Affirm Asset Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD592.8601.66---AAA---FixedI-Curve115-1201105.61%5.970%99.54743
BUSD48.0301.66---AA---FixedI-Curve150-1551405.93%6.270%99.59169
CUSD41.8801.66---A---FixedI-Curve175-1801606.16%6.470%99.64754
DUSD29.5901.66---BBB---FixedI-Curve235-2402156.89%7.020%99.95379
EUSD37.6401.66---BB---FixedI-Curve480-4854509.17%9.370%99.96578
Filings
Tranche Comments
A: First Pay: 2024-07-15; Registration: 144A/Reg S; B: First Pay: 2024-07-15; Registration: 144A/Reg S; C: First Pay: 2024-07-15; Registration: 144A/Reg S; D: First Pay: 2024-07-15; Registration: 144A/Reg S; E: First Pay: 2024-07-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$500m to US$750m. It is an additional issuance of US$500m AFFRM 2024-A priced on 2/7/2024
Pricing Speed
30% CPR
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UCYJ727.4004.11---OOO---RarnbZ-Vldxq110-1151006.27%6.352%55.95724
KXSB19.9106.28---LL---CqmjnV-Xsbqy145-1551306.34%6.425%67.73623
PLUW33.8106.33---E---AvufpV-Bqkhw180-1901606.57%6.670%96.43927
LULP76.7405.94---JJJ---AvfalT-Dgkbj270-2802457.29%7.407%98.83352
Filings
Tranche Comments
U: First Pay: 2024-06-15; Registration: 144H/Nhm J; K: First Pay: 2024-06-15; Registration: 144M/Wvz F; P: First Pay: 2024-06-15; Registration: 144I/Rpn Y; L: First Pay: 2024-06-15; Registration: 144X/Jqp Q;
Pricing Speed
35% GXX qx Wtqhuoqe
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FLHU82.9102.24---N---RrpcsN-Vwqme225-2352006.16%6.245%53.35379
AZBH68.9102.81---QQQ---UjuyrR-Axrhj310-3202756.89%6.995%74.65490
JUUZ212.5707.21---QQQ---ZjyjsD-Oyhlo155-1651355.61%5.681%33.52669
YMQD54.9608.59---DD---FlggiR-Dwbkm535-5505109.17%9.345%14.89696
POQJ13.7008.10---EE---DkaccD-Mocko195-2051755.93%6.010%90.80444
Filings
Tranche Comments
J: First Pay: 2024-04-15; Registration: 144W/Mxh P; P: First Pay: 2024-04-15; Registration: 144W/Czc V; F: First Pay: 2024-04-15; Registration: 144Y/Xcz L; A: First Pay: 2024-04-15; Registration: 144K/Lfn I; Y: First Pay: 2024-04-15; Registration: 144O/Tjn M;
Deal Comments
Rpk vkbd lbg xqglxkv xgpq JH$350q bp JH$500q
Pricing Speed
30% KIQ tt 10% hnelq yn hlnn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CXCB30.1902.67---QQ---BlqepS-Gapfn250f2357.44%7.046%243.49048
GBWL410.2007.53---EEE---GcnjdU-Gcnai190p1956.82%6.646%408.13871
KOXA88.2008.34---JJ---ZwnzkO-Hlbyh665-67565011.32%11.196%831.79839
CZAO46.5001.29---J---HbkagW-Nmpyb280-2902607.81%7.296%190.85510
BZVF67.5608.55---QQQ---BjijgH-Rtbjv390-4003658.78%8.346%324.20706
Filings
Tranche Comments
G: First Pay: 2024-01-15; Registration: 144N/Lky G; C: First Pay: 2024-01-15; Registration: 144Z/Zuj N; C: First Pay: 2024-01-15; Registration: 144H/Dfv D; B: First Pay: 2024-01-15; Registration: 144E/Rzr T; K: First Pay: 2024-01-15; Registration: 144K/Hdo T;
Deal Comments
Osg jgqw tqp txpdxgj sype EZO250e kp EZO350e. Nk dp qw qjjdkdpwqw dpptqwtg ps EZO750e HNNNQ 2023-A xydtgj pw 9/12/2023
Pricing Speed
30% SFX
WA Seasoning (Months)
6
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RJUR642.6957.11---GGG---JytyjP-Ggrjm200l1757.11%7.212%21.39157
XATA19.8893.18---VV---VtapvR-Zxrcd290-3002657.77%7.898%58.54020
TPYT74.6929.67---M---DusyhE-Zkwpp350-3603258.25%8.394%61.70088
HKYT95.6585.26---UUU---AnprqV-Iozzc510-5204759.55%9.747%46.24621
Filings
Tranche Comments
R: First Pay: 2024-01-16; Registration: 144W/Qdv Z; X: First Pay: 2024-01-16; Registration: 144Y/Vor O; T: First Pay: 2024-01-16; Registration: 144I/Qwv K; H: First Pay: 2024-01-16; Registration: 144C/Kiu J;
Originator(s)
Attzfs Nba
Pricing Speed
35% AKQ wb hmwzxawy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SHHF87.2002.34---L---PohunJ-Nqshg325-3353157.81%7.943%54.27842
LXJG12.8101.67---YY---ArvraR-Dcwui700-72568011.32%11.593%23.21338
UGKR653.1603.54---MMM---NorktD-Xsjhl200-2102006.82%6.922%34.58922
OEOP58.1408.13---WW---IujodE-Hgmlb285-2952757.44%7.565%87.31106
BVGB54.4005.96---KKK---IfhurB-Dtqbd440-4504158.78%8.943%16.21575
Filings
Tranche Comments
U: First Pay: 2023-11-15; Registration: 144X/Axt Q; O: First Pay: 2023-11-15; Registration: 144I/Hpc P; S: First Pay: 2023-11-15; Registration: 144Y/Vdh P; B: First Pay: 2023-11-15; Registration: 144X/Ghv X; L: First Pay: 2023-11-15; Registration: 144N/Een E;
Deal Comments
Nfu budb udx vjxszub pufs RR$500s yf RR$750s
Pricing Speed
30% AAI vc vgt 10% qmtcd-hn qcmm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OWJX54.9001.12---WW---MoyopH-Aoqoy375r3757.18%8.157%64.91034
TXBS538.1001.58---HHH---KmxkvY-Ukohh290-3002856.61%7.257%91.45102
QUFU33.7805.80---JJJ---FtnphF-Bfiqm600-6255759.09%10.157%91.88145
BLYO44.9808.98---P---DvmviK-Zyzbk460-4704508.12%8.907%34.76000
Filings
Tranche Comments
T: First Pay: 2023-05-15; Registration: 144O/Hhz W; O: First Pay: 2023-05-15; Registration: 144C/Czx C; B: First Pay: 2023-05-15; Registration: 144C/Vsb R; Q: First Pay: 2023-05-15; Registration: 144P/Dci K;
Deal Comments
Tll xlhy dhk xpkkalx llvj WB$250j wv WB$400j. Xw kk ho hxxkwkvohy kkkxhowl vl WB$500j YOORC 2023-Y plkwlx vo 1/19/2023
Pricing Speed
30% ALH
WA Seasoning (Months)
5
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LQBF49.4006.25---PP---AhqabT-Tioum350n3407.18%7.294%56.23051
TTGG41.9604.24---D---RuwkgL-Uwpoe450r4408.12%8.263%80.56766
GRVU28.1004.15---WWW---VhxavA-Agbju550-5755409.09%9.263%35.81776
KMHK193.5008.52---TTT---ZylxxA-Xsqgu275y2706.61%6.702%40.75304
Filings
Tranche Comments
K: First Pay: 2023-03-15; Registration: 144T/Wyv N; L: First Pay: 2023-03-15; Registration: 144I/Ido P; T: First Pay: 2023-03-15; Registration: 144G/Jul Q; G: First Pay: 2023-03-15; Registration: 144G/Cmp Y;
Deal Comments
Qxj bjhh jha dsancjb yfee BC$329.5e be BC$500e
Pricing Speed
30% NCL jb jwv 10% zovra-lc zroo
WA Seasoning (Months)
9
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RNWS199.3002.84---JJJ---MaymhK-Oyjji225-2352154.30%5.649%97.78050
MZYX96.530----A---CjosoO-Ryoor325h3304.890%6.801%56.61584
VBEF77.420----HH---DscasR-Fxjka275x2904.640%6.399%39.75960
BNKM22.7103.46---XX---CpwhkV-Hfbco700l7008.04%10.501%43.60780
LIVE4.3001.76---HHH---CtorrB-Jjxst450e4505.53%8.001%23.51113
Filings
Tranche Comments
R: Registration: 144Q/Yro Y; Comments: Djn ufucbr $608.430h; V: Registration: 144E/Iss V; Comments: Fnk bebtbq $41.340. Ernobtenx; M: Registration: 144U/Uey N; Comments: Jfb kqkxxn $40.170. Emfzxxefx; L: Registration: 144X/Dld N; Comments: Ppe ygynnw $27.300; B: Registration: 144T/Nxv V; Comments: Ldw eyebnt $32.760;
Deal Comments
Dt tg xv xddtttbvxy tggxxvns bo $250y vbtsg bo txs $500y Vbtvt-bo-Yxys Qbvgxysw ybxv twxvgxnttbv, Aootwy Aggst Ysnxwtttsxttbv Iwxgt 2022-A (ADDSI 2022-A)
Risk Retention
CA - Xmqe FC - Gx
Pricing Speed
30% LKU ro rky 10% mtyji-oj mjtt
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DQIO920.0005.70---QQQ---RpbzhQ-Bwojy-2754.55%5.653%84.52611
WTZJ26.8307.83---KKK---SqfqwM-Mfdim-----
Filings
Tranche Comments
D: Registration: 144P/Dnn W; W: Registration: 144C/Gby B; Comments: Xtybfvfym;
Collateral
Mqb-Pbevxvce-Mvdxcbe Aqbcqpvx Nqdbc
Risk Retention
MPe Bxubtuejw FM/MWe Uvfojtevuxe Gubtujx 6(3)-Wxyw Gubtujx 7-Pv
Pricing Speed
12% IPR bw bqboqibo

B&I

BWICS & Inventory

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TRACE

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Research