medium · Asset-Backed Securities

A prime auto loan trust has a 'Cleanup Call' feature at a 10% pool factor.

If the original pool was $1,200 million and the current balance is $115 million, can the servicer exercise the call?

  1. No, because the entire pool must amortize to zero before a call is exercised.
  2. Yes, because the current balance is below 10% of the original balance.
  3. No, because only ten percent of the current balance has been paid down.
  4. Yes, but only if rating agencies grant a credit upgrade first.

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