Ratings Class Rating* Balance (€) A Loan note AAA (sf) 150,000,000 A AAA (sf) 334,600,000 B-Dfrd AA (sf) 31,200,000 C-Dfrd A (sf) 10,900,000 D-Dfrd§ BBB (sf) 14,000,000 E-Dfrd§ BB (sf) 14,000,000 F-Dfrd§ B- (sf) 20,300,000 RFN NR 9,070,000 Z1-Dfrd NR 12,500,000 Z2-Dfrd NR 17,100,000 X NR 2,000,000 Y NR 2,000,000 Yield supplement overcollateralization (YSO)†NR 18,699,603 *Our ratings address timely payment of interest and ultimate repayment of principal for the class A notes, and the ultimate payment of interest and principal on the other rated notes. §Our ratings on the class D-Dfrd, E-Dfrd, and F-Dfrd notes also address the payment of interest based on the lower of the stated coupon and the net weighted-average coupon. §Credit enhancement includes subordination, yield
