A method of assembling an attachment structure of a gas turbine engine includes providing a frame that has a first annular case, an inner annular case spaced radially inwardly from the first annular case, and a plurality of vanes extending between the inner case and the first annular case, providing a second annular case that extends around the frame, the first annular case and the second annular case include a plurality of interlocks, each of the plurality of interlocks includes a first member mounted on one of the first annular case or the second annular case and a corresponding second member mounted on the other of the first annular case or the second annular case, and inserting the first member in the second member such that the plurality of interlocks restricts relative circumferential and axial movement between the first annular case and the second annular case.