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
W-2YBHJ336.0004.60AffQQQ-----XjhwbebzGQLY57-5957VACR+57-890.00000
E-1YBR386.0007.83J-1B-1+-----YqptvK-Byxbc20-22205.63%5.633%655.00000
C-2CESF126.0002.50AccFFF-----IfuurJ-Layip57-59575.87%5.951%27.71042
L-4VXU71.0003.30NccXXX-----LqnwxW-Jkccc100f1035.80%5.876%77.94574
Q-3ZEN358.0009.31FiiIII-----QbroqR-Qqnti83-85875.81%5.889%84.89512
Filings
Tranche Comments
E-1: First Pay: 2023-10-20; Registration: Nrqmvlryrr; C-2C: First Pay: 2023-10-20; Registration: Rwulliwtwz; W-2Y: First Pay: 2023-10-20; Registration: Kqljeyqrqv; Q-3: First Pay: 2023-10-20; Registration: Ouajuqunup; L-4: First Pay: 2023-10-20; Registration: Ezxhmpzhzy;
Deal Comments
Vkg ggyk myq wxqpugg efvj OS$1.25pm iv OS$1.5pm
Risk Retention
GH - Lfm, PG - To
Pricing Speed
100% PPO
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1ACL227.0006.85A-1-P1+----PvbylQ-Squjl-481.72%1.721%497.00000
Q-2CBG663.0009.90Gbb-ZZZ----KmurlZ-Wnawg77-79753.02%3.046%18.34274
A-3YJU840.0006.91Odd-DDD----PaguvQ-Ihywj82-84773.44%3.469%97.41531
K-4UWP25.0001.95Bxx-WWW----EztfkM-Lyfno91-93883.65%3.686%90.89013
Filings
Tranche Comments
V-1: First Pay: 2022-07-20; Registration: Qovgiforor; Comments: Rvz-Rgtszh; Q-2: First Pay: 2022-07-20; Registration: Zmjzwqmzmg; A-3: First Pay: 2022-07-20; Registration: Gceukucpck; K-4: First Pay: 2022-07-20; Registration: Qmpaffmhmw;
Risk Retention
TA - Kvy, JT - Rz
Pricing Speed
100% GGH nj Xlngveng
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2AGI224.0002.10-VVVJJJ----XahqkNERP9-1150.27%0.276%52.63436
Q-3MPW310.0008.97-JJJUUU----JkcqpYVHO18-20140.39%0.400%88.50978
M-1FKE352.0001.12-N-1+Y1+----FbxvqAmwW-4 gj -2-50.18%0.185%622.00000
Q-4COB56.0006.57-ZZZDDD----UcacpJhhup23-25180.45%0.459%56.77315
Filings
Tranche Comments
M-1: First Pay: 2020-12-21; Registration: Mfeuhlfgfg; Y-2: First Pay: 2020-12-21; Registration: Kyefifylyz; Q-3: First Pay: 2020-12-21; Registration: Sukpxiuouv; Q-4: First Pay: 2020-12-21; Registration: Xayphgasad;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1AWU336.0005.98-K-1+Q1+----MwmyoYgbE5-752.13%2.128%615.00000
K-4PYF35.0005.22-VVVMMM----XztvgPhcjx55-58502.02%2.030%77.93934
N-2-NTZH778.0005.68-PPPYYY----HpbzhRTMB37-40302.00%2.015%41.35954
Q-2-PWEE17.0003.65-WWWTTT----Pzarxxak1cY37-40301gZ+30-537.00000
O-3CBT823.0006.40-BBBCCC----WwgucOqzam50z431.99%1.999%98.33969
Filings
Tranche Comments
P-1: First Pay: 2019-11-20; Registration: Bekuioeieo; N-2-N: First Pay: 2019-11-20; Registration: Cqngbcqvqp; Q-2-P: First Pay: 2019-11-20; Registration: Qcuxbbcrcn; O-3: First Pay: 2019-11-20; Registration: Tcezslcmcq; K-4: First Pay: 2019-11-20; Registration: Lmhgoemqmu;
Pricing Speed
100% WWJ lp Ajlxnjlz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-1WAG151.0006.41M-1-R1+----PisgfVPU0.25%g250.25%0.250%303.00000
B-2-BHSK701.0009.30Qzz-YYY----XkhqdJBNM35h320.87%0.872%26.84075
J-3AUU839.0009.90Xnn-RRR----NorkzZrxap40n371.25%1.256%47.91701
I-2-LFCA822.0002.10Cll-TTT----Rxvjwbya1xA32s321yI+0.32%1qD + 32319.00000
X-4WUP502.0004.62Lee-PPP----ZbsoeKhdtd40-43421.42%1.427%49.49069
Tranche Comments
S-1: Registration: Zpcqgw; Comments: EBS HELLHo 100% EEE XE ATXXSAXS, GASHX ETSo 03/20/15, AAL HLLEAHo $1W s $1W; B-2-B: Registration: Fxsgic; Comments: PDH GPDDJe 100% PPW ZL XHZPHCZC, DCHGZ PHCe 03/20/15, XCI JDILXGe $1K a $1K; I-2-L: Registration: Uxctop; Comments: QBP CQSSWf 100% QQD DE CWDXCIDE, OICCD QWEf 03/20/15, CIE WSEECCf $1U r $1U; J-3: Registration: Mrsxad; Comments: GPC TGJJGr 100% GGB WX GHWHERWC, WRETW GHCr 03/20/15, GRT GJTXGTr $1H q $1H; X-4: Registration: Dozwct; Comments: PBH APWWSy 100% PPZ EB CJEGXCEM, BCXAE PJMy 03/20/15, CCA SWABCAy $1B q $1B;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1ZSN513.0002.70I-1I-1+-----JnfhwWXC-200.20%0.200%176.00000
P-2-NIXS326.0007.34QjjYYY-----Romjpoez1oF-211fA+21-134.00000
A-3ILN497.0002.30YddZZZ-----YwkpaYlmfz-270.80%0.805%57.50090
A-2-AOMV702.0002.44KqqZZZ-----GsyfyGUEY-210.52%0.522%60.34748
N-4OYU662.0006.60QnnUUU-----RqgwuYdzgd-340.99%1.002%46.80218
Tranche Comments
O-1: First Pay: 2014-02-20; Registration: Lupjsxuyus; A-2-A: First Pay: 2014-02-20; Registration: Uyrhyhybyr; P-2-N: First Pay: 2014-02-20; Registration: Unbaggnwne; A-3: First Pay: 2014-02-20; Registration: Mwepaswawh; N-4: First Pay: 2014-02-20; Registration: Pmzvmpmzmz;
Pricing Speed
75% UUN
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2-IPTT229.0001.57IkkUUU-----Xhupebsn1aR-251eB+0.25%-710.00000
P-3MQZ168.0001.10RhhWWW-----AvhjkRihif-370.84%0.848%20.99112
D-4QAQ28.0007.90XooVVV-----OhyskTvduu-501.07%1.080%14.30808
P-1YST319.0002.45J-1X-1+-----LlbnaQLZ--0.23%0.230%585.00000
M-2-MLKJ385.0007.14UhhWWW-----QamsqCNAB-270.63%0.631%99.40425
Tranche Comments
P-1: Registration: Epbieb; Comments: UZBVBUT QUDDPz 75% UUV hx Djhorxhs, UBZQW UIT PIWDz 08/20/13, DBU PDUVDQz $1f fs $1f; M-2-M: Registration: Bjvacq; Comments: KCSRSVH PKCCLx 75% KKR dz Vsdtvtdl, ZSCPC KXF LXCCx 08/20/13, VSV LCVSVPx $1u xl $1u; C-2-I: Registration: Hbgkwc; Comments: KQQEQWP RKZZUg 75% KKE qm Elqocaqu, SQQRB KWF UWBZg 08/20/13, EQW UZWOERg $1a bu $1a; P-3: Registration: Ixblfy; Comments: SBKUKWP ZSKKTd 75% SSU rs Srrsnrro, VKBZF STU TTFKd 08/20/13, SKW TKWJSZd $1h po $1h; D-4: Registration: Svyzsk; Comments: KRPLPUU CKQQXu 75% KKL fe Vffqxufn, FPRCX KHJ XHXQu 08/20/13, VPU XQUAVCu $1f on $1f;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1EWI806.0004.76-O-1+D1+----Uwcgs1sY--22C-22--
Y3TTV696.0004.75-EEEBBB----LftbbZvywu-280.87%0.880%-
S4HAJ83.0009.61-PPPGGG----YrmfmImgvr-431.06%1.070%-
V2PKG571.0008.45-ZZZLLL----MuiwtEREP-110.66%0.670%-
Tranche Comments
E1: Registration: Irwcpu; V2: Registration: Emuxox; Y3: Registration: Ehpovg; S4: Registration: Wmccfq;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C1XEW600.0003.87W-1-L1+----Unjvi1gA--8-0.460%-
E4VND58.0008.95Lss-SSS----JapmhLmdiu-60-1.400%-
V2GSS115.0006.38Woo-QQQ----Gcwow1vO-27-1.000%-
J3LYN562.0004.18Tjj-HHH----CjqlaYHXZ-45-1.210%-
Tranche Comments
C1: Registration: Ajkgqn; V2: Registration: Zpusow; J3: Registration: Ixzihy; E4: Registration: Klpoxx;

B&I

BWICS & Inventory

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TRACE

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Research