456,088.00 8/31/2002 3.50 9402390455684 LIBOR 6 M 233,000.00 233,000.00 8/31/2002 3.50 9402390455605 LIBOR 6 M 305,000.00 305,000.00 8/31/2002 3.50 9402390455631 LIBOR 6 M 424,000.00 424,000.00 8/31/2002 3.50 9402390455640 LIBOR 6 M 244,000.00 244,000.00 8/31/2002 3.50 9402390455749 LIBOR 6 M 436,500.00 435,416.29 8/31/2002 3.50 9402390455594 LIBOR 6 M 109,500.00 109,500.00 8/31/2002 3.50 9402390458092 LIBOR 6 M 275,000.00 275,000.00 8/31/2002 3.50 9402390458095 LIBOR 6 M 384,700.00 380,822.04 8/31/2002 3.50 9402390457938 LIBOR 6 M 96,000.00 96,000.00 8/31/2002 3.50 9402390458109 LIBOR 6 M 70,000.00 70,000.00 8/31/2002 3.50 9402390458276 LIBOR 6 M 128,000.00 128,000.00 8/31/2002 3.50 9402390458236 LIBOR 6 M 452,000.00 452,000.00 8/31/2002 3.50 9402390458254 LIBOR 6 M 71,000.00 71,000.00 8/31/2002 3.50 9402390458267 LIBOR 6 M 150,000.00 150,000.00 8/31/2002 3.50 9402390458188 LIBOR 6 M 180,680.00 180,680.00 8/31/2002 3.50 9402390458448 LIBOR 6 M 78,000.00 78,000.00 8/31/2002 3.50 9402390458578 LIBOR 6 M 84,720.00 84,720.00 8/31/2002 3.50 9402390458781 LIBOR 6 M 165,000.00 165,000.00 8/31/2002 3.50 9402390458263 LIBOR 6 M 336,000.00 336,000.00 8/31/2002 3.50 9402390458127 LIBOR 6 M 227,000.00 227,000.00 8/31/2002 3.50
9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 40.74 40.74 PU 9/1/2002 8/1/2027 51.35 51.35 PU 9/1/2002 8/1/2027 100.00 70.00 SF 9/1/2002 8/1/2027 68.11 68.11 PU 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 100.00 70.00 CU 9/1/2002 8/1/2027 68.97 68.97 PU 9/1/2002 8/1/2027 51.63 51.63 PU 9/1/2002 8/1/2027 60.40 60.40 PU 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 68.84 68.84 PU 9/1/2002 8/1/2027 43.13 43.13 SF 9/1/2002 8/1/2027 76.13 76.13 PU 9/1/2002 8/1/2027 75.00 75.00 SF 9/1/2002 8/1/2027 64.43 64.43 PU 9/1/2002 8/1/2027 53.68 53.68 PU 9/1/2002 8/1/2027 70.00 70.00 MF 9/1/2002 8/1/2027 70.00 70.00 MF 9/1/2002 8/1/2027 70.00 70.00 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 48.48 48.48 PU 9/1/2002 8/1/2027 43.08 43.08 SF 9/1/2002 8/1/2027 44.21 44.21 PU 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 50.11 50.11 SF 9/1/2002 8/1/2027 38.13 38.13 SF 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 90.00 70.00 SF 9/1/2002 8/1/2027 100.00 70.00 CU 9/1/2002 8/1/2027 68.75 68.75 SF 9/1/2002 8/1/2027 36.64 36.64 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 51.85 51.85 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2027 54.62 54.62 MF 9/1/2002 8/1/2027 28.57 28.57 SF 9/1/2002 8/1/2027 100.00 70.00 PU 9/1/2002 8/1/2027 79.59 79.59 CU 9/1/2002 8/1/2027 80.00 80.00 CU 9/1/2002 8/1/2027 100.00 60.00 CU 9/1/2002 8/1/2027 80.00 80.00 PU 9/1/2002 8/1/2027 63.06 63.06 SF
3.25 1,122.540 #N/A 12.00 7/2/2002 3.25 498.440 #N/A 12.00 7/8/2002 3.25 573.960 #N/A 12.00 7/8/2002 3.25 513.540 #N/A 12.00 7/2/2002 3.25 522.600 #N/A 12.00 7/18/2002 3.25 954.580 #N/A 12.00 7/25/2002 3.25 483.330 #N/A 12.00 7/29/2002 3.13 291.670 #N/A 12.00 7/22/2002 3.13 1,475.830 #N/A 12.00 7/26/2002 3.13 262.500 #N/A 12.00 7/26/2002 3.13 602.000 #N/A 12.00 7/24/2002 3.13 431.670 #N/A 12.00 7/3/2002 3.13 402.500 #N/A 12.00 7/26/2002 3.13 344.170 #N/A 12.00 7/26/2002 3.13 1,093.530 #N/A 12.00 7/31/2002 3.13 1,992.080 #N/A 12.00 7/26/2002 3.13 1,190.000 #N/A 12.00 7/9/2002 3.13 224.580 #N/A 12.00 7/29/2002 3.13 212.330 #N/A 12.00 7/29/2002 3.13 1,051.460 #N/A 12.00 7/18/2002 3.13 1,983.330 #N/A 12.00 7/12/2002 3.13 933.330 #N/A 12.00 7/18/2002 3.13 623.000 #N/A 12.00 7/17/2002 3.13 2,079.480 #N/A 12.00 7/18/2002 3.13 2,333.330 #N/A 12.00 7/26/2002 3.13 408.330 #N/A 12.00 7/23/2002 3.13 1,225.000 #N/A 12.00 7/26/2002 3.13 959.410 #N/A 12.00 7/23/2002 3.13 1,330.260 #N/A 12.00 7/31/2002 3.13 679.580 #N/A 12.00 7/19/2002 3.13 889.580 #N/A 12.00 7/23/2002 3.13 1,236.670 #N/A 12.00 7/16/2002 3.13 711.670 #N/A 12.00 7/23/2002 3.13 1,273.130 #N/A 12.00 7/22/2002 3.13 319.380 #N/A 12.00 7/1/2002 3.13 802.080 #N/A 12.00 7/17/2002 3.13 1,122.040 #N/A 12.00 7/15/2002 3.13 280.000 #N/A 12.00 7/16/2002 3.13 204.170 #N/A 12.00 7/17/2002 3.13 373.330 #N/A 12.00 7/30/2002 3.13 1,318.330 #N/A 12.00 7/26/2002 3.13 207.080 #N/A 12.00 7/26/2002 3.13 437.500 #N/A 12.00 7/29/2002 3.13 526.980 #N/A 12.00 7/26/2002 3.13 227.500 #N/A 12.00 7/30/2002 3.13 247.100 #N/A 12.00 7/31/2002 3.13 481.250 #N/A 12.00 7/31/2002 3.13 980.000 #N/A 12.00 7/26/2002 3.13 662.080 #N/A 12.00 7/18/2002
9402390458128 LIBOR 6 M 766,000.00 765,874.19 8/31/2002 3.50 9402390458206 LIBOR 6 M 207,920.00 207,920.00 8/31/2002 3.50 106669724 LIBOR 6 M 218,500.00 218,500.00 8/31/2002 4.13 106643232 LIBOR 6 M 134,500.00 134,500.00 8/31/2002 4.00 106683147 LIBOR 6 M 127,475.00 127,375.00 8/31/2002 4.00 106744386 LIBOR 6 M 435,000.00 435,000.00 8/31/2002 4.00 106633233 LIBOR 6 M 110,200.00 110,200.00 8/31/2002 4.13 106518095 LIBOR 6 M 450,000.00 450,000.00 8/31/2002 4.13 106709322 LIBOR 6 M 472,000.00 472,000.00 8/31/2002 4.13 106518335 LIBOR 6 M 566,000.00 566,000.00 8/31/2002 4.13 105914832 LIBOR 6 M 115,200.00 115,196.00 8/31/2002 4.13 106668585 LIBOR 6 M 171,500.00 171,500.00 8/31/2002 4.13 106384795 LIBOR 6 M 264,000.00 264,000.00 8/31/2002 4.13 106490766 LIBOR 6 M 1,000,000.00 1,000,000.00 8/31/2002 4.13 106559289 LIBOR 6 M 441,000.00 441,000.00 8/31/2002 4.13 106375645 LIBOR 6 M 545,620.48 545,619.17 8/31/2002 4.13 106652704 LIBOR 6 M 200,000.00 200,000.00 8/31/2002 4.00 106585268 LIBOR 6 M 93,000.00 90,800.31 8/31/2002 3.88 80285844 LIBOR 6 M 144,000.00 144,000.00 8/31/2002 3.88 106331531 LIBOR 6 M 98,000.00 98,000.00 8/31/2002 3.88 106642143 LIBOR 6 M 144,000.00 144,000.00 8/31/2002 3.88 106718075 LIBOR 6 M 505,000.00 505,000.00 8/31/2002 3.88 106799117 LIBOR 6 M 459,000.00 459,000.00 8/31/2002 3.88 106674195 LIBOR 6 M 493,500.00 493,500.00 8/31/2002 3.88 106767312 LIBOR 6 M 577,600.00 577,600.00 8/31/2002 3.88 80277288 LIBOR 6 M 606,634.76 606,630.67 8/31/2002 3.88 106622814 LIBOR 6 M 366,400.00 366,400.00 8/31/2002 3.88 106722259 LIBOR 6 M 320,000.00 320,000.00 8/31/2002 3.88 106681422 LIBOR 6 M 342,000.00 342,000.00 8/31/2002 3.88 106738784 LIBOR 6 M 349,000.00 349,000.00 8/31/2002 3.88 106651755 LIBOR 6 M 292,000.00 292,000.00 8/31/2002 3.88 80330764 LIBOR 6 M 435,000.00 435,000.00 8/31/2002 3.88 106518301 LIBOR 6 M 400,000.00 400,000.00 8/31/2002 3.88 106547821 LIBOR 6 M 400,000.00 400,000.00 8/31/2002 4.13 106742844 LIBOR 6 M 209,800.00 209,800.00 8/31/2002 4.00 106018658 LIBOR 6 M 244,600.00 244,600.00 8/31/2002 4.00 106741168 LIBOR 6 M 1,500,000.00 1,500,000.00 8/31/2002 4.00 80407422 LIBOR 6 M 320,000.00 320,000.00 8/31/2002 4.00 106704034 LIBOR 6 M 283,100.00 283,100.00 8/31/2002 4.00 80329667 LIBOR 6 M 168,750.00 168,750.00 8/31/2002 3.88 106707854 LIBOR 6 M 200,000.00 197,943.38 8/31/2002 3.88 106759186 LIBOR 6 M 262,500.00 262,500.00 8/31/2002 3.88 106694961 LIBOR 6 M 252,703.00 252,692.35 8/31/2002 3.88 106754252 LIBOR 6 M 212,613.51 212,609.03 8/31/2002 3.88 106695711 LIBOR 6 M 247,000.00 247,000.00 8/31/2002 3.88 106710304 LIBOR 6 M 446,000.00 446,000.00 8/31/2002 3.88 106704042 LIBOR 6 M 130,000.00 129,900.00 8/31/2002 3.88 80362239 LIBOR 6 M 148,750.00 148,750.00 8/31/2002 3.88 106703572 LIBOR 6 M 770,000.00 770,000.00 8/31/2002 3.88
9/1/2002 8/1/2027 42.56 42.56 SF 9/1/2002 8/1/2027 80.00 80.00 SF 9/1/2002 8/1/2032 95.00 95.00 PD 9/1/2002 8/1/2032 89.67 90.00 PA 9/1/2002 8/1/2032 84.14 84.00 PD 9/1/2002 8/1/2032 71.31 71.00 PD 9/1/2002 8/1/2032 68.88 69.00 CU 8/1/2002 7/1/2032 33.33 33.00 SF 9/1/2002 8/1/2032 80.00 80.00 PD 8/1/2002 7/1/2032 79.72 80.00 SF 8/1/2002 7/1/2032 60.00 60.00 SF 9/1/2002 8/1/2032 68.06 68.00 SF 9/1/2002 8/1/2032 79.98 80.00 PD 9/1/2002 8/1/2032 69.41 69.00 PD 9/1/2002 8/1/2032 71.01 71.00 SF 8/1/2002 7/1/2032 80.00 80.00 SF 9/1/2002 8/1/2032 55.56 56.00 PD 9/1/2002 8/1/2032 47.69 48.00 SF 9/1/2002 8/1/2032 80.00 80.00 SF 9/1/2002 8/1/2032 57.31 57.00 PD 9/1/2002 8/1/2032 79.56 80.00 PD 9/1/2002 8/1/2032 64.33 64.00 SF 9/1/2002 8/1/2032 64.20 64.00 PD 9/1/2002 8/1/2032 59.46 59.00 CU 9/1/2002 8/1/2032 79.94 80.00 PD 9/1/2002 8/1/2032 42.51 43.00 SF 9/1/2002 8/1/2032 75.70 76.00 SF 9/1/2002 8/1/2032 63.56 64.00 PD 9/1/2002 8/1/2032 47.83 48.00 SF 9/1/2002 8/1/2032 77.56 78.00 SF 9/1/2002 8/1/2032 80.00 80.00 PD 9/1/2002 8/1/2032 23.84 24.00 PD 9/1/2002 8/1/2032 67.23 67.00 SF 9/1/2002 8/1/2032 72.79 73.00 SF 9/1/2002 8/1/2032 70.00 70.00 PA 9/1/2002 8/1/2032 94.97 95.00 SF 9/1/2002 8/1/2032 51.72 52.00 PD 9/1/2002 8/1/2032 69.57 70.00 PD 9/1/2002 8/1/2032 95.00 95.00 CU 9/1/2002 8/1/2032 75.00 75.00 SF 9/1/2002 8/1/2032 77.52 78.00 SF 9/1/2002 8/1/2032 74.57 75.00 SF 9/1/2002 8/1/2032 80.00 80.00 SF 9/1/2002 8/1/2032 61.14 61.00 PD 9/1/2002 8/1/2032 63.33 63.00 SF 9/1/2002 8/1/2032 51.26 51.00 SF 9/1/2002 8/1/2032 57.78 58.00 PD 9/1/2002 8/1/2032 79.33 79.00 SF 9/1/2002 8/1/2032 70.00 70.00 SF
3.13 2,234.170 #N/A 12.00 7/18/2002 3.13 606.430 #N/A 12.00 7/24/2002 3.75 751.090 2.13 12.00 7/19/2002 3.63 448.330 2.00 12.00 7/25/2002 3.63 424.920 2.00 12.00 7/24/2002 3.63 1,450.000 2.00 12.00 7/18/2002 3.75 378.810 2.13 12.00 7/18/2002 3.75 1,546.880 2.13 12.00 6/19/2002 3.75 1,622.500 2.13 12.00 7/15/2002 3.75 1,945.630 2.13 12.00 6/25/2002 3.75 396.000 2.13 12.00 6/24/2002 3.75 589.530 2.13 12.00 7/19/2002 3.75 907.500 2.00 12.00 7/16/2002 3.75 3,437.500 2.00 12.00 7/16/2002 3.75 1,515.940 2.00 12.00 7/10/2002 3.75 1,876.880 2.00 12.00 7/1/2002 3.63 666.670 2.00 12.00 7/11/2002 3.50 300.310 1.88 12.00 7/5/2002 3.50 465.000 1.88 12.00 7/22/2002 3.50 316.460 1.88 12.00 7/9/2002 3.50 465.000 1.88 12.00 7/9/2002 3.50 1,630.730 1.88 12.00 7/16/2002 3.50 1,482.190 1.88 12.00 7/23/2002 3.50 1,593.590 1.88 12.00 7/25/2002 3.50 1,865.170 1.88 12.00 7/24/2002 3.50 1,963.010 1.88 12.00 7/17/2002 3.50 1,183.170 1.88 12.00 7/15/2002 3.50 1,033.330 1.88 12.00 7/15/2002 3.50 1,104.380 1.88 12.00 7/11/2002 3.50 1,126.980 1.88 12.00 7/25/2002 3.50 942.920 1.88 12.00 7/19/2002 3.50 1,404.690 1.88 12.00 7/23/2002 3.50 1,291.670 1.88 12.00 7/19/2002 3.75 1,375.000 2.13 12.00 7/15/2002 3.63 699.330 2.13 12.00 7/30/2002 3.63 815.330 2.13 12.00 7/30/2002 3.63 5,000.000 2.13 12.00 7/25/2002 3.63 1,066.670 2.13 12.00 7/29/2002 3.63 943.670 2.13 12.00 7/31/2002 3.50 544.920 1.88 12.00 7/15/2002 3.50 645.830 1.88 12.00 7/25/2002 3.50 847.660 1.88 12.00 7/23/2002 3.50 826.670 1.88 12.00 7/19/2002 3.50 691.040 1.88 12.00 7/25/2002 3.50 797.600 1.88 12.00 7/17/2002 3.50 1,440.210 1.88 12.00 7/17/2002 3.50 419.790 1.88 12.00 7/24/2002 3.50 480.340 1.88 12.00 7/26/2002 3.50 2,486.460 1.88 12.00 7/31/2002
106668791 LIBOR 6 M 459,200.00 459,200.00 8/31/2002 3.88 106632334 LIBOR 6 M 580,000.00 580,000.00 8/31/2002 3.88 106710288 LIBOR 6 M 517,000.00 517,000.00 8/31/2002 3.88 106697790 LIBOR 6 M 600,000.00 600,000.00 8/31/2002 3.88 106728629 LIBOR 6 M 569,000.00 569,000.00 8/31/2002 3.88 ---------- -------------- 396 142,472,932.73 ========== ==============
9/1/2002 8/1/2032 79.99 80.00 PD 9/1/2002 8/1/2032 74.36 74.00 SF 9/1/2002 8/1/2032 62.29 62.00 PD 9/1/2002 8/1/2032 75.00 75.00 PD 9/1/2002 8/1/2032 42.15 42.00 SF
3.50 1,482.830 1.88 12.00 7/25/2002 3.50 1,872.920 1.88 12.00 7/30/2002 3.50 1,669.480 1.88 12.00 7/22/2002 3.50 1,937.500 1.88 12.00 7/26/2002 3.50 1,837.400 1.88 12.00 7/19/2002