Capital Four US CLO (CAPFU) II(R)

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X2KRKY19.000-NA-F----Fknhg---6.742%--
BueXHQ48.160--------------Retained
HTUTF106.000-Mll-XE----IfpvywmbKHFW-190YZHS+190--
VDLXE40.000-OA-GG----DymcflqxKEDN-265NAEE+265--
PCKN8.000-Wnn-KQ----LquswlfiKAMZ-130MGOY+130--
N1RWLO76.000-YN-Z----UevkpotfWWNE-325BBVD+325--
TFRXS76.000-LG-PPP-----JkhjcpjxLOZF-500DZBI+500--
YJLOZ53.800-DW-LL-----KbwptxquBIWJ- 850MJFS+850--
Tranche Comments
P: Redemption: 2026-01-20; Registration: 144U/Uup L; HT: Redemption: 2026-01-20; Registration: 144E/Fxh O; VD: Redemption: 2026-01-20; Registration: 144C/Gwj J; N1R: Redemption: 2026-01-20; Registration: 144E/Frm C; X2K: Redemption: 2026-01-20; Registration: 144G/Bfq X; TF: Redemption: 2026-01-20; Registration: 144Q/Jjm Y; YJ: Redemption: 2026-01-20; Registration: 144N/Iap V; Bue: Redemption: 2026-01-20; Registration: 144W/Gks P;
Deal Comments
Vfgfp. Yqo Ffyy Jfmgqxc 2.1
Risk Retention
OG - Eel
Reinvestment Period (YRS)
4.9
Reinvestment Period End Date
May 31, 2007
Refinancing
Yes
Reset
Yes

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