Illegal Activity
none
Blackmail
none
Date
September 2014
Document Type
other
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
This document defines financial terms related to collateralized loan obligations, specifically focusing on weighted average rating factors and recovery rates. It appears to be an excerpt from a larger document related to ING IM CLO 2011-1.
Metadata
- Subject
- Weighted Average Moody's Rating Factor
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0072103
- Date
- September 2014
Relationships 1
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Investment Manager | business | Collateral Administrator | Investment Manager provides notice to the Collateral Administrator |
Notable Quotes 2
"Weighted Average Moody's Rating Factor": The sum of the products obtained by multiplying the Principal Balance of each Pledged Collateral Obligation (other than Defaulted Obligations and Equity Securities) by its Moody's Rating Factor, dividing such sum by the Aggregate Principal Balance of all such Pledged Collateral Obligations (other than Defaulted Obligations and Equity Securities) and rounding the result up to the nearest whole number.
"Weighted Average Rating Factor Test": A test satisfied as of any Measurement Date if the Weighted Average Moody's Rating Factor of the Pledged Collateral Obligations is equal to or less than the applicable number set forth in the columns entitled "Weighted Average Rating Factor" in the Collateral Matrix based on the row/column combination selected by the Investment Manager with notice to the Collateral Administrator (or linear interpolation between two rows and/or two columns, as applicable).
Financial Information
Amounts:3.253.002.752.502.252.001.751.501.251.000.750.500.2543.75%
Assets:
- Pledged Collateral Obligations
- Defaulted Obligations
- Equity Securities
- Credit Facility
- Unfunded Amount
- Partial PIK Security
- PIK Security
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flow
Organizations 4
Moody'sING IM CLO 2011-1S&PLIBOR
Text Analysis
- Tone
- Professional
- Purpose
- To define financial terms related to collateralized loan obligations.
- Significance
- Defines key terms used in financial documents related to ING IM CLO 2011-1.
File Info
- File Name
- EFTA01376181.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:55.434634
- DOJ Source
- View on DOJ