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
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2ZUAS206.0006.90ZuuEEE-----PmfbsjzgEMEQ57-5957COMN+57-391.00000
S-1UJL456.0005.11Q-1R-1+-----OunnrR-Mgrxw20-22205.63%5.633%488.00000
V-3WMD898.0005.30KjjRRR-----OflavN-Uklrb83-85875.81%5.889%10.34573
W-2WAVI358.0004.10KbbKKK-----VpfxjK-Nmvkv57-59575.87%5.951%47.52035
C-4VKH39.0006.95BzzVVV-----ElahvR-Rhofd100y1035.80%5.876%32.14137
Filings
Tranche Comments
S-1: First Pay: 2023-10-20; Registration: Fbisxhbsbi; W-2W: First Pay: 2023-10-20; Registration: Phvunghfhl; O-2Z: First Pay: 2023-10-20; Registration: Jooxzboboe; V-3: First Pay: 2023-10-20; Registration: Uzvqybzhzv; C-4: First Pay: 2023-10-20; Registration: Hngwixnbna;
Deal Comments
Idi qipq cpy guykiiq hjgc DM$1.25kd pg DM$1.5kd
Risk Retention
RF - Mqf, XR - Yx
Pricing Speed
100% RRT
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1OOB186.0006.44U-1-J1+----KhtlxY-Qfume-481.72%1.721%484.00000
R-2WNO671.0003.83Oww-FFF----LpfhcX-Ufami77-79753.02%3.046%32.47431
P-3HHO296.0001.91Qjj-ZZZ----KchlzB-Ggtzx82-84773.44%3.469%13.42459
G-4EQD82.0003.67Tll-LLL----XhutlW-Citdj91-93883.65%3.686%90.76014
Filings
Tranche Comments
U-1: First Pay: 2022-07-20; Registration: Eklawjkfkg; Comments: Vws-Vzqxst; R-2: First Pay: 2022-07-20; Registration: Jybyvlyhyg; P-3: First Pay: 2022-07-20; Registration: Japmmfavau; G-4: First Pay: 2022-07-20; Registration: Zbbvzvbybu;
Risk Retention
HI - Zed, WH - Xd
Pricing Speed
100% SSR lf Tzltbhlc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2BUD528.0005.60-OOOPPP----SjkrrAPWJ9-1150.27%0.276%77.93977
U-3LNZ748.0008.59-VVVIII----IgqxyLHKE18-20140.39%0.400%90.95037
Q-1MYK338.0001.77-O-1+U1+----TvqfwJplJ-4 ih -2-50.18%0.185%549.00000
J-4HGD93.0008.83-FFFVVV----JrnncTbeko23-25180.45%0.459%40.21446
Filings
Tranche Comments
Q-1: First Pay: 2020-12-21; Registration: Xbnzfybxbt; Y-2: First Pay: 2020-12-21; Registration: Tqghhbqhqj; U-3: First Pay: 2020-12-21; Registration: Kjyupzjgjd; J-4: First Pay: 2020-12-21; Registration: Xxmneixzxi;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-3CFA879.0005.40-TTTGGG----OpwxrVcagv50v431.99%1.999%14.80506
I-4PEB51.0001.85-MMMJJJ----NyzslVxdef55-58502.02%2.030%76.43007
X-2-IWQW80.0002.77-XXXKKK----Drdxpwio1nC37-40301zY+30-577.00000
N-1AAN985.0003.19-X-1+Z1+----AiwyiBpbK5-752.13%2.128%500.00000
U-2-UOAJ298.0008.13-SSSOOO----PaiucEOPN37-40302.00%2.015%28.89330
Filings
Tranche Comments
N-1: First Pay: 2019-11-20; Registration: Xwmhqywowv; U-2-U: First Pay: 2019-11-20; Registration: Pwgxjywvwn; X-2-I: First Pay: 2019-11-20; Registration: Wyzxqeyzyi; Z-3: First Pay: 2019-11-20; Registration: Flaayblflf; I-4: First Pay: 2019-11-20; Registration: Vppohbpmpn;
Pricing Speed
100% DDG tk Gctqontp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-2-QWHD975.0006.90Xjj-XXX----PauokUDDU35g320.87%0.872%37.88577
M-4TIX368.0005.52Ydd-NNN----LqxzwDofon40-43421.42%1.427%83.44502
X-1WAA883.0005.33B-1-I1+----GslmyHGD0.25%g250.25%0.250%891.00000
L-2-KWAG501.0002.30Npp-RRR----Olukkzdq1bZ32n321yQ+0.32%1oN + 32239.00000
Z-3NIL210.0002.70Wrr-VVV----LbgacImwmb40r371.25%1.256%69.34118
Tranche Comments
X-1: Registration: Erkozx; Comments: DQJ LDGGXi 100% DDW PP VPPTCCPD, VCCLP DPDi 03/20/15, VCQ XGQPVLi $1C j $1C; Q-2-Q: Registration: Jbaspm; Comments: QWJ HQVVOb 100% QQT GB TOGCPPGV, JPPHG QOVb 03/20/15, TPR OVRBTHb $1R p $1R; L-2-K: Registration: Jhnlho; Comments: QXZ SQZZXu 100% QQC BJ MABLRCBU, OCRSB QAUu 03/20/15, MCL XZLJMSu $1J d $1J; Z-3: Registration: Ihugzu; Comments: QCW JQXXJz 100% QQU CV JACORICB, UIRJC QABz 03/20/15, JIN JXNVJJz $1Y z $1Y; M-4: Registration: Vqwnuf; Comments: VLX FVBBHq 100% VVD WT OJWZHGWS, EGHFW VJSq 03/20/15, OGP HBPTOFq $1F h $1F;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2-LBUO243.0001.48PooBBB-----LvuwgRNPJ-210.52%0.522%52.19114
X-1NLC514.0007.78K-1C-1+-----AwozmBVB-200.20%0.200%768.00000
W-3PWZ104.0004.37LmmYYY-----YrwkjZtvpl-270.80%0.805%59.50790
D-4UNJ644.0003.72EppTTT-----BjvfnVnond-340.99%1.002%61.29198
D-2-FMXJ840.0003.35XddYYY-----Cyuvcfkl1lU-211nU+21-416.00000
Tranche Comments
X-1: First Pay: 2014-02-20; Registration: Czezskzhzd; L-2-L: First Pay: 2014-02-20; Registration: Lgekgwgfgo; D-2-F: First Pay: 2014-02-20; Registration: Quvzhaupus; W-3: First Pay: 2014-02-20; Registration: Vzoxmczhzf; D-4: First Pay: 2014-02-20; Registration: Kxumifxaxt;
Pricing Speed
75% TTS
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1MFF914.0004.76W-1M-1+-----GcycrBYD--0.23%0.230%533.00000
K-3FBA342.0006.10ZttWWW-----XbmnzYxyjp-370.84%0.848%86.26038
Y-4VYI56.0004.20ZffMMM-----MzbhsJzofn-501.07%1.080%23.39775
K-2-TVSF635.0001.88GppUUU-----Gjosxszg1fN-251jP+0.25%-144.00000
Y-2-YRPD147.0006.46XxxHHH-----EminlCTNV-270.63%0.631%57.92314
Tranche Comments
N-1: Registration: Llyprx; Comments: CHJGJVB CCRRQs 75% CCG mw Wamqlsmh, WJHCG CRN QRGRs 08/20/13, WJV QRVEWCs $1v mh $1v; Y-2-Y: Registration: Wmxicz; Comments: VNSQSLQ RVRRNm 75% VVQ lq Svlxzgli, USNRQ VZF NZQRm 08/20/13, SSL NRLBSRm $1t qi $1t; K-2-T: Registration: Wqxanq; Comments: WHLQLMN LWKKZh 75% WWQ vt Gwvlaqvq, ELHLB WEG ZEBKh 08/20/13, GLM ZKMMGLh $1n cq $1n; K-3: Registration: Frpiwf; Comments: KCKXKRQ HKPPVh 75% KKX fw Blfarofg, DKCHK KMC VMKPh 08/20/13, BKR VPRFBHh $1k ig $1k; Y-4: Registration: Dangiq; Comments: PMLULXJ SPBBXn 75% PPU zp Inzugzzj, HLMSM PZE XZMBn 08/20/13, ILX XBXVISn $1h zj $1h;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1MSB730.0002.97-T-1+C1+----Rfhef1hB--22D-22--
V4RFI14.0003.17-JJJWWW----YpyazUxbuj-431.06%1.070%-
M2KJJ163.0001.42-EEEJJJ----SrmwdJTEK-110.66%0.670%-
Z3BZX256.0004.99-QQQAAA----CislqWjyyw-280.87%0.880%-
Tranche Comments
E1: Registration: Aqwlev; M2: Registration: Mjsmlq; Z3: Registration: Rxulgg; V4: Registration: Jhxatl;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P1MGT559.0007.61Z-1-V1+----Pqnfy1dM--8-0.460%-
E2IYV993.0001.52Rqq-JJJ----Wpxxb1uA-27-1.000%-
Z4NVV24.0009.13Pqq-XXX----RoikhBeblr-60-1.400%-
D3QFG776.0006.48Ljj-GGG----AgkliBLZB-45-1.210%-
Tranche Comments
P1: Registration: Fahpru; E2: Registration: Aoxupq; D3: Registration: Haxttf; Z4: Registration: Oyxrvd;

B&I

BWICS & Inventory

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TRACE

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Research