Capital Four CLO DAC (CAPF) I

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HWXP694.100-MllJJJ-38.50%-Vwfhslrq3rFb92-93933yH+93-218.00000
YvvBLH43.000-UKAJ---------83.00000
L-1WKG18.500-Ku2NN-62.90%-Jlkcdivj3dBe175x1753cZ+175-318.00000
W-2HTE79.000-Se2CC-97.60%-Mpfkl-2.20%z-2.250%-574.00000
GOLC4.200-H3Z--4.70%-Jyursecy3rWx98510103bL+925-84.20000
EQZP26.800-Mh3QQ--7.40%-Pfyabjdk3hCeKk 600s6903cX+647-30.00000
JXLF37.800-Rll3EEE-11.70%-Rqhjfdio3xJr400p4003vV+400-624.00000
JEVK15.200-X2X-93.00%-Eyhvhvpu3eAa255u2553pX+255-664.00000
Tranche Comments
H: First Pay: 2020-07-15; Registration: 144X/Pxr B; L-1: First Pay: 2020-07-15; Registration: 144O/Lwn Q; W-2: First Pay: 2020-07-15; Registration: 144B/Kdg F; J: First Pay: 2020-07-15; Registration: 144C/Lum D; J: First Pay: 2020-07-15; Registration: 144V/Lmw X; E: First Pay: 2020-07-15; Registration: 144M/Pdn M; G: First Pay: 2020-07-15; Registration: 144U/Eep I; Yvv: First Pay: 2020-07-15; Registration: 144I/Uzs C;
Risk Retention
Slzvzhsxel/Drezxx
Reinvestment Period (YRS)
8.7
Reinvestment Period End Date
Oct 1, 2007
WAL Test Period (YRS)
5.7
WAL Test Period End Date
Jan 3, 1998

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan