EFTA01376175Dataset 10
1p523w
…CCC Collateral Obligations, such obligation has a rating of "CCC+"; (b) the credit quality of which, in the Investment Manager's reasonable business judgment, is better than the credit quality of the Collateral Obligation that was sold or otherwise disposed of; (c) after giving effect to the purchase of which, the Portfolio Principal Balance will not consist of more than 12.5% of Cu Collateral Obligations (in the case of a purchase of a Caa Collateral Obligation) or CCC Collateral…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376175.pdf
EFTA01365394Dataset 10
1p524w
…CCC Collateral Obligations, such obligation has a rating of "CCC+"; (b) the credit quality of which, in the Investment Manager's reasonable business judgment, is better than the credit quality of the Collateral Obligation that was sold or otherwise disposed of; (c) after giving effect to the purchase of which, the Portfolio Principal Balance will not consist of more than 12.5% of Cu Collateral Obligations (in the case of a purchase of a Caa Collateral Obligation) or CCC Collateral…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365394.pdf
EFTA01376336Dataset 10
1p914w
…CCC Collateral Obligations, such obligation has a rating of "CCC+"; (b) the credit quality of which, in the Investment Manager's reasonable business judgment, is better than the credit quality of the Collateral Obligation that was sold or otherwise disposed of; (c) after giving effect to the purchase of which, the Portfolio Principal Balance will not consist of more than 12.5% of Caa Collateral Obligations (in the case of a purchase of a Caa Collateral Obligation) or CCC Collateral…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376336.pdf
EFTA01376368Dataset 10
1p438w
…of all public and private debts. "CCC Collateral Obligation": A Collateral Obligation (other than a Defaulted Obligation) with an S&P Rating of "CCC+" or lower . "CCC Excess": The Excess, if any, by which (i) the Aggregate Principal Balance of CCC Collateral Obligations exceeds (ii) 7.5% of the Collateral Principal Amount; provided that in determining which of the CCC Collateral Obligations shall be included in the CCC Excess, the CCC Collateral Obligations with the lowest Market Value shall be…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376368.pdf
EFTA01376138Dataset 10
1p232w
…87 Advisers Act 87 Affiliate 87 Aggregate Industry, Equivalent Unit Score 94 Aggregate Principal Amount 87 Aggregate Principal Balance 87 Aggregate Unfunded Amount 87 Applicable Advance Rate 88 Articles 88 Average Par Amount 94 Benefit Plan Investor 88 Benefit Plan Investors 68 Bond 88 Break-Even Default Rate 114 Business Day 88 Caa Collateral Obligation 88 Caa Excess 88 Caa/CCC Excess 88 CCC Collateral Obligation 88 CCC Excess 88 Cede 31,88 Certificated Note 35, 89 CFC 80 Class …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376138.pdf
EFTA01365617Dataset 10
1p915w
…CCC Collateral Obligations, such obligation has a rating of "CCC+"; (b) the credit quality of which, in the Investment Manager's reasonable business judgment, is better than the credit quality of the Collateral Obligation that was sold or otherwise disposed of; (c) after giving effect to the purchase of which, the Portfolio Principal Balance will not consist of more than 12.5% of Caa Collateral Obligations (in the case of a purchase of a Caa Collateral Obligation) or CCC Collateral…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365617.pdf
EFTA01365376Dataset 10
1p402w
…scheduled payment distribution date for such obligation; (xvi) has a Moody's Rating and, if it is a Caa Collateral Obligation, has a Moody's Rating that is not lower than "Caa2"; and if it is a CCC Collateral Obligation, has an S&P Rating that is not lower than "CCC"; (xvii) bears interest at a floating rate; (xviii) is not a High Yield Bond; (xix) does not have a stated maturity after the Stated Maturity of the Notes; (xx) …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365376.pdf
EFTA01365323Dataset 10
1p233w
…87 Advisers Act 87 Affiliate 87 Aggregate Industry, Equivalent Unit Score 94 Aggregate Principal Amount 87 Aggregate Principal Balance 87 Aggregate Unfunded Amount 87 Applicable Advance Rate 88 Articles 88 Average Par Amount 94 Benefit Plan Investor 88 Benefit Plan Investors 68 Bond 88 Break-Even Default Rate 114 Business Day 88 Caa Collateral Obligation 88 Caa Excess 88 Caa/CCC Excess 88 CCC Collateral Obligation 88 CCC Excess 88 Cede 31,88 Certificated Note 35, 89 CFC 80 Class …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365323.pdf
EFTA01376117Dataset 10
1p488w
…Caa Excess and the CCC Excess. "CCC Collateral Obligation": A Collateral Obligation (other than a Defaulted Obligation) with an S&P Rating of "CCC+" or lower. "CCC Excess": The Excess, if any, by which (i) the Aggregate Principal Balance of CCC Collateral Obligations exceeds (ii) 7.5% of the Collateral Principal Amount; provided that in determining which of the CCC Collateral Obligations shall be included in the CCC Excess, the CCC Collateral Obligations with the lowest Market Value shall be…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376117.pdf
EFTA01365298Dataset 10
1p489w
…Caa Excess and the CCC Excess. "CCC Collateral Obligation": A Collateral Obligation (other than a Defaulted Obligation) with an S&P Rating of "CCC+" or lower. "CCC Excess": The Excess, if any, by which (i) the Aggregate Principal Balance of CCC Collateral Obligations exceeds (ii) 7.5% of the Collateral Principal Amount; provided that in determining which of the CCC Collateral Obligations shall be included in the CCC Excess, the CCC Collateral Obligations with the lowest Market Value shall be…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365298.pdf