Preliminary ratings Class Preliminary rating(i) Initial interest rate (%)(ii) Preliminary amount ($) Credit enhancement (%)(iii) Class type A-1A AAA (sf) Fixed(iv)(v) 213,214,000 31.80 Senior/pro rata A-1B AAA (sf) Fixed(iv)(v) 31,266,000 21.80 Senior/pro rata A-1 AAA (sf) Fixed(iv) 244,800,000 21.80 Senior/pro rata/MACR(vi) A-1FCF AAA (sf) Fixed(iv)(v) 159,120,000 21.80 Senior/pro rata/initial exchangeable A-1LCF AAA (sf) Fixed(iv)(v) 85,680,000 21.80 Senior/pro rata/initial exchangeable A-2 AA (sf) Fixed(v) 25,676,000 17.70 Senior/sequential A-3 A (sf) Fixed(v) 33,789,000 12.30 Senior/sequential M-1 BBB (sf) Fixed or adjusted net WAC 25,966,000 8.15 Mezzanine/sequential B-1 BB (sf) Adjusted net WAC 20,023,000 4.95 Subordinate/sequential B-2 B (sf) Adjusted net WAC 20,023,000 1.75 Subordinate/sequential B-3 NR Adjusted net WAC(vii) 10,949,992 0.00 Subordinate/sequential A-IO-S NR (viii) Notional(ix) N/A Excess servicing strip X NR
