| | |
FREE WRITING PROSPECTUS Dated September 12, 2016 | | Filed Pursuant to Rule 433 Registration No. 333-208079 Registration No. 333-208079-03 |
$750MM CAPITAL AUTO RECEIVABLES ASSET TRUST (AFIN) 2016-3
JT-LEADS: Barclays (str), JPM, RBC
CO-MGRS: BMO, BNS, Lloyds, MUFG, PNC
| | | | | | | | | | | | | | | | | | | | |
CLS | | AMT($MM) | | WAL | | MDY/S&P | | WNDW | | L.FNL | | B-MARK | | SPRD | | YLD | | CPN | | $PX |
A-1 | | 142.000 | | 0.17 | | P-1/A-1+ | | 1-5 | | 09/17 | | YLD | | | | 0.780% | | 0.78 | | 100.00000 |
A-2A | | 175.000 | | 0.83 | | Aaa/AAA | | 5-16 | | 04/19 | | EDSF | | +42 | | 1.370% | | 1.36 | | 99.99494 |
A-2B | | 73.000 | | 0.83 | | Aaa/AAA | | 5-16 | | 04/19 | | 1ML | | +42 | | | | L+0.42 | | 100.00000 |
A-3 | | 200.000 | | 1.86 | | Aaa/AAA | | 16-29 | | 08/20 | | EDSF | | +52 | | 1.552% | | 1.54 | | 99.98714 |
A-4 | | 71.540 | | 2.72 | | Aaa/AAA | | 29-36 | | 03/21 | | IntS | | +63 | | 1.704% | | 1.69 | | 99.97883 |
B | | 23.080 | | 3.11 | | Aa1/AA+ | | 36-39 | | 05/21 | | IntS | | +80 | | 1.899% | | 1.89 | | 99.99539 |
C | | 38.460 | | 3.37 | | Aa3/A+ | | 39-41 | | 09/21 | | IntS | | +125 | | 2.365% | | 2.35 | | 99.98891 |
D | | 26.920 | | 3.41 | | Baa1/BBB+ | | 41-41 | | 01/24 | | IntS | | +155 | | 2.668% | | 2.65 | | 99.98928 |
| | | | |
TICKER: AFIN 2016-3 | | REGISTRATION: SEC-REG | | |
EXPECTED PRICING: PRICED | | EXPECTED RATINGS: Moodys/S&P | | |
EXPECTED SETTLE: 09/21/2016 | | PRICING SPEED: 1.4% ABS 10% call | | |
FIRST PAY: 10/20/2016 | | ERISA ELIGIBLE: YES | | |
BILL & DELIVER: BARCLAYS | | MIN DENOMS: $1k x $1k | | |
THE ISSUER HAS FILED A REGISTRATION STATEMENT (INCLUDING A PROSPECTUS) WITH THE U.S. SECURITIES AND EXCHANGE COMMISSION (SEC) FOR THIS OFFERING. BEFORE YOU INVEST, YOU SHOULD READ THE PROSPECTUS FOR THIS OFFERING 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 SEARCHING THE SEC ONLINE DATABASE (EDGAR®) AT WWW.SEC.GOV. ALTERNATIVELY, YOU MAY OBTAIN A COPY OF THE PROSPECTUS FROM BARCLAYS CAPITAL INC. BY CALLING 1-888-603-5847.