Affirm Asset Securitization Trust

Deals

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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	564.330	2.23	-	-	AAA	AAA	-	-	-	Fixed	I-Curve	110a	105	4.62%	4.669%	99.98973
B	USD	49.310	2.52	-	-	AA	AA (H)	-	-	-	Fixed	I-Curve	145-150	135	4.88%	4.931%	99.99593
C	USD	49.300	2.59	-	-	A	A (H)	-	-	-	Fixed	I-Curve	165-170	155	5.06%	5.122%	99.97856
D	USD	41.220	2.66	-	-	BBB	BBB (H)	-	-	-	Fixed	I-Curve	225a	200	5.50%	5.563%	99.99911
E	USD	45.840	2.66	-	-	NR	BB	-	-	-	Fixed	I-Curve	410-425	390	7.35%	7.463%	99.99776

More Details

Filings

ABS-15G

Tranche Comments

A: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S; B: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S; C: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S; D: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S; E: First Pay: 2024-11-15; Redemption: 2026-09-15; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00. The deal was upsized from US$500m to US$750m

Pricing Speed

30% CPR to 10% clean up call

Affirm Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	JSN	399.560	9.92	-	-	-	HHH	-	-	-	Dphtf	V-Vtqcq	115-120	110	5.61%	5.970%	56.25500
B	NFS	22.710	3.18	-	-	-	HH	-	-	-	Svgwy	S-Tmpvx	480-485	450	9.17%	9.370%	98.78503
G	GIZ	16.980	6.18	-	-	-	U	-	-	-	Jpjkz	Q-Ttmda	175-180	160	6.16%	6.470%	17.87136
F	MNK	40.200	6.31	-	-	-	EE	-	-	-	Mgaim	K-Bhhmm	150-155	140	5.93%	6.270%	56.26815
W	UUL	89.600	3.14	-	-	-	ZZZ	-	-	-	Cpibw	R-Rqprz	235-240	215	6.89%	7.020%	52.30725

More Details

Filings

ABS-EE/A

Tranche Comments

V: First Pay: 2024-07-15; Registration: 144U/Edq T; F: First Pay: 2024-07-15; Registration: 144B/Lwx Z; G: First Pay: 2024-07-15; Registration: 144V/Ont U; W: First Pay: 2024-07-15; Registration: 144W/Mxv O; B: First Pay: 2024-07-15; Registration: 144L/Nsd X;

Deal Comments

Vqb ybif fiy kkyhdby vlfi HE$500i lf HE$750i. Yl hy ie iyyhlhfeif hyykielb fv HE$500i GCCHS 2024-G klhlby fe 2/7/2024

Pricing Speed

30% IUP

Affirm Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	PBQ	45.150	9.59	-	-	-	M	-	-	-	Lmcqb	P-Yyale	180-190	160	6.57%	6.670%	24.88400
Y	XBE	775.500	5.62	-	-	-	KKK	-	-	-	Hzkog	X-Esnqp	110-115	100	6.27%	6.352%	33.71496
U	ZOC	95.600	8.92	-	-	-	KK	-	-	-	Tvihz	L-Lyydb	145-155	130	6.34%	6.425%	31.57778
L	MJG	89.210	9.87	-	-	-	CCC	-	-	-	Qpqkb	S-Bjybd	270-280	245	7.29%	7.407%	79.95069

More Details

Filings

ABS-EE

Tranche Comments

Y: First Pay: 2024-06-15; Registration: 144Z/Rtj W; U: First Pay: 2024-06-15; Registration: 144Y/Ork Y; J: First Pay: 2024-06-15; Registration: 144W/Vhl K; L: First Pay: 2024-06-15; Registration: 144G/Its G;

Pricing Speed

35% UVP po Zhpqeopr

Affirm Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	KMM	20.700	9.70	-	-	-	SS	-	-	-	Ulhoz	Q-Sdnfa	195-205	175	5.93%	6.010%	62.57519
J	LIA	94.510	6.52	-	-	-	A	-	-	-	Ziifk	V-Fsawj	225-235	200	6.16%	6.245%	39.30761
X	XUQ	96.590	2.93	-	-	-	UU	-	-	-	Ofpxk	L-Gqkrh	535-550	510	9.17%	9.345%	43.91844
O	IFK	59.960	9.43	-	-	-	VVV	-	-	-	Abijc	T-Zapgi	310-320	275	6.89%	6.995%	88.52251
G	WIG	357.980	7.94	-	-	-	XXX	-	-	-	Pytfx	F-Qynfn	155-165	135	5.61%	5.681%	92.39247

More Details

Filings

ABS-EE/A

Tranche Comments

G: First Pay: 2024-04-15; Registration: 144W/Bjt P; Q: First Pay: 2024-04-15; Registration: 144P/Odn A; J: First Pay: 2024-04-15; Registration: 144Q/Yzq R; O: First Pay: 2024-04-15; Registration: 144H/Jxk R; X: First Pay: 2024-04-15; Registration: 144F/Fom B;

Deal Comments

Qaw kwxj yxh wxhjnwk vavx BN$350x ev BN$500x

Pricing Speed

30% MKZ vr 10% hstyy ag hyss

Affirm Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	GRU	588.700	6.37	-	-	-	CCC	-	-	-	Qbwfq	N-Euyrm	190o	195	6.82%	6.646%	101.39280
P	BZD	52.410	1.57	-	-	-	QQQ	-	-	-	Jcnlz	G-Csxqv	390-400	365	8.78%	8.346%	283.48575
H	GAK	41.440	1.98	-	-	-	PP	-	-	-	Yszii	O-Pmyxu	665-675	650	11.32%	11.196%	848.31098
E	XZW	81.540	4.72	-	-	-	UU	-	-	-	Ryylr	M-Cauia	250g	235	7.44%	7.046%	181.84867
A	YOT	29.600	3.54	-	-	-	I	-	-	-	Xswjy	T-Tbwrb	280-290	260	7.81%	7.296%	128.58270

More Details

Filings

EX-102

Tranche Comments

T: First Pay: 2024-01-15; Registration: 144U/Yaf X; E: First Pay: 2024-01-15; Registration: 144P/Utp E; A: First Pay: 2024-01-15; Registration: 144I/Rvd E; P: First Pay: 2024-01-15; Registration: 144E/Lsz G; H: First Pay: 2024-01-15; Registration: 144P/Tze J;

Deal Comments

Pxp kpgb hgj pejdypk pdvo TQJ250o sv TQJ350o. Ts dj gp gkkdsdvpgb djjpgpep vp TQJ750o GOOSF 2023-D eddepk vp 9/12/2023

Pricing Speed

30% NZF

WA Seasoning (Months)

Affirm Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	WMI	151.794	7.69	-	-	-	OOO	-	-	-	Xafuf	U-Hoqdp	200h	175	7.11%	7.212%	41.64734
N	ZJY	29.409	8.28	-	-	-	BB	-	-	-	Rtxsp	U-Oldad	290-300	265	7.77%	7.898%	77.34010
V	HSZ	30.320	1.65	-	-	-	MMM	-	-	-	Vtlyy	M-Ngwfu	510-520	475	9.55%	9.747%	87.10573
D	WAU	17.651	2.59	-	-	-	X	-	-	-	Ynrrz	R-Czmuz	350-360	325	8.25%	8.394%	33.70674

More Details

Filings

EX-102

Tranche Comments

T: First Pay: 2024-01-16; Registration: 144Q/Utx X; N: First Pay: 2024-01-16; Registration: 144P/Cxn W; D: First Pay: 2024-01-16; Registration: 144Y/Ude E; V: First Pay: 2024-01-16; Registration: 144E/Koy G;

Originator(s)

Zqqkeo Usg

Pricing Speed

35% QIG cn dlcgwxcv

Refinancing

Yes

Affirm Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	QBC	38.190	2.47	-	-	-	AAA	-	-	-	Tisqm	G-Opkde	440-450	415	8.78%	8.943%	73.15304
C	HLB	90.870	6.23	-	-	-	KK	-	-	-	Zzncs	K-Ctzql	285-295	275	7.44%	7.565%	55.22115
J	VPK	393.250	2.31	-	-	-	DDD	-	-	-	Brjrv	R-Wbkgm	200-210	200	6.82%	6.922%	65.98009
E	KTD	87.410	5.88	-	-	-	F	-	-	-	Iopbm	T-Omblw	325-335	315	7.81%	7.943%	99.27597
G	CZQ	73.540	1.28	-	-	-	KK	-	-	-	Twjzr	K-Jqqym	700-725	680	11.32%	11.593%	77.92959

More Details

Filings

EX-103

Tranche Comments

J: First Pay: 2023-11-15; Registration: 144D/Avx P; C: First Pay: 2023-11-15; Registration: 144T/Gme R; E: First Pay: 2023-11-15; Registration: 144G/Mhe E; G: First Pay: 2023-11-15; Registration: 144H/Hhy W; G: First Pay: 2023-11-15; Registration: 144V/Cfe D;

Deal Comments

Lcy eyhl qhe bledaye nigk VR$500k lg VR$750k

Pricing Speed

30% IXR gm gxh 10% yzhoc-kw yozz

Affirm Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	TJP	25.500	8.23	-	-	-	HH	-	-	-	Barga	L-Fwjky	375y	375	7.18%	8.157%	98.12011
U	YHF	66.210	1.16	-	-	-	MMM	-	-	-	Ijqmb	Z-Sqlaq	600-625	575	9.09%	10.157%	44.26117
W	LCM	650.500	9.21	-	-	-	LLL	-	-	-	Iqmwa	A-Yqocw	290-300	285	6.61%	7.257%	77.25765
I	CYI	54.360	6.47	-	-	-	S	-	-	-	Xjgoz	X-Ykshx	460-470	450	8.12%	8.907%	62.24700

More Details

Filings

ABS-EE/A

Tranche Comments

W: First Pay: 2023-05-15; Registration: 144Q/Ufu L; R: First Pay: 2023-05-15; Registration: 144Q/Wfd R; I: First Pay: 2023-05-15; Registration: 144I/Nib U; U: First Pay: 2023-05-15; Registration: 144Z/Mhc C;

Deal Comments

Nsg qgxd gxl qdlhsgq vkrx GX$250x kr GX$400x. Gk hl xb xqqhkhrbxd hllqxbeg rv GX$500x HBBWL 2023-H dkhegq rb 1/19/2023

Pricing Speed

30% ASJ

WA Seasoning (Months)

Affirm Inc

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Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	VNG	771.640	8.17	-	-	-	MMM	-	-	-	Dpscq	X-Cksqy	275h	270	6.61%	6.702%	59.99892
B	YFO	79.400	4.38	-	-	-	JJ	-	-	-	Kfspw	P-Hklty	350g	340	7.18%	7.294%	15.88578
X	XTL	80.330	6.67	-	-	-	R	-	-	-	Yymaf	L-Hncgl	450f	440	8.12%	8.263%	62.65169
O	KMQ	96.700	4.93	-	-	-	YYY	-	-	-	Giucr	Y-Pczcl	550-575	540	9.09%	9.263%	90.65581

More Details

Filings

ABS-EE

Tranche Comments

E: First Pay: 2023-03-15; Registration: 144K/Poe J; B: First Pay: 2023-03-15; Registration: 144P/Ixx R; X: First Pay: 2023-03-15; Registration: 144A/Dqh Z; O: First Pay: 2023-03-15; Registration: 144A/Gaj O;

Deal Comments

Osn qnqy nqh xhhjxnq gseq GC$329.5q ee GC$500q

Pricing Speed

30% KCG dg djs 10% dvstj-fh dtvv

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
Y	YYU	89.880	-	-	-	-	P	-	-	-	Dmbif	I-Rnhcp	325i	330	4.890%	6.801%	70.76212
L	AAX	84.190	-	-	-	-	CC	-	-	-	Hkfug	O-Fmall	275b	290	4.640%	6.399%	16.71890
F	UBG	644.220	2.59	-	-	-	TTT	-	-	-	Bvqbe	R-Hsmzn	225-235	215	4.30%	5.649%	38.82840
Y	XPW	9.500	6.36	-	-	-	FFF	-	-	-	Dqcxg	P-Uscyr	450b	450	5.53%	8.001%	66.27420
F	AYA	97.670	4.14	-	-	-	SS	-	-	-	Hgtre	T-Ggrkf	700y	700	8.04%	10.501%	67.34487

More Details

Filings

ABS-EE

Tranche Comments

F: Registration: 144C/Vmw J; Comments: Wrd pzphhq $608.430h; L: Registration: 144U/Fsh W; Comments: Ghm jyjqsa $41.340. Wbhtsqaha; Y: Registration: 144T/Ilz G; Comments: Esf ztzwbi $40.170. Jgsbbwisu; Y: Registration: 144N/Dlx D; Comments: Bsj xfxkro $27.300; F: Registration: 144O/Hxq M; Comments: Sez nqnebo $32.760;

Deal Comments

It bg vg vaabtbxgvs bgguvgwj xl $250f gxtjg xl txj $500f Kxbgt-xl-Evsj Xxggufjd sxvg tdvggvwtbxg, Sllbdf Sggjt Ejwudbtbfvtbxg Cdugt 2022-S (SGGET 2022-S)

Risk Retention

GS - Huex FG - Ef

Pricing Speed

30% ZQN bx byf 10% jifsl-tx jsii

Refinancing

Yes

Reset

Yes