ANNEX A

ISDA®

CREDIT SUPPORT ANNEX

to the Schedule to the

ISDA Master Agreement

dated as of December 29, 2006 between

Barclays Bank PLC (hereinafter referred to as “Party A” or “Pledgor”)

and

Wells Fargo Bank, N.A., not individually, but solely as securities administrator (the “Securities Administrator”) on behalf of the supplemental interest trust with respect to the GreenPoint Mortgage Funding Trust 2006-OH1 (the “Supplemental Interest Trust”)

(hereinafter referred to as “Party B” or “Secured Party”).

This Annex supplements, forms part of, and is subject to, the above-referenced Agreement, is part of its Schedule and is a Credit Support Document under this Agreement with respect to each party.

Paragraph 13. Elections and Variables.

(a)	*Security Interest for “Obligations”. The term “Obligations*” as used in this Annex includes the following additional obligations:

With respect to Party A: not applicable.

With respect to Party B: not applicable.

(b)	*Credit Support Obligations*.

(i)

Delivery Amount, Return Amount and Credit Support Amount.

(A)

“Delivery Amount” has the meaning specified in Paragraph 3(a) as amended (I) by deleting the words “upon a demand made by the Secured Party on or promptly following a Valuation Date” and inserting in lieu thereof the words “not later than the close of business on the next Local Business Day following a Valuation Date” and (II) by deleting in its entirety the sentence beginning “Unless otherwise specified in Paragraph 13” and ending “(ii) the Value as of that Valuation Date of all Posted Credit Support held by the Secured Party.” and inserting in lieu thereof the following:

The “Delivery Amount” applicable to the Pledgor for any Valuation Date will equal the greatest of

(1)

the amount by which (a) the S&P Credit Support Amount for such Valuation Date exceeds (b) the S&P Value as of such Valuation Date of all Posted Credit Support held by the Secured Party,

(2)

the amount by which (a) the Fitch Credit Support Amount for such Valuation Date exceeds (b) the Fitch Value as of such Valuation Date of all Posted Credit Support held by the Secured Party,

(3)

the amount by which (a) the Moody’s First Trigger Credit Support Amount for such Valuation Date exceeds (b) the Moody’s First Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party, and

(4)

the amount by which (a) the Moody’s Second Trigger Credit Support Amount for such Valuation Date exceeds (b) the Moody’s Second Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party.

(B)

“Return Amount” has the meaning specified in Paragraph 3(b) as amended by deleting in its entirety the sentence beginning “Unless otherwise specified in Paragraph 13” and ending “(ii) the Credit Support Amount.” and inserting in lieu thereof the following:

The “Return Amount” applicable to the Secured Party for any Valuation Date will equal the least of

(1)

the amount by which (a) the S&P Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the S&P Credit Support Amount for such Valuation Date,

(2)

the amount by which (a) the Fitch Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the Fitch Credit Support Amount for such Valuation Date,

(3)

the amount by which (a) the Moody’s First Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the Moody’s First Trigger Credit Support Amount for such Valuation Date, and

(4)

the amount by which (a) the Moody’s Second Trigger Value as of such Valuation Date of all Posted Credit Support held by the Secured Party exceeds (b) the Moody’s Second Trigger Credit Support Amount for such Valuation Date.

(C)

“Credit Support Amount” shall not apply. For purposes of calculating any Delivery Amount or Return Amount for any Valuation Date, reference shall be made to the S&P Credit Support Amount, the Fitch Credit Support Amount, the Moody’s First Trigger Credit Support Amount, or the Moody’s Second Trigger Credit Support Amount, in each case for such Valuation Date, as provided in Paragraphs 13(b)(i)(A) and 13(b)(i)(B), above.

(ii)

Eligible Collateral.

On any date, the following items will qualify as “Eligible Collateral” (for the avoidance of doubt, all Eligible Collateral to be denominated in USD):

Collateral	S&P Valuation Percentage	Fitch Valuation Percentage	Moody’s First Trigger Valuation Percentage	Moody’s Second Trigger Valuation Percentage

(A) Cash	100%	100%	100%	100%

(B) Fixed-rate negotiable debt obligations issued by the U.S. Treasury Department having a remaining maturity on such date of not more than one year	98.5%	97.5%	100%	100%

(C) Fixed-rate negotiable debt obligations issued by the U.S. Treasury Department having a remaining maturity on such date of more than one year but not more than ten years	91.0%	86.3%	100%	94%

(D) Fixed-rate negotiable debt obligations issued by the U.S. Treasury Department having a remaining maturity on such date of more than ten years	88.0%	79.0%	100%	88%

Notwithstanding the Valuation Percentages set forth in the preceding table, upon the first Transfer of Eligible Collateral under this Annex, the Pledgor may, at the Pledgor’s expense, agree the Valuation Percentages in relation to (B) through (D) above with the relevant rating agency (to the extent such rating agency is providing a rating for the Certificates), and upon such agreement (as evidenced in writing), such Valuation Percentages shall supersede those set forth in the preceding table.

(iii)

Other Eligible Support.

The following items will qualify as “Other Eligible Support” for the party specified:

Such Other Eligible Support as the Pledgor may designate; provided, at the expense of the Pledgor, the prior written consent of the relevant rating agency (to the extent such rating agency is providing a rating for the Certificates) shall have been obtained. For the avoidance of doubt, there are no items that qualify as Other Eligible Support as of the date of this Annex.

(iv)

Threshold.

(A)

“Independent Amount” means zero with respect to Party A and Party B.

(B)

“Threshold” means, with respect to Party A and any Valuation Date, zero if (i) no Relevant Entity has credit ratings from S&P at least equal to the S&P Required Ratings Threshold or (ii) a Collateral Event has occurred and has been continuing (x) for at least 30 days or (y) since this Annex was executed; otherwise, infinity.

“Threshold” means, with respect to Party B and any Valuation Date, infinity.

(C)

“Minimum Transfer Amount” means USD 100,000; provided, however, that if the aggregate Certificate Principal Balance of Certificates rated by S&P ceases to be more than USD 50,000,000, “Minimum Transfer Amount” means USD 50,000; provided further, with respect to the Secured Party at any time when the Secured Party is a Defaulting Party, “Minimum Transfer Amount” means zero.

(D)

Rounding: The Delivery Amount will be rounded up and the Return Amount will be rounded down to the nearest integral multiple of USD 1000.

(c)	*Valuation and Timing*.

(i)

“Valuation Agent” means Party A. The Valuation Agent’s calculations shall be made in accordance with standard market practices using commonly accepted third party sources such as Bloomberg or Reuters.

(ii)

“Valuation Date” means each Local Business Day.

(iii)

“Valuation Time” means the close of business in the city of the Valuation Agent on the Local Business Day immediately preceding the Valuation Date or date of calculation, as applicable; provided that the calculations of Value and Exposure will be made as of approximately the same time on the same date.

(iv)

“Notification Time” means 11:00 a.m., New York time, on a Local Business Day.

(v)

External Verification. Notwithstanding anything to the contrary in the definitions of Valuation Agent or Valuation Date, at any time at which neither Party A nor, to the extent applicable, its Credit Support Provider has a long-term unsubordinated and unsecured debt rating of at least “BBB+” from S&P, the Valuation Agent shall (A) calculate the Secured Party’s Exposure and the S&P Value of Posted Credit Suppport on each Valuation Date based on internal marks and (B) verify such calculations with external marks monthly by obtaining on the last Local Business Day of each calendar month two external marks for each Transaction to which this Annex relates and for all Posted Credit Suport; such verification of the Secured Party’s Exposure shall be based on the higher of the two external marks. Each external mark in respect of a Transaction shall be obtained from an independent Reference Market-maker that would be eligible and willing to enter into such Transaction in the absence of the current derivative provider, provided that an external mark may not be obtained from the same Reference Market-maker more than four times in any 12-month period. The Valuation Agent shall obtain these external marks directly or through an independent third party, in either case at no cost to Party B. The Valuation Agent shall calculate on each Valuation Date (for purposes of this paragraph, the last Local Business Day in each calendar month referred to above shall be considered a Valuation Date) the Secured Party’s Exposure based on the greater of the Valuation Agent’s internal marks and the external marks received. If the S&P Value on any such Valuation Date of all Posted Credit Support then held by the Secured Party is less than the S&P Credit Support Amount on such Valuation Date (in each case as determined pursuant to this paragraph), Party A shall, within three Local Business Days of such Valuation Date, Transfer to the Secured Party Eligible Credit Support having an S&P Value as of the date of Transfer at least equal to such deficiency.

(vi)

Notice to S&P. At any time at which neither Party A nor, to the extent applicable, its Credit Support Provider has a long-term unsubordinated and unsecured debt rating of at least “BBB+” from S&P, the Valuation Agent shall provide to S&P not later than the Notification Time on the Local Business Day following each Valuation Date its calculations of the Secured Party’s Exposure and the S&P Value of any Eligible Credit Support or Posted Credit Support for that Valuation Date. The Valuation Agent shall also provide to S&P any external marks received pursuant to the preceding paragraph.

(d)	*Conditions Precedent and Secured Party’s Rights and Remedies. The following Termination Events will be a “Specified Condition*” for the party specified (that party being the Affected Party if the Termination Event occurs with respect to that party): None.

(e)	*Substitution.*

(i)

“Substitution Date” has the meaning specified in Paragraph 4(d)(ii).

(ii)

Consent. If specified here as applicable, then the Pledgor must obtain the Secured Party’s consent for any substitution pursuant to Paragraph 4(d): Inapplicable.

(f)	*Dispute Resolution*.

(i)

“Resolution Time” means 1:00 p.m. New York time on the Local Business Day following the date on which the notice of the dispute is given under Paragraph 5.

(ii)

Value. Notwithstanding anything to the contrary in Paragraph 12, for the purpose of Paragraphs 5(i)(C) and 5(ii), the S&P Value, Fitch Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value, on any date, of Eligible Collateral will be calculated as follows:

For Eligible Collateral comprised of Cash, the amount of such Cash.

For Eligible Collateral comprising securities, the sum of (A) the product of (1)(x) the bid price at the Valuation Time for such securities on the principal national securities exchange on which such securities are listed, or (y) if such securities are not listed on a national securities exchange, the bid price for such securities quoted at the Valuation Time by any principal market maker for such securities selected by the Valuation Agent, or (z) if no such bid price is listed or quoted for such date, the bid price listed or quoted (as the case may be) at the Valuation Time for the day next preceding such date on which such prices were available and (2) the applicable Valuation Percentage for such Eligible Collateral, and (B) the accrued interest on such securities (except to the extent Transferred to the Pledgor pursuant to Paragraph 6(d)(ii) or included in the applicable price referred to in the immediately preceding clause (A)) as of such date.

(iii)

Alternative. The provisions of Paragraph 5 will apply; provided, that the obligation of the appropriate party to deliver the undisputed amount to the other party will not arise prior to the time that would otherwise have applied to the Transfer pursuant to, or deemed made, under Paragraph 3 if no dispute had arisen.

(g)	*Holding and Using Posted Collateral.*

(i)

Eligibility to Hold Posted Collateral; Custodians.

Party B is not and will not be entitled to hold Posted Collateral. Party B's Custodian will be entitled to hold Posted Collateral pursuant to Paragraph 6(b); provided that the Custodian for Party B shall be the same banking institution that acts as Securities Administrator for the Certificates. The Custodian shall have a short-term unsecured and unsubordinated debt rating from S&P of at least “A-1.”

Initially, the Custodian for Party B is: to be advised in writing by Party B to Party A.

(ii)

Use of Posted Collateral. The provisions of Paragraph 6(c) will not apply to Party B; therefore, Party B will not have any of the rights specified in Paragraph 6(c)(i) or 6(c)(ii); provided, however, that the Securities Administrator shall invest Cash Posted Credit Support in such investments as designated by Party A, with losses (net of gains) incurred in respect of such investments to be for the account of Party A; provided further, that such investments designated by Party A shall be limited to money market funds rated “AAAm” or “AAAm-G” by S&P and from which such invested Cash Posted Credit Support may be withdrawn upon no more than 2 Local Business Day’s notice of a request for withdrawal.

(h)	*Distributions and Interest Amount*.

(i)

Interest Rate. The “Interest Rate” will be the actual interest rate earned on Posted Collateral in the form of Cash pursuant to Paragraph 13(g)(ii).

(ii)

Transfer of Interest Amount. The Transfer of the Interest Amount will be made on the second Local Business Day following the end of each calendar month and on any other Local Business Day on which Posted Collateral in the form of Cash is Transferred to the Pledgor pursuant to Paragraph 3(b); provided, however, that the obligation of Party B to Transfer any Interest Amount to Party A shall be limited to the extent that Party B has earned and received such funds and such funds are available to Party B.

(iii)

Alternative to Interest Amount. The provisions of Paragraph 6(d)(ii) will apply.

(i)	*Additional Representation(s)*. There are no additional representations by either party.

(j)	*Other Eligible Support and Other Posted Support*.

(i)

“Value” with respect to Other Eligible Support and Other Posted Support shall have such meaning as the parties shall agree in writing from time to time pursuant to Paragraph 13(b)(iii).

(ii)

“Transfer” with respect to Other Eligible Support and Other Posted Support shall have such meaning as the parties shall agree in writing from time to time pursuant to Paragraph 13(b)(iii).

(k)

Demands and Notices.All demands, specifications and notices under this Annex will be made pursuant to the Notices Section of this Agreement, except that any demand, specification or notice shall be given to or made at the following addresses, or at such other address as the relevant party may from time to time designate by giving notice (in accordance with the terms of this paragraph) to the other party:

If to Party A:

5 The North Colonnade

Canary Wharf

London E14 4BB, England

Attention: Swaps Documentation

Facsimile No.: 0207-773-6857/6858

Telephone No.: 0207-773-6915/6904

with a copy to:

General Counsel’s Office

200 Park Avenue

New York, NY 10166

Notices to Party A shall not be deemed effective unless delivered to the London address set forth above.

If to Party B, at the address specified pursuant to the Notices Section of this Agreement.

If to Party B’s Custodian: To be provided in writing by Party B to Party A.

(l)	*Address for Transfers*. Each Transfer hereunder shall be made to the address specified in writing from time to time by the party to which such Transfer will be made.

(m)	*Other Provisions*.

(i)

Collateral Account. The Secured Party shall cause any Custodian appointed hereunder to open and maintain a segregated trust account and to hold, record and identify all the Posted Collateral in such segregated trust account and, subject to Paragraph 8(a), such Posted Collateral shall at all times be and remain the property of the Pledgor and shall at no time constitute the property of, or be commingled with the property of, the Secured Party or the Custodian.

(ii)

Agreement as to Single Secured Party and Single Pledgor. Party A and Party B hereby agree that, notwithstanding anything to the contrary in this Annex, (a) the term “Secured Party” as used in this Annex means only Party B, (b) the term “Pledgor” as used in this Annex means only Party A, (c) only Party A makes the pledge and grant in Paragraph 2, the acknowledgement in the final sentence of Paragraph 8(a) and the representations in Paragraph 9.

(iii)

Calculation of Value. Paragraph 4(c) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Fitch Value, Moody’s First Trigger Value, Moody’s Second Trigger Value”. Paragraph 4(d)(ii) is hereby amended by (A) deleting the words “a Value” and inserting in lieu thereof “an S&P Value, Fitch Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value” and (B) deleting the words “the Value” and inserting in lieu thereof “S&P Value, Fitch Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”. Paragraph 5 (flush language) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Fitch Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value”. Paragraph 5(i) (flush language) is hereby amended by deleting the word “Value” and inserting in lieu thereof “S&P Value, Fitch Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”. Paragraph 5(i)(C) is hereby amended by deleting the word “the Value, if” and inserting in lieu thereof “any one or more of the S&P Value, Fitch Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value, as may be”. Paragraph 5(ii) is hereby amended by (1) deleting the first instance of the words “the Value” and inserting in lieu thereof “any one or more of the S&P Value, Fitch Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value” and (2) deleting the second instance of the words “the Value” and inserting in lieu thereof “such disputed S&P Value, Fitch Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value”. Each of Paragraph 8(b)(iv)(B) and Paragraph 11(a) is hereby amended by deleting the word “Value” and inserting in lieu thereof “least of the S&P Value, Fitch Value, Moody’s First Trigger Value, and Moody’s Second Trigger Value”.

(iv)

Form of Annex. Party A and Party B hereby agree that the text of Paragraphs 1 through 12, inclusive, of this Annex is intended to be the printed form of ISDA Credit Support Annex (Bilateral Form - ISDA Agreements Subject to New York Law Only version) as published and copyrighted in 1994 by the International Swaps and Derivatives Association, Inc.

(v)

Events of Default. Paragraph 7 will not apply to cause any Event of Default to exist with respect to Party B except that Paragraph 7(i) will apply to Party B solely in respect of Party B’s obligations under Paragraph 3(b) of the Credit Support Annex. Notwithstanding anything to the contrary in Paragraph 7, any failure by Party A to comply with or perform any obligation to be complied with or performed by Party A under the Credit Support Annex shall only be an Event of Default if (A) a Required Ratings Downgrade Event has occurred and been continuing for 30 or more Local Business Days and (B) such failure is not remedied on or before the third Local Business Day after notice of such failure is given to Party A.

(vi)

Expenses. Notwithstanding anything to the contrary in Paragraph 10, the Pledgor will be responsible for, and will reimburse the Secured Party for, all transfer and other taxes and other costs involved in any Transfer of Eligible Collateral.

(vii)

Withholding. Paragraph 6(d)(ii) is hereby amended by inserting immediately after “the Interest Amount” in the fourth line thereof the words “less any applicable withholding taxes.”

(viii)

Additional Definitions. As used in this Annex:

“Collateral Event” means that no Relevant Entity has credit ratings at least equal to the Approved Ratings Threshold.

“Exposure” has the meaning specified in Paragraph 12, except that after the word “Agreement” the words “(assuming, for this purpose only, that Part 1(f) of the Schedule is deleted)” shall be inserted.

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

(I)

(A)

for any Valuation Date on which a Fitch Rating Threshold Event has occurred and been continuing for at least 30 days, an amount equal to the sum of (1) 100.0% of the Secured Party’s Exposure for such Valuation Date and (2) the product of the Fitch Volatility Cushion for each Transaction to which this Annex relates and the Notional Amount of each such Transaction for the Calculation Period 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 Rating Threshold Event” means, on any date, no Relevant Entity has credit ratings from Fitch at least equal to the Fitch First Trigger Ratings Threshold.

“Fitch Value” means, on any date and with respect to any Eligible Collateral other than Cash, the product of (A) the bid price 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).

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

The higher of the Fitch credit rating of (i) Party A and (ii) the Credit Support Provider of Party A, if applicable	Remaining Weighted Average Maturity (years)
	1	2	3	4	5	6	7	8
At least “AA-”	0.8%	1.7%	2.5%	3.3%	4.0%	4.7%	5.3%	5.9%
“A+/A”	0.6%	1.2%	1.8%	2.3%	2.8%	3.3%	3.8%	4.2%
“A-/BBB+” or lower	0.5%	1.0%	1.6%	2.0%	2.5%	2.9%	3.3%	3.6%
The higher of the Fitch credit rating of (i) Party A and (ii) the Credit Support Provider of Party A, if applicable	Remaining Weighted Average Maturity (years)
	9	10	11	12	13	14	Greater than or equal to 15
At least “AA-”	6.5%	7.0%	7.5%	8.0%	8.5%	9.0%	9.5%
“A+/A”	4.6%	5.0%	5.3%	5.7%	6.0%	6.4%	6.7%
“A-/BBB+” or lower	4.0%	4.3%	4.7%	5.0%	5.3%	5.6%	5.9%

“Local Business Day” means: any day on which (A) commercial banks are open for business (including dealings in foreign exchange and foreign currency deposits) in London, New York and the location of the Custodian, and (B) in relation to a Transfer of Eligible Collateral, any day on which the clearance system agreed between the parties for the delivery of Eligible Collateral is open for acceptance and execution of settlement instructions (or in the case of a Transfer of Cash or other Eligible Collateral for which delivery is contemplated by other means a day on which commercial banks are open for business (including dealings in foreign exchange and foreign deposits) in New York and such other places as the parties shall agree.

“Moody’s First Trigger Additional Collateralized Amount” means, with respect to any Transaction and any 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 Event” means that no Relevant Entity has credit ratings from Moody’s at least equal to the Moody’s First Trigger Ratings Threshold.

“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 Ratings Event has occurred and been continuing for at least 30 Local Business Days, an amount equal to the greater of (a) zero and (b) the sum of (i) the Secured Party’s Exposure for such Valuation Date and (ii) the aggregate of Moody’s First Trigger Additional Collateralized Amounts for all Transactions; or

(B)

for any other Valuation Date, zero, over

(II) the Threshold for Party A for 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 Additional Collateralized Amount” means, with respect to any Transaction and any Valuation Date, (A) if such Transaction is not a Transaction-Specific Hedge, the product of the applicable Moody’s Second Trigger Factor set forth in Table 2 and the Notional Amount for such Transaction for the Calculation Period which includes such Valuation Date and (B) if such Transaction is a Transaction-Specific Hedge, the product of the applicable Moody’s Second Trigger Factor set forth in Table 3 and the Notional Amount for such Transaction for the Calculation Period which includes such Valuation Date.

“Moody’s Second Trigger Ratings 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 Ratings Event has occurred and been continuing for at least 30 Local Business Days, an amount equal to the greatest of (a) zero, (b) the aggregate amount of the Next Payments for all Next Payment Dates, and (c) the sum of (x) the Secured Party’s Exposure for such Valuation Date and (y) the aggregate of Moody’s Second Trigger Additional Collateralized Amounts for all Transactions; or

(B)

for any other Valuation Date, zero, over

(II) the Threshold for Party A for 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 the 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 the date on which the next scheduled payment under any Transaction is due to be paid.

“S&P Credit Support Amount” means, for any Valuation Date, the excess, if any, of

(I)

(A)

for any Valuation Date on which (i) no Relevant Entity has credit ratings from S&P at least equal to the S&P Required Ratings Threshold or (ii) an S&P Rating Threshold Event has occurred and been continuing for at least 30 days, an amount equal to the sum of (1) 100.0% of the Secured Party’s Exposure for such Valuation Date and (2) the product of the S&P Volatility Buffer for each Transaction to which this Annex relates and the Notional Amount of each such Transaction for the Calculation Period which includes such Valuation Date, or

(B)

for any other Valuation Date, zero, over

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

“S&P Rating Threshold Event” means, on any date, no Relevant Entity has credit ratings from S&P at least equal to the S&P Approved Ratings Threshold.

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

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

The higher of the S&P credit rating of (i) Party A and (ii) the Credit Support Provider of Party A, if applicable	Remaining Weighted Average Maturity up to 3 years	Remaining Weighted Average Maturity up to 5 years	Remaining Weighted Average Maturity up to 10 years	Remaining Weighted Average Maturity up to 30 years
At least “A-2”	2.75%	3.25%	4.00%	4.75%
“A-3”	3.25%	4.00%	5.00%	6.25%
“BB+” or lower	3.50%	4.50%	6.75%	7.50%

“Transaction-Specific Hedge” means any Transaction that is a cap, floor or swaption, or a Transaction 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.

“Valuation Percentage” shall mean, for purposes of determining the S&P Value, Fitch Value, Moody’s First Trigger Value, or Moody’s Second Trigger Value with respect to any Eligible Collateral or Posted Collateral, the applicable S&P Valuation Percentage, Fitch Valuation Percentage, Moody’s First Trigger Valuation Percentage, or Moody’s Second Trigger Valuation Percentage for such Eligible Collateral or Posted Collateral, respectively, in each case as set forth in Paragraph 13(b)(ii).

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

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Table 1

RemainingWeighted Average Life of Hedge in Years	Moody’s First Trigger Factor—Single Currency Interest Rate Hedges	Moody’s First Trigger Factor—Currency Hedges
Equal to or less than 1	0.15%	1.10%
Greater than 1 but less than or equal to 2	0.30%	1.20%
Greater than 2 but less than or equal to 3	0.40%	1.30%
Greater than 3 but less than or equal to 4	0.60%	1.40%
Greater than 4 but less than or equal to 5	0.70%	1.50%
Greater than 5 but less than or equal to 6	0.80%	1.60%
Greater than 6 but less than or equal to 7	1.00%	1.60%
Greater than 7 but less than or equal to 8	1.10%	1.70%
Greater than 8 but less than or equal to 9	1.20%	1.80%
Greater than 9 but less than or equal to 10	1.30%	1.90%
Greater than 10 but less than or equal to 11	1.40%	1.90%
Greater than 11 but less than or equal to 12	1.50%	2.00%
Greater than 12 but less than or equal to 13	1.60%	2.10%
Greater than 13 but less than or equal to 14	1.70%	2.10%
Greater than 14 but less than or equal to 15	1.80%	2.20%
Greater than 15 but less than or equal to 16	1.90%	2.30%
Greater than 16 but less than or equal to 17	2.00%	2.30%
Greater than 17 but less than or equal to 18	2.00%	2.40%
Greater than 18 but less than or equal to 19	2.00%	2.40%
Greater than 19 but less than or equal to 20	2.00%	2.50%
Greater than 20 but less than or equal to 21	2.00%	2.50%
Greater than 21 but less than or equal to 22	2.00%	2.50%
Greater than 22 but less than or equal to 23	2.00%	2.50%

Greater than 23 but less than or equal to 24	2.00%	2.50%
Greater than 24 but less than or equal to 25	2.00%	2.50%
Greater than 25 but less than or equal to 26	2.00%	2.50%
Greater than 26 but less than or equal to 27	2.00%	2.50%
Greater than 27 but less than or equal to 28	2.00%	2.50%
Greater than 28 but less than or equal to 29	2.00%	2.50%
Greater than 29	2.00%	2.50%

Table 2

Remaining Weighted Average Life of Hedge in Years	Moody’s Second Trigger Factor—Single Currency Interest Rate Swaps	Moody’s Second Trigger Factor—Currency Swaps
Equal to or less than 1	0.50%	6.10%
Greater than 1 but less than or equal to 2	1.00%	6.30%
Greater than 2 but less than or equal to 3	1.50%	6.40%
Greater than 3 but less than or equal to 4	1.90%	6.60%
Greater than 4 but less than or equal to 5	2.40%	6.70%
Greater than 5 but less than or equal to 6	2.80%	6.80%
Greater than 6 but less than or equal to 7	3.20%	7.00%
Greater than 7 but less than or equal to 8	3.60%	7.10%
Greater than 8 but less than or equal to 9	4.00%	7.20%
Greater than 9 but less than or equal to 10	4.40%	7.30%
Greater than 10 but less than or equal to 11	4.70%	7.40%
Greater than 11 but less than or equal to 12	5.00%	7.50%
Greater than 12 but less than or equal to 13	5.40%	7.60%
Greater than 13 but less than or equal to 14	5.70%	7.70%
Greater than 14 but less than or equal to 15	6.00%	7.80%
Greater than 15 but less than or equal to 16	6.30%	7.90%
Greater than 16 but less than or equal to 17	6.60%	8.00%
Greater than 17 but less than or equal to 18	6.90%	8.10%
Greater than 18 but less than or equal to 19	7.20%	8.20%
Greater than 19 but less than or equal to 20	7.50%	8.20%
Greater than 20 but less than or equal to 21	7.80%	8.30%
Greater than 21 but less than or equal to 22	8.00%	8.40%
Greater than 22 but less than or equal to 23	8.00%	8.50%

Greater than 23 but less than or equal to 24	8.00%	8.60%
Greater than 24 but less than or equal to 25	8.00%	8.60%
Greater than 25 but less than or equal to 26	8.00%	8.70%
Greater than 26 but less than or equal to 27	8.00%	8.80%
Greater than 27 but less than or equal to 28	8.00%	8.80%
Greater than 28 but less than or equal to 29	8.00%	8.90%
Greater than 29	8.00%	9.00%

Table 3

Remaining Weighted Average Life of Hedge in Years	Moody’s Second Trigger Factor—Single Currency Interest Rate Hedges	Moody’s Second Trigger Factor—Currency Hedges
Equal to or less than 1	0.65%	6.30%
Greater than 1 but less than or equal to 2	1.30%	6.60%
Greater than 2 but less than or equal to 3	1.90%	6.90%
Greater than 3 but less than or equal to 4	2.50%	7.10%
Greater than 4 but less than or equal to 5	3.10%	7.40%
Greater than 5 but less than or equal to 6	3.60%	7.70%
Greater than 6 but less than or equal to 7	4.20%	7.90%
Greater than 7 but less than or equal to 8	4.70%	8.20%
Greater than 8 but less than or equal to 9	5.20%	8.40%
Greater than 9 but less than or equal to 10	5.70%	8.60%
Greater than 10 but less than or equal to 11	6.10%	8.80%
Greater than 11 but less than or equal to 12	6.50%	9.00%
Greater than 12 but less than or equal to 13	7.00%	9.20%
Greater than 13 but less than or equal to 14	7.40%	9.40%
Greater than 14 but less than or equal to 15	7.80%	9.60%
Greater than 15 but less than or equal to 16	8.20%	9.80%
Greater than 16 but less than or equal to 17	8.60%	10.00%
Greater than 17 but less than or equal to 18	9.00%	10.10%
Greater than 18 but less than or equal to 19	9.40%	10.30%
Greater than 19 but less than or equal to 20	9.70%	10.50%
Greater than 20 but less than or equal to 21	10.00%	10.70%
Greater than 21 but less than or equal to 22	10.00%	10.80%
Greater than 22 but less than or equal to 23	10.00%	11.00%

Greater than 23 but less than or equal to 24	10.00%	11.00%
Greater than 24 but less than or equal to 25	10.00%	11.00%
Greater than 25 but less than or equal to 26	10.00%	11.00%
Greater than 26 but less than or equal to 27	10.00%	11.00%
Greater than 27 but less than or equal to 28	10.00%	11.00%
Greater than 28 but less than or equal to 29	10.00%	11.00%
Greater than 29	10.00%	11.00%