| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | AUTO | | | SMAT 2011-4US (USD 364m) | Macquarie Group Ltd | | USOA | Nov 10, 2011 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S3S | BBV | 12.000 | 4.41 | Rss | - | UUU | - | - | - | - | Bifcb | Yrylc | - | - | 110 | 1.81% | 1.830% | 42.69598 | | V4V | CPJ | 39.000 | 5.60 | Zdd | - | ZZZ | - | - | - | - | Bugcl | Uujfb | - | - | 135 | 2.28% | 2.290% | 36.98518 | | N2N | OJG | 98.000 | 5.86 | Ojj | - | VVV | - | - | - | - | Cimsn | OUZZ | - | - | 90 | 1.54% | 1.550% | 98.75810 | | W2K | AHM | 134.000 | 4.61 | Inn | - | VVV | - | - | - | - | Ypoujwdl | 1fH | - | - | 90 | 1rS+90 | - | 822.00000 | | I4B | EHJ | 65.000 | 2.67 | Vxx | - | NNN | - | - | - | - | Ektuwtwp | 1aH | - | - | 135 | 1rA+135 | - | 829.00000 | | Y1 | GAR | 675.000 | 7.52 | U-1 | - | X1+ | - | - | - | - | Wslzmxyp | 1iW | - | - | - | T+0 | - | 489.00000 |
Tranche Comments Y1: Registration: 144A Wggd;
N2N: Registration: 144I Ipqb;
W2K: Registration: 144J Fmtt;
S3S: Registration: 144R Ozvf;
V4V: Registration: 144E Awea;
I4B: Registration: 144R Zbgq; |
|
