Illegal Activity
none
Blackmail
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Date
Unknown
Document Type
other
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This document defines a collateral matrix used for financial risk assessment. It specifies how to calculate and apply the matrix for various tests related to investment management.
Metadata
- Subject
- COLLATERAL MATRIX
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0056434
- Date
- —
Notable Quotes 2
"Collateral Matrix": On and after the Effective Date. the matrix below will be used for purposes of the Weighted Average Rating Factor Test, the Diversity Test and the Minimum Weighted Average Spread Test.
The Investment Manager may select any "Diversity Score" column and any "Spread" row specified below. and the corresponding numbers set forth in the matrix will be used to determine whether the Weighted Average Rating Factor Test. the Diversity Test and the Minimum Weighted Average Spread Test are satisfied as of the applicable Measurement Date
Financial Information
Amounts:1.95%2.05%2.15%2.25%2.35%2.45%2.55%2.65%2.75%2.85%2.95%3.05%3.15%3.25%3.35%3.45%3.55%3.65%3.75%3.85%3.95%4.05%4.15%4.25%4.35%4.45%4.55%
Raw Analysis JSON
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Themes
Financial transactions/money flow
Text Analysis
- Tone
- Professional
- Purpose
- To define the Collateral Matrix and its usage for Weighted Average Rating Factor Test, Diversity Test, and Minimum Weighted Average Spread Test.
- Significance
- This document outlines the parameters and calculations for assessing the risk and diversity of a collateral pool.
File Info
- File Name
- EFTA01365632.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:43:21.932893
- DOJ Source
- View on DOJ