ABSTRACT
The Lehman Brothers Mutual Fund Corporate Debt A Rated Index is a market value-weighted index that tracks the daily price only, coupon, total return performance of fixed-rate, publicly placed Securities and Exchange Commission-registered, dollar-denominated and nonconvertible, corporate debt issues with at least 100.0 million dollar par amount outstanding and one year to final maturity rated A or higher. Corporate debt issued by companies in the industrial, financial and utility sectors as well as Yankees and Yankee securities that are issued or guaranteed by foreign sovereign governments, municipalities, or government agencies or international agencies. Non-fixed-rate securities or stripped securities or securities with esoteric or one of a kind features such as structured notes or range notes with coupons that depend on market indices and private placement securities, including 144A securities, are not eligible for inclusion in the index.
