Preliminary ratings Class Preliminary rating* Preliminary amount (% of prelim. pool balance) Available credit enhancement (%) Interest Legal final maturity A AAA (sf) 82.0 18.0 One-month EURIBOR plus a margin June 2037 B-Dfrd AA (sf) 4.8 13.2 One-month EURIBOR plus a margin June 2037 C-Dfrd A+ (sf) 4.5 8.7 One-month EURIBOR plus a margin June 2037 D-Dfrd BBB+ (sf) 4.1 4.6 One-month EURIBOR plus a margin June 2037 E-Dfrd BB (sf) 3.3 1.3 One-month EURIBOR plus a margin June 2037 F-Dfrd B (sf) 1.3 0 One-month EURIBOR plus a margin June 2037 Note: This presale report is based on information as of Oct. 5, 2026. The ratings shown are preliminary. Subsequent information may result in the assignment of final ratings
