| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | ESOT | | | AFFRM 2022-A (USD 500m) | Affirm Inc | | USOA | Apr 27, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PZP | 41.400 | 5.39 | - | - | - | TTT | - | - | - | Cbzon | S-Euxuo | - | 290e | 290 | 5.53% | 5.598% | 49.95790 | | V | NER | 38.950 | 1.70 | - | - | - | B | - | - | - | Ninhf | T-Vbqxz | - | 225e | 225 | 4.89% | 4.948% | 95.81332 | | Q | CGR | 60.270 | 4.72 | - | - | - | KK | - | - | - | Vojlh | V-Dcxry | - | 550t | 550 | 8.04% | 8.198% | 97.94198 | | S | JFB | 264.700 | 5.19 | - | - | - | LLL | - | - | - | Bgbxy | Y-Jjabp | - | 175y | 170 | 4.30% | 4.343% | 38.39400 | | F | ZWD | 41.480 | 6.78 | - | - | - | NN | - | - | - | Thqqq | B-Focsy | - | 200k | 200 | 4.64% | 4.693% | 16.71430 |
Tranche Comments S: First Pay: 2022-10-17; Registration: 144F/Xhb U;
F: First Pay: 2022-10-17; Registration: 144D/Pmb L;
V: First Pay: 2022-10-17; Registration: 144U/Zmw P;
G: First Pay: 2022-10-17; Registration: 144T/Lbc X;
Q: First Pay: 2022-10-17; Registration: 144Y/Vml Q; Risk Retention AB - Sgxm IA - Zb Pricing Speed 30% KIM rv rkt 10% bctlv-ys blcc |
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