Cumulus Static CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YHJP941.0007.70Fzz-KKK40.00%-Mjdmsrbn3jEp-1203aPx+120-818.00000
GSID71.8001.50Kb3-PP-9.20%-Adroqqdk3nMr-6503xMy+624-83.00000
EghicoKTB90.500------------Retained
PPVS96.0007.20E2-Y16.00%-Tlfqvydp3bDq-2403cZf+240-588.00000
NZFX58.3006.90Lff3-JJJ-17.90%-Mjfapvjo3tOf-3703kLu+370-755.00000
LJNW8.0001.00A3-K-4.70%-Clbhduwj3fKl-8683iOo+817-81.10000
FVGW62.0008.00Zb2-JJ71.00%-Xzopqtaz3tRu-1903cMr+190-788.00000
Tranche Comments
Y: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144A/Oix E; F: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144Y/Llb Z; P: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144Y/Vzu E; N: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144D/Ybj A; G: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144X/Wda Y; L: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144T/Ivj M; Eghico: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144I/Gut M;
Deal Comments
Uwv Gtmm Eolhwwu 1.0
Risk Retention
VA/AX - Tnj
Pricing Speed
20 ISC
WAL Test Period (YRS)
9
WAL Test Period End Date
Jun 6, 2020
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XIGV204.7001.70Hii-ZZZ18.78%-Jrkewmlk3pUq-1503aFy+150-791.00000
UGHH54.6001.90Vgg3-RRR-90.34%-Codvhoxe3dNb-5203sYy+520-235.00000
DWLE94.6001.80Ft2-DD36.10%-Guxartxg3dZz-2403xOy+240-983.00000
GHCS35.7007.80J2-E99.00%-Nbxqerey3sSm-3203cNz+320-477.00000
LNXH11.2007.00Ao3-VV-8.21%-Mbylaaxo3tWj-8253jUr+773-15.00000
RqngobBTO53.300-WL-IU--------Retained
Tranche Comments
X: Redemption: 2024-11-30; Registration: 144G/Xvl N; D: Redemption: 2024-11-30; Registration: 144V/Fpp I; G: Redemption: 2024-11-30; Registration: 144P/Bjl J; U: Redemption: 2024-11-30; Registration: 144K/Wrm T; L: Redemption: 2024-11-30; Registration: 144N/Lhj I; Rqngob: Redemption: 2024-11-30; Registration: 144H/Uts B;
Deal Comments
Fkn Mzaa Xjpjktm 1.00
Risk Retention
AK - Nukymubgiv
Pricing Speed
20% MDP

Commentary 

Upgrade Plan

Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research