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Green Tab D001 - Recovery Band Calculation

GUARDRAIL: GREEN — ENFORCEMENT & LIENS

Asset recovery, lien priority, and collection strategy. No underlying damages calculations, no liability analysis.

0. Purpose & Scope

This tab aggregates asset data from B001 (Block 2512 equity) and B002 (mortgage receivables and secondary assets) into facts-only collection capacity bands. It applies conservative haircuts for transaction costs, delays, and collection probability to produce realistic recovery ceilings.

D001 answers one question: What is the realistic range of collection capacity available from documented APC assets?

This document does NOT: - Recommend what amount to demand or accept - Propose enforcement sequence or tactics - Apply punitive multipliers or damages ratios - Frame negotiation strategy or leverage positioning

Those topics belong in Purple Vol 08 (strategy) and Pink Vol 03 (multipliers).


POSTURE NOTE: Green Volume 09 presents asset and equity facts only. Settlement strategy, collection posture, and leverage deployment live in Purple Vol 08. Green provides the factual foundation for asset recovery without advocacy framing.

Cross-References: - Loan universe: Grey B001 (ACRIS Spine) - Asset mapping: Grey C002 (Collateral Map) - Lien priority: Green C001 (NY RPL, CPLR Article 52) - Strategy: Purple Vol 08 (Settlement Posture)


1. CRITICAL: Two-Tier Valuation Framework

1.1 Valuation Methodology Note

Per Green B001 v1.2, this document presents two tiers of recovery capacity:

Tier B001 Basis Property Value Equity D001 Status
Tier A ACRIS/LTV inference $18M-$32M $13.9M-$27.9M Documented FLOOR
Tier B Comparable sales (Lots 1+72) $44.49M-$57.07M $40.39M-$52.97M Estimated market

Why Two Tiers?

The original ACRIS-based methodology (Tier A) used mortgage amounts to infer property value via assumed LTV ratios (65-80%). This systematically understates value for conservatively-financed properties. A $4.1M mortgage on a $50M building is only 8% LTV - the loan amount provides no meaningful signal about actual value.

Tier B uses verified building area and recent comparable sales to estimate market value. As of B001 v1.2, Tier B is split into two components: - Tier B-1 (Lot 1): 112,105 sq ft mixed-use at $391-$501/SF - Tier B-2 (Lot 72): 2,214 sq ft warehouse valued via land-value approach at $300-$400/SF

Both tiers are presented below. Tier A recovery bands are documented minimum floors. Tier B recovery bands reflect likely market-based capacity. Independent appraisal is REQUIRED before litigation deployment.


2. Input Summary

D001 draws from two preceding Green tabs:

2.1 Tier 1: Block 2512 Equity (from B001 v1.2)

Collateral Definition: Block 2512 = Lots 1 & 72, both encumbered by mortgage L-2024-02 ($4.1M)

Tier A (ACRIS Floor):

Scenario Property Value Less Mortgage Gross Equity
Conservative $18M $4.1M $13.9M
Moderate $25M $4.1M $20.9M
Optimistic $32M $4.1M $27.9M

Methodology: LTV inference implicitly covers entire collateral package

Tier B (Comp-Based Estimate - Lots 1 + 72):

Component Low Mid High
Lot 1 (230 Franklin) - 112,105 sf @ $391-$501/sf $43.83M $46.08M $56.18M
Lot 72 (117 Green) - 2,214 sf @ $300-$400/sf land $0.66M $0.77M $0.89M
Total Property Value $44.49M $46.85M $57.07M
Less: Mortgage ($4.1M) ($4.1M) ($4.1M)
Gross Equity $40.39M $42.75M $52.97M

Current Senior Position: Customers Bank (L-2024-02, $4,100,000 principal)

Lot 72 Sensitivity Note: Lot 72 represents ~1.5% of total Tier B value. The overall capacity bands are not materially sensitive to Lot 72 valuation estimates.

2.2 Tier 2: Mortgage Receivables (from B002)

Property Borough Principal Status Flag
Block 889, Lot 83 Queens $80,000 Likely outstanding
Block 16040, Lot 6 Queens $216,000 Likely outstanding
Block 2887 (Cruger Ave) Bronx $350,000 Status unknown
Block 9778, Lot 134 Queens $330,000 Status unknown
Total Nominal $976,000

Collection Uncertainty: Two receivables flagged as "likely outstanding" (Queens 889, 16040); two flagged as "status unknown" (Bronx 2887, Queens 9778). Haircuts in Section 3 account for verification risk and collection probability.

2.3 Tier 3: Business/UCC Assets (from B002)

Category Description Estimated Range
Equipment & Fixtures Office/operational equipment at Brooklyn HQ $100K - $300K
Inventory / Goods Business stock and materials $50K - $200K
Additional Receivables Trade receivables beyond $976K portfolio $50K - $100K
Total Tier 3 Estimate $200K - $600K

Estimation Basis: UCC filing history (1992-2024) documents equipment and inventory pledged as collateral. Ranges reflect typical business asset recovery rates for operating companies.


3. Haircut Methodology

Collection capacity is not equal to gross asset value. This section documents the discount factors applied to convert nominal values into realistic recovery estimates.

3.1 Tier 1 Haircuts (Real Estate)

Factor Conservative Moderate Optimistic
Foreclosure discount 15% 10% 5%
Transaction costs (legal, broker, title) 8% 6% 4%
Time value / delay 7% 4% 1%
Combined Haircut 30% 20% 10%

Rationale: - Conservative (30%): Assumes contested foreclosure, extended timeline, distressed sale conditions - Moderate (20%): Assumes standard foreclosure process, normal market conditions - Optimistic (10%): Assumes cooperative sale, favorable market, minimal delays

3.2 Tier 2 Haircuts (Receivables)

Factor Conservative Moderate Optimistic
Status verification discount 20% 10% 5%
Collection probability 20% 15% 5%
Legal/garnishment costs 10% 5% 0%
Combined Haircut 50% 30% 10%

Rationale: - Two of four receivables have unknown status (may be satisfied, assigned, or impaired) - Collection requires legal process (garnishment, assignment order) - Borrower solvency and cooperation affect actual recovery

3.3 Tier 3 Haircuts (Business/UCC Assets)

Factor Conservative Moderate Optimistic
Valuation uncertainty 25% 15% 5%
Liquidation discount 30% 20% 10%
Priority/competing claims 10% 5% 0%
Combined Haircut 65% 40% 15%

Rationale: - No independent appraisal of equipment/inventory - Business assets typically liquidate at fraction of book value - May be subject to prior security interests or operational necessity claims


4. Recovery Band Calculation

4.1 TIER A: Recovery Bands (ACRIS-Derived Floor)

Gross Asset Values:

Tier Asset Class Low Value Mid Value High Value
1 Block 2512 Equity $13.9M $20.9M $27.9M
2 Mortgage Receivables $976K $976K $976K
3 Business/UCC Assets $200K $400K $600K
Gross Total $15.08M $22.28M $29.48M

Haircut Application:

Conservative Scenario:

Tier Gross Value Haircut Net Value
1 $13.9M 30% $9.73M
2 $976K 50% $488K
3 $200K 65% $70K
Total $15.08M $10.29M

Moderate Scenario:

Tier Gross Value Haircut Net Value
1 $20.9M 20% $16.72M
2 $976K 30% $683K
3 $400K 40% $240K
Total $22.28M $17.64M

Optimistic Scenario:

Tier Gross Value Haircut Net Value
1 $27.9M 10% $25.11M
2 $976K 10% $878K
3 $600K 15% $510K
Total $29.48M $26.50M

Tier A Recovery Summary (DOCUMENTED FLOOR):

Scenario Tier 1 Net Tier 2 Net Tier 3 Net Total Capacity Status
Conservative $9.73M $0.49M $0.07M $10.29M FLOOR
Moderate $16.72M $0.68M $0.24M $17.64M FLOOR
Optimistic $25.11M $0.88M $0.51M $26.50M FLOOR

4.2 TIER B: Recovery Bands (Comp-Based Estimate - Lots 1 + 72)

Gross Asset Values:

Tier Asset Class Low Value Mid Value High Value
1 Block 2512 Equity (Lots 1+72) $40.39M $42.75M $52.97M
2 Mortgage Receivables $976K $976K $976K
3 Business/UCC Assets $200K $400K $600K
Gross Total $41.57M $44.13M $54.55M

Tier 1 Breakdown (Block 2512):

Component Low Mid High
Lot 1 equity (230 Franklin) $39.73M $41.98M $52.08M
Lot 72 equity (117 Green) $0.66M $0.77M $0.89M
Total Tier 1 $40.39M $42.75M $52.97M

Haircut Application:

Conservative Scenario:

Tier Gross Value Haircut Net Value
1 $40.39M 30% $28.27M
2 $976K 50% $488K
3 $200K 65% $70K
Total $41.57M $28.83M

Moderate Scenario:

Tier Gross Value Haircut Net Value
1 $42.75M 20% $34.20M
2 $976K 30% $683K
3 $400K 40% $240K
Total $44.13M $35.12M

Optimistic Scenario:

Tier Gross Value Haircut Net Value
1 $52.97M 10% $47.67M
2 $976K 10% $878K
3 $600K 15% $510K
Total $54.55M $49.06M

Tier B Recovery Summary (ESTIMATED MARKET):

Scenario Tier 1 Net Tier 2 Net Tier 3 Net Total Capacity Status
Conservative $28.27M $0.49M $0.07M $28.83M Estimated
Moderate $34.20M $0.68M $0.24M $35.12M Estimated
Optimistic $47.67M $0.88M $0.51M $49.06M Estimated

4.3 Combined Recovery Summary

Tier Scenario Total Capacity Status
A (ACRIS Floor) Conservative $10.29M Documented minimum
A (ACRIS Floor) Moderate $17.64M Documented minimum
A (ACRIS Floor) Optimistic $26.50M Documented minimum
B (Comp-Based) Conservative $28.83M Pending appraisal
B (Comp-Based) Moderate $35.12M Pending appraisal
B (Comp-Based) Optimistic $49.06M Pending appraisal

Key Interpretation: - Tier A ($10.3M - $26.5M): Documented minimum floor. Actual capacity is almost certainly higher. - Tier B ($28.8M - $49.1M): Estimated market capacity based on comparable sales. Requires independent appraisal for litigation use. - Tier 1 dominance: Block 2512 real estate represents 96-97% of total capacity across all scenarios. - Lot 72 contribution: ~1.5% of Tier B total; overall bands not materially sensitive to Lot 72 estimates.


5. Constraints & Limitations

5.1 Priority Constraints (See C001)

Recovery bands assume judgment creditor can access these assets. Actual recovery depends on:

  • Lien priority position (senior mortgages satisfied first)
  • Municipal lien priority (NYC tax liens, OATH remediation liens)
  • Judgment lien recording date relative to other claims
  • Homestead or other exemption claims (unlikely for commercial property)

Green C001 documents the applicable priority rules under NY RPL and CPLR Article 52.

5.2 Verification Requirements

Before relying on these bands, counsel should verify:

Item Current Status Verification Needed Priority
Property valuation Tier A documented; Tier B estimated Independent appraisal CRITICAL
Block 2512 mortgage balance L-2024-02: $4.1M (per ACRIS) Updated payoff statement High
Lot 72 characteristics Land-value estimate Site inspection Medium
Receivables status 2/4 unknown Updated ACRIS pulls Medium
UCC asset values Estimated Physical inventory/appraisal Low

5.3 Lot 72 Sensitivity

Lot 72 (117 Green Street) represents approximately 1.5% of total Tier B value. Because this is a small fraction of total capacity: - Even a 30-40% estimation error in Lot 72 valuation has minimal impact on total recovery bands - The two-component Tier B structure provides transparency without material sensitivity to warehouse valuation assumptions

5.4 What D001 Does NOT Provide

Topic Location
Settlement targets or demand amounts Purple Vol 08
Enforcement sequence recommendations Purple Vol 08
Multiplier calculations (punitive, treble) Pink Vol 03
Damages computation (Blue/Red/Brown totals) Respective volumes
Criminal exposure leverage Grey Vol 11

6. Cross-Volume Integration

6.1 How Other Volumes Use D001

Volume Usage
Purple Vol 08 D001 provides ceiling for settlement posture modeling
Pink Vol 03 D001 capacity bands inform whether punitive awards are collectible
Grey Vol 11 D001 shows what assets secure the loan stack analyzed in Grey
Brown Vol 04 D001 confirms capacity to satisfy rent restitution claims

6.2 H-Series Integration (Purple Vol 08)

Per Purple Binder Control v1.7, H-Series documents cite D001 as the authoritative source for recovery capacity:

  • H000: References D001 for capacity framework
  • H001: Uses D001 Tier 1 (Block 2512) bands for collection sequence planning
  • H002: Uses D001 Tier 2/3 bands for receivables and UCC attachment strategy

Guardrail: H-Series cites D001 exactly; it does not recompute or modify capacity figures.

Note: H-Series v1.1 cites Tier A (ACRIS floor) values, which are unchanged in D001 v1.2. H-Series refresh is not required unless Tier B numbers are incorporated into enforcement planning.

6.3 Explicit Pointer to Strategy

How these recovery bands are used for settlement posture, enforcement sequence, or leverage deployment is addressed in Purple Vol 08.

Green Vol 09 documents what exists. Purple Vol 08 addresses what to do about it.


7. Sensitivity Analysis

7.1 Tier 1 Dominance

Because Tier 1 (Block 2512) represents 96-97% of recovery capacity, the primary sensitivity is to:

  • Property valuation: The difference between Tier A and Tier B is entirely driven by property value methodology
  • Mortgage balance: Each $1M reduction in senior debt increases equity dollar-for-dollar
  • Haircut assumptions: A 10-point change in Tier 1 haircut shifts total capacity by $4.0M - $5.3M depending on scenario

7.2 Tier A vs Tier B Impact

Metric Tier A Tier B Difference
Conservative capacity $10.29M $28.83M +$18.5M (+180%)
Moderate capacity $17.64M $35.12M +$17.5M (+99%)
Optimistic capacity $26.50M $49.06M +$22.6M (+85%)

Interpretation: If Tier B property values are accurate (pending appraisal), actual collection capacity is approximately 2-3x higher than Tier A floors suggest.

7.3 Tier 2/3 Materiality

Tier 2 and Tier 3 together contribute only $0.5M - $1.4M across scenarios. Changes to receivables status or UCC asset values have limited impact on total recovery capacity.

7.4 Lot 72 Materiality

Lot 72 contributes $0.46M - $0.80M net (after haircuts) to Tier B capacity: - Conservative: $0.66M × 0.70 = $0.46M - Moderate: $0.77M × 0.80 = $0.62M - Optimistic: $0.89M × 0.90 = $0.80M

This is approximately 1.5-1.6% of total Tier B recovery. The two-part Tier B structure documents Lot 72 properly without creating material sensitivity to warehouse valuation assumptions.


8. Guardrails Recap

For D001:

  • Two-tier capacity bands - Tier A (documented floor) and Tier B (estimated market)
  • Tier B split into Lot 1 + Lot 72 - Separate methodologies for mixed-use vs warehouse
  • No settlement targets - "What to demand" lives in Purple
  • No multipliers - Punitive ratios live in Pink; D001 uses only documented/estimated asset values
  • No strategy recommendations - "What to do" belongs in Purple
  • No criminal/fraud framing - Exposure analysis lives in Grey/Red-OATH
  • Source-bracketed - Every input traceable to B001 v1.2, B002, or underlying ACRIS/UCC records
  • Explicit pointer to Purple for strategy
  • Independent appraisal REQUIRED - Tier B bands require verification before litigation use
  • Lot 72 sensitivity noted - ~1.5% of Tier B; not materially sensitive

END — Green Tab D001 - Recovery Band Calculation v1.3