FREE WRITING PROSPECTUS Dated October 7, 2015 | Filed Pursuant to Rule 433 Registration No. 333-200857 Registration No. 333-200857-02 |
★PXG DETAILS★ $1BLN+ WOART 2015-B (PRIME AUTO LOAN)
Joint-Leads: J.P. Morgan (struc), BAML, Barclays, MUFG
Co-Managers: BB&T, Comerica, Regions, Wells Fargo
CL | AMT($MM) | S&P/F | WAL | E.FNL | L.FNL | PXD | YLD | CPN | $PX |
A-1 | 216.000 | A-1+/F1+ | 0.25 | 04/16 | 10/16 | 0.41% | 0.410 | 0.41 | 100.00000 |
A-2a*\ | 280.000 | AAA/AAA | 1.28 | 12/17 | 07/19 | EDSF+40 | 0.969 | 0.96 | 99.99106 |
A-2b*/ | 133.000 | AAA/AAA | 1.28 | 12/17 | 07/19 | 1ML+40 | 100.00000 | ||
A-3 | 234.000 | AAA/AAA | 2.81 | 05/19 | 12/20 | IS+55 | 1.501 | 1.49 | 99.98260 |
A-4 | 125.000 | AAA/AAA | 3.91 | 10/19 | 01/22 | IS+65 | 1.849 | 1.84 | 99.99277 |
B | 21.160 | AA/AA | 4.00 | 10/19 | 08/22 | IS+95 | 2.169 | 2.15 | 99.96450 |
Ticker: | WOART 2015-B | Registration: | SEC Registered |
Expected Ratings: | S&P/Fitch | Expected Pxg: | Priced |
Pxg Speed: | 1.3% ABS, 10% Call | Expected Settle: | 10/14/15 |
Min Denoms: | $1K x $1K | Bill & Deliver: | J.P. Morgan |
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