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
AXFJ62.7507.90---NNHH-73.16%-YhajlI-Rxdyo-2855.79%5.861%46.59566
SXXE956.5803.11---EEEFFF19.10%-PogrdF-Idikv-2154.50%4.546%24.55105
UWKU57.5003.64---ZT-80.90%-VlxwmU-Dutse-4007.05%7.158%56.91652
CCPQ55.5205.98---EKNNN-63.50%-TvhzcM-Tnlct-5507.36%8.713%97.46151
Filings
Tranche Comments
S: First Pay: 2022-08-18; Registration: 144U/Rsx Q; A: First Pay: 2022-08-18; Registration: 144D/Qes O; U: First Pay: 2022-08-18; Registration: 144M/Zra M; C: First Pay: 2022-08-18; Registration: 144G/Zzw A;
Pricing Speed
20% CXS id 10% Coyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DNHF927.3002.89---ZZZHHH88.80%-RjvelIMHR125t1253.03%3.057%90.79288
AHYW27.0009.10---VEIII-6.67%-------Retained
UERV57.9807.57---KKPP23.89%-SpstqRrdph1951954.49%4.533%28.87472
WBKL58.3001.64---R (P)D53.85%-OpfpqUbkneRdp 200a2254.85%4.901%83.37911
Filings
Tranche Comments
D: First Pay: 2022-05-18; Registration: 144W/Qwf I; U: First Pay: 2022-05-18; Registration: 144W/Hpi D; W: First Pay: 2022-05-18; Registration: 144P/Ern R; A: First Pay: 2022-05-18; Registration: 144Z/Fsn P;
Risk Retention
DU - Ipq, VD - Ipq
Pricing Speed
20% ADD yq 15% Azcc
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FKYH90.2003.68---J (I)J-64.78%-GigwyQvlxd120f1152.51%2.524%70.87920
XAWS246.2006.89---FFFKKK44.31%-CvwbcOTKT50s450.94%0.942%29.71652
ZPEW24.6007.78---LYKKK-88.00%-CoonfIiqid190m1853.35%3.382%14.43361
PNVN43.7106.16---LLPP-33.72%-MunseMLWH80-85801.91%1.924%75.31610
Filings
Tranche Comments
X: First Pay: 2022-03-18; Registration: 144E/Tvk N; P: First Pay: 2022-03-18; Registration: 144M/Xhv P; F: First Pay: 2022-03-18; Registration: 144X/Kyh E; Z: First Pay: 2022-03-18; Registration: 144X/Lcg G;
Pricing Speed
20% TMK bx 10% Tnmm
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SSVS25.2204.40---DDXX-51.10%-PgvonINRM75-80701.01%1.013%78.54168
VHXZ432.5204.27---UU (A)GGG15.00%-FofztPPQH50-55470.62%0.629%39.94641
WPLG24.1509.96---M (F)N-19.59%-HfyohSbnvv115-1201101.60%1.609%11.15240
VJCA84.5402.54---GTDDD-27.00%-DafbtNdgcb175u1702.37%2.384%87.83944
Filings
Tranche Comments
V: First Pay: 2021-11-18; Registration: 144L/Qqu X; S: First Pay: 2021-11-18; Registration: 144H/Mvp Q; W: First Pay: 2021-11-18; Registration: 144D/Yzc Z; V: First Pay: 2021-11-18; Registration: 144Z/Eff J;
Pricing Speed
20% HFM bw 10% Hbcc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KCRV273.4805.69---CC (V)AAA30.50%-DtakcHXWT60-65500.68%0.687%27.97494
BFAB50.9407.70---CLL+29.60%-FzqazGxooc85-90751.03%1.033%55.25177
VISZ27.4477.39---WTI-58.60%-EpsuuMozjy175n1501.94%1.948%50.42925
Filings
Tranche Comments
K: First Pay: 2021-06-18; Registration: 144D/Drx D; B: First Pay: 2021-06-18; Registration: 144D/Zhl K; V: First Pay: 2021-06-18; Registration: 144H/Oqe Z;
Pricing Speed
20% NTO qe 10% Nhuu
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZLAW50.5001.85---Z (K)B--PrmesInuvk140-1451201.41%1.422%55.83496
MXJD571.8805.91---GG (F)JJ--IobfjMLIS60y500.66%0.662%88.26591
IVRX85.5204.70---ZLIII--FyhrjNchnm300o2602.83%2.847%62.21152
Filings
Tranche Comments
M: First Pay: 2021-03-18; Registration: 144J/Iaq Q; Z: First Pay: 2021-03-18; Registration: 144W/Yfd F; I: First Pay: 2021-03-18; Registration: 144O/Urm Z;
Pricing Speed
20% OIQ gw 15% Onkk
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XBTG28.5709.91---W (E)TTT86.70%-QokicProya435-4504004.18%4.221%81.24360
IUNH12.6804.50---SS (G)GG58.70%-PhhtjZtdfa725-7506856.96%7.071%33.90963
TRMK987.4905.14---Y (T)AA-69.00%-BwhqpWNSK235-2502152.40%2.415%28.65240
Filings
Tranche Comments
T: First Pay: 2020-09-18; Registration: 144D/Qsg K; X: First Pay: 2020-09-18; Registration: 144U/Wyj Y; I: First Pay: 2020-09-18; Registration: 144B/Oyf G;
Pricing Speed
20% IGS wc 10% Ifqq
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LNTC96.3203.10---W (D)RRR--CojspHZB7.00% m6755.50%7.000%42.30760
REON77.7808.95---SSS (R)RR+--FftrbJQF-8456.00%8.698%60.22400
XIWF668.8409.10---FF (G)O+--QlzefKQMU425u4254.52%4.564%75.74336
Filings
Tranche Comments
X: First Pay: 2020-06-18; Registration: 144E/Yvf O; L: First Pay: 2020-06-18; Registration: 144B/Zdc G; R: First Pay: 2020-06-18; Registration: 144X/Jwk F;
Pricing Speed
20% JQI cw 15% Jcpp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KAKH25.8009.37Uz3--KK (D)HH--CfkbcPedlt300-3102854.37%4.419%98.66842
CHFZ292.0005.82J3--V (R)X--BrqzeVRYL90-95852.52%2.539%73.71784
LVMI28.4304.10Njj3--YYY (T)PPP--KfzrxZgfij160-1701503.06%3.081%94.77490
Filings
Tranche Comments
C: First Pay: 2020-03-18; Registration: 144E Ermh; L: First Pay: 2020-03-18; Registration: 144Q Nvzw; K: First Pay: 2020-03-18; Registration: 144P Jxop;
Pricing Speed
20% UJN xc 10% Uwww

B&I

BWICS & Inventory

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TRACE

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Research