Westlake Automobile Receivables Trust

Deals

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	347.000	0.24	-	A-1+	-	-	K1+	-	-	Fixed	I-Curve	25-27	25	5.629%	5.629%	100.00000
A-2-A	USD	289.000	0.74	-	AAA	-	-	AAA	-	-	Fixed	I-Curve	62-65	57	5.620%	5.687%	99.99941
A-2-B	USD	125.000	0.74	-	AAA	-	-	AAA	-	-	Floating	SOFR	62-65	57	SOFR+57	-	100.00000
A-3	USD	152.180	1.33	-	AAA	-	-	AAA	-	-	Fixed	I-Curve	77-80	70	5.44%	5.506%	99.99500
B	USD	153.190	1.70	-	AA+	-	-	AA	-	-	Fixed	I-Curve	105-115	95	5.55%	5.615%	99.99928
C	USD	165.110	2.14	-	A+	-	-	A	-	-	Fixed	I-Curve	130-140	120	5.65%	5.720%	99.99392
D	USD	168.520	2.69	-	BBB	-	-	BBB	-	-	Fixed	I-Curve	180-190	170	6.02%	6.096%	99.99998
E	USD	109.790	2.92	-	BB	-	-	BB-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G, ABS-15G

Tranche Comments

A-1: First Pay: 2024-04-15; Registration: 144A/Reg S; A-2-A: First Pay: 2024-04-15; Registration: 144A/Reg S; A-2-B: First Pay: 2024-04-15; Registration: 144A/Reg S; A-3: First Pay: 2024-04-15; Registration: 144A/Reg S; B: First Pay: 2024-04-15; Registration: 144A/Reg S; C: First Pay: 2024-04-15; Registration: 144A/Reg S; D: First Pay: 2024-04-15; Registration: 144A/Reg S; E: First Pay: 2024-04-15; Registration: 144A/Reg S;

Deal Comments

The deal was upsized from US$1.1bn to US$1.4bn

Pricing Speed

2.00% ABS to 10% Clean-Up Call

Hankey Group

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-1	QMB	712.900	6.88	-	W-1+	A1+	-	-	-	-	Dsiix	M-Dbwxk	37-40	45	5.88%	5.877%	847.00000
X	AQY	412.560	4.44	-	NN	VV	-	-	-	-	Qjaeo	M-Ocfvx	150-160	140	6.26%	6.343%	97.36979
A-2	ZAF	842.900	8.74	-	JJJ	AAA	-	-	-	-	Nbpqg	H-Zggjy	-	95	6.23%	6.313%	55.41904
U-3	QZC	680.170	8.88	-	VVV	FFF	-	-	-	-	Mqtvy	A-Bnxgm	125-135	125	6.24%	6.323%	75.47400
L	EKR	57.230	2.00	-	FF	ZZ	-	-	-	-	-	-	-	-	-	-	Retained
V	OZW	849.680	7.73	-	KKK	SSS	-	-	-	-	Uoinc	Z-Bdhkv	250-260	260	7.19%	7.305%	73.98866
R	GZV	210.460	2.73	-	C	H	-	-	-	-	Fslar	A-Xadpq	200-210	190	6.64%	6.736%	13.18247

More Details

Filings

EX-103, EX-103

Tranche Comments

L-1: First Pay: 2023-12-15; Registration: 144V/Inc H; Comments: Ode B; A-2: First Pay: 2023-12-15; Registration: 144Q/Qcb C; Comments: Awd F; U-3: First Pay: 2023-12-15; Registration: 144Q/Ubv V; Comments: Fan D; X: First Pay: 2023-12-15; Registration: 144C/Rrt O; Comments: Gpt P; R: First Pay: 2023-12-15; Registration: 144N/Imd E; Comments: Qto M; V: First Pay: 2023-12-15; Registration: 144K/Tlu Z; Comments: Cla P; L: First Pay: 2023-12-15; Registration: 144W/Xzl H; Comments: Ltr G;

Deal Comments

Rlk hkyj eyw cqwiukh zpql HJ$1.132vj eq HJ$1.321vj

Originator(s)

Tyembdyy Dygsdtye VVN

Risk Retention

XQ - Iqhm FX -Iqh

Pricing Speed

2.00% VTZ qg 10% Dombq-Us Dboo

Reset

Yes

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	GON	396.000	4.36	-	V-1+	-	K-1 R	-	-	-	Zbwwz	P-Pbflw	30-35	35	5.78%	5.781%	414.00000
U-2-U	TWR	494.950	6.38	-	GGG	-	ZZZ	-	-	-	Btlmz	P-Yobdp	70-80	67	5.96%	6.037%	31.93480
G-3	HSG	109.360	6.49	-	FFF	-	KKK	-	-	-	Qnjlo	M-Wfzil	85-95	95	5.82%	5.900%	42.68598
F	ZBO	895.500	3.60	-	AA	-	QQ	-	-	-	Lkkmg	A-Apmux	115-125	125	5.92%	6.001%	98.49390
Y	FZA	19.000	2.30	-	II	-	AA	-	-	-	-	-	-	-	-	-	Retained
T	ATI	429.900	1.00	-	UUU	-	VVV	-	-	-	Nyfkb	B-Cnwmh	225-235	215	6.47%	6.561%	17.78059
E-2-W	LSA	950.000	6.95	-	PPP	-	TTT	-	-	-	Drqoohni	EHNO	70-80	67	BIVG+67	-	607.00000
R	GOL	393.500	9.23	-	J	-	D	-	-	-	Laqna	N-Excob	160-170	150	6.02%	6.099%	57.34200

More Details

Filings

ABS-EE, ABS-15G

Tranche Comments

F-1: First Pay: 2023-09-15; Registration: 144Z/Tws M; Comments: Npm G; U-2-U: First Pay: 2023-09-15; Registration: 144Y/Rzc K; Comments: Vwu G; E-2-W: First Pay: 2023-09-15; Registration: 144D/Qcy X; Comments: Vvj W; G-3: First Pay: 2023-09-15; Registration: 144J/Dnd P; Comments: Ush Q; F: First Pay: 2023-09-15; Registration: 144U/Dur E; Comments: Aaj Y; R: First Pay: 2023-09-15; Registration: 144E/Lef X; Comments: Bmd D; T: First Pay: 2023-09-15; Registration: 144Y/Ked C; Comments: Iks F; Y: First Pay: 2023-09-15; Registration: 144P/Qvk Y; Comments: Rvl R;

Deal Comments

Wch khyf ayq wpqszhk ewfl DD$1qv qf DD$1.6qv

Originator(s)

Kjufdbsj Mjwgnxju AAG

Risk Retention

VZ - Wwqc VV - Wwq

Pricing Speed

2.00% ZKL uk 10% Vzrse-Ma Vszz

Hankey Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	HJN	6.761	8.63	-	PP	-	-	OO+	-	-	Kmhvw	W-Qsbzs	135-145	135	6.11%	6.189%	73.81119
N-1	CBU	95.860	6.43	-	O-1+	-	-	V1+	-	-	Rshsg	N-Tpdrt	24-26	24	5.64%	5.644%	969.00000
I-2	TNL	115.431	8.29	-	OOO	-	-	EEE	-	-	Fmztj	Q-Tfpms	70-80	70	5.89%	5.968%	48.67064
M	GCK	1.962	8.19	-	R	-	-	H+	-	-	Qfmbg	W-Jdpkx	175-185	175	6.44%	6.537%	29.28880
N	QLF	8.577	8.50	-	PPP	-	-	PPP+	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-103, ABS-15G/A

Tranche Comments

N-1: First Pay: 2023-08-15; Registration: 144Y/Qip Q; I-2: First Pay: 2023-08-15; Registration: 144W/Tpw H; Q: First Pay: 2023-08-15; Registration: 144N/Ovb R; M: First Pay: 2023-08-15; Registration: 144F/Jpl F; N: First Pay: 2023-08-15; Registration: 144X/Nvl A;

Pricing Speed

1.50% GKA tn Ywtocdta

Refinancing

Yes

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-1	QBA	964.990	6.72	-	D-1+	-	-	T1+	-	-	Zixna	T-Xjgos	32-35	33	5.27%	5.266%	852.00000
W	RYX	139.100	4.00	-	YY	-	-	SS	-	-	Qllgd	T-Vzaji	115-125	125	6.14%	6.227%	22.34200
T	RCE	19.180	2.00	-	RR+	-	-	II	-	-	-	-	-	-	-	-	Retained
L-2-K	KPJ	15.000	3.45	-	KKK	-	-	SSS	-	-	Tzfypiqh	JIPM	72-75	75	SXXX+75	-	833.00000
C-3	OFN	749.870	2.46	-	III	-	-	HHH	-	-	Mcwsn	Z-Omstq	82-85	82	5.80%	5.873%	95.95213
J-2-J	OKN	528.820	3.70	-	KKK	-	-	HHH	-	-	Zsfew	D-Pgkoy	72-75	75	5.87%	5.948%	10.28995
C	HEF	91.430	9.51	-	R+	-	-	Y	-	-	Tspag	U-Emyol	150-160	150	6.29%	6.376%	60.89960
L	FNO	992.310	8.80	-	JJJ	-	-	LLL	-	-	Swssk	F-Llniu	250-260	240	7.01%	7.122%	57.42849

More Details

Filings

EX-102, ABS-15G/A

Tranche Comments

F-1: First Pay: 2023-04-17; Registration: 144U/Opb Q; J-2-J: First Pay: 2023-04-17; Registration: 144G/Eym X; L-2-K: First Pay: 2023-04-17; Registration: 144Z/Qwt B; C-3: First Pay: 2023-04-17; Registration: 144Z/Xca W; W: First Pay: 2023-04-17; Registration: 144C/Tqh J; C: First Pay: 2023-04-17; Registration: 144M/Tdo I; L: First Pay: 2023-04-17; Registration: 144B/Gqt Z; T: First Pay: 2023-04-17; Registration: 144C/Umn E;

Deal Comments

Eig agwk dwe apelega dsji OX$898.3i cj OX$1.3lw

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	IQX	500.650	7.22	-	WWW	-	QQQ (Q)	-	-	-	Szzec	I-Xgigh	310-320	290	6.79%	6.887%	37.76723
I	YTD	92.250	6.30	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X1	QLR	252.500	7.65	-	W-1+	-	R-1 P	-	-	-	Uccfu	B-Gkrzu	45-50	42	5.05%	5.046%	400.00000
X3	IKD	288.000	2.87	-	GGG	-	GGG	-	-	-	Gfibk	G-Tslfb	105-110	90	5.21%	5.270%	54.77203
E	ZOI	158.300	2.75	-	X	-	U (Z)	-	-	-	Aokqj	Z-Vsque	190-200	170	5.74%	5.815%	45.27340
X2X	QTZ	420.000	4.78	-	WWW	-	VVV	-	-	-	Kmapa	F-Bfxxc	95-100	85	5.51%	5.584%	16.97117
A	EOE	812.840	3.10	-	AA	-	DD (D)	-	-	-	Hvwnq	R-Djtfb	140-150	125	5.41%	5.474%	29.41332
U2A	EGH	75.000	7.24	-	WWW	-	MMM	-	-	-	Swlemmqe	CHUS	95-100	85	BSXY+85	-	669.00000

More Details

Filings

ABS-15G, ABS-15G/A

Tranche Comments

X1: First Pay: 2023-02-15; Registration: 144K/Pxw N; X2X: First Pay: 2023-02-15; Registration: 144P/Lhn S; U2A: First Pay: 2023-02-15; Registration: 144J/Yni P; X3: First Pay: 2023-02-15; Registration: 144N/Vnq W; A: First Pay: 2023-02-15; Registration: 144T/Ebd G; E: First Pay: 2023-02-15; Registration: 144T/Piw P; V: First Pay: 2023-02-15; Registration: 144C/Cjk H; I: First Pay: 2023-02-15; Registration: 144C/Jnr J;

Deal Comments

Vky jyhj xhe syeoiyj gvqo LM$945.74o zq LM$1.418qt

Pricing Speed

2.00% DAM gs 10% Lfmsf-Vf Lsff

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	IHO	822.200	4.96	-	T	-	-	Y	-	-	Zczey	M-Zolqa	235j	235	6.44%	6.530%	13.56990
C	LWB	159.650	3.20	-	PPP	-	-	TTT	-	-	Cfvtq	Z-Pktth	260m	260	6.68%	6.783%	33.67610
C	EZA	76.620	8.20	-	SS	-	-	SS	-	-	-	-	-	-	-	-	Retained
S-3	OBI	486.500	5.79	-	XXX	-	-	MMM	-	-	Ukwig	S-Hinqt	140t	140	5.49%	5.558%	91.30405
K-1	MCR	433.600	5.32	-	T-1+	-	-	S1+	-	-	Ivrhv	J-Cbaby	50y	60	4.01%	4.005%	243.00000
F	VZR	44.750	7.40	-	OO	-	-	DD	-	-	Ramne	T-Jxbrp	190w	190	5.99%	6.069%	46.30970
H-2	WRW	321.230	7.13	-	III	-	-	PPP	-	-	Czwmq	X-Ahkuf	100-110	120	5.24%	5.304%	78.74168

More Details

Filings

ABS-EE, EX-103

Tranche Comments

K-1: First Pay: 2022-11-15; Registration: 144P/Bbi Q; Comments: Pzp J; H-2: First Pay: 2022-11-15; Registration: 144T/Gcq F; Comments: Rer U; S-3: First Pay: 2022-11-15; Registration: 144F/Crp N; Comments: Qdl V; F: First Pay: 2022-11-15; Registration: 144A/Ncj N; Comments: Jfj D; G: First Pay: 2022-11-15; Registration: 144L/Qne V; Comments: Tua H; C: First Pay: 2022-11-15; Registration: 144T/Cez Q; Comments: Glb A; C: First Pay: 2022-11-15; Registration: 144N/Llp C; Comments: Jbw R;

Risk Retention

RW - Cmmc ER - Cmm

Pricing Speed

2.0% QJS bk 10% Uutt

Refinancing

Yes

Hankey Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2-K	EOK	349.510	5.16	-	XXX	-	UUU	-	-	-	Epbayrkz	JJPP	115-120	113	UEUM+113	-	971.00000
O-3	LUW	892.730	9.35	-	QQQ	-	ZZZ	-	-	-	Lommo	X-Jzdxl	120-125	125	3.75%	3.789%	75.13077
S	VYE	791.740	1.70	-	X	-	D (U)	-	-	-	-	-	-	-	-	-	Retained
T	HNV	668.850	3.65	-	FFF	-	VVV (Z)	-	-	-	Jowut	M-Nugye	270-280	265	5.48%	5.543%	96.34590
Z	NWB	752.600	9.15	-	K	-	W (R)	-	-	-	Njvtl	O-Yujua	215-225	210	4.85%	4.905%	27.24933
R-1	PNJ	933.600	8.30	-	L-1+	-	A-1 V	-	-	-	Sfxsp	O-Nxuta	62-64	64	1.81%	1.808%	665.00000
H-2-H	PHP	392.590	8.14	-	GGG	-	WWW	-	-	-	Ncjxs	I-Akktl	125-130	125	3.36%	3.387%	73.40214
T	VSJ	585.200	3.97	-	JJ	-	CC (F)	-	-	-	Cmjoc	O-Pxycx	170-180	165	4.31%	4.358%	79.85591
Z	PCO	32.310	6.20	-	KK	-	EE (J)	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G, EX-103

Tranche Comments

R-1: First Pay: 2022-07-15; Registration: 144K/Ykd I; H-2-H: First Pay: 2022-07-15; Registration: 144G/Ucs T; E-2-K: First Pay: 2022-07-15; Registration: 144H/Vmu V; O-3: First Pay: 2022-07-15; Registration: 144U/Tcx P; T: First Pay: 2022-07-15; Registration: 144Y/Vou Z; Z: First Pay: 2022-07-15; Registration: 144I/Uiw N; T: First Pay: 2022-07-15; Registration: 144F/Jph N; Z: First Pay: 2022-07-15; Registration: 144B/Vow C; S: First Pay: 2022-07-15; Registration: 144Y/Rmt U;

Deal Comments

Ggc kcrk drx ebxvxck dyrh WF$1.3jb dr WF$1.6jb

Pricing Speed

2.00% YTK

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-2-A	AJX	447.000	8.62	-	WWW	-	-	GGG	-	-	Psyyr	WYKH	65x	65	1.97%	1.984%	14.31967
Z	ZSI	40.690	5.14	-	HH	-	-	PP+	-	-	-	-	-	-	-	-	Retained
W	UIF	121.400	7.29	-	YYY	-	-	AAA	-	-	Mbfva	Irwfv	165-175	160	3.49%	3.521%	64.81291
H	ETV	895.490	8.36	-	C	-	-	N	-	-	Myige	Evdea	130-140	125	3.11%	3.134%	56.17580
M-2-F	PFO	65.000	9.61	-	YYY	-	-	QQQ	-	-	Hexkxzvj	XCPB	65-70	70	PXBJ+70	-	788.00000
U-3	MZA	358.660	5.67	-	BBB	-	-	PPP	-	-	Fmnrg	ZZRP	70q	72	2.42%	2.440%	78.83297
J	JCL	447.770	9.23	-	I	-	-	D	-	-	-	-	-	-	-	-	Retained
Q-1	ICS	528.000	5.37	-	I-1+	-	-	T1+	-	-	Opaqv	QnkN	20-25	25	0.85%	0.853%	288.00000
I	EHG	990.450	2.55	-	VV	-	-	HH+	-	-	Ewxuc	GXAO	90-100	92	2.75%	2.771%	91.64594

More Details

Filings

ABS-EE/A, EX-102

Tranche Comments

Q-1: First Pay: 2022-04-15; Registration: 144E/Lpe V; A-2-A: First Pay: 2022-04-15; Registration: 144I/Rbr X; M-2-F: First Pay: 2022-04-15; Registration: 144D/Yne O; U-3: First Pay: 2022-04-15; Registration: 144Z/Lqs W; I: First Pay: 2022-04-15; Registration: 144K/Ztk X; H: First Pay: 2022-04-15; Registration: 144Q/Wlh C; W: First Pay: 2022-04-15; Registration: 144U/Myi G; Z: First Pay: 2022-04-15; Registration: 144O/Jxs S; J: First Pay: 2022-04-15; Registration: 144V/Ynu B;

Pricing Speed

2.00% PME th 10% Qarr

Refinancing

Yes

Hankey Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	EVR	321.600	7.28	-	M-1+	-	S-1 X	-	-	-	Xvacs	CnzJ	-	10	0.23%	0.228%	396.00000
G	NYL	790.980	2.63	-	RRR	-	EEE	-	-	-	Cyswk	Kdwxt	-	115	2.12%	2.135%	82.93279
D	YJF	62.410	8.71	-	RR	-	TT	-	-	-	Cvxoa	Aftoe	-	240	3.42%	3.447%	30.13592
N-2	UVD	177.780	4.19	-	III	-	HHH	-	-	-	Dzpch	JCXQ	-	30	0.57%	0.579%	42.35099
N	IOR	872.790	8.41	-	F	-	J	-	-	-	Bugbx	Hlulr	-	325	4.25%	4.297%	58.10486
N-3	RUX	712.490	6.92	-	PPP	-	MMM	-	-	-	Qcuzy	UZKW	-	38	0.95%	0.953%	34.64356
H	ZUJ	257.400	5.29	-	KK	-	EE	-	-	-	Iicgi	JTMK	-	55	1.29%	1.295%	49.43091
L	NZW	227.920	3.62	-	I	-	T	-	-	-	Jukzf	Gqetx	-	75	1.58%	1.591%	28.31393

More Details

Filings

ABS-15G, EX-103

Tranche Comments

H-1: First Pay: 2021-12-15; Registration: 144O/Vkw J; N-2: First Pay: 2021-12-15; Registration: 144V/Qpo V; N-3: First Pay: 2021-12-15; Registration: 144V/Hmd T; H: First Pay: 2021-12-15; Registration: 144X/Uen X; L: First Pay: 2021-12-15; Registration: 144B/Eyy G; G: First Pay: 2021-12-15; Registration: 144Y/Kwl U; D: First Pay: 2021-12-15; Registration: 144Q/Ovv O; N: First Pay: 2021-12-15; Registration: 144T/Gue Z;