FREE WRITING PROSPECTUS Dated March 9, 2016 | Filed Pursuant to Rule 433 Registration No. 333-208079 Registration No. 333-208079-01 |
*** NEW ABS: Full Pricing Details ***
$991+mm Capital Auto Receivables Asset Trust (AFIN) 2016-1
JT-Books: Deutsche Bank(str), Citi, Lloyds, RBC
Co-Mgrs : BMO, Credit Agricole, MUFG, PNC, Scotia Bank
CLS | QTY/MMs | WAL | S&P/FITCH | LEGAL | B-MARK | SPRD | YIELD | CPN | $PX | |||||||||
| A1 | $247.000 | 0.24 | A-1+/F1+ | 03/17 | Yld% | 0.75% | 0.750 | 0.75 | 100.00000 | |||||||||
| A2A | $105.000 | 0.95 | AAA/AAA | 11/18 | EDSF | + 70 | 1.511 | 1.50 | 99.99406 | |||||||||
| A2B | $195.000 | 0.95 | AAA/AAA | 11/18 | 1-ML | + 70 | — | — | 100.00000 | |||||||||
| A3 | $242.000 | 2.02 | AAA/AAA | 04/20 | ISWPS | + 80 | 1.744 | 1.73 | 99.98474 | |||||||||
| A4 | $85.660 | 2.84 | AAA/AAA | 10/20 | ISWPS | + 95 | 1.994 | 1.98 | 99.98407 | |||||||||
| B | $38.360 | 3.26 | AA+/AA- | 12/20 | ISWPS | + 160 | 2.694 | 2.67 | 99.97192 | |||||||||
| C | $38.360 | 3.43 | A+/A | 05/21 | ISWPS | + 225 | 3.364 | 3.34 | 99.99780 | |||||||||
| D | $39.900 | 3.43 | BBB+/BBB | 08/23 | ISWPS | + 295 | 4.064 | 4.03 | 99.99987 |
| *PxSpeed : | 1.4 ABS 10% call | *Format : | Public; SEC-registered | |||
| *Settlement : | 3/16/2016 | *ERISA : | Yes | |||
| *First Pay : | 4/20/2016 | *Min Denoms : | $1k x $1k | |||
| *Ratings : | S&P and Fitch | *Expect Prxing : | PRICED | |||
| *BBG Ticker : | AFIN 2016-1 | *Bill & Deliver : | Deutsche Bank |
| CUSIPS/ISINS | ||
| CLS CUSIP | ISIN | |
| A1: 13975NAA1 | US13975NAA19 | |
| A2A: 13975NAB9 | US13975NAB91 FIX | |
| A2B: 13975NAH6 | US13975NAH61 FRN | |
| A3: 13975NAC7 | US13975NAC74 | |
| A4: 13975NAD5 | US13975NAD57 | |
| B : 13975NAE3 | US13975NAE31 | |
| C : 13975NAF0 | US13975NAF06 | |
| D : 13975NAG8 | US13975NAG88 |
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.
