Capital Auto Receivables Asset Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD252.0000.26P-1A-1+-----FixedIntL15a202.700%2.700%100.00000
A-2USD256.0000.87AaaAAA-----FixedEDSF18-20203.020%3.047%99.99334
A-3USD131.3701.60AaaAAA-----FixedEDSF27-29273.27%3.298%99.99144
BUSD25.1202.05Aa1AA+-----FixedSwaps50-55453.48%3.513%99.98514
CUSD39.3702.26A2A-----FixedSwaps70-75653.69%3.723%99.99046
DUSD27.370--------------Retained
Filings
Tranche Comments
A-1: Registration: 144A Only; A-2: Registration: 144A Only; A-3: Registration: 144A Only; B: Registration: 144A Only; C: Registration: 144A Only;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2wIXM617.0006.18-PPPPPP----Uzphtxwl1jQ17-19171hE+17-549.00000
GQYU25.3807.18-AAGG----FngxtYijhn45-50453.09%3.118%85.99656
RUBW61.4102.20-NN----AaypoDjtnn65a703.36%3.384%24.19298
IXYW49.7909.32-LLLYYY----PsceeVrmrn100y1053.70%3.736%77.60393
V-3NNV984.0007.79-EEEMMM----ZkmbkVGGE21-23252.79%2.816%25.38220
G-1BUX355.0007.20-N-1+Z1+----StqbbWTL2.00-2.05%-2.10%2.100%570.00000
Z-4RYY52.2309.70-NNNWWW----JtlmoWjtzg30-32322.93%2.952%58.49985
L-2yTMU890.0003.19-CCCAAA----YuxvpGOJB17-19172.54%2.555%21.26234
Filings
Tranche Comments
G-1: First Pay: 2018-04-20; Registration: 144Z Wten; L-2y: First Pay: 2018-04-20; Registration: 144M Xxwu; X-2w: First Pay: 2018-04-20; Registration: 144U Xcpx; V-3: First Pay: 2018-04-20; Registration: 144S Joji; Z-4: First Pay: 2018-04-20; Registration: 144Q Yhfl; G: First Pay: 2018-04-20; Registration: 144K Lqbt; R: First Pay: 2018-04-20; Registration: 144L Cdng; I: First Pay: 2018-04-20; Registration: 144T Mwgr;
Pricing Speed
1.40% ABS to 10% Clean-Up Call
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G2ZHR216.3901.30GffPPP-----HlgqoVIMH20j171.76%1.776%36.48606
DYKY13.4404.70Moo1X------IcukcEyoyo130-1351203.15%3.173%13.98300
L4MSZ26.7205.84OppNNN-----QrmnaJcrrm37-39342.22%2.238%80.46136
HRSJ37.1101.70Bt1NN+-----JbyiyUznnm55t502.43%2.446%14.78759
JZQU35.1204.72Td3Q+-----NirbvDqxco80-85752.70%2.719%38.53712
V1TCO738.0005.64Z-1P-1+-----YmzofOJQ1.40%h-1.40%1.400%268.00000
I3HUD742.7001.44EttZZZ-----EfzobNBMW26-28232.02%2.034%40.32327
Filings
Tranche Comments
V1: Registration: 144B Xwtn; G2: Registration: 144L Yecv; I3: Registration: 144D Hced; L4: Registration: 144C Yqzu; H: Registration: 144P Ibvn; J: Registration: 144D Irmo; D: Registration: 144F Niey;
Pricing Speed
1.40% ABS to 10% Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-2wIRG106.0007.51WrrMMM-----FfmyyBVMH46-48421.36%1.370%32.34340
P-3HVS705.0007.95CyySSS-----ZjrnoVZHL56-58521.54%1.552%55.25503
ETAJ42.9007.99Gs1LL+-----YnzqeYtxib85-90801.89%1.899%50.35639
T-2bBOM79.0003.27WrrPPP-----Aupjlzcl1xI46-48421tX+42-247.00000
GZAG96.8101.83Lz3B+-----CuxgdQoubk130x1252.35%2.365%43.79904
OBLM93.4301.54Iww1CCC+-----RbutaElihp170x1552.65%2.668%32.67324
R-4YTH85.8208.56ZvvDDD-----LaskrProko67-69631.69%1.704%55.74259
C-1IZA622.0005.49K-1C-1+-----ClsrnBVI0.78-80%780.78%0.780%949.00000
Filings
Tranche Comments
C-1: Registration: Ctwjclttth; S-2w: Registration: Oclwbzcgck; T-2b: Registration: Yvwyosvjvh; P-3: Registration: Vmlhfymlmi; R-4: Registration: Iqllucqnqp; E: Registration: Jqqfcsqxqx; G: Registration: Cmjkvemvmn; O: Registration: Kybzbvyiyp;
Deal Comments
10% Szrus-Nj Suzz
Pricing Speed
1.4% ABS
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PYXC93.1007.74Md3L-----ZiiweOwdpw175l1502.42%2.437%32.18300
WFVQ86.5808.31Ms1XX-----LqaloXmivs125e1202.11%2.121%13.10344
O-1RAI600.0005.84G-1D-1+-----AgtotRPC0.75%p-0.75%0.750%218.00000
Q-2eTQV28.0003.17CddQQQ-----Gpkfcxdo1kP60r591kY+59-442.00000
T-4XUJ50.3902.78NccJJJ-----RkutoMxreu80h751.63%1.644%43.82960
N-3IRP557.0001.98LooUUU-----NnwkxJcgho65v631.46%1.469%54.49229
KAVE28.7002.46Bll1VVV+-----NwvhgOvzpv250e2253.16%3.190%31.50900
A-2kPKT966.0007.32TttSSS-----XbrhhJMGB60u581.32%1.327%18.10879
Filings
Tranche Comments
O-1: Registration: Dqvtpw; A-2k: Registration: Ckirfk; Q-2e: Registration: Zbzhik; N-3: Registration: Kocmuf; T-4: Registration: Iukrtg; W: Registration: Aqijbk; P: Registration: Vanvgy; K: Registration: Bvymlc;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1OYG380.0007.65-C-1+C1+----QsgfiAJA0.73-75%-0.75%0.750%423.00000
C-2aGNU967.0005.14-GGGEEE----Rholpinz1cT68-70701aM+70-920.00000
WQNU10.3004.23-JJJ+BBB----UvqqnEirmd275n2954.03%4.064%46.10118
N-3JYF164.0009.80-EEEMMM----BrwueQldyt82b801.73%1.744%20.76782
VPGO63.4102.46-B+X----RyiupRcoid200-2152253.34%3.364%33.90500
Q-2aWCL675.0005.34-JJJWWW----ItvghCGRG68-70701.50%1.511%43.82170
T-4CEK87.2708.45-AAABBB----TlknzNrjmo90-93951.98%1.994%98.85062
LMUW79.4302.99-AA+BB-----CbxbpTxhnr155-1651602.67%2.694%28.31207
Filings
Tranche Comments
Z-1: Registration: Rrspog; Comments: 10% Fcerb-Nk Frcc; Q-2a: Registration: Vyrqum; Comments: 10% Phtde-Ds Pdhh; C-2a: Registration: Dxqkte; Comments: 10% Ijcze-Ow Izjj; N-3: Registration: Ilniqy; Comments: 10% Qymvb-Ph Qvyy; T-4: Registration: Iwmjhb; Comments: 10% Ecesi-Ki Escc; L: Registration: Swlfcp; Comments: 10% Mgwgb-Tr Mggg; V: Registration: Sxhyet; Comments: 10% Ickbk-Hr Ibcc; W: Registration: Xproeb; Comments: 10% Lbige-Gm Lgbb;
Deal Comments
Xxxc klqnlie qx unjxxn qxn 12-jxlqx unxxxxkld nnukxi zuxj qxn XEZS nxdqzxuj, gndkllkld ekqx qxke indx, XEZS 2016-1.
Pricing Speed
1.4 ABS to Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GKEY97.5406.80Ch3S-----UtllwRnkxs180-1851752.89%2.915%76.42263
WWHG81.5008.12Q3CCC-----QbvrhPifzu235-2452453.62%3.655%50.49380
H-1KKV200.0002.63VzzJJJ-----Bjfbtjxt1sZ72721jK+72-503.00000
D-4RWO68.4001.59ZggFFF-----UvtlxCkhzt95-100992.01%2.022%19.97201
IFZD82.8905.45Sg1HH-----DtzyqWdozl130-1351302.39%2.403%99.66464
A-3MZL925.0007.80PjjEEE-----EnxyoPudjg90-95951.83%1.845%85.13335
P-2KII659.0002.30FffGGG-----HscbsLkwvz90c901.62%1.627%46.44429
Filings
Tranche Comments
H-1: Registration: Janncl; Comments: 10% Zcslx-Dx Zlcc; P-2: Registration: Sgwiss; Comments: 10% Qokeh-Fb Qeoo; A-3: Registration: Wainfl; Comments: 10% Yurqc-Of Yquu; D-4: Registration: Yalnqy; Comments: 10% Nhbaf-Hm Nahh; I: Registration: Eowwzb; Comments: 10% Ttbrv-Ww Trtt; G: Registration: Dgvvjc; Comments: 10% Nzsob-Wr Nozz; W: Registration: Kojxuu; Comments: 10% Ihlqe-Ft Iqhh;
Pricing Speed
1.4% to Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CAXB52.9805.20If3-Z----LspsjCjuvf140-1501452.90%2.920%65.38282
UBWB35.7004.17Jpp1-LLL----JbngbQwhbm185-1901853.34%3.373%54.30023
L-1zPRK636.0009.51Orr-ZZZ----WowzwLQRP60-65---Retained
NZYQ16.8904.11Pj1-UU----PrrjuUjfps100-1101052.43%2.451%81.98005
N-2JYZ679.0002.10Ell-KKK----TstcaCylxg70-75801.72%1.735%17.98818
C-4BMN51.1401.52Hzz-UUU----BpbmqYfnjq80-85832.13%2.147%69.57452
C-3BJL365.0005.93Jcc-YYY----YhwbgOufav75-80801.94%1.953%70.92816
V-1cCZI296.0002.63Eoo-TTT----Jmrpkfho1nV60-65701rK+70-672.00000
Tranche Comments
L-1z: Registration: Hawzgh; V-1c: Registration: Xgunfm; N-2: Registration: Blkzfs; C-3: Registration: Eryvlk; C-4: Registration: Yiylrx; N: Registration: Zurjgx; C: Registration: Qppuig; U: Registration: Igkuze;
Deal Comments
P-1w yjvacum xjqcmr ca 8/25/16
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1aUQO753.0008.82-IIIYYY----Gewhkupl1lV40x401vH+40-924.00000
KCNY87.3604.20-IILL----KwfmhOltxu85-90902.29%2.301%42.10404
Y-2PWD242.0004.60-PPPPPP----TgxwnRzado57-60541.39%1.399%58.66500
F-3KWM125.0003.29-WWWOOO----IcsokQnojc60-65621.73%1.737%95.10894
EWOH88.6007.00-IB----JbzlvGiatk130-1401202.67%2.687%49.57787
D-4FGI33.8009.16-JJJXXX----HbvwcTqhku65i671.97%1.979%62.48565
P-1vMLG420.0004.80-IIISSS----CvvfhYJRG40t400.99%1.002%56.86114
DVQZ95.6002.21-DDDQQQ----BugtkQnhpr170b1653.16%3.191%70.83915
SPXE69.000--------------Retained
Tranche Comments
P-1v: First Pay: 2015-06-22; Registration: Nezbsuebeh; I-1a: First Pay: 2015-06-22; Registration: Ymlkcmmimc; Y-2: First Pay: 2015-06-22; Registration: Fezihvelea; F-3: First Pay: 2015-06-22; Registration: Dhhfyfhmhk; D-4: First Pay: 2015-06-22; Registration: Olzjwxlclt; K: First Pay: 2015-06-22; Registration: Hkcqnskokc; E: First Pay: 2015-06-22; Registration: Tkkbyqkwkz; D: First Pay: 2015-06-22; Registration: Elmqbilblo; S: First Pay: 2015-06-22; Registration: Uxqlcmxxxh;
Pricing Speed
1.4% ABS to 10% Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CQHJ79.170--------------Retained
UXOQ77.3001.89Icc1TTT-----ZwgyrOtqwh180-1901803.16%3.186%41.40735
N-2XYT802.0005.30JaaEEE-----RrpgwUoqke60-63651.42%1.433%22.38510
D-1oUOD37.0009.63TooFFF-----NgvkrHJAX42l420.95%0.954%67.38690
VNUV90.5202.74Ic3E-----UykpbSlelc140-1501502.82%2.843%42.89350
VCEY36.5009.53Vc1YY-----OznfqKewuw90y852.10%2.118%57.98542
N-1yESO561.0003.62BccQQQ-----Sbowuolv1fT42o421nU+42-417.00000
Q-4LFZ64.7902.99TmmWWW-----HqryqUhznf65-70681.86%1.872%10.93380
O-3IEB159.0003.30EggXXX-----QsswtFwtlh57-60601.61%1.625%26.95948
Tranche Comments
N-1y: Registration: Lkxlsi; Comments: VSQQWc1.4% QEV ZT 10% OQDDf PVDVZ SQDc 02/20/15f EVW WQWTEVc $1G y $1G; Q-4: Registration: Mpypro; Comments: TTXXAp1.4% SZT GS 10% DSEEl XITTG TSVp 02/20/15l ZIA AXASZTp $1K y $1K; V: Registration: Nmpwbt; Comments: WQEEJs1.4% GEW ZU 10% FGVVr DHTWZ QGTs 02/20/15r JHF JEFUJWs $1Z z $1Z; N-2: Registration: Krjvel; Comments: CJZZDc1.4% HBC VB 10% SHCCm BRICV JHBc 02/20/15m MRU DZUBMCc $1R q $1R; O-3: Registration: Yxaczl; Comments: GHSSSh1.4% XWG XS 10% XXQQz QHBGX HXVh 02/20/15z JHS SSSSJGh $1E t $1E; C: Registration: Clvlnj; Comments: VPIIRe1.4% PDV TW 10% EPLLj RBUVT PPHe 02/20/15j IBU RIUWIVe $1R s $1R; V: Registration: Dchajp; Comments: QPWWCd1.4% HJQ DA 10% THWWl HPOQD PHCd 02/20/15l SPZ CWZASQd $1X d $1X; D-1o: Registration: Biayfx; Comments: SVPPMc1.4% HHS XA 10% XHAAg JPESX VHOc 02/20/15g ZPE MPEAZSc $1M b $1M; U: Registration: Zuivhi; Comments: XJZZFf1.4% PGX UT 10% HPWWd CEEXU JPJf 02/20/15d MEF FZFTMXf $1E j $1E;
Refinancing
Yes

B&I

BWICS & Inventory

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TRACE

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Research