easy · Asset-Backed Securities

A Collateralized Loan Obligation (CLO) manager is currently in the 'Reinvestment Period'.

If a leveraged loan in the portfolio is prepaid at par, what is the manager most likely to do with that cash?

  1. Purchase a new leveraged loan that meets the transaction's eligibility criteria and concentration limits.
  2. Invest the cash in Treasury bills and hold them until the final maturity of the CLO bonds.
  3. Distribute cash immediately to the Class A-1 notes to pay down overall structural leverage.
  4. Pay out the cash as a discretionary 'Incentive Fee' owed to the manager for keeping the loan portfolio steady.

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