Epstein Secrets

ure of the portfolio of Collateral Obligations. However, there can be no assurance that any such Hedge Agreements will fully cover any deficiency in Interest Proceeds resulting from any interest rate mismatch. Furthermore, although any Hedge Counterparty will be a highly rated institution at the time of entering i

tive in minimizing losses on the junior Classes, particularly the Subordinated Securities. Interest Rate Risk. There will be a rate mismatch between the Floating Rate Notes and a portion of the underlying Collateral Obligations. Although all or most Collateral Obligations are expected to bear interest at rates based on

ure of the portfolio of Collateral Obligations. However, there can be no assurance that any such Hedge Agreements will fully cover any deficiency in Interest Proceeds resulting from any interest rate mismatch. Furthermore, although any Hedge Counterparty will be a highly rated institution at the time of entering i

tive in minimizing losses on the junior Classes, particularly the Subordinated Securities. Interest Rate Risk. There will be a rate mismatch between the Floating Rate Notes and a portion of the underlying Collateral Obligations. Although all or most Collateral Obligations are expected to bear interest at rates based on

accordance with the Principal Payment Sequence to the extent necessary to satisfy each such Coverage Test as of the Determination Date. In addition, Interest Proceeds will be diverted to make principal payments on Rated Notes in accordance with the Principal Payment Sequence if a Continuing Effective Date Ratings

s of principal on or before that first day of such Interest Period) at the per annum Interest Rate specified in the "Summary of Terms." Interest on the Floating Rate Notes will be calculated on the basis of the actual number of days elapsed in the relevant Interest Period divided by 360. On each Distribution Date, the