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try• subsequently determined by Moody's to be a Moody's Group II Country (provided that the Trustee is notified in writing of such determination). "Moody's Group III Country": Any of the following countries: Austria. Belgium. Denmark. Finland. France. Iceland. Liechtenstein, Luxembourg, Norway. Spain and any country• sub
ody's Group I Country if in the reasonable business judgment of the Collateral Manager, the revenues of such entity arc originated primarily in any Moody's Group I Country• (other than such Tax Advantaged Jurisdiction) or the United States or Canada. "Moody's Group II Country": Any of the following countries
Amount; (iii) any single country that is a Moody's Group III Country or Group IV Country may not exceed 2.5% of the Collateral Principal Amount; (iv) a Moody's Group II Country or Moody's Group III Country in the agg
unt; (iii) any single country that is a Moody's Group III Country or Group IV Country may not exceed 2.5% of the Collateral Principal Amount; (iv) a Moody's Group II Country or Moody's Group III Country in the aggregate may not exceed 10% of the Collateral Principal Amount; and (v) a Moody's Group IV Country
try• subsequently determined by Moody's to be a Moody's Group II Country (provided that the Trustee is notified in writing of such determination). "Moody's Group III Country": Any of the following countries: Austria. Belgium. Denmark. Finland. France. Iceland. Liechtenstein, Luxembourg, Norway. Spain and any country• sub
ody's Group I Country if in the reasonable business judgment of the Collateral Manager, the revenues of such entity arc originated primarily in any Moody's Group I Country• (other than such Tax Advantaged Jurisdiction) or the United States or Canada. "Moody's Group II Country": Any of the following countries
essor. "Eligible Country•": The United States. Canada and any country classified by Moody's as a Moody's Group I Country, Moody's Group II Country, Moody's Group III Country or Moody's Group IV Country; provided that such country has not imposed currency exchange controls and has a long-term foreign issuer credit rating
ed. "DTC": The Depository Trust Company or its successor. "Eligible Country•": The United States. Canada and any country classified by Moody's as a Moody's Group I Country, Moody's Group II Country, Moody's Group III Country or Moody's Group IV Country; provided that such country has not imposed currency exc
Amount; (iii) any single country that is a Moody's Group III Country or Group IV Country may not exceed 2.5% of the Collateral Principal Amount; (iv) a Moody's Group II Country or Moody's Group III Country in the agg
unt; (iii) any single country that is a Moody's Group III Country or Group IV Country may not exceed 2.5% of the Collateral Principal Amount; (iv) a Moody's Group II Country or Moody's Group III Country in the aggregate may not exceed 10% of the Collateral Principal Amount; and (v) a Moody's Group IV Country
Entities connected to both Moody's Group III Country and Moody's Group

Moody's
ORGANIZATIONMoody's Non Senior Secured Loan
ORGANIZATION
United States
LOCATIONObligor
ORGANIZATIONthe Collateral Principal Amount
ORGANIZATIONMoody's Obligation Rating
ORGANIZATIONMoody's Industry Classification Group
ORGANIZATIONThe Aggregate Principal Balance of Collateral Obligations
ORGANIZATION
Liechtenstein
LOCATION
Belgium
LOCATION
Norway
LOCATION
Finland
LOCATION
Luxembourg
LOCATION
Ireland
LOCATIONthe Initial Collateral Obligations
ORGANIZATION
United Kingdom
LOCATIONSynthetic Securities, Collateral Obligations
ORGANIZATION
Denmark
LOCATIONMoody's Assigned Rating
ORGANIZATIONCollateral Obligation or Collateral Obligation
ORGANIZATION