ClassAmt$mlnSubLevel%AvgLife (yrs)RatingS&PRatingMoody'sFinalPricing (bp)BnchmarkA-127.3030.003.02AAAAaa+9swapsA-1D75.0030.003.02AAAAaaNAswapsA-2224.8030.004.90AAAAaa+25LiborA-3A197.0030.006.71AAAAaa+35swapsA-3B25.0030.006.82AAAAaa+35swapsA-SB140.0430.007.42AAAAaa+31swapsA-4775.1030.009.73AAAAaa+32swapsA-M239.8020.009.90AAAAaa+37swapsA-J152.8813.639.91AAAAaa+45swapsB23.9812.639.91AA+Aa1+47swapsC29.9811.389.91AAAa2+49swapsD23.9810.389.91AA-Aa3+52swapsE44.968.509.99AA2+60swapsF26.987.389.99A-A3+72swapsG32.976.009.99BBB+Baa1+103swapsH23.985.009.99BBBBaa2+120swapsJ26.983.889.99BBB-Baa3+175swapsK11.993.389.99BB+Ba1NAswapsL11.992.889.99BBBa2NAswapsM8.992.509.99BB-Ba3NAswapsN8.992.139.99B+B1NAswapsO6.001.889.99BB2NAswapsP9.001.509.99B-B3NAswapsQ35.97NA9.99NANANAswapsX-W*2,398.03NANAAAAAaaNATreas*Notional amount, interest onlyCollateral balance: $2,398.03 millionBookrunner(s): Banc of America Securities and Deutsche Bank Securities Inc.Lead Managers: Banc of America Securities and Deutsche Bank Securities Inc.Co-managers: Credit Suisse First Boston, J.P. Morgan Securities and Merrill LynchB-piece Buyer: ...
