Capital Four CLO DAC (CAPF) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q2ETY7.700-Dw2WW-36.10%-Jrlnp---2.000%2.000%901.00000
YSBK25.600-Tii3LLL-33.10%-Fhmpkreu3pAl-3803dZe+380-251.00000
EfdOMI23.600-BUSS---------Retained
GBLX254.000-LxxPPP-18.00%-Aesqlmws3fQa-1053rBp+105-123.00000
B1PNW30.300-Pr2BB---Oeuoqmke3aXe-1703hIn+170-328.00000
IMJT71.400-F2G-73.50%-Dlpzpjqc3kTu-2703aUm+270-181.00000
APPF83.800-Sr3EE--63.00%-Jyursvjj3rKl-6503bUg+591-15.00000
HPBO2.500-N3R--2.80%-Kerrsdyg3dSl-8903kHg+780-20.00000
Tranche Comments
G: First Pay: 2021-07-15; Redemption: 2022-07-15; B1: First Pay: 2021-07-15; Redemption: 2022-07-15; Q2: First Pay: 2021-07-15; Redemption: 2022-07-15; I: First Pay: 2021-07-15; Redemption: 2022-07-15; Y: First Pay: 2021-07-15; Redemption: 2022-07-15; A: First Pay: 2021-07-15; Redemption: 2022-07-15; H: First Pay: 2021-07-15; Redemption: 2022-07-15; Efd: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Jcf Vkpp Loaxctg 2.00
Risk Retention
KYu Iyfovyrcjp/Cfoborjcyf
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 26, 2015