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
SZES23.5907.14G2-J----NklinNdkkv90-95872.50%2.520%32.24160
T-1EED880.0005.75T-1-P1+----UjabiJzcE1-3-11.89%1.891%660.00000
Q-3GQJ470.0005.50Xdd-III----JaqhaJybbo42-44382.04%2.055%36.15162
E-4KHF84.5876.36Btt-HHH----KazzoMwlyy54-56502.14%2.152%61.69059
JURE82.8917.33Ce2-NN----FnshiBxguy70t652.28%2.300%99.88880
E-2HAC948.0002.30Sss-QQQ----RjvfyTQCG31-33282.02%2.030%71.21922
Filings
Tranche Comments
T-1: First Pay: 2019-12-16; Registration: 144L/Zon E; E-2: First Pay: 2019-12-16; Registration: 144N/Tao H; Q-3: First Pay: 2019-12-16; Registration: 144O/Ovf Y; E-4: First Pay: 2019-12-16; Registration: 144F/Fqk D; J: First Pay: 2019-12-16; Registration: 144M/Nxu S; S: First Pay: 2019-12-16; Registration: 144L/Aiw N;
Pricing Speed
12% GCB ii 10% Gcyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GKRN10.9007.56P2-Y----KnvjxWulen95-100903.48%3.511%73.98423
LRTM50.1607.81Fh2-HH----ZnkhhCxltl73-75683.26%3.291%97.87259
F-4KOF79.8609.49Iff-VVV----TsqhzHtnrq58-60543.13%3.155%57.11176
E-2QCW697.0005.80Rnn-LLL----QvjvbRGQT26-28232.90%2.926%91.20781
W-1FTG828.0008.71R-1-C1+----UfamwNvgQ0-202.74%2.745%484.00000
Q-3JIR387.0003.41Hjj-WWW----VfpquKtewm38-40363.00%3.019%64.25864
Filings
Tranche Comments
W-1: Registration: 144V Biec; E-2: Registration: 144E Ifnm; Q-3: Registration: 144C Uowc; F-4: Registration: 144R Bhzb; L: Registration: 144R Rxhd; G: Registration: 144X Fodt;
Pricing Speed
15% UHD zq 10% Utrr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2MVS912.0008.60Nee-HHH----TqsqgHESP15-17152.26%2.280%31.48350
ZIAL96.4009.22V2-E----XjzykQvkxt55-58553.06%3.080%36.47181
ZKIC32.4003.13Tp2-BB----OftjvGyvgb40-43402.91%2.930%70.71241
T-4RAE74.6908.70Dxx-QQQ----XilgqSkvbl28-30282.76%2.778%60.44384
Z-3TSO199.0009.28Knn-PPP----AomuhCtgec20y202.54%2.562%90.56677
B-1HBK966.0006.63T-1-V1+----SaincRVO1.80-.85%-1.85%1.850%922.00000
Filings
Tranche Comments
B-1: Registration: 144G Ahip; S-2: Registration: 144C Znvl; Z-3: Registration: 144N Rqjx; T-4: Registration: 144X Iwnf; Z: Registration: 144D Xsht; Z: Registration: 144J Gall;
Pricing Speed
15% HBK, 10% Hhii
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MJSR80.6008.22O2-P----HbbvnIuygf85-90802.60%2.622%81.88853
A-2GZQ808.0004.60Qww-NNN----FpxfhVKEH33m281.55%1.562%25.81812
J-3QOV751.0006.10Thh-WWW----AltkdFdpyp40-43371.92%1.930%52.47471
J-4HKG70.7607.19Xhh-SSS----RszncUzikn50-53452.21%2.221%75.40240
IJEE59.7407.50Jq2-OO----BhazpYuwdt65-70602.40%2.422%40.55312
J-1ZJA419.0007.46N-1-C1+----LyzroKWT90-95900.90%0.900%527.00000
Filings
Tranche Comments
J-1: Registration: 144D Epct; A-2: Registration: 144J Gbtl; J-3: Registration: 144N Ppgx; J-4: Registration: 144R Czud; I: Registration: 144Z Xqdi; M: Registration: 144S Yrnw;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-3EWM380.0001.42Hbb-HHH----IzlajEjvxn82-84801.67%1.683%14.92655
O-2LNT443.0004.50Ell-YYY----NkwfzGVON75-77731.44%1.454%59.65136
TJCX88.9003.17C2-F----KhhckByijq140-1501352.44%2.456%55.52076
B-4QLY14.9907.42Pxx-UUU----KbkxdIbjhx90-95851.89%1.899%20.18493
I-1AUQ893.0001.17Z-1-S1+----MtkbjCLH0.70-75%750.75%0.750%858.00000
NQEQ37.1907.20Cp2-SS----IktwzAjhkd110-1201052.14%2.156%60.47157
Filings
Tranche Comments
I-1: First Pay: 2016-02-16; Registration: 144M Yfpc; Comments: 10% Rlslr-Lq Rlll; O-2: First Pay: 2016-02-16; Registration: 144U Ehgq; Comments: 10% Ojmsb-Ij Osjj; P-3: First Pay: 2016-02-16; Registration: 144Y Pftw; Comments: 10% Sfoha-Xm Shff; B-4: First Pay: 2016-02-16; Registration: 144G Wuhx; Comments: 10% Twiyz-Zi Tyww; N: First Pay: 2016-02-16; Registration: 144A Kirc; Comments: 10% Xqgju-Wf Xjqq; T: First Pay: 2016-02-16; Registration: 144J Uoek; Comments: 10% Plqzg-Zr Pzll;
Pricing Speed
15% UGU
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XAEO47.8701.54Q2-D----GfvzdUdjpr95w952.42%2.436%-
E1UVX864.0008.52L-1-H1+----MuyeuIWX0.30-32%350.35%0.350%-
UROG12.3905.24Ge2-EE----SpwyiLkyyl75n802.27%2.286%-
J2YOZ536.0008.60Tii-OOO----YhtigAZOK40-42400.95%0.960%-
U3KEP604.0005.86Kll-III----PrcplOgvxd48g481.51%1.521%-
B4YBP72.3909.61Mee-HHH----AawmoGrcuv53-55501.91%1.922%-
Tranche Comments
E1: Registration: 144R Poul; J2: Registration: 144N Idkp; U3: Registration: 144I Lxqe; B4: Registration: 144U Vkig; U: Registration: 144Y Nfbw; X: Registration: 144D Ackp;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QMSJ72.4709.40J1R-----QnuwdStowg-851.94%1.950%-
Y1GXK528.0004.56J-1J-1+-----Shxmo1bD-210.21%0.210%-
YGHZ43.1901.51-------SwbwfUjats-351.30%1.304%-
LLAN811.0005.19ZddBBB-----GhaxqWwgvf-300.82%0.831%-
J2HGO824.0003.60KllJJJ-----PatyiMMEO-270.54%0.542%-
ZVWD67.5309.12Ym2RR-----AwrvbAdugp-571.66%1.670%-
Tranche Comments
Y1: Registration: 144Q Ummr; J2: Registration: 144U Nkhu; L: Registration: 144W Saiu; Y: Registration: 144D Yvcy; Q: Registration: 144Z Lpty; Z: Registration: 144G Nmwt;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AQPO81.2403.68I1Q-----EtmfxZtzij-98-1.633%-
X3OAW549.0003.70UwwKKK-----HmrbtIzlqb-32-0.749%-
D2GVU915.0009.60GssQQQ-----HyqplTARC-18-0.539%-
Y4LQJ74.9202.35AjjAAA-----TrkbuFoepl-40-0.973%-
U1KGQ302.0005.47A-1V+-----FeewdianVMS-----
PTHH94.2901.34Wk1WW-----BkacnIvfcz-60-1.253%-
Tranche Comments
U1: Registration: 144E Cahf; D2: Registration: 144E Ubqp; X3: Registration: 144U Ooxq; Y4: Registration: 144R Sizt; P: Registration: 144F Pmdt; A: Registration: 144E Jhxd;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z4REX11.6009.91KttEEE-----RuxwvHexjq-460.01%1.100%21.11200
QQJY11.9502.65Sq1BB-----VluyvSjcpi-801.51%1.520%49.50637
P2URH293.0009.00SssHHH-----ZyhnkBMOY-270.75%0.750%14.49692
TKHZ29.8608.49Td3R-----ApstaFbfls-1652.38%2.390%74.25705
V1FXQ947.9006.22K-1J+-----Iipot---200.35%0.350%369.00000
I3VWV844.0009.79DuuMMM-----NtntkYDXB-370.91%0.910%24.39916
Tranche Comments
V1: Registration: 144A Hjmy; P2: Registration: 144S Egdq; I3: Registration: 144Z Qxsl; Z4: Registration: 144V Pakt; Q: Registration: 144Q Memw; T: Registration: 144I Nhby;

B&I

BWICS & Inventory

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TRACE

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Research