Capital Four CLO DAC (CAPF) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PqfBNG77.300-CPMM---------Retained
OCUR86.400-Kg3TT--72.00%-Qrdwvlfi3fOq-6503aRh+591-57.00000
KVUW771.000-PnnKKK-63.00%-Ckzsqixn3rZs-1053iIc+105-788.00000
O1XAD51.100-Ha2XX---Cehaxpsn3ySs-1703tLr+170-141.00000
SXSB36.800-Cqq3QQQ-24.50%-Pckwphhv3fDo-3803tRs+380-368.00000
DCJO87.600-E2W-35.80%-Nkefxixd3aBl-2703vCl+270-202.00000
N2IOX8.800-Bk2QQ-21.60%-Rgotj---2.000%2.000%118.00000
TIFR7.400-G3P--9.20%-Arpbjiyq3xSv-8903vGs+780-62.00000
Tranche Comments
K: First Pay: 2021-07-15; Redemption: 2022-07-15; O1: First Pay: 2021-07-15; Redemption: 2022-07-15; N2: First Pay: 2021-07-15; Redemption: 2022-07-15; D: First Pay: 2021-07-15; Redemption: 2022-07-15; S: First Pay: 2021-07-15; Redemption: 2022-07-15; O: First Pay: 2021-07-15; Redemption: 2022-07-15; T: First Pay: 2021-07-15; Redemption: 2022-07-15; Pqf: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Qvu Ezcc Plbpvan 2.00
Risk Retention
GYx Djmqwjfkwt/Jmqzqfwkjm
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 13, 2013

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan