Free Writing Prospectus
Filed Pursuant to Rule 433
Registration Number 333-105077-11
Additional Information Statement dated November 9, 2007
The depositor has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the depositor has filed with the SEC for more complete information about the depositor and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the depositor, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling collect 1-212-834-4154.
Capital Auto Receivables Asset Trust 2007-4
Issuing Entity
$1,171,946,000 Asset Backed Notes, Class A
Capital Auto Receivables LLC
Depositor
GMAC LLC
Sponsor and Servicer
This additional information statement (this “Additional Statement”) relates to the Class A-2 Notes, the Class A-3 Notes and the Class A-4 Notes offered by the preliminary prospectus supplement, dated November 7, 2007 (the “Preliminary Prospectus Supplement”). Unless the context indicates otherwise, defined terms in this Additional Statement that are not otherwise defined herein have the meanings given to them in the Preliminary Prospectus Supplement. This Additional Statement should be read in conjunction with the Preliminary Prospectus Supplement. To the extent that the information directly set forth in this Additional Statement is inconsistent with the information in the Preliminary Prospectus Supplement, you should rely upon the information in this Additional Statement.
| | | | | | | | | | | | |
| | Class A Notes |
| | A-2 Notes | | A-3 Notes | | A-4 Notes |
Principal Balance | | $ | 560,000,000 | | | $ | 310,000,000 | | | $ | 301,946,000 | |
Interest Rate | | | | | | | | | | | | |
Initial Distribution Date | | December 17, 2007 | | December 17, 2007 | | December 17, 2007 |
Final Scheduled Distribution Date | | December 15, 2010 | | December 15, 2011 | | May 15, 2014 |
Distribution Frequency | | Monthly | | Monthly | | Monthly |
Price to Public | | | | | | | | | | | | |
Underwriting Discount | | | | | | | | | | | | |
Proceeds to Depositor | | | | | | | | | | | | |
The interest rate for each class of notes will be a fixed rate, a floating rate or a combination of a fixed rate and floating rate if that class has both a fixed rate and a floating rate tranche.
Neither the Securities and Exchange Commission nor any state securities commission has approved or disapproved these securities or determined if this Additional Statement, the Preliminary Prospectus Supplement or the prospectus is truthful or complete. Any representation to the contrary is a criminal offense.
| | | | |
Barclays Capital | | BNP PARIBAS | | JPMorgan |
The information in the Preliminary Prospectus Supplement referenced above is hereby updated as follows:
TRUST
Capitalization of the Trust
The table under “The Trust—Capitalization of the Trust” on page S-12 should read:
| | | | |
Class A-1 Notes | | $ | 333,000,000 | |
Class A-2 Notes | | $ | 560,000,000 | |
Class A-3 Notes | | $ | 310,000,000 | |
Class A-4 Notes | | $ | 301,946,000 | |
Class B Notes | | $ | 51,757,000 | |
Class C Notes | | $ | 23,888,000 | |
Class D Notes | | $ | 7,963,000 | |
Certificates | | $ | 3,982,331 | |
| | | |
Total | | $ | 1,592,536,331 | |
| | | |
WEIGHTED AVERAGE LIFE OF THE NOTES
The table titled “Percent of the Initial Note Principal Balance Outstanding—Class A-1 Notes” following the first paragraph under “Weighted Average Life of the Notes—Percent of Initial Note Principal Balance Outstanding at Various ABS Percentages” on page S-23 should read:
Percent of the Initial Note Principal Balance Outstanding—Class A-1 Notes
| | | | | | | | | | | | | | | | | | | | | | | | |
Distribution Date | | 0.00% | | | 0.50% | | | 1.20% | | | 1.40% | | | 1.60% | | | 1.80% | |
Closing Date | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
12/15/2007 | | | 85.71 | % | | | 80.98 | % | | | 74.04 | % | | | 71.98 | % | | | 69.88 | % | | | 67.74 | % |
1/15/2008 | | | 78.48 | % | | | 71.50 | % | | | 61.24 | % | | | 58.20 | % | | | 55.11 | % | | | 51.95 | % |
2/15/2008 | | | 71.20 | % | | | 62.03 | % | | | 48.58 | % | | | 44.59 | % | | | 40.53 | % | | | 36.40 | % |
3/15/2008 | | | 63.85 | % | | | 52.59 | % | | | 36.05 | % | | | 31.14 | % | | | 26.15 | % | | | 21.07 | % |
4/15/2008 | | | 56.45 | % | | | 43.16 | % | | | 23.64 | % | | | 17.86 | % | | | 11.97 | % | | | 5.98 | % |
5/15/2008 | | | 49.00 | % | | | 33.76 | % | | | 11.39 | % | | | 4.76 | % | | | 0.00 | % | | | 0.00 | % |
6/15/2008 | | | 41.49 | % | | | 24.38 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
7/15/2008 | | | 33.94 | % | | | 15.04 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
8/15/2008 | | | 26.33 | % | | | 5.72 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
9/15/2008 | | | 18.71 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
10/15/2008 | | | 11.03 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
11/15/2008 | | | 3.29 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
12/15/2008 | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
Weighted Average Life (Years) to Call | | | 0.53 | | | | 0.41 | | | | 0.30 | | | | 0.27 | | | | 0.25 | | | | 0.24 | |
Weighted Average Life (Years) to Maturity | | | 0.53 | | | | 0.41 | | | | 0.30 | | | | 0.27 | | | | 0.25 | | | | 0.24 | |
2
The table titled “Percent of the Initial Note Principal Balance Outstanding—Class A-2 Notes” following the first paragraph under “Weighted Average Life of the Notes—Percent of Initial Note Principal Balance Outstanding at Various ABS Percentages” on page S-24 should read:
Percent of the Initial Note Principal Balance Outstanding—Class A-2 Notes
| | | | | | | | | | | | | | | | | | | | | | | | |
Distribution Date | | 0.00% | | | 0.50% | | | 1.20% | | | 1.40% | | | 1.60% | | | 1.80% | |
Closing Date | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
12/15/2007 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
1/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
2/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
3/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
4/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
5/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 98.82 | % | | | 94.73 | % |
6/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 99.57 | % | | | 95.14 | % | | | 90.64 | % | | | 86.06 | % |
7/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 92.45 | % | | | 87.56 | % | | | 82.59 | % | | | 77.53 | % |
8/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 85.42 | % | | | 80.09 | % | | | 74.67 | % | | | 69.16 | % |
9/15/2008 | | | 100.00 | % | | | 97.89 | % | | | 78.49 | % | | | 72.74 | % | | | 66.90 | % | | | 60.95 | % |
10/15/2008 | | | 100.00 | % | | | 92.40 | % | | | 71.65 | % | | | 65.50 | % | | | 59.25 | % | | | 52.90 | % |
11/15/2008 | | | 100.00 | % | | | 86.93 | % | | | 64.90 | % | | | 58.37 | % | | | 51.74 | % | | | 45.00 | % |
12/15/2008 | | | 97.32 | % | | | 81.47 | % | | | 58.23 | % | | | 51.35 | % | | | 44.36 | % | | | 37.25 | % |
1/15/2009 | | | 92.65 | % | | | 76.03 | % | | | 51.66 | % | | | 44.45 | % | | | 37.11 | % | | | 29.66 | % |
2/15/2009 | | | 87.97 | % | | | 70.62 | % | | | 45.19 | % | | | 37.67 | % | | | 30.02 | % | | | 22.24 | % |
3/15/2009 | | | 83.26 | % | | | 65.23 | % | | | 38.82 | % | | | 31.00 | % | | | 23.06 | % | | | 14.98 | % |
4/15/2009 | | | 78.51 | % | | | 59.86 | % | | | 32.54 | % | | | 24.45 | % | | | 16.24 | % | | | 7.88 | % |
5/15/2009 | | | 73.74 | % | | | 54.51 | % | | | 26.35 | % | | | 18.02 | % | | | 9.56 | % | | | 0.95 | % |
6/15/2009 | | | 68.93 | % | | | 49.19 | % | | | 20.27 | % | | | 11.71 | % | | | 3.02 | % | | | 0.00 | % |
7/15/2009 | | | 64.10 | % | | | 43.88 | % | | | 14.28 | % | | | 5.53 | % | | | 0.00 | % | | | 0.00 | % |
8/15/2009 | | | 59.27 | % | | | 38.63 | % | | | 8.42 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
9/15/2009 | | | 54.42 | % | | | 33.42 | % | | | 2.67 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
10/15/2009 | | | 49.56 | % | | | 28.24 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
11/15/2009 | | | 44.67 | % | | | 23.08 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
12/15/2009 | | | 39.74 | % | | | 17.94 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
1/15/2010 | | | 34.79 | % | | | 12.83 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
2/15/2010 | | | 29.84 | % | | | 7.78 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
3/15/2010 | | | 24.86 | % | | | 2.75 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
4/15/2010 | | | 19.87 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
5/15/2010 | | | 14.92 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
6/15/2010 | | | 9.99 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
7/15/2010 | | | 5.06 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
8/15/2010 | | | 0.17 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
9/15/2010 | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
Weighted Average Life (Years) to Call | | | 1.94 | | | | 1.62 | | | | 1.24 | | | | 1.15 | | | | 1.07 | | | | 1.00 | |
Weighted Average Life (Years) to Maturity | | | 1.94 | | | | 1.62 | | | | 1.24 | | | | 1.15 | | | | 1.07 | | | | 1.00 | |
3
The table titled “Percent of the Initial Note Principal Balance Outstanding—Class A-3 Notes” following the first paragraph under “Weighted Average Life of the Notes—Percent of Initial Note Principal Balance Outstanding at Various ABS Percentages” on page S-25 should read:
Percent of the Initial Note Principal Balance Outstanding—Class A-3 Notes
| | | | | | | | | | | | | | | | | | | | | | | | |
Distribution Date | | 0.00% | | | 0.50% | | | 1.20% | | | 1.40% | | | 1.60% | | | 1.80% | |
Closing Date | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
12/15/2007 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
1/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
2/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
3/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
4/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
5/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
6/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
7/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
8/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
9/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
10/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
11/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
12/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
1/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
2/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
3/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
4/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
5/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
6/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 89.50 | % |
7/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 93.92 | % | | | 77.59 | % |
8/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 99.07 | % | | | 82.67 | % | | | 66.02 | % |
9/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 88.39 | % | | | 71.71 | % | | | 54.76 | % |
10/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 94.63 | % | | | 77.96 | % | | | 61.03 | % | | | 43.83 | % |
11/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 84.62 | % | | | 67.75 | % | | | 50.62 | % | | | 33.21 | % |
12/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 74.80 | % | | | 57.77 | % | | | 40.47 | % | | | 22.91 | % |
1/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 65.17 | % | | | 48.02 | % | | | 30.61 | % | | | 12.93 | % |
2/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 55.76 | % | | | 38.53 | % | | | 21.04 | % | | | 3.28 | % |
3/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 46.54 | % | | | 29.28 | % | | | 11.75 | % | | | 0.00 | % |
4/15/2010 | | | 100.00 | % | | | 95.96 | % | | | 37.54 | % | | | 20.29 | % | | | 2.76 | % | | | 0.00 | % |
5/15/2010 | | | 100.00 | % | | | 87.09 | % | | | 28.80 | % | | | 11.59 | % | | | 0.00 | % | | | 0.00 | % |
6/15/2010 | | | 100.00 | % | | | 78.36 | % | | | 20.32 | % | | | 3.18 | % | | | 0.00 | % | | | 0.00 | % |
7/15/2010 | | | 100.00 | % | | | 69.71 | % | | | 12.06 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
8/15/2010 | | | 100.00 | % | | | 61.21 | % | | | 4.07 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
9/15/2010 | | | 91.86 | % | | | 53.12 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
10/15/2010 | | | 83.80 | % | | | 45.43 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
11/15/2010 | | | 75.70 | % | | | 37.79 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
12/15/2010 | | | 67.55 | % | | | 30.20 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
1/15/2011 | | | 59.36 | % | | | 22.65 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
2/15/2011 | | | 51.21 | % | | | 15.22 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
3/15/2011 | | | 43.03 | % | | | 7.85 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
4/15/2011 | | | 34.80 | % | | | 0.52 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
5/15/2011 | | | 26.54 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
6/15/2011 | | | 18.26 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
7/15/2011 | | | 9.97 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
8/15/2011 | | | 1.67 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
9/15/2011 | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
Weighted Average Life (Years) to Call | | | 3.30 | | | | 2.92 | | | | 2.35 | | | | 2.20 | | | | 2.06 | | | | 1.92 | |
Weighted Average Life (Years) to Maturity | | | 3.30 | | | | 2.92 | | | | 2.35 | | | | 2.20 | | | | 2.06 | | | | 1.92 | |
4
The table titled “Percent of the Initial Note Principal Balance Outstanding—Class A-4 Notes” following the first paragraph under “Weighted Average Life of the Notes—Percent of Initial Note Principal Balance Outstanding at Various ABS Percentages” on page S-26 should read:
Percent of the Initial Note Principal Balance Outstanding—Class A-4 Notes
| | | | | | | | | | | | | | | | | | | | | | | | |
Distribution Date | | 0.00% | | | 0.50% | | | 1.20% | | | 1.40% | | | 1.60% | | | 1.80% | |
Closing Date | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
12/15/2007 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
1/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
2/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
3/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
4/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
5/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
6/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
7/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
8/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
9/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
10/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
11/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
12/15/2008 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
1/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
2/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
3/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
4/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
5/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
6/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
7/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
8/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
9/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
10/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
11/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
12/15/2009 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
1/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
2/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % |
3/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 93.79 | % |
4/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 84.57 | % |
5/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 93.95 | % | | | 75.73 | % |
6/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 85.40 | % | | | 67.26 | % |
7/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 94.91 | % | | | 77.16 | % | | | 59.15 | % |
8/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 100.00 | % | | | 86.85 | % | | | 69.26 | % | | | 51.41 | % |
9/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 96.41 | % | | | 79.25 | % | | | 61.83 | % | | | 44.15 | % |
10/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 89.08 | % | | | 72.09 | % | | | 54.84 | % | | | 37.34 | % |
11/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 81.94 | % | | | 65.16 | % | | | 48.12 | % | | | 30.83 | % |
12/15/2010 | | | 100.00 | % | | | 100.00 | % | | | 74.98 | % | | | 58.45 | % | | | 41.67 | % | | | 24.64 | % |
1/15/2011 | | | 100.00 | % | | | 100.00 | % | | | 68.21 | % | | | 51.97 | % | | | 35.48 | % | | | 18.76 | % |
2/15/2011 | | | 100.00 | % | | | 100.00 | % | | | 61.67 | % | | | 45.74 | % | | | 29.59 | % | | | 13.19 | % |
3/15/2011 | | | 100.00 | % | | | 100.00 | % | | | 55.31 | % | | | 39.75 | % | | | 23.96 | % | | | 7.94 | % |
4/15/2011 | | | 100.00 | % | | | 100.00 | % | | | 49.15 | % | | | 33.99 | % | | | 18.61 | % | | | 3.00 | % |
5/15/2011 | | | 100.00 | % | | | 93.07 | % | | | 43.18 | % | | | 28.46 | % | | | 13.53 | % | | | 0.00 | % |
6/15/2011 | | | 100.00 | % | | | 85.68 | % | | | 37.42 | % | | | 23.19 | % | | | 8.74 | % | | | 0.00 | % |
7/15/2011 | | | 100.00 | % | | | 78.37 | % | | | 31.86 | % | | | 18.15 | % | | | 4.24 | % | | | 0.00 | % |
8/15/2011 | | | 100.00 | % | | | 71.14 | % | | | 26.52 | % | | | 13.36 | % | | | 0.02 | % | | | 0.00 | % |
9/15/2011 | | | 93.60 | % | | | 64.30 | % | | | 21.55 | % | | | 8.95 | % | | | 0.00 | % | | | 0.00 | % |
10/15/2011 | | | 85.63 | % | | | 57.65 | % | | | 16.84 | % | | | 4.81 | % | | | 0.00 | % | | | 0.00 | % |
11/15/2011 | | | 77.66 | % | | | 51.09 | % | | | 12.33 | % | | | 0.91 | % | | | 0.00 | % | | | 0.00 | % |
12/15/2011 | | | 69.66 | % | | | 44.58 | % | | | 8.01 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
1/15/2012 | | | 61.64 | % | | | 38.14 | % | | | 3.88 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
2/15/2012 | | | 53.79 | % | | | 31.91 | % | | | 0.01 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
3/15/2012 | | | 45.94 | % | | | 25.75 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
5
| | | | | | | | | | | | | | | | | | | | | | | | |
Distribution Date | | 0.00% | | | 0.50% | | | 1.20% | | | 1.40% | | | 1.60% | | | 1.80% | |
4/15/2012 | | | 38.15 | % | | | 19.72 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
5/15/2012 | | | 30.50 | % | | | 13.87 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
6/15/2012 | | | 22.93 | % | | | 8.15 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
7/15/2012 | | | 15.45 | % | | | 2.58 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
8/15/2012 | | | 8.20 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
9/15/2012 | | | 2.97 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
10/15/2012 | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % | | | 0.00 | % |
Weighted Average Life (Years) to Call | | | 4.34 | | | | 4.07 | | | | 3.48 | | | | 3.27 | | | | 3.06 | | | | 2.84 | |
Weighted Average Life (Years) to Maturity | | | 4.34 | | | | 4.07 | | | | 3.48 | | | | 3.27 | | | | 3.06 | | | | 2.84 | |
UNDERWRITING
The table under “Underwriting—Aggregate Principal Amount to be Purchased” should read:
| | | | | | | | | | | | |
Underwriter | | Class A-2 Notes | | | Class A-3 Notes | | | Class A-4 Notes | |
Barclays Capital Inc. | | $ | | | | $ | | | | $ | | |
BNP Paribas Securities Corp. | | $ | | | | $ | | | | $ | | |
J.P. Morgan Securities Inc. | | $ | | | | $ | | | | $ | | |
| | | | | | | | | |
Total | | $ | 560,000,000 | | | $ | 310,000,000 | | | $ | 301,946,000 | |
| | | | | | | | | |
6