Subject: CMBS Pricing (PRICE)

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Moody's Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-2 255.60 30.00 4.71 AAA Aaa AAA 100.996 6.027 +151 J-spread A-3 333.63 30.00 4.86 ...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating S&P Rating Fitch Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-1 1.97 30.00 2.68 AAA AAA AAA 99.913 6.064 +127.4 J-spread A-2 100.13 30.00 4.87 ...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating Moody's Price % Yield % Final Pricing (bp) Bnch mrk A-1 6.51 30.00 2.71 AAA AAA Aaa 100.000 5.598 +135 J-spread A-2 54.30 30.00 4.88 ...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating S&P Price % Yield % Final Pricing (bp) Bnch mrk A-1 0.71 30.00 2.34 AAA AAA AAA 100.000 6.394 +160 J-spread A-3 535.70 30.00 4.79 ...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating S&P Rating Fitch Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-1 2.08 30.00 2.53 AAA AAA AAA 100.000 5.928 +139.5 J-spread A-2 200.00 30.00 4.73 ...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating S&P Rating Fitch Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-1 7.66 30.00 2.45 AAA AAA AAA 100.000 6.004 +145 J-spread A-2 201.28 30.00 4.86 ...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating Moody's Price % Yield % Final Pricing (bp) Bnch mrk A-1 5.30 30.00 2.57 AAA AAA Aaa 99.998 6.171 +150 J-spread A-2-1 22.00 30.00 4.77 ...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating S&P Rating Fitch Rating Kroll Price % Yield % Final Pricing (bp) Bnch mrk A-1 4.63 30.00 2.60 AAA AAA AAA 100.000 5.836 +140 J-spread A-2 149.20 30.00 4.89 ...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating S&P Price % Yield % Final Pricing (bp) Bnch mrk A-1 12.89 30.00 2.55 AAA AAA AAA 100.000 5.710 +152 J-spread A-2 111.09 30.00 4.85 ...

  Class Amt $mln Sub Level % Avg Life (yrs) Rating Fitch Rating Kroll Rating Moody's Price % Yield % Final Pricing (bp) Bnch mrk A-1 2.44 30.00 2.93 AAA AAA Aaa 99.999 5.521 +171 P-spread A-2 101.69 30.00 4.90 ...