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 ... provided that in the case of a Form-Approved Synthetic Security, the
Moody's Default Probability Rating shall be determined based on the applicable
Collateral Obligation.
Notwithstanding the foregoing ... Moody's rating or ratings used to determine
the Moody's Default Probability Rating are on watch for downgrade or upgrade by Moody's,
such rating or ratings will
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376382.pdf
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 ... Moody's Default Probability Rating, the rating
subcategories difference will be positive and if it is lower, negative):
Number of Moody's Ratings
Subcategories Difference
Between the Moody's Rating
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386908.pdf
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 ... provided that in the case of a Form-Approved Synthetic Security, the Moody's Default Probability, Rating shall be
determined based on the applicable Collateral Obligation.
Notwithstanding the foregoing ... Moody's rating or ratings used to determine the Moody's Default
Probability Rating are on watch for downgrade or upgrade by Moody's, such rating or ratings will
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376128.pdf
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 ... provided that in the case of a Form-Approved Synthetic Security, the Moody's Default Probability, Rating shall be
determined based on the applicable Collateral Obligation.
Notwithstanding the foregoing ... Moody's rating or ratings used to determine the Moody's Default
Probability Rating are on watch for downgrade or upgrade by Moody's, such rating or ratings will
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365310.pdf