Presale Report  ·  Data as of 2025-03-25

Volkswagen Auto Loan Enhanced Trust 2025-1 Auto Loan prime FINAL · CLOSED 2025-03-25

Notes
$1,250.0MM
Pool
$1,427.5MM
Reserve
0.23%
OC
12.4%
Sponsor: Credit, Inc  ·  Servicer: VW Credit, Inc.  ·  Trustee: U.S. Bank Trust National Association

Capital Structure

ClassSize ($MM)% of PoolSub %CPN / SpreadWALLegal FinalMoody'sFitch
Class A-1257.018.0%69.6%4.45% fxd0.222026-03-20P-1F1+
Class A-2-A229.516.1%53.5%4.51% fxd1.002028-01-20AaaAAA
Class A-2-B229.516.1%37.4%+44 bps SOFR1.002028-01-20AaaAAA
Class A-3459.032.2%5.3%4.50% fxd2.352029-08-20AaaAAA
Class A-475.05.3%0.0%4.61% fxd3.322031-07-21AaaAAA

Transaction Parties

SponsorCredit, Inc
ServicerVW Credit, Inc.
Depositor / TransferorCredit, Inc
Indenture TrusteeU.S. Bank Trust National Association
Owner TrusteeClayton Fixed Income Services LLC
Asset Rep. ReviewerClayton Fixed Income Services LLC
UnderwritersBarclays Capital, BofA Securities, TD Securities, RBC Capital Markets, U.S. Bancorp Investments, Scotia Capital

Issuer Track Record

VALET 2025-1VALET 2024-1VALET 2023-2VALET 2023-1VALET 2021-1
Collateral (pool at cut-off)
Closing date2025-03-252024-11-262023-11-212023-06-132021-12-13
Pool balance$1,427.5MM$1,749.4MM$1,418.8MM$1,707.9MM$1,882.3MM
WA Credit Score772−2774774763777
WA APR5.43%+0.68pp4.68%5.69%4.82%2.99%
WA original term mo
% new vehicles79.0%80.0%73.4%69.2%58.4%
Reserve %0.23%0.22%0.23%0.19%0.17%
Geo top-3TX 16.3%
FL 8.5%
CA 7.8%
TX 13.9%
CA 10.6%
FL 8.3%
TX 14.8%
CA 13.6%
FL 9.6%
CA 17.4%
TX 13.4%
FL 10.6%
CA 15.0%
TX 11.3%
FL 8.5%
Structure (at issuance)
AAA spread+44 bps0bps+36 bps+64 bps+52 bps+8 bps
AAA % of pool69.6%−1.2pp68.9%70.8%70.6%75.7%
Subordination below AAA0.0%0.0pp0.0%0.0%0.0%0.0%
OC (initial)4.00%4.00%3.00%3.00%4.00%
OC target4.00%
OC floor4.00%
YSOC8.78%10.68%9.17%7.89%2.25%
Tranches55554

OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.

Peer Set

VALET 2025-1FCAOT 2025-AHART 2025-ABMWOT 2025-AHAROT 2025-1TAOT 2025-A
Collateral (pool at cut-off)
Closing date2025-03-252025-03-252025-03-122025-02-122025-02-112025-01-29
Pool balance$1,427.5MM$1,668.4MM$2,188.3MM$1,897.4MM$2,429.2MM$1,977.2MM
WA Credit Score772+3755769784768769
WA APR5.43%+0.47pp4.81%5.57%3.35%4.96%6.01%
WA original term mo64.8 mo67.9 mo65.1 mo61.7 mo65.7 mo
% new vehicles79.0%94.3%96.6%70.5%86.2%91.0%
Reserve %0.23%0.24%0.25%0.25%0.25%0.25%
Geo top-3TX 16.3%
FL 8.5%
CA 7.8%
TX 15.6%
CA 8.9%
FL 8.8%
CA 12.9%
TX 12.5%
FL 9.5%
CA 14.6%
TX 14.6%
FL 11.6%
CA 16.5%
NY 7.3%
TX 7.3%
CA 19.7%
TX 16.6%
PA 4.2%
Structure (at issuance)
AAA spread+44 bps+10bps+41 bps+34 bps+30 bps+40 bps+33 bps
AAA % of pool69.6%−2.4pp71.0%67.4%73.8%72.8%
Subordination below AAA0.0%−2.3pp4.7%4.5%0.0%0.0%
OC (initial)4.00%2.00%3.00%2.50%0.85%
OC target2.00%3.00%2.50%0.85%
OC floor2.00%3.00%2.50%0.85%
YSOC8.78%5.36%6.01%5.40%5.71%3.90%
Tranches577546

OC shown net of any yield-supplement overcollateralization (YSOC); YSOC is a yield mechanism for subvented low-APR pools and is reported separately. OC target is a % of the pool balance — current (amortizing) for greater-of/sum-of structures, original (cut-off) for flat structures; OC floor is a % of the original pool balance.

Historical Performance Context

Anchor expectations in empirical base rates from the sponsor's prior series and FICO-tier peer set.

Left: per-series cumulative NET loss at matched seasoning 10-D (10-D servicer distribution reports). IQR band uses a fixed cohort of all peer series with ≥18 months of data (192 series across 9 issuers). Right: portfolio-level 60+ DQ rate aggregated across all active deals per issuer (calendar time, last 3 years), from ABS-EE loan-level data ABS-EE.

CNL by seasoning — VALET vs. prime peers0.4%0.8%1.2%1.6%M0M12M24M36M48Seasoning (months from cut-off)CNLVALET 2024-1VALET 2023-2VALET 2023-1VALET 2021-1prime peers medianPeer IQR (fixed cohort, n=121)
Portfolio 60+ DQ — VALET vs. peers (calendar time)0.09%0.18%0.27%0.36%2022-032022-122023-092024-052025-02Calendar date60+ DQ rateVALETBMWOTFCAOTGMCARHAROT

Credit, Inc — ticker VALET. Peer tier: prime.
Open in Explorer ↗ for FICO sub-band and new/used stratification.