EFTA01365636

Synthetic Security 108 Target Return 51 Tax Event 108 Tax Jurisdiction 108 Tax Subsidiary 108 Temporary Global Security 108 Transaction Party 108 Transfer Certificate 108 Trustee U.S. holder 76 U.S. Shareholder 79 UBTI 81 Underlying Instrument 108 Unfunded Amount 108 Unsaleable Asset 30 Unscheduled Principal Payments 109 Unsolicited Ratings 12 Voting Rights 109 Warehouse Accrued Interest 19 Weighted Average Life Test 109 Weighted Average Moody's Rating Factor 109 Weighted Average Rating Factor Test 109 Weighted Average Recovery• Rate Test 110 Weighted Average Spread 110 I CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0056441 CONFIDENTIAL SDNY GM_00202625 EFTA01365636