Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 294.000 | 0.21 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 10-12 | 10 | 4.622% | 4.622% | 100.00000 |
A-2A | USD | 443.000 | 1.05 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 42-44 | 36 | 4.65% | 4.697% | 99.99840 |
A-2B | USD | 125.000 | 1.05 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | - | 36 | SOFR+36 | - | 100.00000 |
A-3 | USD | 548.000 | 2.52 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 49-51 | 42 | 4.63% | 4.679% | 99.99058 |
A-4 | USD | 90.000 | 3.57 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 55-57 | 47 | 4.67% | 4.716% | 99.99906 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2-H | BSJ | 822.000 | 6.12 | Nss | - | YYY | - | - | - | - | Bmwcxsop | SVVW | 63-65 | 63 | JASJ+63 | - | 562.00000 |
P-4 | BAC | 96.000 | 2.22 | Knn | - | EEE | - | - | - | - | Trsyh | N-Knunl | 100-105 | 110 | 5.57% | 5.644% | 42.97116 |
W2-W | KCK | 943.000 | 2.64 | Boo | - | BBB | - | - | - | - | Whkth | Q-Flgbe | 63-65 | 64 | 5.72% | 5.794% | 79.98511 |
J1 | CID | 878.000 | 9.19 | Q-1 | - | K1+ | - | - | - | - | Zjieu | N-Jufud | 20-22 | 20 | 5.60% | 5.601% | 166.00000 |
Q-3 | MFT | 966.000 | 4.59 | Acc | - | RRR | - | - | - | - | Oqlqm | V-Dgnbb | 93-95 | 90 | 5.48% | 5.547% | 13.16876 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2E | JHZ | 507.000 | 8.28 | - | YYY | WWW | - | - | - | - | Pjmxrtmu | VCIZ | 56-58 | 52 | SSJI+52 | - | 504.00000 |
E4 | PBL | 73.000 | 3.79 | - | FFF | NNN | - | - | - | - | Gtjoy | P-Ozxdv | 103-105 | 100 | 5.01% | 5.069% | 41.43370 |
P2P | JPI | 990.000 | 9.16 | - | UUU | KKK | - | - | - | - | Nafyt | L-Gqtdv | 56-58 | 52 | 5.50% | 5.568% | 30.99197 |
A3 | HYU | 823.000 | 7.45 | - | RRR | VVV | - | - | - | - | Xmaap | B-Byukp | 86-88 | 82 | 5.02% | 5.083% | 14.45151 |
V1 | PJP | 902.000 | 8.65 | - | H-1+ | L1+ | - | - | - | - | Ofcrv | A-Fjlzt | 22-24 | 22 | 5.50% | 5.498% | 928.00000 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-4 | ZLK | 581.300 | 4.76 | Ioo | III | - | - | - | - | - | Igzpl | Hhljb | 9-11 | 6 | 1.26% | 1.267% | 68.73269 |
A-2 | FCJ | 117.000 | 4.91 | Ujj | TTT | - | - | - | - | - | Hpogm | PZIG | 10-12 | 8 | 0.49% | 0.500% | 24.82542 |
R-1 | WHU | 805.200 | 4.17 | W-1 | P-1+ | - | - | - | - | - | Smnab | CpvS | 1-3 | 3 | 0.16% | 0.159% | 147.00000 |
N-3 | XAV | 365.000 | 8.38 | Zxx | NNN | - | - | - | - | - | Xkxhc | Ajjgv | 10-12 | 7 | 1.02% | 1.024% | 19.30793 |
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;
Pricing Speed
1.30% EAX fw Rkll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-3 | UHK | 209.000 | 1.45 | Cgg | - | EEE | - | - | - | - | Gjrgn | Jmmou | 80i | 73 | 0.98% | 0.985% | 28.46739 |
J-4 | XRY | 96.300 | 2.13 | Uww | - | MMM | - | - | - | - | Wvxmo | Sxwrs | 110k | 100 | 1.26% | 1.270% | 50.22460 |
H-1 | MEC | 497.000 | 7.19 | P-1 | - | A1+ | - | - | - | - | Wvpli | PvhJ | -5-0 | -8 | 0.30% | 0.300% | 166.00000 |
M-2M | HBP | 193.000 | 4.35 | Zii | - | WWW | - | - | - | - | Cwiyt | MWIU | 70j | 63 | 0.93% | 0.935% | 88.87763 |
D-2P | XTE | 85.000 | 8.87 | Vss | - | BBB | - | - | - | - | Ucolzltd | 1qQ | 70n | 63 | 1oO+63 | - | 592.00000 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | GFS | 843.000 | 8.52 | C-1 | H-1+ | - | - | - | - | - | Gsxtt | IogV | - | 10 | 2.76% | 2.758% | 249.00000 |
U-2-B | BRX | 35.000 | 3.90 | Eqq | QQQ | - | - | - | - | - | Amylchhh | 1cK | - | 16 | 1bU+16 | - | 644.00000 |
L-4 | GTP | 707.000 | 9.96 | Ibb | UUU | - | - | - | - | - | Ifrkd | Krtwj | - | 30 | 3.33% | 3.361% | 58.23343 |
G-3 | ZHP | 776.000 | 3.99 | Xnn | JJJ | - | - | - | - | - | Drabm | Hyhwa | - | 23 | 3.25% | 3.274% | 26.95670 |
B-2-B | ZHF | 518.000 | 2.60 | Gtt | MMM | - | - | - | - | - | Pplsc | ZYIV | - | 16 | 3.05% | 3.079% | 48.57157 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2-J | PFS | 439.000 | 6.67 | - | HHH | YYY | - | - | - | - | Ijjpprky | 1tN | 20c | 18 | 1wQ+18 | - | 682.00000 |
V-1 | NFD | 111.000 | 7.44 | - | Z-1+ | S1+ | - | - | - | - | Yssss | AizN | 5z | 5 | 2.42% | 2.424% | 923.00000 |
H-2-H | HHI | 316.000 | 4.30 | - | NNN | NNN | - | - | - | - | Nplrg | CNXN | 20h | 18 | 2.81% | 2.827% | 81.96827 |
M-3 | JEN | 861.000 | 7.83 | - | WWW | VVV | - | - | - | - | Qtxfu | Axakn | 27-29 | 25 | 3.02% | 3.045% | 72.60784 |
T-4 | TSA | 451.000 | 3.78 | - | BBB | OOO | - | - | - | - | Pvzfj | Yoxjj | 36-38 | 34 | 3.15% | 3.171% | 76.77227 |
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
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | ZQB | 694.000 | 6.70 | - | S-1+ | Q1+ | - | - | - | - | Rbugu | HUZ | 0.20-21% | 20 | 0.20% | 0.200% | 475.00000 |
J-2 | EMS | 830.000 | 2.70 | - | AAA | KKK | - | - | - | - | Lwsea | YPKP | 22v | 22 | 0.53% | 0.538% | 81.44392 |
C-4 | VBO | 562.000 | 9.29 | - | SSS | BBB | - | - | - | - | Pspxf | Idhqd | 28k | 28 | 1.39% | 1.399% | 76.32700 |
Z-3 | MSI | 584.000 | 1.80 | - | XXX | AAA | - | - | - | - | Qqvbd | Hgcek | 24e | 24 | 0.95% | 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;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | AAY | 508.000 | 2.10 | Ass | - | QQQ | - | - | - | - | Wsbyv | GMNL | - | 15 | 0.42% | 0.422% | 81.56497 |
U-3 | WGH | 944.000 | 1.18 | Ldd | - | JJJ | - | - | - | - | Jrbxs | Tmvut | - | 19 | 0.91% | 0.920% | 37.54210 |
I-4 | EZJ | 592.000 | 1.80 | Gvv | - | JJJ | - | - | - | - | Vcqzn | Pkkkz | - | 23 | 1.45% | 1.457% | 46.86170 |
M-1 | CAG | 106.000 | 2.39 | Q-1 | - | U1+ | - | - | - | - | Klcae | GVX | - | 19 | 0.19% | 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;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-3 | KTL | 445.000 | 1.28 | - | HHH | AAA | - | - | - | - | Dqybi | Mxkem | - | 21 | 0.70% | 0.711% | 55.73728 |
F-4 | IXL | 163.000 | 8.28 | - | YYY | NNN | - | - | - | - | Bzmen | Xitmu | - | 31 | 1.16% | 1.168% | 12.58226 |
D-2 | PFU | 104.000 | 7.70 | - | III | XXX | - | - | - | - | Dqsme | UNQJ | - | 14 | 0.42% | 0.424% | 25.40948 |
M-1 | VSN | 913.000 | 8.16 | - | L-1+ | Q1+ | - | - | - | - | Xryjv | XWQ | - | - | 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