medium · Asset-Backed Securities

In a CLO, what is the 'Reinvestment Period'?

  1. The phase where all excess spread is 'reinvested' into a reserve account until it reaches 5% of the deal size.
  2. A period (typically 4-5 years) during which the manager can use principal proceeds from loan repayments to buy new loans for the portfolio.
  3. The time at the beginning of the deal where the manager must find all the initial loans to fill the trust.
  4. A window after the deal matures where bondholders can choose to reinvest their par return back into a new deal from the same sponsor.

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