EFTA01365629.txt Text dataset_10 View on DOJ

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gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
The document defines S&P ratings for collateral obligations and provides recovery rates for different classes of notes (A-1, A-2, B, C, D). It outlines how ratings are determined based on issuer credit ratings, senior unsecured obligations, and other factors.
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Document ID
DB-SDNY-0056428, SDNY GM_00202612
Date
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Notable Quotes 2
"S&P Rating": With respect to any Collateral Obligation. the rating determined as follows: provided, however. (a) if such Collateral Obligation is (x) on watch for upgrade by S&P it shall be treated as upgraded by one rating subcategory or (y) on watch for downgrade by S&P it shall be treated as downgraded by one rating subcategory•, unless S&P has notified the Investment Manager in writing that such treatment is no longer requited,
if there is an issuer credit rating by S&P as published by S&P (or rating on a guarantor that unconditionally and irrevocably guarantees such Collateral Obligation). then the S&P Rating of such Collateral Obligation shall be such rating;
Financial Information
Amounts:44.50%53.25%59.25%65.350%70.80%44.75%53.50%59.55%65.700%71.15%45.00%53.75%59.85%66.050%71.50%45.25%54.00%60.15%66.400%71.85%45.50%54.25%60.45%66.750%72.20%45.75%54.50%60.75%67.100%72.55%46.00%54.75%61.05%67.450%72.90%46.25%55.00%61.35%67.800%73.25%46.50%55.25%61.65%68.150%73.60%46.75%55.50%61.95%68.500%73.95%47.00%55.75%62.25%68.850%74.30%56.00%62.55%69.200%74.65%47.50%56.25%62.85%69.550%75.00%47.75%56.50%63.15%69.900%75.35%48.00%56.75%63.45%70.250%75.70%
Assets:
  • Class A-1 Notes
  • Class A-2 Notes
  • Class B Notes
  • Class C Notes
  • Class D Notes
  • Collateral Obligation
  • DIP Loan
  • Structured Finance Obligation
  • Current Pay Obligation
  • senior unsecured obligation
  • senior secured obligation
  • subordinated obligation
Raw Analysis JSON click to expand
Themes
Financial transactions/money flow
Organizations 1
S&P
Text Analysis
Tone
Technical
Purpose
The document appears to be defining S&P rating with respect to collateral obligations and providing recovery rates for different classes of notes.
Significance
This document provides technical definitions and financial data related to collateralized loan obligations (CLOs) and their ratings.
File Info
File Name
EFTA01365629.txt
Dataset
dataset_10
Type
Text
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41:03.586128
DOJ Source
View on DOJ