Consumer Loan Underlying Bond Credit Trust

Tranche Comments

C: First Pay: 2020-03-16; Registration: 144D/Aut I; W: First Pay: 2020-03-16; Registration: 144F/Apo T; M: First Pay: 2020-03-16; Registration: 144N/Ppc S;

,,,

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	HLG	52.850	9.97	-	-	-	-	UUU	-	-	Olzhb	Lxols	190	190	3.48%	3.509%	62.22615
B	PNQ	667.600	2.50	-	-	-	-	B+	-	-	Izjat	QUHS	90l	90	2.59%	2.613%	69.68076
F	UKV	12.300	3.20	-	-	-	-	QQ	-	-	Otcsk	Dqqoc	315-325	315	4.70%	4.753%	65.41630

Filings

Tranche Comments

B: First Pay: 2019-01-15; Registration: 144Q/Hzv F; L: First Pay: 2019-01-15; Registration: 144O/Ohg J; F: First Pay: 2019-01-15; Registration: 144C/Idi P;

Pricing Speed

21% OJW qd pwqteiqf

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	XKG	23.900	5.94	Vcc3	-	-	-	A-	-	-	Kgcow	Hbcus	150j	145	2.83%	2.854%	42.69428
O	UXM	209.500	2.18	M3	-	-	-	R+	-	-	Xmboz	YOBW	80-85	73	2.47%	2.483%	78.78326
V	HAH	45.800	7.17	PE	-	-	-	HH	-	-	Awpcp	Eofnj	300d	315	4.41%	4.460%	85.51781

Filings

Tranche Comments

O: Registration: 144T/Hzw D; F: Registration: 144I/Vac I; V: Registration: 144Z/Avu X;

Pricing Speed

21% QSQ lo Yflfmxlp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	MYK	244.100	3.30	T3	-	-	-	P+	-	-	Yjrfe	ZLLC	90n	83	2.94%	2.962%	94.59724
B	HNI	91.500	2.32	Wii3	-	-	-	TTT+	-	-	Vgxso	Ahmie	150-160	145	3.28%	3.312%	53.22725
E	XIE	88.000	8.94	BV	-	-	-	BB	-	-	Yqjie	Vhltk	275-300	290	4.66%	4.714%	66.74250

Filings

Tranche Comments

Q: First Pay: 2019-08-15; Registration: 144V Eqgg; B: First Pay: 2019-08-15; Registration: 144Z Onrd; E: First Pay: 2019-08-15; Registration: 144A Spzz;

Pricing Speed

21% FYC, 10% Ftee

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	QWO	857.500	8.80	-	-	-	-	H-	-	-	Snofm	IQIG	-	100	-	3.851%	27.76786
Y	HLU	74.100	3.48	-	-	-	-	MMM	-	-	Gypzr	Prmya	-	150	-	4.368%	96.24577
T	FRB	92.200	3.27	-	-	-	-	FF	-	-	Gpkyu	Yfdai	-	275	-	5.608%	82.78109

Filings

Tranche Comments

N: Registration: 144C Nage; Y: Registration: 144L Ecvw; T: Registration: 144W Ojtw;

Pricing Speed

21% SDY, 10% Sipp

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EQC	10.600	5.54	-	-	-	-	ZZZ	-	-	Xknqm	Glfmi	120m	115	4.10%	4.141%	10.38469
V	GKU	427.700	1.80	-	-	-	-	X-	-	-	Cfffk	EPIB	80t	73	3.47%	3.495%	82.12802
U	EVU	86.700	5.11	-	-	-	-	VV	-	-	Swwkq	Ftehc	240-250	225	5.21%	5.273%	30.73277

Filings

Tranche Comments

V: Registration: 144Y Uxny; X: Registration: 144S Txjp; U: Registration: 144J Eexa;

Pricing Speed

21% LYQ, 10% Lnjj

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	YXQ	23.400	6.92	-	-	-	-	RRR	-	-	Bwccw	Khmgy	125l	125	4.07%	4.113%	37.51751
C	VXR	114.600	7.29	-	-	-	-	B-	-	-	Hslht	CXUQ	75-80	80	3.39%	3.423%	92.53974
M	RZV	99.600	2.64	-	-	-	-	MM	-	-	Nqzmr	Kcdoh	225-235	250	5.21%	5.411%	90.36982

Filings

ABS-EE/A

Tranche Comments

C: Registration: 144M Yjsv; W: Registration: 144L Avae; M: Registration: 144C Nhxn;

Pricing Speed

21% XCL, 10% wadd

Refinancing

Yes

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	KRN	238.660	9.49	-	-	-	-	U-	-	-	Klbwq	VBJI	-	72	2.99%	3.107%	34.82450
W	TER	15.894	4.98	-	-	-	-	CCC	-	-	Wlgvc	PRCP	-	125	3.67%	3.701%	42.24190
E	AFV	27.111	5.46	-	-	-	-	NN	-	-	Pgtbu	AQPF	-	220	4.74%	4.791%	34.90611

Filings

Tranche Comments

C: Registration: 144F Feub; W: Registration: 144P Hafw; E: Registration: 144D Sruc;

Pricing Speed

30% JSJ sh 10% Jctar-Ml Jacc

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	HZL	65.358	1.60	-	-	-	-	CC	-	-	Xjgzt	Grfgt	300s	290	4.87%	4.927%	44.12788
H	PIM	411.338	3.75	-	-	-	-	A-	-	-	Gnybx	GIJM	90-95	85	2.55%	2.569%	76.62976
S	TVW	23.816	2.66	-	-	-	-	SSS	-	-	Khpqc	TNXQ	170-175	160	3.50%	3.533%	86.46005

Filings

Tranche Comments

H: Registration: 144X Ziuu; S: Registration: 144F Ksdp; U: Registration: 144G Weix;

Pricing Speed

30% OPD ex 10% Orlyn-Ie Oyrr