EFTA Document EFTA01365615

(b) all amounts received with respect to the related Distribution Date pursuant to a Hedge Agreement (other than termination payments not constituting accrued and unpaid periodic payments through the termination date); (c) with respect to the first Distribution Date. any remaining Closing Date Interest Deposit (other than the amount (if any) designated by the Investment Manager as Principal Proceeds on or before the first Determination Date); (d) uninvested Closing Date proceeds (if any