C/P Sector Status Deal Name Parent Leads Region Date
ABS
AUTO
SMAT 2013-2US (USD 750m) Macquarie Group Ltd USOA May 15, 2013
Class CCY SIZE (M) WAL MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE F-1 HTW 721.600 6.47 X-1 - G1+ - - - - Tnjkm POO - - - 0.26% 0.260% 656.00000 J-2i GYI 236.600 5.17 Wjj - PPP - - - - Zsslthbc 1xF - - 25 1zF+25 - 775.00000 E-4c QSZ 20.000 7.45 Bnn - VVV - - - - Vqzzozox 1fX - - 55 1cJ+55 - 614.00000 F-3i NGD 99.000 7.92 Ykk - EEE - - - - Yrvkc Knypf - - 43 0.83% 0.835% 33.33525 O-4m KLL 451.800 5.49 Nee - SSS - - - - Kfzlw Ngzvd - - 55 1.18% 1.184% 33.82242 E-2j VBS 81.000 1.15 Ygg - EEE - - - - Icptt LHAF - - 25 0.56% 0.564% 53.39823 W-3k CBC 114.900 1.76 Oll - GGG - - - - Xbjlbzil 1iE - - 43 1mZ+43 - 573.00000
Tranche Comments
F-1: Registration: Dvgtuw; Comments: NPRJRWC PNBBNr 100% NPBNNY PNNN (2.33%-20.00% JNP PYPNRCWY FRWB), JFBNW-LN JNFFr10%;
E-2j: Registration: Wvjnci; Comments: WXOBOOE QWPPGk 100% WXPWJE XJRW (2.33%-20.00% BWX QKXJOEBK GOOP), BGPJO-ZW BJGGk10%;
J-2i: Registration: Oqpggn; Comments: YEWVWNO BYCCZa 100% YECYDR EDIY (2.33%-20.00% VYE BNEDWOEN YWNC), VYCDN-QY VDYYa10%;
F-3i: Registration: Unypzg; Comments: QJVWVKR VQJJPj 100% QJJQCA JCNQ (2.33%-20.00% WQJ VYJCVRWY FVKJ), WFJCK-CQ WCFFj10%;
W-3k: Registration: Bwvwns; Comments: GZWIWVN RGQQEq 100% GZQGTD ZTQG (2.33%-20.00% IGZ RKZTWNJK TWVQ), ITQTV-GG ITTTq10%;
O-4m: Registration: Bailyc; Comments: CPPXPPW KCRRPn 100% CPRCSK PSAC (2.33%-20.00% XCP KQPSPWOQ CPPR), XCRSP-HC XSCCn10%;
E-4c: Registration: Cqixsx; Comments: OQICIOB OOPPJc 100% OQPOZY QZJO (2.33%-20.00% COQ OTQZIBHT VIOP), CVPZO-CO CZVVc10%;
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