FREED ABS Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD111.4200.42---AAAAAA--FixedI-Curve-2256.490%6.577%99.99883
BUSD78.8501.48---AAAA---FixedI-Curve-3207.58%7.709%99.98650
CUSD36.0402.39---AA---FixedI-Curve-4258.59%8.750%99.98702
DUSD56.8403.14---NRBBB---FixedI-Curve-4047.40%8.450%97.50761
Filings
Tranche Comments
A: First Pay: 2022-12-19; Registration: 144A/Reg S; B: First Pay: 2022-12-19; Registration: 144A/Reg S; C: First Pay: 2022-12-19; Registration: 144A/Reg S; D: First Pay: 2022-12-19; Registration: 144A/Reg S; Comments: Priced on 02/22/2023. Settlement Date: 02/24/2023;
Deal Comments
Joint Bookrunners: A-C: CSG(B&D), TRU, JEF; D: ATL(B&D)
Pricing Speed
20% CPR to 10% Call
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PCPE58.7805.50---UUFF-26.22%-SllkrS-Mzimx-2855.79%5.861%20.89520
DBRN27.5004.57---UY-89.70%-VskomJ-Vftpd-4007.05%7.158%78.24426
NAUJ658.5801.58---OOOVVV89.70%-OcutkZ-Rwwpu-2154.50%4.546%63.26774
DRER70.6503.31---BWRRR-63.90%-KwpnmT-Ustnq-5507.36%8.713%50.93936
Filings
Tranche Comments
N: First Pay: 2022-08-18; Registration: 144J/Ftx I; P: First Pay: 2022-08-18; Registration: 144N/Rpu A; D: First Pay: 2022-08-18; Registration: 144E/Tmw D; D: First Pay: 2022-08-18; Registration: 144I/Rre Z;
Pricing Speed
20% OKC cw 10% Owbb
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NNNQ89.2502.35---TTLL22.49%-TrjbcWtvgz1951954.49%4.533%55.60826
UQGR75.9001.97---N (A)S91.30%-ByhatIdizbOxg 200r2254.85%4.901%24.55491
FIIX656.3007.93---DDDEEE53.20%-PiaolAQXC125g1253.03%3.057%68.36589
OFEM18.0004.40---YYAAA-7.26%-------Retained
Filings
Tranche Comments
F: First Pay: 2022-05-18; Registration: 144Z/Xbp B; N: First Pay: 2022-05-18; Registration: 144A/Lny T; U: First Pay: 2022-05-18; Registration: 144U/Qrf P; O: First Pay: 2022-05-18; Registration: 144A/Cwf T;
Risk Retention
LB - Sge, AL - Sge
Pricing Speed
20% JTG mi 15% Jdmm
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZMWN29.1705.99---BBPP-23.17%-QfcqgNQER80-85801.91%1.924%34.30636
DCTM15.6009.95---MFZZZ-59.00%-CiyyaPowwm190w1853.35%3.382%12.24206
WIVD199.1006.14---FFFVVV50.53%-PwtmsYYUW50h450.94%0.942%21.43628
CTKL23.3002.95---A (T)X-95.23%-OaijuEjkjc120z1152.51%2.524%14.69310
Filings
Tranche Comments
W: First Pay: 2022-03-18; Registration: 144Q/Qit Q; Z: First Pay: 2022-03-18; Registration: 144Z/Iaf A; C: First Pay: 2022-03-18; Registration: 144C/Khy A; D: First Pay: 2022-03-18; Registration: 144K/Lzr V;
Pricing Speed
20% SQS rq 10% Siaa
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZNQE66.7105.13---WWOO-63.10%-BtczjQTEP75-80701.01%1.013%91.45122
NWHP265.2309.10---II (X)PPP74.00%-KfnraUBOE50-55470.62%0.629%30.89079
XUMO57.7305.68---S (G)T-46.36%-IpahhUtvvc115-1201101.60%1.609%44.92250
GWRL31.8704.18---FWZZZ-91.00%-BkpkhKmckq175h1702.37%2.384%44.60806
Filings
Tranche Comments
N: First Pay: 2021-11-18; Registration: 144W/Cta B; Z: First Pay: 2021-11-18; Registration: 144W/Edy X; X: First Pay: 2021-11-18; Registration: 144H/Yrm E; G: First Pay: 2021-11-18; Registration: 144P/Qvy E;
Pricing Speed
20% QYW jh 10% Qrnn
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CHKN32.5508.90---JZZ+37.20%-BlhpnUlyaw85-90751.03%1.033%59.39244
VMAU825.7203.86---YY (X)OOO11.10%-VfwttHTZB60-65500.68%0.687%91.59197
NXED41.4098.46---PUU-53.50%-FxgmxJkiko175k1501.94%1.948%30.73120
Filings
Tranche Comments
V: First Pay: 2021-06-18; Registration: 144T/Gfl T; C: First Pay: 2021-06-18; Registration: 144M/Wqm I; N: First Pay: 2021-06-18; Registration: 144E/Zyr I;
Pricing Speed
20% ZFD kq 10% Zxww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BMCP77.2202.37---SPYYY--FzqmdQhfai300l2602.83%2.847%14.45287
WYZI532.6707.64---NN (E)SS--AavigMGAF60l500.66%0.662%39.67489
KIVL31.6008.99---R (S)M--NvgjrAldei140-1451201.41%1.422%89.32731
Filings
Tranche Comments
W: First Pay: 2021-03-18; Registration: 144O/Tou G; K: First Pay: 2021-03-18; Registration: 144K/Zzb X; B: First Pay: 2021-03-18; Registration: 144C/Urh T;
Pricing Speed
20% BKF ef 15% Bydd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JNSZ84.1002.90---II (U)SS89.20%-LqupiZljdk725-7506856.96%7.071%13.78975
FIXE265.7205.72---T (K)PP-61.00%-BqvaiNUUE235-2502152.40%2.415%31.28755
RMRI17.7008.78---T (F)RRR59.90%-IpxjuFloxu435-4504004.18%4.221%66.56740
Filings
Tranche Comments
F: First Pay: 2020-09-18; Registration: 144Y/Yqt G; R: First Pay: 2020-09-18; Registration: 144J/Kao R; J: First Pay: 2020-09-18; Registration: 144W/Edr A;
Pricing Speed
20% GQQ kz 10% Gnii
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DTTW555.8301.60---UU (T)U+--SgbfvQNKW425r4254.52%4.564%29.51895
IRVY69.5808.50---N (H)OOO--DoilbAVZ7.00% y6755.50%7.000%85.32250
CRZZ96.8707.11---UUU (Z)SS+--VgooqSFF-8456.00%8.698%47.46900
Filings
Tranche Comments
D: First Pay: 2020-06-18; Registration: 144Q/Hmt A; I: First Pay: 2020-06-18; Registration: 144G/Wkg G; C: First Pay: 2020-06-18; Registration: 144B/Ofa E;
Pricing Speed
20% XFH gb 15% Xydd
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HTAG29.2906.91Wu3--CC (P)SS--IplybZhdvd300-3102854.37%4.419%56.60997
RPWY767.0003.38Z3--R (H)Z--EtvfoNRAH90-95852.52%2.539%87.50211
KGYW48.6306.22Ouu3--ZZZ (O)OOO--PhqzqBrvzd160-1701503.06%3.081%91.30008
Filings
Tranche Comments
R: First Pay: 2020-03-18; Registration: 144Y Jasi; K: First Pay: 2020-03-18; Registration: 144M Emjg; H: First Pay: 2020-03-18; Registration: 144I Kfcv;
Pricing Speed
20% MLX nv 10% Meoo

B&I

BWICS & Inventory

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TRACE

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Research