2023-A(R)

Affirm Asset Securitization Trust (AFFRM) 2023-A(R)

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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	335.100	1.71	-	-	-	AAA	-	-	-	Fixed	I-Curve	290-300	285	6.61%	7.257%	99.13154
B	USD	24.050	1.71	-	-	-	AA	-	-	-	Fixed	I-Curve	375a	375	7.18%	8.157%	98.65582
C	USD	22.120	1.71	-	-	-	A	-	-	-	Fixed	I-Curve	460-470	450	8.12%	8.907%	99.00627
D	USD	18.730	1.71	-	-	-	BBB	-	-	-	Fixed	I-Curve	600-625	575	9.09%	10.157%	98.65156

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Filings

ABS-15G

Tranche Comments

A: First Pay: 2023-05-15; Registration: 144A/Reg S; B: First Pay: 2023-05-15; Registration: 144A/Reg S; C: First Pay: 2023-05-15; Registration: 144A/Reg S; D: First Pay: 2023-05-15; Registration: 144A/Reg S;

Deal Comments

The deal was upsized from US$250m to US$400m. It is an additional issuance of US$500m AFFRM 2023-A priced on 1/19/2023

Pricing Speed

30% CPR

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 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