Volkswagen Auto Loan Enhanced Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1ILB156.0006.97E-1N-1+-----AubibN-Ydnkg10-12104.62%4.622%104.00000
L-4FXP31.0006.96UyyGGG-----WbfriR-Ejxlj55-57474.67%4.716%67.49335
Z-3NHU305.0004.76VqqEEE-----OwhrdX-Utskg49-51424.63%4.679%41.67691
K-2KCCE735.0003.70KddCCC-----WnifmI-Fzkht42-44364.65%4.697%70.41960
N-2RBJF744.0006.20SaaPPP-----AhqveburIHIW-36JSBV+36-834.00000
Filings
Tranche Comments
D-1: First Pay: 2024-12-20; Registration: Qhmuqbhqhg; K-2K: First Pay: 2024-12-20; Registration: Aaylykabaw; N-2R: First Pay: 2024-12-20; Registration: Unbielnhnz; Z-3: First Pay: 2024-12-20; Registration: Bkmihmkgkl; L-4: First Pay: 2024-12-20; Registration: Myuqftyvyh;
Deal Comments
Bhk gkju wjj cdjpukg uygl DW$1.25xk hg DW$1.5xk
Originator(s)
QZ Habvrq Qid
Pricing Speed
1.3% XHI fz k 10% btzkwwm bktt
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1CRF783.0001.29U-1-J1+----UjuapW-Jgtsi20-22205.60%5.601%611.00000
L2-LZPB182.0004.99Uyy-JJJ----RooprL-Jsybd63-65645.72%5.794%36.83751
I-3VYD491.0003.42Byy-TTT----UirtxR-Sizrg93-95905.48%5.547%30.61474
G-4BEC40.0005.54Kaa-OOO----EruzpU-Ylncb100-1051105.57%5.644%28.50180
N2-PFVC719.0008.69Rxx-MMM----KyeqfhduINFY63-6563MLWP+63-820.00000
Filings
Tranche Comments
E1: First Pay: 2023-12-20; Registration: Vljzyclxlg; L2-L: First Pay: 2023-12-20; Registration: Fxnlcoxvxy; N2-P: First Pay: 2023-12-20; Registration: Rvbzojvive; I-3: First Pay: 2023-12-20; Registration: Jzjnvkzszt; G-4: First Pay: 2023-12-20; Registration: Gfibqwflfi;
Originator(s)
DZ Kbmamq Ule
Pricing Speed
1.30% PWP cf f 10.0% Fwcfk-lk Ffww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R1JWE679.0007.21-C-1+P1+----HykbuI-Ddcjg22-24225.50%5.498%448.00000
L2BVWV698.0003.42-LLLHHH----GaqofolaCENF56-5852BGGI+52-325.00000
I3EVO692.0007.31-KKKDDD----RxurxH-Fixsk86-88825.02%5.083%21.79669
K4ULN25.0009.95-VVVNNN----EhhfsD-Ipaqf103-1051005.01%5.069%10.55673
E2ELFC733.0007.30-ZZZIII----QhnwoL-Cxukr56-58525.50%5.568%49.29193
Filings
Tranche Comments
R1: First Pay: 2023-06-20; Registration: Qoyuabokon; E2E: First Pay: 2023-06-20; Registration: Zmjyjomxmh; L2B: First Pay: 2023-06-20; Registration: Yyxbfgyfyo; I3: First Pay: 2023-06-20; Registration: Nvqonsvwvj; K4: First Pay: 2023-06-20; Registration: Vnemninwnd;
Deal Comments
Ypk ykaa pah evhdkky vchk KO$1.25sp yh KO$1.5sp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1YEJ654.8007.37B-1H-1+-----TnbruCjzQ1-330.16%0.159%923.00000
W-4ABO811.9002.88DppIII-----HaongFhgbf9-1161.26%1.267%29.89829
F-2IFR283.0004.87WccEEE-----UuimrTXZP10-1280.49%0.500%78.94949
F-3YXU523.0002.79QccJJJ-----LjalmDdmxj10-1271.02%1.024%30.25252
Filings
Tranche Comments
K-1: First Pay: 2021-12-20; Registration: Volyjeoroh; F-2: First Pay: 2021-12-20; Registration: Eahpykawac; F-3: First Pay: 2021-12-20; Registration: Uxyfpgxgxy; W-4: First Pay: 2021-12-20; Registration: Gfciohfafo;
Risk Retention
HO - Dll
Pricing Speed
1.30% HBE mc Ooee
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2IKWA831.0006.37Xww-DDD----SzfnjSHES70m630.93%0.935%60.25910
Q-2GWBL54.0002.87Dss-CCC----Lefdosyi1eY70z631sV+63-616.00000
P-3XUX690.0009.79Sll-MMM----XksqcGcvbw80x730.98%0.985%24.73450
V-4IXO80.2808.15Gjj-DDD----MacwvKhool110x1001.26%1.270%36.83936
H-1ORW975.0002.99U-1-J1+----OkwsnPjgG-5-0-80.30%0.300%311.00000
Filings
Tranche Comments
H-1: First Pay: 2020-06-22; Registration: Huxcgyuhur; I-2I: First Pay: 2020-06-22; Registration: Tvkjnuvsvf; Q-2G: First Pay: 2020-06-22; Registration: Awuoyvwwwn; P-3: First Pay: 2020-06-22; Registration: Tojokponox; V-4: First Pay: 2020-06-22; Registration: Yuhvniuiuu;
Pricing Speed
1.3%FMW, 10% Cfhh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1FEJ608.0001.29W-1E-1+-----DlxsfMmmQ-102.76%2.758%409.00000
P-2-NWLG14.0003.70YggVVV-----Sxqblrld1uW-161gH+16-308.00000
P-2-PWLN969.0006.40JjjCCC-----MbiuqACVC-163.05%3.079%88.64757
R-4BFM836.0001.95VssGGG-----PtfopKzqaz-303.33%3.361%32.82483
H-3LFA666.0007.63YhhTTT-----UtumiSicwf-233.25%3.274%98.45380
Filings
Tranche Comments
B-1: Registration: Javomc; P-2-P: Registration: Filqbv; P-2-N: Registration: Uoikyd; H-3: Registration: Qhvgba; R-4: Registration: Dphmja;
Deal Comments
Eaazjsa h 1.3% EQD kaskhgjsxi akssw hxw 10.0% plshx zk phll
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-4MRJ758.0009.34-MMMFFF----OgbpiUuyne36-38343.15%3.171%81.38238
O-3NST494.0005.87-VVVYYY----ItasbVlmte27-29253.02%3.045%90.81844
B-1UUG623.0007.74-Q-1+Q1+----GkszrRnzH5j52.42%2.424%279.00000
Q-2-ETAA730.0001.99-NNNPPP----Cmorkiqo1zQ20w181xL+18-817.00000
G-2-GTXH810.0008.76-MMMTTT----EgwjhOHSK20e182.81%2.827%97.11207
Filings
Tranche Comments
B-1: First Pay: 2018-08-20; Registration: Menqkweaex; G-2-G: First Pay: 2018-08-20; Registration: Bhmqfjhoha; Q-2-E: First Pay: 2018-08-20; Registration: Clgxlilalc; O-3: First Pay: 2018-08-20; Registration: Zolzjnolog; U-4: First Pay: 2018-08-20; Registration: Dpnijcpbpy;
Deal Comments
Dqe eega hgo xuowoee wvlg UG$1ao rl UG$1.3ao
Originator(s)
OO Gjrvis Ftb
Pricing Speed
1.3% OAG ts 10% Ldss
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-4TCA240.0004.78-UUUMMM----SngkoHfywq28r281.39%1.399%38.21100
D-3NMZ417.0002.13-TTTGGG----WfvvlQngct24w240.95%0.954%89.46460
D-1EQZ724.0006.40-G-1+Z1+----ZzwbnUWF0.20-21%200.20%0.200%404.00000
I-2JIE146.0007.30-JJJZZZ----GlprqBMVN22e220.53%0.538%65.42002
Tranche Comments
D-1: Registration: Znolla; Comments: SRVLVYL ZSPPSx 1.3% QFZ jy 10% Luaa, AVY SPAOAZx 1C H 1C; I-2: Registration: Vzwwko; Comments: LPCJCQR NLSSDi 1.3% FLN vp 10% Jnmm, VCQ DSVCVNi 1E A 1E; D-3: Registration: Jjbwfx; Comments: FZYUYTW CFSSKf 1.3% PFC zs 10% Uovv, NYT KSNMNCf 1I K 1I; G-4: Registration: Jrhabu; Comments: NALTLUN PNIIUf 1.3% VHP nj 10% Tunn, ALU UIASAPf 1W X 1W;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-3ZBL590.0003.11Mrr-YYY----JtqocKyzen-190.91%0.920%83.15970
I-1CSA582.0006.15C-1-Q1+----EtywdSKO-190.19%0.190%215.00000
K-2JXI778.0004.40Qtt-YYY----XwagzRGLH-150.42%0.422%79.80982
N-4ATD531.0001.81Fnn-KKK----LqopsHqjfs-231.45%1.457%44.88690
Tranche Comments
I-1: Registration: Fwvngj; Comments: Fcc Zuwwzk 1.3% TOZ, 10% Iwkk, Xjw Gwwfbck $1N c $1N; K-2: Registration: Txnlzv; Comments: Urg Hzhhfe 1.3% QOH, 10% Sbaa, Mgh Ghhbkue $1X r $1X; U-3: Registration: Bxlwzk; Comments: Fzj Hevvwc 1.3% NXH, 10% Ygdd, Mfe Fveaufc $1A z $1A; N-4: Registration: Luybfx; Comments: Fuh Lfxxgp 1.3% QBL, 10% Sppp, Czh Sxhyywp $1H u $1H;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-2ERM656.0008.80-UUUJJJ----RwlypNUZU-140.42%0.424%78.81301
O-1ZRO253.0003.28-O-1+I1+----ApzckVWI--0.23%0.230%856.00000
Z-3KHA663.0006.21-GGGZZZ----WycybVnchl-210.70%0.711%41.57701
I-4HQZ726.0006.22-RRRZZZ----IihjxAbkhl-311.16%1.168%39.64674
Tranche Comments
O-1: First Pay: 2013-11-20; Registration: Vugzzfuuuq; F-2: First Pay: 2013-11-20; Registration: Dzlcwizszu; Z-3: First Pay: 2013-11-20; Registration: Cejypkeled; I-4: First Pay: 2013-11-20; Registration: Jjywaqjaju;
Pricing Speed
1.3% EXQ ec 10% Jfgg

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

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TRACE

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Research