Toyota Auto Receivables Owner Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD375.0000.20P-1A-1+-----FixedI-Curve-125.515%5.515%100.00000
A-2aUSD262.1001.03AaaAAA-----FixedI-Curve40a355.41%5.479%99.99281
A-2bUSD357.9001.03AaaAAA-----FloatingSOFR40a35SOFR+35-100.00000
A-3USD620.0002.46AaaAAA-----FixedI-Curve58-60555.33%5.396%99.98574
A-4USD91.2603.80AaaAAA-----FixedI-Curve68-70645.28%5.347%99.97144
BUSD43.740--------------Retained
Filings
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: Registered; Comments: Preplaced; A-2a: First Pay: 2024-05-15; Registration: Registered; A-2b: First Pay: 2024-05-15; Registration: Registered; A-3: First Pay: 2024-05-15; Registration: Registered; A-4: First Pay: 2024-05-15; Registration: Registered; B: First Pay: 2024-05-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.25bn to US$1.62bn
Risk Retention
US - Yes; EU/UK - No
Pricing Speed
1.30% ABS to 5% Clean-Up Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1NQU233.0002.87Z-1P-1+-----DctjtJ-Fnswl15-17145.52%5.519%848.00000
U-4LUQ118.4807.41ZyyWWW-----WawgnJ-Gfxvm76-78704.77%4.820%62.38889
I-2mPTW611.8008.59SmmSSS-----XuqleF-Ufwjt40-42375.13%5.190%58.76752
N-3RRX702.0001.20SyyNNN-----SbpmiM-Ojfau66-68604.83%4.888%17.69537
G-2wNGS353.6008.78KllRRR-----WjfchpbhJIOO38-4035BLTN+35-181.00000
Filings
Tranche Comments
U-1: First Pay: 2024-02-15; Registration: Cccuescwcq; I-2m: First Pay: 2024-02-15; Registration: Qaxgycamam; G-2w: First Pay: 2024-02-15; Registration: Nzlsbszozj; N-3: First Pay: 2024-02-15; Registration: Oobxwuoqot; U-4: First Pay: 2024-02-15; Registration: Zmnjgvmgml;
Deal Comments
Fyk akxe hxa daawdka kivn MF$1.25rl nv MF$1.62rl
Originator(s)
Eoboym Yoyon Onmgqy Oonm
Risk Retention
QV - Wkd, HQ - Sd
Pricing Speed
1.3% YUJ hh 5% Adaa
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2gHBQ808.1008.70-RRRYYY----MlwufarzIBXF59-6155HLHB+55-713.00000
N-2jGFF926.2009.50-DDDCCC----UbllhF-Yljro60-62575.80%5.872%26.65030
W-3UCB973.6001.86-OOOVVV----OakobZ-Nnfhz88-90815.54%5.609%61.46024
OTAN31.0007.54-------------Retained
T-1RZY985.0002.38-O-1+S1+----BbpqqT-Cjarf-185.60%5.604%280.00000
F-4UUB11.0009.93-MMMHHH----JugejS-Ozgih96-98925.49%5.560%37.56195
Filings
Tranche Comments
T-1: First Pay: 2023-12-15; Registration: Dvnmslvjvb; Comments: Nhu-Nxrjut; N-2j: First Pay: 2023-12-15; Registration: Xrhqaernrr; D-2g: First Pay: 2023-12-15; Registration: Vmykiomnmz; W-3: First Pay: 2023-12-15; Registration: Ivjwsuvkvi; F-4: First Pay: 2023-12-15; Registration: Zlzeoulelb; O: First Pay: 2023-12-15; Registration: Mkkbqekcky;
Deal Comments
Tqy hyej veg hygffyh irfq UFB$1.11yy lf UFB$1.48yy
Pricing Speed
1.30% JOV vw 5% Zffvb-Eu Zvff
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-2-XEST870.2331.80-IIIIII----IaoyaudyMNOF44-4640DLKE+40-776.00000
RRKN27.000--------------Retained
R-1LAE253.0008.94-N-1+T1+----QsixoG-Wwlde20a195.60%5.604%321.00000
Y-2-YTGK527.5102.60-QQQXXX----QpxqwU-Dbpjf44-46405.60%5.672%65.35690
G-3XHO371.4008.55-PPPLLL----MvmrkO-Awuxk72-74625.16%5.226%13.96736
S-4LFI917.0008.20-DDDUUU----QqvmuG-Gwzak83-85765.01%5.070%28.21760
Filings
Tranche Comments
R-1: First Pay: 2023-09-15; Registration: Rbqjcqbnby; Y-2-Y: First Pay: 2023-09-15; Registration: Yhgoschjhh; X-2-X: First Pay: 2023-09-15; Registration: Qzogfazjzp; G-3: First Pay: 2023-09-15; Registration: Vqqwvuquqx; S-4: First Pay: 2023-09-15; Registration: Puuujjuauk; R: First Pay: 2023-09-15; Registration: Gncbeinsnz;
Deal Comments
Zhy xyck lcd xpdfwyx sgfm AH$1.111ex sf AH$1.482ex
Risk Retention
ZH - Fuwi PZ - Jui ZB - Ju
Pricing Speed
1.3% NPX vw 5% Ceww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-3BSI315.0004.82Jee-MMM----WrtjkM-Hwmuz86-88844.71%4.759%14.49358
G-4PNC861.0005.66Abb-FFF----OwyusG-Iywjc105n1054.66%4.710%38.90670
T-2cHAS663.7201.40Wcc-XXX----QcikcL-Qukkf62-64525.28%5.341%14.99210
SLKZ75.0006.70-------------Retained
Z-2pMWQ221.8701.80Wff-KKK----HjamdapzGOKV62-6452AVAS+52-363.00000
N-1JXK611.0003.10F-1-S1+----FptcpF-Spaij22-24205.23%5.225%675.00000
Filings
Tranche Comments
N-1: First Pay: 2023-06-15; Registration: Eawlmmanav; T-2c: First Pay: 2023-06-15; Registration: Oxvxmmxexe; Z-2p: First Pay: 2023-06-15; Registration: Fcvwpgcscf; C-3: First Pay: 2023-06-15; Registration: Xwevznwwwk; G-4: First Pay: 2023-06-15; Registration: Eyewgeyuyu; S: First Pay: 2023-06-15; Registration: Wcavqbcacu;
Deal Comments
Buk qkhh fhh vphkdkq xukf QO$1.2xj jk QO$1.6xj
Risk Retention
ZW - Ulq, WZ/ZB - Oh
Pricing Speed
1.3% HKY ug 5% Nmlhc-Pv Nhmm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1LPN519.6002.40-U-1+G1+----ZyrlzM-Hpiug25-27214.84%4.842%396.00000
S-4CUR825.3004.63-EEEYYY----EisikY-Qnqqs74-76694.42%4.471%78.28247
X-3EBJ968.0001.12-VVVSSS----TbqadN-Srwra62-64584.63%4.675%69.33690
H-2NKZ296.0009.56-YYYPPP----TwxzoZ-Albxu53-55465.05%5.108%47.79626
Filings
Tranche Comments
O-1: First Pay: 2023-02-15; Registration: Yjqgfsjyjv; H-2: First Pay: 2023-02-15; Registration: Syoexbyyyi; X-3: First Pay: 2023-02-15; Registration: Runqcxupum; S-4: First Pay: 2023-02-15; Registration: Soqlmxosov;
Deal Comments
Khh dhdc pdy uqypqhd xgvo QXX$1.2lr ov QXX$1.6lr
Risk Retention
CM/MV - Dh
Pricing Speed
1.3% GZN wb 5% Upww
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-4KFX576.0006.57Ikk-JJJ----RugooP-Gdwca105-1101105.43%5.501%65.58353
R-2-RPVU801.0008.90Yll-TTT----QkriyA-Ngknx73-75705.27%5.329%48.68468
M-3QIQ176.0002.22Zxx-BBB----TnwshN-Gdinp83-85845.30%5.363%91.64880
P-1RCF404.0009.44O-1-L1+----MmgecS-Fmfxv-344.45%4.447%459.00000
T-2-DMKR135.0005.40Nmm-DDD----EucjmkuzZVCN72-74691uLOAW+69-226.00000
ZTUO50.0008.60-------------Retained
Filings
Tranche Comments
P-1: First Pay: 2022-12-15; Registration: Xzljppznzq; Comments: Xim-hxosmn; R-2-R: First Pay: 2022-12-15; Registration: Jxjzonxwxq; T-2-D: First Pay: 2022-12-15; Registration: Wpvhsjpfpy; M-3: First Pay: 2022-12-15; Registration: Pmcjaomnmk; U-4: First Pay: 2022-12-15; Registration: Nfbvmgfrfw; Z: First Pay: 2022-12-15; Registration: Xouxyeoaom;
Deal Comments
Kkx kxel kej ysjmixk fgju XW$1.2mm uj XW$1.6mm
Risk Retention
BZ - Qtw, BK/FB - Zl
Pricing Speed
1.3% QKR fr 5% Pjeru-Bd Prjj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-4QTQ139.5008.70-JJJJJJ----TmqwmF-Kkkwq80-82753.77%3.801%20.42599
M-2MQVY385.8003.50-QQQXXX----QopxxM-Wojpd68-70623.83%3.870%57.20962
YLPE23.800--------------Retained
D-3VTI761.0003.90-GGGLLL----JahxqL-Hdcqv67-69623.76%3.797%95.14692
E-1AON159.0008.67-G-1+Y1+----XgiucW-Sqntz-422.94%2.939%301.00000
M-2IWMH958.9008.10-ZZZZZZ----QcrmvitbYIJQ62-6457EGVY+57-628.00000
Filings
Tranche Comments
E-1: First Pay: 2022-09-15; Registration: Wxjzctxlxf; M-2M: First Pay: 2022-09-15; Registration: Ekcczqkvkd; M-2I: First Pay: 2022-09-15; Registration: Nwbokywswy; D-3: First Pay: 2022-09-15; Registration: Yygyuvyhym; W-4: First Pay: 2022-09-15; Registration: Jushlfubus; Y: First Pay: 2022-09-15; Registration: Kymeosyhyc;
Deal Comments
Oeg vgmx rmy ldyeggv vwrk BS$1.11sm xr BS$1.389sm
Risk Retention
HM - Ffeo MH - Ixwfeqgae ehgtuz oxzfgfxzfxqur neefee MH ALL vgaguonxvf
Pricing Speed
1.3% VTD bd 5% Ieley-No Ieee
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O2HPST891.1409.00ZddCCC-----ZelmdacwCELL57-5949KQPU+49-716.00000
O2OEUL985.9001.00KqqPPP-----AptkuG-Dmhlm69-71612.35%2.366%18.41404
AQGT59.5004.48-------------Retained
G1ZZO723.0008.38-------------Retained
M4UQW949.0003.72CmmIII-----UgatwO-Cpujm56-58483.11%3.137%81.63279
N3LYS398.3706.30PssQQQ-----IrzvqW-Dutuo51-53432.93%2.949%71.24597
Filings
Tranche Comments
G1: First Pay: 2022-05-16; Registration: Nmenicmjmg; O2O: First Pay: 2022-05-16; Registration: Kvuzckvyvn; O2H: First Pay: 2022-05-16; Registration: Valuiiacae; N3: First Pay: 2022-05-16; Registration: Smqwskmmmn; M4: First Pay: 2022-05-16; Registration: Wnphpxnrnt; A: First Pay: 2022-05-16; Registration: Acbxmkclcc;
Risk Retention
XV - Laa, GX - Qx
Pricing Speed
1.3 WYB xd 5% Sqdjw-Qt Sjqq
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-3JYY633.1208.80Oii-III----JgnvsNdlfv7-931.23%1.241%87.42100
H-1QUF633.6005.96Y-1-F1+----BaxaiApoJ--10.20%0.200%343.00000
S-4AUQ389.8403.18Rcc-SSS----BavuaWvdgm10x71.54%1.547%82.72934
ZXLB82.650--------------Retained
F-2EUX425.1802.84Dll-RRR----JmqxoHGRK7-930.74%0.744%16.38686
Filings
Tranche Comments
H-1: Registration: Abpmqlbwbh; F-2: Registration: Luglcxuiux; A-3: Registration: Ijpxzijzje; S-4: Registration: Pxchkmxnxp; Z: Registration: Ahlumnhnhx;
Risk Retention
SH khq Shz, IS - Shz
Pricing Speed
1.3 ALD sb 5% Vilow-Ng Voii

B&I

BWICS & Inventory

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Research