EFTA01376377.pdf

Weighted Average Rating Factor Diversity Seem 2020 2060 2100 2140 2180 2220 2260 2300 2340 2380 2420 2460 2500 2540 2580 /WAS 205 45 % 2.14% 2.19% 2-29% 239% 2-48% 258% 2-73% 2-83% 2.93% 3.02% 3.10% 3.20% 3.30% 3.40% 200 50 2.09% 2.13% 2.23% 232% 2.41% 2.51% 2.60% 268% 2.79% 2_88% 2.97% 3.06% 3.21% 3.30% Al I;? 2.00% 2.09% 2.20% 2.25% 230% 235% 2.40% 2.45% 2.60% 2.73% 2.82% 2.92% 3.02% 3.12% 1.91 60 1.96% 2.05% 2.14% 2.19% 2.23% 229% 2.33% 240% 2.51% 2.64% 2.72% 2.82% 2.92% 3.02% 6( 1.90 1.95% 2.00% 2.09% 2.14% 2.18% 224% 2.28% 2.34% 2.45% 2.58% 2.66% 2.76% 2.86% 2.96% 70 1.87 1•92'. 1.96% 2.05% 2.09% 2.13°. 219°. 2_23% 2-29% 2.40% 2.53% 2.61% 2.71% 2.81% 2.91% For purposes ofthis deft, ition: "Minimum Adjusted Spread": Means 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": Means: (i) if the Moody's Weighted Average Recovery Rate is less than 44.25%, zero; (ii) if the Moody's Weighted Average Recovery Rate is greater than 44.25% but less than or equal to 60.000%, the product of (a) the Moody's Weighted Average Recovery Rate in excess of 44.25% and (b) 5.50%; and (iii) 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 24 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0072459 CONFIDENTIAL SDNY_GM_00218643 EFTA01376377