Deal Name: 2007-HQ11

  ClassAmt$mlnSubLevel%AvgLife (yrs)RatingS&PRatingMoody'sFinalPricing (bp)BnchmarkA-144.4030.00NAAAAAaaNAswapsA-1A355.8830.00NAAAAAaaNAswapsA-2196.2030.004.84AAAAaa+16swapsA3-1306.0030.006.57AAAAaa+25swapsA3-250.0030.00NAAAAAaaNAswapsA-AB59.3030.007.29AAAAaa+25swapsA-4500.5730.009.78AAAAaa+23swapsA4-FL180.0030.009.78AAAAaaNALiborA-M161.7720.009.78AAAAaa+26swapsAM-FL80.0020.009.78AAAAaaNALiborA-J190.3912.1259.92AAAAaa+29swapsB18.1311.3759.95AA+Aa1+32swapsC36.269.8759.95AAAa2+34swapsD24.188.8759.95AA-Aa3+37swapsE12.098.3759.95A+A1+41swapsF21.167.509.95AA2+42swapsG24.186.509.95A-A3+45swapsH27.205.3759.95BBB+Baa1+60swapsJ24.184.3759.95BBBBaa2+70swapsK33.243.009.95BBB-Baa3+85swapsL9.072.6259.95BB+Ba1NAswapsM6.042.3759.95BBBa2NAswapsN9.072.009.95BB-Ba3NAswapsO3.021.8759.95B+B1NAswapsP9.071.509.95BB2NAswapsQ9.071.1259.95B-B3NAswapsS27.200.0010.05NRNRNATreasX2,417.65NA AAAAaa+90Treas*Notional amount, interest onlyCollateral balance: $2,417.65 millionBookrunner(s): Morgan StanleyLead Managers: Morgan Stanley, LaSalle Financial ServicesCo-managers: Deutsche Bank, Merrill LynchB-piece Buyer: JER Investors TrustMaster Servicer: Capmark FinanceSpecial Servicer: JE Robert Co.Trustee: Wells Fargo BankOriginators: Morgan Stanley (75.7 percent), ...