Paragraph13 Elections and Variables to the ISDA Credit Support Annex dated as of June 28, 2007 between

“Moody’s First Trigger Event” means that no Relevant Entity has credit ratings from Moody’s at least equal to the Moody’s First Trigger Ratings Threshold.

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“Moody’s First Trigger Credit Support Amount” means, for any Valuation Date, the excess, if any, of

(I)                                    (A)          for any Valuation Date on which (I) a Moody’s First Trigger Event has occurred and has been continuing (x) for at least 30 Local Business Days or (y) since this Annex was executed and (II) it is not the case that a Moody’s Second Trigger Event has occurred and been continuing for at least 30 Local Business Days, the greater of (a) zero and (b) sum of (i) the Secured Party’s Transaction Exposure for such Valuation Date and (ii) the aggregate of the Moody’s First Trigger Further Collateral Amounts for all Transactions;] or

(B)                                for any other Valuation Date, zero, over

(II)                                the Threshold for Party A such Valuation Date.

“Moody’s First Trigger Further Collateral Amount” means for any Transaction and Valuation Date the product of the applicable Moody’s First Trigger Factor set forth in Table 1 and the Notional Amount for such Transaction for the Calculation Period which includes such Valuation Date.

“Moody’s First Trigger Value” means, on any date and with respect to any Eligible Collateral other than Cash, the bid price obtained by the Valuation Agent multiplied by the Moody’s First Trigger Valuation Percentage for such Eligible Collateral set forth in Paragraph 13(b)(ii).

 “Moody’s Second Trigger Event” means that no Relevant Entity has credit ratings from Moody’s at least equal to the Moody’s Second Trigger Ratings Threshold.

“Moody’s Second Trigger Credit Support Amount” means, for any Valuation Date, the excess, if any, of

(I)                                    (A)          for any Valuation Date on which it is the case that a Moody’s Second Trigger Event has occurred and been continuing for at least 30 Local Business Days, the sum, for each Transaction to which this Annex relates, of an amount equal to the following:

(1)                                  if such Transaction is not a Transaction-Specific Hedge,

the greater of (a) zero, (b) the aggregate amount of the Next Payments (each determined based on the rates prevailing on such Valuation Date) for all Next Payment Dates and (c) sum of (i) the Secured Party’s Transaction Exposure for such Valuation Date and (ii) the aggregate of the Moody’s Second Trigger Further Collateral Amounts for allTransactions or

(2)                                  if such Transaction is a Transaction-Specific Hedge,

the greater of (a) zero, (b) the aggregate amount of the Next Payments (each determined based on the rates prevailing on such Valuation Date) for all Next Payment Dates and (c) sum of (i) the Secured Party’s Transaction Exposure for such Valuation Date and (ii) the aggregate of the Moody’s Second Trigger TSH Further Collateral Amounts for all Transactions or

(B)                                for any other Valuation Date, zero, over

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(II)                                the Threshold for Party A for such Valuation Date.

“Moody’s Second Trigger Further Collateral Amount” means for any Transaction and Valuation Date the product of the applicable Moody’s Second Trigger Factor set forth in the third column of Table 1and the Notional Amount for such Transaction for the Calculation Period which includes such Valuation Date.

“Moody’s Second Trigger TSH Further Collateral Amount” means for any Transaction and Valuation Date the product of the applicable Moody’s Second Trigger Factor set forth in the fourth column of Table 1and the Notional Amount for such Transaction for the Calculation Period which includes such Valuation Date.

“Moody’s Second Trigger Value” means, on any date and with respect to any Eligible Collateral other than Cash, the bid price obtained by the Valuation Agent multiplied by the Moody’s Second Trigger Valuation Percentage for such Eligible Collateral set forth in Paragraph 13(b)(ii).

“Next Payment” means, in respect of each Next Payment Date, the greater of (i) the amount of any payments due to be made by Party A under Section 2(a) on such Next Payment Date less any payments due to be made by Party B under Section 2(a) on such Next Payment Date (in each case, after giving effect to any applicable netting under Section 2(c)) and (ii) zero.

“Next Payment Date” means each date on which the next scheduled payment under any Transaction is due to be paid.

“Pricing Sources” means the sources of financial information commonly known as Bloomberg, Bridge Information Services, Data Resources Inc., Interactive Data Services, International Securities Market Association, Merrill Lynch Securities Pricing Service, Muller Data Corporation, Reuters, Wood Gundy, Trepp Pricing, JJ Kenny, S&P and Telerate.

“Fitch Credit Support Amount” means, for any Valuation Date, the excess, if any, of

(I)                                    (A)          for any Valuation Date a Fitch Downgrade, has occurred and been continuing for at least 30 days, an amount equal to the sum, for each Transaction to which this Annex relates, of the sum of (1) 100.0% of the Secured Party’s Transaction Exposure for such Valuation Date and (2) the product of the Volatility Buffer for such Transaction and the Notional Amount of such Transaction for the Calculation Period of such Transaction which includes such Valuation Date, or

(B)                                for any other Valuation Date, zero, over

(II)                                the Threshold for Party A for such Valuation Date.

“Fitch Value” means, on any date and with respect to any Eligible Collateral, the product of (A) the bid price (or the face amount with respect to Cash) obtained by the Valuation Agent for such Eligible Collateral and (B) the Fitch Valuation Percentage for such Eligible Collateral set forth in paragraph 13(b)(ii).

“S&P Credit Support Amount” means, (a) if an S&P Approved Ratings Downgrade has occurred and has continued for 10 Local Business Days, for any Valuation Date, the Secured Party’s Exposure; (b) if an S&P Required Ratings Downgrade has occurred and has continued for 10 Local Business Days:  an amount equal to 125% of the Secured Party’s Exposure or (c) for any other date: zero.

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“S&P Value” means, on any date and with respect to any Eligible Collateral, the product of (A) the bid price (or the face amount with respect to Cash) obtained by the Valuation Agent for such Eligible Collateral and (B) in the event an S&P Approved Ratings Downgrade or an S&P Required Ratings Downgrade has been continuing for 10 Local Business Days, the S&P Approved Ratings Downgrade/Fitch Valuation Percentage or the S&P Required Ratings Downgrade Valuation Percentage, respectively, for such Eligible Collateral set forth in paragraph 13(b)(ii).

Transaction Exposure” means, for any Transaction, Exposure determined as if such Transaction were the only Transaction between the Secured Party and the Pledgor.

“Transaction-Specific Hedge” means any Transaction that is an interest rate cap, interest rate floor or interest rate swaption, or an interest rate swap in respect of which (x) the notional amount is “balance guaranteed” or (y) the notional amount for any Calculation Period otherwise is not a specific dollar amount that is fixed at the inception of the Transaction.

“Value” shall mean, in respect of any date, the related S&P Value, Fitch Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value.

“Volatility Buffer” means, for any Transaction, the related percentage set forth in the following table.

Fitch Volatility Buffer:

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Table 1

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