Cumulus Static CLO DAC (CMLST) 2024-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZxnwzePWU72.200------------Retained
SHGX66.3001.50Zm3-MM-8.20%-Pqbakrue3cBn-6503sPc+624-70.00000
YNJV1.0001.00P3-K-5.10%-Llumxrrq3rEw-8683vQe+817-98.90000
NYMY285.0009.30Drr-GGG52.00%-Avhokvdp3iRf-1203bGp+120-826.00000
GVMD26.0004.30Q2-N16.00%-Jphaysrh3dGc-2403rFp+240-921.00000
HQHA21.0005.00Ol2-EE31.00%-Wzlzjdsx3kCl-1903vRt+190-526.00000
DPQT84.8006.50Suu3-AAA-67.20%-Ilpvyziu3oKu-3703kTg+370-766.00000
Tranche Comments
N: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144V/Wkf R; H: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144Z/Zsu H; G: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144D/Ilz K; D: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144P/Dod U; S: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144A/Dpk Y; Y: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144U/Xmt F; Zxnwze: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144M/Bou A;
Deal Comments
Dos Rhpp Cxcloct 1.0
Risk Retention
CB/BK - Khi
Pricing Speed
20 KTX
WAL Test Period (YRS)
8
WAL Test Period End Date
Aug 22, 2016