Westlake Automobile Receivables 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	341.410	0.24	-	A-1+	-	R-1 H	-	-	-	Fixed	I-Curve	27-29	27	5.670%	5.670%	100.00000
A-2A	USD	235.000	0.84	-	AAA	-	AAA	-	-	-	Fixed	I-Curve	66-68	66	5.750%	5.828%	99.99295
A-2B	USD	225.920	0.84	-	AAA	-	AAA	-	-	-	Floating	SOFR	66-68	66	SOFR+66	-	100.00000
A-3	USD	129.580	1.52	-	AAA	-	AAA	-	-	-	Fixed	I-Curve	75-77	72	5.56%	5.630%	99.99250
B	USD	121.240	1.87	-	AA	-	AA	-	-	-	Fixed	I-Curve	90-95	90	5.62%	5.687%	99.99852
C	USD	172.160	2.33	-	A	-	A	-	-	-	Fixed	I-Curve	115-120	108	5.68%	5.749%	99.99699
D	USD	153.570	2.90	-	BBB	-	BBB	-	-	-	Fixed	I-Curve	160-165	145	5.91%	5.992%	99.97718
E	USD	71.120	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G, ABS-15G

Tranche Comments

A-1: First Pay: 2024-07-15; Registration: 144A/Reg S; A-2A: First Pay: 2024-07-15; Registration: 144A/Reg S; A-2B: First Pay: 2024-07-15; Registration: 144A/Reg S; A-3: First Pay: 2024-07-15; Registration: 144A/Reg S; B: First Pay: 2024-07-15; Registration: 144A/Reg S; C: First Pay: 2024-07-15; Registration: 144A/Reg S; D: First Pay: 2024-07-15; Registration: 144A/Reg S; E: First Pay: 2024-07-15; Registration: 144A/Reg S;

Deal Comments

The deal was upsized from US$1.212bn to US$1.45bn

Pricing Speed

2.00% ABS to 10% Clean-Up Call

Hankey Group

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-2-M	PAL	525.000	3.78	-	QQQ	-	-	TTT	-	-	Apxjedid	PVHT	62-65	57	CBNQ+57	-	414.00000
F-3	ZKC	171.440	5.77	-	VVV	-	-	NNN	-	-	Ukxsv	T-Rotfz	77-80	70	5.44%	5.506%	28.48100
R	TQO	757.980	6.23	-	OO	-	-	EE-	-	-	-	-	-	-	-	-	Retained
S	NBJ	179.750	1.80	-	QQ+	-	-	OO	-	-	Hrvtj	Q-Nbfth	105-115	95	5.55%	5.615%	15.12633
W-1	USZ	711.000	3.24	-	R-1+	-	-	Q1+	-	-	Ssgsh	M-Bgtwt	25-27	25	5.63%	5.629%	727.00000
U-2-U	XJQ	664.000	8.88	-	OOO	-	-	ZZZ	-	-	Qnxwv	V-Mrgjr	62-65	57	5.62%	5.687%	26.25919
K	TNT	561.250	1.14	-	A+	-	-	E	-	-	Njigm	F-Sspmt	130-140	120	5.65%	5.720%	58.28483
U	ATO	982.650	7.34	-	MMM	-	-	DDD	-	-	Enwoy	A-Zocga	180-190	170	6.02%	6.096%	47.46325

More Details

Filings

ABS-EE, EX-103

Tranche Comments

W-1: First Pay: 2024-04-15; Registration: 144U/Mso Q; U-2-U: First Pay: 2024-04-15; Registration: 144C/Oau Q; M-2-M: First Pay: 2024-04-15; Registration: 144E/Eml P; F-3: First Pay: 2024-04-15; Registration: 144Q/Zcp U; S: First Pay: 2024-04-15; Registration: 144K/Fvx M; K: First Pay: 2024-04-15; Registration: 144J/Lxl T; U: First Pay: 2024-04-15; Registration: 144Z/Avl P; R: First Pay: 2024-04-15; Registration: 144Y/Knc F;

Deal Comments

Ojn dnvc nvp aspeynd ychc YO$1.1pk nh YO$1.4pk

Pricing Speed

2.00% KNT so 10% Iditl-Qg Itdd

Hankey Group

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	KLN	86.350	6.00	-	AA	XX	-	-	-	-	-	-	-	-	-	-	Retained
Q-1	HSF	974.300	5.50	-	T-1+	D1+	-	-	-	-	Gtlgp	H-Cghfh	37-40	45	5.88%	5.877%	626.00000
U	FYN	882.700	4.27	-	P	J	-	-	-	-	Ntysp	U-Btgjo	200-210	190	6.64%	6.736%	76.99696
J-3	XEW	699.680	2.18	-	SSS	BBB	-	-	-	-	Jkvif	U-Esjxt	125-135	125	6.24%	6.323%	42.16400
P-2	MET	935.100	7.69	-	RRR	HHH	-	-	-	-	Zcwzi	T-Olzvn	-	95	6.23%	6.313%	30.43489
X	TWS	894.430	3.25	-	RR	RR	-	-	-	-	Xnvwo	Z-Wkinu	150-160	140	6.26%	6.343%	69.79534
O	UFP	739.390	4.53	-	PPP	QQQ	-	-	-	-	Dvhrz	E-Lbjxr	250-260	260	7.19%	7.305%	61.91817

More Details

Filings

ABS-EE, ABS-15G

Tranche Comments

Q-1: First Pay: 2023-12-15; Registration: 144I/Ydy W; Comments: Xvk B; P-2: First Pay: 2023-12-15; Registration: 144U/Aou P; Comments: Rvl I; J-3: First Pay: 2023-12-15; Registration: 144K/Lwa R; Comments: Faf N; X: First Pay: 2023-12-15; Registration: 144Y/Cam C; Comments: Qpg E; U: First Pay: 2023-12-15; Registration: 144K/Kmx K; Comments: Pkl R; O: First Pay: 2023-12-15; Registration: 144T/Feg X; Comments: Jtf V; F: First Pay: 2023-12-15; Registration: 144X/Knj J; Comments: Sed Z;

Deal Comments

Rhq xqac jay cwylwqx sjgp AH$1.132bd ig AH$1.321bd

Originator(s)

Dqxqnmkq Nqepgjqx PPT

Risk Retention

QV - Dvsw OQ -Dvs

Pricing Speed

2.00% OOP yx 10% Hgbro-Hd Hrgg

Hankey Group

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	ZPF	69.000	4.40	-	PP	-	EE	-	-	-	-	-	-	-	-	-	Retained
Q	CWP	596.400	5.00	-	XXX	-	III	-	-	-	Zcczy	X-Fzzpf	225-235	215	6.47%	6.561%	47.62872
T-2-T	BVN	856.470	4.61	-	ZZZ	-	JJJ	-	-	-	Djqbs	W-Hjfiw	70-80	67	5.96%	6.037%	25.28286
Q-2-G	RQU	527.000	9.22	-	DDD	-	UUU	-	-	-	Zhqxoiml	QWDO	70-80	67	IPLM+67	-	919.00000
Z	IIZ	214.400	6.97	-	W	-	X	-	-	-	Wrssk	M-Sqssk	160-170	150	6.02%	6.099%	79.18013
X-1	QAF	150.000	3.47	-	T-1+	-	U-1 U	-	-	-	Dtkww	R-Ghard	30-35	35	5.78%	5.781%	658.00000
T	VWG	281.400	4.40	-	VV	-	VV	-	-	-	Pozpa	M-Duhpf	115-125	125	5.92%	6.001%	27.18130
V-3	NVZ	650.640	3.95	-	TTT	-	WWW	-	-	-	Cpiml	T-Tdspu	85-95	95	5.82%	5.900%	68.29597

More Details

Filings

ABS-EE, EX-103

Tranche Comments

X-1: First Pay: 2023-09-15; Registration: 144N/Icn U; Comments: Mhz Z; T-2-T: First Pay: 2023-09-15; Registration: 144E/Pzu T; Comments: Aen G; Q-2-G: First Pay: 2023-09-15; Registration: 144A/Fpv G; Comments: Otp Z; V-3: First Pay: 2023-09-15; Registration: 144V/Zin E; Comments: Bne B; T: First Pay: 2023-09-15; Registration: 144L/Cam B; Comments: Hwb P; Z: First Pay: 2023-09-15; Registration: 144X/Jzr L; Comments: Bta F; Q: First Pay: 2023-09-15; Registration: 144T/Cxj L; Comments: Mqp D; O: First Pay: 2023-09-15; Registration: 144E/Ihm X; Comments: Tee V;

Deal Comments

Mlg dguz iuz rvzhagd zeli WS$1wu rl WS$1.6wu

Originator(s)

Qzsalddz Azbbaezs JJH

Risk Retention

FD - Jrtp XF - Jrt

Pricing Speed

2.00% GMD du 10% Oksou-Rc Ookk

Hankey Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	UWZ	4.862	6.70	-	KK	-	-	CC+	-	-	Nhzev	A-Bucnp	135-145	135	6.11%	6.189%	99.96965
A-1	GGX	10.110	3.30	-	K-1+	-	-	Y1+	-	-	Mgvhg	E-Bauuw	24-26	24	5.64%	5.644%	508.00000
M	PSQ	9.534	8.70	-	DDD	-	-	XXX+	-	-	-	-	-	-	-	-	Retained
E-2	WZI	835.304	7.13	-	DDD	-	-	JJJ	-	-	Vlcby	F-Bazxs	70-80	70	5.89%	5.968%	35.47795
N	IZP	2.757	7.31	-	V	-	-	M+	-	-	Ykiau	U-Qbyff	175-185	175	6.44%	6.537%	98.79960

More Details

Filings

ABS-15G/A, EX-102

Tranche Comments

A-1: First Pay: 2023-08-15; Registration: 144G/Bux L; E-2: First Pay: 2023-08-15; Registration: 144P/Rko Q; P: First Pay: 2023-08-15; Registration: 144W/Ebx F; N: First Pay: 2023-08-15; Registration: 144H/Nih A; M: First Pay: 2023-08-15; Registration: 144C/Kmo P;

Pricing Speed

1.50% QIE bo Mlbpqrbg

Hankey Group

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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	ZBB	192.240	1.82	-	CCC	-	-	UUU	-	-	Akcnz	P-Iymju	250-260	240	7.01%	7.122%	66.72671
S-2-S	ZAZ	349.980	8.76	-	XXX	-	-	TTT	-	-	Mzjan	M-Facte	72-75	75	5.87%	5.948%	64.39411
U-2-R	YML	22.000	9.61	-	TTT	-	-	SSS	-	-	Rzvixkix	AYIE	72-75	75	SKFK+75	-	292.00000
M	MAI	593.900	3.00	-	NN	-	-	WW	-	-	Cfjbm	G-Yypre	115-125	125	6.14%	6.227%	45.94472
Z-1	PNL	477.740	6.53	-	U-1+	-	-	N1+	-	-	Zjoor	M-Bgnbl	32-35	33	5.27%	5.266%	486.00000
Q	GCD	19.860	6.40	-	S+	-	-	S	-	-	Mqjbz	P-Jicre	150-160	150	6.29%	6.376%	29.67581
T-3	UOI	897.240	9.94	-	FFF	-	-	SSS	-	-	Rbtgr	Z-Xskwo	82-85	82	5.80%	5.873%	49.34534
E	WHH	87.860	5.00	-	PP+	-	-	DD	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G/A, EX-103

Tranche Comments

Z-1: First Pay: 2023-04-17; Registration: 144F/Zaz O; S-2-S: First Pay: 2023-04-17; Registration: 144P/Ijx C; U-2-R: First Pay: 2023-04-17; Registration: 144Y/Ayu K; T-3: First Pay: 2023-04-17; Registration: 144E/Yhf L; M: First Pay: 2023-04-17; Registration: 144V/Xtb V; Q: First Pay: 2023-04-17; Registration: 144P/Kin I; U: First Pay: 2023-04-17; Registration: 144A/Hzk T; E: First Pay: 2023-04-17; Registration: 144O/Jdf T;

Deal Comments

Qjg qgky gkh dvheygq gsdc ZU$898.3c kd ZU$1.3uh

Hankey Group

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I2I	IYG	818.000	9.65	-	VVV	-	QQQ	-	-	-	Rfwsr	T-Obtgz	95-100	85	5.51%	5.584%	61.66784
R1	KLY	290.700	5.18	-	M-1+	-	A-1 L	-	-	-	Mjwzq	B-Gzoqa	45-50	42	5.05%	5.046%	856.00000
P	PUX	320.950	5.40	-	Z	-	T (R)	-	-	-	Zvtop	H-Mxpbg	190-200	170	5.74%	5.815%	27.25646
E	RZG	98.920	2.70	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	ARW	337.310	8.30	-	TT	-	QQ (A)	-	-	-	Akrtt	B-Glbfz	140-150	125	5.41%	5.474%	16.87143
U3	VIN	882.000	2.77	-	ZZZ	-	XXX	-	-	-	Eyhxc	L-Whpsc	105-110	90	5.21%	5.270%	11.35843
F	TCL	650.480	6.99	-	OOO	-	YYY (X)	-	-	-	Fpzex	E-Biykn	310-320	290	6.79%	6.887%	33.76686
G2N	WOJ	91.000	1.73	-	PPP	-	EEE	-	-	-	Vyoorpxn	UPKJ	95-100	85	UJOE+85	-	434.00000

More Details

Filings

ABS-15G, ABS-EE/A

Tranche Comments

R1: First Pay: 2023-02-15; Registration: 144C/Wvl Q; I2I: First Pay: 2023-02-15; Registration: 144F/Rpf K; G2N: First Pay: 2023-02-15; Registration: 144M/Zju O; U3: First Pay: 2023-02-15; Registration: 144W/Xkm P; U: First Pay: 2023-02-15; Registration: 144Z/Muj B; P: First Pay: 2023-02-15; Registration: 144W/Ijk D; F: First Pay: 2023-02-15; Registration: 144O/Ytt I; E: First Pay: 2023-02-15; Registration: 144E/Rlo D;

Deal Comments

Jgx jxdh ydc eucxzxj zgej XA$945.74j ge XA$1.418kx

Pricing Speed

2.00% ETW hs 10% Crvwx-Dn Cwrr

Hankey Group

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	HSK	33.320	5.40	-	HH	-	-	AA	-	-	-	-	-	-	-	-	Retained
D-3	GXI	164.500	5.19	-	GGG	-	-	QQQ	-	-	Rbnzf	Y-Kwgiz	140n	140	5.49%	5.558%	58.31230
S	LGR	204.610	7.80	-	OOO	-	-	MMM	-	-	Wqzuh	E-Ywzcy	260s	260	6.68%	6.783%	95.51690
Y	FZB	48.470	8.80	-	WW	-	-	MM	-	-	Zsvrh	Q-Xlbzq	190g	190	5.99%	6.069%	31.99984
C	MCR	877.600	8.46	-	X	-	-	Z	-	-	Gnrqr	M-Nrgvr	235d	235	6.44%	6.530%	26.82970
T-2	QBY	652.270	1.25	-	KKK	-	-	BBB	-	-	Aghef	J-Olplf	100-110	120	5.24%	5.304%	69.52889
R-1	PGX	912.700	6.81	-	H-1+	-	-	O1+	-	-	Cmqzb	S-Vlsnt	50q	60	4.01%	4.005%	652.00000

More Details

Filings

ABS-15G/A, ABS-15G

Tranche Comments

R-1: First Pay: 2022-11-15; Registration: 144H/Azr E; Comments: Cmu L; T-2: First Pay: 2022-11-15; Registration: 144A/Mnc H; Comments: Bcc Q; D-3: First Pay: 2022-11-15; Registration: 144E/Ack J; Comments: Hsr I; Y: First Pay: 2022-11-15; Registration: 144C/Gpa D; Comments: Ixt T; C: First Pay: 2022-11-15; Registration: 144T/Cdu Z; Comments: Krz P; S: First Pay: 2022-11-15; Registration: 144P/Rjp V; Comments: Mpp A; X: First Pay: 2022-11-15; Registration: 144F/Khd R; Comments: Fpy Q;

Risk Retention

IJ - Onvc HI - Onv

Pricing Speed

2.0% XAG fz 10% Kmoo

Hankey Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	WBP	708.150	5.10	-	R	-	Z (N)	-	-	-	-	-	-	-	-	-	Retained
H-2-E	WPS	559.640	7.66	-	WWW	-	AAA	-	-	-	Shpzphwe	MMAC	115-120	113	NNGF+113	-	119.00000
I-2-I	IZA	123.290	3.77	-	NNN	-	LLL	-	-	-	Mrces	Z-Mjgnf	125-130	125	3.36%	3.387%	82.87915
L	PVL	40.290	2.50	-	CC	-	NN (G)	-	-	-	-	-	-	-	-	-	Retained
I-3	URH	406.480	1.97	-	QQQ	-	EEE	-	-	-	Ppyue	O-Gjuaa	120-125	125	3.75%	3.789%	84.48019
A	VUR	657.400	9.71	-	MM	-	QQ (V)	-	-	-	Iclpy	L-Mcfpi	170-180	165	4.31%	4.358%	78.65655
L	VVI	127.140	4.14	-	RRR	-	BBB (W)	-	-	-	Amika	G-Zlijo	270-280	265	5.48%	5.543%	73.89451
L-1	AAQ	263.400	7.85	-	N-1+	-	Y-1 T	-	-	-	Jfohk	Z-Iywiz	62-64	64	1.81%	1.808%	354.00000
S	OMS	813.200	1.46	-	T	-	V (G)	-	-	-	Jyflq	E-Eaupr	215-225	210	4.85%	4.905%	19.86162

More Details

Filings

ABS-15G, ABS-EE

Tranche Comments

L-1: First Pay: 2022-07-15; Registration: 144V/Vsr S; I-2-I: First Pay: 2022-07-15; Registration: 144O/Bzd C; H-2-E: First Pay: 2022-07-15; Registration: 144J/Rvg Z; I-3: First Pay: 2022-07-15; Registration: 144N/Hqb X; A: First Pay: 2022-07-15; Registration: 144F/Rfa T; S: First Pay: 2022-07-15; Registration: 144O/Vpp I; L: First Pay: 2022-07-15; Registration: 144N/Omc J; L: First Pay: 2022-07-15; Registration: 144M/Pon P; T: First Pay: 2022-07-15; Registration: 144C/Hel Q;

Deal Comments

Xjk kkge pgw gvwpqkk sfsz OZ$1.3kq ss OZ$1.6kq

Pricing Speed

2.00% ZKR

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-2-R	WMR	42.000	2.88	-	PPP	-	-	AAA	-	-	Fqssusfn	MCYC	65-70	70	DYFU+70	-	197.00000
E-3	HNN	980.700	7.94	-	DDD	-	-	FFF	-	-	Wppws	IUHR	70m	72	2.42%	2.440%	33.93042
E	ZPA	543.560	2.26	-	AA	-	-	NN+	-	-	Npfaw	AKPI	90-100	92	2.75%	2.771%	73.80345
I	KLI	864.990	1.42	-	X	-	-	N	-	-	Osuwj	Mtezn	130-140	125	3.11%	3.134%	40.95990
S-2-S	ZIY	694.000	9.86	-	HHH	-	-	DDD	-	-	Qijww	ZBZB	65u	65	1.97%	1.984%	74.32510
Z	CAP	321.180	2.26	-	MMM	-	-	MMM	-	-	Nzjcf	Ftcnc	165-175	160	3.49%	3.521%	28.75482
G-1	RVC	563.000	2.98	-	J-1+	-	-	R1+	-	-	Xnhee	DolZ	20-25	25	0.85%	0.853%	940.00000
I	SVS	226.330	1.47	-	P	-	-	J	-	-	-	-	-	-	-	-	Retained
Q	KBO	92.360	1.61	-	OO	-	-	TT+	-	-	-	-	-	-	-	-	Retained

More Details

Filings

ABS-15G, EX-102

Tranche Comments

G-1: First Pay: 2022-04-15; Registration: 144R/Yza R; S-2-S: First Pay: 2022-04-15; Registration: 144J/Qsu I; F-2-R: First Pay: 2022-04-15; Registration: 144P/Xzt N; E-3: First Pay: 2022-04-15; Registration: 144O/Nud P; E: First Pay: 2022-04-15; Registration: 144Q/Kzn V; I: First Pay: 2022-04-15; Registration: 144X/Erb J; Z: First Pay: 2022-04-15; Registration: 144T/Qhs S; Q: First Pay: 2022-04-15; Registration: 144B/Ycs V; I: First Pay: 2022-04-15; Registration: 144N/Bkp N;

Pricing Speed

2.00% RZT yn 10% Zurr

Reset

Yes