EFTA01365635

Offering Memorandum iii OID 77 Ongoing Expense Excess Amount 101 Ongoing Expense Reserve Ceiling 101 Operating Guidelines 101 Optional Redemption 40 Ordinary Shares 101 Outstanding 101 Overcollateralization Ratio 101 Overcollateralization Test 101 par amount 103 Panial P1K Security 101 Participants 63 Participation 102 Permissible Replacement Collateral Obligation 102 Person 102 PFIC 78 PFIC Annual Information Statement 79 PH( Securities 102 Plan Asset Regulation 85 Plans 84 Portfolio Principal Balance 102 Pre-Closing Parties 19 Preferred Shares Pit-Funded Letter of Credit 102 Pre-Funded Letter of Credit Reserve Account 102 Pre-Funded Letter of Credit Resent Amount 11 Principal Balance 103 Principal Payment Sequence 46 Principal Proceeds 104 Priority of Interest Proceeds 44 Priority of Payments 44 Priority of Post-Acceleration Payments 46 Priority of Principal Proceeds 45 prohibited transaction 84 Proposed Portfolio 105 Prospectus 105 Prospectus Directive 105 PTCE 84 Purchase Agreement 105 Purchaser 65 QEF 78 Qualified Institutional Buyer 105 Qualified Institutional Investor Private Placement Exemption 72 Qualified Purchaser 105 Rated Notes ii Rated Notes Redemption 40 Rated Notes Redemption Date 105 Rating Agency 105 Rating Agency Confirmation 105 Record Date 61 Recovery Approved Country 105 Recovery Rate 105 Redeemed Notes 41 Redemption Date 106 Redemption Financing 41 129 C-Cover CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0056439 CONFIDENTIAL SDNY GM_00202623 EFTA01365635