4
Shared Docs
4
Same-Page
4 / 4
Mentions
faulted Obligation until such time as interest and principal, as applicable, are received when due with respect to such Collateral Obligation; (b) the Principal Balance of any Equity Security will be deemed to be zero; (c) the Principal Balance of any PIK Security and any Partial P1K Security will not include defe
spect to such Collateral Obligation; (b) the Principal Balance of any Equity Security will be deemed to be zero; (c) the Principal Balance of any PIK Security and any Partial P1K Security will not include deferred and capitalized interest; (d) for purposes of calculating clause (a) of the Overcollaterali
March 2017 0.75 June 2017 0.50 September 2017 0.25 "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 th
the spread shall be deemed to be that portion of the spread that may not be deferred (without defaulting) under the Underlying Instruments; (c) any PIK Security that is deferring interest on the Measurement Date, the spread will be deemed to be that portion of the spread that is not being deferred; and (d) a
faulted Obligation until such time as interest and principal, as applicable, are received when due with respect to such Collateral Obligation; (b) the Principal Balance of any Equity Security will be deemed to be zero; (c) the Principal Balance of any PIK Security and any Partial P1K Security will not include defe
spect to such Collateral Obligation; (b) the Principal Balance of any Equity Security will be deemed to be zero; (c) the Principal Balance of any PIK Security and any Partial P1K Security will not include deferred and capitalized interest; (d) for purposes of calculating clause (a) of the Overcollaterali
March 2017 0.75 June 2017 0.50 September 2017 0.25 "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 th
the spread shall be deemed to be that portion of the spread that may not be deferred (without defaulting) under the Underlying Instruments; (c) any PIK Security that is deferring interest on the Measurement Date, the spread will be deemed to be that portion of the spread that is not being deferred; and (d) a
Entities connected to both the Principal Balance and PIK Security
Equity Security
ORGANIZATIONthe Underlying Instruments
ORGANIZATIONCollateral Matrix
ORGANIZATIONPledged Collateral Obligations
ORGANIZATIONthe Principal Balance of any Collateral Obligation
ORGANIZATIONMoody's Rating
ORGANIZATIONWeighted Average Moody's Rating Factor
ORGANIZATIONthe Weighted Average Moody's Rating Factor of the Pledged Collateral Obligations
ORGANIZATIONWeighted Average Recovery Rate Test
ORGANIZATIONthe Funded Amount
ORGANIZATIONPartial PIK Security
ORGANIZATIONthe Weighted Average Spread
ORGANIZATIONthe Moody's Weighted Average Recovery Rate
ORGANIZATIONanother Collateral Obligation
ORGANIZATIONPartial P1K Security
ORGANIZATIONthe Recovery Rate
ORGANIZATION