TOTAL
|
OFFERED
|
|||||||||||
CLS
|
AMT($MM)
|
AMT($MM)
|
WAL
|
MDY/S&P*
|
P.WIN
|
E.FIN
|
L.FIN
|
BENCH
|
SPREAD
|
YLD
|
CPN
|
PX
|
A-1
|
375.000
|
356.250
|
0.20
|
P-1/A-1+
|
1-6
|
10/24
|
05/25
|
I-Curv
|
+12
|
5.515
|
5.515
|
100.00000
|
A-2a
|
262.100
|
248.995
|
1.03
|
Aaa/AAA
|
6-20
|
12/25
|
03/27
|
I-Curv
|
+35
|
5.479
|
5.41
|
99.99281
|
A-2b
|
357.900
|
340.005
|
1.03
|
Aaa/AAA
|
6-20
|
12/25
|
03/27
|
SOFR30A
|
+35
|
100.00000
|
||
A-3
|
620.000
|
589.000
|
2.46
|
Aaa/AAA
|
20-43
|
11/27
|
01/29
|
I-Curv
|
+55
|
5.396
|
5.33
|
99.98574
|
A-4
|
91.260
|
86.697
|
3.80
|
Aaa/AAA
|
43-48
|
04/28
|
07/29
|
I-Curv
|
+64
|
5.347
|
5.28
|
99.97144
|
B
|
43.740
|
<< RETAINED >>
|
- Offered Size
|
: $1.62+BN
|
- Ticker
|
: TAOT 2024-B
|
- Format
|
: SEC Registered
|
- Pricing Speed
|
: 1.30% ABS to 5% Clean-Up Call
|
- Expected Ratings
|
: MOODY'S / S&P
|
- Expected Pricing
|
: PRICED
|
- Expected Settle
|
: April 30, 2024
|
- First Pay Date
|
: May 15, 2024
|
- ERISA
|
: Yes
|
- Denoms
|
: $1k x $1k
|
- Risk Retention
|
: US (Yes); EU/UK (No)
|
- B&D
|
: SMBC
|
Tranches
|
CUSIPs
|
A-1
|
89237NAA5
|
A-2a
|
89237NAB3
|
A-2b
|
89237NAC1
|
A-3
|
89237NAD9
|
A-4
|
89237NAE7
|
B
|
89237NAF4
|