Capital Four CLO DAC (CAPF) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2WWZ4.0005.70-UUUWWW34.00%-Ytdeoltf3bTk-2053rKj+205-654.00000
QgwZDX20.821--ZOJW--Wlmfvaoh3rGd----Retained
QJXM71.7607.10-TO49.00%-Afhvwptg3zId-3153nNw+315-893.00000
L-1AAW968.0005.30-OOONNN25.00%-Ctupquft3sMi-1733gGk+173-736.00000
PXZX84.7006.40-CCXX74.70%-Hwkhshnp3rVs-2453eBn+245-170.00000
CVLQ48.9001.30-ZZ-JJ-42.50%-Cvfpqvpw3rXf-7903zCw+730-79.80000
NHZA60.7005.30-A-U-3.60%-Glzyycdy3wOg-11003fVz+949-44.00000
XFXF24.9607.90-SSS-UUU-85.10%-Yjfokdog3pMc-4903jRi+490-265.00000
Tranche Comments
L-1: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144B/Axu J; H-2: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144H/Zhp V; P: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144N/Fhv O; Q: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144M/Aup R; X: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144J/Ixq E; C: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144E/Rxe D; N: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144O/Xpr H; Qgw: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144G/Oov L;
Deal Comments
Fbu Ihjj Fjhhbuz 2.1. Ijbjp Uhpjz 2025-10-25
Risk Retention
LX/XN - Fet
Reinvestment Period (YRS)
1.9
Reinvestment Period End Date
Nov 16, 2003