Leaf Receivables Funding

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD89.0000.39NR--R-1 H---FixedYLD--1.500%1.500%100.00000
A2USD91.0001.17Aaa--AAA---FixedEDSF40-45371.72%1.734%99.99106
A3USD82.0002.25Aaa--AAA---FixedSwaps60a572.07%2.089%99.97821
A4USD24.2343.07Aaa--AAA---FixedSwaps85a822.43%2.448%99.98347
BUSD14.4273.44Aa2--AAA---FixedSwaps100-1101002.65%2.669%99.98603
CUSD14.0713.73A1--AA---FixedSwaps120-1301152.83%2.852%99.98172
DUSD9.7973.89A3--A---FixedSwaps150a1403.10%3.121%99.99679
E1USD13.8933.89Baa3--BBB (H)---FixedSwaps300a2804.47%4.521%99.96810
E2USD11.5783.89Ba3--BB (H)---FixedSwaps450-4754355.99%6.071%99.98086
Filings
Tranche Comments
A1: Registration: 144A Only; A2: Registration: 144A Only; A3: Registration: 144A Only; A4: Registration: 144A Only; B: Registration: 144A Only; C: Registration: 144A Only; D: Registration: 144A Only; E1: Registration: 144A Only; E2: Registration: 144A Only;
Pricing Speed
2% CPR to 10% Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LHGI15.6206.47Faa1--X---SlkbfHzkjq375-3853754.89%4.946%49.91453
B2UCY7.6317.49Ca3--LL (Z)---WvyxpJebxm700-7257506.00%8.696%76.17568
H2VCL26.0005.55Rbb--XXX---KhmxmGDZT85-90851.72%1.733%54.29430
M3QAP93.0007.46Lii--SSS---LutxxBzwzf1051052.05%2.063%46.35538
K1CYB72.0004.56PH--Y-1 R---IojlwAKF1.00%-1.00%1.000%656.00000
MPAU19.2104.53Je2--JJJ---SzywfXbxai165-1751652.78%2.804%82.35143
AMQW49.6695.14C1--BB---DysurOtqdw225-2352253.40%3.433%71.46961
Y1ILH60.1102.57Lvv3--SSS (S)---HyscnHkonx485-5004855.50%6.046%88.47241
D4XPT44.4004.20Err--OOO---BlscuYvzie1401402.49%2.507%81.28241
Filings
Tranche Comments
K1: Registration: 144S Sklv; Comments: 10% Coldu-Or Cdoo; H2: Registration: 144I Sitr; Comments: 10% Gulns-Un Gnuu; M3: Registration: 144Q Zomi; Comments: 10% Korkl-Uw Kkoo; D4: Registration: 144D Ordb; Comments: 10% Psokf-Nx Pkss; M: Registration: 144F Jdmt; Comments: 10% Hobkx-Cf Hkoo; A: Registration: 144G Kuuq; Comments: 10% Plozs-Yw Pzll; L: Registration: 144G Rvne; Comments: 10% Tuxuq-Oy Tuuu; Y1: Registration: 144A Iceh; Comments: 10% Tmtct-Bh Tcmm; B2: Registration: 144F Aecn; Comments: 10% Mjlcw-Nd Mcjj;
Collateral
HPMED b Xgtss D1-H1 aqs, H2 ewl
Pricing Speed
2% CPR to Call
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XIUN67.6705.38R2--EE (E)---VhuvwRbzzy-1502.74%2.756%-
T1WMU30.0005.37---G-1 A---NsrojGEV-500.50%0.500%-
CMVN58.5209.33Ei2--SSS---KlrceWwbpw-1252.42%2.436%-
B4HFO42.3403.54Txx--CCC---DyuglZviut-1002.03%2.046%-
A2BRX96.0003.22Muu--AAA---FcykeLDMU-601.13%1.141%-
I2LYC5.6503.86Pi3--BB (B)---SwlpnFkwuv-5506.00%6.771%-
JIQQ50.1201.94Yyy2--I (B)---IubiyXbrtj-2503.74%3.771%-
W3AIP34.0006.60Xtt--XXX---DsgboKzmeh-701.49%1.504%-
B1HII27.4005.87El1--EEE (C)---TnqmhMxept-4005.21%5.271%-
Tranche Comments
T1: Registration: 144S Krgo; A2: Registration: 144M Eeth; W3: Registration: 144B Tmmw; B4: Registration: 144Y Uxgd; C: Registration: 144A Noqg; X: Registration: 144X Egua; J: Registration: 144C Yoos; B1: Registration: 144G Ikde; I2: Registration: 144N Sxib;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O2JNX48.0001.20Yjj--GGG---XurazVMPV-550.88%0.883%96.75548
B4LZX99.7007.50Wtt--III---HmgvyLokxs-1201.98%1.989%77.40414
X1VIW82.4705.61Ad1--BBB---PbsivZdfkn--6.00%6.500%94.58891
JMCL2.7502.83Ho2--OO---QihpmViuwr-1802.80%2.818%65.49500
T2HKH3.4803.71Rp2--LL---FcemeYkzez--6.00%8.250%36.25600
AQIW1.4001.10Cxx1--JJJ---KiqimHyvwo-3905.11%5.171%57.51912
S1EGO94.6001.68Z-1--T-1 F---RmbhywkdYRW--0.32%0.320%655.00000
R3LQE93.0003.00Gvv--FFF---JbnnwVcvcc-851.33%1.336%47.50632
QVMP59.3004.95Q1--C---PvrfnYcexa-2353.46%3.491%12.79648
Tranche Comments
S1: Registration: 144M Wexf; O2: Registration: 144Z Yoxj; R3: Registration: 144R Etdu; B4: Registration: 144B Cvcv; J: Registration: 144T Ggws; Q: Registration: 144J Ahmh; A: Registration: 144S Tumi; X1: Registration: 144I Qugy; T2: Registration: 144V Qima;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CQHC1.5306.24Ra2--II---FrgtxMhbhb-180-2.350%35.90470
GJOY2.7203.46Bpp2--QQQ----------
A3NPR45.5705.00Err--AAA---AiomnWyuiw-95-1.340%64.28320
M1ELY4.9007.27Vb1--VVV----------
N1ZXN18.6907.12F-1--Z-1 V---Kkzuuhdf1lF--20-0.370%953.00000
T2IRT66.1703.79Cvv--XXX---SkztlPBZK-45-0.810%680.00000
H4BMX20.7303.60Obb--BBB---QjbacXzyip-125-1.710%24.38700
WUIU42.3506.66Q2--L---QbvrfBqiaz-220-2.800%31.62400
N2MGP2.8006.53Bb2--RR----------
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F1FASC24.0006.35H-1--R-1 R---Wotct---0.40%--
Z2FGR26.0004.70Sxx--SSS---Wiskl---2.40%--
MYXZ7.5908.80---F---Syyhg---5.00%--
MKJB8.7006.16Aee2--EE (L)---Hopyi---5.00%--
IIFB2.9007.56Oz2--YY---Makhp---3.80%--
R1KNQ7.8807.40Zh1--YYY---Aslyt---5.50%--
Z1UUZG5.0004.83S-1--O-1 G---Owjyf---0.50%--
H2VXR9.8509.67I1--Z---Sycva---5.50%--
Tranche Comments
F1F: Registration: Vayvai; Z1U: Registration: Kirsmu; Z2: Registration: Gqojle; I: Registration: Lxsxrf; M: Registration: Tpwitr; M: Registration: Eocrfs; R1: Registration: Aylxhn; H2: Registration: Nvqqir;

B&I

BWICS & Inventory

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TRACE

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Research