EFTA01365308.pdf

Weighted Average Rating Factor Divenity Score 2020 2060 2100 2140 2180 MO 2260 2300 2340 2380 2420 2460 2500 25.1n 2580 AVM 2.05 45 % 2.14% 2.19% 2.29% 2.39% 2.48% 2.58% 2.73% 283% 2.93% 3.02% 3.10% 3.20% 3.30% 3.40% OO SO Z% 2.09% 2.13% 223% 2.32% 2.41% 2.51% 260% 2.68% 2.79% 2.88% 2.97% 3.06% 3.21% 3.30% 1.95 200% 2.09% 2.20% 2.25% 230% 235% 2.40% 2.45% 2.60% 2.73% 2.82% 2.92% 3.02% 3.12% % 1.e91 60 1•96% 2.05% 2.14% 2.19% 2.23% 229% /33% 2.40% 151% 2.64% 2.72% 2.82% 2.92% 3.02% % 1.90 65 1.95% 2.00% 2.09% 2.14% 218% 224% 2.28% 2.34% 2.45% 238% 2.66% 2.76% 286% 2_96% 70 1.87 1'92% 1.96% 2.05% 2.09% 2.13% 119% 2.23% 2.29% 2.40% 233% 2.61% 2.71% 2.81% 2.91% For purposes of this definition: "Minimum Adjusted Spread": A spread equal to (i) the spread set forth in the grid above for the applicable row-column combination minus (ii) the Spread Modifier, provided that in no event will the Minimum Adjusted Spread be less than 1.20%. "Spread Modifier": (a) if the Moody's Weighted Average Recovery Rate is less than 44.25%. zero: (b) if the Moody's Weighted Average Recovery Rate is greater than 44.25% but less than or equal to 60.00%, the product of (i) the Moody's Weighted Average Recovery Rate in excess of 44.25% and (ii) 5.50%; and (c) if the Moody's Weighted Average Recovery Rate is greater than 60.00%. the Moody's Spread Modifier will be 0.87% or. in each case subject to Rating Confirmation from Moody's: (x) the percentage calculated based on an alternative methodology, or (y) the sum of (i) 0.87% and (ii) the product of (A) the excess of the Moody's Weighted Average Recovery Rate over 60.00% and (B) 5.50%. 99 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0056003 CONFIDENTIAL SDNY GM_00202187 EFTA01365308