FINSIGHT

Merrill Auto Trust Securitization

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	67.900	0.28	P-1	A-1+	-	-	-	-	-	Fixed	1mL	-	8	2.92%	-	-
A2A	USD	58.200	0.98	Baa3	BBB	AAA	-	-	-	-	Fixed	EDSF	-	115	-	4.310%	-
A2B	USD	24.000	0.98	Aaa	AAA	AAA	-	-	-	-	Floating	1mL	-	115	1mL+115	-	-
A3A	USD	50.400	1.98	Baa3	BBB	AAA	-	-	-	-	Fixed	Swaps	-	190	-	5.570%	-
A3B	USD	46.000	1.98	Aaa	AAA	AAA	-	-	-	-	Floating	-	-	-	1mL+190	-	-
A4A	USD	32.880	3.05	Aaa	AAA	AAA	-	-	-	-	Fixed	Swaps	-	220	-	6.240%	-
A4B	USD	30.000	3.05	Aaa	AAA	AAA	-	-	-	-	Fixed	Swaps	-	220	-	5.570%	-
B	USD	23.380	3.85	Baa3	BBB	A+	-	-	-	-	Fixed	Swaps	-	575	-	9.970%	-
C	USD	16.190	4.41	Baa3	BBB	BBB	-	-	-	-	Fixed	Swaps	-	850	-	12.820%	-

More Details

Tranche Comments

A1: Registration: Listed; A2A: Registration: Listed; A2B: Registration: Listed; A3A: Registration: Listed; A3B: Registration: Listed; A4A: Registration: Listed; A4B: Registration: Listed; B: Registration: Listed; C: Registration: Listed;