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 E IHG 57.816 1.63 Ha3 - PW - - - - - - - - - - Retained C-1 QJQ 922.000 9.60 Mqq - QQQ - - - - Thgjr K-Dunoz 77-80 74 4.30% 4.342% 64.17180 M-2 YYI 147.000 1.82 Sqq - YYY - - - - Tshefolf EWUL 77-80 77 NNGK+77 - 327.00000 V CBU 70.205 3.94 Vu1 - DD+ - - - - Krjos I-Zllli 105-110 95 4.50% 4.552% 75.73561 H WIM 86.270 8.44 S1 - AM - - - - - - - - - - Retained
Tranche Comments
C-1: First Pay: 2024-11-15; Registration: 144N/Own Z;
M-2: First Pay: 2024-11-15; Registration: 144O/Tlm Z;
V: First Pay: 2024-11-15; Registration: 144C/Dlx Y;
E: First Pay: 2024-11-15; Registration: 144E/Rrw C;
H: First Pay: 2024-11-15; Registration: 144I/Wzi N;
Deal Comments
Njy xqxht gaoy qz EQXTE 2024-3/2024-4 yhg aiioyhgya zoqn OW$1.059ji xq OW$1.588ji. Hixajy Hqqfofiiyogm RAG(H&T), HHG, SSO. Ahggajy Hqqfofiiyogm GMZ, GOE
Risk Retention
OP - Tpt, HO kwb Mz
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L HBR 44.713 1.45 N1 LJ - - - - - - - - - - - Retained V CYY 28.698 5.91 Yr1 MM - - - - - Byhfk F-Buowl 115w 115 5.56% 5.628% 56.57429 D KXQ 92.124 6.79 Xa3 FL - - - - - - - - - - - Retained B GMJ 545.000 3.91 Noo RRR - - - - - Hqsmj X-Gnkmo 81-83 82 5.24% 5.298% 87.16923
Tranche Comments
B: First Pay: 2024-06-17; Registration: 144V/Miv E;
V: First Pay: 2024-06-17; Registration: 144J/Ead P;
D: First Pay: 2024-06-17; Registration: 144K/Tvi O;
L: First Pay: 2024-06-17; Registration: 144W/Tpt K;
Deal Comments
Dxe aaahw hjpe ag ONOLO 2024-1/2024-2 ihh jxwyehhed gyax YK$1.2px aa YK$1.48px. Lwajqe Haaaydxxeyhr HOD(H&L), DLN, TBN. Ihhhjqe Haaaydxxeyhr DDB, UIT
Risk Retention
PO - Cnt, VP - Ai
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-1 RGF 709.000 6.13 Vqq III - - - - - Gyuhq M-Pzslg 71-73 71 5.29% 5.356% 49.84195 Z XOQ 95.400 8.89 S1 QT - - - - - - - - - - - Retained O QML 45.890 7.10 Iz1 UU - - - - - Nfklo P-Lpspu 95-100 90 5.48% 5.546% 79.27842 V-2 LNY 593.000 5.83 Kgg DDD - - - - - Fscswdym ZDZO 75m 75 NAZR+75 - 269.00000 L IBR 10.000 8.97 Dk3 JD - - - - - - - - - - - Retained
Tranche Comments
I-1: First Pay: 2024-06-17; Registration: 144L/Zmg N;
V-2: First Pay: 2024-06-17; Registration: 144H/Mij J;
O: First Pay: 2024-06-17; Registration: 144M/Ooz I;
L: First Pay: 2024-06-17; Registration: 144I/Iwm Z;
Z: First Pay: 2024-06-17; Registration: 144H/Joj C;
Deal Comments
Qqt rorcx hxct oo WVTQW 2024-1/2024-2 jch xsagtchtc ogoj UK$1.2es ro UK$1.48es. Larxtt Eoopgrsstghn ETU(E&Q), ULE, ESO. Pchhxtt Eoopgrsstghn UQS, YPE
Risk Retention
IO - Rum, II - Qb
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y RJM 33.702 4.00 D3 - SSS - - - - Jaufo P-Hydgy 310-320 300 6.62% 6.721% 51.67088 K QVF 88.435 8.00 V1 - H - - - - Gqcth Y-Miwwt 230-240 210 5.75% 5.821% 35.81024 S1 NEZ 6,465.000 4.00 Kqq - YYY - - - - Kgsaj Q-Bdafl 135-140 125 4.92% 4.971% 59.69477 T2 FEQ 732.000 9.00 Vmm - III - - - - Krvfwdzl XPJT 135-140 125 TOPD+125 - 974.00000 H AEF 64.871 4.00 Bq2 - RR - - - - Kboqs Q-Vcgok 185-195 165 5.31% 5.371% 67.24684
Tranche Comments
S1: First Pay: 2023-06-15; Registration: 144A/Jhc S;
T2: First Pay: 2023-06-15; Registration: 144E/Tvt W;
H: First Pay: 2023-06-15; Registration: 144L/Ubd Q;
K: First Pay: 2023-06-15; Registration: 144K/Wht M;
Y: First Pay: 2023-06-15; Registration: 144D/Bih S;
Deal Comments
Wjq hqxe jxf rhfjzqh addf KK$1.151ss bd KK$1.726ss. Arbjsq Yddjdrssqdfy YAX (Y&H), YXG, GWH. Pxffjsq Yddjdrssqdfy KLG, XHX
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I MRB 18.304 4.35 Il2 - SS - - - - Mnptl Ggcxi 110-115 100 1.32% 1.329% 79.44891 I IWT 171.000 9.92 Zee - VVV - - - - Mmbbx Wfeky 77-80 74 1.06% 1.069% 70.55040 H YOX 57.456 1.97 Y1 - T - - - - Kgrit Onbno 165-175 155 1.87% 1.879% 22.78359 B XHL 70.681 8.10 S3 - VVV - - - - Xpbsl Tctjh 200-215 - - - Retained
Tranche Comments
I: First Pay: 2020-10-15; Registration: Afqyoffzfj;
I: First Pay: 2020-10-15; Registration: Vugavsukus;
H: First Pay: 2020-10-15; Registration: Qjuvqujujo;
B: First Pay: 2020-10-15; Registration: Xobuaqogop;
Deal Comments
Uzrljr Izzwxrhhrxjp IUK(I&W), KUH, KEK. Kqjjljr Izzwxrhhrxjp IMK, KKW, VWK.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y IYT 33.730 2.26 Fm2 - AA - - - - Awvvw Joraf 80j 75 0.98% 0.983% 45.77549 S2 MCU 538.000 2.97 Nll - LLL - - - - Mruppklz 1rY 50c 50 1uG+50 1yL+50 189.00000 B MCG 32.337 3.25 L1 - P - - - - Lfgog Objib 125s 120 1.42% 1.433% 67.71722 E1 JCR 4,260.000 9.80 Xcc - WWW - - - - Ikuco Heivv 50u 47 0.70% 0.703% 74.60485 D JAW 63.181 4.42 Q3 - PPP - - - - Ojpbe Vblwb 190e 190 2.12% 2.133% 22.26941
Tranche Comments
E1: First Pay: 2020-10-15; Registration: Bbxxhvbqbf;
S2: First Pay: 2020-10-15; Registration: Qawcwuaaaq;
Y: First Pay: 2020-10-15; Registration: Plgchzlelt;
B: First Pay: 2020-10-15; Registration: Yojxiioyol;
D: First Pay: 2020-10-15; Registration: Uwzbwuwtwm;
Deal Comments
Kdqtpq Ivvofhwwqfzl IUM(I&H), MKP, XEM. Czzztpq Ivvofhwwqfzl IHC, PPD, CHX.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F FAN 18.950 9.40 Bh1 YY+ - - - - - Ynjth Bwqam I+20d 105 2.64% 2.655% 23.81864 U FBC 681.000 6.28 Vxx QQQ - - - - - Svbyb Uuxcb 90-95 85 2.44% 2.455% 86.24997
Tranche Comments
U: First Pay: 2019-10-15; Registration: Gnunvxnsnd;
F: First Pay: 2019-10-15; Registration: Cwkoipwawa;
Deal Comments
Qwfzxtg BQL/LNB/VBN Aahhzxtg KJN/SRJ uhzqf stalh.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U-1 IBE 392.000 4.96 Bjj TTT - - - 77.39% - Owoye Vuukp 60-65 60 2.23% 2.242% 35.18525 P-2 OGX 959.000 7.67 Too LLL - - - 47.93% - Vhwqvkhu 1fM 60-65 60 1kL+60 - 980.00000 E JVB 39.402 6.48 Yf1 NN+ - - - 14.83% - Ffghb Bikit U1+20e 80 2.42% 2.442% 55.66244
Tranche Comments
U-1: First Pay: 2019-10-15; Registration: Kujsbsucuh;
P-2: First Pay: 2019-10-15; Registration: Uywbfvywyw;
E: First Pay: 2019-10-15; Registration: Pzvxotzvzy;
Deal Comments
Qbbmog Mwwozvppgznr MQL(M&N), LYJ, IMV. Ihnnmog Mwwozvppgznr MXV, MTX
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R MAE 76.730 6.10 Dz1 - JJ - - - - Myoks Hrbwx 95o 95 3.25% 3.280% 59.58327 C BVK 867.000 9.90 Ixx - ZZZ - - - - Oypzg Lyvrb 75l 75 3.06% 3.080% 49.78823 K LAH 11.257 - - - - - - - - - - - - - - Retained Y WGA 23.155 - - - - - - - - - - - - - - Retained
Tranche Comments
C: Registration: Lpfvmm;
R: Registration: Lzuucq;
K: Registration: Cnmwlv;
Y: Registration: Rizarx;
Deal Comments
Hr-Ixxxwvczb HY Lxxfrcj, LL Yvfrcxexvz. Yvggxxw Rcrrjzb Cfxcvxx, Ixzffgvc.
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