FWP 1 tm237753-8_fwp.htm FWP

 

FREE WRITING PROSPECTUS
Dated March 9, 2023
Filed Pursuant to Rule 433
Registration No. 333-261470
Registration No. 333-261470-06

 

***PRICING DETAILS*** $792.93mm World Omni Select Auto Trust 2023-A (WOSAT 2023-A)

 

Joint-Leads : J.P. Morgan (struc), Barclays, MUFG

Co-Managers : US Bank

 

CL    SZ($MM) WAL    EXP RATINGS
S&P/FITCH   
P.WIN   E.FNL L.FNL BENCH   SPREAD YLD% CPN%   $PX
A-1   184.000 0.20   A-1+/F1+     1-5    08/23 03/24 I-Curve +24    5.139 5.139 100.00000
A-2a 271.560 1.20   AAA/AAA      5-25   04/25 03/27 I-Curve +85    5.997   5.92   99.99606
A-2b 110.000 1.20   AAA/AAA   5-25 04/25 03/27 SOFR30A +85     100.00000
A-3   130.000 2.47   AAA/AAA      25-34   01/26 07/28 I-Curve +90    5.720   5.65   99.99309
B      41.000 3.00   AA/AA        34-38   05/26 08/28 I-Curve +130   5.952   5.87   99.97392
C      56.370 3.35    A/A    38-43   10/26 01/29 I-Curve +150   6.084   6.00   99.97490
D      61.030 3.66 < RETAINED >    
E      18.630 3.67 < RETAINED >    

* A-2b benchmark is SOFR 30A

 

Expected Settle : 03/15/23 Registration : SEC Registered
First Pay Date : 04/15/23 ERISA Eligible : Yes
Expected Ratings : S&P, Fitch Px Speed : 1.50% ABS to 10% Clean-Up Call
Ticker : WOSAT 2023-A Min Denoms : A1-C: $1k x $1k
Bill & Deliver : J.P. Morgan      
Expected Pricing : PRICED Available Information:    
CUSIPs : A-1 98163UAA8 * Prelim Prospectus : Attached
A-2a 98163UAB6 * Ratings FWP : Attached
A-2b 98163UAC4 * DealRoadshow.com : WOSAT2023A
  A-3 98163UAD2 * IntexNet/CDI : Separate Message
    B 98163UAE0      
    C 98163UAF7      

 

 

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 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 800-408-1016 or by emailing the ABS Syndicate Desk at abs_synd@jpmorgan.com.