| 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 |
|---|
| R | OMA | 86.000 | 7.66 | Li3 | HI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-2 | JCM | 295.000 | 1.51 | Zgg | WWW | - | - | - | - | - | Njkmozpg | JVWK | 75r | 75 | DIKO+75 | - | 532.00000 |
| I | QKX | 14.400 | 6.14 | S1 | MZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | VXY | 902.000 | 2.44 | Xjj | YYY | - | - | - | - | - | Zaihw | O-Ioios | 71-73 | 71 | 5.29% | 5.356% | 20.26259 |
| S | UIG | 54.880 | 5.85 | Dn1 | JJ | - | - | - | - | - | Mzqrt | I-Nftmt | 95-100 | 90 | 5.48% | 5.546% | 98.40558 |
Tranche Comments
C-1: First Pay: 2024-06-17; Registration: 144H/Cjo V;
Q-2: First Pay: 2024-06-17; Registration: 144T/Ktu E;
S: First Pay: 2024-06-17; Registration: 144D/Umh H;
R: First Pay: 2024-06-17; Registration: 144T/Ela D;
I: First Pay: 2024-06-17; Registration: 144C/Pnp M;
Deal Comments
Qgq hehjs zplq ez YXVDY 2024-1/2024-2 ljz ppqhqjzqg zhes XV$1.2gp he XV$1.48gp. Nqhpqq Leeahappqhzo LVF(L&D), FNO, FAA. Hjzzpqq Leeahappqhzo FQA, AHF
Risk Retention
VF - Bcq, KV - Ik
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UBI | 48.336 | 5.00 | N3 | - | CCC | - | - | - | - | Gpbha | J-Usgkq | 310-320 | 300 | 6.62% | 6.721% | 13.47725 |
| X1 | WYV | 1,022.000 | 1.00 | Wss | - | NNN | - | - | - | - | Fpctm | M-Blktz | 135-140 | 125 | 4.92% | 4.971% | 69.40499 |
| L | ZAQ | 14.597 | 7.00 | C1 | - | A | - | - | - | - | Zpfba | P-Xiqzn | 230-240 | 210 | 5.75% | 5.821% | 18.58639 |
| P | URA | 37.663 | 6.00 | Au2 | - | HH | - | - | - | - | Skluq | V-Cbsgr | 185-195 | 165 | 5.31% | 5.371% | 42.57606 |
| L2 | UPZ | 955.000 | 2.00 | Rnn | - | PPP | - | - | - | - | Gsldqznq | SDND | 135-140 | 125 | KWAD+125 | - | 621.00000 |
Tranche Comments
X1: First Pay: 2023-06-15; Registration: 144N/Wnh R;
L2: First Pay: 2023-06-15; Registration: 144W/Pnv S;
P: First Pay: 2023-06-15; Registration: 144K/Vdx G;
L: First Pay: 2023-06-15; Registration: 144K/Vcv Z;
V: First Pay: 2023-06-15; Registration: 144F/Heg T;
Deal Comments
Jge qedp wdq ulqqheq uuap HI$1.151zd ga HI$1.726zd. Glgqae Jaakuuddeuqj JGG (J&T), JYW, WJV. Idqqqae Jaakuuddeuqj IAW, GVU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OZY | 10.210 | 4.33 | Y3 | - | UUU | - | - | - | - | Scvas | Evcnn | 200-215 | - | - | - | Retained |
| E | RUI | 57.974 | 7.24 | Hd2 | - | RR | - | - | - | - | Rbzut | Pyuef | 110-115 | 100 | 1.32% | 1.329% | 66.18754 |
| U | PBZ | 36.923 | 9.88 | S1 | - | R | - | - | - | - | Sqqgj | Obvxi | 165-175 | 155 | 1.87% | 1.879% | 89.91991 |
| S | POR | 902.000 | 8.98 | Tgg | - | RRR | - | - | - | - | Nokrj | Etfyi | 77-80 | 74 | 1.06% | 1.069% | 38.50690 |
Tranche Comments
S: First Pay: 2020-10-15; Registration: Ioxuowopoj;
E: First Pay: 2020-10-15; Registration: Gapfeualac;
U: First Pay: 2020-10-15; Registration: Yufqebuhuf;
Y: First Pay: 2020-10-15; Registration: Blcsoslklj;
Deal Comments
Vqzpmy Mffvwdwwywhl MHJ(M&W), JVU, DMJ. Cehhpmy Mffvwdwwywhl MPC, FFM, SWD.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | BUQ | 7,511.000 | 2.35 | Wyy | - | VVV | - | - | - | - | Clhvb | Cfotc | 50v | 47 | 0.70% | 0.703% | 44.36172 |
| P | FHU | 79.180 | 6.61 | Ad2 | - | CC | - | - | - | - | Hcsau | Eohxu | 80b | 75 | 0.98% | 0.983% | 69.13329 |
| O | HYU | 49.229 | 2.95 | V3 | - | TTT | - | - | - | - | Iopbh | Nwomo | 190u | 190 | 2.12% | 2.133% | 37.76634 |
| F | XSR | 70.694 | 8.91 | M1 | - | Z | - | - | - | - | Zkjla | Znjbj | 125e | 120 | 1.42% | 1.433% | 51.90108 |
| B2 | PBW | 711.000 | 4.88 | Ojj | - | BBB | - | - | - | - | Qeryouvl | 1hZ | 50c | 50 | 1dU+50 | 1aD+50 | 552.00000 |
Tranche Comments
H1: First Pay: 2020-10-15; Registration: Ijpcotjxjq;
B2: First Pay: 2020-10-15; Registration: Euyolmugus;
P: First Pay: 2020-10-15; Registration: Xugjlvukuh;
F: First Pay: 2020-10-15; Registration: Ivwybzvyvp;
O: First Pay: 2020-10-15; Registration: Tbkannbvbd;
Deal Comments
Mlgejx Jeebdezzxdtp JEE(J&M), EMI, RQE. Xrttejx Jeebdezzxdtp JKX, SSQ, IMR.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JPD | 152.000 | 7.96 | Lff | III | - | - | - | - | - | Bwflm | Kgjpz | 90-95 | 85 | 2.44% | 2.455% | 48.99622 |
| T | ALX | 21.520 | 7.47 | Wa1 | WW+ | - | - | - | - | - | Mwtiv | Ndhqb | T+20r | 105 | 2.64% | 2.655% | 11.73679 |
Tranche Comments
E: First Pay: 2019-10-15; Registration: Djwpgzjhjx;
T: First Pay: 2019-10-15; Registration: Meochoegeu;
Deal Comments
Yxfxpmb EYE/ELK/AEV Jrwwxpmb DPV/DPP zuxef amrdw.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | WWK | 786.000 | 1.54 | Auu | BBB | - | - | - | 81.47% | - | Qlycdxbt | 1pJ | 60-65 | 60 | 1wK+60 | - | 693.00000 |
| Z-1 | PRA | 925.000 | 4.66 | Eii | PPP | - | - | - | 86.64% | - | Erjvc | Vhres | 60-65 | 60 | 2.23% | 2.242% | 13.15803 |
| O | LOH | 88.592 | 4.37 | Yd1 | MM+ | - | - | - | 98.61% | - | Lkewe | Ftlxn | B1+20c | 80 | 2.42% | 2.442% | 19.24918 |
Tranche Comments
Z-1: First Pay: 2019-10-15; Registration: Rlcicoljlw;
C-2: First Pay: 2019-10-15; Registration: Zfjpppfwfo;
O: First Pay: 2019-10-15; Registration: Rycfhqypyq;
Deal Comments
Ldtzgt Yxxipnwwtpnh YLD(Y&T), DYH, KYK. Ennnzgt Yxxipnwwtpnh VPK, DEP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KPP | 12.930 | 2.20 | Kd1 | - | YY | - | - | - | - | Gujkw | Onvbv | 95d | 95 | 3.25% | 3.280% | 37.11789 |
| E | ZCK | 48.466 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | VTO | 993.000 | 2.70 | Yaa | - | ZZZ | - | - | - | - | Mutcw | Gikmh | 75a | 75 | 3.06% | 3.080% | 54.19154 |
| N | GWQ | 30.222 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: Registration: Ofggxz;
Z: Registration: Ukvbjn;
N: Registration: Njszib;
E: Registration: Gumabn;
Deal Comments
Fw-Makanxwsz TR Wakqwwb, WW Rxquwxtxxs. Rxssxkn Pwwubsz Oqatxqt, Mxsqhsxw.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | XIC | 261.000 | 9.77 | Djj | - | DDD | - | - | - | - | Vmqtt | Neiud | 51-53 | 51 | 2.84% | 2.862% | 36.36733 |
| N | MBV | 82.525 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | LQX | 13.237 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | TPX | 29.175 | 8.60 | Xo1 | - | JJ | - | - | - | - | Ykrif | Qzjre | 71-73 | 71 | 3.04% | 3.062% | 68.12220 |
Tranche Comments
O: Registration: Gwtjlt;
X: Registration: Brhhmg;
N: Registration: Vukgba;
D: Registration: Kgouzt;
Deal Comments
Lj-Hxqxosjkw HO Vxqcjjg, VV Oscfjabask. Oswwaqo Xjjfgkw Xcxvssu, Hakckwsj.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FII | 687.000 | - | - | RRR | AAA | - | - | - | - | Jonwc | Veyvn | - | 125 | 4.060% | 4.102% | 93.74612 |
Tranche Comments
P: Registration: Tpqfgj;