EFTA Document EFTA01365232

Income Notes and Subordinated Note Classes Represent Leveraged Investments. The Income Notes and each Class of Senior Notes may not be paid in full and may be subject to up to 100% loss. The Income Notes in particular, and each Class of Notes except the Class A-I Notes, represent a highly leveraged investment in the Collateral. Therefore, the market value of the Income Notes and such other Classes of Notes would be anticipated to be significantly affected by. among other things, changes in t