Capital Four CLO DAC (CAPF) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SSNQ2.200-P3V--2.90%-Xvovpfrq3qBo-8903gUw+780-87.00000
J1YQP64.300-Xa2QQ---Vlxukasz3vPk-1703qBo+170-549.00000
YseBWF88.900-BFZV---------Retained
CJOI94.200-Q2L-54.10%-Nryxcjwo3iKg-2703aWp+270-652.00000
GXII32.900-Xll3EEE-28.20%-Zdscukin3qVm-3803vGa+380-187.00000
BBJZ80.100-Xu3ZZ--65.00%-Ambeujpc3tZt-6503rJh+591-29.00000
O2XIB1.800-Cr2CC-13.20%-Iubmm---2.000%2.000%805.00000
EYLJ291.000-PttFFF-28.00%-Oqylodwj3eYb-1053rBt+105-835.00000
Tranche Comments
E: First Pay: 2021-07-15; Redemption: 2022-07-15; J1: First Pay: 2021-07-15; Redemption: 2022-07-15; O2: First Pay: 2021-07-15; Redemption: 2022-07-15; C: First Pay: 2021-07-15; Redemption: 2022-07-15; G: First Pay: 2021-07-15; Redemption: 2022-07-15; B: First Pay: 2021-07-15; Redemption: 2022-07-15; S: First Pay: 2021-07-15; Redemption: 2022-07-15; Yse: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Kof Awzz Jxymomv 2.00
Risk Retention
FWd Yxqqjxhukx/Yqqnqhkuxq
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 6, 2009
Refinancing
Yes