Epstein Files Search

EFTA01365320Set 10

1p680w

determined pursuant to clause (iiiXA) above. Notwithstanding the foregoing. with respect to a Structured Finance Obligation, the S&P Rating will be determined as follows: (i) if such Structured Finance ... Rating will be such rating. or. if such Structured Finance Obligation is not rated by S&P, but the Collateral Manager has requested that S&P provide a credit estimate ... such Structured Finance Obligation, the S&P Rating will be the rating so provided by S&P: provided that if such Structured Finance Obligation has been put on a "watchlist

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365320.pdf

EFTA01376136Set 10

1p679w

determined pursuant to clause (iiiXA) above. Notwithstanding the foregoing. with respect to a Structured Finance Obligation, the S&P Rating will be determined as follows: (i) if such Structured Finance ... Rating will be such rating. or. if such Structured Finance Obligation is not rated by S&P, but the Collateral Manager has requested that S&P provide a credit estimate ... such Structured Finance Obligation, the S&P Rating will be the rating so provided by S&P: provided that if such Structured Finance Obligation has been put on a "watchlist

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376136.pdf

EFTA00596126Set 9

2007-01-18183p86,669w

Directors of the Co-Issuer. "Bond": A debt obligation (other than a Structured Finance Obligation) in the form of, or represented by, a bond, note (other than notes delivered pursuant ... Revolving Loan or a participation in a Revolving Loan, (iii) a Structured Finance Obligation, (iv) a Bond or (v) a Synthetic Security (provided that, in the case ... such obligation. (f) The obligation (except in the case of a Bond or Structured Finance Obligation) is not subordinated by its terms to other indebtedness for borrowed money

https://www.justice.gov/epstein/files/DataSet%209/EFTA00596126.pdf

EFTA01376137Set 10

1p866w

with respect to any Structured Finance Obligation issued on or after August 1. 2001. (1) if such Structured Finance Obligation is rated at least "Baa3" by Moody ... lower of such Moody's rating or Fitch rating and (2) if such Structured Finance Obligation is rated below "Baa3" by Moody's or below "BBB=' by Fitch then ... rating or Fitch rating; provided that (x) the Aggregate Principal Balance of Structured Finance Obligations with an S&P Rating determined pursuant to paragraph (ii) above may not exceed

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376137.pdf

EFTA01092343Set 9

2007-01-17141p86,219w

interests in non-investment grade loans. The Collateral may also include Bonds, Structured Finance Obligations and Synthetic Securities. These assets are subject to liquidity, market value, credit, interest rate, reinvestment ... securities and the ability of the issuers thereof to repay principal and interest. Structured Finance Obligations. A portion of the Collateral Obligations may consist of Structured Finance Obligations. Such securities ... investment grade loans, bonds, asset backed securities or other debt obligations. Investments in Structured Finance Obligations entail a number of risks, including prepayment risk, credit risk, liquidity risk, structural risk

https://www.justice.gov/epstein/files/DataSet%209/EFTA01092343.pdf

EFTA01376372Set 10

1p531w

rated "D" or "SD" by S&P; (iii) in the case of a Structured Finance Obligation, (a) a default as to the payment of scheduled principal and/or scheduled interest ... Section 2.3. "Deferring PIK Obligation": (i) My Collateral Obligation (other than a Structured Finance Obligation) that is a PIK Obligation (other than a Partial PIK Obligation) in respect of which ... capitalized (and not subsequently paid) and (ii) any Collateral Obligation that is a Structured Finance Obligation and a PIK Obligation (other than a Partial PIK Obligation) (a) rated "Baa3

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376372.pdf

EFTA01365303Set 10

1p849w

rated "D" or "SD" by S&P; (iii) in the case of a Structured Finance Obligation. (a) a default as to the payment of scheduled principal and/or scheduled interest ... Senior Notes." "Deferring P1K Obligation": (i) Any Collateral Obligation (other than a Structured Finance Obligation) that is a P1K Obligation (other than a Partial PIK Obligation) in respect of which ... capitalized (and not subsequently paid) and (ii) any Collateral Obligation that is a Structured Finance Obligation and a PIK Obligation (other than a Partial P1K Obligation) (a) rated "Baa3

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365303.pdf

EFTA01376121Set 10

1p848w

rated "D" or "SD" by S&P; (iii) in the case of a Structured Finance Obligation. (a) a default as to the payment of scheduled principal and/or scheduled interest ... Senior Notes." "Deferring P1K Obligation": (i) Any Collateral Obligation (other than a Structured Finance Obligation) that is a P1K Obligation (other than a Partial PIK Obligation) in respect of which ... capitalized (and not subsequently paid) and (ii) any Collateral Obligation that is a Structured Finance Obligation and a PIK Obligation (other than a Partial P1K Obligation) (a) rated "Baa3

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376121.pdf

EFTA01365630Set 10

1p668w

determined as set forth in clause (vii) below; (v) if it is a Structured Finance Obligation: (A) if such obligation has a published rating from S&P, then ... establishing the Moody's Rating, except that the S&P Rating of such Structured Finance Obligation shall be (1) two subcategories below the S&P equivalent of the rating assigned ... Moody's if such Structured Finance Obligation is rated "Baa3" or higher by Moody's and (2) three subcategories below the S&P equivalent of the rating assigned by Moody

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365630.pdf

EFTA01376384Set 10

1p352w

Loan, 50%. With respect to a Collateral Obligation that is a Structured Finance Obligation, the Moody's Structured Finance Recovery Rate therefor. With respect to a Collateral Obligation that

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376384.pdf

EFTA01376130Set 10

1p385w

Loan. 50%. With respect to a Collateral Obligation that is a Structured Finance Obligation, the Moody's Structured Finance Recovers Rate therefor. With respect to a Collateral Obligation that

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376130.pdf

EFTA01365314Set 10

1p386w

Loan. 50%. With respect to a Collateral Obligation that is a Structured Finance Obligation, the Moody's Structured Finance Recovers Rate therefor. With respect to a Collateral Obligation that

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365314.pdf

EFTA01415518Set 10

2010-07-21102p31,053w

investment. The Notes and the Portfolio Will Possess Inherent Risks. The Notes are structured finance obligations that are subject to risks inherent to the underlying Portfolio. The Portfolio will ... investment. The Notes and the Portfolio Will Possess Inherent Risks. The Notes are structured finance obligations that are subject to risks inherent to the underlying Portfolio. The Portfolio will

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01415518.pdf

EFTA01365309Set 10

2020-12-201p517w

successor thereto. "Moody's Adjusted Rating Factor": With respect to a Structured Finance Obligation. an amount equal to (i) the Expected Loss for such Structured Finance Obligation based ... Rating divided by (ii) 100% minus the Moody's Recovery Rate for such Structured Finance Obligation, where "Expected Loss" is determined as follows: Rating Exnccted Loss

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365309.pdf

EFTA01376127Set 10

2020-12-201p516w

successor thereto. "Moody's Adjusted Rating Factor": With respect to a Structured Finance Obligation. an amount equal to (i) the Expected Loss for such Structured Finance Obligation based ... Rating divided by (ii) 100% minus the Moody's Recovery Rate for such Structured Finance Obligation, where "Expected Loss" is determined as follows: Rating Exnccted Loss

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376127.pdf

EFTA01365317Set 10

1p709w

Secured Bond. 47.5 %. (v) Senior Unsecured Bond, 34.5%. (vi) Subordinated Bond, 21.5%, (vii) Structured Finance Obligation, the percentage set forth in the definition of "S&P Structured Finance Recovery Rates ... Structured Finance Recovery• Rates": The S&P Recovery Rate for a Structured Finance Obligation will be the applicable rate set forth below based on the appropriate asset class and highest

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365317.pdf

EFTA01376134Set 10

1p708w

Secured Bond. 47.5 %. (v) Senior Unsecured Bond, 34.5%. (vi) Subordinated Bond, 21.5%, (vii) Structured Finance Obligation, the percentage set forth in the definition of "S&P Structured Finance Recovery Rates ... Structured Finance Recovery• Rates": The S&P Recovery Rate for a Structured Finance Obligation will be the applicable rate set forth below based on the appropriate asset class and highest

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376134.pdf

EFTA01365403Set 10

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such date is not a Business Day, the next following Business Day. "Structured Finance Obligation": Any trust certificate, collateralized debt obligation or other structured finance security. "Subordinate Interests": The meaning

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365403.pdf

EFTA01365621Set 10

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Issuer. "Shareholder": Each holder of Preferred Shares registered in the Share Register. "Structured Finance Obligation": Any bust certificate, collateralized debt obligation or other structured finance security. "Supplemental Diversion Test": During

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365621.pdf

EFTA01365260Set 10

1p727w

Revolving Loan or a participation in a Revolving Loan, (iii) a Structured Finance Obligation, (iv) a Bond or (v) a Synthetic Security (provided that, in the case ... respect of such obligation. 6. The obligation (other than a Bond or Structured Finance Obligation) is not subordinated by its terms to other indebtedness for borrowed money of the applicable

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365260.pdf