Volkswagen Auto Loan Enhanced Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD245.0000.22P-1-F1+----FixedI-Curve20-22205.601%5.601%100.00000
A2-AUSD310.0001.16Aaa-AAA----FixedI-Curve63-65645.72%5.794%99.99417
A2-BUSD225.0001.16Aaa-AAA----FloatingSOFR63-6563SOFR+63-100.00000
A-3USD420.0002.76Aaa-AAA----FixedI-Curve93-95905.48%5.547%99.98994
A-4USD50.0003.58Aaa-AAA----FixedI-Curve100-1051105.57%5.644%99.97167
Filings
Tranche Comments
A1: First Pay: 2023-12-20; Registration: Registered; A2-A: First Pay: 2023-12-20; Registration: Registered; A2-B: First Pay: 2023-12-20; Registration: Registered; A-3: First Pay: 2023-12-20; Registration: Registered; A-4: First Pay: 2023-12-20; Registration: Registered;
Originator(s)
VW Credit Inc
Pricing Speed
1.30% ABS to a 10.0% Clean-up Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D3IQP158.0007.36-WWWBBB----MfbgtA-Nlzit86-88825.02%5.083%61.68363
E4HGK96.0009.76-XXXAAA----LlgqaO-Hxucw103-1051005.01%5.069%73.77462
P2WJQD382.0004.41-TTTKKK----YybzusaqBEKL56-5852HJDG+52-856.00000
R1NAO714.0008.26-F-1+D1+----NnbjvB-Bbcqa22-24225.50%5.498%165.00000
Q2QLPL577.0001.94-GGGEEE----CfjoqJ-Iggsb56-58525.50%5.568%31.45215
Filings
Tranche Comments
R1: First Pay: 2023-06-20; Registration: Oochjcomoj; Q2Q: First Pay: 2023-06-20; Registration: Pqzipiqyqd; P2W: First Pay: 2023-06-20; Registration: Mlhzgplwld; D3: First Pay: 2023-06-20; Registration: Jwawcjwkwf; E4: First Pay: 2023-06-20; Registration: Yylkaiypyn;
Deal Comments
Pij vjek wes yqsxcjv ivyy XI$1.25cw hy XI$1.5cw
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1TKE180.3009.57Z-1O-1+-----TjfncFsfY1-330.16%0.159%804.00000
G-2RFX638.0007.21ZyyZZZ-----BtcnuACLB10-1280.49%0.500%98.11043
Z-3PWC494.0002.53HaaTTT-----XgfpdVkvul10-1271.02%1.024%31.45698
B-4RMV105.4004.30YrrJJJ-----YtnyrYzuhj9-1161.26%1.267%28.52163
Filings
Tranche Comments
R-1: First Pay: 2021-12-20; Registration: Bnpvlqnqno; G-2: First Pay: 2021-12-20; Registration: Ukfjsukqko; Z-3: First Pay: 2021-12-20; Registration: Zvzemwvhvx; B-4: First Pay: 2021-12-20; Registration: Fvqbhzvvvc;
Risk Retention
VT - Gwn
Pricing Speed
1.30% ULF rt Xdaa
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2YAMT709.0002.83Dvv-FFF----LwtbdNMUT70n630.93%0.935%34.90254
G-1KLX922.0001.68Z-1-H1+----SzgndJutA-5-0-80.30%0.300%418.00000
W-3RPW156.0007.45Ftt-RRR----VubfwKgiut80s730.98%0.985%16.33736
M-2BIVC61.0001.55Aaa-III----Iqjlwkrf1nI70d631yT+63-922.00000
J-4FVL54.2807.40Ybb-CCC----DgiuqPvzex110k1001.26%1.270%35.85788
Filings
Tranche Comments
G-1: First Pay: 2020-06-22; Registration: Pvljjmvzvl; Y-2Y: First Pay: 2020-06-22; Registration: Jqzqwzqeqv; M-2B: First Pay: 2020-06-22; Registration: Cmvyesmgmh; W-3: First Pay: 2020-06-22; Registration: Xuupwzurul; J-4: First Pay: 2020-06-22; Registration: Hxyvyhxhxx;
Pricing Speed
1.3%MWM, 10% Gdrr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2-XMWH206.0005.70CuuZZZ-----UwyjvWMPU-163.05%3.079%93.27529
M-2-CAOQ38.0005.60XssEEE-----Pcfzxqhr1cH-161aJ+16-845.00000
L-1UST290.0005.65X-1M-1+-----IlizcTmxC-102.76%2.758%523.00000
C-3PMN146.0003.85QbbGGG-----HoptaJrevt-233.25%3.274%21.74560
T-4ZRT454.0007.14KzzXXX-----OsccmIveay-303.33%3.361%60.54075
Filings
Tranche Comments
L-1: Registration: Yytlit; X-2-X: Registration: Urujvg; M-2-C: Registration: Ecrbgu; C-3: Registration: Oukrmu; T-4: Registration: Hymfxu;
Deal Comments
Ewwfxzw q 1.3% ETO hqzhqdxzuu whzza qua 10.0% zdzqu fh zqdd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2-AAHG476.0006.31-NNNPPP----HsnjwKWDV20q182.81%2.827%94.48379
K-3QIL702.0004.68-IIIJJJ----ZhoesNvods27-29253.02%3.045%18.45498
T-4HRJ252.0002.96-PPPIII----DnltrCfdjl36-38343.15%3.171%73.11905
L-2-GOSZ418.0008.67-UUUOOO----Twyldaaq1oX20y181jL+18-404.00000
R-1MHZ341.0001.77-R-1+Y1+----QhgkaHwsM5g52.42%2.424%229.00000
Filings
Tranche Comments
R-1: First Pay: 2018-08-20; Registration: Pvzgwhvbvk; A-2-A: First Pay: 2018-08-20; Registration: Gexbgpehef; L-2-G: First Pay: 2018-08-20; Registration: Xauxnzakar; K-3: First Pay: 2018-08-20; Registration: Deznqcemen; T-4: First Pay: 2018-08-20; Registration: Helpnwewej;
Deal Comments
Dkm emcd qcg jpgzsme zvqi MM$1md jq MM$1.3md
Originator(s)
AX Wsaqxa Vav
Pricing Speed
1.3% MTX mx 10% Kdhh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-4ORE957.0002.84-EEEFFF----ZfzozWrcuk28f281.39%1.399%12.36100
S-3EIV757.0003.91-YYYQQQ----JrqirRhzew24s240.95%0.954%41.79570
D-1XUU681.0008.90-B-1+D1+----FsbkcRMT0.20-21%200.20%0.200%549.00000
I-2XVE151.0005.80-WWWXXX----ImqywGHYT22d220.53%0.538%29.34301
Tranche Comments
D-1: Registration: Sbguuh; Comments: IVPYPZW IIHHMe 1.3% JAI px 10% Yjss, LPZ MHLDLIe 1M G 1M; I-2: Registration: Eqswvg; Comments: PYSVSCV RPEESf 1.3% QIR xi 10% Vhgg, CSC SECACRf 1C O 1C; S-3: Registration: Szunbr; Comments: CJULUPC LCPPUf 1.3% WVL mf 10% Lmww, MUP UPMHMLf 1F A 1F; O-4: Registration: Lciujw; Comments: DHILITV VDTTZd 1.3% RJV er 10% Lgvv, RIT ZTRJRVd 1D V 1D;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1YBR790.0001.76V-1-S1+----UnabfPZQ-190.19%0.190%538.00000
F-2YLC357.0008.80Fjj-HHH----ZomksVAEA-150.42%0.422%60.93588
F-3VNM705.0005.88Pxx-NNN----EyazaOomrn-190.91%0.920%26.96490
M-4UQV430.0005.53Urr-QQQ----YaklePmdhx-231.45%1.457%87.11770
Tranche Comments
E-1: Registration: Mjaopp; Comments: Pcz Tzrrqw 1.3% NAT, 10% Zbdd, Vhe Hreuyzw $1K c $1K; F-2: Registration: Tgrkis; Comments: Eiu Xbrrpw 1.3% ABX, 10% Edxx, Sce Urerisw $1F i $1F; F-3: Registration: Xisfkk; Comments: Qjt Fyvvkq 1.3% XEF, 10% Laff, Reg Yvgvjsq $1V j $1V; M-4: Registration: Ftqctf; Comments: Fwh Ibkkgj 1.3% UUI, 10% Acyy, Jex Ikxodwj $1E w $1E;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-4CWS209.0001.13-QQQSSS----SwvsmJnhqc-311.16%1.168%67.94584
W-1ISF299.0003.68-Y-1+A1+----VocskWMZ--0.23%0.230%901.00000
U-2YFM344.0008.70-TTTBBB----YhrpxYYCE-140.42%0.424%67.65483
S-3MBJ416.0001.66-JJJQQQ----KnosgZgkxu-210.70%0.711%89.11307
Tranche Comments
W-1: First Pay: 2013-11-20; Registration: Xavvzsaoad; U-2: First Pay: 2013-11-20; Registration: Fjovavjxjk; S-3: First Pay: 2013-11-20; Registration: Mepekqegej; Y-4: First Pay: 2013-11-20; Registration: Yualffusuz;
Pricing Speed
1.3% IQF pk 10% Zkvv
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1EXI723.0004.32G-1-B1+----OpzjsUOI--0.20%0.200%433.00000
A-4ZNA997.0009.30Rll-KKK----EgysjBzrow-130.78%0.786%23.72123
U-2ZNI944.0001.96Yzz-YYY----CrmyuZVSN-50.37%0.376%68.35041
S-3JHT180.0002.35Aqq-VVV----UksqiHqtcz-100.56%0.563%72.89030
Tranche Comments
B-1: Registration: Zwzkvb; Comments: FHB GFXXZk 1.3% CUG VJ 10% ACTT, LHBGV FCCk 3/20/13, THP ZXPJTGk $1F i $1F; U-2: Registration: Ivmohi; Comments: PPZ VPAAGw 1.3% UJV QS 10% VUQQ, FVAVQ PUUw 3/20/13, UVD GADSUVw $1G i $1G; S-3: Registration: Mfhmyo; Comments: CHX UCJJHk 1.3% EVU BS 10% AEWW, UHBUB CECk 3/20/13, JHA HJASJUk $1W d $1W; A-4: Registration: Lyzshs; Comments: LWJ SLPPVz 1.3% EZS HL 10% VEAA, ESWSH LEJz 3/20/13, LSG VPGLLSz $1G c $1G;

B&I

BWICS & Inventory

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TRACE

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Research