Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A-1 | USD | 192.000 | 0.17 | - | A-1+ | - | R-1 H | - | - | - | Fixed | IntL | 15a | 10 | 0.385% | 0.385% | 100.00000 |
A-2A | USD | 460.480 | 1.01 | - | AAA | - | AAA | - | - | - | Fixed | EDSF | 65a | 63 | 0.93% | 0.937% | 99.99481 |
A-2B | USD | 50.000 | 1.01 | - | AAA | - | AAA | - | - | - | Floating | 1mL | 65a | 63 | 1mL+63 | - | 100.00000 |
B | USD | 98.640 | 1.93 | - | AA | - | AA | - | - | - | Fixed | EDSF | 115-125 | 105 | 1.32% | 1.324% | 99.99932 |
C | USD | 122.550 | 2.36 | - | A+ | - | A | - | - | - | Fixed | Swaps | 200a | 175 | 2.01% | 2.025% | 99.98503 |
D | USD | 101.630 | 2.86 | - | BBB+ | - | BBB | - | - | - | Fixed | Swaps | 275a | 250 | 2.76% | 2.781% | 99.98626 |
E | USD | 74.700 | 2.98 | - | BB+ | - | BB | - | - | - | Fixed | Swaps | - | - | - | - | Retained |
Sector | Name | Type | Publisher | Date |
---|---|---|---|---|
AUTO | Westlake Automobile Receivables Trust 2020-2: October 2020 Performance Analytics Report | Performance Analytics | DBRS-MS | Nov 25, 2020 |
AUTO | DBRS Morningstar Finalizes Provisional Ratings on Westlake Automobile Receivables Trust 2020-2 | Press Release | DBRS-MS | Jun 23, 2020 |
AUTO | Westlake Automobile Receivables Trust 2020-2 - Rating Report | Rating Report | DBRS-MS | Jun 23, 2020 |
AUTO | DBRS Morningstar Assigns Provisional Ratings to Westlake Automobile Receivables Trust 2020-2 | Press Release | DBRS-MS | Jun 11, 2020 |
AUTO | Westlake Automobile Receivables Trust 2020-2: Presale Report | Rating Report, Presale Report | DBRS-MS | Jun 11, 2020 |