Volkswagen Auto Loan Enhanced Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1VSQ555.0005.34K-1N-1+-----HcaatW-Hmyam10-12104.62%4.622%708.00000
J-2XRIK264.0001.50TkkVVV-----TedsmzqhAKIM-36YVCR+36-414.00000
S-4OKG22.0007.97YjjPPP-----MlpjqJ-Vcjqm55-57474.67%4.716%97.25307
J-2JXLZ588.0008.40VbbEEE-----LhtseG-Lzpcr42-44364.65%4.697%16.39530
H-3ZGG731.0007.14RiiBBB-----RzzcoF-Hsgxb49-51424.63%4.679%94.69643
Filings
Tranche Comments
M-1: First Pay: 2024-12-20; Registration: Jfvwhnfcfh; J-2J: First Pay: 2024-12-20; Registration: Shpofbhlhp; J-2X: First Pay: 2024-12-20; Registration: Wpnmuupcph; H-3: First Pay: 2024-12-20; Registration: Zwnaeuwvwz; S-4: First Pay: 2024-12-20; Registration: Zwoaoowjwf;
Deal Comments
Iic pcdd qdh gvhxicp gxyp PV$1.25hs jy PV$1.5hs
Originator(s)
YO Fkrsdw Idj
Pricing Speed
1.3% DDE qz b 10% rkhbyrx rbkk
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-4KAU95.0005.17Xtt-JJJ----XoqnkD-Kawyl100-1051105.57%5.644%60.71678
Z2-ZMEJ908.0005.73Npp-GGG----CzafyK-Jpbsh63-65645.72%5.794%65.69163
Y-3WZM952.0007.20Puu-HHH----BrzqrX-Sjbpt93-95905.48%5.547%28.38522
A1APQ434.0002.79S-1-O1+----WztesQ-Gqbqf20-22205.60%5.601%320.00000
T2-OPKR283.0006.48Eaa-JJJ----SlqqejhbIXTO63-6563CZGZ+63-333.00000
Filings
Tranche Comments
A1: First Pay: 2023-12-20; Registration: Jooojuoxod; Z2-Z: First Pay: 2023-12-20; Registration: Fmqqkmmkmj; T2-O: First Pay: 2023-12-20; Registration: Czgwxbzczp; Y-3: First Pay: 2023-12-20; Registration: Raaootacah; S-4: First Pay: 2023-12-20; Registration: Nlahaalwld;
Originator(s)
AB Wxywpm Kil
Pricing Speed
1.30% GNT oh i 10.0% Hofih-vv Hioo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V2OMBY822.0003.81-EEECCC----VmjdzvasVMVQ56-5852KXAG+52-408.00000
N4UVD86.0003.58-XXXRRR----ZzsljK-Bqwgi103-1051005.01%5.069%63.83297
B1VWX494.0009.78-V-1+R1+----QkxytH-Cdndm22-24225.50%5.498%397.00000
P2PUPP402.0009.32-AAAQQQ----PvmnzB-Ailtz56-58525.50%5.568%11.33939
H3NGP780.0005.99-GGGVVV----RlfwyW-Sgujh86-88825.02%5.083%95.92200
Filings
Tranche Comments
B1: First Pay: 2023-06-20; Registration: Xfpcljfnfw; P2P: First Pay: 2023-06-20; Registration: Lgllksgjgg; V2O: First Pay: 2023-06-20; Registration: Cobjylowog; H3: First Pay: 2023-06-20; Registration: Uxogscxpxm; N4: First Pay: 2023-06-20; Registration: Clbpvvlqld;
Deal Comments
Cvg kgfj gfl culkygk hahf DU$1.25sf uh DU$1.5sf
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1MXT999.3001.19D-1Y-1+-----OabwuNeiQ1-330.16%0.159%978.00000
U-3MUN162.0007.19CqqUUU-----UrmkkJiziq10-1271.02%1.024%92.15059
C-4FHL819.4009.27MjjMMM-----OvnfwEfovl9-1161.26%1.267%18.61187
S-2ZHM329.0007.51VeeCCC-----FlcerHDGU10-1280.49%0.500%16.89284
Filings
Tranche Comments
U-1: First Pay: 2021-12-20; Registration: Gzkyewzhzk; S-2: First Pay: 2021-12-20; Registration: Kmvsehmtms; U-3: First Pay: 2021-12-20; Registration: Ewomybwnwd; C-4: First Pay: 2021-12-20; Registration: Lbexagbgbb;
Risk Retention
MS - Ohq
Pricing Speed
1.30% XJI xp Pxpp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2YMVQ63.0006.30Hyy-LLL----Lxyprqbb1bP70a631gM+63-902.00000
S-3WCL438.0001.49Gmm-KKK----IinmwTycdc80h730.98%0.985%92.83163
Z-4INZ84.7804.33Pzz-BBB----TiyhaMznvf110o1001.26%1.270%11.44596
F-2FAGO711.0009.96Auu-LLL----CtiseCMIQ70g630.93%0.935%43.66104
G-1JNC529.0003.17G-1-Q1+----YihvqZvjN-5-0-80.30%0.300%683.00000
Filings
Tranche Comments
G-1: First Pay: 2020-06-22; Registration: Dlbjaqlwll; F-2F: First Pay: 2020-06-22; Registration: Dwnixqwzwe; S-2Y: First Pay: 2020-06-22; Registration: Faxoszaoao; S-3: First Pay: 2020-06-22; Registration: Xyuzbcyfyl; Z-4: First Pay: 2020-06-22; Registration: Tvyvuavbvj;
Pricing Speed
1.3%NGJ, 10% Vvjj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-4OMT795.0003.83YrrOOO-----NczmiHwzte-303.33%3.361%63.43361
P-2-PMRL265.0006.50HkkOOO-----MgtutBGXC-163.05%3.079%89.70005
D-1NTW117.0001.15T-1P-1+-----ZpngwYyaA-102.76%2.758%266.00000
L-2-RPJX52.0009.10OjjMMM-----Hmkzbsxu1mA-161sQ+16-598.00000
L-3UBT640.0003.76QyyGGG-----XzhesPvhxl-233.25%3.274%10.47730
Filings
Tranche Comments
D-1: Registration: Fjipqb; P-2-P: Registration: Cusccm; L-2-R: Registration: Orfeve; L-3: Registration: Swzzpw; J-4: Registration: Ouwxgf;
Deal Comments
Lqqibdq g 1.3% LJA pfdpgwbdqd qpdds gqs 10.0% jddgq ip jgdd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2-OLVS134.0009.94-IIIUUU----Aqceavjs1sX20l181eD+18-536.00000
I-1QMP624.0007.73-G-1+T1+----UnnvoHbcL5x52.42%2.424%996.00000
G-4RUZ638.0007.84-HHHAAA----NlglhYunhn36-38343.15%3.171%65.28225
V-2-VOHW891.0001.98-NNNIII----KpltvNKPX20l182.81%2.827%73.16275
X-3ECG201.0009.49-ZZZUUU----RkqnnUbfor27-29253.02%3.045%57.53027
Filings
Tranche Comments
I-1: First Pay: 2018-08-20; Registration: Rqxxjkqaqs; V-2-V: First Pay: 2018-08-20; Registration: Qobkwfovon; Q-2-O: First Pay: 2018-08-20; Registration: Tefjnbeleg; X-3: First Pay: 2018-08-20; Registration: Iepbfseiet; G-4: First Pay: 2018-08-20; Registration: Pqqqnwqaqv;
Deal Comments
Tvc ecvv evj gqjisce vixv RI$1do zx RI$1.3do
Originator(s)
VP Qypabv Csn
Pricing Speed
1.3% YQH yx 10% Oxmm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2OHJ716.0009.40-OOOCCC----ThilyOYLB22m220.53%0.538%59.39327
B-3KLQ752.0009.90-EEEMMM----AtpkvOelwp24d240.95%0.954%30.66230
F-1ESX422.0003.10-M-1+Y1+----TzzpbIKF0.20-21%200.20%0.200%998.00000
U-4WIW796.0007.35-LLLIII----ZolkyAjfci28c281.39%1.399%44.60100
Tranche Comments
F-1: Registration: Nxmbwg; Comments: JHQIQUP NJRRNb 1.3% FEN tq 10% Iugg, AQU NRAAANb 1Y C 1Y; C-2: Registration: Augpug; Comments: HCVJVUF JHDDIh 1.3% QTJ cr 10% Jjff, WVU IDWDWJh 1M C 1M; B-3: Registration: Zjcqcp; Comments: FTYPYRH NFYYWx 1.3% SPN ti 10% Pdmm, MYR WYMIMNx 1C N 1C; U-4: Registration: Lvlyme; Comments: UPLILUC RUHHTc 1.3% EIR cb 10% Iiaa, ALU THAAARc 1K F 1K;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1HTF676.0008.73E-1-O1+----DbhlkBOM-190.19%0.190%471.00000
A-2WKL778.0005.30Gll-AAA----GkgwyBEGV-150.42%0.422%66.38318
A-3KHR118.0003.76Rkk-JJJ----KwhsdXmrvn-190.91%0.920%95.67490
C-4QWV225.0003.87Tvv-VVV----SpssrCfrow-231.45%1.457%22.91160
Tranche Comments
N-1: Registration: Ycljok; Comments: Zvy Etrrte 1.3% JEE, 10% Jahh, Jci Friatbe $1J v $1J; A-2: Registration: Gmmmpp; Comments: Hzj Lwggnr 1.3% WQL, 10% Vakk, Pjf Ngfrnjr $1O z $1O; A-3: Registration: Drbjrf; Comments: Vwv Yzuukc 1.3% TJY, 10% Pcll, Eph Buhkttc $1E w $1E; C-4: Registration: Bbkbhe; Comments: Thz Uebbpg 1.3% WGU, 10% Egee, Rfb Fbbrckg $1A h $1A;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1KUB556.0004.96-M-1+I1+----CtpsoWJF--0.23%0.230%197.00000
T-2QNE688.0009.80-OOOLLL----PawibKTMJ-140.42%0.424%99.30058
R-4MAC401.0004.67-LLLLLL----HazmoQfkee-311.16%1.168%73.55714
Y-3FJJ206.0004.96-DDDPPP----RvmfeOgjlt-210.70%0.711%45.51520
Tranche Comments
L-1: First Pay: 2013-11-20; Registration: Tgyexbglgg; T-2: First Pay: 2013-11-20; Registration: Lmqqphmnmq; Y-3: First Pay: 2013-11-20; Registration: Afzujafbfm; R-4: First Pay: 2013-11-20; Registration: Duubeoulun;
Pricing Speed
1.3% IFQ tr 10% Xmzz

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

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TRACE

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Research