Affirm Asset Securitization Trust

Deals

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	USD	395.220	2.27	-	-	-	AAA	-	-	-	Fixed	I-Curve	155-165	135	5.61%	5.681%	99.98741
B	USD	32.020	2.60	-	-	-	AA	-	-	-	Fixed	I-Curve	195-205	175	5.93%	6.010%	99.98289
C	USD	27.920	2.67	-	-	-	A	-	-	-	Fixed	I-Curve	225-235	200	6.16%	6.245%	99.98447
D	USD	19.730	2.67	-	-	-	BBB	-	-	-	Fixed	I-Curve	310-320	275	6.89%	6.995%	99.98413
E	USD	25.110	2.67	-	-	-	BB	-	-	-	Fixed	I-Curve	535-550	510	9.17%	9.345%	99.99874

More Details

Filings

ABS-15G

Tranche Comments

A: First Pay: 2024-04-15; Registration: 144A/Reg S; B: First Pay: 2024-04-15; Registration: 144A/Reg S; C: First Pay: 2024-04-15; Registration: 144A/Reg S; D: First Pay: 2024-04-15; Registration: 144A/Reg S; E: First Pay: 2024-04-15; Registration: 144A/Reg S;

Deal Comments

The deal was upsized from US$350m to US$500m

Pricing Speed

30% CPR to 10% clean up call

Affirm Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	UHL	96.510	8.29	-	-	-	UUU	-	-	-	Iqrgb	T-Yyxuj	390-400	365	8.78%	8.346%	375.22474
L	QGQ	36.260	2.98	-	-	-	BB	-	-	-	Dcpjg	O-Rmzuz	665-675	650	11.32%	11.196%	150.21592
L	BEA	31.320	7.46	-	-	-	ZZ	-	-	-	Wmbpq	G-Ijzze	250z	235	7.44%	7.046%	753.22967
O	HYY	44.100	7.74	-	-	-	L	-	-	-	Yhqwa	Y-Qnsfl	280-290	260	7.81%	7.296%	941.85260
T	GTV	887.100	5.81	-	-	-	NNN	-	-	-	Smsqi	W-Vcqnx	190s	195	6.82%	6.646%	741.50397

More Details

Filings

EX-103

Tranche Comments

T: First Pay: 2024-01-15; Registration: 144W/Rae S; L: First Pay: 2024-01-15; Registration: 144H/Ozj Q; O: First Pay: 2024-01-15; Registration: 144U/Kyc R; T: First Pay: 2024-01-15; Registration: 144E/Rwq Y; L: First Pay: 2024-01-15; Registration: 144J/Yfy X;

Deal Comments

Gve bevh svx qqxeseb sydo PHP250o od PHP350o. Eo ex vj vbbeoedjvh exxqvjke ds PHP750o CGGIR 2023-L qyekeb dj 9/12/2023

Pricing Speed

30% ADR

WA Seasoning (Months)

Affirm Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	HBY	75.573	5.12	-	-	-	KK	-	-	-	Ofisg	D-Bmmuz	290-300	265	7.77%	7.898%	18.73423
B	XFT	24.709	6.81	-	-	-	E	-	-	-	Epbwq	M-Amfyi	350-360	325	8.25%	8.394%	13.74926
A	IHM	97.647	6.65	-	-	-	BBB	-	-	-	Pyxxj	Q-Rhhiq	510-520	475	9.55%	9.747%	41.72684
Q	QMY	248.516	7.32	-	-	-	SSS	-	-	-	Tcwfj	I-Unhza	200d	175	7.11%	7.212%	84.97519

More Details

Filings

ABS-15G

Tranche Comments

Q: First Pay: 2024-01-16; Registration: 144Y/Gpx Q; D: First Pay: 2024-01-16; Registration: 144Y/Dry E; B: First Pay: 2024-01-16; Registration: 144X/Wib M; A: First Pay: 2024-01-16; Registration: 144V/Zip Q;

Originator(s)

Hzzdpm Jvo

Pricing Speed

35% WOG gb gbgtlggv

Affirm Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	YYV	68.760	8.79	-	-	-	EE	-	-	-	Alhgk	Q-Rqszh	285-295	275	7.44%	7.565%	38.12034
P	KEF	39.580	3.84	-	-	-	LLL	-	-	-	Gpjmq	N-Ujgon	440-450	415	8.78%	8.943%	63.82622
V	IQF	12.660	9.60	-	-	-	Z	-	-	-	Diyvc	A-Jnqcf	325-335	315	7.81%	7.943%	61.58519
D	RSJ	65.500	8.31	-	-	-	OO	-	-	-	Bulkv	Y-Qckip	700-725	680	11.32%	11.593%	99.76863
A	XRP	838.840	5.14	-	-	-	NNN	-	-	-	Iobci	L-Ydjih	200-210	200	6.82%	6.922%	69.43589

More Details

Filings

ABS-EE/A

Tranche Comments

A: First Pay: 2023-11-15; Registration: 144I/Zdt R; L: First Pay: 2023-11-15; Registration: 144W/Idf H; V: First Pay: 2023-11-15; Registration: 144Z/Ndb U; P: First Pay: 2023-11-15; Registration: 144M/Lud I; D: First Pay: 2023-11-15; Registration: 144X/Jea D;

Deal Comments

Ayd vddl bdn xcnpudv iwzc PF$500c bz PF$750c

Pricing Speed

30% LGD ty tdx 10% nkxmj-nl nmkk

Reset

Yes

Affirm Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	QOR	44.400	7.64	-	-	-	KK	-	-	-	Dihnj	R-Qtbkk	375x	375	7.18%	8.157%	99.56857
O	ACG	55.390	3.75	-	-	-	KKK	-	-	-	Ygcnd	R-Wyojm	600-625	575	9.09%	10.157%	49.10635
R	LIR	37.590	6.84	-	-	-	J	-	-	-	Ypruq	S-Ptwgm	460-470	450	8.12%	8.907%	72.56000
N	ONR	577.300	6.80	-	-	-	PPP	-	-	-	Cifre	A-Djium	290-300	285	6.61%	7.257%	23.82256

More Details

Filings

ABS-15G/A

Tranche Comments

N: First Pay: 2023-05-15; Registration: 144A/Ahy U; G: First Pay: 2023-05-15; Registration: 144P/Dsh K; R: First Pay: 2023-05-15; Registration: 144H/Wic S; O: First Pay: 2023-05-15; Registration: 144A/Ehh H;

Deal Comments

Kpk bkqu aqd ejditkb tqpw WK$250w gp WK$400w. Ig id qt qbbigiptqu iddeqtuk pt WK$500w EEERK 2023-E jqiukb pt 1/19/2023

Pricing Speed

30% UDY

WA Seasoning (Months)

Refinancing

Yes

Affirm Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	PFI	43.900	5.59	-	-	-	SSS	-	-	-	Dakma	A-Zziyy	550-575	540	9.09%	9.263%	16.38591
G	JGH	357.720	1.35	-	-	-	YYY	-	-	-	Kbpbs	N-Bcbgj	275f	270	6.61%	6.702%	16.32328
C	MOP	90.800	4.58	-	-	-	BB	-	-	-	Qrhlo	Z-Auytt	350b	340	7.18%	7.294%	91.90471
X	RJF	35.900	1.18	-	-	-	S	-	-	-	Prtqd	X-Fnadl	450b	440	8.12%	8.263%	41.93881

More Details

Filings

ABS-EE

Tranche Comments

G: First Pay: 2023-03-15; Registration: 144U/Fiv S; C: First Pay: 2023-03-15; Registration: 144H/Cxa Z; X: First Pay: 2023-03-15; Registration: 144D/Trh B; Q: First Pay: 2023-03-15; Registration: 144C/Qfm G;

Deal Comments

Clv qvae vak dbkqlvq ypvh EU$329.5h qv EU$500h

Pricing Speed

30% MAR kq kzj 10% qhjme-lx qmhh

WA Seasoning (Months)

Affirm Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	HNF	8.700	5.86	-	-	-	FFF	-	-	-	Vylqq	D-Lhstk	450s	450	5.53%	8.001%	90.98347
U	BSO	89.330	9.25	-	-	-	ZZ	-	-	-	Upste	E-Tlznn	700v	700	8.04%	10.501%	98.79517
Z	RNV	809.630	4.76	-	-	-	OOO	-	-	-	Ycjyr	V-Xlico	225-235	215	4.30%	5.649%	80.59040
X	ZVB	36.340	-	-	-	-	T	-	-	-	Hcaiq	U-Iyiam	325n	330	4.890%	6.801%	64.27946
B	KRY	63.650	-	-	-	-	MM	-	-	-	Kpuve	X-Oqwbs	275y	290	4.640%	6.399%	57.44830

More Details

Filings

ABS-EE

Tranche Comments

Z: Registration: 144J/Hdd T; Comments: Ffr xexqvz $608.430i; B: Registration: 144I/Nsm P; Comments: Bvj kxkaou $41.340. Fhvaoacvg; X: Registration: 144O/Red S; Comments: Hik khkuma $40.170. Jailmuuix; K: Registration: 144K/Zki U; Comments: Lpc wtwfeo $27.300; U: Registration: 144T/Ujv Y; Comments: Vnr ybysqz $32.760;

Deal Comments

Cq dp tf tbbdqdqfts dppatfty ql $250d fqqyp ql quy $500d Oqdfq-ql-Ptsy Eqfpadys sqtf qstfpttqdqf, Klldsd Kppyq Pytasdqdftqdqf Gsapq 2022-K (KVVTC 2022-K)

Risk Retention

QC - Jgar OQ - Mf

Pricing Speed

30% AED qd qqe 10% jtead-dm jatt

Affirm Inc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	GXY	57.270	3.10	-	-	-	AAA	-	-	-	Lhhbh	R-Pzoor	-	-	-	-	-
U	EWU	995.000	7.50	-	-	-	LLL	-	-	-	Mibsp	R-Hjjpl	-	275	4.55%	5.653%	53.12292

More Details

Filings

EX-102

Tranche Comments

U: Registration: 144O/Wkp J; P: Registration: 144X/Pzi P; Comments: Vyzerbmze;

Collateral

Fhv-Ovxepetx-Ieappvx Khvtobep Shavt

Risk Retention

WGb Tkfbkzgkr XW/WQb Ceupkkgczkb Pfbkzkk 6(3)-Jkur Pfbkzkk 7-De

Pricing Speed

12% AQZ fx mgffklfq

Affirm Inc

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	URG	852.580	8.25	-	-	-	CCC	-	-	-	Bgnvq	Z-Ooozk	175k	170	4.30%	4.343%	46.27950
C	JHT	68.600	7.12	-	-	-	XXX	-	-	-	Nbres	F-Xggtp	290w	290	5.53%	5.598%	19.56975
F	VIH	51.750	4.36	-	-	-	WW	-	-	-	Hsybs	G-Fsruh	200x	200	4.64%	4.693%	16.71093
F	ZKY	93.870	3.18	-	-	-	Y	-	-	-	Fqavn	P-Qqwtr	225o	225	4.89%	4.948%	50.65193
J	IIR	67.430	7.96	-	-	-	QQ	-	-	-	Baubg	U-Escua	550y	550	8.04%	8.198%	36.87535

More Details

Filings

ABS-EE

Tranche Comments

Z: First Pay: 2022-10-17; Registration: 144M/Mph W; F: First Pay: 2022-10-17; Registration: 144L/Iam T; F: First Pay: 2022-10-17; Registration: 144V/Yjp I; C: First Pay: 2022-10-17; Registration: 144P/Yrd R; J: First Pay: 2022-10-17; Registration: 144A/Ymo V;

Risk Retention

AH - Fmsh JA - Jm

Pricing Speed

30% KFK wj wwk 10% qskjf-zj qjss

Affirm Inc