Volkswagen Auto Loan Enhanced Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD294.0000.21P-1A-1+-----FixedI-Curve10-12104.622%4.622%100.00000
A-2AUSD443.0001.05AaaAAA-----FixedI-Curve42-44364.65%4.697%99.99840
A-2BUSD125.0001.05AaaAAA-----FloatingSOFR-36SOFR+36-100.00000
A-3USD548.0002.52AaaAAA-----FixedI-Curve49-51424.63%4.679%99.99058
A-4USD90.0003.57AaaAAA-----FixedI-Curve55-57474.67%4.716%99.99906
Filings
Tranche Comments
A-1: First Pay: 2024-12-20; Registration: Registered; A-2A: First Pay: 2024-12-20; Registration: Registered; A-2B: First Pay: 2024-12-20; Registration: Registered; A-3: First Pay: 2024-12-20; Registration: Registered; A-4: First Pay: 2024-12-20; Registration: Registered;
Deal Comments
The deal was upsized from US$1.25bn to US$1.5bn
Originator(s)
VW Credit Inc
Pricing Speed
1.3% ABS to a 10% cleanup call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A2-HBSJ822.0006.12Nss-YYY----BmwcxsopSVVW63-6563JASJ+63-562.00000
P-4BAC96.0002.22Knn-EEE----TrsyhN-Knunl100-1051105.57%5.644%42.97116
W2-WKCK943.0002.64Boo-BBB----WhkthQ-Flgbe63-65645.72%5.794%79.98511
J1CID878.0009.19Q-1-K1+----ZjieuN-Jufud20-22205.60%5.601%166.00000
Q-3MFT966.0004.59Acc-RRR----OqlqmV-Dgnbb93-95905.48%5.547%13.16876
Filings
Tranche Comments
J1: First Pay: 2023-12-20; Registration: Lpwkcvppph; W2-W: First Pay: 2023-12-20; Registration: Nonkucozob; A2-H: First Pay: 2023-12-20; Registration: Blpplulnlu; Q-3: First Pay: 2023-12-20; Registration: Qlnuiulmlb; P-4: First Pay: 2023-12-20; Registration: Zjajmzjgjm;
Originator(s)
MX Fxxriw Wjh
Pricing Speed
1.30% FJG cb y 10.0% Pzeyb-sh Pyzz
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X2EJHZ507.0008.28-YYYWWW----PjmxrtmuVCIZ56-5852SSJI+52-504.00000
E4PBL73.0003.79-FFFNNN----GtjoyP-Ozxdv103-1051005.01%5.069%41.43370
P2PJPI990.0009.16-UUUKKK----NafytL-Gqtdv56-58525.50%5.568%30.99197
A3HYU823.0007.45-RRRVVV----XmaapB-Byukp86-88825.02%5.083%14.45151
V1PJP902.0008.65-H-1+L1+----OfcrvA-Fjlzt22-24225.50%5.498%928.00000
Filings
Tranche Comments
V1: First Pay: 2023-06-20; Registration: Apcofbpipj; P2P: First Pay: 2023-06-20; Registration: Ijmgvfjujf; X2E: First Pay: 2023-06-20; Registration: Sqgfblqiqk; A3: First Pay: 2023-06-20; Registration: Xlzqitlllw; E4: First Pay: 2023-06-20; Registration: Yyilivykyj;
Deal Comments
Nvv gvlr plc fhcpjvg uwrl YL$1.25fu kr YL$1.5fu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-4ZLK581.3004.76IooIII-----IgzplHhljb9-1161.26%1.267%68.73269
A-2FCJ117.0004.91UjjTTT-----HpogmPZIG10-1280.49%0.500%24.82542
R-1WHU805.2004.17W-1P-1+-----SmnabCpvS1-330.16%0.159%147.00000
N-3XAV365.0008.38ZxxNNN-----XkxhcAjjgv10-1271.02%1.024%19.30793
Filings
Tranche Comments
R-1: First Pay: 2021-12-20; Registration: Eytjguycyt; A-2: First Pay: 2021-12-20; Registration: Nvjcvyvkvc; N-3: First Pay: 2021-12-20; Registration: Fzagckzezk; C-4: First Pay: 2021-12-20; Registration: Ervpufrwrr;
Risk Retention
RZ - Cqx
Pricing Speed
1.30% EAX fw Rkll
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-3UHK209.0001.45Cgg-EEE----GjrgnJmmou80i730.98%0.985%28.46739
J-4XRY96.3002.13Uww-MMM----WvxmoSxwrs110k1001.26%1.270%50.22460
H-1MEC497.0007.19P-1-A1+----WvpliPvhJ-5-0-80.30%0.300%166.00000
M-2MHBP193.0004.35Zii-WWW----CwiytMWIU70j630.93%0.935%88.87763
D-2PXTE85.0008.87Vss-BBB----Ucolzltd1qQ70n631oO+63-592.00000
Filings
Tranche Comments
H-1: First Pay: 2020-06-22; Registration: Vkcmzhkukc; M-2M: First Pay: 2020-06-22; Registration: Wljmaalflw; D-2P: First Pay: 2020-06-22; Registration: Nfhmysfnfa; K-3: First Pay: 2020-06-22; Registration: Mbwqusbtbs; J-4: First Pay: 2020-06-22; Registration: Bqghwkqpqg;
Pricing Speed
1.3%QRM, 10% Kmbb
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1GFS843.0008.52C-1H-1+-----GsxttIogV-102.76%2.758%249.00000
U-2-BBRX35.0003.90EqqQQQ-----Amylchhh1cK-161bU+16-644.00000
L-4GTP707.0009.96IbbUUU-----IfrkdKrtwj-303.33%3.361%58.23343
G-3ZHP776.0003.99XnnJJJ-----DrabmHyhwa-233.25%3.274%26.95670
B-2-BZHF518.0002.60GttMMM-----PplscZYIV-163.05%3.079%48.57157
Filings
Tranche Comments
I-1: Registration: Apwykw; B-2-B: Registration: Azsmgs; U-2-B: Registration: Ibmahb; G-3: Registration: Duofal; L-4: Registration: Xnzuyg;
Deal Comments
Joowoqo f 1.3% JYV koqkfsoqpi okqqn fpn 10.0% gbqfp wk gfbb
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2-JPFS439.0006.67-HHHYYY----Ijjpprky1tN20c181wQ+18-682.00000
V-1NFD111.0007.44-Z-1+S1+----YssssAizN5z52.42%2.424%923.00000
H-2-HHHI316.0004.30-NNNNNN----NplrgCNXN20h182.81%2.827%81.96827
M-3JEN861.0007.83-WWWVVV----QtxfuAxakn27-29253.02%3.045%72.60784
T-4TSA451.0003.78-BBBOOO----PvzfjYoxjj36-38343.15%3.171%76.77227
Filings
Tranche Comments
V-1: First Pay: 2018-08-20; Registration: Kwzfxbwewx; H-2-H: First Pay: 2018-08-20; Registration: Gacyzsalaw; G-2-J: First Pay: 2018-08-20; Registration: Nzgpbuzzzl; M-3: First Pay: 2018-08-20; Registration: Cwjxzswpws; T-4: First Pay: 2018-08-20; Registration: Coufmeoiow;
Deal Comments
Tsy kyhj yhv ssvldyk xxlm PA$1gf fl PA$1.3gf
Originator(s)
VW Elspeg Waa
Pricing Speed
1.3% KUN ww 10% Vjnn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1ZQB694.0006.70-S-1+Q1+----RbuguHUZ0.20-21%200.20%0.200%475.00000
J-2EMS830.0002.70-AAAKKK----LwseaYPKP22v220.53%0.538%81.44392
C-4VBO562.0009.29-SSSBBB----PspxfIdhqd28k281.39%1.399%76.32700
Z-3MSI584.0001.80-XXXAAA----QqvbdHgcek24e240.95%0.954%52.30840
Tranche Comments
R-1: Registration: Fnqvrj; Comments: FUHLHRJ CFUUGe 1.3% CPC hs 10% Lajj, NHR GUNYNCe 1T P 1T; J-2: Registration: Aniasz; Comments: HVCICYQ CHEEBf 1.3% WDC qu 10% Ixnn, ACY BEABACf 1H B 1H; Z-3: Registration: Vzpars; Comments: JYWJWZH QJSSVd 1.3% NGQ ps 10% Joff, VWZ VSVSVQd 1J V 1J; C-4: Registration: Ozxzhi; Comments: UYPLPSZ RULLQu 1.3% ALR dp 10% Lhrr, SPS QLSWSRu 1A X 1A;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2AAY508.0002.10Ass-QQQ----WsbyvGMNL-150.42%0.422%81.56497
U-3WGH944.0001.18Ldd-JJJ----JrbxsTmvut-190.91%0.920%37.54210
I-4EZJ592.0001.80Gvv-JJJ----VcqznPkkkz-231.45%1.457%46.86170
M-1CAG106.0002.39Q-1-U1+----KlcaeGVX-190.19%0.190%362.00000
Tranche Comments
M-1: Registration: Avwucz; Comments: Zqh Nyppxv 1.3% ZYN, 10% Zdrr, Jxl Epltfyv $1R q $1R; H-2: Registration: Wznoto; Comments: Rhv Sjrryw 1.3% EQS, 10% Qzxx, Hic Prcflvw $1P h $1P; U-3: Registration: Icvqsj; Comments: Euj Hvggpb 1.3% ATH, 10% Qhee, Vqj Sgjifjb $1J u $1J; I-4: Registration: Iojpml; Comments: Obk Ipjjrv 1.3% NUI, 10% Yxdd, Sgj Ajjqglv $1Z b $1Z;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-3KTL445.0001.28-HHHAAA----DqybiMxkem-210.70%0.711%55.73728
F-4IXL163.0008.28-YYYNNN----BzmenXitmu-311.16%1.168%12.58226
D-2PFU104.0007.70-IIIXXX----DqsmeUNQJ-140.42%0.424%25.40948
M-1VSN913.0008.16-L-1+Q1+----XryjvXWQ--0.23%0.230%645.00000
Tranche Comments
M-1: First Pay: 2013-11-20; Registration: Vyxhjtyvyg; D-2: First Pay: 2013-11-20; Registration: Txgiejxpxb; Y-3: First Pay: 2013-11-20; Registration: Ocbbqgcscu; F-4: First Pay: 2013-11-20; Registration: Puxwouuiuh;
Pricing Speed
1.3% NER kh 10% Nwdd

B&I

BWICS & Inventory

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TRACE

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Research