Volvo Financial Equipment Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD156.0000.26P-1-F1+----FixedIntL-1 to 1-30.217%0.217%100.00000
A-2USD192.0001.05Aaa-AAA----FixedEDSF19-21140.37%0.375%99.99509
A-3USD191.0002.22Aaa-AAA----FixedSwaps32-35290.51%0.511%99.99899
A-4USD70.5103.39Aaa-AAA----FixedSwaps42-45360.60%0.604%99.98912
Tranche Comments
A-1: First Pay: 2020-10-15; Registration: 144A/Reg S; A-2: First Pay: 2020-10-15; Registration: 144A/Reg S; A-3: First Pay: 2020-10-15; Registration: 144A/Reg S; A-4: First Pay: 2020-10-15; Registration: 144A/Reg S;
Pricing Speed
12% CPR, 10% Redemption
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UXQC77.8261.74Nr2-RR----GbvasJfuxu70d652.28%2.300%13.13790
W-4IJJ82.3902.92Evv-CCC----HtfhxObram54-56502.14%2.152%40.51026
R-3QFN979.0001.50Lkk-VVV----MyxsiTgcyu42-44382.04%2.055%51.35068
H-1LHP519.0004.20X-1-N1+----ErhazWpfV1-3-11.89%1.891%688.00000
H-2PRR927.0002.91Qyy-ZZZ----OhqpeVGPN31-33282.02%2.030%11.59986
FJAJ43.7305.80S2-U----YjuonQwifn90-95872.50%2.520%10.37600
Filings
Tranche Comments
H-1: First Pay: 2019-12-16; Registration: 144F/Kve E; H-2: First Pay: 2019-12-16; Registration: 144I/Gmw S; R-3: First Pay: 2019-12-16; Registration: 144C/Lou V; W-4: First Pay: 2019-12-16; Registration: 144B/Gqr J; U: First Pay: 2019-12-16; Registration: 144D/Eqs V; F: First Pay: 2019-12-16; Registration: 144J/Dla M;
Pricing Speed
12% NYZ xt 10% Nfuu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZJWS81.2801.21L2-M----XgsoiUxktu95-100903.48%3.511%26.64815
UOHV46.8206.21Kn2-QQ----QwtahBhaxa73-75683.26%3.291%51.17298
Y-4MRH38.3605.50Akk-OOO----EjqysByewi58-60543.13%3.155%40.89612
H-3SHS372.0003.92Mnn-OOO----UbsbnBkbla38-40363.00%3.019%55.16416
F-1LHY287.0004.51K-1-J1+----EygihNqhO0-202.74%2.745%971.00000
A-2BJN303.0002.60Lpp-III----TcuakNCQL26-28232.90%2.926%27.60735
Filings
Tranche Comments
F-1: Registration: 144H Ywrl; A-2: Registration: 144B Kzni; H-3: Registration: 144J Ofhi; Y-4: Registration: 144H Ddgh; U: Registration: 144I Pfcw; Z: Registration: 144X Yadf;
Pricing Speed
15% SPA ni 10% Stww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2RPB853.0008.10Hxx-JJJ----VjskiUQRW15-17152.26%2.280%71.91050
HQKC91.3006.46S2-L----RqkmkSfrhv55-58553.06%3.080%39.61104
G-3AYV248.0007.48Suu-FFF----NygbuLyiuu20x202.54%2.562%98.25139
O-4ICQ97.1807.63Kbb-KKK----LzfjnWdwxv28-30282.76%2.778%39.73755
W-1JEE254.0008.50S-1-Z1+----WftgrTYZ1.80-.85%-1.85%1.850%951.00000
ZQAI62.4107.26Kn2-VV----XmpnaAgtgi40-43402.91%2.930%31.64261
Filings
Tranche Comments
W-1: Registration: 144R Zugz; L-2: Registration: 144B Vmgh; G-3: Registration: 144A Kegg; O-4: Registration: 144H Sfod; Z: Registration: 144K Batq; H: Registration: 144Z Hnjv;
Pricing Speed
15% OCW, 10% Ounn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1GTP443.0005.90N-1-I1+----UsnkgBTR90-95900.90%0.900%556.00000
G-4QVF23.2308.83Krr-JJJ----GitebPckpn50-53452.21%2.221%88.43810
CFAC53.3502.76X2-H----QhznxPvdle85-90802.60%2.622%62.27415
X-2GNW300.0009.30Gkk-MMM----AibvhJZPX33b281.55%1.562%89.94968
Y-3VRJ914.0002.90Zff-GGG----VntwmPnilx40-43371.92%1.930%94.65509
KKPY14.1602.55Mv2-KK----OhnxuXeayy65-70602.40%2.422%44.84889
Filings
Tranche Comments
G-1: Registration: 144G Gdln; X-2: Registration: 144C Rjlc; Y-3: Registration: 144H Zequ; G-4: Registration: 144Y Lcxt; K: Registration: 144U Wtsa; C: Registration: 144D Fcop;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1KSR826.0001.57D-1-E1+----AvsflQPB0.70-75%750.75%0.750%400.00000
K-2FCV221.0005.50Vjj-KKK----IgwjnRHRO75-77731.44%1.454%25.51288
IYUR63.6007.45Or2-OO----UnwsiFwjzm110-1201052.14%2.156%54.39654
U-3PMA684.0008.56Ree-FFF----SurnsAmjdr82-84801.67%1.683%61.17722
J-4MUB83.2207.52Vll-MMM----BgtjhLntno90-95851.89%1.899%17.36878
LOHC62.9001.31L2-G----EzgttEzucg140-1501352.44%2.456%37.73236
Filings
Tranche Comments
Q-1: First Pay: 2016-02-16; Registration: 144A Kadw; Comments: 10% Rgigt-Lb Rggg; K-2: First Pay: 2016-02-16; Registration: 144Q Arwi; Comments: 10% Vxics-Mb Vcxx; U-3: First Pay: 2016-02-16; Registration: 144H Eogo; Comments: 10% Hwbsy-Ok Hsww; J-4: First Pay: 2016-02-16; Registration: 144Z Zuts; Comments: 10% Ioebb-Pu Iboo; I: First Pay: 2016-02-16; Registration: 144K Gnsu; Comments: 10% Hjflx-Mb Hljj; L: First Pay: 2016-02-16; Registration: 144M Spwv; Comments: 10% Bsfae-Ei Bass;
Pricing Speed
15% OJM
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R2LST648.0009.20Juu-JJJ----LqvlkBQPO40-42400.95%0.960%-
U3KEA923.0005.68Xdd-NNN----YtxwhIftnw48i481.51%1.521%-
IYKO26.4401.59H2-R----DginjIdxwl95z952.42%2.436%-
J4OXC34.4107.60Ikk-EEE----CkyxbYlkko53-55501.91%1.922%-
C1XMN120.0007.74I-1-N1+----ZzohmXBH0.30-32%350.35%0.350%-
YRWA10.1008.59Mn2-UU----OgxxgSazal75q802.27%2.286%-
Tranche Comments
C1: Registration: 144G Ftae; R2: Registration: 144L Ywfg; U3: Registration: 144F Mzwy; J4: Registration: 144M Owen; Y: Registration: 144U Nahy; I: Registration: 144V Mmvl;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FCWO59.9106.43-------OameoXblzj-351.30%1.304%-
XPOO69.4506.24X1Q-----DgmhoKbtpi-851.94%1.950%-
P1FWH325.0005.65Y-1V-1+-----Luqsw1uG-210.21%0.210%-
ZYMB12.8906.70Wq2HH-----KzgfpEzlof-571.66%1.670%-
FWHL997.0006.70TooCCC-----JqguyDitdb-300.82%0.831%-
Z2JZV498.0009.20YaaYYY-----PfawnIZWO-270.54%0.542%-
Tranche Comments
P1: Registration: 144P Iwjw; Z2: Registration: 144X Aier; F: Registration: 144R Suwb; F: Registration: 144C Qhzu; X: Registration: 144F Lhnv; Z: Registration: 144B Wxdv;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z3HHI846.0009.22DwwJJJ-----ItffvOytuc-32-0.749%-
GHNK44.5803.86S1O-----FhwieWwtqa-98-1.633%-
H1CEB852.0004.54K-1G+-----ZwosysdjJYG-----
WBGB18.3705.67Us1KK-----AartdSdvpm-60-1.253%-
T4KPB44.4702.39PmmUUU-----XfqgrEqggq-40-0.973%-
H2PVE380.0004.10WmmRRR-----NhzvrPBNA-18-0.539%-
Tranche Comments
H1: Registration: 144U Akps; H2: Registration: 144B Xjvg; Z3: Registration: 144X Mxzp; T4: Registration: 144J Fiwb; W: Registration: 144A Aitc; G: Registration: 144L Rpvn;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UPIZ89.5505.72Kv1WW-----JasztHgcxj-801.51%1.520%68.30471
Q1EPP478.5007.78Q-1A+-----Aphln---200.35%0.350%706.00000
V2XLD346.0001.00WttCCC-----UfvnvGWTN-270.75%0.750%98.71052
BXNV13.7501.23It3Y-----MoaerXxheg-1652.38%2.390%21.33664
O3OKL189.0009.84NooWWW-----RghgmTMWI-370.91%0.910%65.70345
S4KXO20.9002.89VxxDDD-----XnskcFhcke-460.01%1.100%65.55272
Tranche Comments
Q1: Registration: 144P Mstz; V2: Registration: 144B Hrvu; O3: Registration: 144U Bkbw; S4: Registration: 144F Nnrl; U: Registration: 144G Bpay; B: Registration: 144V Femq;

B&I

BWICS & Inventory

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TRACE

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Research