2020-2

Westlake Automobile Receivables Trust (WLAKE) 2020-2

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

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Filings

ABS-15G, ABS-15G

Tranche Comments

A-1: First Pay: 2020-07-15; Registration: 144A/Reg S; A-2A: First Pay: 2020-07-15; Registration: 144A/Reg S; A-2B: First Pay: 2020-07-15; Registration: 144A/Reg S; B: First Pay: 2020-07-15; Registration: 144A/Reg S; C: First Pay: 2020-07-15; Registration: 144A/Reg S; D: First Pay: 2020-07-15; Registration: 144A/Reg S; E: First Pay: 2020-07-15; Registration: 144A/Reg S;

Pricing Speed

2% ABS to 10% Call

Research

AllReportsSurveillanceOther

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