2020-1

DB Master Trust (CAUTO) 2020-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Capital Automotive (CARS)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
W-1	OPS	721.000	8.85	-	FFF	-	-	-	-	-	Cvyoc	Yiikr	-	120a	110	2.69%	2.711%	23.54585
Y-1	QSV	222.000	4.90	-	JJJ	-	-	-	-	-	Appcy	Njmbz	-	270w	260	4.17%	4.216%	87.39763
Z-6	JTU	340.000	8.31	-	G+	-	-	-	-	-	Cgxps	Aycwp	-	220u	210	3.81%	3.848%	23.13092
D-5	WLQ	112.000	6.61	-	O+	-	-	-	-	-	Iscir	Ohexe	-	195n	185	3.48%	3.512%	56.83639
A-4	USA	389.000	4.30	-	H+	-	-	-	-	-	Eozej	Rxuub	-	170a	160	3.19%	3.215%	87.43465
U-3	EWG	541.000	6.40	-	BBB	-	-	-	-	-	Yyhea	Vgbty	-	165-170	155	3.25%	3.281%	82.43787
K-2	GPE	892.000	8.51	-	RRR	-	-	-	-	-	Ilrsm	Woeob	-	145a	140	3.03%	3.052%	67.99190
J-2	KNL	870.000	8.10	-	RRR	-	-	-	-	-	Kwjco	Viapr	-	300k	290	4.52%	4.564%	31.47458
P-3	GBE	680.000	57.80	-	III	-	-	-	-	-	Atsjc	Lntht	-	335-340	325	4.95%	5.004%	79.59745

Tranche Comments

W-1: First Pay: 2020-02-17; Registration: 144A/Xlf I; K-2: First Pay: 2020-02-17; Registration: 144K/Dpl H; U-3: First Pay: 2020-02-17; Registration: 144P/Yak S; A-4: First Pay: 2020-02-17; Registration: 144D/Eig I; D-5: First Pay: 2020-02-17; Registration: 144I/Pat J; Z-6: First Pay: 2020-02-17; Registration: 144K/Dzt N; Y-1: First Pay: 2020-02-17; Registration: 144D/Onw B; J-2: First Pay: 2020-02-17; Registration: 144O/Cro B; P-3: First Pay: 2020-02-17; Registration: 144D/Zhp L;