FWP 1 tm2328033d7_fwp.htm FWP
FREE WRITING PROSPECTUS
Dated October 31, 2023
  Filed Pursuant to Rule 433
Registration No. 333-261470
Registration No. 333-261470-09

  

*Full Px Details* $1bn World Omni (WOART 2023-D) Prime Auto Loan

 

Joint Bookrunners: Barclays (str), BofA, MUFG, TD Securities

Co-Managers: Mizuho, Truist

 

-ANTICIPATED CAPITAL STRUCTURE-

CLS  SIZE(mm)  WAL*  S&P/Fitch  P.WIN  E.FNL  L.FNL   BENCH   SPRD  YLD(%)  CPN(%)  PX(%)
A-1  197.10  0.24  A-1+/F1+  1-6  05/24  11/24   I-CRV  +20  5.668  5.668  100.00000
A-2A  188.90  1.11  AAA/AAA  6-22  09/25  02/27   I-CRV  +60  5.991  5.91  99.99158
A-2B  188.90  1.11  AAA/AAA  6-22  09/25  02/27   SOFR30A  +58        100.00000
A-3  317.80  2.69  AAA/AAA  22-45  08/27  02/29   I-CRV  +92  5.867  5.79  99.98344
A-4  61.560  3.85  AAA/AAA  45-46  09/27  08/29   I-CRV  +106  5.922  5.85  99.99886
B  30.060  3.85  AA/AA  46-46  09/27  10/29   I-CRV  +135  6.212  6.13  99.98902
C  15.020  3.85  A/A  46-46  09/27  07/30   I-CRV  retained         

* Pricing Speed: 1.3 ABS to 10% Clean-Up Call

  

-TRANSACTION DETAILS-

Offered Size : $999,340,000
Format : SEC Registered
ERISA Eligible : Yes
RR Compliance : US – Yes, EU - No
Expected Ratings : S&P/Fitch
Min Denoms : $1k x $1k
Bloomberg Ticker : WOART 2023-D
Expected Settlement : 11/8/2023
First Payment Date : 12/15/2023
Bill & Deliver : Barclays
Pricing : PRICED

  

 -INVESTOR MATERIALS-

-Roadshow : www.dealroadshow.com | Pwd: WOART23D
-Preliminary Prospectus : Attached
-Ratings FWP : Attached
-CDI/Intex Deal Name : bcgwoart23d_preprice
-CDI/Intex Password : YB72

  

CUSIPS -

A-1   98164DAA5
A-2A   98164DAB3
A-2B   98164DAC1
A-3   98164DAD9
A-4   98164DAE7
B   98164DAF4
C   98164DAG2

 

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 that 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.