EFTA01386861.pdf

RIN 11.094 Alpha Group Capital LLC SCHEDULE V [MAXIMUM MOODY'S WEIGHTED AVERAGE RATING FACTOR TEST The "Maximum Moody's Weighted Average Rating Factor Test" will be satisfied as of any date of determination if the Moody's Weighted Average Rating Factor of the Collateral Obligations as of such date is equal to or less than the "WARF Covenant" in the Applicable Matrix Case. The "Moody's Weighted Average Rating Factor" is determined by summing the products obtained by multiplying the Principal Balance of each Collateral Obligation, excluding Defaulted Obligations, by its Moody's Rating Factor, dividing such sum by the aggregate Principal Balance of all such Collateral Obligations, excluding Defaulted Obligations, and rounding the result up to the nearest whole number. The "Moody's Rating Factor" relating to any Collateral Obligation is the number set forth in the table below opposite the Moody's Default Probability Rating of such Collateral Obligation.] Moody's Default Probability Moody's Default Probability Rating Moody's Rating Factor Rating Moody's Rating Factor Ma 1 Bat 940 MI 10 Ba2 1.350 Aa2 20 Ba3 1,766 Aa3 40 B1 2,220 At 70 B2 2.720 A2 120 B3 3,490 A3 160 Caal 4.770 Baal 260 Caa2 6.500 Baal 360 Caa3 8,070 Baa3 610 Ca or lower 10,000 Confidential 82 February 2018 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0088759 CONFIDENTIAL SDNY_GM_00234943 EFTA01386861