Triple Five Group

Rating Agencies

Underwriters

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Class	CCY	SZE(M)	WAL	WALX	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A1	USD	134.800	8.36	-	Aaa	AAA	-	-	-	52.40%	29.0%	Fixed	Swaps	-	80	3.30%	-	-
A2	USD	531.700	10.96	-	Aaa	AAA	-	-	-	52.40%	29.0%	Fixed	Swaps	-	87	3.95%	-	-
B	USD	136.400	10.96	-	Aa1	AA-	-	-	-	42.60%	35.0%	Fixed	Swaps	-	110	4.18%	-	-
C	USD	94.500	10.96	-	A1	A-	-	-	-	35.90%	39.0%	Fixed	Swaps	-	125	4.34%	-	-
D	USD	153.950	10.96	-	NR	BBB-	-	-	-	24.90%	46.0%	Fixed	Swaps	-	195	4.37%	-	-
E	USD	180.150	10.96	-	NR	BB-	-	-	-	12.00%	53.0%	Fixed	Swaps	-	285	4.37%	-	-
F	USD	168.500	10.96	-	NR	B-	-	-	-	-	61.0%	Fixed	Swaps	-	340	4.37%	-	-
X-1	USD	666.500	-	-	Aaa	AAA	-	-	-	-	-	-	-	-	-	0.552%	-	Int. Only
X-2	USD	733.500	-	-	NR	B-	-	-	-	-	-	-	-	-	-	0.040%	-	Int. Only