Preliminary ratings Class Preliminary rating(i) Preliminary amount ($) Initial interest rate (%)(ii) Credit enhancement (%)(iii) Class type A-1FCF AAA (sf) 37,500,000 Fixed(iv) 17.60 Senior/sequential/initial exchangeable A-1LCF AAA (sf) 12,500,000 Fixed(iv) 17.60 Senior/sequential/initial exchangeable A-1A AAA (sf) 171,269,000 Fixed(iv) 27.60 Senior/pro rata/initial exchangeable A-1B AAA (sf) 23,657,000 Fixed(iv) 17.60 Senior/pro rata/initial exchangeable A-1 AAA (sf) 194,926,000 (v) 17.60 Senior/sequential/exchangeable A-2 AA (sf) 11,147,000 Fixed(iv) 13.85 Senior/sequential/initial exchangeable A-3 A (sf) 14,416,000 Fixed(iv) 9.00 Senior/sequential/initial exchangeable M-1 BBB (sf) 9,957,000 Fixed or net WAC(vi) 5.65 Mezzanine/sequential/initial exchangeable B-1 BB (sf) 6,985,000 Net WAC(vii) 3.30 Subordinate/sequential/initial exchangeable B-2 B (sf) 5,499,000 Net WAC(vii) 1.45 Subordinate/sequential/initial exchangeable B-3 NR 4,310,877 Net WAC(vii) 0.00 Subordinate/sequential/initial exchangeable X NR Notional(viii) (ix) N/A Monthly excess cash flow/prepayment