Filed Pursuant to Rule 433
Registration Nos. 333-208463 and 333-208463-01
¶FULL PRICING DETAILS¶~$620mm WFNMT 2017-C (Credit Card)
Joint Leads: J.P. Morgan (struc), Mizuho, MUFG, SMBC
Sr. Co-Manager: BNP Paribas
Co-Managers: CIBC, Fifth Third, RBC, Scotiabank, Wells Fargo
Selling Group: Williams Capital
| CLS |
AMT($MM) |
WAL |
S/F/D |
E.FINAL |
L.FINAL |
SPREAD |
YLD |
CPN |
$PX | |||||||||
| A |
550.000 | 2.92 | AAA/AAA/AAA | 10/15/20 | 8/15/24 | IS+40 | 2.326% | 2.31% | 99.98645 | |||||||||
| M |
42.167 | 2.92 | AA/AA/AA | 10/15/20 | 8/15/24 | IS+75 | 2.676% | 2.66% | 99.99663 |
| Expected Pricing : | PRICED |
| Expected Settle: | 11/15/17 |
| First Payment Date: | 12/15/17 |
| Expected Ratings: | S&P/Fitch/DBRS |
| ERISA Eligible: | Yes |
| Registration: | SEC Registered |
| Min Denoms: | $1k x $1k |
| Bill & Deliver: | J.P. Morgan |
| CUSIPs: | A 981464GH7 |
| M 981464GJ3 |
| B 981464GK0 |
Available Information:
*Preliminary Prospectus (attached)
*Ratings FWP (attached)
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 1-800-408-1016 or by emailing the ABS Syndicate Desk at abs_synd@jpmorgan.com.