FINSIGHT

Porsche Financial Auto Securitization Trust

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	212.830	0.31	P-1	A-1+	-	-	-	-	-	Fixed	I-Curve	22-24	20	5.37%	5.365%	100.00000
A-2	USD	404.930	1.13	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	68-70	70	5.42%	5.487%	99.99238
A-3	USD	332.800	2.50	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	90-92	92	4.81%	4.865%	99.98354
A-4	USD	89.440	3.49	Aaa	AAA	-	-	-	-	-	Fixed	I-Curve	105-110	105	4.72%	4.771%	99.98494

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2023-07-24; Registration: 144A/Reg S; A-2: First Pay: 2023-07-24; Registration: 144A/Reg S; A-3: First Pay: 2023-07-24; Registration: 144A/Reg S; A-4: First Pay: 2023-07-24; Registration: 144A/Reg S;

Deal Comments

The deal was upsized from US$750m to US$1.04bn

Risk Retention

US - Yes

Pricing Speed

1.50% ABS, 10% call

Volkswagen AG