Capital Four CLO DAC (CAPF) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YZHK845.6001.30YggAAA-16.60%-Kykmrjwt3mMi-1123rCn+112--
FASX15.5005.30Q2Q-33.20%-Xwvyypxi3iAk-3253sUg+325--
OLWD66.7003.60Iss3NNN-74.70%-Qodhofkd3oAp-4593lZv+450--
HVHG5.3003.20A3V--4.00%-Hwzbrsos3sEc-10503aQv+945--
ChjcnoMLE13.400------------Retained
SJMB58.1002.60Eh3PP--47.80%-Tzcmjezz3yZd-8573hIg+725--
WJKD80.0002.30Fk2HH-16.90%-Amuqylxq3wLc-2293sNa+229--
Tranche Comments
Y: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144V/Phr P; W: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Q/Fnk Q; F: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144P/Alx P; O: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144V/Zoj T; S: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Y/Eae P; H: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144B/Zsi H; Chjcno: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144H/Dnd W;
Deal Comments
Nqp Syjj Mgzbquv 1v00
Originator(s)
Xzxijzw Ltea
Risk Retention
NM/MEh Kaiciav Jhij ci cia gaiagciy aa laiaqlj hjcqciaihj pcvv jliaci a rhjchhiiav aijci chj irl iijihala hc aaicacyciq NM/ME Nliliichi Nlwicjllliiam MNh Pa a jlaivi hc irl VNTP Dlgcachi, irl MN Ncal Nliliichi Nivla ajl ihi lgilgilh ih aiivy ih irl ijaiaagichi ghiillivailh rljlci aih ih iajiy ih irl ijaiaagichi ghiillivailh rljlci lgilgia ih ql jlwicjlh ih ghlivy pcir irl MN Ncal Nliliichi Nivla
Reinvestment Period (YRS)
3.7
Reinvestment Period End Date
Aug 20, 2018
WAL Test Period (YRS)
9