|
|
|
Joint Leads
|
:
|
JPMorgan (struc), Credit Agricole, Mizuho
|
Co-Managers
|
:
|
Fifth Third, ING, US Bancorp
|
CL
|
NOTE AMT(MM)
|
OFFER AMT(MM)
|
WAL
|
M/S
|
BENCH
|
PXG %
|
COUPON
|
$
|
A-1
|
*** RETAINED ***
|
|||||||
A-2a
|
320.800
|
288.720
|
1.06
|
Aaa/AAA
|
EDSF+ 10
|
1.070
|
1.060
|
99.99200
|
A-2b
|
111.200
|
100.080
|
1.06
|
Aaa/AAA
|
1ML + 13
|
100.0000
|
||
A-3
|
334.000
|
300.600
|
2.18
|
Aaa/AAA
|
IntS+ 18
|
1.239
|
1.230
|
99.98748
|
A-4
|
111.750
|
100.575
|
3.30
|
Aaa/AAA
|
IntS+ 30
|
1.433
|
1.420
|
99.97186
|
B
|
***RETAINED***
|
Ticker
|
:
|
TAOT 2016-D
|
Registration
|
:
|
SEC Registered
|
Rating Agencies
|
:
|
Moody's/S&P
|
ERISA Eligible
|
:
|
Yes
|
Pxg Speed
|
:
|
1.30% ABS, 5% call
|
Expected Pxg
|
:
|
PXD
|
Min Denoms
|
:
|
$1K x $1K
|
Expected Settle
|
:
|
10/12/16
|
Bill & Deliver
|
:
|
J.P. Morgan
|
First Pay
|
:
|
11/15/16
|
|
|
|
|
A-2a
|
89231L AB3
|
A-2b
|
89231L AC1
|
A-3
|
89231L AD9
|
A-4
|
89231L AE7
|