Free Writing Prospectus
Dated October 26, 2022
Filed Pursuant to Rule 433(d)
Registration No. 333-260819
Registration No. 333-260819-04
**PRICED/DETAILS** $1.383+bn offered CARMX 2022-4
Joint Leads: Barclays, Mizuho, RBC, WF
Co-Managers: CIBC, Scotia, TD, Truist
-ANTICIPATED CAPITAL STRUCTURE-
CLS | SIZE(mm) | OFFERED | WAL* | S&P/Fitch | PWIN | E.FNL | L.FNL | BENCH | SPRD | YLD% | COUPON | Price | ||||||||||||
A-1 | 245.510 | 243.300 | 0.25 | A-1+/F1+ | 1-7 | 5/23 | 11/23 | I-CRV | +45 | 4.466% | 4.466 | 100.0000 | ||||||||||||
A-2A | 275.000 | 272.525 | 1.11 | AAA/AAA | 7-22 | 8/24 | 12/25 | I-CRV | +90 | 5.408% | 5.34 | 99.99164 | ||||||||||||
A-2B | 205.700 | 203.848 | 1.11 | AAA/AAA | 7-22 | 8/24 | 12/25 | SOFR30A | +90 | 100.0000 | ||||||||||||||
A-3 | 456.420 | 452.312 | 2.54 | AAA/AAA | 22-42 | 4/26 | 8/27 | I-CRV | +100 | 5.410% | 5.34 | 99.97655 | ||||||||||||
A-4 | 96.430 | 95.562 | 3.69 | AAA/AAA | 42-48 | 10/26 | 7/28 | I-CRV | +145 | 5.774% | 5.70 | 99.98122 | ||||||||||||
B | 36.350 | 36.022 | 4.02 | AA/AA | 48-49 | 11/26 | 7/28 | I-CRV | +180 | 6.090% | 6.01 | 99.98555 | ||||||||||||
C | 33.500 | 33.198 | 4.04 | A/A | 49-49 | 11/26 | 7/28 | I-CRV | +230 | 6.587% | 6.49 | 99.97063 | ||||||||||||
D | 46.850 | 46.428 | 4.04 | BBB/BBB | 49-49 | 11/26 | 4/29 | I-CRV | +410 | 8.387% | 8.08 | 99.43814 |
| * | Pricing Speed: 1.3 ABS to 10% Clean-Up Call |
| ** | The issuer is retaining a small vertical slice for risk retention purposes |
-TRANSACTION DETAILS-
Offered Size : Upsized to $1.383+bn
Registration : SEC REG
ERISA Eligible : Yes
RR Compliance: US – Yes, EU - No
Expected Ratings : S&P / Fitch
Bloomberg Ticker : CARMX 2022-4
Pricing Time: 10/26/2022 - TOE: 1:45PM
Settle : 10/31/2022
First Pay : 11/15/2022
-MARKETING MATERIALS-
Preliminary Prospectus & CDI File: Attached
IntexNet: Dealname: bcgcarmx_22-4_red | Password: X3XY
DealRoadshow : https://dealroadshow.com| Password: CARMX224
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 that 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.