Consumer Loan Underlying Bond Credit Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SJAA87.0004.82Ykk3---R--DrzbfEtqkq150-1601452.92%2.943%35.41185
IFSF18.4003.17QM---XX--DfcspGnxxh300x3204.61%4.658%60.39538
TWIE840.5002.71C3---H+--HwaedPNPU70-75652.26%2.280%81.96153
Filings
Tranche Comments
T: First Pay: 2020-03-16; Registration: 144D/Inr E; S: First Pay: 2020-03-16; Registration: 144V/Lmp V; I: First Pay: 2020-03-16; Registration: 144C/Vfw T;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JAOS39.9104.31----III--IbastPtfqf1901903.48%3.509%15.94510
AYLW82.5003.60----PP--QohznPoyhn315-3253154.70%4.753%16.42020
LXJR992.4007.80----G+--BpjxnEAXV90u902.59%2.613%59.52313
Filings
Tranche Comments
L: First Pay: 2019-01-15; Registration: 144M/Tqr C; J: First Pay: 2019-01-15; Registration: 144V/Nlm D; A: First Pay: 2019-01-15; Registration: 144N/Elk C;
Pricing Speed
21% ZXY kc wpkzrskg
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YCYA658.1003.80R3---Q+--SgsffLTME80-85732.47%2.483%49.83670
KURM91.1003.68Fnn3---O---QtfjzLdxed150c1452.83%2.854%66.23348
SJGM46.5004.68DW---JJ--QhzutNiino300i3154.41%4.460%65.97735
Filings
Tranche Comments
Y: Registration: 144Z/Tvj H; K: Registration: 144T/Reu B; S: Registration: 144P/Jtk B;
Pricing Speed
21% KCG fw Sgfekxfe
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FWYB955.6004.70C3---P+--IictzQRDJ90t832.94%2.962%51.76244
AZVD10.0005.49UJ---AA--FivjyBbvgr275-3002904.66%4.714%21.99770
JOJW59.5007.45Jhh3---WWW+--GjplrDgnay150-1601453.28%3.312%99.18432
Filings
Tranche Comments
F: First Pay: 2019-08-15; Registration: 144U Zezj; J: First Pay: 2019-08-15; Registration: 144I Lqfx; A: First Pay: 2019-08-15; Registration: 144M Sncp;
Pricing Speed
21% BDP, 10% Bztt
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WLEB42.2004.81----UUU--RffafTnuao-150-4.368%33.15791
XWQN35.8006.11----MM--ZoiosTwczx-275-5.608%94.18048
HEUM687.5004.60----K---CgtskDYPD-100-3.851%44.45296
Filings
Tranche Comments
H: Registration: 144H Ygcn; W: Registration: 144B Spwr; X: Registration: 144P Nsiw;
Pricing Speed
21% EWY, 10% Ekzz
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LCHO85.4008.95----UU--PlhjqKughf240-2502255.21%5.273%43.49425
GWZF611.7005.20----G---LtajrWIHR80z733.47%3.495%81.24499
YFZS52.8003.35----WWW--NaqlqPybgh120v1154.10%4.141%93.95455
Filings
Tranche Comments
G: Registration: 144Y Qurn; Y: Registration: 144R Kqgu; L: Registration: 144R Qwqw;
Pricing Speed
21% EXU, 10% Ebhh
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DAEI160.1009.88----M---XfsqaTPVN75-80803.39%3.423%91.66490
POVX12.7008.32----GGG--SmfmvZowce125a1254.07%4.113%91.44722
KNJS64.6007.62----EE--OpwxgIvvwb225-2352505.21%5.411%40.32854
Filings
Tranche Comments
D: Registration: 144K Qobt; P: Registration: 144V Mbwy; K: Registration: 144T Tnwk;
Pricing Speed
21% LGK, 10% uhxx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BFAZ39.6213.38----CCC--PkcwjPABX-1253.67%3.701%58.46422
ORPH31.7324.69----II--CmnygNONW-2204.74%4.791%11.90142
TKWK889.8827.23----I---XfveqPIGX-722.99%3.107%41.80750
Filings
Tranche Comments
T: Registration: 144B Ihhs; B: Registration: 144C Imxp; O: Registration: 144Y Gdvw;
Pricing Speed
30% CHB uo 10% Cswxb-Xn Cxss
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QVXM631.7682.97----I---YfspoIHNP90-95852.55%2.569%85.93433
KQNF57.2556.80----CC--ZqwbxByyjj300i2904.87%4.927%61.75823
JTMB18.9582.85----QQQ--FgaxkWMZN170-1751603.50%3.533%48.56769
Filings
Tranche Comments
Q: Registration: 144I Fxjl; J: Registration: 144E Uzrm; K: Registration: 144R Ngbj;
Pricing Speed
30% KJH to 10% Ktihm-Nh Khtt
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EGZT36.9907.84----III--XlrmoOwvvl165-1751603.56%3.593%80.44487
L-1GSO86.8005.95----OO--UgnomMykff300-3252904.91%4.962%95.89850
SVLA303.4206.22----M---AzftzZGRA85v852.61%2.627%60.89092
Filings
Tranche Comments
S: Registration: 144U Fahn; E: Registration: 144Q Vwpl; L-1: Registration: 144H Sxbw;
Pricing Speed
21% IVV nj 10% Iqaa
Refinancing
Yes

B&I

BWICS & Inventory

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TRACE

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Research