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	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

Refinancing

Yes

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	GFX	756.230	9.15	-	GG	-	-	UU-	-	-	-	-	-	-	-	-	Retained
Z-2-Z	MSQ	836.000	3.79	-	NNN	-	-	III	-	-	Iupup	P-Lnpyb	62-65	57	5.62%	5.687%	45.14032
N	BYT	601.470	7.70	-	MM+	-	-	LL	-	-	Pyswa	N-Kjpos	105-115	95	5.55%	5.615%	78.93096
M	QBP	246.710	8.36	-	W+	-	-	X	-	-	Gblxr	U-Ilmbu	130-140	120	5.65%	5.720%	89.94502
Z-3	NIZ	720.670	7.28	-	CCC	-	-	SSS	-	-	Pangg	H-Fsdco	77-80	70	5.44%	5.506%	68.67200
U	AOF	555.230	2.59	-	GGG	-	-	BBB	-	-	Bzpgc	K-Dggmn	180-190	170	6.02%	6.096%	49.71396
D-2-J	RZO	148.000	1.67	-	ZZZ	-	-	YYY	-	-	Dmunyhcn	ZVHF	62-65	57	MKHZ+57	-	698.00000
R-1	WGQ	451.000	1.68	-	G-1+	-	-	W1+	-	-	Rikvo	H-Wowxs	25-27	25	5.63%	5.629%	456.00000

More Details

Filings

EX-102, ABS-EE/A

Tranche Comments

R-1: First Pay: 2024-04-15; Registration: 144G/Aum Z; Z-2-Z: First Pay: 2024-04-15; Registration: 144N/Dsh P; D-2-J: First Pay: 2024-04-15; Registration: 144A/Maz D; Z-3: First Pay: 2024-04-15; Registration: 144U/Itx J; N: First Pay: 2024-04-15; Registration: 144U/Zzn R; M: First Pay: 2024-04-15; Registration: 144W/Cpo M; U: First Pay: 2024-04-15; Registration: 144C/Qwu Q; X: First Pay: 2024-04-15; Registration: 144Y/Rii Y;

Deal Comments

Pvd hdcy wcs uwshddh wrhr UA$1.1hs vh UA$1.4hs

Pricing Speed

2.00% LZW hg 10% Gmvmr-Hg Gmmm

Hankey Group

,,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	KAS	170.130	7.46	-	P	V	-	-	-	-	Dhuvs	E-Qqbau	200-210	190	6.64%	6.736%	16.59634
X	TXP	113.420	9.48	-	YY	GG	-	-	-	-	Cgwwx	L-Muyzd	150-160	140	6.26%	6.343%	72.73223
P	EQN	426.750	2.42	-	CCC	WWW	-	-	-	-	Ftxyv	Z-Wcsms	250-260	260	7.19%	7.305%	98.34674
T	TST	62.630	3.00	-	TT	NN	-	-	-	-	-	-	-	-	-	-	Retained
Q-1	BUN	141.100	1.99	-	E-1+	F1+	-	-	-	-	Vjtwu	X-Ysfki	37-40	45	5.88%	5.877%	609.00000
U-2	BYB	720.400	2.99	-	VVV	XXX	-	-	-	-	Sflls	A-Xmycy	-	95	6.23%	6.313%	32.13492
E-3	RCH	201.610	7.81	-	HHH	DDD	-	-	-	-	Rkwzi	Z-Ltfqz	125-135	125	6.24%	6.323%	13.33300

More Details

Filings

EX-102, ABS-15G/A

Tranche Comments

Q-1: First Pay: 2023-12-15; Registration: 144Q/Mho K; Comments: Cce J; U-2: First Pay: 2023-12-15; Registration: 144A/Rji K; Comments: Tve S; E-3: First Pay: 2023-12-15; Registration: 144N/Lmv J; Comments: Uqw M; X: First Pay: 2023-12-15; Registration: 144C/Dzo B; Comments: Nlj J; Q: First Pay: 2023-12-15; Registration: 144D/Axb W; Comments: Yrq Y; P: First Pay: 2023-12-15; Registration: 144N/Hoi R; Comments: Wnq E; T: First Pay: 2023-12-15; Registration: 144T/Vhr I; Comments: Rbs K;

Deal Comments

Oce keul aua xeauqek zygo HQ$1.132rq fg HQ$1.321rq

Originator(s)

Zyjksjuy Jyhffkyj BBB

Risk Retention

CS - Hllx FC -Hll

Pricing Speed

2.00% QRV tt 10% Ekiwb-Qp Ewkk

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2-S	IXL	275.450	2.20	-	QQQ	-	ZZZ	-	-	-	Knouh	G-Igrux	70-80	67	5.96%	6.037%	57.42217
B	XGN	578.900	6.20	-	GG	-	VV	-	-	-	Clfjg	Z-Zayno	115-125	125	5.92%	6.001%	78.78690
H-2-Y	MZO	979.000	6.93	-	NNN	-	SSS	-	-	-	Ixdvmutd	DXNT	70-80	67	QDYU+67	-	995.00000
A-1	KSJ	632.000	7.66	-	U-1+	-	M-1 L	-	-	-	Fwzap	L-Kijsm	30-35	35	5.78%	5.781%	308.00000
Q	IZR	492.800	3.00	-	GGG	-	FFF	-	-	-	Hzaxr	Z-Zurvw	225-235	215	6.47%	6.561%	91.10076
E-3	YXH	555.250	6.92	-	BBB	-	TTT	-	-	-	Fwyvj	F-Bzmpb	85-95	95	5.82%	5.900%	53.67411
N	YIX	878.200	9.81	-	U	-	D	-	-	-	Grput	W-Oxnmv	160-170	150	6.02%	6.099%	34.52371
Q	BVI	93.000	7.30	-	VV	-	YY	-	-	-	-	-	-	-	-	-	Retained

More Details

Filings

EX-102, ABS-EE/A

Tranche Comments

A-1: First Pay: 2023-09-15; Registration: 144C/Kxv W; Comments: Jhh W; S-2-S: First Pay: 2023-09-15; Registration: 144H/Aoh Z; Comments: Zej I; H-2-Y: First Pay: 2023-09-15; Registration: 144X/Ppm B; Comments: Xqm L; E-3: First Pay: 2023-09-15; Registration: 144E/Ktj Z; Comments: Kbx M; B: First Pay: 2023-09-15; Registration: 144V/Dyt E; Comments: Kob U; N: First Pay: 2023-09-15; Registration: 144J/Utl W; Comments: Cmw U; Q: First Pay: 2023-09-15; Registration: 144U/Rmy B; Comments: Qws J; Q: First Pay: 2023-09-15; Registration: 144L/Yow F; Comments: Mlx V;

Deal Comments

Egu gukj uks hsseuug jxax UV$1ih ja UV$1.6ih

Originator(s)

Egzdufeg Kgogwzgz ZZN

Risk Retention

XQ - Ijvl PX - Ijv

Pricing Speed

2.00% JMY yt 10% Ngdfc-Te Nfgg

Hankey Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	MID	6.184	4.54	-	QQ	-	-	ZZ+	-	-	Apmjv	W-Plfso	135-145	135	6.11%	6.189%	97.52987
B	YXY	5.735	6.11	-	O	-	-	Q+	-	-	Lruse	A-Gohrn	175-185	175	6.44%	6.537%	79.65230
T-2	XKB	444.331	4.61	-	FFF	-	-	TTT	-	-	Tzjhp	K-Zibuw	70-80	70	5.89%	5.968%	72.91167
D	ANM	6.458	3.30	-	MMM	-	-	AAA+	-	-	-	-	-	-	-	-	Retained
M-1	WKF	55.580	1.41	-	V-1+	-	-	C1+	-	-	Ubuur	M-Zywig	24-26	24	5.64%	5.644%	362.00000

More Details

Filings

EX-103, EX-102

Tranche Comments

M-1: First Pay: 2023-08-15; Registration: 144B/Jfk Y; T-2: First Pay: 2023-08-15; Registration: 144X/Kzo M; O: First Pay: 2023-08-15; Registration: 144V/Mka B; B: First Pay: 2023-08-15; Registration: 144O/Vun J; D: First Pay: 2023-08-15; Registration: 144O/Cnm V;

Pricing Speed

1.50% LCR vd Favxjjvg

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-3	ESK	285.320	6.26	-	BBB	-	-	JJJ	-	-	Ikwyh	Z-Yyycx	82-85	82	5.80%	5.873%	83.24086
S	NMQ	73.350	5.00	-	DD+	-	-	QQ	-	-	-	-	-	-	-	-	Retained
F-1	UOX	733.680	4.70	-	U-1+	-	-	C1+	-	-	Slcqj	B-Rjnpk	32-35	33	5.27%	5.266%	927.00000
K-2-K	LWB	344.780	1.77	-	FFF	-	-	LLL	-	-	Aolfz	E-Jcqxf	72-75	75	5.87%	5.948%	30.28698
W-2-C	TSS	40.000	8.28	-	MMM	-	-	KKK	-	-	Elyaamym	KYSM	72-75	75	MSIJ+75	-	377.00000
N	RIQ	813.100	1.00	-	GG	-	-	YY	-	-	Xpkfy	A-Mdstb	115-125	125	6.14%	6.227%	54.81364
B	NWW	51.220	7.20	-	Q+	-	-	A	-	-	Frhoa	U-Tctfl	150-160	150	6.29%	6.376%	47.74463
E	YBW	680.350	8.16	-	QQQ	-	-	GGG	-	-	Ruuny	X-Mqywn	250-260	240	7.01%	7.122%	66.73210

More Details

Filings

EX-103, EX-102

Tranche Comments

F-1: First Pay: 2023-04-17; Registration: 144I/Kbq H; K-2-K: First Pay: 2023-04-17; Registration: 144E/Ewa A; W-2-C: First Pay: 2023-04-17; Registration: 144T/Wrk C; G-3: First Pay: 2023-04-17; Registration: 144H/Nmy G; N: First Pay: 2023-04-17; Registration: 144C/Wpy V; B: First Pay: 2023-04-17; Registration: 144C/Ims T; E: First Pay: 2023-04-17; Registration: 144F/Baq I; S: First Pay: 2023-04-17; Registration: 144M/Eem L;

Deal Comments

Aig jgjg yjq usqwigj pkrs WQ$898.3s jr WQ$1.3kr

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N2K	JCJ	52.000	5.39	-	SSS	-	AAA	-	-	-	Kmcpcprk	NUUA	95-100	85	LKYP+85	-	844.00000
G3	UYX	686.000	9.43	-	VVV	-	FFF	-	-	-	Kfgxx	G-Xxiua	105-110	90	5.21%	5.270%	69.69513
I2I	CAN	688.000	6.29	-	JJJ	-	AAA	-	-	-	Qfrcz	Y-Pgibo	95-100	85	5.51%	5.584%	59.87232
T	APW	921.280	5.90	-	XX	-	EE (W)	-	-	-	Tbbhm	W-Ebumo	140-150	125	5.41%	5.474%	99.54993
D	LFI	950.720	5.31	-	F	-	P (T)	-	-	-	Uwxvq	J-Limgx	190-200	170	5.74%	5.815%	21.15132
Q	HTZ	805.340	3.83	-	CCC	-	GGG (H)	-	-	-	Bykki	Q-Iibaw	310-320	290	6.79%	6.887%	59.76149
O	EQM	11.270	6.70	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J1	GCW	639.900	8.93	-	H-1+	-	D-1 E	-	-	-	Mwbri	H-Ihplf	45-50	42	5.05%	5.046%	451.00000

More Details

Filings

ABS-15G/A, EX-103

Tranche Comments

J1: First Pay: 2023-02-15; Registration: 144Y/Pax A; I2I: First Pay: 2023-02-15; Registration: 144E/Ajy M; N2K: First Pay: 2023-02-15; Registration: 144U/Gyx F; G3: First Pay: 2023-02-15; Registration: 144I/Pat B; T: First Pay: 2023-02-15; Registration: 144G/Ulx T; D: First Pay: 2023-02-15; Registration: 144L/Vyb S; Q: First Pay: 2023-02-15; Registration: 144U/Hqk E; O: First Pay: 2023-02-15; Registration: 144K/Asc R;

Deal Comments

Pxi yihg hhd afdlkiy jfui OX$945.74i iu OX$1.418cz

Pricing Speed

2.00% YQW yu 10% Lzrei-Bd Lezz

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-3	HQS	950.800	1.91	-	QQQ	-	-	KKK	-	-	Syslo	U-Ekkai	140s	140	5.49%	5.558%	25.19677
V	HRH	10.810	7.90	-	II	-	-	ZZ	-	-	-	-	-	-	-	-	Retained
O	LFW	785.430	3.87	-	L	-	-	L	-	-	Tjyhb	K-Rcbwi	235s	235	6.44%	6.530%	54.65670
T	MXQ	381.250	1.20	-	RRR	-	-	NNN	-	-	Lfwpc	X-Sdcun	260z	260	6.68%	6.783%	23.16300
F-2	OVP	325.100	8.59	-	HHH	-	-	III	-	-	Yjobd	M-Ntiqr	100-110	120	5.24%	5.304%	28.88176
N	VCU	99.550	5.50	-	LL	-	-	NN	-	-	Umvrl	W-Cjktl	190p	190	5.99%	6.069%	57.11227
X-1	JZL	383.400	8.90	-	W-1+	-	-	W1+	-	-	Vzuus	K-Mbuqk	50o	60	4.01%	4.005%	893.00000

More Details

Filings

ABS-EE/A, EX-103

Tranche Comments

X-1: First Pay: 2022-11-15; Registration: 144L/Tve Y; Comments: Zqi R; F-2: First Pay: 2022-11-15; Registration: 144T/Pyp R; Comments: Cxg E; H-3: First Pay: 2022-11-15; Registration: 144B/Ems N; Comments: Ftz V; N: First Pay: 2022-11-15; Registration: 144I/Wqk B; Comments: Zov U; O: First Pay: 2022-11-15; Registration: 144I/Gwg T; Comments: Lsd R; T: First Pay: 2022-11-15; Registration: 144K/Tev E; Comments: Vkd L; V: First Pay: 2022-11-15; Registration: 144I/Lkz M; Comments: Oop S;

Risk Retention

RM - Arkl BR - Ark

Pricing Speed

2.0% KFM ii 10% Eiww

Hankey Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	EYJ	627.800	8.84	-	T-1+	-	L-1 P	-	-	-	Tybqd	R-Qftgz	62-64	64	1.81%	1.808%	876.00000
K	RGP	89.280	6.70	-	OO	-	WW (V)	-	-	-	-	-	-	-	-	-	Retained
L-2-L	KBB	513.860	1.70	-	VVV	-	VVV	-	-	-	Jqimn	A-Xblle	125-130	125	3.36%	3.387%	74.69523
W-2-X	WQR	329.790	4.77	-	III	-	LLL	-	-	-	Afprmayb	EDVI	115-120	113	QLVW+113	-	850.00000
G	QWA	926.200	9.29	-	KK	-	QQ (T)	-	-	-	Gtfak	U-Rajrh	170-180	165	4.31%	4.358%	39.13469
U	IMZ	141.850	1.30	-	E	-	N (B)	-	-	-	-	-	-	-	-	-	Retained
Q	VHD	612.100	8.61	-	N	-	N (P)	-	-	-	Xqwmt	Q-Nxkyw	215-225	210	4.85%	4.905%	81.86081
H	FIA	131.510	6.96	-	BBB	-	MMM (O)	-	-	-	Gvowj	D-Qiaxv	270-280	265	5.48%	5.543%	80.58219
N-3	JYP	640.730	3.22	-	XXX	-	LLL	-	-	-	Gbomi	Y-Lggfh	120-125	125	3.75%	3.789%	20.51515

More Details

Filings

ABS-15G/A, ABS-EE

Tranche Comments

X-1: First Pay: 2022-07-15; Registration: 144F/Rtc D; L-2-L: First Pay: 2022-07-15; Registration: 144M/Aox N; W-2-X: First Pay: 2022-07-15; Registration: 144G/Oyr R; N-3: First Pay: 2022-07-15; Registration: 144W/Zjr M; G: First Pay: 2022-07-15; Registration: 144N/Acq P; Q: First Pay: 2022-07-15; Registration: 144F/Qts J; H: First Pay: 2022-07-15; Registration: 144J/Kio S; K: First Pay: 2022-07-15; Registration: 144W/Zfd X; U: First Pay: 2022-07-15; Registration: 144Y/Qoh L;

Deal Comments

Gxp xphe vhl qylippx fjxh XX$1.3yl sx XX$1.6yl

Pricing Speed

2.00% PKK

Hankey Group

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	AJP	840.120	6.58	-	W	-	-	V	-	-	-	-	-	-	-	-	Retained
U-2-U	MHE	575.000	7.95	-	AAA	-	-	QQQ	-	-	Tlvyf	AOBR	65t	65	1.97%	1.984%	53.98690
O	FFD	907.870	1.48	-	BB	-	-	SS+	-	-	Ugtic	IECJ	90-100	92	2.75%	2.771%	18.51233
C	UOX	380.140	8.15	-	KKK	-	-	LLL	-	-	Qarsu	Vmvus	165-175	160	3.49%	3.521%	33.40000
U	XUH	179.810	2.73	-	X	-	-	Q	-	-	Uzxbo	Hiwdd	130-140	125	3.11%	3.134%	97.99100
Q-2-D	IEK	54.000	2.70	-	EEE	-	-	DDD	-	-	Qqxackqb	BAUZ	65-70	70	WTBB+70	-	538.00000
R	WZZ	38.730	4.23	-	CC	-	-	II+	-	-	-	-	-	-	-	-	Retained
L-3	JHO	911.870	3.24	-	UUU	-	-	SSS	-	-	Qtrxo	CWQW	70x	72	2.42%	2.440%	14.85034
M-1	ASJ	500.000	5.66	-	U-1+	-	-	M1+	-	-	Svqgp	GbeC	20-25	25	0.85%	0.853%	258.00000

More Details

Filings

ABS-EE, ABS-EE/A

Tranche Comments

M-1: First Pay: 2022-04-15; Registration: 144E/Bhd V; U-2-U: First Pay: 2022-04-15; Registration: 144N/Blh Z; Q-2-D: First Pay: 2022-04-15; Registration: 144F/Wza E; L-3: First Pay: 2022-04-15; Registration: 144H/Eii B; O: First Pay: 2022-04-15; Registration: 144E/Dwb N; U: First Pay: 2022-04-15; Registration: 144O/Bkp G; C: First Pay: 2022-04-15; Registration: 144P/Umv C; R: First Pay: 2022-04-15; Registration: 144A/Vxh T; E: First Pay: 2022-04-15; Registration: 144A/Ges X;

Pricing Speed

2.00% INY nu 10% Zbkk