Capital Four CLO DAC (CAPF) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1QUF98.800-Cf2ZZ-62.60%-Lpcwkqxi3fYm175o1753oZ+175-359.00000
VSHU78.100-Qy3QQ--6.40%-Rhefezza3qMjMt 600u6903jZ+647-62.00000
WjuHMI29.000-ZZGI---------26.00000
XDHO39.500-Y2U-28.00%-Ujxjkrbg3xYd255t2553mJ+255-690.00000
S-2MER88.000-Er2AA-20.40%-Yrmty-2.20%o-2.250%-381.00000
EJDT64.900-Ivv3QQQ-88.60%-Hqrdziti3tNf400a4003kJ+400-153.00000
TJIN398.900-ZttGGG-17.40%-Jwzobflg3eCe92-93933tW+93-743.00000
QDSK3.300-M3N--6.90%-Srfzmfol3yUy98510103hI+925-43.50000
Tranche Comments
T: First Pay: 2020-07-15; Registration: 144X/Pfj U; W-1: First Pay: 2020-07-15; Registration: 144N/Qxs U; S-2: First Pay: 2020-07-15; Registration: 144V/Pjw E; X: First Pay: 2020-07-15; Registration: 144L/Vuv D; E: First Pay: 2020-07-15; Registration: 144U/Dpx S; V: First Pay: 2020-07-15; Registration: 144Y/Lfu U; Q: First Pay: 2020-07-15; Registration: 144J/Hph Y; Wju: First Pay: 2020-07-15; Registration: 144Z/Txj M;
Risk Retention
Aezrzpmhpe/Itszhy
Reinvestment Period (YRS)
2.5
Reinvestment Period End Date
Feb 17, 1999
WAL Test Period (YRS)
8.6
WAL Test Period End Date
Jan 10, 1999