EFTA01365313Dataset 10
1p487w
…Rating thereof: Notwithstanding the foregoing. if the Moody's rating or ratings used to determine the Moody's Obligation Rating or Ratings arc on watch for downgrade or upgrade by Moody's, such rating or ratings will be adjusted down one subcategory. (if on watch for downgrade) or up one subcategory (if on watch for upgrade). - Moody's Rating": The Moody's Default Probability Rating; provided that, with respect to the Collateral Obligations generally, if at any time Moody's…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365313.pdf
EFTA01376128Dataset 10
1p586w
…Obligation as determined by the Collateral Manager. and (B) thereafter, the lesser of (i) the Moody's Recovery Amount of such Defaulted Obligation or Deferring PIK Obligation and (ii) the Market Value of such Defaulted Obligation or Deferring PIK Obligation, in each case as of such date of determination. "Moody's Default Probability Rating": With respect to any Collateral Obligation, as of any date of determination, the rating determined in accordance with the following, in the following order of priority…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376128.pdf
EFTA01365310Dataset 10
1p587w
…Obligation as determined by the Collateral Manager. and (B) thereafter, the lesser of (i) the Moody's Recovery Amount of such Defaulted Obligation or Deferring PIK Obligation and (ii) the Market Value of such Defaulted Obligation or Deferring PIK Obligation, in each case as of such date of determination. "Moody's Default Probability Rating": With respect to any Collateral Obligation, as of any date of determination, the rating determined in accordance with the following, in the following order of priority…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365310.pdf
EFTA01376382Dataset 10
1p385w
the Market Value of such Defaulted Obligation or Deferring P1K Obligation, in each case as of such date of determination. "Moody's Default Probability Rating": With respect to any Collateral Obligation, as of any date of determination, the rating determined in accordance with the following, in the following order of priority. (a) with respect to a Moody's Senior Secured Loan: (i) if the Loan's Obligor has a Corporate Family Rating (as defined by Moody's) from Moody's…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376382.pdf
EFTA01365624Dataset 10
1p572w
…Investment Manager has certified to the Trustee in writing that application for such estimate is pending and such estimate is expected to be at least -B3"; provided.farther, that the Aggregate Principal Balance of Collateral Obligations having a Moody's Rating by reason the preceding proviso may not exceed 10% of the Portfolio Principal Balance. "Moody's Default Probability Rating": With respect to any Collateral Obligation, as of any date of determination, the rating determined in accordance with the following…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365624.pdf
EFTA01386908Dataset 10
1p494w
…not apply to the Collateral Obligation, and the Collateral Obligation is not a DIP Collateral Obligation, the rate determined pursuant to the table below based on the number of rating subcategories difference between the Collateral Obligation's Moody's Rating and its Moody's Default Probability Rating (for purposes of clarification, if the Moody's Rating is higher than the Moody's Default Probability Rating, the rating subcategories difference will be positive and if it is lower, negative): Number of…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386908.pdf