| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | AUTO | | | VWALT 2015-A (USD 1,450m) | Volkswagen AG | | USOA | Feb 25, 2015 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2-E | GAX | 558.000 | 9.70 | Shh | - | OOO | - | - | - | - | Amchpwco | 1kU | - | 32t | 32 | 1qG+0.32% | 1cF + 32 | 721.00000 | | E-3 | BYT | 764.000 | 3.20 | Jll | - | OOO | - | - | - | - | Bqvha | Zvmas | - | 40q | 37 | 1.25% | 1.256% | 58.61107 | | B-4 | CHC | 548.000 | 2.48 | Woo | - | HHH | - | - | - | - | Ofjkp | Dblpz | - | 40-43 | 42 | 1.42% | 1.427% | 94.67403 | | J-1 | KQO | 637.000 | 1.53 | W-1 | - | M1+ | - | - | - | - | Uymod | AWO | - | 0.25%l | 25 | 0.25% | 0.250% | 633.00000 | | M-2-M | XCS | 455.000 | 2.50 | Uff | - | LLL | - | - | - | - | Lplri | PLHX | - | 35p | 32 | 0.87% | 0.872% | 85.39778 |
Tranche Comments J-1: Registration: Flimbw; Comments: PBV LPRREt 100% PPO TW ORTCQITY, UIQLT PRYt 03/20/15, OIR ERRWOLt $1B m $1B;
M-2-M: Registration: Xnykvr; Comments: GEP VGQQAb 100% GGW WD XBWALEWB, GELVW GBBb 03/20/15, XES AQSDXVb $1J w $1J;
I-2-E: Registration: Hwhpif; Comments: HXW PHIILb 100% HHZ IX GCIWVAIE, ZAVPI HCEb 03/20/15, GAA LIAXGPb $1I a $1I;
E-3: Registration: Ijwbbm; Comments: VIX BVXXGv 100% VVX XU LXXZLSXI, SSLBX VXIv 03/20/15, LSX GXXULBv $1U a $1U;
B-4: Registration: Gzbzud; Comments: WJZ MWQQVz 100% WWX GJ PDGQDPGM, CPDMG WDMz 03/20/15, PPC VQCJPMz $1F f $1F; |
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