Free Writing Prospectus
Filed Pursuant to Rule 433
Registration Statement Nos. 333-205883-01
and 333-205883
★ Pxg Details★ $1.0bln HAROT 2016-1 (Auto Loan)
JOINT LEADS: | JP MORGAN (STRUC), MIZUHO, WELLS **100% POT** |
CO-MANAGERS: | BAML, BNY, HSBC, LLOYDS |
CL | AMT($MM) | WAL | S/F | P.WIN | E.FNL | L.FNL | LEVEL | YLD | CPN | $PX |
A1 | 265.700 | 0.31 | A-1+/F1+ | 0-8 | 10/16 | 02/17 | 0.62% | 0.620 | 0.62 | 100.00000 |
A2 | 312.000 | 1.02 | AAA/AAA | 8-18 | 08/17 | 06/18 | EDSF+34 | 1.022 | 1.01 | 99.99001 |
A3 | 332.000 | 2.10 | AAA/AAA | 18-35 | 01/19 | 12/19 | IS+44 | 1.230 | 1.22 | 99.98579 |
A4 | 90.300 | 3.05 | AAA/AAA | 35-37 | 03/19 | 04/22 | IS+49 | 1.386 | 1.38 | 99.99399 |
BILL & DELIVER | : | JP MORGAN |
EXPECTED PXG | : | PRICED |
EXPECTED SETTLE | : | 02/25/16 |
EXPECTED RTGS | : | S&P/FITCH |
PRICING SPEED | : | 1.30% ABS |
CLEAN-UP CALL | : | 10% |
ERISA ELIGIBLE | : | YES |
OFFERING TYPE | : | SEC-REGISTERED |
BBERG TICKER | : | HAROT 2016-1 |
CUSIPS | : | A1 - 43814NAA3, A2 - 43814NAB1, A3 - 43814NAC9, A4 - 43814NAD7 |
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 Web site 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 (866) 669-7629 or by emailing the ABS Syndicate Desk atabs_synd@jpmorgan.com.