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ClassAmt$mlnSubLevel%AvgLife (yrs)RatingS&PRatingMoody'sFinalPricing (bp)BnchmarkA-116.7230.003.04AAAAaa+14swapsA-1A699.0130.008.81AAAAaaNAswapsA-2291.3430.004.83AAAAaa+22swapsA-3161.0430.006.98AAAAaa+27swapsA-PB49.2530.007.34AAAAaa+25swapsA-41,142.5330.009.86AAAAaa+24swapsA-M337.1320.009.96AAAAaa+27swapsA-J303.4211.009.98AAAAaa+30swapsB25.2810.259.98AA+Aa1+36swapsC33.179.259.98AAAa2+37swapsD29.508.3759.98AA-Aa3+41swapsE46.367.009.98AA2+45swapsF37.935.8759.98A-A3+50swapsG37.934.759.98BBB+Baa1+65swapsH33.713.759.98BBBBaa2+75swapsJ37.932.6259.98BBB-Baa3+87swapsK12.642.259.98BB+Ba1NAswapsL8.432.009.98BBBa2NAswapsM8.431.759.98BB-Ba3NAswapsN4.211.6259.98B+B1NAswapsO8.431.3759.98BB2NAswapsP8.431.1259.98B-B3NAswapsQ37.930.0010.64NRNRNAswapsIO3,371.27*NA8.71AAAAaaNATreas*Notional amount, interest onlyCollateral balance: $3,371.27 millionBookrunner(s): Wachovia SecuritiesLead Managers: Wachovia SecuritiesCo-managers: Goldman Sachs, RBS Greenwich CapitalB-piece Buyer: Hyperion Brookfield Asset ManagementMaster Servicer: Wachovia BankSpecial Servicer: LNR PartnersTrustee: Wells FargoOriginators: Wachovia Bank (90.1 percent), Artesia Mortgage Capital ...
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