Affirm Asset Securitization Trust (AFFRM) 2022-A(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD202.8101.91---AAA---FixedI-Curve225-2352154.30%5.649%97.68020
BUSD13.780----AA---FixedI-Curve275a2904.640%6.399%96.56690
CUSD13.390----A---FixedI-Curve325a3304.890%6.801%96.21589
DUSD9.1002.25---BBB---FixedI-Curve450a4505.53%8.001%95.18761
EUSD10.9202.25---BB---FixedI-Curve700a7008.04%10.501%95.52063
Filings
Tranche Comments
A: Registration: 144A/Reg S; Comments: New total: $608.430m; B: Registration: 144A/Reg S; Comments: New total: $41.340. Preplaced; C: Registration: 144A/Reg S; Comments: New total: $40.170. Preplaced; D: Registration: 144A/Reg S; Comments: New total: $27.300; E: Registration: 144A/Reg S; Comments: New total: $32.760;
Deal Comments
It is an additional issuance of $250m notes of the $500m Point-of-Sale Consumer loan transaction, Affirm Asset Securitization Trust 2022-A (AFFRM 2022-A)
Risk Retention
US - Yes; EU - No
Pricing Speed
30% CPR to the 10% clean-up call
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
ESOT
Affirm Asset Securitization Trust 2022-A: April 2023 Performance Analytics ReportPerformance AnalyticsDBRS-MS
May 8, 2023
ESOT
DBRS Morningstar Confirms Ratings on Affirm Asset Securitization Trust 2022-APress ReleaseDBRS-MS
Sep 15, 2022
ESOT
Affirm Asset Securitization Trust 2022-A: Rating ReportRating ReportDBRS-MS
Sep 15, 2022
ESOT
DBRS Morningstar Confirms Ratings on Affirm Asset Securitization Trust 2022-APress ReleaseDBRS-MS
Sep 1, 2022
ESOT
Affirm Asset Securitization Trust 2022-A: Presale ReportPresale ReportDBRS-MS
Sep 1, 2022
ESOT
DBRS Morningstar Finalizes Provisional Ratings on Affirm Asset Securitization Trust 2022-APress ReleaseDBRS-MS
May 4, 2022
ESOT
Affirm Asset Securitization Trust 2022-A: Rating ReportRating ReportDBRS-MS
May 4, 2022
ESOT
DBRS Morningstar Assigns Provisional Ratings to Affirm Asset Securitization Trust 2022-APress ReleaseDBRS-MS
Apr 26, 2022
ESOT
Affirm Asset Securitization Trust 2022-A: Presale ReportPresale ReportDBRS-MS
Apr 26, 2022
ESOT
DBRS Morningstar Discontinues and Withdraws Provisional Ratings on Affirm Asset Securitization Trust 2022-APress ReleaseDBRS-MS
Apr 1, 2022
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