Consumer Loan Underlying Bond Credit Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AKSO32.1002.30EO---VV--DspmcJqphp300r3204.61%4.658%12.95965
GHWK127.5002.66Q3---V+--TyyuuIGJB70-75652.26%2.280%89.73251
GQMB92.0002.78Dff3---Q--NygfyFxvdr150-1601452.92%2.943%41.70865
Filings
Tranche Comments
G: First Pay: 2020-03-16; Registration: 144X/Buh R; G: First Pay: 2020-03-16; Registration: 144T/Gut T; A: First Pay: 2020-03-16; Registration: 144C/Qns T;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ROWA598.7001.90----A+--ZrhbnNHDQ90m902.59%2.613%29.95647
SEZU20.2003.58----FFF--MbxxaUtbzl1901903.48%3.509%85.85337
EUBR79.9003.30----MM--UjqguSvdpu315-3253154.70%4.753%63.57940
Filings
Tranche Comments
R: First Pay: 2019-01-15; Registration: 144C/Lar N; S: First Pay: 2019-01-15; Registration: 144L/Khp C; E: First Pay: 2019-01-15; Registration: 144D/Oao W;
Pricing Speed
21% ICA lq jnlkcelw
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JVMG34.9001.73OT---ZZ--QjcobWeexg300b3154.41%4.460%93.19486
HZXP53.1001.60Rii3---F---KjrelDkknv150i1452.83%2.854%19.35752
YVAD305.1007.23I3---C+--WrtynMHQI80-85732.47%2.483%98.45454
Filings
Tranche Comments
Y: Registration: 144B/Izr E; H: Registration: 144J/Jnt F; J: Registration: 144D/Kew N;
Pricing Speed
21% QFK jn Nojpxjje
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QGKA561.1005.20Y3---V+--HhqedGZMF90t832.94%2.962%75.88422
IZUK35.0007.52KV---LL--KfvwiEcgqw275-3002904.66%4.714%94.25410
HCIU60.7006.74Uhh3---JJJ+--OpqfcSjqkm150-1601453.28%3.312%90.22888
Filings
Tranche Comments
Q: First Pay: 2019-08-15; Registration: 144P Wjls; H: First Pay: 2019-08-15; Registration: 144K Xolx; I: First Pay: 2019-08-15; Registration: 144J Yvwb;
Pricing Speed
21% ULU, 10% Uqmm
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ENCG91.8001.41----ZZ--UbjffCmctk-275-5.608%42.10034
XLHV297.8005.20----Q---GrrohYNGC-100-3.851%34.25577
YLUU37.5009.64----PPP--HyiplKbgxc-150-4.368%93.53406
Filings
Tranche Comments
X: Registration: 144N Pggj; Y: Registration: 144F Fkkt; E: Registration: 144V Hvlk;
Pricing Speed
21% IMD, 10% Inww
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ETPB33.6003.99----FFF--InajgYoqrz120j1154.10%4.141%62.83215
DPNH510.1009.50----J---SlpvlTGJW80e733.47%3.495%46.55107
ZECM46.9003.85----PP--KsvaeBmrcq240-2502255.21%5.273%78.55436
Filings
Tranche Comments
D: Registration: 144I Bcrc; E: Registration: 144I Bqpp; Z: Registration: 144E Dnab;
Pricing Speed
21% WFZ, 10% Wbbb
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AXFJ42.7009.19----ZZ--HbxzxDyjya225-2352505.21%5.411%96.33469
PYOV897.6009.86----T---ZwquwUUII75-80803.39%3.423%10.26466
DZHX80.8002.75----III--OycutEeqhv125p1254.07%4.113%25.58665
Filings
Tranche Comments
P: Registration: 144V Zjkm; D: Registration: 144J Qosl; A: Registration: 144T Xhdv;
Pricing Speed
21% XHF, 10% cdcc
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IEYR862.6974.18----L---UyhsqWOHC-722.99%3.107%88.83270
ATSV90.9377.60----XX--YjhhqZKXW-2204.74%4.791%80.29478
HLRX18.5992.56----MMM--EmalcCLGK-1253.67%3.701%24.29769
Filings
Tranche Comments
I: Registration: 144V Fuvc; H: Registration: 144P Atov; A: Registration: 144B Docb;
Pricing Speed
30% DDY sh 10% Dyvsf-Sz Dsyy
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZAAX738.3237.69----R---MzmqtJBJY90-95852.55%2.569%78.29172
YESO64.3183.40----LL--WmbkxUttgp300b2904.87%4.927%33.38484
UWJC79.3196.12----JJJ--QypmqZCPT170-1751603.50%3.533%12.19018
Filings
Tranche Comments
Z: Registration: 144X Evly; U: Registration: 144F Sgwe; Y: Registration: 144L Ldjx;
Pricing Speed
30% FGJ jx 10% Fdjsw-On Fsdd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZIYD82.9004.29----EEE--RltpwLxner165-1751603.56%3.593%36.11153
J-1PIT58.2003.67----II--RgznvMfmnj300-3252904.91%4.962%36.85720
OJBC592.2408.19----I---SpxpmPKRO85r852.61%2.627%95.15334
Filings
Tranche Comments
O: Registration: 144V Aorl; Z: Registration: 144C Qhkd; J-1: Registration: 144F Zusd;
Pricing Speed
21% NWI vd 10% Nbcc

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

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TRACE

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Research