ESBD_375462_1726674762146_Exhibit I Sample Pool Report.pdf

This document appears to be an Exhibit I Sample Pool Report related to a Mortgage Warehouse Facility Provider contract opportunity for the state of Texas. The scope of this engagement is limited to the warehousing of Certificates, with the Warehouse Provider having no responsibility for the pricing, hedging, origination, sale, servicing, or purchase of mortgage loans. The report provides details on three sample mortgage-backed security pools, including the CUSIP, coupon, factor, original face amount, current face amount, and pricing methodology. The pricing methodology involves using the Bloomberg TBA applicable screen and linear interpolation for off-market coupons.

The pricing methodology indicates that prices are based on the current month if before the 25th day, or the next month if after the 25th day, with market coupons priced at 4:30 pm each Wednesday using the closing mid-market and off-market coupons priced at the interpolated mid less 1/8. No further details are provided regarding the state and local contract opportunity, such as any set-asides, incumbents, funding sources, or contract term.