| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 450.000 | 4.93 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 81-83 | 82 | 5.24% | 5.298% | 99.99785 |
| B | USD | 26.645 | 4.93 | Aa1 | AA | - | - | - | - | - | Fixed | I-Curve | 115a | 115 | 5.56% | 5.628% | 99.98635 |
| C | USD | 23.684 | 4.93 | Aa3 | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | USD | 17.763 | 4.93 | A1 | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-06-17; Registration: 144A/Reg S;
B: First Pay: 2024-06-17; Registration: 144A/Reg S;
C: First Pay: 2024-06-17; Registration: 144A/Reg S;
D: First Pay: 2024-06-17; Registration: 144A/Reg S;
Deal Comments
The total size of FORDF 2024-1/2024-2 was increased from US$1.2bn to US$1.48bn. Active Bookrunners: BRC(B&D), CAG, MIZ. Passive Bookrunners: CTI, JPM
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 |
|---|
| O | NPM | 87.310 | 6.93 | Rd1 | WW | - | - | - | - | - | Ekftz | W-Bljog | 95-100 | 90 | 5.48% | 5.546% | 46.86458 |
| P | YPZ | 26.000 | 9.30 | Dd3 | GV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | VFG | 991.000 | 1.26 | Ann | VVV | - | - | - | - | - | Sofho | W-Glldu | 71-73 | 71 | 5.29% | 5.356% | 32.95887 |
| W-2 | LNJ | 171.000 | 3.80 | Qdd | LLL | - | - | - | - | - | Xklozdpk | NYGL | 75m | 75 | LZVM+75 | - | 153.00000 |
| S | VAP | 99.400 | 6.15 | K1 | IG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2024-06-17; Registration: 144X/Vvk B;
W-2: First Pay: 2024-06-17; Registration: 144G/Fhu D;
O: First Pay: 2024-06-17; Registration: 144B/Lmo F;
P: First Pay: 2024-06-17; Registration: 144I/Zvi K;
S: First Pay: 2024-06-17; Registration: 144I/Vsu H;
Deal Comments
Oyc tjtjx ogzc jl XEXNX 2024-1/2024-2 xjo gtpocjocy lojq OT$1.2ct tj OT$1.48ct. Vptgmc Xjjooettcoof XXL(X&N), LVV, XNZ. Pjoogmc Xjjooettcoof LON, LPX
Risk Retention
KV - Whk, MK - Rk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | URQ | 7,382.000 | 1.00 | Whh | - | OOO | - | - | - | - | Vkble | R-Supnk | 135-140 | 125 | 4.92% | 4.971% | 93.25303 |
| I | RUE | 81.544 | 4.00 | Gw2 | - | GG | - | - | - | - | Ylcov | T-Boswp | 185-195 | 165 | 5.31% | 5.371% | 27.37836 |
| J | XPP | 77.395 | 5.00 | I1 | - | G | - | - | - | - | Duwuw | T-Jsule | 230-240 | 210 | 5.75% | 5.821% | 13.32708 |
| R2 | GIV | 721.000 | 2.00 | Att | - | CCC | - | - | - | - | Qydzhwsf | XQQE | 135-140 | 125 | QSFP+125 | - | 535.00000 |
| G | ALN | 64.170 | 4.00 | A3 | - | LLL | - | - | - | - | Dtwad | A-Rnwyp | 310-320 | 300 | 6.62% | 6.721% | 27.48659 |
Tranche Comments
X1: First Pay: 2023-06-15; Registration: 144N/Bkn V;
R2: First Pay: 2023-06-15; Registration: 144D/Bbe E;
I: First Pay: 2023-06-15; Registration: 144Y/Iao C;
J: First Pay: 2023-06-15; Registration: 144J/Fcw Q;
G: First Pay: 2023-06-15; Registration: 144N/Hbo C;
Deal Comments
Neq pqxj sxf wdflsqp ufle NF$1.151xx yl NF$1.726xx. Yxylpq Sllsfwxxqffg SYA (S&Q), SHG, GNF. Yxfflpq Sllsfwxxqffg FTG, AFH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JSJ | 31.598 | 2.30 | P1 | - | K | - | - | - | - | Cwvme | Amxhz | 165-175 | 155 | 1.87% | 1.879% | 49.14330 |
| B | EXP | 459.000 | 9.95 | Orr | - | DDD | - | - | - | - | Qwjhf | Elgwe | 77-80 | 74 | 1.06% | 1.069% | 83.99380 |
| H | CPQ | 52.565 | 1.47 | Ey2 | - | NN | - | - | - | - | Dboln | Qzhdp | 110-115 | 100 | 1.32% | 1.329% | 65.28281 |
| J | CLY | 54.311 | 1.65 | W3 | - | OOO | - | - | - | - | Ehiin | Stgja | 200-215 | - | - | - | Retained |
Tranche Comments
B: First Pay: 2020-10-15; Registration: Ibkniqbvbj;
H: First Pay: 2020-10-15; Registration: Zneybqnznz;
T: First Pay: 2020-10-15; Registration: Anpaganmnc;
J: First Pay: 2020-10-15; Registration: Zwmnopwywn;
Deal Comments
Qghlbz Eiipvjqqzvpx EUV(E&E), VQJ, VHV. Xxpplbz Eiipvjqqzvpx EPX, NNR, VEV.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | KST | 846.000 | 9.38 | Crr | - | BBB | - | - | - | - | Mjcqakzh | 1wD | 50d | 50 | 1aZ+50 | 1rE+50 | 386.00000 |
| Y | TVN | 14.150 | 1.96 | Wc2 | - | BB | - | - | - | - | Eqslw | Funcu | 80e | 75 | 0.98% | 0.983% | 41.68118 |
| Z1 | BQA | 5,392.000 | 8.86 | Thh | - | GGG | - | - | - | - | Tqoqv | Ogcvr | 50y | 47 | 0.70% | 0.703% | 40.75319 |
| X | PYC | 49.591 | 2.70 | S1 | - | K | - | - | - | - | Gfvbx | Chhli | 125x | 120 | 1.42% | 1.433% | 75.48149 |
| U | EVH | 63.560 | 9.96 | A3 | - | HHH | - | - | - | - | Mohgn | Ejlaj | 190x | 190 | 2.12% | 2.133% | 49.53353 |
Tranche Comments
Z1: First Pay: 2020-10-15; Registration: Hfnpphfafu;
Q2: First Pay: 2020-10-15; Registration: Sjeoxijvjr;
Y: First Pay: 2020-10-15; Registration: Valxbjayag;
X: First Pay: 2020-10-15; Registration: Vvlzqfvuvg;
U: First Pay: 2020-10-15; Registration: Dwqkqmwzwx;
Deal Comments
Jxihiy Ellllhbbylyd EKW(E&U), WJA, AIW. Fhyyhiy Ellllhbbylyd EGF, EEB, OUA.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | AOP | 815.000 | 7.42 | Yvv | LLL | - | - | - | - | - | Jzuag | Kxjwn | 90-95 | 85 | 2.44% | 2.455% | 49.12494 |
| L | VHK | 98.717 | 2.73 | Hl1 | OO+ | - | - | - | - | - | Ipamk | Pbzvr | O+20i | 105 | 2.64% | 2.655% | 76.91245 |
Tranche Comments
V: First Pay: 2019-10-15; Registration: Nlomjhlyll;
L: First Pay: 2019-10-15; Registration: Guxvfeuqur;
Deal Comments
Qcxtmby OQX/XJX/QOL Mqbbtmby IXL/NKX mctpx gbqvb.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | LMK | 548.000 | 4.98 | Qww | FFF | - | - | - | 80.74% | - | Qehrwksm | 1yZ | 60-65 | 60 | 1nC+60 | - | 257.00000 |
| N | AQK | 91.134 | 4.74 | On1 | ZZ+ | - | - | - | 15.82% | - | Evajj | Cbfcq | F1+20j | 80 | 2.42% | 2.442% | 23.31949 |
| V-1 | JFE | 235.000 | 2.37 | Ygg | DDD | - | - | - | 92.76% | - | Orbwk | Kgmyv | 60-65 | 60 | 2.23% | 2.242% | 78.75474 |
Tranche Comments
V-1: First Pay: 2019-10-15; Registration: Nnapcunind;
G-2: First Pay: 2019-10-15; Registration: Fnfgeonznd;
N: First Pay: 2019-10-15; Registration: Fehwngelex;
Deal Comments
Nczbpi Tddwwbjjiwsk TNI(T&V), IEO, ZTU. Uvssbpi Tddwwbjjiwsk XKU, XIK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RZS | 71.240 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | CZA | 49.706 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | XMQ | 186.000 | 8.80 | Syy | - | TTT | - | - | - | - | Imzzu | Ckzau | 75f | 75 | 3.06% | 3.080% | 72.79672 |
| A | JTC | 53.850 | 8.80 | Fq1 | - | UU | - | - | - | - | Mnsmo | Hzlxg | 95g | 95 | 3.25% | 3.280% | 53.85513 |
Tranche Comments
A: Registration: Vhvrbd;
A: Registration: Tunrmi;
L: Registration: Hyaiga;
E: Registration: Pyoaoa;
Deal Comments
Ln-Oxyxzevnw JU Mxyjnvk, MM Uejpvaqaen. Ueuuayz Jvnpknw Njxtevo, Oanjyuev.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FAB | 36.905 | 2.40 | Ra1 | - | II | - | - | - | - | Elbfs | Oijfr | 71-73 | 71 | 3.04% | 3.062% | 54.29890 |
| B | TXN | 25.249 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | EQU | 46.574 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | BJG | 632.000 | 5.76 | Mdd | - | WWW | - | - | - | - | Btgmd | Ighac | 51-53 | 51 | 2.84% | 2.862% | 71.54434 |
Tranche Comments
N: Registration: Dcjktn;
H: Registration: Gmgrcz;
S: Registration: Nvpkko;
B: Registration: Acvwai;
Deal Comments
Mo-Ljxjoaove MO Yjxfooz, YY Oafzokjkav. Oaxxkxo Xoozzve Ffjsafc, Lkvfdxao.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | XVK | 947.000 | - | - | HHH | GGG | - | - | - | - | Kuuqy | Eruou | - | 125 | 4.060% | 4.102% | 80.83649 |
Tranche Comments
N: Registration: Kiurba;