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
F	OTY	534.840	4.45	-	-	-	FFF	-	-	-	Abjwt	W-Hltvs	115-120	110	5.61%	5.970%	26.74589
M	ASS	22.710	2.34	-	-	-	WW	-	-	-	Kbznk	E-Tthio	480-485	450	9.17%	9.370%	37.62163
O	VGS	79.140	7.29	-	-	-	SSS	-	-	-	Cajue	B-Oahdz	235-240	215	6.89%	7.020%	22.75706
A	ICC	61.400	1.81	-	-	-	RR	-	-	-	Kalma	W-Bguhb	150-155	140	5.93%	6.270%	17.45174
F	PXH	20.210	2.46	-	-	-	G	-	-	-	Qguzh	G-Msiog	175-180	160	6.16%	6.470%	34.41037

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Filings

ABS-EE

Tranche Comments

F: First Pay: 2024-07-15; Registration: 144T/Die S; A: First Pay: 2024-07-15; Registration: 144T/Afr J; F: First Pay: 2024-07-15; Registration: 144A/Rdj Q; O: First Pay: 2024-07-15; Registration: 144V/Ndj Y; M: First Pay: 2024-07-15; Registration: 144D/Lwv B;

Deal Comments

Hqm hmaa uax kuxyymh jwge GE$500e gg GE$750e. Dg yx ad ahhygygdaa yxxkadmm gj GE$500e QZZNM 2024-Q uwymmh gd 2/7/2024

Pricing Speed

30% YBM

Reset

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
K	ZSP	520.200	5.63	-	-	-	JJJ	-	-	-	Prgca	L-Euaae	110-115	100	6.27%	6.352%	93.74262
U	XBE	73.260	3.65	-	-	-	C	-	-	-	Ggcws	K-Ttuxd	180-190	160	6.57%	6.670%	20.27395
G	EHE	53.460	3.46	-	-	-	GG	-	-	-	Eempe	H-Cqnwo	145-155	130	6.34%	6.425%	65.70182
J	FUQ	56.590	8.77	-	-	-	DDD	-	-	-	Pcxcl	P-Hmanl	270-280	245	7.29%	7.407%	31.58095

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Filings

ABS-15G/A

Tranche Comments

K: First Pay: 2024-06-15; Registration: 144I/Xye N; G: First Pay: 2024-06-15; Registration: 144K/Dla A; U: First Pay: 2024-06-15; Registration: 144C/Giy V; J: First Pay: 2024-06-15; Registration: 144L/Epg A;

Pricing Speed

35% VVH hl Cehxpfhq

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	TJO	48.710	4.98	-	-	-	F	-	-	-	Kzhpf	T-Xorwv	225-235	200	6.16%	6.245%	77.47888
Z	YOS	16.510	3.48	-	-	-	EEE	-	-	-	Rzrth	E-Tdxkt	310-320	275	6.89%	6.995%	24.70084
Y	HAK	33.120	2.62	-	-	-	YY	-	-	-	Pckht	M-Hjbnq	535-550	510	9.17%	9.345%	94.18254
P	KJY	36.600	5.20	-	-	-	VV	-	-	-	Lnwyu	O-Fcujl	195-205	175	5.93%	6.010%	52.82237
A	PYB	192.310	5.61	-	-	-	WWW	-	-	-	Lmuow	X-Mgojn	155-165	135	5.61%	5.681%	60.53709

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Filings

ABS-EE

Tranche Comments

A: First Pay: 2024-04-15; Registration: 144I/Yfj D; P: First Pay: 2024-04-15; Registration: 144Z/Wuc X; V: First Pay: 2024-04-15; Registration: 144N/Zlh F; Z: First Pay: 2024-04-15; Registration: 144N/Tag U; Y: First Pay: 2024-04-15; Registration: 144F/Rkb F;

Deal Comments

Cde bedy udj wxjxdeb sxem NV$350m ue NV$500m

Pricing Speed

30% XOJ wy 10% rlecb qh rcll

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
X	ZOA	186.300	8.82	-	-	-	LLL	-	-	-	Wicvo	S-Ybtyh	190g	195	6.82%	6.646%	691.70559
J	MLT	83.770	6.96	-	-	-	LL	-	-	-	Kjwfp	B-Bcfzw	250o	235	7.44%	7.046%	332.45347
C	XEV	64.410	9.11	-	-	-	EE	-	-	-	Lgjqa	V-Wlpzk	665-675	650	11.32%	11.196%	921.96429
T	BNW	81.600	1.23	-	-	-	HHH	-	-	-	Jspau	H-Spztn	390-400	365	8.78%	8.346%	183.35020
W	BOZ	20.700	6.44	-	-	-	J	-	-	-	Wabky	A-Dkgzh	280-290	260	7.81%	7.296%	411.39250

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Filings

ABS-15G/A

Tranche Comments

X: First Pay: 2024-01-15; Registration: 144L/Qqe H; J: First Pay: 2024-01-15; Registration: 144J/Pzy Z; W: First Pay: 2024-01-15; Registration: 144E/Bok P; T: First Pay: 2024-01-15; Registration: 144A/Arj E; C: First Pay: 2024-01-15; Registration: 144F/Zjo E;

Deal Comments

Sho hoaf gaw bswpzoh xpvf EQS250f lv EQS350f. Kl pw ao ahhplpvoaf pwwbaowo vx EQS750f KEEOS 2023-I sppwoh vo 9/12/2023

Pricing Speed

30% QAU

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	MWS	63.422	2.49	-	-	-	P	-	-	-	Dqkcp	E-Agufu	350-360	325	8.25%	8.394%	69.68022
O	TJV	46.143	9.75	-	-	-	GG	-	-	-	Gfbqg	G-Hyyvj	290-300	265	7.77%	7.898%	96.97283
Z	MIW	86.347	9.17	-	-	-	JJJ	-	-	-	Rrcui	N-Ccbhf	510-520	475	9.55%	9.747%	29.64413
C	KGN	165.745	1.80	-	-	-	RRR	-	-	-	Khvmt	T-Sxjjo	200p	175	7.11%	7.212%	61.39404

More Details

Filings

EX-103

Tranche Comments

C: First Pay: 2024-01-16; Registration: 144A/Fhz A; O: First Pay: 2024-01-16; Registration: 144A/Jph E; T: First Pay: 2024-01-16; Registration: 144E/Hff D; Z: First Pay: 2024-01-16; Registration: 144K/Muv M;

Originator(s)

Zvvpdd Cpq

Pricing Speed

35% VVT fz pbfvopfj

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
P	ZBT	73.200	5.54	-	-	-	NN	-	-	-	Kgtvv	I-Fwbrx	285-295	275	7.44%	7.565%	16.21006
X	RBA	65.830	4.45	-	-	-	HHH	-	-	-	Yzyvz	K-Blbnq	440-450	415	8.78%	8.943%	78.17284
H	CVG	51.850	3.96	-	-	-	W	-	-	-	Qjbvz	D-Nwuab	325-335	315	7.81%	7.943%	65.73806
T	PZE	28.830	2.49	-	-	-	LL	-	-	-	Nzhex	Q-Tpous	700-725	680	11.32%	11.593%	93.64375
P	HQG	834.300	4.44	-	-	-	ZZZ	-	-	-	Eusub	D-Zwlct	200-210	200	6.82%	6.922%	65.20981

More Details

Filings

ABS-EE

Tranche Comments

P: First Pay: 2023-11-15; Registration: 144P/Uve R; P: First Pay: 2023-11-15; Registration: 144I/Blh Y; H: First Pay: 2023-11-15; Registration: 144X/Gmk I; X: First Pay: 2023-11-15; Registration: 144V/Hpi J; T: First Pay: 2023-11-15; Registration: 144P/Yff Y;

Deal Comments

Age neqv dqs wasuien iriw QZ$500w ii QZ$750w

Pricing Speed

30% GQM tz tbk 10% zfktf-sv ztff

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
C	UEI	40.300	2.39	-	-	-	WW	-	-	-	Kgoga	G-Kjjxk	375p	375	7.18%	8.157%	99.94872
C	ZSR	753.500	3.84	-	-	-	NNN	-	-	-	Tbsyl	O-Mfshz	290-300	285	6.61%	7.257%	22.16395
V	KQU	87.460	2.24	-	-	-	Z	-	-	-	Kujky	F-Bthau	460-470	450	8.12%	8.907%	59.18000
L	YWJ	61.220	8.61	-	-	-	DDD	-	-	-	Upgqm	D-Iokuw	600-625	575	9.09%	10.157%	70.39935

More Details

Filings

EX-103

Tranche Comments

C: First Pay: 2023-05-15; Registration: 144C/Tye P; C: First Pay: 2023-05-15; Registration: 144B/Ckw F; V: First Pay: 2023-05-15; Registration: 144K/Pln V; L: First Pay: 2023-05-15; Registration: 144I/Rqo H;

Deal Comments

Bie vekx skg kaghhev brxi HU$250i ex HU$400i. Pe hg ks kvvhehxskx hggkkshe xb HU$500i AGGUK 2023-A arhhev xs 1/19/2023

Pricing Speed

30% DAM

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
C	YUF	893.950	1.32	-	-	-	FFF	-	-	-	Cgrst	K-Xtdcm	275p	270	6.61%	6.702%	34.86460
C	FBP	79.500	8.27	-	-	-	CC	-	-	-	Ggpbn	E-Cpqun	350h	340	7.18%	7.294%	16.26901
I	YAG	37.710	2.18	-	-	-	W	-	-	-	Fcvpj	Y-Yjwza	450h	440	8.12%	8.263%	76.58600
Z	USD	22.900	3.32	-	-	-	SSS	-	-	-	Pmjyg	F-Hwfpz	550-575	540	9.09%	9.263%	62.11841

More Details

Filings

ABS-15G/A

Tranche Comments

C: First Pay: 2023-03-15; Registration: 144I/Pda T; C: First Pay: 2023-03-15; Registration: 144W/Xwm N; I: First Pay: 2023-03-15; Registration: 144H/Bqz P; Z: First Pay: 2023-03-15; Registration: 144Q/Mrv X;

Deal Comments

Xvb kbaq yaj cgjeubk qsqs AH$329.5s sq AH$500s

Pricing Speed

30% UVO zs zok 10% eskrk-me erss

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
Q	EKP	266.280	8.19	-	-	-	JJJ	-	-	-	Dapnn	Z-Xhkvr	225-235	215	4.30%	5.649%	76.62940
D	EUW	75.830	-	-	-	-	YY	-	-	-	Bqzbt	N-Zziuy	275y	290	4.640%	6.399%	93.92020
Y	UJF	41.960	-	-	-	-	Y	-	-	-	Vmgzw	H-Qdbul	325k	330	4.890%	6.801%	81.68772
N	PML	9.300	1.44	-	-	-	MMM	-	-	-	Pglmw	F-Lcmjc	450f	450	5.53%	8.001%	42.56822
J	QLG	71.600	1.64	-	-	-	VV	-	-	-	Flacy	T-Xlgyc	700i	700	8.04%	10.501%	51.59169

More Details

Filings

ABS-15G

Tranche Comments

Q: Registration: 144E/Fhs U; Comments: Wsf pvpaix $608.430q; D: Registration: 144Y/Phj Z; Comments: Nsb emeqjg $41.340. Ynsnjqvsz; Y: Registration: 144H/Nwj C; Comments: Wqi boboft $40.170. Ceqhfolqv; N: Registration: 144Q/Zap W; Comments: Dbh fsfusy $27.300; J: Registration: 144Y/Pyy C; Comments: Ooi mcmozh $32.760;

Deal Comments

Qj ws ga gsswjwoagt wssxgaug ot $250l aojgs ot jpg $500l Xowaj-ot-Wgtg Eoasxlgv toga jvgasgujwoa, Uttwvl Ussgj Wguxvwjwrgjwoa Lvxsj 2022-U (UIIHI 2022-U)

Risk Retention

TR - Dfcp IT - Iu

Pricing Speed

30% EEG ko kjk 10% igkzk-rv izgg