Xxxxx’x Rating Factor definition

Xxxxx’x Rating Factor. With respect to any Loan Obligation, the number set forth in the table below opposite the Xxxxx’x Rating of such Loan Obligation: Xxxxx’x Rating Xxxxx’x Rating Factor Xxxxx’x Rating Xxxxx’x Rating Factor Aaa 1 Ba1 940 Aa1 10 Ba2 1350 Aa2 20 Ba3 1766 Aa3 40 B1 2220 A1 70 B2 2720 A2 120 B3 3490 A3 180 Caa1 4770 Baa1 260 Caa2 6500 Baa2 360 Caa3 8070 Baa3 610 Ca or lower 10000
Xxxxx’x Rating Factor. For each Collateral Obligation, the number set forth in the table below opposite the Moody’s Default Probability Rating of such Collateral Obligation. Moody’s Default Probability Rating Xxxxx’x Rating Factor Moody’s Default Probability Rating Xxxxx’x Rating Factor Aaa 1 Ba1 940 Aa1 10 Ba2 1,350 Aa2 20 Ba3 1,766 Aa3 40 B1 2,220 A1 70 B2 2,720 A2 120 B3 3,490 A3 180 Caa1 4,770 Baa1 260 Caa2 6,500 Baa2 360 Caa3 8,070 Baa3 610 Ca or lower 10,000
Xxxxx’x Rating Factor means, with respect to any Loan Asset, is the number set forth in the table below opposite the Moody’s Default Probability Rating of such Loan Asset: Moody’s Default Probability Rating Xxxxx’x Rating Factor Moody’s Default Probability Rating Xxxxx’x Rating Factor “Aaa” 1 “Ba1” 940 “Aa1” 10 “Ba2” 1350

Examples of Xxxxx’x Rating Factor in a sentence

  • On or prior to the Effective Date, the Collateral Manager shall elect the “row/column combination” of the Asset Quality Matrix that shall on and after the Effective Date apply to the Collateral Obligations for purposes of determining compliance with the Moody’s Diversity Test, the Maximum Xxxxx’x Rating Factor Test and the Minimum Moody’s Floating Spread Test.

  • On or prior to the Effective Date, the Collateral Manager shall elect the “row/column combination” of the Asset Quality Matrix that shall on and after the Effective Date apply to the Collateral Obligations for purposes of determining compliance with the Moody’s Diversity Test, the Maximum Xxxxx’x Rating Factor Test and the Minimum Floating Spread Test.

  • With respect to any Annual Period, from and after the Third Restatement Effective Date, a test that is satisfied so long as no more than two Rating Pending Loans either (i) received a Xxxxx’x Rating Factor higher than the Xxxxx’x Rating Factor assigned to such Rating Pending Loan under clause (C)(I) of the definition of Moody’s Default Probability Rating or (ii) failed to receive a Moody’s Credit Estimate within 90 days following the date the Borrower acquired such Loan.

  • With respect to any Annual Period, from and after the Third Restatement Effective Date, a test that is satisfied so long as no more than two Rating Pending Loans either (i) received a Xxxxx’x Rating Factor higher than the Xxxxx’x Rating Factor assigned to such Rating Pending Loan under clause (C)(I) of the definition of Xxxxx’x Default Probability Rating or (ii) failed to receive a Xxxxx’x Credit Estimate within 90 days following the date the Borrower acquired such Loan.

  • Furthermore, the Issuer (or the Collateral Manager on its behalf) shall prepare another written report, determined as of the Payment Date occurring in January 2012 (the “Second Interim Report Date”), setting forth the Aggregate Principal Balance of the Collateral Obligations, the Diversity Score, the Weighted Average Xxxxx’x Rating Factor, the Weighted Average Floating Spread and the Weighted Average Moody’s Recovery Rate.


More Definitions of Xxxxx’x Rating Factor

Xxxxx’x Rating Factor means, for any Loan with a Xxxxx’x Rating, the number set forth below under the heading “Xxxxx’x Rating Factor” across from the Xxxxx’x Rating of such Loan or, in the case of a rating assigned by Moody’s at the request of the Issuer (or the Servicer on behalf of the Issuer), the Xxxxx’x Rating Factor as assigned by Moody’s. Xxxxx’x Rating of Loan Xxxxx’x Rating Factor Aaa (1) 1 Aa1 10 Aa2 20 Aa3 40 A1 70 A2 120 A3 180 Xxx0 000 Xxx0 360 Baa3 610 Ba1 940 Ba2 1,350 Ba3 1,766 B1 2,220 B2 2,720 B3 3,490 Caa1 4,770 Caa2 6,500 Caa3 8,070 Ca 10,000 C 10,000
Xxxxx’x Rating Factor. Relating to any Collateral Debt Security, the number set forth in the table below opposite the Xxxxx’x Rating of such Collateral Debt Security: Xxxxx’x Rating Xxxxx’x Rating Factor Xxxxx’x Rating Xxxxx’x Rating Factor Aaa 1 Ba1 940 Aa1 10 Ba2 1,350 Aa2 20 Ba3 1,766 Aa3 40 B1 2,220 A1 70 B2 2,720 A2 120 B3 3,490 A3 180 Caa1 4,770 Baa1 260 Caa2 6,500 Baa2 360 Caa3 8,070 Baa3 610 Ca or lower 10,000
Xxxxx’x Rating Factor means for each Portfolio Asset, the number set forth in the table below opposite the Moody’s Default Probability Rating of such Portfolio Asset. Moody’s Default Probability Rating Xxxxx’x Rating Factor Moody’s Default Probability Rating Xxxxx’x Rating Factor Aaa 1 Ba1 940 Aa1 10 Ba2 1,350 Aa2 20 Ba3 1,766 Aa3 40 B1 2,220 A1 70 B2 2,720 A2 120 B3 3,490 A3 180 Caa1 4,770 Baa1 260 Caa2 6,500 Baa2 360 Caa3 8,070 Baa3 610 Ca or lower 10,000
Xxxxx’x Rating Factor. For each Collateral Obligation, the number set forth in the table below opposite the Moody's Default Probability Rating of such Collateral Obligation. Moody's Default Probability Rating Xxxxx'x Rating Factor Moody's Default Probability Rating Xxxxx'x Rating Factor Aaa 1 Ba1 940 Aa1 10 Ba2 1,350 Aa2 20 Ba3 1,766 Aa3 40 B1 2,220 A1 70 B2 2,720 A2 120 B3 3,490 A3 180 Caa1 4,770 Baa1 260 Caa2 6,500 Baa2 360 Caa3 8,070 Baa3 610 Ca or lower 10,000
Xxxxx’x Rating Factor. For the Eligible Loans included in the Collateral that are Broadly Syndicated Loans, the number set forth in the table below opposite the Moody’s default probability rating (determined using then-current market methodology) of such Eligible Loan: Moody’s Default Probability Rating Xxxxx’x Rating Factor Moody’s Default Probability Rating Xxxxx’x Rating Factor Aaa 1 Ba1 940 Aa1 10 Ba2 1,350 Aa2 20 Ba3 1,766 Aa3 40 B1 2,220 A1 70 B2 2,720 A2 120 B3 3,490 A3 180 Caa1 4,770 Baa1 260 Caa2 6,500 Baa2 360 Caa3 8,070 Baa3 610 Ca or lower 10,000
Xxxxx’x Rating Factor. In relation to any Middle Market Loan or ABS Direct Loan, the number set forth in the table below opposite the Xxxxx’x Rating of such Middle Market Loan or ABS Direct Loan, as applicable; provided that if the rating on such Middle Market Loan or ABS Direct Loan has been put on watch for possible downgrade, the Xxxxx’x Rating that will apply to such Middle Market Loan or ABS Direct Loan will be one subcategory below the current rating on such Middle Market Loan or ABS Direct Loan. Xxxxx’x Rating Xxxxx’x Rating Factor Xxxxx’x Rating Xxxxx’x Rating Factor Aaa 1 Ba1 940 Aal 10 Ba2 1,350 Aa2 20 Ba3 1,766 Aa3 40 B1 2,220 Al 70 B2 2,720 A2 120 B3 3,490 A3 180 Caa1 4,770 Baal 260 Caa2 6,500 Baa2 360 Caa3 8,070 Baa3 610 Ca or below 10,000 For purposes of determining the Weighted Average Rating Factor, any Charged-Off Loan will not be included in such calculation.
Xxxxx’x Rating Factor. With respect to any Collateral Obligation, is the number set forth in the table below opposite the Loan Rating of such Collateral Obligation: Loan Rating Xxxxx’x Rating Factor Loan Rating Xxxxx’x Rating Factor Aaa/AAA 1 Ba1/BB+ 940 Aa1/AA+ 10 Ba2/BB 1350 Xx0/XX 00 Xx0/XX- 0000 Xx0/XX- 00 X0/X+ 0000 A1/A+ 70 B2/B 2720 X0/X 000 X0/X- 3490 X0/X- 000 Xxx0/XXX+ 0000 Xxx0/XXX+ 260 Caa2/CCC 6500 Baa2/BBB 360 Caa3/CCC- 8070 Baa3/BBB- 610 Ca/CC or lower 10000 For purposes of the Weighted Average Rating Test, any Collateral Obligation issued or guaranteed by the U.S. government or any agency or instrumentality thereof is assigned a Moody’s Rating Factor of 1.