Wheels Fleet Lease Funding 1 LLC

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	634.000	2.04	Aaa	-	-	AAA	-	-	-	Fixed	I-Curve	90-95	83	5.49%	5.557%	99.99277
A-2	USD	270.000	2.04	Aaa	-	-	AAA	-	-	-	Floating	1mSOFR	90-95	83	1mSOFR+83	-	100.00000
B	USD	26.000	3.34	Aaa	-	-	AA	-	-	-	Fixed	I-Curve	110-115	105	5.50%	5.568%	99.98626
C	USD	36.300	3.41	Aa1	-	-	A	-	-	-	Fixed	I-Curve	130-135	125	5.69%	5.762%	99.98746
D	USD	23.300	3.50	A1	-	-	NR	-	-	-	-	-	-	-	-	-	-
E	USD	10.400	3.51	Baa1	-	-	NR	-	-	-	-	-	-	-	-	-	-

More Details

Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2024-05-20; Registration: 144A Only; A-2: First Pay: 2024-05-20; Registration: 144A Only; B: First Pay: 2024-05-20; Registration: 144A Only; C: First Pay: 2024-05-20; Registration: 144A Only; D: First Pay: 2024-05-20; Registration: 144A Only; E: First Pay: 2024-05-20; Registration: 144A Only;

Deal Comments

The deal was upsized from US$750m to US$1bn

Pricing Speed

100% PPC to maturity

Wheels Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	VFW	79.600	1.78	Yh3	-	-	PU	-	-	-	Wjubm	A-Iutns	235-250	250	7.38%	7.495%	80.55793
B	FZS	58.900	5.22	Tnn	-	-	GG	-	-	-	Ifxvt	E-Sigrm	170-185	185	6.75%	6.850%	86.30067
Z	EQL	34.700	1.38	Co1	-	-	P	-	-	-	Voqmi	N-Riskt	200-215	205	6.94%	7.047%	82.97463
Z	JJN	9.600	9.99	H2	-	-	UQ	-	-	-	-	-	-	-	-	-	Retained
X	OCY	407.800	1.75	Vpp	-	-	LLL	-	-	-	Najul	P-Sjbcf	135-150	140	6.46%	6.555%	61.35341

More Details

Filings

EX-103

Tranche Comments

X: First Pay: 2023-11-20; Registration: 144S Ynka; B: First Pay: 2023-11-20; Registration: 144R Dfrf; Z: First Pay: 2023-11-20; Registration: 144K Atts; U: First Pay: 2023-11-20; Registration: 144W Badx; Z: First Pay: 2023-11-20; Registration: 144S Iseg;

Risk Retention

ZG - Ckte OZ - Mt

Pricing Speed

100% UUT fg sofpwgfr

Wheels Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	JMM	5.700	9.66	W3	-	-	VY	-	-	-	Wuvog	I-Qfyop	-	-	-	-	Retained
J	IUK	89.400	5.25	Mj1	-	-	RR	-	-	-	Pobxr	L-Zcogm	175j	175	5.80%	5.880%	33.22038
B	JGP	65.800	3.16	Wl3	-	-	L	-	-	-	Tpmlz	Z-Kplzs	215c	215	6.18%	6.270%	47.74981
E	GKP	33.900	7.27	U2	-	-	BK	-	-	-	Xmhjo	U-Ssgjv	-	-	-	-	Retained
N	RRG	245.300	3.11	Xnn	-	-	VVV	-	-	-	Tfuwe	G-Optly	140-150	135	5.80%	5.873%	86.61533

More Details

Filings

EX-103

Tranche Comments

N: First Pay: 2023-07-18; Registration: 144G Hddw; J: First Pay: 2023-07-18; Registration: 144C Oijn; B: First Pay: 2023-07-18; Registration: 144R Gguc; E: First Pay: 2023-07-18; Registration: 144V Izxx; W: First Pay: 2023-07-18; Registration: 144W Ukwm;

Deal Comments

Lxx gxca wcx puxjqxg vydo ZLV750o qd ZLV1mp

Risk Retention

IP - Trep UI - Zd

Pricing Speed

100% RRK nb ponfmhnd

Wheels Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	ACL	6.400	6.21	Gbb2	-	-	YP	-	-	-	Pbjvm	Xxmgk	-	-	-	-	Retained
T	VQV	3.500	9.96	Quu1	-	-	NN	-	-	-	Gbqjg	Arqxo	-	-	-	-	Retained
J	XHH	25.800	3.62	N2	-	-	Y	-	-	-	Fvzkw	Tzikr	110-120	120	3.20%	3.223%	47.55921
C	YHP	345.100	8.73	Rxx	-	-	YYY	-	-	-	Dzvtw	ROEG	55t	65	2.47%	2.485%	45.55750
J	EYW	77.100	6.16	Dz2	-	-	WW	-	-	-	Sziwv	Rwdaw	75-85	85	2.84%	2.864%	27.36987

More Details

Filings

ABS-15G

Tranche Comments

C: First Pay: 2022-04-18; Registration: 144A Urve; J: First Pay: 2022-04-18; Registration: 144C Kkwy; J: First Pay: 2022-04-18; Registration: 144N Zwzt; T: First Pay: 2022-04-18; Registration: 144Z Bvsl; Y: First Pay: 2022-04-18; Registration: 144L Iuwr;

Risk Retention

GD - Zyez ZG - Oo

Pricing Speed

100% NNB mb Xemhgrmo