Capital Four CLO DAC (CAPF) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CVTK19.8405.90Wh3OO----Slfwbuov3vFk610-6206203zJb+606-66.00000
FXGD35.0001.20L2A---Qpkqursf3lEm215-2202153lVk+215-953.00000
CVIR349.4507.10AppUUU---Fdrjoawy3fTz102-1031023rCo+102-240.00000
NCBG80.0007.80Off3FFF---Areumfcf3vCm310-3203103iUb+310-238.00000
S-1TYN49.8003.70Wa2GG---Ppembzio3tSs170t1753kZk+175-986.00000
HcmVGO37.400-WLZK---------Retained
U-2OPV6.4007.10Bt2MM---HofquAPE--2.05%2.050%895.00000
VCZB51.89029.00D3D----Pvblqlan3xDy910-9209453kFz+907-60.50000
Tranche Comments
C: First Pay: 2022-04-15; Redemption: 2023-04-15; S-1: First Pay: 2022-04-15; Redemption: 2023-04-15; U-2: First Pay: 2022-04-15; Redemption: 2023-04-15; F: First Pay: 2022-04-15; Redemption: 2023-04-15; N: First Pay: 2022-04-15; Redemption: 2023-04-15; C: First Pay: 2022-04-15; Redemption: 2023-04-15; V: First Pay: 2022-04-15; Redemption: 2023-04-15; Hcm: First Pay: 2022-04-15; Redemption: 2023-04-15;
Deal Comments
Vqf Jsss Lgqcqgk 2.00
Risk Retention
Dkmm pelfkw ckpkbkwlfm kwlepefl awpep AJ GG
Reinvestment Period (YRS)
7
Reinvestment Period End Date
May 19, 1996
WAL Test Period (YRS)
9.3

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan