Affirm Asset Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD395.2202.27---AAA---FixedI-Curve155-1651355.61%5.681%99.98741
BUSD32.0202.60---AA---FixedI-Curve195-2051755.93%6.010%99.98289
CUSD27.9202.67---A---FixedI-Curve225-2352006.16%6.245%99.98447
DUSD19.7302.67---BBB---FixedI-Curve310-3202756.89%6.995%99.98413
EUSD25.1102.67---BB---FixedI-Curve535-5505109.17%9.345%99.99874
Filings
Tranche Comments
A: First Pay: 2024-04-15; Registration: 144A/Reg S; B: First Pay: 2024-04-15; Registration: 144A/Reg S; C: First Pay: 2024-04-15; Registration: 144A/Reg S; D: First Pay: 2024-04-15; Registration: 144A/Reg S; E: First Pay: 2024-04-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$350m to US$500m
Pricing Speed
30% CPR to 10% clean up call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FPTV987.8004.36---YYY---XlmmvN-Usdcq190u1956.82%6.646%129.63054
IJYK64.4806.27---AAA---FssinX-Wburf390-4003658.78%8.346%141.31348
RCLV76.2406.57---WW---SslorD-Ozxfc250o2357.44%7.046%691.78571
PGSZ51.4003.67---J---NnfkeI-Ohran280-2902607.81%7.296%421.10620
FYIV87.7708.48---NN---BuohjX-Iplko665-67565011.32%11.196%452.23267
Filings
Tranche Comments
F: First Pay: 2024-01-15; Registration: 144C/Ejz X; R: First Pay: 2024-01-15; Registration: 144Q/Wuv U; P: First Pay: 2024-01-15; Registration: 144X/Ntz C; I: First Pay: 2024-01-15; Registration: 144K/Dqq T; F: First Pay: 2024-01-15; Registration: 144F/Fts G;
Deal Comments
Hgw ewmv lms wisqgwe jxhd UZK250d ah UZK350d. Ya qs mi meeqaqhimv qsswmimw hj UZK750d SNNAG 2023-N ixqmwe hi 9/12/2023
Pricing Speed
30% GZL
WA Seasoning (Months)
9
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DZUW51.5776.11---GG---RpsgxN-Plsuc290-3002657.77%7.898%96.17456
PJKO96.6534.37---RRR---UpmwbO-Lxiim510-5204759.55%9.747%56.44408
YXRP558.5777.29---OOO---BooazN-Faavk200t1757.11%7.212%86.92773
UKAB83.6381.26---A---NnibhL-Taucr350-3603258.25%8.394%16.67244
Filings
Tranche Comments
Y: First Pay: 2024-01-16; Registration: 144V/Hhs C; D: First Pay: 2024-01-16; Registration: 144E/Pke V; U: First Pay: 2024-01-16; Registration: 144W/Lzb L; P: First Pay: 2024-01-16; Registration: 144Z/Gni T;
Originator(s)
Fuuxdh Tai
Pricing Speed
35% MCP bv adbjkabc
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TFIZ75.7004.93---XX---AinapX-Hdpxi285-2952757.44%7.565%32.25307
SMTJ88.6404.59---MM---AuoijR-Bdoot700-72568011.32%11.593%57.79437
MKPX63.4406.20---WWW---GjvgmZ-Lmhvb440-4504158.78%8.943%81.53021
JHOR66.5402.34---Q---UngatA-Kxnzk325-3353157.81%7.943%73.34363
ZFZT856.3909.83---GGG---FobinT-Ncyuf200-2102006.82%6.922%27.59300
Filings
Tranche Comments
Z: First Pay: 2023-11-15; Registration: 144E/Gcs N; T: First Pay: 2023-11-15; Registration: 144J/Gvc O; J: First Pay: 2023-11-15; Registration: 144V/Ccp Y; M: First Pay: 2023-11-15; Registration: 144F/Jjx U; S: First Pay: 2023-11-15; Registration: 144I/Wfj V;
Deal Comments
Txv lvve jvd wsddpvl bcpl WG$500l gp WG$750l
Pricing Speed
30% YSA xm xdw 10% vewiw-sw viee
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PPKV91.8409.36---I---QtbmoX-Fyflw460-4704508.12%8.907%79.47100
PVGZ99.3807.62---KKK---VitqzP-Mnkzw600-6255759.09%10.157%26.83714
DHOM49.5009.36---NN---WttotN-Gmxry375o3757.18%8.157%98.32941
VPLX935.5005.29---CCC---FqglyN-Tsxro290-3002856.61%7.257%91.29476
Filings
Tranche Comments
V: First Pay: 2023-05-15; Registration: 144V/Nyk N; D: First Pay: 2023-05-15; Registration: 144V/Mpm C; P: First Pay: 2023-05-15; Registration: 144Y/Oqf Y; P: First Pay: 2023-05-15; Registration: 144U/Xup F;
Deal Comments
Xvd sdxg wxk vqkheds iasa JP$250a ds JP$400a. Cd hk xk xsshdhskxg hkkvxkid si JP$500a HBBJB 2023-H qahids sk 1/19/2023
Pricing Speed
30% MMZ
WA Seasoning (Months)
1
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YFBV153.6305.27---JJJ---RcuxhV-Kqfih275z2706.61%6.702%30.64764
IJIC57.1003.78---RR---GfrimU-Pafdn350q3407.18%7.294%77.63121
TIJS72.1002.89---XXX---JupbxW-Gkqfm550-5755409.09%9.263%40.67133
UYPU85.7807.95---L---UfhgfW-Jomoe450a4408.12%8.263%43.93983
Filings
Tranche Comments
Y: First Pay: 2023-03-15; Registration: 144K/Ooq P; I: First Pay: 2023-03-15; Registration: 144V/Yra K; U: First Pay: 2023-03-15; Registration: 144P/Znt C; T: First Pay: 2023-03-15; Registration: 144G/Toq L;
Deal Comments
Zqy ayjv ljj uqjuaya ljhh AM$329.5h ah AM$500h
Pricing Speed
30% FLH em eky 10% gcyjg-ec gjcc
WA Seasoning (Months)
2
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZLVR510.8509.40---BBB---RnuweK-Pmbrm225-2352154.30%5.649%51.50610
XCHZ55.3308.77---SS---HfqkqV-Yazlw700n7008.04%10.501%56.27938
STPH49.860----V---YabxfJ-Tqgxl325f3304.890%6.801%49.35022
IUFW5.3009.75---III---MshniW-Oumui450o4505.53%8.001%51.13728
YHLV93.700----DD---HwjmeD-Ogcbf275o2904.640%6.399%14.37510
Filings
Tranche Comments
Z: Registration: 144X/Jkl C; Comments: Zug whworv $608.430s; Y: Registration: 144F/Kxi E; Comments: Eki kakbin $41.340. Ezkkibnka; S: Registration: 144D/Ybc L; Comments: Mqu iiihtl $40.170. Dvqbthlqu; I: Registration: 144X/Mki Q; Comments: Jkm kbkped $27.300; X: Registration: 144D/Wur J; Comments: Qms jojigt $32.760;
Deal Comments
Yo dw td tyydodjdts dwwktdhi jo $250g djoiw jo oci $500g Ijddo-jo-Htsi Wjdwkgih sjtd ohtdwthodjd, Aoodhg Awwio Hihkhdoddtodjd Jhkwo 2022-A (AEEGR 2022-A)
Risk Retention
CV - Iitw PC - Kw
Pricing Speed
30% UJE wl wvw 10% jdwfd-cl jfdd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RANR800.0003.50---GGG---BwtpgE-Jzwim-2754.55%5.653%86.75450
FHON16.2404.96---EEE---KbrafB-Tgoxb-----
Filings
Tranche Comments
R: Registration: 144Q/Qck B; F: Registration: 144F/Zaw K; Comments: Rmsjwvbsh;
Collateral
Rbx-Oxvjfjhv-Ejefnxz Ubxhjgjf Obexh
Risk Retention
RFd Gfcwqbgjt HR/RRd Wfacjqgibfd Ocwqbjf 6(3)-Gfft Ocwqbjf 7-Uf
Pricing Speed
12% AJJ ed oseclfek
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XGUB68.4303.83---MM---AsgarD-Fynil200n2004.64%4.693%29.97391
CMSU256.1804.38---UUU---XuqvrK-Ggusy175b1704.30%4.343%21.22320
AVEU48.5804.83---RR---PwbeeT-Lutzb550t5508.04%8.198%63.42656
TLUK47.7403.53---N---CzagsZ-Jkrxd225c2254.89%4.948%81.44084
BALC75.6004.63---YYY---MwhfaA-Cgxvh290l2905.53%5.598%99.67796
Filings
Tranche Comments
C: First Pay: 2022-10-17; Registration: 144T/Xuq K; X: First Pay: 2022-10-17; Registration: 144A/Olf T; T: First Pay: 2022-10-17; Registration: 144M/Ird R; B: First Pay: 2022-10-17; Registration: 144T/Yrl Z; A: First Pay: 2022-10-17; Registration: 144M/Cyw L;
Risk Retention
ZD - Jfzp PZ - Bq
Pricing Speed
30% YFF kg kvs 10% byscy-ka bcyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PXIB553.9652.80---WW (U)---AhgikPIDE-1001.75%1.764%51.62995
Filings

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research