2023-A

Affirm Asset Securitization Trust (AFFRM) 2023-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	418.890	2.23	-	-	-	AAA	-	-	-	Fixed	I-Curve	275a	270	6.61%	6.702%	99.99783
B	USD	30.050	2.55	-	-	-	AA	-	-	-	Fixed	I-Curve	350a	340	7.18%	7.294%	99.98521
C	USD	27.660	2.64	-	-	-	A	-	-	-	Fixed	I-Curve	450a	440	8.12%	8.263%	99.98761
D	USD	23.400	2.64	-	-	-	BBB	-	-	-	Fixed	I-Curve	550-575	540	9.09%	9.263%	99.99907

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Filings

ABS-15G

Tranche Comments

A: First Pay: 2023-03-15; Registration: 144A/Reg S; B: First Pay: 2023-03-15; Registration: 144A/Reg S; C: First Pay: 2023-03-15; Registration: 144A/Reg S; D: First Pay: 2023-03-15; Registration: 144A/Reg S;

Deal Comments

The deal was upsized from US$329.5m to US$500m

Pricing Speed

30% CPR to the 10% clean-up call

WA Seasoning (Months)

Research

AllReportsSurveillanceOther

Sector	Name	Type	Publisher	Date
ESOT	DBRS Morningstar Confirms Ratings on Affirm Asset Securitization Trust 2023-A	Press Release	DBRS-MS	Apr 28, 2023
ESOT	Affirm Asset Securitization Trust 2023-A: Rating Report	Rating Report	DBRS-MS	Apr 28, 2023
ESOT	DBRS Morningstar Confirms Ratings on Affirm Asset Securitization Trust 2023-A	Press Release	DBRS-MS	Apr 17, 2023
ESOT	Affirm Asset Securitization Trust 2023-A: Presale Report	Presale Report	DBRS-MS	Apr 17, 2023
ESOT	DBRS Morningstar Finalizes Provisional Ratings on Affirm Asset Securitization Trust 2023-A	Press Release	DBRS-MS	Jan 26, 2023
ESOT	Affirm Asset Securitization Trust 2023-A: Rating Report	Rating Report	DBRS-MS	Jan 26, 2023
ESOT	DBRS Morningstar Assigns Provisional Ratings to Affirm Asset Securitization Trust 2023-A	Press Release	DBRS-MS	Jan 13, 2023
ESOT	Affirm Asset Securitization Trust 2023-A: Presale Report	Presale Report	DBRS-MS	Jan 13, 2023