with respect to interest, or a portion thereof, accrued on such
Pledged Collateral Obligation prior to the first payment date and owed by the
Issuer to the seller of such ... Pledged Collateral Obligation;
(B) the Issuer has acquired its ownership in such Pledged Collateral
Obligation in good faith without notice of any adverse claim as defined in Article ... Issuer has not assigned, pledged or otherwise encumbered any
interest in such Pledged Collateral Obligation (or, if any such interest has been
assigned, pledged or otherwise encumbered, it has been
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Classification Group, the sum of the Issuer Scores for each issuer of a
Pledged Collateral
Obligation (other than a Defaulted Obligation) in such Moody's Industry
Classification Group.
"Aggregate Outstanding ... contrary.
"Average Par Amount": With respect to the Diversity Score for the Pledged
Collateral
Obligations, at any time, an amount equal to the aggregate Issuer Par
Amounts divided ... Risk Criteria.
"Credit Suisse": Credit Suisse Securities (USA) LLC.
"Current Pay Obligation": Any Pledged Collateral Obligation that would
otherwise be a
Defaulted Obligation and as to which (i) all prior
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01422410.pdf
purposes of calculating the
Interest Coverage Ratio:
(A) the expected interest income on Pledged Collateral Obligations and
Eligible Investments and the expected net amount to be received by the Issuer ... principal payments or payments ofDeferred
Interest are made on the Notes, no Pledged Collateral Obligations are disposed of
or mature, no Collateral Obligations are acquired and no unscheduled principal
payments ... received on the Pledged Collateral Obligations.
(iii) For each Due Period, the Scheduled Distribution on any Pledged
Obligation (other than a Defaulted Obligation, which, except for amounts actually
received
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Issuer's right, title and interest in and to any
additional Pledged Collateral Obligations Granted in connection with the issuance of the
Additional Securities and Delivery of such Pledged Collateral ... Additional Securities Closing Date, to
the effect, that with respect to the Pledged Collateral Obligations, the representations set
forth in Section 3.2(aXii) are true and correct.
(iii) Rating Letters ... Tests, the Collateral Quality Tests, and the definition
of Concentration Limits for each Pledged Collateral Obligation listed on a schedule thereto of
88
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EFTA01376202Set 10
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Issuer's right, title and interest in and to any
additional Pledged Collateral Obligations Granted in connection with the issuance of the
Additional Securities and Delivery of such Pledged Collateral ... Additional Securities Closing Date, to
the effect, that with respect to the Pledged Collateral Obligations, the representations set
forth in Section 3.2(aXii) are true and correct.
(iii) Rating Letters ... Tests, the Collateral Quality Tests, and the definition
of Concentration Limits for each Pledged Collateral Obligation listed on a schedule thereto of
88
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https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376202.pdf