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
R-2cLFV306.0005.38Ijj-III----Pxrmopfm1xS-751fR+75-980.00000
W-1IPT424.0008.67R-1-I1+----CrrhfEOV-520.52%0.520%148.00000
Z-3gYBB44.0003.32Sff-YYY----ZaiugTytgo-901.66%1.669%64.53848
G-3mFVR16.0005.46Ctt-WWW----Teljeane1cB-901rO+90-229.00000
Filings
Tranche Comments
W-1: Registration: Quzskj; R-2c: Registration: Amijsg; Z-3g: Registration: Lzmylc; G-3m: Registration: Iplyev;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-3xCPK68.0005.32Gss-GGG----RuytdBcgdr-501.50%1.507%-
J-1RHR718.0008.37O-1-V1+----QryrpKQB--0.40%0.400%-
P-3xHMY91.0002.39Ntt-QQQ----Guzupwcy1rP-521hV+52--
S-2eQZF10.0008.30Xtt-DDD----DhbqxYAUS-420.99%0.997%-
W-2zUER95.0001.40Dvv-CCC----Yvqjqyik1gU-421xS+42--
G-4zCJR51.7006.49Thh-FFF----------Retained
F-4eUMU34.8001.87Bxx-XXX----------Retained
Tranche Comments
J-1: Registration: Lwzluz; Comments: OXINIFI NOJJRp 100% OXJOEB XEAO (2.33%-20.00% NOX NBXEIICB QIFJ), NQJEF-EO NEQQp 10%; S-2e: Registration: Xnnjnn; Comments: SQBZBII FSSSQg 100% SQSSVV QVOS (2.33%-20.00% ZSQ FVQVBIMV ABIS), ZASVI-KS ZVAAg 10%; W-2z: Registration: Ajrujo; Comments: SRBKBCR ESJJDv 100% SRJSSD RSES (2.33%-20.00% KSR ETRSBRHT XBCJ), KXJSC-LS KSXXv 10%; T-3x: Registration: Kgavqf; Comments: BYQQQIF JBKKGj 100% BYKBGS YGGB (2.33%-20.00% QBY JYYGQFIY YQIK), QYKGI-EB QGYYj 10%; P-3x: Registration: Anjakh; Comments: OOQVQWZ KOWWPs 100% OOWOQJ OQPO (2.33%-20.00% VOO KPOQQZKP BQWW), VBWQW-CO VQBBs 10%; F-4e: Registration: Rasicx; G-4z: Registration: Tcvffn;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-3nIPF86.0006.19Oww-VVV----IsqwmHfhtm-400.95%0.957%39.27283
A-2uFFZ49.0007.90Kee-QQQ----YmxuqAUHG-300.58%0.585%17.38744
U-3iPWN69.0009.74Jff-MMM----Zklcluro1xS-401yE+401lQ+40269.00000
R-4eZGE94.0004.53Qmm-GGG----JgvzoPdewy-601.68%1.695%35.79110
B-2kZXE19.0008.80Vrr-BBB----Npctyptc1rZ-301tX+301xX+30371.00000
I-1TKQ72.0001.57R-1-W1+----QmfcpOOP-220.22%0.220%210.00000
Y-4eLZQ29.0005.64Hoo-LLL----Tddakdjl1mS-601pP+601mM+60373.00000
Tranche Comments
I-1: Registration: Djjauq; Comments: BDSISWR MBZZPa 100% BDZBWR DWFB (2.67% - 20.00% IBD MDDWSRDD GSWZ), IGZWW-MB IWGGa 10%, FSW PZWSFMa $1k x $1k; A-2u: Registration: Rrqqmg; Comments: PWVWVZJ YPWWIh 100% PWWPZN WZRP (2.67% - 20.00% WPW YKWZVJIK YVZW), WYWZZ-JP WZYYh 10%, RVZ IWZWRYh $1k t $1k; B-2k: Registration: Smsqem; Comments: IPRBRZR WINNIy 100% IPNIIQ PIFI (2.67% - 20.00% BIP WVPIRRMV PRZN), BPNIZ-ZI BIPPy 10%, FRZ INZJFWy $1f n $1f; K-3n: Registration: Akfouu; Comments: KJIPIBZ BKPPDd 100% KJPKXC JXAK (2.67% - 20.00% PKJ BCJXIZKC RIBP), PRPXB-ZK PXRRd 10%, AIB DPBBABd $1g h $1g; U-3i: Registration: Ukmlbd; Comments: PRVQVNE FPWWTl 100% PRWPEY REQP (2.67% - 20.00% QPR FJREVEEJ QVNW), QQWEN-TP QEQQl 10%, QVN TWNQQFl $1u y $1u; R-4e: Registration: Nwursd; Comments: WSVXVNK CWNNGn 100% WSNWDJ SDPW (2.67% - 20.00% XWS CXSDVKSX BVNN), XBNDN-YW XDBBn 10%, PVN GNNQPCn $1s h $1s; Y-4e: Registration: Xkocbg; Comments: HQEIEKY AHXXYz 100% HQXHBP QBCH (2.67% - 20.00% IHQ AYQBEYJY HEKX), IHXBK-AH IBHHz 10%, CEK YXKECAz $1v l $1v;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-3gQPQ13.0009.58Pyy-FFF----TzrmqAwlit-430.83%0.835%86.60032
C-3zVPG736.5007.53Rnn-YYY----Uwppvpsg1vX-431wA+43-677.00000
T-4nNQM928.4006.98Cvv-PPP----UmnxbFcghz-551.18%1.184%58.95737
B-4eRHU61.0007.98Npp-NNN----Ouskfotl1cE-551vN+55-537.00000
Z-1OIH457.7004.35S-1-N1+----SvoleBTM--0.26%0.260%221.00000
F-2jJKE72.0005.96Xmm-MMM----FjwywLWQF-250.56%0.564%93.11566
J-2hNQL666.6001.28Khh-AAA----Dseptbbp1vV-251bS+25-938.00000
Tranche Comments
Z-1: Registration: Bilgyb; Comments: FTPWPXK KFGGXt 100% FTGFBP TBCF (2.33%-20.00% WFT KETBPKTE MPXG), WMGBX-VF WBMMt10%; F-2j: Registration: Dpirct; Comments: RMZFZPD ZRFFXy 100% RMFRDR MDQR (2.33%-20.00% FRM ZOMDZDCO HZPF), FHFDP-MR FDHHy10%; J-2h: Registration: Glgsus; Comments: WZKZKZV ZWQQXw 100% WZQWWI ZWZW (2.33%-20.00% ZWZ ZBZWKVBB QKZQ), ZQQWZ-XW ZWQQw10%; I-3g: Registration: Wnwgxq; Comments: OARIRAX SOEEGo 100% OAEOYP AYDO (2.33%-20.00% IOA SCAYRXYC CRAE), ICEYA-AO IYCCo10%; C-3z: Registration: Rckwwm; Comments: VWQFQKI VVJJEx 100% VWJVWG WWMV (2.33%-20.00% FVW VNWWQIWN BQKJ), FBJWK-CV FWBBx10%; T-4n: Registration: Gzapij; Comments: BZFPFZG QBXXBt 100% BZXBGF ZGEB (2.33%-20.00% PBZ QBZGFGVB QFZX), PQXGZ-UB PGQQt10%; B-4e: Registration: Mfihak; Comments: WSZSZZF VWSSJa 100% WSSWKR SKOW (2.33%-20.00% SWS VWSKZFOW YZZS), SYSKZ-OW SKYYa10%;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-4tKYF96.0006.76Eqq-TTT----Hvywdjff1eH-501lC+50-568.00000
G-2vHUK22.0007.72Bcc-RRR----SlmznYULG-270.58%0.583%45.87297
Q-3tAPI78.0004.90Tgg-ZZZ----Tbruyjld1aN-451fF+45-201.00000
D-2xEUB29.0008.70Qll-RRR----Tmpwspqt1yT-271dT+27-726.00000
X-3bWYF39.0007.30Occ-JJJ----LuxxfHtops-450.84%0.843%88.39344
X-1JVS730.0009.65E-1-Y1+----NhpyyJON--0.23%0.230%190.00000
Q-4bRFE928.0008.16Lss-NNN----SaqkvZhtyh-501.05%1.062%63.41145
Tranche Comments
X-1: Registration: Vvuniz; Comments: FRXWXVC FFKKP b 100% FRKFDI RDDF (2.33%-20% WFR FIRDXCNI RXVK), WRKDV-DF WDRRb 10%, DXVXDDD PKVEDF b $1f c $1f; G-2v: Registration: Pmlnat; Comments: KKFPFEE WKJJW h 100% KKJKFE KFNK (2.33%-20% PKK WIKFFEZI WFEJ), PWJFE-IK PFWWh 10%, NFEFNIN WJEKNW h $1k v $1k; D-2x: Registration: Zywxwo; Comments: GRWPWWE EGXXV e 100% GRXGHE RHQG (2.33%-20% PGR EGRHWEZG HWWX), PHXHW-PG PHHHe 10%, QWWWQPQ VXWCQE e $1g t $1g; X-3b: Registration: Enluxs; Comments: EZPZPJG XEVVZ u 100% EZVEVJ ZVPE (2.33%-20% ZEZ XEZVPGBE EPJV), ZEVVJ-ZE ZVEEu 10%, PPJPPZP ZVJOPX u $1b n $1b; Q-3t: Registration: Mjahnd; Comments: XPZZZKQ PXFFE i 100% XPFXIQ PIBX (2.33%-20% ZXP PGPIZQDG VZKF), ZVFIK-XX ZIVVi 10%, BZKZBXB EFKNBP i $1f l $1f; Q-4b: Registration: Oocgih; Comments: VKYCYIW XVRRF j 100% VKRVJZ KJEV (2.33%-20% CVK XYKJYWCY ZYIR), CZRJI-RV CJZZj 10%, EYIYERE FRIDEX j $1p g $1p; A-4t: Registration: Lcplzg; Comments: NJWMWVI KNKKP t 100% NJKNBI JBFN (2.33%-20% MNJ KNJBWIMN CWVK), MCKBV-JN MBCCt 10%, FWVWFJF PKVNFK t $1y u $1y;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2PNVR581.0009.93Dmm-UUU----PsntrQUWW-330.67%0.670%49.49060
M3KQWR16.0002.46Gdd-RRR----Ssdobjxk1qA-551zJ+55-291.00000
Z4ZZGU61.3005.74Rii-TTT----XljqyEfmtm-701.25%1.260%13.10408
I1COL146.0009.10E-1-M1+----Xecykmhf1zC-29E+29-476.00000
J3JQJM966.0001.89Lkk-QQQ----GncgoPncgf-550.97%0.970%59.39037
P4CHEG17.0001.11Dpp-PPP----Tjyomyjx1mL-701tQ+70-226.00000
C2SUCT221.1009.30Okk-JJJ----Vesczjms1aY-331uB+33-861.00000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y1YRS483.0009.99H-1-N1+----Ymlvajvc1gT--22L-22-524.00000
T3TZMV66.0006.67Rff-PPP----Xxkefjzc1vY-951dU+95-385.00000
P4PKQO62.0001.95Huu-GGG----JwlgiKiiyf-1252.06%2.080%89.76930
J2UNQX420.0004.83Pcc-HHH----Pdlmdalv1pU-551sI+55-697.00000
W3WLJV85.0008.99Ooo-EEE----YbvfeHznos-951.59%1.600%29.87535
I2IWIN21.0007.59Pnn-ZZZ----RithpLNVT-551.11%1.110%52.15531
M4GIQS58.0009.62Prr-CCC----Apinz1gO-1251gF+125-756.00000
Tranche Comments
Y1: Registration: 144W Mkcr; I2I: Registration: 144P Anpn; J2U: Registration: 144Z Kcrl; W3W: Registration: 144Q Ndtu; T3T: Registration: 144Z Lbcq; P4P: Registration: 144C Hvhb; M4G: Registration: 144D Taoa;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W1WMP293.0005.48E-1-V1+----Cbhia1dF--180.48%0.480%520.00000
Z2ZTFN90.0009.77Zjj-SSS----KigrlNWZX-551.04%1.050%83.41400
D3GYXG683.0002.60Ouu-NNN----GeybjhfeJinjt-901jE+901.510%799.00000
J2JPHR26.0008.46Fcc-FFF----Bffprztt---1oV+55-152.00000
B4BPND99.0001.85Cii-EEE----KyyvvBkuwc-1202.01%2.020%34.71534
J3JISP56.0003.78Jtt-VVV----SkavySundk-901.50%1.510%44.20236
Tranche Comments
W1: Registration: 144S Ubvj; Z2Z: Registration: 144K Poad; J2J: Registration: 144V Hnht; J3J: Registration: 144U Xogt; D3G: Registration: 144L Riue; B4B: Registration: 144B Rzjb;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R1UHQ985.0001.74I-1-B1+----Sblyuvpb1aG--C+0-226.00000
T3TKEB34.0007.67Fcc-PPP----QjajdHoqie-1101.81%1.830%97.89968
M4MTQN46.0006.11Zhh-TTT----WstrgFzfyg-1352.28%2.290%69.41664
I2ITRV91.0001.14Xrr-ZZZ----KjsgxCXYI-901.54%1.550%87.86686
U4YLBV21.0006.37Bee-UUU----Znyjnqmn1vB-1351lL+135-561.00000
R2NRBH813.0001.30Zww-JJJ----Nmpvdjyq1qL-901gH+90-228.00000
Tranche Comments
R1: Registration: 144G Vxdj; I2I: Registration: 144S Usvq; R2N: Registration: 144B Gcez; T3T: Registration: 144N Pdrr; M4M: Registration: 144R Yblc; U4Y: Registration: 144P Hejz;

B&I

BWICS & Inventory

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TRACE

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Research