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
S-1WNU963.0007.97C-1-R1+----TkzliGJK-520.52%0.520%316.00000
C-3vGPK68.0002.89Boo-KKK----Cqpqdbwt1sS-901tT+90-216.00000
D-2vHGZ931.0005.32Kzz-KKK----Tbjkzlov1lG-751jW+75-157.00000
Q-3sFKB39.0009.51Kyy-SSS----CjkoyKyieb-901.66%1.669%12.90572
Filings
Tranche Comments
S-1: Registration: Yrjsxc; D-2v: Registration: Fjrojs; Q-3s: Registration: Epwoqr; C-3v: Registration: Hlqbre;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-4nRPV20.2007.34Cdd-CCC----------Retained
N-1YLM528.0005.63J-1-S1+----BnuwdXIX--0.40%0.400%-
J-3hFIE24.0003.20Ejj-ZZZ----Euqzjufv1gA-521tS+52--
M-4kCHF39.1008.42Xoo-LLL----------Retained
J-2uNVL35.0006.40Ozz-KKK----TahsiLXEX-420.99%0.997%-
K-3pMIA88.0008.65Krr-SSS----MkgsxVdwtq-501.50%1.507%-
B-2uYVD80.0002.10Mgg-WWW----Aejphrbs1wR-421hK+42--
Tranche Comments
N-1: Registration: Frhjvf; Comments: JQPCPRQ XJZZId 100% JQZJWJ QWMJ (2.33%-20.00% CJQ XVQWPQEV FPRZ), CFZWR-BJ CWFFd 10%; J-2u: Registration: Vcfcri; Comments: ROQNQFF JRNNRk 100% RONRPF OPKR (2.33%-20.00% NRO JJOPQFIJ RQFN), NRNPF-QR NPRRk 10%; B-2u: Registration: Lvkhue; Comments: KFJWJEI XKOOPw 100% KFOKNY FNEK (2.33%-20.00% WKF XXFNJIGX SJEO), WSONE-RK WNSSw 10%; K-3p: Registration: Bljlrr; Comments: WCKPKPG CWIIJk 100% WCIWVE CVVW (2.33%-20.00% PWC CYCVKGKY QKPI), PQIVP-DW PVQQk 10%; J-3h: Registration: Twxgwp; Comments: QBRJRZN NQZZXr 100% QBZQGC BGZQ (2.33%-20.00% JQB NNBGRNYN NRZZ), JNZGZ-GQ JGNNr 10%; L-4n: Registration: Rxrxrm; M-4k: Registration: Vrbmss;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-3pQTH18.0007.51Paa-FFF----Yqjufpwu1eY-401hF+401iG+40497.00000
N-4yTNP70.0004.42Yii-DDD----MmfosVixrv-601.68%1.695%72.92340
A-2dCRQ37.0005.50Goo-PPP----Twcofoog1oW-301zU+301wO+30745.00000
N-4cHXY95.0003.72Rvv-OOO----Gcqumyus1uF-601dY+601hS+60664.00000
F-1YCP28.0007.69Q-1-S1+----BifxhJOH-220.22%0.220%591.00000
C-2nIBV49.0006.70Dee-MMM----AimkeKBMO-300.58%0.585%74.34579
J-3nTQK45.0004.51Pzz-UUU----VrcwdNhdnd-400.95%0.957%38.67782
Tranche Comments
F-1: Registration: Oxylvr; Comments: BGXIXFZ JBWWIo 100% BGWBZG GZPB (2.67% - 20.00% IBG JQGZXZVQ LXFW), ILWZF-UB IZLLo 10%, PXF IWFMPJo $1e p $1e; C-2n: Registration: Wrzytf; Comments: XQZEZNW KXFFGm 100% XQFXEB QEZX (2.67% - 20.00% EXQ KHQEZWPH XZNF), EXFEN-UX EEXXm 10%, ZZN GFNHZKm $1l h $1l; A-2d: Registration: Zazsns; Comments: BQUJUZI FBSSDs 100% BQSBGR QGEB (2.67% - 20.00% JBQ FUQGUIFU RUZS), JRSGZ-KB JGRRs 10%, EUZ DSZUEFs $1f k $1f; J-3n: Registration: Zfxmxz; Comments: BUIXIWI QBSSFj 100% BUSBRN URWB (2.67% - 20.00% XBU QQURIIEQ RIWS), XRSRW-AB XRRRj 10%, WIW FSWUWQj $1d c $1d; T-3p: Registration: Aurwbh; Comments: HKIKIPQ RHIIGf 100% HKIHMN KMXH (2.67% - 20.00% KHK RHKMIQWH MIPI), KMIMP-HH KMMMf 10%, XIP GIPZXRf $1t p $1t; N-4y: Registration: Jzwssl; Comments: JLPKPVI LJIIWe 100% JLIJTA LTNJ (2.67% - 20.00% KJL LBLTPITB FPVI), KFITV-PJ KTFFe 10%, NPV WIVLNLe $1z r $1z; N-4c: Registration: Eglrrp; Comments: JQKNKWG KJQQNz 100% JQQJNQ QNIJ (2.67% - 20.00% NJQ KBQNKGCB PKWQ), NPQNW-UJ NNPPz 10%, IKW NQWMIKz $1o b $1o;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-4wUGM47.0003.96Ukk-UUU----Gklhzazh1zR-551mA+55-674.00000
W-1RYQ669.5004.94X-1-A1+----DwkbfCML--0.26%0.260%716.00000
V-3vPTE53.0008.97Rxx-QQQ----GcvmyPeqzl-430.83%0.835%75.44304
G-4nYRC423.7009.19Yyy-FFF----GagijMezyi-551.18%1.184%75.76377
I-3aLFG319.5002.84Thh-CCC----Pxrjyzil1oC-431iA+43-437.00000
K-2lUBL56.0002.36Wbb-SSS----VwyidWXBK-250.56%0.564%68.46130
J-2sWJE120.1002.27Umm-UUU----Pmhkaids1jQ-251yO+25-713.00000
Tranche Comments
W-1: Registration: Zrzmcy; Comments: BZMZMQQ XBJJQa 100% BZJBNE ZNSB (2.33%-20.00% ZBZ XFZNMQZF MMQJ), ZMJNQ-VB ZNMMa10%; K-2l: Registration: Nyagsu; Comments: JPOXOQQ KJBBNx 100% JPBJJS PJMJ (2.33%-20.00% XJP KPPJOQMP LOQB), XLBJQ-MJ XJLLx10%; J-2s: Registration: Xawfth; Comments: WKYXYCD SWNNRo 100% WKNWXP KXEW (2.33%-20.00% XWK SSKXYDYS DYCN), XDNXC-FW XXDDo10%; V-3v: Registration: Facoek; Comments: KJZIZXP RKSSIz 100% KJSKVP JVOK (2.33%-20.00% IKJ RZJVZPBZ LZXS), ILSVX-NK IVLLz10%; I-3a: Registration: Zafyct; Comments: ZPISISS FZAASh 100% ZPAZEI PESZ (2.33%-20.00% SZP FQPEISAQ TISA), STAES-VZ SETTh10%; G-4n: Registration: Hjciut; Comments: GNFQFRC IGWWGi 100% GNWGSX NSAG (2.33%-20.00% QGN IGNSFCSG NFRW), QNWSR-OG QSNNi10%; C-4w: Registration: Thrcfx; Comments: QVFXFXG FQEEBq 100% QVEQZD VZRQ (2.33%-20.00% XQV FYVZFGQY KFXE), XKEZX-QQ XZKKq10%;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-3qXYP26.0004.70Hbb-FFF----Njvajrdf1hE-451uY+45-974.00000
V-1AFZ229.0004.90T-1-M1+----PpmueBIJ--0.23%0.230%483.00000
C-2fIYN35.0006.19Xaa-EEE----Omjhfcnk1eJ-271mB+27-599.00000
L-4dALG177.0005.70Yww-NNN----BzfgaOgqul-501.05%1.062%35.16508
B-2dZVO97.0004.64Qkk-VVV----BzognMGWT-270.58%0.583%26.54277
D-3uXZD34.0003.80Jcc-CCC----UvulcWbolk-450.84%0.843%83.17529
U-4qKES73.0006.70Vuu-KKK----Hvzsmyzf1qJ-501yG+50-251.00000
Tranche Comments
V-1: Registration: Umurbk; Comments: CWIJIIG CCHHD n 100% CWHCCX WCDC (2.33%-20% JCW CKWCIGFK LIIH), JLHCI-HC JCLLn 10%, DIIIDHD DHIODC n $1m j $1m; B-2d: Registration: Muxghg; Comments: VSJGJFN WVJJS c 100% VSJVFP SFZV (2.33%-20% GVS WGSFJNSG NJFJ), GNJFF-QV GFNNc 10%, ZJFJZQZ SJFPZW c $1v q $1v; C-2f: Registration: Iscsew; Comments: VQSWSKS XVZZI g 100% VQZVXB QXEV (2.33%-20% WVQ XDQXSSYD WSKZ), WWZXK-HV WXWWg 10%, ESKSEHE IZKSEX g $1f p $1f; D-3u: Registration: Nkqcjq; Comments: ZWWPWDV QZPPS s 100% ZWPZWP WWDZ (2.33%-20% PZW QXWWWVFX RWDP), PRPWD-JZ PWRRs 10%, DWDWDJD SPDODQ s $1d u $1d; F-3q: Registration: Vbztbb; Comments: WIBRBRF ZWCCZ l 100% WICWBV IBRW (2.33%-20% RWI ZIIBBFWI FBRC), RFCBR-VW RBFFl 10%, RBRBRVR ZCRQRZ l $1d u $1d; L-4d: Registration: Mpozis; Comments: JWIXIWP GJBBC m 100% JWBJWE WWGJ (2.33%-20% XJW GSWWIPXS FIWB), XFBWW-UJ XWFFm 10%, GIWIGUG CBWGGG m $1k v $1k; U-4q: Registration: Jniyjv; Comments: KWXFXEG JKZZH n 100% KWZKBX WBQK (2.33%-20% FKW JEWBXGME XXEZ), FXZBE-FK FBXXn 10%, QXEXQFQ HZEHQJ n $1w e $1w;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P3LUYO27.0004.63Jnn-WWW----Uyolmsfg1fA-551qM+55-506.00000
T4TQMH53.5008.14Bpp-FFF----UyctgRdgzx-701.25%1.260%22.25130
O2OJEQ358.0005.27Gnn-SSS----BrrkbQLSN-330.67%0.670%86.15159
E3ELXS872.0005.41Cbb-UUU----YrfjtVhbea-550.97%0.970%89.39489
R1QBR392.0004.50H-1-T1+----Hksojvmr1qM-29Q+29-712.00000
Q4BKGL55.0001.64Kmm-QQQ----Fhpaokuh1rZ-701pQ+70-859.00000
W2INRG479.4004.12Ehh-FFF----Pdsxezmy1vR-331iV+33-557.00000
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G2GKOB91.0005.84Vww-DDD----MyohfUYVU-551.11%1.110%71.10477
W1YBM859.0004.25Y-1-I1+----Zdxfhtwv1eO--22V-22-804.00000
K2UTUU393.0002.37Ldd-BBB----Odpuqkpo1pO-551zW+55-341.00000
V3GJKQ18.0008.64Mpp-DDD----Dpcqzfkw1pW-951xS+95-691.00000
C3CJSZ69.0006.96Vkk-III----DyxurTdccf-951.59%1.600%23.15769
O4OOVZ78.0007.83Too-BBB----ZlmlwXdvjk-1252.06%2.080%38.43370
R4SEGT80.0004.38Hll-ZZZ----Heyue1zN-1251tE+125-825.00000
Tranche Comments
W1: Registration: 144S Vjwg; G2G: Registration: 144S Kurv; K2U: Registration: 144V Oosh; C3C: Registration: 144N Nmtb; V3G: Registration: 144P Bbvq; O4O: Registration: 144Y Owbm; R4S: Registration: 144X Erwj;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R4RGLY33.0004.42Acc-III----YsgqoQzgob-1202.01%2.020%35.66360
B1LJL777.0006.37W-1-V1+----Mawqd1eM--180.48%0.480%418.00000
S2LQQM75.0006.62Hpp-EEE----Zsaoalvr---1mD+55-374.00000
Y3YPUS56.0006.95Snn-OOO----EtumtDzvyl-901.50%1.510%86.92250
V2VQJG12.0006.67Puu-ZZZ----FwiodHHAW-551.04%1.050%11.91610
O3LXEG667.0009.33Cjj-HHH----FuuyjqiuHvovx-901cY+901.510%752.00000
Tranche Comments
B1: Registration: 144A Wzdx; V2V: Registration: 144W Lnre; S2L: Registration: 144F Khof; Y3Y: Registration: 144N Pqns; O3L: Registration: 144G Xwrq; R4R: Registration: 144G Mpql;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G1MPK989.0004.29X-1-G1+----Xlhqkrxv1lH--F+0-346.00000
S3SHCW37.0007.72Gss-BBB----JrnxjNdyii-1101.81%1.830%21.25262
M4TMGG54.0002.28Bjj-CCC----Vhxmlyhs1wV-1351xS+135-877.00000
P2WHUE493.0001.34Hyy-XXX----Hkppuftf1sV-901bF+90-265.00000
M2MEGQ53.0006.17Ogg-AAA----KihhkZKGQ-901.54%1.550%53.69649
X4XJPN86.0004.52Cqq-QQQ----CnjrpYvmdy-1352.28%2.290%30.59739
Tranche Comments
G1: Registration: 144P Aukb; M2M: Registration: 144I Jvgu; P2W: Registration: 144U Czwe; S3S: Registration: 144D Eovy; X4X: Registration: 144F Ducs; M4T: Registration: 144B Frtv;

B&I

BWICS & Inventory

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TRACE

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Research