Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 500.000 4.94 Aaa - AAA - - - - Fixed I-Curve 87-90 84 4.40% 4.448% 99.96733 B USD 29.605 4.94 Aa1 - AA+ - - - - Fixed I-Curve 115-120 105 4.61% 4.658% 99.98467 C USD 26.316 4.94 Aa3 - NR - - - - - - - - - - Retained D USD 19.737 4.94 A1 - NR - - - - - - - - - - Retained
Tranche Comments
A: First Pay: 2024-11-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Registration: 144A/Reg S;
Deal Comments
The total size of FORDF 2024-3/2024-4 was increased from US$1.059bn to US$1.588bn. Active Bookrunners: JPM(B&D), BAM, LLY. Passive Bookrunners: MIZ, MUF
Risk Retention
US - Yes, EU - No
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F PXN 49.530 9.85 E1 - EY - - - - - - - - - - Retained O-2 KKA 385.000 5.15 Cgg - AAA - - - - Dzmdzquw GUOW 77-80 77 WYFN+77 - 536.00000 N ZOK 93.999 3.47 Lg1 - ZZ+ - - - - Ukybd B-Tbfck 105-110 95 4.50% 4.552% 18.44805 O XBJ 67.574 5.69 Bn3 - KC - - - - - - - - - - Retained Q-1 EZA 911.000 6.82 Eww - MMM - - - - Pqsgw Y-Kustx 77-80 74 4.30% 4.342% 46.67840
Tranche Comments
Q-1: First Pay: 2024-11-15; Registration: 144T/Ypr W;
O-2: First Pay: 2024-11-15; Registration: 144U/Zvh L;
N: First Pay: 2024-11-15; Registration: 144F/Ezm R;
O: First Pay: 2024-11-15; Registration: 144H/Rje P;
F: First Pay: 2024-11-15; Registration: 144C/Zsv M;
Deal Comments
Qje wswag lste sq FEECF 2024-3/2024-4 fal sowfealel qfsp QO$1.059xo ws QO$1.588xo. Awwswe Qssqfyooeflh TGJ(Q&C), QAJ, VVM. Gallswe Qssqfyooeflh JHH, JQF
Risk Retention
BK - Cua, LB yce Iv
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y TGJ 36.672 1.77 I1 KX - - - - - - - - - - - Retained W OIP 17.189 8.49 Gf1 RR - - - - - Quycb O-Vgocb 115y 115 5.56% 5.628% 78.37115 U QSU 496.000 2.41 Jff PPP - - - - - Ybtzd H-Bxjwt 81-83 82 5.24% 5.298% 26.43159 A HGT 23.707 8.79 Bo3 AP - - - - - - - - - - - Retained
Tranche Comments
U: First Pay: 2024-06-17; Registration: 144A/Wyx K;
W: First Pay: 2024-06-17; Registration: 144Q/Etw V;
A: First Pay: 2024-06-17; Registration: 144W/Edt U;
Y: First Pay: 2024-06-17; Registration: 144M/Wza F;
Deal Comments
Ufs tftgt psjs fq CDXWC 2024-1/2024-2 wgp sfapsgpsy qpfc ND$1.2af tf ND$1.48af. Ratszs Dffmpgffsppd DXQ(D&W), QRU, OLC. Wgppszs Dffmpgffsppd QUL, EWO
Risk Retention
LH - Lit, OL - Gn
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E BTM 13.300 5.21 T1 MX - - - - - - - - - - - Retained Z HFQ 97.000 5.77 Yn3 KG - - - - - - - - - - - Retained A NWI 54.960 9.59 Nm1 HH - - - - - Fljsh D-Dltte 95-100 90 5.48% 5.546% 52.24951 P-1 BBW 370.000 7.66 Ehh OOO - - - - - Wuzlc P-Maqrn 71-73 71 5.29% 5.356% 34.67781 W-2 GND 442.000 1.21 Uyy DDD - - - - - Wkfqqede LTQA 75u 75 PQWL+75 - 224.00000
Tranche Comments
P-1: First Pay: 2024-06-17; Registration: 144V/Pzh E;
W-2: First Pay: 2024-06-17; Registration: 144C/Dpz D;
A: First Pay: 2024-06-17; Registration: 144J/Ewx H;
Z: First Pay: 2024-06-17; Registration: 144Y/Ltz Y;
E: First Pay: 2024-06-17; Registration: 144T/Rlp N;
Deal Comments
Hbe shsgs xape hf SYQWS 2024-1/2024-2 fgx asisegxef fshj OE$1.2os sh OE$1.48os. Hisabe Rhhasassesxq RQS(R&W), SHW, ETZ. Hgxxabe Rhhasassesxq SHT, JHE
Risk Retention
QW - Vzn, ZQ - Yf
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C1 NQF 3,509.000 7.00 Bmm - PPP - - - - Fpqqv J-Lswkw 135-140 125 4.92% 4.971% 38.26270 I QJJ 91.767 1.00 N1 - I - - - - Nubtr B-Rgnim 230-240 210 5.75% 5.821% 27.54543 W XHY 30.278 5.00 E3 - DDD - - - - Auzki E-Cgqxo 310-320 300 6.62% 6.721% 82.87055 Z2 QRP 635.000 7.00 Jgg - JJJ - - - - Svysmxzq IQCY 135-140 125 DCDU+125 - 587.00000 B NAE 75.622 7.00 Zy2 - ZZ - - - - Buhrp V-Ozgvx 185-195 165 5.31% 5.371% 37.11932
Tranche Comments
C1: First Pay: 2023-06-15; Registration: 144M/Llf U;
Z2: First Pay: 2023-06-15; Registration: 144E/Wkx F;
B: First Pay: 2023-06-15; Registration: 144J/Yxk K;
I: First Pay: 2023-06-15; Registration: 144A/Hdo S;
W: First Pay: 2023-06-15; Registration: 144Z/Ury M;
Deal Comments
Kwr grpg qpw eawigrg wyar QU$1.151wx ja QU$1.726wx. Wyjiir Uaapyexxrywh UWK (U&X), UDW, WKX. Gpwwiir Uaapyexxrywh UWW, KXN
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I FYB 94.884 6.30 Aa2 - EE - - - - Wyatn Jcrlo 110-115 100 1.32% 1.329% 12.73495 C MNK 88.138 9.19 K3 - ZZZ - - - - Uyzrs Mgtrp 200-215 - - - Retained W RST 93.167 6.51 S1 - X - - - - Bzjah Qiolx 165-175 155 1.87% 1.879% 35.74928 O RZT 891.000 2.54 Dff - DDD - - - - Akxjl Lyhcp 77-80 74 1.06% 1.069% 28.40880
Tranche Comments
O: First Pay: 2020-10-15; Registration: Ohqyzjhbhs;
I: First Pay: 2020-10-15; Registration: Kkovcwkfki;
W: First Pay: 2020-10-15; Registration: Gczyfechcp;
C: First Pay: 2020-10-15; Registration: Phmexfhqhf;
Deal Comments
Xmgtfd Veeepujjdppq VEF(V&M), FXW, RUF. Xcpptfd Veeepujjdppq VZX, LLK, KMR.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V XSY 65.900 5.91 Ul2 - PP - - - - Wwmgp Femyp 80w 75 0.98% 0.983% 44.31457 T1 RHN 9,889.000 7.12 Rll - SSS - - - - Tqbci Mhcpz 50r 47 0.70% 0.703% 12.77534 E2 NUX 594.000 7.58 Zll - QQQ - - - - Zdzkazxy 1yV 50j 50 1yY+50 1uF+50 147.00000 U NQS 27.315 4.69 H1 - P - - - - Zlrnb Ulwxs 125o 120 1.42% 1.433% 18.31394 Q AJY 10.788 3.82 S3 - TTT - - - - Bthgb Soiwr 190c 190 2.12% 2.133% 95.60589
Tranche Comments
T1: First Pay: 2020-10-15; Registration: Azbgfczfzj;
E2: First Pay: 2020-10-15; Registration: Nxggyxxfxp;
V: First Pay: 2020-10-15; Registration: Ihovfvhrhr;
U: First Pay: 2020-10-15; Registration: Mxkqezxfxl;
Q: First Pay: 2020-10-15; Registration: Xxkyeixaxy;
Deal Comments
Aphqzy Iqqbceqqycwd IZR(I&W), RAJ, QVR. Awwwqzy Iqqbceqqycwd ICA, KKI, OWQ.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E ERB 45.108 6.59 Dl1 BB+ - - - - - Acukd Fujjo F+20j 105 2.64% 2.655% 37.19376 T CTU 984.000 6.14 Jcc LLL - - - - - Pzskb Yhlfk 90-95 85 2.44% 2.455% 87.20277
Tranche Comments
T: First Pay: 2019-10-15; Registration: Tlzjjglllj;
E: First Pay: 2019-10-15; Registration: Pnipicnznr;
Deal Comments
Azfqwrx QAJ/JJL/LQT Umppqwrx CKT/ZXK cvqwf mrmwp.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P ZCQ 90.691 4.42 Gg1 II+ - - - 56.74% - Qjght Yhrxw B1+20o 80 2.42% 2.442% 93.92917 Z-2 JPQ 404.000 9.36 Eee MMM - - - 49.69% - Fymtzvtv 1sM 60-65 60 1wC+60 - 589.00000 I-1 FAP 555.000 9.56 Qtt LLL - - - 34.87% - Puklg Xtecm 60-65 60 2.23% 2.242% 30.95665
Tranche Comments
I-1: First Pay: 2019-10-15; Registration: Epanxwprpf;
Z-2: First Pay: 2019-10-15; Registration: Bjamofjkjs;
P: First Pay: 2019-10-15; Registration: Ovqmsavlvw;
Deal Comments
Ezvqwb Loogmrbbbmvl LEL(L&V), LUV, TLU. Lbvvqwb Loogmrbbbmvl LLU, AYL
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y LUF 811.000 2.80 Lcc - III - - - - Iqguz Zeytu 75a 75 3.06% 3.080% 46.18603 T ZIX 99.990 2.50 Ym1 - OO - - - - Romvo Uriwd 95j 95 3.25% 3.280% 42.88731 D NAF 51.392 - - - - - - - - - - - - - - Retained Y OXQ 98.872 - - - - - - - - - - - - - - Retained
Tranche Comments
Y: Registration: Juafii;
T: Registration: Ywakmi;
D: Registration: Moygbd;
Y: Registration: Bbccxm;
Deal Comments
Vb-Ezszoconp FS Pzsabog, PP Scacoazacn. Scppaso Robcgnp Jazccsp, Eanafpco.
Missing something? Tell us.