Cohorts

Inspect groups of assets, understand their differences, and choose a package.

What this is for

Cohorts make a large portfolio easier to examine. Each group has a defined basis and exact members. You can inspect its value, timing, mix, and fit before selecting assets.

Open the matrix

In the web product, open Supply → Cohorts. Select a cohort name to inspect its row, or a fit cell to inspect that intersection. Use family, credit, supplier, obligor, and tenor filters to narrow the view.

Read the three outcomes

Illustrative example. The $4 billion portfolio, fund name, terms, and results on this page are examples. Actual portfolios and results vary.

Example group	Face value	What to inspect
Within stated criteria	$2.4 billion	The member checks and package-level conditions.
Conditional	$1.0 billion	The stated condition and its economic treatment.
Outside stated criteria	$0.6 billion	Which criterion is outside the current Buy Box.

Inspect and select separately

Filtering, sorting, and opening a cohort change what you see. Checkboxes change the package. An empty filtered view does not mean the selected package is empty.

Sort the groups

Sort by name, modeled yield, face value, estimated cash, receivable count, or weighted tenor. When a fit class is active, numeric sorting uses that class within each cohort.

Keep expansion mixes separate

Expansion mixes explore reference structures with their own inputs and assumptions. They do not silently add physical receivables or blend their modeled yield into the selected package.

Go deeper

The cohort library covers twelve reference structures, from return-window survivors to netting. These definitions need source evidence before they describe an actual asset group.