2022-A

Affirm Asset Securitization Trust (AFFRM) 2022-A

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	405.620	2.28	-	-	-	AAA	-	-	-	Fixed	I-Curve	175a	170	4.30%	4.343%	99.98880
B	USD	27.560	2.58	-	-	-	AA	-	-	-	Fixed	I-Curve	200a	200	4.64%	4.693%	99.97876
C	USD	26.780	2.61	-	-	-	A	-	-	-	Fixed	I-Curve	225a	225	4.89%	4.948%	99.97835
D	USD	18.200	2.61	-	-	-	BBB	-	-	-	Fixed	I-Curve	290a	290	5.53%	5.598%	99.98735
E	USD	21.840	2.61	-	-	-	BB	-	-	-	Fixed	I-Curve	550a	550	8.04%	8.198%	99.94256

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Filings

ABS-15G

Tranche Comments

A: First Pay: 2022-10-17; Registration: 144A/Reg S; B: First Pay: 2022-10-17; Registration: 144A/Reg S; C: First Pay: 2022-10-17; Registration: 144A/Reg S; D: First Pay: 2022-10-17; Registration: 144A/Reg S; E: First Pay: 2022-10-17; Registration: 144A/Reg S;

Risk Retention

US - Yes; EU - No

Pricing Speed

30% CPR to the 10% clean-up call

Research

AllReportsSurveillanceOther

Sector	Name	Type	Publisher	Date
ESOT	DBRS Morningstar Confirms Ratings of Affirm Asset Securitization Trust 2022-A	Press Release	DBRS-MS	Aug 3, 2023
ESOT	Affirm Asset Securitization Trust 2022-A: April 2023 Performance Analytics Report	Performance Analytics	DBRS-MS	May 8, 2023
ESOT	DBRS Morningstar Confirms Ratings on Affirm Asset Securitization Trust 2022-A	Press Release	DBRS-MS	Sep 15, 2022
ESOT	Affirm Asset Securitization Trust 2022-A: Rating Report	Rating Report	DBRS-MS	Sep 15, 2022
ESOT	DBRS Morningstar Confirms Ratings on Affirm Asset Securitization Trust 2022-A	Press Release	DBRS-MS	Sep 1, 2022
ESOT	Affirm Asset Securitization Trust 2022-A: Presale Report	Presale Report	DBRS-MS	Sep 1, 2022
ESOT	DBRS Morningstar Finalizes Provisional Ratings on Affirm Asset Securitization Trust 2022-A	Press Release	DBRS-MS	May 4, 2022
ESOT	Affirm Asset Securitization Trust 2022-A: Rating Report	Rating Report	DBRS-MS	May 4, 2022
ESOT	DBRS Morningstar Assigns Provisional Ratings to Affirm Asset Securitization Trust 2022-A	Press Release	DBRS-MS	Apr 26, 2022
ESOT	Affirm Asset Securitization Trust 2022-A: Presale Report	Presale Report	DBRS-MS	Apr 26, 2022