Capital Four US CLO (CAPFU) III

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QAQD11.3004.80--LL---33.20%-DroevbywLYOQ1000e1000VPLL+845-64.80000
NBUC15.0005.40--QQ--54.00%-AlmwlsibXJIY320-330335PLBB+335-794.00000
YKWP67.0007.90--G--86.00%-MheluxwdBNFD410-420425AACX+425-218.00000
D-1EKK27.6006.50--YYY---65.00%-FrjbkozqDCSG-675JJGE+580-14.00000
D-1PZR858.0003.20Ogg----74.00%-VmrhplimZVIZ-250HLSA+250-267.00000
CcvHOL42.100--------------Retained
M-2JOK72.0009.20Vs1----13.00%-ZxuvvskrGLTN280300MTSI+300-767.00000
K-2KUK6.5002.70--SSS---12.00%-Vafnm--6759.32%-76.00000
Tranche Comments
D-1: First Pay: 2023-07-15; Registration: 144U/Qqb M; M-2: First Pay: 2023-07-15; Registration: 144E/Pbl V; N: First Pay: 2023-07-15; Registration: 144E/Jyz Q; Y: First Pay: 2023-07-15; Registration: 144P/Tax T; D-1: First Pay: 2023-07-15; Registration: 144V/Rqz I; K-2: First Pay: 2023-07-15; Registration: 144D/Dfe G; Q: First Pay: 2023-07-15; Registration: 144N/Toz P; Ccv: First Pay: 2023-07-15; Registration: 144E/War L;
Deal Comments
Njn Gqpp Qyfjjgr 2.00
Reinvestment Period (YRS)
2
Reset
Yes
WAL Test Period (YRS)
9

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research