Capital Four CLO DAC (CAPF) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Capital Four Group

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
N	QFS	604.000	-	Pvv	JJJ	-	65.00%	-	Olorwqem	3vCl	-	-	105	3jUp+105	-	314.00000
G1	ILS	16.200	-	Tm2	JJ	-	-	-	Zvodqskq	3xVi	-	-	170	3eEk+170	-	136.00000
O2	GAV	4.600	-	Bj2	KK	-	10.20%	-	Qquxo	-	-	-	-	2.000%	2.000%	238.00000
I	VIU	57.500	-	Eq3	TT-	-	41.00%	-	Msvxapbz	3lYb	-	-	650	3cLg+591	-	96.00000
M	XTZ	42.300	-	Jqq3	QQQ	-	91.20%	-	Vyusbhmb	3rXl	-	-	380	3lCh+380	-	913.00000
Ngz	FYR	72.200	-	BL	DW	-	-	-	-	-	-	-	-	-	-	Retained
M	EEA	7.200	-	T3	T-	-	5.70%	-	Mtyfcctu	3jEv	-	-	890	3xGv+780	-	12.00000
K	PXF	93.900	-	L2	M	-	23.30%	-	Gyrrrqjp	3rCw	-	-	270	3kBv+270	-	837.00000

Tranche Comments

N: First Pay: 2021-07-15; Redemption: 2022-07-15; G1: First Pay: 2021-07-15; Redemption: 2022-07-15; O2: First Pay: 2021-07-15; Redemption: 2022-07-15; K: First Pay: 2021-07-15; Redemption: 2022-07-15; M: First Pay: 2021-07-15; Redemption: 2022-07-15; I: First Pay: 2021-07-15; Redemption: 2022-07-15; M: First Pay: 2021-07-15; Redemption: 2022-07-15; Ngz: First Pay: 2021-07-15; Redemption: 2022-07-15;

Deal Comments

Mku Govv Vualkar 2.00

Risk Retention

ZSo Ibxosbqdyr/Txokoqydbx

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2021