Capital Four CLO DAC (CAPF) IV(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-1OLST76.0004.70-PPWW40.70%-Oumzkutd3hNj-1903jLm+190-783.00000
QPXDQ47.9002.90-BF58.00%-Dhrfmxkl3eJk-2253tKj+225-318.00000
QKCVV68.4009.80-SS-YY-9.10%-Neuwowfb3aCx-6503dGj+638-27.35000
QVAYX681.0004.40-ZZZMMM78.00%-Drxywjth3fYe-1333gTr+133-513.00000
W-2GYUI63.0006.30-BBJJ20.70%-HkwumACR--5.45%5.450%683.00000
YXMXZ28.6005.00-NNN-GGG-93.00%-Gbfmrbfe3zVi-3403gZn+340-992.00000
EODVD4.2002.70-T-L-4.80%-Jecskxuq3vXh-9003sUb+813-63.00000
Tranche Comments
QV: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144O/Lli F; E-1O: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144B/Qrd W; W-2G: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144D/Jbk Z; QP: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144M/Hku P; YX: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144U/Xsk I; QK: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144W/Vxx P; EO: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144J/Wlz L;
Deal Comments
Qvhvf. Jbo-Hgll Wvjqbzy 1.5
Risk Retention
OJ/JM - Avufxvoiwuj JF - Dv
Pricing Speed
20 BCG
Reinvestment Period (YRS)
5.6
Reinvestment Period End Date
Jun 12, 2011
WAL Test Period (YRS)
2.7

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan