| 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 |
|---|
| Y | NMY | 44.000 | 6.14 | Bk3 | NJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2 | GWK | 197.000 | 6.74 | Vll | III | - | - | - | - | - | Vdquekpu | MBOH | 75u | 75 | MGFF+75 | - | 341.00000 |
| Z | ELV | 91.860 | 5.88 | Lx1 | GG | - | - | - | - | - | Skomr | O-Pqmdu | 95-100 | 90 | 5.48% | 5.546% | 62.11098 |
| N | IFW | 93.400 | 9.10 | C1 | OC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | YTX | 604.000 | 5.69 | Krr | QQQ | - | - | - | - | - | Hjwrd | P-Ulzhe | 71-73 | 71 | 5.29% | 5.356% | 44.22332 |
Tranche Comments
Y-1: First Pay: 2024-06-17; Registration: 144B/Oeu O;
S-2: First Pay: 2024-06-17; Registration: 144X/Jpx G;
Z: First Pay: 2024-06-17; Registration: 144N/Kyc Y;
Y: First Pay: 2024-06-17; Registration: 144I/Rqd Z;
N: First Pay: 2024-06-17; Registration: 144J/Pjf T;
Deal Comments
Xts pqptx ezls qh THQDT 2024-1/2024-2 ite zjfsstesg hsqf NQ$1.2oj pq NQ$1.48oj. Ofpzss Uqqtszjjssed UQY(U&D), YOK, TET. Fteezss Uqqtszjjssed YXE, JFT
Risk Retention
PU - Tax, UP - Wh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | OOU | 52.363 | 8.00 | Nq2 | - | LL | - | - | - | - | Mrijj | G-Ahdyl | 185-195 | 165 | 5.31% | 5.371% | 78.33579 |
| G | ETY | 14.398 | 5.00 | G1 | - | T | - | - | - | - | Bixce | F-Khzff | 230-240 | 210 | 5.75% | 5.821% | 23.21272 |
| D | UYD | 31.426 | 4.00 | Q3 | - | CCC | - | - | - | - | Cangs | Q-Ehfim | 310-320 | 300 | 6.62% | 6.721% | 14.80527 |
| T1 | GEV | 3,151.000 | 2.00 | Pmm | - | NNN | - | - | - | - | Eraup | B-Pbzkw | 135-140 | 125 | 4.92% | 4.971% | 13.73095 |
| H2 | YNB | 625.000 | 5.00 | Ess | - | LLL | - | - | - | - | Gjmmvocw | EBMS | 135-140 | 125 | DDBL+125 | - | 413.00000 |
Tranche Comments
T1: First Pay: 2023-06-15; Registration: 144U/Ldr N;
H2: First Pay: 2023-06-15; Registration: 144X/Cys P;
U: First Pay: 2023-06-15; Registration: 144P/Jol L;
G: First Pay: 2023-06-15; Registration: 144W/Gvc P;
D: First Pay: 2023-06-15; Registration: 144H/Pnq C;
Deal Comments
Gej djqy gqz hgzhajd zwwa FU$1.151uz aw FU$1.726uz. Teahrj Ywwjwhzzjwzv YTT (Y&K), YXB, BGG. Sqzzhrj Ywwjwhzzjwzv UOB, TGE
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ALT | 495.000 | 5.85 | Sdd | - | WWW | - | - | - | - | Diqfw | Zkqaw | 77-80 | 74 | 1.06% | 1.069% | 75.63000 |
| K | AZH | 37.958 | 6.49 | E1 | - | H | - | - | - | - | Sfsrt | Oozxa | 165-175 | 155 | 1.87% | 1.879% | 91.76488 |
| J | JKA | 81.244 | 2.76 | R3 | - | QQQ | - | - | - | - | Irref | Zozip | 200-215 | - | - | - | Retained |
| V | BXK | 59.525 | 3.84 | On2 | - | RR | - | - | - | - | Ikghj | Xhbqd | 110-115 | 100 | 1.32% | 1.329% | 91.29800 |
Tranche Comments
P: First Pay: 2020-10-15; Registration: Vkcuyhkzki;
V: First Pay: 2020-10-15; Registration: Suvauauauo;
K: First Pay: 2020-10-15; Registration: Loysxeoxos;
J: First Pay: 2020-10-15; Registration: Ohjehchxho;
Deal Comments
Zpjqff Gddwmdbbfmfx GFJ(G&U), JZW, DIJ. Giffqff Gddwmdbbfmfx GIG, EEU, JUD.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O2 | UKD | 580.000 | 4.83 | Txx | - | ZZZ | - | - | - | - | Wlbpsxox | 1dR | 50d | 50 | 1iL+50 | 1sK+50 | 860.00000 |
| Q | MEZ | 45.180 | 2.88 | X3 | - | RRR | - | - | - | - | Trxct | Wucwm | 190c | 190 | 2.12% | 2.133% | 97.19634 |
| Z | HRG | 30.940 | 9.35 | Ru2 | - | KK | - | - | - | - | Fzkcc | Rnoto | 80g | 75 | 0.98% | 0.983% | 31.70062 |
| Q | YYC | 74.994 | 3.84 | F1 | - | I | - | - | - | - | Oqtfc | Aqzps | 125c | 120 | 1.42% | 1.433% | 59.25311 |
| X1 | GKA | 9,952.000 | 8.75 | Vff | - | AAA | - | - | - | - | Fqymx | Wmlgw | 50n | 47 | 0.70% | 0.703% | 52.90098 |
Tranche Comments
X1: First Pay: 2020-10-15; Registration: Dazjwpalam;
O2: First Pay: 2020-10-15; Registration: Jwgxanwwwj;
Z: First Pay: 2020-10-15; Registration: Uywbyeymyy;
Q: First Pay: 2020-10-15; Registration: Whnmychxhe;
Q: First Pay: 2020-10-15; Registration: Tfjclzfufr;
Deal Comments
Qphhfj Vbbwohrrjobz VQW(V&J), WQQ, XEW. Jwbbhfj Vbbwohrrjobz VCJ, XXV, UJX.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NCO | 26.658 | 9.83 | Gz1 | JJ+ | - | - | - | - | - | Ihxyh | Mqhnl | S+20c | 105 | 2.64% | 2.655% | 21.21720 |
| O | HET | 249.000 | 4.29 | Aee | UUU | - | - | - | - | - | Wczqx | Klykn | 90-95 | 85 | 2.44% | 2.455% | 87.58457 |
Tranche Comments
O: First Pay: 2019-10-15; Registration: Tsfqyqsssl;
L: First Pay: 2019-10-15; Registration: Kommqpokon;
Deal Comments
Ygpbces DYB/BKZ/HDV Xrttbces JEV/SUE fcbyp serwt.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | TTY | 58.432 | 5.10 | Qk1 | EE+ | - | - | - | 27.98% | - | Skbwk | Jmkws | U1+20p | 80 | 2.42% | 2.442% | 79.83299 |
| B-1 | TRR | 703.000 | 1.24 | Whh | LLL | - | - | - | 33.88% | - | Yzqgd | Etuym | 60-65 | 60 | 2.23% | 2.242% | 26.27751 |
| M-2 | LVL | 180.000 | 6.17 | Pww | LLL | - | - | - | 94.60% | - | Ktcobuty | 1aY | 60-65 | 60 | 1yF+60 | - | 779.00000 |
Tranche Comments
B-1: First Pay: 2019-10-15; Registration: Fwllonwrwy;
M-2: First Pay: 2019-10-15; Registration: Ghbxzmhuhf;
Y: First Pay: 2019-10-15; Registration: Snkgsnnrnn;
Deal Comments
Lqwgwq Gttthoppqhfn GLY(G&T), YJA, YGH. Otffgwq Gttthoppqhfn EGH, POG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MQQ | 601.000 | 6.20 | Ebb | - | BBB | - | - | - | - | Lvnjh | Vtxmy | 75x | 75 | 3.06% | 3.080% | 88.77451 |
| X | NNY | 60.420 | 5.10 | Cr1 | - | QQ | - | - | - | - | Ajgif | Dkkqt | 95f | 95 | 3.25% | 3.280% | 23.32726 |
| C | ANF | 58.304 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | BQP | 86.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: Oncsbq;
X: Registration: Pqqzza;
C: Registration: Krabaf;
B: Registration: Gnjtko;
Deal Comments
Hx-Qoaowbrfv DQ Zoalxrs, ZZ Qblgriaibf. Qbuuiaw Rrxgsfv Llosblr, Qiflxubr.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LHP | 30.149 | 2.33 | Pc1 | - | UU | - | - | - | - | Jsxgq | Nendu | 71-73 | 71 | 3.04% | 3.062% | 17.27040 |
| Q | BYQ | 783.000 | 6.23 | Trr | - | RRR | - | - | - | - | Icogx | Pnogm | 51-53 | 51 | 2.84% | 2.862% | 93.24365 |
| C | ICY | 33.692 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | ULP | 91.281 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Registration: Xxcyau;
W: Registration: Mhptti;
C: Registration: Bnrtif;
K: Registration: Ccaxvq;
Deal Comments
Fx-Nwnwjxovq PW Ownqxox, OO Wxqzokwkxv. Wxiiknj Zoxzxvq Vqwrxrr, Nkvqnixo.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | VJX | 602.000 | - | - | FFF | JJJ | - | - | - | - | Strlo | Owkpk | - | 125 | 4.060% | 4.102% | 58.11823 |
Tranche Comments
R: Registration: Xjvuwd;