Capital Auto Receivables Asset Trust 2014-3 Inactive
Filed: 27 Aug 14, 12:00am
FREE WRITING PROSPECTUS Dated August 26, 2014 | Filed Pursuant to Rule 433 Registration No. 333-171684 Registration No. 333-171684-07 |
***~$750MM Capital Auto Receivables Asset Trust (AFIN) 2014-3
JT-LEADS: Citi (struc), Credit Agricole, JP Morgan
CO-MGRS: Lloyds, Scotia, BMO, PNC, CIBC
CLS | AMT (mm) | WAL | M/F | EXPCT | LEGAL | BENCH | Spd (bp) | Yld (%) | Cpn (%) | Px | ||||||||||
A-1 | 255.000 | 1.34 | Aaa/AAA | 5/16 | 2/21/17 | 1ML | +32 | - | 100.00000 | |||||||||||
A-2 | 166.000 | 2.01 | Aaa/AAA | 12/16 | 12/20/17 | I-SWAPS | +47 | 1.191 | 1.18 | 99.98403 | ||||||||||
A-3 | 166.000 | 2.69 | Aaa/AAA | 10/17 | 11/20/18 | I-SWAPS | +47 | 1.491 | 1.48 | 99.98318 | ||||||||||
A-4 | 56.400 | 3.27 | Aaa/AAA | 2/18 | 4/22/19 | I-SWAPS | +58 | 1.837 | 1.83 | 100.00000 | ||||||||||
B | 38.200 | 3.58 | Aa1/AA | 5/18 | 7/22/19 | I-SWAPS | Ret | - | ||||||||||||
C | 36.190 | 3.88 | Aa3/A | 9/18 | 11/20/19 | I-SWAPS | Ret | - | ||||||||||||
D | 32.170 | 4.16 | A3/BBB | 11/18 | 2/20/20 | I-SWAPS | +160 | 3.168 | 3.14 | 99.96766 |
PRICING SPEED: | 1.4% ABS 10% cleanup | |
SETTLE: | 9/3/14 | |
FIRST PAYMENT: | 9/22/14 | |
REGISTRATION: | PUBLIC/SEC registered | |
ERISA: | Yes | |
MIN DENOM: | 1k x 1k | |
BLOOMBERG TICKER: | AFIN 2014-3 | |
B&D: | Citigroup | |
CUSIPS: | Class A-1: 13975J AA0 | |
| Class A-2: 13975J AB8 | ||
| Class A-3: 13975J AC6 | ||
| Class A-4: 13975J AD4 | ||
| Class B: 13975J AE2 | ||
| Class C: 13975J AF9 | ||
| Class D: 13975J AG7 |
STATEMENT REGARDING THIS FREE WRITING PROSPECTUS
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 and this offering. You may get these documents for free by visiting EDGAR on the SEC Website atwww.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 toll-free 1-877-858-5407.