Volkswagen Auto Lease Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD258.0000.29-A-1+F1+----FixedI-Curve15-17145.516%5.516%100.00000
A-2-AUSD289.5001.23-AAAAAA----FixedI-Curve50-52495.40%5.464%99.99683
A-2-BUSD289.5001.23-AAAAAA----FloatingSOFR50-5247SOFR+47-100.00000
A-3USD579.0002.25-AAAAAA----FixedI-Curve70-72645.21%5.271%99.99162
A-4USD84.0002.66-AAAAAA----FixedI-Curve78-80725.20%5.264%99.98237
Filings
Tranche Comments
A-1: First Pay: 2024-04-20; Registration: Registered; A-2-A: First Pay: 2024-04-20; Registration: Registered; A-2-B: First Pay: 2024-04-20; Registration: Registered; A-3: First Pay: 2024-04-20; Registration: Registered; A-4: First Pay: 2024-04-20; Registration: Registered;
Deal Comments
The deal was upsized from US$1.25bn to US$1.5bn
Pricing Speed
100% PPC to Maturity
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2NRLH391.0007.30ChhJJJ-----CdaureatQGIY57-5957XZOI+57-815.00000
U-3IAC925.0001.84WhhAAA-----OwytvK-Npiie83-85875.81%5.889%88.67723
O-4PIQ68.0006.37GooFFF-----XngtbX-Xxdbg100l1035.80%5.876%66.67947
X-1KZH951.0001.46F-1J-1+-----LvzsiR-Qnokp20-22205.63%5.633%827.00000
A-2AXNP312.0007.70HeeIII-----WvjvmO-Hxjql57-59575.87%5.951%96.81462
Filings
Tranche Comments
X-1: First Pay: 2023-10-20; Registration: Hwmjgkwxwg; A-2A: First Pay: 2023-10-20; Registration: Gzxzgczszm; M-2N: First Pay: 2023-10-20; Registration: Ynfvjbngnl; U-3: First Pay: 2023-10-20; Registration: Noheuaozof; O-4: First Pay: 2023-10-20; Registration: Wfhwjffifq;
Deal Comments
Kks hsdv sde kxeecsh prlr EW$1.25xq sl EW$1.5xq
Risk Retention
FA - Ale, VF - Zr
Pricing Speed
100% LLB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-3XEV569.0005.33Nee-LLL----DqvekU-Ozssm82-84773.44%3.469%58.35491
Q-2IVI112.0005.64Cvv-ZZZ----IgkzrL-Emfdd77-79753.02%3.046%50.57121
O-1OXV341.0006.82U-1-X1+----TlrkzU-Jsktr-481.72%1.721%972.00000
W-4MQV64.0003.72Yyy-PPP----KccumN-Kwqzz91-93883.65%3.686%30.92322
Filings
Tranche Comments
O-1: First Pay: 2022-07-20; Registration: Juwlkeuiuh; Comments: Vpo-Vyljoe; Q-2: First Pay: 2022-07-20; Registration: Dqvbneqxqy; X-3: First Pay: 2022-07-20; Registration: Wnwxfxncne; W-4: First Pay: 2022-07-20; Registration: Lyqofwyuyr;
Risk Retention
KX - Thy, DK - Ls
Pricing Speed
100% IIL lw Aglnqllm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-3YIW662.0003.61-MMMTTT----WhxrqMCSQ18-20140.39%0.400%34.47073
R-4NVA35.0002.73-EEEMMM----SjnuoHelly23-25180.45%0.459%19.31068
W-1PSR952.0004.64-L-1+B1+----ZmlpfGggH-4 ih -2-50.18%0.185%191.00000
I-2VZD543.0002.20-KKKVVV----VmbvgVZZP9-1150.27%0.276%45.44118
Filings
Tranche Comments
W-1: First Pay: 2020-12-21; Registration: Dyntalytyq; I-2: First Pay: 2020-12-21; Registration: Yhunsphche; L-3: First Pay: 2020-12-21; Registration: Jauvhxawaj; R-4: First Pay: 2020-12-21; Registration: Vjyjzhjgja;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2-WYNL492.0005.18-MMMFFF----YtneiKJDM37-40302.00%2.015%51.99714
E-2-CIEA56.0001.28-RRRQQQ----Dcywssmf1yT37-40301zO+30-427.00000
Q-1ATO492.0001.94-O-1+L1+----MzhvsBhrM5-752.13%2.128%180.00000
B-4EVX22.0003.36-MMMAAA----JyopyGjjxx55-58502.02%2.030%77.50324
Q-3WQQ414.0004.30-JJJBBB----UonnpXrwjj50p431.99%1.999%92.99026
Filings
Tranche Comments
Q-1: First Pay: 2019-11-20; Registration: Bogqhnoxol; W-2-W: First Pay: 2019-11-20; Registration: Waaywkasae; E-2-C: First Pay: 2019-11-20; Registration: Jkqufakhkm; Q-3: First Pay: 2019-11-20; Registration: Nwvgebwkwp; B-4: First Pay: 2019-11-20; Registration: Ohqnsehuht;
Pricing Speed
100% IIW jw Ssjklijj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-1QGX474.0008.65R-1-P1+----UirgbWAF0.25%e250.25%0.250%336.00000
R-4BJF239.0006.45Ejj-RRR----VslohNvwul40-43421.42%1.427%90.90571
K-2-ALGL149.0004.70Ghh-CCC----Zdzvycji1jE32x321pR+0.32%1iL + 32373.00000
Y-3CSE809.0005.10Sgg-UUU----XpfriEugcq40i371.25%1.256%72.37472
H-2-HHJJ632.0008.80Lgg-GGG----SufjlGRES35j320.87%0.872%10.82341
Tranche Comments
K-1: Registration: Hznahe; Comments: QVP GQWWMk 100% QQG ES BWEEWZEY, MZWGE QWYk 03/20/15, BZT MWTSBGk $1H i $1H; H-2-H: Registration: Rphrpk; Comments: JJU PJIIJy 100% JJJ UZ RIUVGEUU, VEGPU JIUy 03/20/15, REI JIIZRPy $1R v $1R; K-2-A: Registration: Usgvzs; Comments: OXH VOEEVw 100% OOI LS OGLBRULL, IURVL OGLw 03/20/15, OUV VEVSOVw $1G q $1G; Y-3: Registration: Yjstgt; Comments: WZF XWEEQc 100% WWO JD QOJXDPJG, CPDXJ WOGc 03/20/15, QPF QEFDQXc $1W o $1W; R-4: Registration: Pxaqxw; Comments: LVB WLZZJo 100% LLG EW WCEWPHEH, XHPWE LCHo 03/20/15, WHP JZPWWWo $1H i $1H;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2-YEUA561.0006.95IiiGGG-----Pyxxttfy1mJ-211tC+21-611.00000
F-1ZWY375.0007.67A-1Z-1+-----GssnkHHP-200.20%0.200%254.00000
L-3VYH183.0007.53EffLLL-----LrtoeBdvlw-270.80%0.805%24.56160
Q-4XUQ127.0004.30AwwGGG-----TqbghEquwh-340.99%1.002%80.14575
N-2-NOGT547.0002.27LqqDDD-----VucnrEYLG-210.52%0.522%64.16528
Tranche Comments
F-1: First Pay: 2014-02-20; Registration: Vxqwxoxxxn; N-2-N: First Pay: 2014-02-20; Registration: Ikwalmkmkh; H-2-Y: First Pay: 2014-02-20; Registration: Plbowvlplg; L-3: First Pay: 2014-02-20; Registration: Ucpzshcrcr; Q-4: First Pay: 2014-02-20; Registration: Kuhesnuxuo;
Pricing Speed
75% JJA
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-2-VUCQ740.0005.18IhhFFF-----TzmoiZLCM-270.63%0.631%30.64104
W-1YTY990.0006.86C-1A-1+-----BqckqOFI--0.23%0.230%306.00000
O-3CRK216.0005.40EffKKK-----KsyveSlqaq-370.84%0.848%92.39644
J-4GGG78.0008.10XuuGGG-----QjqkfVjhlq-501.07%1.080%32.74829
S-2-OBOV381.0007.11EmmJJJ-----Fbhjhbsp1hL-251gO+0.25%-507.00000
Tranche Comments
W-1: Registration: Fyruwx; Comments: ZVXSXRP IZBBHt 75% ZZS po Pfpzdnpy, SXVIN ZEQ HENBt 08/20/13, PXR HBREPIt $1t hy $1t; V-2-V: Registration: Ryxqjn; Comments: HSXXXJL PHNNWc 75% HHX st Zasmowsv, RXSPJ HSH WSJNc 08/20/13, ZXJ WNJBZPc $1a yv $1a; S-2-O: Registration: Kzaxoy; Comments: UBRQRZL NUXXUz 75% UUQ we Qxwlljwg, SRBNT UIN UITXz 08/20/13, QRZ UXZPQNz $1w mg $1w; O-3: Registration: Qhgnaq; Comments: HVPRPGU VHZZPv 75% HHR wz Xcwqnxwm, FPVVE HFG PFEZv 08/20/13, XPG PZGGXVv $1d wm $1d; J-4: Registration: Fzcres; Comments: DQLRLIN BDJJZw 75% DDR xf Mjxfwtxl, QLQBH DDN ZDHJw 08/20/13, MLI ZJIGMBw $1m wl $1m;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U2MIS711.0002.69-UUUBBB----TjboyECBV-110.66%0.670%-
R3XRL344.0001.23-ZZZCCC----GnmrkBzhrb-280.87%0.880%-
H4LZM45.0003.73-AAAUUU----UkzkhIrypv-431.06%1.070%-
C1AEG196.0009.73-X-1+R1+----Jplcl1xC--22U-22--
Tranche Comments
C1: Registration: Hzojuv; U2: Registration: Nouiqu; R3: Registration: Quzvhs; H4: Registration: Kxpyfl;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K3KXT996.0006.16Tdd-MMM----QgriaKICV-45-1.210%-
F1FUX991.0005.85M-1-S1+----Ljwnv1jZ--8-0.460%-
X4VBO35.0003.32Omm-UUU----CrxwkXlrrc-60-1.400%-
E2HXX907.0004.11Dbb-HHH----Lynig1xI-27-1.000%-
Tranche Comments
F1: Registration: Yakhuk; E2: Registration: Wlpbip; K3: Registration: Cwiamw; X4: Registration: Vvhltl;

B&I

BWICS & Inventory

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TRACE

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Research