RISK FACTORS Prospective purchasers of the Notes should consider, among other things. the following factors in connection with a purchase of the Notes. Limited Liquidity. There is currently no active trading market for any of the Notes being offered hereby. Citigroup Global Markets Inc. and its Affiliates will not be obligated to and do not intend to make a market in the Notes or otherwise to buy and sell the Notes following the Closing Date. The Notes are expected to be owned by a relatively small number of investors and it is not anticipated that an active secondary market for the Notes will develop. Purchasers of the Notes may find it difficult or uneconomic to liquidate their investment at any particular time, and it may be difficult for the Holders of the Notes to determine the value of the Notes at any particular time. Consequently. a purchaser must be prepared to hold the Notes until the Maturity Date. In addition, the Notes arc subject to transfer restrictions that may further limit liquidity. See "Purchase and Transfer Restrictions." See also "Certain ERISA Considerations" regarding certain restrictions on transfers to investors subject to ERISA, Section 4975 of the Code or Similar Laws. Limited Collateral to Make Payments on the Securities. The Notes will be limited recourse debt obligations of the Issuer and the Class A Notes, Class B Notes and Class C Notes will be non-rccoursc obligations of the Co-Issuer. The Notes will be payable solely from the Collateral Obligations and the other assets pledged by the Issuer pursuant to the Indenture. None of the Trustcc. the Collateral Manager. the Initial Purchaser, the Placement Agent or any of their respective affiliates or any other person or entity other than the Co-Issuers will be obligated to make am' payments with respect to the Notes. The Issuer, as a special purpose company, will have no significant assets other than the Collateral. The Co-Issuer, as a special purpose company, will have