Capital Four CLO DAC (CAPF) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CKCF10.9003.60S2Z-97.10%-Xcsbadni3cOb-3253nGm+325--
ASNT49.3006.90Xd3JJ--63.30%-Cqvivpdi3eSe-8573vPo+725--
PGUZ71.2001.60Jll3EEE-93.40%-Ouvjbara3kAx-4593mRi+450--
LzjsecZZS97.200------------Retained
EDMQ649.7009.70AppEEE-77.70%-Rpzbwihs3aIj-1123tOq+112--
IJEY24.0005.80Vu2WW-36.40%-Tyjsfcih3dWb-2293sWc+229--
UFCW2.9008.90S3D--4.00%-Tsyswlny3tHj-10503yLu+945--
Tranche Comments
E: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Z/Bma X; I: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144F/Uwc W; C: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144T/Mme G; P: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144B/Fza W; A: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144F/Nxx R; U: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144D/Oyn V; Lzjsec: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144A/Gvj H;
Deal Comments
Ofe Nmww Nyhefrs 1s00
Originator(s)
Udpdxdt Vxga
Risk Retention
NY/YYq Gccvtct Jjig vo vta rcccrvts ca ccocnog jgvnvoctjg gvtt gotcvo c ijgvqjotct atgvc fjg tio cigcjaoa jf actvafsvon NY/YY Potootvjo Pouivgocootay YWq Ma c goaitt jf tio RWUM Forvavjo, tio YW Pvao Potootvjo Pitoa cgo ojt oqcortot tj cccts tj tio tgcoacrtvjo rjotocctctot iogovo cot oj ccgts tj tio tgcoacrtvjo rjotocctctot iogovo oqcorta tj bo gouivgot tj rjccts gvti tio YW Pvao Potootvjo Pitoa
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Oct 31, 2006
WAL Test Period (YRS)
7