DAIMLERCHRYSLER AUTO TRUST 2008-B
EX-10.4: ISDA CREDIT SUPPORT ANNEX
<DOCUMENT>
<TYPE>EX-10.4
<SEQUENCE>7
<FILENAME>y58704k2exv10w4.htm
<DESCRIPTION>EX-10.4: ISDA CREDIT SUPPORT ANNEX
<TEXT>
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<HEAD>
<TITLE>EX-10.4</TITLE>
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<DIV align="right" style="font-size: 10pt; margin-top: 12pt"><B>Exhibit&nbsp;10.4</B>
</DIV>




<DIV align="center" style="font-size: 10pt; margin-top: 18pt"><B>CREDIT SUPPORT ANNEX<BR>
to the Schedule to the</B>
</DIV>


<DIV align="Center" style="font-size: 10pt; margin-top: 6pt"><B>Master Agreement</B>

</DIV>

<DIV align="Center" style="font-size: 10pt; margin-top: 6pt"><B>dated as of May&nbsp;19, 2008</B>

</DIV>

<DIV align="Center" style="font-size: 10pt; margin-top: 6pt"><B>between</B>

</DIV>
<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
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    <TD width="30%"></TD>
    <TD width="5%"></TD>
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    <TD width="5%"></TD>
    <TD width="30%"></TD>
</TR>
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<TR valign="bottom">
    <TD align="left" valign="top"><B>Goldman Sachs</B>
</TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top"><B>and</B>
</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top"><B>DaimlerChrysler Auto Trust 2008-B</B></TD>
</TR>
<TR valign="bottom">
    <TD align="left" valign="top"><B>Mitsui Marine Derivative</B></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="right" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD align="left" valign="top"><B>Products, L.P.</B></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="right" valign="top">&nbsp;</TD>
</TR>
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</TABLE>
</DIV>

<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
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<TR valign="bottom">
    <TD width="47%">&nbsp;</TD>
    <TD width="5%">&nbsp;</TD>
    <TD width="47%">&nbsp;</TD>
</TR>
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<!-- Begin Table Body -->
<TR valign="bottom">
    <TD align="center" valign="top"><B>(&#147;Party A&#148;)</B>
</TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top"><B>(&#147;Party B&#148;)</B></TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 12pt"><B>Paragraph&nbsp;13. Elections and Variables</B>
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">(a) <B>Security Interest for &#147;Obligations&#148;</B>. The term &#147;Obligations&#148; as used in this Annex includes the
following additional obligations:
</DIV>

<DIV align="left" style="font-size: 10pt; margin-left: 6%; margin-top: 6pt">With respect to Party A: Not Applicable.
</DIV>

<DIV align="left" style="font-size: 10pt; margin-left: 6%; margin-top: 6pt">With respect to Party B: Not Applicable.
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 12pt">(b) <B>Credit Support Obligations.</B>
</DIV>


<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(i)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Delivery Amount, Return Amount and Credit Support Amount.</B></TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(A)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Delivery Amount&#148; </B>has the meaning specified in Paragraph&nbsp;3(a);
<I>provided </I>that &#147;Delivery Amount&#148; shall be calculated as specified in Paragraph
3(a) as amended (I)&nbsp;by deleting the words &#147;upon a demand made by the Secured
Party on or promptly following a Valuation Date&#148; and inserting in lieu thereof
the words &#147;not later than the close of business on the next Local Business Day
following a Valuation Date&#148; and (II)&nbsp;by deleting in its entirety the sentence
beginning &#147;Unless otherwise specified in Paragraph&nbsp;13&#148; and inserting in lieu
thereof the following:</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>&#147;The <I>"</I><B><I>Delivery Amount</I></B>&#148; applicable to the Pledgor for any Valuation Date will
equal the greatest of:</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">i.</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>the amount by which (a)
the Credit Support Amount with respect to Moody&#146;s for such
Valuation Date exceeds (b)&nbsp;the Value (determined using the
Moody&#146;s Valuation Percentages in Table 4 or 5 (as
applicable)) as of such</TD>
</TR>

</TABLE>
</DIV>
<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
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<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV style="margin-top: 6pt"><TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">
<TR valign="top" style="font-size: 10pt; color: #textcolor#; background: #bgcolor#">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>Valuation Date of the Posted Credit Support held by the
Secured Party;</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">ii.</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>the amount by which (a)
the Credit Support Amount with respect to S&#038;P for such
Valuation Date exceeds (b)&nbsp;the Value (determined using the
S&#038;P Valuation Percentages as described in Paragraphs
13(b)(ii)(C) and (D)&nbsp;hereof) as of such Valuation Date of
the Posted Credit Support held by the Secured Party;
provided that, if the S&#038;P Threshold for such Valuation Date
is zero and an S&#038;P Second Trigger Ratings Event has occurred
and is continuing and 10 or more Local Business Days have
elapsed since such S&#038;P Second Trigger Ratings Event first
occurred, the definition of Value shall be amended to insert
&#147;multiplied by the applicable Valuation Percentage, if any&#148;
after the word &#147;thereof&#148; and before the semicolon in clause
(i)(A) thereof.&#148;; and</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">iii.</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>the amount by which (a)
the Credit Support Amount with respect to Fitch for such
Valuation Date exceeds (b)&nbsp;the Value (determined using the
Fitch Valuation Percentages as described in Paragraphs
13(b)(ii)(E) hereof) as of such Valuation Date of the Posted
Credit Support held by the Secured Party.</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(B)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>&#147;<B>Return Amount</B>&#148; has the meaning specified in Paragraph&nbsp;3(b);
provided that, in the event that Party A elects or is required to post
collateral pursuant to a Ratings Event I or a Ratings Event II, &#147;Return Amount&#148;
shall be calculated as specified in Paragraph 3(b) as amended by deleting in
its entirety the sentence beginning &#147;Unless otherwise specified in Paragraph
13&#148; and inserting in lieu thereof the following:</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>&#147;The <I>&#147;</I><B><I>Return Amount</I></B>&#148; applicable to the Pledgor for any Valuation Date will
equal the least of:</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">i.</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>the amount by which (a)
the Value (determined using the Moody&#146;s Valuation
Percentages in Table 4 or 5 (as applicable)) as of such
Valuation Date of the Posted Credit Support held by the
Secured Party exceeds (b)&nbsp;the Credit Support Amount with
respect to Moody&#146;s for such Valuation Date;</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">ii.</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>the amount by which (a)
the Value (determined using the S&#038;P Valuation Percentages as
described in Paragraphs 13(b)(ii)(C) and (D)&nbsp;hereof) as of
such Valuation Date of the Posted Credit Support held by the
Secured Party exceeds (b)&nbsp;the Credit Support Amount with
respect to</TD>
</TR>

</TABLE>
</DIV>
<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

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<DIV style="margin-top: 6pt"><TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">



</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>S&#038;P for such Valuation Date; provided that, if the S&#038;P
Threshold for such Valuation Date is zero and an S&#038;P Second
Trigger Ratings Event has occurred and is continuing and 10
or more Local Business Days have elapsed since such S&#038;P
Second Trigger Ratings Event first occurred, the definition
of Value shall be amended to insert &#147;multiplied by the
applicable Valuation Percentage, if any&#148; after the word
&#147;thereof&#148; and before the semicolon in clause (i)(A)
thereof.&#148;; and</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">iii.</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>the amount by which (a)
the Value (determined using the Fitch Valuation Percentages
in Table 6) as of such Valuation Date of the Posted Credit
Support held by the Secured Party exceeds (b)&nbsp;the Credit
Support Amount with respect to Fitch for such Valuation
Date.</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(C)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>Paragraph&nbsp;4(b) is hereby amended by the insertion of the words
&#147;(i)&nbsp;in respect of a Transfer pursuant to Paragraph&nbsp;3(b),&#148; immediately prior to
the words &#147;if a demand for&#148; and the insertion of the words &#147;; and (ii)&nbsp;in
respect of a Transfer pursuant to Paragraph&nbsp;3(a), the relevant Transfer will be
made not later than the close of business on the next Local Business Day
following the Valuation Date&#148; immediately prior to the period.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(D)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>&#147;<B><I>Credit Support Amount</I></B>&#148; has the meaning specified below:</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">i.</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>with respect to Moody&#146;s
(A)&nbsp;if the Moody&#146;s Threshold for such Valuation Date is zero
and either (i)&nbsp;a Moody&#146;s Second Trigger Rating Event is not
continuing or (ii)&nbsp;a Moody&#146;s Second Trigger Rating Event is
continuing but less than 30 Local Business Days have elapsed
since such Moody&#146;s Second Trigger Rating Event first
occurred, &#147;<B><I>Credit Support Amount</I></B>&#148; shall have the meaning
specified in Table 1A attached hereto; (B)&nbsp;so long as a
Moody&#146;s Second Trigger Ratings Event has occurred and is
continuing and 30 or more Local Business Days have elapsed
since such Moody&#146;s Second Trigger Rating Event first
occurred, &#147;<B><I>Credit Support Amount</I></B>&#148; shall have the meaning
specified in Table 2A attached hereto; or (C)&nbsp;if the Moody&#146;s
Threshold for such Valuation Date is infinity, zero.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">ii.</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>with respect to S&#038;P (A)
if the S&#038;P Threshold for such Valuation Date is zero and
either (i)&nbsp;an S&#038;P Second Trigger Ratings Event is not
continuing or (ii)&nbsp;an S&#038;P Second Trigger Ratings Event is
continuing and less than 10 Local Business Days have elapsed
since such S&#038;P Second Trigger Ratings Event first occurred,
&#147;<B><I>Credit</I></B></TD>
</TR>

</TABLE>
</DIV>
<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

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<DIV style="margin-top: 6pt"><TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">



</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left"><B><I>&nbsp;</I></B></TD>
    <TD width="1%"><B><I>&nbsp;</I></B></TD>
    <TD><B><I>Support Amount</I></B>&#148; shall mean the Secured Party&#146;s Exposure; (B)
if the S&#038;P Threshold for such Valuation Date is zero and an
S&#038;P Second Trigger Ratings Event has occurred and is
continuing and 10 or more Local Business Days have elapsed
since such S&#038;P Second Trigger Ratings Event first occurred,
&#147;<B><I>Credit Support Amount</I></B>&#148; shall mean 125% of the Secured
Party&#146;s Exposure; or (C)&nbsp;if the S&#038;P Threshold is infinity,
zero.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="16%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">iii.</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>with respect to Fitch (A)
if the Fitch Threshold for such Valuation Date is zero,
&#147;<B><I>Credit Support Amount</I></B>&#148; shall mean, for each Transaction to
which this Annex relates, of the excess of (1)&nbsp;the sum of
(x)&nbsp;100.0% of Party B&#146;s Exposure for such Valuation Date and
(y)&nbsp;the product of the Volatility Buffer (as set out in
Table 7) for such Transaction and the Notional Amount of
such Transaction for the Calculation Period of such
Transaction which includes such Valuation Date over (2)&nbsp;the
Fitch Threshold Amount; or (B)&nbsp;if the Fitch Threshold is
infinity, zero.</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(ii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Eligible Collateral</B>.</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(A)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>with respect to Moody&#146;s (A)&nbsp;if the Moody&#146;s Threshold for such
Valuation Date is zero and either (i)&nbsp;a Moody&#146;s Second Trigger Rating Event is
not continuing or (ii)&nbsp;a Moody&#146;s Second Trigger Rating Event is continuing but
less than 30 Local Business Days have elapsed since such Moody&#146;s Second Trigger
Rating Event first occurred, the items specified in Table 4 attached hereto
will qualify as &#147;<B>Eligible Collateral</B>&#148; for Party A.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(B)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>with respect to Moody&#146;s, so long as a Moody&#146;s Second Trigger
Ratings Event has occurred and is continuing and 30 or more Local Business Days
have elapsed since such Moody&#146;s Second Trigger Rating Event first occurred, the
items specified in Table 5 attached hereto will qualify as &#147;<B>Eligible
Collateral</B>&#148; for Party A.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(C)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>with respect to S&#038;P, if the S&#038;P Threshold for such Valuation
Date is zero and either (i)&nbsp;an S&#038;P Second Trigger Ratings Event is not
continuing or (ii)&nbsp;an S&#038;P Second Trigger Ratings Event is continuing and less
than 10 Local Business Days have elapsed since such S&#038;P Second Trigger Ratings
Event first occurred, (A)&nbsp;the items specified in Table 3 attached hereto will
qualify as &#147;<B>Eligible Collateral</B>&#148; for Party A and (B)&nbsp;the Valuation Percentage
with respect any item of Eligible Collateral shall equal 100 divided by the
Base Overcollateralization Rate for such item of Eligible Collateral specified
in Table 3 attached hereto.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(D)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>with respect to S&#038;P, if the S&#038;P Threshold for such Valuation
Date is zero, and an S&#038;P Second Trigger Ratings Event has occurred and is
continuing</TD>
</TR>

</TABLE>
</DIV>
<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
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<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV style="margin-top: 6pt"><TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">



</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>and 10 or more Local Business Days have elapsed since such S&#038;P Second
Trigger Ratings Event first occurred, (A)&nbsp;the items specified in Table 3
attached hereto will qualify as &#147;<B>Eligible Collateral</B>&#148; for Party A and (B)
the Valuation Percentage with respect any item of Eligible Collateral shall
equal (1)&nbsp;100 divided by (2)&nbsp;the Base Overcollateralization Rate for such
item of Eligible Collateral specified in Table 3 attached hereto * 1.25.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(E)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>with respect to Fitch, if the Fitch Threshold for such
Valuation Date is zero, the items specified in Table 6 attached hereto will
qualify as &#147;<B>Eligible Collateral</B>&#148; for Party A.</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(iii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Other Eligible Support. </B>The following items will qualify as &#147;Other Eligible
Support&#148; for the party specified: None.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(iv)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Thresholds.</B></TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left"><B>&nbsp;</B></TD>
    <TD width="1%"><B>&nbsp;</B></TD>
    <TD><B>&#147;Independent Amount&#148; </B>means with respect to Party A: None.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left"><B>&nbsp;</B></TD>
    <TD width="1%"><B>&nbsp;</B></TD>
    <TD><B>&#147;Independent Amount&#148; </B>means with respect to Party B: None.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(A)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Moody&#146;s Threshold&#148; </B>means, with respect to Party A and any
Valuation Date, if a Moody&#146;s First Trigger Ratings Event has occurred and is
continuing and such Moody&#146;s First Trigger Ratings Event has been continuing for
at least 30 Local Business Days or since this Annex was executed, zero;
otherwise, infinity.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(B)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;S&#038;P Threshold&#148; </B>means, with respect to Party A and any
Valuation Date, if an S&#038;P First Trigger Ratings Event has occurred and is
continuing and such S&#038;P First Trigger Ratings Event has been continuing for at
least 10 Local Business Days or since this Annex was executed, zero; otherwise,
infinity.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(C)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Fitch Threshold&#148; </B>means, with respect to Party A and any
Valuation Date, if a Fitch First Trigger Ratings Event has occurred and is
continuing and such Fitch First Trigger Ratings Event has been continuing for
at least 30 Local Business Days or since this Annex was executed, zero;
otherwise, infinity.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(D)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Minimum Transfer Amount&#148; </B>means with respect to a party,
$100,000, unless the principal amount of the Senior Notes is equal to or less
than $50,000,000, in which case the Minimum Transfer Amount with respect to a
party shall be $50,000; <U>provided</U>, <U>however</U>, that if an Event of
Default has occurred and is continuing with respect to a party, the Minimum
Transfer Amount with respect to such party shall be zero.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(E)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Rounding. </B>The Delivery Amount and Return Amount will be rounded
up and down, respectively, to the nearest integral multiple of $10,000.</TD>
</TR>

</TABLE>
</DIV>

<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(v)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Exposure</B><B><I>&#148; </I></B>has the meaning specified in Paragraph&nbsp;12, except that after the
word &#147;Agreement&#148; in the fourth line thereof the words &#147;(assuming, for this purpose
only, that Part 5(d) of the Schedule is deleted)&#148; shall be inserted.</TD>
</TR>

</TABLE>
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 12pt">(c) <B>Valuation and Timing.</B>
</DIV>


<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(i)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Valuation Agent&#148; </B>means Party A.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(ii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Valuation Date&#148; </B>means each New York Business Day.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(iii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Valuation Time&#148; </B>means the close of business in the city of
the Valuation Agent on the Local Business Day before the Valuation Date or date
of calculation, as applicable; <U>provided</U> that the calculations of Value
and Exposure will be made as of approximately the same time on the same date.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(iv)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Notification Time&#148; </B>means no later than 1:00 p.m., New York
time, on a Local Business Day; <U>provided</U>, <U>however</U>, that the
Valuation Agent will only give notice of its calculations to a party upon
request by such party.</TD>
</TR>

</TABLE>
</DIV>
<DIV align="left" style="font-size: 10pt; margin-top: 6pt">(d) <B>Conditions Precedent and Secured Party&#146;s Rights and Remedies. </B>The following Termination
Event(s) will be a &#147;Specified Condition&#148; for the party specified (that party being the Affected
Party if the Termination Event occurs with respect to that party): With respect to Party A and
Party B, Additional Termination Event and Illegality.
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 12pt">(e) <B>Substitution.</B>
</DIV>


<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(i)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Substitution Date&#148; </B>has the meaning specified in Paragraph&nbsp;4(d)(ii).</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(ii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Consent. </B>The Pledgor is not required to obtain the Secured Party&#146;s consent for
any substitutions pursuant to Paragraph&nbsp;4(d).</TD>
</TR>

</TABLE>
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 12pt">(f) <B>Dispute Resolution.</B>
</DIV>


<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(i)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Resolution Time&#148; </B>means 1:00 p.m., New York time, on the Local Business Day
following the date on which the notice is given that gives rise to a dispute under
Paragraph&nbsp;5.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(ii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Value&#148;</B>. For the purpose of Paragraph&nbsp;5(i)(C) and 5(ii), the Value of Posted
Credit Support will be calculated as follows:</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(A)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>The Value of Cash will be the face amount thereof, multiplied
by the applicable Valuation Percentage.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(B)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>With respect to any Treasury Bills, Treasury Notes, Treasury
Bonds, Agency Securities (referred to herein as &#147;Securities&#148;), the sum of (I)
(x)&nbsp;the mean of the high bid and low asked prices quoted on such date by any
principal market maker for such Securities chosen by the Disputing Party,</TD>
</TR>

</TABLE>
</DIV>
<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV style="margin-top: 6pt"><TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">



</TABLE>
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">or (y)&nbsp;if no quotations are available from a principal market maker on such
date, the mean of such high bid and low asked prices as of the day, next
preceding such date, on which such quotations were available, plus (II)&nbsp;the
accrued interest on such Securities (except to the extent Transferred to a
party pursuant to any applicable provision of this Agreement or included in
the applicable price referred to in (I)&nbsp;of this clause (B)) as of such date,
multiplied by the applicable Valuation Percentage.
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(iii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Alternative&#148;</B>. The provisions of Paragraph&nbsp;5 will apply.</TD>
</TR>

</TABLE>
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 12pt">(g) <B>Holding and Using Posted Collateral.</B>
</DIV>


<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(i)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Eligibility to Hold Posted Collateral; Custodians. </B>Party B and its Custodian
will be entitled to hold Posted Collateral pursuant to Paragraph&nbsp;6(b), <U>provided</U>
that the following conditions applicable to it are satisfied:</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(A)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>Party B is not a Defaulting Party.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(B)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>No Specified Condition has occurred and is continuing with
respect to Party B.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(C)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>Posted Collateral is held only in the United States.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(D)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>Initially, Party B&#146;s Custodian shall have a Short Term Rating
by S&#038;P of at least &#147;A-1&#148; or, if Party B&#146;s Custodian does not have a Short Term
Rating by S&#038;P, a Long Term Rating by S&#038;P of at least &#147;A&#043;&#148;.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="8%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(E)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>If the account provider&#146;s rating falls below &#147;A-1&#148; or &#147;A&#043;&#148; (as
applicable), the funds will be transferred within 60 calendar days to another
account provider that is rated at least &#147;A-1&#148; or &#147;A&#043;&#148; (as applicable).</TD>
</TR>

</TABLE>
</DIV>

<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD>Initially, the Custodian for Party B is Citibank, N.A.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(ii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Use of Posted Collateral. </B>The provisions of Paragraph 6(c) will not apply.</TD>
</TR>

</TABLE>
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 12pt">(h) <B>Distributions and Interest Amount.</B>
</DIV>


<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(i)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Interest Rate. </B>The &#147;Interest Rate&#148; will be the rate actually earned and
received by the Custodian on Posted Collateral in the form of Cash.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(ii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Transfer of Interest Amount. </B>The Transfer of the Interest Amount will be made
on the first Local Business Day of each calendar month (in respect of amounts accrued
to the end of the previous calendar month) and on any Local Business Day when the cash
collateral is returned in its entirety.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(iii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>Alternative to Interest Amount. </B>Not Applicable.</TD>
</TR>

</TABLE>
</DIV>
<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV style="margin-top: 6pt"><TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">



</TABLE>
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 12pt">(i) <B>Other Eligible Support and Other Posted Support.</B>
</DIV>


<DIV style="margin-top: 6pt">
<TABLE width="100%" border="0" cellpadding="0" cellspacing="0" style="font-size: 10pt">

<TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(i)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Value&#148; </B>with respect to Other Eligible Support and Other Posted Support means:
Not Applicable.</TD>
</TR>

<TR>
    <TD style="font-size: 6pt">&nbsp;</TD>
</TR><TR valign="top" style="font-size: 10pt; color: #000000; background: transparent">
    <TD width="4%" style="background: transparent">&nbsp;</TD>
    <TD width="3%" nowrap align="left">(ii)</TD>
    <TD width="1%">&nbsp;</TD>
    <TD><B>&#147;Transfer&#148; </B>with respect to Other Eligible Support and Other Posted Support
means: Not Applicable.</TD>
</TR>

</TABLE>
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 12pt">(j) <B>Demands and Notices.</B>
</DIV>



<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 4%">All demands, specifications and notices under this Annex will be made pursuant to the
Notices Section of this Agreement, unless otherwise specified here:
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 4%">With respect to Party A:
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">85 Broad Street<br>
New York, New York 10004<br>
Tel.: (212)&nbsp;902-1944<br>
Fax: (212)&nbsp;902-0996<br>
Attn: Swap Operations<br>
E-mail: ficc-swaps-collateral@ny.email.com
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 4%">With respect to Party B
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">DaimlerChrysler Auto Trust 2008-B<br>
c/o BNYM (Delaware)<br>
100 White Clay Center, Route 273<br>
P.O. Box 6995<br>
Newark, Delaware 19714
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">Attention: Corporate Trust Administration
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">Facsimile: &#043;1 (302)&nbsp;453-4400
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 4%">With copies to:
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">The Bank of New York<br>
101 Barclay Street, 8W<br>
New York, NY 10286
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">Attention: Asset Backed Securities Unit<BR>
email: jbobko@bankofny.com
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 10%">and
</DIV>

<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">DaimlerChrysler Financial Services Americas LLC<br>
CIMS 405-25-10<br>
27777 Inkster Road<br>
Farmington Hills, MI 48335
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">Attention: Paul Colenso<BR>
Facsimile: &#043;1 (248)&nbsp;427-4267
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 10%">and
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">DaimlerChrysler Financial Services Americas LLC<br>
CIMS 405-25-10<br>
27777 Inkster Road<br>
Farmington Hills, MI 48335
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 12%">Attention: Q. Gwynn Lam, Assistant General Counsel<BR>
Facsimile: &#043;1 (248)&nbsp;427-2550
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 12pt">(k) <B>Addresses for Transfers.</B>
</DIV>



<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 8%">Party A: To be specified by Party A in writing.
</DIV>


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 8%">Party B: To be specified by Party B in writing.
</DIV>
<DIV align="left" style="font-size: 10pt; margin-top: 6pt">(l) <B>Agreement as to Single Secured Party and Pledgor</B>. Party A and Party B agree that,
notwithstanding anything to the contrary in the recital to this Annex, Paragraph 1(b) or Paragraph
2 or the definitions of Paragraph&nbsp;12, (a)&nbsp;the term &#147;<B><I>Secured Party</I></B>&#148; as used in this Annex shall mean
only Party B, (b)&nbsp;the term &#147;<B><I>Pledgor</I></B>&#148; as used in this Annex shall mean only Party A, (c)&nbsp;only Party
A makes the pledge and grant in Paragraph&nbsp;2, the acknowledgement in the final sentence of Paragraph
8(a) and the representations in paragraph 9 and (d)&nbsp;only Party A will be required to make Transfers
of Eligible Credit Support hereunder.
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">(m) <B>Expenses</B>. For the avoidance of doubt, Party A shall be responsible for posting and maintaining
collateral in accordance with this Credit Support Annex at its own cost.
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV align="left" style="font-size: 10pt; margin-top: 6pt; margin-left: 4%"><B>IN WITNESS WHEREOF </B>the parties have executed this Annex on the respective dates specified
below with effect from the date specified on the first page of this document.
</DIV>
<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="45%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="40%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="10%">&nbsp;</TD>
</TR>
<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom">
    <TD valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD colspan="3" valign="top" align="left"><B>GOLDMAN SACHS MITSUI MARINE</B><br>
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>DERIVATIVE PRODUCTS, L.P.</B></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">By:
</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">GSMMDPGP, Inc.,</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Partner</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">By:</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;/s/ Michael J. Rost</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR style="font-size: 1px">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top" style="border-top: 1px solid #000000">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">Name: Michael J. Rost</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">Title: Vice President</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">Date: May 19, 2008</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD colspan="3" valign="top" align="left"><B>DAIMLERCHRYSLER AUTO TRUST 2008-B</B>,</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>

<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">By:</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">BNYM (DELAWARE), not in its <BR>
individual capacity but solely as Owner Trustee</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">By:</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">/s/ Kristine K. Gullo</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR style="font-size: 1px">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top" style="border-top: 1px solid #000000">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">Name: Kristine K. Gullo</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">Title: Vice President</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">Date: May 19, 2008</TD>
    <TD>&nbsp;</TD>
    <TD align="left" valign="top">&nbsp;</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">

<DIV align="center" style="font-size: 10pt; margin-top: 18pt">TABLE 1A
</DIV>


<DIV align="Center" style="font-size: 10pt; margin-top: 6pt"><B>CREDIT SUPPORT AMOUNT<BR>
DOWNGRADE BY MOODY&#146;S FIRST TRIGGER</B>

</DIV>
<DIV align="left" style="font-size: 10pt; margin-top: 6pt">&#147;<B><I>Credit Support Amount</I></B>&#148; means, with respect to a Valuation Date, an amount equal to either:
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">(A)&nbsp;The greater of (1)&nbsp;zero and (2)&nbsp;the sum of (a)&nbsp;the MTM and (b)&nbsp;the lesser of (x)&nbsp;15 multiplied
by DV01 and (y)&nbsp;2% multiplied by the Notional Amount; or
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">(B)&nbsp;The greater of (1)&nbsp;zero and (2)&nbsp;the sum of (a)&nbsp;the MTM and (b)&nbsp;the Notional Amount multiplied
by the amount specified in Table 1B attached hereto.
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">Party A shall, in its sole discretion, have the option to determine the Credit Support Amount based
upon either (A)&nbsp;or (B)&nbsp;above.
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">&#147;<B><I>DV01</I></B>&#148; means an estimate (as determined by the Valuation Agent in good faith and in a commercially
reasonable manner with the relevant methodology customarily used by the Valuation Agent) of the
change in the Secured Party&#146;s Exposure resulting from a one basis point change in the swap curve.
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">&#147;<B><I>MTM</I></B>&#148; means the Secured Party&#146;s Exposure for that Valuation Date.
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">

<DIV align="center" style="font-size: 10pt; margin-top: 18pt">TABLE 1B
</DIV>

<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="88%">&nbsp;</TD>
    <TD width="5%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center"><B>Weighted Average</B></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center"><B>Life of Hedge</B></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>in Years</B></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:15px; text-indent:-15px">Equal to or less than 1</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.15</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 1 but less than or equal to 2</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.30</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 2 but less than or equal to 3</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.40</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 3 but less than or equal to 4</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.60</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 4 but less than or equal to 5</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.70</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 5 but less than or equal to 6</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.80</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 6 but less than or equal to 7</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 7 but less than or equal to 8</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.10</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 8 but less than or equal to 9</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.20</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 9 but less than or equal to 10</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.30</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 10 but less than or equal to 11</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.40</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 11 but less than or equal to 12</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.50</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 12 but less than or equal to 13</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.60</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 13 but less than or equal to 14</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.70</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 14 but less than or equal to 15</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.80</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 15 but less than or equal to 16</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.90</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 16 but less than or equal to 17</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 17 but less than or equal to 18</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 18 but less than or equal to 19</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 19 but less than or equal to 20</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 20 but less than or equal to 21</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 21 but less than or equal to 22</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 22 but less than or equal to 23</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 23 but less than or equal to 24</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 24 but less than or equal to 25</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 25 but less than or equal to 26</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 26 but less than or equal to 27</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 27 but less than or equal to 28</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 28 but less than or equal to 29</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 29 but less than or equal to 30</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.00</TD>
    <TD nowrap>%</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV align="center" style="font-size: 10pt; margin-top: 18pt">TABLE 2A
</DIV>


<DIV align="Center" style="font-size: 10pt; margin-top: 6pt"><B>CREDIT SUPPORT AMOUNT<BR>
MOODY&#146;S SECOND TRIGGER</B>

</DIV>
<DIV align="left" style="font-size: 10pt; margin-top: 6pt">&#147;<B><I>Credit Support Amount</I></B>&#148; means, with respect to a Valuation Date, an amount equal to either:
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">(A)&nbsp;The greatest of (1)&nbsp;zero, (2)&nbsp;the amount payable by Party A in respect of the next Floating
Rate Payer Payment Date, and (3)&nbsp;the sum of (a)&nbsp;the MTM and (b)&nbsp;the lesser of (x)&nbsp;50 multiplied by
DV01 and (y)&nbsp;8% multiplied by the Notional Amount; or
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">(B)&nbsp;The greatest of (1)&nbsp;zero, (2)&nbsp;the amount payable by Party A in respect of the next Floating
Rate Payer Payment Date, and (3)&nbsp;the sum of (a)&nbsp;the MTM and (b)&nbsp;the Notional Amount multiplied by
the amount specified in Table 2B attached hereto.
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">Party A shall, in its sole discretion, have the option to determine the Credit Support Amount based
upon either (A)&nbsp;or (B)&nbsp;above.
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">&#147;<B><I>DV01</I></B>&#148; means an estimate (as determined by the Valuation Agent in good faith and in a commercially
reasonable manner with the relevant methodology customarily used by the Valuation Agent) of the
change in the Secured Party&#146;s Exposure resulting from a one basis point change in the swap curve.
</DIV>

<DIV align="left" style="font-size: 10pt; margin-top: 6pt">&#147;<B><I>MTM</I></B>&#148; means the Secured Party&#146;s Exposure for that Valuation Date.
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">

<DIV align="center" style="font-size: 10pt; margin-top: 18pt">TABLE 2B
</DIV>

<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="88%">&nbsp;</TD>
    <TD width="5%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center"><B>Weighted Average</B></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center"><B>Life of Hedge</B></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>in Years</B></TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Equal to or less than 1</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.50</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 1 but less than or equal to 2</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 2 but less than or equal to 3</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.50</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 3 but less than or equal to 4</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.90</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 4 but less than or equal to 5</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.40</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 5 but less than or equal to 6</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.80</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 6 but less than or equal to 7</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">3.20</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 7 but less than or equal to 8</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">3.60</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 8 but less than or equal to 9</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">4.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 9 but less than or equal to 10</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">4.40</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 10 but less than or equal to 11</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">4.70</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 11 but less than or equal to 12</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">5.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 12 but less than or equal to 13</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">5.40</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 13 but less than or equal to 14</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">5.70</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 14 but less than or equal to 15</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">6.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 15 but less than or equal to 16</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">6.30</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 16 but less than or equal to 17</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">6.60</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 17 but less than or equal to 18</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">6.90</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 18 but less than or equal to 19</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">7.20</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 19 but less than or equal to 20</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">7.50</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 20 but less than or equal to 21</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">7.80</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 21 but less than or equal to 22</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">8.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 22 but less than or equal to 23</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">8.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 23 but less than or equal to 24</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">8.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 24 but less than or equal to 25</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">8.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 25 but less than or equal to 26</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">8.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 26 but less than or equal to 27</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">8.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 27 but less than or equal to 28</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">8.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 28 but less than or equal to 29</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">8.00</TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">Greater than 29 but less than or equal to 30</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">8.00</TD>
    <TD nowrap>%</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV align="center" style="font-size: 10pt; margin-top: 18pt">TABLE 3
</DIV>


<DIV align="Center" style="font-size: 10pt; margin-top: 6pt"><B>ELIGIBLE COLLATERAL<BR>
S&#038;P</B>

</DIV>
<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="88%">&nbsp;</TD>
    <TD width="5%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3"><B>Base</B></TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3"><B>Overcollateralization</B></TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="left" style="border-bottom: 1px solid #000000"><B>Eligible Collateral</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>Rate</B></TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">Cash
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">100</TD>
    <TD nowrap valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">&nbsp;</TD>
    <TD valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">U.S. treasuries (current coupon,
constant maturity), &#145;AAA&#146; U.S.
agencies, &#145;AAA&#146; covered bonds
(floating), &#145;AAA&#146; sovereign bonds
(floating), &#145;AAA&#146;, &#145;AA&#146; credit card
ABS (floating), &#145;AAA&#146;, &#145;AA&#146; auto ABS
(floating), and &#145;AAA&#146; U.S. student
loan ABS (floating)&nbsp;with a remaining
maturity of less than 5&nbsp;years
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">102</TD>
    <TD nowrap valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">&nbsp;</TD>
    <TD valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">U.S. treasuries (current coupon,
constant maturity), &#145;AAA&#146; U.S.
agencies, &#145;AAA&#146; covered bonds
(floating), &#145;AAA&#146; sovereign bonds
(floating), &#145;AAA&#146;, &#145;AA&#146; credit card
ABS (floating), &#145;AAA&#146;, &#145;AA&#146; auto ABS
(floating), and &#145;AAA&#146; U.S. student
loan ABS (floating)&nbsp;with a remaining
maturity of greater than or equal to
5&nbsp;years and less than or equal to 10
years
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">108</TD>
    <TD nowrap valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">&nbsp;</TD>
    <TD valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&#145;AAA&#146; covered bonds (fixed), &#145;AAA&#146;
sovereign bonds (fixed), &#145;A&#146; credit
card ABS (floating), &#145;A&#146; auto ABS
(floating), &#145;AAA&#146; CMBS (floating),
&#145;AAA&#146; CDO (floating) &#145;AA&#146;, &#145;A&#146; U.S.
student loan ABS (floating), and
&#145;AAA&#146;, &#145;AA&#146; corporate bonds (fixed
or floating) with a remaining
maturity of less than 5&nbsp;years
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">105</TD>
    <TD nowrap valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">&nbsp;</TD>
    <TD valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&#145;AAA&#146; covered bonds (fixed), &#145;AAA&#146;
sovereign bonds (fixed), &#145;A&#146; credit
card ABS (floating), &#145;A&#146; auto ABS
(floating),
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">115</TD>
    <TD nowrap valign="top">&nbsp;</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">

<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="88%">&nbsp;</TD>
    <TD width="5%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3"><B>Base</B></TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3"><B>Overcollateralization</B></TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="left" style="border-bottom: 1px solid #000000"><B>Eligible Collateral</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>Rate</B></TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&#145;AAA&#146; CMBS (floating),
&#145;AAA&#146; CDO (floating), &#145;AA&#146;, &#145;A&#146; U.S.
student loan ABS (floating), and
&#145;AAA&#146;, &#145;AA&#146; U.S. and European
corporate bonds (fixed or floating)
with a remaining maturity of greater
than or equal to 5&nbsp;years and less
than or equal to 10&nbsp;years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">&nbsp;</TD>
    <TD valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">&nbsp;</TD>
    <TD valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&#145;BBB&#146; credit card ABS (floating),
&#145;BBB&#146; auto ABS (floating), &#145;AA&#146;, &#145;A&#146;
CDO (floating), &#145;BBB&#146; U.S. student
loan ABS (floating), and &#145;A&#146;
corporate bonds (fixed or floating)
with a remaining maturity of less
than 5&nbsp;years
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">125</TD>
    <TD nowrap valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">&nbsp;</TD>
    <TD valign="top">&nbsp;</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD valign="top"><DIV style="margin-left:0px; text-indent:-0px">&#145;BBB&#146; credit card ABS (floating),
&#145;BBB&#146; auto ABS (floating), &#145;AA&#146;, &#145;A&#146;
CDO (floating), &#145;BBB&#146; U.S. student
loan ABS (floating), and &#145;A&#146;
corporate bonds (fixed or floating)
with a remaining maturity of greater
than or equal to 5&nbsp;years and less
than or equal to 10&nbsp;years
</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right" valign="top">&nbsp;</TD>
    <TD align="right" valign="top">140</TD>
    <TD nowrap valign="top">&nbsp;</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV align="center" style="font-size: 10pt; margin-top: 18pt">TABLE 4
</DIV>


<DIV align="Center" style="font-size: 10pt; margin-top: 6pt"><B>ELIGIBLE COLLATERAL<BR>
MOODY&#146;S FIRST TRIGGER</B>

</DIV>
<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="82%">&nbsp;</TD>
    <TD width="5%">&nbsp;</TD>
    <TD width="13%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Eligible Collateral</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Valuation Percentage</B></TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">U.S. Dollar Cash</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">EURO Cash</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">Sterling Cash</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD colspan="3" align="left">Fixed-Rate Negotiable Treasury Debt Issued by The U.S. Treasury Department with
Remaining Maturity</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#060; 1 Year</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">1 to 2 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">2 to 3 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">3 to 5 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">5 to 7 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">7 to 10 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">10 to 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#062; 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD colspan="3" align="left">Floating-Rate Negotiable Treasury Debt issued by The U.S. Treasury Department</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">All Maturities</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD colspan="3" align="left">Fixed-Rate U.S. Agency Debentures with Remaining Maturity</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#060; 1 Year</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">1 to 2 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">2 to 3 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">3 to 5 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">5 to 7 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">7 to 10 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">10 to 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#062; 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD colspan="3" align="left">Floating-Rate U.S. Agency Debentures -</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">All Maturities</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD colspan="3" align="left">Fixed-Rate Euro-Zone Government Bonds Rated <B>Aa3 </B>or Above with Remaining Maturity</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#060; 1 Year</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">1 to 2 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">2 to 3 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">3 to 5 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">

<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="82%">&nbsp;</TD>
    <TD width="5%">&nbsp;</TD>
    <TD width="13%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Eligible Collateral</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Valuation Percentage</B></TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">5 to 7 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">7 to 10 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">10 to 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#062; 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD colspan="3" align="left">Floating-Rate Euro-Zone Government Bonds Rated <B>Aa3 </B>or Above</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">All Maturities</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD colspan="3" align="left">Fixed-Rate United Kingdom Gilts with Remaining Maturity</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#060; 1 Year</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">1 to 2 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">2 to 3 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">3 to 5 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">5 to 7 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">7 to 10 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">10 to 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#062; 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD colspan="3" align="left">Floating-Rate United Kingdom Gilts</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">All Maturities</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD valign="top" align="center"><DIV style="margin-left:0px; text-indent:-0px">All other instruments</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">0% or such higher percentage in respect of which Moody&#146;s has provided a written ratings affirmation</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">


<DIV align="center" style="font-size: 10pt; margin-top: 18pt">TABLE 5
</DIV>


<DIV align="Center" style="font-size: 10pt; margin-top: 6pt"><B>ELIGIBLE COLLATERAL<BR>
MOODY&#146;S SECOND TRIGGER</B>

</DIV>
<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="82%">&nbsp;</TD>
    <TD width="5%">&nbsp;</TD>
    <TD width="13%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Eligible Collateral</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Valuation Percentage</B></TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">U.S. Dollar Cash</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">EURO Cash</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">93%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">Sterling Cash</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">94%</TD>
</TR>
<TR valign="bottom">
    <TD colspan="3" align="left">Fixed-Rate Negotiable Treasury Debt Issued by The U.S. Treasury Department with
Remaining Maturity</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#060; 1 Year</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">100%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">1 to 2 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">99%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">2 to 3 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">3 to 5 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">97%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">5 to 7 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">95%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">7 to 10 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">94%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">10 to 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">89%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#062; 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">87%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD colspan="3" align="left">Floating-Rate Negotiable Treasury Debt issued by The U.S. Treasury Department</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">All Maturities</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">99%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD colspan="3" align="left">Fixed-Rate U.S. Agency Debentures with Remaining Maturity</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#060; 1 Year</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">99%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">1 to 2 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">2 to 3 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">97%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">3 to 5 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">96%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">5 to 7 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">94%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">7 to 10 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">93%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">10 to 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">88%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#062; 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">86%</TD>
</TR>
<TR valign="bottom">
    <TD colspan="3" align="left">Floating-Rate U.S. Agency Debentures -</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">All Maturities</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">98%</TD>
</TR>
<TR valign="bottom">
    <TD colspan="3" align="left">Fixed-Rate Euro-Zone Government Bonds Rated <B>Aa3 </B>or Above with Remaining Maturity</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#060; 1 Year</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">93%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">1 to 2 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">92%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">2 to 3 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">91%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">3 to 5 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">89%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">5 to 7 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">87%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">7 to 10 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">86%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">10 to 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">82%</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">

<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="82%">&nbsp;</TD>
    <TD width="5%">&nbsp;</TD>
    <TD width="13%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Eligible Collateral</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Valuation Percentage</B></TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#062; 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">80%</TD>
</TR>
<TR valign="bottom">
    <TD colspan="3" align="left">Floating-Rate Euro-Zone Government Bonds Rated <B>Aa3 </B>or Above</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">All Maturities</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">92%</TD>
</TR>
<TR valign="bottom">
    <TD colspan="3" align="left">Fixed-Rate United Kingdom Gilts with Remaining Maturity</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#060; 1 Year</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">93%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">1 to 2 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">92%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">2 to 3 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">91%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">3 to 5 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">90%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">5 to 7 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">89%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">7 to 10 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">88%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">10 to 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">84%</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">&#062; 20 Years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">82%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD colspan="3" align="left">Floating-Rate United Kingdom Gilts</TD>
</TR>
<TR valign="bottom">
    <TD align="center"><DIV style="margin-left:0px; text-indent:-0px">All Maturities</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">93%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD valign="top" align="center"><DIV style="margin-left:0px; text-indent:-0px">All other instruments</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="top">0% or such higher percentage in respect of which Moody&#146;s has provided a written ratings affirmation</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>


<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">

<DIV align="center" style="font-size: 10pt; margin-top: 18pt">TABLE 6
</DIV>


<DIV align="Center" style="font-size: 10pt; margin-top: 6pt"><B>ELIGIBLE COLLATERAL<BR>
FITCH&#146;S FIRST TRIGGER</B>

</DIV>
<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="75%">&nbsp;</TD>
    <TD width="7%">&nbsp;</TD>
    <TD width="18%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center"><B>Fitch&#146;s</B></TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Eligible Collateral</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Valuation Percentages</B></TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:0px; text-indent:-0px">(A)&nbsp;U.S. Dollar Cash</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">100%</TD>
</TR>
<TR valign="bottom" style="padding-top: 0em"><!-- Blank Space -->
    <TD><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:0px; text-indent:-0px">(B)&nbsp;U.S. Treasury Securities: negotiable
debt obligations issued by
the U.S. Treasury Department
(&#147;Treasuries&#148;) having a fixed rate and
a remaining maturity of 1&nbsp;year or less</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">99.5%</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">&nbsp;</TD>
</TR>
<TR valign="bottom" style="padding-top: 0em; background: #cceeff">
    <TD><DIV style="margin-left:0px; text-indent:-0px">(C)&nbsp;Treasuries having a fixed and a
remaining maturity of greater than 1
year but not more than 10&nbsp;years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">98.2% (1-3yr)</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">96.6% (3-5 yr)</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">95.3% (5-7 yr)</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">93.9% (7-10 yr)</TD>
</TR>
<TR valign="bottom" style="padding-top: 0em"><!-- Blank Space -->
    <TD><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">&nbsp;</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:0px; text-indent:-0px">(D)&nbsp;Treasuries having a fixed rate and
a remaining maturity of greater than 10
years</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">92.7%(10-15 yr)</TD>
</TR>
<TR valign="bottom"><!-- Blank Space -->
    <TD><DIV style="margin-left:0px; text-indent:-0px">&nbsp;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">&nbsp;</TD>
</TR>
<TR valign="bottom" style="padding-top: 0em; background: #cceeff">
    <TD><DIV style="margin-left:0px; text-indent:-0px">(E)&nbsp;Treasuries having a floating rate</DIV></TD>
    <TD>&nbsp;</TD>
    <TD align="center" valign="bottom">Same as for fixed</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>




<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>

<!-- PAGEBREAK -->
<P><HR noshade><P>
<H5 align="left" style="page-break-before:always">&nbsp;</H5><P>

<DIV style="font-family: 'Times New Roman',Times,serif">




<DIV align="center" style="font-size: 10pt; margin-top: 18pt">TABLE 7
</DIV>


<DIV align="Center" style="font-size: 10pt; margin-top: 6pt">FITCH VOLATILITY BUFFER

</DIV>
<DIV align="center">
<TABLE style="font-size: 10pt" cellspacing="0" border="0" cellpadding="0" width="100%">
<!-- Begin Table Head -->
<TR valign="bottom">
    <TD width="20%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="3%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center"><B>Notes&#146;</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="39"><B>Remaining Weighted Average Maturity</B></TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD nowrap align="center" style="border-bottom: 1px solid #000000"><B>Rating</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="39" style="border-bottom: 1px solid #000000"><B>(years)</B></TD>
</TR>
<TR style="font-size: 8pt" valign="bottom">
    <TD>&nbsp;</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>1</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>2</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>3</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>4</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>5</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>6</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>7</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>8</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>9</B></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="center" colspan="3" style="border-bottom: 1px solid #000000"><B>10</B></TD>
</TR>

<!-- End Table Head -->
<!-- Begin Table Body -->
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">At least &#147;AA-&#148;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.6      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.6      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.6      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">3.4      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">4.2      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">4.8      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">5.5      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">5.9      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">6.4      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">7.0      </TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom">
    <TD><DIV style="margin-left:15px; text-indent:-15px">&#147;A&#043;/A&#148;</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.3      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.8      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.3      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.7      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.1      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.9      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.8      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">3.0      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">3.3      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">3.6      </TD>
    <TD nowrap>%</TD>
</TR>
<TR valign="bottom" style="background: #cceeff">
    <TD><DIV style="margin-left:15px; text-indent:-15px">&#147;A-/BBB&#043;&#148; or lower</DIV></TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.2      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">0.6      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.0      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.3      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.6      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">1.9      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.1      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.3      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.5      </TD>
    <TD nowrap>%</TD>
    <TD>&nbsp;</TD>
    <TD nowrap align="right">&nbsp;</TD>
    <TD align="right">2.7      </TD>
    <TD nowrap>%</TD>
</TR>
<!-- End Table Body -->
</TABLE>
</DIV>



<P align="center" style="font-size: 10pt"><!-- Folio -->&nbsp;<!-- /Folio -->
</DIV>




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