CSU annuity entered

Dear All,

Today we have calculated and entered the annuity to account for CSU transfer from LT-SW to ST-WROCK for June 2001. Here are the specifics:

Deal # 630226.1
Amount: $2,981,238
LT-SW will be paying ST-WROCK for the position transferred. The economics will be reflected in your P&L as of 6/1/2001.

In addition to entering the annuity, I have zeroed out June 2001 strip in LT-SW deal # 573463.1 and added May strips in ST-WROCK deal # 576470.1.

Please let me know if you have any questions.

Thanks,
Fran
503.464.7973