EFTA Document EFTA01376293

markets and overall economy which could have a significant adverse effect on the Issuer, the Collateral and the Securities. Below Investment Grade Debt Obligations. It is expected that primarily all of the Collateral Obligations will be rated below investment grade. Such debt obligations have greater credit and liquidity risk than investment grade obligations. The lower rating of such obligations reflects a greater possibility that adverse changes in the financial condition of an obligor or