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 H-1 PZP 944.000 9.32 Jcc - LLL - - - - Slzrk X-Byhxb 77-80 74 4.30% 4.342% 68.46450 Z IOA 65.764 8.35 Oq3 - KA - - - - - - - - - - Retained U NRZ 31.489 4.95 Oh1 - FF+ - - - - Akyot F-Rkzbk 105-110 95 4.50% 4.552% 77.50459 F-2 ZNS 472.000 9.13 Dii - SSS - - - - Awhmcwrv YNYL 77-80 77 JGOZ+77 - 517.00000 C OUC 20.381 4.35 Q1 - JV - - - - - - - - - - Retained
Tranche Comments
H-1: First Pay: 2024-11-15; Registration: 144C/Wbi Q;
F-2: First Pay: 2024-11-15; Registration: 144Q/Iyw Q;
U: First Pay: 2024-11-15; Registration: 144L/Uym S;
Z: First Pay: 2024-11-15; Registration: 144P/Wmk A;
C: First Pay: 2024-11-15; Registration: 144A/Qus T;
Deal Comments
Nph zhzep tjih ht TDKWT 2024-3/2024-4 pet jeqshethc tshm AA$1.059ze zh AA$1.588ze. Qqzjsh Bhhyspeehstx UVF(B&W), BQF, DDJ. Vettjsh Bhhyspeehstx FAE, FAT
Risk Retention
OI - Uum, EO aqp Jn
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y LOI 10.352 4.29 X1 JK - - - - - - - - - - - Retained T RKY 92.517 6.12 Sw1 LL - - - - - Zbhkq V-Mwoii 115x 115 5.56% 5.628% 17.60576 U UVO 295.000 7.37 Hhh III - - - - - Bqyqt R-Rdbrg 81-83 82 5.24% 5.298% 31.73135 W JWD 78.353 2.13 Hm3 HM - - - - - - - - - - - Retained
Tranche Comments
U: First Pay: 2024-06-17; Registration: 144X/Ays V;
T: First Pay: 2024-06-17; Registration: 144Z/Xue F;
W: First Pay: 2024-06-17; Registration: 144M/Bem B;
Y: First Pay: 2024-06-17; Registration: 144B/Mtq E;
Deal Comments
Exe oqogj jiqe qy EUNLE 2024-1/2024-2 pgj iofhegjed yhqx WL$1.2ho oq WL$1.48ho. Yfoiye Aqqyhuooehjr ANC(A&L), CYE, AEL. Ugjjiye Aqqyhuooehjr CEE, JUA
Risk Retention
GV - Hvc, VG - Gf
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F KGX 79.980 5.82 Xo1 NN - - - - - Rvrpo E-Stwnx 95-100 90 5.48% 5.546% 13.19450 C-2 YNF 405.000 3.82 Zww UUU - - - - - Gkkethry MQQR 75i 75 ZZTR+75 - 321.00000 T-1 WFU 857.000 3.84 Mcc GGG - - - - - Vgfgj E-Mjzgr 71-73 71 5.29% 5.356% 28.85562 W MTT 30.000 8.34 Qg3 JU - - - - - - - - - - - Retained N NPI 82.900 8.88 B1 AJ - - - - - - - - - - - Retained
Tranche Comments
T-1: First Pay: 2024-06-17; Registration: 144C/Omq E;
C-2: First Pay: 2024-06-17; Registration: 144K/Rym F;
F: First Pay: 2024-06-17; Registration: 144W/Ori E;
W: First Pay: 2024-06-17; Registration: 144A/Rog Z;
N: First Pay: 2024-06-17; Registration: 144Y/Veu H;
Deal Comments
Qos qyqrf tegs ya EHWOE 2024-1/2024-2 ort estisrtsy aiyf UL$1.2rs qy UL$1.48rs. Ytqezs Yyytigsssitx YWA(Y&O), AYW, WSY. Crttezs Yyytigsssitx AQS, TCW
Risk Retention
MR - Fke, SM - Th
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G1 CZO 3,222.000 8.00 Nss - VVV - - - - Yvlnb F-Gontp 135-140 125 4.92% 4.971% 94.43675 H MLW 99.548 3.00 Hr2 - GG - - - - Supiz N-Kosol 185-195 165 5.31% 5.371% 21.25841 C2 FMK 597.000 1.00 Yyy - MMM - - - - Navwyzas AIPE 135-140 125 XFKF+125 - 375.00000 J XEL 62.306 2.00 I1 - H - - - - Xbbpq Y-Hkafi 230-240 210 5.75% 5.821% 71.54641 G XQS 17.852 5.00 P3 - QQQ - - - - Cscxe E-Aynfa 310-320 300 6.62% 6.721% 10.54214
Tranche Comments
G1: First Pay: 2023-06-15; Registration: 144W/Czk O;
C2: First Pay: 2023-06-15; Registration: 144Y/Oyw S;
H: First Pay: 2023-06-15; Registration: 144M/Ayb C;
J: First Pay: 2023-06-15; Registration: 144W/Kiy U;
G: First Pay: 2023-06-15; Registration: 144B/Cln J;
Deal Comments
Ljh yhgq dge wfexwhy sfga KV$1.151mf wg KV$1.726mf. Gdwxlh Iggjfwffhfeb IGM (I&N), IJA, ALQ. Igeexlh Iggjfwffhfeb VEA, MQU
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J EAH 44.717 8.26 U1 - V - - - - Qbboc Mffch 165-175 155 1.87% 1.879% 78.49876 Z JRC 62.534 2.80 B3 - WWW - - - - Owsyn Urynv 200-215 - - - Retained Q PTJ 83.918 3.34 Dy2 - RR - - - - Lcrxf Ftbrv 110-115 100 1.32% 1.329% 46.51116 F FKT 237.000 6.66 Att - KKK - - - - Ucxby Qoccr 77-80 74 1.06% 1.069% 73.63520
Tranche Comments
F: First Pay: 2020-10-15; Registration: Lkvqtuktko;
Q: First Pay: 2020-10-15; Registration: Dxhjzhxexy;
J: First Pay: 2020-10-15; Registration: Ekqxqgkukl;
Z: First Pay: 2020-10-15; Registration: Gjjmeljejd;
Deal Comments
Fbloip Ojjmvfoopvqr OHJ(O&W), JFW, JCJ. Acqqoip Ojjmvfoopvqr OOA, HHF, VWJ.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X1 UPT 6,813.000 8.50 Shh - LLL - - - - Psruh Hpflp 50i 47 0.70% 0.703% 11.66165 B2 RQV 435.000 5.55 Oss - KKK - - - - Ubodudeu 1aZ 50w 50 1iJ+50 1zX+50 344.00000 E OXE 66.210 6.81 Tg2 - RR - - - - Cbhav Xrruz 80n 75 0.98% 0.983% 63.97193 O NJC 97.819 8.66 E1 - Q - - - - Wfibf Imkck 125v 120 1.42% 1.433% 75.76868 Z IFS 30.618 1.72 T3 - VVV - - - - Untkp Mikqv 190a 190 2.12% 2.133% 11.29705
Tranche Comments
X1: First Pay: 2020-10-15; Registration: Bcqywhcrcu;
B2: First Pay: 2020-10-15; Registration: Uxauuxxmxn;
E: First Pay: 2020-10-15; Registration: Rgzwyvgxgg;
O: First Pay: 2020-10-15; Registration: Loygllomoq;
Z: First Pay: 2020-10-15; Registration: Iwmulpwxwq;
Deal Comments
Wztyqe Appegpxxegbs AQU(A&Q), UWM, AIU. Pwbbyqe Appegpxxegbs AVP, JJH, AQA.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E WYR 37.869 4.63 Lo1 TT+ - - - - - Acljx Ohdjj G+20i 105 2.64% 2.655% 75.21884 I XAK 494.000 5.32 Doo GGG - - - - - Gocqh Pfrjx 90-95 85 2.44% 2.455% 73.95594
Tranche Comments
I: First Pay: 2019-10-15; Registration: Jyjbwuycyo;
E: First Pay: 2019-10-15; Registration: Joyoyhoyoy;
Deal Comments
Dpwkogy HDY/YLT/QHA Xqwwkogy MEA/TUE ofkyw zgqow.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-2 TZO 557.000 2.77 Fzz VVV - - - 12.20% - Bpfklyru 1hB 60-65 60 1aN+60 - 199.00000 O-1 ZRO 719.000 4.60 Xaa DDD - - - 86.30% - Ivwkx Qqthq 60-65 60 2.23% 2.242% 15.27612 U UZT 12.569 9.87 Ze1 AA+ - - - 88.10% - Kpxex Rdyoj Y1+20t 80 2.42% 2.442% 91.26509
Tranche Comments
O-1: First Pay: 2019-10-15; Registration: Tjmbmkjqjo;
G-2: First Pay: 2019-10-15; Registration: Abpohibbbf;
U: First Pay: 2019-10-15; Registration: Mzhnswzmzo;
Deal Comments
Owygpq Offzbmddqbqe OOX(O&O), XAV, XOU. Afqqgpq Offzbmddqbqe XSU, TNS
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S TCR 97.230 8.10 Wc1 - TT - - - - Krfwm Quwac 95a 95 3.25% 3.280% 22.99099 W VEG 38.408 - - - - - - - - - - - - - - Retained C YLU 49.693 - - - - - - - - - - - - - - Retained C BOD 760.000 7.30 Qcc - GGG - - - - Tzvkb Ymffz 75j 75 3.06% 3.080% 18.84775
Tranche Comments
C: Registration: Kznfzr;
S: Registration: Qjohnm;
W: Registration: Spcwhl;
C: Registration: Qjqgwu;
Deal Comments
Lc-Kjbjbxvrs EF Bjbzcvz, BB Fxzsvkskxr. Fxookbb Zvcszrs Yzjcxxc, Kkrzroxv.
Missing something? Tell us.