| FREE WRITING PROSPECTUS | Filed Pursuant to Rule 433 | |
| Dated August 12, 2015 | Registration No. 333-201235 | |
| Registration No. 333-201235-03 |
«PXG DETAILS« $1+BLN CAPITAL AUTO RECEIVABLES ASSET TRUST (AFIN) 2015-3
JT-BOOKS: JPM (struc), Citi, CS, SocGen CO-MGRS : BMO, CIBC, Lloyds, PNC, Scotia
CLS | AMT ($MM) | WAL | MDY/F | PWIN | E.FIN | L.FIN | SPREAD | YLD% | CPN% | $PX | ||||||||||||||||||||||||||||||
| A1A | 197.000 | 1.38 | Aaa/AAA | *****Not Available***** | ||||||||||||||||||||||||||||||||||||
| A1B | 131.000 | 1.38 | Aaa/AAA | *****Not Available***** | ||||||||||||||||||||||||||||||||||||
| A2 | 227.000 | 2.08 | Aaa/AAA | 21-29 | 01/18 | 01/19 | IS+80 | 1.735 | 1.72 | 99.98214 | ||||||||||||||||||||||||||||||
| A3 | 227.000 | 2.79 | Aaa/AAA | 29-39 | 11/18 | 01/20 | IS+80 | 1.953 | 1.94 | 99.98617 | ||||||||||||||||||||||||||||||
| A4 | 86.640 | 3.41 | Aaa/AAA | 39-43 | 03/19 | 05/20 | IS+83 | 2.147 | 2.13 | 99.97552 | ||||||||||||||||||||||||||||||
| B | 50.940 | 3.75 | Aa1/AA | 43-47 | 07/19 | 09/20 | IS+105 | 2.451 | 2.43 | 99.96932 | ||||||||||||||||||||||||||||||
| C | 48.260 | 4.04 | Aa3/A | 47-50 | 10/19 | 12/20 | IS+145 | 2.920 | 2.90 | 99.99088 | ||||||||||||||||||||||||||||||
| D | 42.900 | 4.31 | Baa1/BBB | 50-52 | 12/19 | 03/21 | IS+185 | 3.373 | 3.34 | 99.96176 | ||||||||||||||||||||||||||||||
| TICKER : | AFIN 2015-3 | REGISTRATION : | SEC-REG | |||||
| EXPECTED PXG : | PXD | EXPECTED RATINGS : | MOODY’S/FITCH | |||||
| EXPECTED SETTLE : | 08/19/15 | PXG SPEED : | 1.4% ABS TO 10% CALL | |||||
| FIRST PAY : | 09/21/15 | ERISA ELIGIBLE : | YES | |||||
| BILL & DELIVER : | J.P. MORGAN | MIN DENOMS : | $1K x $1K |
STATEMENT REGARDING THIS FREE WRITING PROSPECTUS
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, the issuing trust and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.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 at abs_synd@jpmorgan.com.
