hard · Asset-Backed Securities

A revolving auto-loan ABS has a sequential structure with a Class A note (initial balance $850M) and Class B note ($150M), backed by a $1,000M pool. The deal includes a cash-trapping trigger: if the 3-month average annualized net loss rate exceeds 4.0%, all excess spread is diverted from the equity holder into a spread account until it reaches a 5% target. In month 18, the pool factor is 0.62, the 3-month average net loss rate just breached 4.0%, and excess spread for the month is $2.1M. A modeler computes the cash trapped this month by applying the 5% target to the original pool balance.

Why is this approach incorrect, and what is the correct trapped amount this month (assuming the spread account starts empty)?

  1. It is incorrect because the 5% target should size against the current outstanding pool balance ($620M), so the account caps at $31M and this month traps the full $2.1M of excess spread up to that cap.
  2. It is incorrect because triggers measure losses on the original balance, so the 5% target is fixed at $50M and the modeler should instead trap only the marginal excess above the 4.0% loss threshold, roughly $1.05M.
  3. It is incorrect because excess spread must first cover the Class B interest shortfall before any trapping, so $0 is trapped this month and the target is irrelevant until interest is current.
  4. It is correct as stated because spread-account targets in auto ABS are conventionally fixed at origination as a percentage of the initial pool, making the $50M cap and the full $2.1M trap this month both appropriate.

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