EFTA Document EFTA01376384

Rating is higher than the Moody's Default Probability Rating, the rating subcategories difference will be positive and if it is lower, negative): Number of Moody's Ratings Subcategories Difference Between the Moody's Obligation Rating and the Moody's Default Probability Rating Moody's Senior Secured Loans Moody's Non Senior Secured Loans Bonds +2 or more 60.0% 45.0% 40.0% +1 50.0% 42.5% 35.0% 0 45.0% 40.0% 30.0% -I 40.0% 30.0% 15.0% -2 30.0% 15.0% 10.0% -3 or les