Corporate Debt Securities the Fitch Discount Factor for corporate debt securities is the percentage determined by reference to the rating on such asset with reference to the remaining term to maturity of such asset, in accordance with the table set forth below. FITCH DISCOUNT FACTORS FOR CORPORATE DEBT SECURITIES INCLUDING NON-INVESTMENT GRADE BONDS Terms to Maturity AAA AA A BBB BB Unrated(1) ----------------- --- -- - --- -- ---------- 1 year or less 106% 108% 110% 112% 130% 152% 2 years or less (but longer than 1 year) 106% 108% 110% 112% 130% 152% 3 years or less (but longer than 2 years) 106% 108% 110% 112% 130% 152% 4 years or less (but longer than 3 years) 111% 113% 115% 117% 134% 152% 5 years or less (but longer than 4 years) 111% 113% 115% 117% 134% 152% 7 years or less (but longer than 5 years) 114% 116% 118% 120% 136% 152% 10 years or less (but longer than 7 years) 116% 118% 120% 122% 137% 152% 15 years or less (but longer than 10 years) 120% 122% 124% 124% 139% 152% 30 years or less (but longer than 15 years) 124% 127% 129% 129% 145% 152% Greater than 30 years 124% 127% 129% 129% 145% 152%
Corporate Debt Securities. The percentage determined by reference to the rating on such asset with reference to the remaining term to maturity of such asset, in accordance with the table set forth below (NON CONVERTIBLES).
Corporate Debt Securities. The percentage determined by reference to the rating on such asset with reference to the remaining term to maturity of such asset, in accordance with the table set forth below.
Corporate Debt Securities. Bonds issued by a private corporation rated A2/A/A or better by Xxxxx’x, S&P, Fitch or other NRSRO or, if not rated by any such service, are given a rating comparable to or better than the aforementioned ratings by the investment manager engaged by a Party to manage the investments in its Trust.
Corporate Debt Securities. The percentage determined by reference to the rating on such asset with reference to the remaining term to maturity of such asset, in accordance with the table set forth below (non convertibles). Xxxxx'x Rating Category Term to Maturity of Corporate Debt Security (2) Aaa Aa A Baa Ba B Unrated(1) 1 year or less.................................... . 109% 112% 115% 118% 137% 150% 250% 2 years or less (but longer than 1 year) . 115 118 122 125 146 160 250 3 years or less (but longer than 2 years)............................................... . 120 123 127 131 153 168 250 4 years or less (but longer than 3 years)............................................... . 126 129 133 138 161 176 250 5 years or less (but longer than 4 years)............................................... . 132 135 139 144 168 185 250 7 years or less (but longer than 5 years)............................................... . 139 143 147 152 179 197 250 10 years or less (but longer than 7 years)............................................... . 145 150 155 160 189 208 250 15 years or less (but longer than 10 years)............................................... . 150 155 160 165 196 216 250 20 years or less (but longer than 15 years)............................................... . 150 155 160 165 196 228 250 30 years or less (but longer than 20 years)............................................... . 150 155 160 165 196 229 250 Greater than 30 years....................... . 165 173 181 189 205 240 250
Corporate Debt Securities. Bonds, debentures, notes, or other evidence of indebtedness any of which are issued by corporations of the United States which are rated investment grade as reflected by a rating by Xxxxx’x, Inc. of A or its equivalent or better or a rating by Fitch or Standard & Poor’s Corporation of A or its equivalent or better.
Corporate Debt Securities the Fitch Discount Factor for corporate debt securities is the percentage determined by reference to the rating on such asset with reference to the remaining term to maturity of such asset, in accordance with the table set forth below. FITCH DISCOUNT FACTORS FOR CORPORATE DEBT SECURITIES INCLUDING NON-INVESTMENT GRADE BONDS Terms to Maturity AAA AA A BBB BB Unrated(1) ----------------- --- -- - --- -- ---------- 1 year or less ___% ___% ___% ___% ___% ___% 2 years or less (but longer ___% ___% ___% ___% ___% ___% than 1 year) 3 years or less (but longer ___% ___% ___% ___% ___% ___% than 2 years) 4 years or less (but longer ___% ___% ___% ___% ___% ___% than 3 years) - 11 - 5 years or less (but longer ___% ___% ___% ___% ___% ___% than 4 years) 7 years or less (but longer ___% ___% ___% ___% ___% ___% than 5 years) 10 years or less (but longer ___% ___% ___% ___% ___% ___% than 7 years) 15 years or less (but longer ___% ___% ___% ___% ___% ___% than 10 years) 30 years or less (but longer ___% ___% ___% ___% ___% ___% than 15 years) Greater than 30 years ___% ___% ___% ___% ___% ___%
Corporate Debt Securities. The percentage determined by reference to the rating on such asset (which percentage is based upon the Exposure
Corporate Debt Securities. The percentage determined by reference to the rating on such asset (which percentage is based upon the Exposure Period) with reference to the remaining term to maturity of such assets, in accordance with the table set forth below. Moody's Discount Factors -- Corporate Debt Securities Rating Category Maturity -------------------------------------------------------------------------------- of Collateral Aaa Aa A Baa Ba B* Caa ------------- --- -- - --- -- -- --- 1 Year 112% 118% 123% 128% 139% 150% 260% 2 Years 118 124 130 135 147 158 260 3 Years 123 129 135 141 153 165 260 4 Years 129 135 141 148 160 172 260 5 Years 134 141 147 154 166 179 260 7 Years 142 149 155 162 176 189 260 10 Years 148 156 163 170 184 198 260 15 Years 153 161 168 175 190 205 250 20 Years 161 169 177 184 200 215 260 30 Years 162 170 178 185 201 216 260 * Senior debt securities of an issuer rated B3 shall be deemed to be Caa rated securities for purposes of determining the applicable Moody's Discount Factor
Corporate Debt Securities. The percentage determined by reference to the rating on such asset with reference to the remaining term to maturity of such asset, in accordance with the table set forth below (non convertibles). Xxxxx'x Rating Category Term to Maturity of Corporate Debt Security(2) Aaa Aa A Baa Ba B Unrated(1) 1 year or less 109 % 112 % 115 % 118 % 137 % 150 % 250 % 2 years or less (but longer than 1 year) 115 118 122 125 146 160 250 3 years or less (but longer than 2 years) 120 123 127 131 153 168 250 4 years or less (but longer than 3 years) 126 129 133 138 161 176 250 5 years or less (but longer than 4 years) 132 135 139 144 168 185 250 7 years or less (but longer than 5 years) 139 143 147 152 179 197 250 10 years or less (but longer than 7 years) 145 150 155 160 189 208 250 15 years or less (but longer than 10 years) 150 155 160 165 196 216 250 20 years or less (but longer than 15 years) 150 155 160 165 196 228 250 30 years or less (but longer than 20 years) 150 155 160 165 196 229 250 Greater than 30 years 165 173 181 189 205 240 250 (1) Unless conclusions regarding liquidity risk as well as estimates of both the probability and severity of default for the Trust's assets can be derived from other sources, securities rated below B by Moody's and unrated securities covered by this section (i), which are securities rated by neither Moody's, S&P nor Fitch, are limited to 10% of Moody's Eligible Assets. If a corporate debt security is unrated by Moody's, S&P or Fitch, the Fund will use the percentage set forth under "Unrated" in this table. Ratings assigned by S&P or Fitch are generally accepted by Moody's at face value. However, adjustments to face value may be made to particular categories of credits for which the S&P and/or Fitch rating does not seem to approximate a Xxxxx'x rating equivalent. Split rated securities assigned by S&P and Fitch will be accepted at the lower of the two ratings.
