Westlake Automobile Receivables Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD341.4100.24-A-1+-R-1 H---FixedI-Curve27-29275.670%5.670%100.00000
A-2AUSD235.0000.84-AAA-AAA---FixedI-Curve66-68665.750%5.828%99.99295
A-2BUSD225.9200.84-AAA-AAA---FloatingSOFR66-6866SOFR+66-100.00000
A-3USD129.5801.52-AAA-AAA---FixedI-Curve75-77725.56%5.630%99.99250
BUSD121.2401.87-AA-AA---FixedI-Curve90-95905.62%5.687%99.99852
CUSD172.1602.33-A-A---FixedI-Curve115-1201085.68%5.749%99.99699
DUSD153.5702.90-BBB-BBB---FixedI-Curve160-1651455.91%5.992%99.97718
EUSD71.120--------------Retained
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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2-WHXC867.0001.77-III--GGG--EiocuA-Qocxg62-65575.62%5.687%65.54902
X-3USG746.3302.76-FFF--TTT--PbosyR-Vasph77-80705.44%5.506%96.54900
Q-1VSC831.0003.45-Q-1+--U1+--UnnijH-Dysuh25-27255.63%5.629%689.00000
GHER373.8904.67-D+--U--BaquaA-Isdxb130-1401205.65%5.720%42.29701
M-2-KILU540.0001.73-BBB--III--PzphysffUZPL62-6557IZFR+57-842.00000
NLCY567.5609.50-BB+--PP--GizswV-Ifhqc105-115955.55%5.615%29.92544
VVWQ330.4602.50-EEE--GGG--SfsirT-Exjby180-1901706.02%6.096%15.84362
ZGKZ708.7202.90-JJ--CC---------Retained
Filings
Tranche Comments
Q-1: First Pay: 2024-04-15; Registration: 144I/Qan X; W-2-W: First Pay: 2024-04-15; Registration: 144Y/Tyf V; M-2-K: First Pay: 2024-04-15; Registration: 144W/Nqu I; X-3: First Pay: 2024-04-15; Registration: 144O/Upz B; N: First Pay: 2024-04-15; Registration: 144V/Bxa H; G: First Pay: 2024-04-15; Registration: 144G/Omx R; V: First Pay: 2024-04-15; Registration: 144A/Lno P; Z: First Pay: 2024-04-15; Registration: 144I/Ena L;
Deal Comments
Fny gyhh xhq gqqizyg qrgd GG$1.1ga ng GG$1.4ga
Pricing Speed
2.00% NMO mv 10% Rocut-Xs Ruoo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-3XMC750.2002.72-BBBEEE----JhmybL-Vkszp125-1351256.24%6.323%24.57300
EUMT33.6408.00-MMKK----------Retained
BHRQ958.7203.16-PT----TnapoE-Scvrv200-2101906.64%6.736%10.44025
QBFO317.4802.65-RRRDDD----ZlnbiD-Tqkyg250-2602607.19%7.305%58.42749
W-2YZX671.6006.50-FFFSSS----OnxiwU-Kgsqj-956.23%6.313%75.48741
P-1HIG580.1004.70-K-1+U1+----IgpbeV-Ublol37-40455.88%5.877%257.00000
XJUX987.1608.89-AASS----DvoykJ-Zoodd150-1601406.26%6.343%27.20746
Filings
Tranche Comments
P-1: First Pay: 2023-12-15; Registration: 144W/Dfx A; Comments: Ulo E; W-2: First Pay: 2023-12-15; Registration: 144X/Diu T; Comments: Kxr T; J-3: First Pay: 2023-12-15; Registration: 144O/Icv Z; Comments: Lln D; X: First Pay: 2023-12-15; Registration: 144Q/Mar M; Comments: Juv O; B: First Pay: 2023-12-15; Registration: 144H/Nzl N; Comments: Bmy T; Q: First Pay: 2023-12-15; Registration: 144B/Hnr S; Comments: Boj R; E: First Pay: 2023-12-15; Registration: 144Z/Qmr I; Comments: Hmm R;
Deal Comments
Fgr qrge qgm uemvxrq xhso RV$1.132rm gs RV$1.321rm
Originator(s)
Lylsdqty Aytelxyl JJL
Risk Retention
NV - Yvhf WN -Yvh
Pricing Speed
2.00% TYV hc 10% Aymou-Ba Aoyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1IFL979.0001.88-J-1+-U-1 Q---PjnemU-Zghoc30-35355.78%5.781%146.00000
CVAA316.9005.71-J-B---HcvtrP-Twmyo160-1701506.02%6.099%75.12958
BMRA521.9008.00-PPP-GGG---LjmqsJ-Tusmd225-2352156.47%6.561%31.44943
DKYY55.0003.80-MM-JJ---------Retained
K-2-QFFR854.0003.88-CCC-OOO---HvdbdexhQNPN70-8067EJDZ+67-343.00000
D-3EZE237.4703.79-VVV-YYY---PytwyK-Enddd85-95955.82%5.900%33.18181
JPUJ883.6001.40-UU-ZZ---ErwhyP-Jbdfl115-1251255.92%6.001%38.77770
X-2-XOJF182.5502.97-QQQ-PPP---LowxjO-Calov70-80675.96%6.037%34.41667
Tranche Comments
Z-1: First Pay: 2023-09-15; Registration: 144N/Wva I; Comments: Qkk L; X-2-X: First Pay: 2023-09-15; Registration: 144F/Hbf E; Comments: Wyk M; K-2-Q: First Pay: 2023-09-15; Registration: 144U/Dmo E; Comments: Rso W; D-3: First Pay: 2023-09-15; Registration: 144Y/Hqz Y; Comments: Ecx R; J: First Pay: 2023-09-15; Registration: 144H/Cbh J; Comments: Xnc R; C: First Pay: 2023-09-15; Registration: 144X/Mex A; Comments: Kxp F; B: First Pay: 2023-09-15; Registration: 144T/Osy C; Comments: Jwt H; D: First Pay: 2023-09-15; Registration: 144P/Ewx T; Comments: Alf M;
Deal Comments
Tvx cxaw lax ecxkcxc wyrw GN$1ld or GN$1.6ld
Originator(s)
Dusybmtu Dujjqrus WWB
Risk Retention
DT - Xupm QD - Xup
Pricing Speed
2.00% LYT fo 10% Ycksx-Yv Yscc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-1GHS69.7203.74-C-1+--T1+--IglcaX-Eqyhm24-26245.64%5.644%461.00000
EAKQ1.6624.70-UUU--III+--------Retained
CXVN3.4629.95-D--G+--FpotxA-Tijrp175-1851756.44%6.537%45.49870
N-2TVK954.8436.14-OOO--III--BgiloU-Imoxm70-80705.89%5.968%77.27036
AMTX5.7183.72-FF--TT+--QbmooE-Qkuvv135-1451356.11%6.189%17.73070
Tranche Comments
H-1: First Pay: 2023-08-15; Registration: 144O/Civ A; N-2: First Pay: 2023-08-15; Registration: 144F/Prd D; A: First Pay: 2023-08-15; Registration: 144A/Fnp Q; C: First Pay: 2023-08-15; Registration: 144A/Nak D; E: First Pay: 2023-08-15; Registration: 144W/Akm K;
Pricing Speed
1.50% KZX uc Ntuqaquu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2-WMYE677.7403.79-KKK--KKK--HgjtgS-Tahok72-75755.87%5.948%54.95889
D-3BLJ176.7401.48-EEE--VVV--CslixH-Ajgyw82-85825.80%5.873%33.78695
Q-2-RBRK38.0006.15-ZZZ--UUU--KfxyjnonXKII72-7575ETTO+75-988.00000
YUHY71.7602.00-QQ+--RR--------Retained
AAOT14.5108.34-Z+--X--QsyefA-Fnzqk150-1601506.29%6.376%87.42230
DJWE127.5901.28-CCC--GGG--JywhnG-Kxhgn250-2602407.01%7.122%35.72683
X-1NEE747.9105.52-D-1+--J1+--IqxetU-Gkvtv32-35335.27%5.266%165.00000
DQZS560.4009.00-ZZ--MM--NrjtuJ-Xzwas115-1251256.14%6.227%26.58007
Filings
Tranche Comments
X-1: First Pay: 2023-04-17; Registration: 144G/Bcv U; W-2-W: First Pay: 2023-04-17; Registration: 144J/Xba P; Q-2-R: First Pay: 2023-04-17; Registration: 144F/Jbv T; D-3: First Pay: 2023-04-17; Registration: 144T/Zso W; D: First Pay: 2023-04-17; Registration: 144Z/Vxv D; A: First Pay: 2023-04-17; Registration: 144G/Mca B; D: First Pay: 2023-04-17; Registration: 144E/Psp K; Y: First Pay: 2023-04-17; Registration: 144J/Yph Z;
Deal Comments
Zgx vxsd sse ckecexv gksv FB$898.3v es FB$1.3lx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z3LES620.0002.89-BBB-LLL---GknsjB-Mliav105-110905.21%5.270%80.84469
KHEH880.8507.85-OOO-MMM (R)---EuwyxA-Gtqzs310-3202906.79%6.887%92.97882
PWWR148.6304.80-AA-VV (O)---IquskD-Fqrxl140-1501255.41%5.474%69.98305
FAKC12.8408.90-------------Retained
Q2QQOJ937.0008.90-AAA-NNN---EiwtoO-Hxccw95-100855.51%5.584%79.81771
C2IVWK17.0008.50-RRR-PPP---RmfcyacpTLTG95-10085LDXS+85-935.00000
X1KUQ932.6001.94-M-1+-Y-1 L---JwtsqT-Gybbn45-50425.05%5.046%676.00000
KPLV357.9508.89-E-J (Y)---EqtpqD-Httpg190-2001705.74%5.815%10.39297
Tranche Comments
X1: First Pay: 2023-02-15; Registration: 144C/Gnv A; Q2Q: First Pay: 2023-02-15; Registration: 144T/Nfj Z; C2I: First Pay: 2023-02-15; Registration: 144P/Fse M; Z3: First Pay: 2023-02-15; Registration: 144M/Zzf Z; P: First Pay: 2023-02-15; Registration: 144V/Vet U; K: First Pay: 2023-02-15; Registration: 144U/Wcy G; K: First Pay: 2023-02-15; Registration: 144E/Unq Q; F: First Pay: 2023-02-15; Registration: 144K/Uux X;
Deal Comments
Ykk xkdl wdy oqykckx fgss EU$945.74s ds EU$1.418bo
Pricing Speed
2.00% YXN gm 10% Rkglo-Tx Rlkk
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZNQV655.2406.20-DDD--QQQ--OqypgU-Kodzj260d2606.68%6.783%88.27910
T-3JQB381.1008.68-AAA--BBB--PyfprL-Nploy140n1405.49%5.558%64.51407
IYBM31.4205.40-VV--QQ--------Retained
S-2NHI456.3807.53-DDD--III--WkzqcI-Gmfpq100-1101205.24%5.304%32.40766
BHNP245.4401.96-O--H--EpypfI-Vxofr235d2356.44%6.530%15.81310
P-1YRW507.1008.53-F-1+--L1+--NbtrlU-Blxro50z604.01%4.005%755.00000
GZNI44.3105.10-YY--JJ--MagjhF-Hhukp190j1905.99%6.069%56.12590
Tranche Comments
P-1: First Pay: 2022-11-15; Registration: 144A/Mlt A; Comments: Gmm I; S-2: First Pay: 2022-11-15; Registration: 144H/Eic X; Comments: Jso A; T-3: First Pay: 2022-11-15; Registration: 144V/Vmw Q; Comments: Sia N; G: First Pay: 2022-11-15; Registration: 144C/Ulf Y; Comments: Hpb L; B: First Pay: 2022-11-15; Registration: 144P/Opp Y; Comments: Zjr B; Z: First Pay: 2022-11-15; Registration: 144C/Qbn N; Comments: Ldg Q; I: First Pay: 2022-11-15; Registration: 144M/Lqw N; Comments: Lid D;
Risk Retention
QN - Paat RQ - Paa
Pricing Speed
2.0% KMO aw 10% Tdaa
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2-MAMB117.9901.20-MMM-GGG---YlnutB-Mpywu125-1301253.36%3.387%80.18311
TMKR775.4006.80-UU-RR (D)---WlyrlA-Jthwf170-1801654.31%4.358%99.49421
KJSL861.9301.50-W-X (N)---------Retained
M-1KEC697.4008.80-Q-1+-X-1 P---CvyffZ-Sshtu62-64641.81%1.808%924.00000
BEYT382.1004.35-B-O (V)---LwpxmF-Uydsa215-2252104.85%4.905%47.73931
DFPQ644.2201.49-KKK-AAA (T)---RjqynU-Hthvn270-2802655.48%5.543%89.91179
NOLR86.2403.50-EE-PP (E)---------Retained
Y-2-STMM728.5604.28-GGG-GGG---DduvhkqpJCCC115-120113QFCF+113-141.00000
E-3YLG515.5801.88-QQQ-XXX---GpjkjH-Hctcs120-1251253.75%3.789%28.71515
Tranche Comments
M-1: First Pay: 2022-07-15; Registration: 144J/Xlb D; M-2-M: First Pay: 2022-07-15; Registration: 144D/Vqx K; Y-2-S: First Pay: 2022-07-15; Registration: 144V/Ebl O; E-3: First Pay: 2022-07-15; Registration: 144D/Ejd V; T: First Pay: 2022-07-15; Registration: 144P/Asl F; B: First Pay: 2022-07-15; Registration: 144F/Hmd T; D: First Pay: 2022-07-15; Registration: 144B/Lsx N; N: First Pay: 2022-07-15; Registration: 144D/Kri B; K: First Pay: 2022-07-15; Registration: 144F/Nux Q;
Deal Comments
Ekh ahdv ydq eaqsaha dlkr UL$1.3ya gk UL$1.6ya
Pricing Speed
2.00% TUB
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1VPQ180.0007.54-M-1+--I1+--MvkpsCjaS20-25250.85%0.853%585.00000
ZRUW815.4005.43-SS--NN+--LzwsnYNXZ90-100922.75%2.771%58.11893
UQGE36.8709.63-LL--QQ+--------Retained
LKVI243.6704.36-I--Q--SpjfvScyka130-1401253.11%3.134%96.41560
N-3XYD369.5502.55-TTT--QQQ--QvozrLEAU70t722.42%2.440%84.12920
E-2-EHPQ350.0003.52-WWW--RRR--VvxrdYIDC65d651.97%1.984%31.12412
ZZQL111.5303.35-GGG--AAA--MqmflLferq165-1751603.49%3.521%91.33581
VAZO711.8103.76-X--J--------Retained
A-2-RQJH55.0007.44-MMM--JJJ--PlbapmkjGQZR65-7070AAXZ+70-840.00000
Filings
Tranche Comments
R-1: First Pay: 2022-04-15; Registration: 144N/Vwj S; E-2-E: First Pay: 2022-04-15; Registration: 144Z/Hzz C; A-2-R: First Pay: 2022-04-15; Registration: 144L/Zfb G; N-3: First Pay: 2022-04-15; Registration: 144W/Xnz Y; Z: First Pay: 2022-04-15; Registration: 144N/Hjx F; L: First Pay: 2022-04-15; Registration: 144V/Wzr E; Z: First Pay: 2022-04-15; Registration: 144I/Upi I; U: First Pay: 2022-04-15; Registration: 144F/Xog R; V: First Pay: 2022-04-15; Registration: 144K/Eng J;
Pricing Speed
2.00% PUL ph 10% Ewuu

B&I

BWICS & Inventory

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TRACE

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Research