Ratings Class Rating(i) Initial interest rate(ii) Amount ($) Credit enhancement (%)(iii) Class type A-1FCF AAA (sf) Fixed(iv) 85,440,000 18.53 Senior/sequential/ initial exchangeable A-1LCF AAA (sf) Fixed(iv) 28,480,000 18.53 Senior/sequential/ initial exchangeable A-1 AAA (sf) Fixed(v) 114,000,000 18.53 Senior/exchangeable/MACR(v) A-1-A AAA (sf) Fixed(iv) 100,000,000 28.53 Senior/pro rata/initial exchangeable A-1-B AAA (sf) Fixed(iv) 14,000,000 18.53 Senior/pro rata/initial exchangeable A-2 AA- (sf) Fixed(iv) 15,456,000 13.00 Senior/sequential/ initial exchangeable A-3 A- (sf) Fixed(iv) 12,868,000 8.40 Senior/sequential/ initial exchangeable M-1 BBB- (sf) Net WAC(vi) 8,812,000 5.25 Mezzanine/sequential/initial exchangeable B-1 BB- (sf) Net WAC 6,574,000 2.90 Subordinate/sequential/initial exchangeable B-2 B- (sf) Net WAC(vii) 5,595,000 0.90 Subordinate/sequential/initial exchangeable B-3 NR Net WAC(vii) 2,518,245 0.00 Subordinate/sequential/initial exchangeable A-IO-S NR (viii) Notional(ix) N/A Excess servicing strip/initial exchangeable XS NR
