Preliminary ratings Class Preliminary rating(i) Initial interest rate (%)(ii) Preliminary amount ($) Credit enhancement (%)(iii) Class type A-1FCF AAA (sf) Fixed(iv) 182,832,000 20.01 Senior/sequential A-1LCF AAA (sf) Fixed(iv) 98,448,000 20.01 Senior/sequential A-1A AAA (sf) Fixed(iv) 246,180,000 30.01 Senior/pro rata/initial exchangeable A-1B AAA (sf) Fixed(iv) 35,180,000 20.01 Senior/pro rata/initial exchangeable A-1 AAA (sf) Fixed(v) 281,360,000 20.01 Senior/pro rata/exchangeable A-1F AAA (sf) Floating(vi) 62,480,000 20.01 Senior/pro rata A-1IO AAA (sf) Inverse floating(vii) Notional(vii) N/A Senior/interest only A-2 AA (sf) Fixed(viii) 65,715,000 11.60 Senior/sequential A-3 A (sf) Fixed(viii) 32,432,000 7.45 Senior/sequential M-1 BBB- (sf) Fixed/net WAC(ix) 26,179,000 4.10 Mezzanine/sequential B-1A NR Net WAC(x) 6,643,000 3.25 Subordinate/sequential B-1B NR Net WAC(x) 10,941,000 1.85 Subordinate/sequential B-2 NR Net WAC(x) 7,033,000 0.95 Subordinate/sequential B-3 NR Net
