hard · Debt Capital Markets

A CLO equity investor's return is primarily derived from which component of the structure?

  1. The management fees paid by the loan originators.
  2. The principal recoveries from defaulted loans in the collateral pool.
  3. A fixed coupon that ranks senior to the Class A debt tranche.
  4. The excess spread between the loan portfolio's interest income and the cost of the rated debt tranches.

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