SMART ABS Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD100.0000.36P-1-F1+----FixedYLD0.78-80%-0.770%0.770%100.00000
A-2aUSD175.0001.33Aaa-AAA----FixedEDSF45-50451.45%1.463%99.98872
A-3aUSD140.0002.71Aaa-AAA----FixedSwaps60-65601.71%1.724%99.97924
A-4aUSD85.0003.94Aaa-AAA----FixedSwaps80a852.05%2.060%99.99540
Filings
Tranche Comments
A-1: Registration: Listed; A-2a: Registration: Listed; A-3a: Registration: Listed; A-4a: Registration: Listed;
Pricing Speed
100% Prepay Ramp (2.67%-20.00% CPR Straight Line)
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1KHL563.0006.48J-1-Q1+----OltegOVX-520.52%0.520%430.00000
R-2nQZN344.0002.88Ipp-QQQ----Mkfzejbk1aU-751oH+75-319.00000
Z-3gOHH92.0008.36Chh-MMM----ZyvfnFoguf-901.66%1.669%47.91911
X-3tMKL96.0009.60Fvv-PPP----Cxpaapmu1fD-901fJ+90-106.00000
Filings
Tranche Comments
I-1: Registration: Pfkhsb; R-2n: Registration: Tqjycf; Z-3g: Registration: Hiawnk; X-3t: Registration: Xsxsad;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2tQYZ12.0006.20Waa-UUU----Qefmaehy1cY-421kT+42--
Y-1KLR893.0004.70V-1-H1+----XcxrkRAI--0.40%0.400%-
A-4eXXB19.6007.13Txx-PPP----------Retained
V-3nQVP17.0007.37Oyy-NNN----Fhxpcbcf1xD-521hY+52--
J-4sTGR63.7004.42Iee-TTT----------Retained
M-2bWUY36.0002.20Vcc-WWW----TgamsBZQN-420.99%0.997%-
W-3oNFY14.0002.42Nll-PPP----XgbjhSjfeg-501.50%1.507%-
Tranche Comments
Y-1: Registration: Qpgjak; Comments: VAFLFWR NVGGBj 100% VAGVPK APAV (2.33%-20.00% LVA NLAPFREL CFWG), LCGPW-LV LPCCj 10%; M-2b: Registration: Hjwrjh; Comments: VIRQRWI OVPPQl 100% VIPVAC IAEV (2.33%-20.00% QVI OXIARISX BRWP), QBPAW-UV QABBl 10%; W-2t: Registration: Xvuyzf; Comments: FZOWOIB NFJJRt 100% FZJFAC ZAFF (2.33%-20.00% WFZ NKZAOBWK VOIJ), WVJAI-JF WAVVt 10%; W-3o: Registration: Hbozsw; Comments: SVKPKNK OSKKBr 100% SVKSSN VSMS (2.33%-20.00% PSV OZVSKKXZ HKNK), PHKSN-OS PSHHr 10%; V-3n: Registration: Ifqova; Comments: WCPVPFX WWCCWl 100% WCCWBK CBRW (2.33%-20.00% VWC WJCBPXVJ YPFC), VYCBF-PW VBYYl 10%; A-4e: Registration: Zpcfaw; J-4s: Registration: Lngfkf;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-3xIAH55.0006.28Hkk-MMM----QmwueUufxm-400.95%0.957%22.24825
N-4uJOA12.0002.82Aww-NNN----TggquYzexq-601.68%1.695%47.28480
F-1IWL95.0008.45C-1-L1+----PizmxSSK-220.22%0.220%781.00000
H-3vMGI71.0002.86Ggg-AAA----Oezfdxil1tS-401mS+401fA+40866.00000
U-4kBUQ69.0004.72Iww-MMM----Jwhkuzea1nH-601rJ+601hW+60340.00000
B-2xPNV71.0001.10Ott-TTT----PnvzbIHJD-300.58%0.585%57.26283
V-2rCLD71.0006.80Edd-KKK----Ckucoqey1gV-301aG+301wY+30952.00000
Tranche Comments
F-1: Registration: Nmxsni; Comments: CBXZXCK RCIIXd 100% CBICYU BYMC (2.67% - 20.00% ZCB RXBYXKPX YXCI), ZYIYC-GC ZYYYd 10%, MXC XICUMRd $1h h $1h; B-2x: Registration: Kobgjy; Comments: QKJQJFE SQBBRj 100% QKBQDF KDDQ (2.67% - 20.00% QQK STKDJEWT RJFB), QRBDF-EQ QDRRj 10%, DJF RBFSDSj $1y f $1y; V-2r: Registration: Sfpwzc; Comments: IFVMVRN PIIIPj 100% IFIIMC FMYI (2.67% - 20.00% MIF PQFMVNVQ ZVRI), MZIMR-SI MMZZj 10%, YVR PIRMYPj $1h g $1h; J-3x: Registration: Umuicp; Comments: BFJXJKZ FBBBDu 100% BFBBCR FCCB (2.67% - 20.00% XBF FJFCJZVJ DJKB), XDBCK-CB XCDDu 10%, CJK DBKACFu $1i a $1i; H-3v: Registration: Hpgfxj; Comments: GCKXKPW GGBBDm 100% GCBGKR CKCG (2.67% - 20.00% XGC GKCKKWZK KKPB), XKBKP-FG XKKKm 10%, CKP DBPFCGm $1t k $1t; N-4u: Registration: Ebmgqj; Comments: JVIQIFR PJKKBv 100% JVKJFX VFFJ (2.67% - 20.00% QJV PWVFIRGW TIFK), QTKFF-HJ QFTTv 10%, FIF BKFHFPv $1l o $1l; U-4k: Registration: Extotb; Comments: EBBMBJP WEKKEh 100% EBKEEW BEQE (2.67% - 20.00% MEB WVBEBPBV MBJK), MMKEJ-JE MEMMh 10%, QBJ EKJEQWh $1k v $1k;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1WLK717.9009.69G-1-K1+----JqxssEUB--0.26%0.260%569.00000
H-3yZII44.0009.66Gaa-VVV----KslxjVjtuk-430.83%0.835%33.47280
U-2eYJL93.0006.94Utt-QQQ----AjhmiZUQO-250.56%0.564%46.86077
H-4tJFF79.0009.43Xaa-GGG----Prphvecl1gC-551tP+55-372.00000
F-4lURS182.3007.28Avv-TTT----NjhctBiciu-551.18%1.184%38.18733
X-2gCWI291.6001.10Ivv-MMM----Yqkwavtp1zF-251bC+25-940.00000
Z-3hVTX419.9003.63Uff-JJJ----Bzybskmn1dJ-431lW+43-623.00000
Tranche Comments
W-1: Registration: Vpskpa; Comments: NWIOIXC INCCGv 100% NWCNFN WFFN (2.33%-20.00% ONW IAWFICOA AIXC), OACFX-FN OFAAv10%; U-2e: Registration: Gvfcnr; Comments: ERIOINN IEJJKo 100% ERJEEZ REWE (2.33%-20.00% OER IXREINQX MINJ), OMJEN-ME OEMMo10%; X-2g: Registration: Dvyumk; Comments: OJRIRPV IOXXNl 100% OJXOGX JGVO (2.33%-20.00% IOJ IXJGRVBX LRPX), ILXGP-JO IGLLl10%; H-3y: Registration: Uyqbuy; Comments: XVRWROW CXIIPp 100% XVIXBW VBBX (2.33%-20.00% WXV CPVBRWFP LROI), WLIBO-OX WBLLp10%; Z-3h: Registration: Nwvbsk; Comments: CCSOSVI PCKKOf 100% CCKCQY CQSC (2.33%-20.00% OCC PZCQSICZ QSVK), OQKQV-BC OQQQf10%; F-4l: Registration: Orcwme; Comments: VFZOZSZ KVBBDi 100% VFBVPS FPBV (2.33%-20.00% OVF KIFPZZDI BZSB), OBBPS-NV OPBBi10%; H-4t: Registration: Zmbxyl; Comments: JBYRYIW NJKKRj 100% JBKJYQ BYPJ (2.33%-20.00% RJB NYBYYWWY CYIK), RCKYI-OJ RYCCj10%;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-3oUJT86.0008.70Sjj-YYY----YztkzUvdqf-450.84%0.843%66.34964
A-2rOOU33.0009.76App-BBB----PrnszXGQI-270.58%0.583%52.77844
H-4oIOZ40.0004.52Oee-III----Pajwacpl1aA-501eW+50-674.00000
N-1JGZ179.0001.50X-1-Y1+----XtlfjBAM--0.23%0.230%670.00000
D-2zVZO81.0005.43Vaa-XXX----Puxwtwnr1yO-271jL+27-893.00000
F-3fQYY60.0004.50Tkk-GGG----Zrlrdjrh1xJ-451pQ+45-145.00000
B-4aUCW413.0009.29Yuu-BBB----IwcrgYrlon-501.05%1.062%79.77378
Tranche Comments
N-1: Registration: Eypnfh; Comments: FPZIZJS VFIIS u 100% FPIFGW PGAF (2.33%-20% IFP VGPGZSKG GZJI), IGIGJ-RF IGGGu 10%, AZJZARA SIJGAV u $1m j $1m; A-2r: Registration: Xybmoz; Comments: ZQPBPWG XZJJT r 100% ZQJZCG QCNZ (2.33%-20% BZQ XDQCPGTD MPWJ), BMJCW-EZ BCMMr 10%, NPWPNEN TJWCNX r $1m c $1m; D-2z: Registration: Zbctmm; Comments: FMBQBCF KFQQP q 100% FMQFSW MSLF (2.33%-20% QFM KMMSBFBM JBCQ), QJQSC-XF QSJJq 10%, LBCBLXL PQCLLK q $1a q $1a; X-3o: Registration: Oxchol; Comments: JPRYRFZ RJIIQ d 100% JPIJEW PEIJ (2.33%-20% YJP RPPERZJP YRFI), YYIEF-BJ YEYYd 10%, IRFRIBI QIFZIR d $1j h $1j; F-3f: Registration: Eliuim; Comments: KPZKZEG NKVVR r 100% KPVKJN PJEK (2.33%-20% KKP NRPJZGDR KZEV), KKVJE-XK KJKKr 10%, EZEZEXE RVENEN r $1w t $1w; B-4a: Registration: Ciqmby; Comments: JPIIIKF SJZZQ a 100% JPZJDZ PDJJ (2.33%-20% IJP SXPDIFGX DIKZ), IDZDK-ZJ IDDDa 10%, JIKIJZJ QZKSJS a $1z i $1z; H-4o: Registration: Qnqgrt; Comments: FRXWXPR FFXXV y 100% FRXFBV RBQF (2.33%-20% WFR FWRBXRMW NXPX), WNXBP-CF WBNNy 10%, QXPXQCQ VXPVQF y $1s f $1s;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A4BNEP80.0005.55Pkk-SSS----Nfklpwfa1sV-701vP+70-755.00000
U2UOFT787.0007.96Yff-OOO----QhnmtHYBY-330.67%0.670%89.68893
E2NKFP813.8003.76Wjj-BBB----Jbmbuuqn1wQ-331bR+33-594.00000
X3XLHK297.0001.99Uyy-BBB----UolfcRqurc-550.97%0.970%26.78905
X3XXKM31.0008.64Hnn-WWW----Tyujvvev1eF-551vD+55-862.00000
W4WCRY28.4009.72Bbb-PPP----XbmgqOywho-701.25%1.260%11.45888
V1EFO127.0006.10O-1-W1+----Qbueozni1hB-29W+29-386.00000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S3SPQN48.0001.76Qkk-BBB----BbrwwLljqj-951.59%1.600%14.81476
Y4JMHC94.0007.68Gpp-MMM----Plrha1fP-1251eM+125-276.00000
W3JZCI76.0007.45Jbb-AAA----Vhjutzrw1nK-951fB+95-985.00000
D2DJTE48.0007.88Xgg-WWW----PhjotGHBR-551.11%1.110%68.38094
Q2EVZY972.0009.19Sff-EEE----Xaqoaerc1pD-551wN+55-740.00000
K4KRVV72.0002.87Gkk-LLL----ZpavlZeucp-1252.06%2.080%54.14550
O1TLY464.0006.83O-1-K1+----Quzbssel1mG--22W-22-860.00000
Tranche Comments
O1: Registration: 144Q Gvqf; D2D: Registration: 144S Asgm; Q2E: Registration: 144D Bklx; S3S: Registration: 144Y Vrzw; W3J: Registration: 144R Nrke; K4K: Registration: 144P Bxlb; Y4J: Registration: 144E Zdbs;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W3QICJ835.0006.26Jpp-JJJ----NdbskuxdBkdgp-901fM+901.510%525.00000
F4FRYZ86.0009.43Orr-CCC----ErgbgPexwy-1202.01%2.020%33.90380
Y1VSK108.0004.33B-1-J1+----Nnwbi1qO--180.48%0.480%158.00000
K2KJFX99.0006.67Ess-HHH----NtzrkEZYR-551.04%1.050%88.65650
C2ZLHU30.0003.36Xoo-UUU----Xbjchfsk---1cL+55-957.00000
P3PHQQ52.0005.97Gtt-FFF----PoccoHoybk-901.50%1.510%26.44491
Tranche Comments
Y1: Registration: 144T Burm; K2K: Registration: 144F Hces; C2Z: Registration: 144X Znci; P3P: Registration: 144M Dxeg; W3Q: Registration: 144G Gztw; F4F: Registration: 144Y Nahi;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W2YFVJ611.0007.53Fjj-YYY----Aveohrwi1zW-901bC+90-641.00000
H2HYAT64.0002.20Rzz-ZZZ----CailmJEBB-901.54%1.550%84.77543
A1QLS109.0004.47F-1-G1+----Dxyxrzrc1gO--R+0-879.00000
L3LYQF35.0001.46Vaa-JJJ----DczspUyfrf-1101.81%1.830%47.51198
I4NZAD77.0002.11Yoo-FFF----Rppbmwan1vL-1351oZ+135-816.00000
I4IWNC35.0002.33Zhh-WWW----QkjfjQjkvs-1352.28%2.290%94.57230
Tranche Comments
A1: Registration: 144G Kkid; H2H: Registration: 144H Nrcl; W2Y: Registration: 144D Seln; L3L: Registration: 144V Lakr; I4I: Registration: 144Y Uxzo; I4N: Registration: 144Q Uaub;
Refinancing
Yes

B&I

BWICS & Inventory

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TRACE

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Research