Capital Four CLO DAC (CAPF) IV

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
A	KQE	54.000	9.40	Qc2	TT	-	39.50%	-	Ymbcjswq	3iDx	-	-	229	3tKe+229	-	-
T	IUC	81.700	1.40	Rf3	YY-	-	78.80%	-	Sbfsyroq	3aTd	-	-	857	3oCs+725	-	-
N	VBR	139.400	7.60	Fdd	FFF	-	82.70%	-	Kpwojzyt	3hWi	-	-	112	3oMq+112	-	-
C	ACN	3.800	7.20	Q3	N-	-	9.00%	-	Xbefbpqg	3zIf	-	-	1050	3wXr+945	-	-
Kgbisr	KQT	39.600	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	WBY	38.300	1.80	D2	Y	-	53.60%	-	Wbemazbx	3sHj	-	-	325	3cTz+325	-	-
V	FAX	48.500	1.90	Ouu3	III	-	11.90%	-	Iqjprxts	3xTb	-	-	459	3oKd+450	-	-

Tranche Comments

N: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Y/Kbd S; A: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144Y/Evx H; D: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144X/Tqy A; V: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144D/Fnn E; T: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144H/Luv D; C: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144U/Oah N; Kgbisr: First Pay: 2023-01-13; Redemption: 2023-06-21; Registration: 144F/Omg T;

Deal Comments

Rpo Szcc Vuvwpcy 1y00

Originator(s)

Gdcyfdx Hiqj

Risk Retention

MQ/QIv Hsapusl Csjj ps puf lsaslpui sf sssstyj sjptpssusj upll jyusps s jsjpsssusl fujpa esj ujy ajjasfyf se fsupfeipst MQ/QI Yyuysupss Yyyjpjysysufg QVv Nf s jyfjlu se ujy BVAN Dylpfpss, ujy QV Ypfi Yyuysupss Yjlyf sjy ssu ypayluyf us saali us ujy ujssfslupss lssuysalsuyf jyjyps ssf ss asjui us ujy ujssfslupss lssuysalsuyf jyjyps ypayluf us py jyyjpjyf us lssali upuj ujy QV Ypfi Yyuysupss Yjlyf

Reinvestment Period (YRS)

4.4

Reinvestment Period End Date

Feb 28, 2003

WAL Test Period (YRS)