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EFTA01365260

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SECURITY FOR THE NOTES The "Collateral" securing the Notes will consist of all of the Issuer's right, title and interest in. to and under. in each case, whether owned or existing on the Closing Date or thereafter acquired or arising. all of the following: (i) Collateral Obligations and Eligible Investments acquired with the net proceeds from the issuance of the Securities and from time to time thereafter with other amounts received by the Issuer in respect of the Collateral. (ii) funds on deposit in certain accounts established under the Indenture. (iii) the rights of the Issuer under the Indenture, the Collateral Management Agreement and the Collateral Administration Agreement and (iv) certain payments or distributions received in respect of the Collateral Obligations and Eligible Investments: provided that the Collateral will not include the Excluded Property. The composition of the Collateral Obligations will be determined by the Collateral Manager. subject to the limitations of the Indenture and the Collateral Management Agreement. Collateral Obligations An obligation will be eligible for purchase by the Issuer and pledge to the Trustee as a Collateral Obligation if it is, as of the date of its purchase by the Issuer (or entry into a commitment to purchase by the Issuer), (i) a Term Loan or a participation in a Term Loan. (ii) a Revolving Loan or a participation in a Revolving Loan, (iii) a Structured Finance Obligation, (iv) a Bond or (v) a Synthetic Security (provided that, in the case of (i), (ii), (iii) or (iv), such obligation. and in the case of (v), the relevant underlying obligation and, where indicated, the Synthetic Security itself) also satisfies the following criteria (the "Collateral Obligation Eligibility Criteria") as of such date: 1. The obligation is denominated and payable only in U.S. Dollars. 2. The terms of the obligation do not provide for such obligation to be converted or exchanged at any time into any Equity Security

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