EFTA01365322.pdf

"Weighted Average Fixed Rate Coupon": On any date of determination, with respect to any Collateral Obligations that bear interest at a fixed rate other than Defaulted Obligations. Deferring PIK Obligations and Equity Securities, the weighted average coupon (expressed as a percentage) thereof obtained by (i) multiplying the Aggregate Principal Balance of each such Collateral Obligation by the current interest rate of such Collateral Obligation, as of such date. (ii) summing the amounts determined pursuant to clause (i). c ilgg such sum by the Aggregate Principal Balance for all such Collateral Obligations and (iv) adding to such percentage, the fraction (expressed as percentage) obtained by dEldiigi (a) the Gross Excess Spread, if any, as of such date by (b) the Aggregate Principal Balance for all such Collateral Obligations. With respect to a Partial PIK Obligation, only the portion thereof currently paying interest shall be included in clause (i) above. "Weighted Average LIBOR Spread": On any date of determination, with respect to any Collateral Obligations that bear interest at a floating rate other than Defaulted Obligations, Deferring PIK Obligations and Equity Securities, the weighted average spread (expressed as a percentage) thereof obtained by (i) multiplying the Aggregate Principal Balance of each such Collateral Obligation by (x) with respect to each such Collateral Obligation which bears interest at a rate based on LIBOR, the spread to LIBOR for such Collateral Obligation as of such date or (y) with respect to each such Collateral Obligation which does not bear interest at a rate based on LIBOR as of the relevant date, the current interest rate on such Collateral Obligation minus the LIBOR rate in effect as of such dale (or. if the documentation for such Collateral Obligation specifics a designated spread to LIBOR and such spread is less than such difference, such spread). (ii) summing the amounts determined pursuant to clause (i). (iii) dividing such sum by the Aggregate Principal Balance for all such Collateral Obligations and (iv) adding to such percentage the fraction (expressed as a percentage) obtained by dividing (a) the Gross Excess Coupon, if any, as of such date by (b) the Aggregate Principal Balance for all such Collateral Obligations. With respect to each Collateral Obligation that is a Revolving Loan. the amount determined for purposes of clause (i) above will be the sum of the amount calculated as described in (iXx) or (y) above for the funded portion of such Collateral Obligation and the unfunded principal balance thereof multiplied by the applicable commitment fee rate or spread payable with respect to such unfunded portion. With respect to a Partial PIK Obligation, only the portion thereof currently paying interest shall be included in clause (i) above. "Weighted Average Life Test": A test that will be deemed satisfied as of any date of determination if the remaining weighted average life of the Collateral Obligations (other than Defaulted Obligations and Deferring PIK Obligations) as of such date is less than or equal to the number of years (including any fraction of a year) between such date and January 18,2017. "Weighted Average Rating": As of any date of determination, the number obtained by (i) multinlving the Aggregate Principal Balance of each Collateral Obligation (other than Defaulted Obligations and Deferring PIK Obligations) by the applicable Moody's Rating Factor for the related Obligor. (ii) summing the sti obtained in clause (i) for all Collateral Obligations (other than Defaulted Obligations and Deferring PIK Obligations) and (iii) dividing the sum obtained in clause (ii) by the Aggregate Principal Balance of all Collateral Obligations (other than Defaulted Obligations and Deferring PIK Obligations). "Zero-Coupon Obligation": A debt obligation that, based on its terms at the time of determination, does not make periodic payments of interest. A Zero-Coupon Obligation will not include an obligation that is a PIK Obligation. I 2o CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0056024 CONFIDENTIAL SDNY GM_00202208 EFTA01365322