2021-1

Westlake Automobile Receivables Trust (WLAKE) 2021-1

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	212.000	0.18	-	A-1+	-	R-1 H	-	-	-	Fixed	IntL	3-5	1	0.16%	0.157%	100.00000
A-2-A	USD	655.340	1.03	-	AAA	-	AAA	-	-	-	Fixed	EDSF	20-22	20	0.39%	0.395%	99.99521
A-2-B	USD	50.000	1.03	-	AAA	-	AAA	-	-	-	Floating	1mL	20-22	20	1mL+20	-	100.00000
B	USD	135.680	1.92	-	AA	-	AA	-	-	-	Fixed	EDSF	45-50	40	0.64%	0.644%	99.99401
C	USD	174.870	2.32	-	A	-	A	-	-	-	Fixed	Swaps	65-70	65	0.95%	0.956%	99.99058
D	USD	131.160	2.79	-	BBB	-	BBB	-	-	-	Fixed	Swaps	85-90	85	1.23%	1.241%	99.97860
E	USD	55.020	3.08	-	BB	-	BB	-	-	-	Fixed	Swaps	205-215	190	2.33%	2.348%	99.98045
F	USD	85.930	3.08	-	B	-	B	-	-	-	Fixed	Swaps	350	350	3.91%	3.948%	99.98291

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Filings

ABS-15G, ABS-15G

Tranche Comments

A-1: First Pay: 2021-04-15; Registration: 144A/Reg S; A-2-A: First Pay: 2021-04-15; Registration: 144A/Reg S; A-2-B: First Pay: 2021-04-15; Registration: 144A/Reg S; B: First Pay: 2021-04-15; Registration: 144A/Reg S; C: First Pay: 2021-04-15; Registration: 144A/Reg S; D: First Pay: 2021-04-15; Registration: 144A/Reg S; E: First Pay: 2021-04-15; Registration: 144A/Reg S; F: First Pay: 2021-04-15; Registration: 144A/Reg S;

Pricing Speed

2.00% ABS to 10.00% Call

B&I

BWICS & Inventory

Research

Sector	Name	Type	Publisher	Date
AUTO	Westlake Automobile Receivables Trust 2021-1: May 2021 Performance Analytics Report	Performance Analytics	DBRS-MS	Jun 28, 2021
AUTO	DBRS Morningstar Finalizes Provisional Ratings on Westlake Automobile Receivables Trust 2021-1	Press Release	DBRS-MS	Mar 17, 2021
AUTO	Westlake Automobile Receivables Trust 2021-1: Rating Report	Rating Report	DBRS-MS	Mar 17, 2021
AUTO	DBRS Morningstar Assigns Provisional Ratings to Westlake Automobile Receivables Trust 2021-1	Press Release	DBRS-MS	Mar 3, 2021
AUTO	Westlake Automobile Receivables Trust 2021-1: Presale Report	Rating Report, Presale Report	DBRS-MS	Mar 3, 2021