FREE WRITING PROSPECTUS Dated October 15, 2015 | Filed Pursuant to Rule 433 Registration No. 333-201235 Registration No. 333-201235-04 |
«NEW ISSUE« $758+mm CAPITAL AUTO RECEIVABLES ASSET TRUST (AFIN) 2015-4
JT-LEADS: Deutsche Bank (str), Barclays, CS, RBC
CO-MGRS : BMO, CIBC, Lloyds, PNC, ScotiaBank
CLS | AMT ($MM) | WAL | MDY/S&P | EXPCT | LEGAL | B-MARK SPRD | YIELD | CPN | $PX | |||||||||
| A1 | 246.000 | 1.38 | Aaa/AAA | 07/17 | 04/18 | 1-ML + 72 | — | — | 100.00000 | |||||||||
| A2 | 170.000 | 2.07 | Aaa/AAA | 03/18 | 03/19 | ISWAPS+90 | 1.627 | 1.62 | 99.99693 | |||||||||
| A3 | 170.000 | 2.77 | Aaa/AAA | 12/18 | 03/20 | ISWAPS+95 | 1.845 | 1.83 | 99.97855 | |||||||||
| A4 | 66.050 | 3.39 | Aaa/AAA | 05/19 | 07/20 | ISWAPS+99 | 2.022 | 2.01 | 99.98844 | |||||||||
| B | 38.230 | 3.73 | Aa1/AA | 09/19 | 11/20 | ISWAPS+130 | 2.403 | 2.39 | 99.99624 | |||||||||
| C | 36.220 | 4.03 | Aa3/A | 12/19 | 02/21 | ISWAPS+175 | 2.915 | 2.89 | 99.97171 | |||||||||
| D | 32.200 | 4.24 | A3/BBB | 01/20 | 05/21 | ISWAPS+245 | 3.655 | 3.62 | 99.97066 |
| TICKER : | AFIN 2015-4 | REGISTRATION : | SEC-Registered | |||
| EXPECTED PRICING : | PXD@~3:00pm | EXPECTED RATINGS : | Moodys/S&P | |||
| EXPECTED SETTLE : | 10/21/2015 | PRICING SPEED : | 1.4% ABS 10% call | |||
| FIRST PAY : | 11/20/2015 | ERISA ELIGIBLE : | YES | |||
| BILL & DELIVER : | Deutsche Bank | MIN DENOMS : | $1k x $1k |
CUSIPS
A1 13974LAA6
A2 13974LAB4
A3 13974LAC2
A4 13974LAD0
B 13974LAE8
C 13974LAF5
D 13974LAG3
STATEMENT REGARDING THIS FREE WRITING PROSPECTUS
The issuer has filed a registration statement (including a prospectus) with the SEC for the new offering to which this free writing prospectus 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 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 1-800-503-4611.
