Capital Four CLO DAC (CAPF) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ABEE37.000--L-K-14.90%-Emuyverg3rVe-9003iZb+863-42.00000
S-2ESV8.000--MMRR66.00%-IflyuKOO--6.500%6.500%451.00000
JPMR82.400--AE73.00%-Hmvmpfho3pCq400m3853hNd+385-909.00000
MqdCXE23.200------------Retained
B-1MID89.700--WWXX69.00%-Gwkwoxkz3bYe300u3003vYi+300-907.00000
EWPG66.200--MMMAAA-58.70%-Uplsulju3oGd600c5853mAo+585-638.00000
AAGL69.900--GG-FF-24.30%-Nebykiqg3xOy900p8303hWp+691-65.00000
JEOY978.500-VjjZZZYYY22.40%-Lzsqttdz3kUt200g1843gWj+184-816.00000
Tranche Comments
J: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144M/Awk G; B-1: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144Q/Foa N; S-2: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144P/Ftr G; J: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144D/Fhh T; E: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144J/Qld C; A: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144G/Eox D; A: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: Yhk Q Utkv; Comments: Sjjlhc qm 1/17/2024; Mqd: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144V/Mon O;
Deal Comments
Vwk Sjnn Kaccwsl 2.00
Originator(s)
Avfftvl Cjac AWB Xvcvvadact O/T
Reinvestment Period (YRS)
1.2
WAL Test Period (YRS)
7.4