medium · Asset-Backed Securities

Class A-1 and Class A-2 are senior sequential tranches. Class A-1 has been paid down to $1M. This month, the pool generates $5M in total principal.

According to the sequential waterfall, how is this $5M distributed?

  1. 2.5M to Class A-1 and2.5M to Class A-2.
  2. 1M to Class A-1 and4M to the reserve account.
  3. 1M to Class A-1, then4M to Class A-2.
  4. $5M to Class A-2, as Class A-1 is now considered 'de minimis'.

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