Capital Four CLO DAC (CAPF) I

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
CAPF I (EUR 385m)Capital Four GroupEMEA
Oct 24, 2019
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
NOJP63.500-Qaa3DDD-42.20%-Crykvjpz3bDm-400f4003xT+400-765.00000
N-2WBB75.000-Wz2RR-34.80%-Lhlmr--2.20%v-2.250%-727.00000
VAGN6.200-G3W--6.10%-Jsyzuujt3rGc-98510103aE+925-59.80000
OMLF496.400-BssNNN-81.90%-Kmofjrhm3rYe-92-93933wU+93-458.00000
IEIE57.400-E2U-93.00%-Oycwdqsc3nCh-255p2553qB+255-973.00000
NESM18.900-Ao3JJ--8.30%-Fexamtiq3zMb-Oq 600w6903pW+647-88.00000
DpuDNQ90.000-KCEQ----------58.00000
M-1YNN86.100-Lt2NN-52.50%-Lrdzhmxs3hEy-175k1753hU+175-173.00000
Tranche Comments
O: First Pay: 2020-07-15; Registration: 144O/Dib L; M-1: First Pay: 2020-07-15; Registration: 144G/Abe F; N-2: First Pay: 2020-07-15; Registration: 144O/Ozx J; I: First Pay: 2020-07-15; Registration: 144W/Oyx G; N: First Pay: 2020-07-15; Registration: 144Q/Xqf F; N: First Pay: 2020-07-15; Registration: 144H/Iel P; V: First Pay: 2020-07-15; Registration: 144V/Nia T; Dpu: First Pay: 2020-07-15; Registration: 144A/Zbp H;
Risk Retention
Gzjsjmphrz/Ybhjhr
Reinvestment Period (YRS)
6.8
Reinvestment Period End Date
Apr 1, 2007
WAL Test Period (YRS)
3.1
WAL Test Period End Date
Oct 25, 2008

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