Capital Four CLO DAC (CAPF) II

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
CAPF II (EUR 324m)Capital Four GroupEMEA
Dec 11, 2020
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
NQFS604.000-PvvJJJ-65.00%-Olorwqem3vCl--1053jUp+105-314.00000
G1ILS16.200-Tm2JJ---Zvodqskq3xVi--1703eEk+170-136.00000
O2GAV4.600-Bj2KK-10.20%-Qquxo----2.000%2.000%238.00000
IVIU57.500-Eq3TT--41.00%-Msvxapbz3lYb--6503cLg+591-96.00000
MXTZ42.300-Jqq3QQQ-91.20%-Vyusbhmb3rXl--3803lCh+380-913.00000
NgzFYR72.200-BLDW----------Retained
MEEA7.200-T3T--5.70%-Mtyfcctu3jEv--8903xGv+780-12.00000
KPXF93.900-L2M-23.30%-Gyrrrqjp3rCw--2703kBv+270-837.00000
Tranche Comments
N: First Pay: 2021-07-15; Redemption: 2022-07-15; G1: First Pay: 2021-07-15; Redemption: 2022-07-15; O2: First Pay: 2021-07-15; Redemption: 2022-07-15; K: First Pay: 2021-07-15; Redemption: 2022-07-15; M: First Pay: 2021-07-15; Redemption: 2022-07-15; I: First Pay: 2021-07-15; Redemption: 2022-07-15; M: First Pay: 2021-07-15; Redemption: 2022-07-15; Ngz: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Mku Govv Vualkar 2.00
Risk Retention
ZSo Ibxosbqdyr/Txokoqydbx
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 17, 2021

Commentary 

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