Common use of FIXED AMOUNTS Clause in Contracts

FIXED AMOUNTS. Fixed Rate Payer: Counterparty Payment Dates: Monthly on the 21st of each month commencing January 22, 2008, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Fixed Rate: 5.52 % Fixed Rate Day Count Fraction: Actual/360 Floating Amounts: Floating Rate Payer: Wachovia Payment Dates: Monthly on the 21st of each month commencing January 22, 2008, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Floating Rate for initial Determined two London Banking Days prior to the Effective Date Calculation Period: Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 Month Spread: Plus 1.55% Floating Rate Day Count Fraction: Actual/360 Floating Rate determined: Two London Banking Days prior to each Reset Date. Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Rounding convention: 5 decimal places per the ISDA Definitions.

FIXED AMOUNTS. Fixed Rate Payer: Counterparty Payment Dates: Monthly on the 21st 1st of each month commencing January 2202, 2008, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Fixed Rate: 5.52 % Fixed Rate Day Count Fraction: Actual/360 Floating Amounts: Floating Rate Payer: Wachovia Payment Dates: Monthly on the 21st 1st of each month commencing January 2202, 2008, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Floating Rate for initial Determined two London Banking Days prior to the Effective Date 4.94875% (excludes Spread) Calculation Period: Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 Month Spread: Plus 1.55% Floating Rate Day Count Fraction: Actual/360 Floating Rate determined: Two London Banking Days prior to each Reset Date. Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Rounding convention: 5 decimal places per the ISDA Definitions.

FIXED AMOUNTS. Fixed Rate Payer: Counterparty Payment Dates: Monthly on the 21st 5th of each month commencing January 2207, 2008, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Fixed Rate: 5.52 5.86 % Fixed Rate Day Count Fraction: Actual/360 Floating Amounts: Floating Rate Payer: Wachovia Payment Dates: Monthly on the 21st 5th of each month commencing January 2207, 2008, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Floating Rate for initial Determined two London Banking Days prior to the Effective Date Calculation Period: 5.24563% (excludes Spread) Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 Month Spread: Plus 1.551.40% Floating Rate Day Count Fraction: Actual/360 Floating Rate determined: Two London Banking Days prior to each Reset Date. Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Rounding convention: 5 decimal places per the ISDA Definitions.

FIXED AMOUNTS. Fixed Rate Payer: Counterparty Period end Dates: Monthly on the 25th of each month commencing August 25, 2006, through and including the Termination Date: No Adjustment. Payment Dates: Monthly on the 21st 25th of each month commencing January 22August 25, 20082006, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Fixed Rate: 5.52 0.314% Fixed Rate Day Count Fraction: Actual/360 Floating Amounts: 30/360 Floating Rate Payer: Wachovia Cap Rate: 5.60% Payment Dates: Monthly on the 21st 25th of each month commencing January 22August 25, 20082006, through and including the Termination Date Business Day Convention: Modified Following following Business Day: Day New York Floating Rate for initial Calculation Period Determined two London Banking Days prior to the Effective Date Calculation Period: Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 Month Spread: Plus 1.55% Spread None Floating Rate Day Count Fraction: Actual/360 Floating Rate determined: Two London Banking Days prior to each Reset Date. Date Reset Dates: The first day of each Calculation Period. Compounding: Period Compounding Inapplicable Rounding conventionConvention: 5 decimal places per the ISDA Definitions.

FIXED AMOUNTS. Fixed Rate Payer: Counterparty Payment Dates: Monthly on the 21st 1st of each month commencing January 2202, 2008, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Fixed Rate: 5.52 % Fixed Rate Day Count Fraction: Actual/360 Floating Amounts: Floating Rate Payer: Wachovia Payment Dates: Monthly on the 21st 1st of each month commencing January 2202, 2008, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Floating Rate for initial Determined two London Banking Days prior to the Effective Date 4.965% (excludes Spread) Calculation Period: Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 Month Spread: Plus 1.55% Floating Rate Day Count Fraction: Actual/360 Floating Rate determined: Two London Banking Days prior to each Reset Date. Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Rounding convention: 5 decimal places per the ISDA Definitions.

FIXED AMOUNTS. Fixed Rate Payer: Counterparty Payment Dates: Monthly on the 21st 30th (or the last day in February) of each month commencing January 22December 31, 20082007, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Fixed Rate: 5.52 5.86 % Fixed Rate Day Count Fraction: Actual/360 Floating Amounts: Floating Rate Payer: Wachovia Payment Dates: Monthly on the 21st 30th (or the last day in February) of each month commencing January 22December 31, 20082007, through and including the Termination Date Business Day Convention: Modified Following Business Day: New York Floating Rate for initial Calculation Period: Determined two London Banking Days prior to the Effective Date Calculation Period: Floating Rate Option: USD-LIBOR-BBA Designated Maturity: 1 Month Spread: Plus 1.551.40% Floating Rate Day Count Fraction: Actual/360 Floating Rate determined: Two London Banking Days prior to each Reset Date. Reset Dates: The first day of each Calculation Period. Compounding: Inapplicable Rounding convention: 5 decimal places per the ISDA Definitions.