Affirm Asset Securitization Trust (AFFRM) 2023-A

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD418.8902.23---AAA---FixedI-Curve275a2706.61%6.702%99.99783
BUSD30.0502.55---AA---FixedI-Curve350a3407.18%7.294%99.98521
CUSD27.6602.64---A---FixedI-Curve450a4408.12%8.263%99.98761
DUSD23.4002.64---BBB---FixedI-Curve550-5755409.09%9.263%99.99907
Filings
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)
2
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
ESOT
DBRS Morningstar Confirms Ratings on Affirm Asset Securitization Trust 2023-APress ReleaseDBRS-MS
Apr 28, 2023
ESOT
Affirm Asset Securitization Trust 2023-A: Rating ReportRating ReportDBRS-MS
Apr 28, 2023
ESOT
DBRS Morningstar Confirms Ratings on Affirm Asset Securitization Trust 2023-APress ReleaseDBRS-MS
Apr 17, 2023
ESOT
Affirm Asset Securitization Trust 2023-A: Presale ReportPresale ReportDBRS-MS
Apr 17, 2023
ESOT
DBRS Morningstar Finalizes Provisional Ratings on Affirm Asset Securitization Trust 2023-APress ReleaseDBRS-MS
Jan 26, 2023
ESOT
Affirm Asset Securitization Trust 2023-A: Rating ReportRating ReportDBRS-MS
Jan 26, 2023
ESOT
DBRS Morningstar Assigns Provisional Ratings to Affirm Asset Securitization Trust 2023-APress ReleaseDBRS-MS
Jan 13, 2023
ESOT
Affirm Asset Securitization Trust 2023-A: Presale ReportPresale ReportDBRS-MS
Jan 13, 2023
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