Spreadsheet: sara_shackleton__36627__Goldman Sachs - 11 30 2001 Portfolio
Sheet: Sheet1

RK | [NAME] |  |  |  |  |  |  |  |  | Marking Date
 | PEN-92=0,ALL=1,Non-EN=0 |  |  |  |  |  |  |  |  | 2001-12-07 00:00:00
 |  |  |  |  |  |  |  |  |  | 2001-12-07 00:00:00
Do not change the reference number on any deal |  |  |  |  |  | Deal |  | Deal |  |  |  |  |  | Upfront | Origination | Broker | 2001-11-30 00:00:00 | Current | Previous | Curve | Curve | Value | 1/0 | Forward | Strike | [NAME]
Ref # | Counterparty | IA=0 | Deal # | Term Strt | Term End | Date | Season | Type | Region | City, State | Location | WMO | WBAN | Premium | Granted | Fees | MTM Value | Net Value | Net Value | Shift | Offset | Limit | c/p | EDDS1 | EDDS2 | EDDS3 | $ Per EDD
600 | Goldman Sachs Capital Markets, L.P. | 1 | 757c | 2001-11-01 00:00:00 | 2002-03-31 00:00:00 | 1999-10-22 00:00:00 | W | <call> | UP | [NAME], SD | [NAME] | #72651 | #14944 | 234937.8934455992 |  |  | -122418.2166064241 | 112519.6768391751 | 107114.2896346076 | 5405.387204567451 | 41 | 2000000 | 1 | 5825.179569892467 | 6360 | 605.8161806933866 | -2000
1198 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2001-11-01 00:00:00 | 2002-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | MW | Chicago, IL | Chicago O'Hare Intn'l Airport | #72530 | #94846 | -1770000 |  |  | 2936865.92116463 | 1166865.92116463 | 941074.9816230615 | 225790.939541569 | 48 | 7500000 | 0 | 4775.97822076613 | 4828 | 417.9497411320191 | 22500
1199 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2002-11-01 00:00:00 | 2003-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | MW | Chicago, IL | Chicago O'Hare Intn'l Airport | #72530 | #94846 | -1770000 |  |  | 1936253.070391479 | 166253.0703914794 | 166253.0703914794 | 0 | 48 | 7500000 | 0 | 4950 | 4828 | 457 | 22500
1200 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2003-11-01 00:00:00 | 2004-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | MW | Chicago, IL | Chicago O'Hare Intn'l Airport | #72530 | #94846 | -1770000 |  |  | 2030997.471220208 | 260997.4712202081 | 260997.4712202081 | 0 | 48 | 7500000 | 0 | 4930 | 4828 | 491 | 22500
1201 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2001-11-01 00:00:00 | 2002-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | S | Houston, TX (IAH) | Houston Intercontinental A/p | #72243 | #12960 | -1616000 |  |  | 2355888.992289969 | 739888.9922899688 | 710033.8169708322 | 29855.17531913659 | 53 | 7500000 | 0 | 1187.427268670202 | 1210 | 285.663836866854 | 22500
1202 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2002-11-01 00:00:00 | 2003-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | S | Houston, TX (IAH) | Houston Intercontinental A/p | #72243 | #12960 | -1616000 |  |  | 2253719.169914279 | 637719.1699142791 | 637719.1699142791 | 0 | 53 | 7500000 | 0 | 1240 | 1210 | 390 | 22500
1203 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2003-11-01 00:00:00 | 2004-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | S | Houston, TX (IAH) | Houston Intercontinental A/p | #72243 | #12960 | -1616000 |  |  | 2374221.056274339 | 758221.0562743391 | 758221.0562743391 | 0 | 53 | 7500000 | 0 | 1230 | 1210 | 460 | 22500
1204 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2001-11-01 00:00:00 | 2002-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | NE | Washington, DC | Washington DC [NAME] AP | #72405 | #72405 | -1980225 |  |  | 3359356.804070376 | 1379131.804070376 | 1160821.025184311 | 218310.7788860658 | 17 | 7500000 | 0 | 3119.942753696234 | 3247 | 309.5098859376803 | 22500
1205 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2002-11-01 00:00:00 | 2003-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | NE | Washington, DC | Washington DC [NAME] AP | #72405 | #72405 | -1980225 |  |  | 2203553.848063357 | 223328.8480633572 | 223328.8480633572 | 0 | 17 | 7500000 | 0 | 3280 | 3247 | 380 | 22500
1206 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2003-11-01 00:00:00 | 2004-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | NE | Washington, DC | Washington DC [NAME] AP | #72405 | #72405 | -1980225 |  |  | 2142846.136282906 | 162621.1362829059 | 162621.1362829059 | 0 | 17 | 7500000 | 0 | 3275 | 3247 | 385 | 22500
1207 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2001-11-01 00:00:00 | 2002-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | NE | New York, NY - Laguardia | NY Laguardia Intn'l A/P | #72503 | #14732 | -2199250 |  |  | 2235671.816354203 | 36421.81635420257 | -166049.5023559628 | 202471.3187101653 | 27 | 7500000 | 0 | 3642.225062163979 | 3630 | 327.7939542092012 | 22500
1208 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2002-11-01 00:00:00 | 2003-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | NE | New York, NY - Laguardia | NY Laguardia Intn'l A/P | #72503 | #14732 | -2199250 |  |  | 2272821.607550543 | 73571.60755054327 | 73571.60755054327 | 0 | 27 | 7500000 | 0 | 3657 | 3630 | 390 | 22500
1209 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2003-11-01 00:00:00 | 2004-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | NE | New York, NY - Laguardia | NY Laguardia Intn'l A/P | #72503 | #14732 | -2199250 |  |  | 2175457.353821408 | -23792.646178592 | -23792.646178592 | 0 | 27 | 7500000 | 0 | 3655 | 3630 | 390 | 22500
1210 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2001-11-01 00:00:00 | 2002-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | LP | Little Rock, AR | Little Rock Adams Field AP | #13963 | #13963 | -1284525 |  |  | 2618254.275695783 | 1333729.275695783 | 1171276.585404651 | 162452.6902911318 | 25 | 7500000 | 0 | 2453.165374663979 | 2500 | 299.5469302837835 | 22500
1211 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2002-11-01 00:00:00 | 2003-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | LP | Little Rock, AR | Little Rock Adams Field AP | #13963 | #13963 | -1284525 |  |  | 1655392.235590945 | 370867.2355909452 | 370867.2355909452 | 0 | 25 | 7500000 | 0 | 2560 | 2500 | 290 | 22500
1212 | Goldman Sachs Capital Markets, L.P. | 1 | 1265 | 2003-11-01 00:00:00 | 2004-03-31 00:00:00 | 2001-02-22 00:00:00 | W | put | LP | Little Rock, AR | Little Rock Adams Field AP | #13963 | #13963 | -1284525 |  |  | 1706009.897548221 | 421484.8975482211 | 421484.8975482211 | 0 | 25 | 7500000 | 0 | 2560 | 2500 | 319 | 22500
1474 | Goldman Sachs Capital Markets, L.P. | 1 | Bond | 1999-10-01 00:00:00 | 2003-02-24 00:00:00 | 2001-08-02 00:00:00 | W |  | MW | [NAME] | [NAME] |  |  | -585000 |  |  | 562499 | 22501 | 22501 | 0 |  | 585000 |  | 0 | 0 | 0
1491 | Goldman Sachs Capital Markets, L.P. | 1 | Bond2 | 1999-10-01 00:00:00 | 2003-02-24 00:00:00 | 2001-08-17 00:00:00 | W |  | MW | [NAME] | [NAME] |  |  | 690000 |  |  | -585000 | 105000 | 105000 | 0 |  | 585000 |  | 0 | 0 | 0
 | ISDA was terminated on 12/4/2001
 | Premium for Deal #1265 was paid upfront
 | Need to verify receipt of premium for Deal #757c
 | [NAME] exposure was closed with the Bond2 trade for a net $105,000 gain.  Both trades should be liquidated.