ClassAmt$mlnSubLevel%AvgLife (yrs)RatingS&PRatingMoody'sFinalPricing (bp)BnchmarkA-182.0030.003.00AAAAaa+10swapsA-1D92.0030.003.00AAAAaaNAswapsA-1A397.4630.008.47AAAAaaNAswapsA-2FL200.0030.004.72AAAAaa+12LiborA-2FX70.0030.004.72AAAAaa+22swapsA-3112.0030.006.78AAAAaa+33swapsA-SB198.2830.007.39AAAAaa+28swapsA-41,563.0330.009.68AAAAaa+27swapsA-M387.8220.009.89AAAAaa+32swapsA-J305.4112.1259.92AAAAaa+38swapsB29.0911.3759.92AA+Aa1+41swapsC43.6310.259.92AAAa2+43swapsD43.639.1259.92AA-Aa3+47swapsE58.177.6259.92AA2+53swapsF38.786.6259.92A-A3+62swapsG43.635.509.96BBB+Baa1+100swapsH43.634.37510.00BBBBaa2+110swapsJ48.483.12510.00BBB-Baa3+160swapsK29.092.37510.00BB+Ba1NAswapsL9.702.12510.00BBBa2NAswapsM14.541.7510.00BB-Ba3NAswapsN9.701.5010.00B+B1NAswapsO9.701.2510.00BB2NAswapsP9.701.0010.00B-B3NAswapsQ38.780.0011.36NRNRNAswapsOCS**25.00NA9.83NRBaa3NAswapsXP*3,787.75NANAAAAAaaNATreas*Notional amount, interest only**backed by an interest in a mortgage on One Court SquareCollateral balance: $3,903.20 millionBookrunner(s): Deutsche Bank, CitigroupLead Managers: Deutsche Bank, CitigroupCo-managers: Banc of America Securities, Lehman Brothers, Nomura Securities, PNC Capital Markets, Wachovia Capital ...