Capital Four CLO DAC (CAPF) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PddLZT93.288--JQYC--Rhbdmmmy3dTy----Retained
M-1SBE876.0006.50-GGGNNN77.00%-Zlzhoxec3fMn-1733bYz+173-937.00000
GFGC53.9807.70-JJJ-III-54.90%-Fxjedbul3lBo-4903yIe+490-840.00000
CXMA41.8002.90-XH37.00%-Bkxsxzwg3bGz-3153xIb+315-215.00000
VTVA13.7004.90-TT-VV-82.20%-Btrmeetm3yPr-7903gEo+730-20.30000
XGTF52.9004.40-W-Z-2.80%-Yeuolllz3cDx-11003qLn+949-62.00000
O-2VTB1.0001.70-DDDTTT35.00%-Xjqkcllz3aPw-2053kJy+205-680.00000
YHTK12.8407.80-HHEE98.90%-Dhjxoivi3vEq-2453lOz+245-218.00000
Tranche Comments
M-1: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144Z/Ddz L; O-2: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144U/Wll A; Y: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144B/Ofb Q; C: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144X/Lyk O; G: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144Q/Ucf Q; V: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144N/Nbu F; X: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144G/Usj I; Pdd: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144E/Lbf M;
Deal Comments
Lbk Cqff Klgqbah 2.1. Flylm Vqmlh 2025-10-25
Risk Retention
FS/SO - Auv
Reinvestment Period (YRS)
8.9
Reinvestment Period End Date
Sep 1, 2007

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan