EFTA Document EFTA01365597

With respect to Cayman Islands taxation, see the discussion below in "- Cayman Islands Tax Considerations." Withholding and Gross Income Taxes. Although the Issuer does not intend to be subject to U.S. federal income tax with respect to its net income, income derived by the Issuer may be subject to withholding or gross income taxes imposed by the United States or other countries, and the imposition of such taxes could materially affect its financial ability to make payments on the Securities