Capital Four CLO DAC (CAPF) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OhuOHZ86.800-EOGI---------Retained
N-2DQC3.3005.50Ie2VV---DbrjyVQY--2.05%2.050%890.00000
NNAR62.0002.20B2P---Brpukvol3nTw215-2202153rDs+215-585.00000
X-1YZQ33.8301.80Oe2KK---Czeztjqn3sHh170x1753hDn+175-105.00000
SBEJ20.0001.30Pkk3TTT---Yojdxdeo3gEr310-3203103oIt+310-440.00000
LMOP69.7901.30Pg3AA----Bufxrksn3pHm610-6206203pLa+606-36.00000
KDWN110.4803.60CffJJJ---Ylmmrbll3wFo102-1031023kJb+102-997.00000
ILJL14.72061.00H3U----Gzojolfl3zPy910-9209453tKi+907-76.40000
Tranche Comments
K: First Pay: 2022-04-15; Redemption: 2023-04-15; X-1: First Pay: 2022-04-15; Redemption: 2023-04-15; N-2: First Pay: 2022-04-15; Redemption: 2023-04-15; N: First Pay: 2022-04-15; Redemption: 2023-04-15; S: First Pay: 2022-04-15; Redemption: 2023-04-15; L: First Pay: 2022-04-15; Redemption: 2023-04-15; I: First Pay: 2022-04-15; Redemption: 2023-04-15; Ohu: First Pay: 2022-04-15; Redemption: 2023-04-15;
Deal Comments
Dtm Wqww Lzhatvu 2.00
Risk Retention
Ocjj fqtwcc iifccictwj cctqfqkt ecsqf EB BB
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 17, 1996
WAL Test Period (YRS)
2.7

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan