ClassAmt$mlnSubLevel%AvgLife (yrs)RatingS&PRatingFitchRatingMoody'sFinalPricing (bp)BnchmarkA-138.8030.002.69AAAAAAAaa+7swapsA-1A623.5330.008.14AAAAAAAaaNAswapsA-2418.6830.004.88AAAAAAAaa+17swapsA-PB168.3930.007.90AAAAAAAaa+25swapsA-3215.0030.009.70AAAAAAAaa+34swapsA-4802.2530.009.82AAAAAAAaa+23swapsA-4FL250.0030.009.82AAAAAAAaaNALiborA-M359.5220.009.96AAAAAAAaa+26swapsA-J278.6312.259.96AAAAAAAaa+29swapsB22.4711.6259.96AA+AA+Aa1+33swapsC58.4210.009.96AAAAAa2+35swapsD31.469.1259.96AA-AA-Aa3+38swapsE49.437.759.96AAA2+45swapsF40.456.6259.96A-A-A3+52swapsG40.455.509.96BBB+BBB+Baa1+70swapsH40.454.3759.96BBBBBBBaa2+80swapsJ44.943.1259.96BBB-BBB-Baa3+95swapsK17.982.625 BB+BB+Ba1NAswapsL8.992.375 BBBBBa2NAswapsM13.482.00 BB-BB-Ba3NAswapsN4.491.875 B+B+B1NAswapsO8.991.625 BBB2NAswapsP8.991.375 B-B-B3NAswapsQ49.430.00 NRNRNRNAswapsX-C3,595.20NA8.28AAAAAAAaaNATreas*Notional amount, interest onlyCollateral balance: $3,595.20 millionBookrunner(s): Wachovia SecuritiesLead Managers: Wachovia SecuritiesCo-managers: Citigroup, Deutsche Bank, Goldman Sachs, Loop Capital MarketsB-piece Buyer: American Capital StrategiesMaster Servicer: Wachovia BankSpecial Servicer: CWCapitalTrustee: Wells Fargo BankOriginators: Wachovia Bank (69.6 percent), Nomura ...