medium · Asset-Backed Securities

An Auto ABS waterfall has two priorities for principal: 'First-Priority' and 'Second-Priority'.

What is the typical purpose of 'First-Priority' principal in a senior-sub structure?

  1. To fund the residual holder's monthly dividend before any bond principal is paid.
  2. To pay principal to the senior tranches to the extent that the bond balance exceeds the pool balance (i.e., protecting against an under-collateralized state).
  3. To pay the servicer for any unreimbursed advances made in prior periods.
  4. To pay principal to the most junior tranche to ensure it remains outstanding for the duration of the deal.

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