Free Writing Prospectus
Filed Pursuant to Rule 433
Dated January 14, 2014
Registration Statement Nos. 333-189385 and
333-189385-02
JOINT LEADS: | BNP, J.P. MORGAN, MORGAN STANLEY |
CO-MANAGERS: | BRADESCO, COMMERZBANK |
SELLING GROUPS: | DREXEL, LOOP |
CL |
| $SIZE(MM) |
| WAL |
| MDY/S&P |
| P.WIN |
| EXP |
| LGL |
| PXG |
| YLD% |
| CPN% |
| $PX |
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A1 |
| 348.000 |
| 0.28 |
| P-1/A-1+ |
| 01-07 |
| 08/14 |
| 01/15/15 |
| 0.23% |
| 0.230 |
| 0.23 |
| 100.00000 |
A2 |
| 539.900 |
| 1.05 |
| Aaa/AAA |
| 07-20 |
| 09/15 |
| 11/15/16 |
| EDSF+18 |
| 0.490 |
| 0.48 |
| 99.99006 |
A3 |
| 474.900 |
| 2.25 |
| Aaa/AAA |
| 20-36 |
| 01/17 |
| 05/15/18 |
| iSWPS+20 |
| 0.798 |
| 0.79 |
| 99.98512 |
A4 |
| 136.780 |
| 3.34 |
| Aaa/AAA |
| 36-45 |
| 10/17 |
| 04/15/19 |
| iSWPS+27 |
| 1.301 |
| 1.29 |
| 99.97554 |
B |
| 47.350 |
| 3.89 |
| Aa1/AA+ |
| 45-48 |
| 01/18 |
| 05/15/19 |
| iSWPS+45 |
| 1.723 |
| 1.71 |
| 99.97428 |
C |
| 31.570 |
| 3.98 |
| Aa3/AA |
| 48-48 |
| 01/18 |
| 09/15/19 |
| iSWPS+60 |
| 1.913 |
| 1.90 |
| 99.97926 |
D |
| 31.570 |
| 3.98 |
| NOT OFFERED | ||||||||||||||
BILL & DELIVER | : | J.P. MORGAN |
| BBG TICKER | : | FORDO 14-A |
REGISTRATION | : | A1: 144A A2-C: PUBLIC |
| EXPECTED RATINGS | : | MOODY’S/S&P |
EXPECTED SETTLE | : | 01/22/14 |
| FIRST PAY DATE | : | 02/18/14 |
ERISA ELIGIBLE | : | YES |
| EXPECTED PRICING | : | PRICED |
DENOMS | : | A1:$100k/$1k. A2-C:$1K/$1K |
| PXG SPEED | : | 1.4% ABS TO CALL |
CUSIPS | : | A1: 34530HAA8 A4: 34530HAD2 |
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| A2: 34530HAB6 B: 34530HAE0 |
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| A3: 34530HAC4 C: 34530HAF7 |
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The issuer 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 issuer has filed with the SEC for more complete information about the issuer, the issuing trust and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the issuer, any underwriter or any dealer participating in the offering will arrange to send you the prospectus if you request it by calling (866) 669-7629 or by emailing the ABS Syndicate Desk at abs_synd@jpmorgan.com.