...Fitch Test Matrix: The transaction documents provide the manager the flexibility to choose certain combinations of covenants (collateral quality tests), toward which the portfolio will be managed. Certain of these covenants will be selected from the Fitch Test Matrix, which includes permitted combinations of minimum weighted average spread (WAS), minimum Fitch weighted average recovery rate (WARR) and maximum Fitch weighted average rating factor (WARF) thresholds; the manager may also linearly interpolate between any two adjacent points....