FREE WRITING PROSPECTUS Dated May 13, 2015 | Filed Pursuant to Rule 433 Registration No. 333-201235 Registration No. 333-201235-02 |
$1.26+B CAPITAL AUTO RECEIVABLES ASSET TRUST (AFIN) 2015-2
JT-BOOKS: Barclays (str), Credit Suisse, JP Morgan
CO-MGRS: BMO, CIBC, Lloyds, PNC, Scotia
CLS | AMT ($MM) | WAL | S&P/F | PWIN | E.FIN | L.FIN | BMK | +LVL | YLD | COUPON | PRICE | |||||||||||
| A-1A | 205.000 | 1.37 | AAA/AAA | 13-21 | 02/17 | 10/17 | EDSF | +40 | 1.002% | 0.99% | 99.98651 | |||||||||||
| A-1B | 205.000 | 1.37 | AAA/AAA | 13-21 | 02/17 | 10/17 | 1ML | +40 | 100.00000 | |||||||||||||
| A-2 | 290.000 | 2.05 | AAA/AAA | 21-29 | 10/17 | 09/18 | IntS | +54 | 1.399% | 1.39% | 99.99003 | |||||||||||
| A-3 | 290.000 | 2.77 | AAA/AAA | 29-39 | 08/18 | 09/19 | IntS | +62 | 1.737% | 1.73% | 99.99798 | |||||||||||
| A-4 | 95.400 | 3.38 | AAA/AAA | 39-43 | 12/18 | 01/20 | IntS | +67 | 1.979% | 1.97% | 99.99709 | |||||||||||
| B | 63.650 | 3.70 | AA/AA | 43-46 | 03/19 | 05/20 | IntS | +90 | 2.301% | 2.29% | 99.99984 | |||||||||||
| C | 60.300 | 4.00 | A/A | 46-50 | 07/19 | 08/20 | IntS | +120 | 2.687% | 2.67% | 99.99212 | |||||||||||
| D | 53.600 | 4.24 | BBB/BBB | 50-51 | 08/19 | 11/20 | IntS | +165 | 3.191% | 3.16% | 99.96044 |
| TICKER : | AFIN 2015-2 | REGISTRATION : | SEC-REG | |||
| EXPECTED PXG : | PRICED | EXPECTED RATINGS : | S&P/FITCH | |||
| EXPECTED SETTLE : | 05/20/15 | PXG SPEED : | 1.4% ABS TO 10% CALL | |||
| FIRST PAY : | 06/22/15 | ERISA ELIGIBLE : | YES | |||
| BILL & DELIVER : | BARCLAYS | MIN DENOMS : | $1K x $1K |
STATEMENT REGARDING THIS FREE WRITING PROSPECTUS
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.
