Preliminary ratings Class Preliminary rating(i) Preliminary amount ($) Initial interest rate(ii) Credit enhancement (%)(iii) Class type A-1 AAA (sf) 114,715,000(iv) Fixed(v) 22.90 Senior/sequential/exchangeable(v) A-1A AAA (sf) 99,836,000(iv) Fixed(vi) 32.90 Senior/pro rata/initial exchangeable A-1B AAA (sf) 14,879,000(iv) Fixed(vi) 22.90 Senior/pro rata/initial exchangeable A-1FCF AAA (sf) 86,037,000(iv) Fixed(vi) 22.90 Senior/sequential/initial exchangeable A-1LCF AAA (sf) 28,679,000(iv) Fixed(vi) 22.90 Senior/sequential/initial exchangeable A-2 AA (sf) 13,689,000 Fixed(vi) 18.30 Senior/sequential/initial exchangeable A-3 A (sf) 18,301,000 Fixed(vi) 12.15 Senior/sequential/initial exchangeable M-1 BBB (sf) 12,796,000 Net WAC 7.85 Mezzanine/sequential/initial exchangeable B-1 BB (sf) 9,522,000 Net WAC 4.65 Subordinate/sequential/initial exchangeable B-2 B (sf) 8,035,000 Net WAC 1.95 Subordinate/sequential/initial exchangeable B-3 NR 5,802,880 Net WAC 0.00 Subordinate/sequential/initial exchangeable A-IO-S NRNotional(vii) (viii) N/A Excess servicing strip/initial exchangeable XS NR Notional(vii)
