EFTA Document EFTA01365607

"Caa Collateral Obligation": Any Collateral Obligation other than a Defaulted Obligation with a Moody's Obligation Rating of *Taal" or lower. "Caa Excess Amount": The aggregate principal balance of Caa Collateral Obligations in excess of 7.5% of the Portfolio Principal Balance. "Caa/CCC Collateral Obligation": Any Collateral Obligation that is a Caa Collateral Obligation or a CCC Collateral Obligation. "Caa/CCC Excess": The greater of the Caa Excess Amount and the CCC Excess Amount. "Caa