FWP 1 a15-9660_6fwp.htm FWP

 

FREE WRITING PROSPECTUS

 

 

Filed Pursuant to Rule 433

Registration No. 333-202655

 

«PRICING DETAILS« $500mm HDMOT 2015-2 (Motorcycle)

 

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

Co-Managers:  BBVA, Lloyds, Loop, Mizuho, Wells

 

CLS

$AMT(MM)

MDY/S&P

WAL

WIN

E.FNL

L.FNL

PRICING

YLD%

CPN%

$PX          

 

 

 

 

 

 

 

 

 

 

 

 

A1

75.00

P-1/A-1+

0.21

01-05

10/15

05/16

0.31%

0.310

0.31

100.00000

A2a

118.00

Aaa/AAA

1.12

05-23

04/17

01/19

EDSF+28

0.802

0.80

99.99927

A2b

118.00

Aaa/AAA

1.12

05-23

04/17

01/19

1ML +25

 

 

100.00000

A3

124.00

Aaa/AAA

2.40

23-36

05/18

03/20

IntS+33

1.306

1.30

99.99420

A4

65.00

Aaa/AAA

3.33

36-44

01/19

12/22

IntS+40

1.670

1.66

99.98638

 

 

 

 

 

 

 

 

 

 

 

 

 

>>No Upsize

 

Expected Pxg:

PXD

Registration:

SEC Registered

Expected Settle:

05/27/15

Expected Rtgs:

Moody’s/S&P

First Payment:

06/15/15

Min Denoms:

$1k by $1k

Ticker:

HDMOT 2015-2

Pricing Speed:

1.5% ABS (10% Clean Up Call)

CUSIPs:

A-1:   41284CAA2

Bill & Deliver:

J.P. Morgan

 

A-2a: 41284CAB0

 

 

 

A-2b: 41284CAC8

 

 

 

A-3:   41284CAD6

 

 

 

A-4:   41284CAE4

 

 

 

 

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.  Any disclaimer below is not applicable and should be disregarded.