Notional Portfolio definition

Notional Portfolio means the notional portfolio of Forward Contracts notionally constructed and maintained pursuant to the Index Methodology and each applicable Strategy Methodology from time to time.
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Notional Portfolio means a notional portfolio of investments consisting of the Equity Account, Bond Account and any synthetic exposure.
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Notional Portfolio means each of the East and Gulf Coast Hurricane Notional Portfolio, European Windstorm Notional Portfolio and California Earthquake Notional Portfolio.
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Examples of Notional Portfolio in a sentence

  • The Portfolio Manager has agreed in the Portfolio Management Agreement to act as portfolio manager in connection with the Notional Portfolio for the term of the Notes and in respect of the Series, subject to the terms of the Portfolio Management Agreement, for the purpose of performing certain functions in respect of the Notional Portfolio including, without limitation, making Adjustments to the Notional Portfolio.

  • No assurance can be given that the Credit Strategy Calculation Agent's actions or omissions following the exercise of its discretion in respect of a Notional Portfolio Breach will not adversely affect the performance of the Notes.

  • Apart from where the Credit Strategy Calculation Agent acts fraudulently or increases the extent of a Notional Portfolio Breach, it will not be liable to any person for any losses, costs or expenses that person may incur as a result of the Credit Strategy Calculation Agent exercising its discretion in respect of a Notional Portfolio Breach.

  • The Credit Strategy Calculation Agent will determine the Notional Portfolio Value in accordance with Section 9 (Calculations and Determinations) of this Schedule 2 (Credit Strategy Rules).

  • The Notional Portfolio may be Adjusted from time to time by the Portfolio Manager in accordance with this Section 6.

  • On or as soon as reasonably practicable after each Single Name Transaction Termination Date, the relevant Single Name Transaction shall be removed from the Notional Portfolio.

  • The relevant Swap Transaction will be deemed added to or removed from the Notional Portfolio immediately upon completion of the Necessary Procedure.

  • The description of the Notional Portfolio set out below is a summary and is only intended to give an overview of the constituents of the Notional Portfolio and how it may be reconstituted from time to time.

  • The Determination Agent shall notify the Portfolio Manager of the Determination Agent Value in respect of the entire Reference Portfolio (specifying in such notice the Determination Agent Value in respect of each Swap Transaction comprised in the Notional Portfolio) on each Dealing Day.

  • Adjustment means the addition to, or removal from, the Notional Portfolio of any CDS Asset, Index Asset or Index Tranche Asset in accordance with Section 6 (Composition and Management of the Notional Portfolio) of this Schedule 2 (Credit Strategy Rules).


More Definitions of Notional Portfolio

Notional Portfolio means a notional portfolio of securities which will be maintained by Marret on a notional basis in the event that the Counterparty does not acquire units of Marret MSIF Trust, with an initial principal amount equal to the net proceeds of the Offering.
Sample 1
Notional Portfolio means a notional portfolio of investments consisting of the Equity Account and the Bond Account.
Sample 1
Notional Portfolio means a notional portfolio of securities which will be maintained by the Counterparty in the event that the Counterparty does not acquire units of OCP Credit Trust, with an initial principal amount equal to the net proceeds of the Offering (less any amount invested by the Fund directly into a portfolio of Canadian securities).
Sample 1

Related to Notional Portfolio

  • Initial Portfolio means the initial portfolio of Receivables, comprising Eligible Assets, purchased by the Guarantor from the Seller pursuant to the Master Loans Purchase Agreement.

  • Collateral Portfolio means all right, title, and interest (whether now owned or hereafter acquired or arising, and wherever located) of the Borrower in the property identified below in clauses (i) through (iv) and all accounts, cash and currency, chattel paper, tangible chattel paper, electronic chattel paper, copyrights, copyright licenses, equipment, fixtures, contract rights, general intangibles, instruments, certificates of deposit, certificated securities, uncertificated securities, financial assets, securities entitlements, commercial tort claims, deposit accounts, inventory, investment property, letter-of-credit rights, software, supporting obligations, accessions, or other property consisting of, arising out of, or related to any of the following (in each case excluding the Retained Interest and the Excluded Amounts):

  • Principal Portion means the portion of each Base Rentals payment that represents the payment of principal set forth in Exhibit C (Base Rentals Schedule) hereto.

  • Investment Portfolio means invested assets (including cash and cash equivalents, short-term investments, bonds or other fixed income securities and equity investments).

  • Current Portfolio At any time, the portfolio of Collateral Obligations and Cash and Eligible Investments representing Principal Proceeds (determined in accordance with Section 1.3 to the extent applicable), then held by the Issuer.

  • Servicing Portfolio means, as to any Person, the unpaid principal balance of Mortgage Loans serviced by that Person under Servicing Contracts, minus the principal balance of all Mortgage Loans that are serviced by that Person for others under subservicing arrangements.

  • Purchasing Portfolio has the meaning specified in Section 2.10;

  • Receivable Interest means, at any time, an undivided percentage ownership interest in (i) all then outstanding Pool Receivables arising prior to the time of the most recent computation or recomputation of such undivided percentage interest pursuant to Section 2.03, (ii) all Related Security with respect to such Pool Receivables, and (iii) all Collections with respect to, and other proceeds of, such Pool Receivables. Such undivided percentage interest shall be computed as

  • Portfolio Assets means all Loan Assets owned by the Borrower, together with all proceeds thereof and other assets or property related thereto, including all right, title and interest of the Borrower in and to:

  • Reference Portfolio means, the notional portfolio made up of each Reference Asset, as described in this Information Statement under “Reference Portfolio”.

  • Portfolio Asset means an asset of an investment fund;

  • Reference Portfolio Return means on any day, the weighted average return of the Reference Assets calculated as the sum of the Weighted Reference Asset Return of each of the Reference Assets comprising the Reference Portfolio.

  • Selling Portfolio has the meaning specified in Section 2.10;

  • Simple Interest Receivable means any Receivable under which the portion of a payment allocable to interest and the portion allocable to principal is determined in accordance with the Simple Interest Method.

  • Portfolio means any account, trust or other investment vehicle (except "Fund") over which the Firm has investment management discretion.

  • Group 3 Mortgage Loans Those Mortgage Loans identified on the Mortgage Loan Schedule as Group 3 Mortgage Loans.

  • Portfolios means the constituent series of the Fund, but for purposes of this Section 14.1 shall not include Portfolios excepted from the requirements of paragraph (a) of Rule 22c-2 by paragraph (b) of Rule 22c-2.

  • Group 2 Mortgage Loans Those Mortgage Loans identified on the Mortgage Loan Schedule as Group 2 Mortgage Loans.

  • Lower Tier Interest As described in the Preliminary Statement.

  • Lower-Tier Principal Balance The principal amount of any Lower-Tier Regular Interest outstanding as of any date of determination. As of the Closing Date, the Lower-Tier Principal Balance of each Lower-Tier Regular Interest shall equal the original Lower-Tier Principal Balance as set forth in the Preliminary Statement hereto. On each Distribution Date, the Lower-Tier Principal Balance of each Lower-Tier Regular Interest shall be permanently reduced by all distributions of principal deemed to have been made in respect of such Lower-Tier Regular Interest on such Distribution Date pursuant to Section 4.01(a)(ii) of this Agreement, and shall be further permanently reduced on such Distribution Date by all applicable Realized Losses deemed to have been allocated thereto on such Distribution Date pursuant to Section 4.01(f) of this Agreement, such that at all times the Lower-Tier Principal Balance of a Lower-Tier Regular Interest shall equal the Certificate Balance of the Corresponding Certificates. The Lower-Tier Principal Balance of any Lower-Tier Regular Interest may be increased on a particular Distribution Date as and to the extent contemplated by Section 4.01(g) of this Agreement.

  • Class P Mortgage Loan Any of the Class I-P, Class II-P or Class III-P Mortgage Loans.

  • Group 1 Mortgage Loans Those Mortgage Loans identified on the Mortgage Loan Schedule as Group 1 Mortgage Loans.

  • Mortgage Loans Such of the mortgage loans transferred and assigned to the Trustee pursuant to the provisions hereof as from time to time are held as a part of the Trust Fund (including any REO Property), the mortgage loans so held being identified in the Mortgage Loan Schedule, notwithstanding foreclosure or other acquisition of title of the related Mortgaged Property.

  • REO means a Mortgaged Property that is acquired by the Trust in foreclosure or by deed in lieu of foreclosure.

  • Pool means a voluntary arrangement, established on an ongoing basis, pursuant to which two or more insurers participate in the sharing of risks on a predetermined basis. The pool may operate through an association, syndicate, or other pooling agreement.

  • Subsequent Mortgage Loans means, for purposes of this Agreement, the Subsequent Mortgage Loans listed in the Subsequent Mortgage Loan Schedule attached hereto as Schedule I.