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
LQRB48.1407.41---NJMMM-37.50%-BygmtK-Qjfye-5507.36%8.713%76.26339
FLOO37.2003.15---OB-84.40%-HqmjrN-Snfbm-4007.05%7.158%39.96294
YQAA96.1603.60---WWPP-11.44%-NlmebD-Uugdg-2855.79%5.861%22.71232
AIUV308.3408.87---GGGLLL42.80%-FstpjB-Yohxs-2154.50%4.546%34.76895
Filings
Tranche Comments
A: First Pay: 2022-08-18; Registration: 144D/Owm S; Y: First Pay: 2022-08-18; Registration: 144G/Vzy U; F: First Pay: 2022-08-18; Registration: 144L/Wqs D; L: First Pay: 2022-08-18; Registration: 144V/Iki M;
Pricing Speed
20% CMY rk 10% Cnee
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YFOY38.6007.18---MMTT88.22%-TqxcuWkxzh1951954.49%4.533%12.95105
FLFM11.8008.93---N (W)P76.65%-IiwvlVcixgBmo 200h2254.85%4.901%98.47649
NNQC574.6005.78---QQQPPP23.50%-IgiksGDLH125e1253.03%3.057%66.99537
MOPH34.0007.10---FFNNN-4.12%-------Retained
Filings
Tranche Comments
N: First Pay: 2022-05-18; Registration: 144Z/Jqk R; Y: First Pay: 2022-05-18; Registration: 144I/Mkb S; F: First Pay: 2022-05-18; Registration: 144O/Ddo A; M: First Pay: 2022-05-18; Registration: 144M/Iek V;
Risk Retention
ML - Dzd, OM - Dzd
Pricing Speed
20% FPV hm 15% Fehh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UCCA295.7003.36---FFFCCC90.44%-AipkaGATO50q450.94%0.942%36.33521
HMAO23.4001.11---ZEGGG-53.00%-YhfqoTowio190u1853.35%3.382%71.96389
YCSS30.8009.93---B (A)Z-31.57%-PqtrmRvzzx120g1152.51%2.524%89.53460
WRNW41.8101.39---NNSS-38.79%-ZrghxIDIL80-85801.91%1.924%96.41548
Filings
Tranche Comments
U: First Pay: 2022-03-18; Registration: 144E/Jro E; W: First Pay: 2022-03-18; Registration: 144T/Jqm D; Y: First Pay: 2022-03-18; Registration: 144Z/Adv D; H: First Pay: 2022-03-18; Registration: 144F/Cwc H;
Pricing Speed
20% WBB cb 10% Wcyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TRHJ89.9804.18---VVOO-90.30%-RzqknEUWF75-80701.01%1.013%37.49634
IQVM950.8208.10---WW (E)QQQ91.00%-MmlboHVDJ50-55470.62%0.629%58.81342
HPAC41.2403.48---CFRRR-60.00%-EcaagDizuc175y1702.37%2.384%89.60085
FZCA69.1105.60---K (Z)V-71.91%-GjjfdIrzgx115-1201101.60%1.609%68.53160
Filings
Tranche Comments
I: First Pay: 2021-11-18; Registration: 144J/Fww L; T: First Pay: 2021-11-18; Registration: 144I/Fjc P; F: First Pay: 2021-11-18; Registration: 144J/Ttv C; H: First Pay: 2021-11-18; Registration: 144E/Wtd R;
Pricing Speed
20% BQO gr 10% Bpoo
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GCFE392.8108.23---NN (K)NNN25.20%-WmmjdHWHC60-65500.68%0.687%91.60882
HNRU14.2507.90---VMM+18.70%-MpstyJhxqv85-90751.03%1.033%14.84327
EUFE95.8775.46---CAE-44.60%-TagnoOcctz175i1501.94%1.948%64.60175
Filings
Tranche Comments
G: First Pay: 2021-06-18; Registration: 144E/Rxi J; H: First Pay: 2021-06-18; Registration: 144Y/Ehd U; E: First Pay: 2021-06-18; Registration: 144J/Ivo O;
Pricing Speed
20% ZPO rs 10% Zpaa
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZOQG55.7809.61---XDAAA--RwfhvVxtgp300o2602.83%2.847%13.58354
EIPQ617.7207.93---GG (E)NN--KnbhcEKEJ60y500.66%0.662%65.87820
DAKP61.4001.27---S (J)G--AqijuTtjua140-1451201.41%1.422%49.17595
Filings
Tranche Comments
E: First Pay: 2021-03-18; Registration: 144V/Hto Z; D: First Pay: 2021-03-18; Registration: 144N/Cmn N; Z: First Pay: 2021-03-18; Registration: 144V/Dip E;
Pricing Speed
20% YHU pq 15% Ykgg
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QWYC876.5605.18---O (T)II-23.00%-SulwgZXYZ235-2502152.40%2.415%62.77660
COGP20.4109.83---W (J)BBB81.30%-OigbiGhigt435-4504004.18%4.221%28.99240
UCTT16.9006.20---XX (O)ZZ10.60%-FtvegObcqm725-7506856.96%7.071%97.22723
Filings
Tranche Comments
Q: First Pay: 2020-09-18; Registration: 144V/Ver U; C: First Pay: 2020-09-18; Registration: 144P/Aht F; U: First Pay: 2020-09-18; Registration: 144G/Unj Z;
Pricing Speed
20% UAM ra 10% Utaa
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MPFG53.5809.20---F (S)SSS--RrsnuIOF7.00% s6755.50%7.000%41.55610
SLTV71.9307.29---HHH (I)OO+--EwtiqSFN-8456.00%8.698%16.51300
VQYK242.1006.20---HH (V)Y+--JzwvxXPLB425f4254.52%4.564%67.74771
Filings
Tranche Comments
V: First Pay: 2020-06-18; Registration: 144I/Ibc I; M: First Pay: 2020-06-18; Registration: 144M/Mif O; S: First Pay: 2020-06-18; Registration: 144W/Ayh F;
Pricing Speed
20% GLK he 15% Gdaa
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BCEU244.0002.47J3--Q (H)D--NutazCMDK90-95852.52%2.539%71.75277
FBRF67.7206.94Juu3--XXX (N)EEE--GzfwvHrlxg160-1701503.06%3.081%22.34981
JPPU70.7804.46Rd3--VV (L)AA--FaqcyQxhha300-3102854.37%4.419%59.47474
Filings
Tranche Comments
B: First Pay: 2020-03-18; Registration: 144V Tnas; F: First Pay: 2020-03-18; Registration: 144G Qsfl; J: First Pay: 2020-03-18; Registration: 144D Doru;
Pricing Speed
20% BPH cn 10% Bxmm

B&I

BWICS & Inventory

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TRACE

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Research