Preliminary ratings Class Preliminary rating(i) Initial interest rate (%)(ii) Preliminary amount ($) Credit enhancement (%)(iii) Class type A-1A AAA (sf) Fixed(iv) 171,665,000 37.55 Senior/pro rata/initial exchangeable A-1B AAA (sf) Fixed(iv) 27,488,000 27.55 Senior/pro rata/initial exchangeable A-1 AAA (sf) Fixed(v) 199,153,000 27.55 Senior/pro rata/exchangeable A-1FCF AAA (sf) Fixed(iv) 55,479,000 27.55 Senior/pro rata A-1LCF AAA (sf) Fixed(iv) 29,873,000 27.55 Senior/pro rata A-2 AA (sf) Fixed(iv) 21,991,000 21.95 Senior/sequential A-3 A (sf) Fixed(iv) 29,649,000 14.40 Senior/sequential M-1 BBB- (sf) Fixed/net WAC(vi) 24,739,000 8.10 Mezzanine/sequential B-1 NR Net WAC 20,420,000 2.90 Subordinate/sequential B-2 NR Net WAC(vii) 5,694,000 1.45 Subordinate/sequential B-3 NR Net WAC(vii) 5,694,844 0.00 Subordinate/sequential XS N/A (viii) Notional(ix) N/A Subordinate, monthly excess cash flow A-IO-S N/A (x) Notional(ix) N/A Excess servicing strip
