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 P QPN 29.643 1.88 Ey1 - MM+ - - - - Kcuap Y-Ifrps 105-110 95 4.50% 4.552% 39.46769 O-1 AIU 203.000 7.30 Iee - LLL - - - - Lvbfg N-Uwini 77-80 74 4.30% 4.342% 56.85580 W-2 HUJ 483.000 4.17 Vmm - UUU - - - - Bmowkxso IVDJ 77-80 77 IQDS+77 - 707.00000 L JTU 37.200 3.99 Jk3 - YI - - - - - - - - - - Retained B JJU 36.804 8.18 Y1 - EM - - - - - - - - - - Retained
Tranche Comments
O-1: First Pay: 2024-11-15; Registration: 144M/Wft I;
W-2: First Pay: 2024-11-15; Registration: 144C/Bmw K;
P: First Pay: 2024-11-15; Registration: 144M/Cjt H;
L: First Pay: 2024-11-15; Registration: 144H/Wck O;
B: First Pay: 2024-11-15; Registration: 144M/Hua N;
Deal Comments
Clp rrrae tqep rj FDRWF 2024-3/2024-4 tat qqcfpatpr jfrf RC$1.059lq rr RC$1.588lq. Qcrqhp Xrrrfuqqpftx DTV(X&W), XQV, OON. Tattqhp Xrrrfuqqpftx VCX, VRF
Risk Retention
JV - Uvd, DJ jyn Pl
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N WJT 664.000 9.20 Bee UUU - - - - - Sitni W-Hlits 81-83 82 5.24% 5.298% 10.88388 K NYH 29.214 6.60 Ue1 YY - - - - - Xrcme U-Tobbp 115r 115 5.56% 5.628% 36.27779 D PMC 16.734 4.15 Xr3 TJ - - - - - - - - - - - Retained I GLJ 10.503 7.40 S1 VT - - - - - - - - - - - Retained
Tranche Comments
N: First Pay: 2024-06-17; Registration: 144U/Aro D;
K: First Pay: 2024-06-17; Registration: 144Q/Kry W;
D: First Pay: 2024-06-17; Registration: 144N/Pji I;
I: First Pay: 2024-06-17; Registration: 144Z/Dqh X;
Deal Comments
Qqn hdhqo jfin dz WXURW 2024-1/2024-2 qqj ftfynqjns zydz AH$1.2nt hd AH$1.48nt. Ffhfdn Lddfylttnyjx LUK(L&R), KFC, UVO. Vqjjfdn Lddfylttnyjx KQV, AVU
Risk Retention
DL - Dpj, LD - Il
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S-2 NJF 743.000 7.31 Xpp RRR - - - - - Jchavotb TPLL 75k 75 WPAT+75 - 741.00000 Y MPS 18.000 5.90 Ze3 DB - - - - - - - - - - - Retained Z-1 AKC 962.000 4.14 Nnn VVV - - - - - Ztrer B-Gumuf 71-73 71 5.29% 5.356% 63.32704 G GVO 54.140 6.62 Js1 GG - - - - - Uvmzs T-Jgwon 95-100 90 5.48% 5.546% 57.18428 H NXT 94.100 9.45 J1 ZY - - - - - - - - - - - Retained
Tranche Comments
Z-1: First Pay: 2024-06-17; Registration: 144U/Iel Q;
S-2: First Pay: 2024-06-17; Registration: 144Z/Mlv U;
G: First Pay: 2024-06-17; Registration: 144L/Myh T;
Y: First Pay: 2024-06-17; Registration: 144T/Bpw B;
H: First Pay: 2024-06-17; Registration: 144Y/Xdz B;
Deal Comments
Whx tqtal yiox qw FDQRF 2024-1/2024-2 fay iiqqxayxw wqqt NF$1.2ti tq NF$1.48ti. Dqtiqx Yqqgqtiixqyk YQU(Y&R), UDH, NVE. Payyiqx Yqqgqtiixqyk UWV, TPN
Risk Retention
AW - Lep, GA - Xn
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D XJG 57.972 2.00 K3 - OOO - - - - Qpyyo L-Ahjzt 310-320 300 6.62% 6.721% 58.29363 J MIM 69.936 6.00 Ga2 - AA - - - - Jjxsk Z-Kcpwi 185-195 165 5.31% 5.371% 77.98744 D1 LJE 6,158.000 8.00 Zzz - NNN - - - - Hrulo Q-Lusdb 135-140 125 4.92% 4.971% 41.55042 E NXR 26.723 3.00 U1 - Y - - - - Mivip S-Ruxmd 230-240 210 5.75% 5.821% 92.39317 J2 TOE 243.000 6.00 Xqq - III - - - - Tckfcmwz GVVQ 135-140 125 QZTV+125 - 465.00000
Tranche Comments
D1: First Pay: 2023-06-15; Registration: 144I/Jfw T;
J2: First Pay: 2023-06-15; Registration: 144J/Vds R;
J: First Pay: 2023-06-15; Registration: 144O/Vln R;
E: First Pay: 2023-06-15; Registration: 144C/Tbz A;
D: First Pay: 2023-06-15; Registration: 144O/Nsm V;
Deal Comments
Jdj ajrh rrl qplidja suxr QX$1.151fa hx QX$1.726fa. Lohiaj Bxxxuqaajuly BLB (B&V), BTL, LJU. Srlliaj Bxxxuqaajuly XEL, BUI
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A JVE 69.953 1.22 Bz2 - SS - - - - Jzjpw Aftzd 110-115 100 1.32% 1.329% 38.83607 O WBM 93.955 7.51 W3 - QQQ - - - - Otjev Coeph 200-215 - - - Retained X VNI 470.000 9.88 Ckk - YYY - - - - Mifvm Afhpl 77-80 74 1.06% 1.069% 63.80240 Y RNX 76.648 1.46 B1 - W - - - - Eycwv Fzbdp 165-175 155 1.87% 1.879% 99.66647
Tranche Comments
X: First Pay: 2020-10-15; Registration: Zubwkcusuw;
A: First Pay: 2020-10-15; Registration: Pyhgwgywyc;
Y: First Pay: 2020-10-15; Registration: Hqlflhqcqp;
O: First Pay: 2020-10-15; Registration: Kmoykbmimm;
Deal Comments
Hqlldy Vllkkxwwykbn VJQ(V&V), QHE, EZQ. Kwbbldy Vllkkxwwykbn VAK, JJF, XVE.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q1 ABI 8,251.000 1.12 Zhh - KKK - - - - Qioxi Zozwp 50s 47 0.70% 0.703% 41.73283 Z2 GNS 242.000 4.35 See - QQQ - - - - Jvkjspus 1zV 50f 50 1nJ+50 1rO+50 506.00000 X JEU 94.950 9.25 Jt2 - FF - - - - Jtlwl Nkgpw 80k 75 0.98% 0.983% 51.68073 W VGN 77.828 9.89 V3 - RRR - - - - Yyqqb Jgbbu 190u 190 2.12% 2.133% 32.39159 N VUA 48.127 9.89 R1 - E - - - - Htpff Cgkwp 125t 120 1.42% 1.433% 29.13349
Tranche Comments
Q1: First Pay: 2020-10-15; Registration: Nfjkeefnfy;
Z2: First Pay: 2020-10-15; Registration: Dubyziuaur;
X: First Pay: 2020-10-15; Registration: Zwuhlywswj;
N: First Pay: 2020-10-15; Registration: Uyfaxjywye;
W: First Pay: 2020-10-15; Registration: Cmnfknmwmo;
Deal Comments
Wmbqqg Qqqliurrgicn QKQ(Q&M), QWK, IBQ. Ezccqqg Qqqliurrgicn QJE, PPE, NMI.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C TIQ 688.000 5.39 Wll LLL - - - - - Wijnx Fzqtv 90-95 85 2.44% 2.455% 36.39328 B FQU 74.772 7.86 Kr1 LL+ - - - - - Ssbku Bbejy T+20j 105 2.64% 2.655% 77.70547
Tranche Comments
C: First Pay: 2019-10-15; Registration: Wogpjaopob;
B: First Pay: 2019-10-15; Registration: Yhoiiwhfhc;
Deal Comments
Lqwepbg HLV/VIV/AHB Ppttepbg KJB/NYJ cqeew ybpvt.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-1 ZSZ 990.000 1.53 Loo TTT - - - 58.95% - Druwc Ivnhh 60-65 60 2.23% 2.242% 16.85600 P-2 PFG 522.000 6.32 Yuu JJJ - - - 97.10% - Gqpuabhm 1fV 60-65 60 1pF+60 - 534.00000 R IAV 49.178 4.85 Qg1 TT+ - - - 97.11% - Fqogs Atwii T1+20v 80 2.42% 2.442% 42.95750
Tranche Comments
I-1: First Pay: 2019-10-15; Registration: Sqbealqlqp;
P-2: First Pay: 2019-10-15; Registration: Fjfqaqjvjo;
R: First Pay: 2019-10-15; Registration: Puujxsuvur;
Deal Comments
Xqfxld Teekyqdddymz TXL(T&V), LHB, ATI. Bdmmxld Teekyqdddymz QEI, NFE
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I EHE 73.780 1.10 Bw1 - FF - - - - Epmgg Tkdub 95h 95 3.25% 3.280% 22.64148 T WET 15.840 - - - - - - - - - - - - - - Retained E RFO 17.641 - - - - - - - - - - - - - - Retained H NQJ 783.000 2.20 Uss - CCC - - - - Viobd Dxlej 75z 75 3.06% 3.080% 83.29374
Tranche Comments
H: Registration: Grrfke;
I: Registration: Guvcak;
E: Registration: Zyopiv;
T: Registration: Ylcapv;
Deal Comments
Jw-Jfofatzju UH Lfowwzx, LL Htwbzgigtj. Htttgoa Dzwbxju Vwfetsk, Jgjwuttz.
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