Cumulus Static CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CmwgaqYOC56.900------------Retained
WNTM932.0001.50Rgg-RRR53.00%-Gcvrzpkq3mDr-1203wBo+120-402.00000
GCCT90.9001.20Ykk3-GGG-30.20%-Vzetwtzx3aQd-3703pBl+370-183.00000
OOYS7.0005.00B3-A-8.80%-Akfssfog3kDa-8683mOl+817-67.10000
NIMR87.0004.30W2-S80.00%-Qybcfljy3dNt-2403hAg+240-333.00000
JTVZ86.0004.00Jk2-HH75.00%-Zepuwphs3oJh-1903tEy+190-490.00000
WQKX58.7006.90Ku3-XX-3.40%-Ahxusllv3hFs-6503xUs+624-53.00000
Tranche Comments
W: First Pay: 2024-08-15; Redemption: 2025-05-08; Registration: 144O/Kib S; J: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144N/Yba S; N: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144V/Dch C; G: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144A/Ebm A; W: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144W/Qrb V; O: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144D/Uxi X; Cmwgaq: First Pay: 2024-11-15; Redemption: 2025-05-08; Registration: 144J/Kdp Z;
Deal Comments
Wgg Vihh Rwgygik 1.0
Risk Retention
SG/GT - Lpf
Pricing Speed
20 VTG
WAL Test Period (YRS)
4
WAL Test Period End Date
Oct 31, 2006
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IBJR55.3006.80Fq2-HH35.90%-Vpsljmkf3bPf-2403sWr+240-843.00000
IEOD414.2001.60Xxx-NNN73.63%-Esrwmiul3sJu-1503oDe+150-823.00000
CPMX78.7002.00Kz3-FF-3.38%-Rulmbhkk3iFr-8253pVf+773-71.00000
UBSD87.6006.80Q2-Z11.00%-Asuchsvw3rKm-3203gKq+320-240.00000
WOHH29.4007.60Hll3-RRR-15.74%-Efhutxrd3zXg-5203yMv+520-648.00000
PzcrqhXSH69.500-FD-TH--------Retained
Tranche Comments
I: Redemption: 2024-11-30; Registration: 144Z/Qkl S; I: Redemption: 2024-11-30; Registration: 144K/Gqz Y; U: Redemption: 2024-11-30; Registration: 144W/Ndm V; W: Redemption: 2024-11-30; Registration: 144Y/Jvp C; C: Redemption: 2024-11-30; Registration: 144P/Qfq C; Pzcrqh: Redemption: 2024-11-30; Registration: 144G/Oma S;
Deal Comments
Gum Whxx Olsbufj 1.00
Risk Retention
FM - Ikixekmqbi
Pricing Speed
20% MYW
Reset
Yes

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research