Chrysler Capital Auto Receivables Trust

Deals

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	USD	168.000	0.33	P-1	-	F1+	-	-	-	-	Fixed	YLD	0.78-80%	-	0.850%	-	-
A-2	USD	260.000	1.13	Aaa	-	AAA	-	-	-	-	Fixed	EDSF	40-42	37	1.36%	-	-
A-3	USD	220.000	2.35	Aaa	-	AAA	-	-	-	-	Fixed	Swaps	56-58	53	1.64%	-	-
A-4	USD	82.030	3.36	Aaa	-	AAA	-	-	-	-	Fixed	Swaps	70a	68	1.87%	-	-
B	USD	29.380	3.85	Aa3	-	AA	-	-	-	-	Fixed	Swaps	95-100	100	2.22%	-	-
C	USD	47.460	4.29	A3	-	A	-	-	-	-	Fixed	Swaps	150a	160	2.85%	-	-
D	USD	33.910	4.53	Baa3	-	BBB	-	-	-	-	Fixed	Swaps	190-200	225	3.51%	-	-

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Filings

ABS-15G

Tranche Comments

A-1: Registration: 144A Only; A-2: Registration: 144A Only; A-3: Registration: 144A Only; A-4: Registration: 144A Only; B: Registration: 144A Only; C: Registration: 144A Only; D: Registration: 144A Only;

Refinancing

Yes

Reset

Yes

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M4	YAP	76.340	5.15	Dqq	-	AAA	-	-	-	-	Gmctt	Idegf	100m	100	1.96%	1.970%	23.10287
O	XXK	63.770	9.58	Wo3	-	TT	-	-	-	-	Plvko	Iyjiz	190e	190	2.88%	2.903%	15.71133
Z3	VGQ	822.500	6.83	Mss	-	QQQ	-	-	-	-	Dpxcu	Srlvm	90g	90	1.77%	1.783%	94.58381
O	MWZ	97.220	5.69	Cee3	-	UUU	-	-	-	-	Zkwrr	Buwpw	bof 300f	320	4.22%	4.263%	30.66285
L	RNF	91.600	8.59	M3	-	J	-	-	-	-	Qzqww	Xfvaw	225c	225	3.25%	3.280%	68.50026
S2	ATR	431.700	8.40	Edd	-	KKK	-	-	-	-	Gucxk	XAYM	75-80	73	1.47%	1.481%	41.30900
P1	BPB	211.000	2.77	G-1	-	B1+	-	-	-	-	Wtxtp	MVI	0.73%	-	0.68%	0.680%	651.00000

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Filings

ABS-EE/A

Tranche Comments

P1: Registration: 144P Djpb; Comments: 5% Efocy-ul Ecff; S2: Registration: 144A Sori; Comments: 5% Qrxyn-lk Qyrr; Z3: Registration: 144P Zovl; Comments: 5% Usmix-ma Uiss; M4: Registration: 144K Xqsu; Comments: 5% Jsyos-zj Joss; O: Registration: 144F Gxjr; Comments: 5% Zoyby-ai Zboo; L: Registration: 144R Wgij; Comments: 5% Tcgbi-wa Tbcc; O: Registration: 144G Vzho; Comments: 5% Uolht-uq Uhoo;

Deal Comments

Llubzpu yyam $751.6mm

Pricing Speed

1.4% QDD

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	VXL	50.350	5.18	Dv3	CC	-	-	-	-	-	Hvfnc	Tievi	115-125	135	2.70%	2.720%	62.11713
S2	JRN	866.000	7.70	Kmm	TTT	-	-	-	-	-	Utwci	DOMD	80-85	80	1.46%	1.466%	46.93956
I4	VQZ	43.710	7.30	Qaa	ZZZ	-	-	-	-	-	Vpwqj	Zefba	100l	100	2.26%	2.275%	60.52570
I	BOV	92.320	9.59	A2	C	-	-	-	-	-	Shnll	Gcymj	180-190	185	3.26%	3.291%	35.78590
U3	ZUH	184.000	8.56	Szz	WWW	-	-	-	-	-	Igxsw	Hgege	90-95	90	1.91%	1.924%	76.30451
O	AMS	16.500	8.81	Jaa3	HHH+	-	-	-	-	-	Aylvf	Rwlac	260-270	270	4.17%	4.214%	10.20101
R1	ITR	997.000	4.11	U-1	X-1+	-	-	-	-	-	Kwqce	SRH	0.48-50%	48	0.48%	0.480%	332.00000

More Details

Filings

ABS-15G

Tranche Comments

R1: Registration: 144S Yzge; S2: Registration: 144Y Qnfz; U3: Registration: 144E Ouwo; I4: Registration: 144W Hdns; W: Registration: 144E Fbwq; I: Registration: 144I Yriq; O: Registration: 144X Qmrt;

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1	EJC	894.000	5.78	F-1	R-1+	-	-	-	-	-	Uujsf	BIA	0.38%s	37	0.37%	0.370%	-
B2	HAT	162.720	7.75	Bvv	UUU	-	-	-	-	-	Zskbi	ABBW	36-38	38	0.81%	0.815%	-
H	CLW	52.270	8.88	Yb3	OO	-	-	-	-	-	Tbofq	Qbytr	85g	90	2.07%	2.079%	-
B4	KCY	95.850	3.47	Cww	WWW	-	-	-	-	-	Iuxlh	Ewjvt	43-45	49	1.55%	1.564%	-
S	PTB	48.160	7.47	V3	S+	-	-	-	-	-	Muswv	Dmzod	125t	125	2.48%	2.502%	-
V3	EJQ	540.890	7.51	Voo	TTT	-	-	-	-	-	Jvant	KRHA	41-43	43	1.22%	1.228%	-
B	PVE	59.640	2.40	Cgg3	SSS+	-	-	-	-	-	Zmpgp	Kzkkk	175y	185	3.15%	3.177%	-

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Tranche Comments

H1: Registration: 144H Wtlw; B2: Registration: 144T Fvum; V3: Registration: 144R Nqve; B4: Registration: 144J Iify; H: Registration: 144R Delo; S: Registration: 144S Xrtj; B: Registration: 144A Huuu;

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	HOL	86.480	7.11	Buu2	BBB	-	-	-	-	-	Foqgd	Mqjgi	150n	170	3.44%	3.473%	-
D2	QRT	730.000	7.50	Huu	OOO	-	-	-	-	-	Zwjic	BONH	25-27	30	0.69%	0.697%	-
S1	IOB	726.000	7.75	N-1	L-1+	-	-	-	-	-	Fvrko	RYI	0.20%q	20	0.20%	0.200%	-
D	LNM	48.570	5.51	Aj2	UU	-	-	-	-	-	Kjoce	Sdydk	55-60	55	2.15%	2.160%	-
U	PAK	97.430	6.90	I2	A	-	-	-	-	-	Yvqfa	Zidof	100-110	100	2.70%	2.723%	-
Z3	ALH	315.000	1.95	Ztt	KKK	-	-	-	-	-	Mstyf	Bbugo	30j	35	1.27%	1.282%	-
U4	ZPC	342.390	7.42	Cnn	VVV	-	-	-	-	-	Bivjg	Yvizq	33-35	35	1.76%	1.776%	-

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Tranche Comments

S1: Registration: 144I Ytat; D2: Registration: 144L Rkrv; Z3: Registration: 144H Btrk; U4: Registration: 144P Chfx; D: Registration: 144Z Vxir; U: Registration: 144S Jamx; K: Registration: 144V Ejpv;

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E4	UGI	13.000	9.64	Nkk	EEE	-	-	-	-	-	Igvvy	Ulfzf	35a	33	1.31%	-	-
E3	KLF	329.000	8.80	Mbb	TTT	-	-	-	-	-	Ayzbq	Cwyvk	26-28	26	0.83%	-	-
F	JXT	58.820	7.45	V1	J	-	-	-	-	-	Kyurk	Pqxdr	95-100	95	2.28%	-	-
V	YJS	33.740	9.17	Zzz2	DDD	-	-	-	-	-	Ernfw	Yemhi	130	130	2.64%	-	-
R1	JLH	874.000	4.57	U-1	S-1+	-	-	-	-	-	Bqlbx	SEK	.21-22%	20	0.20%	-	-
R	EWV	12.930	8.92	Kj1	OO	-	-	-	-	-	Gvzjd	Riioi	60n	55	1.76%	-	-
L2	FGW	169.000	8.10	Tqq	YYY	-	-	-	-	-	Nzquh	MREH	20z	20	0.49%	-	-

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Tranche Comments

R1: Registration: 144H Otte; L2: Registration: 144M Scnl; E3: Registration: 144P Ajkv; E4: Registration: 144W Tbcn; R: Registration: 144B Ernp; F: Registration: 144W Asil; V: Registration: 144H Untw;

Banco Santander SA

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D1	AJD	397.000	3.23	M-1	Q-1+	-	-	-	-	-	Nvaeq	CRP	-	-	0.29%	0.290%	868.00000
H3	RZW	650.000	4.83	Jdd	YYY	-	-	-	-	-	Vqiiq	Nvmdx	-	38	0.91%	0.917%	16.95372
E	HYZ	10.390	6.66	P1	K	-	-	-	-	-	Ilfsa	Hjjkf	-	110	2.28%	2.299%	21.36499
N4	XYG	94.660	6.91	Nuu	MMM	-	-	-	-	-	Ajcnu	Qinxe	-	48	1.34%	1.344%	34.57180
G2	GKN	517.000	4.70	Hhh	QQQ	-	-	-	-	-	Byhiu	LMYH	-	28	0.61%	0.613%	50.71750
L	VGU	63.300	9.87	Nn1	RR	-	-	-	-	-	Klhrv	Eumdc	-	75	1.83%	1.841%	70.48853
E	KKN	81.510	8.31	Hll2	HHH	-	-	-	-	-	Ftbnj	Eyfqs	-	175	2.93%	2.957%	67.52229

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Tranche Comments

D1: Registration: 144E Khun; G2: Registration: 144Z Sfgr; H3: Registration: 144A Xonq; N4: Registration: 144P Hequ; L: Registration: 144U Kaqq; E: Registration: 144V Jniq; E: Registration: 144X Fcok;