continuing:
(H) each Collateral Quality Test is satisfied, except that if the Diversity Test or the
S&P CDO Monitor Test is not satisfied, it is maintained or improved ... extent necessary to cause the Coverage Tests to be met.
The Collateral' Quality Tests. The "Collateral Quality Tests" will be used primarily• as the criteria for purchasing
Collateral Obligations ... Collateral Quality Tests will consist of the "Diversity Test," the "Weighted Average
Rating Factor Test," the "Minimum Weighted Average Spread Test," the "Weighted Average Recovery• Rate Test,-
the "Weighted Average
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365561.pdf
continuing:
(H) each Collateral Quality Test is satisfied, except that if the Diversity Test or the
S&P CDO Monitor Test is not satisfied, it is maintained or improved ... extent necessary to cause the Coverage Tests to be met.
The Collateral' Quality Tests. The "Collateral Quality Tests" will be used primarily• as the criteria for purchasing
Collateral Obligations ... Collateral Quality Tests will consist of the "Diversity Test," the "Weighted Average
Rating Factor Test," the "Minimum Weighted Average Spread Test," the "Weighted Average Recovery• Rate Test,-
the "Weighted Average
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376302.pdf
EFTA00596126Set 9
2007-01-18183p86,669w
Collateral
Administrator in any Collection Period, other than those included within the Collateral
Administrator Fee, pursuant to the Collateral Administration Agreement.
"Collateral Administrator Fee": Fees payable to the Collateral Administrator ... shall have become the Collateral Manager pursuant to the provisions of the Collateral
Management Agreement, and thereafter "Collateral Manager" shall mean such successor Person.
"Collateral Obligation": An obligation that ... Deferring PIK Obligations.
"Collateral Quality Test": A test that will be satisfied if, as of any date of
determination, in the aggregate, the Collateral Obligations owned (or, if the Collateral
https://www.justice.gov/epstein/files/DataSet%209/EFTA00596126.pdf
EFTA01092343Set 9
2007-01-17141p86,219w
Obligations 42
The Collateral Quality Test 43
The Portfolio Profile Test 44
The Coverage Tests 46
Ramp-Up Period 46
Sales and Purchases of Collateral Obligations 47
Issuer Accounts ... place significant restrictions on the Collateral Manager's ability to
purchase or sell Collateral Obligations, and the Collateral Management Agreement
will require the Collateral Manager to comply with such restrictions ... Security for the Notes—Collateral Obligations," "—The
Collateral Quality Test," "—The Portfolio Profile Test" and "—Sales and Purchases
4
EFTA01092359
of Collateral Obligations."
The "Reinvestment Period" will be the period
https://www.justice.gov/epstein/files/DataSet%209/EFTA01092343.pdf
Instrument to be purchased by the Issuer and pledged to the
Trustee.
The Collateral Quality Test ... Collateral Quality Test" will be satisfied if, as of any date of determination, in the aggregate. the
Collateral Obligations owned (or, if the Collateral Quality Test is applied in connection
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365261.pdf
Holders of Notes under the Indenture; or
(xv) amend, modify or change the Grid Test (or any related definitions); provided that in the case of
this clause (xv) the Holders ... respective Collateral Quality Tests (a "Collateral Quality Test Modification- ) or (ii)
am of the Coverage Tests (a "Coverage Test Modification"), in either case in order to correspond with published
changes ... consent of the Holders of the Notes if. in the case of a Collateral Quality Test Modification, consent is obtained from
the Rating Agency that made such modification
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376087.pdf
Holders of Notes under the Indenture; or
(xv) amend, modify or change the Grid Test (or any related definitions); provided that in the case of
this clause (xv) the Holders ... respective Collateral Quality Tests (a "Collateral Quality Test Modification- ) or (ii)
am of the Coverage Tests (a "Coverage Test Modification"), in either case in order to correspond with published
changes ... consent of the Holders of the Notes if. in the case of a Collateral Quality Test Modification, consent is obtained from
the Rating Agency that made such modification
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365255.pdf
Indenture
as of the date hereof; or
(xv) amend, modify or change the Grid Test (or any related definitions);
provided that in the case of this clause (xv) the Holders ... respective Collateral Quality Tests (a "Collateral Quality
Test Modification") or (ii) any of the Coverage Tests (a "Coverage Test Modification"), in either
case in order to correspond with published changes ... Holders of the Notes if (xX I) in the case of a Collateral Quality Test Modification, consent is
obtained from the Rating Agency that made such modification
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365682.pdf
purchase. the Collateral Quality Test. Portfolio Profile Test and
Coverage Tests will be satisfied (or, if any test or criterion therein is not satisfied, such test or criterion will ... Collateral Quality Test will be satisfied after giving effect to such purchase (or, if any test or
criterion therein is not satisfied, such test or criterion will be maintained ... that the
Weighted Average Rating and Weighted Average Life Test components of the Collateral Quality Test must
be satisfied after giving effect to such purchase and that
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365266.pdf
Deferring PIK Obligations.
"Collateral Quality Test": A test that will be satisfied if, as of any date of
determination, in the aggregate, the Collateral Obligations owned (or, if the Collateral ... Quality
Test is applied in connection with a proposed purchase of a Collateral Obligation, proposed to be
owned) by the Issuer comply with all of the requirements set forth below ... Monitor Test is satisfied.
Notwithstanding anything to the contrary herein, the Collateral Quality Test shall
not apply during the Ramp-Up Period.
"Collection Account": The trust account established pursuant
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365658.pdf
Monitor Test is satisfied.
Notwithstanding the foregoing, the Collateral Quality Test will not apply during the Ramp-Up Period.
Except as otherwise described herein or in the Indenture. Defaulted Obligations ... will not be included in the
calculation of the Collateral Quality Test.
The Portfolio Profile Test
The "Portfolio Profile Test" will be satisfied if, as of any date of determination ... subsequent to. the end
of the Ramp-Up Period, in the aggregate. the Collateral Obligations owned (or. if the Portfolio Profile Test is
applied in connection with a proposed purchase
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365262.pdf
EFTA01422410Set 10
2011-06-22369p87,774w
Collateral
Administrator
under the Collateral Administration Agreement, until a successor Person
shall have become the
Collateral Administrator pursuant to the applicable provisions of the
Collateral Administration
Agreement, and thereafter "Collateral ... Quality Test": Each of the Diversity Test, the Weighted Average
Rating
Factor Test, the Minimum Weighted Average Spread Test, the Weighted Average
Recovery Rate
Test, the Weighted Average Life Test ... accountants' letter confirming that each
Collateral Quality Test
(other than the S&P CDO Monitor Test), each applicable Coverage Test and
each Concentration
Limit was satisfied and that the Issuer
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01422410.pdf
EFTA01415518Set 10
2010-07-21102p31,053w
Deferral of Cash Flow. If certain minimum
collateral par value ratios or interest coverage ratios are not met (e.g.,
due to collateral defaults), then cash flow that otherwise would have ... quality of the Notes or such Collateral
Obligation, as applicable. Credit ratings only represent the rating
agencies' opinions of credit quality and are not a recommendation to buy,
sell ... Structure and General Transaction Parameters As Of 26-
Apr-18
Collateral Summary Assumptions Collateral Quality Test Limit
Total Par Amount 4.9999999999999994E8 Min. Weighted Average
Spread* 0.036
Initial Weighted Asset Purchase
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01415518.pdf