Question: Construct the promised cash flows for the CMBS securities (A-1, A-2, and A-3) (see the information on CMBS deal structure in Exhibit 4). Exhibit 4:

Construct the promised cash flows for the CMBS securities (A-1, A-2, and A-3) (see the information on CMBS deal structure in Exhibit 4).

Exhibit 4: Wells Fargo CMBS Deal Structure Class Amount ($) Rating Coupon Rate Maturity A-1 40,000,000 AAA 3.00% 5 Years A-2 40,000,000 AA 4.25% 5 Years A-3 20,000,000 BBB 5.00% 5 Years

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