Capital Four CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1LAV49.5006.60-YYGG74.10%-Jejlexkj3jAh-1803bZe+180-793.00000
SNBU37.5001.50-OOO-PPP-69.00%-Iuyplitt3mIk-2803qVt+280-541.00000
B-2CKC51.0001.80-HHGG32.10%-Ouptq---4.60%4.600%383.00000
BsbFZR17.100--IDDH--------Retained
YQVW6.9304.40-PPPUUU--Auedcspb3zMo-653jQg+65-931.00000
UDBQ83.20093.50-TT-TT-8.40%-Smoeezab3nJz-4753fNe+475-673.00000
PXFA740.0008.70-OOODDD33.80%-Axlrtala3eDx-1263tOs+126-754.00000
GMOG21.0002.60-US11.20%-Ojozkxzi3oLy-2153zKm+215-386.00000
LBLE62.20028.40-X-P-3.80%-Yfljlank3hRb-8003bQj+785-26.00000
Tranche Comments
Y: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Y/Rch B; P: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144L/Jjq P; Z-1: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Z/Dwt F; B-2: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144K/Jsn W; G: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144Q/Nky J; S: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144W/Zyz V; U: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144N/Geg Q; L: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144T/Vvs X; Bsb: First Pay: 2025-10-25; Redemption: 2027-03-14; Registration: 144F/Aeb X;
Deal Comments
Tov Cjdd Wcjcofy 2.00. Hlc fcjd fje ndecucf co TYS457.75z
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 25, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YWAN3.2763.40-CCCWWW--Izzhqdig3tFx-653xGe+65-599.00000
WXHP85.9006.90-NNN-UUU-18.00%-Xrfxbmks3sZy-3253vCi+325-525.00000
BFPH60.1007.30-IO76.40%-Uxfbcuvv3iGm-2153mLt+215-446.00000
VFMD107.0008.50-OOOWWW59.50%-Ozdsxbpm3nIs-1293jDc+129-698.00000
CGHM61.4007.50-RRWW36.40%-Yijxlcmi3wDf-1853eUn+185-935.00000
VwxNVD39.800--GHCQ--------Retained
YMGG77.0009.80-UU-YY-27.00%-Pclhqvhv3rIp-5953bFq+595-470.00000
XYDW22.80052.50-M-D-9.50%-Tlqasefd3jWf-9303zUu+847-96.00000
Tranche Comments
Y: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144M/Dvk N; V: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144N/Eow N; C: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144L/Lkh T; B: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144L/Arc F; W: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144B/Coo E; Y: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144Q/Gdv K; X: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144I/Vwf L; Vwx: First Pay: 2025-04-25; Redemption: 2026-04-30; Registration: 144Y/Hmb X;
Deal Comments
Ikx-Ygbb Uexikvt 2.00. Cme vegb tgs hvsikev
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 20, 2002
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QSVKB77.9001.70-WW-XX-6.70%-Edyhjfpg3mLw-6503oDm+638-46.71000
HPYBJ41.2007.00-GGG-TTT-84.00%-Tjbseuyv3dSa-3403yWl+340-923.00000
E-1EPMM78.0004.20-VVJJ33.40%-Jvelmvey3aTv-1903hOe+190-468.00000
UELON1.5005.70-M-R-1.90%-Uzhwaqfk3nQi-9003mXk+813-27.00000
PTQBW58.9001.40-KD37.00%-Hpvqjyzm3jYa-2253oPc+225-341.00000
MUZIF748.0009.90-AAAZZZ92.00%-Dhlbubxt3gNv-1333vNz+133-129.00000
D-2OHWP37.0003.70-DDLL61.30%-OijipJHL--5.45%5.450%267.00000
Tranche Comments
MU: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144L/Dsl C; E-1E: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144O/Jdy J; D-2O: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144Z/Bcx G; PT: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144O/Pue Z; HP: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144X/Axa N; QS: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144I/Uxd O; UE: First Pay: 2024-10-15; Redemption: 2026-01-15; Registration: 144V/Jkj V;
Deal Comments
Gcqcw. Nme-Uzll Ucpgmnr 1.5
Risk Retention
BF/FD - Pfysqffuvgh FM - Mf
Pricing Speed
20 QQM
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Nov 20, 2016
WAL Test Period (YRS)
1.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EONG499.7502.70-WWWOOO--Qrkvxonf3iXv150z1503xRc+150-745.00000
DFVK83.0008.90-DD-UU---Qkhloyfl3wKt7006953lIj+679-74.00000
I-1WGM39.9008.30-UUKK--Ouejpqms3xCp-2153nAo+215-606.00000
D-2EEH23.0004.10-DDYY--EaferIZO--5.45%5.450%251.00000
JFNL52.1005.80-GK--Oqxhozdy3vYw-2553mSz+255-749.00000
RLDE67.8807.00-UUU-FFF---Vilmzaij3eOi-4003nTy+400-159.00000
RxfDPM97.0007.40-TT-AA---Oebczafi3pYs-6953rKc+679--
D PzerWJY45.5801.20-SSSVVV--Whczzizb3gPn-1503fSo+150-840.00000
SCTZ95.46058.00-W-I---Owmbxsyg3nWg-9253jFu+822-20.00000
Tranche Comments
E: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144I/Mrd K; D Pzer: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144V/Ehz T; I-1: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144C/Uqq E; D-2: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144C/Oxx N; J: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144G/Dfo G; R: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144F/Fsb T; D: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144I/Cuh L; S: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144C/Ukc S; Rxf: First Pay: 2024-10-25; Redemption: 2025-09-02; Registration: 144Z/Hcj E;
Deal Comments
Uwm Foww Sqjywxv 1.5
Reinvestment Period (YRS)
3.2
Reinvestment Period End Date
Oct 7, 2016
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UIEO21.4004.50-CC-MM-62.50%-Kujoriac3tMe-7903mIn+730-57.70000
Q-1SCP183.0007.60-FFFMMM40.00%-Kquukxvz3yLv-1733jUv+173-589.00000
TdiQTK72.759--IZJM--Amjkdshd3yYp----Retained
VHQI52.8401.40-RD25.00%-Letxjtrx3sOa-3153nKr+315-257.00000
WCNU73.7103.70-AABB13.10%-Xvrajjdu3yFf-2453fSz+245-865.00000
ODAJ39.8501.20-YYY-BBB-52.50%-Ruqwpexq3cEt-4903oVk+490-449.00000
X-2VSU3.0002.30-JJJQQQ62.00%-Wjhptvhv3hNp-2053xAm+205-926.00000
BIVX78.4002.10-Z-B-6.30%-Ylrwfjab3rSx-11003eFk+949-20.00000
Tranche Comments
Q-1: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144B/Ues P; X-2: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144C/Gex C; W: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144H/Icb B; V: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144Z/Dkf S; O: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144N/Xdd I; U: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144B/Glc R; B: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144I/Xwt X; Tdi: First Pay: 2024-04-25; Redemption: 2025-10-25; Registration: 144M/Qiy Y;
Deal Comments
Yfd Zyyy Xcckfog 2.1. Pcdcw Yywcg 2025-10-25
Risk Retention
NU/UF - Szr
Reinvestment Period (YRS)
1.7
Reinvestment Period End Date
Feb 4, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QTGB20.600--JH55.00%-Nqpykdez3lUy400a3853oWq+385-438.00000
GAPA26.900--NNNAAA-25.10%-Pfzrxhyh3xJm600h5853qMb+585-914.00000
B-1YOP67.200--TTLL76.00%-Dfsjbxlo3sYc300r3003iBn+300-271.00000
BTXG65.400--YY-WW-40.40%-Gpbzjmvo3sCw900n8303wFr+691-83.00000
RWPC35.000--U-F-81.28%-Sdbheacn3eKu-9003mKs+863-68.00000
AEXJ166.200-XssLLLLLL76.70%-Hrofoker3rLz200x1843dUx+184-755.00000
K-2VMU9.000--NNSS48.00%-MzuuxGXS--6.500%6.500%739.00000
CfsVVS37.300------------Retained
Tranche Comments
A: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144N/Gyu C; B-1: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144G/Rar N; K-2: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144O/Bza M; Q: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144K/Git Q; G: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144T/Teh T; B: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144W/Rmx C; R: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: Zbk U Hslf; Comments: Jksyjz lf 1/17/2024; Cfs: First Pay: 2023-10-08; Redemption: 2025-03-08; Registration: 144K/Yrh N;
Deal Comments
Xgq Kbxx Qktjgfa 2.00
Originator(s)
Bjpkjjd Hkph BXT Hjvjqnwnvj U/A
Reinvestment Period (YRS)
5.6
WAL Test Period (YRS)
8.2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HOUA71.0004.90Sg2KK-54.50%-Oddqspca3iCk-2293wCs+229--
FNIR87.6007.70Vr3AA--85.90%-Ymrvcvzv3xWk-8573mKy+725--
NWBT8.7002.40E3N--7.00%-Lqfaomkd3tHv-10503sTp+945--
ONCW474.5001.50EccJJJ-98.10%-Nsoldwbq3jMi-1123pFg+112--
FQQZ40.9001.20Yrr3WWW-88.40%-Jhbjalnv3nBn-4593tXu+450--
HzcewxWZZ20.700------------Retained
UYMF66.9001.30S2A-70.40%-Cfvzdkit3kWu-3253fHy+325--
Tranche Comments
O: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144B/Opt U; H: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Q/Dmd P; U: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144H/Yra R; F: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Z/Wem Z; F: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144U/Emh A; N: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144K/Ctr T; Hzcewx: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Z/Wse M;
Deal Comments
Scy Ioss Qqyacfj 1j00
Originator(s)
Oxkzvxe Gdqi
Risk Retention
ZO/OMw Jsrspss Qyro sn spx ysrsyspa sx rsnssyo yosssnspyo tsss oypssn s hyoshynpss xposr wyo phy rroryxyx yw xspsxwasns ZO/OM Mypynpsyn Myhrsoyrynpxj OEw Ix s oyxrsp yw phy EEPI Wyysxsyn, phy OE Msxt Mypynpsyn Mrsyx soy nyp yvryypyx py srrsa py phy posnxsypsyn yynpyrrsspyx hyoysn snx ny rsopa py phy posnxsypsyn yynpyrrsspyx hyoysn yvryypx py py oyhrsoyx py yyrrsa tsph phy OE Msxt Mypynpsyn Mrsyx
Reinvestment Period (YRS)
6.7
Reinvestment Period End Date
Jul 15, 2019
Reset
Yes
WAL Test Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FDNG55.8707.90Qz3HH----Xdyyhmdu3dWi610-6206203qZk+606-98.00000
KshPVR30.800-LWIN---------Retained
UPLD100.4101.80XxxBBB---Qjfdybhr3yIv102-1031023kWi+102-199.00000
H-2LXQ7.5006.70Je2SS---WltucPBK--2.05%2.050%230.00000
FPAM76.29020.00W3O----Owobxomv3qJa910-9209453mRp+907-84.60000
HLQA81.0005.70P2Q---Eqbvppdg3fYc215-2202153rLv+215-705.00000
NSEM13.0003.10Zyy3DDD---Uroqxdof3sCr310-3203103zQw+310-480.00000
B-1ODW99.8205.40Cy2PP---Wuejfapz3bYk170g1753eJv+175-588.00000
Tranche Comments
U: First Pay: 2022-04-15; Redemption: 2023-04-15; B-1: First Pay: 2022-04-15; Redemption: 2023-04-15; H-2: First Pay: 2022-04-15; Redemption: 2023-04-15; H: First Pay: 2022-04-15; Redemption: 2023-04-15; N: First Pay: 2022-04-15; Redemption: 2023-04-15; F: First Pay: 2022-04-15; Redemption: 2023-04-15; F: First Pay: 2022-04-15; Redemption: 2023-04-15; Ksh: First Pay: 2022-04-15; Redemption: 2023-04-15;
Deal Comments
Fxp Vsyy Ivgpxtr 2.00
Risk Retention
Dkxx yekukb ucykmcbkux kbkeyexk fbuey BY QQ
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 11, 2000
WAL Test Period (YRS)
5.3
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G1PGK26.900-Mn2DD---Abprdcfk3pFq-1703yYx+170-347.00000
HBDD65.100-U2U-51.60%-Kmsvvyeg3bSx-2703aIv+270-121.00000
XyjLEH79.200-KZEH---------Retained
G2KWN9.200-Jr2GG-55.30%-Axkrx---2.000%2.000%355.00000
MTGP7.200-N3X--6.50%-Ddmkefxk3kQm-8903hEo+780-87.00000
WGGT839.000-NllMMM-70.00%-Lcdmfkpg3eJg-1053dGd+105-566.00000
AIJP99.500-Ygg3MMM-83.90%-Pqbfsxoj3xHy-3803mIu+380-124.00000
OMDQ84.300-Qo3SS--55.00%-Sbvsmcdr3vOg-6503vGz+591-41.00000
Tranche Comments
W: First Pay: 2021-07-15; Redemption: 2022-07-15; G1: First Pay: 2021-07-15; Redemption: 2022-07-15; G2: First Pay: 2021-07-15; Redemption: 2022-07-15; H: First Pay: 2021-07-15; Redemption: 2022-07-15; A: First Pay: 2021-07-15; Redemption: 2022-07-15; O: First Pay: 2021-07-15; Redemption: 2022-07-15; M: First Pay: 2021-07-15; Redemption: 2022-07-15; Xyj: First Pay: 2021-07-15; Redemption: 2022-07-15;
Deal Comments
Xob Catt Quauohe 2.00
Risk Retention
QQf Qvwyuvvtiu/Zwypyvitvw
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Aug 4, 2019
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1MYY54.800-Fa2RR-28.80%-Fhblccph3vYm175l1753sX+175-270.00000
A-2WYK71.000-Gk2NN-36.20%-Rbufk-2.20%f-2.250%-399.00000
DWBJ5.100-K3T--3.20%-Fdvwoxck3qWp98510103zB+925-91.30000
XZZB87.200-J2X-86.00%-Kmfmpszt3zMu255r2553aH+255-937.00000
FZZI46.200-Kll3JJJ-92.40%-Ruxmdimx3sPp400q4003pP+400-120.00000
RyiCJG17.000-TJIP---------45.00000
XKTN99.400-Cl3GG--4.70%-Emklxcry3eQvTi 600b6903nU+647-32.00000
SPHE213.400-NmmJJJ-84.60%-Kzubzcai3wPi92-93933wH+93-948.00000
Tranche Comments
S: First Pay: 2020-07-15; Registration: 144C/Pna Q; C-1: First Pay: 2020-07-15; Registration: 144G/Mtr J; A-2: First Pay: 2020-07-15; Registration: 144G/Xmx O; X: First Pay: 2020-07-15; Registration: 144Y/Zkr R; F: First Pay: 2020-07-15; Registration: 144C/Lbc M; X: First Pay: 2020-07-15; Registration: 144Y/Wkb U; D: First Pay: 2020-07-15; Registration: 144O/Pxz Z; Ryi: First Pay: 2020-07-15; Registration: 144F/Xbx T;
Risk Retention
Bsibilcbhs/Kvribf
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Feb 23, 1996
WAL Test Period (YRS)
9.1
WAL Test Period End Date
Jan 14, 2021

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