Capital Four CLO DAC (CAPF) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1DFB95.400-It2UU-95.30%-Qphqaatg3iXh175i1753qR+175-190.00000
IETZ7.400-M3P--1.30%-Vzoujazw3eYw98510103kL+925-27.80000
SNQN827.100-GqqWWW-86.80%-Qlhxmauc3rDj92-93933gW+93-569.00000
ZEYL65.600-Ch3JJ--9.40%-Ybvjwwmz3xPmIe 600o6903zC+647-93.00000
W-2JDZ35.000-Yu2SS-46.90%-Mmurf-2.20%n-2.250%-491.00000
YFHD92.500-T2G-86.00%-Vufvuvhh3gYo255v2553nI+255-658.00000
UVYX42.500-Iaa3NNN-37.50%-Lhluqrao3qTd400b4003qT+400-489.00000
YqkHAB98.000-YENF---------46.00000
Tranche Comments
S: First Pay: 2020-07-15; Registration: 144F/Nns W; T-1: First Pay: 2020-07-15; Registration: 144E/Mzr K; W-2: First Pay: 2020-07-15; Registration: 144D/Avn E; Y: First Pay: 2020-07-15; Registration: 144A/Uyd A; U: First Pay: 2020-07-15; Registration: 144T/Tyj T; Z: First Pay: 2020-07-15; Registration: 144M/Lrt S; I: First Pay: 2020-07-15; Registration: 144L/Ual B; Yqk: First Pay: 2020-07-15; Registration: 144H/Uew U;
Risk Retention
Lljfjblerl/Mqdjei
Reinvestment Period (YRS)
9.3
Reinvestment Period End Date
Jan 21, 2011
WAL Test Period (YRS)
4.3
WAL Test Period End Date
Apr 22, 2018

Commentary 

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Deal Flow 

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