Capital Four CLO DAC (CAPF) IV(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QKTVI56.1004.00-RRR-FFF-85.00%-Wcwyuofl3cIs-3403nQj+340-541.00000
WIFER6.3008.40-I-U-4.90%-Rdrbyynq3nTj-9003nRn+813-43.00000
Y-1XOOR49.0006.70-DDXX89.80%-Cyqcdhqf3iVr-1903dIk+190-289.00000
S-2EIJH65.0004.40-JJPP48.80%-RzkmbITB--5.45%5.450%652.00000
NRSSB97.4001.60-EM49.00%-Shdxvaiu3jZc-2253sZv+225-490.00000
GZTAL531.0006.20-JJJQQQ49.00%-Zfksrobd3yOu-1333sCb+133-943.00000
ZYQLG16.7009.70-MM-JJ-3.30%-Pkfwcbui3pUn-6503lUj+638-22.88000
Tranche Comments
GZ: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Dkp Q; Y-1X: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144E/Lre R; S-2E: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Ebq W; NR: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Jna P; QK: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144P/Pjq I; ZY: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Uvr Z; WI: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Fmp K;
Deal Comments
Ogugm. Vgv-Daqq Rgtrgwn 1.5
Risk Retention
FI/IC - Bmkqsmkbowy ID - Qm
Pricing Speed
20 ZLR
Reinvestment Period (YRS)
5.3
Reinvestment Period End Date
Oct 13, 2008
Refinancing
Yes
WAL Test Period (YRS)
2.4